The Markets in Review

Dear Shareholder,

Despite an uncertain economic landscape during the 12-month reporting period ended August 31, 2023, the resilience of the U.S. economy in the face of ever tighter financial conditions provided an encouraging backdrop for investors. While inflation was near multi-decade highs at the beginning of the period, it declined precipitously as commodity prices dropped. Labor shortages also moderated, although wages continued to grow and unemployment rates reached the lowest levels in decades. This robust labor market powered further growth in consumer spending, backstopping the economy.

Equity returns were solid, as the durability of consumer sentiment eased investors’ concerns about the economy’s trajectory. The U.S. economy resumed growth in the third quarter of 2022 and continued to expand thereafter. Most major classes of equities rose, as large-capitalization U.S. stocks and developed market equities advanced strongly. However, small-capitalization U.S. stocks and emerging market equities posted more modest gains.

The 10-year U.S. Treasury yield rose during the reporting period, driving its price down, as investors reacted to elevated inflation and attempted to anticipate future interest rate changes. The corporate bond market also faced inflationary headwinds, although high-yield corporate bond prices fared significantly better than investment-grade bonds as demand from yield-seeking investors remained strong.

The U.S. Federal Reserve (the “Fed”), acknowledging that inflation has been more persistent than expected, raised interest rates seven times during the 12-month period. Furthermore, the Fed wound down its bond-buying programs and incrementally reduced its balance sheet by not replacing securities that reach maturity. However, the Fed declined to raise interest rates at its June 2023 meeting, the first time it paused its tightening in the current cycle, before again raising rates in July 2023.

Supply constraints appear to have become an embedded feature of the new macroeconomic environment, making it difficult for developed economies to increase production without sparking higher inflation. Geopolitical fragmentation and an aging population risk further exacerbating these constraints, keeping the labor market tight and wage growth high. Although the Fed has decelerated the pace of interest rate hikes and recently opted for two pauses, we believe that the new economic regime means that the Fed will need to maintain high rates for an extended period to keep inflation under control. Furthermore, ongoing structural changes may mean that the Fed will be hesitant to cut interest rates in the event of faltering economic activity lest inflation accelerate again. We believe investors should expect a period of higher volatility as markets adjust to the new economic reality and policymakers attempt to adapt.

While we favor an overweight position to developed market equities in the long term, we prefer an underweight stance in the near term. Expectations for corporate earnings remain elevated, which seems inconsistent with macroeconomic constraints. Nevertheless, we are overweight on emerging market stocks in the near term as growth trends for emerging markets appear brighter. We also believe that stocks with an AI tilt should benefit from an investment cycle that is set to support revenues and margins. In credit, there are selective opportunities in the near term despite tightening credit and financial conditions. For fixed income investing with a six- to twelve-month horizon, we see the most attractive investments in short-term U.S. Treasuries, U.S. inflation-linked bonds, U.S. mortgage-backed securities, and hard-currency emerging market bonds.

Overall, our view is that investors need to think globally, position themselves to be prepared for a decarbonizing economy, and be nimble as market conditions change. We encourage you to talk with your financial advisor and visit iShares.com for further insight about investing in today’s markets.

LOGO

Rob Kapito

President, BlackRock, Inc.

LOGO

Rob Kapito

President, BlackRock, Inc.


Total Returns as of August 31, 2023

	6-Month	12-Month

U.S. large cap equities (S&P 500^® Index)	14.50%	15.94%

U.S. small cap equities (Russell 2000^® Index)	0.99	4.65

International equities (MSCI Europe, Australasia, Far East Index)	4.75	17.92

Emerging market equities (MSCI Emerging Markets Index)	3.62	1.25

3-month Treasury bills (ICE BofA 3-Month U.S. Treasury Bill Index)	2.47	4.25

U.S. Treasury securities (ICE BofA 10-Year U.S. Treasury Index)	0.11	(4.71)

U.S. investment grade bonds (Bloomberg U.S. Aggregate Bond Index)	0.95	(1.19)

Tax-exempt municipal bonds (Bloomberg Municipal Bond Index)	1.04	1.70

U.S. high yield bonds (Bloomberg U.S. Corporate High Yield 2% Issuer Capped Index)	4.55	7.19

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

The iShares Agency Bond ETF (the “Fund”) seeks to track the investment results of an index composed of agency securities that are publicly issued by U.S. government agencies, and corporate and non-U.S. debt guaranteed by the U.S. government, as represented by the Bloomberg U.S. Agency Bond Index (the “Index”). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

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

The iShares Government/Credit Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated government, government-related and investment-grade U.S. corporate bonds, as represented by the Bloomberg U.S. Government/Credit Bond Index (the “Index”). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

The iShares Intermediate Government/Credit Bond ETF (the “Fund”) seeks to track the investment results of an index composed of U.S. dollar-denominated government, government-related and investment-grade U.S. corporate bonds with remaining maturities between one and ten years, as represented by the Bloomberg U.S. Intermediate Government/Credit Bond Index (the “Index”). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

The iShares MBS ETF (the “Fund”) seeks to track the investment results of an index composed of investment-grade mortgage-backed pass-through securities issued and/or guaranteed by U.S. government agencies, as represented by the Bloomberg U.S. MBS Index (the “Index”). The Fund invests in a representative sample of securities included in the Index that collectively has an investment profile similar to the Index. Due to the use of representative sampling, the Fund may or may not hold all of the securities that are included in the Index.

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

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

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

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

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

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

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


Security	Par (000)		Value

Corporate Bonds & Notes

Diversified Financial Services — 2.7%
Private Export Funding Corp.
Series KK, 3.55%, 01/15/24	$	6,625	$	6,566,567
Series PP, 1.40%, 07/15/28		13,100		11,295,344


				17,861,911


Total Corporate Bonds & Notes — 2.7% (Cost: $19,778,980)				17,861,911


Foreign Government Obligations^(a)

Israel — 0.3%
Israel Government AID Bond
5.13%, 11/01/24		1,110		1,106,437
5.50%, 04/26/24		450		449,870
5.50%, 09/18/33		368		392,159


				1,948,466


Total Foreign Government Obligations — 0.3%
(Cost: $2,100,937)				1,948,466


U.S. Government & Agency Obligations

U.S. Government Agency Obligations — 94.5%
Federal Farm Credit Banks Funding Corp.
1.10%, 03/03/27 (Call 09/08/23)		6,000		5,290,680
1.13%, 01/06/25		10,650		10,086,508
1.15%, 08/12/30 (Call 09/08/23)		15,100		11,897,894
1.32%, 09/09/30 (Call 09/08/23)		1,000		794,230
1.55%, 03/15/29 (Call 06/23/25)		800		674,248
2.08%, 01/23/30		1,700		1,465,638
2.47%, 07/18/35		1,000		782,620
3.11%, 08/05/48		1,000		721,960
3.19%, 01/16/29		1,000		937,510
3.32%, 02/25/26		1,000		964,680
3.33%, 07/12/32		2,000		1,808,500
4.38%, 06/23/26		1,600		1,588,224
4.38%, 07/06/26		500		496,700
4.50%, 08/14/26		2,500		2,490,375
4.63%, 07/17/26		500		499,135
4.75%, 02/21/25		500		496,330
4.75%, 03/09/26		650		648,661
4.82%, 06/23/26 (Call 06/23/25)		1,500		1,488,870
4.88%, 07/28/25		2,000		1,995,160
4.88%, 10/27/32		2,500		2,529,375
Federal Home Loan Banks
0.38%, 09/04/25		3,000		2,743,740
0.63%, 11/27/24 (Call 09/28/23)		3,855		3,634,648
0.90%, 02/26/27 (Call 11/26/23)		20,560		18,037,699
0.96%, 03/05/26 (Call 10/05/23)		45,000		40,730,849
1.00%, 07/27/26 (Call 09/27/23)		9,500		8,508,675
1.00%, 02/26/27 (Call 11/26/23)		8,265		7,263,199
1.10%, 11/15/24 (Call 09/15/23)		7,900		7,485,092
1.10%, 08/20/26 (Call 09/20/23)		12,000		10,791,000
1.20%, 12/23/24 (Call 09/23/23)		34,185		32,371,828
1.50%, 08/15/24		4,525		4,361,421
1.61%, 09/04/24		64,350		61,914,325
1.88%, 03/14/24 (Call 09/14/23)		1,800		1,763,658
2.13%, 09/14/29		1,650		1,443,981
2.13%, 12/14/29		9,800		8,513,652


Security	Par (000)		Value

U.S. Government Agency Obligations (continued)
2.32%, 03/28/25 (Call 09/28/23)	$	15,000	$	14,326,950
2.38%, 03/14/25		4,050		3,884,639
3.13%, 06/13/25		21,055		20,352,184
3.25%, 11/16/28		5,950		5,658,272
3.50%, 09/13/24		500		490,295
4.00%, 06/09/28		1,000		982,130
4.00%, 06/30/28		2,200		2,168,606
4.13%, 03/13/26		4,000		3,939,520
4.38%, 06/12/26		1,500		1,488,150
4.38%, 03/11/33		2,000		1,954,620
4.44%, 05/26/32 (Call 09/08/23)		200		190,090
4.50%, 10/03/24		4,450		4,412,398
4.50%, 12/12/25		3,000		2,973,000
4.50%, 03/13/26		3,350		3,328,627
4.50%, 03/10/28		700		700,343
4.63%, 03/14/25		4,000		3,968,840
4.75%, 06/12/26		1,500		1,503,015
4.88%, 09/13/24		4,000		3,978,280
5.38%, 08/15/24		400		399,732
5.50%, 07/15/36		1,600		1,762,560
Federal Home Loan Mortgage Corp.
0.00%, 12/11/25^(b)		27,614		24,678,080
0.00%, 12/14/29^(b)		4,400		3,329,304
0.00%, 12/17/29^(b)		500		374,935
0.38%, 07/21/25		5,000		4,594,250
0.38%, 09/23/25		8,000		7,299,440
0.75%, 05/28/25 (Call 11/28/23)		7,500		6,961,575
4.00%, 02/28/25 (Call 11/28/23)		4,000		3,919,880
4.05%, 08/28/25 (Call 11/28/23)		4,000		3,915,880
6.00%, 08/16/27 (Call 11/16/23)		1,000		1,000,020
6.25%, 07/15/32		7,207		8,221,313
6.75%, 09/15/29		1,500		1,688,760
6.75%, 03/15/31		4,500		5,180,850
Series 1, 0.00%, 11/15/38^(b)		4,423		2,162,670
Federal National Mortgage Association
0.38%, 08/25/25		10,000		9,155,500
0.50%, 06/17/25		4,018		3,712,029
0.50%, 11/07/25		13,380		12,190,786
0.63%, 04/22/25		1,560		1,453,967
0.88%, 12/18/26 (Call 09/18/23)		22,962		20,289,912
0.88%, 08/05/30		4,030		3,197,926
1.63%, 10/15/24		29,812		28,605,210
1.63%, 08/24/35 (Call 11/24/23)		5,000		3,426,550
1.88%, 09/24/26		8,725		8,061,900
2.13%, 04/24/26		3,600		3,374,064
2.63%, 09/06/24		2,500		2,434,875
5.63%, 07/15/37		1,000		1,118,690
6.21%, 08/06/38		1,500		1,731,195
6.25%, 05/15/29		13,200		14,457,168
6.63%, 11/15/30		10,052		11,444,101
7.13%, 01/15/30		2,319		2,670,004
7.25%, 05/15/30		786		917,341
Federal National Mortgage Association Principal STRIPS, 0.00%, 01/15/30^(b)		910		681,135
Resolution Funding Corp. Interest STRIPS, 0.00%, 01/15/30^(b)		2,100		1,561,308
Resolution Funding Corp. Principal STRIPS, 0.00%, 01/15/30^(b)		5,000		3,711,250
Tennessee Valley Authority 0.75%, 05/15/25		1,000		928,810


Security	Par (000)		Value

U.S. Government Agency Obligations (continued)
1.50%, 09/15/31	$	50	$	39,537
2.88%, 09/15/24		4,510		4,394,409
3.88%, 03/15/28		1,200		1,170,132
4.25%, 09/15/52		2,300		2,009,786
4.25%, 09/15/65		3,806		3,300,106
4.63%, 09/15/60		1,100		1,018,897
4.88%, 01/15/48		1,983		1,931,561
5.25%, 09/15/39		8,505		8,752,070
5.38%, 04/01/56		600		629,130
5.50%, 06/15/38		282		300,262
5.88%, 04/01/36		5,416		6,011,868
6.15%, 01/15/38		1,000		1,127,990
7.13%, 05/01/30		1,047		1,196,962
Series B, 4.70%, 07/15/33		5,662		5,694,330
Series E, 6.75%, 11/01/25		37,105		38,473,803


				620,184,837

U.S. Government Obligations — 1.4%
U.S. Treasury Note/Bond
4.13%, 08/31/30		100		99,578
4.13%, 08/15/53		30		29,597
4.38%, 08/31/28		6,600		6,640,219
4.38%, 08/15/43		600		598,406
5.00%, 08/31/25		1,500		1,504,160


				8,871,960


Total U.S. Government & Agency Obligations — 95.9% (Cost: $657,393,579)				629,056,797


Total Long-Term Investments — 98.9% (Cost: $679,273,496)				648,867,174


Security	Shares (000)		Value

Short-Term Securities

Money Market Funds — 1.1%
BlackRock Cash Funds: Treasury, SL Agency Shares, 5.31%^(c)(d)(e)		7,082	$	7,081,753


Total Short-Term Securities — 1.1% (Cost: $ 7,081,753)				7,081,753


Total Investments — 100.0% (Cost: $ 686,355,249)				655,948,927

Other Assets Less Liabilities — 0.0%				169,559


Net Assets — 100.0%			$	656,118,486

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

^(b)	Zero-coupon bond.

^(c)	Affiliate of the Fund.

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

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

Investments in issuers considered to be affiliate(s) of the Fund during the six months ended August 31, 2023 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

Advertising — 0.1%
Interpublic Group of Companies Inc. (The)
4.65%, 10/01/28 (Call 07/01/28)	$	25	$	23,919
4.75%, 03/30/30 (Call 12/30/29)		15		14,303
5.38%, 06/15/33 (Call 03/15/33)		5		4,826
Omnicom Group Inc.
2.45%, 04/30/30 (Call 01/30/30)		10		8,289
2.60%, 08/01/31 (Call 05/01/31)		25		20,453
3.60%, 04/15/26 (Call 01/15/26)		5		4,783
3.65%, 11/01/24 (Call 08/01/24)		20		19,535
WPP Finance 2010, 3.75%, 09/19/24		14		13,612


				109,720

Aerospace & Defense — 0.6%
Boeing Co. (The)
2.20%, 02/04/26 (Call 09/11/23)		42		38,751
2.25%, 06/15/26 (Call 03/15/26)		15		13,739
2.70%, 02/01/27 (Call 12/01/26)		5		4,571
3.10%, 05/01/26 (Call 03/01/26)		15		14,124
3.20%, 03/01/29 (Call 12/01/28)		15		13,483
3.25%, 02/01/35 (Call 11/01/34)		5		4,013
3.50%, 03/01/39 (Call 09/01/38)		5		3,759
3.60%, 05/01/34 (Call 02/01/34)		52		44,058
3.63%, 02/01/31 (Call 11/01/30)		65		58,031
3.63%, 03/01/48 (Call 09/01/47)		10		6,978
3.75%, 02/01/50 (Call 08/01/49)		5		3,646
3.90%, 05/01/49 (Call 11/01/48)		5		3,741
3.95%, 08/01/59 (Call 02/01/59)		15		10,695
4.88%, 05/01/25 (Call 04/01/25)		5		4,930
5.04%, 05/01/27 (Call 03/01/27)		25		24,711
5.15%, 05/01/30 (Call 02/01/30)		10		9,836
5.71%, 05/01/40 (Call 11/01/39)		35		34,000
5.81%, 05/01/50 (Call 11/01/49)		50		48,663
5.93%, 05/01/60 (Call 11/01/59)		26		25,117
6.88%, 03/15/39		20		22,011
General Dynamics Corp.
3.25%, 04/01/25 (Call 03/01/25)		20		19,380
3.63%, 04/01/30 (Call 01/01/30)		40		37,216
4.25%, 04/01/40 (Call 10/01/39)		15		13,378
Hexcel Corp.
4.20%, 02/15/27 (Call 11/15/26)		5		4,699
4.95%, 08/15/25 (Call 05/15/25)		5		4,867
L3Harris Technologies Inc.
2.90%, 12/15/29 (Call 09/15/29)		10		8,700
4.40%, 06/15/28 (Call 03/15/28)		110		105,706
5.05%, 04/27/45 (Call 10/27/44)		10		9,229
5.40%, 07/31/33 (Call 04/30/33)		35		35,064
Lockheed Martin Corp.
3.80%, 03/01/45 (Call 09/01/44)		25		20,442
4.09%, 09/15/52 (Call 03/15/52)		35		29,517
4.50%, 05/15/36 (Call 11/15/35)		10		9,489
4.70%, 05/15/46 (Call 11/15/45)		15		14,029
4.95%, 10/15/25 (Call 09/15/25)		20		19,948
5.10%, 11/15/27 (Call 10/15/27)		5		5,054
5.25%, 01/15/33 (Call 10/15/32)		10		10,253
5.70%, 11/15/54 (Call 05/15/54)		25		26,801
5.90%, 11/15/63 (Call 05/15/63)		15		16,456
Northrop Grumman Corp.
3.85%, 04/15/45 (Call 10/15/44)		10		7,923
4.03%, 10/15/47 (Call 04/15/47)		35		28,784


Security	Par (000)		Value

Aerospace & Defense (continued)
4.40%, 05/01/30 (Call 02/01/30)	$	5	$	4,806
4.70%, 03/15/33 (Call 12/15/32)		25		24,203
5.25%, 05/01/50 (Call 11/01/49)		30		29,406
RTX Corp.
2.82%, 09/01/51 (Call 03/01/51)		35		21,848
3.03%, 03/15/52 (Call 09/15/51)		30		19,670
3.13%, 05/04/27 (Call 02/04/27)		65		60,577
3.75%, 11/01/46 (Call 05/01/46)		40		30,346
4.13%, 11/16/28 (Call 08/16/28)		5		4,771
4.50%, 06/01/42		10		8,725
4.63%, 11/16/48 (Call 05/16/48)		45		39,546
4.80%, 12/15/43 (Call 06/15/43)		10		8,872
5.15%, 02/27/33 (Call 11/27/32)		10		9,876
5.38%, 02/27/53 (Call 08/27/52)		25		24,331
6.05%, 06/01/36		5		5,224


				1,107,993

Agriculture — 0.5%
Altria Group Inc.
2.35%, 05/06/25 (Call 04/06/25)		5		4,737
2.45%, 02/04/32 (Call 11/04/31)		15		11,705
3.40%, 05/06/30 (Call 02/06/30)		5		4,397
3.40%, 02/04/41 (Call 08/04/40)		20		13,608
3.70%, 02/04/51 (Call 08/04/50)		35		22,816
3.88%, 09/16/46 (Call 03/16/46)		20		13,759
4.45%, 05/06/50 (Call 11/06/49)		10		7,402
4.80%, 02/14/29 (Call 11/14/28)		35		33,912
5.38%, 01/31/44^(a)		20		18,600
5.80%, 02/14/39 (Call 08/14/38)		15		14,576
5.95%, 02/14/49 (Call 08/14/48)		30		27,899
Archer-Daniels-Midland Co.
2.50%, 08/11/26 (Call 05/11/26)		5		4,694
2.90%, 03/01/32 (Call 12/01/31)		20		17,253
3.25%, 03/27/30 (Call 12/27/29)		10		9,092
3.75%, 09/15/47 (Call 03/15/47)		5		3,986
4.50%, 03/15/49 (Call 09/15/48)		10		8,960
5.38%, 09/15/35		9		9,164
BAT Capital Corp.
2.26%, 03/25/28 (Call 01/25/28)		50		43,028
2.73%, 03/25/31 (Call 12/25/30)		10		7,915
2.79%, 09/06/24 (Call 08/06/24)		67		65,003
3.22%, 08/15/24 (Call 06/15/24)		19		18,535
3.56%, 08/15/27 (Call 05/15/27)		8		7,419
3.98%, 09/25/50 (Call 03/25/50)		25		16,517
4.39%, 08/15/37 (Call 02/15/37)		50		39,524
4.54%, 08/15/47 (Call 02/15/47)		25		18,174
4.70%, 04/02/27 (Call 02/02/27)		25		24,234
4.74%, 03/16/32 (Call 12/16/31)		15		13,540
4.91%, 04/02/30 (Call 01/02/30)		75		70,603
5.28%, 04/02/50 (Call 10/02/49)		20		16,021
7.08%, 08/02/53 (Call 02/02/53)		25		24,599
BAT International Finance PLC, 1.67%, 03/25/26 (Call 02/25/26)		45		40,755
Bunge Ltd. Finance Corp.
1.63%, 08/17/25 (Call 07/17/25)		10		9,261
2.75%, 05/14/31 (Call 02/14/31)		20		16,732
Philip Morris International Inc.
0.88%, 05/01/26 (Call 04/01/26)		5		4,477
2.10%, 05/01/30 (Call 02/01/30)		5		4,100
3.38%, 08/11/25 (Call 05/11/25)		25		24,110
3.38%, 08/15/29 (Call 05/15/29)		30		26,967


Security	Par (000)		Value

Agriculture (continued)
3.88%, 08/21/42	$	20	$	15,613
4.25%, 11/10/44		26		21,034
4.38%, 11/15/41		5		4,136
4.88%, 02/13/26		50		49,512
4.88%, 11/15/43		15		13,180
5.00%, 11/17/25		10		9,939
5.13%, 11/15/24		10		9,951
5.13%, 11/17/27 (Call 10/17/27)		5		4,988
5.38%, 02/15/33 (Call 11/15/32)		40		39,490
5.63%, 11/17/29 (Call 09/17/29)		10		10,091
6.38%, 05/16/38		5		5,372
Reynolds American Inc., 5.70%, 08/15/35 (Call 02/15/35)		5		4,616


				905,996

Airlines — 0.1%
American Airlines 2015-2 Class AA Pass Through Trust, Series 2015-2, Class AA, 3.60%, 03/22/29		10		9,333
American Airlines 2016-2 Pass Through Trust, Series 2016-2, Class AA, 3.20%, 12/15/29		7		6,309
American Airlines 2016-3 Class AA Pass Through Trust, Series 2016-3, Class AA, 3.00%, 04/15/30		7		6,233
American Airlines 2017-2 Pass Through Trust, Series 2017-2, Class AA, 3.35%, 04/15/31		4		3,274
American Airlines 2021-1 Pass Through Trust, Series A, Class A, 2.88%, 01/11/36		9		7,812
JetBlue Pass Through Trust
Series 1A, Class A, 4.00%, 05/15/34^(a)		8		7,669
Series 2019-1, Class AA, 2.75%, 11/15/33		4		3,572
Southwest Airlines Co.
3.00%, 11/15/26 (Call 08/15/26)		5		4,658
5.13%, 06/15/27 (Call 04/15/27)		20		19,750
5.25%, 05/04/25 (Call 04/04/25)		5		4,965
United Airlines Pass Through Trust
Series 2013-1, Class A, 4.30%, 02/15/27		3		2,657
Series 2014-2, Class A, 3.75%, 03/03/28		23		21,774
Series 2016-1, Class AA, 3.10%, 01/07/30		14		12,340
Series 2020-1, Class A, 5.88%, 04/15/29		17		16,997
Series 2020-1, Class B, 4.88%, 07/15/27		29		28,247
United Airlines Pass-Through Trust, 5.80%, 07/15/37		30		29,909


				185,499

Apparel — 0.1%
NIKE Inc.
2.38%, 11/01/26 (Call 08/01/26)		60		55,577
2.85%, 03/27/30 (Call 12/27/29)		10		8,914
3.25%, 03/27/40 (Call 09/27/39)		15		12,107
3.38%, 03/27/50 (Call 09/27/49)^(a)		15		11,581
3.63%, 05/01/43 (Call 11/01/42)		15		12,493
3.88%, 11/01/45 (Call 05/01/45)		15		12,811
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		25		24,181
Ralph Lauren Corp., 3.75%, 09/15/25 (Call 07/15/25)		10		9,686
Tapestry Inc.
3.05%, 03/15/32 (Call 12/15/31)		5		3,834
4.25%, 04/01/25 (Call 01/01/25)		5		4,861
VF Corp.
2.40%, 04/23/25 (Call 03/23/25)		20		18,876
2.95%, 04/23/30 (Call 01/23/30)^(a)		15		12,449


				187,370

Auto Manufacturers — 0.5%
American Honda Finance Corp.
1.80%, 01/13/31		10		8,011


Security	Par (000)		Value

Auto Manufacturers (continued)
2.00%, 03/24/28	$	10	$	8,749
2.25%, 01/12/29		25		21,778
Cummins Inc.
0.75%, 09/01/25 (Call 08/01/25)		5		4,578
1.50%, 09/01/30 (Call 06/01/30)		25		20,094
2.60%, 09/01/50 (Call 03/01/50)^(a)		5		3,094
General Motors Co.
4.20%, 10/01/27 (Call 07/01/27)		40		37,694
5.00%, 10/01/28 (Call 07/01/28)		25		24,250
5.00%, 04/01/35		15		13,397
5.20%, 04/01/45		10		8,212
5.40%, 10/15/29 (Call 08/15/29)		10		9,666
5.40%, 04/01/48 (Call 10/01/47)		15		12,504
5.60%, 10/15/32 (Call 07/15/32)^(a)		15		14,473
5.95%, 04/01/49 (Call 10/01/48)^(a)		15		13,437
6.25%, 10/02/43		5		4,700
6.60%, 04/01/36 (Call 10/01/35)		30		30,196
6.75%, 04/01/46 (Call 10/01/45)		5		4,930
6.80%, 10/01/27 (Call 08/01/27)		20		20,618
General Motors Financial Co. Inc.
1.50%, 06/10/26 (Call 05/10/26)		35		31,069
2.35%, 01/08/31 (Call 10/08/30)		30		23,302
2.40%, 04/10/28 (Call 02/10/28)		25		21,583
2.70%, 06/10/31 (Call 03/10/31)		30		23,669
2.75%, 06/20/25 (Call 05/20/25)		25		23,616
2.90%, 02/26/25 (Call 01/26/25)		55		52,539
3.60%, 06/21/30 (Call 03/21/30)		15		12,882
4.00%, 10/06/26 (Call 07/06/26)		30		28,349
4.35%, 04/09/25 (Call 02/09/25)		5		4,882
5.00%, 04/09/27 (Call 03/09/27)		25		24,348
5.80%, 06/23/28 (Call 05/23/28)		25		24,791
5.85%, 04/06/30 (Call 02/06/30)		5		4,888
6.05%, 10/10/25		50		50,066
PACCAR Financial Corp.
1.10%, 05/11/26		15		13,568
3.55%, 08/11/25^(a)		5		4,859
4.45%, 03/30/26		5		4,956
Toyota Motor Corp., 2.36%, 03/25/31 (Call 12/25/30)^(a)		10		8,411
Toyota Motor Credit Corp.
1.65%, 01/10/31^(a)		10		7,972
3.05%, 03/22/27		25		23,462
3.05%, 01/11/28		110		102,113
3.65%, 08/18/25		15		14,558
3.95%, 06/30/25		50		48,838
4.45%, 06/29/29		10		9,805
4.55%, 05/17/30		5		4,870
5.00%, 08/14/26		50		49,983
5.40%, 11/10/25		30		30,153
5.45%, 11/10/27		5		5,092


				915,005

Auto Parts & Equipment — 0.1%
Aptiv PLC
2.40%, 02/18/25 (Call 09/11/23)		20		19,044
3.10%, 12/01/51 (Call 06/01/51)		30		18,263
3.25%, 03/01/32 (Call 12/01/31)		5		4,236
4.15%, 05/01/52 (Call 11/01/51)		5		3,713
4.40%, 10/01/46 (Call 04/01/46)		10		7,624
BorgWarner Inc.
2.65%, 07/01/27 (Call 05/01/27)		35		31,716
3.38%, 03/15/25 (Call 12/15/24)		25		24,130


Security	Par (000)		Value

Auto Parts & Equipment (continued)
Lear Corp.
3.50%, 05/30/30 (Call 02/28/30)	$	5	$	4,366
3.55%, 01/15/52 (Call 07/15/51)		10		6,532
4.25%, 05/15/29 (Call 02/15/29)		10		9,294
Magna International Inc., 2.45%, 06/15/30 (Call 03/15/30)		10		8,418


				137,336

Banks — 7.6%
Banco Santander SA
1.85%, 03/25/26		25		22,593
4.18%, 03/24/28 (Call 03/24/27), (1-year CMT + 2.000%)^(b)		25		23,420
4.25%, 04/11/27		25		23,639
4.38%, 04/12/28		25		23,481
5.15%, 08/18/25		50		49,187
5.18%, 11/19/25		50		48,885
Bank of America Corp.
1.73%, 07/22/27 (Call 07/22/26), (1-day SOFR + 0.960%)^(b)		10		8,949
1.90%, 07/23/31 (Call 07/23/30), (1-day SOFR + 1.530%)^(b)		15		11,825
2.09%, 06/14/29 (Call 06/14/28), (1-day SOFR + 1.060%)^(b)		65		55,417
2.30%, 07/21/32 (Call 07/21/31), (1-day SOFR + 1.220%)^(b)		45		35,484
2.46%, 10/22/25 (Call 10/22/24), (3-mo. SOFR + 1.132%)^(b)		50		48,051
2.48%, 09/21/36 (Call 09/21/31), (5-year CMT + 1.200%)^(b)		25		19,004
2.50%, 02/13/31 (Call 02/13/30), (3-mo. SOFR + 1.252%)^(b)		45		37,398
2.57%, 10/20/32 (Call 10/20/31), (1-day SOFR + 1.210%)^(b)		35		28,049
2.59%, 04/29/31 (Call 04/29/30), (1-day SOFR + 2.150%)^(b)		25		20,811
2.68%, 06/19/41 (Call 06/19/40), (1-day SOFR + 1.930%)^(b)		55		37,873
2.69%, 04/22/32 (Call 04/22/31), (1-day SOFR + 1.320%)^(b)		60		49,040
2.97%, 02/04/33 (Call 02/04/32), (1-day SOFR + 1.330%)^(b)		30		24,683
2.97%, 07/21/52 (Call 07/21/51), (1-day SOFR + 1.560%)^(b)		25		16,497
3.09%, 10/01/25 (Call 10/01/24), (3-mo. SOFR + 1.352%)^(b)		30		29,069
3.19%, 07/23/30 (Call 07/23/29), (3-mo. SOFR + 1.442%)^(b)		50		43,900
3.25%, 10/21/27 (Call 10/21/26)		90		83,838
3.31%, 04/22/42 (Call 04/22/41), (1-day SOFR + 1.580%)^(b)		50		37,427
3.38%, 04/02/26 (Call 04/02/25), (1-day SOFR + 1.330%)^(b)		25		24,031
3.42%, 12/20/28 (Call 12/20/27), (3-mo. SOFR + 1.302%)^(b)		80		73,319
3.56%, 04/23/27 (Call 04/23/26), (3-mo. SOFR + 1.322%)^(b)		65		61,583
3.85%, 03/08/37 (Call 03/08/32), (5-year CMT + 2.000%)^(b)		5		4,234
3.88%, 08/01/25		20		19,460
3.95%, 01/23/49 (Call 01/23/48), (3-mo. SOFR + 1.452%)^(b)		10		7,859


Security	Par (000)		Value

Banks (continued)
3.97%, 03/05/29 (Call 03/05/28), (3-mo. SOFR + 1.332%)^(b)	$	52	$	48,514
3.97%, 02/07/30 (Call 02/07/29), (3-mo. SOFR + 1.472%)^(b)		15		13,806
4.08%, 04/23/40 (Call 04/23/39), (3-mo. SOFR + 1.582%)^(b)		20		16,804
4.08%, 03/20/51 (Call 03/20/50), (3-mo. SOFR + 3.412%)^(b)		90		72,309
4.24%, 04/24/38 (Call 04/24/37), (3-mo. SOFR + 2.076%)^(b)		15		13,040
4.27%, 07/23/29 (Call 07/23/28), (3-mo. SOFR + 1.572%)^(b)		30		28,300
4.33%, 03/15/50 (Call 03/15/49), (3-mo. SOFR + 1.782%)^(b)		20		16,929
4.44%, 01/20/48 (Call 01/20/47), (3-mo. SOFR + 2.252%)^(b)		25		21,325
4.45%, 03/03/26		50		48,610
4.57%, 04/27/33 (Call 04/27/32), (1-day SOFR + 1.830%)^(b)		35		32,411
4.83%, 07/22/26 (Call 07/22/25), (1-day SOFR + 1.750%)^(b)		10		9,813
4.88%, 04/01/44		10		9,365
4.95%, 07/22/28 (Call 07/22/27), (1-day SOFR + 2.040%)^(b)		65		63,621
5.00%, 01/21/44		40		38,036
5.02%, 07/22/33 (Call 07/22/32), (1-day SOFR + 2.160%)^(b)		65		62,506
5.08%, 01/20/27 (Call 01/20/26), (1-day SOFR + 1.290%)^(b)		15		14,803
5.29%, 04/25/34, (1-day SOFR + 1.910%)^(b)		45		43,920
5.88%, 02/07/42		35		36,228
6.20%, 11/10/28 (Call 11/10/27), (1-day SOFR + 1.990%)^(b)		10		10,235
Series L, 3.95%, 04/21/25		10		9,686
Series L, 4.75%, 04/21/45		25		22,494
Series N, 1.66%, 03/11/27 (Call 03/11/26), (1-day SOFR + 0.910%)^(b)		5		4,516
Series N, 3.48%, 03/13/52 (Call 03/13/51), (1-day SOFR + 1.650%)^(b)		5		3,641
Bank of Montreal
1.85%, 05/01/25		5		4,697
3.09%, 01/10/37 (Call 01/10/32), (5-year CMT + 1.400%)^(b)		25		19,290
3.70%, 06/07/25		5		4,832
3.80%, 12/15/32 (Call 12/15/27), (5-year USD Swap + 1.432%)^(b)		35		30,910
5.20%, 02/01/28 (Call 01/01/28)		10		9,919
5.30%, 06/05/26		5		4,982
Bank of New York Mellon Corp. (The)
2.10%, 10/24/24		10		9,639
2.50%, 01/26/32 (Call 10/26/31)		35		28,455
2.80%, 05/04/26 (Call 02/04/26)		50		46,944
3.25%, 09/11/24 (Call 08/11/24)		45		43,916
3.30%, 08/23/29 (Call 05/23/29)		15		13,393
3.40%, 01/29/28 (Call 10/29/27)		50		46,603
3.85%, 04/28/28		45		42,830
3.85%, 04/26/29 (Call 02/26/29)		25		23,577
4.54%, 02/01/29 (Call 02/01/28), (1-day SOFR + 1.168%)^(b)		10		9,708


Security	Par (000)		Value

Banks (continued)
5.83%, 10/25/33 (Call 10/25/32), (1-day SOFR + 2.074%)^(b)	$	50	$	51,225
Bank of Nova Scotia (The)
1.05%, 03/02/26		10		8,967
1.30%, 06/11/25		70		64,838
1.30%, 09/15/26		20		17,711
1.35%, 06/24/26		5		4,468
1.95%, 02/02/27		35		31,298
2.15%, 08/01/31		10		7,952
2.70%, 08/03/26^(a)		60		55,748
3.45%, 04/11/25		25		24,147
4.50%, 12/16/25		45		43,614
4.85%, 02/01/30		10		9,674
Barclays PLC
2.28%, 11/24/27 (Call 11/24/26), (1-year CMT + 1.050%)^(b)		20		17,767
2.67%, 03/10/32 (Call 03/10/31), (1-year CMT + 1.200%)^(b)		200		156,438
4.38%, 01/12/26		200		192,786
6.22%, 05/09/34 (Call 05/09/33), (1-day SOFR + 2.980%)^(b)		5		4,940
Canadian Imperial Bank of Commerce
1.25%, 06/22/26		60		53,488
2.25%, 01/28/25		10		9,537
3.30%, 04/07/25		5		4,818
3.45%, 04/07/27		30		28,020
3.60%, 04/07/32 (Call 03/07/32)		10		8,902
3.95%, 08/04/25		5		4,844
Citigroup Inc.
1.12%, 01/28/27 (Call 01/28/26), (1-day SOFR + 0.765%)^(b)		10		8,960
1.46%, 06/09/27 (Call 06/09/26), (1-day SOFR + 0.770%)^(b)		5		4,452
2.56%, 05/01/32 (Call 05/01/31), (1-day SOFR + 1.167%)^(b)		35		28,156
2.57%, 06/03/31 (Call 06/03/30), (1-day SOFR + 2.107%)^(b)		40		33,034
2.67%, 01/29/31 (Call 01/29/30), (1-day SOFR + 1.146%)^(b)		40		33,487
2.90%, 11/03/42 (Call 11/03/41), (1-day SOFR + 1.379%)^(b)		25		17,204
2.98%, 11/05/30 (Call 11/05/29), (1-day SOFR + 1.422%)^(b)		5		4,299
3.06%, 01/25/33 (Call 01/25/32), (1-day SOFR + 1.351%)^(b)		50		41,185
3.07%, 02/24/28 (Call 02/24/27), (1-day SOFR + 1.280%)^(b)		15		13,774
3.11%, 04/08/26 (Call 04/08/25), (1-day SOFR + 2.842%)^(b)		35		33,495
3.40%, 05/01/26		5		4,732
3.52%, 10/27/28 (Call 10/27/27), (3-mo. SOFR + 1.412%)^(b)		30		27,657
3.67%, 07/24/28 (Call 07/24/27), (3-mo. SOFR + 1.652%)^(b)		35		32,553
3.70%, 01/12/26		80		76,698
3.79%, 03/17/33 (Call 03/17/32), (1-day SOFR + 1.939%)^(b)		40		34,805
3.89%, 01/10/28 (Call 01/10/27), (3-mo. SOFR + 1.825%)^(b)		25		23,617
4.13%, 07/25/28		20		18,654


Security	Par (000)		Value

Banks (continued)
4.28%, 04/24/48 (Call 04/24/47), (3-mo. SOFR + 2.101%)^(b)	$	20	$	16,709
4.41%, 03/31/31 (Call 03/31/30), (1-day SOFR + 3.914%)^(b)		55		51,060
4.45%, 09/29/27		75		71,693
4.65%, 07/30/45		10		8,613
4.65%, 07/23/48 (Call 06/23/48)		29		25,149
4.75%, 05/18/46		25		20,908
4.91%, 05/24/33 (Call 05/24/32), (1-day SOFR + 2.086%)^(b)		45		42,803
5.32%, 03/26/41 (Call 03/26/40), (1-day SOFR + 4.548%)^(b)		30		28,477
5.88%, 02/22/33		5		4,984
6.17%, 05/25/34, (1-day SOFR + 2.661%)^(b)		10		9,978
6.27%, 11/17/33 (Call 11/17/32), (1-day SOFR + 2.338%)^(b)		50		52,109
6.63%, 06/15/32		30		31,261
6.68%, 09/13/43		15		15,763
8.13%, 07/15/39		5		6,231
Citizens Bank NA/Providence RI, 6.06%, 10/24/25 (Call 10/24/24), (1-day SOFR + 1.450%)^(b)		5		4,837
Citizens Financial Group Inc.
2.64%, 09/30/32 (Call 07/02/32)		5		3,645
3.25%, 04/30/30 (Call 01/30/30)^(a)		10		8,367
5.64%, 05/21/37 (Call 05/21/32), (5-year CMT + 2.750%)^(b)		10		8,824
Comerica Bank, 4.00%, 07/27/25		50		46,874
Commonwealth Bank of Australia/New York NY, 5.32%, 03/13/26		10		10,037
Cooperatieve Rabobank UA, 5.25%, 05/24/41		45		45,804
Cooperatieve Rabobank UA/NY, 1.38%, 01/10/25		250		236,595
Credit Suisse AG/New York, 2.95%, 04/09/25		10		9,498
Deutsche Bank AG
4.10%, 01/13/26		15		14,358
6.12%, 07/14/26 (Call 07/14/25), (1-day SOFR + 3.190%)^(b)		150		149,053
Deutsche Bank AG/New York NY
2.13%, 11/24/26 (Call 11/24/25), (1-day SOFR + 1.870%)^(b)		10		9,070
2.31%, 11/16/27 (Call 11/16/26), (1-day SOFR + 1.219%)^(b)		20		17,531
3.55%, 09/18/31 (Call 09/18/30), (1-day SOFR + 3.043%)^(b)		150		125,590
Fifth Third Bancorp.
1.71%, 11/01/27 (Call 11/01/26), (1-day SOFR + 0.685%)^(b)		25		21,726
2.38%, 01/28/25 (Call 12/28/24)		40		38,052
2.55%, 05/05/27 (Call 04/05/27)		10		8,940
3.95%, 03/14/28 (Call 02/14/28)		20		18,542
6.36%, 10/27/28 (Call 10/27/27), (1-day SOFR + 2.192%)^(b)		15		15,118
8.25%, 03/01/38		15		16,937
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (3-mo. SOFR + 2.465%)^(b)		35		32,224
First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25)		30		28,354
First-Citizens Bank & Trust Co., 6.13%, 03/09/28		5		5,025
Goldman Sachs Capital I, 6.35%, 02/15/34		15		15,082
Goldman Sachs Group Inc.,
0.86%, 02/12/26 (Call 02/12/25), (1-day SOFR + 0.609%)^(b)		20		18,560


Security	Par (000)		Value

Banks (continued)
1.09%, 12/09/26 (Call 12/09/25), (1-day SOFR + 0.789%)^(b)	$	5	$	4,488
1.43%, 03/09/27 (Call 03/09/26), (1-day SOFR + 0.798%)^(b)		10		8,965
1.54%, 09/10/27 (Call 09/10/26), (1-day SOFR + 0.818%)^(b)		40		35,296
1.95%, 10/21/27 (Call 10/21/26), (1-day SOFR + 0.913%)^(b)		20		17,796
1.99%, 01/27/32 (Call 01/27/31), (1-day SOFR + 1.090%)^(b)		40		31,154
2.38%, 07/21/32 (Call 07/21/31), (1-day SOFR + 1.248%)^(b)		50		39,464
2.60%, 02/07/30 (Call 11/07/29)		50		42,205
2.62%, 04/22/32 (Call 04/22/31), (1-day SOFR + 1.281%)^(b)		55		44,522
2.64%, 02/24/28 (Call 02/24/27), (1-day SOFR + 1.114%)^(b)		50		45,235
2.65%, 10/21/32 (Call 10/21/31), (1-day SOFR + 1.264%)^(b)		30		24,072
2.91%, 07/21/42 (Call 07/21/41), (1-day SOFR + 1.472%)^(b)		25		17,276
3.10%, 02/24/33 (Call 02/24/32), (1-day SOFR + 1.410%)^(b)		45		37,445
3.21%, 04/22/42 (Call 04/22/41), (1-day SOFR + 1.513%)^(b)		15		10,776
3.27%, 09/29/25 (Call 09/29/24), (3-mo. SOFR + 1.463%)^(b)		50		48,518
3.44%, 02/24/43 (Call 02/24/42), (1-day SOFR + 1.632%)^(b)		20		14,741
3.50%, 01/23/25 (Call 10/23/24)		20		19,378
3.50%, 04/01/25 (Call 03/01/25)		20		19,304
3.62%, 03/15/28 (Call 03/15/27), (1-day SOFR + 1.846%)^(b)		50		46,769
3.75%, 05/22/25 (Call 02/22/25)		10		9,664
3.75%, 02/25/26 (Call 11/25/25)		10		9,586
3.80%, 03/15/30 (Call 12/15/29)		50		45,500
3.85%, 01/26/27 (Call 01/26/26)		25		23,724
4.02%, 10/31/38 (Call 10/31/37), (3-mo. SOFR + 1.645%)^(b)		30		24,895
4.22%, 05/01/29 (Call 05/01/28), (3-mo. SOFR + 1.563%)^(b)		5		4,706
4.25%, 10/21/25		40		38,783
4.41%, 04/23/39 (Call 04/23/38), (3-mo. SOFR + 1.692%)^(b)		50		43,170
4.48%, 08/23/28 (Call 08/23/27), (1-day SOFR + 1.725%)^(b)		5		4,811
4.75%, 10/21/45 (Call 04/21/45)		55		49,378
4.80%, 07/08/44 (Call 01/08/44)		20		17,819
5.15%, 05/22/45		20		18,396
6.25%, 02/01/41		25		26,408
6.45%, 05/01/36		15		15,603
6.75%, 10/01/37		35		37,111
HSBC Bank USA NA/New York, 7.00%, 01/15/39		45		48,600
HSBC Holdings PLC
3.90%, 05/25/26		10		9,523
3.97%, 05/22/30 (Call 05/22/29), (3-mo. SOFR + 1.872%)^(b)		150		135,021
4.29%, 09/12/26 (Call 09/12/25), (3-mo. SOFR + 1.609%)^(b)		200		192,866


Security	Par (000)		Value

Banks (continued)
4.58%, 06/19/29 (Call 06/19/28), (3-mo. SOFR + 1.796%)^(b)	$	200	$	188,790
4.76%, 06/09/28 (Call 06/09/27), (1-day SOFR + 2.110%)^(b)		15		14,384
4.95%, 03/31/30		200		192,422
5.40%, 08/11/33 (Call 08/11/32), (1-day SOFR + 2.870%)^(b)		50		47,685
8.11%, 11/03/33 (Call 11/03/32), (1-day SOFR + 4.250%)^(b)		50		54,328
Huntington Bancshares Inc.
4.00%, 05/15/25 (Call 04/15/25)		40		38,531
5.02%, 05/17/33 (Call 05/17/32), (1-day SOFR + 2.050%)^(b)		5		4,629
JPMorgan Chase & Co.
1.05%, 11/19/26 (Call 11/19/25), (1-day SOFR + 0.800%)^(b)		5		4,511
1.05%, 06/23/27 (Call 12/23/25)		5		4,286
1.47%, 09/22/27 (Call 09/22/26), (1-day SOFR + 0.765%)^(b)		50		44,159
1.58%, 04/22/27 (Call 04/22/26), (1-day SOFR + 0.885%)^(b)		65		58,371
1.76%, 11/19/31 (Call 11/19/30), (3-mo. SOFR + 1.105%)^(b)		35		27,354
1.95%, 02/04/32 (Call 02/04/31), (1-day SOFR + 1.065%)^(b)		10		7,880
2.01%, 03/13/26 (Call 03/13/25), (3-mo. SOFR + 1.585%)^(b)		55		51,884
2.08%, 04/22/26 (Call 04/22/25), (1-day SOFR + 1.850%)^(b)		65		61,153
2.18%, 06/01/28 (Call 06/01/27), (1-day SOFR + 1.890%)^(b)		25		22,202
2.52%, 04/22/31 (Call 04/22/30), (1-day SOFR + 2.040%)^(b)		40		33,528
2.55%, 11/08/32 (Call 11/08/31), (1-day SOFR + 1.180%)^(b)		20		16,128
2.58%, 04/22/32 (Call 04/22/31), (3-mo. SOFR + 1.250%)^(b)		55		45,004
2.74%, 10/15/30 (Call 10/15/29), (3-mo. SOFR + 1.510%)^(b)		50		42,852
2.96%, 05/13/31 (Call 05/13/30), (3-mo. SOFR + 2.515%)^(b)		41		34,814
2.96%, 01/25/33 (Call 01/25/32), (1-day SOFR + 1.260%)^(b)		50		41,447
3.11%, 04/22/41 (Call 04/22/40), (3-mo. SOFR + 2.460%)^(b)		30		22,131
3.11%, 04/22/51 (Call 04/22/50), (1-day SOFR + 2.440%)^(b)		30		20,318
3.16%, 04/22/42 (Call 04/22/41), (1-day SOFR + 2.460%)^(b)		55		40,280
3.33%, 04/22/52 (Call 04/22/51), (1-day SOFR + 1.580%)^(b)		40		28,097
3.70%, 05/06/30 (Call 05/06/29), (3-mo. SOFR + 1.422%)^(b)		5		4,563
3.88%, 09/10/24		15		14,695
3.88%, 07/24/38 (Call 07/24/37), (3-mo. SOFR + 1.622%)^(b)		35		29,527
3.90%, 01/23/49 (Call 01/23/48), (3-mo. SOFR + 1.482%)^(b)		30		23,507
3.96%, 01/29/27 (Call 01/29/26), (3-mo. SOFR + 1.507%)^(b)		50		48,089


Security	Par (000)		Value

Banks (continued)
3.96%, 11/15/48 (Call 11/15/47), (3-mo. SOFR + 1.642%)^(b)	$	40	$	31,692
4.03%, 07/24/48 (Call 07/24/47), (3-mo. SOFR + 1.722%)^(b)		35		28,204
4.26%, 02/22/48 (Call 02/22/47), (3-mo. SOFR + 1.842%)^(b)		20		16,759
4.45%, 12/05/29 (Call 12/05/28), (3-mo. SOFR + 1.592%)^(b)		5		4,765
4.49%, 03/24/31 (Call 03/24/30), (3-mo. SOFR + 3.790%)^(b)		55		52,165
4.59%, 04/26/33 (Call 04/26/32), (1-day SOFR + 1.800%)^(b)		30		28,053
4.85%, 07/25/28 (Call 07/25/27), (1-day SOFR + 1.990%)^(b)		10		9,801
4.91%, 07/25/33 (Call 07/25/32), (1-day SOFR + 2.080%)^(b)		45		43,214
5.30%, 07/24/29, (1-day SOFR + 1.450%)^(b)		25		24,857
5.35%, 06/01/34, (1-day SOFR + 1.845%)^(b)		60		59,345
5.50%, 10/15/40		15		15,091
5.60%, 07/15/41		5		5,064
5.63%, 08/16/43		60		59,654
5.72%, 09/14/33 (Call 09/14/32), (1-day SOFR + 2.580%)^(b)		35		34,988
6.40%, 05/15/38		15		16,497
8.00%, 04/29/27		25		27,419
KeyCorp
2.25%, 04/06/27		10		8,586
2.55%, 10/01/29		10		7,912
4.10%, 04/30/28		30		26,937
4.79%, 06/01/33 (Call 06/01/32), (1-day SOFR + 2.060%)^(b)		15		12,928
Korea Development Bank (The), 3.00%, 01/13/26		200		189,488
Kreditanstalt fuer Wiederaufbau
0.00%, 04/18/36^(c)		20		11,535
0.38%, 07/18/25		65		59,728
0.63%, 01/22/26		15		13,616
1.00%, 10/01/26		10		8,986
1.75%, 09/14/29		15		13,022
2.00%, 05/02/25		119		113,221
2.50%, 11/20/24		105		101,521
2.88%, 04/03/28		80		74,937
3.13%, 06/10/25		5		4,839
Landwirtschaftliche Rentenbank
0.88%, 03/30/26		90		81,654
0.88%, 09/03/30		45		35,614
1.75%, 07/27/26		35		32,251
2.00%, 01/13/25		5		4,786
2.38%, 06/10/25		30		28,627
Series 37, 2.50%, 11/15/27		45		41,723
Series 40, 0.50%, 05/27/25		5		4,621
Lloyds Banking Group PLC
3.57%, 11/07/28 (Call 11/07/27), (3-mo. LIBOR US + 1.205%)^(b)		200		181,558
4.45%, 05/08/25		10		9,757
4.65%, 03/24/26		10		9,652
M&T Bank Corp., 5.05%, 01/27/34 (Call 01/27/33), (1-day SOFR + 1.850%)^(b)		20		18,196
Mitsubishi UFJ Financial Group Inc. 0.96%, 10/11/25 (Call 10/11/24), (1-year CMT + 0.450%)^(b)		25		23,585


Security	Par (000)		Value

Banks (continued)
1.54%, 07/20/27 (Call 07/20/26), (1-year CMT + 0.750%)^(b)	$	245	$	218,221
5.41%, 04/19/34, (1-year CMT + 1.970%)^(b)		50		49,289
5.48%, 02/22/31 (Call 02/22/30), (1-year CMT + 1.530%)^(b)		10		9,908
Mizuho Financial Group Inc.
1.23%, 05/22/27 (Call 05/22/26), (1-year CMT + 0.670%)^(b)		200		176,948
3.66%, 02/28/27		15		14,129
5.75%, 05/27/34 (Call 05/27/33), (1-year CMT + 1.800%)^(b)		5		4,968
Morgan Stanley
1.16%, 10/21/25 (Call 10/21/24), (1-day SOFR + 0.560%)^(b)		5		4,715
1.59%, 05/04/27 (Call 05/04/26), (1-day SOFR + 0.879%)^(b)		45		40,342
1.79%, 02/13/32 (Call 02/13/31), (1-day SOFR + 1.034%)^(b)		10		7,687
1.93%, 04/28/32 (Call 04/28/31), (1-day SOFR + 1.020%)^(b)		45		34,690
2.19%, 04/28/26 (Call 04/28/25), (1-day SOFR + 1.990%)^(b)		40		37,714
2.24%, 07/21/32 (Call 07/21/31), (1-day SOFR + 1.178%)^(b)		25		19,614
2.48%, 09/16/36 (Call 09/16/31), (1-day SOFR + 1.360%)^(b)		70		52,739
2.51%, 10/20/32 (Call 10/20/31), (1-day SOFR + 1.200%)^(b)		45		35,856
2.70%, 01/22/31 (Call 01/22/30), (1-day SOFR + 1.143%)^(b)		40		33,688
2.80%, 01/25/52 (Call 01/25/51), (1-day SOFR + 1.430%)^(b)		30		18,996
2.94%, 01/21/33 (Call 01/21/32), (1-day SOFR + 1.290%)^(b)		25		20,501
3.13%, 07/27/26		5		4,680
3.22%, 04/22/42 (Call 04/22/41), (1-day SOFR + 1.485%)^(b)		25		18,410
3.62%, 04/01/31 (Call 04/01/30), (1-day SOFR + 3.120%)^(b)		60		53,330
3.70%, 10/23/24		50		48,925
3.88%, 01/27/26		25		24,059
3.95%, 04/23/27		25		23,565
3.97%, 07/22/38 (Call 07/22/37), (3-mo. LIBOR US + 1.455%)^(b)		10		8,335
4.00%, 07/23/25		95		92,182
4.30%, 01/27/45		25		21,252
4.38%, 01/22/47		30		25,665
4.43%, 01/23/30 (Call 01/23/29), (3-mo. SOFR + 1.890%)^(b)		10		9,490
4.46%, 04/22/39 (Call 04/22/38), (3-mo. SOFR + 1.693%)^(b)		10		8,808
5.00%, 11/24/25		105		103,368
5.12%, 02/01/29 (Call 02/01/28), (1-day SOFR + 1.730%)^(b)		10		9,797
5.25%, 04/21/34, (1-day SOFR + 1.870%)^(b)		25		24,267
5.30%, 04/20/37 (Call 04/20/32), (1-day SOFR + 2.620%)^(b)		20		18,615
5.42%, 07/21/34 (Call 07/21/33), (1-day SOFR + 1.880%)^(b)		50		49,138


Security	Par (000)		Value

Banks (continued)
5.60%, 03/24/51 (Call 03/24/50), (1-day SOFR + 4.480%)^(b)	$	25	$	25,129
5.95%, 01/19/38 (Call 01/19/33), (5-year CMT + 2.430%)^(b)		50		48,656
6.30%, 10/18/28 (Call 10/18/27), (1-day SOFR + 2.240%)^(b)		25		25,615
6.34%, 10/18/33 (Call 10/18/32), (1-day SOFR + 2.560%)^(b)		30		31,431
6.38%, 07/24/42		10		10,906
Morgan Stanley Bank NA, 5.48%, 07/16/25		60		60,123
NatWest Group PLC
1.64%, 06/14/27 (Call 06/14/26), (1-year CMT + 0.900%)^(b)		210		186,524
5.85%, 03/02/27 (Call 03/02/26), (1-year CMT + 1.350%)^(b)		10		9,942
6.02%, 03/02/34 (Call 03/02/33), (1-year CMT + 2.100%)^(b)		5		4,970
Northern Trust Corp.
1.95%, 05/01/30 (Call 02/01/30)		5		4,117
3.38%, 05/08/32 (Call 05/08/27), (3-mo. LIBOR US + 1.131%)^(b)		30		26,763
3.95%, 10/30/25		35		33,871
4.00%, 05/10/27 (Call 04/10/27)		5		4,799
6.13%, 11/02/32 (Call 08/02/32)		5		5,105
Oesterreichische Kontrollbank AG
0.38%, 09/17/25		10		9,126
0.50%, 02/02/26		65		58,648
1.50%, 02/12/25		15		14,217
2.88%, 05/23/25		15		14,434
3.63%, 09/09/27		35		33,928
4.63%, 11/03/25		10		9,942
PNC Financial Services Group Inc. (The)
2.31%, 04/23/32 (Call 04/23/31), (1-day SOFR + 0.979%)^(b)		15		12,082
2.55%, 01/22/30 (Call 10/24/29)		5		4,194
3.45%, 04/23/29 (Call 01/23/29)		42		37,862
4.76%, 01/26/27 (Call 01/26/26), (1-day SOFR + 1.085%)^(b)		20		19,625
5.07%, 01/24/34 (Call 01/24/33), (1-day SOFR + 1.933%)^(b)		30		28,439
6.04%, 10/28/33 (Call 10/28/32), (1-day SOFR + 2.140%)^(b)		55		55,889
Regions Financial Corp.
1.80%, 08/12/28 (Call 06/12/28)		10		8,291
2.25%, 05/18/25 (Call 04/18/25)		10		9,346
7.38%, 12/10/37		5		5,297
Royal Bank of Canada
1.15%, 06/10/25		40		37,033
1.15%, 07/14/26		25		22,228
1.20%, 04/27/26		10		8,964
1.40%, 11/02/26		25		22,143
2.25%, 11/01/24		30		28,843
2.30%, 11/03/31		15		12,050
4.24%, 08/03/27		10		9,617
4.65%, 01/27/26		10		9,817
4.88%, 01/12/26^(a)		5		4,938
4.90%, 01/12/28^(a)		25		24,631
5.00%, 02/01/33		45		43,618
5.00%, 05/02/33		5		4,837
6.00%, 11/01/27		10		10,233


Security	Par (000)		Value

Banks (continued)
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (1-day SOFR + 1.249%)^(b)	$	30	$	26,292
3.45%, 06/02/25 (Call 05/02/25)		10		9,537
4.40%, 07/13/27 (Call 04/14/27)		25		23,671
4.50%, 07/17/25 (Call 04/17/25)		70		68,291
5.81%, 09/09/26 (Call 09/09/25), (1-day SOFR + 2.328%)^(b)		5		4,944
6.50%, 03/09/29 (Call 03/09/28), (1-day SOFR + 2.356%)^(b)		10		9,955
Santander UK Group Holdings PLC, 2.47%, 01/11/28 (Call 01/11/27), (1-day SOFR + 1.220%)^(b)		15		13,197
State Street Corp.
1.75%, 02/06/26 (Call 02/06/25), (1-day SOFR + 0.441%)^(b)		20		18,880
2.20%, 03/03/31		55		43,799
2.35%, 11/01/25 (Call 11/01/24), (1-day SOFR + 0.940%)^(b)		20		19,202
2.62%, 02/07/33 (Call 02/07/32), (1-day SOFR + 1.002%)^(b)		50		41,007
2.65%, 05/19/26		45		42,324
2.90%, 03/30/26 (Call 03/30/25), (1-day SOFR + 2.600%)^(b)		50		47,855
3.30%, 12/16/24		10		9,708
3.55%, 08/18/25		10		9,653
5.10%, 05/18/26 (Call 05/18/25), (1-day SOFR + 1.130%)^(b)		10		9,912
5.16%, 05/18/34, (1-day SOFR + 1.890%)^(b)		5		4,854
5.82%, 11/04/28 (Call 11/04/27), (1-day SOFR + 1.715%)^(b)		10		10,152
Sumitomo Mitsui Financial Group Inc.
1.90%, 09/17/28		200		168,054
2.14%, 09/23/30		30		23,699
3.35%, 10/18/27		40		36,788
3.78%, 03/09/26		75		71,817
5.77%, 01/13/33		5		5,059
6.18%, 07/13/43		50		50,294
Synchrony Bank, 5.40%, 08/22/25 (Call 07/22/25)		5		4,832
Synchrony Financial, 5.63%, 08/23/27 (Call 07/23/27)		10		9,471
Toronto-Dominion Bank (The)
1.15%, 06/12/25		40		37,095
1.20%, 06/03/26		10		8,917
1.25%, 12/13/24		15		14,188
2.00%, 09/10/31		25		19,784
3.20%, 03/10/32		10		8,508
3.63%, 09/15/31 (Call 09/15/26), (5-year USD Swap + 2.205%)^(b)		20		18,667
3.77%, 06/06/25		20		19,414
4.11%, 06/08/27		25		23,865
4.46%, 06/08/32		45		41,938
4.69%, 09/15/27		35		34,108
5.10%, 01/09/26		40		39,675
Truist Financial Corp.
1.13%, 08/03/27 (Call 06/03/27)		10		8,455
1.27%, 03/02/27 (Call 03/02/26), (1-day SOFR + 0.609%)^(b)		40		35,682
1.95%, 06/05/30 (Call 03/05/30)		10		7,927
2.85%, 10/26/24 (Call 09/26/24)		5		4,825
3.70%, 06/05/25 (Call 05/05/25)		40		38,548
4.00%, 05/01/25 (Call 03/01/25)		25		24,227


Security	Par (000)		Value

Banks (continued)
4.12%, 06/06/28 (Call 06/06/27), (1-day SOFR + 1.368%)^(b)	$	55	$	51,874
4.26%, 07/28/26 (Call 07/28/25), (1-day SOFR + 1.456%)^(b)		10		9,658
4.87%, 01/26/29 (Call 01/26/28), (1-day SOFR + 1.435%)^(b)		35		33,556
5.12%, 01/26/34 (Call 01/26/33), (1-day SOFR + 1.852%)^(b)		5		4,688
5.90%, 10/28/26 (Call 10/28/25), (1-day SOFR + 1.626%)^(b)		5		4,985
6.12%, 10/28/33 (Call 10/28/32), (1-day SOFR + 2.300%)^(b)		35		35,214
U.S. Bancorp
1.38%, 07/22/30 (Call 04/22/30)		10		7,578
1.45%, 05/12/25 (Call 04/11/25)		40		37,419
2.49%, 11/03/36 (Call 11/03/31), (5-year CMT + 0.950%)^(b)		25		18,415
3.10%, 04/27/26 (Call 03/27/26)		5		4,692
4.55%, 07/22/28 (Call 07/22/27), (1-day SOFR + 1.660%)^(b)		15		14,324
4.84%, 02/01/34 (Call 02/01/33), (1-day SOFR + 1.600%)^(b)		40		37,100
5.73%, 10/21/26 (Call 10/21/25), (1-day SOFR + 1.430%)^(b)		65		64,957
5.78%, 06/12/29 (Call 06/12/28), (1-day SOFR + 2.020%)^(b)		25		24,939
5.84%, 06/12/34 (Call 06/10/33), (1-day SOFR + 2.260%)^(b)		30		29,926
5.85%, 10/21/33 (Call 10/21/32), (1-day SOFR + 2.090%)^(b)		35		34,829
Series V, 2.38%, 07/22/26 (Call 06/22/26)		5		4,607
UBS Group AG
4.55%, 04/17/26		150		145,161
4.88%, 05/15/45		25		22,233
Wachovia Corp., 5.50%, 08/01/35		35		33,773
Wells Fargo & Co.
2.16%, 02/11/26 (Call 02/11/25), (3-mo. SOFR + 1.012%)^(b)		20		18,913
2.19%, 04/30/26 (Call 04/30/25), (1-day SOFR + 2.000%)^(b)		25		23,514
2.39%, 06/02/28 (Call 06/02/27), (1-day SOFR + 2.100%)^(b)		45		40,021
2.88%, 10/30/30 (Call 10/30/29), (3-mo. SOFR + 1.432%)^(b)		55		47,054
3.00%, 04/22/26		35		32,782
3.00%, 10/23/26		85		78,710
3.07%, 04/30/41 (Call 04/30/40), (1-day SOFR + 2.530%)^(b)		55		39,375
3.35%, 03/02/33 (Call 03/02/32), (1-day SOFR + 1.500%)^(b)		25		21,061
3.53%, 03/24/28 (Call 03/24/27), (1-day SOFR + 1.510%)^(b)		70		65,148
3.90%, 05/01/45		25		19,565
4.10%, 06/03/26		70		67,122
4.15%, 01/24/29 (Call 10/24/28)		50		47,057
4.30%, 07/22/27		10		9,576
4.40%, 06/14/46		10		7,928
4.48%, 04/04/31 (Call 04/04/30), (3-mo. SOFR + 4.032%)^(b)		10		9,354


Security	Par (000)		Value

Banks (continued)
4.54%, 08/15/26 (Call 08/15/25), (1-day SOFR + 1.560%)^(b)	$	5	$	4,882
4.61%, 04/25/53 (Call 04/25/52), (1-day SOFR + 2.130%)^(b)		25		21,139
4.65%, 11/04/44		25		20,674
4.81%, 07/25/28 (Call 07/25/27), (1-day SOFR + 1.980%)^(b)		25		24,256
4.90%, 07/25/33 (Call 07/25/32), (1-day SOFR + 2.100%)^(b)		40		37,635
4.90%, 11/17/45		25		21,444
5.01%, 04/04/51 (Call 04/04/50), (3-mo. SOFR + 4.502%)^(b)		55		49,611
5.38%, 11/02/43		25		23,006
5.39%, 04/24/34, (1-day SOFR + 2.020%)^(b)		25		24,355
5.56%, 07/25/34 (Call 07/25/33), (1-day SOFR + 1.990%)^(b)		50		49,349
5.61%, 01/15/44		20		18,833
5.95%, 12/01/86		20		19,534
6.00%, 10/28/25 (Call 10/28/23)^(a)		15		14,928
Westpac Banking Corp.
2.67%, 11/15/35 (Call 11/15/30), (5-year CMT + 1.750%)^(b)		10		7,684
2.96%, 11/16/40		15		9,715
3.13%, 11/18/41		10		6,517
3.35%, 03/08/27		35		33,043
4.11%, 07/24/34 (Call 07/24/29), (5-year CMT + 2.000%)^(b)		25		21,923
4.32%, 11/23/31 (Call 11/23/26), (5-year USD ICE Swap + 2.236%)^(b)		25		23,337
4.42%, 07/24/39		30		24,146
5.41%, 08/10/33 (Call 08/10/32), (1-year CMT + 2.680%)^(b)		5		4,706


				13,728,312

Beverages — 0.7%
Anheuser-Busch Companies LLC/Anheuser-Busch InBev Worldwide Inc.
4.70%, 02/01/36 (Call 08/01/35)		50		47,850
4.90%, 02/01/46 (Call 08/01/45)		70		65,063
Anheuser-Busch InBev Finance Inc.
4.70%, 02/01/36 (Call 08/01/35)		30		28,771
4.90%, 02/01/46 (Call 08/01/45)		50		46,287
Anheuser-Busch InBev Worldwide Inc.
3.50%, 06/01/30 (Call 03/01/30)		35		32,190
3.65%, 02/01/26 (Call 11/01/25)		75		72,476
4.38%, 04/15/38 (Call 10/15/37)		30		27,413
4.44%, 10/06/48 (Call 04/06/48)		25		21,870
4.60%, 04/15/48 (Call 10/15/47)		29		26,098
4.60%, 06/01/60 (Call 12/01/59)		10		8,712
4.75%, 01/23/29 (Call 10/23/28)		50		49,545
4.90%, 01/23/31 (Call 10/23/30)		40		40,130
4.95%, 01/15/42		15		14,295
5.45%, 01/23/39 (Call 07/23/38)		25		25,368
5.55%, 01/23/49 (Call 07/23/48)		30		30,719
5.80%, 01/23/59 (Call 07/23/58)		35		36,694
8.00%, 11/15/39		10		12,393
Coca-Cola Co. (The)
1.00%, 03/15/28		50		42,805
1.38%, 03/15/31		40		31,560
1.50%, 03/05/28^(a)		5		4,381
1.65%, 06/01/30		30		24,709


Security	Par (000)		Value

Beverages (continued)
2.25%, 01/05/32	$	5	$	4,193
2.50%, 06/01/40		10		7,210
2.50%, 03/15/51		35		22,599
3.00%, 03/05/51		35		25,241
3.38%, 03/25/27		10		9,572
3.45%, 03/25/30		5		4,647
4.20%, 03/25/50		10		8,987
Constellation Brands Inc.
3.15%, 08/01/29 (Call 05/01/29)		10		8,935
3.60%, 02/15/28 (Call 11/15/27)		45		41,968
4.10%, 02/15/48 (Call 08/15/47)		15		11,907
4.75%, 12/01/25		5		4,924
4.75%, 05/09/32 (Call 02/09/32)^(a)		25		23,958
Diageo Capital PLC
2.00%, 04/29/30 (Call 01/29/30)		150		125,092
3.88%, 04/29/43 (Call 10/29/42)		5		4,117
Keurig Dr Pepper Inc.
3.35%, 03/15/51 (Call 09/15/50)		15		10,290
3.40%, 11/15/25 (Call 08/15/25)		5		4,783
3.80%, 05/01/50 (Call 11/01/49)		15		11,359
3.95%, 04/15/29 (Call 02/15/29)		30		28,254
4.05%, 04/15/32 (Call 01/15/32)^(a)		15		13,737
Molson Coors Beverage Co.
3.00%, 07/15/26 (Call 04/15/26)		15		14,055
4.20%, 07/15/46 (Call 01/15/46)		15		11,877
5.00%, 05/01/42		15		13,548
PepsiCo Inc.
1.40%, 02/25/31 (Call 11/25/30)		35		27,820
1.95%, 10/21/31 (Call 07/21/31)		10		8,153
2.63%, 03/19/27 (Call 01/19/27)		5		4,659
2.63%, 07/29/29 (Call 04/29/29)		5		4,478
2.63%, 10/21/41 (Call 04/21/41)		30		21,762
2.75%, 03/19/30 (Call 12/19/29)		35		31,136
2.75%, 10/21/51 (Call 04/21/51)		5		3,379
2.88%, 10/15/49 (Call 04/15/49)		25		17,697
3.00%, 10/15/27 (Call 07/15/27)		5		4,697
3.38%, 07/29/49 (Call 01/29/49)		18		13,879
3.60%, 02/18/28 (Call 01/18/28)		5		4,790
3.90%, 07/18/32 (Call 04/18/32)		10		9,479
4.20%, 07/18/52 (Call 01/18/52)		20		17,774
4.45%, 05/15/28 (Call 04/15/28)^(a)		15		14,939
4.88%, 11/01/40		10		9,799
7.00%, 03/01/29		5		5,564


				1,300,587

Biotechnology — 0.5%
Amgen Inc.
2.00%, 01/15/32 (Call 10/15/31)		20		15,671
2.45%, 02/21/30 (Call 11/21/29)		35		29,762
2.77%, 09/01/53 (Call 03/01/53)		25		14,951
2.80%, 08/15/41 (Call 02/15/41)		20		13,789
3.13%, 05/01/25 (Call 02/01/25)		5		4,808
3.15%, 02/21/40 (Call 08/21/39)		30		22,374
3.20%, 11/02/27 (Call 08/02/27)		30		27,875
3.35%, 02/22/32 (Call 11/22/31)		10		8,713
4.05%, 08/18/29 (Call 06/18/29)		10		9,444
4.20%, 03/01/33 (Call 12/01/32)		5		4,596
4.20%, 02/22/52 (Call 08/22/51)		5		3,979
4.40%, 05/01/45 (Call 11/01/44)		20		16,788
4.40%, 02/22/62 (Call 08/22/61)		20		15,833
4.56%, 06/15/48 (Call 12/15/47)		20		17,047


Security	Par (000)		Value

Biotechnology (continued)
4.66%, 06/15/51 (Call 12/15/50)	$	75	$	64,439
4.88%, 03/01/53 (Call 09/01/52)		5		4,427
5.25%, 03/02/30 (Call 01/02/30)		55		55,027
5.25%, 03/02/33 (Call 12/02/32)		65		64,631
5.60%, 03/02/43 (Call 09/02/42)		30		29,446
5.65%, 03/02/53 (Call 09/02/52)		30		29,740
5.75%, 03/02/63 (Call 09/02/62)		25		24,660
Biogen Inc.
2.25%, 05/01/30 (Call 02/01/30)		35		28,787
3.15%, 05/01/50 (Call 11/01/49)		25		16,317
4.05%, 09/15/25 (Call 06/15/25)		20		19,399
Gilead Sciences Inc.
1.20%, 10/01/27 (Call 08/01/27)		25		21,496
2.80%, 10/01/50 (Call 04/01/50)		10		6,419
2.95%, 03/01/27 (Call 12/01/26)		45		41,931
4.15%, 03/01/47 (Call 09/01/46)		25		20,886
4.50%, 02/01/45 (Call 08/01/44)		15		13,172
4.75%, 03/01/46 (Call 09/01/45)		25		22,814
4.80%, 04/01/44 (Call 10/01/43)		25		22,985
Illumina Inc.
2.55%, 03/23/31 (Call 12/23/30)		15		12,021
5.75%, 12/13/27 (Call 11/13/27)		5		4,991
Regeneron Pharmaceuticals Inc.
1.75%, 09/15/30 (Call 06/15/30)		10		7,954
2.80%, 09/15/50 (Call 03/15/50)		25		15,525
Royalty Pharma PLC
1.75%, 09/02/27 (Call 07/02/27)		30		25,883
2.20%, 09/02/30 (Call 06/02/30)		40		31,888
3.55%, 09/02/50 (Call 03/02/50)		30		19,564


				810,032

Building Materials — 0.2%
Carrier Global Corp.
2.49%, 02/15/27 (Call 12/15/26)		25		22,744
2.70%, 02/15/31 (Call 11/15/30)		10		8,385
2.72%, 02/15/30 (Call 11/15/29)		15		12,856
3.38%, 04/05/40 (Call 10/05/39)		15		11,272
3.58%, 04/05/50 (Call 10/05/49)		40		28,593
Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31)		5		4,040
Fortune Brands Home & Security Inc.
3.25%, 09/15/29 (Call 06/15/29)		25		22,021
4.00%, 06/15/25 (Call 03/15/25)		5		4,837
Johnson Controls International PLC, 4.50%, 02/15/47 (Call 08/15/46)		30		25,310
Johnson Controls International PLC/Tyco Fire & Security Finance SCA, 1.75%, 09/15/30 (Call 06/15/30)		5		4,004
Lennox International Inc.
1.35%, 08/01/25 (Call 07/01/25)		5		4,608
1.70%, 08/01/27 (Call 06/01/27)		5		4,372
Martin Marietta Materials Inc.
2.40%, 07/15/31 (Call 04/15/31)		10		8,084
3.20%, 07/15/51 (Call 01/15/51)		10		6,694
3.45%, 06/01/27 (Call 03/01/27)^(a)		35		32,856
3.50%, 12/15/27 (Call 09/15/27)		25		23,388
Masco Corp.
2.00%, 10/01/30 (Call 07/01/30)		10		7,910
2.00%, 02/15/31 (Call 11/15/30)		30		23,695
Owens Corning, 4.30%, 07/15/47 (Call 01/15/47)		15		12,051
Trane Technologies Global Holding Co. Ltd., 5.75%, 06/15/43		15		14,967


Security	Par (000)		Value

Building Materials (continued)
Trane Technologies Luxembourg Finance SA
3.80%, 03/21/29 (Call 12/21/28)	$	15	$	13,995
4.65%, 11/01/44 (Call 05/01/44)		10		8,558
Vulcan Materials Co.
3.50%, 06/01/30 (Call 03/01/30)		10		8,959
3.90%, 04/01/27 (Call 01/01/27)		10		9,572
4.50%, 06/15/47 (Call 12/15/46)		20		17,015


				340,786

Chemicals — 0.5%
Air Products and Chemicals Inc.
2.70%, 05/15/40 (Call 11/15/39)		30		21,834
4.80%, 03/03/33 (Call 12/03/32)		10		9,933
Albemarle Corp.
4.65%, 06/01/27 (Call 05/01/27)		10		9,671
5.05%, 06/01/32 (Call 03/01/32)^(a)		20		18,833
Celanese U.S. Holdings LLC
6.05%, 03/15/25		5		5,004
6.17%, 07/15/27 (Call 06/15/27)		25		25,029
6.33%, 07/15/29 (Call 05/15/29)		15		14,907
6.38%, 07/15/32 (Call 04/15/32)		10		9,899
CF Industries Inc.
4.95%, 06/01/43		15		12,653
5.15%, 03/15/34		5		4,720
5.38%, 03/15/44		15		13,306
Dow Chemical Co. (The)
2.10%, 11/15/30 (Call 08/15/30)		95		77,471
4.25%, 10/01/34 (Call 04/01/34)		5		4,507
4.38%, 11/15/42 (Call 05/15/42)		15		12,363
5.55%, 11/30/48 (Call 05/30/48)		15		14,240
6.30%, 03/15/33 (Call 12/15/32)		10		10,596
DuPont de Nemours Inc.
4.49%, 11/15/25 (Call 09/15/25)		15		14,693
4.73%, 11/15/28 (Call 08/15/28)		25		24,665
5.32%, 11/15/38 (Call 05/15/38)		40		39,153
5.42%, 11/15/48 (Call 05/15/48)		10		9,674
Eastman Chemical Co.
3.80%, 03/15/25 (Call 12/15/24)		15		14,590
4.65%, 10/15/44 (Call 04/15/44)		35		28,493
Ecolab Inc., 2.13%, 08/15/50 (Call 02/15/50)		50		28,413
EIDP Inc.
2.30%, 07/15/30 (Call 04/15/30)		20		16,580
4.80%, 05/15/33 (Call 02/15/33)^(a)		5		4,808
FMC Corp.
3.20%, 10/01/26 (Call 08/01/26)		20		18,513
3.45%, 10/01/29 (Call 07/01/29)		5		4,358
5.65%, 05/18/33		20		19,047
Huntsman International LLC, 4.50%, 05/01/29 (Call 02/01/29)		20		18,519
Linde Inc./CT
2.00%, 08/10/50 (Call 02/10/50)		25		13,735
2.65%, 02/05/25 (Call 11/05/24)		5		4,808
3.20%, 01/30/26 (Call 10/30/25)		50		48,105
3.55%, 11/07/42 (Call 05/07/42)		10		7,879
LYB International Finance BV, 4.88%, 03/15/44 (Call 09/15/43)		10		8,462
LYB International Finance III LLC
3.63%, 04/01/51 (Call 10/01/50)		25		16,829
3.80%, 10/01/60 (Call 04/01/60)		10		6,529
5.63%, 05/15/33		60		59,395


Security	Par (000)		Value

Chemicals (continued)
Nutrien Ltd.
3.95%, 05/13/50 (Call 11/13/49)	$	25	$	18,790
4.20%, 04/01/29 (Call 01/01/29)		5		4,704
4.90%, 03/27/28 (Call 02/27/28)^(a)		5		4,888
5.80%, 03/27/53 (Call 09/27/52)^(a)		20		19,535
5.88%, 12/01/36^(a)		10		9,927
5.90%, 11/07/24		20		19,994
PPG Industries Inc., 3.75%, 03/15/28 (Call 12/15/27)		20		18,848
RPM International Inc., 2.95%, 01/15/32 (Call 10/15/31)		15		12,031
Sherwin-Williams Co. (The)
3.45%, 06/01/27 (Call 03/01/27)		35		32,992
3.80%, 08/15/49 (Call 02/15/49)		40		29,958
Westlake Corp.
3.60%, 08/15/26 (Call 05/15/26)		5		4,740
5.00%, 08/15/46 (Call 02/15/46)		25		21,056


				869,677

Coal — 0.0%
Teck Resources Ltd.
6.00%, 08/15/40 (Call 02/15/40)		25		23,627
6.25%, 07/15/41 (Call 01/15/41)		15		14,548


				38,175

Commercial Services — 0.5%
Automatic Data Processing Inc.
1.70%, 05/15/28 (Call 03/15/28)		50		43,769
3.38%, 09/15/25 (Call 06/15/25)		24		23,219
Block Financial LLC, 3.88%, 08/15/30 (Call 05/15/30)		30		26,497
Case Western Reserve University, 5.41%, 06/01/2122 (Call 12/01/2121)		5		4,710
Emory University, Series 2020, 2.97%, 09/01/50 (Call 03/01/50)		15		10,296
Equifax Inc.
2.35%, 09/15/31 (Call 06/15/31)		10		7,844
2.60%, 12/01/24 (Call 11/01/24)		50		48,053
2.60%, 12/15/25 (Call 11/15/25)		25		23,356
Ford Foundation (The), Series 2020, 2.82%, 06/01/70 (Call 12/01/69)		10		6,002
George Washington University (The), 4.87%, 09/15/45		15		13,990
Georgetown University (The)
Series 20A, 2.94%, 04/01/50		15		9,889
Series A, 5.22%, 10/01/2118 (Call 04/01/2118)		25		22,332
Series B, 4.32%, 04/01/49 (Call 10/01/48)		5		4,273
Global Payments Inc.
2.15%, 01/15/27 (Call 12/15/26)		35		31,214
2.65%, 02/15/25 (Call 01/15/25)		75		71,602
2.90%, 05/15/30 (Call 02/15/30)		15		12,665
4.15%, 08/15/49 (Call 02/15/49)		10		7,333
4.80%, 04/01/26 (Call 01/01/26)		10		9,779
5.30%, 08/15/29 (Call 06/15/29)		10		9,787
Johns Hopkins University
Series 2013, 4.08%, 07/01/53		5		4,264
Series A, 2.81%, 01/01/60 (Call 07/01/59)		5		3,181
Leland Stanford Junior University (The)
1.29%, 06/01/27 (Call 04/01/27)^(a)		35		30,984
2.41%, 06/01/50 (Call 12/01/49)		15		9,449
Massachusetts Institute of Technology
3.96%, 07/01/38		25		22,259
5.60%, 07/01/2111		15		16,098
Moody’s Corp.
2.00%, 08/19/31 (Call 05/19/31)		20		16,086


Security	Par (000)		Value

Commercial Services (continued)
3.25%, 05/20/50 (Call 11/20/49)	$	15	$	10,349
4.25%, 08/08/32 (Call 05/08/32)		10		9,388
5.25%, 07/15/44		5		4,800
Northwestern University, 4.64%, 12/01/44		20		18,851
PayPal Holdings Inc.
1.65%, 06/01/25 (Call 05/01/25)		30		28,105
2.30%, 06/01/30 (Call 03/01/30)		35		29,417
2.85%, 10/01/29 (Call 07/01/29)		20		17,657
3.25%, 06/01/50 (Call 12/01/49)^(a)		15		10,652
5.05%, 06/01/52 (Call 12/01/51)^(a)		10		9,665
5.25%, 06/01/62 (Call 12/01/61)		10		9,517
President and Fellows of Harvard College, 3.15%, 07/15/46 (Call 01/15/46)		30		22,211
Quanta Services Inc.
2.90%, 10/01/30 (Call 07/01/30)		25		21,051
3.05%, 10/01/41 (Call 04/01/41)		25		17,004
RELX Capital Inc., 3.00%, 05/22/30 (Call 02/22/30)		30		26,344
Rockefeller Foundation (The), Series 2020, 2.49%, 10/01/50 (Call 04/01/50)		5		3,133
S&P Global Inc.
2.70%, 03/01/29 (Call 01/01/29)		5		4,468
2.90%, 03/01/32 (Call 12/01/31)		30		25,690
3.70%, 03/01/52 (Call 09/01/51)		25		19,451
4.25%, 05/01/29 (Call 02/01/29)		5		4,815
Thomas Jefferson University, 3.85%, 11/01/57 (Call 05/01/57)		5		3,513
Trustees of Boston College, 3.13%, 07/01/52		20		14,139
Trustees of Boston University, Series CC, 4.06%, 10/01/48 (Call 04/01/48)		10		8,413
Trustees of Princeton University (The)
5.70%, 03/01/39^(a)		15		16,116
Series 2020, 2.52%, 07/01/50 (Call 01/01/50)		5		3,279
Trustees of the University of Pennsylvania (The), 4.67%, 09/01/2112		5		4,262
University of Chicago (The)
4.00%, 10/01/53 (Call 04/01/53)		20		16,613
Series C, 2.55%, 04/01/50 (Call 10/01/49)		5		3,314
University of Miami, 4.06%, 04/01/52		10		8,214
University of Notre Dame du Lac
Series 2015, 3.44%, 02/15/45		5		3,931
Series 2017, 3.39%, 02/15/48 (Call 08/15/47)		10		7,823
University of Southern California
2.81%, 10/01/50 (Call 04/01/50)		5		3,308
Series A, 3.23%, 10/01/2120 (Call 04/01/2120)		15		8,850
Verisk Analytics Inc., 4.13%, 03/15/29 (Call 12/15/28)		20		19,022
Washington University (The), 3.52%, 04/15/54 (Call 10/15/53)		20		15,485
William Marsh Rice University
3.57%, 05/15/45		10		7,992
3.77%, 05/15/55		5		4,032
Yale University, Series 2020, 2.40%, 04/15/50 (Call 10/15/49)		15		9,469


				939,274

Computers — 0.9%
Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30)		10		8,213
Apple Inc.
1.20%, 02/08/28 (Call 12/08/27)		55		47,505
1.65%, 05/11/30 (Call 02/11/30)		35		29,176
1.65%, 02/08/31 (Call 11/08/30)		43		35,214
1.70%, 08/05/31 (Call 05/05/31)		20		16,269


Security	Par (000)		Value

Computers (continued)
2.40%, 08/20/50 (Call 02/20/50)	$	10	$	6,425
2.45%, 08/04/26 (Call 05/04/26)		45		42,129
2.65%, 05/11/50 (Call 11/11/49)		40		26,635
2.65%, 02/08/51 (Call 08/08/50)		50		33,141
2.80%, 02/08/61 (Call 08/08/60)		25		16,105
2.85%, 08/05/61 (Call 02/05/61)		10		6,470
2.90%, 09/12/27 (Call 06/12/27)		50		46,777
2.95%, 09/11/49 (Call 03/11/49)		15		10,703
3.00%, 11/13/27 (Call 08/13/27)		54		50,675
3.20%, 05/11/27 (Call 02/11/27)		60		56,975
3.25%, 02/23/26 (Call 11/23/25)		75		72,111
3.25%, 08/08/29 (Call 06/08/29)		5		4,650
3.35%, 02/09/27 (Call 11/09/26)		60		57,332
3.35%, 08/08/32 (Call 05/08/32)^(a)		30		27,518
3.75%, 11/13/47 (Call 05/13/47)		25		20,788
3.85%, 05/04/43		50		43,267
3.85%, 08/04/46 (Call 02/04/46)		29		24,504
3.95%, 08/08/52 (Call 02/08/52)		10		8,446
4.30%, 05/10/33^(a)		25		24,526
4.38%, 05/13/45		30		27,588
4.50%, 02/23/36 (Call 08/23/35)^(a)		50		49,949
4.65%, 02/23/46 (Call 08/23/45)		50		47,791
CGI Inc.
1.45%, 09/14/26 (Call 08/14/26)		35		30,960
2.30%, 09/14/31 (Call 06/14/31)		5		3,883
Dell International LLC/EMC Corp.
3.45%, 12/15/51 (Call 06/15/51)^(d)		10		6,530
4.90%, 10/01/26 (Call 08/01/26)		10		9,815
5.30%, 10/01/29 (Call 07/01/29)		5		4,936
5.75%, 02/01/33 (Call 11/01/32)^(a)		30		29,966
5.85%, 07/15/25 (Call 06/15/25)		15		15,026
6.02%, 06/15/26 (Call 03/15/26)		14		14,142
6.10%, 07/15/27 (Call 05/15/27)		5		5,116
6.20%, 07/15/30 (Call 04/15/30)		10		10,287
8.10%, 07/15/36 (Call 01/15/36)		30		34,459
8.35%, 07/15/46 (Call 01/15/46)		10		12,256
DXC Technology Co., 2.38%, 09/15/28 (Call 07/15/28)		10		8,250
Fortinet Inc.
1.00%, 03/15/26 (Call 02/15/26)		5		4,465
2.20%, 03/15/31 (Call 12/15/30)		10		7,861
Genpact Luxembourg Sarl, 3.38%, 12/01/24 (Call 11/01/24)		10		9,645
Hewlett Packard Enterprise Co.
1.75%, 04/01/26 (Call 03/01/26)		5		4,561
4.90%, 10/15/25 (Call 07/15/25)		5		4,933
6.20%, 10/15/35 (Call 04/15/35)		15		15,550
6.35%, 10/15/45 (Call 04/15/45)		5		5,120
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)		5		4,505
2.20%, 06/17/25 (Call 05/17/25)		5		4,713
2.65%, 06/17/31 (Call 03/17/31)		10		8,070
3.00%, 06/17/27 (Call 04/17/27)		25		22,979
4.75%, 01/15/28 (Call 12/15/27)		20		19,479
5.50%, 01/15/33 (Call 10/15/32)^(a)		15		14,560
6.00%, 09/15/41^(a)		10		9,847
International Business Machines Corp.
1.95%, 05/15/30 (Call 02/15/30)		100		82,400
2.85%, 05/15/40 (Call 11/15/39)		100		71,051
3.30%, 05/15/26		100		95,318
4.00%, 06/20/42		15		12,324
4.40%, 07/27/32 (Call 04/27/32)		5		4,761


Security	Par (000)		Value

Computers (continued)
Kyndryl Holdings Inc.
2.70%, 10/15/28 (Call 08/15/28)	$	15	$	12,533
3.15%, 10/15/31 (Call 07/15/31)		15		11,653
Leidos Inc., 3.63%, 05/15/25 (Call 04/15/25)		50		48,176
NetApp Inc.
1.88%, 06/22/25 (Call 05/22/25)		20		18,730
2.70%, 06/22/30 (Call 03/22/30)		5		4,168
3.30%, 09/29/24 (Call 07/29/24)		45		43,722
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30)		10		8,253
Western Digital Corp.
2.85%, 02/01/29 (Call 12/01/28)		10		8,056
3.10%, 02/01/32 (Call 11/01/31)		10		7,449
4.75%, 02/15/26 (Call 11/15/25)		15		14,292


				1,605,682

Cosmetics & Personal Care — 0.2%
Colgate-Palmolive Co.
3.25%, 08/15/32 (Call 05/15/32)		25		22,583
3.70%, 08/01/47 (Call 02/01/47)		10		8,382
Estee Lauder Companies Inc. (The)
3.13%, 12/01/49 (Call 06/01/49)		20		13,856
4.15%, 03/15/47 (Call 09/15/46)		5		4,206
Kenvue Inc.
4.90%, 03/22/33 (Call 12/22/32)^(d)		30		29,824
5.05%, 03/22/28 (Call 02/22/28)^(d)		30		30,075
5.05%, 03/22/53 (Call 09/22/52)^(d)		25		24,466
Procter & Gamble Co. (The)
0.55%, 10/29/25		5		4,556
1.00%, 04/23/26		25		22,727
1.20%, 10/29/30		10		7,989
1.90%, 02/01/27		5		4,572
2.45%, 11/03/26		25		23,401
2.80%, 03/25/27		40		37,516
3.00%, 03/25/30		5		4,567
3.60%, 03/25/50		15		12,298
3.95%, 01/26/28		10		9,818
4.10%, 01/26/26		5		4,932
5.55%, 03/05/37		20		21,625
Unilever Capital Corp.
2.00%, 07/28/26		5		4,624
5.90%, 11/15/32		41		44,542


				336,559

Distribution & Wholesale — 0.0%
WW Grainger Inc., 4.60%, 06/15/45 (Call 12/15/44)		15		13,744


Diversified Financial Services — 1.5%
AerCap Ireland Capital DAC/AerCap Global Aviation Trust
2.45%, 10/29/26 (Call 09/29/26)		25		22,488
3.30%, 01/30/32 (Call 10/30/31)		175		142,252
Affiliated Managers Group Inc.
3.30%, 06/15/30 (Call 03/15/30)		25		21,138
3.50%, 08/01/25		15		14,313
Air Lease Corp.
1.88%, 08/15/26 (Call 07/15/26)		30		26,837
2.88%, 01/15/26 (Call 12/15/25)		55		51,402
3.00%, 02/01/30 (Call 11/01/29)		20		16,808
3.13%, 12/01/30 (Call 09/01/30)		15		12,525
3.25%, 03/01/25 (Call 01/01/25)		45		43,115
3.63%, 12/01/27 (Call 09/01/27)		18		16,535
4.63%, 10/01/28 (Call 07/01/28)		10		9,426
Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26)		25		23,719


Security	Par (000)		Value

Diversified Financial Services (continued)
Ally Financial Inc.
2.20%, 11/02/28 (Call 09/02/28)	$	5	$	4,043
4.75%, 06/09/27 (Call 05/09/27)		35		32,763
6.99%, 06/13/29 (Call 06/13/28), (1-day SOFR + 3.260%)^(b)		30		29,949
8.00%, 11/01/31		20		20,763
American Express Co.
1.65%, 11/04/26 (Call 10/04/26)		25		22,297
2.55%, 03/04/27 (Call 02/01/27)		5		4,546
3.00%, 10/30/24 (Call 09/29/24)		10		9,709
3.13%, 05/20/26 (Call 04/20/26)		35		33,084
3.30%, 05/03/27 (Call 04/03/27)		35		32,611
3.95%, 08/01/25 (Call 07/01/25)		75		72,784
4.05%, 05/03/29 (Call 03/03/29)		35		33,248
4.05%, 12/03/42		25		21,397
4.42%, 08/03/33 (Call 08/03/32), (1-day SOFR + 1.760%)^(b)		20		18,552
5.04%, 05/01/34, (1-day SOFR + 1.835%)^(b)		15		14,414
5.85%, 11/05/27 (Call 10/05/27)		30		30,631
Ameriprise Financial Inc.
2.88%, 09/15/26 (Call 06/15/26)		50		46,770
3.00%, 04/02/25 (Call 03/02/25)		25		24,036
5.15%, 05/15/33 (Call 02/15/33)		25		24,444
Andrew W Mellon Foundation (The), Series 2020, 0.95%, 08/01/27 (Call 06/01/27)		5		4,302
Brookfield Finance Inc.
2.72%, 04/15/31 (Call 01/15/31)		35		28,594
4.35%, 04/15/30 (Call 01/15/30)		35		32,314
4.70%, 09/20/47 (Call 03/20/47)		10		8,250
Brookfield Finance LLC, 3.45%, 04/15/50 (Call 10/15/49)		15		9,722
Capital One Financial Corp.
2.36%, 07/29/32 (Call 07/29/31), (1-day SOFR + 1.337%)^(b)		10		7,123
3.20%, 02/05/25 (Call 01/05/25)		10		9,593
3.30%, 10/30/24 (Call 09/30/24)		5		4,857
3.65%, 05/11/27 (Call 04/11/27)		10		9,300
3.75%, 07/28/26 (Call 06/28/26)		33		30,860
3.75%, 03/09/27 (Call 02/09/27)		5		4,653
3.80%, 01/31/28 (Call 12/31/27)		65		59,649
4.20%, 10/29/25 (Call 09/29/25)		40		38,449
4.25%, 04/30/25 (Call 03/31/25)^(a)		5		4,847
4.93%, 05/10/28 (Call 05/10/27), (1-day SOFR + 2.057%)^(b)		30		28,839
4.99%, 07/24/26 (Call 07/24/25), (1-day SOFR + 2.160%)^(b)		30		29,318
5.25%, 07/26/30 (Call 07/26/29), (1-day SOFR + 2.600%)^(b)		5		4,754
5.27%, 05/10/33 (Call 05/10/32), (1-day SOFR + 2.370%)^(a)(b)		20		18,591
6.38%, 06/08/34 (Call 06/08/33), (1-day SOFR + 2.860%)^(b)		5		4,939
Cboe Global Markets Inc.
1.63%, 12/15/30 (Call 09/15/30)		5		3,932
3.00%, 03/16/32 (Call 12/16/31)		15		12,676
3.65%, 01/12/27 (Call 10/12/26)		25		23,911
Charles Schwab Corp. (The)
0.90%, 03/11/26 (Call 02/11/26)		40		35,692
1.15%, 05/13/26 (Call 04/13/26)		35		31,156
1.65%, 03/11/31 (Call 12/11/30)		15		11,489
1.95%, 12/01/31 (Call 09/01/31)		5		3,837


Security	Par (000)		Value

Diversified Financial Services (continued)
2.00%, 03/20/28 (Call 01/20/28)	$	10	$	8,614
2.30%, 05/13/31 (Call 02/13/31)		10		8,038
2.45%, 03/03/27 (Call 02/03/27)		10		9,003
2.90%, 03/03/32 (Call 12/03/31)		5		4,126
3.63%, 04/01/25 (Call 01/01/25)		15		14,528
3.85%, 05/21/25 (Call 03/21/25)		15		14,535
4.00%, 02/01/29 (Call 11/01/28)		25		23,510
4.20%, 03/24/25 (Call 02/24/25)^(a)		10		9,768
5.64%, 05/19/29 (Call 05/19/28), (1-day SOFR + 2.210%)^(b)		5		4,991
5.85%, 05/19/34 (Call 05/19/33), (1-day SOFR + 2.500%)^(b)		20		20,030
CI Financial Corp., 4.10%, 06/15/51 (Call 12/15/50)		15		9,076
CME Group Inc.
2.65%, 03/15/32 (Call 12/15/31)		20		16,767
3.00%, 03/15/25 (Call 12/15/24)		45		43,480
4.15%, 06/15/48 (Call 12/15/47)		10		8,792
5.30%, 09/15/43 (Call 03/15/43)		45		45,579
Discover Financial Services
3.75%, 03/04/25 (Call 12/04/24)		47		45,056
3.95%, 11/06/24 (Call 08/06/24)		13		12,656
4.10%, 02/09/27 (Call 11/09/26)		70		64,921
6.70%, 11/29/32 (Call 08/29/32)		5		4,974
Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27)		15		14,089
Franklin Resources Inc.
1.60%, 10/30/30 (Call 07/30/30)		20		15,673
2.85%, 03/30/25		25		23,980
2.95%, 08/12/51 (Call 02/12/51)		10		6,149
Intercontinental Exchange Inc.
1.85%, 09/15/32 (Call 06/15/32)		25		19,027
2.10%, 06/15/30 (Call 03/15/30)		25		20,601
3.00%, 06/15/50 (Call 12/15/49)		40		26,680
4.00%, 09/15/27 (Call 08/15/27)		10		9,581
4.25%, 09/21/48 (Call 03/21/48)		30		25,267
4.95%, 06/15/52 (Call 12/15/51)		25		23,287
Invesco Finance PLC
3.75%, 01/15/26		5		4,811
5.38%, 11/30/43		10		9,395
Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)		5		4,898
Jefferies Financial Group Inc.
2.63%, 10/15/31 (Call 07/15/31)		10		7,799
4.15%, 01/23/30		10		9,013
4.85%, 01/15/27		25		24,312
6.25%, 01/15/36		10		10,120
6.50%, 01/20/43		5		4,988
Lazard Group LLC
3.63%, 03/01/27 (Call 12/01/26)		15		13,902
3.75%, 02/13/25		40		38,667
4.38%, 03/11/29 (Call 12/11/28)		10		9,386
Legg Mason Inc., 5.63%, 01/15/44		10		9,680
Mastercard Inc.
2.95%, 06/01/29 (Call 03/01/29)		5		4,534
3.30%, 03/26/27 (Call 01/26/27)		55		52,318
3.35%, 03/26/30 (Call 12/26/29)		25		22,985
3.85%, 03/26/50 (Call 09/26/49)		17		14,099
3.95%, 02/26/48 (Call 08/26/47)		30		25,476
Nasdaq Inc.
1.65%, 01/15/31 (Call 10/15/30)^(a)		5		3,911
2.50%, 12/21/40 (Call 06/21/40)		10		6,573


Security	Par (000)		Value

Diversified Financial Services (continued)
3.25%, 04/28/50 (Call 10/28/49)	$	15	$	9,963
3.85%, 06/30/26 (Call 03/30/26)		45		43,304
Nomura Holdings Inc., 3.00%, 01/22/32		50		40,032
ORIX Corp., 3.25%, 12/04/24		60		57,987
Radian Group Inc.
4.50%, 10/01/24 (Call 07/01/24)		5		4,877
4.88%, 03/15/27 (Call 09/15/26)		10		9,460
6.63%, 03/15/25 (Call 09/15/24)		10		9,991
Raymond James Financial Inc.
3.75%, 04/01/51 (Call 10/01/50)		5		3,637
4.65%, 04/01/30 (Call 01/01/30)		15		14,504
4.95%, 07/15/46		10		8,726
Stifel Financial Corp., 4.00%, 05/15/30 (Call 02/15/30)		10		8,697
Synchrony Financial
2.88%, 10/28/31 (Call 07/28/31)		10		7,411
3.70%, 08/04/26 (Call 05/04/26)		35		31,882
4.50%, 07/23/25 (Call 04/23/25)		50		47,694
5.15%, 03/19/29 (Call 12/19/28)		15		13,757
Visa Inc.
1.10%, 02/15/31 (Call 11/15/30)		25		19,437
1.90%, 04/15/27 (Call 02/15/27)		60		54,380
2.05%, 04/15/30 (Call 01/15/30)		15		12,721
3.65%, 09/15/47 (Call 03/15/47)		20		16,313
4.15%, 12/14/35 (Call 06/14/35)		30		28,302
4.30%, 12/14/45 (Call 06/14/45)		30		27,120
Voya Financial Inc.
3.65%, 06/15/26		5		4,722
4.70%, 01/23/48 (Call 01/23/28), (3-mo. LIBOR US + 2.084%)^(b)		5		4,037
4.80%, 06/15/46		5		3,958
Western Union Co. (The)
1.35%, 03/15/26 (Call 02/15/26)		25		22,359
2.75%, 03/15/31 (Call 12/15/30)		10		7,857
2.85%, 01/10/25 (Call 12/10/24)		15		14,373


				2,695,392

Electric — 2.9%
AEP Texas Inc.
3.45%, 05/15/51 (Call 11/15/50)		20		13,617
3.95%, 06/01/28 (Call 03/01/28)		35		32,877
Series G, 4.15%, 05/01/49 (Call 11/01/48)		10		7,700
Series H, 3.45%, 01/15/50 (Call 07/15/49)		20		13,811
Series I, 2.10%, 07/01/30 (Call 04/01/30)		35		28,368
AEP Transmission Co. LLC, 5.40%, 03/15/53 (Call 09/15/52)		5		4,972
AES Corp. (The), 1.38%, 01/15/26 (Call 12/15/25)		40		35,953
Alabama Power Co.
3.00%, 03/15/52 (Call 09/15/51)		10		6,475
3.05%, 03/15/32 (Call 12/15/31)		45		38,614
3.75%, 03/01/45 (Call 09/01/44)		25		19,078
Series A, 4.30%, 07/15/48 (Call 01/15/48)		20		16,448
Ameren Corp.
1.75%, 03/15/28 (Call 01/15/28)		5		4,295
2.50%, 09/15/24 (Call 08/15/24)		10		9,647
3.65%, 02/15/26 (Call 11/15/25)		5		4,782
Ameren Illinois Co.
2.90%, 06/15/51 (Call 12/15/50)		20		12,837
3.25%, 03/15/50 (Call 09/15/49)		10		7,023
American Electric Power Co. Inc.
2.30%, 03/01/30 (Call 12/01/29)		15		12,345
3.25%, 03/01/50 (Call 09/01/49)		15		9,825


Security	Par (000)		Value

Electric (continued)
3.88%, 02/15/62 (Call 11/15/26), (5-year CMT + 2.675%)^(b)	$	5	$	4,039
Appalachian Power Co.
4.50%, 08/01/32 (Call 05/01/32)		10		9,291
7.00%, 04/01/38		5		5,541
Arizona Public Service Co.
2.20%, 12/15/31 (Call 09/15/31)		5		3,885
3.35%, 05/15/50 (Call 11/15/49)		30		20,039
5.55%, 08/01/33		5		5,009
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)		20		19,298
3.20%, 04/15/25 (Call 03/15/25)		20		19,148
3.80%, 06/01/29 (Call 03/01/29)		10		9,070
Avista Corp., 4.35%, 06/01/48 (Call 12/01/47)		5		4,097
Baltimore Gas & Electric Co.
2.25%, 06/15/31 (Call 03/15/31)		50		40,986
2.40%, 08/15/26 (Call 05/15/26)		10		9,257
3.75%, 08/15/47 (Call 02/15/47)		25		19,049
Berkshire Hathaway Energy Co.
2.85%, 05/15/51 (Call 11/15/50)		20		12,391
3.70%, 07/15/30 (Call 04/15/30)		20		18,218
3.80%, 07/15/48 (Call 01/15/48)		10		7,381
4.05%, 04/15/25 (Call 03/15/25)		5		4,893
4.25%, 10/15/50 (Call 04/15/50)		30		23,420
4.45%, 01/15/49 (Call 07/15/48)		20		16,389
4.50%, 02/01/45 (Call 08/01/44)		20		16,827
4.60%, 05/01/53 (Call 11/01/52)		5		4,121
5.95%, 05/15/37		5		5,080
6.13%, 04/01/36		35		36,604
Black Hills Corp.
2.50%, 06/15/30 (Call 03/15/30)		10		8,199
5.95%, 03/15/28 (Call 02/15/28)		5		5,073
CenterPoint Energy Houston Electric LLC
4.95%, 04/01/33 (Call 01/01/33)		5		4,910
5.30%, 04/01/53 (Call 10/01/52)		10		9,911
Series ai., 4.45%, 10/01/32 (Call 07/01/32)		20		18,948
Series Z, 2.40%, 09/01/26 (Call 06/01/26)		5		4,613
CenterPoint Energy Inc.
2.95%, 03/01/30 (Call 12/01/29)		16		13,767
3.70%, 09/01/49 (Call 03/01/49)		10		7,159
Cleco Corporate Holdings LLC, 3.74%, 05/01/26 (Call 02/01/26)		15		14,088
CMS Energy Corp.
3.45%, 08/15/27 (Call 05/15/27)		20		18,649
3.75%, 12/01/50 (Call 09/01/30), (5-year CMT + 2.900%)^(b)		10		7,553
4.75%, 06/01/50 (Call 03/01/30), (5-year CMT + 4.116%)^(b)		10		8,722
Commonwealth Edison Co.
3.70%, 08/15/28 (Call 05/15/28)		5		4,719
4.00%, 03/01/48 (Call 09/01/47)		5		4,027
4.00%, 03/01/49 (Call 09/01/48)		20		15,948
4.70%, 01/15/44 (Call 07/15/43)		20		17,724
5.30%, 02/01/53 (Call 08/01/52)		30		29,446
Series 123, 3.75%, 08/15/47 (Call 02/15/47)		25		19,101
Connecticut Light & Power Co. (The)
4.00%, 04/01/48 (Call 10/01/47)		10		8,136
5.25%, 01/15/53 (Call 07/15/52)		25		24,418
Series A, 4.15%, 06/01/45 (Call 12/01/44)		10		8,308


Security	Par (000)		Value

Electric (continued)
Consolidated Edison Co. of New York Inc.
2.40%, 06/15/31 (Call 03/15/31)	$	45	$	37,317
3.60%, 06/15/61 (Call 12/15/60)		10		6,910
4.45%, 03/15/44 (Call 09/15/43)		15		12,765
4.50%, 05/15/58 (Call 11/15/57)		15		12,233
6.15%, 11/15/52 (Call 05/15/52)		10		10,722
Series 05-A, 5.30%, 03/01/35		20		19,514
Series 2017, 3.88%, 06/15/47 (Call 12/15/46)		15		11,512
Series 20B, 3.95%, 04/01/50 (Call 10/01/49)		20		15,821
Series A, 4.13%, 05/15/49 (Call 11/15/48)		20		15,836
Series B, 3.13%, 11/15/27 (Call 08/15/27)		5		4,643
Constellation Energy Generation LLC
3.25%, 06/01/25 (Call 05/01/25)		10		9,571
5.60%, 06/15/42 (Call 12/15/41)		12		11,337
6.25%, 10/01/39		10		10,127
Consumers Energy Co.
3.10%, 08/15/50 (Call 02/15/50)		15		10,283
3.50%, 08/01/51 (Call 02/01/51)		15		11,082
3.80%, 11/15/28 (Call 08/15/28)		5		4,710
3.95%, 05/15/43 (Call 11/15/42)		10		8,137
Dayton Power & Light Co. (The), 3.95%, 06/15/49 (Call 12/15/48)		23		17,397
Dominion Energy Inc.
5.38%, 11/15/32 (Call 08/15/32)		50		49,226
Series A, 1.45%, 04/15/26 (Call 03/15/26)		35		31,570
Series A, 4.60%, 03/15/49 (Call 09/15/48)		5		4,152
Series C, 3.38%, 04/01/30 (Call 01/01/30)		25		22,057
Series C, 4.90%, 08/01/41 (Call 02/01/41)		10		8,790
DTE Electric Co.
2.25%, 03/01/30 (Call 12/01/29)		5		4,243
2.95%, 03/01/50 (Call 09/01/49)		25		16,580
3.75%, 08/15/47 (Call 02/15/47)		20		15,263
Series A, 4.00%, 04/01/43 (Call 10/01/42)		10		8,098
DTE Energy Co.
4.22%, 11/01/24^(e)		25		24,522
4.88%, 06/01/28 (Call 05/01/28)		5		4,892
Series C, 3.40%, 06/15/29 (Call 03/15/29)		15		13,443
Series F, 1.05%, 06/01/25 (Call 05/01/25)		30		27,663
Duke Energy Carolinas LLC
3.55%, 03/15/52 (Call 09/15/51)		15		10,911
4.95%, 01/15/33 (Call 10/15/32)		25		24,609
5.30%, 02/15/40		30		29,272
5.35%, 01/15/53 (Call 07/15/52)		25		24,343
Duke Energy Corp.
2.45%, 06/01/30 (Call 03/01/30)		5		4,161
3.30%, 06/15/41 (Call 12/15/40)		25		17,926
3.50%, 06/15/51 (Call 12/15/50)		10		6,880
3.75%, 09/01/46 (Call 03/01/46)		50		36,677
4.30%, 03/15/28 (Call 02/15/28)		25		24,067
4.50%, 08/15/32 (Call 05/15/32)		65		60,412
Duke Energy Florida LLC
3.20%, 01/15/27 (Call 10/15/26)		50		47,274
3.80%, 07/15/28 (Call 04/15/28)		44		41,890
6.35%, 09/15/37		30		31,914
Duke Energy Indiana LLC, 2.75%, 04/01/50 (Call 10/01/49)		15		9,159
Duke Energy Progress LLC
3.45%, 03/15/29 (Call 12/15/28)		30		27,583
3.70%, 10/15/46 (Call 04/15/46)		10		7,427
4.15%, 12/01/44 (Call 06/01/44)		38		31,061


Security	Par (000)		Value

Electric (continued)
Edison International
3.55%, 11/15/24 (Call 10/15/24)	$	10	$	9,711
4.13%, 03/15/28 (Call 12/15/27)		5		4,676
4.95%, 04/15/25 (Call 03/15/25)		6		5,910
5.75%, 06/15/27 (Call 04/15/27)		25		25,058
El Paso Electric Co., 6.00%, 05/15/35		5		4,942
Emera U.S. Finance LP, 4.75%, 06/15/46 (Call 12/15/45)		15		11,745
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		5		4,731
Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28)		10		9,553
Entergy Arkansas LLC, 3.35%, 06/15/52 (Call 12/15/51)		15		10,256
Entergy Corp.
0.90%, 09/15/25 (Call 08/15/25)		20		18,166
1.90%, 06/15/28 (Call 04/15/28)		15		12,849
2.40%, 06/15/31 (Call 03/05/31)		15		11,974
2.95%, 09/01/26 (Call 06/01/26)		25		23,222
3.75%, 06/15/50 (Call 12/15/49)		15		10,603
Entergy Louisiana LLC
3.25%, 04/01/28 (Call 01/01/28)		40		36,715
4.00%, 03/15/33 (Call 12/15/32)		10		8,976
4.20%, 09/01/48 (Call 03/01/48)		15		12,027
4.20%, 04/01/50 (Call 10/01/49)		10		8,008
4.95%, 01/15/45 (Call 01/15/25)		25		22,003
Entergy Texas Inc., 1.75%, 03/15/31 (Call 12/15/30)		20		15,663
Evergy Kansas Central Inc.
3.10%, 04/01/27 (Call 01/01/27)		55		51,418
3.25%, 09/01/49 (Call 03/01/49)		25		17,090
Evergy Metro Inc., Series 2020, 2.25%, 06/01/30 (Call 03/01/30)		29		23,998
Eversource Energy
2.55%, 03/15/31 (Call 12/15/30)		20		16,418
2.90%, 03/01/27 (Call 02/01/27)		35		32,229
3.38%, 03/01/32 (Call 12/01/31)		10		8,576
3.45%, 01/15/50 (Call 07/15/49)		10		7,002
Series M, 3.30%, 01/15/28 (Call 10/15/27)		20		18,402
Series R, 1.65%, 08/15/30 (Call 05/15/30)		5		3,930
Series U, 1.40%, 08/15/26 (Call 07/15/26)		5		4,452
Exelon Corp.
2.75%, 03/15/27 (Call 02/15/27)		25		22,954
3.40%, 04/15/26 (Call 01/15/26)		75		71,309
4.05%, 04/15/30 (Call 01/15/30)		50		46,212
4.70%, 04/15/50 (Call 10/15/49)		15		12,726
4.95%, 06/15/35 (Call 12/15/34)		5		4,673
5.10%, 06/15/45 (Call 12/15/44)		10		9,101
5.15%, 03/15/28 (Call 02/15/28)		25		24,835
5.60%, 03/15/53 (Call 09/15/52)		5		4,826
5.63%, 06/15/35		5		4,974
Florida Power & Light Co.
2.85%, 04/01/25 (Call 03/01/25)		15		14,428
2.88%, 12/04/51 (Call 06/04/51)		20		13,083
3.70%, 12/01/47 (Call 06/01/47)		35		27,180
4.13%, 02/01/42 (Call 08/01/41)		35		29,739
4.40%, 05/15/28 (Call 03/15/28)		25		24,457
5.25%, 02/01/41 (Call 08/01/40)		25		24,474
5.69%, 03/01/40		10		10,248
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)^(a)		35		32,488
Georgia Power Co.
4.70%, 05/15/32 (Call 02/15/32)		15		14,298
5.13%, 05/15/52 (Call 11/15/51)		20		18,576
Series A, 3.25%, 03/15/51 (Call 09/15/50)		25		16,976
Series B, 2.65%, 09/15/29 (Call 06/15/29)		5		4,313


Security	Par (000)		Value

Electric (continued)
Iberdrola International BV
5.81%, 03/15/25	$	35	$	35,070
6.75%, 07/15/36		5		5,446
Indiana Michigan Power Co., 5.63%, 04/01/53 (Call 10/01/52)		5		5,043
Interstate Power & Light Co.
3.10%, 11/30/51 (Call 05/30/51)		10		6,318
6.25%, 07/15/39		10		10,285
ITC Holdings Corp., 3.35%, 11/15/27 (Call 08/15/27)		15		13,932
Louisville Gas & Electric Co., Series 25, 3.30%, 10/01/25 (Call 07/01/25)		5		4,805
MidAmerican Energy Co.
3.15%, 04/15/50 (Call 10/15/49)		5		3,376
3.65%, 04/15/29 (Call 01/15/29)		20		18,632
4.25%, 07/15/49 (Call 01/15/49)		5		4,112
6.75%, 12/30/31		15		16,451
Mississippi Power Co., 3.95%, 03/30/28 (Call 12/30/27)		5		4,708
National Rural Utilities Cooperative Finance Corp.
2.75%, 04/15/32 (Call 01/15/32)		10		8,193
2.85%, 01/27/25 (Call 10/27/24)		10		9,656
3.05%, 04/25/27 (Call 01/25/27)		20		18,651
3.45%, 06/15/25		5		4,822
3.70%, 03/15/29 (Call 12/15/28)		15		13,929
4.30%, 03/15/49 (Call 09/15/48)		10		8,122
5.80%, 01/15/33 (Call 07/15/32)		15		15,482
Nevada Power Co.
Series CC, 3.70%, 05/01/29 (Call 02/01/29)		15		13,920
Series DD, 2.40%, 05/01/30 (Call 02/01/30)		30		25,149
NextEra Energy Capital Holdings Inc.
1.88%, 01/15/27 (Call 12/15/26)		40		35,762
1.90%, 06/15/28 (Call 04/15/28)		45		38,672
2.25%, 06/01/30 (Call 03/01/30)		5		4,113
3.50%, 04/01/29 (Call 01/01/29)		50		45,682
3.80%, 03/15/82 (Call 03/15/27), (5-year CMT + 2.547%)^(b)		25		21,151
4.45%, 06/20/25		15		14,690
4.63%, 07/15/27 (Call 06/15/27)		40		39,000
4.90%, 02/28/28 (Call 01/28/28)		30		29,508
5.00%, 02/28/30 (Call 12/28/29)		5		4,906
5.05%, 02/28/33 (Call 11/28/32)		45		43,533
5.25%, 02/28/53 (Call 08/28/52)		10		9,261
6.05%, 03/01/25		5		5,021
Northern States Power Co./MN
2.25%, 04/01/31 (Call 10/01/30)		5		4,132
2.90%, 03/01/50 (Call 09/01/49)		35		23,029
3.60%, 09/15/47 (Call 03/15/47)		10		7,542
NSTAR Electric Co., 1.95%, 08/15/31 (Call 05/15/31)		25		19,744
Oglethorpe Power Corp.
4.50%, 04/01/47		10		7,967
5.25%, 09/01/50		7		6,259
5.38%, 11/01/40		5		4,520
5.95%, 11/01/39		10		9,856
Oklahoma Gas & Electric Co.
3.25%, 04/01/30 (Call 10/01/29)		5		4,411
3.80%, 08/15/28 (Call 02/15/28)		5		4,718
4.15%, 04/01/47 (Call 10/01/46)		10		7,946
Oncor Electric Delivery Co. LLC
2.70%, 11/15/51 (Call 05/15/51)		15		9,240
2.95%, 04/01/25 (Call 01/01/25)		20		19,202
3.80%, 09/30/47 (Call 03/30/47)		20		15,614


Security	Par (000)		Value

Electric (continued)
4.55%, 09/15/32 (Call 06/15/32)	$	5	$	4,760
4.55%, 12/01/41 (Call 06/01/41)		19		16,964
4.60%, 06/01/52 (Call 12/01/51)		10		8,866
5.75%, 03/15/29 (Call 12/15/28)		30		30,910
Pacific Gas and Electric Co.
2.50%, 02/01/31 (Call 11/01/30)		40		31,195
2.95%, 03/01/26 (Call 12/01/25)		5		4,613
3.15%, 01/01/26		5		4,655
3.30%, 12/01/27 (Call 09/01/27)		5		4,458
3.50%, 08/01/50 (Call 02/01/50)		15		9,447
3.75%, 07/01/28		5		4,493
3.95%, 12/01/47 (Call 06/01/47)		5		3,327
4.45%, 04/15/42 (Call 10/15/41)		20		14,811
4.50%, 07/01/40 (Call 01/01/40)		25		19,286
4.55%, 07/01/30 (Call 01/01/30)		24		21,567
4.60%, 06/15/43 (Call 12/15/42)		5		3,739
4.95%, 06/08/25		5		4,892
4.95%, 07/01/50 (Call 01/01/50)		40		30,954
5.25%, 03/01/52 (Call 09/01/51)		5		3,948
5.90%, 06/15/32 (Call 03/15/32)		20		19,148
6.15%, 01/15/33 (Call 10/15/32)		50		48,689
6.75%, 01/15/53 (Call 07/15/52)		35		34,056
PacifiCorp
2.90%, 06/15/52 (Call 12/15/51)		25		14,712
3.50%, 06/15/29 (Call 03/15/29)		25		22,629
4.15%, 02/15/50 (Call 08/15/49)		40		29,394
6.00%, 01/15/39		30		29,827
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25)		75		69,326
PPL Electric Utilities Corp.
4.15%, 06/15/48 (Call 12/15/47)		50		41,206
5.00%, 05/15/33 (Call 02/15/33)		5		4,947
5.25%, 05/15/53 (Call 11/15/52)		25		24,300
Progress Energy Inc., 6.00%, 12/01/39		15		15,083
Public Service Co. of Colorado
4.05%, 09/15/49 (Call 03/15/49)		25		19,452
5.25%, 04/01/53 (Call 10/01/52)		25		23,069
Series 17, 6.25%, 09/01/37		20		20,858
Public Service Co. of Oklahoma, 5.25%, 01/15/33 (Call 10/15/32)		5		4,905
Public Service Electric & Gas Co.
1.90%, 08/15/31 (Call 05/15/31)		10		7,993
3.10%, 03/15/32 (Call 12/15/31)		10		8,673
3.60%, 12/01/47 (Call 06/01/47)		10		7,633
3.65%, 09/01/28 (Call 06/01/28)		70		65,808
4.05%, 05/01/48 (Call 11/01/47)		35		28,791
Public Service Electric and Gas Co., 5.45%, 08/01/53		25		25,362
Public Service Enterprise Group Inc., 0.80%, 08/15/25 (Call 07/15/25)		30		27,393
Puget Energy Inc.
2.38%, 06/15/28 (Call 04/15/28)		20		17,263
4.10%, 06/15/30 (Call 03/15/30)		20		17,872
Puget Sound Energy Inc.
3.25%, 09/15/49 (Call 03/15/49)		6		4,095
5.45%, 06/01/53		25		24,426
San Diego Gas & Electric Co.
2.50%, 05/15/26 (Call 02/15/26)		10		9,308
Series TTT, 4.10%, 06/15/49 (Call 12/15/48)		20		15,827
Series VVV, 1.70%, 10/01/30 (Call 07/01/30)		10		7,952
Series WWW, 2.95%, 08/15/51 (Call 02/15/51)		25		16,281


Security	Par (000)		Value

Electric (continued)
Sempra Energy
3.25%, 06/15/27 (Call 03/15/27)	$	30	$	27,719
4.00%, 02/01/48 (Call 08/01/47)		25		19,125
4.13%, 04/01/52 (Call 01/01/27), (5-year CMT + 2.868%)^(b)		10		8,096
Southern California Edison Co.
2.25%, 06/01/30 (Call 03/01/30)		5		4,155
3.65%, 02/01/50 (Call 08/01/49)		25		18,101
4.00%, 04/01/47 (Call 10/01/46)		20		15,481
4.05%, 03/15/42 (Call 09/15/41)		15		11,863
4.65%, 10/01/43 (Call 04/01/43)		35		30,035
5.85%, 11/01/27 (Call 10/01/27)		45		46,084
6.65%, 04/01/29		25		25,938
Series B, 4.88%, 03/01/49 (Call 09/01/48)		15		12,977
Series C, 4.13%, 03/01/48 (Call 09/01/47)		20		15,769
Series E, 3.70%, 08/01/25 (Call 06/01/25)		10		9,665
Southern Co. (The)
3.25%, 07/01/26 (Call 04/01/26)		55		52,033
4.25%, 07/01/36 (Call 01/01/36)		5		4,356
4.40%, 07/01/46 (Call 01/01/46)		46		37,874
5.15%, 10/06/25		5		4,973
Series 21-A, 3.75%, 09/15/51 (Call 06/15/26), (5-year CMT + 2.915%)^(b)		10		8,630
Series A, 3.70%, 04/30/30 (Call 01/30/30)		5		4,529
Southern Power Co., 5.15%, 09/15/41		5		4,525
Southwestern Electric Power Co.
3.25%, 11/01/51 (Call 05/01/51)		25		16,163
5.30%, 04/01/33 (Call 01/01/33)		50		48,947
Series L, 3.85%, 02/01/48 (Call 08/01/47)		20		14,521
Tampa Electric Co.
2.40%, 03/15/31 (Call 12/15/30)		20		16,302
4.10%, 06/15/42 (Call 12/15/41)		5		4,080
5.00%, 07/15/52 (Call 01/15/52)		5		4,493
Tucson Electric Power Co.
3.05%, 03/15/25 (Call 12/15/24)		10		9,636
4.00%, 06/15/50 (Call 12/15/49)		10		7,487
Union Electric Co.
2.63%, 03/15/51 (Call 09/15/50)		35		21,260
3.90%, 04/01/52 (Call 10/01/51)		15		11,769
Virginia Electric & Power Co.
2.45%, 12/15/50 (Call 06/15/50)		39		22,522
2.95%, 11/15/51 (Call 05/15/51)		50		31,980
4.00%, 01/15/43 (Call 07/15/42)		30		24,350
5.45%, 04/01/53 (Call 10/01/52)		5		4,839
8.88%, 11/15/38		25		32,457
Series A, 3.15%, 01/15/26 (Call 10/15/25)		50		47,603
Series B, 2.95%, 11/15/26 (Call 08/15/26)		25		23,314
Series B, 3.75%, 05/15/27 (Call 04/15/27)		5		4,773
Series C, 4.00%, 11/15/46 (Call 05/15/46)		30		23,050
Series C, 4.63%, 05/15/52 (Call 11/15/51)		5		4,280
WEC Energy Group Inc.
1.38%, 10/15/27 (Call 08/15/27)		50		43,032
4.75%, 01/09/26 (Call 12/09/25)		50		49,332
5.00%, 09/27/25 (Call 08/27/25)		10		9,906
Wisconsin Power and Light Co., 3.00%, 07/01/29 (Call 04/01/29)		30		26,829
Wisconsin Public Service Corp.
2.85%, 12/01/51 (Call 06/01/51)		10		6,340
3.30%, 09/01/49 (Call 03/01/49)		20		13,853


Security	Par (000)		Value

Electric (continued)
Xcel Energy Inc.
3.35%, 12/01/26 (Call 06/01/26)	$	65	$	60,913
3.40%, 06/01/30 (Call 12/01/29)		45		39,905
4.00%, 06/15/28 (Call 12/15/27)		45		42,639
4.60%, 06/01/32 (Call 12/01/31)		5		4,670


				5,268,191

Electrical Components & Equipment — 0.0%
Emerson Electric Co.
0.88%, 10/15/26 (Call 09/15/26)		10		8,852
1.95%, 10/15/30 (Call 07/15/30)		20		16,461
2.00%, 12/21/28 (Call 10/21/28)		20		17,378
5.25%, 11/15/39		10		9,988


				52,679

Electronics — 0.3%
Agilent Technologies Inc.
2.10%, 06/04/30 (Call 03/04/30)		15		12,282
2.30%, 03/12/31 (Call 12/12/30)		25		20,455
Allegion U.S. Holding Co. Inc.
3.20%, 10/01/24 (Call 08/01/24)		15		14,529
5.41%, 07/01/32 (Call 04/01/32)		5		4,868
Amphenol Corp., 2.20%, 09/15/31 (Call 06/15/31)		20		16,174
Arrow Electronics Inc.
2.95%, 02/15/32 (Call 11/15/31)		5		4,012
3.25%, 09/08/24 (Call 07/08/24)		5		4,862
4.00%, 04/01/25 (Call 01/01/25)		20		19,421
Avnet Inc., 5.50%, 06/01/32 (Call 03/01/32)		15		14,206
Flex Ltd.
3.75%, 02/01/26 (Call 01/01/26)		30		28,647
4.88%, 06/15/29 (Call 03/15/29)		10		9,551
4.88%, 05/12/30 (Call 02/12/30)		10		9,572
Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26)		40		37,602
Honeywell International Inc.
1.10%, 03/01/27 (Call 02/01/27)		10		8,849
1.75%, 09/01/31 (Call 06/01/31)		5		3,971
1.95%, 06/01/30 (Call 03/01/30)		5		4,159
2.50%, 11/01/26 (Call 08/01/26)		10		9,332
2.80%, 06/01/50 (Call 12/01/49)		9		6,411
3.81%, 11/21/47 (Call 05/21/47)		40		32,506
4.85%, 11/01/24		10		9,950
4.95%, 02/15/28 (Call 01/15/28)		10		10,099
5.70%, 03/15/36		10		10,479
Hubbell Inc.
2.30%, 03/15/31 (Call 12/15/30)		10		8,174
3.35%, 03/01/26 (Call 12/01/25)		15		14,298
Jabil Inc.
3.00%, 01/15/31 (Call 10/15/30)		15		12,521
4.25%, 05/15/27 (Call 04/15/27)		15		14,338
Keysight Technologies Inc.
3.00%, 10/30/29 (Call 07/30/29)		10		8,757
4.60%, 04/06/27 (Call 01/06/27)		10		9,778
Legrand France SA, 8.50%, 02/15/25		10		10,416
TD SYNNEX Corp.
1.75%, 08/09/26 (Call 07/09/26)		10		8,816
2.38%, 08/09/28 (Call 06/09/28)		10		8,302
2.65%, 08/09/31 (Call 05/09/31)		10		7,701
Trimble Inc.
4.75%, 12/01/24 (Call 09/01/24)		40		39,368
4.90%, 06/15/28 (Call 03/15/28)		5		4,861


Security	Par (000)		Value

Electronics (continued)
Tyco Electronics Group SA
4.50%, 02/13/26	$	5	$	4,916
7.13%, 10/01/37		10		11,372
Vontier Corp.
1.80%, 04/01/26 (Call 03/01/26)		10		8,990
2.40%, 04/01/28 (Call 02/01/28)		10		8,443
2.95%, 04/01/31 (Call 01/01/31)		5		3,962


				476,950

Engineering & Construction — 0.0%
Jacobs Engineering Group Inc., 5.90%, 03/01/33 (Call 12/01/32)		25		24,720


Entertainment — 0.1%
Warnermedia Holdings Inc.
3.64%, 03/15/25		65		62,891
3.76%, 03/15/27 (Call 02/15/27)		45		42,182
4.05%, 03/15/29 (Call 01/15/29)		10		9,194
4.28%, 03/15/32 (Call 12/15/31)		45		39,705
5.05%, 03/15/42 (Call 09/15/41)		25		20,563
5.14%, 03/15/52		50		39,833
5.39%, 03/15/62		40		31,699


				246,067

Environmental Control — 0.1%
Nature Conservancy (The), Series A, 3.96%, 03/01/52 (Call 09/01/51)		5		4,083
Republic Services Inc.
1.45%, 02/15/31 (Call 11/15/30)		40		30,945
2.30%, 03/01/30 (Call 12/01/29)		5		4,233
3.05%, 03/01/50 (Call 09/01/49)		15		10,222
3.20%, 03/15/25 (Call 12/15/24)		15		14,497
Waste Connections Inc.
3.20%, 06/01/32 (Call 03/01/32)		25		21,453
4.20%, 01/15/33 (Call 10/15/32)		5		4,617
4.25%, 12/01/28 (Call 09/01/28)		35		33,641
Waste Management Inc.
1.50%, 03/15/31 (Call 12/15/30)		10		7,788
2.00%, 06/01/29 (Call 04/01/29)		5		4,236
2.50%, 11/15/50 (Call 05/15/50)		15		9,169
2.95%, 06/01/41 (Call 12/01/40)		15		10,813
4.15%, 04/15/32 (Call 01/15/32)		30		28,113
4.63%, 02/15/30 (Call 12/15/29)		5		4,887


				188,697

Food — 0.6%
Ahold Finance USA LLC, 6.88%, 05/01/29		15		16,031
Campbell Soup Co.
2.38%, 04/24/30 (Call 01/24/30)		10		8,329
3.13%, 04/24/50 (Call 10/24/49)		5		3,273
3.30%, 03/19/25 (Call 12/19/24)		10		9,641
3.95%, 03/15/25 (Call 01/15/25)		85		82,794
4.15%, 03/15/28 (Call 12/15/27)		50		47,606
Conagra Brands Inc.
1.38%, 11/01/27 (Call 09/01/27)		25		21,233
4.60%, 11/01/25 (Call 09/01/25)		5		4,894
4.85%, 11/01/28 (Call 08/01/28)		35		34,054
5.40%, 11/01/48 (Call 05/01/48)		25		22,668
Flowers Foods Inc.
2.40%, 03/15/31 (Call 12/15/30)		10		8,095
3.50%, 10/01/26 (Call 07/01/26)		5		4,697


Security	Par (000)		Value

Food (continued)
General Mills Inc.
3.00%, 02/01/51 (Call 08/01/50)	$	25	$	16,781
3.20%, 02/10/27 (Call 11/10/26)		25		23,497
4.95%, 03/29/33 (Call 12/29/32)		40		38,975
Hershey Co. (The)
0.90%, 06/01/25 (Call 05/01/25)		60		55,704
3.13%, 11/15/49 (Call 05/15/49)		10		7,105
Ingredion Inc., 2.90%, 06/01/30 (Call 03/01/30)		10		8,566
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc.
3.00%, 05/15/32		35		27,280
5.50%, 01/15/30		15		14,499
6.50%, 12/01/52		20		19,017
JM Smucker Co. (The)
2.13%, 03/15/32 (Call 12/15/31)		20		15,861
3.50%, 03/15/25		27		26,164
4.25%, 03/15/35		30		26,849
Kellogg Co.
2.10%, 06/01/30 (Call 03/01/30)		10		8,187
3.25%, 04/01/26		15		14,273
4.30%, 05/15/28 (Call 02/15/28)		45		43,263
Kraft Heinz Foods Co.
3.00%, 06/01/26 (Call 03/01/26)		5		4,713
3.75%, 04/01/30 (Call 01/01/30)		5		4,577
3.88%, 05/15/27 (Call 02/15/27)		5		4,776
4.25%, 03/01/31 (Call 12/01/30)		20		18,719
4.38%, 06/01/46 (Call 12/01/45)		20		16,542
4.88%, 10/01/49 (Call 04/01/49)		15		13,259
5.00%, 06/04/42		20		18,203
5.20%, 07/15/45 (Call 01/15/45)		20		18,392
5.50%, 06/01/50 (Call 12/01/49)		10		9,649
6.75%, 03/15/32		20		21,743
Kroger Co. (The)
1.70%, 01/15/31 (Call 10/15/30)		10		7,764
2.65%, 10/15/26 (Call 07/15/26)		25		23,120
3.50%, 02/01/26 (Call 11/01/25)		5		4,775
4.45%, 02/01/47 (Call 08/01/46)		25		20,813
4.50%, 01/15/29 (Call 10/15/28)		20		19,331
5.15%, 08/01/43 (Call 02/01/43)		15		13,501
McCormick & Co. Inc./MD
0.90%, 02/15/26 (Call 01/15/26)		10		9,000
4.95%, 04/15/33		5		4,835
Mondelez International Inc.
1.50%, 05/04/25 (Call 04/04/25)		20		18,706
1.88%, 10/15/32 (Call 07/15/32)^(a)		20		15,436
2.63%, 09/04/50 (Call 03/04/50)		15		9,369
2.75%, 04/13/30 (Call 01/13/30)		5		4,318
3.00%, 03/17/32 (Call 12/17/31)		10		8,542
Sysco Corp.
2.40%, 02/15/30 (Call 11/15/29)		10		8,446
3.30%, 07/15/26 (Call 04/15/26)		15		14,232
4.85%, 10/01/45 (Call 04/01/45)		15		12,878
5.95%, 04/01/30 (Call 01/01/30)		20		20,694
6.60%, 04/01/40 (Call 10/01/39)		10		10,595
6.60%, 04/01/50 (Call 10/01/49)		20		21,969
Tyson Foods Inc.
3.55%, 06/02/27 (Call 03/02/27)		25		23,490
4.00%, 03/01/26 (Call 01/01/26)		15		14,497
4.35%, 03/01/29 (Call 12/01/28)		10		9,462
5.10%, 09/28/48 (Call 03/28/48)		45		38,995


Security	Par (000)		Value

Food (continued)
Walmart Inc., 3.90%, 09/09/25	$	10	$	9,786


				1,084,463

Forest Products & Paper — 0.1%
International Paper Co.
4.40%, 08/15/47 (Call 02/15/47)		25		20,356
5.00%, 09/15/35 (Call 03/15/35)		15		14,448
Suzano Austria GmbH
2.50%, 09/15/28 (Call 07/15/28)		40		34,124
3.13%, 01/15/32 (Call 10/15/31)		5		3,948
3.75%, 01/15/31 (Call 10/15/30)		15		12,713


				85,589

Gas — 0.2%
Atmos Energy Corp.
1.50%, 01/15/31 (Call 10/15/30)		10		7,800
4.13%, 03/15/49 (Call 09/15/48)		34		27,651
CenterPoint Energy Resources Corp.
1.75%, 10/01/30 (Call 07/01/30)		5		3,973
4.10%, 09/01/47 (Call 03/01/47)		10		7,883
4.40%, 07/01/32 (Call 04/01/32)		10		9,337
5.40%, 03/01/33 (Call 12/01/32)		10		10,002
National Fuel Gas Co., 5.50%, 01/15/26 (Call 12/15/25)		5		4,943
NiSource Inc.
0.95%, 08/15/25 (Call 07/15/25)		40		36,658
1.70%, 02/15/31 (Call 11/15/30)		20		15,454
2.95%, 09/01/29 (Call 06/01/29)		5		4,400
3.95%, 03/30/48 (Call 09/30/47)		15		11,455
4.38%, 05/15/47 (Call 11/15/46)		5		4,096
4.80%, 02/15/44 (Call 08/15/43)		15		13,083
5.00%, 06/15/52 (Call 12/15/51)		10		8,849
5.25%, 02/15/43 (Call 08/15/42)		25		23,222
5.65%, 02/01/45 (Call 08/01/44)		5		4,782
ONE Gas Inc.
2.00%, 05/15/30 (Call 02/15/30)		10		8,191
4.66%, 02/01/44 (Call 08/01/43)		5		4,317
Piedmont Natural Gas Co. Inc., 4.65%, 08/01/43 (Call 02/01/43)		50		43,132
Southern California Gas Co.
3.75%, 09/15/42 (Call 03/15/42)		10		7,574
5.13%, 11/15/40		5		4,706
5.75%, 06/01/53 (Call 12/01/52)		5		4,947
6.35%, 11/15/52 (Call 05/15/52)		5		5,367
Series XX, 2.55%, 02/01/30 (Call 11/01/29)		45		38,288
Southern Co. Gas Capital Corp.
4.40%, 05/30/47 (Call 11/30/46)		5		4,029
5.88%, 03/15/41 (Call 09/15/40)		15		14,781
Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30)		30		23,345
Southwest Gas Corp.
2.20%, 06/15/30 (Call 03/15/30)		15		12,127
5.45%, 03/23/28 (Call 02/23/28)		40		39,873
5.80%, 12/01/27 (Call 11/01/27)		10		10,100
Spire Missouri Inc., 3.30%, 06/01/51 (Call 12/01/50)		10		6,742
Washington Gas Light Co.
3.65%, 09/15/49 (Call 03/15/49)		5		3,572
Series K, 3.80%, 09/15/46 (Call 03/15/46)		5		3,689


				428,368

Hand & Machine Tools — 0.1%
Regal Rexnord Corp.
6.05%, 04/15/28 (Call 03/15/28)^(d)		5		4,949
6.30%, 02/15/30 (Call 12/15/29)^(d)		5		4,972


Security	Par (000)		Value

Hand & Machine Tools (continued)
6.40%, 04/15/33 (Call 01/15/33)^(d)	$	20	$	19,778
Snap-on Inc., 3.10%, 05/01/50 (Call 11/01/49)		10		7,060
Stanley Black & Decker Inc.
2.30%, 03/15/30 (Call 12/15/29)		11		9,112
2.75%, 11/15/50 (Call 05/15/50)		25		14,550
4.25%, 11/15/28 (Call 08/15/28)		35		33,256
6.00%, 03/06/28 (Call 02/06/28)		50		51,066


				144,743

Health Care - Products — 0.4%
Abbott Laboratories
3.75%, 11/30/26 (Call 08/30/26)		10		9,691
4.75%, 11/30/36 (Call 05/30/36)		20		19,838
4.75%, 04/15/43 (Call 10/15/42)		5		4,788
4.90%, 11/30/46 (Call 05/30/46)		20		19,481
5.30%, 05/27/40		30		30,788
6.00%, 04/01/39		5		5,514
6.15%, 11/30/37		20		22,175
Baxter International Inc.
1.73%, 04/01/31 (Call 01/01/31)		25		19,262
1.92%, 02/01/27 (Call 01/01/27)		25		22,238
2.60%, 08/15/26 (Call 05/15/26)		50		46,166
3.13%, 12/01/51 (Call 06/01/51)^(a)		15		9,539
Boston Scientific Corp.
1.90%, 06/01/25 (Call 05/01/25)		38		35,754
2.65%, 06/01/30 (Call 03/01/30)		35		30,014
4.70%, 03/01/49 (Call 09/01/48)		12		10,749
Danaher Corp.
2.80%, 12/10/51 (Call 06/10/51)		15		9,872
4.38%, 09/15/45 (Call 03/15/45)		15		13,235
DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30)		15		12,866
DH Europe Finance II Sarl
2.20%, 11/15/24 (Call 10/15/24)		60		57,705
3.40%, 11/15/49 (Call 05/15/49)		20		14,923
GE HealthCare Technologies Inc.
5.60%, 11/15/25		100		100,007
5.86%, 03/15/30		5		5,080
HCA Inc., 4.38%, 03/15/42		21		16,829
Koninklijke Philips NV
5.00%, 03/15/42		5		4,435
6.88%, 03/11/38		5		5,407
Medtronic Global Holdings SCA, 4.50%, 03/30/33 (Call 12/30/32)		5		4,831
Medtronic Inc.
4.38%, 03/15/35		20		18,916
4.63%, 03/15/45		25		23,431
Revvity Inc., 3.30%, 09/15/29 (Call 06/15/29)		20		17,779
Stryker Corp.
2.90%, 06/15/50 (Call 12/15/49)		20		13,304
3.38%, 11/01/25 (Call 08/01/25)		30		28,782
4.38%, 05/15/44 (Call 11/15/43)		20		17,157
Thermo Fisher Scientific Inc.
2.00%, 10/15/31 (Call 07/15/31)		5		4,027
2.60%, 10/01/29 (Call 07/01/29)		42		36,830
2.80%, 10/15/41 (Call 04/15/41)		10		7,199
4.10%, 08/15/47 (Call 02/15/47)		15		12,875
4.80%, 11/21/27 (Call 10/21/27)		5		5,006
4.95%, 08/10/26 (Call 07/10/26)		25		24,901


Security	Par (000)		Value

Health Care - Products (continued)
Zimmer Biomet Holdings Inc., 3.05%, 01/15/26
(Call 12/15/25)	$	55	$	52,123


				793,517

Health Care - Services — 1.0%
Adventist Health System/West
2.95%, 03/01/29 (Call 12/01/28)		15		13,044
3.63%, 03/01/49 (Call 09/01/48)		5		3,516
Advocate Health & Hospitals Corp., 4.27%, 08/15/48 (Call 02/15/48)		15		12,731
Aetna Inc.
3.88%, 08/15/47 (Call 02/15/47)		5		3,743
4.50%, 05/15/42 (Call 11/15/41)		10		8,346
4.75%, 03/15/44 (Call 09/15/43)		5		4,299
6.63%, 06/15/36		15		16,093
6.75%, 12/15/37		5		5,447
AHS Hospital Corp., Series 2021, 2.78%, 07/01/51 (Call 01/01/51)		5		3,130
Ascension Health
4.85%, 11/15/53		5		4,635
Series B, 3.11%, 11/15/39 (Call 05/15/39)		25		18,951
Banner Health, 2.91%, 01/01/51 (Call 07/01/50)		15		9,577
Baptist Healthcare System Obligated Group, Series 20B, 3.54%, 08/15/50 (Call 02/15/50)		5		3,571
Bon Secours Mercy Health Inc., Series 20-2, 3.21%, 06/01/50 (Call 12/01/49)		5		3,376
Centene Corp.
2.45%, 07/15/28 (Call 05/15/28)		15		12,831
2.50%, 03/01/31 (Call 12/01/30)		25		19,934
2.63%, 08/01/31 (Call 05/01/31)		20		15,899
3.00%, 10/15/30 (Call 07/15/30)		30		24,968
3.38%, 02/15/30 (Call 02/15/25)		10		8,552
4.25%, 12/15/27 (Call 09/18/23)		10		9,349
4.63%, 12/15/29 (Call 12/15/24)		35		32,183
Children’s Hospital Medical Center/Cincinnati OH, 4.27%, 05/15/44		5		4,349
Children’s Hospital of Philadelphia (The), Series 2020, 2.70%, 07/01/50 (Call 01/01/50)		10		6,345
CommonSpirit Health, 3.35%, 10/01/29 (Call 04/01/29)		40		35,642
Corewell Health Obligated Group, Series 19A, 3.49%, 07/15/49 (Call 01/15/49)		5		3,625
Dignity Health, 5.27%, 11/01/64		15		13,540
Elevance Health Inc.
1.50%, 03/15/26 (Call 02/15/26)		10		9,079
2.25%, 05/15/30 (Call 02/15/30)		5		4,175
3.13%, 05/15/50 (Call 11/15/49)		20		13,493
3.60%, 03/15/51 (Call 09/15/50)		20		14,661
3.65%, 12/01/27 (Call 09/01/27)		40		37,699
4.38%, 12/01/47 (Call 06/01/47)		5		4,218
4.55%, 03/01/48 (Call 09/01/47)		15		12,906
4.75%, 02/15/33 (Call 11/15/32)		35		33,873
5.13%, 02/15/53 (Call 08/15/52)		10		9,363
5.35%, 10/15/25 (Call 09/15/25)		10		9,982
5.50%, 10/15/32 (Call 07/15/32)		20		20,373
6.10%, 10/15/52 (Call 04/15/52)		15		15,897
6.38%, 06/15/37		5		5,285
Hackensack Meridian Health Inc.
4.21%, 07/01/48 (Call 01/01/48)		10		8,382
4.50%, 07/01/57 (Call 01/01/57)		10		8,566
HCA Inc.
3.50%, 09/01/30 (Call 03/01/30)		5		4,367


Security	Par (000)		Value

Health Care - Services (continued)
3.50%, 07/15/51 (Call 01/15/51)	$	30	$	19,982
4.50%, 02/15/27 (Call 08/15/26)		10		9,665
4.63%, 03/15/52 (Call 09/15/51)		25		20,052
5.13%, 06/15/39 (Call 12/15/38)		20		18,105
5.25%, 06/15/26 (Call 12/15/25)		5		4,938
5.25%, 06/15/49 (Call 12/15/48)		25		21,815
5.38%, 09/01/26 (Call 03/01/26)		5		4,963
5.50%, 06/01/33 (Call 03/01/33)		25		24,595
5.50%, 06/15/47 (Call 12/15/46)		5		4,544
5.88%, 02/15/26 (Call 08/15/25)		5		5,007
5.90%, 06/01/53 (Call 12/01/52)		25		23,965
Hoag Memorial Hospital Presbyterian, 3.80%, 07/15/52 (Call 01/15/52)		5		3,868
Humana Inc.
1.35%, 02/03/27 (Call 01/03/27)		20		17,597
2.15%, 02/03/32 (Call 11/03/31)		10		7,837
3.13%, 08/15/29 (Call 05/15/29)		10		8,890
3.95%, 03/15/27 (Call 12/15/26)		10		9,601
3.95%, 08/15/49 (Call 02/15/49)		20		15,503
4.80%, 03/15/47 (Call 09/15/46)		15		13,254
4.88%, 04/01/30 (Call 01/01/30)		5		4,847
4.95%, 10/01/44 (Call 04/01/44)		25		22,227
5.88%, 03/01/33 (Call 12/01/32)		5		5,172
Indiana University Health Inc. Obligated Group, 3.97%, 11/01/48 (Call 05/01/48)		5		4,057
Inova Health System Foundation, 4.07%, 05/15/52 (Call 11/15/51)		5		4,169
Integris Baptist Medical Center Inc., Series A, 3.88%, 08/15/50 (Call 02/15/50)		5		3,645
Kaiser Foundation Hospitals
4.15%, 05/01/47 (Call 11/01/46)		10		8,522
4.88%, 04/01/42		15		14,111
Series 2021, 2.81%, 06/01/41 (Call 12/01/40)		22		15,615
Laboratory Corp. of America Holdings
1.55%, 06/01/26 (Call 05/01/26)		60		53,987
3.25%, 09/01/24 (Call 07/01/24)		45		43,830
3.60%, 02/01/25 (Call 11/01/24)		15		14,548
Mass General Brigham Inc., Series 2017, 3.77%, 07/01/48 (Call 01/01/48)		25		19,628
Mayo Clinic
Series 2013, 4.00%, 11/15/47		5		4,096
Series 2016, 4.13%, 11/15/52		15		12,643
Methodist Hospital (The), Series 20A, 2.71%, 12/01/50 (Call 06/01/50)		5		3,139
MidMichigan Health, Series 2020, 3.41%, 06/01/50 (Call 12/01/49)		10		6,892
Mount Sinai Hospitals Group Inc., Series 2017, 3.98%, 07/01/48		15		11,744
Nationwide Children’s Hospital Inc., 4.56%, 11/01/52 (Call 05/01/52)		10		9,054
Northwell Healthcare Inc.
3.81%, 11/01/49 (Call 11/01/48)		5		3,675
3.98%, 11/01/46 (Call 11/01/45)		15		11,439
Northwestern Memorial Healthcare Obligated Group, Series 2021, 2.63%, 07/15/51 (Call 01/15/51)		5		3,151
Novant Health Inc.
2.64%, 11/01/36 (Call 08/01/36)		10		7,499
3.17%, 11/01/51 (Call 05/01/51)		5		3,466
3.32%, 11/01/61 (Call 05/01/61)		10		6,681


Security	Par (000)		Value

Health Care - Services (continued)
Ochsner LSU Health System of North Louisiana, Series
2021, 2.51%, 05/15/31 (Call 11/15/30)	$	5	$	3,611
OhioHealth Corp., 2.83%, 11/15/41 (Call 05/15/41)		10		7,109
Orlando Health Obligated Group
3.33%, 10/01/50 (Call 04/01/50)		10		7,077
4.09%, 10/01/48 (Call 04/01/48)		5		4,051
PeaceHealth Obligated Group, Series 2018, 4.79%, 11/15/48 (Call 05/15/48)		5		4,255
Piedmont Healthcare Inc.
2.04%, 01/01/32 (Call 07/01/31)		10		7,847
Series 2042, 2.72%, 01/01/42 (Call 07/01/41)		10		6,630
Presbyterian Healthcare Services, 4.88%, 08/01/52 (Call 02/01/52)		5		4,728
Providence St Joseph Health Obligated Group
Series 21A, 2.70%, 10/01/51 (Call 04/01/51)		10		5,841
Series A, 3.93%, 10/01/48 (Call 04/01/48)		5		3,722
Series I, 3.74%, 10/01/47		5		3,626
Quest Diagnostics Inc.
2.80%, 06/30/31 (Call 03/30/31)		10		8,485
2.95%, 06/30/30 (Call 03/30/30)		15		12,997
3.45%, 06/01/26 (Call 03/01/26)		20		19,093
Stanford Health Care
3.03%, 08/15/51 (Call 02/15/51)		5		3,369
Series 2018, 3.80%, 11/15/48 (Call 05/15/48)		5		3,944
Sutter Health, Series 20A, 3.36%, 08/15/50 (Call 02/15/50) .		50		34,946
Toledo Hospital (The), 5.75%, 11/15/38 (Call 11/15/28)		5		4,836
UMass Memorial Health Care Obligated Group, 5.36%, 07/01/52 (Call 01/01/52)		5		4,678
UnitedHealth Group Inc.
2.00%, 05/15/30		5		4,171
2.30%, 05/15/31 (Call 02/15/31)		15		12,523
2.90%, 05/15/50 (Call 11/15/49)		20		13,292
3.10%, 03/15/26		30		28,657
3.13%, 05/15/60 (Call 11/15/59)		10		6,578
3.25%, 05/15/51 (Call 11/15/50)		20		14,183
3.50%, 08/15/39 (Call 02/15/39)		20		16,342
3.70%, 08/15/49 (Call 02/15/49)		20		15,477
3.75%, 10/15/47 (Call 04/15/47)		10		7,880
3.88%, 12/15/28		5		4,775
3.88%, 08/15/59 (Call 02/15/59)		25		19,253
4.20%, 05/15/32 (Call 02/15/32)		30		28,330
4.20%, 01/15/47 (Call 07/15/46)		5		4,232
4.25%, 01/15/29 (Call 12/15/28)		10		9,692
4.38%, 03/15/42 (Call 09/15/41)		20		17,734
4.50%, 04/15/33 (Call 01/15/33)		45		43,335
4.63%, 07/15/35		30		28,996
4.75%, 07/15/45		39		36,254
4.75%, 05/15/52 (Call 11/15/51)		20		18,217
5.05%, 04/15/53 (Call 10/15/52)		5		4,772
5.20%, 04/15/63 (Call 10/15/62)		5		4,784
5.25%, 02/15/28 (Call 01/15/28)		10		10,194
5.35%, 02/15/33 (Call 11/15/32)		35		35,903
5.88%, 02/15/53 (Call 08/15/52)		65		69,432
5.95%, 02/15/41 (Call 08/15/40)		15		15,749
6.05%, 02/15/63 (Call 08/15/62)		10		10,878
6.50%, 06/15/37		5		5,603
Universal Health Services Inc.
1.65%, 09/01/26 (Call 08/01/26)		10		8,882
2.65%, 10/15/30 (Call 07/15/30)		20		16,089
WakeMed, Series A, 3.29%, 10/01/52 (Call 04/01/52)		5		3,349


Security	Par (000)		Value

Health Care - Services (continued)
Willis-Knighton Medical Center, Series 2018, 4.81%, 09/01/48 (Call 03/01/48)	$	5	$	4,268
Yale-New Haven Health Services Corp., Series 2020, 2.50%, 07/01/50 (Call 07/01/49)		10		5,720


				1,718,402

Holding Companies - Diversified — 0.2%
Ares Capital Corp.
2.15%, 07/15/26 (Call 06/15/26)		10		8,795
2.88%, 06/15/27 (Call 05/15/27)^(a)		20		17,610
2.88%, 06/15/28 (Call 04/15/28)		30		25,346
3.25%, 07/15/25 (Call 06/15/25)		30		28,126
3.88%, 01/15/26 (Call 12/15/25)		20		18,713
4.25%, 03/01/25 (Call 01/01/25)		10		9,621
Bain Capital Specialty Finance Inc., 2.55%, 10/13/26 (Call 09/13/26)		5		4,324
Blackstone Private Credit Fund
2.63%, 12/15/26 (Call 11/15/26)		15		12,905
2.70%, 01/15/25 (Call 11/15/24)		30		28,377
3.25%, 03/15/27 (Call 02/15/27)		20		17,425
4.00%, 01/15/29 (Call 11/15/28)		5		4,291
Blackstone Secured Lending Fund
2.13%, 02/15/27 (Call 01/15/27)		10		8,489
2.85%, 09/30/28 (Call 07/30/28)		5		4,129
3.63%, 01/15/26 (Call 12/15/25)		10		9,266
Blue Owl Capital Corp.
2.88%, 06/11/28 (Call 04/11/28)		15		12,439
3.40%, 07/15/26 (Call 06/15/26)		10		9,003
3.75%, 07/22/25 (Call 06/22/25)		10		9,373
4.00%, 03/30/25 (Call 02/28/25)		5		4,757
4.25%, 01/15/26 (Call 12/15/25)		20		18,757
Blue Owl Credit Income Corp., 4.70%, 02/08/27 (Call 01/08/27)		20		18,317
FS KKR Capital Corp.
2.63%, 01/15/27 (Call 12/15/26)		5		4,316
3.13%, 10/12/28 (Call 08/12/28)		25		20,433
3.25%, 07/15/27 (Call 06/15/27)		20		17,353
3.40%, 01/15/26 (Call 12/15/25)		10		9,172
4.13%, 02/01/25 (Call 01/01/25)^(a)		10		9,614
Goldman Sachs BDC Inc., 3.75%, 02/10/25 (Call 01/10/25)		25		24,168
Golub Capital BDC Inc.
2.05%, 02/15/27 (Call 01/15/27)		5		4,223
2.50%, 08/24/26 (Call 07/24/26)		10		8,789
Oaktree Specialty Lending Corp., 3.50%, 02/25/25 (Call 01/25/25)		25		23,799
Owl Rock Capital Corp. III, 3.13%, 04/13/27 (Call 03/13/27)		5		4,292
Prospect Capital Corp., 3.44%, 10/15/28 (Call 08/15/28)^(a)		5		3,938
Sixth Street Specialty Lending Inc.
2.50%, 08/01/26 (Call 07/01/26)		5		4,422
3.88%, 11/01/24 (Call 10/01/24)		10		9,694


				414,276

Home Builders — 0.1%
DR Horton Inc.
1.40%, 10/15/27 (Call 08/15/27)^(a)		15		12,876
2.50%, 10/15/24 (Call 09/15/24)		15		14,464
2.60%, 10/15/25 (Call 09/15/25)		25		23,479
Lennar Corp.
4.75%, 05/30/25 (Call 02/28/25)		40		39,271
4.75%, 11/29/27 (Call 05/29/27)		10		9,691
5.25%, 06/01/26 (Call 12/01/25)		5		4,975


Security	Par (000)		Value

Home Builders (continued)
MDC Holdings Inc.
2.50%, 01/15/31 (Call 07/15/30)	$	5	$	3,876
3.85%, 01/15/30 (Call 07/15/29)		5		4,345
3.97%, 08/06/61 (Call 02/06/61)		5		2,914
6.00%, 01/15/43 (Call 10/15/42)		15		13,122
PulteGroup Inc.
5.00%, 01/15/27 (Call 10/15/26)		30		29,564
5.50%, 03/01/26 (Call 12/01/25)		20		19,963
6.38%, 05/15/33		5		5,203
Toll Brothers Finance Corp.
3.80%, 11/01/29 (Call 08/01/29)		5		4,459
4.35%, 02/15/28 (Call 11/15/27)		10		9,383
4.88%, 11/15/25 (Call 08/15/25)		20		19,570
4.88%, 03/15/27 (Call 12/15/26)		5		4,858


				222,013

Home Furnishings — 0.0%
Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25)		10		9,735
Leggett & Platt Inc., 3.50%, 11/15/27 (Call 08/15/27)		40		36,876
Whirlpool Corp.
4.60%, 05/15/50 (Call 11/15/49)		10		8,187
4.70%, 05/14/32 (Call 02/14/32)		5		4,728
4.75%, 02/26/29 (Call 11/26/28)		10		9,729


				69,255

Household Products & Wares — 0.1%
Clorox Co. (The)
1.80%, 05/15/30 (Call 02/15/30)		35		28,434
3.10%, 10/01/27 (Call 07/01/27)		25		23,115
3.90%, 05/15/28 (Call 02/15/28)		5		4,747
Kimberly-Clark Corp.
1.05%, 09/15/27 (Call 07/15/27)		10		8,635
2.88%, 02/07/50 (Call 08/07/49)		15		10,377
3.10%, 03/26/30 (Call 12/26/29)		10		9,022
3.20%, 04/25/29 (Call 01/25/29)		15		13,904
3.20%, 07/30/46 (Call 01/30/46)		10		7,277
4.50%, 02/16/33 (Call 11/16/32)		5		4,901
6.63%, 08/01/37		10		11,492


				121,904

Insurance — 1.1%
Aflac Inc.
2.88%, 10/15/26 (Call 07/15/26)		5		4,665
3.60%, 04/01/30 (Call 01/01/30)		25		22,761
Alleghany Corp., 3.63%, 05/15/30 (Call 02/15/30)		35		32,323
Allstate Corp. (The)
0.75%, 12/15/25 (Call 11/15/25)		5		4,511
4.20%, 12/15/46 (Call 06/15/46)		25		19,750
4.50%, 06/15/43		15		12,595
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)		5		4,733
3.88%, 01/15/35 (Call 07/15/34)		10		8,640
4.20%, 04/01/28 (Call 01/01/28)		10		9,556
4.38%, 06/30/50 (Call 12/30/49)		5		4,137
4.50%, 07/16/44 (Call 01/16/44)		10		8,484
4.75%, 04/01/48 (Call 10/01/47)		45		39,589
4.80%, 07/10/45 (Call 01/10/45)		20		17,655
5.13%, 03/27/33 (Call 12/27/32)		5		4,826
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3-mo. LIBOR US + 2.868%)^(b)		15		14,226
Aon Corp., 3.75%, 05/02/29 (Call 02/02/29)		34		31,632


Security	Par (000)		Value

Insurance (continued)
Aon Global Ltd.
2.05%, 08/23/31 (Call 05/23/31)	$	45	$	35,561
2.90%, 08/23/51 (Call 02/23/51)		10		6,348
Arch Capital Group Ltd.
3.64%, 06/30/50 (Call 12/30/49)		15		10,815
7.35%, 05/01/34		5		5,578
Arthur J Gallagher & Co., 3.50%, 05/20/51 (Call 11/20/50)		10		6,907
Assurant Inc., 3.70%, 02/22/30 (Call 11/22/29)		5		4,319
Assured Guaranty U.S. Holdings Inc., 3.15%, 06/15/31 (Call 03/15/31)		10		8,496
Athene Holding Ltd.
3.95%, 05/25/51 (Call 11/25/50)		15		10,405
4.13%, 01/12/28 (Call 10/12/27)		24		22,417
6.65%, 02/01/33 (Call 11/01/32)		20		20,543
AXIS Specialty Finance LLC, 3.90%, 07/15/29 (Call 04/15/29)		5		4,537
AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27)		10		9,377
Berkshire Hathaway Finance Corp.
1.45%, 10/15/30 (Call 07/15/30)		10		8,032
2.50%, 01/15/51 (Call 07/15/50)		45		28,050
2.85%, 10/15/50 (Call 04/15/50)		10		6,709
2.88%, 03/15/32 (Call 12/15/31)		25		21,839
3.85%, 03/15/52 (Call 09/15/51)		5		3,972
4.20%, 08/15/48 (Call 02/15/48)		20		17,404
4.25%, 01/15/49 (Call 07/15/48)		10		8,802
4.30%, 05/15/43		5		4,476
Berkshire Hathaway Inc.
3.13%, 03/15/26 (Call 12/15/25)		10		9,584
4.50%, 02/11/43		5		4,685
Brighthouse Financial Inc., 5.63%, 05/15/30 (Call 02/15/30)^(a)		25		24,143
Brown & Brown Inc.
2.38%, 03/15/31 (Call 12/15/30)		20		15,979
4.20%, 09/15/24 (Call 06/15/24)		25		24,559
4.50%, 03/15/29 (Call 12/15/28)		10		9,409
Chubb INA Holdings Inc.
3.05%, 12/15/61 (Call 06/15/61)		20		12,958
3.15%, 03/15/25		5		4,838
3.35%, 05/03/26 (Call 02/03/26)		27		25,866
4.35%, 11/03/45 (Call 05/03/45)		25		21,843
CNA Financial Corp.
3.90%, 05/01/29 (Call 02/01/29)		20		18,609
4.50%, 03/01/26 (Call 12/01/25)		25		24,352
CNO Financial Group Inc.
5.25%, 05/30/25 (Call 02/28/25)		15		14,699
5.25%, 05/30/29 (Call 02/28/29)		10		9,538
Corebridge Financial Inc.
3.65%, 04/05/27		15		14,102
3.90%, 04/05/32		15		13,105
4.35%, 04/05/42		10		7,921
4.40%, 04/05/52		10		7,724
Enstar Finance LLC
5.50%, 01/15/42 (Call 01/15/27), (5-year CMT + 4.006%)^(b)		10		7,918
5.75%, 09/01/40 (Call 09/01/25), (5-year CMT + 5.468%)^(b)		5		4,369
Enstar Group Ltd.
3.10%, 09/01/31 (Call 03/01/31)		5		3,894
4.95%, 06/01/29 (Call 03/01/29)		10		9,359


Security	Par (000)		Value

Insurance (continued)
Equitable Holdings Inc.
5.00%, 04/20/48 (Call 10/20/47)	$	15	$	12,633
5.59%, 01/11/33 (Call 10/11/32)		5		4,900
Everest Reinsurance Holdings Inc.
3.13%, 10/15/52 (Call 04/15/52)		50		31,874
4.87%, 06/01/44		5		4,359
Fairfax Financial Holdings Ltd.
4.63%, 04/29/30 (Call 01/29/30)		15		13,782
4.85%, 04/17/28 (Call 01/17/28)		20		19,256
Fidelity National Financial Inc.
2.45%, 03/15/31 (Call 12/15/30)		10		7,953
3.40%, 06/15/30 (Call 03/15/30)		10		8,688
4.50%, 08/15/28 (Call 05/15/28)		20		18,798
First American Financial Corp., 2.40%, 08/15/31 (Call 05/15/31)		10		7,665
Globe Life Inc., 4.80%, 06/15/32 (Call 03/15/32)		10		9,485
Hanover Insurance Group Inc. (The), 4.50%, 04/15/26 (Call 01/15/26)		30		29,124
Hartford Financial Services Group Inc. (The), 2.90%, 09/15/51 (Call 03/15/51)		25		15,910
Jackson Financial Inc.
3.13%, 11/23/31 (Call 08/23/31)		5		3,922
4.00%, 11/23/51 (Call 05/23/51)		5		3,329
5.67%, 06/08/32 (Call 03/08/32)^(a)		5		4,774
Kemper Corp.
2.40%, 09/30/30 (Call 06/30/30)		15		11,514
3.80%, 02/23/32 (Call 11/23/31)		25		20,215
Lincoln National Corp.
3.63%, 12/12/26 (Call 09/15/26)		10		9,363
3.80%, 03/01/28 (Call 12/01/27)^(a)		65		59,604
Loews Corp., 3.75%, 04/01/26 (Call 01/01/26)		10		9,630
Manulife Financial Corp., 4.15%, 03/04/26		51		49,561
Markel Group Inc.
3.35%, 09/17/29 (Call 06/17/29)		25		22,386
3.45%, 05/07/52 (Call 11/07/51)^(a)		15		10,147
3.50%, 11/01/27 (Call 08/01/27)		10		9,333
5.00%, 04/05/46		5		4,341
Marsh & McLennan Companies Inc.
2.25%, 11/15/30 (Call 08/15/30)		20		16,510
3.50%, 03/10/25 (Call 12/10/24)		15		14,568
4.38%, 03/15/29 (Call 12/15/28)		40		38,712
4.90%, 03/15/49 (Call 09/15/48)		20		18,366
5.75%, 11/01/32 (Call 08/01/32)		10		10,374
MetLife Inc.
4.05%, 03/01/45		25		20,437
4.13%, 08/13/42		25		20,718
4.55%, 03/23/30 (Call 12/23/29)		5		4,860
4.88%, 11/13/43		30		27,354
5.00%, 07/15/52 (Call 01/15/52)		5		4,549
5.25%, 01/15/54 (Call 07/15/53)		10		9,468
5.70%, 06/15/35		5		5,118
6.40%, 12/15/66 (Call 12/15/31)		35		34,845
Old Republic International Corp.
3.88%, 08/26/26 (Call 07/26/26)		20		19,007
4.88%, 10/01/24 (Call 09/01/24)		23		22,681
PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29)		20		18,109
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)		5		4,111
Principal Financial Group Inc.
2.13%, 06/15/30 (Call 03/15/30)		5		4,078
3.70%, 05/15/29 (Call 02/15/29)		10		9,165


Security	Par (000)		Value

Insurance (continued)
4.35%, 05/15/43	$	10	$	8,015
5.38%, 03/15/33 (Call 12/15/32)		5		4,950
Progressive Corp. (The)
4.00%, 03/01/29 (Call 12/01/28)		5		4,807
4.20%, 03/15/48 (Call 09/15/47)		25		20,949
6.25%, 12/01/32		30		32,196
Prudential Financial Inc.
2.10%, 03/10/30 (Call 12/10/29)		5		4,189
3.70%, 03/13/51 (Call 09/13/50)		45		33,538
3.88%, 03/27/28 (Call 12/27/27)		50		47,673
3.91%, 12/07/47 (Call 06/07/47)		10		7,768
3.94%, 12/07/49 (Call 06/07/49)		35		26,882
4.35%, 02/25/50 (Call 08/25/49)		10		8,318
5.13%, 03/01/52 (Call 11/28/31), (5-year CMT + 3.162%)^(b)		25		22,339
Prudential Funding Asia PLC, 3.13%, 04/14/30		15		13,208
Reinsurance Group of America Inc., 3.95%, 09/15/26 (Call 06/15/26)		55		52,373
RenaissanceRe Finance Inc.
3.45%, 07/01/27 (Call 04/01/27)		15		13,971
3.70%, 04/01/25 (Call 01/01/25)		5		4,842
RenaissanceRe Holdings Ltd., 3.60%, 04/15/29 (Call 01/15/29)		5		4,479
Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31)		5		3,769
Travelers Companies Inc. (The)
2.55%, 04/27/50 (Call 10/27/49)		30		18,788
3.05%, 06/08/51 (Call 12/08/50)		15		10,343
4.05%, 03/07/48 (Call 09/07/47)		10		8,286
4.60%, 08/01/43		15		13,481
Travelers Property Casualty Corp., 6.38%, 03/15/33		10		10,976
Unum Group, 4.50%, 12/15/49 (Call 06/15/49)		15		11,292
W R Berkley Corp., 4.00%, 05/12/50 (Call 11/12/49)		15		11,400
Willis North America Inc.
2.95%, 09/15/29 (Call 06/15/29)		25		21,667
4.65%, 06/15/27 (Call 05/15/27)		5		4,844


				1,905,043

Internet — 0.7%
Alibaba Group Holding Ltd.
3.25%, 02/09/61 (Call 08/09/60)		5		2,885
3.40%, 12/06/27 (Call 09/06/27)		200		185,792
Alphabet Inc.
1.10%, 08/15/30 (Call 05/15/30)		55		44,056
1.90%, 08/15/40 (Call 02/15/40)		40		26,824
2.05%, 08/15/50 (Call 02/15/50)^(a)		50		29,917
2.25%, 08/15/60 (Call 02/15/60)^(a)		25		14,580
Amazon.com Inc.
0.80%, 06/03/25 (Call 05/03/25)		40		37,140
1.00%, 05/12/26 (Call 04/12/26)		55		49,692
1.50%, 06/03/30 (Call 03/03/30)		10		8,124
2.50%, 06/03/50 (Call 12/03/49)		25		15,916
2.70%, 06/03/60 (Call 12/03/59)		25		15,384
3.10%, 05/12/51 (Call 11/12/50)		55		39,241
3.15%, 08/22/27 (Call 05/22/27)		33		31,034
3.25%, 05/12/61 (Call 11/12/60)		10		6,936
3.30%, 04/13/27 (Call 03/13/27)		10		9,518
3.80%, 12/05/24 (Call 09/05/24)		5		4,910
3.88%, 08/22/37 (Call 02/22/37)		55		49,598
3.95%, 04/13/52 (Call 10/13/51)		20		16,680
4.05%, 08/22/47 (Call 02/22/47)		35		30,224


Security	Par (000)		Value

Internet (continued)
4.25%, 08/22/57 (Call 02/22/57)	$	50	$	43,248
4.60%, 12/01/25		10		9,930
4.65%, 12/01/29 (Call 10/01/29)		20		19,924
4.70%, 11/29/24		15		14,898
4.70%, 12/01/32 (Call 09/01/32)		40		39,732
4.80%, 12/05/34 (Call 06/05/34)		20		20,070
4.95%, 12/05/44 (Call 06/05/44)		30		29,575
Booking Holdings Inc.
3.60%, 06/01/26 (Call 03/01/26)		15		14,414
3.65%, 03/15/25 (Call 12/15/24)		10		9,754
4.63%, 04/13/30 (Call 01/13/30)^(a)		15		14,664
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		25		22,534
1.90%, 03/11/25 (Call 02/11/25)		25		23,679
2.70%, 03/11/30 (Call 12/11/29)		20		17,047
3.60%, 06/05/27 (Call 03/05/27)		25		23,592
3.65%, 05/10/51 (Call 11/10/50)		15		10,697
4.00%, 07/15/42 (Call 01/15/42)		20		15,644
5.95%, 11/22/27 (Call 10/22/27)^(a)		25		25,614
6.30%, 11/22/32 (Call 08/22/32)^(a)		5		5,269
Expedia Group Inc.
3.25%, 02/15/30 (Call 11/15/29)		35		30,473
4.63%, 08/01/27 (Call 05/01/27)		10		9,693
5.00%, 02/15/26 (Call 11/15/25)		10		9,877
Meta Platforms Inc.
3.50%, 08/15/27 (Call 07/15/27)		15		14,290
3.85%, 08/15/32 (Call 05/15/32)		35		32,117
4.45%, 08/15/52 (Call 02/15/52)		35		29,668
4.65%, 08/15/62 (Call 02/15/62)		20		16,993
4.80%, 05/15/30		5		4,975
4.95%, 05/15/33		20		19,886
5.60%, 05/15/53 (Call 11/15/52)		10		10,034
5.75%, 05/15/63		10		10,085
Netflix Inc.
4.88%, 04/15/28		5		4,928
6.38%, 05/15/29		10		10,525
VeriSign Inc.
4.75%, 07/15/27 (Call 10/02/23)		35		34,091
5.25%, 04/01/25 (Call 01/01/25)		5		4,961


				1,221,332

Iron & Steel — 0.1%
ArcelorMittal SA
6.55%, 11/29/27 (Call 10/29/27)		5		5,121
6.80%, 11/29/32 (Call 08/29/32)		40		41,149
Nucor Corp.
2.00%, 06/01/25 (Call 05/01/25)		10		9,407
2.98%, 12/15/55 (Call 06/15/55)		13		7,918
3.13%, 04/01/32 (Call 01/01/32)		20		17,032
3.85%, 04/01/52 (Call 09/01/51)		5		3,780
Steel Dynamics Inc.
3.25%, 01/15/31 (Call 10/15/30)		25		21,782
3.45%, 04/15/30 (Call 01/15/30)		5		4,438
5.00%, 12/15/26 (Call 10/02/23)		30		29,360
Vale Overseas Ltd., 3.75%, 07/08/30 (Call 04/08/30)		27		23,660


				163,647


Security	Par (000)		Value

Leisure Time — 0.0%
Brunswick Corp.
2.40%, 08/18/31 (Call 05/18/31)	$	10	$	7,666
4.40%, 09/15/32 (Call 06/15/32)		5		4,292


				11,958

Lodging — 0.1%
Choice Hotels International Inc., 3.70%, 01/15/31 (Call 10/15/30)		10		8,578
Hyatt Hotels Corp.
1.80%, 10/01/24 (Call 09/18/23)		20		19,138
4.38%, 09/15/28 (Call 06/15/28)		20		18,864
4.85%, 03/15/26 (Call 12/15/25)		15		14,697
5.38%, 04/23/25 (Call 03/23/25)		15		14,870
5.75%, 04/23/30 (Call 01/23/30)		5		5,005
Marriott International Inc./MD
3.75%, 10/01/25 (Call 07/01/25)		15		14,461
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		5		5,008
Series FF, 4.63%, 06/15/30 (Call 03/15/30)		40		37,882
Series GG, 3.50%, 10/15/32 (Call 07/15/32)		25		21,234
Series HH, 2.85%, 04/15/31 (Call 01/15/31)		5		4,152
Series R, 3.13%, 06/15/26 (Call 03/15/26)		20		18,786
Series X, 4.00%, 04/15/28 (Call 01/15/28)		15		14,089


				196,764

Machinery — 0.3%
Caterpillar Financial Services Corp.
1.70%, 01/08/27		5		4,529
2.40%, 08/09/26		15		13,964
3.65%, 08/12/25		5		4,854
4.35%, 05/15/26		5		4,920
4.80%, 01/06/26		25		24,877
Caterpillar Inc.
3.25%, 09/19/49 (Call 03/19/49)		50		37,704
3.80%, 08/15/42		10		8,476
6.05%, 08/15/36		28		30,696
CNH Industrial Capital LLC, 1.45%, 07/15/26 (Call 06/15/26)		5		4,473
CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27)		25		23,604
Deere & Co.
3.90%, 06/09/42 (Call 12/09/41)		15		13,160
7.13%, 03/03/31		10		11,579
Dover Corp., 3.15%, 11/15/25 (Call 08/15/25)		25		23,796
Flowserve Corp., 2.80%, 01/15/32 (Call 10/15/31)		10		7,934
John Deere Capital Corp.
1.05%, 06/17/26		5		4,493
1.45%, 01/15/31		25		19,808
1.50%, 03/06/28		45		38,901
1.75%, 03/09/27		15		13,473
2.00%, 06/17/31		15		12,241
2.25%, 09/14/26		45		41,661
2.80%, 07/18/29		10		9,018
3.45%, 03/07/29		25		23,274
3.90%, 06/07/32		5		4,658
4.05%, 09/08/25		15		14,698
4.15%, 09/15/27		10		9,757
4.35%, 09/15/32		10		9,697
4.95%, 06/06/25		10		9,956
5.05%, 03/03/26		10		10,006
Otis Worldwide Corp., 2.57%, 02/15/30 (Call 11/15/29)		45		38,470


Security	Par (000)		Value

Machinery (continued)
Rockwell Automation Inc.
1.75%, 08/15/31 (Call 05/15/31)	$	10	$	7,945
2.88%, 03/01/25 (Call 12/01/24)		25		24,136
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		30		28,616
3.45%, 11/15/26 (Call 08/15/26)		15		14,119
4.95%, 09/15/28 (Call 06/15/28)		15		14,466
Xylem Inc./NY, 1.95%, 01/30/28 (Call 11/30/27)		40		35,102


				599,061

Manufacturing — 0.2%
3M Co.
2.25%, 09/19/26 (Call 06/19/26)		10		9,204
2.38%, 08/26/29 (Call 05/26/29)		25		21,485
3.00%, 08/07/25^(a)		15		14,389
3.05%, 04/15/30 (Call 01/15/30)		5		4,463
3.25%, 08/26/49 (Call 02/26/49)^(a)		30		20,762
3.38%, 03/01/29 (Call 12/01/28)^(a)		5		4,577
3.63%, 10/15/47 (Call 04/15/47)		10		7,470
3.70%, 04/15/50 (Call 10/15/49)		10		7,663
4.00%, 09/14/48 (Call 03/14/48)^(a)		20		16,221
Carlisle Companies Inc.
2.20%, 03/01/32 (Call 12/01/31)		15		11,805
3.75%, 12/01/27 (Call 09/01/27)		25		23,586
Eaton Corp.
3.92%, 09/15/47 (Call 03/15/47)		15		12,287
4.15%, 03/15/33 (Call 12/15/32)		30		28,243
Illinois Tool Works Inc., 2.65%, 11/15/26 (Call 08/15/26)		90		84,290
Parker-Hannifin Corp.
3.25%, 03/01/27 (Call 12/01/26)		13		12,231
4.10%, 03/01/47 (Call 09/01/46)		20		16,475
4.20%, 11/21/34 (Call 05/21/34)		10		9,052
4.50%, 09/15/29 (Call 07/15/29)		5		4,833
Pentair Finance Sarl
4.50%, 07/01/29 (Call 04/01/29)		10		9,347
5.90%, 07/15/32 (Call 04/15/32)		5		5,058
Teledyne Technologies Inc.
2.25%, 04/01/28 (Call 02/01/28)		40		34,878
2.75%, 04/01/31 (Call 01/01/31)		15		12,505
Textron Inc.
2.45%, 03/15/31 (Call 12/15/30)		17		13,958
4.00%, 03/15/26 (Call 12/15/25)		25		24,119


				408,901

Media — 1.0%
Charter Communications Operating LLC/Charter
Communications Operating Capital
2.25%, 01/15/29 (Call 11/15/28)		5		4,148
2.30%, 02/01/32 (Call 11/01/31)		10		7,539
2.80%, 04/01/31 (Call 01/01/31)		10		8,051
3.50%, 06/01/41 (Call 12/01/40)		35		23,124
3.70%, 04/01/51 (Call 10/01/50)		30		18,588
3.75%, 02/15/28 (Call 11/15/27)		10		9,142
3.85%, 04/01/61 (Call 10/01/60)		40		23,877
3.90%, 06/01/52 (Call 12/01/51)		20		12,766
4.20%, 03/15/28 (Call 12/15/27)		25		23,275
4.40%, 12/01/61 (Call 06/01/61)		25		16,454
4.80%, 03/01/50 (Call 09/01/49)		10		7,380
4.91%, 07/23/25 (Call 04/23/25)		15		14,732
5.05%, 03/30/29 (Call 12/30/28)		5		4,756
5.13%, 07/01/49 (Call 01/01/49)		25		19,226


Security	Par (000)		Value

Media (continued)
5.25%, 04/01/53 (Call 10/01/52)	$	50	$	39,522
5.38%, 05/01/47 (Call 11/01/46)		15		11,966
6.38%, 10/23/35 (Call 04/23/35)		35		33,935
6.48%, 10/23/45 (Call 04/23/45)		50		45,905
Comcast Corp.
1.50%, 02/15/31 (Call 11/15/30)		10		7,820
1.95%, 01/15/31 (Call 10/15/30)		20		16,170
2.35%, 01/15/27 (Call 10/15/26)		10		9,169
2.45%, 08/15/52 (Call 02/15/52)		20		11,711
2.65%, 02/01/30 (Call 11/01/29)		45		39,111
2.80%, 01/15/51 (Call 07/15/50)		10		6,317
2.89%, 11/01/51 (Call 05/01/51)		45		28,755
2.94%, 11/01/56 (Call 05/01/56)		60		37,281
2.99%, 11/01/63 (Call 05/01/63)		111		66,953
3.15%, 03/01/26 (Call 12/01/25)		40		38,199
3.25%, 11/01/39 (Call 05/01/39)		25		19,251
3.30%, 04/01/27 (Call 02/01/27)		25		23,584
3.40%, 04/01/30 (Call 01/01/30)		20		18,209
3.40%, 07/15/46 (Call 01/15/46)		5		3,653
3.45%, 02/01/50 (Call 08/01/49)		10		7,294
3.75%, 04/01/40 (Call 10/01/39)		20		16,448
3.90%, 03/01/38 (Call 09/01/37)		50		42,552
3.95%, 10/15/25 (Call 08/15/25)		5		4,869
3.97%, 11/01/47 (Call 05/01/47)		10		8,015
4.15%, 10/15/28 (Call 07/15/28)		5		4,819
4.20%, 08/15/34 (Call 02/15/34)		45		41,110
4.25%, 10/15/30 (Call 07/15/30)		20		19,022
4.25%, 01/15/33		40		37,545
4.65%, 07/15/42		20		17,942
4.75%, 03/01/44		20		17,985
5.35%, 11/15/27 (Call 10/15/27)		10		10,140
5.35%, 05/15/53		30		29,351
5.50%, 11/15/32 (Call 08/15/32)		5		5,126
5.50%, 05/15/64		5		4,872
Discovery Communications LLC
3.45%, 03/15/25 (Call 12/15/24)		30		28,868
3.63%, 05/15/30 (Call 02/15/30)		10		8,777
3.95%, 06/15/25 (Call 03/15/25)		34		32,886
4.00%, 09/15/55 (Call 03/15/55)		25		16,289
4.65%, 05/15/50 (Call 11/15/49)		45		33,612
5.20%, 09/20/47 (Call 03/20/47)		20		16,183
FactSet Research Systems Inc., 2.90%, 03/01/27 (Call 02/01/27)		10		9,221
Fox Corp.
4.71%, 01/25/29 (Call 10/25/28)		35		33,738
5.58%, 01/25/49 (Call 07/25/48)		15		13,361
Grupo Televisa SAB
6.63%, 01/15/40		20		20,431
8.50%, 03/11/32		10		11,621
Paramount Global
2.90%, 01/15/27 (Call 10/15/26)		10		9,011
3.70%, 06/01/28 (Call 03/01/28)		5		4,476
4.20%, 05/19/32 (Call 02/19/32)^(a)		10		8,319
4.38%, 03/15/43		15		10,333
4.60%, 01/15/45 (Call 07/15/44)		10		6,931
4.90%, 08/15/44 (Call 02/15/44)		5		3,564
4.95%, 05/19/50 (Call 11/19/49)^(a)		5		3,654
5.25%, 04/01/44 (Call 10/01/43)		10		7,489
5.85%, 09/01/43 (Call 03/01/43)		20		16,545
5.90%, 10/15/40 (Call 04/15/40)		5		4,182


Security	Par (000)		Value

Media (continued)
6.88%, 04/30/36	$	20	$	19,256
Thomson Reuters Corp.
5.50%, 08/15/35		9		8,800
5.85%, 04/15/40		10		9,776
Time Warner Cable Enterprises LLC, 8.38%, 07/15/33		5		5,557
Time Warner Cable LLC
4.50%, 09/15/42 (Call 03/15/42)		5		3,654
5.50%, 09/01/41 (Call 03/01/41)		15		12,300
5.88%, 11/15/40 (Call 05/15/40)		20		17,333
6.55%, 05/01/37		30		28,468
6.75%, 06/15/39		20		19,297
7.30%, 07/01/38		10		10,106
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		50		45,792
Series E, 4.13%, 12/01/41		2		1,701
Walt Disney Co. (The)
1.75%, 01/13/26		60		55,516
2.20%, 01/13/28		20		18,005
2.65%, 01/13/31		10		8,562
2.75%, 09/01/49 (Call 03/01/49)		55		35,291
3.35%, 03/24/25^(a)		20		19,412
3.60%, 01/13/51 (Call 07/13/50)		40		30,008
3.70%, 10/15/25 (Call 07/15/25)		40		38,826
3.80%, 05/13/60 (Call 11/13/59)		40		30,150
4.70%, 03/23/50 (Call 09/23/49)^(a)		25		22,734
5.40%, 10/01/43		15		14,924
6.40%, 12/15/35		10		10,960
6.65%, 11/15/37		40		45,049


				1,728,627

Metal Fabricate & Hardware — 0.0%
Precision Castparts Corp.
3.25%, 06/15/25 (Call 03/15/25)		10		9,685
4.38%, 06/15/45 (Call 12/15/44)		5		4,331


				14,016

Mining — 0.2%
Barrick North America Finance LLC
5.70%, 05/30/41		5		4,972
5.75%, 05/01/43		10		9,987
Barrick PD Australia Finance Pty Ltd., 5.95%, 10/15/39		15		15,242
BHP Billiton Finance USA Ltd.
4.13%, 02/24/42		15		13,108
4.75%, 02/28/28 (Call 01/28/28)		5		4,953
5.00%, 09/30/43		30		29,010
Freeport-McMoRan Inc.
4.13%, 03/01/28 (Call 10/02/23)		10		9,292
4.25%, 03/01/30 (Call 03/01/25)		25		22,705
4.38%, 08/01/28 (Call 10/02/23)		20		18,578
4.55%, 11/14/24 (Call 08/14/24)		15		14,749
4.63%, 08/01/30 (Call 08/01/25)		10		9,238
5.25%, 09/01/29 (Call 09/01/24)		10		9,693
5.40%, 11/14/34 (Call 05/14/34)		5		4,735
5.45%, 03/15/43 (Call 09/15/42)		10		8,961
Kinross Gold Corp., 4.50%, 07/15/27 (Call 04/15/27)		5		4,818
Newmont Corp.
2.25%, 10/01/30 (Call 07/01/30)		85		69,057
2.80%, 10/01/29 (Call 07/01/29)		5		4,314
4.88%, 03/15/42 (Call 09/15/41)		5		4,495
Rio Tinto Alcan Inc.
5.75%, 06/01/35		20		20,247


Security	Par (000)		Value

Mining (continued)
6.13%, 12/15/33	$	30	$	31,711
7.25%, 03/15/31		10		11,246
Rio Tinto Finance USA PLC, 5.13%, 03/09/53 (Call 09/09/52)		25		24,152
Southern Copper Corp.
5.25%, 11/08/42		5		4,604
5.88%, 04/23/45		15		14,715
6.75%, 04/16/40		45		48,848
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31)^(a)		10		7,885


				421,315

Multi-National — 0.1%
African Development Bank, 4.38%, 03/14/28		10		9,976
Asian Development Bank
3.75%, 04/25/28		10		9,724
4.00%, 01/12/33		50		48,958
Asian Infrastructure Investment Bank (The), 3.75%, 09/14/27^(a)		5		4,851
European Investment Bank, 3.88%, 03/15/28		50		48,949
International Bank for Reconstruction & Development, 3.50%, 07/12/28		5		4,810


				127,268

Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp.
3.25%, 02/15/29 (Call 10/02/23)		20		17,434
3.28%, 12/01/28 (Call 10/01/28)		5		4,383
3.57%, 12/01/31 (Call 09/01/31)		15		12,691
4.13%, 05/01/25 (Call 10/02/23)		10		9,680
4.25%, 04/01/28 (Call 10/02/23)		20		18,488
5.50%, 12/01/24 (Call 06/01/24)		15		14,907


				77,583

Oil & Gas — 1.3%
Apache Corp.
4.25%, 01/15/30 (Call 10/15/29)^(a)		25		22,809
5.10%, 09/01/40 (Call 03/01/40)		10		8,342
5.35%, 07/01/49 (Call 01/01/49)		10		8,038
BP Capital Markets America Inc.
1.75%, 08/10/30 (Call 05/10/30)		5		4,055
2.72%, 01/12/32 (Call 10/12/31)		15		12,555
2.77%, 11/10/50 (Call 05/10/50)		50		31,532
2.94%, 06/04/51 (Call 12/04/50)		45		29,416
3.00%, 02/24/50 (Call 08/24/49)		20		13,316
3.02%, 01/16/27 (Call 10/16/26)		35		32,842
3.06%, 06/17/41 (Call 12/17/40)		40		29,281
3.12%, 05/04/26 (Call 02/04/26)		5		4,754
3.54%, 04/06/27 (Call 02/06/27)		10		9,539
3.59%, 04/14/27 (Call 01/14/27)		5		4,763
3.63%, 04/06/30 (Call 01/06/30)		25		23,082
3.80%, 09/21/25 (Call 07/21/25)		10		9,735
BP Capital Markets PLC, 3.28%, 09/19/27 (Call 06/19/27)		25		23,541
Canadian Natural Resources Ltd.
2.05%, 07/15/25 (Call 06/15/25)		15		14,054
2.95%, 07/15/30 (Call 04/15/30)		9		7,681
3.90%, 02/01/25 (Call 11/01/24)		25		24,305
4.95%, 06/01/47 (Call 12/01/46)		40		34,727
5.85%, 02/01/35		15		14,586
Cenovus Energy Inc.
2.65%, 01/15/32 (Call 10/15/31)^(a)		10		8,043
3.75%, 02/15/52 (Call 08/15/51)		10		7,013
5.25%, 06/15/37 (Call 12/15/36)		5		4,579


Security	Par (000)		Value

Oil & Gas (continued)
5.40%, 06/15/47 (Call 12/15/46)	$	5	$	4,493
6.75%, 11/15/39		10		10,373
Chevron Corp.
2.00%, 05/11/27 (Call 03/11/27)		10		9,064
2.24%, 05/11/30 (Call 02/11/30)		25		21,423
3.08%, 05/11/50 (Call 11/11/49)		35		24,860
Chevron USA Inc., 3.25%, 10/15/29 (Call 07/15/29)		9		8,248
ConocoPhillips Co.
2.40%, 03/07/25 (Call 09/11/23)		5		4,793
3.76%, 03/15/42 (Call 09/15/41)		20		16,204
3.80%, 03/15/52 (Call 09/15/51)		20		15,416
4.03%, 03/15/62 (Call 09/15/61)		30		22,963
5.30%, 05/15/53		25		24,424
5.90%, 10/15/32		25		26,730
6.95%, 04/15/29		10		10,998
Continental Resources Inc./OK, 4.90%, 06/01/44 (Call 12/01/43)		10		7,668
Coterra Energy Inc.
3.90%, 05/15/27 (Call 02/15/27)		10		9,500
4.38%, 03/15/29 (Call 12/15/28)		15		14,108
Devon Energy Corp.
4.50%, 01/15/30 (Call 01/15/25)		75		70,125
5.00%, 06/15/45 (Call 12/15/44)		10		8,563
5.25%, 10/15/27 (Call 09/11/23)		60		59,414
5.60%, 07/15/41 (Call 01/15/41)		10		9,277
5.85%, 12/15/25 (Call 09/15/25)		5		5,023
5.88%, 06/15/28 (Call 09/11/23)		35		35,031
Diamondback Energy Inc.
3.13%, 03/24/31 (Call 12/24/30)		10		8,593
3.25%, 12/01/26 (Call 10/01/26)		5		4,702
3.50%, 12/01/29 (Call 09/01/29)		10		9,046
4.40%, 03/24/51 (Call 09/24/50)		5		3,884
6.25%, 03/15/33 (Call 12/15/32)		15		15,503
6.25%, 03/15/53 (Call 09/15/52)		5		4,984
EOG Resources Inc.
3.15%, 04/01/25 (Call 01/01/25)		15		14,508
4.38%, 04/15/30 (Call 01/15/30)		10		9,720
4.95%, 04/15/50 (Call 10/15/49)		15		14,192
EQT Corp.
3.90%, 10/01/27 (Call 07/01/27)		5		4,677
5.00%, 01/15/29 (Call 07/15/28)		5		4,750
5.70%, 04/01/28 (Call 03/01/28)		15		14,955
6.13%, 02/01/25 (Call 01/01/25)		9		8,983
7.00%, 02/01/30 (Call 11/01/29)		15		15,734
Equinor ASA
1.75%, 01/22/26 (Call 12/22/25)		50		46,357
2.38%, 05/22/30 (Call 02/22/30)		10		8,585
3.13%, 04/06/30 (Call 01/06/30)^(a)		55		49,882
3.25%, 11/18/49 (Call 05/18/49)		20		14,175
3.70%, 04/06/50 (Call 10/06/49)		5		3,866
4.80%, 11/08/43		10		9,217
5.10%, 08/17/40		10		9,787
Exxon Mobil Corp.
2.44%, 08/16/29 (Call 05/16/29)		25		22,048
2.61%, 10/15/30 (Call 07/15/30)		10		8,664
2.71%, 03/06/25 (Call 12/06/24)		70		67,519
2.99%, 03/19/25 (Call 02/19/25)		50		48,411
3.04%, 03/01/26 (Call 12/01/25)		10		9,554
3.10%, 08/16/49 (Call 02/16/49)		20		14,039
3.45%, 04/15/51 (Call 10/15/50)		21		15,619


Security	Par (000)		Value

Oil & Gas (continued)
3.48%, 03/19/30 (Call 12/19/29)	$	30	$	27,754
4.11%, 03/01/46 (Call 09/01/45)		15		12,736
4.23%, 03/19/40 (Call 09/19/39)		25		22,341
4.33%, 03/19/50 (Call 09/19/49)		20		17,313
Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31)		10		8,127
Hess Corp.
5.60%, 02/15/41		20		18,827
7.30%, 08/15/31		20		21,807
HF Sinclair Corp.
4.50%, 10/01/30 (Call 07/01/30)		5		4,486
5.88%, 04/01/26 (Call 01/01/26)		35		35,136
Marathon Oil Corp.
4.40%, 07/15/27 (Call 04/15/27)		15		14,302
6.60%, 10/01/37		5		5,033
6.80%, 03/15/32		10		10,424
Marathon Petroleum Corp.
4.70%, 05/01/25 (Call 04/01/25)		65		63,874
4.75%, 09/15/44 (Call 03/15/44)		5		4,163
5.13%, 12/15/26 (Call 09/15/26)		10		9,954
6.50%, 03/01/41 (Call 09/01/40)		15		15,319
Occidental Petroleum Corp.
4.40%, 04/15/46 (Call 10/15/45)		25		19,210
6.20%, 03/15/40		10		9,861
6.45%, 09/15/36		5		5,114
6.60%, 03/15/46 (Call 09/15/45)		10		10,281
6.63%, 09/01/30 (Call 03/01/30)		50		51,603
7.50%, 05/01/31		5		5,414
Ovintiv Inc.
6.50%, 08/15/34		15		15,203
6.50%, 02/01/38		15		14,756
Phillips 66
1.30%, 02/15/26 (Call 01/15/26)		20		18,150
2.15%, 12/15/30 (Call 09/15/30)		11		8,911
3.30%, 03/15/52 (Call 09/15/51)		25		16,704
3.85%, 04/09/25 (Call 03/09/25)		40		38,928
5.30%, 06/30/33 (Call 03/30/33)		40		39,581
5.88%, 05/01/42		25		25,512
Phillips 66 Co.
3.61%, 02/15/25		5		4,859
4.95%, 12/01/27 (Call 11/01/27)		45		44,509
Shell International Finance BV
2.38%, 11/07/29 (Call 08/07/29)		5		4,345
2.50%, 09/12/26		5		4,650
2.75%, 04/06/30 (Call 01/06/30)		5		4,406
2.88%, 05/10/26		50		47,415
3.13%, 11/07/49 (Call 05/07/49)		40		27,824
3.25%, 05/11/25		10		9,684
3.25%, 04/06/50 (Call 10/06/49)		10		7,101
3.75%, 09/12/46		30		23,543
3.88%, 11/13/28 (Call 08/13/28)		48		46,032
4.13%, 05/11/35		35		31,926
4.55%, 08/12/43		35		31,443
6.38%, 12/15/38		10		10,999
Suncor Energy Inc.
4.00%, 11/15/47 (Call 05/15/47)		25		18,724
6.50%, 06/15/38		15		15,336
Tosco Corp., 8.13%, 02/15/30		25		28,839
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		5		4,809
2.83%, 01/10/30 (Call 10/10/29)		5		4,439


Security	Par (000)		Value

Oil & Gas (continued)
3.13%, 05/29/50 (Call 11/29/49)	$	50	$	34,594
3.45%, 02/19/29 (Call 11/19/28)		5		4,650
TotalEnergies Capital SA, 3.88%, 10/11/28		15		14,305
Valero Energy Corp.
2.15%, 09/15/27 (Call 07/15/27)		25		22,262
2.80%, 12/01/31 (Call 09/01/31)		5		4,103
3.65%, 12/01/51 (Call 06/01/51)		35		23,874
6.63%, 06/15/37		10		10,639


				2,319,374

Oil & Gas Services — 0.1%
Baker Hughes Holdings LLC, 5.13%, 09/15/40		15		14,183
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc.
2.06%, 12/15/26 (Call 11/15/26)		30		27,127
4.08%, 12/15/47 (Call 06/15/47)		25		19,880
Halliburton Co.
2.92%, 03/01/30 (Call 12/01/29)		40		34,902
4.85%, 11/15/35 (Call 05/15/35)		20		18,737
5.00%, 11/15/45 (Call 05/15/45)		35		31,536
NOV Inc., 3.60%, 12/01/29 (Call 09/01/29)		10		8,960


				155,325

Packaging & Containers — 0.2%
Amcor Flexibles North America Inc., 2.69%, 05/25/31 (Call 02/25/31)		20		16,298
AptarGroup Inc., 3.60%, 03/15/32 (Call 12/15/31)		5		4,258
Berry Global Inc.
1.57%, 01/15/26 (Call 12/15/25)		45		40,907
1.65%, 01/15/27 (Call 12/15/26)		10		8,673
Packaging Corp. of America
3.00%, 12/15/29 (Call 09/15/29)		10		8,730
3.05%, 10/01/51 (Call 04/01/51)		35		22,325
3.40%, 12/15/27 (Call 09/15/27)		10		9,318
Sonoco Products Co.
1.80%, 02/01/25 (Call 09/11/23)		10		9,423
2.25%, 02/01/27 (Call 01/01/27)		20		17,879
2.85%, 02/01/32 (Call 11/01/31)		15		12,294
WRKCo Inc.
3.00%, 06/15/33 (Call 03/15/33)^(a)		10		8,097
3.90%, 06/01/28 (Call 03/01/28)		25		23,203
4.00%, 03/15/28 (Call 12/15/27)		5		4,665
4.65%, 03/15/26 (Call 01/15/26)		5		4,864
4.90%, 03/15/29 (Call 12/15/28)		75		72,213


				263,147

Pharmaceuticals — 2.0%
AbbVie Inc.
2.95%, 11/21/26 (Call 09/21/26)		10		9,357
3.20%, 05/14/26 (Call 02/14/26)		55		52,291
3.20%, 11/21/29 (Call 08/21/29)		5		4,507
3.60%, 05/14/25 (Call 02/14/25)		40		38,789
3.80%, 03/15/25 (Call 12/15/24)		5		4,868
4.05%, 11/21/39 (Call 05/21/39)		45		38,583
4.25%, 11/14/28 (Call 08/14/28)		10		9,679
4.25%, 11/21/49 (Call 05/21/49)		85		71,568
4.30%, 05/14/36 (Call 11/14/35)		10		9,170
4.40%, 11/06/42		25		21,826
4.45%, 05/14/46 (Call 11/14/45)		20		17,299
4.50%, 05/14/35 (Call 11/14/34)		30		28,220
4.55%, 03/15/35 (Call 09/15/34)		10		9,451
4.70%, 05/14/45 (Call 11/14/44)		25		22,443
4.75%, 03/15/45 (Call 09/15/44)		15		13,457


Security	Par (000)		Value

Pharmaceuticals (continued)
4.85%, 06/15/44 (Call 12/15/43)	$	10	$	9,134
4.88%, 11/14/48 (Call 05/14/48)		20		18,440
Astrazeneca Finance LLC
2.25%, 05/28/31 (Call 02/28/31)		5		4,161
4.88%, 03/03/33 (Call 12/03/32)		5		5,002
4.90%, 03/03/30 (Call 01/03/30)		5		4,973
AstraZeneca PLC
0.70%, 04/08/26 (Call 03/08/26)		5		4,478
1.38%, 08/06/30 (Call 05/06/30)		20		15,896
3.00%, 05/28/51 (Call 11/28/50)		10		7,054
3.13%, 06/12/27 (Call 03/12/27)		5		4,684
4.00%, 01/17/29 (Call 10/17/28)		10		9,589
4.38%, 11/16/45		10		8,886
4.38%, 08/17/48 (Call 02/17/48)		15		13,416
6.45%, 09/15/37		35		39,358
Becton Dickinson and Co.
1.96%, 02/11/31 (Call 11/11/30)		50		40,206
3.70%, 06/06/27 (Call 03/06/27)		20		18,971
3.79%, 05/20/50 (Call 11/20/49)		10		7,731
4.67%, 06/06/47 (Call 12/06/46)		15		13,259
4.69%, 02/13/28 (Call 01/13/28)		5		4,912
Bristol-Myers Squibb Co.
2.55%, 11/13/50 (Call 05/13/50)		35		21,401
2.95%, 03/15/32 (Call 12/15/31)		5		4,330
3.20%, 06/15/26 (Call 04/15/26)		5		4,765
3.55%, 03/15/42 (Call 09/15/41)		30		23,814
3.70%, 03/15/52 (Call 09/15/51)		35		26,907
3.90%, 02/20/28 (Call 11/20/27)		25		23,990
3.90%, 03/15/62 (Call 09/15/61)		15		11,367
4.13%, 06/15/39 (Call 12/15/38)		15		13,241
4.25%, 10/26/49 (Call 04/26/49)		30		25,320
4.35%, 11/15/47 (Call 05/15/47)		25		21,546
4.63%, 05/15/44 (Call 11/15/43)		20		18,113
Cardinal Health Inc.
3.75%, 09/15/25 (Call 06/15/25)		5		4,828
4.50%, 11/15/44 (Call 05/15/44)		10		8,002
4.90%, 09/15/45 (Call 03/15/45)		20		16,748
Cencora Inc.
2.70%, 03/15/31 (Call 12/15/30)		20		16,811
3.25%, 03/01/25 (Call 12/01/24)		35		33,866
4.30%, 12/15/47 (Call 06/15/47)		10		8,319
Cigna Group (The)
2.38%, 03/15/31 (Call 12/15/30)		40		32,900
3.40%, 03/01/27 (Call 12/01/26)		5		4,698
3.40%, 03/15/50 (Call 09/15/49)		40		27,942
3.40%, 03/15/51 (Call 09/15/50)		50		34,880
4.13%, 11/15/25 (Call 09/15/25)		5		4,868
4.38%, 10/15/28 (Call 07/15/28)		70		67,353
4.50%, 02/25/26 (Call 11/27/25)		5		4,899
4.80%, 07/15/46 (Call 01/16/46)		15		13,281
4.90%, 12/15/48 (Call 06/15/48)		20		17,790
CVS Health Corp.
1.30%, 08/21/27 (Call 06/21/27)		50		43,033
2.70%, 08/21/40 (Call 02/21/40)		30		20,069
2.88%, 06/01/26 (Call 03/01/26)		50		46,823
3.00%, 08/15/26 (Call 06/15/26)		30		28,089
3.25%, 08/15/29 (Call 05/15/29)		5		4,465
3.75%, 04/01/30 (Call 01/01/30)		15		13,642
3.88%, 07/20/25 (Call 04/20/25)		50		48,498
4.10%, 03/25/25 (Call 01/25/25)		35		34,271


Security	Par (000)		Value

Pharmaceuticals (continued)
4.13%, 04/01/40 (Call 10/01/39)	$	20	$	16,268
4.30%, 03/25/28 (Call 12/25/27)		45		43,249
4.78%, 03/25/38 (Call 09/25/37)		45		40,330
4.88%, 07/20/35 (Call 01/20/35)		20		18,609
5.05%, 03/25/48 (Call 09/25/47)		80		70,248
5.13%, 02/21/30 (Call 12/21/29)		5		4,922
5.13%, 07/20/45 (Call 01/20/45)		40		35,615
5.25%, 01/30/31 (Call 11/30/30)		50		49,355
5.25%, 02/21/33 (Call 11/21/32)		5		4,889
5.63%, 02/21/53 (Call 08/21/52)		25		23,666
5.88%, 06/01/53 (Call 12/01/52)		20		19,519
6.00%, 06/01/63 (Call 12/01/62)		5		4,895
6.25%, 06/01/27		25		25,725
Eli Lilly & Co.
2.25%, 05/15/50 (Call 11/15/49)		40		24,636
4.15%, 03/15/59 (Call 09/15/58)		15		12,739
4.70%, 02/27/33 (Call 11/27/32)		5		4,988
4.95%, 02/27/63 (Call 08/27/62)		25		24,414
5.50%, 03/15/27		25		25,756
5.55%, 03/15/37		15		15,887
GlaxoSmithKline Capital Inc.
3.63%, 05/15/25		10		9,749
3.88%, 05/15/28		5		4,825
6.38%, 05/15/38		35		39,838
GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 (Call 03/01/29)		10		9,303
Johnson & Johnson
1.30%, 09/01/30 (Call 06/01/30)		15		12,161
2.45%, 03/01/26 (Call 12/01/25)		45		42,474
2.45%, 09/01/60 (Call 03/01/60)		20		12,276
2.90%, 01/15/28 (Call 10/15/27)		30		28,109
2.95%, 03/03/27 (Call 12/03/26)		10		9,466
3.40%, 01/15/38 (Call 07/15/37)		25		21,210
3.50%, 01/15/48 (Call 07/15/47)		15		12,195
3.55%, 03/01/36 (Call 09/01/35)		20		17,652
3.63%, 03/03/37 (Call 09/03/36)		20		17,705
3.70%, 03/01/46 (Call 09/01/45)		30		24,911
4.38%, 12/05/33 (Call 06/05/33)		10		9,870
5.85%, 07/15/38		10		10,949
5.95%, 08/15/37		15		16,600
6.95%, 09/01/29		5		5,717
McKesson Corp., 1.30%, 08/15/26 (Call 07/15/26)		55		49,268
Mead Johnson Nutrition Co.
4.13%, 11/15/25 (Call 08/15/25)		5		4,868
4.60%, 06/01/44 (Call 12/01/43)		10		8,884
Merck & Co. Inc.
0.75%, 02/24/26 (Call 01/24/26)		25		22,631
1.45%, 06/24/30 (Call 03/24/30)		10		8,062
1.70%, 06/10/27 (Call 05/10/27)		5		4,482
1.90%, 12/10/28 (Call 10/10/28)		10		8,685
2.15%, 12/10/31 (Call 09/10/31)		25		20,433
2.35%, 06/24/40 (Call 12/24/39)		25		17,459
2.45%, 06/24/50 (Call 12/24/49)		30		18,641
2.75%, 12/10/51 (Call 06/10/51)		30		19,633
3.40%, 03/07/29 (Call 12/07/28)		25		23,271
3.70%, 02/10/45 (Call 08/10/44)		25		20,391
4.00%, 03/07/49 (Call 09/07/48)		15		12,673
4.50%, 05/17/33 (Call 02/17/33)		25		24,350
5.00%, 05/17/53 (Call 11/17/52)		45		43,905
6.50%, 12/01/33		35		39,244


Security	Par (000)		Value

Pharmaceuticals (continued)
6.55%, 09/15/37	$	5	$	5,612
Merck Sharp & Dohme Corp., 5.95%, 12/01/28		25		26,333
Mylan Inc.
5.20%, 04/15/48 (Call 10/15/47)		10		7,781
5.40%, 11/29/43 (Call 05/29/43)		10		8,327
Novartis Capital Corp.
2.00%, 02/14/27 (Call 12/14/26)		10		9,125
2.20%, 08/14/30 (Call 05/14/30)		5		4,260
2.75%, 08/14/50 (Call 02/14/50)		10		6,855
3.00%, 11/20/25 (Call 08/20/25)		50		47,813
3.10%, 05/17/27 (Call 02/17/27)		30		28,357
4.00%, 11/20/45 (Call 05/20/45)		23		19,779
4.40%, 05/06/44		25		23,116
Pfizer Inc.
0.80%, 05/28/25 (Call 04/28/25)		5		4,638
1.75%, 08/18/31 (Call 05/18/31)		50		40,219
2.55%, 05/28/40 (Call 11/28/39)		25		17,865
2.63%, 04/01/30 (Call 01/01/30)		25		21,955
2.70%, 05/28/50 (Call 11/28/49)		40		27,068
2.75%, 06/03/26		25		23,581
3.45%, 03/15/29 (Call 12/15/28)		15		14,062
3.60%, 09/15/28 (Call 06/15/28)^(a)		40		38,086
4.00%, 03/15/49 (Call 09/15/48)		25		21,442
4.10%, 09/15/38 (Call 03/15/38)		10		8,959
4.13%, 12/15/46		20		17,289
7.20%, 03/15/39		40		48,309
Pfizer Investment Enterprises Pte Ltd.
4.45%, 05/19/26 (Call 04/19/26)		25		24,592
4.45%, 05/19/28 (Call 04/19/28)		25		24,519
4.65%, 05/19/30 (Call 03/19/30)		25		24,607
4.75%, 05/19/33 (Call 02/19/33)		50		49,198
5.11%, 05/19/43 (Call 11/19/42)		15		14,600
5.30%, 05/19/53 (Call 11/19/52)		110		110,025
5.34%, 05/19/63		10		9,848
Sanofi, 3.63%, 06/19/28 (Call 03/19/28)		5		4,822
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26)		131		122,949
Takeda Pharmaceutical Co. Ltd., 5.00%, 11/26/28 (Call 08/26/28)		10		9,910
Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26)		25		23,616
Viatris Inc.
1.65%, 06/22/25 (Call 05/22/25)		5		4,630
2.30%, 06/22/27 (Call 04/22/27)		25		21,863
2.70%, 06/22/30 (Call 03/22/30)		5		4,058
3.85%, 06/22/40 (Call 12/22/39)		10		6,995
4.00%, 06/22/50 (Call 12/22/49)		15		9,927
Wyeth LLC, 5.95%, 04/01/37		50		53,507
Zoetis Inc.
3.00%, 09/12/27 (Call 06/12/27)		50		46,496
3.00%, 05/15/50 (Call 11/15/49)		20		13,602
3.95%, 09/12/47 (Call 03/12/47)		5		3,996
4.70%, 02/01/43 (Call 08/01/42)		15		13,560
5.60%, 11/16/32 (Call 08/16/32)		45		46,407


				3,544,685

Pipelines — 1.4%
Boardwalk Pipelines LP
3.60%, 09/01/32 (Call 06/01/32)		5		4,207
4.95%, 12/15/24 (Call 09/15/24)		111		109,398
5.95%, 06/01/26 (Call 03/01/26)		30		30,047


Security	Par (000)		Value

Pipelines (continued)
Cheniere Corpus Christi Holdings LLC
2.74%, 12/31/39 (Call 07/04/39)	$	25	$	19,354
3.70%, 11/15/29 (Call 05/18/29)		10		9,089
5.13%, 06/30/27 (Call 01/01/27)		20		19,793
5.88%, 03/31/25 (Call 10/02/24)		35		34,892
Cheniere Energy Partners LP
3.25%, 01/31/32 (Call 01/31/27)		20		16,499
4.00%, 03/01/31 (Call 03/01/26)		10		8,818
4.50%, 10/01/29 (Call 10/01/24)		10		9,232
Columbia Pipeline Group Inc., 5.80%, 06/01/45 (Call 12/01/44)		5		4,632
DCP Midstream Operating LP
3.25%, 02/15/32 (Call 08/15/31)		20		16,678
5.38%, 07/15/25 (Call 04/15/25)		30		29,731
Enbridge Inc.
1.60%, 10/04/26 (Call 09/04/26)^(a)		35		31,373
2.50%, 02/14/25		10		9,553
3.13%, 11/15/29 (Call 08/15/29)		10		8,834
3.40%, 08/01/51 (Call 02/01/51)		5		3,359
4.25%, 12/01/26 (Call 09/01/26)		5		4,826
5.70%, 03/08/33 (Call 12/08/32)^(a)		10		10,005
Energy Transfer LP
2.90%, 05/15/25 (Call 04/15/25)		10		9,506
3.75%, 05/15/30 (Call 02/15/30)		45		40,219
3.90%, 07/15/26 (Call 04/15/26)		5		4,776
4.40%, 03/15/27 (Call 12/15/26)		5		4,792
4.75%, 01/15/26 (Call 10/15/25)		5		4,897
4.95%, 05/15/28 (Call 02/15/28)		20		19,434
4.95%, 06/15/28 (Call 03/15/28)		5		4,842
5.00%, 05/15/50 (Call 11/15/49)		15		12,344
5.15%, 03/15/45 (Call 09/15/44)		10		8,418
5.25%, 04/15/29 (Call 01/15/29)		30		29,297
5.30%, 04/15/47 (Call 10/15/46)		25		21,195
5.35%, 05/15/45 (Call 11/15/44)		10		8,545
5.40%, 10/01/47 (Call 04/01/47)		20		17,224
5.50%, 06/01/27 (Call 03/01/27)		40		39,772
5.75%, 02/15/33 (Call 11/15/32)		5		4,966
5.95%, 12/01/25 (Call 09/01/25)		10		10,017
6.00%, 06/15/48 (Call 12/15/47)		20		18,471
6.13%, 12/15/45 (Call 06/15/45)		15		14,074
6.25%, 04/15/49 (Call 10/15/48)		30		28,676
6.63%, 10/15/36		10		10,227
Enterprise Products Operating LLC
2.80%, 01/31/30 (Call 10/31/29)		30		26,011
3.13%, 07/31/29 (Call 04/30/29)		10		8,957
3.30%, 02/15/53 (Call 08/15/52)		5		3,421
3.70%, 02/15/26 (Call 11/15/25)		15		14,470
3.95%, 01/31/60 (Call 07/31/59)		15		11,092
4.20%, 01/31/50 (Call 07/31/49)		5		4,002
4.25%, 02/15/48 (Call 08/15/47)		20		16,293
4.45%, 02/15/43 (Call 08/15/42)		15		12,746
4.80%, 02/01/49 (Call 08/01/48)		15		13,180
4.85%, 08/15/42 (Call 02/15/42)		10		8,975
4.85%, 03/15/44 (Call 09/15/43)		20		17,849
4.90%, 05/15/46 (Call 11/15/45)		20		17,737
5.10%, 02/15/45 (Call 08/15/44)		10		9,168
5.35%, 01/31/33 (Call 10/31/32)		55		55,272
5.38%, 02/15/78 (Call 02/15/28), (3-mo. SOFR + 2.832%)^(b)		15		12,466
6.45%, 09/01/40		5		5,312


Security	Par (000)		Value

Pipelines (continued)
Kinder Morgan Energy Partners LP
5.00%, 03/01/43 (Call 09/01/42)	$	20	$	16,936
6.95%, 01/15/38		15		16,051
7.75%, 03/15/32		10		11,058
Kinder Morgan Inc.
3.60%, 02/15/51 (Call 08/15/50)		15		10,092
4.30%, 06/01/25 (Call 03/01/25)		15		14,664
4.30%, 03/01/28 (Call 12/01/27)		5		4,765
4.80%, 02/01/33 (Call 11/01/32)		25		23,302
5.05%, 02/15/46 (Call 08/15/45)		20		16,839
5.20%, 03/01/48 (Call 09/01/47)		10		8,615
5.45%, 08/01/52 (Call 02/01/52)^(a)		15		13,398
5.55%, 06/01/45 (Call 12/01/44)		25		22,616
Magellan Midstream Partners LP
3.25%, 06/01/30 (Call 03/01/30)^(a)		20		17,454
4.20%, 10/03/47 (Call 04/03/47)		10		7,368
5.00%, 03/01/26 (Call 12/01/25)		10		9,881
5.15%, 10/15/43 (Call 04/15/43)		20		16,944
MPLX LP
1.75%, 03/01/26 (Call 02/01/26)		5		4,554
4.00%, 03/15/28 (Call 12/15/27)		25		23,469
4.13%, 03/01/27 (Call 12/01/26)		45		43,112
4.25%, 12/01/27 (Call 09/01/27)		25		23,798
4.50%, 04/15/38 (Call 10/15/37)		30		25,415
4.70%, 04/15/48 (Call 10/15/47)		30		24,088
4.80%, 02/15/29 (Call 11/15/28)		35		33,710
4.88%, 12/01/24 (Call 09/01/24)		25		24,681
4.88%, 06/01/25 (Call 03/01/25)		20		19,687
4.90%, 04/15/58 (Call 10/15/57)		5		3,978
4.95%, 09/01/32 (Call 06/01/32)		15		14,141
4.95%, 03/14/52 (Call 09/14/51)		25		20,593
5.00%, 03/01/33 (Call 12/01/32)		5		4,719
5.50%, 02/15/49 (Call 08/15/48)		10		8,906
ONEOK Inc.
3.10%, 03/15/30 (Call 12/15/29)		20		17,168
4.35%, 03/15/29 (Call 12/15/28)		10		9,354
4.45%, 09/01/49 (Call 03/01/49)		25		18,748
4.55%, 07/15/28 (Call 04/15/28)		5		4,768
4.90%, 03/15/25 (Call 12/15/24)		10		9,842
5.20%, 07/15/48 (Call 01/15/48)		25		21,381
6.10%, 11/15/32 (Call 08/15/32)		25		25,377
6.35%, 01/15/31 (Call 10/15/30)		50		51,326
ONEOK Partners LP, 6.13%, 02/01/41 (Call 08/01/40)		15		14,483
Plains All American Pipeline LP/PAA Finance Corp.
3.55%, 12/15/29 (Call 09/15/29)		10		8,803
3.60%, 11/01/24 (Call 08/01/24)		10		9,738
4.50%, 12/15/26 (Call 09/15/26)		5		4,836
4.65%, 10/15/25 (Call 07/15/25)		10		9,748
4.90%, 02/15/45 (Call 08/15/44)		15		11,991
6.65%, 01/15/37		10		10,149
Sabine Pass Liquefaction LLC
4.20%, 03/15/28 (Call 09/15/27)		50		47,380
4.50%, 05/15/30 (Call 11/15/29)		5		4,706
5.00%, 03/15/27 (Call 09/15/26)		45		44,238
5.63%, 03/01/25 (Call 12/01/24)		35		34,901
5.88%, 06/30/26 (Call 12/31/25)		35		35,161
Spectra Energy Partners LP
3.38%, 10/15/26 (Call 07/15/26)		10		9,416
4.50%, 03/15/45 (Call 09/15/44)		5		4,019
5.95%, 09/25/43 (Call 03/25/43)		45		43,098


Security	Par (000)		Value

Pipelines (continued)
Targa Resources Corp.
4.00%, 01/15/32 (Call 07/15/26)	$	15	$	12,998
4.95%, 04/15/52 (Call 10/15/51)		20		16,232
5.00%, 01/15/28 (Call 10/02/23)		10		9,637
5.20%, 07/01/27 (Call 06/01/27)		10		9,901
6.13%, 03/15/33 (Call 12/15/32)		5		5,084
6.25%, 07/01/52 (Call 01/01/52)		15		14,413
TC PipeLines LP
3.90%, 05/25/27 (Call 02/25/27)		15		14,163
4.38%, 03/13/25 (Call 12/13/24)		20		19,498
Tennessee Gas Pipeline Co. LLC, 7.00%, 03/15/27		25		26,047
TransCanada PipeLines Ltd.
4.10%, 04/15/30 (Call 01/15/30)		25		22,915
4.25%, 05/15/28 (Call 02/15/28)		15		14,283
4.63%, 03/01/34 (Call 12/01/33)		5		4,523
4.88%, 05/15/48 (Call 11/15/47)		15		12,746
5.00%, 10/16/43 (Call 04/16/43)		25		21,652
5.10%, 03/15/49 (Call 09/15/48)^(a)		10		8,777
6.20%, 10/15/37		50		50,699
Transcontinental Gas Pipe Line Co. LLC
3.25%, 05/15/30 (Call 02/15/30)		20		17,648
4.00%, 03/15/28 (Call 12/15/27)		25		23,601
7.85%, 02/01/26 (Call 11/01/25)		10		10,450
Western Midstream Operating LP
4.50%, 03/01/28 (Call 12/01/27)		5		4,710
5.30%, 03/01/48 (Call 09/01/47)		25		20,462
5.50%, 08/15/48 (Call 02/15/48)		5		4,149
Williams Companies Inc. (The)
2.60%, 03/15/31 (Call 12/15/30)		30		24,609
3.50%, 11/15/30 (Call 08/15/30)		5		4,427
3.75%, 06/15/27 (Call 03/15/27)		10		9,416
3.90%, 01/15/25 (Call 10/15/24)		40		39,011
4.00%, 09/15/25 (Call 06/15/25)		5		4,841
4.65%, 08/15/32 (Call 05/15/32)		20		18,788
5.10%, 09/15/45 (Call 03/15/45)		15		13,206
5.30%, 08/15/52 (Call 02/15/52)		5		4,506
5.40%, 03/02/26		50		49,925
5.40%, 03/04/44 (Call 09/04/43)		10		9,017
5.65%, 03/15/33 (Call 12/15/32)		5		5,018
5.75%, 06/24/44 (Call 12/24/43)		10		9,491
6.30%, 04/15/40		15		15,382


				2,416,653

Real Estate — 0.0%
CBRE Services Inc.
2.50%, 04/01/31 (Call 01/01/31)		10		8,021
4.88%, 03/01/26 (Call 12/01/25)		20		19,559
Essential Properties LP, 2.95%, 07/15/31 (Call 04/15/31)		5		3,745


				31,325

Real Estate Investment Trusts — 1.3%
Agree LP, 2.00%, 06/15/28 (Call 04/15/28)		20		16,784
Alexandria Real Estate Equities Inc.
1.88%, 02/01/33 (Call 11/01/32)		10		7,368
2.00%, 05/18/32 (Call 02/18/32)		10		7,575
3.00%, 05/18/51 (Call 11/18/50)		40		24,134
3.38%, 08/15/31 (Call 05/15/31)		10		8,621
4.90%, 12/15/30 (Call 09/15/30)		10		9,675
5.15%, 04/15/53 (Call 10/15/52)		5		4,459
American Assets Trust LP, 3.38%, 02/01/31 (Call 11/01/30)		5		3,866


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
American Homes 4 Rent LP
2.38%, 07/15/31 (Call 04/15/31)	$	20	$	15,826
4.25%, 02/15/28 (Call 11/15/27)		5		4,736
American Tower Corp.
1.30%, 09/15/25 (Call 08/15/25)		10		9,172
1.50%, 01/31/28 (Call 11/30/27)		40		33,579
1.60%, 04/15/26 (Call 03/15/26)		10		9,034
2.30%, 09/15/31 (Call 06/15/31)		10		7,823
2.70%, 04/15/31 (Call 01/15/31)		30		24,510
2.75%, 01/15/27 (Call 11/15/26)		10		9,138
2.90%, 01/15/30 (Call 10/15/29)		30		25,574
2.95%, 01/15/51 (Call 07/15/50)		15		9,063
3.10%, 06/15/50 (Call 12/15/49)		25		15,607
3.38%, 10/15/26 (Call 07/15/26)		10		9,372
3.55%, 07/15/27 (Call 04/15/27)		20		18,541
3.80%, 08/15/29 (Call 05/15/29)		5		4,545
4.00%, 06/01/25 (Call 03/01/25)		45		43,635
AvalonBay Communities Inc.
2.05%, 01/15/32 (Call 10/15/31)		5		4,008
3.20%, 01/15/28 (Call 10/15/27)		5		4,618
3.45%, 06/01/25 (Call 03/03/25)		10		9,680
3.50%, 11/15/25 (Call 08/15/25)		15		14,346
3.90%, 10/15/46 (Call 04/15/46)		15		11,392
Boston Properties LP
3.20%, 01/15/25 (Call 10/15/24)		5		4,796
3.25%, 01/30/31 (Call 10/30/30)		40		32,568
3.40%, 06/21/29 (Call 03/21/29)		45		38,535
3.65%, 02/01/26 (Call 11/03/25)		10		9,422
Brandywine Operating Partnership LP
3.95%, 11/15/27 (Call 08/15/27)		5		4,117
4.55%, 10/01/29 (Call 07/01/29)		5		3,926
Brixmor Operating Partnership LP
2.50%, 08/16/31 (Call 05/16/31)		5		3,930
3.85%, 02/01/25 (Call 11/01/24)		5		4,823
3.90%, 03/15/27 (Call 12/15/26)		20		18,588
4.05%, 07/01/30 (Call 04/01/30)		15		13,564
4.13%, 06/15/26 (Call 03/15/26)		5		4,738
Broadstone Net Lease LLC, 2.60%, 09/15/31 (Call 06/15/31)		5		3,600
Camden Property Trust
2.80%, 05/15/30 (Call 02/15/30)		5		4,340
3.35%, 11/01/49 (Call 05/01/49)		10		7,074
Corporate Office Properties LP
2.00%, 01/15/29 (Call 11/15/28)		5		3,942
2.75%, 04/15/31 (Call 01/15/31)		5		3,853
2.90%, 12/01/33 (Call 09/01/33)		5		3,610
Crown Castle Inc.
2.90%, 04/01/41 (Call 10/01/40)		25		16,840
3.25%, 01/15/51 (Call 07/15/50)		15		9,751
5.10%, 05/01/33		30		28,851
Crown Castle International Corp.
1.35%, 07/15/25 (Call 06/15/25)		35		32,318
2.10%, 04/01/31 (Call 01/01/31)		20		15,755
2.50%, 07/15/31 (Call 04/15/31)		5		4,031
2.90%, 03/15/27 (Call 02/15/27)		5		4,591
3.10%, 11/15/29 (Call 08/15/29)		30		26,103
3.20%, 09/01/24 (Call 07/01/24)		10		9,736
4.00%, 11/15/49 (Call 05/15/49)		15		11,067
4.30%, 02/15/29 (Call 11/15/28)		10		9,398
4.45%, 02/15/26 (Call 11/15/25)		10		9,743


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
CubeSmart LP
3.13%, 09/01/26 (Call 06/01/26)	$	20	$	18,540
4.38%, 02/15/29 (Call 11/15/28)		20		18,727
Digital Realty Trust LP
3.70%, 08/15/27 (Call 05/15/27)		20		18,649
4.45%, 07/15/28 (Call 04/15/28)		20		18,936
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		5		4,561
1.45%, 05/15/26 (Call 04/15/26)		5		4,493
1.80%, 07/15/27 (Call 05/15/27)		10		8,738
2.15%, 07/15/30 (Call 04/15/30)		10		8,067
2.63%, 11/18/24 (Call 10/18/24)		20		19,277
2.90%, 11/18/26 (Call 09/18/26)		10		9,254
2.95%, 09/15/51 (Call 03/15/51)		20		12,361
3.20%, 11/18/29 (Call 08/18/29)		35		30,686
ERP Operating LP
2.50%, 02/15/30 (Call 11/15/29)		45		38,184
3.50%, 03/01/28 (Call 12/01/27)		20		18,657
Essex Portfolio LP
2.65%, 09/01/50 (Call 03/01/50)		15		8,398
3.38%, 04/15/26 (Call 01/15/26)		15		14,239
Estee Lauder Cos. Inc. (The), 5.15%, 05/15/53		25		24,221
Extra Space Storage LP
2.35%, 03/15/32 (Call 12/15/31)		10		7,771
2.55%, 06/01/31 (Call 03/01/31)		15		12,029
3.88%, 12/15/27		20		18,644
4.00%, 06/15/29		10		9,141
Federal Realty Investment Trust, 1.25%, 02/15/26 (Call 01/15/26)		15		13,512
GLP Capital LP/GLP Financing II Inc.
3.25%, 01/15/32 (Call 10/15/31)		5		4,030
4.00%, 01/15/30 (Call 10/15/29)		5		4,369
4.00%, 01/15/31 (Call 10/15/30)		15		12,851
5.30%, 01/15/29 (Call 10/15/28)		10		9,442
5.38%, 04/15/26 (Call 01/15/26)		10		9,792
5.75%, 06/01/28 (Call 03/03/28)		5		4,857
Healthcare Realty Holdings LP, 3.50%, 08/01/26 (Call 05/01/26)		25		23,337
Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29)		14		11,938
Healthpeak Properties Inc.
3.00%, 01/15/30 (Call 10/15/29)		20		17,328
3.25%, 07/15/26 (Call 05/15/26)		55		52,018
6.75%, 02/01/41 (Call 08/01/40)		5		5,224
Highwoods Realty LP
3.05%, 02/15/30 (Call 11/15/29)		5		3,909
3.88%, 03/01/27 (Call 12/01/26)		10		9,187
Host Hotels & Resorts LP
Series H, 3.38%, 12/15/29 (Call 09/15/29)		5		4,265
Series J, 2.90%, 12/15/31 (Call 09/15/31)		5		3,941
Hudson Pacific Properties LP
3.25%, 01/15/30 (Call 10/15/29)		5		3,395
4.65%, 04/01/29 (Call 01/01/29)^(a)		10		7,625
Invitation Homes Operating Partnership LP
2.00%, 08/15/31 (Call 05/15/31)		20		15,301
2.30%, 11/15/28 (Call 09/15/28)		10		8,502
Kilroy Realty LP
2.50%, 11/15/32 (Call 08/15/32)		10		7,049
2.65%, 11/15/33 (Call 08/15/33)		10		6,944
4.25%, 08/15/29 (Call 05/15/29)		5		4,328


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
Kimco Realty Corp.
3.70%, 10/01/49 (Call 04/01/49)	$	26	$	18,177
4.45%, 09/01/47 (Call 03/01/47)		10		7,902
Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26)		10		9,123
Kite Realty Group Trust, 4.00%, 03/15/25 (Call 12/15/24)		10		9,602
LXP Industrial Trust
2.38%, 10/01/31 (Call 07/01/31)		5		3,782
2.70%, 09/15/30 (Call 06/15/30)		10		7,912
Mid-America Apartments LP
1.70%, 02/15/31 (Call 11/15/30)		15		11,823
3.95%, 03/15/29 (Call 12/15/28)		15		14,080
National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30)		5		3,791
NNN REIT Inc.
3.10%, 04/15/50 (Call 10/15/49)		5		3,071
3.60%, 12/15/26 (Call 09/15/26)		27		25,213
4.30%, 10/15/28 (Call 07/15/28)		15		14,080
Omega Healthcare Investors Inc.
3.25%, 04/15/33 (Call 01/15/33)		5		3,733
3.38%, 02/01/31 (Call 11/01/30)		10		8,062
5.25%, 01/15/26 (Call 10/15/25)		20		19,675
Piedmont Operating Partnership LP, 3.15%, 08/15/30 (Call 05/15/30)		5		3,610
Prologis LP
1.75%, 07/01/30 (Call 04/01/30)		52		41,553
2.13%, 04/15/27 (Call 02/15/27)		25		22,532
2.13%, 10/15/50 (Call 04/15/50)		25		13,560
3.25%, 10/01/26 (Call 07/01/26)		25		23,622
4.63%, 01/15/33 (Call 10/15/32)		10		9,591
5.25%, 06/15/53 (Call 12/15/52)		25		23,811
Public Storage Operating Co.
2.25%, 11/09/31 (Call 08/09/31)		10		8,095
3.09%, 09/15/27 (Call 06/15/27)		65		60,655
Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31)		5		3,995
Realty Income Corp.
3.00%, 01/15/27 (Call 10/15/26)		15		13,934
3.25%, 01/15/31 (Call 10/15/30)		35		30,224
3.65%, 01/15/28 (Call 10/15/27)		15		14,038
4.63%, 11/01/25 (Call 09/01/25)		45		44,284
4.65%, 03/15/47 (Call 09/15/46)		5		4,345
5.63%, 10/13/32 (Call 07/13/32)		10		9,994
Regency Centers LP
3.60%, 02/01/27 (Call 11/01/26)		10		9,429
4.40%, 02/01/47 (Call 08/01/46)		5		3,909
4.65%, 03/15/49 (Call 09/15/48)		5		4,054
Rexford Industrial Realty LP, 2.13%, 12/01/30 (Call 09/01/30)		10		7,806
Sabra Health Care LP
3.20%, 12/01/31 (Call 09/01/31)		10		7,629
3.90%, 10/15/29 (Call 07/15/29)		5		4,224
5.13%, 08/15/26 (Call 05/15/26)		5		4,832
Simon Property Group LP
1.38%, 01/15/27 (Call 10/15/26)		55		48,471
2.45%, 09/13/29 (Call 06/13/29)		10		8,466
2.65%, 07/15/30 (Call 04/15/30)		5		4,207
3.25%, 11/30/26 (Call 08/30/26)		5		4,690
3.25%, 09/13/49 (Call 03/13/49)		50		32,668
3.30%, 01/15/26 (Call 10/15/25)		20		19,067
3.38%, 12/01/27 (Call 09/01/27)^(a)		30		27,763
3.50%, 09/01/25 (Call 06/01/25)		55		52,992


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.25%, 10/01/44 (Call 04/01/44)	$	5	$	3,917
5.50%, 03/08/33 (Call 12/08/32)		5		4,918
SITE Centers Corp., 4.70%, 06/01/27 (Call 03/01/27)		5		4,698
Spirit Realty LP
2.70%, 02/15/32 (Call 11/15/31)		5		3,911
4.00%, 07/15/29 (Call 04/15/29)		15		13,471
STORE Capital Corp., 4.50%, 03/15/28 (Call 12/15/27)		15		13,422
Sun Communities Operating LP
2.70%, 07/15/31 (Call 04/15/31)		15		11,911
5.70%, 01/15/33 (Call 10/15/32)		5		4,880
Tanger Properties LP
2.75%, 09/01/31 (Call 06/01/31)		5		3,716
3.13%, 09/01/26 (Call 06/01/26)		10		9,101
UDR Inc.
3.20%, 01/15/30 (Call 10/15/29)		40		35,208
3.50%, 07/01/27 (Call 04/01/27)		5		4,661
Ventas Realty LP
2.65%, 01/15/25 (Call 12/15/24)		5		4,767
3.25%, 10/15/26 (Call 07/15/26)		15		13,860
4.00%, 03/01/28 (Call 12/01/27)		20		18,588
4.13%, 01/15/26 (Call 10/15/25)		25		24,057
4.38%, 02/01/45 (Call 08/01/44)		5		3,837
4.75%, 11/15/30 (Call 08/15/30)		5		4,690
VICI Properties LP
4.38%, 05/15/25		10		9,724
4.75%, 02/15/28 (Call 01/15/28)		5		4,759
4.95%, 02/15/30 (Call 12/15/29)		15		14,106
5.63%, 05/15/52 (Call 11/15/51)		10		8,810
Vornado Realty LP, 2.15%, 06/01/26 (Call 05/01/26)		10		8,620
Welltower Inc., 4.00%, 06/01/25 (Call 03/01/25)		10		9,697
Welltower OP LLC
2.05%, 01/15/29 (Call 11/15/28)		10		8,379
2.70%, 02/15/27 (Call 12/15/26)		25		22,924
2.75%, 01/15/31 (Call 10/15/30)		35		28,880
Weyerhaeuser Co.
4.00%, 11/15/29 (Call 08/15/29)		25		23,045
4.00%, 04/15/30 (Call 01/15/30)		20		18,278
WP Carey Inc.
2.25%, 04/01/33 (Call 01/01/33)		10		7,445
3.85%, 07/15/29 (Call 04/15/29)		10		9,008


				2,362,372

Retail — 1.0%
Advance Auto Parts Inc., 1.75%, 10/01/27 (Call 08/01/27)		25		21,094
AutoNation Inc., 4.75%, 06/01/30 (Call 03/01/30)		5		4,652
AutoZone Inc.
3.63%, 04/15/25 (Call 03/15/25)		25		24,247
3.75%, 04/18/29 (Call 01/18/29)		25		23,025
4.00%, 04/15/30 (Call 01/15/30)^(a)		20		18,513
4.50%, 02/01/28 (Call 01/01/28)		5		4,864
4.75%, 02/01/33 (Call 11/01/32)		5		4,737
Best Buy Co. Inc.
1.95%, 10/01/30 (Call 07/01/30)		10		8,013
4.45%, 10/01/28 (Call 07/01/28)		5		4,836
Costco Wholesale Corp.
1.38%, 06/20/27 (Call 04/20/27)		30		26,521
1.60%, 04/20/30 (Call 01/20/30)		30		24,745
1.75%, 04/20/32 (Call 01/20/32)^(a)		15		11,901
3.00%, 05/18/27 (Call 02/18/27)		10		9,446
Darden Restaurants Inc., 3.85%, 05/01/27 (Call 02/01/27)		30		28,460


Security	Par (000)		Value

Retail (continued)
Dick’s Sporting Goods Inc., 3.15%, 01/15/32 (Call 10/15/31)	$	15	$	11,951
Dollar General Corp.
3.50%, 04/03/30 (Call 01/03/30)		10		8,881
3.88%, 04/15/27 (Call 01/15/27)		20		19,088
4.13%, 05/01/28 (Call 02/01/28)		5		4,753
Dollar Tree Inc.
4.00%, 05/15/25 (Call 03/15/25)		25		24,261
4.20%, 05/15/28 (Call 02/15/28)		30		28,449
Genuine Parts Co., 1.88%, 11/01/30 (Call 08/01/30)		5		3,917
Home Depot Inc. (The)
2.50%, 04/15/27 (Call 02/15/27)		20		18,483
2.70%, 04/15/30 (Call 01/15/30)		5		4,394
2.75%, 09/15/51 (Call 03/15/51)		20		12,860
2.80%, 09/14/27 (Call 06/14/27)		25		23,215
2.88%, 04/15/27 (Call 03/15/27)		10		9,375
3.13%, 12/15/49 (Call 06/15/49)		20		14,012
3.25%, 04/15/32 (Call 01/15/32)		40		35,528
3.35%, 09/15/25 (Call 06/15/25)		15		14,490
3.35%, 04/15/50 (Call 10/15/49)		5		3,648
3.63%, 04/15/52 (Call 10/15/51)		15		11,414
3.90%, 12/06/28 (Call 09/06/28)		10		9,613
3.90%, 06/15/47 (Call 12/15/46)		20		16,240
4.25%, 04/01/46 (Call 10/01/45)		30		25,705
4.50%, 09/15/32 (Call 06/15/32)^(a)		30		29,280
4.50%, 12/06/48 (Call 06/06/48)		20		17,879
4.95%, 09/15/52 (Call 03/15/52)^(a)		60		57,290
5.88%, 12/16/36		35		37,550
Lowe’s Companies Inc.
2.50%, 04/15/26 (Call 01/15/26)		5		4,671
2.63%, 04/01/31 (Call 01/01/31)		5		4,190
3.35%, 04/01/27 (Call 03/01/27)		10		9,409
3.38%, 09/15/25 (Call 06/15/25)		35		33,597
3.65%, 04/05/29 (Call 01/05/29)		35		32,498
3.70%, 04/15/46 (Call 10/15/45)		40		29,908
3.75%, 04/01/32 (Call 01/01/32)		35		31,364
4.00%, 04/15/25 (Call 03/15/25)		60		58,650
4.05%, 05/03/47 (Call 11/03/46)		40		31,212
4.25%, 04/01/52 (Call 10/01/51)		30		23,665
4.40%, 09/08/25		10		9,827
5.00%, 04/15/33 (Call 01/15/33)^(a)		25		24,400
5.15%, 07/01/33 (Call 04/01/33)		5		4,941
5.63%, 04/15/53 (Call 10/15/52)		10		9,708
5.80%, 09/15/62 (Call 03/15/62)		10		9,658
McDonald’s Corp.
2.13%, 03/01/30 (Call 12/01/29)		25		21,084
2.63%, 09/01/29 (Call 06/01/29)		10		8,847
3.30%, 07/01/25 (Call 06/01/25)		10		9,666
3.38%, 05/26/25 (Call 02/26/25)		15		14,523
3.50%, 07/01/27 (Call 05/01/27)		35		33,221
3.60%, 07/01/30 (Call 04/01/30)		10		9,202
3.63%, 09/01/49 (Call 03/01/49)		35		26,412
3.70%, 01/30/26 (Call 10/30/25)		30		29,014
4.20%, 04/01/50 (Call 10/01/49)		10		8,302
4.60%, 09/09/32 (Call 06/09/32)^(a)		5		4,882
4.60%, 05/26/45 (Call 11/26/44)		15		13,268
5.15%, 09/09/52 (Call 03/09/52)		10		9,571
5.70%, 02/01/39		5		5,077
6.30%, 10/15/37		30		32,587


Security	Par (000)		Value

Retail (continued)
O’Reilly Automotive Inc.
3.55%, 03/15/26 (Call 12/15/25)	$	25	$	23,949
4.20%, 04/01/30 (Call 01/01/30)		15		14,065
4.35%, 06/01/28 (Call 03/01/28)		20		19,425
4.70%, 06/15/32 (Call 03/15/32)		25		23,884
Ross Stores Inc.
0.88%, 04/15/26 (Call 03/15/26)		15		13,385
1.88%, 04/15/31 (Call 01/15/31)		5		3,925
4.60%, 04/15/25 (Call 03/15/25)		15		14,731
Starbucks Corp.
2.00%, 03/12/27 (Call 01/12/27)		60		54,137
2.25%, 03/12/30 (Call 12/12/29)		30		25,294
2.45%, 06/15/26 (Call 03/15/26)		5		4,664
2.55%, 11/15/30 (Call 08/15/30)		35		29,675
3.50%, 03/01/28 (Call 12/01/27)		25		23,456
3.50%, 11/15/50 (Call 05/15/50)		10		7,237
3.80%, 08/15/25 (Call 06/15/25)		50		48,623
Target Corp.
2.35%, 02/15/30 (Call 11/15/29)		15		12,910
2.50%, 04/15/26		25		23,677
2.65%, 09/15/30 (Call 06/15/30)		15		13,039
2.95%, 01/15/52 (Call 07/15/51)		15		9,990
4.00%, 07/01/42		20		17,389
4.80%, 01/15/53 (Call 07/15/52)		10		9,184
TJX Companies Inc. (The)
1.15%, 05/15/28 (Call 03/15/28)		5		4,248
2.25%, 09/15/26 (Call 06/15/26)		25		23,053
3.88%, 04/15/30 (Call 01/15/30)		20		18,869
Tractor Supply Co., 5.25%, 05/15/33 (Call 02/15/33)		5		4,890
Walgreens Boots Alliance Inc., 4.10%, 04/15/50 (Call 10/15/49)		20		13,644
Walmart Inc.
2.65%, 09/22/51 (Call 03/22/51)		45		30,276
3.05%, 07/08/26 (Call 05/08/26)		10		9,556
3.63%, 12/15/47 (Call 06/15/47)		10		8,079
4.05%, 06/29/48 (Call 12/29/47)		46		40,371
4.15%, 09/09/32 (Call 06/09/32)^(a)		5		4,843
4.50%, 09/09/52 (Call 03/09/52)		50		46,474
5.25%, 09/01/35		15		15,676
6.50%, 08/15/37		25		28,804
7.55%, 02/15/30		25		28,940


				1,871,046

Semiconductors — 0.9%
Advanced Micro Devices Inc.
3.92%, 06/01/32 (Call 03/01/32)		30		27,952
4.39%, 06/01/52 (Call 12/01/51)		25		21,888
Analog Devices Inc.
2.10%, 10/01/31 (Call 07/01/31)		25		20,418
2.80%, 10/01/41 (Call 04/01/41)		5		3,547
2.95%, 04/01/25 (Call 03/01/25)		76		73,334
2.95%, 10/01/51 (Call 04/01/51)		15		10,058
3.50%, 12/05/26 (Call 09/05/26)		35		33,514
Applied Materials Inc.
4.35%, 04/01/47 (Call 10/01/46)		15		13,490
5.10%, 10/01/35 (Call 04/01/35)		25		25,366
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.88%, 01/15/27 (Call 10/15/26)		10		9,499
Broadcom Inc.
1.95%, 02/15/28 (Call 12/15/27)^(d)		45		39,017
2.45%, 02/15/31 (Call 11/15/30)^(d)		10		8,059


Security	Par (000)		Value

Semiconductors (continued)
2.60%, 02/15/33 (Call 11/15/32)^(d)	$	45	$	34,747
3.14%, 11/15/35 (Call 08/15/35)^(d)		35		26,681
3.19%, 11/15/36 (Call 08/15/36)^(d)		10		7,516
3.42%, 04/15/33 (Call 01/15/33)^(d)		35		28,950
3.46%, 09/15/26 (Call 07/15/26)		5		4,733
3.47%, 04/15/34 (Call 01/15/34)^(d)		25		20,421
3.50%, 02/15/41 (Call 08/15/40)^(d)		35		25,617
3.75%, 02/15/51 (Call 08/15/50)^(d)		30		21,427
4.00%, 04/15/29 (Call 02/15/29)^(d)		5		4,613
4.11%, 09/15/28 (Call 06/15/28)		30		28,219
4.15%, 11/15/30 (Call 08/15/30)		14		12,789
4.93%, 05/15/37 (Call 02/15/37)^(d)		25		22,488
Intel Corp.
2.00%, 08/12/31 (Call 05/12/31)		5		4,037
2.60%, 05/19/26 (Call 02/19/26)		45		42,400
3.05%, 08/12/51 (Call 02/12/51)		20		12,936
3.15%, 05/11/27 (Call 02/11/27)		25		23,405
3.25%, 11/15/49 (Call 05/15/49)		25		16,983
3.70%, 07/29/25 (Call 04/29/25)		20		19,428
3.73%, 12/08/47 (Call 06/08/47)		25		18,909
3.75%, 03/25/27 (Call 01/25/27)		25		24,000
3.75%, 08/05/27 (Call 07/05/27)		20		19,115
4.10%, 05/19/46 (Call 11/19/45)		20		16,343
4.15%, 08/05/32 (Call 05/05/32)^(a)		5		4,703
4.25%, 12/15/42		15		12,657
4.60%, 03/25/40 (Call 09/25/39)		25		22,729
4.75%, 03/25/50 (Call 09/25/49)		30		26,303
4.80%, 10/01/41		20		18,203
4.88%, 02/10/28 (Call 01/10/28)		5		4,968
4.90%, 07/29/45 (Call 01/29/45)		20		19,366
4.90%, 08/05/52 (Call 02/05/52)		5		4,507
5.20%, 02/10/33 (Call 11/10/32)		80		79,862
5.70%, 02/10/53 (Call 08/10/52)		10		9,898
5.90%, 02/10/63 (Call 08/10/62)		25		25,050
KLA Corp.
3.30%, 03/01/50 (Call 08/28/49)		10		7,181
4.10%, 03/15/29 (Call 12/15/28)		25		24,029
4.95%, 07/15/52 (Call 01/15/52)		20		18,854
5.25%, 07/15/62 (Call 01/15/62)		5		4,849
Lam Research Corp.
2.88%, 06/15/50 (Call 12/15/49)		20		13,362
3.13%, 06/15/60 (Call 12/15/59)		10		6,548
3.75%, 03/15/26 (Call 01/15/26)		40		38,779
3.80%, 03/15/25 (Call 12/15/24)		5		4,883
4.00%, 03/15/29 (Call 12/15/28)		25		23,964
Marvell Technology Inc., 2.95%, 04/15/31 (Call 01/15/31)		10		8,344
Micron Technology Inc.
2.70%, 04/15/32 (Call 01/15/32)		45		35,419
3.48%, 11/01/51 (Call 05/01/51)		5		3,236
4.66%, 02/15/30 (Call 11/15/29)		35		32,777
4.98%, 02/06/26 (Call 12/06/25)		25		24,631
5.38%, 04/15/28 (Call 03/15/28)		30		29,497
5.88%, 09/15/33		10		9,797
NVIDIA Corp.
2.00%, 06/15/31 (Call 03/15/31)		15		12,409
2.85%, 04/01/30 (Call 01/01/30)		20		17,936
3.20%, 09/16/26 (Call 06/16/26)		15		14,319
3.70%, 04/01/60 (Call 10/01/59)		15		11,901


Security	Par (000)		Value

Semiconductors (continued)
NXP BV/NXP Funding LLC
5.35%, 03/01/26 (Call 01/01/26)	$	5	$	4,968
5.55%, 12/01/28 (Call 09/01/28)		30		30,071
NXP BV/NXP Funding LLC/NXP USA Inc.
2.50%, 05/11/31 (Call 02/11/31)		20		16,165
2.65%, 02/15/32 (Call 11/15/31)		10		8,004
2.70%, 05/01/25 (Call 04/01/25)		5		4,761
3.13%, 02/15/42 (Call 08/15/41)		15		10,269
3.25%, 05/11/41 (Call 11/11/40)		5		3,556
3.40%, 05/01/30 (Call 02/01/30)		10		8,788
4.30%, 06/18/29 (Call 03/18/29)		5		4,684
Qorvo Inc., 4.38%, 10/15/29 (Call 10/15/24)		20		18,108
QUALCOMM Inc.
1.30%, 05/20/28 (Call 02/20/28)		5		4,256
1.65%, 05/20/32 (Call 02/20/32)		25		19,377
2.15%, 05/20/30 (Call 02/20/30)		5		4,248
3.25%, 05/20/27 (Call 02/20/27)		25		23,605
3.45%, 05/20/25 (Call 02/20/25)		40		38,854
4.30%, 05/20/47 (Call 11/20/46)		30		25,966
4.65%, 05/20/35 (Call 11/20/34)		5		4,903
4.80%, 05/20/45 (Call 11/20/44)		5		4,717
6.00%, 05/20/53 (Call 11/20/52)		20		21,533
Skyworks Solutions Inc.
1.80%, 06/01/26 (Call 05/01/26)		25		22,413
3.00%, 06/01/31 (Call 03/01/31)		5		4,075
Texas Instruments Inc.
1.13%, 09/15/26 (Call 08/15/26)		10		8,968
1.75%, 05/04/30 (Call 02/04/30)		10		8,319
3.88%, 03/15/39 (Call 09/15/38)		25		21,618
4.15%, 05/15/48 (Call 11/15/47)		27		23,419
5.00%, 03/14/53 (Call 09/14/52)		25		24,284
5.05%, 05/18/63		5		4,790


				1,667,579

Shipbuilding — 0.0%
Huntington Ingalls Industries Inc., 3.48%, 12/01/27 (Call 09/01/27)		25		23,037


Software — 1.0%
Activision Blizzard Inc.
1.35%, 09/15/30 (Call 06/15/30)		25		19,963
2.50%, 09/15/50 (Call 03/15/50)		25		15,898
3.40%, 06/15/27 (Call 03/15/27)		30		28,355
4.50%, 06/15/47 (Call 12/15/46)		10		9,183
Adobe Inc.
2.15%, 02/01/27 (Call 12/01/26)		50		45,902
3.25%, 02/01/25 (Call 11/01/24)		15		14,604
Autodesk Inc.
2.85%, 01/15/30 (Call 10/15/29)		25		21,785
3.50%, 06/15/27 (Call 03/15/27)		10		9,447
4.38%, 06/15/25 (Call 03/15/25)		51		50,014
Broadridge Financial Solutions Inc., 2.90%, 12/01/29 (Call 09/01/29)		20		17,240
Concentrix Corp., 6.60%, 08/02/28		5		4,896
Electronic Arts Inc.
1.85%, 02/15/31 (Call 11/15/30)		30		23,990
4.80%, 03/01/26 (Call 12/01/25)^(a)		15		14,834
Fidelity National Information Services Inc.
1.15%, 03/01/26 (Call 02/01/26)		50		45,004
2.25%, 03/01/31 (Call 12/01/30)		20		16,119
3.10%, 03/01/41 (Call 09/01/40)		25		17,369


Security	Par (000)		Value

Software (continued)
4.50%, 07/15/25	$	20	$	19,606
5.10%, 07/15/32 (Call 04/15/32)^(a)		5		4,899
Fiserv Inc.
2.25%, 06/01/27 (Call 04/01/27)		5		4,484
2.65%, 06/01/30 (Call 03/01/30)		5		4,208
3.20%, 07/01/26 (Call 05/01/26)		5		4,717
3.50%, 07/01/29 (Call 04/01/29)		20		18,261
4.40%, 07/01/49 (Call 01/01/49)		25		20,374
5.60%, 03/02/33 (Call 12/02/32)		5		5,022
5.63%, 08/21/33 (Call 05/21/33)		50		50,363
Intuit Inc.
0.95%, 07/15/25 (Call 06/15/25)		30		27,714
1.35%, 07/15/27 (Call 05/15/27)^(a)		20		17,542
Microsoft Corp.
2.40%, 08/08/26 (Call 05/08/26)		40		37,499
2.53%, 06/01/50 (Call 12/01/49)		25		16,524
2.68%, 06/01/60 (Call 12/01/59)		35		22,489
2.92%, 03/17/52 (Call 09/17/51)		20		14,175
3.04%, 03/17/62 (Call 09/17/61)		40		27,624
3.30%, 02/06/27 (Call 11/06/26)		70		67,256
3.45%, 08/08/36 (Call 02/08/36)		49		43,560
3.50%, 02/12/35 (Call 08/12/34)		65		59,070
3.70%, 08/08/46 (Call 02/08/46)		35		29,663
4.00%, 02/12/55 (Call 08/12/54)		5		4,370
4.10%, 02/06/37 (Call 08/06/36)		10		9,496
4.25%, 02/06/47 (Call 08/06/46)		25		23,205
Oracle Corp.
2.50%, 04/01/25 (Call 03/01/25)		55		52,379
2.65%, 07/15/26 (Call 04/15/26)		5		4,643
2.80%, 04/01/27 (Call 02/01/27)		5		4,592
2.88%, 03/25/31 (Call 12/25/30)		5		4,224
2.95%, 11/15/24 (Call 09/15/24)		45		43,588
2.95%, 05/15/25 (Call 02/15/25)		25		23,934
2.95%, 04/01/30 (Call 01/01/30)		55		47,612
3.60%, 04/01/40 (Call 10/01/39)		35		26,478
3.60%, 04/01/50 (Call 10/01/49)		45		30,980
3.65%, 03/25/41 (Call 09/25/40)		25		18,854
3.80%, 11/15/37 (Call 05/15/37)		25		20,111
3.85%, 04/01/60 (Call 10/01/59)		50		33,885
3.90%, 05/15/35 (Call 11/15/34)		25		21,317
3.95%, 03/25/51 (Call 09/25/50)		35		25,523
4.00%, 07/15/46 (Call 01/15/46)		10		7,498
4.00%, 11/15/47 (Call 05/15/47)		30		22,376
4.10%, 03/25/61 (Call 09/25/60)		10		7,103
4.13%, 05/15/45 (Call 11/15/44)		35		27,030
4.30%, 07/08/34 (Call 01/08/34)		25		22,405
4.38%, 05/15/55 (Call 11/15/54)		20		15,341
5.55%, 02/06/53 (Call 08/06/52)		20		18,587
6.13%, 07/08/39		20		20,253
6.25%, 11/09/32 (Call 08/09/32)		30		31,392
6.50%, 04/15/38		25		26,343
6.90%, 11/09/52 (Call 05/09/52)		20		21,773
Roper Technologies Inc., 2.95%, 09/15/29 (Call 06/15/29)		35		30,922
salesforce.com Inc.
1.95%, 07/15/31 (Call 04/15/31)		5		4,067
2.70%, 07/15/41 (Call 01/15/41)		70		50,051
2.90%, 07/15/51 (Call 01/15/51)		25		16,721
3.05%, 07/15/61 (Call 01/15/61)		5		3,225
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30)		30		23,595


Security	Par (000)		Value

Software (continued)
Take-Two Interactive Software Inc.
3.55%, 04/14/25	$	10	$	9,667
3.70%, 04/14/27 (Call 03/14/27)		5		4,738
4.00%, 04/14/32 (Call 01/14/32)		15		13,469
VMware Inc.
1.40%, 08/15/26 (Call 07/15/26)		5		4,433
1.80%, 08/15/28 (Call 06/15/28)		15		12,571
2.20%, 08/15/31 (Call 05/15/31)		20		15,564
3.90%, 08/21/27 (Call 05/21/27)		15		14,117
Workday Inc., 3.50%, 04/01/27 (Call 03/01/27)		30		28,334


				1,696,419

Telecommunications — 1.6%
America Movil SAB de CV
6.13%, 03/30/40		50		51,837
6.38%, 03/01/35		10		10,776
AT&T Inc.
1.65%, 02/01/28 (Call 12/01/27)		35		29,917
1.70%, 03/25/26 (Call 09/11/23)		65		59,253
2.25%, 02/01/32 (Call 11/01/31)		95		74,092
2.55%, 12/01/33 (Call 09/01/33)		50		38,143
2.75%, 06/01/31 (Call 03/01/31)		10		8,249
3.50%, 06/01/41 (Call 12/01/40)		55		40,312
3.50%, 09/15/53 (Call 03/15/53)		65		42,777
3.55%, 09/15/55 (Call 03/15/55)		55		35,891
3.65%, 06/01/51 (Call 12/01/50)		40		27,359
3.65%, 09/15/59 (Call 03/15/59)		40		25,885
3.80%, 02/15/27 (Call 11/15/26)		65		61,830
3.80%, 12/01/57 (Call 06/01/57)		39		26,258
3.85%, 06/01/60 (Call 12/01/59)		30		20,395
4.25%, 03/01/27 (Call 12/01/26)		50		48,164
4.30%, 02/15/30 (Call 11/15/29)		80		74,560
4.35%, 03/01/29 (Call 12/01/28)		10		9,459
4.35%, 06/15/45 (Call 12/15/44)		20		15,760
4.50%, 05/15/35 (Call 11/15/34)		20		17,754
4.50%, 03/09/48 (Call 09/09/47)		20		15,959
4.55%, 03/09/49 (Call 09/09/48)		25		20,073
4.75%, 05/15/46 (Call 11/15/45)		15		12,474
5.25%, 03/01/37 (Call 09/01/36)		40		37,868
5.40%, 02/15/34		15		14,565
5.54%, 02/20/26 (Call 02/20/24)		10		9,981
6.00%, 08/15/40 (Call 05/15/40)		5		5,002
6.30%, 01/15/38		15		15,344
Bell Telephone Co. of Canada or Bell Canada (The)
3.65%, 08/15/52 (Call 02/15/52)		10		7,135
4.46%, 04/01/48 (Call 10/01/47)		20		16,402
Series US-5, 2.15%, 02/15/32 (Call 11/15/31)^(a)		25		19,667
British Telecommunications PLC, 9.13%, 12/15/30		25		30,443
Cisco Systems Inc.
3.50%, 06/15/25		5		4,864
5.50%, 01/15/40		20		20,747
5.90%, 02/15/39		10		10,834
Corning Inc.
5.35%, 11/15/48 (Call 05/15/48)		25		23,530
5.45%, 11/15/79 (Call 05/19/79)		20		17,925
Deutsche Telekom International Finance BV
8.75%, 06/15/30		30		35,282
9.25%, 06/01/32		15		18,863
Juniper Networks Inc.
1.20%, 12/10/25 (Call 11/10/25)		20		18,089
3.75%, 08/15/29 (Call 05/15/29)		10		9,089


Security	Par (000)		Value

Telecommunications (continued)
5.95%, 03/15/41	$	5	$	4,750
Motorola Solutions Inc.
2.30%, 11/15/30 (Call 08/15/30)		30		23,867
2.75%, 05/24/31 (Call 02/24/31)		10		8,102
4.00%, 09/01/24		11		10,760
4.60%, 02/23/28 (Call 11/23/27)^(a)		5		4,847
Orange SA
5.50%, 02/06/44 (Call 08/06/43)		15		14,628
9.00%, 03/01/31		20		24,248
Rogers Communications Inc.
2.95%, 03/15/25^(a)		25		23,828
3.20%, 03/15/27^(a)		30		27,712
3.63%, 12/15/25 (Call 09/15/25)		10		9,516
3.80%, 03/15/32		30		25,643
4.50%, 03/15/42^(a)		20		16,079
5.00%, 03/15/44 (Call 09/15/43)		40		33,960
7.50%, 08/15/38		15		16,148
Sprint Capital Corp.
6.88%, 11/15/28		30		31,697
8.75%, 03/15/32		25		29,788
Telefonica Emisiones SA
4.10%, 03/08/27		150		142,779
4.90%, 03/06/48		15		11,973
7.05%, 06/20/36		30		32,015
Telefonica Europe BV, 8.25%, 09/15/30		10		11,402
TELUS Corp.
2.80%, 02/16/27 (Call 11/16/26)		15		13,898
3.40%, 05/13/32 (Call 02/13/32)		25		21,023
4.30%, 06/15/49 (Call 12/15/48)		10		7,776
4.60%, 11/16/48 (Call 05/16/48)		15		12,387
T-Mobile USA Inc.
2.25%, 02/15/26 (Call 09/11/23)		80		74,032
2.25%, 11/15/31 (Call 08/15/31)		30		23,795
2.55%, 02/15/31 (Call 11/15/30)		60		49,423
2.63%, 04/15/26 (Call 09/11/23)		35		32,523
3.00%, 02/15/41 (Call 08/15/40)		30		21,148
3.30%, 02/15/51 (Call 08/15/50)		25		16,748
3.40%, 10/15/52 (Call 04/15/52)		30		20,306
3.50%, 04/15/25 (Call 03/15/25)		5		4,834
3.50%, 04/15/31 (Call 04/15/26)		5		4,366
3.60%, 11/15/60 (Call 05/15/60)		55		36,796
3.75%, 04/15/27 (Call 02/15/27)		44		41,668
3.88%, 04/15/30 (Call 01/15/30)		15		13,661
4.50%, 04/15/50 (Call 10/15/49)		30		24,775
4.75%, 02/01/28 (Call 09/11/23)		10		9,720
5.05%, 07/15/33 (Call 04/15/33)		75		72,375
5.65%, 01/15/53 (Call 07/15/52)		10		9,744
5.75%, 01/15/54		5		4,939
Verizon Communications Inc.
1.45%, 03/20/26 (Call 02/20/26)		5		4,535
1.75%, 01/20/31 (Call 10/20/30)		65		50,554
2.10%, 03/22/28 (Call 01/22/28)		5		4,370
2.36%, 03/15/32 (Call 12/15/31)		25		19,771
2.55%, 03/21/31 (Call 12/21/30)		34		27,980
2.63%, 08/15/26		5		4,657
2.65%, 11/20/40 (Call 05/20/40)		35		23,299
2.85%, 09/03/41 (Call 03/03/41)		25		17,042
2.88%, 11/20/50 (Call 05/20/50)		35		21,457
2.99%, 10/30/56 (Call 04/30/56)		75		44,794
3.00%, 11/20/60 (Call 05/20/60)^(a)		30		17,613


Security	Par (000)		Value

Telecommunications (continued)
3.15%, 03/22/30 (Call 12/22/29)	$	25	$	21,909
3.40%, 03/22/41 (Call 09/22/40)		35		25,991
3.55%, 03/22/51 (Call 09/22/50)		55		38,454
3.70%, 03/22/61 (Call 09/22/60)		60		40,804
3.88%, 03/01/52 (Call 09/01/51)		25		18,697
4.02%, 12/03/29 (Call 09/03/29)		40		37,148
4.13%, 08/15/46		5		3,975
4.33%, 09/21/28		20		19,149
4.40%, 11/01/34 (Call 05/01/34)		20		18,097
4.50%, 08/10/33		20		18,479
4.52%, 09/15/48		5		4,199
4.86%, 08/21/46		30		26,359
5.05%, 05/09/33		25		24,246
5.25%, 03/16/37		20		19,474
Vodafone Group PLC
4.13%, 05/30/25		45		43,973
4.25%, 09/17/50		40		30,755
4.38%, 05/30/28		20		19,625
4.38%, 02/19/43		45		36,661
4.88%, 06/19/49		25		21,189
5.13%, 06/19/59		10		8,532
5.25%, 05/30/48		5		4,511


				2,820,785

Toys, Games & Hobbies — 0.0%
Hasbro Inc.
3.55%, 11/19/26 (Call 09/19/26)		18		16,916
3.90%, 11/19/29 (Call 08/19/29)		15		13,623
5.10%, 05/15/44 (Call 11/15/43)		5		4,349
Mattel Inc., 5.45%, 11/01/41 (Call 05/01/41)		5		4,299


				39,187

Transportation — 0.8%
Burlington Northern Santa Fe LLC
2.88%, 06/15/52 (Call 12/15/51)^(a)		25		16,479
3.25%, 06/15/27 (Call 03/15/27)		25		23,710
3.30%, 09/15/51 (Call 03/15/51)		11		7,896
3.55%, 02/15/50 (Call 08/15/49)		25		19,080
3.90%, 08/01/46 (Call 02/01/46)		10		8,004
4.05%, 06/15/48 (Call 12/15/47)		15		12,316
4.13%, 06/15/47 (Call 12/15/46)		10		8,308
4.40%, 03/15/42 (Call 09/15/41)		10		8,821
4.45%, 01/15/53 (Call 07/15/52)		50		44,432
5.20%, 04/15/54		5		4,920
5.75%, 05/01/40 (Call 11/01/39)		10		10,437
6.20%, 08/15/36		5		5,474
Canadian National Railway Co.
2.75%, 03/01/26 (Call 12/01/25)^(a)		15		14,178
3.20%, 08/02/46 (Call 02/02/46)		35		25,224
4.45%, 01/20/49 (Call 07/20/48)		15		13,160
6.20%, 06/01/36		5		5,439
6.38%, 11/15/37		5		5,463
Canadian Pacific Railway Co.
1.35%, 12/02/24 (Call 10/03/23)		5		4,738
1.75%, 12/02/26 (Call 11/02/26)		20		17,960
2.45%, 12/02/31 (Call 09/02/31)		25		22,174
2.88%, 11/15/29		5		4,398
2.90%, 02/01/25 (Call 11/01/24)		10		9,628
3.10%, 12/02/51 (Call 06/02/51)		35		23,732
3.50%, 05/01/50		4		2,937
4.00%, 06/01/28 (Call 03/01/28)		25		23,930


Security	Par (000)		Value

Transportation (continued)
4.20%, 11/15/69	$	10	$	7,724
6.13%, 09/15/2115 (Call 03/15/2115)		15		15,548
CSX Corp.
2.40%, 02/15/30 (Call 11/15/29)		20		17,088
2.50%, 05/15/51 (Call 11/15/50)^(a)		15		9,075
2.60%, 11/01/26 (Call 08/01/26)		10		9,264
3.25%, 06/01/27 (Call 03/01/27)		35		32,924
3.35%, 09/15/49 (Call 03/15/49)		15		10,639
3.80%, 11/01/46 (Call 05/01/46)		20		15,622
4.10%, 11/15/32 (Call 08/15/32)^(a)		5		4,694
4.30%, 03/01/48 (Call 09/01/47)		15		12,639
4.50%, 11/15/52 (Call 05/15/52)		15		13,039
4.50%, 08/01/54 (Call 02/01/54)		5		4,289
4.65%, 03/01/68 (Call 09/01/67)		10		8,599
5.50%, 04/15/41 (Call 10/15/40)		5		4,978
6.15%, 05/01/37		10		10,664
FedEx Corp.
3.40%, 02/15/28 (Call 11/15/27)		33		30,756
4.20%, 10/17/28 (Call 07/17/28)		20		19,276
4.55%, 04/01/46 (Call 10/01/45)		35		29,248
4.75%, 11/15/45 (Call 05/15/45)		35		30,102
4.90%, 01/15/34		30		28,995
FedEx Corp. Pass Through Trust, Series 2020-1, Class AA, 1.88%, 08/20/35		29		23,689
GXO Logistics Inc.
1.65%, 07/15/26 (Call 06/15/26)		20		17,705
2.65%, 07/15/31 (Call 04/15/31)		5		3,913
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26)		20		19,360
Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27)		5		4,695
Norfolk Southern Corp.
2.55%, 11/01/29 (Call 08/01/29)		5		4,312
2.90%, 06/15/26 (Call 03/15/26)		60		56,545
3.05%, 05/15/50 (Call 11/15/49)		20		13,302
3.16%, 05/15/55 (Call 11/15/54)		72		47,328
3.80%, 08/01/28 (Call 05/01/28)		15		14,190
4.45%, 03/01/33 (Call 12/01/32)		5		4,739
Ryder System Inc.
1.75%, 09/01/26 (Call 08/01/26)		10		9,005
2.85%, 03/01/27 (Call 02/01/27)		5		4,597
3.35%, 09/01/25 (Call 08/01/25)		10		9,565
4.63%, 06/01/25 (Call 05/01/25)		15		14,705
5.25%, 06/01/28 (Call 05/01/28)		5		4,935
Union Pacific Corp.
2.15%, 02/05/27 (Call 12/05/26)		50		45,658
2.80%, 02/14/32 (Call 12/15/31)		20		17,077
2.97%, 09/16/62 (Call 03/16/62)		25		15,381
3.20%, 05/20/41 (Call 11/20/40)		15		11,430
3.50%, 02/14/53 (Call 08/14/52)		10		7,432
3.55%, 08/15/39 (Call 02/15/39)		5		4,052
3.70%, 03/01/29 (Call 12/01/28)		10		9,473
3.80%, 10/01/51 (Call 04/01/51)		35		27,614
3.80%, 04/06/71 (Call 10/06/70)		15		10,962
3.84%, 03/20/60 (Call 09/20/59)		30		22,979
3.85%, 02/14/72 (Call 08/14/71)		5		3,699
3.95%, 09/10/28 (Call 06/10/28)		45		43,318
4.10%, 09/15/67 (Call 03/15/67)		5		3,962
4.30%, 03/01/49 (Call 09/01/48)		10		8,569
4.50%, 01/20/33 (Call 10/20/32)		50		48,436
4.50%, 09/10/48 (Call 03/10/48)		25		21,928


Security	Par (000)		Value

Transportation (continued)
4.75%, 02/21/26 (Call 01/21/26)	$	15	$	14,917
United Parcel Service Inc.
2.40%, 11/15/26 (Call 08/15/26)		20		18,612
2.50%, 09/01/29 (Call 06/01/29)		20		17,724
3.40%, 03/15/29 (Call 12/15/28)		10		9,358
4.45%, 04/01/30 (Call 01/01/30)		20		19,694
5.05%, 03/03/53 (Call 09/03/52)		25		24,413
5.20%, 04/01/40 (Call 10/01/39)		15		14,938
5.30%, 04/01/50 (Call 10/01/49)		25		25,284
6.20%, 01/15/38		15		16,756
Walmart Inc., 3.95%, 09/09/27 (Call 08/09/27)		30		29,293


				1,403,545

Trucking & Leasing — 0.0%
GATX Corp.
1.90%, 06/01/31 (Call 03/01/31)		5		3,802
3.10%, 06/01/51 (Call 12/01/50)		5		3,101
3.25%, 09/15/26 (Call 06/15/26)		5		4,643
3.50%, 06/01/32 (Call 03/01/32)		10		8,405
4.55%, 11/07/28 (Call 08/07/28)		15		14,244


				34,195

Venture Capital — 0.0%
Hercules Capital Inc., 2.63%, 09/16/26 (Call 08/16/26)		10		8,734


Water — 0.1%
American Water Capital Corp.
2.30%, 06/01/31 (Call 03/01/31)		25		20,513
2.95%, 09/01/27 (Call 06/01/27)		25		23,054
3.45%, 06/01/29 (Call 03/01/29)		10		9,169
3.75%, 09/01/47 (Call 03/01/47)		30		23,282
6.59%, 10/15/37		15		16,680
Essential Utilities Inc.
3.35%, 04/15/50 (Call 10/15/49)		25		16,642
3.57%, 05/01/29 (Call 02/01/29)		10		9,159
United Utilities PLC, 6.88%, 08/15/28		20		20,822


				139,321


Total Corporate Bonds & Notes — 36.3%
(Cost: $72,263,704)				65,239,217


Foreign Government Obligations^(f)

Canada — 0.4%
Canada Government International Bond, 1.63%, 01/22/25		10		9,534
Hydro-Quebec, Series HK, 9.38%, 04/15/30		10		12,478
Province of Alberta Canada
1.00%, 05/20/25		50		46,562
1.30%, 07/22/30		65		52,484
Province of British Columbia Canada
0.90%, 07/20/26		60		53,906
1.30%, 01/29/31		25		20,082
7.25%, 09/01/36		15		18,718
Province of Manitoba Canada, 2.13%, 06/22/26		75		69,757
Province of Ontario Canada
0.63%, 01/21/26		25		22,626
1.05%, 04/14/26		55		49,961
2.30%, 06/15/26		50		46,784
2.50%, 04/27/26		75		70,720


Security	Par (000)		Value

Canada (continued)
Province of Quebec Canada
0.60%, 07/23/25	$	85	$	78,307
Series QX, 1.50%, 02/11/25		155		146,914


				698,833

Chile — 0.1%
Chile Government International Bond
3.10%, 01/22/61 (Call 07/22/60)		20		12,664
3.50%, 01/25/50 (Call 07/25/49)		200		145,190


				157,854

Indonesia — 0.2%
Indonesia Government International Bond
3.05%, 03/12/51		5		3,546
3.35%, 03/12/71		10		6,467
3.85%, 10/15/30		200		185,040
4.45%, 04/15/70		15		12,236
4.85%, 01/11/33 (Call 10/11/32)		200		196,128


				403,417

Israel — 0.1%
State of Israel, 2.50%, 01/15/30		200		172,506


Italy — 0.1%
Republic of Italy Government International Bond, 2.88%, 10/17/29		150		130,947


Japan — 0.0%
Japan Bank for International Cooperation, 2.75%, 11/16/27		50		46,222


Mexico — 0.3%
Mexico Government International Bond
4.15%, 03/28/27		200		195,952
4.50%, 01/31/50 (Call 07/31/49)		200		159,158
4.60%, 01/23/46		150		121,314
4.75%, 03/08/44		45		37,748
5.55%, 01/21/45		25		23,321
6.05%, 01/11/40		26		25,941


				563,434

Panama — 0.1%
Panama Government International Bond
4.50%, 04/01/56 (Call 10/01/55)		150		108,787
6.70%, 01/26/36		45		47,233


				156,020

Peru — 0.1%
Peruvian Government International Bond
2.39%, 01/23/26 (Call 12/23/25)		60		56,203
2.78%, 12/01/60 (Call 06/01/60)		20		11,745
2.84%, 06/20/30		5		4,327
3.00%, 01/15/34 (Call 10/15/33)		20		16,248
6.55%, 03/14/37		40		43,585
8.75%, 11/21/33		31		38,560


				170,668

Philippines — 0.2%
Philippine Government International Bond
1.95%, 01/06/32		20		15,916
2.65%, 12/10/45		5		3,243
2.95%, 05/05/45		225		155,718
3.20%, 07/06/46		10		7,111
3.75%, 01/14/29		200		188,454
9.50%, 02/02/30		25		30,936


				401,378


Security	Par (000)		Value

Poland — 0.1%
Republic of Poland Government International Bond
3.25%, 04/06/26	$	25	$	23,930
4.88%, 10/04/33 (Call 07/04/33)		22		21,349
5.50%, 04/04/53 (Call 10/04/52)		25		24,312
5.75%, 11/16/32 (Call 08/16/32)		50		52,004


				121,595

South Korea — 0.0%
Export-Import Bank of Korea, 2.63%, 05/26/26		50		46,568


Supranational — 1.3%
African Development Bank
0.88%, 03/23/26		165		149,766
4.38%, 11/03/27		50		49,863
Asian Development Bank
0.38%, 09/03/25		150		137,215
0.50%, 02/04/26		165		149,127
0.63%, 10/08/24		30		28,519
0.63%, 04/29/25		140		130,215
1.88%, 01/24/30		35		30,187
2.00%, 01/22/25		5		4,787
2.00%, 04/24/26		5		4,669
2.88%, 05/06/25		15		14,473
5.82%, 06/16/28		5		5,277
Asian Infrastructure Investment Bank (The)
0.50%, 01/27/26		45		40,541
3.38%, 06/29/25		20		19,373
Council of Europe Development Bank
0.88%, 09/22/26		50		44,690
1.38%, 02/27/25		10		9,461
3.00%, 06/16/25		20		19,283
European Bank for Reconstruction & Development
0.50%, 01/28/26		15		13,564
1.50%, 02/13/25		5		4,745
1.63%, 09/27/24		30		28,816
European Investment Bank
0.38%, 12/15/25		25		22,642
0.75%, 10/26/26		10		8,894
0.75%, 09/23/30		35		27,614
0.88%, 05/17/30		10		8,037
1.25%, 02/14/31		30		24,346
1.63%, 03/14/25		35		33,217
1.63%, 10/09/29		45		38,722
1.63%, 05/13/31		10		8,307
2.13%, 04/13/26^(a)		15		14,068
2.50%, 10/15/24		5		4,847
3.25%, 11/15/27		5		4,781
4.88%, 02/15/36		10		10,512
Inter-American Development Bank
0.63%, 07/15/25		45		41,552
0.63%, 09/16/27		50		43,047
0.88%, 04/03/25		60		56,170
0.88%, 04/20/26		70		63,443
1.13%, 07/20/28		10		8,576
1.13%, 01/13/31		20		16,019
1.75%, 03/14/25		5		4,753
2.00%, 06/02/26		10		9,311
2.13%, 01/15/25		5		4,797
2.25%, 06/18/29^(a)		25		22,331
2.38%, 07/07/27^(a)		35		32,488
3.13%, 09/18/28		40		37,732


Security	Par (000)		Value

Supranational (continued)
4.38%, 01/24/44	$	30	$	28,740
Inter-American Investment Corp., 4.13%, 02/15/28		10		9,799
International Bank for Reconstruction & Development
0.38%, 07/28/25		10		9,179
0.50%, 10/28/25		45		41,056
0.63%, 04/22/25		210		195,390
0.75%, 03/11/25		20		18,731
0.75%, 08/26/30		60		47,169
0.88%, 07/15/26		10		9,004
0.88%, 05/14/30		50		39,974
1.13%, 09/13/28		100		85,456
1.25%, 02/10/31		40		32,306
1.38%, 04/20/28		55		48,100
1.63%, 01/15/25		55		52,423
1.63%, 11/03/31		50		41,181
1.75%, 10/23/29		10		8,631
1.88%, 10/27/26^(a)		39		35,931
2.50%, 07/29/25		60		57,376
2.50%, 11/22/27		15		13,903
2.50%, 03/29/32		5		4,388
3.13%, 06/15/27		20		19,051
3.63%, 09/21/29		5		4,819
International Finance Corp.
0.38%, 07/16/25^(a)		5		4,598
0.75%, 10/08/26		50		44,512
0.75%, 08/27/30		10		7,862
1.38%, 10/16/24		5		4,785
2.13%, 04/07/26		35		32,829


				2,327,970

Uruguay — 0.1%
Uruguay Government International Bond
4.98%, 04/20/55		30		28,372
5.10%, 06/18/50		30		28,975
5.75%, 10/28/34 (Call 07/28/34)^(a)		60		64,507


				121,854


Total Foreign Government Obligations — 3.1% (Cost: $6,146,041)				5,519,266


Municipal Debt Obligations

California — 0.3%
Bay Area Toll Authority RB BAB, Series S1, 6.92%, 04/01/40		75		85,675
California State University RB, Class B, 2.72%, 11/01/52		75		49,347
City of San Francisco CA Public Utilities Commission Water Revenue RB BAB, 6.95%, 11/01/50		25		29,624
Los Angeles Community College District/CA GO BAB, 6.75%, 08/01/49		25		30,069
Los Angeles Department of Water & Power, RB, Series A, 5.72%, 07/01/39		20		21,148
State of California GO
2.50%, 10/01/29		50		43,785
3.38%, 04/01/25		25		24,292
State of California GO BAB
7.55%, 04/01/39		50		61,494
7.60%, 11/01/40		100		124,236
University of California RB
Series AD, 4.86%, 05/15/2112		25		21,888
Series BD, 3.35%, 07/01/29		35		32,339


Security	Par (000)		Value

California (continued)
Series BG, 3.07%, 05/15/51 (Call 05/15/31)	$	10	$	6,749

				530,646

Georgia — 0.0%
Municipal Electric Authority of Georgia RB BAB, Project M, Series 2010-A, 6.66%, 04/01/57		20		21,979


Illinois — 0.1%
Chicago O’Hare International Airport RB, Series C, 4.47%, 01/01/49^(a)		50		45,621
Chicago Transit Authority Sales & Transfer Tax Receipts Revenue RB, Series A, 6.90%, 12/01/40		25		27,943
State of Illinois GO, 5.10%, 06/01/33		50		48,489
State of Illinois GO BAB, Series 5, 7.35%, 07/01/35		43		45,715


				167,768

Massachusetts — 0.0%
Commonwealth of Massachusetts GOL BAB, Series E, 5.46%, 12/01/39		25		25,688


Michigan — 0.0%
Michigan Finance Authority RB, 3.38%, 12/01/40		25		19,706


New Jersey — 0.0%
New Jersey Transportation Trust Fund Authority RB BAB, Series C, 5.75%, 12/15/28		50		50,517


New York — 0.2%
Metropolitan Transportation Authority RB BAB, Series 2010-A, 6.67%, 11/15/39		45		48,235
New York City Municipal Water Finance Authority RB, 5.44%, 06/15/43		50		50,778
New York State Dormitory Authority RB BAB, Series F, 5.63%, 03/15/39		15		15,429
New York State Urban Development Corp. RB BAB, 5.77%, 03/15/39		85		86,535
Port Authority of New York & New Jersey RB
3.29%, 08/01/69		50		33,388
Series 182, 5.31%, 08/01/46 (Call 08/01/24)		50		50,272


				284,637

Ohio — 0.1%
American Municipal Power Inc. RB BAB, Series B, 8.08%, 02/15/50		50		66,155
JobsOhio Beverage System RB, Series B, 4.53%, 01/01/35		25		24,068


				90,223

Oregon — 0.0%
State of Oregon GO, 5.89%, 06/01/27		50		50,334


Tennessee — 0.1%
Metropolitan Government Nashville & Davidson County Health & Educational Facility Building RB, Series 2016B, 4.05%, 07/01/26 (Call 04/01/26)		75		72,123


Texas — 0.1%
Dallas Area Rapid Transit RB BAB, 5.02%, 12/01/48^(a)		25		24,296
Grand Parkway Transportation Corp. RB, 3.24%, 10/01/52 (Call 04/01/30)		50		35,226
North Texas Tollway Authority RB BAB, Series B, 6.72%, 01/01/49		25		30,033
State of Texas GO BAB, 5.52%, 04/01/39		65		67,869


Security	Par (000)		Value

Texas (continued)
Texas Natural Gas Securitization Finance Corp.
5.10%, 04/01/35	$	15	$	14,993
5.17%, 04/01/41		15		15,009


				187,426

Virginia — 0.0%
University of Virginia RB, Series C, 4.18%, 09/01/2117 (Call 03/01/2117)		25		19,262


Washington — 0.0%
State of Washington GO BAB, Series F, 5.14%, 08/01/40		45		44,551


Wisconsin — 0.0%
State of Wisconsin RB, 3.95%, 05/01/36 (Call 05/01/27)		25		22,385


Total Municipal Debt Obligations — 0.9% (Cost: $1,885,899)				1,587,245


U.S. Government & Agency Obligations

U.S. Government Agency Obligations — 3.2%
Federal Farm Credit Banks Funding Corp., 1.85%, 07/26/24		10		9,659
Federal Home Loan Banks
0.38%, 09/04/25		10		9,146
0.50%, 04/14/25		10		9,297
1.50%, 08/15/24		30		28,916
3.13%, 09/12/25		10		9,616
3.25%, 06/09/28		90		85,564
3.25%, 11/16/28		990		941,460
5.50%, 07/15/36		35		38,556
Federal Home Loan Mortgage Corp., 6.25%, 07/15/32		225		256,666
Federal National Mortgage Association
0.63%, 04/22/25		500		466,015
0.88%, 08/05/30		500		396,765
1.63%, 01/07/25		985		938,951
1.75%, 07/02/24		250		242,438
1.88%, 09/24/26		475		438,900
2.63%, 09/06/24		330		321,403
5.63%, 07/15/37		286		319,945
6.25%, 05/15/29		50		54,762
6.63%, 11/15/30		100		113,849
7.25%, 05/15/30		35		40,849
Tennessee Valley Authority
3.50%, 12/15/42		72		58,170
5.25%, 09/15/39		220		226,391
5.50%, 06/15/38		10		10,648
5.88%, 04/01/36		50		55,501
6.15%, 01/15/38		285		321,477
7.13%, 05/01/30		190		217,214
Series A, 2.88%, 02/01/27		100		94,426


				5,706,584

U.S. Government Obligations — 55.3%
U.S. Treasury Note/Bond
0.25%, 05/31/25		300		276,410
0.25%, 06/30/25^(a)		300		275,684
0.25%, 07/31/25		250		228,945
0.25%, 08/31/25		30		27,293
0.25%, 09/30/25		400		364,406
0.25%, 10/31/25		300		272,320
0.38%, 08/15/24		50		47,672
0.38%, 09/15/24		500		475,020


Security	Par (000)		Value

U.S. Government Obligations (continued)
0.38%, 04/30/25	$	400	$	370,625
0.38%, 11/30/25		400		363,031
0.38%, 12/31/25		350		317,078
0.38%, 01/31/26		400		360,969
0.38%, 07/31/27		350		299,988
0.38%, 09/30/27		500		426,133
0.50%, 03/31/25		400		372,516
0.50%, 02/28/26		550		496,590
0.50%, 06/30/27		450		388,828
0.50%, 08/31/27		600		515,531
0.50%, 10/31/27		500		427,227
0.63%, 07/31/26		300		268,289
0.63%, 03/31/27		100		87,523
0.63%, 11/30/27		300		257,109
0.63%, 12/31/27		610		521,455
0.63%, 05/15/30		350		277,594
0.63%, 08/15/30		775		610,676
0.75%, 11/15/24		560		530,687
0.75%, 03/31/26		400		363,031
0.75%, 04/30/26		700		633,062
0.75%, 05/31/26		400		360,750
0.75%, 08/31/26		300		268,617
0.75%, 01/31/28		850		728,941
0.88%, 06/30/26		500		451,953
0.88%, 09/30/26		500		448,633
1.00%, 12/15/24		480		454,912
1.00%, 07/31/28		700		599,102
1.13%, 01/15/25		200		189,344
1.13%, 10/31/26		400		360,594
1.13%, 02/28/27		300		268,219
1.13%, 02/29/28		400		348,188
1.13%, 08/31/28		300		257,836
1.13%, 02/15/31		1,000		812,344
1.13%, 05/15/40		300		185,625
1.13%, 08/15/40		510		312,933
1.25%, 08/31/24		50		47,998
1.25%, 11/30/26		700		632,187
1.25%, 12/31/26		700		631,312
1.25%, 03/31/28		400		349,531
1.25%, 04/30/28		200		174,406
1.25%, 05/31/28		550		478,758
1.25%, 06/30/28		680		590,750
1.25%, 09/30/28		800		690,375
1.25%, 08/15/31		1,100		888,250
1.25%, 05/15/50		390		203,836
1.38%, 01/31/25		400		379,516
1.38%, 10/31/28		600		520,078
1.38%, 11/15/31		1,620		1,312,959
1.38%, 11/15/40		780		497,737
1.38%, 08/15/50		1,150		621,359
1.50%, 09/30/24		400		384,031
1.50%, 10/31/24		300		287,285
1.50%, 11/30/24		500		477,402
1.50%, 02/15/25		250		237,314
1.50%, 08/15/26		630		577,484
1.50%, 01/31/27		400		362,844
1.50%, 11/30/28		500		435,508
1.63%, 02/15/26		400		371,813
1.63%, 05/15/26		400		369,938
1.63%, 09/30/26		300		275,484


Security	Par (000)		Value

U.S. Government Obligations (continued)
1.63%, 10/31/26	$	300	$	274,734
1.63%, 11/30/26		300		274,313
1.63%, 05/15/31		920		770,500
1.63%, 11/15/50		760		439,375
1.75%, 12/31/24		400		382,313
1.75%, 03/15/25		200		190,195
1.75%, 01/31/29		600		527,531
1.75%, 08/15/41		780		523,941
1.88%, 08/31/24		50		48,299
1.88%, 07/31/26		200		185,563
1.88%, 02/28/27		500		458,711
1.88%, 02/28/29		300		265,289
1.88%, 02/15/32		1,300		1,092,609
1.88%, 02/15/41		850		589,555
1.88%, 02/15/51		500		308,359
1.88%, 11/15/51		630		387,056
2.00%, 02/15/25		575		549,889
2.00%, 08/15/25		400		378,625
2.00%, 11/15/26		650		601,859
2.00%, 11/15/41		500		349,844
2.00%, 02/15/50		580		371,291
2.00%, 08/15/51		700		444,281
2.13%, 09/30/24		200		193,281
2.13%, 11/30/24		290		279,091
2.13%, 05/15/25		250		238,320
2.13%, 05/31/26		500		468,477
2.25%, 11/15/24		400		385,859
2.25%, 12/31/24		400		384,859
2.25%, 11/15/25		350		331,543
2.25%, 03/31/26		500		471,406
2.25%, 02/15/27		300		278,930
2.25%, 08/15/27		250		230,801
2.25%, 11/15/27		400		367,813
2.25%, 05/15/41		750		552,422
2.25%, 08/15/46		265		182,477
2.25%, 02/15/52		680		458,787
2.38%, 08/15/24		50		48,590
2.38%, 04/30/26		500		472,227
2.38%, 05/15/27		500		465,352
2.38%, 03/31/29		900		816,047
2.38%, 05/15/29		500		452,891
2.38%, 02/15/42		550		409,062
2.38%, 05/15/51		470		326,650
2.50%, 01/31/25		400		385,516
2.50%, 03/31/27		400		374,781
2.50%, 02/15/45		395		289,831
2.50%, 02/15/46		300		218,016
2.50%, 05/15/46		260		188,744
2.63%, 04/15/25		500		481,250
2.63%, 05/31/27		400		375,469
2.63%, 07/31/29		400		366,313
2.75%, 02/28/25		400		386,438
2.75%, 05/15/25		400		385,375
2.75%, 08/31/25		200		191,961
2.75%, 04/30/27		400		377,563
2.75%, 07/31/27		600		564,844
2.75%, 02/15/28		300		281,016
2.75%, 05/31/29		402		370,884
2.75%, 08/15/32		700		628,359
2.75%, 08/15/42		190		149,328


Security	Par (000)		Value

U.S. Government Obligations (continued)
2.75%, 11/15/42	$	300	$	235,078
2.75%, 08/15/47		200		151,531
2.75%, 11/15/47		620		469,359
2.88%, 04/30/25		400		386,328
2.88%, 05/31/25		230		221,887
2.88%, 06/15/25		400		385,828
2.88%, 07/31/25		200		192,617
2.88%, 11/30/25		200		192,016
2.88%, 05/15/28		200		187,984
2.88%, 08/15/28		500		468,789
2.88%, 04/30/29		300		279,188
2.88%, 05/15/32		700		636,125
2.88%, 05/15/43		400		318,375
2.88%, 08/15/45		200		156,344
2.88%, 11/15/46		150		116,625
2.88%, 05/15/49		300		232,594
2.88%, 05/15/52		570		442,462
3.00%, 07/15/25		400		386,281
3.00%, 09/30/25		200		192,781
3.00%, 10/31/25		400		385,281
3.00%, 05/15/42		200		164,031
3.00%, 11/15/44		200		160,844
3.00%, 05/15/45		200		160,156
3.00%, 11/15/45		140		111,803
3.00%, 02/15/47		200		158,969
3.00%, 05/15/47		100		79,469
3.00%, 02/15/48		770		611,067
3.00%, 08/15/48		300		238,031
3.00%, 02/15/49		150		119,039
3.00%, 08/15/52		870		693,417
3.13%, 08/15/25		400		386,922
3.13%, 08/31/27		600		572,578
3.13%, 11/15/28		600		568,078
3.13%, 08/31/29		250		235,254
3.13%, 02/15/43		820		680,728
3.13%, 08/15/44		300		246,656
3.13%, 05/15/48		350		284,211
3.25%, 08/31/24		50		48,965
3.25%, 06/30/27		600		576,047
3.25%, 06/30/29		250		237,051
3.25%, 05/15/42		400		341,500
3.38%, 05/15/33		1,300		1,224,844
3.38%, 08/15/42		450		390,445
3.38%, 11/15/48		820		696,744
3.50%, 09/15/25		300		292,172
3.50%, 01/31/28		1,400		1,354,062
3.50%, 04/30/28		1,000		966,875
3.50%, 01/31/30		800		767,312
3.50%, 04/30/30		1,100		1,054,625
3.50%, 02/15/33		1,600		1,523,750
3.63%, 05/15/26		400		390,125
3.63%, 03/31/28		1,000		972,109
3.63%, 05/31/28		700		680,859
3.63%, 03/31/30		200		193,188
3.63%, 08/15/43		300		267,938
3.63%, 02/15/53		410		369,384
3.63%, 05/15/53		750		676,406
3.75%, 04/15/26		400		391,344
3.75%, 05/31/30		300		291,891
3.75%, 06/30/30		300		291,891


Security	Par (000)		Value

U.S. Government Obligations (continued)
3.88%, 03/31/25	$	2,000	$	1,963,750
3.88%, 04/30/25		1,500		1,472,637
3.88%, 01/15/26		500		490,547
3.88%, 11/30/27^(a)		200		196,344
3.88%, 12/31/27		300		294,539
3.88%, 09/30/29		200		195,953
3.88%, 11/30/29		200		195,969
3.88%, 12/31/29		700		685,836
3.88%, 08/15/33		420		412,453
3.88%, 02/15/43		750		697,734
3.88%, 05/15/43		350		325,500
4.00%, 12/15/25		700		688,680
4.00%, 02/15/26		500		492,109
4.00%, 02/29/28		1,100		1,086,508
4.00%, 06/30/28		400		395,250
4.00%, 10/31/29		200		197,313
4.00%, 02/28/30		900		888,469
4.00%, 07/31/30		600		592,875
4.00%, 11/15/42		300		284,578
4.00%, 11/15/52		650		627,250
4.13%, 06/15/26		500		494,219
4.13%, 09/30/27		600		594,469
4.13%, 07/31/28^(a)		1,100		1,093,641
4.13%, 08/31/30		300		298,734
4.13%, 11/15/32		450		449,789
4.13%, 08/15/53		120		118,388
4.25%, 12/31/24		200		197,523
4.25%, 05/31/25		450		444,463
4.25%, 10/15/25		400		395,500
4.38%, 10/31/24		500		494,746
4.38%, 08/15/26		500		497,695
4.38%, 08/31/28		500		503,047
4.38%, 02/15/38		340		348,075
4.38%, 08/15/43		250		249,336
4.50%, 11/15/25		700		695,625
4.50%, 05/15/38		200		207,125
4.50%, 08/15/39		200		206,063
4.63%, 02/28/25		800		794,406
4.63%, 03/15/26		300		299,789
4.75%, 06/30/25		1,000		994,414
4.75%, 07/31/25		500		498,633


Security	Par/ Shares (000)		Value

U.S. Government Obligations (continued)
4.75%, 07/15/26	$	400	$	399,312
4.75%, 02/15/37		60		64,069
5.00%, 05/15/37		90		98,381
6.50%, 11/15/26		100		105,648
6.88%, 08/15/25		300		310,453


				99,492,633


Total U.S. Government & Agency Obligations — 58.5% (Cost: $115,990,733)				105,199,217


Total Long-Term Investments — 98.8% (Cost: $196,286,377)				177,544,945


Short-Term Securities

Money Market Funds — 2.7%
BlackRock Cash Funds: Treasury, SL Agency Shares, 5.31%^(g)(h)(i)		4,877		4,877,197


Total Short-Term Securities — 2.7% (Cost: $4,877,197)				4,877,197


Total Investments — 101.5% (Cost: $201,163,574)				182,422,142

Liabilities in Excess of Other Assets — (1.5)%				(2,709,654	)


Net Assets — 100.0%			$	179,712,488

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

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

^(c)	Zero-coupon bond.

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

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

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

^(g)	Affiliate of the Fund.

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

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


Security	Par (000)		Value

Corporate Bonds & Notes

Advertising — 0.1%
Interpublic Group of Companies Inc. (The)
2.40%, 03/01/31 (Call 12/01/30)	$	145	$	117,090
4.65%, 10/01/28 (Call 07/01/28)		125		119,594
4.75%, 03/30/30 (Call 12/30/29)		200		190,716
5.38%, 06/15/33 (Call 03/15/33)		60		57,910
Omnicom Group Inc.
2.45%, 04/30/30 (Call 01/30/30)		130		107,754
2.60%, 08/01/31 (Call 05/01/31)		210		171,803
3.60%, 04/15/26 (Call 01/15/26)		393		375,948
3.65%, 11/01/24 (Call 08/01/24)		260		253,952
4.20%, 06/01/30 (Call 03/01/30)		200		184,642
WPP Finance 2010, 3.75%, 09/19/24		150		145,842


				1,725,251

Aerospace & Defense — 0.5%
Boeing Co. (The)
2.20%, 02/04/26 (Call 09/11/23)		1,235		1,139,473
2.25%, 06/15/26 (Call 03/15/26)		95		87,016
2.60%, 10/30/25 (Call 07/30/25)		70		65,669
2.70%, 02/01/27 (Call 12/01/26)		330		301,709
2.75%, 02/01/26 (Call 01/01/26)		285		267,356
2.80%, 03/01/27 (Call 12/01/26)		150		137,039
2.85%, 10/30/24 (Call 07/30/24)		118		113,797
2.95%, 02/01/30 (Call 11/01/29)		235		203,400
3.10%, 05/01/26 (Call 03/01/26)		180		169,484
3.20%, 03/01/29 (Call 12/01/28)		208		186,963
3.25%, 02/01/28 (Call 12/01/27)		90		82,485
3.25%, 03/01/28 (Call 12/01/27)		160		145,757
3.45%, 11/01/28 (Call 08/01/28)		135		123,647
3.63%, 02/01/31 (Call 11/01/30)		375		334,796
4.88%, 05/01/25 (Call 04/01/25)		754		743,436
5.04%, 05/01/27 (Call 03/01/27)		615		607,891
5.15%, 05/01/30 (Call 02/01/30)		978		961,941
6.13%, 02/15/33		35		36,240
General Dynamics Corp.
1.15%, 06/01/26 (Call 05/01/26)		130		117,402
2.13%, 08/15/26 (Call 05/15/26)		190		175,507
2.25%, 06/01/31 (Call 03/01/31)		90		75,200
2.38%, 11/15/24 (Call 09/15/24)		65		62,628
2.63%, 11/15/27 (Call 08/15/27)		61		55,679
3.25%, 04/01/25 (Call 03/01/25)		241		233,529
3.50%, 05/15/25 (Call 03/15/25)		250		242,768
3.50%, 04/01/27 (Call 02/01/27)		140		133,272
3.63%, 04/01/30 (Call 01/01/30)		282		262,370
3.75%, 05/15/28 (Call 02/15/28)		305		291,339
HEICO Corp., 5.25%, 08/01/28 (Call 07/01/28)		15		14,876
Hexcel Corp.
4.20%, 02/15/27 (Call 11/15/26)		15		14,096
4.95%, 08/15/25 (Call 05/15/25)		70		68,144
L3Harris Technologies Inc.
1.80%, 01/15/31 (Call 10/15/30)		140		110,212
2.90%, 12/15/29 (Call 09/15/29)		170		147,897
3.83%, 04/27/25 (Call 01/27/25)		260		253,040
3.85%, 12/15/26 (Call 09/15/26)		190		181,420
4.40%, 06/15/28 (Call 03/15/28)		313		300,885
5.40%, 01/15/27		235		235,557
5.40%, 07/31/33 (Call 04/30/33)		220		220,400
Lockheed Martin Corp.
1.85%, 06/15/30 (Call 03/15/30)		110		91,208


Security	Par (000)		Value

Aerospace & Defense (continued)
3.55%, 01/15/26 (Call 10/15/25)	$	439	$	424,825
3.90%, 06/15/32 (Call 03/15/32)		195		181,106
4.95%, 10/15/25 (Call 09/15/25)		80		79,790
5.10%, 11/15/27 (Call 10/15/27)		315		318,402
5.25%, 01/15/33 (Call 10/15/32)		210		215,313
Northrop Grumman Corp.
2.93%, 01/15/25 (Call 11/15/24)		307		296,700
3.20%, 02/01/27 (Call 11/01/26)		239		225,647
3.25%, 01/15/28 (Call 10/15/27)		380		353,867
4.40%, 05/01/30 (Call 02/01/30)		225		216,290
4.70%, 03/15/33 (Call 12/15/32)		355		343,686
RTX Corp.
1.90%, 09/01/31 (Call 06/01/31)		200		156,566
2.25%, 07/01/30 (Call 04/01/30)		250		207,390
2.38%, 03/15/32 (Call 12/15/31)		220		176,867
2.65%, 11/01/26 (Call 08/01/26)		135		125,222
3.13%, 05/04/27 (Call 02/04/27)		268		249,765
3.50%, 03/15/27 (Call 12/15/26)		470		443,751
3.95%, 08/16/25 (Call 06/16/25)		562		546,455
4.13%, 11/16/28 (Call 08/16/28)		765		729,894
5.00%, 02/27/26 (Call 01/27/26)		120		119,448
5.15%, 02/27/33 (Call 11/27/32)		320		316,029
7.20%, 08/15/27		5		5,342
7.50%, 09/15/29		20		22,334


				14,750,217

Agriculture — 0.4%
Altria Group Inc.
2.35%, 05/06/25 (Call 04/06/25)		295		279,471
2.45%, 02/04/32 (Call 11/04/31)		345		269,207
2.63%, 09/16/26 (Call 06/16/26)		213		197,485
3.40%, 05/06/30 (Call 02/06/30)		140		123,122
4.40%, 02/14/26 (Call 12/14/25)		215		210,283
4.80%, 02/14/29 (Call 11/14/28)		216		209,289
Archer-Daniels-Midland Co.
2.50%, 08/11/26 (Call 05/11/26)		423		397,079
2.90%, 03/01/32 (Call 12/01/31)		130		112,143
3.25%, 03/27/30 (Call 12/27/29)		200		181,844
4.50%, 08/15/33 (Call 05/15/33)^(a)		25		24,159
5.94%, 10/01/32		100		106,476
BAT Capital Corp.
2.26%, 03/25/28 (Call 01/25/28)		330		283,988
2.73%, 03/25/31 (Call 12/25/30)		250		197,873
2.79%, 09/06/24 (Call 08/06/24)		220		213,442
3.22%, 08/15/24 (Call 06/15/24)		281		274,118
3.22%, 09/06/26 (Call 07/06/26)		181		168,983
3.46%, 09/06/29 (Call 06/06/29)		170		148,247
3.56%, 08/15/27 (Call 05/15/27)		203		188,258
4.70%, 04/02/27 (Call 02/02/27)		375		363,506
4.74%, 03/16/32 (Call 12/16/31)		161		145,333
4.91%, 04/02/30 (Call 01/02/30)		190		178,860
6.34%, 08/02/30 (Call 06/02/30)		300		301,950
6.42%, 08/02/33 (Call 05/02/33)		265		264,406
7.75%, 10/19/32 (Call 07/19/32)		140		151,805
BAT International Finance PLC
1.67%, 03/25/26 (Call 02/25/26)		380		344,155
4.45%, 03/16/28 (Call 02/16/28)		225		213,415
5.93%, 02/02/29		300		298,806
Bunge Ltd. Finance Corp.
1.63%, 08/17/25 (Call 07/17/25)		220		203,733
2.75%, 05/14/31 (Call 02/14/31)		240		200,784


Security	Par (000)		Value

Agriculture (continued)
3.25%, 08/15/26 (Call 05/15/26)	$	95	$	89,435
3.75%, 09/25/27 (Call 06/25/27)		157		147,786
Philip Morris International Inc.
0.88%, 05/01/26 (Call 04/01/26)		200		179,092
1.50%, 05/01/25 (Call 04/01/25)		251		235,704
1.75%, 11/01/30 (Call 08/01/30)		210		164,533
2.10%, 05/01/30 (Call 02/01/30)		170		139,403
2.75%, 02/25/26 (Call 11/25/25)		190		179,208
3.13%, 08/17/27 (Call 05/17/27)		120		111,758
3.13%, 03/02/28 (Call 12/02/27)		115		105,561
3.25%, 11/10/24		163		158,725
3.38%, 08/11/25 (Call 05/11/25)		240		231,461
3.38%, 08/15/29 (Call 05/15/29)		221		198,657
4.88%, 02/13/26		350		346,587
4.88%, 02/15/28 (Call 01/15/28)		255		251,407
5.00%, 11/17/25		195		193,805
5.13%, 11/15/24		215		213,944
5.13%, 11/17/27 (Call 10/17/27)		465		463,842
5.13%, 02/15/30 (Call 12/15/29)		265		261,960
5.38%, 02/15/33 (Call 11/15/32)		390		385,031
5.63%, 11/17/29 (Call 09/17/29)		360		363,276
5.75%, 11/17/32 (Call 08/17/32)		270		273,583
Reynolds American Inc., 4.45%, 06/12/25 (Call 03/12/25)		421		411,852


				11,358,830

Airlines — 0.1%
American Airlines 2015-2 Class AA Pass Through Trust, Series 2015-2, Class AA, 3.60%, 03/22/29		40		37,332
American Airlines 2016-1 Class AA Pass Through Trust, Series 2016-1, Class AA, 3.58%, 07/15/29		47		43,247
American Airlines 2016-2 Pass Through Trust, Series 2016-2, Class AA, 3.20%, 12/15/29		195		176,649
American Airlines 2016-3 Class AA Pass Through Trust, Series 2016-3, Class AA, 3.00%, 04/15/30		52		46,748
American Airlines 2017-1 Class AA Pass Through Trust, Series 2017-1, Class AA, 3.65%, 08/15/30		27		25,045
American Airlines 2017-2 Pass Through Trust, Series 2017-2, Class AA, 3.35%, 04/15/31		106		94,939
Continental Airlines Pass Through Trust, Series 2012-2, Class A, 4.00%, 04/29/26		69		66,905
JetBlue Pass Through Trust, Series 1A, Class A, 4.00%, 05/15/34^(a)		134		122,702
Southwest Airlines Co.
2.63%, 02/10/30 (Call 11/10/29)		160		135,064
3.00%, 11/15/26 (Call 08/15/26)		200		186,302
3.45%, 11/16/27 (Call 08/16/27)		30		27,728
5.13%, 06/15/27 (Call 04/15/27)		430		424,616
5.25%, 05/04/25 (Call 04/04/25)		320		317,754
United Airlines Pass Through Trust
Series 2013-1, Class A, 4.30%, 02/15/27		108		103,612
Series 2014-1, Class A, 4.00%, 10/11/27		29		27,758
Series 2014-2, Class A, 3.75%, 03/03/28		168		157,865
Series 2016-1, Class AA, 3.10%, 01/07/30		99		89,469
Series 2016-2, Class AA, 2.88%, 04/07/30		36		31,412
Series 2018-1, Class AA, 3.50%, 09/01/31		27		24,601
Series 2019, Class AA, 4.15%, 02/25/33		33		30,133
Series 2020-1, Class A, 5.88%, 04/15/29		482		480,007
Series 2020-1, Class B, 4.88%, 07/15/27		81		78,463


Security	Par (000)		Value

Airlines (continued)
United Airlines Pass-Through Trust, 5.80%, 07/15/37	$	266	$	265,197


				2,993,548

Apparel — 0.1%
NIKE Inc.
2.38%, 11/01/26 (Call 08/01/26)		425		393,669
2.40%, 03/27/25 (Call 02/27/25)		123		117,773
2.75%, 03/27/27 (Call 01/27/27)		378		353,116
2.85%, 03/27/30 (Call 12/27/29)		404		360,134
PVH Corp., 4.63%, 07/10/25 (Call 06/10/25)		195		188,612
Ralph Lauren Corp.
2.95%, 06/15/30 (Call 03/15/30)		185		162,637
3.75%, 09/15/25 (Call 07/15/25)		140		135,607
Tapestry Inc.
3.05%, 03/15/32 (Call 12/15/31)		100		76,682
4.13%, 07/15/27 (Call 04/15/27)		92		85,904
4.25%, 04/01/25 (Call 01/01/25)		20		19,446
VF Corp.
2.40%, 04/23/25 (Call 03/23/25)		190		179,320
2.80%, 04/23/27 (Call 02/23/27)		195		177,124
2.95%, 04/23/30 (Call 01/23/30)		190		157,692


				2,407,716

Auto Manufacturers — 0.6%
American Honda Finance Corp.
1.00%, 09/10/25		70		64,165
1.20%, 07/08/25		195		180,751
1.30%, 09/09/26		205		182,924
1.50%, 01/13/25		130		123,299
1.80%, 01/13/31		70		56,079
2.00%, 03/24/28		170		148,738
2.15%, 09/10/24		63		60,815
2.25%, 01/12/29		240		209,066
2.30%, 09/09/26		250		229,795
2.35%, 01/08/27		205		187,622
3.50%, 02/15/28		205		192,466
4.60%, 04/17/30		120		116,705
4.70%, 01/12/28		140		138,207
4.75%, 01/12/26		25		24,752
5.00%, 05/23/25		70		69,380
5.13%, 07/07/28		110		110,102
5.25%, 07/07/26		110		110,176
Series A, 4.60%, 04/17/25		150		148,078
Cummins Inc.
0.75%, 09/01/25 (Call 08/01/25)		110		100,720
1.50%, 09/01/30 (Call 06/01/30)		250		200,935
General Motors Co.
4.20%, 10/01/27 (Call 07/01/27)		175		164,913
5.00%, 10/01/28 (Call 07/01/28)		182		176,538
5.40%, 10/15/29 (Call 08/15/29)		195		188,495
5.60%, 10/15/32 (Call 07/15/32)^(a)		315		303,937
6.13%, 10/01/25 (Call 09/01/25)		473		475,261
6.80%, 10/01/27 (Call 08/01/27)		140		144,325
General Motors Financial Co. Inc.
1.20%, 10/15/24		130		123,336
1.25%, 01/08/26 (Call 12/08/25)		265		238,034
1.50%, 06/10/26 (Call 05/10/26)		170		150,906
2.35%, 02/26/27 (Call 01/26/27)		355		315,659
2.35%, 01/08/31 (Call 10/08/30)		178		138,258
2.40%, 04/10/28 (Call 02/10/28)		180		155,398
2.40%, 10/15/28 (Call 08/15/28)		250		211,485


Security	Par (000)		Value

Auto Manufacturers (continued)
2.70%, 08/20/27 (Call 06/20/27)	$	125	$	111,171
2.70%, 06/10/31 (Call 03/10/31)		255		201,185
2.75%, 06/20/25 (Call 05/20/25)		370		349,520
2.90%, 02/26/25 (Call 01/26/25)		438		418,399
3.10%, 01/12/32 (Call 10/12/31)		300		239,751
3.50%, 11/07/24 (Call 09/07/24)		255		247,676
3.60%, 06/21/30 (Call 03/21/30)		296		254,208
3.80%, 04/07/25		160		154,571
3.85%, 01/05/28 (Call 10/05/27)		90		82,949
4.00%, 01/15/25 (Call 10/15/24)		306		297,481
4.00%, 10/06/26 (Call 07/06/26)		215		203,171
4.30%, 07/13/25 (Call 04/13/25)		20		19,426
4.30%, 04/06/29 (Call 02/06/29)		230		210,257
4.35%, 04/09/25 (Call 02/09/25)		400		390,596
4.35%, 01/17/27 (Call 10/17/26)		287		273,063
5.00%, 04/09/27 (Call 03/09/27)		290		282,440
5.25%, 03/01/26 (Call 12/01/25)		332		327,090
5.40%, 04/06/26		175		172,858
5.65%, 01/17/29 (Call 10/17/28)		85		83,560
5.80%, 06/23/28 (Call 05/23/28)		135		133,869
5.85%, 04/06/30 (Call 02/06/30)		220		215,072
6.00%, 01/09/28 (Call 12/09/27)		220		220,502
6.05%, 10/10/25		265		265,350
6.40%, 01/09/33 (Call 10/09/32)^(a)		250		251,915
Honda Motor Co. Ltd.
2.27%, 03/10/25 (Call 02/10/25)		70		66,907
2.97%, 03/10/32 (Call 12/10/31)		250		218,225
Mercedes-Benz Finance North America LLC, 8.50%, 01/18/31		350		426,881
PACCAR Financial Corp.
0.90%, 11/08/24		10		9,487
1.10%, 05/11/26		105		94,976
1.80%, 02/06/25		135		128,494
2.00%, 02/04/27		160		145,075
2.85%, 04/07/25		80		76,974
3.55%, 08/11/25		35		34,011
4.45%, 03/30/26		150		148,690
4.60%, 01/10/28		160		158,701
4.95%, 10/03/25		180		179,422
Toyota Motor Corp.
1.34%, 03/25/26 (Call 02/25/26)		350		318,776
2.36%, 03/25/31 (Call 12/25/30)		128		107,656
2.76%, 07/02/29		70		62,873
3.67%, 07/20/28		70		66,690
5.12%, 07/13/28 (Call 06/13/28)		75		75,729
5.12%, 07/13/33 (Call 04/13/33)		75		75,788
5.28%, 07/13/26 (Call 06/13/26)		60		60,314
Toyota Motor Credit Corp.
0.63%, 09/13/24		325		309,325
0.80%, 10/16/25		55		50,161
0.80%, 01/09/26		50		45,307
1.13%, 06/18/26		300		269,613
1.15%, 08/13/27		10		8,651
1.45%, 01/13/25		170		161,400
1.65%, 01/10/31		130		103,635
1.80%, 02/13/25		270		256,673
1.90%, 01/13/27		185		167,347
1.90%, 04/06/28		230		202,922
1.90%, 09/12/31		205		163,895
2.00%, 10/07/24		147		141,593


Security	Par (000)		Value

Auto Manufacturers (continued)
2.15%, 02/13/30	$	35	$	29,706
2.40%, 01/13/32		25		20,669
3.00%, 04/01/25		427		412,128
3.05%, 03/22/27		400		375,384
3.05%, 01/11/28		180		167,094
3.20%, 01/11/27		230		217,090
3.38%, 04/01/30		380		345,606
3.40%, 04/14/25		205		199,065
3.65%, 08/18/25		175		169,841
3.65%, 01/08/29		50		47,184
3.95%, 06/30/25		150		146,515
4.40%, 09/20/24		70		69,236
4.45%, 05/18/26		185		182,464
4.45%, 06/29/29		200		196,100
4.55%, 09/20/27		120		118,169
4.55%, 05/17/30		160		155,837
4.63%, 01/12/28		145		143,582
4.70%, 01/12/33		105		102,941
4.80%, 01/10/25		80		79,489
5.00%, 08/14/26		300		299,898
5.40%, 11/10/25		145		145,739
5.45%, 11/10/27		240		244,406


				19,051,734

Auto Parts & Equipment — 0.1%
Aptiv PLC
2.40%, 02/18/25 (Call 09/11/23)		15		14,283
3.25%, 03/01/32 (Call 12/01/31)		165		139,770
4.35%, 03/15/29 (Call 12/15/28)		70		67,475
BorgWarner Inc.
2.65%, 07/01/27 (Call 05/01/27)		318		288,159
3.38%, 03/15/25 (Call 12/15/24)		225		217,170
Lear Corp.
2.60%, 01/15/32 (Call 10/15/31)		75		58,480
3.50%, 05/30/30 (Call 02/28/30)		80		69,858
3.80%, 09/15/27 (Call 06/15/27)		128		119,878
4.25%, 05/15/29 (Call 02/15/29)		125		116,171
Magna International Inc.
2.45%, 06/15/30 (Call 03/15/30)		75		63,136
4.15%, 10/01/25 (Call 07/01/25)		223		216,694
5.50%, 03/21/33 (Call 12/21/32)		90		91,117


				1,462,191

Banks — 9.6%
Australia & New Zealand Banking Group Ltd.
3.70%, 11/16/25		65		62,868
5.09%, 12/08/25		250		248,877
5.38%, 07/03/25		300		300,159
Banco Bilbao Vizcaya Argentaria SA
1.13%, 09/18/25		385		351,205
5.86%, 09/14/26 (Call 09/14/25), (1-year CMT + 2.300%)^(b)		360		357,008
Banco Santander SA
1.72%, 09/14/27 (Call 09/14/26), (1-year CMT + 0.900%)^(b)		225		197,662
1.85%, 03/25/26		425		384,077
2.75%, 05/28/25		260		246,082
2.75%, 12/03/30		315		243,971
2.96%, 03/25/31		220		180,932
3.23%, 11/22/32 (Call 08/22/31), (1-year CMT + 1.600%)^(b)		225		176,398


Security	Par (000)		Value

Banks (continued)
3.31%, 06/27/29	$	285	$	252,205
3.49%, 05/28/30		240		207,694
3.80%, 02/23/28		215		196,860
4.18%, 03/24/28 (Call 03/24/27), (1-year CMT + 2.000%)^(b)		285		266,988
4.25%, 04/11/27		225		212,749
4.38%, 04/12/28		275		258,288
5.15%, 08/18/25		200		196,748
5.18%, 11/19/25		385		376,418
5.29%, 08/18/27		265		259,538
5.59%, 08/08/28		400		396,508
6.92%, 08/08/33		200		200,076
Bank of America Corp.
0.98%, 09/25/25 (Call 09/25/24), (1-day SOFR + 0.910%)^(b)		355		336,025
1.20%, 10/24/26 (Call 10/24/25), (1-day SOFR + 1.010%)^(b)		563		510,247
1.32%, 06/19/26 (Call 06/19/25), (1-day SOFR + 1.150%)^(b)		680		625,600
1.53%, 12/06/25 (Call 12/06/24), (1-day SOFR + 0.650%)^(b)		515		487,097
1.73%, 07/22/27 (Call 07/22/26), (1-day SOFR + 0.960%)^(b)		1,225		1,096,228
1.90%, 07/23/31 (Call 07/23/30), (1-day SOFR + 1.530%)^(b)		540		425,693
1.92%, 10/24/31 (Call 10/24/30), (1-day SOFR + 1.370%)^(b)		535		419,098
2.02%, 02/13/26 (Call 02/13/25), (3-mo. SOFR + 0.902%)^(b)		310		292,401
2.09%, 06/14/29 (Call 06/14/28), (1-day SOFR + 1.060%)^(b)		665		566,959
2.30%, 07/21/32 (Call 07/21/31), (1-day SOFR + 1.220%)^(b)		800		630,824
2.46%, 10/22/25 (Call 10/22/24), (3-mo. SOFR + 1.132%)^(b)		513		493,003
2.48%, 09/21/36 (Call 09/21/31), (5-year CMT + 1.200%)^(b)		365		277,455
2.50%, 02/13/31 (Call 02/13/30), (3-mo. SOFR + 1.252%)^(b)		765		635,769
2.55%, 02/04/28 (Call 02/04/27), (1-day SOFR + 1.050%)^(b)		510		461,351
2.57%, 10/20/32 (Call 10/20/31), (1-day SOFR + 1.210%)^(b)		715		573,001
2.59%, 04/29/31 (Call 04/29/30), (1-day SOFR + 2.150%)^(b)		945		786,665
2.69%, 04/22/32 (Call 04/22/31), (1-day SOFR + 1.320%)^(b)		975		796,897
2.88%, 10/22/30 (Call 10/22/29), (3-mo. SOFR + 1.452%)^(b)		483		413,960
2.97%, 02/04/33 (Call 02/04/32), (1-day SOFR + 1.330%)^(b)		1,080		888,592
3.09%, 10/01/25 (Call 10/01/24), (3-mo. SOFR + 1.352%)^(b)		341		330,422
3.19%, 07/23/30 (Call 07/23/29), (3-mo. SOFR + 1.442%)^(b)		530		465,340
3.25%, 10/21/27 (Call 10/21/26)		701		653,003
3.37%, 01/23/26 (Call 01/23/25), (3-mo. SOFR + 1.072%)^(b)		435		419,292
3.38%, 04/02/26 (Call 04/02/25), (1-day SOFR + 1.330%)^(b)		720		692,093


Security	Par (000)		Value

Banks (continued)
3.42%, 12/20/28 (Call 12/20/27), (3-mo. SOFR + 1.302%)^(b)	$	1,153	$	1,056,713
3.50%, 04/19/26		648		616,591
3.56%, 04/23/27 (Call 04/23/26), (3-mo. SOFR + 1.322%)^(b)		628		594,986
3.59%, 07/21/28 (Call 07/21/27), (3-mo. SOFR + 1.632%)^(b)		480		446,472
3.71%, 04/24/28 (Call 04/24/27), (3-mo. SOFR + 1.774%)^(b)		466		436,069
3.82%, 01/20/28 (Call 01/20/27), (3-mo. SOFR + 1.837%)^(b)		525		494,833
3.85%, 03/08/37 (Call 03/08/32), (5-year CMT + 2.000%)^(b)		485		410,683
3.88%, 08/01/25		415		403,803
3.97%, 03/05/29 (Call 03/05/28), (3-mo. SOFR + 1.332%)^(b)		506		472,078
3.97%, 02/07/30 (Call 02/07/29), (3-mo. SOFR + 1.472%)^(b)		617		567,874
4.00%, 01/22/25		566		551,895
4.25%, 10/22/26		552		529,616
4.27%, 07/23/29 (Call 07/23/28), (3-mo. SOFR + 1.572%)^(b)		590		556,576
4.38%, 04/27/28 (Call 04/27/27), (1-day SOFR + 1.580%)^(b)		460		441,126
4.45%, 03/03/26		452		439,434
4.57%, 04/27/33 (Call 04/27/32), (1-day SOFR + 1.830%)^(b)		1,070		990,841
4.83%, 07/22/26 (Call 07/22/25), (1-day SOFR + 1.750%)^(b)		485		475,926
4.95%, 07/22/28 (Call 07/22/27), (1-day SOFR + 2.040%)^(b)		605		592,162
5.02%, 07/22/33 (Call 07/22/32), (1-day SOFR + 2.160%)^(b)		1,035		995,287
5.08%, 01/20/27 (Call 01/20/26), (1-day SOFR + 1.290%)^(b)		850		838,831
5.20%, 04/25/29 (Call 04/25/28), (1-day SOFR + 1.630%)^(b)		775		762,863
5.29%, 04/25/34, (1-day SOFR + 1.910%)^(b)		1,105		1,078,491
6.20%, 11/10/28 (Call 11/10/27), (1-day SOFR + 1.990%)^(b)		395		404,279
Series L, 3.95%, 04/21/25		590		571,486
Series L, 4.18%, 11/25/27 (Call 11/25/26)		542		514,391
Series N, 1.66%, 03/11/27 (Call 03/11/26), (1-day SOFR + 0.910%)^(b)		655		591,635
Series N, 2.65%, 03/11/32 (Call 03/11/31), (1-day SOFR + 1.220%)^(b)		400		327,912
Bank of America NA
5.53%, 08/18/26 (Call 07/18/26)		250		251,285
5.65%, 08/18/25 (Call 07/18/25)		250		250,975
Bank of Montreal
0.95%, 01/22/27 (Call 01/22/26), (1-day SOFR + 0.603%)^(b)		205		183,979
1.25%, 09/15/26		450		398,718
1.50%, 01/10/25		415		392,652
1.85%, 05/01/25		340		319,423
2.65%, 03/08/27		410		374,203
3.09%, 01/10/37 (Call 01/10/32), (5-year CMT + 1.400%)^(b)		210		162,032
3.70%, 06/07/25		375		362,396


Security	Par (000)		Value

Banks (continued)
3.80%, 12/15/32 (Call 12/15/27), (5-year USD Swap + 1.432%)^(b)	$	275	$	242,866
5.20%, 12/12/24		265		263,519
5.20%, 02/01/28 (Call 01/01/28)		445		441,404
5.30%, 06/05/26		120		119,556
Series H, 4.25%, 09/14/24		75		73,810
Series H, 4.70%, 09/14/27 (Call 08/14/27)		260		253,695
Bank of New York Mellon Corp. (The)
0.75%, 01/28/26 (Call 12/28/25)		100		90,216
1.05%, 10/15/26 (Call 09/15/26)		205		180,351
1.60%, 04/24/25 (Call 03/24/25)		254		238,564
1.65%, 07/14/28 (Call 05/14/28)		139		118,702
1.65%, 01/28/31 (Call 10/28/30)		150		119,369
1.80%, 07/28/31 (Call 04/28/31)		175		137,685
2.05%, 01/26/27 (Call 12/26/26)		240		216,797
2.10%, 10/24/24		15		14,459
2.45%, 08/17/26 (Call 05/17/26)		177		163,890
2.50%, 01/26/32 (Call 10/26/31)		235		191,053
2.80%, 05/04/26 (Call 02/04/26)		297		278,847
3.00%, 10/30/28 (Call 07/30/28)		125		112,285
3.25%, 09/11/24 (Call 08/11/24)		205		200,064
3.25%, 05/16/27 (Call 02/16/27)		135		126,668
3.30%, 08/23/29 (Call 05/23/29)		434		387,506
3.35%, 04/25/25 (Call 03/25/25)		240		231,682
3.40%, 01/29/28 (Call 10/29/27)		266		247,931
3.44%, 02/07/28 (Call 02/07/27), (3-mo. SOFR + 1.331%)^(b)		216		203,420
3.85%, 04/28/28		195		185,597
3.85%, 04/26/29 (Call 02/26/29)		155		146,179
3.95%, 11/18/25 (Call 10/18/25)		157		151,792
3.99%, 06/13/28 (Call 06/13/27), (1-day SOFR + 1.151%)^(b)		190		181,530
4.29%, 06/13/33 (Call 06/13/32), (1-day SOFR + 1.418%)^(b)		70		64,374
4.41%, 07/24/26 (Call 07/24/25), (1-day SOFR + 1.345%)^(b)		120		117,380
4.54%, 02/01/29 (Call 02/01/28), (1-day SOFR + 1.168%)^(b)		115		111,644
4.60%, 07/26/30 (Call 07/26/29), (1-day SOFR + 1.755%)^(b)		95		91,088
4.71%, 02/01/34 (Call 02/01/33), (1-day SOFR + 1.511%)^(b)		225		211,774
4.95%, 04/26/27 (Call 04/26/26), (1-day SOFR + 1.026%)^(b)		205		201,734
4.97%, 04/26/34, (1-day SOFR + 1.606%)^(b)		180		172,811
5.80%, 10/25/28 (Call 10/25/27), (1-day SOFR + 1.802%)^(b)		250		252,845
5.83%, 10/25/33 (Call 10/25/32), (1-day SOFR + 2.074%)^(b)		180		184,412
Series G, 3.00%, 02/24/25 (Call 01/24/25)		195		187,871
Series J, 0.85%, 10/25/24 (Call 09/25/24)		225		213,129
Series J, 1.90%, 01/25/29 (Call 11/25/28)		120		101,560
Bank of Nova Scotia (The)
1.05%, 03/02/26		305		273,478
1.30%, 06/11/25		440		407,554
1.30%, 09/15/26		295		261,243
1.35%, 06/24/26		275		245,732
1.45%, 01/10/25		280		264,813
1.95%, 02/02/27		105		93,895
2.15%, 08/01/31		75		59,638


Security	Par (000)		Value

Banks (continued)
2.20%, 02/03/25	$	390	$	371,576
2.45%, 02/02/32		185		149,981
2.70%, 08/03/26		250		232,285
2.95%, 03/11/27		195		179,876
3.45%, 04/11/25		340		328,403
4.50%, 12/16/25		334		323,713
4.59%, 05/04/37 (Call 02/04/32), (5-year CMT + 2.050%)^(b)		235		202,558
4.75%, 02/02/26		180		176,854
4.85%, 02/01/30		235		227,348
5.25%, 12/06/24		40		39,786
5.25%, 06/12/28		245		242,815
5.45%, 06/12/25		270		268,618
Bank OZK, 2.75%, 10/01/31 (Call 10/01/26), (3-mo. SOFR + 2.090%)^(a)(b)		110		84,709
BankUnited Inc.
4.88%, 11/17/25 (Call 08/17/25)		185		174,577
5.13%, 06/11/30 (Call 03/11/30)		60		51,223
Barclays PLC
2.28%, 11/24/27 (Call 11/24/26), (1-year CMT + 1.050%)^(b)		440		390,883
2.65%, 06/24/31 (Call 06/24/30), (1-year CMT + 1.900%)^(b)		220		175,171
2.67%, 03/10/32 (Call 03/10/31), (1-year CMT + 1.200%)^(b)		200		156,438
2.85%, 05/07/26 (Call 05/07/25), (1-day SOFR + 2.714%)^(b)		250		236,305
2.89%, 11/24/32 (Call 11/24/31), (1-year CMT + 1.300%)^(b)		335		261,149
3.56%, 09/23/35 (Call 09/23/30), (5-year CMT + 2.900%)^(b)		200		158,646
3.65%, 03/16/25		525		506,562
4.34%, 01/10/28 (Call 01/10/27)		305		287,539
4.38%, 09/11/24		305		298,333
4.38%, 01/12/26		550		530,161
4.84%, 05/09/28 (Call 05/07/27)		380		351,872
4.97%, 05/16/29 (Call 05/16/28), (3-mo. LIBOR US + 1.902%)^(b)		355		337,193
5.09%, 06/20/30 (Call 06/20/29), (3-mo. LIBOR US + 3.054%)^(b)		340		311,263
5.20%, 05/12/26		535		519,522
5.30%, 08/09/26 (Call 08/09/25), (1-year CMT + 2.300%)^(b)		220		216,671
5.50%, 08/09/28 (Call 08/09/27), (1-year CMT + 2.650%)^(b)		565		550,796
5.75%, 08/09/33 (Call 08/09/32), (1-year CMT + 3.000%)^(b)		265		254,013
5.83%, 05/09/27 (Call 05/09/26), (1-day SOFR + 2.210%)^(b)		605		599,743
6.22%, 05/09/34 (Call 05/09/33), (1-day SOFR + 2.980%)^(b)		200		197,582
7.12%, 06/27/34 (Call 06/27/33), (1-day SOFR + 3.570%)^(b)		400		399,252
7.33%, 11/02/26 (Call 11/02/25), (1-year CMT + 3.050%)^(b)		300		306,750
7.39%, 11/02/28 (Call 11/02/27), (1-year CMT + 3.300%)^(b)		370		385,259
7.44%, 11/02/33 (Call 11/02/32), (1-year CMT + 3.500%)^(b)		375		400,890
BNP Paribas SA, 4.25%, 10/15/24		200		195,756


Security	Par (000)		Value

Banks (continued)
BPCE SA, 3.38%, 12/02/26	$	252	$	234,965
Cadence Bank, 4.13%, 11/20/29 (Call 11/20/24), (3-mo. LIBOR US + 2.470%)^(b)		10		9,200
Canadian Imperial Bank of Commerce
0.95%, 10/23/25		40		36,470
1.00%, 10/18/24		230		218,194
1.25%, 06/22/26		373		332,515
2.25%, 01/28/25		310		295,644
3.30%, 04/07/25		380		366,202
3.45%, 04/07/27		345		322,230
3.60%, 04/07/32 (Call 03/07/32)		125		111,276
3.95%, 08/04/25		250		242,217
5.00%, 04/28/28 (Call 03/28/28)		255		249,767
5.14%, 04/28/25		175		173,584
5.61%, 07/17/26		75		75,182
Capital One NA, 2.28%, 01/28/26 (Call 01/28/25), (1-day SOFR + 0.911%)^(b)		60		56,720
Citigroup Inc.
1.12%, 01/28/27 (Call 01/28/26), (1-day SOFR + 0.765%)^(b)		550		492,778
1.28%, 11/03/25 (Call 11/03/24), (1-day SOFR + 0.528%)^(b)		125		118,231
1.46%, 06/09/27 (Call 06/09/26), (1-day SOFR + 0.770%)^(b)		645		574,340
2.01%, 01/25/26 (Call 01/25/25), (1-day SOFR + 0.694%)^(b)		395		373,765
2.52%, 11/03/32 (Call 11/03/31), (1-day SOFR + 1.177%)^(b)		355		281,164
2.56%, 05/01/32 (Call 05/01/31), (1-day SOFR + 1.167%)^(b)		775		623,449
2.57%, 06/03/31 (Call 06/03/30), (1-day SOFR + 2.107%)^(b)		761		628,479
2.67%, 01/29/31 (Call 01/29/30), (1-day SOFR + 1.146%)^(b)		515		431,143
2.98%, 11/05/30 (Call 11/05/29), (1-day SOFR + 1.422%)^(b)		498		428,180
3.06%, 01/25/33 (Call 01/25/32), (1-day SOFR + 1.351%)^(b)		715		588,945
3.07%, 02/24/28 (Call 02/24/27), (1-day SOFR + 1.280%)^(b)		315		289,258
3.11%, 04/08/26 (Call 04/08/25), (1-day SOFR + 2.842%)^(b)		1,168		1,117,788
3.20%, 10/21/26 (Call 07/21/26)		790		736,722
3.29%, 03/17/26 (Call 03/17/25), (1-day SOFR + 1.528%)^(b)		255		244,984
3.30%, 04/27/25		424		409,609
3.40%, 05/01/26		573		542,241
3.52%, 10/27/28 (Call 10/27/27), (3-mo. SOFR + 1.412%)^(b)		490		451,736
3.67%, 07/24/28 (Call 07/24/27), (3-mo. SOFR + 1.652%)^(b)		651		605,482
3.70%, 01/12/26		518		496,622
3.79%, 03/17/33 (Call 03/17/32), (1-day SOFR + 1.939%)^(b)		835		726,550
3.88%, 03/26/25		260		251,966
3.89%, 01/10/28 (Call 01/10/27), (3-mo. SOFR + 1.825%)^(b)		670		632,936
3.98%, 03/20/30 (Call 03/20/29), (3-mo. SOFR + 1.600%)^(b)		650		598,227


Security	Par (000)		Value

Banks (continued)
4.08%, 04/23/29 (Call 04/23/28), (3-mo. SOFR + 1.454%)^(b)	$	401	$	375,990
4.13%, 07/25/28		495		461,682
4.30%, 11/20/26		277		265,784
4.40%, 06/10/25		451		439,761
4.41%, 03/31/31 (Call 03/31/30), (1-day SOFR + 3.914%)^(b)		1,290		1,197,597
4.45%, 09/29/27		747		714,065
4.60%, 03/09/26		360		350,381
4.66%, 05/24/28 (Call 05/24/27), (1-day SOFR + 1.887%)^(b)		310		301,831
4.91%, 05/24/33 (Call 05/24/32), (1-day SOFR + 2.086%)^(b)		595		565,946
5.50%, 09/13/25		404		401,782
5.61%, 09/29/26 (Call 09/29/25), (1-day SOFR + 1.546%)^(b)		555		552,458
5.88%, 02/22/33		105		104,660
6.17%, 05/25/34 (Call 05/25/33), (1-day SOFR + 2.661%)^(b)		145		144,675
6.27%, 11/17/33 (Call 11/17/32), (1-day SOFR + 2.338%)^(b)		560		583,621
6.63%, 01/15/28		45		47,480
6.63%, 06/15/32		320		333,453
Citizens Bank NA
2.25%, 04/28/25 (Call 03/28/25)		325		301,343
4.58%, 08/09/28 (Call 08/09/27), (1-day SOFR + 2.000%)^(b)		270		251,645
Citizens Bank NA/Providence RI, 3.75%, 02/18/26 (Call 11/18/25)		260		241,865
Citizens Financial Group Inc.
2.50%, 02/06/30 (Call 11/06/29)		87		69,879
2.64%, 09/30/32 (Call 07/02/32)		105		76,545
2.85%, 07/27/26 (Call 04/27/26)		145		131,469
3.25%, 04/30/30 (Call 01/30/30)		130		108,765
4.30%, 12/03/25 (Call 11/03/25)		145		136,970
5.64%, 05/21/37 (Call 05/21/32), (5-year CMT + 2.750%)^(b)		50		44,119
Comerica Inc., 4.00%, 02/01/29 (Call 11/03/28)		140		120,484
Commonwealth Bank of Australia/New York NY, 5.32%, 03/13/26		335		336,253
Cooperatieve Rabobank UA
3.75%, 07/21/26		320		300,483
5.50%, 07/18/25		20		20,007
Cooperatieve Rabobank UA/NY, 1.38%, 01/10/25		295		279,182
Credit Suisse AG, 7.95%, 01/09/25		55		56,139
Credit Suisse AG/New York
1.25%, 08/07/26		360		316,004
2.95%, 04/09/25		530		503,389
3.63%, 09/09/24		715		696,288
3.70%, 02/21/25		390		376,210
5.00%, 07/09/27		400		389,724
7.50%, 02/15/28		420		449,203
Deutsche Bank AG
4.10%, 01/13/26^(a)		221		211,546
4.50%, 04/01/25		200		192,510
Deutsche Bank AG/New York NY
1.69%, 03/19/26		580		526,565
2.13%, 11/24/26 (Call 11/24/25), (1-day SOFR + 1.870%)^(b)		640		580,474


Security	Par (000)		Value

Banks (continued)
2.31%, 11/16/27 (Call 11/16/26), (1-day SOFR + 1.219%)^(b)	$	325	$	284,882
2.55%, 01/07/28 (Call 01/07/27), (1-day SOFR + 1.318%)^(b)		280		247,212
3.04%, 05/28/32 (Call 05/28/31), (1-day SOFR + 1.718%)^(b)		270		214,515
3.55%, 09/18/31 (Call 09/18/30), (1-day SOFR + 3.043%)^(b)		415		347,467
3.73%, 01/14/32 (Call 10/14/30), (1-day SOFR + 2.757%)^(b)		230		177,574
3.74%, 01/07/33 (Call 10/07/31), (1-day SOFR + 2.257%)^(b)		230		172,263
3.96%, 11/26/25 (Call 11/26/24), (1-day SOFR + 2.581%)^(b)		535		516,275
4.10%, 01/13/26		65		61,821
4.16%, 05/13/25		150		145,904
4.88%, 12/01/32 (Call 12/01/27), (5-year USD ICE Swap + 2.553%)^(b)		230		201,416
5.37%, 09/09/27		15		14,867
6.72%, 01/18/29 (Call 01/18/28), (1-day SOFR + 3.180%)^(b)		370		374,162
7.08%, 02/10/34 (Call 11/10/32), (1-day SOFR + 3.650%)^(b)		230		218,712
7.15%, 07/13/27 (Call 07/13/26), (1-day SOFR + 2.520%)^(b)		180		182,605
Discover Bank
2.45%, 09/12/24 (Call 08/12/24)		45		43,114
2.70%, 02/06/30 (Call 11/06/29)		265		212,284
3.45%, 07/27/26 (Call 04/27/26)		250		228,957
4.25%, 03/13/26		20		19,007
4.65%, 09/13/28 (Call 06/13/28)		40		36,673
Fifth Third Bancorp.
1.71%, 11/01/27 (Call 11/01/26), (1-day SOFR + 0.685%)^(b)		70		60,833
2.38%, 01/28/25 (Call 12/28/24)		105		99,885
2.55%, 05/05/27 (Call 04/05/27)		195		174,332
3.95%, 03/14/28 (Call 02/14/28)		185		171,513
4.06%, 04/25/28 (Call 04/25/27), (1-day SOFR + 1.355%)^(b)		115		107,479
4.34%, 04/25/33 (Call 04/25/32), (1-day SOFR + 1.660%)^(a)(b)		70		61,861
4.77%, 07/28/30 (Call 07/28/29), (1-day SOFR + 2.127%)^(b)		215		200,907
6.34%, 07/27/29 (Call 07/27/28), (1-day SOFR + 2.340%)^(b)		100		101,176
6.36%, 10/27/28 (Call 10/27/27), (1-day SOFR + 2.192%)^(b)		255		256,999
Fifth Third Bank NA
2.25%, 02/01/27 (Call 01/01/27)		250		221,850
3.85%, 03/15/26 (Call 02/15/26)		65		60,629
3.95%, 07/28/25 (Call 06/28/25)		205		197,770
5.85%, 10/27/25 (Call 10/27/24), (1-day SOFR + 1.230%)^(b)		285		280,916
First Citizens BancShares Inc./NC, 3.38%, 03/15/30 (Call 03/15/25), (3-mo. SOFR + 2.465%)^(b)		100		92,068
First Horizon Corp., 4.00%, 05/26/25 (Call 04/26/25)^(a)		25		23,629
First-Citizens Bank & Trust Co.
2.97%, 09/27/25 (Call 09/27/24), (3-mo. SOFR + 1.715%)^(b)		267		255,199
6.13%, 03/09/28		25		25,124


Security	Par (000)		Value

Banks (continued)
FNB Corp., 5.15%, 08/25/25 (Call 07/25/25)	$	45	$	43,601
Goldman Sachs Group Inc.,
0.86%, 02/12/26 (Call 02/12/25), (1-day SOFR + 0.609%)^(b)		290		269,117
1.09%, 12/09/26 (Call 12/09/25), (1-day SOFR + 0.789%)^(b)		695		623,762
1.43%, 03/09/27 (Call 03/09/26), (1-day SOFR + 0.798%)^(b)		710		636,508
1.54%, 09/10/27 (Call 09/10/26), (1-day SOFR + 0.818%)^(b)		680		600,039
1.95%, 10/21/27 (Call 10/21/26), (1-day SOFR + 0.913%)^(b)		890		791,940
1.99%, 01/27/32 (Call 01/27/31), (1-day SOFR + 1.090%)^(b)		617		480,557
2.38%, 07/21/32 (Call 07/21/31), (1-day SOFR + 1.248%)^(b)		850		670,896
2.60%, 02/07/30 (Call 11/07/29)		524		442,314
2.62%, 04/22/32 (Call 04/22/31), (1-day SOFR + 1.281%)^(b)		880		712,360
2.64%, 02/24/28 (Call 02/24/27), (1-day SOFR + 1.114%)^(b)		655		592,585
2.65%, 10/21/32 (Call 10/21/31), (1-day SOFR + 1.264%)^(b)		680		545,632
3.10%, 02/24/33 (Call 02/24/32), (1-day SOFR + 1.410%)^(b)		880		732,266
3.27%, 09/29/25 (Call 09/29/24), (3-mo. SOFR + 1.463%)^(b)		622		603,564
3.50%, 01/23/25 (Call 10/23/24)		671		650,139
3.50%, 04/01/25 (Call 03/01/25)		812		783,751
3.50%, 11/16/26 (Call 11/16/25)		620		582,806
3.62%, 03/15/28 (Call 03/15/27), (1-day SOFR + 1.846%)^(b)		732		684,698
3.69%, 06/05/28 (Call 06/05/27), (3-mo. SOFR + 1.772%)^(b)		590		552,323
3.75%, 05/22/25 (Call 02/22/25)		611		590,446
3.75%, 02/25/26 (Call 11/25/25)		517		495,612
3.80%, 03/15/30 (Call 12/15/29)		468		425,880
3.81%, 04/23/29 (Call 04/23/28), (3-mo. SOFR + 1.420%)^(b)		552		510,611
3.85%, 01/26/27 (Call 01/26/26)		693		657,622
4.22%, 05/01/29 (Call 05/01/28), (3-mo. SOFR + 1.563%)^(b)		751		706,894
4.25%, 10/21/25		531		514,842
4.39%, 06/15/27 (Call 06/15/26), (1-day SOFR + 1.510%)^(b)		240		232,798
4.48%, 08/23/28 (Call 08/23/27), (1-day SOFR + 1.725%)^(b)		515		495,497
5.70%, 11/01/24		135		134,761
5.80%, 08/10/26 (Call 08/10/25), (1-day SOFR + 1.075%)^(b)		500		498,300
5.95%, 01/15/27		250		252,440
6.13%, 02/15/33		255		270,588
HSBC Holdings PLC
1.59%, 05/24/27 (Call 05/24/26), (1-day SOFR + 1.290%)^(b)		485		431,184
1.65%, 04/18/26 (Call 04/18/25), (1-day SOFR + 1.538%)^(b)		555		516,899
2.01%, 09/22/28 (Call 09/22/27), (1-day SOFR + 1.732%)^(b)		375		322,012


Security	Par (000)		Value

Banks (continued)
2.10%, 06/04/26 (Call 06/04/25), (1-day SOFR + 1.929%)^(b)	$	155	$	144,463
2.21%, 08/17/29 (Call 08/17/28), (1-day SOFR + 1.285%)^(b)		425		355,967
2.25%, 11/22/27 (Call 11/22/26), (1-day SOFR + 1.100%)^(b)		520		463,393
2.36%, 08/18/31 (Call 08/18/30), (1-day SOFR + 1.947%)^(b)		145		114,979
2.63%, 11/07/25 (Call 11/07/24), (3-mo. SOFR + 1.401%)^(b)		555		532,167
2.80%, 05/24/32 (Call 05/24/31), (1-day SOFR + 1.187%)^(b)		785		626,846
2.85%, 06/04/31 (Call 06/04/30), (1-day SOFR + 2.387%)^(b)		325		267,998
2.87%, 11/22/32 (Call 11/22/31), (1-day SOFR + 1.410%)^(b)		510		405,455
3.00%, 03/10/26 (Call 03/10/25), (1-day SOFR + 1.430%)^(b)		270		257,680
3.90%, 05/25/26		605		576,148
3.97%, 05/22/30 (Call 05/22/29), (3-mo. SOFR + 1.872%)^(b)		675		607,594
4.04%, 03/13/28 (Call 03/13/27), (3-mo. SOFR + 1.808%)^(b)		515		483,369
4.18%, 12/09/25 (Call 12/09/24), (1-day SOFR + 1.510%)^(b)		385		375,121
4.25%, 08/18/25		465		448,339
4.29%, 09/12/26 (Call 09/12/25), (3-mo. SOFR + 1.609%)^(b)		615		593,063
4.30%, 03/08/26		770		744,136
4.38%, 11/23/26		405		385,783
4.58%, 06/19/29 (Call 06/19/28), (3-mo. SOFR + 1.796%)^(b)		560		528,612
4.76%, 06/09/28 (Call 06/09/27), (1-day SOFR + 2.110%)^(b)		495		474,660
4.76%, 03/29/33 (Call 03/29/32), (1-day SOFR + 2.530%)^(b)		460		408,328
4.95%, 03/31/30		730		702,340
5.21%, 08/11/28 (Call 08/11/27), (1-day SOFR + 2.610%)^(b)		490		478,073
5.40%, 08/11/33 (Call 08/11/32), (1-day SOFR + 2.870%)^(b)		620		591,294
5.89%, 08/14/27 (Call 08/14/26), (1-day SOFR + 1.570%)^(b)		500		498,475
6.16%, 03/09/29 (Call 03/09/28), (1-day SOFR + 1.970%)^(b)		525		528,523
6.25%, 03/09/34 (Call 03/09/33), (1-day SOFR + 2.390%)^(b)		520		525,642
6.55%, 06/20/34 (Call 06/20/33), (1-day SOFR + 2.980%)^(b)		200		195,712
7.34%, 11/03/26 (Call 11/03/25), (1-day SOFR + 3.030%)^(b)		445		457,843
7.39%, 11/03/28 (Call 11/03/27), (1-day SOFR + 3.350%)^(b)		560		588,230
8.11%, 11/03/33 (Call 11/03/32), (1-day SOFR + 4.250%)^(b)		455		494,385
HSBC USA Inc., 5.63%, 03/17/25		200		199,474
Huntington Bancshares Inc.
2.49%, 08/15/36 (Call 08/15/31), (5-year CMT + 1.170%)^(b)		75		55,327
2.55%, 02/04/30 (Call 11/04/29)		213		173,738


Security	Par (000)		Value

Banks (continued)
4.00%, 05/15/25 (Call 04/15/25)	$	140	$	134,858
4.44%, 08/04/28 (Call 08/04/27), (1-day SOFR + 1.970%)^(b)		250		235,120
5.02%, 05/17/33 (Call 05/17/32), (1-day SOFR + 2.050%)^(b)		105		97,207
Huntington National Bank (The)
4.55%, 05/17/28 (Call 05/17/27), (1-day SOFR + 1.650%)^(b)		300		283,893
5.65%, 01/10/30 (Call 11/10/29)		10		9,754
5.70%, 11/18/25 (Call 11/18/24), (1-day SOFR + 1.215%)^(b)		150		147,165
Indonesia Government International Bond, 3.54%, 11/08/27		250		237,035
ING Groep NV
2.73%, 04/01/32 (Call 04/01/31), (1-day SOFR + 1.316%)^(b)		205		167,163
3.95%, 03/29/27		350		332,031
4.02%, 03/28/28 (Call 03/28/27), (1-day SOFR + 1.830%)^(b)		415		390,515
4.05%, 04/09/29		200		185,866
4.25%, 03/28/33 (Call 03/28/32), (1-day SOFR + 2.070%)^(b)		250		224,757
4.55%, 10/02/28		260		249,395
JPMorgan Chase & Co.
1.04%, 02/04/27 (Call 02/04/26), (3-mo. SOFR + 0.695%)^(b)		390		348,520
1.05%, 11/19/26 (Call 11/19/25), (1-day SOFR + 0.800%)^(b)		645		581,938
1.47%, 09/22/27 (Call 09/22/26), (1-day SOFR + 0.765%)^(b)		500		441,595
1.56%, 12/10/25 (Call 12/10/24), (1-day SOFR + 0.605%)^(b)		965		911,423
1.58%, 04/22/27 (Call 04/22/26), (1-day SOFR + 0.885%)^(b)		780		700,448
1.76%, 11/19/31 (Call 11/19/30), (3-mo. SOFR + 1.105%)^(b)		355		277,447
1.95%, 02/04/32 (Call 02/04/31), (1-day SOFR + 1.065%)^(b)		660		520,087
2.01%, 03/13/26 (Call 03/13/25), (3-mo. SOFR + 1.585%)^(b)		340		320,739
2.07%, 06/01/29 (Call 06/01/28), (1-day SOFR + 1.015%)^(b)		440		377,340
2.08%, 04/22/26 (Call 04/22/25), (1-day SOFR + 1.850%)^(b)		955		898,474
2.18%, 06/01/28 (Call 06/01/27), (1-day SOFR + 1.890%)^(b)		320		284,182
2.30%, 10/15/25 (Call 10/15/24), (1-day SOFR + 1.160%)^(b)		10		9,592
2.52%, 04/22/31 (Call 04/22/30), (1-day SOFR + 2.040%)^(b)		635		532,251
2.55%, 11/08/32 (Call 11/08/31), (1-day SOFR + 1.180%)^(b)		990		798,316
2.58%, 04/22/32 (Call 04/22/31), (3-mo. SOFR + 1.250%)^(b)		725		593,231
2.60%, 02/24/26 (Call 02/24/25), (1-day SOFR + 0.915%)^(b)		455		434,489
2.74%, 10/15/30 (Call 10/15/29), (3-mo. SOFR + 1.510%)^(b)		760		651,350
2.95%, 10/01/26 (Call 07/01/26)		713		665,856


Security	Par (000)		Value

Banks (continued)
2.95%, 02/24/28 (Call 02/24/27), (1-day SOFR + 1.170%)^(b)	$	460	$	421,880
2.96%, 05/13/31 (Call 05/13/30), (3-mo. SOFR + 2.515%)^(b)		550		467,021
2.96%, 01/25/33 (Call 01/25/32), (1-day SOFR + 1.260%)^(b)		700		580,258
3.13%, 01/23/25 (Call 10/23/24)		185		178,993
3.20%, 06/15/26 (Call 03/15/26)		500		473,695
3.30%, 04/01/26 (Call 01/01/26)		633		601,293
3.51%, 01/23/29 (Call 01/23/28), (3-mo. SOFR + 1.207%)^(b)		528		486,652
3.54%, 05/01/28 (Call 05/01/27), (3-mo. SOFR + 1.642%)^(b)		545		508,921
3.63%, 12/01/27 (Call 12/01/26)		341		320,526
3.70%, 05/06/30 (Call 05/06/29), (3-mo. SOFR + 1.422%)^(b)		570		520,165
3.78%, 02/01/28 (Call 02/01/27), (3-mo. SOFR + 1.599%)^(b)		630		594,865
3.88%, 09/10/24		695		680,885
3.90%, 07/15/25 (Call 04/15/25)		670		651,066
3.96%, 01/29/27 (Call 01/29/26), (3-mo. SOFR + 1.507%)^(b)		488		469,354
4.01%, 04/23/29 (Call 04/23/28), (3-mo. SOFR + 1.382%)^(b)		487		456,592
4.08%, 04/26/26 (Call 04/26/25), (1-day SOFR + 1.320%)^(b)		495		482,645
4.13%, 12/15/26		504		485,034
4.20%, 07/23/29 (Call 07/23/28), (3-mo. SOFR + 1.522%)^(b)		572		540,088
4.25%, 10/01/27		353		341,365
4.32%, 04/26/28 (Call 04/26/27), (1-day SOFR + 1.560%)^(b)		455		437,587
4.45%, 12/05/29 (Call 12/05/28), (3-mo. SOFR + 1.592%)^(b)		548		522,228
4.49%, 03/24/31 (Call 03/24/30), (3-mo. SOFR + 3.790%)^(b)		600		569,076
4.57%, 06/14/30 (Call 06/14/29), (1-day SOFR + 1.750%)^(b)		410		391,087
4.59%, 04/26/33 (Call 04/26/32), (1-day SOFR + 1.800%)^(b)		570		533,007
4.85%, 07/25/28 (Call 07/25/27), (1-day SOFR + 1.990%)^(b)		805		788,948
4.91%, 07/25/33 (Call 07/25/32), (1-day SOFR + 2.080%)^(b)		1,010		969,923
5.30%, 07/24/29 (Call 07/24/28), (1-day SOFR + 1.450%)^(b)		575		571,717
5.35%, 06/01/34 (Call 06/01/33), (1-day SOFR + 1.845%)^(b)		875		865,454
5.55%, 12/15/25 (Call 12/15/24), (1-day SOFR + 1.070%)^(b)		625		622,781
5.72%, 09/14/33 (Call 09/14/32), (1-day SOFR + 2.580%)^(b)		655		654,771
7.63%, 10/15/26		95		100,989
7.75%, 07/15/25		10		10,399
8.00%, 04/29/27		220		241,292
8.75%, 09/01/30		355		424,016
KeyBank NA, 5.00%, 01/26/33 (Call 10/26/32)		30		26,090
KeyBank NA/Cleveland OH
3.40%, 05/20/26		250		223,155
3.90%, 04/13/29		250		204,695


Security	Par (000)		Value

Banks (continued)
4.15%, 08/08/25	$	250	$	236,465
4.90%, 08/08/32		250		206,582
5.85%, 11/15/27 (Call 10/16/27)		250		241,395
KeyCorp
2.25%, 04/06/27		245		210,352
2.55%, 10/01/29		213		168,534
4.10%, 04/30/28		135		121,217
4.15%, 10/29/25		238		224,946
Korea Development Bank (The)
0.75%, 01/25/25		20		18,764
0.80%, 07/19/26		45		39,607
2.00%, 02/24/25		220		209,546
2.00%, 09/12/26^(a)		270		245,033
2.00%, 10/25/31		65		52,150
2.13%, 10/01/24		345		332,697
2.25%, 02/24/27		40		36,586
3.00%, 01/13/26		215		203,700
3.38%, 09/16/25		200		192,320
Kreditanstalt fuer Wiederaufbau
0.38%, 07/18/25		1,165		1,070,518
0.50%, 09/20/24		235		223,306
0.63%, 01/22/26		990		898,623
0.75%, 09/30/30		130		102,365
1.00%, 10/01/26		775		696,446
1.25%, 01/31/25		960		908,986
1.75%, 09/14/29		583		506,114
2.00%, 05/02/25		938		892,451
2.50%, 11/20/24		986		953,334
2.88%, 04/03/28		762		713,773
3.00%, 05/20/27		65		61,708
3.13%, 06/10/25		335		324,210
3.63%, 04/01/26		60		58,468
3.75%, 02/15/28		50		48,660
3.88%, 06/15/28		100		97,751
4.13%, 07/15/33		600		593,004
Landwirtschaftliche Rentenbank
0.88%, 03/30/26		480		435,490
0.88%, 09/03/30		400		316,568
1.75%, 07/27/26		335		308,686
2.00%, 01/13/25		50		47,864
2.38%, 06/10/25		425		405,543
3.88%, 09/28/27		300		293,958
3.88%, 06/14/28		25		24,476
Series 37, 2.50%, 11/15/27		195		180,798
Series 40, 0.50%, 05/27/25		465		429,790
Lloyds Banking Group PLC
1.63%, 05/11/27 (Call 05/11/26), (1-year CMT + 0.850%)^(b)		75		66,971
2.44%, 02/05/26 (Call 02/05/25), (1-year CMT + 1.000%)^(b)		220		208,646
3.51%, 03/18/26 (Call 03/18/25), (1-year CMT + 1.600%)^(b)		405		389,468
3.57%, 11/07/28 (Call 11/07/27), (3-mo. LIBOR US + 1.205%)^(b)		360		326,804
3.75%, 01/11/27		280		263,116
3.75%, 03/18/28 (Call 03/18/27), (1-year CMT + 1.800%)^(b)		315		292,994
4.38%, 03/22/28		315		298,214
4.45%, 05/08/25		650		634,231
4.50%, 11/04/24		200		195,560


Security	Par (000)		Value

Banks (continued)
4.55%, 08/16/28	$	240	$	227,561
4.58%, 12/10/25		215		206,933
4.65%, 03/24/26		445		429,496
4.72%, 08/11/26 (Call 08/11/25), (1-year CMT + 1.750%)^(b)		380		371,427
4.98%, 08/11/33 (Call 08/11/32), (1-year CMT + 2.300%)^(b)		215		198,716
5.87%, 03/06/29 (Call 03/06/28), (1-year CMT + 1.700%)^(b)		255		253,154
5.99%, 08/07/27 (Call 08/07/26), (1-year CMT + 1.480%)^(b)		20		19,979
7.95%, 11/15/33 (Call 08/15/32), (1-year CMT + 3.750%)^(b)		200		214,428
M&T Bank Corp.
4.55%, 08/16/28 (Call 08/16/27), (1-day SOFR + 1.780%)^(b)		215		201,249
5.05%, 01/27/34 (Call 01/27/33), (1-day SOFR + 1.850%)^(b)		200		181,958
Manufacturers & Traders Trust Co.
2.90%, 02/06/25 (Call 01/06/25)		431		409,377
4.65%, 01/27/26 (Call 12/27/25)		25		23,916
4.70%, 01/27/28 (Call 12/27/27)		80		74,702
Mitsubishi UFJ Financial Group Inc.
0.96%, 10/11/25 (Call 10/11/24), (1-year CMT + 0.450%)^(b)		375		353,779
1.41%, 07/17/25		335		309,383
1.54%, 07/20/27 (Call 07/20/26), (1-year CMT + 0.750%)^(b)		945		841,711
1.64%, 10/13/27 (Call 10/13/26), (1-year CMT + 0.670%)^(b)		265		234,877
2.05%, 07/17/30		15		12,042
2.19%, 02/25/25		650		616,850
2.31%, 07/20/32 (Call 07/20/31), (1-year CMT + 0.950%)^(b)		370		292,640
2.34%, 01/19/28 (Call 01/19/27), (1-year CMT + 0.830%)^(b)		385		345,383
2.49%, 10/13/32 (Call 10/13/31), (1-year CMT + 0.970%)^(b)		25		19,942
2.56%, 02/25/30		300		252,456
2.76%, 09/13/26		385		355,012
2.85%, 01/19/33 (Call 01/19/32), (1-year CMT + 1.100%)^(b)		220		179,421
3.20%, 07/18/29		390		344,709
3.29%, 07/25/27		240		223,015
3.68%, 02/22/27		270		256,978
3.74%, 03/07/29		460		425,652
3.78%, 03/02/25		259		251,448
3.84%, 04/17/26 (Call 04/17/25), (1-year CMT + 1.125%)^(b)		205		198,288
3.85%, 03/01/26		445		427,209
3.96%, 03/02/28		281		267,495
4.05%, 09/11/28		230		218,337
4.08%, 04/19/28 (Call 04/19/27), (1-year CMT + 1.300%)^(b)		300		284,988
4.32%, 04/19/33 (Call 04/19/32), (1-year CMT + 1.550%)^(b)		100		92,114
5.02%, 07/20/28 (Call 07/20/27), (1-year CMT + 1.950%)^(b)		340		332,935
5.13%, 07/20/33 (Call 07/20/32), (1-year CMT + 2.125%)^(b)		690		669,472


Security	Par (000)		Value

Banks (continued)
5.24%, 04/19/29, (1-year CMT + 1.700%)^(b)	$	200	$	197,314
5.41%, 04/19/34, (1-year CMT + 1.970%)^(b)		20		19,716
5.42%, 02/22/29 (Call 02/22/28), (1-year CMT + 1.380%)^(b)		290		288,585
5.44%, 02/22/34 (Call 02/22/33), (1-year CMT + 1.630%)^(b)		215		212,422
5.48%, 02/22/31 (Call 02/22/30), (1-year CMT + 1.530%)^(b)		240		237,794
5.54%, 04/17/26 (Call 04/17/25), (1-year CMT + 1.500%)^(b)		200		199,022
5.72%, 02/20/26 (Call 02/20/25), (1-year CMT + 1.080%)^(b)		565		563,667
Mizuho Financial Group Inc.
1.23%, 05/22/27 (Call 05/22/26), (1-year CMT + 0.670%)^(b)		255		225,609
1.98%, 09/08/31 (Call 09/08/30), (3-mo. SOFR + 1.532%)^(b)		35		27,259
2.17%, 05/22/32 (Call 05/22/31), (1-year CMT + 0.870%)^(b)		30		23,199
2.20%, 07/10/31 (Call 07/10/30), (3-mo. SOFR + 1.772%)^(b)		310		246,298
2.23%, 05/25/26 (Call 05/25/25), (3-mo. SOFR + 1.092%)^(b)		225		210,397
2.26%, 07/09/32 (Call 07/09/31), (1-year CMT + 0.900%)^(b)		220		170,694
2.56%, 09/13/25 (Call 09/13/24), (3-mo. SOFR + 1.362%)^(b)		200		192,604
2.56%, 09/13/31		305		237,272
2.59%, 05/25/31 (Call 05/25/30), (3-mo. SOFR + 1.332%)^(b)		90		73,857
2.65%, 05/22/26 (Call 05/22/25), (1-year CMT + 0.900%)^(b)		250		235,560
2.84%, 09/13/26		218		200,597
2.87%, 09/13/30 (Call 09/13/29), (3-mo. SOFR + 1.572%)^(b)		200		169,814
3.15%, 07/16/30 (Call 07/16/29), (3-mo. SOFR + 1.392%)^(b)		120		103,782
3.17%, 09/11/27		285		261,049
3.26%, 05/22/30 (Call 05/22/29), (1-year CMT + 1.250%)^(b)		80		70,217
3.66%, 02/28/27		215		202,515
4.02%, 03/05/28		360		339,401
4.25%, 09/11/29 (Call 09/11/28), (3-mo. SOFR + 1.532%)^(b)		335		312,796
5.41%, 09/13/28 (Call 09/13/27), (1-year CMT + 2.050%)^(b)		220		217,873
5.67%, 09/13/33 (Call 09/13/32), (1-year CMT + 2.400%)^(b)		200		198,204
5.75%, 05/27/34 (Call 05/27/33), (1-year CMT + 1.800%)^(b)		200		198,732
5.75%, 07/06/34 (Call 07/06/33), (1-year CMT + 1.900%)^(b)		210		207,994
5.78%, 07/06/29 (Call 07/06/28), (1-year CMT + 1.650%)^(b)		215		215,254
Morgan Stanley
0.99%, 12/10/26 (Call 12/10/25), (1-day SOFR + 0.720%)^(b)		725		650,071
1.16%, 10/21/25 (Call 10/21/24), (1-day SOFR + 0.560%)^(b)		685		646,017


Security	Par (000)		Value

Banks (continued)
1.51%, 07/20/27 (Call 07/20/26), (1-day SOFR + 0.858%)^(b)	$	765	$	679,106
1.59%, 05/04/27 (Call 05/04/26), (1-day SOFR + 0.879%)^(b)		765		685,807
1.79%, 02/13/32 (Call 02/13/31), (1-day SOFR + 1.034%)^(b)		610		468,919
1.93%, 04/28/32 (Call 04/28/31), (1-day SOFR + 1.020%)^(b)		700		539,623
2.19%, 04/28/26 (Call 04/28/25), (1-day SOFR + 1.990%)^(b)		760		716,558
2.24%, 07/21/32 (Call 07/21/31), (1-day SOFR + 1.178%)^(b)		845		662,953
2.48%, 01/21/28 (Call 01/21/27), (1-day SOFR + 1.000%)^(b)		475		428,469
2.48%, 09/16/36 (Call 09/16/31), (1-day SOFR + 1.360%)^(b)		600		452,046
2.51%, 10/20/32 (Call 10/20/31), (1-day SOFR + 1.200%)^(b)		430		342,620
2.63%, 02/18/26 (Call 02/18/25), (1-day SOFR + 0.940%)^(b)		470		447,783
2.70%, 01/22/31 (Call 01/22/30), (1-day SOFR + 1.143%)^(b)		800		673,752
2.94%, 01/21/33 (Call 01/21/32), (1-day SOFR + 1.290%)^(b)		655		537,133
3.13%, 07/27/26		664		621,544
3.59%, 07/22/28 (Call 07/22/27), (3-mo. LIBOR US + 1.340%)^(b)		751		694,495
3.62%, 04/01/31 (Call 04/01/30), (1-day SOFR + 3.120%)^(b)		765		679,963
3.63%, 01/20/27		688		649,919
3.70%, 10/23/24		906		886,521
3.77%, 01/24/29 (Call 01/24/28), (3-mo. SOFR + 1.402%)^(b)		886		821,455
3.88%, 01/27/26		679		653,429
3.95%, 04/23/27		714		673,002
4.00%, 07/23/25		655		635,573
4.21%, 04/20/28 (Call 04/20/27), (1-day SOFR + 1.610%)^(b)		450		429,786
4.35%, 09/08/26		513		494,004
4.43%, 01/23/30 (Call 01/23/29), (3-mo. SOFR + 1.890%)^(b)		709		672,827
4.68%, 07/17/26 (Call 07/17/25), (1-day SOFR + 1.669%)^(b)		405		396,475
4.89%, 07/20/33 (Call 07/20/32), (1-day SOFR + 2.076%)^(b)		410		387,856
5.00%, 11/24/25		440		433,162
5.05%, 01/28/27 (Call 01/28/26), (1-day SOFR + 1.295%)^(b)		265		262,220
5.12%, 02/01/29 (Call 02/01/28), (1-day SOFR + 1.730%)^(b)		665		651,467
5.16%, 04/20/29 (Call 04/20/28), (1-day SOFR + 1.590%)^(b)		470		461,023
5.25%, 04/21/34, (1-day SOFR + 1.870%)^(b)		680		660,062
5.30%, 04/20/37 (Call 04/20/32), (1-day SOFR + 2.620%)^(b)		385		358,339
5.42%, 07/21/34 (Call 07/21/33), (1-day SOFR + 1.880%)^(b)		585		574,915
5.45%, 07/20/29 (Call 07/20/28), (1-day SOFR + 1.630%)^(b)		165		164,017


Security	Par (000)		Value

Banks (continued)
5.95%, 01/19/38 (Call 01/19/33), (5-year CMT + 2.430%)^(b)	$	345	$	335,726
6.14%, 10/16/26 (Call 10/16/25), (1-day SOFR + 1.770%)^(b)		55		55,375
6.25%, 08/09/26		75		76,605
6.30%, 10/18/28 (Call 10/18/27), (1-day SOFR + 2.240%)^(b)		430		440,578
6.34%, 10/18/33 (Call 10/18/32), (1-day SOFR + 2.560%)^(b)		645		675,760
7.25%, 04/01/32		460		523,057
Series I, 0.86%, 10/21/25 (Call 10/21/24), (1-day SOFR + 0.745%)^(b)		230		216,428
Morgan Stanley Bank NA
4.75%, 04/21/26		345		340,750
5.48%, 07/16/25 (Call 06/16/25)		260		260,533
National Australia Bank Ltd./New York
2.50%, 07/12/26		375		348,424
3.38%, 01/14/26		285		273,207
3.91%, 06/09/27		50		47,805
4.90%, 06/13/28		345		340,853
4.97%, 01/12/26		80		79,489
5.13%, 11/22/24		250		248,937
5.20%, 05/13/25		270		269,509
National Bank of Canada, 5.25%, 01/17/25		255		253,870
NatWest Group PLC
1.64%, 06/14/27 (Call 06/14/26), (1-year CMT + 0.900%)^(b)		370		328,638
3.03%, 11/28/35 (Call 08/28/30), (5-year CMT + 2.350%)^(b)		200		154,420
3.07%, 05/22/28 (Call 05/22/27), (1-year CMT + 2.550%)^(b)		395		356,254
3.75%, 11/01/29 (Call 11/01/24), (5-year CMT + 2.100%)^(b)		410		390,517
4.45%, 05/08/30 (Call 05/08/29), (3-mo. LIBOR US + 1.871%)^(b)		275		252,585
4.80%, 04/05/26		275		267,814
4.89%, 05/18/29 (Call 05/18/28), (3-mo. LIBOR US + 1.754%)^(b)		360		342,954
5.08%, 01/27/30 (Call 01/27/29), (3-mo. LIBOR US + 1.905%)^(b)		390		371,545
5.81%, 09/13/29 (Call 09/13/28), (1-year CMT + 1.950%)^(b)		220		218,126
5.85%, 03/02/27 (Call 03/02/26), (1-year CMT + 1.350%)^(b)		35		34,797
6.02%, 03/02/34 (Call 03/02/33), (1-year CMT + 2.100%)^(b)		200		198,806
7.47%, 11/10/26 (Call 11/10/25), (1-year CMT + 2.850%)^(b)		285		293,419
Northern Trust Corp.
1.95%, 05/01/30 (Call 02/01/30)		285		234,686
3.15%, 05/03/29 (Call 02/03/29)		177		160,822
3.38%, 05/08/32 (Call 05/08/27), (3-mo. LIBOR US + 1.131%)^(b)		132		117,759
3.65%, 08/03/28 (Call 05/03/28)		151		142,292
3.95%, 10/30/25		233		225,483
4.00%, 05/10/27 (Call 04/10/27)		260		249,532
6.13%, 11/02/32 (Call 08/02/32)		215		219,496
Oesterreichische Kontrollbank AG
0.38%, 09/17/25		225		205,339
0.50%, 09/16/24		155		147,255


Security	Par (000)		Value

Banks (continued)
0.50%, 02/02/26	$	315	$	284,218
1.50%, 02/12/25		615		582,897
2.88%, 05/23/25		150		144,336
4.13%, 01/20/26		75		73,797
4.25%, 03/01/28		115		114,052
4.63%, 11/03/25		160		159,070
PNC Bank NA
2.70%, 10/22/29		105		88,062
2.95%, 02/23/25 (Call 01/24/25)		50		47,991
3.10%, 10/25/27 (Call 09/25/27)		360		328,511
3.25%, 06/01/25 (Call 05/02/25)		275		262,960
3.25%, 01/22/28 (Call 12/23/27)		290		265,347
3.88%, 04/10/25 (Call 03/10/25)		275		265,903
4.05%, 07/26/28		265		244,746
4.20%, 11/01/25 (Call 10/02/25)		37		35,636
PNC Financial Services Group Inc. (The)
1.15%, 08/13/26 (Call 07/13/26)		265		235,116
2.20%, 11/01/24 (Call 10/02/24)		310		297,491
2.31%, 04/23/32 (Call 04/23/31), (1-day SOFR + 0.979%)^(b)		359		289,171
2.55%, 01/22/30 (Call 10/24/29)		470		394,255
2.60%, 07/23/26 (Call 05/23/26)		410		380,906
3.15%, 05/19/27 (Call 04/19/27)		248		229,606
3.45%, 04/23/29 (Call 01/23/29)		409		368,701
4.63%, 06/06/33 (Call 06/06/32), (1-day SOFR + 1.850%)^(b)		45		40,708
4.76%, 01/26/27 (Call 01/26/26), (1-day SOFR + 1.085%)^(b)		380		372,879
5.07%, 01/24/34 (Call 01/24/33), (1-day SOFR + 1.933%)^(b)		285		270,169
5.35%, 12/02/28 (Call 12/02/27), (1-day SOFR + 1.630%)^(b)		310		304,956
5.58%, 06/12/29 (Call 06/12/28), (1-day SOFR + 1.841%)^(b)		217		215,175
5.67%, 10/28/25 (Call 10/28/24), (1-day SOFR + 1.090%)^(b)		15		14,935
5.81%, 06/12/26 (Call 06/12/25), (1-day SOFR + 1.322%)^(b)		182		181,811
5.94%, 08/18/34 (Call 08/18/33), (1-day SOFR + 1.946%)^(b)		200		202,350
6.04%, 10/28/33 (Call 10/28/32), (1-day SOFR + 2.140%)^(b)		300		304,848
Regions Financial Corp.
1.80%, 08/12/28 (Call 06/12/28)		115		95,342
2.25%, 05/18/25 (Call 04/18/25)		195		182,255
Royal Bank of Canada
0.75%, 10/07/24		225		213,264
0.88%, 01/20/26		376		338,381
1.15%, 06/10/25		305		282,375
1.15%, 07/14/26		165		146,705
1.20%, 04/27/26		475		425,771
1.40%, 11/02/26		359		317,977
1.60%, 01/21/25		305		289,106
2.05%, 01/21/27		145		130,532
2.25%, 11/01/24		412		396,109
2.30%, 11/03/31		370		297,228
3.38%, 04/14/25		185		178,963
3.63%, 05/04/27		380		358,234
3.88%, 05/04/32		190		172,345
4.24%, 08/03/27		320		307,747


Security	Par (000)		Value

Banks (continued)
4.65%, 01/27/26	$	337	$	330,823
4.88%, 01/12/26		205		202,472
4.90%, 01/12/28		175		172,415
4.95%, 04/25/25		180		177,997
5.00%, 02/01/33		285		276,250
5.00%, 05/02/33		265		256,366
5.20%, 07/20/26		270		268,834
5.20%, 08/01/28		190		188,837
5.66%, 10/25/24		200		199,962
6.00%, 11/01/27		475		486,082
Santander Holdings USA Inc.
2.49%, 01/06/28 (Call 01/06/27), (1-day SOFR + 1.249%)^(b)		215		188,428
3.24%, 10/05/26 (Call 08/05/26)		238		217,972
3.45%, 06/02/25 (Call 05/02/25)		115		109,678
4.40%, 07/13/27 (Call 04/14/27)		229		216,824
4.50%, 07/17/25 (Call 04/17/25)		260		253,653
5.81%, 09/09/26 (Call 09/09/25), (1-day SOFR + 2.328%)^(b)		210		207,646
6.50%, 03/09/29 (Call 03/09/28), (1-day SOFR + 2.356%)^(b)		150		149,325
6.57%, 06/12/29 (Call 06/12/28), (1-day SOFR + 2.700%)^(b)		100		99,547
Santander UK Group Holdings PLC
1.53%, 08/21/26 (Call 08/21/25), (1-year CMT + 1.250%)^(b)		335		303,761
1.67%, 06/14/27 (Call 06/14/26), (1-day SOFR + 0.989%)^(b)		375		329,902
2.90%, 03/15/32 (Call 03/15/31), (1-day SOFR + 1.475%)^(b)		230		183,832
3.82%, 11/03/28 (Call 11/03/27), (3-mo. LIBOR US + 1.400%)^(b)		265		239,067
6.53%, 01/10/29 (Call 01/10/28), (1-day SOFR + 2.600%)^(b)		230		231,778
6.83%, 11/21/26 (Call 11/21/25), (1-day SOFR + 2.749%)^(b)		370		374,547
State Street Corp.
1.68%, 11/18/27 (Call 11/18/26), (1-day SOFR + 0.560%)^(b)		270		242,074
1.75%, 02/06/26 (Call 02/06/25), (1-day SOFR + 0.441%)^(b)		65		61,359
2.20%, 02/07/28 (Call 02/07/27), (1-day SOFR + 0.730%)^(b)		140		127,078
2.20%, 03/03/31		430		342,430
2.35%, 11/01/25 (Call 11/01/24), (1-day SOFR + 0.940%)^(b)		240		230,419
2.40%, 01/24/30		201		171,666
2.62%, 02/07/33 (Call 02/07/32), (1-day SOFR + 1.002%)^(b)		115		94,317
2.65%, 05/19/26		260		244,538
2.90%, 03/30/26 (Call 03/30/25), (1-day SOFR + 2.600%)^(b)		175		167,492
3.15%, 03/30/31 (Call 03/30/30), (1-day SOFR + 2.650%)^(b)		200		175,652
3.30%, 12/16/24		291		282,503
3.55%, 08/18/25		280		270,270
4.14%, 12/03/29 (Call 12/03/28), (3-mo. SOFR + 1.292%)^(b)		130		124,543
4.16%, 08/04/33 (Call 08/04/32), (1-day SOFR + 1.726%)^(b)		180		163,724


Security	Par (000)		Value

Banks (continued)
4.42%, 05/13/33 (Call 05/13/32), (1-day SOFR + 1.605%)^(b)	$	95	$	88,309
4.82%, 01/26/34 (Call 01/26/33), (1-day SOFR + 1.567%)^(b)		110		104,355
4.86%, 01/26/26 (Call 01/26/25), (1-day SOFR + 0.604%)^(b)		235		231,961
5.10%, 05/18/26 (Call 05/18/25), (1-day SOFR + 1.130%)^(b)		150		148,672
5.16%, 05/18/34 (Call 05/18/33), (1-day SOFR + 1.890%)^(b)		140		135,899
5.75%, 11/04/26 (Call 11/04/25), (1-day SOFR + 1.353%)^(b)		95		95,118
5.82%, 11/04/28 (Call 11/04/27), (1-day SOFR + 1.715%)^(b)		305		309,636
Sumitomo Mitsui Banking Corp., 3.65%, 07/23/25		250		240,500
Sumitomo Mitsui Financial Group Inc.
0.95%, 01/12/26		295		264,966
1.40%, 09/17/26		540		477,959
1.47%, 07/08/25		5		4,631
1.71%, 01/12/31		200		153,832
1.90%, 09/17/28		130		109,235
2.13%, 07/08/30		75		60,388
2.14%, 09/23/30		385		304,131
2.22%, 09/17/31		285		225,264
2.35%, 01/15/25		305		291,217
2.45%, 09/27/24		295		284,722
2.47%, 01/14/29		200		171,468
2.63%, 07/14/26		438		404,134
2.72%, 09/27/29		200		170,536
2.75%, 01/15/30		345		293,333
3.01%, 10/19/26		405		375,350
3.04%, 07/16/29		535		466,921
3.20%, 09/17/29		225		196,866
3.35%, 10/18/27		300		275,910
3.36%, 07/12/27		455		421,999
3.45%, 01/11/27		277		259,272
3.54%, 01/17/28		235		216,893
3.78%, 03/09/26		320		306,419
3.94%, 07/19/28		85		79,445
4.31%, 10/16/28^(a)		255		241,850
5.46%, 01/13/26		500		498,395
5.71%, 01/13/30		295		296,257
5.77%, 01/13/33		380		384,469
5.78%, 07/13/33		225		227,736
5.80%, 07/13/28		200		202,444
5.85%, 07/13/30		200		202,104
5.88%, 07/13/26		200		201,512
Synchrony Financial, 5.63%, 08/23/27 (Call 07/23/27)		300		284,127
Synovus Bank, 5.63%, 02/15/28 (Call 01/15/28)		250		231,140
Synovus Financial Corp., 5.20%, 08/11/25 (Call 07/11/25)		35		33,854
Toronto-Dominion Bank (The)
0.70%, 09/10/24		160		152,154
0.75%, 09/11/25		330		300,920
0.75%, 01/06/26		400		359,184
1.15%, 06/12/25		215		199,385
1.20%, 06/03/26		424		378,089
1.25%, 12/13/24		60		56,752
1.25%, 09/10/26		340		301,328
1.45%, 01/10/25		170		161,090


Security	Par (000)		Value

Banks (continued)
1.95%, 01/12/27	$	120	$	107,786
2.00%, 09/10/31		205		162,225
2.45%, 01/12/32		240		194,016
2.80%, 03/10/27		335		307,215
3.20%, 03/10/32		355		302,016
3.63%, 09/15/31 (Call 09/15/26), (5-year USD Swap + 2.205%)^(b)		475		443,336
3.77%, 06/06/25		390		378,577
4.11%, 06/08/27		357		340,785
4.29%, 09/13/24		185		182,247
4.46%, 06/08/32		520		484,614
4.69%, 09/15/27		320		311,843
5.16%, 01/10/28		30		29,716
5.52%, 07/17/28		205		205,836
5.53%, 07/17/26		195		195,394
Truist Bank
1.50%, 03/10/25 (Call 02/10/25)		480		447,730
2.15%, 12/06/24 (Call 11/05/24)		25		23,868
2.25%, 03/11/30 (Call 12/11/29)		295		234,085
2.64%, 09/17/29 (Call 09/17/24), (5-year CMT + 1.150%)^(b)		265		246,447
3.30%, 05/15/26 (Call 04/15/26)		330		306,382
3.80%, 10/30/26 (Call 09/30/26)		30		27,699
4.05%, 11/03/25 (Call 09/03/25)		65		62,436
Truist Financial Corp.
1.13%, 08/03/27 (Call 06/03/27)		324		273,932
1.20%, 08/05/25 (Call 07/03/25)		105		96,323
1.27%, 03/02/27 (Call 03/02/26), (1-day SOFR + 0.609%)^(b)		605		539,684
1.89%, 06/07/29 (Call 06/07/28), (1-day SOFR + 0.862%)^(b)		425		354,756
1.95%, 06/05/30 (Call 03/05/30)		180		142,679
2.85%, 10/26/24 (Call 09/26/24)		338		326,140
3.70%, 06/05/25 (Call 05/05/25)		255		245,741
3.88%, 03/19/29 (Call 02/16/29)		135		120,691
4.00%, 05/01/25 (Call 03/01/25)		234		226,760
4.12%, 06/06/28 (Call 06/06/27), (1-day SOFR + 1.368%)^(b)		305		287,667
4.26%, 07/28/26 (Call 07/28/25), (1-day SOFR + 1.456%)^(b)		325		313,898
4.87%, 01/26/29 (Call 01/26/28), (1-day SOFR + 1.435%)^(b)		280		268,450
4.92%, 07/28/33 (Call 07/28/32), (1-day SOFR + 2.240%)^(b)		210		187,314
5.12%, 01/26/34 (Call 01/26/33), (1-day SOFR + 1.852%)^(b)		240		225,024
5.87%, 06/08/34 (Call 06/08/33), (1-day SOFR + 2.361%)^(b)		105		104,115
5.90%, 10/28/26 (Call 10/28/25), (1-day SOFR + 1.626%)^(b)		375		373,852
6.05%, 06/08/27 (Call 06/08/26), (1-day SOFR + 2.050%)^(b)		125		124,923
6.12%, 10/28/33 (Call 10/28/32), (1-day SOFR + 2.300%)^(b)		235		236,438
U.S. Bancorp
1.38%, 07/22/30 (Call 04/22/30)		425		322,073
1.45%, 05/12/25 (Call 04/11/25)		365		341,447
2.22%, 01/27/28 (Call 01/27/27), (1-day SOFR + 0.730%)^(b)		115		102,600


Security	Par (000)		Value

Banks (continued)
2.49%, 11/03/36 (Call 11/03/31), (5-year CMT + 0.950%)^(b)	$	100	$	73,659
2.68%, 01/27/33 (Call 01/27/32), (1-day SOFR + 1.020%)^(b)		235		186,785
3.00%, 07/30/29 (Call 04/30/29)		275		235,480
3.10%, 04/27/26 (Call 03/27/26)		503		471,965
3.60%, 09/11/24 (Call 08/11/24)		227		222,113
3.90%, 04/26/28 (Call 03/24/28)		262		245,947
3.95%, 11/17/25 (Call 10/17/25)		189		182,977
4.55%, 07/22/28 (Call 07/22/27), (1-day SOFR + 1.660%)^(b)		440		420,165
4.65%, 02/01/29 (Call 02/01/28), (1-day SOFR + 1.230%)^(b)		540		515,290
4.84%, 02/01/34 (Call 02/01/33), (1-day SOFR + 1.600%)^(b)		450		417,370
4.97%, 07/22/33 (Call 07/22/32), (1-day SOFR + 2.110%)^(b)		310		282,472
5.73%, 10/21/26 (Call 10/21/25), (1-day SOFR + 1.430%)^(b)		440		439,710
5.78%, 06/12/29 (Call 06/12/28), (1-day SOFR + 2.020%)^(b)		180		179,564
5.84%, 06/12/34 (Call 06/10/33), (1-day SOFR + 2.260%)^(b)		301		300,260
5.85%, 10/21/33 (Call 10/21/32), (1-day SOFR + 2.090%)^(b)		210		208,973
Series V, 2.38%, 07/22/26 (Call 06/22/26)		385		354,708
Series X, 3.15%, 04/27/27 (Call 03/27/27)		308		285,316
U.S. Bank NA/Cincinnati OH
2.05%, 01/21/25 (Call 12/20/24)		255		242,546
2.80%, 01/27/25 (Call 12/27/24)		425		408,059
UBS Group AG
3.75%, 03/26/25		420		405,581
4.55%, 04/17/26		575		556,450
Wachovia Corp., 7.57%, 08/01/26^(c)		135		141,195
Webster Financial Corp., 4.10%, 03/25/29 (Call 12/25/28)		90		78,674
Wells Fargo & Co.
2.16%, 02/11/26 (Call 02/11/25), (3-mo. SOFR + 1.012%)^(b)		776		733,809
2.19%, 04/30/26 (Call 04/30/25), (1-day SOFR + 2.000%)^(b)		625		587,844
2.39%, 06/02/28 (Call 06/02/27), (1-day SOFR + 2.100%)^(b)		632		562,076
2.41%, 10/30/25 (Call 10/30/24), (3-mo. SOFR + 1.087%)^(b)		579		555,464
2.57%, 02/11/31 (Call 02/11/30), (3-mo. SOFR + 1.262%)^(b)		640		534,272
2.88%, 10/30/30 (Call 10/30/29), (3-mo. SOFR + 1.432%)^(b)		755		645,918
3.00%, 02/19/25		600		577,512
3.00%, 04/22/26		809		757,742
3.00%, 10/23/26		1,166		1,079,716
3.20%, 06/17/27 (Call 06/17/26), (3-mo. SOFR + 1.432%)^(b)		590		551,502
3.30%, 09/09/24		533		520,235
3.35%, 03/02/33 (Call 03/02/32), (1-day SOFR + 1.500%)^(b)		885		745,559
3.53%, 03/24/28 (Call 03/24/27), (1-day SOFR + 1.510%)^(b)		750		698,017
3.55%, 09/29/25		653		626,482


Security	Par (000)		Value

Banks (continued)
3.58%, 05/22/28 (Call 05/22/27), (3-mo. SOFR + 1.572%)^(b)	$	714	$	662,735
3.91%, 04/25/26 (Call 04/25/25), (1-day SOFR + 1.320%)^(b)		705		681,841
4.10%, 06/03/26		576		552,321
4.15%, 01/24/29 (Call 10/24/28)		677		637,159
4.30%, 07/22/27		583		558,263
4.48%, 04/04/31 (Call 04/04/30), (3-mo. SOFR + 4.032%)^(b)		490		458,326
4.54%, 08/15/26 (Call 08/15/25), (1-day SOFR + 1.560%)^(b)		165		161,098
4.81%, 07/25/28 (Call 07/25/27), (1-day SOFR + 1.980%)^(b)		650		630,656
4.90%, 07/25/33 (Call 07/25/32), (1-day SOFR + 2.100%)^(b)		1,035		973,811
5.39%, 04/24/34, (1-day SOFR + 2.020%)^(b)		735		716,030
5.56%, 07/25/34 (Call 07/25/33), (1-day SOFR + 1.990%)^(b)		1,020		1,006,720
5.57%, 07/25/29 (Call 07/25/28), (1-day SOFR + 1.740%)^(b)		635		632,168
Series B, 7.95%, 11/15/29		105		114,443
Wells Fargo Bank NA
5.45%, 08/07/26 (Call 07/07/26)		500		501,705
5.55%, 08/01/25 (Call 07/01/25)		500		500,995
Westpac Banking Corp.
1.02%, 11/18/24		90		85,316
1.15%, 06/03/26		510		458,368
1.95%, 11/20/28		271		232,713
2.15%, 06/03/31		285		233,862
2.35%, 02/19/25		72		69,072
2.65%, 01/16/30		310		270,850
2.67%, 11/15/35 (Call 11/15/30), (5-year CMT + 1.750%)^(b)		255		195,952
2.70%, 08/19/26		355		331,226
2.85%, 05/13/26		475		447,621
2.89%, 02/04/30 (Call 02/04/25), (5-year CMT + 1.350%)^(b)		1,016		959,612
3.02%, 11/18/36 (Call 11/18/31), (5-year CMT + 1.530%)^(b)		210		160,564
3.35%, 03/08/27		243		229,411
3.40%, 01/25/28		392		368,696
3.74%, 08/26/25		20		19,400
4.04%, 08/26/27		155		150,440
4.11%, 07/24/34 (Call 07/24/29), (5-year CMT + 2.000%)^(b)		200		175,380
4.32%, 11/23/31 (Call 11/23/26), (5-year USD ICE Swap + 2.236%)^(b)		200		186,696
5.35%, 10/18/24		60		59,898
5.41%, 08/10/33 (Call 08/10/32), (1-year CMT + 2.680%)^(b)		150		141,183
5.46%, 11/18/27		415		421,088
Zions Bancorp NA, 3.25%, 10/29/29 (Call 07/29/29)		75		58,833


				287,688,567

Beverages — 0.5%
Anheuser-Busch InBev Worldwide Inc.
3.50%, 06/01/30 (Call 03/01/30)		405		372,483
3.65%, 02/01/26 (Call 11/01/25)		877		847,489
4.00%, 04/13/28 (Call 01/13/28)		340		327,355
4.75%, 01/23/29 (Call 10/23/28)		888		879,919
4.90%, 01/23/31 (Call 10/23/30)		240		240,782


Security	Par (000)		Value

Beverages (continued)
Brown-Forman Corp.
3.50%, 04/15/25 (Call 02/15/25)	$	45	$	43,682
4.75%, 04/15/33 (Call 01/15/33)		80		79,079
Coca-Cola Co. (The)
1.00%, 03/15/28		220		188,344
1.38%, 03/15/31		363		286,407
1.45%, 06/01/27		320		285,718
1.50%, 03/05/28		105		91,994
1.65%, 06/01/30		210		172,964
1.75%, 09/06/24		275		265,100
2.00%, 03/05/31		260		216,073
2.13%, 09/06/29		265		231,337
2.25%, 01/05/32		445		373,217
2.90%, 05/25/27		150		141,017
3.38%, 03/25/27		373		357,043
3.45%, 03/25/30		433		402,391
Coca-Cola Consolidated Inc., 3.80%, 11/25/25 (Call 08/25/25)		225		217,640
Coca-Cola Femsa SAB de CV, 1.85%, 09/01/32 (Call 06/01/32)		70		53,961
Constellation Brands Inc.
2.25%, 08/01/31 (Call 05/01/31)		230		184,853
2.88%, 05/01/30 (Call 02/01/30)		135		116,326
3.15%, 08/01/29 (Call 05/01/29)		210		187,639
3.60%, 02/15/28 (Call 11/15/27)		220		205,179
3.70%, 12/06/26 (Call 09/06/26)		214		203,623
4.35%, 05/09/27 (Call 04/09/27)		180		174,206
4.40%, 11/15/25 (Call 09/15/25)		235		229,905
4.65%, 11/15/28 (Call 08/15/28)		175		170,051
4.75%, 11/15/24		160		158,392
4.75%, 12/01/25		10		9,848
4.75%, 05/09/32 (Call 02/09/32)		155		148,538
4.90%, 05/01/33		150		144,584
5.00%, 02/02/26 (Call 02/02/24)		215		212,199
Diageo Capital PLC
1.38%, 09/29/25 (Call 08/29/25)		10		9,233
2.00%, 04/29/30 (Call 01/29/30)		235		195,978
2.13%, 04/29/32 (Call 01/29/32)		10		8,039
2.38%, 10/24/29 (Call 07/24/29)		220		190,082
5.20%, 10/24/25		210		210,053
Keurig Dr Pepper Inc.
2.25%, 03/15/31 (Call 12/15/30)		130		106,007
2.55%, 09/15/26 (Call 06/15/26)		105		96,919
3.20%, 05/01/30 (Call 02/01/30)		170		150,348
3.40%, 11/15/25 (Call 08/15/25)		85		81,303
3.43%, 06/15/27 (Call 03/15/27)		150		140,838
3.95%, 04/15/29 (Call 02/15/29)		215		202,487
4.05%, 04/15/32 (Call 01/15/32)		230		210,636
4.42%, 05/25/25 (Call 03/25/25)		139		136,258
4.60%, 05/25/28 (Call 02/25/28)		265		258,539
Molson Coors Beverage Co., 3.00%, 07/15/26 (Call 04/15/26)		533		499,416
PepsiCo Inc.
1.40%, 02/25/31 (Call 11/25/30)		150		119,229
1.63%, 05/01/30 (Call 02/01/30)		324		266,464
1.95%, 10/21/31 (Call 07/21/31)		170		138,599
2.25%, 03/19/25 (Call 02/19/25)		418		400,089
2.38%, 10/06/26 (Call 07/06/26)		294		275,302
2.63%, 03/19/27 (Call 01/19/27)		120		111,823
2.63%, 07/29/29 (Call 04/29/29)		273		244,485


Security	Par (000)		Value

Beverages (continued)
2.75%, 04/30/25 (Call 01/30/25)	$	297	$	285,619
2.75%, 03/19/30 (Call 12/19/29)		310		275,773
2.85%, 02/24/26 (Call 11/24/25)		245		233,296
3.00%, 10/15/27 (Call 07/15/27)		398		373,905
3.50%, 07/17/25 (Call 04/17/25)		340		330,412
3.60%, 02/18/28 (Call 01/18/28)		230		220,319
3.90%, 07/18/32 (Call 04/18/32)		255		241,717
4.45%, 05/15/28 (Call 04/15/28)		170		169,305
4.45%, 02/15/33 (Call 11/15/32)^(a)		175		174,076
4.55%, 02/13/26 (Call 01/13/26)		200		198,812
7.00%, 03/01/29		85		94,580


				14,869,279

Biotechnology — 0.3%
Amgen Inc.
1.65%, 08/15/28 (Call 06/15/28)		300		255,903
1.90%, 02/21/25 (Call 01/21/25)		135		128,366
2.00%, 01/15/32 (Call 10/15/31)		340		266,400
2.20%, 02/21/27 (Call 12/21/26)		217		197,166
2.30%, 02/25/31 (Call 11/25/30)		245		202,123
2.45%, 02/21/30 (Call 11/21/29)		275		233,846
2.60%, 08/19/26 (Call 05/19/26)		485		450,919
3.00%, 02/22/29 (Call 12/22/28)		130		117,507
3.13%, 05/01/25 (Call 02/01/25)		423		406,778
3.20%, 11/02/27 (Call 08/02/27)		67		62,255
3.35%, 02/22/32 (Call 11/22/31)		150		130,695
4.05%, 08/18/29 (Call 06/18/29)		295		278,598
4.20%, 03/01/33 (Call 12/01/32)		260		238,989
5.15%, 03/02/28 (Call 02/02/28)		755		754,086
5.25%, 03/02/25		625		622,350
5.25%, 03/02/30 (Call 01/02/30)		685		685,342
5.25%, 03/02/33 (Call 12/02/32)		890		884,945
Baxalta Inc., 4.00%, 06/23/25 (Call 03/23/25)		220		213,930
Biogen Inc.
2.25%, 05/01/30 (Call 02/01/30)		350		287,872
4.05%, 09/15/25 (Call 06/15/25)		450		436,473
Bio-Rad Laboratories Inc.
3.30%, 03/15/27 (Call 02/15/27)		90		84,383
3.70%, 03/15/32 (Call 12/15/31)		190		166,406
Gilead Sciences Inc.
1.20%, 10/01/27 (Call 08/01/27)		190		163,372
1.65%, 10/01/30 (Call 07/01/30)		315		253,103
2.95%, 03/01/27 (Call 12/01/26)		452		421,178
3.50%, 02/01/25 (Call 11/01/24)		500		486,670
3.65%, 03/01/26 (Call 12/01/25)		663		637,634
Illumina Inc.
2.55%, 03/23/31 (Call 12/23/30)		135		108,185
5.75%, 12/13/27 (Call 11/13/27)		145		144,746
5.80%, 12/12/25 (Call 11/12/25)		180		180,047
Regeneron Pharmaceuticals Inc., 1.75%, 09/15/30 (Call 06/15/30)		313		248,954
Royalty Pharma PLC
1.20%, 09/02/25 (Call 08/02/25)		135		122,974
1.75%, 09/02/27 (Call 07/02/27)		225		194,126
2.15%, 09/02/31 (Call 06/02/31)		144		111,499
2.20%, 09/02/30 (Call 06/02/30)		305		243,143


				10,420,963

Building Materials — 0.1%
Carrier Global Corp.
2.24%, 02/15/25 (Call 01/15/25)		314		298,727


Security	Par (000)		Value

Building Materials (continued)
2.49%, 02/15/27 (Call 12/15/26)	$	91	$	82,786
2.70%, 02/15/31 (Call 11/15/30)		80		67,082
2.72%, 02/15/30 (Call 11/15/29)		565		484,239
Eagle Materials Inc., 2.50%, 07/01/31 (Call 04/01/31)		205		165,646
Fortune Brands Home & Security Inc.
3.25%, 09/15/29 (Call 06/15/29)		180		158,553
4.00%, 06/15/25 (Call 03/15/25)		80		77,394
4.00%, 03/25/32 (Call 12/25/31)		100		87,996
Fortune Brands Innovations Inc., 5.88%, 06/01/33 (Call 03/01/33)		100		99,677
Johnson Controls International PLC, 3.90%, 02/14/26 (Call 11/14/25)		196		188,760
Johnson Controls International PLC/Tyco Fire & Security Finance SCA
1.75%, 09/15/30 (Call 06/15/30)		170		136,121
2.00%, 09/16/31 (Call 06/16/31)		120		94,560
Lennox International Inc.
1.35%, 08/01/25 (Call 07/01/25)		80		73,735
1.70%, 08/01/27 (Call 06/01/27)		75		65,574
Martin Marietta Materials Inc.
2.40%, 07/15/31 (Call 04/15/31)		265		214,218
3.50%, 12/15/27 (Call 09/15/27)		139		130,036
Series CB, 2.50%, 03/15/30 (Call 12/15/29)		125		104,991
Masco Corp.
1.50%, 02/15/28 (Call 12/15/27)		75		63,880
2.00%, 10/01/30 (Call 07/01/30)		115		90,967
2.00%, 02/15/31 (Call 11/15/30)		175		138,224
3.50%, 11/15/27 (Call 08/15/27)		50		46,479
Owens Corning
3.40%, 08/15/26 (Call 05/15/26)		185		174,751
3.88%, 06/01/30 (Call 03/01/30)		85		77,335
3.95%, 08/15/29 (Call 05/15/29)		70		65,142
4.20%, 12/01/24 (Call 09/01/24)		115		112,691
Trane Technologies Financing Ltd., 5.25%, 03/03/33 (Call 12/03/32)		50		49,916
Trane Technologies Global Holding Co. Ltd., 3.75%, 08/21/28 (Call 05/21/28)		125		117,352
Trane Technologies Luxembourg Finance SA
3.50%, 03/21/26 (Call 01/21/26)		205		196,238
3.55%, 11/01/24 (Call 08/01/24)		120		117,340
3.80%, 03/21/29 (Call 12/21/28)		153		142,754
Vulcan Materials Co.
3.50%, 06/01/30 (Call 03/01/30)		180		161,264
3.90%, 04/01/27 (Call 01/01/27)		100		95,716
5.80%, 03/01/26 (Call 03/01/24)		55		55,033


				4,235,177

Chemicals — 0.4%
Air Products and Chemicals Inc.
1.50%, 10/15/25 (Call 09/15/25)		50		46,382
1.85%, 05/15/27 (Call 03/15/27)		180		161,991
2.05%, 05/15/30 (Call 02/15/30)		242		204,284
4.80%, 03/03/33 (Call 12/03/32)		190		188,719
Albemarle Corp.
4.65%, 06/01/27 (Call 05/01/27)		120		116,052
5.05%, 06/01/32 (Call 03/01/32)^(a)		205		193,036
Cabot Corp.
4.00%, 07/01/29 (Call 04/01/29)		78		71,886
5.00%, 06/30/32 (Call 03/30/32)		75		70,691
Celanese U.S. Holdings LLC
1.40%, 08/05/26 (Call 07/05/26)		40		34,925


Security	Par (000)		Value

Chemicals (continued)
6.05%, 03/15/25	$	331	$	331,248
6.17%, 07/15/27 (Call 06/15/27)		420		420,487
6.33%, 07/15/29 (Call 05/15/29)		217		215,650
6.35%, 11/15/28 (Call 10/15/28)		200		200,646
6.38%, 07/15/32 (Call 04/15/32)		285		282,127
6.55%, 11/15/30 (Call 09/15/30)		225		225,054
6.70%, 11/15/33 (Call 08/15/33)		120		120,521
Dow Chemical Co. (The)
2.10%, 11/15/30 (Call 08/15/30)		240		195,718
4.80%, 11/30/28 (Call 08/30/28)		163		160,617
6.30%, 03/15/33 (Call 12/15/32)		35		37,086
7.38%, 11/01/29		304		333,448
DuPont de Nemours Inc.
4.49%, 11/15/25 (Call 09/15/25)		498		487,801
4.73%, 11/15/28 (Call 08/15/28)		570		562,373
Eastman Chemical Co.
3.80%, 03/15/25 (Call 12/15/24)		287		279,153
4.50%, 12/01/28 (Call 09/01/28)		170		162,501
5.75%, 03/08/33 (Call 12/08/32)		165		162,385
Ecolab Inc.
1.30%, 01/30/31 (Call 10/30/30)		238		185,504
1.65%, 02/01/27 (Call 01/01/27)		70		62,747
2.13%, 02/01/32 (Call 11/01/31)		100		81,429
2.70%, 11/01/26 (Call 08/01/26)		245		229,347
3.25%, 12/01/27 (Call 09/01/27)		49		45,952
4.80%, 03/24/30 (Call 12/24/29)		137		136,119
5.25%, 01/15/28 (Call 12/15/27)		265		268,493
EIDP Inc.
1.70%, 07/15/25 (Call 06/15/25)		232		216,347
2.30%, 07/15/30 (Call 04/15/30)		206		170,776
4.50%, 05/15/26 (Call 04/15/26)		15		14,703
4.80%, 05/15/33 (Call 02/15/33)^(a)		5		4,808
FMC Corp.
3.20%, 10/01/26 (Call 08/01/26)		135		124,960
3.45%, 10/01/29 (Call 07/01/29)		158		137,710
5.15%, 05/18/26 (Call 04/18/26)		115		113,955
5.65%, 05/18/33 (Call 02/18/33)		110		104,759
Huntsman International LLC
2.95%, 06/15/31 (Call 03/15/31)		151		120,537
4.50%, 05/01/29 (Call 02/01/29)		215		199,081
International Flavors & Fragrances Inc., 4.45%, 09/26/28 (Call 06/26/28)		25		23,364
Linde Inc., 4.80%, 12/05/24		70		69,607
Linde Inc./CT
1.10%, 08/10/30 (Call 05/10/30)^(a)		251		198,029
2.65%, 02/05/25 (Call 11/05/24)		110		105,772
3.20%, 01/30/26 (Call 10/30/25)		75		72,158
4.70%, 12/05/25 (Call 11/05/25)		110		109,037
LYB International Finance II BV, 3.50%, 03/02/27 (Call 12/02/26)		95		89,553
LYB International Finance III LLC
1.25%, 10/01/25 (Call 09/01/25)		235		214,437
2.25%, 10/01/30 (Call 07/01/30)^(a)		180		146,185
5.63%, 05/15/33 (Call 02/15/33)		135		133,639
Mosaic Co. (The), 4.05%, 11/15/27 (Call 08/15/27)		85		81,051
NewMarket Corp., 2.70%, 03/18/31 (Call 12/18/30)		155		125,758
Nutrien Ltd.
2.95%, 05/13/30 (Call 02/13/30)		109		93,959
3.00%, 04/01/25 (Call 01/01/25)		135		129,343
4.00%, 12/15/26 (Call 09/15/26)		115		109,866


Security	Par (000)		Value

Chemicals (continued)
4.20%, 04/01/29 (Call 01/01/29)	$	185	$	174,035
4.90%, 03/27/28 (Call 02/27/28)		150		146,631
5.90%, 11/07/24		15		14,996
5.95%, 11/07/25		155		155,933
PPG Industries Inc.
1.20%, 03/15/26 (Call 02/15/26)		170		153,352
2.55%, 06/15/30 (Call 03/15/30)		155		131,212
2.80%, 08/15/29 (Call 05/15/29)		45		39,673
3.75%, 03/15/28 (Call 12/15/27)		105		98,951
Rohm & Haas Co., 7.85%, 07/15/29		5		5,529
RPM International Inc.
2.95%, 01/15/32 (Call 10/15/31)		100		80,206
3.75%, 03/15/27 (Call 12/15/26)		94		88,153
4.55%, 03/01/29 (Call 12/01/28)		112		105,082
Sherwin-Williams Co. (The)
2.20%, 03/15/32 (Call 12/15/31)		85		67,441
2.30%, 05/15/30 (Call 02/15/30)		202		168,335
2.95%, 08/15/29 (Call 05/15/29)		145		127,784
3.45%, 08/01/25 (Call 05/01/25)		165		158,836
3.45%, 06/01/27 (Call 03/01/27)		335		315,784
3.95%, 01/15/26 (Call 10/15/25)		115		111,205
4.25%, 08/08/25		80		78,279
Westlake Corp.
3.38%, 06/15/30 (Call 03/15/30)		110		95,288
3.60%, 08/15/26 (Call 05/15/26)		204		193,378


				11,693,849

Commercial Services — 0.3%
Automatic Data Processing Inc.
1.25%, 09/01/30 (Call 06/01/30)		295		235,035
1.70%, 05/15/28 (Call 03/15/28)		415		363,287
3.38%, 09/15/25 (Call 06/15/25)		299		289,270
Block Financial LLC
2.50%, 07/15/28 (Call 05/15/28)		100		85,691
3.88%, 08/15/30 (Call 05/15/30)		195		172,234
5.25%, 10/01/25 (Call 07/01/25)		120		118,237
Cintas Corp. No. 2
3.45%, 05/01/25 (Call 04/01/25)		80		77,464
3.70%, 04/01/27 (Call 01/01/27)		238		228,171
4.00%, 05/01/32 (Call 02/01/32)		150		140,073
Emory University, Series 2020, 2.14%, 09/01/30 (Call 06/01/30)		100		83,228
Equifax Inc.
2.35%, 09/15/31 (Call 06/15/31)		200		156,886
2.60%, 12/01/24 (Call 11/01/24)		60		57,664
2.60%, 12/15/25 (Call 11/15/25)		159		148,543
3.10%, 05/15/30 (Call 02/15/30)		175		149,522
5.10%, 12/15/27 (Call 11/15/27)		210		207,133
5.10%, 06/01/28 (Call 05/01/28)		130		127,191
Global Payments Inc.
1.20%, 03/01/26 (Call 02/01/26)		160		143,016
1.50%, 11/15/24 (Call 10/15/24)		15		14,218
2.15%, 01/15/27 (Call 12/15/26)		195		173,909
2.65%, 02/15/25 (Call 01/15/25)		219		209,077
2.90%, 05/15/30 (Call 02/15/30)		215		181,529
2.90%, 11/15/31 (Call 08/15/31)		205		167,700
3.20%, 08/15/29 (Call 05/15/29)		297		258,746
4.45%, 06/01/28 (Call 03/01/28)		90		84,903
4.80%, 04/01/26 (Call 01/01/26)		88		86,054
4.95%, 08/15/27 (Call 07/15/27)		135		131,553
5.30%, 08/15/29 (Call 06/15/29)		115		112,550


Security	Par (000)		Value

Commercial Services (continued)
5.40%, 08/15/32 (Call 05/15/32)^(a)	$	190	$	186,377
Johns Hopkins University, 4.71%, 07/01/32 (Call 04/01/32)		65		64,550
Leland Stanford Junior University (The), 1.29%, 06/01/27 (Call 04/01/27)		45		39,837
Moody’s Corp.
2.00%, 08/19/31 (Call 05/19/31)		60		48,257
3.25%, 01/15/28 (Call 10/15/27)		175		163,144
3.75%, 03/24/25 (Call 02/24/25)		120		116,827
4.25%, 02/01/29 (Call 11/01/28)		140		134,826
4.25%, 08/08/32 (Call 05/08/32)		145		136,129
PayPal Holdings Inc.
1.65%, 06/01/25 (Call 05/01/25)		384		359,746
2.30%, 06/01/30 (Call 03/01/30)		275		231,132
2.40%, 10/01/24 (Call 09/01/24)		295		285,289
2.65%, 10/01/26 (Call 08/01/26)		415		386,581
2.85%, 10/01/29 (Call 07/01/29)		326		287,803
3.90%, 06/01/27 (Call 05/01/27)^(a)		55		53,193
4.40%, 06/01/32 (Call 03/01/32)		150		143,193
Quanta Services Inc.
0.95%, 10/01/24 (Call 10/02/23)		73		69,195
2.35%, 01/15/32 (Call 10/15/31)		155		122,509
2.90%, 10/01/30 (Call 07/01/30)		190		159,984
RELX Capital Inc.
3.00%, 05/22/30 (Call 02/22/30)		265		232,710
4.00%, 03/18/29 (Call 12/18/28)		265		251,697
4.75%, 05/20/32 (Call 02/20/32)		85		81,897
S&P Global Inc.
1.25%, 08/15/30 (Call 05/15/30)		275		216,287
2.45%, 03/01/27 (Call 02/01/27)		180		166,000
2.50%, 12/01/29 (Call 09/01/29)		179		155,483
2.70%, 03/01/29 (Call 01/01/29)		210		187,669
2.90%, 03/01/32 (Call 12/01/31)		120		102,760
2.95%, 01/22/27 (Call 10/22/26)		309		289,344
4.25%, 05/01/29 (Call 02/01/29)		325		312,981
4.75%, 08/01/28 (Call 05/01/28)		220		217,741
Triton Container International Ltd./TAL International Container Corp., 3.25%, 03/15/32 (Call 12/15/31)		88		68,269
Verisk Analytics Inc.
4.00%, 06/15/25 (Call 03/15/25)		320		311,226
4.13%, 03/15/29 (Call 12/15/28)		140		133,151
5.75%, 04/01/33 (Call 01/01/33)		120		122,364
Yale University
Series 2020, 0.87%, 04/15/25 (Call 03/15/25)		35		32,681
Series 2020, 1.48%, 04/15/30 (Call 01/15/30)		170		139,221


				10,212,937

Computers — 0.7%
Amdocs Ltd., 2.54%, 06/15/30 (Call 03/15/30)		170		139,619
Apple Inc.
0.55%, 08/20/25 (Call 07/20/25)		355		326,206
0.70%, 02/08/26 (Call 01/08/26)		575		519,972
1.13%, 05/11/25 (Call 04/11/25)		475		444,377
1.20%, 02/08/28 (Call 12/08/27)		575		496,645
1.25%, 08/20/30 (Call 05/20/30)		305		245,193
1.40%, 08/05/28 (Call 06/05/28)		460		395,669
1.65%, 05/11/30 (Call 02/11/30)		398		331,769
1.65%, 02/08/31 (Call 11/08/30)		615		503,642
1.70%, 08/05/31 (Call 05/05/31)		280		227,760
1.80%, 09/11/24 (Call 08/11/24)		35		33,776
2.05%, 09/11/26 (Call 07/11/26)		370		341,658


Security	Par (000)		Value

Computers (continued)
2.20%, 09/11/29 (Call 06/11/29)	$	339	$	296,320
2.45%, 08/04/26 (Call 05/04/26)		538		503,670
2.50%, 02/09/25		448		431,836
2.75%, 01/13/25 (Call 11/13/24)		386		373,918
2.90%, 09/12/27 (Call 06/12/27)		446		417,251
3.00%, 06/20/27 (Call 03/20/27)		152		143,421
3.00%, 11/13/27 (Call 08/13/27)		485		455,134
3.20%, 05/13/25		380		368,642
3.20%, 05/11/27 (Call 02/11/27)		410		389,332
3.25%, 02/23/26 (Call 11/23/25)		864		830,719
3.25%, 08/08/29 (Call 06/08/29)		320		297,606
3.35%, 02/09/27 (Call 11/09/26)		537		513,125
3.35%, 08/08/32 (Call 05/08/32)^(a)		355		325,634
4.00%, 05/10/28 (Call 04/10/28)		250		244,195
4.15%, 05/10/30 (Call 03/10/30)		160		156,438
4.30%, 05/10/33 (Call 02/10/33)^(a)		175		171,682
CGI Inc.
1.45%, 09/14/26 (Call 08/14/26)		205		181,337
2.30%, 09/14/31 (Call 06/14/31)		95		73,785
Dell Inc., 7.10%, 04/15/28		60		64,019
Dell International LLC/EMC Corp.
4.90%, 10/01/26 (Call 08/01/26)		412		404,386
5.25%, 02/01/28 (Call 01/01/28)		95		94,779
5.30%, 10/01/29 (Call 07/01/29)		392		387,010
5.75%, 02/01/33 (Call 11/01/32)^(a)		240		239,726
5.85%, 07/15/25 (Call 06/15/25)		160		160,280
6.02%, 06/15/26 (Call 03/15/26)		395		399,013
6.10%, 07/15/27 (Call 05/15/27)		120		122,791
6.20%, 07/15/30 (Call 04/15/30)		147		151,214
DXC Technology Co.
1.80%, 09/15/26 (Call 08/15/26)		155		136,062
2.38%, 09/15/28 (Call 07/15/28)		170		140,255
Fortinet Inc.
1.00%, 03/15/26 (Call 02/15/26)		140		125,033
2.20%, 03/15/31 (Call 12/15/30)		145		113,990
Genpact Luxembourg Sarl
1.75%, 04/10/26 (Call 03/10/26)		10		9,039
3.38%, 12/01/24 (Call 11/01/24)		75		72,334
Hewlett Packard Enterprise Co.
1.75%, 04/01/26 (Call 03/01/26)		306		279,142
4.90%, 10/15/25 (Call 07/15/25)		741		731,034
5.25%, 07/01/28 (Call 06/01/28)		60		59,493
6.10%, 04/01/26 (Call 04/01/24)		50		50,024
HP Inc.
1.45%, 06/17/26 (Call 05/17/26)		20		18,019
2.20%, 06/17/25 (Call 05/17/25)		370		348,747
2.65%, 06/17/31 (Call 03/17/31)		235		189,636
3.00%, 06/17/27 (Call 04/17/27)		245		225,197
4.00%, 04/15/29 (Call 02/15/29)		305		284,666
4.20%, 04/15/32 (Call 01/15/32)		25		22,324
4.75%, 01/15/28 (Call 12/15/27)		195		189,922
5.50%, 01/15/33 (Call 10/15/32)^(a)		165		160,166
International Business Machines Corp.
1.70%, 05/15/27 (Call 03/15/27)		370		327,646
1.95%, 05/15/30 (Call 02/15/30)		260		214,240
2.20%, 02/09/27 (Call 01/09/27)		280		254,685
2.72%, 02/09/32 (Call 11/09/31)		50		42,340
3.30%, 05/15/26		695		662,460
3.45%, 02/19/26		415		397,819
3.50%, 05/15/29		520		479,398


Security	Par (000)		Value

Computers (continued)
4.00%, 07/27/25	$	315	$	307,777
4.15%, 07/27/27 (Call 06/27/27)		185		178,738
4.40%, 07/27/32 (Call 04/27/32)		255		242,806
4.50%, 02/06/26		165		162,317
4.50%, 02/06/28 (Call 01/06/28)		300		293,769
4.75%, 02/06/33 (Call 11/06/32)		320		312,141
5.88%, 11/29/32		10		10,608
6.22%, 08/01/27		70		73,581
6.50%, 01/15/28		45		47,844
7.00%, 10/30/25		136		140,772
Kyndryl Holdings Inc.
2.05%, 10/15/26 (Call 09/15/26)		153		134,511
2.70%, 10/15/28 (Call 08/15/28)		130		108,619
3.15%, 10/15/31 (Call 07/15/31)		198		153,824
Leidos Inc.
2.30%, 02/15/31 (Call 11/15/30)		205		162,401
3.63%, 05/15/25 (Call 04/15/25)		45		43,358
4.38%, 05/15/30 (Call 02/15/30)		140		129,143
5.75%, 03/15/33 (Call 12/15/32)		100		99,360
NetApp Inc.
1.88%, 06/22/25 (Call 05/22/25)		235		220,078
2.38%, 06/22/27 (Call 04/22/27)^(a)		165		149,406
2.70%, 06/22/30 (Call 03/22/30)		145		120,876
3.30%, 09/29/24 (Call 07/29/24)		164		159,341
Teledyne FLIR LLC, 2.50%, 08/01/30 (Call 05/01/30)		55		45,389
Western Digital Corp.
2.85%, 02/01/29 (Call 12/01/28)		145		116,808
3.10%, 02/01/32 (Call 11/01/31)		130		96,833
4.75%, 02/15/26 (Call 11/15/25)		450		428,760


				21,676,280

Cosmetics & Personal Care — 0.3%
Colgate-Palmolive Co.
3.10%, 08/15/25		60		57,806
3.10%, 08/15/27 (Call 07/15/27)		100		95,084
3.25%, 08/15/32 (Call 05/15/32)		130		117,434
4.60%, 03/01/28 (Call 02/01/28)		46		46,159
4.60%, 03/01/33 (Call 12/01/32)		176		176,056
4.80%, 03/02/26		46		46,047
Conopco Inc., Series E, 7.25%, 12/15/26		70		74,619
Estee Lauder Companies Inc. (The)
1.95%, 03/15/31 (Call 12/15/30)		170		137,219
2.00%, 12/01/24 (Call 11/01/24)		220		211,097
2.38%, 12/01/29 (Call 09/01/29)		205		175,570
2.60%, 04/15/30 (Call 01/15/30)		120		103,480
3.15%, 03/15/27 (Call 12/15/26)		115		108,769
4.38%, 05/15/28 (Call 04/15/28)		5		4,879
4.65%, 05/15/33 (Call 02/15/33)		5		4,840
GSK Consumer Healthcare Capital U.S. LLC
3.38%, 03/24/27 (Call 02/24/27)		570		535,886
3.38%, 03/24/29 (Call 01/24/29)		280		255,951
3.63%, 03/24/32 (Call 12/24/31)		460		407,974
GSK Consumer Healthcare Capital UK PLC, 3.13%, 03/24/25		460		442,276
Kenvue Inc.
4.90%, 03/22/33 (Call 12/22/32)^(d)		355		352,923
5.00%, 03/22/30 (Call 01/22/30)^(d)		230		230,085
5.05%, 03/22/28 (Call 02/22/28)^(d)		305		305,763
5.35%, 03/22/26 (Call 02/22/26)^(d)		205		206,019
5.50%, 03/22/25^(d)		225		225,686


Security	Par (000)		Value

Cosmetics & Personal Care (continued)
Procter & Gamble Co. (The)
0.55%, 10/29/25	$	245	$	223,232
1.00%, 04/23/26		205		186,363
1.20%, 10/29/30		455		363,495
1.90%, 02/01/27		305		278,865
1.95%, 04/23/31		100		83,848
2.30%, 02/01/32		84		71,800
2.45%, 11/03/26		225		210,609
2.70%, 02/02/26		259		246,856
2.80%, 03/25/27		243		227,907
2.85%, 08/11/27		253		236,998
3.00%, 03/25/30		541		494,160
3.95%, 01/26/28		400		392,724
4.05%, 01/26/33		55		53,451
4.10%, 01/26/26		455		448,780
Unilever Capital Corp.
1.38%, 09/14/30 (Call 06/14/30)		365		290,562
1.75%, 08/12/31 (Call 05/12/31)		105		83,987
2.00%, 07/28/26		385		356,037
2.90%, 05/05/27 (Call 02/05/27)		300		280,008
3.38%, 03/22/25 (Call 01/22/25)		35		34,020
3.50%, 03/22/28 (Call 12/22/27)		50		47,508
5.90%, 11/15/32		38		41,282


				8,974,114

Distribution & Wholesale — 0.0%
LKQ Corp.
5.75%, 06/15/28 (Call 05/15/28)^(d)		105		104,168
6.25%, 06/15/33 (Call 03/15/33)^(d)		15		14,885
WW Grainger Inc., 1.85%, 02/15/25 (Call 01/15/25)		60		57,019


				176,072

Diversified Financial Services — 1.5%
AerCap Ireland Capital DAC/AerCap Global
Aviation Trust
1.65%, 10/29/24 (Call 09/29/24)		675		641,412
1.75%, 01/30/26 (Call 12/30/25)		250		226,397
2.45%, 10/29/26 (Call 09/29/26)		695		625,166
3.00%, 10/29/28 (Call 08/29/28)		882		764,421
3.30%, 01/30/32 (Call 10/30/31)		1,035		841,320
3.50%, 01/15/25 (Call 11/15/24)		265		255,797
3.65%, 07/21/27 (Call 04/21/27)		215		197,953
3.88%, 01/23/28 (Call 10/23/27)		315		289,888
4.45%, 10/01/25 (Call 08/01/25)		190		183,990
4.45%, 04/03/26 (Call 02/03/26)		25		24,090
4.63%, 10/15/27 (Call 08/15/27)		150		142,466
5.75%, 06/06/28 (Call 05/06/28)		165		163,378
6.50%, 07/15/25 (Call 06/15/25)		275		276,273
Series 3NC1, 1.75%, 10/29/24 (Call 10/02/23)		225		213,822
Affiliated Managers Group Inc.
3.30%, 06/15/30 (Call 03/15/30)		130		109,915
3.50%, 08/01/25		120		114,504
Air Lease Corp.
1.88%, 08/15/26 (Call 07/15/26)		240		214,697
2.10%, 09/01/28 (Call 07/01/28)		150		126,273
2.20%, 01/15/27 (Call 12/15/26)		95		84,869
2.30%, 02/01/25 (Call 01/01/25)		275		260,461
2.88%, 01/15/26 (Call 12/15/25)		270		252,339
2.88%, 01/15/32 (Call 10/15/31)		90		71,745
3.00%, 02/01/30 (Call 11/01/29)		175		147,068
3.13%, 12/01/30 (Call 09/01/30)		145		121,072


Security	Par (000)		Value

Diversified Financial Services (continued)
3.25%, 03/01/25 (Call 01/01/25)	$	285	$	273,064
3.25%, 10/01/29 (Call 07/01/29)		140		122,101
3.38%, 07/01/25 (Call 06/01/25)		171		162,995
3.63%, 04/01/27 (Call 01/01/27)		175		162,601
3.63%, 12/01/27 (Call 09/01/27)		175		160,760
3.75%, 06/01/26 (Call 04/01/26)		325		309,104
4.25%, 09/15/24 (Call 06/15/24)		181		177,574
4.63%, 10/01/28 (Call 07/01/28)		180		169,668
5.30%, 02/01/28 (Call 01/01/28)		265		260,426
5.85%, 12/15/27 (Call 11/15/27)		45		45,018
Aircastle Ltd., 4.25%, 06/15/26 (Call 04/15/26)		165		156,544
Ally Financial Inc.
2.20%, 11/02/28 (Call 09/02/28)		225		181,928
4.63%, 03/30/25		330		319,113
4.75%, 06/09/27 (Call 05/09/27)		301		281,766
5.13%, 09/30/24		105		103,388
5.80%, 05/01/25 (Call 04/01/25)		49		48,265
6.99%, 06/13/29 (Call 06/13/28), (1-day SOFR + 3.260%)^(b)		30		29,949
7.10%, 11/15/27 (Call 10/15/27)^(a)		270		273,588
8.00%, 11/01/31		515		533,488
American Express Co.
1.65%, 11/04/26 (Call 10/04/26)		375		334,459
2.25%, 03/04/25 (Call 02/01/25)		130		123,600
2.55%, 03/04/27 (Call 02/01/27)		488		443,729
3.00%, 10/30/24 (Call 09/29/24)		342		332,034
3.13%, 05/20/26 (Call 04/20/26)		305		288,307
3.30%, 05/03/27 (Call 04/03/27)		400		372,696
3.63%, 12/05/24 (Call 11/04/24)		180		175,280
3.95%, 08/01/25 (Call 07/01/25)		560		543,452
4.05%, 05/03/29 (Call 03/03/29)		335		318,227
4.20%, 11/06/25 (Call 10/06/25)		309		300,913
4.42%, 08/03/33 (Call 08/03/32), (1-day SOFR + 1.760%)^(b)		285		264,366
4.90%, 02/13/26 (Call 01/13/26)		415		409,734
4.99%, 05/01/26, (1-day SOFR + 0.999%)^(b)		190		187,312
4.99%, 05/26/33 (Call 02/26/32), (1-day SOFR + 2.255%)^(b)		200		189,706
5.04%, 05/01/34, (1-day SOFR + 1.835%)^(b)		250		240,227
5.28%, 07/27/29 (Call 07/27/28), (1-day SOFR + 1.280%)^(b)		275		271,991
5.39%, 07/28/27 (Call 07/28/26), (1-day SOFR + 0.970%)^(b)		145		144,179
5.63%, 07/28/34 (Call 07/28/33), (1-day SOFR + 1.930%)^(b)		35		34,473
5.85%, 11/05/27 (Call 10/05/27)		370		377,788
American Express Credit Corp., 3.30%, 05/03/27 (Call 04/03/27)		15		14,001
Ameriprise Financial Inc.
2.88%, 09/15/26 (Call 06/15/26)		227		212,338
3.00%, 04/02/25 (Call 03/02/25)		175		168,252
3.70%, 10/15/24		70		68,482
4.50%, 05/13/32 (Call 02/13/32)		225		212,821
5.15%, 05/15/33 (Call 02/15/33)		145		141,777
Andrew W Mellon Foundation (The), Series 2020,
0.95%, 08/01/27 (Call 06/01/27)		2		1,721
BGC Partners Inc.
3.75%, 10/01/24 (Call 09/01/24)		69		66,459
8.00%, 05/25/28 (Call 04/25/28)^(d)		10		9,916


Security	Par (000)		Value

Diversified Financial Services (continued)
Blue Owl Credit Income Corp., 7.95%, 06/13/28 (Call 05/13/28)^(d)	$	5	$	5,016
Brookfield Capital Finance LLC, 6.09%, 06/14/33 (Call 03/14/33)		20		20,043
Brookfield Finance Inc.
2.34%, 01/30/32 (Call 10/30/31)		176		136,132
2.72%, 04/15/31 (Call 01/15/31)		125		102,121
3.90%, 01/25/28 (Call 10/25/27)		232		216,795
4.25%, 06/02/26 (Call 03/02/26)		175		168,341
4.35%, 04/15/30 (Call 01/15/30)		204		188,343
4.85%, 03/29/29 (Call 12/29/28)		290		277,475
Capital One Financial Corp.
1.88%, 11/02/27 (Call 11/02/26), (1-day SOFR + 0.855%)^(b)		345		302,475
2.36%, 07/29/32 (Call 07/29/31), (1-day SOFR + 1.337%)^(b)		262		186,617
2.62%, 11/02/32 (Call 11/02/31), (1-day SOFR + 1.265%)^(b)		140		106,947
2.64%, 03/03/26 (Call 03/03/25), (1-day SOFR + 1.290%)^(b)		280		264,558
3.20%, 02/05/25 (Call 01/05/25)		360		345,348
3.27%, 03/01/30 (Call 03/01/29), (1-day SOFR + 1.790%)^(b)		300		257,397
3.30%, 10/30/24 (Call 09/30/24)		395		383,731
3.65%, 05/11/27 (Call 04/11/27)		266		247,372
3.75%, 07/28/26 (Call 06/28/26)		359		335,722
3.75%, 03/09/27 (Call 02/09/27)		403		374,996
3.80%, 01/31/28 (Call 12/31/27)		400		367,068
4.20%, 10/29/25 (Call 09/29/25)		335		322,009
4.25%, 04/30/25 (Call 03/31/25)		270		261,719
4.93%, 05/10/28 (Call 05/10/27), (1-day SOFR + 2.057%)^(b)		320		307,619
4.99%, 07/24/26 (Call 07/24/25), (1-day SOFR + 2.160%)^(b)		365		356,707
5.25%, 07/26/30 (Call 07/26/29), (1-day SOFR + 2.600%)^(b)		140		133,105
5.27%, 05/10/33 (Call 05/10/32), (1-day SOFR + 2.370%)^(b)		210		195,203
5.47%, 02/01/29 (Call 02/01/28), (1-day SOFR + 2.080%)^(b)		250		242,237
5.82%, 02/01/34 (Call 02/01/33), (1-day SOFR + 2.600%)^(b)		155		147,230
6.31%, 06/08/29 (Call 06/08/28), (1-day SOFR + 2.640%)^(b)		125		124,933
6.38%, 06/08/34 (Call 06/08/33), (1-day SOFR + 2.860%)^(b)		370		365,453
Cboe Global Markets Inc.
1.63%, 12/15/30 (Call 09/15/30)		155		121,886
3.00%, 03/16/32 (Call 12/16/31)		85		71,832
3.65%, 01/12/27 (Call 10/12/26)		110		105,210
Charles Schwab Corp. (The)
0.90%, 03/11/26 (Call 02/11/26)		365		325,693
1.15%, 05/13/26 (Call 04/13/26)		205		182,485
1.65%, 03/11/31 (Call 12/11/30)		210		160,845
1.95%, 12/01/31 (Call 09/01/31)		250		191,847
2.00%, 03/20/28 (Call 01/20/28)		320		275,661
2.30%, 05/13/31 (Call 02/13/31)		190		152,726
2.45%, 03/03/27 (Call 02/03/27)		425		382,615
2.75%, 10/01/29 (Call 07/01/29)		75		64,567
2.90%, 03/03/32 (Call 12/03/31)		310		255,784


Security	Par (000)		Value

Diversified Financial Services (continued)
3.00%, 03/10/25 (Call 12/10/24)	$	100	$	95,866
3.20%, 03/02/27 (Call 12/02/26)		234		216,618
3.20%, 01/25/28 (Call 10/25/27)		200		182,300
3.25%, 05/22/29 (Call 02/22/29)		165		146,716
3.30%, 04/01/27 (Call 01/01/27)		171		159,192
3.45%, 02/13/26 (Call 11/13/25)		80		75,942
3.63%, 04/01/25 (Call 01/01/25)		110		106,537
3.85%, 05/21/25 (Call 03/21/25)		200		193,796
4.00%, 02/01/29 (Call 11/01/28)		120		112,846
4.20%, 03/24/25 (Call 02/24/25)		85		83,028
4.63%, 03/22/30 (Call 12/22/29)^(a)		200		194,274
5.64%, 05/19/29 (Call 05/19/28), (1-day SOFR + 2.210%)^(b)		50		49,909
5.85%, 05/19/34 (Call 05/19/33), (1-day SOFR + 2.500%)^(b)		210		210,313
5.88%, 08/24/26 (Call 07/24/26)		60		60,353
6.14%, 08/24/34 (Call 08/24/33), (1-day SOFR + 2.010%)^(b)		40		40,708
CI Financial Corp., 3.20%, 12/17/30 (Call 09/17/30)		245		188,581
CME Group Inc.
2.65%, 03/15/32 (Call 12/15/31)		263		220,489
3.00%, 03/15/25 (Call 12/15/24)		455		439,635
3.75%, 06/15/28 (Call 03/15/28)		218		209,845
Credit Suisse USA Inc., 7.13%, 07/15/32		115		127,827
Discover Financial Services
3.75%, 03/04/25 (Call 12/04/24)		45		43,139
3.95%, 11/06/24 (Call 08/06/24)		120		116,822
4.10%, 02/09/27 (Call 11/09/26)		94		87,180
4.50%, 01/30/26 (Call 11/30/25)^(a)		213		204,569
6.70%, 11/29/32 (Call 08/29/32)		105		104,453
Eaton Vance Corp., 3.50%, 04/06/27 (Call 01/06/27)		60		56,354
Franklin Resources Inc.
1.60%, 10/30/30 (Call 07/30/30)		95		74,448
2.85%, 03/30/25		240		230,213
Intercontinental Exchange Inc.
1.85%, 09/15/32 (Call 06/15/32)		375		285,409
2.10%, 06/15/30 (Call 03/15/30)		241		198,594
3.10%, 09/15/27 (Call 06/15/27)		160		148,138
3.65%, 05/23/25		260		252,109
3.75%, 12/01/25 (Call 09/01/25)		435		419,871
3.75%, 09/21/28 (Call 06/21/28)^(a)		170		160,721
4.00%, 09/15/27 (Call 08/15/27)		365		349,714
4.35%, 06/15/29 (Call 04/15/29)		305		292,349
4.60%, 03/15/33 (Call 12/15/32)		300		286,407
Invesco Finance PLC, 3.75%, 01/15/26		205		197,261
Janus Henderson U.S. Holdings Inc., 4.88%, 08/01/25 (Call 05/01/25)		165		161,626
Jefferies Financial Group Inc.
2.63%, 10/15/31 (Call 07/15/31)		260		202,771
4.15%, 01/23/30		290		261,386
4.85%, 01/15/27		195		189,636
5.88%, 07/21/28 (Call 06/21/28)		180		178,040
6.45%, 06/08/27		55		55,949
Jefferies Group LLC, 2.75%, 10/15/32 (Call 07/15/32)		125		95,663
Lazard Group LLC
3.63%, 03/01/27 (Call 12/01/26)		95		88,045
3.75%, 02/13/25		165		159,501
4.38%, 03/11/29 (Call 12/11/28)		170		159,569
4.50%, 09/19/28 (Call 06/19/28)		120		113,962
Legg Mason Inc., 4.75%, 03/15/26		103		101,264


Security	Par (000)		Value

Diversified Financial Services (continued)
Mastercard Inc.
1.90%, 03/15/31 (Call 12/15/30)	$	215	$	176,240
2.00%, 03/03/25 (Call 02/03/25)		167		159,515
2.00%, 11/18/31 (Call 08/18/31)		170		138,089
2.95%, 11/21/26 (Call 08/21/26)		278		262,135
2.95%, 06/01/29 (Call 03/01/29)		230		208,573
3.30%, 03/26/27 (Call 01/26/27)		190		180,734
3.35%, 03/26/30 (Call 12/26/29)		382		351,203
3.50%, 02/26/28 (Call 11/26/27)		230		218,578
4.85%, 03/09/33 (Call 12/09/32)		175		175,821
4.88%, 03/09/28 (Call 02/09/28)		270		270,872
Nasdaq Inc.
1.65%, 01/15/31 (Call 10/15/30)		180		140,782
3.85%, 06/30/26 (Call 03/30/26)		205		197,274
5.35%, 06/28/28 (Call 05/28/28)		215		214,953
5.65%, 06/28/25		90		90,111
Nomura Holdings Inc.
1.65%, 07/14/26		345		305,918
1.85%, 07/16/25		297		274,517
2.17%, 07/14/28		210		176,591
2.33%, 01/22/27		270		239,285
2.61%, 07/14/31		275		216,120
2.65%, 01/16/25		480		458,669
2.68%, 07/16/30		265		215,479
2.71%, 01/22/29		10		8,488
3.00%, 01/22/32		265		212,170
3.10%, 01/16/30		250		211,805
5.10%, 07/03/25		45		44,230
5.39%, 07/06/27		220		215,697
5.61%, 07/06/29		230		225,773
5.71%, 01/09/26		25		24,820
6.07%, 07/12/28		200		200,916
6.09%, 07/12/33		205		205,373
ORIX Corp.
2.25%, 03/09/31^(a)		25		20,282
3.25%, 12/04/24		332		320,861
3.70%, 07/18/27		75		70,838
4.00%, 04/13/32		112		102,114
5.00%, 09/13/27		182		179,940
5.20%, 09/13/32		112		111,387
Private Export Funding Corp.
1.75%, 11/15/24		105		100,427
Series GG, 2.45%, 07/15/24		40		38,852
Series PP, 1.40%, 07/15/28		133		114,678
Radian Group Inc.
4.50%, 10/01/24 (Call 07/01/24)		120		117,049
4.88%, 03/15/27 (Call 09/15/26)		145		137,163
6.63%, 03/15/25 (Call 09/15/24)		95		94,914
Raymond James Financial Inc., 4.65%, 04/01/30
(Call 01/01/30)		154		148,904
Stifel Financial Corp., 4.00%, 05/15/30 (Call 02/15/30)		125		108,716
Synchrony Financial
2.88%, 10/28/31 (Call 07/28/31)		85		62,997
3.70%, 08/04/26 (Call 05/04/26)		189		172,162
3.95%, 12/01/27 (Call 09/01/27)		270		240,988
4.50%, 07/23/25 (Call 04/23/25)		225		214,623
4.88%, 06/13/25 (Call 05/13/25)		215		207,140
5.15%, 03/19/29 (Call 12/19/28)		165		151,326
Visa Inc.
0.75%, 08/15/27 (Call 06/15/27)		185		159,953


Security	Par (000)		Value

Diversified Financial Services (continued)
1.10%, 02/15/31 (Call 11/15/30)	$	245	$	190,485
1.90%, 04/15/27 (Call 02/15/27)		416		377,033
2.05%, 04/15/30 (Call 01/15/30)		444		376,548
2.75%, 09/15/27 (Call 06/15/27)		271		251,298
3.15%, 12/14/25 (Call 09/14/25)		1,059		1,015,772
Voya Financial Inc.
3.65%, 06/15/26		205		193,612
4.70%, 01/23/48 (Call 01/23/28), (3-mo. LIBOR US + 2.084%)^(b)		75		60,557
Western Union Co. (The)
1.35%, 03/15/26 (Call 02/15/26)		200		178,874
2.75%, 03/15/31 (Call 12/15/30)		75		58,931
2.85%, 01/10/25 (Call 12/10/24)		190		182,058


				45,573,910

Electric — 2.0%
AEP Texas Inc.
3.95%, 06/01/28 (Call 03/01/28)		110		103,329
4.70%, 05/15/32 (Call 02/15/32)		125		118,281
5.40%, 06/01/33 (Call 03/01/33)		40		39,562
Series I, 2.10%, 07/01/30 (Call 04/01/30)		192		155,620
AEP Transmission Co. LLC, 3.10%, 12/01/26 (Call 09/01/26)		40		37,647
AES Corp. (The)
1.38%, 01/15/26 (Call 12/15/25)		180		161,788
2.45%, 01/15/31 (Call 10/15/30)		295		234,304
5.45%, 06/01/28 (Call 05/01/28)		150		147,195
Alabama Power Co.
3.05%, 03/15/32 (Call 12/15/31)		15		12,872
3.75%, 09/01/27 (Call 08/01/27)		70		66,805
3.94%, 09/01/32 (Call 03/01/32)		120		109,213
Series 20-A, 1.45%, 09/15/30 (Call 06/15/30)		290		227,612
Ameren Corp.
1.75%, 03/15/28 (Call 01/15/28)		105		90,195
1.95%, 03/15/27 (Call 02/15/27)		90		80,924
2.50%, 09/15/24 (Call 08/15/24)		118		113,832
3.50%, 01/15/31 (Call 10/15/30)		115		101,465
3.65%, 02/15/26 (Call 11/15/25)		110		105,196
Ameren Illinois Co.
1.55%, 11/15/30 (Call 08/15/30)		100		78,037
3.25%, 03/01/25 (Call 12/01/24)		76		73,703
3.80%, 05/15/28 (Call 02/15/28)		33		31,444
3.85%, 09/01/32 (Call 06/01/32)		115		104,020
American Electric Power Co. Inc.
2.30%, 03/01/30 (Call 12/01/29)		103		84,769
3.20%, 11/13/27 (Call 08/13/27)		35		32,425
3.88%, 02/15/62 (Call 11/15/26), (5-year CMT + 2.675%)^(b)		150		121,176
5.63%, 03/01/33 (Call 12/01/32)		341		341,668
5.70%, 08/15/25		5		5,003
5.75%, 11/01/27 (Call 10/01/27)		320		325,632
5.95%, 11/01/32 (Call 08/01/32)		22		22,620
Series J, 4.30%, 12/01/28 (Call 09/01/28)		169		161,020
Series N, 1.00%, 11/01/25 (Call 10/01/25)		20		18,171
Appalachian Power Co.
3.40%, 06/01/25 (Call 03/01/25)		30		28,827
4.50%, 08/01/32 (Call 05/01/32)		160		148,656
Series AA, 2.70%, 04/01/31 (Call 01/01/31)		90		74,687
Arizona Public Service Co.
2.20%, 12/15/31 (Call 09/15/31)		165		128,197
2.60%, 08/15/29 (Call 05/15/29)		64		55,514


Security	Par (000)		Value

Electric (continued)
2.95%, 09/15/27 (Call 06/15/27)	$	65	$	59,684
3.15%, 05/15/25 (Call 02/15/25)		45		43,319
6.35%, 12/15/32 (Call 09/15/32)		85		89,516
Atlantic City Electric Co.
2.30%, 03/15/31 (Call 12/15/30)		40		32,710
4.00%, 10/15/28 (Call 07/15/28)		95		90,112
Avangrid Inc.
3.15%, 12/01/24 (Call 10/01/24)		193		186,230
3.20%, 04/15/25 (Call 03/15/25)		180		172,336
3.80%, 06/01/29 (Call 03/01/29)		186		168,696
Baltimore Gas & Electric Co.
2.25%, 06/15/31 (Call 03/15/31)		252		206,569
2.40%, 08/15/26 (Call 05/15/26)		60		55,539
Berkshire Hathaway Energy Co.
1.65%, 05/15/31 (Call 02/15/31)		140		108,248
3.25%, 04/15/28 (Call 01/15/28)		220		202,404
3.50%, 02/01/25 (Call 11/01/24)		185		179,851
3.70%, 07/15/30 (Call 04/15/30)		240		218,616
4.05%, 04/15/25 (Call 03/15/25)		203		198,644
Black Hills Corp.
2.50%, 06/15/30 (Call 03/15/30)		160		131,179
3.05%, 10/15/29 (Call 07/15/29)		162		139,315
3.15%, 01/15/27 (Call 07/15/26)		15		13,930
3.95%, 01/15/26 (Call 07/15/25)		35		33,538
4.35%, 05/01/33 (Call 02/01/33)		10		8,842
5.95%, 03/15/28 (Call 02/15/28)		240		243,518
CenterPoint Energy Houston Electric LLC
4.95%, 04/01/33 (Call 01/01/33)		170		166,937
Series AA, 3.00%, 02/01/27 (Call 11/01/26)		135		126,020
Series AE, 2.35%, 04/01/31 (Call 01/01/31)		15		12,422
Series ai., 4.45%, 10/01/32 (Call 07/01/32)		130		123,162
Series Z, 2.40%, 09/01/26 (Call 06/01/26)		135		124,547
CenterPoint Energy Inc.
1.45%, 06/01/26 (Call 05/01/26)		170		152,655
2.50%, 09/01/24 (Call 08/01/24)		141		136,120
2.65%, 06/01/31 (Call 03/01/31)		95		77,982
2.95%, 03/01/30 (Call 12/01/29)		65		55,929
5.25%, 08/10/26		75		74,738
Cleco Corporate Holdings LLC, 3.74%, 05/01/26 (Call 02/01/26)		170		159,667
CMS Energy Corp.
3.00%, 05/15/26 (Call 02/15/26)		100		93,888
3.45%, 08/15/27 (Call 05/15/27)		85		79,257
4.75%, 06/01/50 (Call 03/01/30), (5-year CMT + 4.116%)^(b)		100		87,224
Commonwealth Edison Co.
2.20%, 03/01/30 (Call 12/01/29)		60		50,198
2.55%, 06/15/26 (Call 03/15/26)		85		79,415
3.15%, 03/15/32 (Call 12/15/31)		75		64,847
3.70%, 08/15/28 (Call 05/15/28)		160		151,006
4.90%, 02/01/33 (Call 11/01/32)^(a)		80		78,634
Series 122, 2.95%, 08/15/27 (Call 05/15/27)		175		162,708
Connecticut Light & Power Co. (The)
4.90%, 07/01/33 (Call 04/01/33)		50		49,237
Series A, 2.05%, 07/01/31 (Call 04/01/31)		195		157,067
Series A, 3.20%, 03/15/27 (Call 12/15/26)		50		47,019
Consolidated Edison Co. of New York Inc.
2.40%, 06/15/31 (Call 03/15/31)		205		170,000
3.80%, 05/15/28 (Call 02/15/28)		185		175,006
5.20%, 03/01/33 (Call 12/01/32)		185		184,747


Security	Par (000)		Value

Electric (continued)
Series 20A, 3.35%, 04/01/30 (Call 01/01/30)	$	115	$	103,767
Series B, 3.13%, 11/15/27 (Call 08/15/27)		70		64,996
Series D, 4.00%, 12/01/28 (Call 09/01/28)		131		125,142
Constellation Energy Generation LLC
3.25%, 06/01/25 (Call 05/01/25)		200		191,426
5.60%, 03/01/28 (Call 02/01/28)		90		90,519
5.80%, 03/01/33 (Call 12/01/32)		90		91,665
Consumers Energy Co.
3.60%, 08/15/32 (Call 02/15/32)		75		67,261
3.80%, 11/15/28 (Call 08/15/28)		118		111,149
4.63%, 05/15/33 (Call 11/15/32)		185		179,341
4.65%, 03/01/28 (Call 01/01/28)		200		198,140
4.90%, 02/15/29 (Call 12/15/28)		100		99,278
Dominion Energy Inc.
3.90%, 10/01/25 (Call 07/01/25)		229		221,338
4.25%, 06/01/28 (Call 03/01/28)		134		127,812
4.35%, 08/15/32 (Call 05/15/32)		105		97,036
5.38%, 11/15/32 (Call 08/15/32)		255		251,055
Series A, 1.45%, 04/15/26 (Call 03/15/26)		200		180,400
Series A, 3.30%, 03/15/25 (Call 02/15/25)		50		48,278
Series B, 3.60%, 03/15/27 (Call 01/15/27)		50		47,125
Series C, 2.25%, 08/15/31 (Call 05/15/31)		130		103,526
Series C, 3.38%, 04/01/30 (Call 01/01/30)		570		502,911
Series D, 2.85%, 08/15/26 (Call 05/15/26)		97		90,202
Dominion Energy South Carolina Inc.
5.30%, 05/15/33		15		15,057
6.63%, 02/01/32		25		27,210
Series A, 2.30%, 12/01/31 (Call 09/01/31)		95		76,279
DTE Electric Co.
2.25%, 03/01/30 (Call 12/01/29)		190		161,243
3.38%, 03/01/25 (Call 12/01/24)		15		14,556
5.20%, 04/01/33 (Call 01/01/33)		105		105,250
Series A, 1.90%, 04/01/28 (Call 02/01/28)		200		175,442
Series A, 3.00%, 03/01/32 (Call 12/01/31)		145		123,755
Series C, 2.63%, 03/01/31 (Call 12/01/30)		55		46,802
DTE Energy Co.
2.85%, 10/01/26 (Call 07/01/26)		230		212,778
2.95%, 03/01/30 (Call 12/01/29)		229		196,862
4.22%, 11/01/24^(c)		430		421,774
4.88%, 06/01/28 (Call 05/01/28)		215		210,369
Series C, 3.40%, 06/15/29 (Call 03/15/29)		109		97,685
Series F, 1.05%, 06/01/25 (Call 05/01/25)		240		221,304
Duke Energy Carolinas LLC
2.45%, 08/15/29 (Call 05/15/29)		160		138,048
2.45%, 02/01/30 (Call 11/01/29)		130		111,559
2.55%, 04/15/31 (Call 01/15/31)		175		148,213
2.85%, 03/15/32 (Call 12/15/31)		120		101,238
2.95%, 12/01/26 (Call 09/01/26)		110		103,658
3.95%, 11/15/28 (Call 08/15/28)		185		176,177
4.95%, 01/15/33 (Call 10/15/32)		225		221,483
6.45%, 10/15/32		60		64,153
Series A, 6.00%, 12/01/28		40		41,560
Duke Energy Corp.
0.90%, 09/15/25 (Call 08/15/25)		237		216,355
2.45%, 06/01/30 (Call 03/01/30)		250		208,045
2.55%, 06/15/31 (Call 03/15/31)		315		257,056
2.65%, 09/01/26 (Call 06/01/26)		360		333,068
3.15%, 08/15/27 (Call 05/15/27)		175		161,873
3.40%, 06/15/29 (Call 03/15/29)		160		144,813
4.30%, 03/15/28 (Call 02/15/28)		220		211,792


Security	Par (000)		Value

Electric (continued)
4.50%, 08/15/32 (Call 05/15/32)	$	235	$	218,411
5.00%, 12/08/25		50		49,507
5.00%, 12/08/27 (Call 11/08/27)		200		198,600
Duke Energy Florida LLC
1.75%, 06/15/30 (Call 03/15/30)		75		60,433
2.40%, 12/15/31 (Call 09/15/31)		175		142,653
2.50%, 12/01/29 (Call 09/01/29)		115		99,231
3.80%, 07/15/28 (Call 04/15/28)		193		183,744
Duke Energy Ohio Inc.
2.13%, 06/01/30 (Call 03/01/30)		135		111,104
3.65%, 02/01/29 (Call 11/01/28)		105		97,913
5.25%, 04/01/33 (Call 01/01/33)		60		60,034
Duke Energy Progress LLC
2.00%, 08/15/31 (Call 05/15/31)		145		115,233
3.25%, 08/15/25 (Call 05/15/25)		45		43,386
3.40%, 04/01/32 (Call 01/01/32)		115		100,829
3.45%, 03/15/29 (Call 12/15/28)		106		97,459
3.70%, 09/01/28 (Call 06/01/28)		165		155,456
5.25%, 03/15/33 (Call 12/15/32)		90		90,045
Edison International
3.55%, 11/15/24 (Call 10/15/24)		192		186,459
4.13%, 03/15/28 (Call 12/15/27)		187		174,877
4.70%, 08/15/25		135		132,042
4.95%, 04/15/25 (Call 03/15/25)		100		98,497
5.25%, 11/15/28 (Call 10/15/28)		125		122,172
5.75%, 06/15/27 (Call 04/15/27)		172		172,402
6.95%, 11/15/29 (Call 09/15/29)		140		147,514
Emera U.S. Finance LP
2.64%, 06/15/31 (Call 03/15/31)		110		87,613
3.55%, 06/15/26 (Call 03/15/26)		185		174,903
Enel Americas SA, 4.00%, 10/25/26 (Call 07/25/26)		115		108,822
Enel Chile SA, 4.88%, 06/12/28 (Call 03/12/28)		215		205,389
Entergy Arkansas LLC
3.50%, 04/01/26 (Call 01/01/26)		181		173,485
4.00%, 06/01/28 (Call 03/01/28)		39		37,262
5.15%, 01/15/33 (Call 10/15/32)		165		163,505
5.30%, 09/15/33 (Call 06/15/33)		100		99,806
Entergy Corp.
0.90%, 09/15/25 (Call 08/15/25)		30		27,248
1.90%, 06/15/28 (Call 04/15/28)		30		25,697
2.40%, 06/15/31 (Call 03/05/31)		160		127,725
2.80%, 06/15/30 (Call 03/15/30)		150		126,591
2.95%, 09/01/26 (Call 06/01/26)		287		266,594
Entergy Louisiana LLC
0.95%, 10/01/24 (Call 09/11/23)		55		52,212
1.60%, 12/15/30 (Call 09/15/30)		145		112,198
2.35%, 06/15/32 (Call 03/15/32)		85		67,544
2.40%, 10/01/26 (Call 07/01/26)		60		54,970
3.05%, 06/01/31 (Call 03/01/31)		57		48,897
3.12%, 09/01/27 (Call 06/01/27)		50		46,307
3.25%, 04/01/28 (Call 01/01/28)		100		91,788
4.00%, 03/15/33 (Call 12/15/32)		95		85,275
5.59%, 10/01/24		20		20,003
Entergy Mississippi LLC
2.85%, 06/01/28 (Call 03/01/28)		110		99,183
5.00%, 09/01/33 (Call 06/01/33)		40		38,777
Entergy Texas Inc.
1.75%, 03/15/31 (Call 12/15/30)		140		109,638
4.00%, 03/30/29 (Call 12/30/28)		113		105,727


Security	Par (000)		Value

Electric (continued)
Evergy Inc.
2.45%, 09/15/24 (Call 08/15/24)	$	164	$	158,199
2.90%, 09/15/29 (Call 06/15/29)		120		104,317
Evergy Kansas Central Inc.
2.55%, 07/01/26 (Call 04/01/26)		75		69,823
3.10%, 04/01/27 (Call 01/01/27)		165		154,255
Evergy Metro Inc.
3.65%, 08/15/25 (Call 05/15/25)		125		120,565
4.95%, 04/15/33 (Call 01/15/33)		85		82,576
Series 2020, 2.25%, 06/01/30 (Call 03/01/30)		50		41,376
Eversource Energy
2.55%, 03/15/31 (Call 12/15/30)		10		8,209
2.90%, 03/01/27 (Call 02/01/27)		125		115,104
3.38%, 03/01/32 (Call 12/01/31)		90		77,180
4.60%, 07/01/27 (Call 06/01/27)		295		287,053
4.75%, 05/15/26		55		54,096
5.13%, 05/15/33 (Call 02/15/33)		170		164,417
5.45%, 03/01/28 (Call 02/01/28)		350		351,263
Series H, 3.15%, 01/15/25 (Call 10/15/24)		125		121,050
Series L, 2.90%, 10/01/24 (Call 08/01/24)		180		174,609
Series M, 3.30%, 01/15/28 (Call 10/15/27)		120		110,413
Series O, 4.25%, 04/01/29 (Call 01/01/29)		105		99,712
Series Q, 0.80%, 08/15/25 (Call 07/15/25)		190		173,367
Series R, 1.65%, 08/15/30 (Call 05/15/30)		169		132,831
Series U, 1.40%, 08/15/26 (Call 07/15/26)		190		169,163
Exelon Corp.
2.75%, 03/15/27 (Call 02/15/27)		70		64,271
3.35%, 03/15/32 (Call 12/15/31)		115		98,716
3.40%, 04/15/26 (Call 01/15/26)		242		230,091
3.95%, 06/15/25 (Call 03/15/25)		262		254,247
4.05%, 04/15/30 (Call 01/15/30)		319		294,836
5.15%, 03/15/28 (Call 02/15/28)		95		94,374
5.30%, 03/15/33 (Call 12/15/32)		165		162,805
Florida Power & Light Co.
2.45%, 02/03/32 (Call 11/03/31)		360		298,519
2.85%, 04/01/25 (Call 03/01/25)		375		360,690
3.13%, 12/01/25 (Call 06/01/25)		150		143,677
4.40%, 05/15/28 (Call 03/15/28)		180		176,089
4.45%, 05/15/26 (Call 04/15/26)		55		54,135
4.63%, 05/15/30 (Call 03/15/30)		85		83,270
4.80%, 05/15/33 (Call 02/15/33)		65		63,481
5.05%, 04/01/28 (Call 03/01/28)		225		226,231
5.10%, 04/01/33 (Call 01/01/33)		200		200,250
Fortis Inc./Canada, 3.06%, 10/04/26 (Call 07/04/26)		280		259,904
Georgia Power Co.
3.25%, 03/30/27 (Call 12/30/26)		152		141,620
4.65%, 05/16/28 (Call 03/16/28)		250		243,880
4.70%, 05/15/32 (Call 02/15/32)		165		157,276
4.95%, 05/17/33 (Call 11/17/32)		345		333,832
Series A, 2.20%, 09/15/24 (Call 08/15/24)		145		139,645
Series B, 2.65%, 09/15/29 (Call 06/15/29)		249		214,777
Gulf Power Co., Series A, 3.30%, 05/30/27 (Call 02/28/27)		180		168,948
Iberdrola International BV, 5.81%, 03/15/25		90		90,180
Indiana Michigan Power Co., 3.85%, 05/15/28 (Call 02/15/28)		10		9,487
Interstate Power & Light Co.
2.30%, 06/01/30 (Call 03/01/30)		25		20,523
3.25%, 12/01/24 (Call 09/01/24)		185		179,657
3.60%, 04/01/29 (Call 01/01/29)		10		9,193


Security	Par (000)		Value

Electric (continued)
4.10%, 09/26/28 (Call 06/26/28)	$	165	$	157,184
IPALCO Enterprises Inc.
3.70%, 09/01/24 (Call 07/01/24)		70		68,145
4.25%, 05/01/30 (Call 02/01/30)		117		105,377
ITC Holdings Corp.
3.25%, 06/30/26 (Call 03/30/26)		85		80,268
3.35%, 11/15/27 (Call 08/15/27)		185		171,824
Kentucky Utilities Co., 5.45%, 04/15/33 (Call 01/15/33)		35		35,326
Louisville Gas & Electric Co.
5.45%, 04/15/33 (Call 01/15/33)		40		40,405
Series 25, 3.30%, 10/01/25 (Call 07/01/25)		50		48,045
MidAmerican Energy Co.
3.10%, 05/01/27 (Call 02/01/27)		88		81,960
3.50%, 10/15/24 (Call 07/15/24)		189		184,681
3.65%, 04/15/29 (Call 01/15/29)		284		264,574
6.75%, 12/30/31		15		16,451
Mississippi Power Co., 3.95%, 03/30/28 (Call 12/30/27)		82		77,203
National Grid PLC, 5.81%, 06/12/33 (Call 03/12/33)		40		40,116
National Rural Utilities Cooperative Finance Corp.
1.00%, 06/15/26 (Call 05/15/26)		30		26,803
1.35%, 03/15/31 (Call 12/15/30)		185		139,803
1.65%, 06/15/31 (Call 03/15/31)		90		68,964
1.88%, 02/07/25		160		152,046
2.40%, 03/15/30 (Call 12/15/29)		95		80,119
2.75%, 04/15/32 (Call 01/15/32)		25		20,481
2.85%, 01/27/25 (Call 10/27/24)		87		84,006
3.05%, 04/25/27 (Call 01/25/27)		88		82,065
3.25%, 11/01/25 (Call 08/01/25)		70		66,989
3.40%, 02/07/28 (Call 11/07/27)		70		65,275
3.45%, 06/15/25		120		115,734
3.70%, 03/15/29 (Call 12/15/28)		145		134,647
3.90%, 11/01/28 (Call 08/01/28)		75		70,773
4.02%, 11/01/32 (Call 05/01/32)		200		181,332
4.15%, 12/15/32 (Call 09/15/32)		100		91,382
4.45%, 03/13/26 (Call 02/13/26)		55		54,044
4.80%, 03/15/28 (Call 02/15/28)		325		321,402
5.05%, 09/15/28 (Call 08/15/28)		75		74,859
5.45%, 10/30/25		110		110,316
5.80%, 01/15/33 (Call 07/15/32)		160		165,141
Series D, 1.00%, 10/18/24		90		85,438
Nevada Power Co.
Series CC, 3.70%, 05/01/29 (Call 02/01/29)		162		150,336
Series DD, 2.40%, 05/01/30 (Call 02/01/30)		127		106,465
NextEra Energy Capital Holdings Inc.
1.88%, 01/15/27 (Call 12/15/26)		355		317,388
1.90%, 06/15/28 (Call 04/15/28)		285		244,920
2.25%, 06/01/30 (Call 03/01/30)		566		465,541
2.44%, 01/15/32 (Call 10/15/31)		235		188,261
2.75%, 11/01/29 (Call 08/01/29)		264		228,339
3.50%, 04/01/29 (Call 01/01/29)		165		150,751
3.55%, 05/01/27 (Call 02/01/27)		346		326,105
4.26%, 09/01/24		135		132,778
4.45%, 06/20/25		580		568,029
4.63%, 07/15/27 (Call 06/15/27)		395		385,121
4.80%, 12/01/77 (Call 12/01/27), (3-mo. LIBOR US + 2.409%)^(b)		105		93,013
4.90%, 02/28/28 (Call 01/28/28)		355		349,178
5.00%, 02/28/30 (Call 12/28/29)		360		353,239
5.00%, 07/15/32 (Call 04/15/32)		220		212,656
5.05%, 02/28/33 (Call 11/28/32)		350		338,593


Security	Par (000)		Value

Electric (continued)
6.05%, 03/01/25	$	15	$	15,062
Northern States Power Co./MN, 2.25%, 04/01/31 (Call 10/01/30)		177		146,278
NSTAR Electric Co.
1.95%, 08/15/31 (Call 05/15/31)		40		31,590
3.20%, 05/15/27 (Call 02/15/27)		200		187,372
3.25%, 05/15/29 (Call 02/15/29)		155		142,000
3.95%, 04/01/30 (Call 01/01/30)		20		18,623
Ohio Power Co.
5.00%, 06/01/33 (Call 03/01/33)		30		29,206
Series P, 2.60%, 04/01/30 (Call 01/01/30)		75		63,532
Series Q, 1.63%, 01/15/31 (Call 10/15/30)		125		97,739
Oklahoma Gas & Electric Co.
3.25%, 04/01/30 (Call 10/01/29)		145		127,918
3.30%, 03/15/30 (Call 09/15/29)		30		26,663
3.80%, 08/15/28 (Call 02/15/28)		105		99,069
5.40%, 01/15/33 (Call 07/15/32)		100		99,948
Oncor Electric Delivery Co. LLC
0.55%, 10/01/25 (Call 09/01/25)		335		304,703
2.75%, 05/15/30 (Call 02/15/30)		205		177,024
2.95%, 04/01/25 (Call 01/01/25)		135		129,612
3.70%, 11/15/28 (Call 08/15/28)		105		98,980
4.15%, 06/01/32 (Call 03/01/32)		115		107,214
4.30%, 05/15/28 (Call 04/15/28)^(d)		10		9,696
4.55%, 09/15/32 (Call 06/15/32)		120		114,232
5.75%, 03/15/29 (Call 12/15/28)		85		87,577
7.00%, 05/01/32		40		44,712
7.25%, 01/15/33		5		5,700
Pacific Gas and Electric Co.
2.10%, 08/01/27 (Call 06/01/27)		237		204,140
2.50%, 02/01/31 (Call 11/01/30)		318		248,002
2.95%, 03/01/26 (Call 12/01/25)		90		83,028
3.00%, 06/15/28 (Call 04/15/28)		155		134,687
3.15%, 01/01/26		453		421,729
3.25%, 06/01/31 (Call 03/01/31)		237		192,174
3.30%, 03/15/27 (Call 12/15/26)		81		73,941
3.30%, 12/01/27 (Call 09/01/27)		315		280,857
3.45%, 07/01/25		35		33,268
3.50%, 06/15/25 (Call 03/15/25)		195		185,759
3.75%, 07/01/28		220		197,712
4.20%, 03/01/29 (Call 01/01/29)		95		85,375
4.40%, 03/01/32 (Call 12/01/31)		140		120,653
4.55%, 07/01/30 (Call 01/01/30)		690		620,048
4.65%, 08/01/28 (Call 05/01/28)		100		93,306
4.95%, 06/08/25		300		293,541
5.45%, 06/15/27 (Call 05/15/27)		210		204,918
5.90%, 06/15/32 (Call 03/15/32)		103		98,614
6.10%, 01/15/29 (Call 12/15/28)		130		128,459
6.15%, 01/15/33 (Call 10/15/32)		170		165,544
6.40%, 06/15/33 (Call 03/15/33)		330		325,717
PacifiCorp
2.70%, 09/15/30 (Call 06/15/30)		45		37,508
3.50%, 06/15/29 (Call 03/15/29)		80		72,413
7.70%, 11/15/31		25		28,340
PECO Energy Co.
3.15%, 10/15/25 (Call 07/15/25)		10		9,590
4.90%, 06/15/33 (Call 03/15/33)		116		114,057
Pinnacle West Capital Corp., 1.30%, 06/15/25 (Call 05/15/25)		155		143,274


Security	Par (000)		Value

Electric (continued)
PPL Capital Funding Inc., 3.10%, 05/15/26 (Call 02/15/26)	$	312	$	294,675
PPL Electric Utilities Corp., 5.00%, 05/15/33 (Call 02/15/33)		300		296,814
Progress Energy Inc.
7.00%, 10/30/31		40		43,333
7.75%, 03/01/31		225		252,094
Public Service Co. of Colorado
1.88%, 06/15/31 (Call 12/15/30)		260		205,031
3.70%, 06/15/28 (Call 12/15/27)		167		156,497
4.10%, 06/01/32 (Call 03/01/32)		55		50,474
Series 35, 1.90%, 01/15/31 (Call 07/15/30)		85		67,482
Public Service Co. of New Hampshire, Series V, 2.20%, 06/15/31 (Call 03/15/31)		35		28,577
Public Service Co. of Oklahoma
5.25%, 01/15/33 (Call 10/15/32)		160		156,962
Series J, 2.20%, 08/15/31 (Call 05/15/31)		105		83,850
Public Service Electric & Gas Co.
0.95%, 03/15/26 (Call 02/15/26)		95		86,252
1.90%, 08/15/31 (Call 05/15/31)		230		183,846
2.25%, 09/15/26 (Call 06/15/26)		246		226,741
2.45%, 01/15/30 (Call 10/15/29)		115		98,616
3.00%, 05/15/25 (Call 02/15/25)		20		19,246
3.00%, 05/15/27 (Call 02/15/27)		120		112,439
3.10%, 03/15/32 (Call 12/15/31)		60		52,040
3.20%, 05/15/29 (Call 02/15/29)		60		54,517
3.65%, 09/01/28 (Call 06/01/28)		145		136,317
3.70%, 05/01/28 (Call 02/01/28)		172		163,266
4.65%, 03/15/33 (Call 12/15/32)		80		77,470
4.90%, 12/15/32 (Call 09/15/32)		100		98,727
Public Service Enterprise Group Inc.
0.80%, 08/15/25 (Call 07/15/25)		220		200,884
1.60%, 08/15/30 (Call 05/15/30)		185		145,488
2.45%, 11/15/31 (Call 08/15/31)		30		24,123
5.85%, 11/15/27 (Call 10/15/27)		20		20,381
Puget Energy Inc.
2.38%, 06/15/28 (Call 04/15/28)		112		96,673
3.65%, 05/15/25 (Call 02/15/25)		205		196,775
4.10%, 06/15/30 (Call 03/15/30)		115		102,765
4.22%, 03/15/32 (Call 12/15/31)		135		119,040
San Diego Gas & Electric Co.
2.50%, 05/15/26 (Call 02/15/26)		170		158,231
4.95%, 08/15/28 (Call 07/15/28)		300		297,504
Series VVV, 1.70%, 10/01/30 (Call 07/01/30)		255		202,781
Series XXX, 3.00%, 03/15/32 (Call 12/15/31)		75		63,778
Sempra Energy
3.25%, 06/15/27 (Call 03/15/27)		223		206,045
3.30%, 04/01/25 (Call 03/01/25)		155		149,339
3.40%, 02/01/28 (Call 11/01/27)		394		364,572
3.70%, 04/01/29 (Call 02/01/29)		215		196,151
5.40%, 08/01/26 (Call 07/01/26)		120		120,188
5.50%, 08/01/33 (Call 05/01/33)		100		99,177
Sierra Pacific Power Co., 2.60%, 05/01/26 (Call 02/01/26)		170		158,238
Southern California Edison Co.
2.25%, 06/01/30 (Call 03/01/30)		90		74,789
2.75%, 02/01/32 (Call 11/01/31)		15		12,440
2.85%, 08/01/29 (Call 05/01/29)		199		175,088
4.90%, 06/01/26 (Call 05/01/26)		75		74,561
5.30%, 03/01/28 (Call 02/01/28)		30		30,130


Security	Par (000)		Value

Electric (continued)
5.85%, 11/01/27 (Call 10/01/27)	$	445	$	455,724
5.95%, 11/01/32 (Call 08/01/32)		120		124,402
6.65%, 04/01/29		88		91,303
Series 2020-C, 1.20%, 02/01/26 (Call 01/01/26)		60		54,511
Series A, 4.20%, 03/01/29 (Call 12/01/28)		119		112,905
Series B, 3.65%, 03/01/28 (Call 12/01/27)		68		63,581
Series C, 4.20%, 06/01/25		170		166,144
Series D, 4.70%, 06/01/27 (Call 05/01/27)		130		127,811
Series E, 3.70%, 08/01/25 (Call 06/01/25)		240		231,958
Series G, 2.50%, 06/01/31 (Call 03/01/31)		135		110,954
Southern California Gas Co., 5.20%, 06/01/33 (Call 03/01/33)		130		127,621
Southern Co. (The)
3.25%, 07/01/26 (Call 04/01/26)		480		454,104
4.85%, 06/15/28 (Call 04/15/28)		120		117,520
5.11%, 08/01/27		195		193,709
5.15%, 10/06/25		160		159,138
5.20%, 06/15/33 (Call 12/15/32)		335		325,918
5.70%, 10/15/32 (Call 04/15/32)		130		131,934
Series 21-B, 1.75%, 03/15/28 (Call 01/15/28)		100		85,396
Series A, 3.70%, 04/30/30 (Call 01/30/30)		159		144,008
Southern Power Co.
0.90%, 01/15/26 (Call 12/15/25)		165		148,802
4.15%, 12/01/25 (Call 09/01/25)		210		204,445
Southwestern Electric Power Co.
5.30%, 04/01/33 (Call 01/01/33)		55		53,842
Series K, 2.75%, 10/01/26 (Call 07/01/26)		75		69,228
Series M, 4.10%, 09/15/28 (Call 06/15/28)		270		255,636
Series N, 1.65%, 03/15/26 (Call 02/15/26)		65		59,151
System Energy Resources Inc., 6.00%, 04/15/28 (Call 03/15/28)		10		9,822
Tampa Electric Co., 2.40%, 03/15/31 (Call 12/15/30)		125		101,890
Tucson Electric Power Co.
1.50%, 08/01/30 (Call 05/01/30)		60		46,861
3.05%, 03/15/25 (Call 12/15/24)		132		127,189
Union Electric Co.
2.15%, 03/15/32 (Call 12/15/31)		155		122,593
2.95%, 06/15/27 (Call 03/15/27)		130		120,875
2.95%, 03/15/30 (Call 12/15/29)		116		101,777
3.50%, 03/15/29 (Call 12/15/28)		143		131,649
Virginia Electric & Power Co.
2.30%, 11/15/31 (Call 08/15/31)		160		128,878
2.40%, 03/30/32 (Call 12/30/31)		120		96,734
5.00%, 04/01/33 (Call 01/01/33)		165		160,489
Series A, 2.88%, 07/15/29 (Call 04/15/29)		150		133,204
Series A, 3.10%, 05/15/25 (Call 02/15/25)		120		115,165
Series A, 3.15%, 01/15/26 (Call 10/15/25)		230		218,974
Series A, 3.50%, 03/15/27 (Call 12/15/26)		245		231,520
Series A, 3.80%, 04/01/28 (Call 01/01/28)		215		203,594
Series B, 2.95%, 11/15/26 (Call 08/15/26)		135		125,894
Series B, 3.75%, 05/15/27 (Call 04/15/27)		155		147,952
Virginia Electric and Power Co., 5.30%, 08/15/33 (Call 05/15/33)		100		99,069
WEC Energy Group Inc.
1.38%, 10/15/27 (Call 08/15/27)		50		43,033
1.80%, 10/15/30 (Call 07/15/30)		70		54,906
2.20%, 12/15/28 (Call 10/15/28)		105		90,689
4.75%, 01/09/26 (Call 12/09/25)		190		187,462
4.75%, 01/15/28 (Call 12/15/27)		210		205,691
5.00%, 09/27/25 (Call 08/27/25)		135		133,736


Security	Par (000)		Value

Electric (continued)
5.15%, 10/01/27 (Call 09/01/27)	$	165	$	164,492
Wisconsin Electric Power Co.
1.70%, 06/15/28 (Call 04/15/28)		110		94,632
2.05%, 12/15/24 (Call 11/15/24)		151		144,315
4.75%, 09/30/32 (Call 06/30/32)		110		107,473
Wisconsin Power & Light Co., 4.95%, 04/01/33 (Call 01/01/33)		15		14,558
Wisconsin Power and Light Co.
1.95%, 09/16/31 (Call 06/16/31)		100		78,831
3.00%, 07/01/29 (Call 04/01/29)		20		17,886
3.05%, 10/15/27 (Call 07/15/27)		130		121,562
3.95%, 09/01/32 (Call 06/01/32)		175		159,355
Wisconsin Public Service Corp., 5.35%, 11/10/25 (Call 10/10/25)		90		90,084
Xcel Energy Inc.
1.75%, 03/15/27 (Call 02/15/27)		185		164,017
2.35%, 11/15/31 (Call 05/15/31)		170		134,074
2.60%, 12/01/29 (Call 06/01/29)		185		158,319
3.30%, 06/01/25 (Call 12/01/24)		105		100,934
3.35%, 12/01/26 (Call 06/01/26)		97		90,902
3.40%, 06/01/30 (Call 12/01/29)		65		57,640
4.00%, 06/15/28 (Call 12/15/27)		35		33,164
4.60%, 06/01/32 (Call 12/01/31)		200		186,800
5.45%, 08/15/33 (Call 02/15/33)		250		246,020


				60,405,654

Electrical Components & Equipment — 0.0%
Acuity Brands Lighting Inc., 2.15%, 12/15/30 (Call 09/15/30)		45		36,030
Emerson Electric Co.
0.88%, 10/15/26 (Call 09/15/26)		240		212,450
1.80%, 10/15/27 (Call 08/15/27)		75		66,524
1.95%, 10/15/30 (Call 07/15/30)		75		61,727
2.00%, 12/21/28 (Call 10/21/28)		290		251,975
2.20%, 12/21/31 (Call 09/21/31)		325		267,189
3.15%, 06/01/25 (Call 03/01/25)		205		198,018


				1,093,913

Electronics — 0.3%
Agilent Technologies Inc.
2.10%, 06/04/30 (Call 03/04/30)		85		69,597
2.30%, 03/12/31 (Call 12/12/30)		240		196,366
2.75%, 09/15/29 (Call 06/15/29)		120		104,856
3.05%, 09/22/26 (Call 06/22/26)		105		98,128
Allegion PLC, 3.50%, 10/01/29 (Call 07/01/29)		130		115,953
Allegion U.S. Holding Co. Inc.
3.20%, 10/01/24 (Call 08/01/24)		20		19,372
3.55%, 10/01/27 (Call 07/01/27)		20		18,519
5.41%, 07/01/32 (Call 04/01/32)		130		126,581
Amphenol Corp.
2.05%, 03/01/25 (Call 02/01/25)		55		52,292
2.20%, 09/15/31 (Call 06/15/31)		110		88,957
2.80%, 02/15/30 (Call 11/15/29)		265		230,823
4.35%, 06/01/29 (Call 03/01/29)		80		77,005
4.75%, 03/30/26		45		44,474
Arrow Electronics Inc.
2.95%, 02/15/32 (Call 11/15/31)		20		16,046
3.25%, 09/08/24 (Call 07/08/24)		161		156,555
3.88%, 01/12/28 (Call 10/12/27)		190		175,657
4.00%, 04/01/25 (Call 01/01/25)		55		53,407


Security	Par (000)		Value

Electronics (continued)
Avnet Inc.
3.00%, 05/15/31 (Call 02/15/31)	$	70	$	55,850
4.63%, 04/15/26 (Call 01/15/26)		212		205,191
5.50%, 06/01/32 (Call 03/01/32)		85		80,502
6.25%, 03/15/28 (Call 02/15/28)		110		110,861
Flex Ltd.
3.75%, 02/01/26 (Call 01/01/26)		165		157,560
4.75%, 06/15/25 (Call 03/15/25)		125		122,506
4.88%, 06/15/29 (Call 03/15/29)		200		191,026
4.88%, 05/12/30 (Call 02/12/30)		145		138,798
6.00%, 01/15/28 (Call 12/15/27)		55		55,597
Fortive Corp., 3.15%, 06/15/26 (Call 03/15/26)		220		206,813
Honeywell International Inc.
1.10%, 03/01/27 (Call 02/01/27)		160		141,586
1.35%, 06/01/25 (Call 05/01/25)		410		384,092
1.75%, 09/01/31 (Call 06/01/31)		309		245,386
1.95%, 06/01/30 (Call 03/01/30)		235		195,485
2.50%, 11/01/26 (Call 08/01/26)		455		424,606
2.70%, 08/15/29 (Call 05/15/29)		240		213,607
4.25%, 01/15/29 (Call 12/15/28)		75		72,845
4.85%, 11/01/24		80		79,598
4.95%, 02/15/28 (Call 01/15/28)		140		141,387
5.00%, 02/15/33 (Call 11/15/32)		420		423,255
Hubbell Inc.
2.30%, 03/15/31 (Call 12/15/30)		10		8,174
3.15%, 08/15/27 (Call 05/15/27)		45		41,742
3.35%, 03/01/26 (Call 12/01/25)		205		195,402
3.50%, 02/15/28 (Call 11/15/27)		165		154,838
Jabil Inc.
1.70%, 04/15/26 (Call 03/15/26)		35		31,595
3.00%, 01/15/31 (Call 10/15/30)		135		112,686
3.60%, 01/15/30 (Call 10/15/29)		106		94,729
3.95%, 01/12/28 (Call 10/12/27)		125		117,051
4.25%, 05/15/27 (Call 04/15/27)		160		152,936
5.45%, 02/01/29 (Call 01/01/29)		40		39,531
Keysight Technologies Inc.
3.00%, 10/30/29 (Call 07/30/29)		172		150,627
4.55%, 10/30/24 (Call 07/30/24)		192		188,928
4.60%, 04/06/27 (Call 01/06/27)		214		209,256
Legrand France SA, 8.50%, 02/15/25		169		176,024
TD SYNNEX Corp.
1.75%, 08/09/26 (Call 07/09/26)		120		105,791
2.38%, 08/09/28 (Call 06/09/28)		130		107,929
2.65%, 08/09/31 (Call 05/09/31)		135		103,963
Trimble Inc.
4.75%, 12/01/24 (Call 09/01/24)		25		24,605
4.90%, 06/15/28 (Call 03/15/28)		160		155,542
6.10%, 03/15/33 (Call 12/15/32)		90		90,950
Tyco Electronics Group SA
2.50%, 02/04/32 (Call 12/04/31)		115		95,836
3.13%, 08/15/27 (Call 05/15/27)		140		130,631
3.70%, 02/15/26 (Call 11/15/25)		225		217,222
4.50%, 02/13/26		180		176,983
Vontier Corp.
1.80%, 04/01/26 (Call 03/01/26)		165		148,328
2.40%, 04/01/28 (Call 02/01/28)		145		122,429
2.95%, 04/01/31 (Call 01/01/31)		155		122,806


				8,567,673


Security	Par (000)		Value

Engineering & Construction — 0.0%
Jacobs Engineering Group Inc.
5.90%, 03/01/33 (Call 12/01/32)	$	155	$	153,262
6.35%, 08/18/28 (Call 07/18/28)		160		162,736


				315,998

Entertainment — 0.1%
Warnermedia Holdings Inc.
3.64%, 03/15/25		390		377,348
3.76%, 03/15/27 (Call 02/15/27)		750		703,028
3.79%, 03/15/25 (Call 09/11/23)		45		43,502
4.05%, 03/15/29 (Call 01/15/29)		290		266,617
4.28%, 03/15/32 (Call 12/15/31)		945		833,802


				2,224,297

Environmental Control — 0.1%
Republic Services Inc.
0.88%, 11/15/25 (Call 10/15/25)		190		172,174
1.45%, 02/15/31 (Call 11/15/30)		175		135,385
2.30%, 03/01/30 (Call 12/01/29)		164		138,824
2.38%, 03/15/33 (Call 12/15/32)^(a)		110		87,326
2.90%, 07/01/26 (Call 04/01/26)		300		281,874
3.20%, 03/15/25 (Call 12/15/24)		145		140,141
3.38%, 11/15/27 (Call 08/15/27)		150		139,545
3.95%, 05/15/28 (Call 02/15/28)		181		171,937
4.88%, 04/01/29 (Call 03/01/29)		180		177,451
Waste Connections Inc.
2.20%, 01/15/32 (Call 10/15/31)		35		27,916
2.60%, 02/01/30 (Call 11/01/29)		104		89,531
3.20%, 06/01/32 (Call 03/01/32)		170		145,880
3.50%, 05/01/29 (Call 02/01/29)		77		71,009
4.20%, 01/15/33 (Call 10/15/32)		180		166,209
4.25%, 12/01/28 (Call 09/01/28)		185		177,818
Waste Management Inc.
1.15%, 03/15/28 (Call 01/15/28)		110		92,914
1.50%, 03/15/31 (Call 12/15/30)		25		19,469
2.00%, 06/01/29 (Call 04/01/29)		130		110,136
3.13%, 03/01/25 (Call 12/01/24)		100		96,895
3.15%, 11/15/27 (Call 08/15/27)		200		186,430
4.15%, 04/15/32 (Call 01/15/32)		349		327,045
4.63%, 02/15/30 (Call 12/15/29)		195		190,609
4.63%, 02/15/33 (Call 11/15/32)		270		259,562
4.88%, 02/15/29 (Call 01/15/29)		185		183,137


				3,589,217

Food — 0.5%
Ahold Finance USA LLC, 6.88%, 05/01/29		50		53,436
Campbell Soup Co.
2.38%, 04/24/30 (Call 01/24/30)		80		66,631
3.30%, 03/19/25 (Call 12/19/24)		143		137,871
3.95%, 03/15/25 (Call 01/15/25)		310		301,955
4.15%, 03/15/28 (Call 12/15/27)		296		281,828
Conagra Brands Inc.
1.38%, 11/01/27 (Call 09/01/27)		345		293,022
4.60%, 11/01/25 (Call 09/01/25)		244		238,835
4.85%, 11/01/28 (Call 08/01/28)		435		423,246
5.30%, 10/01/26		100		99,601
7.00%, 10/01/28		30		31,997
8.25%, 09/15/30		40		45,654
Flowers Foods Inc.
2.40%, 03/15/31 (Call 12/15/30)		155		125,479
3.50%, 10/01/26 (Call 07/01/26)		25		23,486


Security	Par (000)		Value

Food (continued)
General Mills Inc.
2.25%, 10/14/31 (Call 07/14/31)	$	125	$	100,856
2.88%, 04/15/30 (Call 01/15/30)		185		161,414
3.20%, 02/10/27 (Call 11/10/26)		237		222,756
4.00%, 04/17/25 (Call 02/17/25)		353		344,002
4.20%, 04/17/28 (Call 01/17/28)		315		302,265
4.95%, 03/29/33 (Call 12/29/32)		250		243,592
Hershey Co. (The)
0.90%, 06/01/25 (Call 05/01/25)		165		153,186
1.70%, 06/01/30 (Call 03/01/30)		60		49,201
2.05%, 11/15/24 (Call 10/15/24)		115		110,688
2.30%, 08/15/26 (Call 05/15/26)		311		291,015
2.45%, 11/15/29 (Call 08/15/29)		105		91,841
3.20%, 08/21/25 (Call 05/21/25)		20		19,308
4.25%, 05/04/28 (Call 04/04/28)		10		9,864
4.50%, 05/04/33 (Call 02/04/33)		30		29,312
Hormel Foods Corp.
1.70%, 06/03/28 (Call 04/03/28)		285		246,599
1.80%, 06/11/30 (Call 03/11/30)		150		123,999
Ingredion Inc.
2.90%, 06/01/30 (Call 03/01/30)		70		59,963
3.20%, 10/01/26 (Call 07/01/26)		150		141,538
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance Inc.
3.00%, 02/02/29 (Call 12/02/28)		55		47,233
3.00%, 05/15/32 (Call 02/15/32)		325		253,315
3.63%, 01/15/32 (Call 01/15/27)		230		188,538
3.75%, 12/01/31 (Call 12/01/26)		40		33,224
5.13%, 02/01/28 (Call 01/01/28)		375		364,496
5.50%, 01/15/30 (Call 01/15/25)		550		531,619
5.75%, 04/01/33 (Call 01/01/33)		200		191,504
JM Smucker Co. (The)
2.13%, 03/15/32 (Call 12/15/31)		120		95,167
2.38%, 03/15/30 (Call 12/15/29)		105		88,471
3.38%, 12/15/27 (Call 09/15/27)		125		116,771
3.50%, 03/15/25		455		440,913
Kellogg Co.
2.10%, 06/01/30 (Call 03/01/30)		100		81,866
3.25%, 04/01/26		248		235,987
3.40%, 11/15/27 (Call 08/15/27)		170		157,996
4.30%, 05/15/28 (Call 02/15/28)		165		158,631
5.25%, 03/01/33 (Call 12/01/32)		150		148,080
Series B, 7.45%, 04/01/31		50		56,368
Kraft Heinz Foods Co.
3.00%, 06/01/26 (Call 03/01/26)		455		428,906
3.75%, 04/01/30 (Call 01/01/30)		220		201,377
3.88%, 05/15/27 (Call 02/15/27)		325		310,453
4.25%, 03/01/31 (Call 12/01/30)		155		145,072
4.63%, 01/30/29 (Call 10/30/28)		50		48,854
6.75%, 03/15/32		85		92,406
Kroger Co. (The)
1.70%, 01/15/31 (Call 10/15/30)		150		116,462
2.20%, 05/01/30 (Call 02/01/30)		165		135,475
2.65%, 10/15/26 (Call 07/15/26)		240		221,957
3.50%, 02/01/26 (Call 11/01/25)		124		118,429
3.70%, 08/01/27 (Call 05/01/27)		160		151,926
4.50%, 01/15/29 (Call 10/15/28)		300		289,959
7.50%, 04/01/31		65		73,009
McCormick & Co. Inc./MD
0.90%, 02/15/26 (Call 01/15/26)		150		135,003


Security	Par (000)		Value

Food (continued)
1.85%, 02/15/31 (Call 11/15/30)	$	120	$	94,448
2.50%, 04/15/30 (Call 01/15/30)		180		151,771
3.40%, 08/15/27 (Call 05/15/27)		167		156,407
4.95%, 04/15/33		155		149,883
Mondelez International Inc.
1.50%, 05/04/25 (Call 04/04/25)		403		376,918
1.50%, 02/04/31 (Call 11/04/30)		315		244,210
1.88%, 10/15/32 (Call 07/15/32)		15		11,577
2.63%, 03/17/27 (Call 02/17/27)		60		55,151
2.75%, 04/13/30 (Call 01/13/30)		237		204,685
3.00%, 03/17/32 (Call 12/17/31)		169		144,351
4.13%, 05/07/28 (Call 02/07/28)		30		29,025
Pilgrim’s Pride Corp.
3.50%, 03/01/32 (Call 09/01/26)		210		168,949
4.25%, 04/15/31 (Call 04/15/26)		275		238,067
6.25%, 07/01/33		115		114,092
Sysco Corp.
2.40%, 02/15/30 (Call 11/15/29)		55		46,451
2.45%, 12/14/31 (Call 09/14/31)		175		141,435
3.25%, 07/15/27 (Call 04/15/27)		216		201,347
3.30%, 07/15/26 (Call 04/15/26)		231		219,180
3.75%, 10/01/25 (Call 07/01/25)		250		241,680
5.95%, 04/01/30 (Call 01/01/30)		210		217,283
Tyson Foods Inc.
3.55%, 06/02/27 (Call 03/02/27)		293		275,306
4.00%, 03/01/26 (Call 01/01/26)		268		259,017
4.35%, 03/01/29 (Call 12/01/28)		272		257,358
Walmart Inc., 3.90%, 09/09/25		195		190,823


				14,673,321

Forest Products & Paper — 0.0%
Fibria Overseas Finance Ltd.
4.00%, 01/14/25 (Call 11/14/24)		15		14,588
5.50%, 01/17/27		160		159,821
Georgia-Pacific LLC
7.75%, 11/15/29		90		101,260
8.88%, 05/15/31		5		6,086
Suzano Austria GmbH
2.50%, 09/15/28 (Call 07/15/28)		135		115,170
3.13%, 01/15/32 (Call 10/15/31)		195		153,978
3.75%, 01/15/31 (Call 10/15/30)		220		186,454
5.00%, 01/15/30 (Call 10/15/29)		75		69,687
6.00%, 01/15/29 (Call 10/15/28)		275		273,061


				1,080,105

Gas — 0.2%
Atmos Energy Corp.
1.50%, 01/15/31 (Call 10/15/30)		222		173,167
2.63%, 09/15/29 (Call 06/15/29)		147		129,254
3.00%, 06/15/27 (Call 03/15/27)		175		164,031
CenterPoint Energy Resources Corp.
1.75%, 10/01/30 (Call 07/01/30)		197		156,554
4.00%, 04/01/28 (Call 01/01/28)		215		204,424
4.40%, 07/01/32 (Call 04/01/32)		35		32,679
5.25%, 03/01/28 (Call 02/01/28)		395		394,368
5.40%, 03/01/33 (Call 12/01/32)		255		255,054
Eastern Energy Gas Holdings LLC
3.60%, 12/15/24 (Call 09/15/24)		101		98,121
Series A, 2.50%, 11/15/24 (Call 10/15/24)		228		219,377
National Fuel Gas Co.
2.95%, 03/01/31 (Call 12/01/30)		140		112,745


Security	Par (000)		Value

Gas (continued)
3.95%, 09/15/27 (Call 06/15/27)	$	35	$	32,366
4.75%, 09/01/28 (Call 06/01/28)		110		104,179
5.20%, 07/15/25 (Call 04/15/25)		110		108,143
5.50%, 01/15/26 (Call 12/15/25)		70		69,199
5.50%, 10/01/26		70		69,377
NiSource Inc.
0.95%, 08/15/25 (Call 07/15/25)		278		254,770
1.70%, 02/15/31 (Call 11/15/30)		304		234,895
2.95%, 09/01/29 (Call 06/01/29)		279		245,512
3.49%, 05/15/27 (Call 02/15/27)		315		295,609
3.60%, 05/01/30 (Call 02/01/30)		150		134,346
5.25%, 03/30/28 (Call 02/29/28)		260		259,028
5.40%, 06/30/33 (Call 03/30/33)		35		34,673
ONE Gas Inc.
2.00%, 05/15/30 (Call 02/15/30)		50		40,956
4.25%, 09/01/32 (Call 06/01/32)^(a)		35		32,599
Piedmont Natural Gas Co. Inc.
2.50%, 03/15/31 (Call 12/15/30)		40		32,406
3.50%, 06/01/29 (Call 03/01/29)		207		187,710
5.40%, 06/15/33 (Call 03/15/33)		120		118,225
Southern California Gas Co.
2.95%, 04/15/27 (Call 03/15/27)		305		283,385
3.15%, 09/15/24 (Call 06/15/24)		75		73,166
3.20%, 06/15/25 (Call 03/15/25)		25		24,063
Series TT, 2.60%, 06/15/26 (Call 03/15/26)		200		186,682
Series XX, 2.55%, 02/01/30 (Call 11/01/29)		275		233,981
Southern Co. Gas Capital Corp.
3.25%, 06/15/26 (Call 03/15/26)		120		113,204
5.15%, 09/15/32 (Call 03/15/32)		75		73,211
Series 2020-A, 1.75%, 01/15/31 (Call 10/15/30)		203		157,969
Southwest Gas Corp.
2.20%, 06/15/30 (Call 03/15/30)		102		82,461
3.70%, 04/01/28 (Call 01/01/28)		85		78,968
4.05%, 03/15/32 (Call 12/15/31)		175		156,796
5.45%, 03/23/28 (Call 02/23/28)		40		39,873
5.80%, 12/01/27 (Call 11/01/27)		110		111,105


				5,808,631

Hand & Machine Tools — 0.1%
Kennametal Inc.
2.80%, 03/01/31 (Call 12/01/30)		55		44,068
4.63%, 06/15/28 (Call 03/15/28)		105		99,668
Regal Rexnord Corp.
6.05%, 02/15/26^(d)		100		99,414
6.05%, 04/15/28 (Call 03/15/28)^(d)		195		193,017
6.30%, 02/15/30 (Call 12/15/29)^(d)		345		343,037
6.40%, 04/15/33 (Call 01/15/33)^(d)		235		232,387
Snap-on Inc., 3.25%, 03/01/27 (Call 12/01/26)		10		9,447
Stanley Black & Decker Inc., 3.00%, 05/15/32 (Call 02/15/32)^(a)		100		84,068
Stanley Black & Decker Inc.
2.30%, 02/24/25 (Call 09/11/23)		115		109,459
2.30%, 03/15/30 (Call 12/15/29)		330		273,359
3.40%, 03/01/26 (Call 01/01/26)		205		194,715
4.00%, 03/15/60 (Call 03/15/25), (5-year CMT + 2.657%)^(b)		125		98,580
4.25%, 11/15/28 (Call 08/15/28)		105		99,768
6.00%, 03/06/28 (Call 02/06/28)		195		199,159


				2,080,146


Security	Par (000)		Value

Health Care - Products — 0.4%
Abbott Laboratories
1.15%, 01/30/28 (Call 11/30/27)	$	118	$	101,775
1.40%, 06/30/30 (Call 03/30/30)		246		200,365
2.95%, 03/15/25 (Call 12/15/24)		300		290,406
3.75%, 11/30/26 (Call 08/30/26)		455		440,927
3.88%, 09/15/25 (Call 06/15/25)		50		48,809
Baxter International Inc.
1.32%, 11/29/24		60		56,838
1.73%, 04/01/31 (Call 01/01/31)		185		142,537
1.92%, 02/01/27 (Call 01/01/27)		320		284,653
2.27%, 12/01/28 (Call 10/01/28)		205		175,492
2.54%, 02/01/32 (Call 11/01/31)		390		312,858
2.60%, 08/15/26 (Call 05/15/26)		165		152,349
3.95%, 04/01/30 (Call 01/01/30)		115		105,312
Boston Scientific Corp.
1.90%, 06/01/25 (Call 05/01/25)		315		296,380
2.65%, 06/01/30 (Call 03/01/30)		270		231,536
4.00%, 03/01/28 (Call 12/01/27)		50		47,733
Danaher Corp., 3.35%, 09/15/25 (Call 06/15/25)		44		42,468
DENTSPLY SIRONA Inc., 3.25%, 06/01/30 (Call 03/01/30)		193		165,544
DH Europe Finance II Sarl
2.20%, 11/15/24 (Call 10/15/24)		250		240,437
2.60%, 11/15/29 (Call 08/15/29)		205		180,503
Edwards Lifesciences Corp., 4.30%, 06/15/28 (Call 03/15/28)		209		201,242
GE HealthCare Technologies Inc.
5.55%, 11/15/24		390		388,927
5.60%, 11/15/25 (Call 10/15/25)		185		185,013
5.65%, 11/15/27 (Call 10/15/27)		510		516,079
5.86%, 03/15/30 (Call 01/15/30)		285		289,549
5.91%, 11/22/32 (Call 08/22/32)		420		430,592
HCA Inc.
3.13%, 03/15/27 (Call 02/15/27)		205		188,383
3.63%, 03/15/32 (Call 12/15/31)		497		427,514
Medtronic Global Holdings SCA
4.25%, 03/30/28 (Call 02/29/28)		238		231,424
4.50%, 03/30/33 (Call 12/30/32)		305		294,691
Revvity Inc.
0.85%, 09/15/24 (Call 09/11/23)		195		184,784
1.90%, 09/15/28 (Call 07/15/28)		150		126,980
2.25%, 09/15/31 (Call 06/15/31)		150		118,268
2.55%, 03/15/31 (Call 12/15/30)		135		110,373
3.30%, 09/15/29 (Call 06/15/29)		135		120,007
Smith & Nephew PLC, 2.03%, 10/14/30 (Call 07/14/30)		245		193,829
STERIS Irish FinCo UnLtd Co., 2.70%, 03/15/31 (Call 12/15/30)		200		165,214
Stryker Corp.
1.15%, 06/15/25 (Call 05/15/25)		85		78,940
1.95%, 06/15/30 (Call 03/15/30)		275		226,958
3.38%, 11/01/25 (Call 08/01/25)		162		155,423
3.50%, 03/15/26 (Call 12/15/25)		393		377,009
3.65%, 03/07/28 (Call 12/07/27)		130		123,309
Thermo Fisher Scientific Inc.
1.22%, 10/18/24 (Call 09/11/23)		465		443,219
1.75%, 10/15/28 (Call 08/15/28)		120		103,306
2.00%, 10/15/31 (Call 07/15/31)		335		269,836
2.60%, 10/01/29 (Call 07/01/29)		180		157,844
4.80%, 11/21/27 (Call 10/21/27)		185		185,218
4.95%, 08/10/26 (Call 07/10/26)		250		249,010


Security	Par (000)		Value

Health Care - Products (continued)
4.95%, 11/21/32 (Call 08/21/32)	$	180	$	179,618
4.98%, 08/10/30 (Call 06/10/30)		195		194,425
5.09%, 08/10/33 (Call 05/10/33)		230		231,092
Zimmer Biomet Holdings Inc.
1.45%, 11/22/24 (Call 09/11/23)		170		161,347
2.60%, 11/24/31 (Call 08/24/31)		135		109,993
3.05%, 01/15/26 (Call 12/15/25)		175		165,846
3.55%, 04/01/25 (Call 01/01/25)		135		130,568


				11,232,752

Health Care - Services — 0.7%
Adventist Health System/West, 2.95%, 03/01/29 (Call 12/01/28)		50		43,479
Advocate Health & Hospitals Corp., 3.83%, 08/15/28 (Call 05/15/28)		155		147,242
Aetna Inc., 3.50%, 11/15/24 (Call 08/15/24)		264		257,141
Anthem Inc., 4.10%, 05/15/32 (Call 02/15/32)		100		92,109
Ascension Health, Series B, 2.53%, 11/15/29 (Call 08/15/29)		246		212,325
Banner Health
1.90%, 01/01/31 (Call 07/01/30)		65		52,026
2.34%, 01/01/30 (Call 10/01/29)		140		118,612
Baylor Scott & White Holdings, Series 2021, 1.78%, 11/15/30 (Call 05/15/30)		115		91,669
Bon Secours Mercy Health Inc.
3.46%, 06/01/30 (Call 12/01/29)		70		62,609
Series 20-2, 2.10%, 06/01/31 (Call 12/01/30)		30		23,934
Cedars-Sinai Health System, Series 2021, 2.29%, 08/15/31 (Call 02/15/31)		5		4,050
Centene Corp.
2.45%, 07/15/28 (Call 05/15/28)		470		402,043
2.50%, 03/01/31 (Call 12/01/30)		475		378,741
2.63%, 08/01/31 (Call 05/01/31)		335		266,302
3.00%, 10/15/30 (Call 07/15/30)		425		353,719
3.38%, 02/15/30 (Call 02/15/25)		480		410,506
4.25%, 12/15/27 (Call 09/18/23)		545		509,499
4.63%, 12/15/29 (Call 12/15/24)		785		721,808
CHRISTUS Health, Series C, 4.34%, 07/01/28 (Call 04/01/28)		5		4,797
CommonSpirit Health
1.55%, 10/01/25 (Call 07/01/25)		40		36,720
2.76%, 10/01/24 (Call 07/01/24)		65		62,869
2.78%, 10/01/30 (Call 04/01/30)		87		73,022
3.35%, 10/01/29 (Call 04/01/29)		172		153,261
6.07%, 11/01/27 (Call 08/01/27)		110		112,440
Elevance Health Inc.
1.50%, 03/15/26 (Call 02/15/26)		185		167,963
2.25%, 05/15/30 (Call 02/15/30)		294		245,472
2.38%, 01/15/25 (Call 12/15/24)		195		186,482
2.55%, 03/15/31 (Call 12/15/30)		220		184,030
2.88%, 09/15/29 (Call 06/15/29)		199		175,534
3.35%, 12/01/24 (Call 10/01/24)		220		214,014
3.65%, 12/01/27 (Call 09/01/27)		460		433,541
4.10%, 03/01/28 (Call 12/01/27)		340		325,618
4.75%, 02/15/33 (Call 11/15/32)		235		227,435
4.90%, 02/08/26 (Call 02/08/24)		250		246,758
5.35%, 10/15/25 (Call 09/15/25)		140		139,749
5.50%, 10/15/32 (Call 07/15/32)		215		219,014
HCA Inc.
2.38%, 07/15/31 (Call 04/15/31)		210		165,976
3.38%, 03/15/29 (Call 01/15/29)		5		4,458


Security	Par (000)		Value

Health Care - Services (continued)
3.50%, 09/01/30 (Call 03/01/30)	$	550	$	480,365
4.13%, 06/15/29 (Call 03/15/29)		367		338,848
4.50%, 02/15/27 (Call 08/15/26)		372		359,523
5.20%, 06/01/28 (Call 05/01/28)		95		93,569
5.25%, 04/15/25		342		339,086
5.25%, 06/15/26 (Call 12/15/25)		425		419,768
5.38%, 02/01/25		540		536,571
5.38%, 09/01/26 (Call 03/01/26)		280		277,908
5.50%, 06/01/33 (Call 03/01/33)		325		319,732
5.63%, 09/01/28 (Call 03/01/28)		300		299,310
5.88%, 02/15/26 (Call 08/15/25)		410		410,537
5.88%, 02/01/29 (Call 08/01/28)		140		140,848
Humana Inc.
1.35%, 02/03/27 (Call 01/03/27)		470		413,520
2.15%, 02/03/32 (Call 11/03/31)		210		164,579
3.13%, 08/15/29 (Call 05/15/29)		115		102,237
3.70%, 03/23/29 (Call 02/23/29)		230		212,959
3.85%, 10/01/24 (Call 07/01/24)		245		239,926
3.95%, 03/15/27 (Call 12/15/26)		100		96,011
4.50%, 04/01/25 (Call 03/01/25)		140		137,938
4.88%, 04/01/30 (Call 01/01/30)		240		232,646
5.70%, 03/13/26 (Call 03/13/24)		50		50,010
5.75%, 03/01/28 (Call 02/01/28)		115		117,085
5.88%, 03/01/33 (Call 12/01/32)		175		181,010
Kaiser Foundation Hospitals, 3.15%, 05/01/27 (Call 02/01/27)		151		142,544
Laboratory Corp. of America Holdings
1.55%, 06/01/26 (Call 05/01/26)		155		139,466
2.30%, 12/01/24 (Call 11/01/24)		180		172,118
2.70%, 06/01/31 (Call 03/01/31)		110		91,777
2.95%, 12/01/29 (Call 09/01/29)		146		128,169
3.25%, 09/01/24 (Call 07/01/24)		193		187,984
3.60%, 02/01/25 (Call 11/01/24)		255		247,319
3.60%, 09/01/27 (Call 06/01/27)		173		163,964
Mercy Health/OH, Series 2018, 4.30%, 07/01/28 (Call 01/01/28)		10		9,579
Ochsner LSU Health System of North Louisiana, Series 2021, 2.51%, 05/15/31 (Call 11/15/30)		30		21,667
OhioHealth Corp., 2.30%, 11/15/31 (Call 05/15/31)		115		93,642
PeaceHealth Obligated Group, Series 2020, 1.38%, 11/15/25 (Call 08/15/25)		100		91,121
Piedmont Healthcare Inc., 2.04%, 01/01/32 (Call 07/01/31)		50		39,237
Providence St Joseph Health Obligated Group
Series 19A, 2.53%, 10/01/29 (Call 07/01/29)		55		46,623
Series H, 2.75%, 10/01/26 (Call 07/01/26)		90		82,661
Quest Diagnostics Inc.
2.80%, 06/30/31 (Call 03/30/31)		75		63,640
2.95%, 06/30/30 (Call 03/30/30)		220		190,628
3.45%, 06/01/26 (Call 03/01/26)		147		140,331
3.50%, 03/30/25 (Call 12/30/24)		5		4,837
4.20%, 06/30/29 (Call 03/30/29)		140		133,987
Rush Obligated Group, Series 2020, 3.92%, 11/15/29 (Call 08/15/29)		36		33,290
SSM Health Care Corp.
4.89%, 06/01/28		100		98,847
Series A, 3.82%, 06/01/27 (Call 03/01/27)		25		23,721
Stanford Health Care, Series 2020, 3.31%, 08/15/30 (Call 05/15/30)		15		13,380


Security	Par (000)		Value

Health Care - Services (continued)
Sutter Health
Series 20A, 1.32%, 08/15/25 (Call 05/15/25)	$	40	$	36,625
Series 20A, 2.29%, 08/15/30 (Call 02/15/30)		10		8,266
UnitedHealth Group Inc.
3.70%, 05/15/27 (Call 04/15/27)		155		148,799
1.15%, 05/15/26 (Call 04/15/26)		265		239,544
1.25%, 01/15/26		125		114,346
2.00%, 05/15/30		290		241,935
2.30%, 05/15/31 (Call 02/15/31)		455		379,861
2.88%, 08/15/29		244		219,080
2.95%, 10/15/27		158		146,509
3.10%, 03/15/26		305		291,348
3.38%, 04/15/27		145		137,425
3.45%, 01/15/27		270		257,572
3.70%, 12/15/25		65		62,923
3.75%, 07/15/25		641		624,597
3.85%, 06/15/28		225		215,336
3.88%, 12/15/28		213		203,430
4.00%, 05/15/29 (Call 03/15/29)		303		289,259
4.20%, 05/15/32 (Call 02/15/32)		400		377,732
4.25%, 01/15/29 (Call 12/15/28)		360		348,919
4.50%, 04/15/33 (Call 01/15/33)		290		279,273
5.00%, 10/15/24		125		124,634
5.15%, 10/15/25		105		104,945
5.25%, 02/15/28 (Call 01/15/28)		280		285,438
5.30%, 02/15/30 (Call 12/15/29)		240		244,865
5.35%, 02/15/33 (Call 11/15/32)		155		158,999
Universal Health Services Inc.
1.65%, 09/01/26 (Call 08/01/26)		235		208,715
2.65%, 10/15/30 (Call 07/15/30)		100		80,446
2.65%, 01/15/32 (Call 10/15/31)		165		128,205


				21,810,511

Holding Companies - Diversified — 0.2%
Ares Capital Corp.
2.15%, 07/15/26 (Call 06/15/26)		170		149,513
2.88%, 06/15/27 (Call 05/15/27)^(a)		110		96,854
2.88%, 06/15/28 (Call 04/15/28)		345		291,484
3.20%, 11/15/31 (Call 08/15/31)		155		120,629
3.25%, 07/15/25 (Call 06/15/25)		313		293,447
3.88%, 01/15/26 (Call 12/15/25)		310		290,055
4.25%, 03/01/25 (Call 01/01/25)		242		232,831
7.00%, 01/15/27		15		15,028
Bain Capital Specialty Finance Inc.
2.55%, 10/13/26 (Call 09/13/26)		125		108,101
2.95%, 03/10/26 (Call 02/10/26)		20		17,890
Barings BDC Inc., 3.30%, 11/23/26 (Call 10/13/26)		15		13,247
Blackstone Private Credit Fund
1.75%, 09/15/24		70		66,433
2.35%, 11/22/24		35		33,248
2.63%, 12/15/26 (Call 11/15/26)		279		240,043
2.70%, 01/15/25 (Call 11/15/24)		175		165,534
3.25%, 03/15/27 (Call 02/15/27)		100		87,123
4.00%, 01/15/29 (Call 11/15/28)		175		150,169
4.70%, 03/24/25		130		126,395
7.05%, 09/29/25		65		65,450
Blackstone Secured Lending Fund
2.13%, 02/15/27 (Call 01/15/27)		130		110,352
2.75%, 09/16/26 (Call 08/19/26)		160		141,267
2.85%, 09/30/28 (Call 07/30/28)		218		180,037
3.63%, 01/15/26 (Call 12/15/25)		85		78,761


Security	Par (000)		Value

Holding Companies - Diversified (continued)
Blue Owl Capital Corp.
2.63%, 01/15/27 (Call 12/15/26)	$	130	$	112,551
2.88%, 06/11/28 (Call 04/11/28)		210		174,149
3.40%, 07/15/26 (Call 06/15/26)		175		157,558
3.75%, 07/22/25 (Call 06/22/25)		145		135,904
4.00%, 03/30/25 (Call 02/28/25)		150		142,700
4.25%, 01/15/26 (Call 12/15/25)		140		131,299
Blue Owl Credit Income Corp.
3.13%, 09/23/26 (Call 08/23/26)		170		149,972
4.70%, 02/08/27 (Call 01/08/27)		115		105,320
5.50%, 03/21/25		55		53,299
7.75%, 09/16/27 (Call 08/16/27)		35		34,833
Blue Owl Technology Finance Corp., 2.50%, 01/15/27 (Call 12/15/26)		90		75,742
FS KKR Capital Corp.
1.65%, 10/12/24		135		127,275
2.63%, 01/15/27 (Call 12/15/26)		95		82,007
3.13%, 10/12/28 (Call 08/12/28)		205		167,555
3.40%, 01/15/26 (Call 12/15/25)		140		128,404
4.13%, 02/01/25 (Call 01/01/25)^(a)		90		86,526
Goldman Sachs BDC Inc.
2.88%, 01/15/26 (Call 12/15/25)		110		102,135
3.75%, 02/10/25 (Call 01/10/25)^(a)		136		131,477
Golub Capital BDC Inc.
2.05%, 02/15/27 (Call 01/15/27)		215		181,587
2.50%, 08/24/26 (Call 07/24/26)		25		21,972
Main Street Capital Corp., 3.00%, 07/14/26 (Call 06/14/26)		125		110,766
Morgan Stanley Direct Lending Fund, 4.50%, 02/11/27 (Call 01/11/27)		20		18,678
Oaktree Specialty Lending Corp.
2.70%, 01/15/27 (Call 12/15/26)^(a)		130		113,016
3.50%, 02/25/25 (Call 01/25/25)		25		23,799
Owl Rock Capital Corp. III, 3.13%, 04/13/27		75		64,376
Prospect Capital Corp.
3.36%, 11/15/26 (Call 10/15/26)		100		86,544
3.44%, 10/15/28 (Call 08/15/28)		50		39,381
3.71%, 01/22/26 (Call 12/22/25)		140		126,952
Sixth Street Specialty Lending Inc.
2.50%, 08/01/26 (Call 07/01/26)		50		44,220
3.88%, 11/01/24 (Call 10/01/24)		50		48,469


				6,052,357

Home Builders — 0.1%
DR Horton Inc.
1.30%, 10/15/26 (Call 09/15/26)		210		185,142
1.40%, 10/15/27 (Call 08/15/27)		65		55,798
2.50%, 10/15/24 (Call 09/15/24)		198		190,920
2.60%, 10/15/25 (Call 09/15/25)		132		123,970
Lennar Corp.
4.75%, 05/30/25 (Call 02/28/25)		80		78,542
4.75%, 11/29/27 (Call 05/29/27)		215		208,361
5.00%, 06/15/27 (Call 12/15/26)		150		147,655
5.25%, 06/01/26 (Call 12/01/25)		75		74,629
MDC Holdings Inc.
2.50%, 01/15/31 (Call 07/15/30)		202		156,598
3.85%, 01/15/30 (Call 07/15/29)		55		47,796
NVR Inc., 3.00%, 05/15/30 (Call 11/15/29)		225		192,634
PulteGroup Inc.
5.00%, 01/15/27 (Call 10/15/26)		176		173,439
5.50%, 03/01/26 (Call 12/01/25)		100		99,814


Security	Par (000)		Value

Home Builders (continued)
6.38%, 05/15/33	$	10	$	10,406
7.88%, 06/15/32		30		34,303
Toll Brothers Finance Corp.
3.80%, 11/01/29 (Call 08/01/29)		87		77,586
4.35%, 02/15/28 (Call 11/15/27)		120		112,597
4.88%, 11/15/25 (Call 08/15/25)		110		107,636
4.88%, 03/15/27 (Call 12/15/26)		150		145,730


				2,223,556

Home Furnishings — 0.0%
Harman International Industries Inc., 4.15%, 05/15/25 (Call 02/15/25)		170		165,492
Leggett & Platt Inc.
3.50%, 11/15/27 (Call 08/15/27)		100		92,191
3.80%, 11/15/24 (Call 08/15/24)		50		48,716
4.40%, 03/15/29 (Call 12/15/28)		113		106,791
Whirlpool Corp.
2.40%, 05/15/31 (Call 02/15/31)		110		89,104
3.70%, 05/01/25		5		4,847
4.70%, 05/14/32 (Call 02/14/32)		100		94,557
4.75%, 02/26/29 (Call 11/26/28)		180		175,117
5.50%, 03/01/33 (Call 12/01/32)		120		119,009


				895,824

Household Products & Wares — 0.1%
Avery Dennison Corp.
2.25%, 02/15/32 (Call 11/15/31)		40		30,952
2.65%, 04/30/30 (Call 02/01/30)		65		54,159
4.88%, 12/06/28 (Call 09/06/28)		90		87,974
5.75%, 03/15/33 (Call 12/15/32)		165		166,510
Church & Dwight Co. Inc.
2.30%, 12/15/31 (Call 09/15/31)		125		102,394
3.15%, 08/01/27 (Call 05/01/27)		115		108,190
5.60%, 11/15/32 (Call 08/15/32)		165		170,659
Clorox Co. (The)
1.80%, 05/15/30 (Call 02/15/30)		95		77,177
3.10%, 10/01/27 (Call 07/01/27)		160		147,938
3.90%, 05/15/28 (Call 02/15/28)		145		137,659
4.40%, 05/01/29 (Call 03/01/29)		60		58,061
4.60%, 05/01/32 (Call 02/01/32)		165		159,553
Kimberly-Clark Corp.
1.05%, 09/15/27 (Call 07/15/27)		140		120,889
2.00%, 11/02/31 (Call 08/02/31)		170		139,371
2.75%, 02/15/26		90		85,757
3.05%, 08/15/25		125		120,214
3.10%, 03/26/30 (Call 12/26/29)		190		171,408
3.20%, 04/25/29 (Call 01/25/29)		180		166,851
3.95%, 11/01/28 (Call 08/01/28)		115		111,403
4.50%, 02/16/33 (Call 11/16/32)		95		93,115


				2,310,234

Insurance — 0.8%
ACE Capital Trust II, Series N, 9.70%, 04/01/30		10		11,889
Aegon NV, 5.50%, 04/11/48 (Call 04/11/28), (6-mo. LIBOR US + 3.540%)^(b)		200		188,070
Aflac Inc.
1.13%, 03/15/26 (Call 02/15/26)		55		49,573
2.88%, 10/15/26 (Call 07/15/26)		264		246,299
3.60%, 04/01/30 (Call 01/01/30)		300		273,129
Alleghany Corp., 3.63%, 05/15/30 (Call 02/15/30)		115		106,205
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25 (Call 07/29/25)		130		124,380


Security	Par (000)		Value

Insurance (continued)
Allstate Corp. (The)
0.75%, 12/15/25 (Call 11/15/25)	$	135	$	121,797
1.45%, 12/15/30 (Call 09/15/30)		135		103,430
3.28%, 12/15/26 (Call 09/15/26)		182		172,005
5.25%, 03/30/33 (Call 12/30/32)		220		215,470
American Equity Investment Life Holding Co., 5.00%, 06/15/27 (Call 03/15/27)		160		153,456
American International Group Inc.
2.50%, 06/30/25 (Call 05/30/25)		277		262,180
3.40%, 06/30/30 (Call 03/30/30)		245		215,818
3.90%, 04/01/26 (Call 01/01/26)		235		226,693
4.20%, 04/01/28 (Call 01/01/28)		94		89,822
5.13%, 03/27/33 (Call 12/27/32)		165		159,251
Series A-9, 5.75%, 04/01/48 (Call 04/01/28), (3-mo. LIBOR US + 2.868%)^(b)		60		56,906
Aon Corp.
2.80%, 05/15/30 (Call 02/15/30)		354		303,782
3.75%, 05/02/29 (Call 02/02/29)		206		191,650
4.50%, 12/15/28 (Call 09/15/28)		77		74,519
Aon Global Ltd.
2.05%, 08/23/31 (Call 05/23/31)		150		118,536
2.60%, 12/02/31 (Call 09/02/31)		120		98,459
2.85%, 05/28/27 (Call 04/28/27)		105		96,581
3.88%, 12/15/25 (Call 09/15/25)		292		282,574
5.00%, 09/12/32 (Call 06/12/32)		132		128,775
5.35%, 02/28/33 (Call 11/28/32)		130		129,679
Arch Capital Finance LLC, 4.01%, 12/15/26 (Call 09/15/26)		246		234,699
Arthur J Gallagher & Co.
2.40%, 11/09/31 (Call 08/09/31)		135		107,056
5.50%, 03/02/33 (Call 12/02/32)		10		9,927
Assurant Inc.
2.65%, 01/15/32 (Call 10/15/31)		70		52,991
3.70%, 02/22/30 (Call 11/22/29)		110		95,024
4.90%, 03/27/28 (Call 12/27/27)		105		101,477
Assured Guaranty U.S. Holdings Inc., 3.15%, 06/15/31 (Call 03/15/31)		150		127,446
Athene Holding Ltd.
3.50%, 01/15/31 (Call 10/15/30)		120		100,409
4.13%, 01/12/28 (Call 10/12/27)		245		228,842
6.15%, 04/03/30 (Call 01/03/30)		49		49,479
6.65%, 02/01/33 (Call 11/01/32)		60		61,628
AXA SA, 8.60%, 12/15/30		185		223,452
AXIS Specialty Finance LLC, 3.90%, 07/15/29 (Call 04/15/29)		164		148,802
AXIS Specialty Finance PLC, 4.00%, 12/06/27 (Call 09/06/27)		200		187,544
Berkshire Hathaway Finance Corp.
1.45%, 10/15/30 (Call 07/15/30)		311		249,780
1.85%, 03/12/30 (Call 12/12/29)		10		8,407
2.30%, 03/15/27 (Call 02/15/27)		245		227,090
2.88%, 03/15/32 (Call 12/15/31)		245		214,027
Berkshire Hathaway Inc., 3.13%, 03/15/26 (Call 12/15/25)		587		562,593
Brighthouse Financial Inc.
3.70%, 06/22/27 (Call 03/22/27)		70		64,704
5.63%, 05/15/30 (Call 02/15/30)		180		173,830
Brown & Brown Inc.
2.38%, 03/15/31 (Call 12/15/30)		270		215,722
4.20%, 09/15/24 (Call 06/15/24)		80		78,589


Security	Par (000)		Value

Insurance (continued)
4.20%, 03/17/32 (Call 12/17/31)	$	70	$	62,682
4.50%, 03/15/29 (Call 12/15/28)		50		47,044
Chubb INA Holdings Inc.
1.38%, 09/15/30 (Call 06/15/30)		285		224,252
3.15%, 03/15/25		110		106,426
3.35%, 05/03/26 (Call 02/03/26)		235		225,130
Cincinnati Financial Corp., 6.92%, 05/15/28		94		100,263
CNA Financial Corp.
2.05%, 08/15/30 (Call 05/15/30)		120		96,092
3.45%, 08/15/27 (Call 05/15/27)		185		172,762
3.90%, 05/01/29 (Call 02/01/29)		136		126,543
4.50%, 03/01/26 (Call 12/01/25)		185		180,203
CNO Financial Group Inc.
5.25%, 05/30/25 (Call 02/28/25)		15		14,699
5.25%, 05/30/29 (Call 02/28/29)		145		138,305
Corebridge Financial Inc.
3.50%, 04/04/25 (Call 03/04/25)		165		158,712
3.65%, 04/05/27 (Call 03/05/27)		115		108,116
3.85%, 04/05/29 (Call 02/05/29)		345		316,120
3.90%, 04/05/32 (Call 01/05/32)		350		305,784
Enstar Group Ltd.
3.10%, 09/01/31 (Call 03/01/31)		125		97,348
4.95%, 06/01/29 (Call 03/01/29)		108		101,080
Equitable Holdings Inc.
4.35%, 04/20/28 (Call 01/20/28)		370		350,175
5.59%, 01/11/33 (Call 10/11/32)		160		156,794
7.00%, 04/01/28		50		52,714
F&G Annuities & Life Inc., 7.40%, 01/13/28 (Call 12/13/27)^(d)		50		50,912
Fairfax Financial Holdings Ltd.
3.38%, 03/03/31 (Call 12/03/30)		65		54,497
4.63%, 04/29/30 (Call 01/29/30)		125		114,851
4.85%, 04/17/28 (Call 01/17/28)		214		206,041
5.63%, 08/16/32 (Call 05/16/32)		150		144,654
Fidelity National Financial Inc.
2.45%, 03/15/31 (Call 12/15/30)		125		99,416
3.40%, 06/15/30 (Call 03/15/30)		185		160,734
4.50%, 08/15/28 (Call 05/15/28)		150		140,983
First American Financial Corp.
2.40%, 08/15/31 (Call 05/15/31)		140		107,311
4.00%, 05/15/30 (Call 02/15/30)		50		43,485
4.60%, 11/15/24		130		127,656
Globe Life Inc.
2.15%, 08/15/30 (Call 05/15/30)		155		123,960
4.55%, 09/15/28 (Call 06/15/28)		155		150,117
4.80%, 06/15/32 (Call 03/15/32)		20		18,970
Hanover Insurance Group Inc. (The)
2.50%, 09/01/30 (Call 06/01/30)		89		70,290
4.50%, 04/15/26 (Call 01/15/26)		145		140,765
Hartford Financial Services Group Inc. (The), 2.80%, 08/19/29 (Call 05/19/29)		190		166,197
Jackson Financial Inc.
3.13%, 11/23/31 (Call 08/23/31)		140		109,827
5.17%, 06/08/27 (Call 05/08/27)		110		107,821
5.67%, 06/08/32 (Call 03/08/32)		90		85,939
Kemper Corp.
2.40%, 09/30/30 (Call 06/30/30)		175		134,325
3.80%, 02/23/32 (Call 11/23/31)		110		88,947
4.35%, 02/15/25 (Call 11/15/24)		45		43,708


Security	Par (000)		Value

Insurance (continued)
Lincoln National Corp.
3.05%, 01/15/30 (Call 10/15/29)	$	115	$	96,717
3.35%, 03/09/25		107		102,645
3.40%, 01/15/31 (Call 10/15/30)^(a)		115		96,991
3.40%, 03/01/32 (Call 12/01/31)		10		8,131
3.63%, 12/12/26 (Call 09/15/26)^(a)		15		14,044
3.80%, 03/01/28 (Call 12/01/27)^(a)		140		128,379
Loews Corp.
3.20%, 05/15/30 (Call 02/15/30)		165		145,843
3.75%, 04/01/26 (Call 01/01/26)		105		101,118
Manulife Financial Corp.
2.48%, 05/19/27 (Call 03/19/27)		90		82,426
3.70%, 03/16/32 (Call 12/16/31)		265		237,686
4.06%, 02/24/32 (Call 02/24/27), (5-year USD ICE Swap + 1.647%)^(b)		150		140,434
4.15%, 03/04/26		362		351,788
Markel Group Inc.
3.35%, 09/17/29 (Call 06/17/29)		68		60,891
3.50%, 11/01/27 (Call 08/01/27)		140		130,668
Marsh & McLennan Companies Inc.
2.25%, 11/15/30 (Call 08/15/30)		200		165,100
2.38%, 12/15/31 (Call 09/15/31)		100		81,369
3.50%, 03/10/25 (Call 12/10/24)		242		235,028
3.75%, 03/14/26 (Call 12/14/25)		240		231,881
4.38%, 03/15/29 (Call 12/15/28)		505		488,739
5.75%, 11/01/32 (Call 08/01/32)		172		178,426
Mercury General Corp., 4.40%, 03/15/27 (Call 12/15/26)		100		93,838
MetLife Inc.
3.00%, 03/01/25		133		128,306
3.60%, 11/13/25 (Call 08/13/25)		201		194,411
4.55%, 03/23/30 (Call 12/23/29)		369		358,664
5.38%, 07/15/33 (Call 04/15/33)		230		228,889
6.50%, 12/15/32		30		32,524
Old Republic International Corp.
3.88%, 08/26/26 (Call 07/26/26)		227		215,732
4.88%, 10/01/24 (Call 09/01/24)		180		177,502
PartnerRe Finance B LLC, 3.70%, 07/02/29 (Call 04/02/29)		160		144,875
Primerica Inc., 2.80%, 11/19/31 (Call 08/19/31)		60		49,330
Principal Financial Group Inc.
2.13%, 06/15/30 (Call 03/15/30)		135		110,118
3.10%, 11/15/26 (Call 08/15/26)		85		79,054
3.40%, 05/15/25 (Call 02/15/25)		75		72,220
3.70%, 05/15/29 (Call 02/15/29)		176		161,300
5.38%, 03/15/33 (Call 12/15/32)		85		84,152
Progressive Corp. (The)
2.45%, 01/15/27		90		82,954
2.50%, 03/15/27 (Call 02/15/27)		90		82,782
3.00%, 03/15/32 (Call 12/15/31)		120		104,381
3.20%, 03/26/30 (Call 12/26/29)		200		178,508
4.00%, 03/01/29 (Call 12/01/28)		100		96,140
4.95%, 06/15/33 (Call 03/15/33)		60		58,923
6.25%, 12/01/32		40		42,928
6.63%, 03/01/29		30		32,690
Prudential Financial Inc.
1.50%, 03/10/26 (Call 02/10/26)		282		258,013
2.10%, 03/10/30 (Call 12/10/29)		170		142,414
3.70%, 10/01/50 (Call 07/01/30), (5-year CMT + 3.035%)^(b)		25		21,250
3.88%, 03/27/28 (Call 12/27/27)		202		192,599


Security	Par (000)		Value

Insurance (continued)
4.50%, 09/15/47 (Call 09/15/27), (3-mo. LIBOR US + 2.380%)^(b)	$	50	$	44,922
5.13%, 03/01/52 (Call 11/28/31), (5-year CMT + 3.162%)^(b)		190		169,776
5.70%, 09/15/48 (Call 09/15/28), (3-mo. LIBOR US + 2.665%)^(b)		200		189,060
6.00%, 09/01/52 (Call 06/01/32), (5-year CMT + 3.234%)^(b)		215		205,695
6.75%, 03/01/53 (Call 12/01/32), (5-year CMT + 2.848%)^(b)		120		118,562
Prudential Funding Asia PLC
3.13%, 04/14/30		196		172,584
3.63%, 03/24/32		100		88,085
Reinsurance Group of America Inc.
3.15%, 06/15/30 (Call 03/15/30)		155		132,387
3.90%, 05/15/29 (Call 02/15/29)		155		141,983
3.95%, 09/15/26 (Call 06/15/26)		150		142,836
RenaissanceRe Finance Inc., 3.70%, 04/01/25 (Call 01/01/25)		10		9,683
RenaissanceRe Holdings Ltd.
3.60%, 04/15/29 (Call 01/15/29)		185		165,706
5.75%, 06/05/33		195		189,411
Stewart Information Services Corp., 3.60%, 11/15/31 (Call 08/15/31)		100		75,376
Travelers Property Casualty Corp., 6.38%, 03/15/33		15		16,464
Trinity Acquisition PLC, 4.40%, 03/15/26 (Call 12/15/25)		190		183,574
Unum Group, 4.00%, 06/15/29 (Call 03/15/29)		40		36,674
Willis North America Inc.
2.95%, 09/15/29 (Call 06/15/29)		158		136,937
4.50%, 09/15/28 (Call 06/15/28)		135		128,493
4.65%, 06/15/27 (Call 05/15/27)		195		188,900
5.35%, 05/15/33 (Call 02/15/33)		60		57,944


				22,454,949

Internet — 0.6%
Alibaba Group Holding Ltd.
2.13%, 02/09/31 (Call 11/09/30)^(a)		325		260,474
3.40%, 12/06/27 (Call 09/06/27)		620		575,955
3.60%, 11/28/24 (Call 08/28/24)		935		910,793
Alphabet Inc.
0.45%, 08/15/25 (Call 07/15/25)		413		379,002
0.80%, 08/15/27 (Call 06/15/27)		325		281,804
1.10%, 08/15/30 (Call 05/15/30)		510		408,515
2.00%, 08/15/26 (Call 05/15/26)		523		484,036
Amazon.com Inc.
0.80%, 06/03/25 (Call 05/03/25)		265		246,050
1.00%, 05/12/26 (Call 04/12/26)		685		618,891
1.20%, 06/03/27 (Call 04/03/27)		285		250,874
1.50%, 06/03/30 (Call 03/03/30)		564		458,177
1.65%, 05/12/28 (Call 03/12/28)		697		608,829
2.10%, 05/12/31 (Call 02/12/31)		560		464,621
3.00%, 04/13/25		220		212,982
3.15%, 08/22/27 (Call 05/22/27)		667		627,253
3.30%, 04/13/27 (Call 03/13/27)		355		337,875
3.45%, 04/13/29 (Call 02/13/29)		258		242,621
3.60%, 04/13/32 (Call 01/13/32)		455		418,263
3.80%, 12/05/24 (Call 09/05/24)		294		288,711
4.55%, 12/01/27 (Call 11/01/27)		240		238,939
4.60%, 12/01/25		60		59,578
4.65%, 12/01/29 (Call 10/01/29)		355		353,655
4.70%, 11/29/24		220		218,508


Security	Par (000)		Value

Internet (continued)
4.70%, 12/01/32 (Call 09/01/32)	$	665	$	660,551
5.20%, 12/03/25 (Call 09/03/25)		321		322,043
Baidu Inc.
3.43%, 04/07/30 (Call 01/07/30)		50		43,980
3.63%, 07/06/27		265		248,912
4.13%, 06/30/25		225		218,518
4.38%, 03/29/28 (Call 12/29/27)		55		52,727
4.88%, 11/14/28 (Call 08/14/28)		50		48,774
Booking Holdings Inc.
3.55%, 03/15/28 (Call 12/15/27)		225		212,305
3.60%, 06/01/26 (Call 03/01/26)		188		180,657
3.65%, 03/15/25 (Call 12/15/24)		125		121,931
4.63%, 04/13/30 (Call 01/13/30)		324		316,739
eBay Inc.
1.40%, 05/10/26 (Call 04/10/26)		160		144,221
1.90%, 03/11/25 (Call 02/11/25)		227		215,008
2.60%, 05/10/31 (Call 02/10/31)		245		202,571
2.70%, 03/11/30 (Call 12/11/29)		250		213,092
3.60%, 06/05/27 (Call 03/05/27)		311		293,481
5.90%, 11/22/25 (Call 10/22/25)		75		75,587
5.95%, 11/22/27 (Call 10/22/27)		25		25,614
6.30%, 11/22/32 (Call 08/22/32)^(a)		80		84,304
Expedia Group Inc.
2.95%, 03/15/31 (Call 12/15/30)^(a)		103		86,139
3.25%, 02/15/30 (Call 11/15/29)		340		296,024
3.80%, 02/15/28 (Call 11/15/27)		125		116,560
4.63%, 08/01/27 (Call 05/01/27)		95		92,083
5.00%, 02/15/26 (Call 11/15/25)		225		222,237
JD.com Inc., 3.38%, 01/14/30 (Call 10/14/29)		200		175,990
Meta Platforms Inc.
3.50%, 08/15/27 (Call 07/15/27)		570		543,010
3.85%, 08/15/32 (Call 05/15/32)		715		656,113
4.60%, 05/15/28 (Call 04/15/28)		285		282,315
4.80%, 05/15/30 (Call 03/15/30)		175		174,125
4.95%, 05/15/33 (Call 02/15/33)		275		273,430
Netflix Inc.
4.38%, 11/15/26		25		24,308
4.88%, 04/15/28		65		64,067
5.88%, 02/15/25		90		90,431
5.88%, 11/15/28		395		406,182
6.38%, 05/15/29		93		97,879
Tencent Music Entertainment Group
1.38%, 09/03/25 (Call 08/03/25)		30		27,482
2.00%, 09/03/30 (Call 06/03/30)		155		120,637
VeriSign Inc.
2.70%, 06/15/31 (Call 03/15/31)		215		176,109
4.75%, 07/15/27 (Call 10/02/23)		175		170,454
5.25%, 04/01/25 (Call 01/01/25)		40		39,685
Weibo Corp., 3.38%, 07/08/30 (Call 04/08/30)		230		180,161


				16,942,842

Iron & Steel — 0.1%
ArcelorMittal SA
4.25%, 07/16/29		190		179,936
4.55%, 03/11/26		190		185,983
6.55%, 11/29/27 (Call 10/29/27)		275		281,650
6.80%, 11/29/32 (Call 08/29/32)		215		221,177
Nucor Corp.
2.00%, 06/01/25 (Call 05/01/25)		195		183,440
2.70%, 06/01/30 (Call 03/01/30)		100		85,705
3.13%, 04/01/32 (Call 01/01/32)		60		51,095


Security	Par (000)		Value

Iron & Steel (continued)
3.95%, 05/23/25	$	150	$	145,821
3.95%, 05/01/28 (Call 02/01/28)		172		163,512
4.30%, 05/23/27 (Call 04/23/27)		135		130,923
Reliance Steel & Aluminum Co.
1.30%, 08/15/25 (Call 07/15/25)		135		124,095
2.15%, 08/15/30 (Call 05/15/30)		30		24,236
Steel Dynamics Inc.
1.65%, 10/15/27 (Call 08/15/27)		25		21,468
2.40%, 06/15/25 (Call 05/15/25)		64		60,262
2.80%, 12/15/24 (Call 11/15/24)		125		120,426
3.25%, 01/15/31 (Call 10/15/30)		70		60,990
3.45%, 04/15/30 (Call 01/15/30)		202		179,281
5.00%, 12/15/26 (Call 10/02/23)		255		249,561
Vale Overseas Ltd.
3.75%, 07/08/30 (Call 04/08/30)		320		280,419
6.13%, 06/12/33 (Call 03/12/33)		5		4,962
6.25%, 08/10/26		10		10,197


				2,765,139

Leisure Time — 0.0%
Brunswick Corp.
2.40%, 08/18/31 (Call 05/18/31)		175		134,159
4.40%, 09/15/32 (Call 06/15/32)		65		55,796
Harley-Davidson Inc., 3.50%, 07/28/25 (Call 04/28/25)		65		62,394


				252,349

Lodging — 0.1%
Choice Hotels International Inc.
3.70%, 12/01/29 (Call 09/01/29)		130		114,888
3.70%, 01/15/31 (Call 10/15/30)		85		72,916
Hyatt Hotels Corp.
1.80%, 10/01/24 (Call 09/18/23)		20		19,138
4.38%, 09/15/28 (Call 06/15/28)		200		188,644
4.85%, 03/15/26 (Call 12/15/25)		145		142,070
5.38%, 04/23/25 (Call 03/23/25)		145		143,743
5.75%, 01/30/27 (Call 12/30/26)		10		10,022
5.75%, 04/23/30 (Call 01/23/30)		60		60,060
Marriott International Inc./MD
3.75%, 03/15/25 (Call 12/15/24)		120		116,442
3.75%, 10/01/25 (Call 07/01/25)		63		60,734
4.90%, 04/15/29 (Call 03/15/29)		125		121,633
5.00%, 10/15/27 (Call 09/15/27)		220		217,780
Series EE, 5.75%, 05/01/25 (Call 04/01/25)		167		167,282
Series FF, 4.63%, 06/15/30 (Call 03/15/30)		330		312,526
Series GG, 3.50%, 10/15/32 (Call 07/15/32)		95		80,690
Series HH, 2.85%, 04/15/31 (Call 01/15/31)		245		203,436
Series R, 3.13%, 06/15/26 (Call 03/15/26)		215		201,945
Series X, 4.00%, 04/15/28 (Call 01/15/28)		60		56,354
Sands China Ltd.
3.50%, 08/08/31 (Call 05/08/31)		110		88,045
4.88%, 06/18/30 (Call 03/18/30)		10		8,732
5.38%, 08/08/25 (Call 06/08/25)		50		48,445


				2,435,525

Machinery — 0.4%
Caterpillar Financial Services Corp.
0.60%, 09/13/24		275		261,756
0.80%, 11/13/25		85		77,422
0.90%, 03/02/26		180		162,862
1.10%, 09/14/27		30		25,954
1.15%, 09/14/26		245		219,079
1.45%, 05/15/25		10		9,379


Security	Par (000)		Value

Machinery (continued)
1.70%, 01/08/27	$	170	$	153,993
2.15%, 11/08/24		255		245,517
3.25%, 12/01/24		40		38,978
3.40%, 05/13/25		175		169,620
3.60%, 08/12/27		255		243,859
3.65%, 08/12/25		320		310,669
4.35%, 05/15/26		275		270,589
4.80%, 01/06/26		115		114,435
4.90%, 01/17/25		90		89,654
5.15%, 08/11/25		250		250,032
5.40%, 03/10/25		180		180,506
Caterpillar Inc.
1.90%, 03/12/31 (Call 12/12/30)		70		58,747
2.60%, 09/19/29 (Call 06/19/29)		154		137,742
2.60%, 04/09/30 (Call 01/09/30)		235		206,697
CNH Industrial Capital LLC
1.45%, 07/15/26 (Call 06/15/26)		165		147,602
1.88%, 01/15/26 (Call 12/15/25)		35		32,141
3.95%, 05/23/25		110		106,844
4.55%, 04/10/28 (Call 03/10/28)		95		91,873
5.45%, 10/14/25		155		154,493
CNH Industrial NV, 3.85%, 11/15/27 (Call 08/15/27)		117		110,468
Deere & Co.
2.75%, 04/15/25 (Call 03/15/25)		149		143,521
3.10%, 04/15/30 (Call 01/15/30)		75		67,841
5.38%, 10/16/29		90		92,864
7.13%, 03/03/31		90		104,209
Dover Corp.
2.95%, 11/04/29 (Call 08/04/29)		100		87,945
3.15%, 11/15/25 (Call 08/15/25)		155		147,534
Flowserve Corp.
2.80%, 01/15/32 (Call 10/15/31)		120		95,212
3.50%, 10/01/30 (Call 07/01/30)		125		107,088
IDEX Corp.
2.63%, 06/15/31 (Call 03/15/31)		150		123,564
3.00%, 05/01/30 (Call 02/01/30)		40		34,748
John Deere Capital Corp.
0.63%, 09/10/24		135		128,513
0.70%, 01/15/26		165		149,320
1.05%, 06/17/26		20		17,974
1.25%, 01/10/25		115		109,020
1.30%, 10/13/26		125		111,924
1.45%, 01/15/31		170		134,696
1.50%, 03/06/28		100		86,447
1.70%, 01/11/27		160		144,251
1.75%, 03/09/27		45		40,418
2.00%, 06/17/31		185		150,971
2.05%, 01/09/25		295		282,952
2.13%, 03/07/25		55		52,522
2.25%, 09/14/26		185		171,273
2.35%, 03/08/27		95		87,151
2.45%, 01/09/30		205		178,547
2.65%, 06/10/26		200		187,770
2.80%, 09/08/27		175		161,920
2.80%, 07/18/29		135		121,747
3.05%, 01/06/28		110		102,506
3.35%, 04/18/29		140		129,977
3.40%, 06/06/25		160		155,168
3.40%, 09/11/25		5		4,831
3.45%, 03/13/25		285		277,656


Security	Par (000)		Value

Machinery (continued)
3.45%, 03/07/29	$	125	$	116,369
3.90%, 06/07/32		135		125,765
4.05%, 09/08/25		135		132,286
4.15%, 09/15/27		155		151,230
4.35%, 09/15/32		155		150,302
4.55%, 10/11/24		60		59,489
4.70%, 06/10/30		140		138,233
4.75%, 06/08/26		120		119,335
4.75%, 01/20/28		240		239,047
4.80%, 01/09/26		280		278,334
4.85%, 10/11/29		80		80,055
4.95%, 06/06/25		75		74,667
4.95%, 07/14/28		100		100,337
5.05%, 03/03/26		30		30,017
Series MTN, 4.90%, 03/03/28		20		20,038
nVent Finance Sarl
2.75%, 11/15/31 (Call 08/15/31)		75		59,176
4.55%, 04/15/28 (Call 01/15/28)		138		130,565
5.65%, 05/15/33 (Call 02/15/33)		80		77,414
Oshkosh Corp.
3.10%, 03/01/30 (Call 12/01/29)		75		65,990
4.60%, 05/15/28 (Call 02/15/28)		100		97,644
Otis Worldwide Corp.
2.06%, 04/05/25 (Call 03/05/25)		135		127,948
2.29%, 04/05/27 (Call 02/05/27)		165		149,917
2.57%, 02/15/30 (Call 11/15/29)		394		336,831
5.25%, 08/16/28 (Call 07/16/28)		60		60,409
Rockwell Automation Inc.
1.75%, 08/15/31 (Call 05/15/31)		40		31,779
2.88%, 03/01/25 (Call 12/01/24)		155		149,642
3.50%, 03/01/29 (Call 12/01/28)		175		164,022
Westinghouse Air Brake Technologies Corp.
3.20%, 06/15/25 (Call 05/15/25)		125		119,232
3.45%, 11/15/26 (Call 08/15/26)		220		207,082
4.95%, 09/15/28 (Call 06/15/28)		278		268,103
Xylem Inc./NY
1.95%, 01/30/28 (Call 11/30/27)		130		114,080
2.25%, 01/30/31 (Call 10/30/30)		125		102,683
3.25%, 11/01/26 (Call 08/01/26)		145		136,449


				12,077,461

Machinery - Diversified — 0.0%
Ingersoll Rand Inc., 5.40%, 08/14/28 (Call 07/14/28)		25		25,069


Manufacturing — 0.2%
3M Co.
2.00%, 02/14/25 (Call 01/14/25)		128		121,559
2.25%, 09/19/26 (Call 06/19/26)		183		168,426
2.38%, 08/26/29 (Call 05/26/29)		253		217,433
2.65%, 04/15/25 (Call 03/15/25)		150		143,067
2.88%, 10/15/27 (Call 07/15/27)^(a)		191		175,888
3.00%, 08/07/25		180		172,665
3.05%, 04/15/30 (Call 01/15/30)^(a)		227		202,620
3.38%, 03/01/29 (Call 12/01/28)^(a)		121		110,762
3.63%, 09/14/28 (Call 06/14/28)		173		161,834
Carlisle Companies Inc.
2.20%, 03/01/32 (Call 12/01/31)		100		78,697
2.75%, 03/01/30 (Call 12/01/29)		200		169,322
3.50%, 12/01/24 (Call 10/01/24)		40		38,766
3.75%, 12/01/27 (Call 09/01/27)		200		188,686


Security	Par (000)		Value

Manufacturing (continued)
Eaton Corp.
3.10%, 09/15/27 (Call 06/15/27)	$	235	$	220,336
4.00%, 11/02/32		50		46,715
4.15%, 03/15/33 (Call 12/15/32)		25		23,535
4.35%, 05/18/28 (Call 04/18/28)		40		39,282
GE Capital Funding LLC, 4.55%, 05/15/32 (Call 02/15/32)		270		257,475
General Electric Co., 6.75%, 03/15/32		245		273,136
Illinois Tool Works Inc., 2.65%, 11/15/26 (Call 08/15/26)		285		266,920
Parker-Hannifin Corp.
3.25%, 03/01/27 (Call 12/01/26)		157		147,718
3.25%, 06/14/29 (Call 03/14/29)		244		220,608
3.30%, 11/21/24 (Call 08/21/24)		190		184,644
4.25%, 09/15/27 (Call 08/15/27)		255		247,574
4.50%, 09/15/29 (Call 07/15/29)		245		236,810
Pentair Finance Sarl
4.50%, 07/01/29 (Call 04/01/29)		105		98,146
5.90%, 07/15/32 (Call 04/15/32)		115		116,344
Teledyne Technologies Inc.
1.60%, 04/01/26 (Call 03/01/26)		20		18,231
2.25%, 04/01/28 (Call 02/01/28)		165		143,870
2.75%, 04/01/31 (Call 01/01/31)		273		227,597
Textron Inc.
2.45%, 03/15/31 (Call 12/15/30)		160		131,365
3.00%, 06/01/30 (Call 03/01/30)		105		90,901
3.38%, 03/01/28 (Call 12/01/27)		100		91,451
3.65%, 03/15/27 (Call 12/15/26)		115		108,208
3.88%, 03/01/25 (Call 12/01/24)		30		29,212
3.90%, 09/17/29 (Call 06/17/29)		83		76,328
4.00%, 03/15/26 (Call 12/15/25)		138		133,137


				5,379,268

Media — 0.6%
Charter Communications Operating LLC/Charter Communications Operating Capital
2.25%, 01/15/29 (Call 11/15/28)		215		178,373
2.30%, 02/01/32 (Call 11/01/31)		200		150,776
2.80%, 04/01/31 (Call 01/01/31)		510		410,596
3.75%, 02/15/28 (Call 11/15/27)		296		270,591
4.20%, 03/15/28 (Call 12/15/27)		345		321,198
4.40%, 04/01/33 (Call 01/01/33)^(a)		50		44,009
4.91%, 07/23/25 (Call 04/23/25)		1,051		1,032,198
5.05%, 03/30/29 (Call 12/30/28)		288		273,969
Comcast Corp.
1.50%, 02/15/31 (Call 11/15/30)		475		371,459
1.95%, 01/15/31 (Call 10/15/30)		380		307,234
2.35%, 01/15/27 (Call 10/15/26)		264		242,072
2.65%, 02/01/30 (Call 11/01/29)		295		256,393
3.15%, 03/01/26 (Call 12/01/25)		616		588,268
3.15%, 02/15/28 (Call 11/15/27)		362		335,994
3.30%, 02/01/27 (Call 11/01/26)		330		311,989
3.30%, 04/01/27 (Call 02/01/27)		230		216,970
3.38%, 08/15/25 (Call 05/15/25)		442		427,250
3.40%, 04/01/30 (Call 01/01/30)		338		307,735
3.55%, 05/01/28 (Call 02/01/28)		288		271,863
3.95%, 10/15/25 (Call 08/15/25)		681		663,219
4.15%, 10/15/28 (Call 07/15/28)		856		824,970
4.25%, 10/15/30 (Call 07/15/30)		280		266,302
4.25%, 01/15/33		75		70,397
4.55%, 01/15/29 (Call 12/15/28)		235		230,276
4.65%, 02/15/33 (Call 11/15/32)		285		278,032


Security	Par (000)		Value

Media (continued)
4.80%, 05/15/33 (Call 02/15/33)	$	215	$	210,210
5.25%, 11/07/25		55		55,096
5.35%, 11/15/27 (Call 10/15/27)		180		182,513
5.50%, 11/15/32 (Call 08/15/32)		155		158,897
7.05%, 03/15/33		65		74,027
Discovery Communications LLC
3.45%, 03/15/25 (Call 12/15/24)		220		211,697
3.63%, 05/15/30 (Call 02/15/30)		194		170,264
3.90%, 11/15/24 (Call 08/15/24)		190		185,028
3.95%, 06/15/25 (Call 03/15/25)		98		94,790
3.95%, 03/20/28 (Call 12/20/27)		382		355,149
4.13%, 05/15/29 (Call 02/15/29)		182		167,060
4.90%, 03/11/26 (Call 12/11/25)		150		147,363
FactSet Research Systems Inc.
2.90%, 03/01/27 (Call 02/01/27)		85		78,380
3.45%, 03/01/32 (Call 12/01/31)		85		71,959
Fox Corp.
3.05%, 04/07/25 (Call 03/07/25)		195		187,491
3.50%, 04/08/30 (Call 01/08/30)		160		142,912
4.71%, 01/25/29 (Call 10/25/28)		320		308,458
Grupo Televisa SAB, 8.50%, 03/11/32		50		58,107
Paramount Global
2.90%, 01/15/27 (Call 10/15/26)		208		187,431
3.38%, 02/15/28 (Call 11/15/27)		115		102,043
3.70%, 06/01/28 (Call 03/01/28)		45		40,287
4.00%, 01/15/26 (Call 10/15/25)		255		244,818
4.20%, 06/01/29 (Call 03/01/29)		130		116,148
4.20%, 05/19/32 (Call 02/19/32)^(a)		205		170,535
4.75%, 05/15/25 (Call 04/15/25)		225		220,507
4.95%, 01/15/31 (Call 10/15/30)		326		291,170
7.88%, 07/30/30		185		195,726
TCI Communications Inc.
7.13%, 02/15/28		80		85,974
7.88%, 02/15/26		55		58,237
Thomson Reuters Corp., 3.35%, 05/15/26 (Call 02/15/26)		108		102,595
TWDC Enterprises 18 Corp.
1.85%, 07/30/26		223		204,235
2.95%, 06/15/27		215		201,618
3.00%, 02/13/26		256		243,722
3.15%, 09/17/25		249		239,018
Series B, 7.00%, 03/01/32		55		61,683
Walt Disney Co. (The)
1.75%, 01/13/26		290		268,328
2.00%, 09/01/29 (Call 06/01/29)		446		378,221
2.20%, 01/13/28		291		261,976
2.65%, 01/13/31		685		586,524
3.35%, 03/24/25		505		490,143
3.38%, 11/15/26 (Call 08/15/26)		120		113,981
3.70%, 09/15/24 (Call 06/15/24)		183		179,604
3.70%, 10/15/25 (Call 07/15/25)		187		181,513
3.70%, 03/23/27		75		72,250
3.80%, 03/22/30		282		263,715
6.55%, 03/15/33		40		44,187


				17,117,723

Metal Fabricate & Hardware — 0.0%
Precision Castparts Corp., 3.25%, 06/15/25 (Call 03/15/25)		315		305,090
Timken Co. (The)
3.88%, 09/01/24 (Call 06/01/24)		65		63,567


Security	Par (000)		Value

Metal Fabricate & Hardware (continued)
4.13%, 04/01/32 (Call 01/01/32)	$	90	$	80,319
4.50%, 12/15/28 (Call 09/15/28)		115		108,968


				557,944

Mining — 0.1%
AngloGold Ashanti Holdings PLC
3.38%, 11/01/28 (Call 09/01/28)		10		8,628
3.75%, 10/01/30 (Call 07/01/30)		200		165,816
BHP Billiton Finance USA Ltd.
4.75%, 02/28/28 (Call 01/28/28)		220		217,947
4.88%, 02/27/26		230		228,280
4.90%, 02/28/33 (Call 11/28/32)		265		261,123
6.42%, 03/01/26		55		56,455
Freeport-McMoRan Inc.
4.13%, 03/01/28 (Call 10/02/23)		145		134,728
4.25%, 03/01/30 (Call 03/01/25)		120		108,986
4.38%, 08/01/28 (Call 10/02/23)		115		106,825
4.55%, 11/14/24 (Call 08/14/24)		120		117,995
4.63%, 08/01/30 (Call 08/01/25)		58		53,580
5.00%, 09/01/27 (Call 10/02/23)		145		139,570
5.25%, 09/01/29 (Call 09/01/24)		160		155,080
Kinross Gold Corp.
4.50%, 07/15/27 (Call 04/15/27)		161		155,141
6.25%, 07/15/33 (Call 04/15/33)^(d)		10		9,864
Newmont Corp.
2.25%, 10/01/30 (Call 07/01/30)		254		206,360
2.60%, 07/15/32 (Call 04/15/32)		245		196,892
2.80%, 10/01/29 (Call 07/01/29)		161		138,900
Rio Tinto Alcan Inc., 7.25%, 03/15/31		115		129,330
Rio Tinto Finance USA Ltd., 7.13%, 07/15/28		180		196,457
Rio Tinto Finance USA PLC, 5.00%, 03/09/33 (Call 12/09/32)		200		198,678
Southern Copper Corp., 3.88%, 04/23/25		210		203,612
Yamana Gold Inc., 2.63%, 08/15/31 (Call 05/15/31)^(a)		109		85,944


				3,276,191

Multi-National — 0.3%
African Development Bank, 4.38%, 03/14/28		500		498,810
Asian Development Bank
3.75%, 04/25/28		910		884,838
3.88%, 06/14/33		1,010		978,841
4.00%, 01/12/33		145		141,980
4.25%, 01/09/26		20		19,770
4.63%, 06/13/25		5		4,967
Asian Infrastructure Investment Bank (The), 3.75%, 09/14/27		170		164,917
Council Of Europe Development Bank, 3.75%, 05/25/26		20		19,517
European Investment Bank
3.63%, 07/15/30		500		479,525
3.88%, 03/15/28		1,960		1,918,801
Inter-American Development Bank
3.50%, 04/12/33		590		554,494
4.00%, 01/12/28		85		83,575
4.50%, 05/15/26		25		24,878
International Bank for Reconstruction & Development
3.50%, 07/12/28		1,205		1,159,174
3.88%, 02/14/30		665		647,338
4.00%, 07/25/30		660		646,886


				8,228,311


Security	Par (000)		Value

Office & Business Equipment — 0.0%
CDW LLC/CDW Finance Corp.
2.67%, 12/01/26 (Call 11/01/26)	$	292	$	265,469
3.25%, 02/15/29 (Call 10/02/23)		215		187,420
3.28%, 12/01/28 (Call 10/01/28)		165		144,654
3.57%, 12/01/31 (Call 09/01/31)		340		287,653
4.13%, 05/01/25 (Call 10/02/23)		180		174,245
4.25%, 04/01/28 (Call 10/02/23)		175		161,770
5.50%, 12/01/24 (Call 06/01/24)		205		203,723


				1,424,934

Oil & Gas — 0.9%
Apache Corp., 4.25%, 01/15/30 (Call 10/15/29)^(a)		30		27,371
BP Capital Markets America Inc.
1.75%, 08/10/30 (Call 05/10/30)		240		194,645
2.72%, 01/12/32 (Call 10/12/31)		410		343,182
3.02%, 01/16/27 (Call 10/16/26)		255		239,279
3.12%, 05/04/26 (Call 02/04/26)		395		375,550
3.41%, 02/11/26 (Call 12/11/25)		208		199,923
3.54%, 04/06/27 (Call 02/06/27)		135		128,778
3.59%, 04/14/27 (Call 01/14/27)		243		231,494
3.63%, 04/06/30 (Call 01/06/30)		299		276,058
3.80%, 09/21/25 (Call 07/21/25)		263		256,028
3.94%, 09/21/28 (Call 06/21/28)		270		257,971
4.23%, 11/06/28 (Call 08/06/28)		141		136,089
4.81%, 02/13/33 (Call 11/13/32)		525		508,048
4.89%, 09/11/33 (Call 06/11/33)		120		116,808
BP Capital Markets PLC
3.28%, 09/19/27 (Call 06/19/27)		275		258,951
3.72%, 11/28/28 (Call 08/28/28)		238		223,689
Burlington Resources LLC, 7.20%, 08/15/31		30		34,014
Canadian Natural Resources Ltd.
2.05%, 07/15/25 (Call 06/15/25)		137		128,359
2.95%, 07/15/30 (Call 04/15/30)		115		98,141
3.85%, 06/01/27 (Call 03/01/27)		298		281,994
3.90%, 02/01/25 (Call 11/01/24)		176		171,111
6.45%, 06/30/33		5		5,147
7.20%, 01/15/32		70		76,085
Cenovus Energy Inc.
2.65%, 01/15/32 (Call 10/15/31)		135		108,583
4.25%, 04/15/27 (Call 01/15/27)		20		19,216
Chevron Corp.
1.55%, 05/11/25 (Call 04/11/25)		510		479,813
2.00%, 05/11/27 (Call 03/11/27)		345		312,718
2.24%, 05/11/30 (Call 02/11/30)		378		323,908
2.95%, 05/16/26 (Call 02/16/26)		525		500,293
3.33%, 11/17/25 (Call 08/17/25)		234		226,292
Chevron USA Inc.
0.69%, 08/12/25 (Call 07/12/25)		175		160,975
1.02%, 08/12/27 (Call 06/12/27)		190		164,933
3.25%, 10/15/29 (Call 07/15/29)		200		183,288
3.85%, 01/15/28 (Call 10/15/27)		202		195,187
3.90%, 11/15/24 (Call 08/15/24)		85		83,538
CNOOC Finance 2013 Ltd., 2.88%, 09/30/29 (Call 06/30/29)		250		223,507
CNOOC Finance 2015 USA LLC
3.50%, 05/05/25		400		387,128
4.38%, 05/02/28		200		195,440
Conoco Funding Co., 7.25%, 10/15/31		120		136,378
ConocoPhillips Co.
2.40%, 03/07/25 (Call 09/11/23)		32		30,674
5.05%, 09/15/33 (Call 06/15/33)		160		159,040


Security	Par (000)		Value

Oil & Gas (continued)
5.90%, 10/15/32	$	120	$	128,303
6.95%, 04/15/29		257		282,643
Continental Resources Inc./OK, 4.38%, 01/15/28 (Call 10/15/27)		210		197,623
Coterra Energy Inc.
3.90%, 05/15/27 (Call 02/15/27)		170		161,498
4.38%, 03/15/29 (Call 12/15/28)		158		148,605
Devon Energy Corp.
4.50%, 01/15/30 (Call 01/15/25)		147		137,445
5.25%, 10/15/27 (Call 09/11/23)		185		183,194
5.85%, 12/15/25 (Call 09/15/25)		198		198,901
5.88%, 06/15/28 (Call 09/11/23)		85		85,075
7.88%, 09/30/31		116		130,374
7.95%, 04/15/32		90		102,124
Diamondback Energy Inc.
3.13%, 03/24/31 (Call 12/24/30)		250		214,822
3.25%, 12/01/26 (Call 10/01/26)		161		151,390
3.50%, 12/01/29 (Call 09/01/29)		217		196,300
6.25%, 03/15/33 (Call 12/15/32)		105		108,522
Eni USA Inc., 7.30%, 11/15/27		114		122,385
EOG Resources Inc.
3.15%, 04/01/25 (Call 01/01/25)		70		67,706
4.15%, 01/15/26 (Call 10/15/25)		325		318,185
4.38%, 04/15/30 (Call 01/15/30)		207		201,196
EQT Corp.
3.90%, 10/01/27 (Call 07/01/27)		255		238,514
5.00%, 01/15/29 (Call 07/15/28)		92		87,401
5.70%, 04/01/28 (Call 03/01/28)		115		114,653
6.13%, 02/01/25 (Call 01/01/25)		142		141,739
7.00%, 02/01/30 (Call 11/01/29)		155		162,589
Equinor ASA
2.38%, 05/22/30 (Call 02/22/30)		213		182,854
2.88%, 04/06/25 (Call 03/06/25)		450		434,110
3.00%, 04/06/27 (Call 02/06/27)		173		161,949
3.13%, 04/06/30 (Call 01/06/30)^(a)		365		331,037
3.25%, 11/10/24		105		102,260
3.63%, 09/10/28 (Call 06/10/28)		285		270,576
7.25%, 09/23/27		150		162,502
Exxon Mobil Corp.
2.28%, 08/16/26 (Call 06/16/26)		255		237,543
2.44%, 08/16/29 (Call 05/16/29)		404		356,304
2.61%, 10/15/30 (Call 07/15/30)		475		411,545
2.71%, 03/06/25 (Call 12/06/24)		445		429,229
2.99%, 03/19/25 (Call 02/19/25)		520		503,474
3.04%, 03/01/26 (Call 12/01/25)		500		477,700
3.29%, 03/19/27 (Call 01/19/27)		267		254,625
3.48%, 03/19/30 (Call 12/19/29)		461		426,490
Helmerich & Payne Inc., 2.90%, 09/29/31 (Call 06/29/31)		155		125,970
Hess Corp.
4.30%, 04/01/27 (Call 01/01/27)		192		184,706
7.13%, 03/15/33		25		27,279
7.30%, 08/15/31		155		169,003
7.88%, 10/01/29		100		110,443
HF Sinclair Corp.
4.50%, 10/01/30 (Call 07/01/30)		100		89,713
5.88%, 04/01/26 (Call 01/01/26)		175		175,681
Marathon Oil Corp.
4.40%, 07/15/27 (Call 04/15/27)		262		249,804
6.80%, 03/15/32		120		125,092


Security	Par (000)		Value

Oil & Gas (continued)
Marathon Petroleum Corp.
3.63%, 09/15/24 (Call 06/15/24)	$	272	$	266,073
3.80%, 04/01/28 (Call 01/01/28)		130		121,494
4.70%, 05/01/25 (Call 04/01/25)		456		448,102
5.13%, 12/15/26 (Call 09/15/26)		207		206,040
Occidental Petroleum Corp.
5.50%, 12/01/25 (Call 09/01/25)		30		29,721
5.55%, 03/15/26 (Call 12/15/25)		110		109,042
5.88%, 09/01/25 (Call 06/01/25)		10		9,982
6.13%, 01/01/31 (Call 07/01/30)		360		362,938
6.38%, 09/01/28 (Call 03/01/28)		25		25,418
6.63%, 09/01/30 (Call 03/01/30)		15		15,481
7.50%, 05/01/31		495		535,996
7.88%, 09/15/31		35		38,805
8.88%, 07/15/30 (Call 01/15/30)		10		11,466
Ovintiv Inc.
5.38%, 01/01/26 (Call 10/01/25)		160		158,816
5.65%, 05/15/25		180		179,689
5.65%, 05/15/28 (Call 04/15/28)		140		139,133
6.25%, 07/15/33 (Call 04/15/33)		110		109,762
7.20%, 11/01/31		95		100,169
7.38%, 11/01/31		135		144,663
8.13%, 09/15/30		80		88,766
Phillips 66
1.30%, 02/15/26 (Call 01/15/26)		130		117,974
2.15%, 12/15/30 (Call 09/15/30)		190		153,923
3.85%, 04/09/25 (Call 03/09/25)		360		350,352
3.90%, 03/15/28 (Call 12/15/27)		170		161,007
5.30%, 06/30/33 (Call 03/30/33)		160		158,323
Phillips 66 Co.
3.15%, 12/15/29 (Call 09/15/29)		135		118,927
3.55%, 10/01/26 (Call 07/01/26)		115		108,802
3.61%, 02/15/25 (Call 11/15/24)		70		68,030
3.75%, 03/01/28 (Call 12/01/27)		130		122,366
4.95%, 12/01/27 (Call 11/01/27)		170		168,147
Pioneer Natural Resources Co.
1.13%, 01/15/26 (Call 12/15/25)		5		4,531
1.90%, 08/15/30 (Call 05/15/30)		295		238,015
2.15%, 01/15/31 (Call 10/15/30)		230		186,286
5.10%, 03/29/26		130		128,990
Shell International Finance BV
2.00%, 11/07/24 (Call 10/07/24)		325		312,507
2.38%, 11/07/29 (Call 08/07/29)		378		328,452
2.50%, 09/12/26		327		304,097
2.75%, 04/06/30 (Call 01/06/30)		415		365,715
2.88%, 05/10/26		442		419,153
3.25%, 05/11/25		498		482,268
3.88%, 11/13/28 (Call 08/13/28)		332		318,388
Suncor Energy Inc., 7.15%, 02/01/32		155		166,368
Tosco Corp., 8.13%, 02/15/30		50		57,679
TotalEnergies Capital International SA
2.43%, 01/10/25 (Call 10/10/24)		272		261,623
2.83%, 01/10/30 (Call 10/10/29)		320		284,093
3.45%, 02/19/29 (Call 11/19/28)		335		311,533
TotalEnergies Capital SA, 3.88%, 10/11/28		252		240,317
Valero Energy Corp.
2.15%, 09/15/27 (Call 07/15/27)		50		44,524
2.80%, 12/01/31 (Call 09/01/31)		185		151,800
3.40%, 09/15/26 (Call 06/15/26)		15		14,183
4.00%, 04/01/29 (Call 01/01/29)		35		32,995


Security	Par (000)		Value

Oil & Gas (continued)
4.35%, 06/01/28 (Call 03/01/28)	$	31	$	29,649
7.50%, 04/15/32		175		195,876


				27,849,151

Oil & Gas Services — 0.1%
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor Inc.
2.06%, 12/15/26 (Call 11/15/26)		161		145,579
3.14%, 11/07/29 (Call 08/07/29)		135		120,030
3.34%, 12/15/27 (Call 09/15/27)		319		295,920
4.49%, 05/01/30 (Call 02/01/30)		95		91,424
Halliburton Co.
2.92%, 03/01/30 (Call 12/01/29)		205		178,871
3.80%, 11/15/25 (Call 08/15/25)		208		202,717
NOV Inc., 3.60%, 12/01/29 (Call 09/01/29)		167		149,635
Schlumberger Finance Canada Ltd., 1.40%, 09/17/25 (Call 08/17/25)		155		143,341
Schlumberger Investment SA
2.65%, 06/26/30 (Call 03/26/30)		295		255,081
4.50%, 05/15/28 (Call 04/15/28)		80		78,542
4.85%, 05/15/33 (Call 02/15/33)		80		78,153


				1,739,293

Packaging & Containers — 0.1%
Amcor Finance USA Inc.
3.63%, 04/28/26 (Call 01/28/26)		155		146,909
4.50%, 05/15/28 (Call 02/15/28)		60		57,294
5.63%, 05/26/33 (Call 02/26/33)		115		114,309
Amcor Flexibles North America Inc.
2.63%, 06/19/30 (Call 03/19/30)		187		153,927
2.69%, 05/25/31 (Call 02/25/31)		145		118,160
4.00%, 05/17/25 (Call 04/17/25)		100		96,998
AptarGroup Inc., 3.60%, 03/15/32 (Call 12/15/31)		43		36,616
Berry Global Inc.
1.57%, 01/15/26 (Call 12/15/25)		322		292,714
1.65%, 01/15/27 (Call 12/15/26)		165		143,106
5.50%, 04/15/28 (Call 03/15/28)^(d)		5		4,912
Packaging Corp. of America
3.00%, 12/15/29 (Call 09/15/29)		142		123,963
3.40%, 12/15/27 (Call 09/15/27)		120		111,822
3.65%, 09/15/24 (Call 06/15/24)		121		118,238
Sonoco Products Co.
1.80%, 02/01/25 (Call 09/11/23)		115		108,361
2.25%, 02/01/27 (Call 01/01/27)		40		35,758
2.85%, 02/01/32 (Call 11/01/31)		120		98,350
3.13%, 05/01/30 (Call 02/01/30)		55		47,476
WestRock MWV LLC
7.95%, 02/15/31		5		5,620
8.20%, 01/15/30		44		49,701
WRKCo Inc.
3.00%, 09/15/24 (Call 07/15/24)		25		24,209
3.00%, 06/15/33 (Call 03/15/33)		25		20,243
3.38%, 09/15/27 (Call 06/15/27)		100		92,223
3.75%, 03/15/25 (Call 01/15/25)		218		211,506
3.90%, 06/01/28 (Call 03/01/28)		122		113,229
4.00%, 03/15/28 (Call 12/15/27)		195		181,954
4.20%, 06/01/32 (Call 03/01/32)		5		4,556
4.65%, 03/15/26 (Call 01/15/26)		204		198,455
4.90%, 03/15/29 (Call 12/15/28)		202		194,494


				2,905,103


Security	Par (000)		Value

Pharmaceuticals — 1.4%
AbbVie Inc.
2.60%, 11/21/24 (Call 10/21/24)	$	697	$	672,751
2.95%, 11/21/26 (Call 09/21/26)		875		818,694
3.20%, 05/14/26 (Call 02/14/26)		515		489,631
3.20%, 11/21/29 (Call 08/21/29)		1,011		911,376
3.60%, 05/14/25 (Call 02/14/25)		1,020		989,125
3.80%, 03/15/25 (Call 12/15/24)		970		944,479
4.25%, 11/14/28 (Call 08/14/28)		463		448,119
Astrazeneca Finance LLC
1.20%, 05/28/26 (Call 04/28/26)		325		293,339
1.75%, 05/28/28 (Call 03/28/28)		335		290,499
2.25%, 05/28/31 (Call 02/28/31)		225		187,243
4.88%, 03/03/28 (Call 02/03/28)		320		318,803
4.88%, 03/03/33 (Call 12/03/32)		230		230,071
4.90%, 03/03/30 (Call 01/03/30)		230		228,735
AstraZeneca PLC
0.70%, 04/08/26 (Call 03/08/26)		355		317,927
1.38%, 08/06/30 (Call 05/06/30)		272		216,180
3.13%, 06/12/27 (Call 03/12/27)		214		200,482
3.38%, 11/16/25		472		453,460
4.00%, 01/17/29 (Call 10/17/28)		268		256,996
Becton Dickinson and Co.
1.96%, 02/11/31 (Call 11/11/30)		295		237,212
2.82%, 05/20/30 (Call 02/20/30)		203		175,394
3.70%, 06/06/27 (Call 03/06/27)		414		392,708
3.73%, 12/15/24 (Call 09/15/24)		106		103,457
4.30%, 08/22/32 (Call 05/22/32)		120		112,064
4.69%, 02/13/28 (Call 01/13/28)		205		201,410
Bristol-Myers Squibb Co.
0.75%, 11/13/25 (Call 10/13/25)		225		205,011
1.13%, 11/13/27 (Call 09/13/27)		245		212,645
1.45%, 11/13/30 (Call 08/13/30)		275		218,081
2.95%, 03/15/32 (Call 12/15/31)		355		307,458
3.20%, 06/15/26 (Call 04/15/26)		514		489,796
3.25%, 02/27/27		85		81,233
3.40%, 07/26/29 (Call 04/26/29)		500		462,825
3.45%, 11/15/27 (Call 08/15/27)		85		80,868
3.90%, 02/20/28 (Call 11/20/27)		430		412,624
Cardinal Health Inc.
3.41%, 06/15/27 (Call 03/15/27)		290		271,559
3.50%, 11/15/24 (Call 08/15/24)		85		82,577
3.75%, 09/15/25 (Call 06/15/25)		170		164,152
Cencora Inc.
2.70%, 03/15/31 (Call 12/15/30)		315		264,773
2.80%, 05/15/30 (Call 02/15/30)		15		12,926
3.25%, 03/01/25 (Call 12/01/24)		307		297,056
3.45%, 12/15/27 (Call 09/15/27)		170		159,633
Cigna Group (The)
1.25%, 03/15/26 (Call 02/15/26)		115		103,894
2.38%, 03/15/31 (Call 12/15/30)		300		246,747
2.40%, 03/15/30 (Call 12/15/29)		364		306,215
3.05%, 10/15/27 (Call 07/15/27)		140		129,004
3.25%, 04/15/25 (Call 01/15/25)		320		308,214
3.40%, 03/01/27 (Call 12/01/26)		320		300,666
4.13%, 11/15/25 (Call 09/15/25)		534		519,918
4.38%, 10/15/28 (Call 07/15/28)		725		697,588
4.50%, 02/25/26 (Call 11/27/25)		365		357,605
5.40%, 03/15/33 (Call 12/15/32)		155		155,581
CVS Health Corp.
1.30%, 08/21/27 (Call 06/21/27)		550		473,363


Security	Par (000)		Value

Pharmaceuticals (continued)
1.75%, 08/21/30 (Call 05/21/30)	$	185	$	146,679
1.88%, 02/28/31 (Call 11/28/30)		290		227,375
2.13%, 09/15/31 (Call 06/15/31)		300		236,538
2.88%, 06/01/26 (Call 03/01/26)		415		388,631
3.00%, 08/15/26 (Call 06/15/26)		190		177,895
3.25%, 08/15/29 (Call 05/15/29)		387		345,622
3.63%, 04/01/27 (Call 02/01/27)		270		255,533
3.75%, 04/01/30 (Call 01/01/30)		388		352,867
3.88%, 07/20/25 (Call 04/20/25)		250		242,493
4.10%, 03/25/25 (Call 01/25/25)		325		318,230
4.30%, 03/25/28 (Call 12/25/27)		1,075		1,033,161
5.00%, 02/20/26 (Call 01/20/26)		345		342,413
5.00%, 01/30/29 (Call 12/30/28)		225		221,454
5.13%, 02/21/30 (Call 12/21/29)		260		255,965
5.25%, 01/30/31 (Call 11/30/30)		170		167,809
5.25%, 02/21/33 (Call 11/21/32)		605		591,539
5.30%, 06/01/33 (Call 03/01/33)		220		215,472
6.25%, 06/01/27		80		82,321
Eli Lilly & Co.
2.75%, 06/01/25 (Call 03/01/25)		70		67,247
3.10%, 05/15/27 (Call 02/15/27)		210		199,137
3.38%, 03/15/29 (Call 12/15/28)		270		252,491
4.70%, 02/27/33 (Call 11/27/32)		165		164,616
5.50%, 03/15/27		135		139,080
GlaxoSmithKline Capital Inc.
3.63%, 05/15/25		123		119,916
3.88%, 05/15/28		375		361,837
GlaxoSmithKline Capital PLC, 3.38%, 06/01/29 (Call 03/01/29)		200		186,066
Johnson & Johnson
0.55%, 09/01/25 (Call 08/01/25)		355		325,176
0.95%, 09/01/27 (Call 07/01/27)		235		204,842
1.30%, 09/01/30 (Call 06/01/30)		395		320,227
2.45%, 03/01/26 (Call 12/01/25)		482		454,945
2.63%, 01/15/25 (Call 11/15/24)		175		169,568
2.90%, 01/15/28 (Call 10/15/27)		632		592,165
2.95%, 03/03/27 (Call 12/03/26)		310		293,458
4.95%, 05/15/33		55		57,122
6.95%, 09/01/29		20		22,868
McKesson Corp.
0.90%, 12/03/25 (Call 11/03/25)		100		90,569
1.30%, 08/15/26 (Call 07/15/26)		295		264,258
3.95%, 02/16/28 (Call 11/16/27)		84		80,171
Mead Johnson Nutrition Co., 4.13%, 11/15/25 (Call 08/15/25)		185		180,123
Merck & Co. Inc.
0.75%, 02/24/26 (Call 01/24/26)		325		294,200
1.45%, 06/24/30 (Call 03/24/30)		240		193,490
1.70%, 06/10/27 (Call 05/10/27)		425		381,000
1.90%, 12/10/28 (Call 10/10/28)		380		330,022
2.15%, 12/10/31 (Call 09/10/31)		450		367,794
2.75%, 02/10/25 (Call 11/10/24)		440		425,370
3.40%, 03/07/29 (Call 12/07/28)		385		358,377
4.05%, 05/17/28 (Call 04/17/28)^(a)		130		126,823
4.30%, 05/17/30 (Call 03/17/30)		230		222,769
4.50%, 05/17/33 (Call 02/17/33)		100		97,401
Merck Sharp & Dohme Corp., 5.95%, 12/01/28		45		47,400
Mylan Inc., 4.55%, 04/15/28 (Call 01/15/28)		245		230,467
Novartis Capital Corp.
1.75%, 02/14/25 (Call 01/14/25)		190		180,793


Security	Par (000)		Value

Pharmaceuticals (continued)
2.00%, 02/14/27 (Call 12/14/26)	$	481	$	438,912
2.20%, 08/14/30 (Call 05/14/30)		250		212,995
3.00%, 11/20/25 (Call 08/20/25)		229		218,981
3.10%, 05/17/27 (Call 02/17/27)		343		324,217
Pfizer Inc.
0.80%, 05/28/25 (Call 04/28/25)		445		412,818
1.70%, 05/28/30 (Call 02/28/30)		332		273,505
1.75%, 08/18/31 (Call 05/18/31)		215		172,940
2.63%, 04/01/30 (Call 01/01/30)		326		286,296
2.75%, 06/03/26		365		344,275
3.00%, 12/15/26		478		452,618
3.45%, 03/15/29 (Call 12/15/28)		562		526,864
3.60%, 09/15/28 (Call 06/15/28)		270		257,078
Pfizer Investment Enterprises Pte Ltd.
4.45%, 05/19/26 (Call 04/19/26)		755		742,671
4.45%, 05/19/28 (Call 04/19/28)		805		789,520
4.75%, 05/19/33 (Call 02/19/33)		955		939,682
Pfizer Investment Enterprises Pte. Ltd., 4.65%, 05/19/25		765		757,488
Pharmacia LLC, 6.60%, 12/01/28		150		161,540
Sanofi, 3.63%, 06/19/28 (Call 03/19/28)		215		207,340
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26 (Call 06/23/26)		685		642,900
Takeda Pharmaceutical Co. Ltd.
2.05%, 03/31/30 (Call 12/31/29)		585		481,034
5.00%, 11/26/28 (Call 08/26/28)		472		467,728
Utah Acquisition Sub Inc., 3.95%, 06/15/26 (Call 03/15/26)		509		480,827
Viatris Inc.
1.65%, 06/22/25 (Call 05/22/25)		220		203,716
2.30%, 06/22/27 (Call 04/22/27)		225		196,767
2.70%, 06/22/30 (Call 03/22/30)		295		239,428
Zoetis Inc.
2.00%, 05/15/30 (Call 02/15/30)		135		111,168
3.00%, 09/12/27 (Call 06/12/27)		200		185,982
3.90%, 08/20/28 (Call 05/20/28)		193		184,491
4.50%, 11/13/25 (Call 08/13/25)		216		212,602
5.40%, 11/14/25 (Call 10/14/25)		35		35,016
5.60%, 11/16/32 (Call 08/16/32)		290		299,068


				41,476,419

Pipelines — 1.0%
Boardwalk Pipelines LP
3.40%, 02/15/31 (Call 11/15/30)		110		93,752
3.60%, 09/01/32 (Call 06/01/32)		159		133,791
4.45%, 07/15/27 (Call 04/15/27)		65		61,937
4.80%, 05/03/29 (Call 02/03/29)		155		147,493
4.95%, 12/15/24 (Call 09/15/24)		155		152,763
5.95%, 06/01/26 (Call 03/01/26)		140		140,218
Cheniere Corpus Christi Holdings LLC
3.70%, 11/15/29 (Call 05/18/29)		350		318,129
5.13%, 06/30/27 (Call 01/01/27)		307		303,819
5.88%, 03/31/25 (Call 10/02/24)		399		397,771
Cheniere Energy Inc., 4.63%, 10/15/28 (Call 10/15/23)		265		249,545
Cheniere Energy Partners LP
3.25%, 01/31/32 (Call 01/31/27)		270		222,739
4.00%, 03/01/31 (Call 03/01/26)		320		282,160
4.50%, 10/01/29 (Call 10/01/24)		75		69,242
5.95%, 06/30/33 (Call 12/30/32)^(d)		242		241,591
Columbia Pipeline Group Inc., 4.50%, 06/01/25 (Call 03/01/25)		307		299,632


Security	Par (000)		Value

Pipelines (continued)
DCP Midstream Operating LP
3.25%, 02/15/32 (Call 08/15/31)	$	20	$	16,678
5.13%, 05/15/29 (Call 02/15/29)		170		166,012
5.38%, 07/15/25 (Call 04/15/25)		290		287,402
5.63%, 07/15/27 (Call 04/15/27)		115		115,116
8.13%, 08/16/30		140		158,907
Eastern Gas Transmission & Storage Inc., 3.00%, 11/15/29 (Call 08/15/29)		169		146,900
Enbridge Energy Partners LP, 5.88%, 10/15/25 (Call 07/15/25)		90		90,439
Enbridge Inc.
1.60%, 10/04/26 (Call 09/04/26)		140		125,492
2.50%, 01/15/25 (Call 12/15/24)		85		81,405
2.50%, 02/14/25		165		157,629
3.13%, 11/15/29 (Call 08/15/29)		280		247,349
3.70%, 07/15/27 (Call 04/15/27)		200		188,586
4.25%, 12/01/26 (Call 09/01/26)		2		1,930
5.70%, 03/08/33 (Call 12/08/32)		540		540,254
5.97%, 03/08/26 (Call 03/08/24)		40		40,008
Energy Transfer LP
2.90%, 05/15/25 (Call 04/15/25)		270		256,657
3.75%, 05/15/30 (Call 02/15/30)		295		263,656
3.90%, 07/15/26 (Call 04/15/26)		60		57,310
4.00%, 10/01/27 (Call 07/01/27)		160		150,280
4.05%, 03/15/25 (Call 12/15/24)		256		249,226
4.15%, 09/15/29 (Call 06/15/29)		130		119,701
4.20%, 04/15/27 (Call 01/15/27)		97		92,428
4.40%, 03/15/27 (Call 12/15/26)		187		179,236
4.75%, 01/15/26 (Call 10/15/25)		225		220,365
4.95%, 05/15/28 (Call 02/15/28)		62		60,246
4.95%, 06/15/28 (Call 03/15/28)		179		173,329
5.25%, 04/15/29 (Call 01/15/29)		366		357,421
5.50%, 06/01/27 (Call 03/01/27)		283		281,387
5.55%, 02/15/28 (Call 01/15/28)		220		219,276
5.75%, 02/15/33 (Call 11/15/32)		435		432,016
5.95%, 12/01/25 (Call 09/01/25)		94		94,163
Enterprise Products Operating LLC
2.80%, 01/31/30 (Call 10/31/29)		335		290,462
3.13%, 07/31/29 (Call 04/30/29)		358		320,657
3.70%, 02/15/26 (Call 11/15/25)		195		188,113
3.75%, 02/15/25 (Call 11/15/24)		434		422,291
3.95%, 02/15/27 (Call 11/15/26)		255		245,160
4.15%, 10/16/28 (Call 07/16/28)		245		234,056
5.05%, 01/10/26		185		184,095
5.35%, 01/31/33 (Call 10/31/32)		295		296,457
5.38%, 02/15/78 (Call 02/15/28), (3-mo. SOFR + 2.832%)^(b)		132		109,701
Series D, 6.88%, 03/01/33		125		138,684
Series E, 5.25%, 08/16/77 (Call 08/16/27), (3-mo. SOFR + 3.295%)^(b)		100		88,044
Kinder Morgan Energy Partners LP
4.25%, 09/01/24 (Call 06/01/24)		215		211,566
7.40%, 03/15/31		50		54,144
7.75%, 03/15/32		75		82,935
Kinder Morgan Inc.
1.75%, 11/15/26 (Call 10/15/26)		125		111,860
2.00%, 02/15/31 (Call 11/15/30)		197		154,830
4.30%, 06/01/25 (Call 03/01/25)		459		448,723
4.30%, 03/01/28 (Call 12/01/27)		325		309,745
4.80%, 02/01/33 (Call 11/01/32)		105		97,866


Security	Par (000)		Value

Pipelines (continued)
5.20%, 06/01/33 (Call 03/01/33)	$	335	$	320,860
7.75%, 01/15/32		225		251,539
7.80%, 08/01/31		40		44,655
Magellan Midstream Partners LP
3.25%, 06/01/30 (Call 03/01/30)^(a)		180		157,090
5.00%, 03/01/26 (Call 12/01/25)		195		192,680
MPLX LP
1.75%, 03/01/26 (Call 02/01/26)		356		324,263
2.65%, 08/15/30 (Call 05/15/30)		340		282,118
4.00%, 02/15/25 (Call 11/15/24)		145		141,227
4.00%, 03/15/28 (Call 12/15/27)		260		244,083
4.13%, 03/01/27 (Call 12/01/26)		370		354,475
4.25%, 12/01/27 (Call 09/01/27)		40		38,077
4.80%, 02/15/29 (Call 11/15/28)		60		57,788
4.88%, 12/01/24 (Call 09/01/24)		319		314,930
4.88%, 06/01/25 (Call 03/01/25)		270		265,769
4.95%, 09/01/32 (Call 06/01/32)		257		242,274
5.00%, 03/01/33 (Call 12/01/32)		240		226,522
Northwest Pipeline LLC, 4.00%, 04/01/27 (Call 01/01/27)		25		23,790
ONEOK Inc.
2.20%, 09/15/25 (Call 08/15/25)		105		97,738
2.75%, 09/01/24 (Call 08/01/24)		105		101,784
3.10%, 03/15/30 (Call 12/15/29)		185		158,804
3.40%, 09/01/29 (Call 06/01/29)		161		142,092
4.00%, 07/13/27 (Call 04/13/27)		111		105,083
4.35%, 03/15/29 (Call 12/15/28)		160		149,670
4.55%, 07/15/28 (Call 04/15/28)		135		128,728
4.90%, 03/15/25 (Call 12/15/24)		156		153,538
5.55%, 11/01/26 (Call 10/01/26)		225		225,106
5.65%, 11/01/28 (Call 10/01/28)		225		225,383
5.80%, 11/01/30 (Call 09/01/30)		175		175,543
5.85%, 01/15/26 (Call 12/15/25)		175		175,898
6.05%, 09/01/33 (Call 06/01/33)		225		226,784
6.10%, 11/15/32 (Call 08/15/32)		200		203,020
6.35%, 01/15/31 (Call 10/15/30)		115		118,050
Plains All American Pipeline LP/PAA Finance Corp.
3.55%, 12/15/29 (Call 09/15/29)		250		220,063
3.60%, 11/01/24 (Call 08/01/24)		160		155,811
3.80%, 09/15/30 (Call 06/15/30)		170		150,503
4.50%, 12/15/26 (Call 09/15/26)		191		184,750
4.65%, 10/15/25 (Call 07/15/25)		312		304,144
Sabine Pass Liquefaction LLC
4.20%, 03/15/28 (Call 09/15/27)		249		235,955
4.50%, 05/15/30 (Call 11/15/29)		422		397,203
5.00%, 03/15/27 (Call 09/15/26)		429		421,737
5.63%, 03/01/25 (Call 12/01/24)		520		518,523
5.88%, 06/30/26 (Call 12/31/25)		410		411,882
Spectra Energy Partners LP
3.38%, 10/15/26 (Call 07/15/26)		161		151,591
3.50%, 03/15/25 (Call 12/15/24)		190		183,475
Targa Resources Corp.
4.00%, 01/15/32 (Call 07/15/26)		265		229,638
4.20%, 02/01/33 (Call 11/01/32)		90		79,318
4.88%, 02/01/31 (Call 02/01/26)		265		243,715
5.00%, 01/15/28 (Call 10/02/23)		195		187,923
5.20%, 07/01/27 (Call 06/01/27)		110		108,911
5.50%, 03/01/30 (Call 03/01/25)		295		283,368
6.13%, 03/15/33 (Call 12/15/32)		65		66,087
6.50%, 07/15/27 (Call 10/02/23)		245		246,338


Security	Par (000)		Value

Pipelines (continued)
6.88%, 01/15/29 (Call 01/15/24)	$	135	$	136,710
TC PipeLines LP
3.90%, 05/25/27 (Call 02/25/27)		155		146,354
4.38%, 03/13/25 (Call 12/13/24)		180		175,478
Tennessee Gas Pipeline Co. LLC
7.00%, 03/15/27		20		20,838
7.00%, 10/15/28		95		100,761
Texas Eastern Transmission LP, 7.00%, 07/15/32		100		110,372
TransCanada PipeLines Ltd.
1.00%, 10/12/24 (Call 09/12/24)		60		56,921
2.50%, 10/12/31 (Call 07/12/31)		293		233,442
4.10%, 04/15/30 (Call 01/15/30)		290		265,814
4.25%, 05/15/28 (Call 02/15/28)		338		321,854
4.88%, 01/15/26 (Call 10/15/25)		125		123,418
Transcontinental Gas Pipe Line Co. LLC
3.25%, 05/15/30 (Call 02/15/30)		195		172,070
4.00%, 03/15/28 (Call 12/15/27)		130		122,724
7.85%, 02/01/26 (Call 11/01/25)		400		417,996
Valero Energy Partners LP, 4.50%, 03/15/28 (Call 12/15/27)		50		48,134
Western Midstream Operating LP
3.10%, 02/01/25 (Call 01/01/25)		260		249,077
3.95%, 06/01/25 (Call 03/01/25)		50		48,279
4.05%, 02/01/30 (Call 11/01/29)		360		320,911
4.50%, 03/01/28 (Call 12/01/27)		40		37,682
4.75%, 08/15/28 (Call 05/15/28)		35		33,145
6.15%, 04/01/33 (Call 01/01/33)		25		24,873
Williams Companies Inc. (The)
2.60%, 03/15/31 (Call 12/15/30)		335		274,804
3.50%, 11/15/30 (Call 08/15/30)		247		218,714
3.75%, 06/15/27 (Call 03/15/27)		344		323,893
3.90%, 01/15/25 (Call 10/15/24)		293		285,757
4.00%, 09/15/25 (Call 06/15/25)		120		116,185
4.65%, 08/15/32 (Call 05/15/32)		245		230,153
5.30%, 08/15/28 (Call 07/15/28)		400		398,112
5.40%, 03/02/26		140		139,790
5.65%, 03/15/33 (Call 12/15/32)		255		255,941
8.75%, 03/15/32		30		35,122
Series A, 7.50%, 01/15/31		125		136,765


				28,907,160

Real Estate — 0.0%
Brookfield Asset Management Inc., 4.00%, 01/15/25 (Call 10/15/24)		180		175,178
CBRE Services Inc.
2.50%, 04/01/31 (Call 01/01/31)		134		107,484
4.88%, 03/01/26 (Call 12/01/25)		150		146,693
Essential Properties LP, 2.95%, 07/15/31 (Call 04/15/31)		80		59,919


				489,274

Real Estate Investment Trusts — 1.6%
Agree LP
2.00%, 06/15/28 (Call 04/15/28)		45		37,764
2.60%, 06/15/33 (Call 03/15/33)		10		7,599
2.90%, 10/01/30 (Call 07/01/30)		166		137,604
4.80%, 10/01/32 (Call 07/01/32)		20		18,418
Alexandria Real Estate Equities Inc.
1.88%, 02/01/33 (Call 11/01/32)		90		66,309
2.00%, 05/18/32 (Call 02/18/32)		180		136,348
2.75%, 12/15/29 (Call 09/15/29)		100		84,744
3.38%, 08/15/31 (Call 05/15/31)		225		193,979


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.45%, 04/30/25 (Call 02/28/25)	$	205	$	197,815
3.80%, 04/15/26 (Call 02/15/26)		204		195,758
3.95%, 01/15/27 (Call 10/15/26)		145		137,248
3.95%, 01/15/28 (Call 10/15/27)		145		136,090
4.30%, 01/15/26 (Call 10/15/25)		40		38,721
4.50%, 07/30/29 (Call 04/30/29)		70		66,252
4.70%, 07/01/30 (Call 04/01/30)		125		118,334
4.90%, 12/15/30 (Call 09/15/30)		239		231,237
American Assets Trust LP, 3.38%, 02/01/31 (Call 11/01/30)		120		92,788
American Homes 4 Rent LP
2.38%, 07/15/31 (Call 04/15/31)		45		35,608
3.63%, 04/15/32 (Call 01/15/32)		54		46,205
4.25%, 02/15/28 (Call 11/15/27)		180		170,482
4.90%, 02/15/29 (Call 11/15/28)		80		76,920
American Tower Corp.
1.30%, 09/15/25 (Call 08/15/25)		125		114,648
1.45%, 09/15/26 (Call 08/15/26)		190		168,304
1.50%, 01/31/28 (Call 11/30/27)		115		96,540
1.60%, 04/15/26 (Call 03/15/26)		85		76,792
1.88%, 10/15/30 (Call 07/15/30)		257		200,041
2.10%, 06/15/30 (Call 03/15/30)		145		115,843
2.30%, 09/15/31 (Call 06/15/31)		122		95,437
2.40%, 03/15/25 (Call 02/15/25)		185		175,743
2.70%, 04/15/31 (Call 01/15/31)		260		212,420
2.75%, 01/15/27 (Call 11/15/26)		270		246,726
2.90%, 01/15/30 (Call 10/15/29)		178		151,738
2.95%, 01/15/25 (Call 12/15/24)		222		213,480
3.13%, 01/15/27 (Call 10/15/26)		208		191,632
3.38%, 10/15/26 (Call 07/15/26)		261		244,617
3.55%, 07/15/27 (Call 04/15/27)		205		190,047
3.60%, 01/15/28 (Call 10/15/27)		165		152,201
3.65%, 03/15/27 (Call 02/15/27)		120		112,630
3.80%, 08/15/29 (Call 05/15/29)		284		258,170
3.95%, 03/15/29 (Call 12/15/28)		124		114,122
4.00%, 06/01/25 (Call 03/01/25)		660		639,976
4.05%, 03/15/32 (Call 12/15/31)		150		133,827
4.40%, 02/15/26 (Call 11/15/25)		136		132,295
5.25%, 07/15/28 (Call 06/15/28)		205		201,814
5.50%, 03/15/28 (Call 02/15/28)		170		169,218
5.55%, 07/15/33 (Call 04/15/33)		100		98,987
5.65%, 03/15/33 (Call 12/15/32)		170		169,337
AvalonBay Communities Inc.
1.90%, 12/01/28 (Call 10/01/28)		165		140,996
2.05%, 01/15/32 (Call 10/15/31)		165		132,264
2.30%, 03/01/30 (Call 12/01/29)		170		142,059
2.45%, 01/15/31 (Call 10/17/30)		155		128,828
2.90%, 10/15/26 (Call 07/15/26)		20		18,530
2.95%, 05/11/26 (Call 02/11/26)		75		70,670
3.20%, 01/15/28 (Call 10/15/27)		5		4,618
3.30%, 06/01/29 (Call 03/01/29)		100		90,526
3.35%, 05/15/27 (Call 02/15/27)		97		90,716
3.45%, 06/01/25 (Call 03/03/25)		121		117,129
3.50%, 11/15/25 (Call 08/15/25)		51		48,775
5.00%, 02/15/33 (Call 11/15/32)		40		39,591
Boston Properties LP
2.55%, 04/01/32 (Call 01/01/32)		225		168,536
2.75%, 10/01/26 (Call 07/01/26)		392		353,639
2.90%, 03/15/30 (Call 12/15/29)		202		164,341
3.20%, 01/15/25 (Call 10/15/24)		266		255,150


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.25%, 01/30/31 (Call 10/30/30)	$	150	$	122,128
3.40%, 06/21/29 (Call 03/21/29)		260		222,648
3.65%, 02/01/26 (Call 11/03/25)		160		150,755
4.50%, 12/01/28 (Call 09/01/28)		135		124,594
6.75%, 12/01/27 (Call 11/01/27)		105		107,308
Brandywine Operating Partnership LP
3.95%, 11/15/27 (Call 08/15/27)		130		107,049
4.55%, 10/01/29 (Call 07/01/29)		50		39,264
Brixmor Operating Partnership LP
2.25%, 04/01/28 (Call 02/01/28)		35		29,824
2.50%, 08/16/31 (Call 05/16/31)		135		106,122
3.85%, 02/01/25 (Call 11/01/24)		105		101,273
3.90%, 03/15/27 (Call 12/15/26)		175		162,641
4.05%, 07/01/30 (Call 04/01/30)		75		67,823
4.13%, 06/15/26 (Call 03/15/26)		195		184,768
4.13%, 05/15/29 (Call 02/15/29)		170		154,657
Broadstone Net Lease LLC, 2.60%, 09/15/31 (Call 06/15/31)		120		86,399
Camden Property Trust
2.80%, 05/15/30 (Call 02/15/30)		210		182,278
3.15%, 07/01/29 (Call 04/01/29)		45		40,434
4.10%, 10/15/28 (Call 07/15/28)		138		131,357
Corporate Office Properties LP
2.00%, 01/15/29 (Call 11/15/28)		155		122,207
2.25%, 03/15/26 (Call 02/15/26)		10		9,031
2.75%, 04/15/31 (Call 01/15/31)		45		34,681
Crown Castle Inc.
4.80%, 09/01/28		100		97,086
5.00%, 01/11/28 (Call 12/11/27)		130		127,647
5.10%, 05/01/33		225		216,385
Crown Castle International Corp.
1.05%, 07/15/26 (Call 06/15/26)		248		218,781
1.35%, 07/15/25 (Call 06/15/25)		140		129,272
2.10%, 04/01/31 (Call 01/01/31)		270		212,692
2.25%, 01/15/31 (Call 10/15/30)		250		200,547
2.50%, 07/15/31 (Call 04/15/31)		180		145,127
2.90%, 03/15/27 (Call 02/15/27)		210		192,814
3.10%, 11/15/29 (Call 08/15/29)		145		126,166
3.20%, 09/01/24 (Call 07/01/24)		232		225,880
3.30%, 07/01/30 (Call 04/01/30)		175		152,117
3.65%, 09/01/27 (Call 06/01/27)		318		296,287
3.70%, 06/15/26 (Call 03/15/26)		238		226,676
3.80%, 02/15/28 (Call 11/15/27)		264		245,644
4.00%, 03/01/27 (Call 12/01/26)		159		150,996
4.30%, 02/15/29 (Call 11/15/28)		110		103,377
4.45%, 02/15/26 (Call 11/15/25)		309		301,043
CubeSmart LP
2.00%, 02/15/31 (Call 11/15/30)		25		19,426
2.25%, 12/15/28 (Call 10/15/28)		155		131,533
2.50%, 02/15/32 (Call 11/15/31)		50		39,399
3.00%, 02/15/30 (Call 11/15/29)		85		72,531
3.13%, 09/01/26 (Call 06/01/26)		210		194,668
4.00%, 11/15/25 (Call 08/15/25)		130		124,540
4.38%, 02/15/29 (Call 11/15/28)		140		131,089
Digital Realty Trust LP
3.60%, 07/01/29 (Call 04/01/29)		306		275,476
3.70%, 08/15/27 (Call 05/15/27)		266		248,034
4.45%, 07/15/28 (Call 04/15/28)		231		218,711
5.55%, 01/15/28 (Call 12/15/27)		302		301,484


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
EPR Properties
3.75%, 08/15/29 (Call 05/15/29)	$	100	$	81,669
4.50%, 04/01/25 (Call 01/01/25)		100		95,910
4.50%, 06/01/27 (Call 03/01/27)		100		90,221
4.75%, 12/15/26 (Call 09/15/26)		100		92,126
4.95%, 04/15/28 (Call 01/15/28)		100		89,656
Equinix Inc.
1.00%, 09/15/25 (Call 08/15/25)		150		136,824
1.25%, 07/15/25 (Call 06/15/25)		70		64,565
1.45%, 05/15/26 (Call 04/15/26)		190		170,730
1.55%, 03/15/28 (Call 01/15/28)		115		97,204
1.80%, 07/15/27 (Call 05/15/27)		125		109,219
2.00%, 05/15/28 (Call 03/15/28)		145		123,852
2.15%, 07/15/30 (Call 04/15/30)		185		149,230
2.50%, 05/15/31 (Call 02/15/31)		145		117,601
2.63%, 11/18/24 (Call 10/18/24)		195		187,955
2.90%, 11/18/26 (Call 09/18/26)		96		88,839
3.20%, 11/18/29 (Call 08/18/29)		318		278,800
3.90%, 04/15/32 (Call 01/15/32)		359		319,435
ERP Operating LP
1.85%, 08/01/31 (Call 05/01/31)		105		81,967
2.50%, 02/15/30 (Call 11/15/29)		155		131,524
2.85%, 11/01/26 (Call 08/01/26)		153		142,513
3.00%, 07/01/29 (Call 04/01/29)		148		131,528
3.25%, 08/01/27 (Call 05/01/27)		140		129,570
3.38%, 06/01/25 (Call 03/01/25)		240		231,336
3.50%, 03/01/28 (Call 12/01/27)		55		51,307
4.15%, 12/01/28 (Call 09/01/28)		104		99,034
Essex Portfolio LP
1.65%, 01/15/31 (Call 10/15/30)		109		82,293
1.70%, 03/01/28 (Call 01/01/28)		40		33,936
2.55%, 06/15/31 (Call 03/15/31)		175		140,047
2.65%, 03/15/32 (Call 12/15/31)		25		19,892
3.00%, 01/15/30 (Call 10/15/29)		90		76,736
3.38%, 04/15/26 (Call 01/15/26)		200		189,848
3.50%, 04/01/25 (Call 01/01/25)		190		183,555
3.63%, 05/01/27 (Call 02/01/27)		55		51,304
4.00%, 03/01/29 (Call 12/01/28)		45		41,528
Extra Space Storage LP
2.20%, 10/15/30 (Call 07/15/30)		75		59,830
2.35%, 03/15/32 (Call 12/15/31)		75		58,283
2.40%, 10/15/31 (Call 07/15/31)		105		82,401
2.55%, 06/01/31 (Call 03/01/31)		155		124,299
3.50%, 07/01/26 (Call 04/01/26)		215		202,266
3.88%, 12/15/27 (Call 09/15/27)		35		32,627
3.90%, 04/01/29 (Call 02/01/29)		80		73,231
4.00%, 06/15/29 (Call 03/15/29)		150		137,110
5.50%, 07/01/30 (Call 05/01/30)		5		4,955
5.70%, 04/01/28 (Call 03/01/28)		40		40,209
Federal Realty Investment Trust
1.25%, 02/15/26 (Call 01/15/26)		140		126,116
3.20%, 06/15/29 (Call 03/15/29)		90		77,669
3.25%, 07/15/27 (Call 04/15/27)		120		110,312
3.50%, 06/01/30 (Call 03/01/30)		85		74,327
Federal Realty OP LP, 5.38%, 05/01/28		75		73,919
GLP Capital LP/GLP Financing II Inc.
3.25%, 01/15/32 (Call 10/15/31)		225		181,359
3.35%, 09/01/24 (Call 08/01/24)		35		33,960
4.00%, 01/15/30 (Call 10/15/29)		147		128,452
4.00%, 01/15/31 (Call 10/15/30)		170		145,644


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
5.25%, 06/01/25 (Call 03/01/25)	$	144	$	141,464
5.30%, 01/15/29 (Call 10/15/28)		167		157,681
5.38%, 04/15/26 (Call 01/15/26)		175		171,358
5.75%, 06/01/28 (Call 03/03/28)		166		161,261
Healthcare Realty Holdings LP
2.00%, 03/15/31 (Call 12/15/30)		167		128,705
3.50%, 08/01/26 (Call 05/01/26)		200		186,694
3.75%, 07/01/27 (Call 04/01/27)		194		180,044
Healthcare Trust of America Holdings LP, 3.10%, 02/15/30 (Call 11/15/29)		110		93,796
Healthpeak Properties Inc.
2.13%, 12/01/28 (Call 10/01/28)		215		183,655
2.88%, 01/15/31 (Call 10/15/30)		15		12,559
3.00%, 01/15/30 (Call 10/15/29)		185		160,286
3.25%, 07/15/26 (Call 05/15/26)		145		137,138
3.40%, 02/01/25 (Call 11/01/24)		22		21,266
3.50%, 07/15/29 (Call 04/15/29)		80		71,910
4.00%, 06/01/25 (Call 03/01/25)		103		100,229
Healthpeak Properties Interim Inc., 5.25%, 12/15/32 (Call 09/15/32)		235		227,268
Highwoods Realty LP
2.60%, 02/01/31 (Call 11/01/30)		75		55,173
3.05%, 02/15/30 (Call 11/15/29)		90		70,370
3.88%, 03/01/27 (Call 12/01/26)		30		27,561
4.13%, 03/15/28 (Call 12/15/27)		30		26,973
4.20%, 04/15/29 (Call 01/15/29)		125		106,584
Host Hotels & Resorts LP
Series E, 4.00%, 06/15/25 (Call 03/15/25)		175		168,987
Series F, 4.50%, 02/01/26 (Call 11/01/25)		60		57,872
Series H, 3.38%, 12/15/29 (Call 09/15/29)		175		149,284
Series I, 3.50%, 09/15/30 (Call 06/15/30)		205		174,879
Series J, 2.90%, 12/15/31 (Call 09/15/31)		85		66,990
Hudson Pacific Properties LP
3.25%, 01/15/30 (Call 10/15/29)		105		71,300
3.95%, 11/01/27 (Call 08/01/27)		55		43,623
4.65%, 04/01/29 (Call 01/01/29)^(a)		100		76,250
5.95%, 02/15/28 (Call 01/15/28)		20		16,900
Invitation Homes Operating Partnership LP
2.00%, 08/15/31 (Call 05/15/31)		205		156,839
2.30%, 11/15/28 (Call 09/15/28)		185		157,281
4.15%, 04/15/32 (Call 01/15/32)		160		142,355
5.45%, 08/15/30		360		352,588
5.50%, 08/15/33		620		600,489
Kilroy Realty LP
2.50%, 11/15/32 (Call 08/15/32)		70		49,344
3.05%, 02/15/30 (Call 11/15/29)		130		103,865
3.45%, 12/15/24 (Call 09/15/24)		90		86,770
4.25%, 08/15/29 (Call 05/15/29)		135		116,843
4.38%, 10/01/25 (Call 07/01/25)		95		90,522
4.75%, 12/15/28 (Call 09/15/28)		5		4,503
Kimco Realty Corp.
1.90%, 03/01/28 (Call 01/01/28)		125		105,881
2.25%, 12/01/31 (Call 09/01/31)		110		85,307
2.70%, 10/01/30 (Call 07/01/30)		85		70,079
2.80%, 10/01/26 (Call 07/01/26)		291		267,662
3.20%, 04/01/32 (Call 01/01/32)		25		20,724
3.30%, 02/01/25 (Call 12/01/24)		185		178,227
3.80%, 04/01/27 (Call 01/01/27)		105		98,268
4.60%, 02/01/33 (Call 11/01/32)		70		64,250
Kite Realty Group LP, 4.00%, 10/01/26 (Call 07/01/26)		15		13,685


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
Kite Realty Group Trust
4.00%, 03/15/25 (Call 12/15/24)	$	30	$	28,807
4.75%, 09/15/30 (Call 06/15/30)		55		50,306
LXP Industrial Trust
2.38%, 10/01/31 (Call 07/01/31)		80		60,510
2.70%, 09/15/30 (Call 06/15/30)		51		40,350
Mid-America Apartments LP
1.10%, 09/15/26 (Call 08/15/26)		155		136,942
1.70%, 02/15/31 (Call 11/15/30)		90		70,939
2.75%, 03/15/30 (Call 12/15/29)		15		12,942
3.60%, 06/01/27 (Call 03/01/27)		178		168,481
3.95%, 03/15/29 (Call 12/15/28)		250		234,672
4.00%, 11/15/25 (Call 08/15/25)		95		92,391
4.20%, 06/15/28 (Call 03/15/28)		50		47,615
National Health Investors Inc., 3.00%, 02/01/31 (Call 11/01/30)		125		94,771
NNN REIT Inc.
2.50%, 04/15/30 (Call 01/15/30)		20		16,549
3.50%, 10/15/27 (Call 07/15/27)		180		165,618
3.60%, 12/15/26 (Call 09/15/26)		15		14,007
4.00%, 11/15/25 (Call 08/15/25)		55		52,919
4.30%, 10/15/28 (Call 07/15/28)		172		161,453
5.60%, 10/15/33 (Call 07/15/33)		100		98,123
Oaktree Specialty Lending Corp., 7.10%, 02/15/29 (Call 01/15/29)		100		97,959
Omega Healthcare Investors Inc.
3.25%, 04/15/33 (Call 01/15/33)		25		18,666
3.38%, 02/01/31 (Call 11/01/30)		55		44,342
3.63%, 10/01/29 (Call 07/01/29)		115		97,388
4.50%, 01/15/25 (Call 10/15/24)		115		112,132
4.50%, 04/01/27 (Call 01/01/27)		190		179,708
4.75%, 01/15/28 (Call 10/15/27)		69		64,824
5.25%, 01/15/26 (Call 10/15/25)		85		83,619
Phillips Edison Grocery Center Operating Partnership I LP, 2.63%, 11/15/31 (Call 08/15/31)		95		71,196
Physicians Realty LP
2.63%, 11/01/31 (Call 08/01/31)		130		100,914
3.95%, 01/15/28 (Call 10/15/27)		65		59,576
4.30%, 03/15/27 (Call 12/15/26)		110		105,260
Piedmont Operating Partnership LP
2.75%, 04/01/32 (Call 01/01/32)		25		16,832
3.15%, 08/15/30 (Call 05/15/30)		84		60,652
9.25%, 07/20/28 (Call 06/20/28)		15		15,338
Prologis LP
1.25%, 10/15/30 (Call 07/15/30)		315		242,254
1.63%, 03/15/31 (Call 12/15/30)		70		54,371
1.75%, 07/01/30 (Call 04/01/30)		30		23,973
1.75%, 02/01/31 (Call 11/01/30)		150		118,347
2.13%, 04/15/27 (Call 02/15/27)		206		185,664
2.25%, 04/15/30 (Call 01/15/30)		275		230,785
2.25%, 01/15/32 (Call 10/15/31)		175		140,285
2.88%, 11/15/29 (Call 08/15/29)		135		118,288
3.25%, 06/30/26 (Call 03/30/26)		15		14,224
3.25%, 10/01/26 (Call 07/01/26)		47		44,409
3.38%, 12/15/27 (Call 09/15/27)		170		158,559
3.88%, 09/15/28 (Call 06/15/28)		115		108,681
4.00%, 09/15/28 (Call 06/15/28)		130		123,681
4.38%, 02/01/29 (Call 11/01/28)		59		56,815
4.63%, 01/15/33 (Call 10/15/32)		10		9,591
4.75%, 06/15/33 (Call 03/15/33)		95		91,043


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
4.88%, 06/15/28 (Call 05/15/28)	$	85	$	84,129
Public Storage Operating Co.
0.88%, 02/15/26 (Call 01/15/26)		180		162,139
1.50%, 11/09/26 (Call 10/09/26)		67		60,292
1.85%, 05/01/28 (Call 03/01/28)		172		149,458
1.95%, 11/09/28 (Call 09/09/28)		180		154,836
2.25%, 11/09/31 (Call 08/09/31)		125		101,191
2.30%, 05/01/31 (Call 02/01/31)		135		110,971
3.09%, 09/15/27 (Call 06/15/27)		80		74,653
3.39%, 05/01/29 (Call 02/01/29)		141		129,411
5.10%, 08/01/33 (Call 05/01/33)		25		24,785
5.13%, 01/15/29 (Call 12/15/28)		100		99,835
Rayonier LP, 2.75%, 05/17/31 (Call 02/17/31)		141		112,670
Realty Income Corp.
0.75%, 03/15/26 (Call 02/15/26)		115		102,157
2.20%, 06/15/28 (Call 04/15/28)		85		73,784
2.85%, 12/15/32 (Call 09/15/32)		25		20,260
3.00%, 01/15/27 (Call 10/15/26)		235		218,306
3.10%, 12/15/29 (Call 09/15/29)		210		185,613
3.25%, 06/15/29 (Call 03/15/29)		40		36,058
3.25%, 01/15/31 (Call 10/15/30)		284		245,243
3.40%, 01/15/28 (Call 11/15/27)		60		55,637
3.65%, 01/15/28 (Call 10/15/27)		225		210,571
3.88%, 04/15/25 (Call 02/15/25)		125		121,737
3.95%, 08/15/27 (Call 05/15/27)		140		133,498
4.13%, 10/15/26 (Call 07/15/26)		10		9,661
4.63%, 11/01/25 (Call 09/01/25)		110		108,250
4.70%, 12/15/28 (Call 11/15/28)		100		97,023
4.85%, 03/15/30 (Call 01/15/30)		70		67,937
4.88%, 06/01/26 (Call 03/01/26)		130		128,471
4.90%, 07/15/33 (Call 04/15/33)		140		132,852
5.05%, 01/13/26 (Call 01/13/24)		10		9,941
5.63%, 10/13/32 (Call 07/13/32)		244		243,851
Regency Centers LP
2.95%, 09/15/29 (Call 06/15/29)		105		90,745
3.60%, 02/01/27 (Call 11/01/26)		151		142,379
3.70%, 06/15/30 (Call 03/15/30)		80		71,662
4.13%, 03/15/28 (Call 12/15/27)		15		14,085
Rexford Industrial Realty LP
2.13%, 12/01/30 (Call 09/01/30)		20		15,611
2.15%, 09/01/31 (Call 06/01/31)		120		92,616
5.00%, 06/15/28 (Call 05/15/28)		75		72,932
Sabra Health Care LP
3.20%, 12/01/31 (Call 09/01/31)		170		129,693
3.90%, 10/15/29 (Call 07/15/29)		75		63,361
5.13%, 08/15/26 (Call 05/15/26)		225		217,449
Safehold GL Holdings LLC, 2.80%, 06/15/31 (Call 03/15/31)		120		92,465
Simon Property Group LP
1.38%, 01/15/27 (Call 10/15/26)		90		79,316
1.75%, 02/01/28 (Call 11/01/27)		150		128,842
2.00%, 09/13/24 (Call 06/13/24)		283		272,294
2.20%, 02/01/31 (Call 11/01/30)		250		199,115
2.25%, 01/15/32 (Call 10/15/31)		255		197,324
2.45%, 09/13/29 (Call 06/13/29)		240		203,172
2.65%, 07/15/30 (Call 04/15/30)		145		122,004
2.65%, 02/01/32 (Call 12/01/31)		125		100,448
3.25%, 11/30/26 (Call 08/30/26)		265		248,567
3.30%, 01/15/26 (Call 10/15/25)		346		329,852
3.38%, 10/01/24 (Call 07/01/24)		248		241,899


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
3.38%, 06/15/27 (Call 03/15/27)	$	190	$	177,266
3.38%, 12/01/27 (Call 09/01/27)		197		182,314
3.50%, 09/01/25 (Call 06/01/25)		115		110,803
5.50%, 03/08/33 (Call 12/08/32)		145		142,616
SITE Centers Corp.
3.63%, 02/01/25 (Call 11/01/24)		110		104,666
4.25%, 02/01/26 (Call 11/01/25)		75		70,282
4.70%, 06/01/27 (Call 03/01/27)		125		117,451
Spirit Realty LP
2.10%, 03/15/28 (Call 01/15/28)		125		106,618
2.70%, 02/15/32 (Call 11/15/31)		10		7,823
3.20%, 01/15/27 (Call 11/15/26)		3		2,732
3.20%, 02/15/31 (Call 11/15/30)		40		32,972
3.40%, 01/15/30 (Call 10/15/29)		145		124,567
4.00%, 07/15/29 (Call 04/15/29)		60		53,882
4.45%, 09/15/26 (Call 06/15/26)		136		129,786
STORE Capital Corp.
2.70%, 12/01/31 (Call 09/01/31)		130		91,187
2.75%, 11/18/30 (Call 08/18/30)		70		51,423
4.50%, 03/15/28 (Call 12/15/27)		110		98,425
4.63%, 03/15/29 (Call 12/15/28)		75		64,460
Sun Communities Operating LP
2.30%, 11/01/28 (Call 09/01/28)		135		113,582
2.70%, 07/15/31 (Call 04/15/31)		165		131,017
4.20%, 04/15/32 (Call 01/15/32)		115		101,097
5.70%, 01/15/33 (Call 10/15/32)		90		87,844
Tanger Properties LP
2.75%, 09/01/31 (Call 06/01/31)		125		92,894
3.13%, 09/01/26 (Call 06/01/26)		204		185,658
3.88%, 07/15/27 (Call 04/15/27)		10		8,955
UDR Inc.
1.90%, 03/15/33 (Call 12/15/32)		10		7,298
2.10%, 08/01/32 (Call 05/01/32)		100		75,011
2.95%, 09/01/26 (Call 06/01/26)		69		63,782
3.00%, 08/15/31 (Call 05/15/31)		70		58,729
3.20%, 01/15/30 (Call 10/15/29)		135		118,826
3.50%, 07/01/27 (Call 04/01/27)		145		135,176
3.50%, 01/15/28 (Call 10/15/27)		105		96,150
4.40%, 01/26/29 (Call 10/26/28)		80		74,868
Ventas Realty LP
2.50%, 09/01/31 (Call 06/01/31)		120		94,565
2.65%, 01/15/25 (Call 12/15/24)		80		76,266
3.00%, 01/15/30 (Call 10/15/29)		185		157,618
3.25%, 10/15/26 (Call 07/15/26)		95		87,781
3.50%, 02/01/25 (Call 11/01/24)		152		146,317
3.85%, 04/01/27 (Call 01/01/27)		100		93,874
4.00%, 03/01/28 (Call 12/01/27)		90		83,644
4.13%, 01/15/26 (Call 10/15/25)		55		52,927
4.40%, 01/15/29 (Call 10/15/28)		231		216,932
4.75%, 11/15/30 (Call 08/15/30)		195		182,908
VICI Properties LP
4.38%, 05/15/25		165		160,441
4.75%, 02/15/28 (Call 01/15/28)		330		314,114
4.95%, 02/15/30 (Call 12/15/29)		240		225,689
5.13%, 05/15/32 (Call 02/15/32)		345		319,846
Vornado Realty LP
2.15%, 06/01/26 (Call 05/01/26)		10		8,620
3.40%, 06/01/31 (Call 03/01/31)		100		73,548
3.50%, 01/15/25 (Call 11/15/24)		105		99,609


Security	Par (000)		Value

Real Estate Investment Trusts (continued)
Welltower Inc.
2.75%, 01/15/32 (Call 10/15/31)	$	160	$	129,285
3.85%, 06/15/32 (Call 03/15/32)		60		52,714
4.00%, 06/01/25 (Call 03/01/25)		366		354,914
Welltower OP LLC
2.05%, 01/15/29 (Call 11/15/28)		85		71,218
2.70%, 02/15/27 (Call 12/15/26)		230		210,903
2.75%, 01/15/31 (Call 10/15/30)		110		90,764
2.80%, 06/01/31 (Call 03/01/31)		260		214,232
3.10%, 01/15/30 (Call 10/15/29)		203		176,393
4.13%, 03/15/29 (Call 12/15/28)		145		134,725
4.25%, 04/01/26 (Call 01/01/26)		195		188,799
4.25%, 04/15/28 (Call 01/15/28)		265		250,711
Weyerhaeuser Co.
4.00%, 11/15/29 (Call 08/15/29)		345		318,024
4.00%, 04/15/30 (Call 01/15/30)		277		253,145
4.75%, 05/15/26		130		127,936
6.95%, 10/01/27		10		10,606
7.38%, 03/15/32		30		33,759
WP Carey Inc.
2.40%, 02/01/31 (Call 11/01/30)		25		19,978
2.45%, 02/01/32 (Call 11/01/31)		75		58,425
3.85%, 07/15/29 (Call 04/15/29)		100		90,081
4.00%, 02/01/25 (Call 11/01/24)		145		141,217
4.25%, 10/01/26 (Call 07/01/26)		110		105,756


				47,610,376

Retail — 0.9%
Advance Auto Parts Inc.
1.75%, 10/01/27 (Call 08/01/27)		50		42,187
3.50%, 03/15/32 (Call 12/15/31)^(a)		80		64,338
3.90%, 04/15/30 (Call 01/15/30)		125		108,122
5.90%, 03/09/26^(a)		90		89,167
5.95%, 03/09/28 (Call 02/09/28)		75		74,189
AutoNation Inc.
1.95%, 08/01/28 (Call 06/01/28)		55		45,557
2.40%, 08/01/31 (Call 05/01/31)		87		66,920
3.50%, 11/15/24 (Call 09/15/24)		128		123,965
3.80%, 11/15/27 (Call 08/15/27)		80		73,766
3.85%, 03/01/32 (Call 12/01/31)		235		198,758
4.50%, 10/01/25 (Call 07/01/25)		75		72,666
4.75%, 06/01/30 (Call 03/01/30)		117		108,866
AutoZone Inc.
1.65%, 01/15/31 (Call 10/15/30)		40		31,081
3.13%, 04/21/26 (Call 01/21/26)		155		146,999
3.25%, 04/15/25 (Call 01/15/25)		125		120,565
3.63%, 04/15/25 (Call 03/15/25)		182		176,518
3.75%, 06/01/27 (Call 03/01/27)		140		133,269
3.75%, 04/18/29 (Call 01/18/29)		84		77,364
4.00%, 04/15/30 (Call 01/15/30)		120		111,079
4.50%, 02/01/28 (Call 01/01/28)		140		136,205
4.75%, 08/01/32 (Call 05/01/32)		140		133,893
4.75%, 02/01/33 (Call 11/01/32)		155		146,831
5.05%, 07/15/26		75		74,507
5.20%, 08/01/33 (Call 05/01/33)		70		68,382
Best Buy Co. Inc.
1.95%, 10/01/30 (Call 07/01/30)		150		120,192
4.45%, 10/01/28 (Call 07/01/28)		155		149,910
Costco Wholesale Corp.
1.38%, 06/20/27 (Call 04/20/27)		405		358,036
1.60%, 04/20/30 (Call 01/20/30)		162		133,624


Security	Par (000)		Value

Retail (continued)
1.75%, 04/20/32 (Call 01/20/32)	$	205	$	162,647
3.00%, 05/18/27 (Call 02/18/27)		300		283,386
Darden Restaurants Inc., 3.85%, 05/01/27 (Call 02/01/27)		209		198,270
Dick’s Sporting Goods Inc., 3.15%, 01/15/32 (Call 10/15/31)		170		135,447
Dollar General Corp.
3.50%, 04/03/30 (Call 01/03/30)		239		212,258
3.88%, 04/15/27 (Call 01/15/27)		223		212,827
4.13%, 05/01/28 (Call 02/01/28)		125		118,836
4.15%, 11/01/25 (Call 08/01/25)		146		141,984
4.25%, 09/20/24		60		58,972
4.63%, 11/01/27 (Call 10/01/27)		200		194,962
5.00%, 11/01/32 (Call 08/01/32)		95		90,322
5.20%, 07/05/28 (Call 06/05/28)		75		74,272
5.45%, 07/05/33 (Call 04/05/33)^(a)		95		92,092
Dollar Tree Inc.
2.65%, 12/01/31 (Call 09/01/31)		140		112,900
4.00%, 05/15/25 (Call 03/15/25)		261		253,285
4.20%, 05/15/28 (Call 02/15/28)		460		436,223
Genuine Parts Co.
1.75%, 02/01/25 (Call 09/11/23)		177		167,300
1.88%, 11/01/30 (Call 08/01/30)		55		43,091
2.75%, 02/01/32 (Call 11/01/31)		35		28,460
Home Depot Inc. (The)
0.90%, 03/15/28 (Call 01/15/28)		180		151,852
1.38%, 03/15/31 (Call 12/15/30)		265		207,270
1.50%, 09/15/28 (Call 07/15/28)		270		230,483
1.88%, 09/15/31 (Call 06/15/31)		140		112,575
2.13%, 09/15/26 (Call 06/15/26)		223		205,653
2.50%, 04/15/27 (Call 02/15/27)		285		263,386
2.70%, 04/15/25 (Call 03/15/25)		85		81,661
2.70%, 04/15/30 (Call 01/15/30)		407		357,643
2.80%, 09/14/27 (Call 06/14/27)		348		323,149
2.88%, 04/15/27 (Call 03/15/27)		155		145,319
2.95%, 06/15/29 (Call 03/15/29)		418		379,724
3.00%, 04/01/26 (Call 01/01/26)		301		287,491
3.25%, 04/15/32 (Call 01/15/32)		370		328,630
3.35%, 09/15/25 (Call 06/15/25)		266		256,953
3.90%, 12/06/28 (Call 09/06/28)		252		242,250
4.00%, 09/15/25 (Call 08/15/25)		280		274,246
4.50%, 09/15/32 (Call 06/15/32)^(a)		245		239,122
Lowe’s Companies Inc.
1.30%, 04/15/28 (Call 02/15/28)		265		223,997
1.70%, 09/15/28 (Call 07/15/28)		265		225,661
1.70%, 10/15/30 (Call 07/15/30)		255		202,432
2.50%, 04/15/26 (Call 01/15/26)		398		371,828
2.63%, 04/01/31 (Call 01/01/31)		400		335,184
3.10%, 05/03/27 (Call 02/03/27)		404		376,128
3.13%, 09/15/24 (Call 06/15/24)		5		4,880
3.35%, 04/01/27 (Call 03/01/27)		210		197,583
3.38%, 09/15/25 (Call 06/15/25)		236		226,541
3.65%, 04/05/29 (Call 01/05/29)		405		376,047
3.75%, 04/01/32 (Call 01/01/32)		320		286,755
4.00%, 04/15/25 (Call 03/15/25)		210		205,275
4.40%, 09/08/25		160		157,229
4.50%, 04/15/30 (Call 01/15/30)		308		296,530
4.80%, 04/01/26 (Call 03/01/26)		240		237,142
5.00%, 04/15/33 (Call 01/15/33)^(a)		35		34,160
5.15%, 07/01/33 (Call 04/01/33)		155		153,168


Security	Par (000)		Value

Retail (continued)
6.50%, 03/15/29	$	70	$	75,019
McDonald’s Corp.
1.45%, 09/01/25 (Call 08/01/25)		185		171,813
2.13%, 03/01/30 (Call 12/01/29)		92		77,588
2.63%, 09/01/29 (Call 06/01/29)		249		220,300
3.30%, 07/01/25 (Call 06/01/25)		304		293,843
3.38%, 05/26/25 (Call 02/26/25)		150		145,227
3.50%, 03/01/27 (Call 12/01/26)		361		343,546
3.50%, 07/01/27 (Call 05/01/27)		220		208,820
3.60%, 07/01/30 (Call 04/01/30)		287		264,092
3.70%, 01/30/26 (Call 10/30/25)		496		479,706
3.80%, 04/01/28 (Call 01/01/28)		320		305,891
4.60%, 09/09/32 (Call 06/09/32)^(a)		115		112,281
4.80%, 08/14/28 (Call 07/14/28)		100		99,495
4.95%, 08/14/33 (Call 05/14/33)		175		173,299
O’Reilly Automotive Inc.
1.75%, 03/15/31 (Call 12/15/30)		80		62,960
3.55%, 03/15/26 (Call 12/15/25)		192		183,932
3.60%, 09/01/27 (Call 06/01/27)		147		139,234
3.90%, 06/01/29 (Call 03/01/29)		144		135,177
4.20%, 04/01/30 (Call 01/01/30)		90		84,392
4.35%, 06/01/28 (Call 03/01/28)		135		131,116
4.70%, 06/15/32 (Call 03/15/32)		365		348,706
Ross Stores Inc.
0.88%, 04/15/26 (Call 03/15/26)		35		31,231
1.88%, 04/15/31 (Call 01/15/31)		70		54,956
4.60%, 04/15/25 (Call 03/15/25)		195		191,502
Starbucks Corp.
2.00%, 03/12/27 (Call 01/12/27)		220		198,502
2.25%, 03/12/30 (Call 12/12/29)		167		140,806
2.45%, 06/15/26 (Call 03/15/26)		255		237,879
2.55%, 11/15/30 (Call 08/15/30)		220		186,527
3.00%, 02/14/32 (Call 11/14/31)		265		227,304
3.50%, 03/01/28 (Call 12/01/27)		140		131,354
3.55%, 08/15/29 (Call 05/15/29)		256		237,143
3.80%, 08/15/25 (Call 06/15/25)		344		334,526
4.00%, 11/15/28 (Call 08/15/28)		145		138,865
4.75%, 02/15/26		125		123,871
4.80%, 02/15/33 (Call 11/15/32)		225		219,609
Target Corp.
1.95%, 01/15/27 (Call 12/15/26)		265		241,452
2.25%, 04/15/25 (Call 03/15/25)		479		457,684
2.35%, 02/15/30 (Call 11/15/29)		166		142,871
2.50%, 04/15/26		338		320,113
2.65%, 09/15/30 (Call 06/15/30)		67		58,241
3.38%, 04/15/29 (Call 01/15/29)		264		246,777
4.40%, 01/15/33 (Call 10/15/32)^(a)		220		210,019
4.50%, 09/15/32 (Call 06/15/32)		290		279,543
6.35%, 11/01/32		30		32,625
TJX Companies Inc. (The)
1.60%, 05/15/31 (Call 02/15/31)		25		20,073
2.25%, 09/15/26 (Call 06/15/26)		300		276,633
3.88%, 04/15/30 (Call 01/15/30)		230		216,998
Tractor Supply Co.
1.75%, 11/01/30 (Call 08/01/30)		170		132,994
5.25%, 05/15/33 (Call 02/15/33)		110		107,577
Walgreens Boots Alliance Inc., 3.45%, 06/01/26 (Call 03/01/26)		141		133,174
Walmart Inc.
2.38%, 09/24/29 (Call 06/24/29)		122		108,900


Security	Par (000)		Value

Retail (continued)
3.05%, 07/08/26 (Call 05/08/26)	$	220	$	210,221
3.25%, 07/08/29 (Call 04/08/29)		195		181,574
3.55%, 06/26/25 (Call 04/26/25)		165		160,590
3.70%, 06/26/28 (Call 03/26/28)		355		342,131
3.90%, 04/15/28 (Call 03/15/28)		160		155,195
4.00%, 04/15/26 (Call 03/15/26)		150		147,106
4.00%, 04/15/30 (Call 02/15/30)		200		193,128
4.10%, 04/15/33		315		299,930
4.15%, 09/09/32 (Call 06/09/32)		445		431,049
5.88%, 04/05/27		15		15,673
7.55%, 02/15/30		105		121,549


				25,956,769

Semiconductors — 0.8%
Advanced Micro Devices Inc., 3.92%, 06/01/32 (Call 03/01/32)		195		181,687
Analog Devices Inc.
1.70%, 10/01/28 (Call 08/01/28)		175		150,265
2.10%, 10/01/31 (Call 07/01/31)		270		220,520
2.95%, 04/01/25 (Call 03/01/25)		74		71,404
3.45%, 06/15/27 (Call 03/15/27)^(d)		210		198,374
3.50%, 12/05/26 (Call 09/05/26)		220		210,657
Applied Materials Inc.
1.75%, 06/01/30 (Call 03/01/30)		204		167,878
3.30%, 04/01/27 (Call 01/01/27)		357		339,139
3.90%, 10/01/25 (Call 07/01/25)		262		255,429
Broadcom Corp./Broadcom Cayman Finance Ltd.
3.13%, 01/15/25 (Call 11/15/24)		209		201,679
3.50%, 01/15/28 (Call 10/15/27)		250		230,462
3.88%, 01/15/27 (Call 10/15/26)		1,001		950,870
Broadcom Inc.
1.95%, 02/15/28 (Call 12/15/27)^(d)		305		264,447
2.45%, 02/15/31 (Call 11/15/30)^(d)		465		374,757
2.60%, 02/15/33 (Call 11/15/32)^(d)		50		38,608
3.15%, 11/15/25 (Call 10/15/25)		233		221,611
3.42%, 04/15/33 (Call 01/15/33)^(d)		490		405,303
3.46%, 09/15/26 (Call 07/15/26)		90		85,188
3.63%, 10/15/24 (Call 09/15/24)		45		44,011
4.00%, 04/15/29 (Call 02/15/29)^(d)		226		208,512
4.11%, 09/15/28 (Call 06/15/28)		295		277,492
4.15%, 11/15/30 (Call 08/15/30)		460		420,205
4.15%, 04/15/32 (Call 01/15/32)^(d)		385		344,829
4.30%, 11/15/32 (Call 08/15/32)		455		411,156
4.75%, 04/15/29 (Call 01/15/29)		346		333,125
5.00%, 04/15/30 (Call 01/15/30)		186		182,912
Intel Corp.
1.60%, 08/12/28 (Call 06/12/28)		105		90,238
2.00%, 08/12/31 (Call 05/12/31)		195		157,427
2.45%, 11/15/29 (Call 08/15/29)		486		421,765
2.60%, 05/19/26 (Call 02/19/26)		305		287,377
3.15%, 05/11/27 (Call 02/11/27)		254		237,800
3.40%, 03/25/25 (Call 02/25/25)		718		697,042
3.70%, 07/29/25 (Call 04/29/25)		490		475,981
3.75%, 03/25/27 (Call 01/25/27)		346		332,163
3.75%, 08/05/27 (Call 07/05/27)		130		124,248
3.90%, 03/25/30 (Call 12/25/29)		369		345,129
4.00%, 08/05/29 (Call 06/05/29)		110		104,621
4.15%, 08/05/32 (Call 05/05/32)^(a)		255		239,856
4.88%, 02/10/26		280		278,463
4.88%, 02/10/28 (Call 01/10/28)		365		362,642
5.13%, 02/10/30 (Call 12/10/29)		295		295,174


Security	Par (000)		Value

Semiconductors (continued)
5.20%, 02/10/33 (Call 11/10/32)	$	445	$	444,230
KLA Corp.
4.10%, 03/15/29 (Call 12/15/28)		334		321,027
4.65%, 11/01/24 (Call 08/01/24)		90		89,172
4.65%, 07/15/32 (Call 04/15/32)		105		102,955
Lam Research Corp.
1.90%, 06/15/30 (Call 03/15/30)		165		136,252
3.75%, 03/15/26 (Call 01/15/26)		257		249,156
3.80%, 03/15/25 (Call 12/15/24)		280		273,473
4.00%, 03/15/29 (Call 12/15/28)		285		273,187
Marvell Technology Inc.
1.65%, 04/15/26 (Call 03/15/26)		90		81,672
2.45%, 04/15/28 (Call 02/15/28)		175		153,730
2.95%, 04/15/31 (Call 01/15/31)		165		137,678
4.88%, 06/22/28 (Call 03/22/28)		145		140,850
Microchip Technology Inc., 4.25%, 09/01/25 (Call 10/02/23)		345		335,323
Micron Technology Inc.
2.70%, 04/15/32 (Call 01/15/32)		175		137,743
4.19%, 02/15/27 (Call 12/15/26)		258		245,686
4.66%, 02/15/30 (Call 11/15/29)		185		173,252
4.98%, 02/06/26 (Call 12/06/25)		168		165,519
5.33%, 02/06/29 (Call 11/06/28)		140		137,159
5.38%, 04/15/28 (Call 03/15/28)		150		147,485
5.88%, 02/09/33 (Call 11/09/32)		245		242,548
6.75%, 11/01/29 (Call 09/01/29)		295		306,768
NVIDIA Corp.
1.55%, 06/15/28 (Call 04/15/28)		395		343,014
2.00%, 06/15/31 (Call 03/15/31)		265		219,219
2.85%, 04/01/30 (Call 01/01/30)		479		429,577
3.20%, 09/16/26 (Call 06/16/26)		285		272,058
NXP BV/NXP Funding LLC
5.35%, 03/01/26 (Call 01/01/26)		95		94,391
5.55%, 12/01/28 (Call 09/01/28)		143		143,340
NXP BV/NXP Funding LLC/NXP USA Inc.
2.50%, 05/11/31 (Call 02/11/31)		295		238,434
2.65%, 02/15/32 (Call 11/15/31)		220		176,095
2.70%, 05/01/25 (Call 04/01/25)		160		152,352
3.15%, 05/01/27 (Call 03/01/27)		40		37,048
3.40%, 05/01/30 (Call 02/01/30)		200		175,752
3.88%, 06/18/26 (Call 04/18/26)		225		215,777
4.30%, 06/18/29 (Call 03/18/29)		180		168,629
4.40%, 06/01/27 (Call 05/01/27)		135		129,857
5.00%, 01/15/33 (Call 10/15/32)		155		147,033
Qorvo Inc.
1.75%, 12/15/24 (Call 09/11/23)^(d)		85		79,917
4.38%, 10/15/29 (Call 10/15/24)		185		167,499
QUALCOMM Inc.
1.30%, 05/20/28 (Call 02/20/28)		303		257,914
1.65%, 05/20/32 (Call 02/20/32)		405		313,903
2.15%, 05/20/30 (Call 02/20/30)		310		263,404
3.25%, 05/20/27 (Call 02/20/27)		413		389,955
3.45%, 05/20/25 (Call 02/20/25)		75		72,852
4.25%, 05/20/32 (Call 02/20/32)		120		115,120
5.40%, 05/20/33 (Call 02/20/33)		25		25,869
Skyworks Solutions Inc.
1.80%, 06/01/26 (Call 05/01/26)		145		129,994
3.00%, 06/01/31 (Call 03/01/31)		125		101,879
Texas Instruments Inc.
1.13%, 09/15/26 (Call 08/15/26)		120		107,621


Security	Par (000)		Value

Semiconductors (continued)
1.38%, 03/12/25 (Call 02/12/25)	$	410	$	386,839
1.75%, 05/04/30 (Call 02/04/30)		110		91,515
1.90%, 09/15/31 (Call 06/15/31)		205		166,964
2.25%, 09/04/29 (Call 06/04/29)		140		121,887
2.90%, 11/03/27 (Call 08/03/27)		236		219,487
3.65%, 08/16/32 (Call 05/16/32)		80		73,025
4.60%, 02/15/28 (Call 01/15/28)		120		119,393
4.70%, 11/18/24		100		99,351
4.90%, 03/14/33 (Call 12/14/32)		135		135,477
TSMC Arizona Corp.
1.75%, 10/25/26 (Call 09/25/26)		235		211,422
2.50%, 10/25/31 (Call 07/25/31)		290		240,903
3.88%, 04/22/27 (Call 03/22/27)		200		192,362
4.25%, 04/22/32 (Call 01/22/32)		235		222,867
Xilinx Inc., 2.38%, 06/01/30 (Call 03/01/30)		192		164,162


				22,949,468

Shipbuilding — 0.0%
Huntington Ingalls Industries Inc.
2.04%, 08/16/28 (Call 06/16/28)		30		25,445
3.48%, 12/01/27 (Call 09/01/27)		195		179,687
3.84%, 05/01/25 (Call 04/01/25)		170		164,526
4.20%, 05/01/30 (Call 02/01/30)		130		120,212


				489,870

Software — 0.8%
Activision Blizzard Inc.
1.35%, 09/15/30 (Call 06/15/30)		90		71,866
3.40%, 09/15/26 (Call 06/15/26)		221		211,163
3.40%, 06/15/27 (Call 03/15/27)		130		122,870
Adobe Inc.
1.90%, 02/01/25 (Call 01/01/25)		225		215,120
2.15%, 02/01/27 (Call 12/01/26)		360		330,498
2.30%, 02/01/30 (Call 11/01/29)		277		240,267
3.25%, 02/01/25 (Call 11/01/24)		305		296,942
Autodesk Inc.
2.40%, 12/15/31 (Call 09/15/31)		210		170,352
2.85%, 01/15/30 (Call 10/15/29)		123		107,182
3.50%, 06/15/27 (Call 03/15/27)		225		212,564
4.38%, 06/15/25 (Call 03/15/25)		200		196,134
Broadridge Financial Solutions Inc.
2.60%, 05/01/31 (Call 02/01/31)		230		187,678
2.90%, 12/01/29 (Call 09/01/29)		222		191,368
3.40%, 06/27/26 (Call 03/27/26)		222		210,065
Cadence Design Systems Inc., 4.38%, 10/15/24 (Call 07/15/24)		15		14,798
Concentrix Corp.
6.60%, 08/02/28 (Call 07/02/28)		110		107,713
6.65%, 08/02/26 (Call 07/02/26)		110		109,977
6.85%, 08/02/33 (Call 05/02/33)		107		102,441
Electronic Arts Inc.
1.85%, 02/15/31 (Call 11/15/30)		160		127,949
4.80%, 03/01/26 (Call 12/01/25)^(a)		124		122,625
Fidelity National Information Services Inc.
1.15%, 03/01/26 (Call 02/01/26)		325		292,526
1.65%, 03/01/28 (Call 01/01/28)		145		124,351
2.25%, 03/01/31 (Call 12/01/30)		400		322,384
3.75%, 05/21/29 (Call 02/21/29)		80		74,077
4.50%, 07/15/25		185		181,357
4.70%, 07/15/27 (Call 06/15/27)		170		166,858
5.10%, 07/15/32 (Call 04/15/32)^(a)		30		29,395


Security	Par (000)		Value

Software (continued)
Fiserv Inc.
2.25%, 06/01/27 (Call 04/01/27)	$	231	$	207,145
2.65%, 06/01/30 (Call 03/01/30)		282		237,314
3.20%, 07/01/26 (Call 05/01/26)		485		457,505
3.50%, 07/01/29 (Call 04/01/29)		484		441,921
3.85%, 06/01/25 (Call 03/01/25)		353		342,572
4.20%, 10/01/28 (Call 07/01/28)		230		219,468
5.38%, 08/21/28 (Call 07/21/28)		125		125,349
5.45%, 03/02/28 (Call 02/02/28)		245		246,379
5.60%, 03/02/33 (Call 12/02/32)		210		210,918
5.63%, 08/21/33 (Call 05/21/33)		125		125,908
Intuit Inc.
0.95%, 07/15/25 (Call 06/15/25)		260		240,188
1.35%, 07/15/27 (Call 05/15/27)		230		201,738
1.65%, 07/15/30 (Call 04/15/30)		150		120,636
Microsoft Corp.
2.40%, 08/08/26 (Call 05/08/26)		984		922,480
2.70%, 02/12/25 (Call 11/12/24)		699		675,968
3.13%, 11/03/25 (Call 08/03/25)		726		700,634
3.30%, 02/06/27 (Call 11/06/26)		908		872,406
Oracle Corp.
1.65%, 03/25/26 (Call 02/25/26)		485		441,903
2.30%, 03/25/28 (Call 01/25/28)		425		373,983
2.50%, 04/01/25 (Call 03/01/25)		873		831,402
2.65%, 07/15/26 (Call 04/15/26)		695		645,363
2.80%, 04/01/27 (Call 02/01/27)		566		519,786
2.88%, 03/25/31 (Call 12/25/30)		660		557,555
2.95%, 11/15/24 (Call 09/15/24)		432		418,444
2.95%, 05/15/25 (Call 02/15/25)		618		591,655
2.95%, 04/01/30 (Call 01/01/30)		570		493,432
3.25%, 11/15/27 (Call 08/15/27)		548		507,717
3.25%, 05/15/30 (Call 02/15/30)		140		123,308
4.50%, 05/06/28 (Call 04/06/28)		140		135,677
4.65%, 05/06/30 (Call 03/06/30)		100		95,944
4.90%, 02/06/33 (Call 11/06/32)		425		405,845
5.80%, 11/10/25		185		186,765
6.15%, 11/09/29 (Call 09/09/29)		270		280,811
6.25%, 11/09/32 (Call 08/09/32)		635		664,470
Roper Technologies Inc.
1.00%, 09/15/25 (Call 08/15/25)		130		119,040
1.40%, 09/15/27 (Call 07/15/27)		130		112,589
1.75%, 02/15/31 (Call 11/15/30)		265		207,834
2.00%, 06/30/30 (Call 03/30/30)		165		134,368
2.35%, 09/15/24 (Call 08/15/24)		195		188,354
2.95%, 09/15/29 (Call 06/15/29)		156		137,824
3.80%, 12/15/26 (Call 09/15/26)		205		195,636
3.85%, 12/15/25 (Call 09/15/25)		10		9,655
4.20%, 09/15/28 (Call 06/15/28)		240		228,641
salesforce.com Inc.
1.50%, 07/15/28 (Call 05/15/28)		225		193,522
1.95%, 07/15/31 (Call 04/15/31)		265		215,540
3.70%, 04/11/28 (Call 01/11/28)		502		480,680
ServiceNow Inc., 1.40%, 09/01/30 (Call 06/01/30)		373		293,364
Take-Two Interactive Software Inc.
3.55%, 04/14/25		190		183,675
3.70%, 04/14/27 (Call 03/14/27)		160		151,606
4.00%, 04/14/32 (Call 01/14/32)		125		112,239
4.95%, 03/28/28 (Call 02/28/28)		170		167,436
5.00%, 03/28/26		190		187,739


Security	Par (000)		Value

Software (continued)
VMware Inc.
1.40%, 08/15/26 (Call 07/15/26)	$	70	$	62,055
1.80%, 08/15/28 (Call 06/15/28)		155		129,902
2.20%, 08/15/31 (Call 05/15/31)		340		264,588
3.90%, 08/21/27 (Call 05/21/27)		379		356,696
4.50%, 05/15/25 (Call 04/15/25)		231		226,163
4.65%, 05/15/27 (Call 03/15/27)		158		153,522
4.70%, 05/15/30 (Call 02/15/30)		180		169,524
Workday Inc.
3.50%, 04/01/27 (Call 03/01/27)		125		118,060
3.70%, 04/01/29 (Call 02/01/29)		85		78,516
3.80%, 04/01/32 (Call 01/01/32)		255		226,167


				23,268,044

Telecommunications — 1.1%
America Movil SAB de CV
2.88%, 05/07/30 (Call 02/07/30)		245		211,352
3.63%, 04/22/29 (Call 01/22/29)		65		59,507
4.70%, 07/21/32 (Call 04/21/32)		270		257,102
AT&T Inc.
1.65%, 02/01/28 (Call 12/01/27)		500		427,380
1.70%, 03/25/26 (Call 09/11/23)		695		633,548
2.25%, 02/01/32 (Call 11/01/31)		580		452,354
2.30%, 06/01/27 (Call 04/01/27)		600		537,156
2.75%, 06/01/31 (Call 03/01/31)		629		518,837
2.95%, 07/15/26 (Call 04/15/26)		260		242,601
3.80%, 02/15/27 (Call 11/15/26)		192		182,636
3.88%, 01/15/26 (Call 10/15/25)		110		105,978
4.10%, 02/15/28 (Call 11/15/27)		415		393,731
4.25%, 03/01/27 (Call 12/01/26)		346		333,298
4.30%, 02/15/30 (Call 11/15/29)		778		725,096
4.35%, 03/01/29 (Call 12/01/28)		691		653,624
Bell Telephone Co. of Canada or Bell Canada (The)
5.10%, 05/11/33 (Call 02/11/33)		265		255,598
Series US-5, 2.15%, 02/15/32 (Call 11/15/31)^(a)		65		51,134
British Telecommunications PLC
5.13%, 12/04/28 (Call 09/04/28)		235		230,016
9.13%, 12/15/30		555		675,823
Cisco Systems Inc.
2.50%, 09/20/26 (Call 06/20/26)		375		350,996
2.95%, 02/28/26		216		207,209
3.50%, 06/15/25		231		224,721
Deutsche Telekom International Finance BV
8.75%, 06/15/30		807		949,097
9.25%, 06/01/32		60		75,454
Juniper Networks Inc.
1.20%, 12/10/25 (Call 11/10/25)		130		117,580
2.00%, 12/10/30 (Call 09/10/30)		100		77,250
3.75%, 08/15/29 (Call 05/15/29)		125		113,616
Koninklijke KPN NV, 8.38%, 10/01/30		125		142,184
Motorola Solutions Inc.
2.30%, 11/15/30 (Call 08/15/30)		225		179,005
2.75%, 05/24/31 (Call 02/24/31)		225		182,299
4.00%, 09/01/24		10		9,782
4.60%, 02/23/28 (Call 11/23/27)		195		189,017
4.60%, 05/23/29 (Call 02/23/29)		208		200,362
5.60%, 06/01/32 (Call 03/01/32)		145		142,815
Nokia OYJ, 4.38%, 06/12/27		30		28,293
Orange SA, 9.00%, 03/01/31		465		563,771
Rogers Communications Inc.
2.90%, 11/15/26 (Call 08/15/26)		260		239,395


Security	Par (000)		Value

Telecommunications (continued)
2.95%, 03/15/25	$	420	$	400,310
3.20%, 03/15/27 (Call 02/15/27)		195		180,125
3.63%, 12/15/25 (Call 09/15/25)		195		185,560
3.80%, 03/15/32 (Call 12/15/31)		385		329,083
Sprint Capital Corp.
6.88%, 11/15/28		535		565,260
8.75%, 03/15/32		395		470,654
Sprint LLC
7.63%, 02/15/25 (Call 11/15/24)		30		30,598
7.63%, 03/01/26 (Call 11/01/25)		25		25,923
Telefonica Emisiones SA, 4.10%, 03/08/27		415		395,022
Telefonica Europe BV, 8.25%, 09/15/30		305		347,764
TELUS Corp.
2.80%, 02/16/27 (Call 11/16/26)		220		203,834
3.40%, 05/13/32 (Call 02/13/32)		235		197,619
3.70%, 09/15/27 (Call 06/15/27)		155		145,779
T-Mobile USA Inc.
1.50%, 02/15/26 (Call 01/15/26)		150		136,564
2.05%, 02/15/28 (Call 12/15/27)		445		388,498
2.25%, 02/15/26 (Call 09/11/23)		435		402,549
2.25%, 11/15/31 (Call 08/15/31)		225		178,461
2.40%, 03/15/29 (Call 01/15/29)		15		12,901
2.55%, 02/15/31 (Call 11/15/30)		580		477,752
2.63%, 04/15/26 (Call 09/11/23)		345		320,584
2.63%, 02/15/29 (Call 02/15/24)		277		239,976
2.70%, 03/15/32 (Call 12/15/31)		140		113,784
2.88%, 02/15/31 (Call 02/15/26)		270		227,224
3.38%, 04/15/29 (Call 04/15/24)		545		488,794
3.50%, 04/15/25 (Call 03/15/25)		753		727,978
3.50%, 04/15/31 (Call 04/15/26)		635		554,450
3.75%, 04/15/27 (Call 02/15/27)		927		877,869
3.88%, 04/15/30 (Call 01/15/30)		1,503		1,368,857
4.75%, 02/01/28 (Call 09/11/23)		380		369,368
4.80%, 07/15/28 (Call 06/15/28)		180		176,017
4.95%, 03/15/28 (Call 02/15/28)		250		246,347
5.05%, 07/15/33 (Call 04/15/33)		460		443,900
5.20%, 01/15/33 (Call 10/15/32)		345		338,100
5.38%, 04/15/27 (Call 09/11/23)		350		349,216
Verizon Communications Inc.
0.85%, 11/20/25 (Call 10/20/25)		410		371,780
1.45%, 03/20/26 (Call 02/20/26)		515		467,064
1.50%, 09/18/30 (Call 06/18/30)		310		241,943
1.68%, 10/30/30 (Call 07/30/30)		205		160,374
1.75%, 01/20/31 (Call 10/20/30)		462		359,325
2.10%, 03/22/28 (Call 01/22/28)		707		617,861
2.36%, 03/15/32 (Call 12/15/31)		1,020		806,667
2.55%, 03/21/31 (Call 12/21/30)		790		650,123
2.63%, 08/15/26		536		499,177
3.00%, 03/22/27 (Call 01/22/27)		177		164,536
3.15%, 03/22/30 (Call 12/22/29)		533		467,100
3.38%, 02/15/25		635		615,880
3.50%, 11/01/24 (Call 08/01/24)		296		289,180
3.88%, 02/08/29 (Call 11/08/28)		145		135,350
4.02%, 12/03/29 (Call 09/03/29)		881		818,176
4.13%, 03/16/27		778		749,261
4.33%, 09/21/28		950		909,596
4.50%, 08/10/33		15		13,859
5.05%, 05/09/33 (Call 02/09/33)		330		320,047
7.75%, 12/01/30		65		74,296


Security	Par (000)		Value

Telecommunications (continued)
Vodafone Group PLC
4.13%, 05/30/25	$	614	$	599,989
4.38%, 05/30/28		140		137,376
7.88%, 02/15/30		45		50,687


				32,375,984

Toys, Games & Hobbies — 0.0%
Hasbro Inc.
3.00%, 11/19/24 (Call 10/19/24)		205		198,196
3.50%, 09/15/27 (Call 06/15/27)		70		65,365
3.55%, 11/19/26 (Call 09/19/26)		165		155,064
3.90%, 11/19/29 (Call 08/19/29)		265		240,676


				659,301

Transportation — 0.5%
Burlington Northern Santa Fe LLC
3.00%, 04/01/25 (Call 01/01/25)		347		335,084
3.25%, 06/15/27 (Call 03/15/27)		211		200,115
3.40%, 09/01/24 (Call 06/01/24)		189		185,048
3.65%, 09/01/25 (Call 06/01/25)		85		82,621
7.00%, 12/15/25		80		83,081
Canadian National Railway Co.
2.75%, 03/01/26 (Call 12/01/25)		305		288,280
2.95%, 11/21/24 (Call 08/21/24)		205		198,725
3.85%, 08/05/32 (Call 05/05/32)		205		188,987
6.90%, 07/15/28		55		59,501
Canadian Pacific Railway Co.
1.35%, 12/02/24 (Call 10/03/23)		375		355,372
1.75%, 12/02/26 (Call 11/02/26)		235		211,032
2.05%, 03/05/30 (Call 12/05/29)		260		215,714
2.45%, 12/02/31 (Call 09/02/31)		270		239,482
2.88%, 11/15/29		80		70,374
2.90%, 02/01/25 (Call 11/01/24)		280		269,587
4.00%, 06/01/28 (Call 03/01/28)		172		164,638
7.13%, 10/15/31		90		100,205
CH Robinson Worldwide Inc., 4.20%, 04/15/28 (Call 01/15/28)		210		199,821
CSX Corp.
2.40%, 02/15/30 (Call 11/15/29)		145		123,885
2.60%, 11/01/26 (Call 08/01/26)		100		92,638
3.25%, 06/01/27 (Call 03/01/27)		245		230,472
3.35%, 11/01/25 (Call 08/01/25)		225		216,293
3.80%, 03/01/28 (Call 12/01/27)		260		247,468
4.10%, 11/15/32 (Call 08/15/32)		225		211,223
4.25%, 03/15/29 (Call 12/15/28)		200		192,874
FedEx Corp.
2.40%, 05/15/31 (Call 02/15/31)		275		227,048
3.10%, 08/05/29 (Call 05/05/29)		260		232,869
3.25%, 04/01/26 (Call 01/01/26)		230		219,648
3.40%, 02/15/28 (Call 11/15/27)		173		161,234
4.20%, 10/17/28 (Call 07/17/28)		120		115,658
4.25%, 05/15/30 (Call 02/15/30)		80		75,830
GXO Logistics Inc.
1.65%, 07/15/26 (Call 06/15/26)		150		132,791
2.65%, 07/15/31 (Call 04/15/31)		110		86,090
JB Hunt Transport Services Inc., 3.88%, 03/01/26 (Call 01/01/26)		210		203,284
Kirby Corp., 4.20%, 03/01/28 (Call 12/01/27)		126		118,322
Norfolk Southern Corp.
2.30%, 05/15/31 (Call 02/15/31)		130		107,175
2.55%, 11/01/29 (Call 08/01/29)		119		102,614


Security	Par (000)		Value

Transportation (continued)
2.90%, 06/15/26 (Call 03/15/26)	$	149	$	140,419
3.00%, 03/15/32 (Call 12/15/31)		115		97,854
3.15%, 06/01/27 (Call 03/01/27)		120		112,043
3.65%, 08/01/25 (Call 06/01/25)		169		163,447
3.80%, 08/01/28 (Call 05/01/28)		185		175,014
4.45%, 03/01/33 (Call 12/01/32)		90		85,308
5.05%, 08/01/30 (Call 06/01/30)		175		173,215
7.80%, 05/15/27		10		10,913
Ryder System Inc.
1.75%, 09/01/26 (Call 08/01/26)		70		63,032
2.50%, 09/01/24 (Call 08/01/24)		221		213,614
2.85%, 03/01/27 (Call 02/01/27)		40		36,774
2.90%, 12/01/26 (Call 10/01/26)		212		194,942
3.35%, 09/01/25 (Call 08/01/25)		142		135,823
4.30%, 06/15/27 (Call 05/15/27)		115		110,737
4.63%, 06/01/25 (Call 05/01/25)		164		160,772
5.25%, 06/01/28 (Call 05/01/28)		95		93,759
5.65%, 03/01/28 (Call 02/01/28)		115		115,220
Union Pacific Corp.
2.15%, 02/05/27 (Call 12/05/26)		200		182,632
2.38%, 05/20/31 (Call 02/20/31)		355		297,912
2.40%, 02/05/30 (Call 11/05/29)		272		233,849
2.75%, 03/01/26 (Call 12/01/25)		260		245,762
2.80%, 02/14/32 (Call 12/15/31)		167		142,591
3.00%, 04/15/27 (Call 01/15/27)		210		196,400
3.25%, 01/15/25 (Call 10/15/24)		190		184,705
3.25%, 08/15/25 (Call 05/15/25)		140		134,852
3.70%, 03/01/29 (Call 12/01/28)		211		199,880
3.75%, 07/15/25 (Call 05/15/25)		127		123,411
3.95%, 09/10/28 (Call 06/10/28)		399		384,085
4.50%, 01/20/33 (Call 10/20/32)		160		154,997
4.75%, 02/21/26 (Call 01/21/26)		320		318,234
6.63%, 02/01/29		65		70,442
United Parcel Service Inc.
2.20%, 09/01/24 (Call 08/01/24)		177		171,446
2.40%, 11/15/26 (Call 08/15/26)		236		219,617
2.50%, 09/01/29 (Call 06/01/29)		112		99,256
2.80%, 11/15/24 (Call 09/15/24)		30		29,111
3.05%, 11/15/27 (Call 08/15/27)		310		290,430
3.40%, 03/15/29 (Call 12/15/28)		209		195,572
3.90%, 04/01/25 (Call 03/01/25)		509		498,937
4.45%, 04/01/30 (Call 01/01/30)		193		190,051
4.88%, 03/03/33 (Call 12/03/32)		175		174,606
Walmart Inc.
1.05%, 09/17/26 (Call 08/17/26)		355		318,041
1.50%, 09/22/28 (Call 07/22/28)		337		291,053
1.80%, 09/22/31 (Call 06/22/31)		510		417,277
3.95%, 09/09/27 (Call 08/09/27)		260		253,877


				14,646,995

Trucking & Leasing — 0.0%
GATX Corp.
1.90%, 06/01/31 (Call 03/01/31)		70		53,222
3.25%, 03/30/25 (Call 12/30/24)		15		14,387
3.25%, 09/15/26 (Call 06/15/26)		47		43,647
3.50%, 03/15/28 (Call 12/15/27)		137		125,400
3.50%, 06/01/32 (Call 03/01/32)		100		84,048
3.85%, 03/30/27 (Call 12/30/26)		97		90,923
4.00%, 06/30/30 (Call 03/30/30)		50		45,423
4.55%, 11/07/28 (Call 08/07/28)		170		161,437
4.70%, 04/01/29 (Call 01/01/29)		143		135,903


Security	Par (000)		Value

Trucking & Leasing (continued)
5.45%, 09/15/33 (Call 06/15/33)	$	95	$	92,931

				847,321

Venture Capital — 0.0%
Hercules Capital Inc.
2.63%, 09/16/26 (Call 08/16/26)		65		56,773
3.38%, 01/20/27 (Call 12/20/26)		65		57,496

				114,269

Water — 0.0%
American Water Capital Corp.
2.30%, 06/01/31 (Call 03/01/31)		130		106,666
2.80%, 05/01/30 (Call 02/01/30)		172		149,103
2.95%, 09/01/27 (Call 06/01/27)		164		151,233
3.40%, 03/01/25 (Call 12/01/24)		217		210,180
3.45%, 06/01/29 (Call 03/01/29)		132		121,035
3.75%, 09/01/28 (Call 06/01/28)		177		167,815
4.45%, 06/01/32 (Call 03/01/32)^(a)		125		118,770
Essential Utilities Inc.
2.40%, 05/01/31 (Call 02/01/31)		115		91,906
2.70%, 04/15/30 (Call 01/15/30)		96		80,715
3.57%, 05/01/29 (Call 02/01/29)		117		107,164
United Utilities PLC, 6.88%, 08/15/28		50		52,054


				1,356,641


Total Corporate Bonds & Notes — 32.8% (Cost: $1,043,450,661)				980,213,967


Foreign Government Obligations^(e)

Canada — 0.4%
Canada Government International Bond
0.75%, 05/19/26		425		383,324
1.63%, 01/22/25		1,080		1,029,704
Export Development Canada, 3.00%, 05/25/27		520		493,366
Hydro-Quebec, Series HH, 8.50%, 12/01/29		100		118,181
Province of Alberta Canada
1.00%, 05/20/25		1,030		959,187
1.30%, 07/22/30		215		173,600
1.88%, 11/13/24		280		268,489
3.30%, 03/15/28		465		440,597
Province of British Columbia Canada
0.90%, 07/20/26		715		642,385
1.30%, 01/29/31^(a)		130		104,424
2.25%, 06/02/26		460		430,431
Series 10, 1.75%, 09/27/24		220		211,497
Province of Manitoba Canada, 2.13%, 06/22/26		290		269,726
Province of New Brunswick Canada, 3.63%, 02/24/28		210		200,899
Province of Ontario Canada
0.63%, 01/21/26		342		309,527
1.05%, 04/14/26		60		54,503
1.05%, 05/21/27		240		210,665
1.13%, 10/07/30		1,035		821,862
1.60%, 02/25/31		150		122,488
1.80%, 10/14/31		105		85,987
2.00%, 10/02/29^(a)		85		73,987
2.30%, 06/15/26		15		14,035
2.50%, 04/27/26		690		650,622
3.10%, 05/19/27		20		18,954
Province of Quebec Canada
0.60%, 07/23/25		960		884,410
1.35%, 05/28/30		125		102,276


Security	Par (000)		Value

Canada (continued)
1.90%, 04/21/31	$	65	$	54,213
2.50%, 04/20/26		525		495,469
2.75%, 04/12/27^(a)		350		327,876
3.63%, 04/13/28		65		62,521
Series PD, 7.50%, 09/15/29		352		405,824
Series QX, 1.50%, 02/11/25		899		852,099


				11,273,128

Chile — 0.1%
Chile Government International Bond
2.45%, 01/31/31 (Call 10/31/30)^(a)		275		233,756
2.55%, 01/27/32 (Call 10/27/31)^(a)		430		361,019
2.55%, 07/27/33 (Call 04/27/33)		10		8,046
2.75%, 01/31/27 (Call 12/31/26)		450		417,928
3.13%, 01/21/26		185		176,864
3.24%, 02/06/28 (Call 11/06/27)		535		499,738


				1,697,351

Indonesia — 0.1%
Indonesia Government International Bond
1.85%, 03/12/31		15		12,004
2.15%, 07/28/31 (Call 04/28/31)		300		242,577
2.85%, 02/14/30		315		276,869
3.50%, 01/11/28		30		28,023
3.55%, 03/31/32 (Call 12/31/31)		345		306,667
3.85%, 10/15/30		315		291,438
4.10%, 04/24/28		320		306,541
4.15%, 09/20/27 (Call 06/20/27)		425		410,308
4.55%, 01/11/28 (Call 12/11/27)		200		195,824
4.65%, 09/20/32 (Call 06/20/32)		500		482,715
4.75%, 02/11/29		345		338,666
4.85%, 01/11/33 (Call 10/11/32)		200		196,128


				3,087,760

Israel — 0.0%
Israel Government International Bond
2.75%, 07/03/30		340		296,840
2.88%, 03/16/26		220		206,972
3.25%, 01/17/28		20		18,632
4.50%, 01/17/33		210		201,896
State of Israel, 2.50%, 01/15/30		275		237,196


				961,536

Italy — 0.0%
Republic of Italy Government International Bond
1.25%, 02/17/26		660		595,505
2.38%, 10/17/24		425		408,948
2.88%, 10/17/29		350		305,543


				1,309,996

Japan — 0.2%
Japan Bank for International Cooperation
0.63%, 07/15/25		535		491,724
1.25%, 01/21/31		345		271,422
1.88%, 07/21/26		265		243,061
1.88%, 04/15/31		590		483,582
2.00%, 10/17/29		50		42,863
2.13%, 02/10/25		260		248,123
2.13%, 02/16/29		410		358,664
2.25%, 11/04/26		420		386,782
2.38%, 04/20/26		280		261,929
2.50%, 05/28/25		290		276,373
2.75%, 01/21/26^(a)		480		455,534
2.75%, 11/16/27		430		397,509


Security	Par (000)		Value

Japan (continued)
2.88%, 06/01/27	$	350	$	326,676
2.88%, 07/21/27		315		293,794
3.25%, 07/20/28		345		323,006
3.50%, 10/31/28		20		18,872
Japan International Cooperation Agency
1.00%, 07/22/30^(a)		200		155,956
2.75%, 04/27/27		150		139,194
3.25%, 05/25/27		200		188,650


				5,363,714

Mexico — 0.2%
Mexico Government International Bond
2.66%, 05/24/31 (Call 02/24/31)		575		476,227
3.25%, 04/16/30 (Call 01/16/30)		545		482,554
3.75%, 01/11/28		445		421,758
3.90%, 04/27/25 (Call 03/27/25)		270		265,299
4.13%, 01/21/26		300		295,452
4.15%, 03/28/27		662		648,601
4.50%, 04/22/29		625		603,344
4.75%, 04/27/32 (Call 01/27/32)^(a)		500		474,060
4.88%, 05/19/33 (Call 02/19/33)		600		568,542
5.40%, 02/09/28 (Call 01/09/28)		215		217,182
6.35%, 02/09/35 (Call 11/09/34)		255		264,545
7.50%, 04/08/33		115		129,462
8.30%, 08/15/31		142		167,605


				5,014,631

Panama — 0.1%
Panama Government International Bond
2.25%, 09/29/32 (Call 06/29/32)		480		364,469
3.16%, 01/23/30 (Call 10/23/29)		355		308,903
3.30%, 01/19/33 (Call 10/19/32)		270		222,342
3.75%, 03/16/25 (Call 12/16/24)		480		465,178
3.88%, 03/17/28 (Call 12/17/27)		385		362,050
4.00%, 09/22/24 (Call 06/22/24)		200		196,034
7.13%, 01/29/26		270		278,978
8.88%, 09/30/27		305		342,454
9.38%, 04/01/29		90		106,529


				2,646,937

Peru — 0.1%
Peruvian Government International Bond
1.86%, 12/01/32 (Call 09/01/32)		210		158,649
2.39%, 01/23/26 (Call 12/23/25)		173		162,052
2.78%, 01/23/31 (Call 10/23/30)		725		615,351
2.84%, 06/20/30		84		72,701
4.13%, 08/25/27^(a)		298		288,604
7.35%, 07/21/25^(a)		287		297,473


				1,594,830

Philippines — 0.2%
Philippine Government International Bond
1.65%, 06/10/31		400		314,808
1.95%, 01/06/32		260		206,908
2.46%, 05/05/30		290		247,231
3.00%, 02/01/28		660		608,388
3.23%, 03/29/27		20		18,831
3.75%, 01/14/29		325		306,238
4.63%, 07/17/28		265		261,529
5.00%, 07/17/33		40		40,000
5.50%, 03/30/26		402		407,089
5.61%, 04/13/33		325		339,294
6.38%, 01/15/32		200		217,830


Security	Par (000)		Value

Philippines (continued)
7.50%, 09/25/24^(a)	$	20	$	20,203
7.75%, 01/14/31		100		116,413
9.50%, 02/02/30		507		627,372
10.63%, 03/16/25		610		658,940


				4,391,074

Poland — 0.0%
Republic of Poland Government International Bond
3.25%, 04/06/26		587		561,871
5.75%, 11/16/32		330		343,226


				905,097

South Korea — 0.1%
Export-Import Bank of Korea
1.25%, 01/18/25		200		189,118
1.25%, 09/21/30		200		156,642
1.38%, 02/09/31		625		487,731
1.63%, 01/18/27		200		179,428
1.88%, 02/12/25		220		209,396
2.13%, 01/18/32		20		16,170
2.63%, 05/26/26		275		256,121
2.88%, 01/21/25		200		193,352
3.25%, 11/10/25		380		363,440
3.25%, 08/12/26		295		278,238
4.25%, 09/15/27		215		209,447
4.50%, 09/15/32		200		193,508
5.00%, 01/11/28		50		50,085
5.13%, 01/11/33		60		60,662
Korea Development Bank (The)
4.25%, 09/08/32		200		189,416
4.38%, 02/15/33		320		305,427
Korea International Bond
2.50%, 06/19/29		200		179,558
2.75%, 01/19/27		250		235,325
3.50%, 09/20/28		275		261,643
5.63%, 11/03/25		150		150,632


				4,165,339

Supranational — 1.6%
African Development Bank
0.88%, 03/23/26		342		310,423
0.88%, 07/22/26		365		327,796
3.38%, 07/07/25		100		97,229
4.38%, 11/03/27		500		498,635
Asian Development Bank
0.38%, 09/03/25		105		96,051
0.50%, 02/04/26		1,000		903,800
0.63%, 10/08/24		350		332,717
0.63%, 04/29/25		905		841,750
0.75%, 10/08/30		70		54,819
1.00%, 04/14/26		470		427,780
1.25%, 06/09/28		265		229,381
1.50%, 10/18/24		620		594,419
1.50%, 01/20/27		805		729,000
1.50%, 03/04/31		700		575,344
1.75%, 09/19/29		568		491,417
1.88%, 03/15/29		155		136,104
1.88%, 01/24/30		532		458,850
2.00%, 01/22/25		490		469,111
2.00%, 04/24/26		210		196,079
2.13%, 03/19/25^(a)		26		24,847
2.38%, 08/10/27		35		32,451


Security	Par (000)		Value

Supranational (continued)
2.50%, 11/02/27	$	184	$	170,789
2.63%, 01/12/27		345		324,510
2.75%, 01/19/28		430		401,629
2.88%, 05/06/25		105		101,309
3.13%, 08/20/27^(a)		1,015		966,960
3.13%, 09/26/28		210		198,097
3.13%, 04/27/32		172		157,846
3.88%, 09/28/32		110		106,723
4.13%, 09/27/24		20		19,744
5.82%, 06/16/28		250		263,870
Asian Infrastructure Investment Bank (The)
0.50%, 10/30/24		665		628,172
0.50%, 05/28/25		425		392,216
0.50%, 01/27/26		325		292,796
3.38%, 06/29/25		195		188,889
Council of Europe Development Bank
1.38%, 02/27/25		160		151,384
3.00%, 06/16/25		147		141,732
European Bank for Reconstruction & Development
0.50%, 05/19/25		642		594,280
0.50%, 11/25/25		10		9,095
0.50%, 01/28/26		80		72,343
1.50%, 02/13/25		207		196,447
4.38%, 03/09/28		510		509,199
European Investment Bank
0.38%, 12/15/25		190		172,081
0.38%, 03/26/26		1,035		928,923
0.63%, 07/25/25		515		475,360
0.63%, 10/21/27		185		158,945
0.75%, 10/26/26		505		449,167
0.75%, 09/23/30		155		122,289
0.88%, 05/17/30		410		329,497
1.25%, 02/14/31		2,225		1,805,699
1.38%, 03/15/27		100		89,862
1.63%, 03/14/25		695		659,604
1.63%, 10/09/29		155		133,376
1.63%, 05/13/31		40		33,228
1.75%, 03/15/29		620		542,326
1.88%, 02/10/25		687		655,961
2.13%, 04/13/26		560		525,207
2.38%, 05/24/27		564		523,747
2.50%, 10/15/24		120		116,317
2.75%, 08/15/25		20		19,206
3.75%, 02/14/33		1,155		1,112,415
Inter-American Development Bank
0.50%, 09/23/24		195		185,219
0.63%, 07/15/25		900		831,042
0.63%, 09/16/27		195		167,883
0.88%, 04/03/25		485		454,038
0.88%, 04/20/26		875		793,039
1.13%, 07/20/28		995		853,272
1.13%, 01/13/31		995		796,935
1.50%, 01/13/27		620		561,156
1.75%, 03/14/25		725		689,142
2.00%, 06/02/26		450		418,995
2.00%, 07/23/26		329		305,641
2.13%, 01/15/25		780		748,324
2.25%, 06/18/29		523		467,159
2.38%, 07/07/27^(a)		506		469,679
3.13%, 09/18/28^(a)		630		594,285


Security	Par (000)		Value

Supranational (continued)
3.50%, 09/14/29	$	675	$	646,029
International Bank for Reconstruction & Development
0.38%, 07/28/25		395		362,590
0.50%, 10/28/25		375		342,135
0.63%, 04/22/25		1,765		1,642,209
0.75%, 03/11/25		145		135,798
0.75%, 11/24/27		1,175		1,010,406
0.75%, 08/26/30		995		782,219
0.88%, 07/15/26		45		40,520
0.88%, 05/14/30		1,385		1,107,280
1.13%, 09/13/28		885		756,286
1.25%, 02/10/31		1,168		943,335
1.38%, 04/20/28		965		843,931
1.63%, 01/15/25		923		879,757
1.63%, 11/03/31		1,145		943,045
1.75%, 10/23/29		999		862,237
1.88%, 10/27/26		460		423,803
2.13%, 03/03/25		631		603,735
2.50%, 11/25/24		845		816,819
2.50%, 07/29/25		777		743,014
2.50%, 11/22/27		750		695,153
2.50%, 03/29/32^(a)		160		140,402
3.13%, 11/20/25		20		19,284
3.13%, 06/15/27		145		138,120
3.63%, 09/21/29		390		375,843
International Finance Corp.
0.38%, 07/16/25		210		193,110
0.75%, 10/08/26		435		387,254
0.75%, 08/27/30		470		369,495
1.38%, 10/16/24		190		181,828
2.13%, 04/07/26		54		50,650
Nordic Investment Bank
0.38%, 09/11/25		520		475,285
2.63%, 04/04/25		127		122,187
3.38%, 09/08/27		57		54,778


				47,993,589

Sweden — 0.0%
Svensk Exportkredit AB
0.50%, 08/26/25		195		178,396
0.63%, 05/14/25		500		462,925
2.25%, 03/22/27		360		331,150
4.38%, 02/13/26		10		9,866
4.63%, 11/28/25		50		49,590


				1,031,927

Uruguay — 0.0%
Uruguay Government International Bond
4.38%, 10/27/27		405		403,440
4.38%, 01/23/31 (Call 10/23/30)		518		509,878


				913,318


Total Foreign Government Obligations — 3.1% (Cost: $99,670,932)				92,350,227


Municipal Debt Obligations

California — 0.1%
California Earthquake Authority, 5.60%, 07/01/27		200		199,791
Los Angeles Community College District/CA GO, 1.81%, 08/01/30		200		165,631


Security	Par (000)		Value

California (continued)
Regents of the University of California Medical Center Pooled Revenue RB, 4.13%, 05/15/32 (Call 02/15/32)	$	40	$	37,449
State of California GO
1.70%, 02/01/28		100		87,846
2.50%, 10/01/29		550		481,632
3.38%, 04/01/25		200		194,334
6.00%, 03/01/33		20		21,637
University of California RB
Series AX, 3.06%, 07/01/25 (Call 04/01/25)		250		240,816
Series BD, 3.35%, 07/01/29		190		175,556
Series BG, 0.88%, 05/15/25 (Call 04/15/25)		240		223,062
Series BG, 1.32%, 05/15/27 (Call 03/15/27)		195		172,582
Series BG, 1.61%, 05/15/30 (Call 02/15/30)		250		203,567


				2,203,903

Florida — 0.0%
State Board of Administration Finance Corp. RB
1.26%, 07/01/25^(a)		340		316,115
2.15%, 07/01/30		300		245,997


				562,112

Illinois — 0.1%
State of Illinois GO, 5.10%, 06/01/33		1,690		1,638,940


Louisiana — 0.0%
Louisiana Local Government Environmental Facilities & Community Development Auth, 5.08%, 06/01/31		205		204,010
Louisiana Local Government Environmental Facilities & Community Development Authority RB, 3.62%, 02/01/29		83		80,526


				284,536

Massachusetts — 0.0%
Commonwealth of Massachusetts GO, 4.91%, 05/01/29		250		250,166
Commonwealth of Massachusetts RB, 3.77%, 07/15/29		325		307,677


				557,843

New Jersey — 0.0%
New Jersey Economic Development Authority RB, Series A, 7.43%, 02/15/29 (NPFGC)		300		321,282
New Jersey Transportation Trust Fund Authority RB BAB, Series C, 5.75%, 12/15/28		100		101,034


				422,316

Oregon — 0.0%
Oregon School Boards Association RB
Series B, 5.55%, 06/30/28 (NPFGC)		200		201,618
Series B, 5.68%, 06/30/28 (NPFGC)		255		259,027


				460,645

Texas — 0.0%
Texas Transportation Commission State Highway Fund RB, First Class, 5.18%, 04/01/30		610		613,708


Total Municipal Debt Obligations — 0.2% (Cost: $7,170,202)				6,744,003


U.S. Government & Agency Obligations

U.S. Government Agency Obligations — 1.1%
Federal Farm Credit Banks Funding Corp., 0.25%, 02/26/24		115		112,088
Federal Home Loan Banks
0.38%, 09/04/25		75		68,594
0.50%, 04/14/25		730		678,681


Security	Par (000)		Value

U.S. Government Agency Obligations (continued)
1.00%, 03/23/26 (Call 09/23/23)	$	127	$	114,780
1.50%, 08/15/24		115		110,843
2.38%, 09/08/23		25		24,985
2.38%, 03/14/25		50		47,959
2.50%, 02/13/24		220		217,034
2.75%, 12/13/24		475		459,933
3.00%, 03/10/28		75		70,306
3.13%, 06/13/25		3,730		3,605,493
3.25%, 06/09/28		300		285,213
3.25%, 11/16/28		2,470		2,348,896
Federal Home Loan Mortgage Corp.
0.13%, 10/16/23		75		74,506
0.25%, 09/08/23		75		74,922
0.25%, 11/06/23		75		74,287
0.25%, 12/04/23		1,774		1,750,264
0.38%, 07/21/25		1,000		918,850
0.38%, 09/23/25		975		889,619
0.41%, 10/28/24 (Call 10/28/23)		150		141,689
1.50%, 02/12/25		4,938		4,691,248
6.25%, 07/15/32		500		570,370
6.75%, 09/15/29		50		56,292
6.75%, 03/15/31		1,075		1,237,647
Federal National Mortgage Association
0.38%, 08/25/25		21		19,227
0.50%, 06/17/25		2,287		2,112,845
0.63%, 04/22/25		270		251,648
0.75%, 10/08/27		1,807		1,562,892
0.88%, 12/18/26 (Call 09/18/23)		60		53,018
0.88%, 08/05/30		2,550		2,023,501
1.63%, 10/15/24		25		23,988
1.63%, 01/07/25		950		905,587
1.75%, 07/02/24		405		392,749
1.88%, 09/24/26		2,591		2,394,084
2.13%, 04/24/26		25		23,431
2.50%, 02/05/24		25		24,689
2.63%, 09/06/24		910		886,294
2.88%, 09/12/23		350		349,723
6.03%, 10/08/27		320		338,160
6.25%, 05/15/29		1,285		1,407,383
6.63%, 11/15/30		1,075		1,223,877
7.13%, 01/15/30		25		28,784
7.25%, 05/15/30		170		198,407


				32,844,786

U.S. Government Obligations — 61.7%
U.S. Treasury Note/Bond
0.25%, 05/31/25		6,800		6,265,297
0.25%, 06/30/25^(a)		4,000		3,675,781
0.25%, 07/31/25		8,600		7,875,719
0.25%, 08/31/25		11,350		10,360,422
0.25%, 09/30/25		10,250		9,337,910
0.25%, 10/31/25		9,950		9,031,957
0.38%, 08/15/24		8,050		7,675,172
0.38%, 04/30/25		4,000		3,706,250
0.38%, 11/30/25		10,100		9,166,539
0.38%, 12/31/25		11,030		9,992,491
0.38%, 01/31/26		12,700		11,460,758
0.50%, 03/31/25		2,500		2,328,223
0.50%, 02/28/26		13,100		11,827,867
0.50%, 04/30/27		2,000		1,737,344
0.50%, 05/31/27		7,900		6,842,758


Security	Par (000)		Value

U.S. Government Obligations (continued)
0.50%, 06/30/27	$	4,000	$	3,456,250
0.50%, 10/31/27		10,100		8,629,977
0.63%, 10/15/24		3,000		2,848,242
0.63%, 07/31/26		19,200		17,170,500
0.63%, 03/31/27		3,850		3,369,652
0.63%, 11/30/27		5,000		4,285,156
0.63%, 12/31/27		5,200		4,445,188
0.63%, 05/15/30		10,000		7,931,250
0.75%, 11/15/24		11,000		10,424,219
0.75%, 03/31/26		8,700		7,895,930
0.75%, 04/30/26		9,400		8,501,125
0.75%, 05/31/26		13,640		12,301,575
0.75%, 08/31/26		19,000		17,012,422
0.75%, 01/31/28		9,000		7,718,203
0.88%, 06/30/26		14,600		13,197,031
0.88%, 09/30/26		9,000		8,075,391
0.88%, 11/15/30		10,000		8,003,125
1.00%, 12/15/24		10,740		10,178,667
1.00%, 07/31/28		13,000		11,126,172
1.13%, 01/15/25		14,500		13,727,422
1.13%, 10/31/26		16,000		14,423,750
1.13%, 02/28/27		2,800		2,503,375
1.13%, 02/29/28		10,000		8,704,688
1.13%, 08/31/28		28,300		24,322,524
1.13%, 02/15/31		20,500		16,653,047
1.25%, 08/31/24		1,000		959,961
1.25%, 02/28/25		4,000		3,772,031
1.25%, 11/30/26		11,100		10,024,687
1.25%, 12/31/26		23,000		20,743,125
1.25%, 03/31/28		11,500		10,049,023
1.25%, 04/30/28		10,000		8,720,313
1.25%, 05/31/28		11,000		9,575,156
1.25%, 06/30/28		10,500		9,121,875
1.25%, 09/30/28		41,500		35,813,203
1.25%, 08/15/31		28,500		23,013,750
1.38%, 01/31/25		5,000		4,743,945
1.38%, 08/31/26		3,258		2,972,670
1.38%, 10/31/28		11,190		9,699,457
1.38%, 12/31/28		8,500		7,343,867
1.38%, 11/15/31		34,100		27,636,984
1.50%, 09/30/24		3,220		3,091,452
1.50%, 10/31/24		5,000		4,788,086
1.50%, 11/30/24		7,000		6,683,633
1.50%, 02/15/25		9,500		9,017,949
1.50%, 08/15/26		12,000		10,999,688
1.50%, 01/31/27		20,620		18,704,595
1.50%, 11/30/28		16,500		14,371,758
1.50%, 02/15/30		3,200		2,714,250
1.63%, 02/15/26		11,700		10,875,516
1.63%, 05/15/26		12,000		11,098,125
1.63%, 09/30/26		4,000		3,673,125
1.63%, 11/30/26		6,000		5,486,250
1.63%, 05/15/31		23,000		19,262,500
1.75%, 12/31/24		8,850		8,458,664
1.75%, 03/15/25		11,000		10,460,742
1.75%, 12/31/26		8,000		7,335,000
1.75%, 01/31/29		10,750		9,451,602
1.88%, 08/31/24		500		482,988
1.88%, 06/30/26		3,000		2,789,766
1.88%, 07/31/26		6,000		5,566,875


Security	Par (000)		Value

U.S. Government Obligations (continued)
1.88%, 02/28/27	$	10,000	$	9,174,219
1.88%, 02/28/29		10,000		8,842,969
1.88%, 02/15/32		24,710		20,767,983
2.00%, 02/15/25		10,000		9,563,281
2.00%, 08/15/25		12,700		12,021,344
2.00%, 11/15/26		12,400		11,481,625
2.13%, 09/30/24		3,000		2,899,219
2.13%, 11/30/24		3,000		2,887,148
2.13%, 05/15/25		14,800		14,108,562
2.25%, 10/31/24		7,000		6,760,469
2.25%, 11/15/24		11,000		10,611,133
2.25%, 12/31/24		6,000		5,772,891
2.25%, 11/15/25		10,000		9,472,656
2.25%, 03/31/26		6,000		5,656,875
2.25%, 02/15/27		8,900		8,274,914
2.25%, 08/15/27		8,000		7,385,625
2.25%, 11/15/27		12,710		11,687,242
2.38%, 08/15/24		1,200		1,166,156
2.38%, 05/15/27		11,000		10,237,734
2.38%, 03/31/29		11,000		9,973,906
2.38%, 05/15/29		11,000		9,963,594
2.50%, 01/31/25		3,720		3,585,295
2.50%, 03/31/27		11,000		10,306,484
2.63%, 03/31/25		5,000		4,814,844
2.63%, 04/15/25		13,300		12,801,250
2.63%, 05/31/27		10,041		9,425,298
2.63%, 02/15/29		12,922		11,896,316
2.63%, 07/31/29		9,500		8,699,922
2.75%, 05/15/25		8,972		8,644,250
2.75%, 06/30/25		15,000		14,428,711
2.75%, 08/31/25		6,250		5,998,779
2.75%, 04/30/27		13,400		12,648,344
2.75%, 07/31/27		7,360		6,928,750
2.75%, 02/15/28		8,990		8,421,102
2.75%, 05/31/29		16,000		14,776,250
2.75%, 08/15/32		18,390		16,507,898
2.88%, 04/30/25		12,350		11,927,881
2.88%, 05/31/25		5,900		5,691,887
2.88%, 06/15/25		11,500		11,092,559
2.88%, 07/31/25		2,000		1,926,172
2.88%, 11/30/25		5,500		5,280,430
2.88%, 05/15/28		9,000		8,459,297
2.88%, 08/15/28		25,150		23,580,090
2.88%, 04/30/29		9,000		8,375,625
2.88%, 05/15/32		18,120		16,466,550
3.00%, 07/31/24		1,500		1,467,715
3.00%, 07/15/25		8,400		8,111,906
3.00%, 09/30/25		9,200		8,867,937
3.00%, 10/31/25		5,600		5,393,938
3.13%, 08/15/25		9,000		8,705,742
3.13%, 08/31/29		13,000		12,233,203
3.25%, 08/31/24		2,000		1,958,594
3.25%, 06/30/29		9,200		8,723,469
3.38%, 05/15/33		25,250		23,790,234
3.50%, 09/15/25		8,500		8,278,203
3.50%, 01/31/28		5,000		4,835,938
3.50%, 04/30/28		5,000		4,834,375
3.50%, 01/31/30		9,500		9,111,836
3.50%, 04/30/30		20,500		19,654,375
3.50%, 02/15/33		27,000		25,713,281


Security	Par (000)		Value

U.S. Government Obligations (continued)
3.63%, 05/15/26	$	26,800	$	26,138,375
3.63%, 03/31/28		11,350		11,033,441
3.63%, 05/31/28		10,000		9,726,562
3.63%, 03/31/30		7,900		7,630,906
3.75%, 04/15/26		17,300		16,925,617
3.75%, 05/31/30		11,000		10,702,656
3.75%, 06/30/30		26,000		25,297,187
3.88%, 03/31/25		13,000		12,764,375
3.88%, 01/15/26		8,000		7,848,750
3.88%, 11/30/27		5,000		4,908,594
3.88%, 12/31/27		3,000		2,945,391
3.88%, 09/30/29		9,500		9,307,773
3.88%, 11/30/29		12,000		11,758,125
3.88%, 12/31/29		8,000		7,838,125
3.88%, 08/15/33		12,000		11,784,375
4.00%, 12/15/25		5,000		4,919,141
4.00%, 02/15/26		16,900		16,633,297
4.00%, 02/29/28		12,000		11,852,813
4.00%, 06/30/28		20,000		19,762,500
4.00%, 10/31/29		8,700		8,583,094
4.00%, 02/28/30		7,200		7,107,750
4.00%, 07/31/30		17,000		16,798,125
4.13%, 01/31/25		30,700		30,267,082
4.13%, 06/15/26		26,700		26,391,281
4.13%, 09/30/27		4,000		3,963,125
4.13%, 10/31/27		9,940		9,848,366
4.13%, 07/31/28^(a)		11,000		10,936,406
4.13%, 08/31/30		6,000		5,974,688
4.13%, 11/15/32		22,000		21,989,687
4.25%, 09/30/24^(a)		6,490		6,417,241
4.25%, 12/31/24		9,700		9,579,887
4.25%, 05/31/25		14,900		14,716,660
4.25%, 10/15/25		9,000		8,898,750
4.38%, 10/31/24		9,700		9,598,074
4.38%, 08/15/26		10,000		9,953,906
4.38%, 08/31/28		12,000		12,073,125
4.50%, 11/15/25		9,930		9,867,937
4.63%, 02/28/25		10,400		10,327,281
4.63%, 03/15/26		20,000		19,985,938
4.75%, 06/30/25		15,800		15,711,742
4.75%, 07/31/25		13,700		13,662,539
4.75%, 07/15/26		25,300		25,256,516
5.25%, 11/15/28		950		990,598
5.25%, 02/15/29		150		156,621
5.38%, 02/15/31		500		537,188
5.50%, 08/15/28		8,500		8,938,945
6.00%, 02/15/26		500		513,359
6.13%, 08/15/29		1,000		1,096,016
6.50%, 11/15/26		4,000		4,225,938
6.88%, 08/15/25		1,000		1,034,844
7.50%, 11/15/24		550		564,137


				1,846,511,104


Total U.S. Government & Agency Obligations — 62.8% (Cost: $1,996,320,648)				1,879,355,890


Total Long-Term Investments — 98.9% (Cost: $3,146,612,443)				2,958,664,087


Security	Shares (000)		Value


Short-Term Securities

Money Market Funds — 1.5%
BlackRock Cash Funds: Treasury, SL Agency Shares, 5.31%^(f)(g)(h)		45,151	$	45,151,164


Total Short-Term Securities — 1.5% (Cost: $45,151,164)				45,151,164


Total Investments — 100.4% (Cost: $3,191,763,607)				3,003,815,251

Liabilities in Excess of Other Assets — (0.4)%				(12,381,039	)


Net Assets — 100.0%			$	2,991,434,212

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

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

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

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

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

^(f)	Affiliate of the Fund.

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


Security	Par (000)		Value

U.S. Government Agency Obligations

Mortgage-Backed Securities — 100.8%
Federal Home Loan Mortgage Corp.
2.00%, 03/01/28	$	40	$	37,668
2.00%, 05/01/28		8		7,600
2.00%, 08/01/28		129		121,774
2.00%, 09/01/28		74		69,637
2.00%, 12/01/28		28		26,068
2.00%, 01/01/30		99		93,192
2.00%, 10/01/37		6,587		5,773,615
2.00%, 06/01/50		8,427		6,757,854
2.00%, 11/01/50		25,423		20,347,717
2.00%, 06/01/52		10,026		7,979,379
2.50%, 12/01/25		127		123,129
2.50%, 03/01/27		19		18,231
2.50%, 06/01/27		22		21,450
2.50%, 07/01/27		204		195,555
2.50%, 08/01/27		379		364,615
2.50%, 09/01/27		442		423,946
2.50%, 11/01/27		203		194,841
2.50%, 12/01/27		4		3,634
2.50%, 01/01/28		7		6,308
2.50%, 02/01/28		2,937		2,819,722
2.50%, 03/01/28		410		394,066
2.50%, 04/01/28		292		280,238
2.50%, 05/01/28		60		57,789
2.50%, 06/01/28		91		87,374
2.50%, 07/01/28		229		219,433
2.50%, 09/01/28		67		64,509
2.50%, 07/01/29		1,210		1,161,844
2.50%, 08/01/29		120		115,621
2.50%, 10/01/29		149		143,080
2.50%, 12/01/29		830		796,080
2.50%, 01/01/30		4,962		4,763,068
2.50%, 02/01/30		581		555,972
2.50%, 03/01/30		2,661		2,492,397
2.50%, 04/01/30		3,310		3,101,431
2.50%, 05/01/30		3,476		3,256,155
2.50%, 06/01/30		9,052		8,480,013
2.50%, 07/01/30		713		668,302
2.50%, 08/01/30		305		285,270
2.50%, 09/01/30		288		269,866
2.50%, 10/01/30		6		5,801
2.50%, 12/01/30		11		10,418
2.50%, 01/01/31		36		33,614
2.50%, 04/01/31		4		3,453
2.50%, 06/01/31		773		714,793
2.50%, 08/01/31		1,045		966,611
2.50%, 09/01/31		835		772,466
2.50%, 10/01/31		4,215		3,897,188
2.50%, 11/01/31		4,774		4,414,635
2.50%, 12/01/31		12,029		11,123,049
2.50%, 01/01/32		15,956		14,754,833
2.50%, 02/01/32		9,399		8,691,324
2.50%, 07/01/32		1,245		1,145,545
2.50%, 08/01/32		1,278		1,175,227
2.50%, 09/01/32		5,825		5,389,224
2.50%, 10/01/32		1,114		1,024,769
2.50%, 11/01/32		10,474		9,634,205
2.50%, 12/01/32		585		537,938


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 01/01/33	$	5,768	$	5,306,383
2.50%, 02/01/33		847		779,276
2.50%, 04/01/33		1,035		944,226
2.50%, 08/01/33		389		346,826
2.50%, 06/01/34		392		354,836
2.50%, 03/01/37		81,694		73,829,159
2.50%, 04/01/37		17,797		16,102,742
2.50%, 01/01/43		57		48,968
2.50%, 02/01/43		638		547,266
2.50%, 03/01/43		89		76,386
2.50%, 04/01/43		342		293,114
2.50%, 06/01/43		271		232,520
2.50%, 07/01/43		1,123		962,160
2.50%, 08/01/43		117		99,960
2.50%, 04/01/45		92		78,270
2.50%, 07/01/45		14		11,750
2.50%, 01/01/46		120		101,623
2.50%, 11/01/46		66		55,817
2.50%, 12/01/46		887		754,267
2.50%, 01/01/47		921		783,146
2.50%, 02/01/47		16		13,986
2.50%, 03/01/47		1,886		1,603,376
2.50%, 03/01/51		5,120		4,267,916
2.50%, 05/01/51		8,115		6,767,574
2.50%, 06/01/51		6,380		5,308,726
2.50%, 10/01/51		8,727		7,308,054
2.50%, 02/01/52		1,648		1,369,096
2.50%, 03/01/52		16,442		13,636,039
2.50%, 04/01/53		18,035		14,957,211
3.00%, 12/01/25		3		3,337
3.00%, 01/01/26		8		7,796
3.00%, 10/01/26		116		112,327
3.00%, 11/01/26		148		142,422
3.00%, 12/01/26		104		99,660
3.00%, 01/01/27		7		6,950
3.00%, 02/01/27		339		328,078
3.00%, 03/01/27		5		5,259
3.00%, 04/01/27		458		444,334
3.00%, 05/01/27		1,952		1,893,842
3.00%, 06/01/27		691		670,769
3.00%, 07/01/27		67		64,595
3.00%, 08/01/27		205		199,230
3.00%, 09/01/27		2,097		2,035,132
3.00%, 11/01/27		372		360,474
3.00%, 12/01/27		162		157,379
3.00%, 01/01/28		57		55,398
3.00%, 04/01/28		21		20,841
3.00%, 05/01/28		196		189,878
3.00%, 06/01/28		543		526,511
3.00%, 07/01/28		7		6,563
3.00%, 09/01/28		1,362		1,321,089
3.00%, 10/01/28		282		274,228
3.00%, 11/01/28		46		45,065
3.00%, 01/01/29		201		195,273
3.00%, 04/01/29		2,127		2,060,554
3.00%, 05/01/29		3,466		3,358,505
3.00%, 06/01/29		265		256,928
3.00%, 07/01/29		350		339,398
3.00%, 09/01/29		31		29,777
3.00%, 10/01/29		93		90,124


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 11/01/29	$	788	$	763,233
3.00%, 12/01/29		947		917,484
3.00%, 01/01/30		157		152,115
3.00%, 02/01/30		1,641		1,589,664
3.00%, 03/01/30		259		246,194
3.00%, 05/01/30		1,854		1,764,556
3.00%, 06/01/30		2,427		2,333,440
3.00%, 07/01/30		1,439		1,365,856
3.00%, 08/01/30		277		262,578
3.00%, 09/01/30		1,799		1,708,762
3.00%, 10/01/30		418		397,179
3.00%, 11/01/30		681		646,433
3.00%, 12/01/30		453		430,106
3.00%, 01/01/31		915		868,797
3.00%, 02/01/31		3,100		2,903,602
3.00%, 03/01/31		1,789		1,675,982
3.00%, 05/01/31		4,578		4,288,386
3.00%, 06/01/31		3,957		3,706,426
3.00%, 07/01/31		361		338,182
3.00%, 09/01/31		897		840,351
3.00%, 10/01/31		132		125,081
3.00%, 12/01/31		518		485,050
3.00%, 01/01/32		1,558		1,459,284
3.00%, 02/01/32		442		412,924
3.00%, 03/01/32		3,439		3,218,592
3.00%, 07/01/32		287		267,595
3.00%, 08/01/32		928		866,277
3.00%, 09/01/32		2,273		2,121,364
3.00%, 10/01/32		380		355,022
3.00%, 11/01/32		4,695		4,382,505
3.00%, 12/01/32		4,210		3,916,806
3.00%, 01/01/33		3,263		3,045,328
3.00%, 02/01/33		2,655		2,462,713
3.00%, 03/01/33		56		52,386
3.00%, 05/01/33		7,324		6,841,480
3.00%, 07/01/33		1,376		1,284,433
3.00%, 08/01/33		467		435,445
3.00%, 11/01/33		319		297,594
3.00%, 03/01/42		19		16,731
3.00%, 08/01/42		6		5,148
3.00%, 10/01/42		602		535,555
3.00%, 11/01/42		12,743		11,327,352
3.00%, 12/01/42		43		37,956
3.00%, 01/01/43		4,512		4,009,916
3.00%, 02/01/43		3,272		2,909,501
3.00%, 03/01/43		1,019		905,486
3.00%, 04/01/43		616		547,249
3.00%, 05/01/43		1,489		1,322,869
3.00%, 06/01/43		879		780,112
3.00%, 07/01/43		1,832		1,627,454
3.00%, 08/01/43		896		796,347
3.00%, 09/01/43		2,180		1,937,747
3.00%, 10/01/43		1,004		892,249
3.00%, 04/01/44		45		39,670
3.00%, 01/01/45		7		6,017
3.00%, 02/01/45		1,264		1,119,165
3.00%, 03/01/45		213		187,916
3.00%, 04/01/45		22,111		19,479,003
3.00%, 05/01/45		6,757		5,954,142
3.00%, 06/01/45		811		714,553


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
3.00%, 07/01/45	$	2,435		$	2,144,760
3.00%, 08/01/45		583			513,897
3.00%, 10/01/45		154			136,098
3.00%, 11/01/45		548			482,812
3.00%, 12/01/45		5,312			4,679,653
3.00%, 01/01/46		1,559			1,373,364
3.00%, 02/01/46		112			98,799
3.00%, 03/01/46		17,794			15,668,438
3.00%, 04/01/46		438			385,301
3.00%, 05/01/46		460			405,111
3.00%, 06/01/46		904			795,804
3.00%, 07/01/46		581			511,696
3.00%, 08/01/46		13,518			11,906,167
3.00%, 09/01/46		10,975			9,714,334
3.00%, 10/01/46		25,721			22,645,252
3.00%, 11/01/46		26,621			23,439,845
3.00%, 12/01/46		43,789			38,557,101
3.00%, 01/01/47		10,331			9,101,315
3.00%, 02/01/47		49,292			43,415,039
3.00%, 03/01/47		874			769,266
3.00%, 04/01/47		1,187			1,037,366
3.00%, 05/01/47		14,791			13,023,942
3.00%, 06/01/47		13,418			11,814,600
3.00%, 07/01/47		12,422			10,937,951
3.00%, 08/01/47		2,222			1,956,367
3.00%, 10/01/47		4,049			3,565,174
3.00%, 11/01/47		434			382,096
3.00%, 12/01/47		720			635,996
3.00%, 01/01/48		2,529			2,225,868
3.00%, 02/01/48		888			781,671
3.00%, 07/01/48		321			280,632
3.00%, 10/01/48		379			331,044
3.00%, 11/01/48		687			599,542
3.00%, 02/01/52		6,933			6,039,003
3.50%, 10/01/23		1			892
3.50%, 10/01/23		0	^(a)		112
3.50%, 11/01/23		0	^(a)		166
3.50%, 10/01/25		37			35,691
3.50%, 11/01/25		1,294			1,262,423
3.50%, 12/01/25		12			11,272
3.50%, 01/01/26		38			36,824
3.50%, 02/01/26		141			137,370
3.50%, 03/01/26		358			349,183
3.50%, 04/01/26		39			37,710
3.50%, 05/01/26		19			18,514
3.50%, 06/01/26		127			124,314
3.50%, 06/01/26		0	^(a)		470
3.50%, 07/01/26		161			156,004
3.50%, 08/01/26		244			237,269
3.50%, 09/01/26		6			5,764
3.50%, 10/01/26		425			414,115
3.50%, 01/01/27		17			16,659
3.50%, 02/01/27		1			1,306
3.50%, 03/01/27		94			92,140
3.50%, 04/01/27		13			12,558
3.50%, 01/01/28		205			197,585
3.50%, 12/01/28		48			47,227
3.50%, 02/01/29		13			13,064
3.50%, 03/01/29		9			9,109
3.50%, 06/01/29		935			913,205


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 07/01/29	$	89	$	87,366
3.50%, 08/01/29		130		126,613
3.50%, 09/01/29		16		15,323
3.50%, 10/01/29		759		742,431
3.50%, 11/01/29		11		10,391
3.50%, 01/01/30		13		13,085
3.50%, 06/01/30		127		121,170
3.50%, 09/01/30		15		14,734
3.50%, 05/01/31		1,770		1,703,498
3.50%, 01/01/32		991		947,345
3.50%, 03/01/32		131		124,238
3.50%, 04/01/32		1,669		1,592,331
3.50%, 05/01/32		1,520		1,451,331
3.50%, 06/01/32		1,303		1,242,261
3.50%, 07/01/32		1,655		1,578,192
3.50%, 09/01/32		955		908,817
3.50%, 01/01/33		757		720,401
3.50%, 02/01/33		325		309,833
3.50%, 03/01/33		1,468		1,395,430
3.50%, 06/01/33		1,243		1,180,139
3.50%, 07/01/33		778		738,875
3.50%, 09/01/33		673		639,516
3.50%, 05/01/35		6,678		6,313,139
3.50%, 03/01/38		5,507		5,155,725
3.50%, 06/01/38		5,603		5,228,206
3.50%, 02/01/41		11		10,161
3.50%, 10/01/41		13		12,379
3.50%, 11/01/41		41		38,093
3.50%, 01/01/42		142		130,817
3.50%, 02/01/42		227		208,844
3.50%, 03/01/42		1,776		1,634,205
3.50%, 04/01/42		1,590		1,462,060
3.50%, 05/01/42		1,129		1,038,862
3.50%, 06/01/42		499		459,655
3.50%, 08/01/42		53		48,339
3.50%, 09/01/42		4,079		3,754,079
3.50%, 10/01/42		1,382		1,271,185
3.50%, 11/01/42		807		742,930
3.50%, 01/01/43		922		848,936
3.50%, 02/01/43		933		858,835
3.50%, 04/01/43		16		14,728
3.50%, 06/01/43		2,686		2,470,468
3.50%, 07/01/43		2,776		2,554,150
3.50%, 08/01/43		14		13,000
3.50%, 09/01/43		14		13,218
3.50%, 01/01/44		186		171,351
3.50%, 08/01/44		406		372,282
3.50%, 09/01/44		1,453		1,336,732
3.50%, 10/01/44		8,575		7,843,444
3.50%, 11/01/44		503		459,870
3.50%, 12/01/44		4,776		4,368,400
3.50%, 02/01/45		1,070		983,872
3.50%, 03/01/45		4,284		3,932,053
3.50%, 04/01/45		3		2,822
3.50%, 05/01/45		46		42,209
3.50%, 06/01/45		544		498,854
3.50%, 08/01/45		12,177		11,180,004
3.50%, 09/01/45		6		5,901
3.50%, 11/01/45		340		311,647
3.50%, 12/01/45		6,232		5,681,819


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
3.50%, 01/01/46	$	5,433		$	4,965,463
3.50%, 03/01/46		5,904			5,362,507
3.50%, 04/01/46		1,817			1,652,131
3.50%, 05/01/46		20,533			18,667,406
3.50%, 06/01/46		5,750			5,271,528
3.50%, 07/01/46		5,493			4,989,850
3.50%, 08/01/46		4,612			4,198,516
3.50%, 09/01/46		5,812			5,311,039
3.50%, 10/01/46		534			484,947
3.50%, 11/01/46		1,025			932,715
3.50%, 12/01/46		6,530			5,953,310
3.50%, 01/01/47		1,623			1,476,105
3.50%, 02/01/47		5,817			5,299,084
3.50%, 03/01/47		7,227			6,572,438
3.50%, 04/01/47		2,600			2,367,048
3.50%, 05/01/47		4,863			4,431,133
3.50%, 06/01/47		152			138,350
3.50%, 07/01/47		5,839			5,306,737
3.50%, 08/01/47		3,286			2,997,696
3.50%, 09/01/47		24,139			21,995,346
3.50%, 10/01/47		726			659,756
3.50%, 11/01/47		1,972			1,791,431
3.50%, 12/01/47		6,338			5,779,769
3.50%, 01/01/48		1,166			1,060,268
3.50%, 02/01/48		2,552			2,292,429
3.50%, 03/01/48		11,978			10,881,183
3.50%, 04/01/48		2,547			2,326,240
3.50%, 05/01/48		14,970			13,613,593
3.50%, 09/01/48		2,661			2,435,542
3.50%, 04/01/49		2,831			2,578,752
3.50%, 05/01/49		1,019			928,400
3.50%, 06/01/49		3,155			2,860,898
3.50%, 05/01/51		24,553			22,202,705
3.50%, 01/01/52		7,243			6,514,556
3.50%, 03/01/52		9,149			8,194,093
3.50%, 05/01/52		6,928			6,216,955
4.00%, 04/01/24		0	^(a)		824
4.00%, 05/01/24		3			2,436
4.00%, 05/01/24		0	^(a)		78
4.00%, 06/01/24		0	^(a)		182
4.00%, 07/01/24		2			1,532
4.00%, 08/01/24		0	^(a)		354
4.00%, 09/01/24		2			1,552
4.00%, 11/01/24		2			2,055
4.00%, 12/01/24		0	^(a)		251
4.00%, 12/01/24		3			3,428
4.00%, 01/01/25		2			2,149
4.00%, 02/01/25		0	^(a)		558
4.00%, 02/01/25		5			4,555
4.00%, 03/01/25		4			3,110
4.00%, 03/01/25		0	^(a)		285
4.00%, 04/01/25		4			3,289
4.00%, 05/01/25		203			199,959
4.00%, 06/01/25		0	^(a)		616
4.00%, 06/01/25		6			5,853
4.00%, 07/01/25		6			6,464
4.00%, 07/01/25		0	^(a)		171
4.00%, 08/01/25		15			14,014
4.00%, 09/01/25		0	^(a)		201
4.00%, 10/01/25		185			180,698


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.00%, 02/01/26	$	195		$	191,259
4.00%, 03/01/26		0	^(a)		447
4.00%, 04/01/26		3			2,866
4.00%, 04/01/26		0	^(a)		225
4.00%, 05/01/26		10			9,835
4.00%, 07/01/26		5			4,902
4.00%, 05/01/33		908			878,033
4.00%, 09/01/33		1			769
4.00%, 11/01/33		11			10,743
4.00%, 01/01/34		164			158,892
4.00%, 11/01/34		514			498,803
4.00%, 07/01/37		555			535,144
4.00%, 07/01/38		2,134			2,053,162
4.00%, 04/01/39		15			13,290
4.00%, 06/01/39		26			24,808
4.00%, 07/01/39		59			56,032
4.00%, 08/01/39		8			7,373
4.00%, 09/01/39		9			8,350
4.00%, 10/01/39		73			69,050
4.00%, 11/01/39		14			12,967
4.00%, 12/01/39		22			21,302
4.00%, 01/01/40		42			40,220
4.00%, 02/01/40		8			7,538
4.00%, 03/01/40		3			3,030
4.00%, 05/01/40		18			16,866
4.00%, 06/01/40		6			5,396
4.00%, 09/01/40		9			8,534
4.00%, 10/01/40		100			94,954
4.00%, 12/01/40		832			789,836
4.00%, 01/01/41		195			185,379
4.00%, 02/01/41		214			203,765
4.00%, 04/01/41		39			37,005
4.00%, 06/01/41		32			30,223
4.00%, 07/01/41		19			18,481
4.00%, 08/01/41		35			32,741
4.00%, 09/01/41		2,729			2,593,413
4.00%, 10/01/41		104			97,885
4.00%, 11/01/41		331			314,425
4.00%, 12/01/41		70			66,411
4.00%, 01/01/42		30			28,261
4.00%, 02/01/42		4,898			4,654,353
4.00%, 03/01/42		44			41,832
4.00%, 05/01/42		146			138,840
4.00%, 07/01/42		306			290,137
4.00%, 08/01/42		1,668			1,583,082
4.00%, 04/01/43		1,593			1,509,608
4.00%, 08/01/43		243			231,059
4.00%, 10/01/43		163			154,149
4.00%, 11/01/43		4			3,354
4.00%, 12/01/43		776			735,919
4.00%, 01/01/44		55			52,230
4.00%, 02/01/44		889			842,362
4.00%, 03/01/44		20			18,857
4.00%, 04/01/44		462			438,333
4.00%, 05/01/44		444			419,907
4.00%, 06/01/44		1,382			1,305,891
4.00%, 07/01/44		2,253			2,131,560
4.00%, 08/01/44		24			22,506
4.00%, 09/01/44		564			533,075
4.00%, 10/01/44		337			318,617


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 11/01/44	$	218	$	206,092
4.00%, 12/01/44		869		820,970
4.00%, 01/01/45		1,060		1,002,989
4.00%, 02/01/45		6,531		6,174,758
4.00%, 04/01/45		4,499		4,252,815
4.00%, 06/01/45		12		11,738
4.00%, 07/01/45		1,139		1,075,735
4.00%, 08/01/45		21		19,503
4.00%, 09/01/45		2,230		2,107,897
4.00%, 10/01/45		913		862,313
4.00%, 11/01/45		752		710,676
4.00%, 12/01/45		537		506,918
4.00%, 01/01/46		1,095		1,032,016
4.00%, 02/01/46		970		916,371
4.00%, 03/01/46		982		923,623
4.00%, 04/01/46		917		862,150
4.00%, 05/01/46		3,766		3,539,600
4.00%, 06/01/46		111		103,503
4.00%, 07/01/46		2,015		1,905,045
4.00%, 08/01/46		47		44,198
4.00%, 09/01/46		952		894,544
4.00%, 10/01/46		843		796,771
4.00%, 11/01/46		15,087		14,183,694
4.00%, 12/01/46		31		29,093
4.00%, 01/01/47		202		190,183
4.00%, 02/01/47		4,241		3,986,999
4.00%, 04/01/47		175		163,865
4.00%, 06/01/47		2,891		2,715,509
4.00%, 07/01/47		801		752,092
4.00%, 08/01/47		2,826		2,643,767
4.00%, 09/01/47		96		90,037
4.00%, 10/01/47		849		796,409
4.00%, 11/01/47		3,444		3,231,375
4.00%, 12/01/47		5,459		5,108,462
4.00%, 01/01/48		3,500		3,292,776
4.00%, 02/01/48		8,980		8,457,425
4.00%, 04/01/48		1,153		1,077,557
4.00%, 05/01/48		558		525,489
4.00%, 06/01/48		12,813		12,038,865
4.00%, 07/01/48		69		64,607
4.00%, 08/01/48		1,227		1,151,151
4.00%, 09/01/48		1,111		1,042,150
4.00%, 10/01/48		8,680		8,142,476
4.00%, 11/01/48		2,134		1,997,463
4.00%, 12/01/48		2,630		2,467,776
4.00%, 01/01/49		4,159		3,907,609
4.00%, 02/01/49		18,073		16,953,768
4.00%, 03/01/49		896		839,139
4.00%, 04/01/49		2,634		2,447,122
4.00%, 05/01/49		678		634,650
4.00%, 08/01/51		7,240		6,772,755
4.00%, 02/01/52		3,427		3,167,441
4.00%, 02/01/53		72,242		67,145,838
4.03%, 11/01/40, (12-mo. LIBOR US + 1.775%)^(b)		6		6,299
4.13%, 09/01/41, (12-mo. LIBOR US + 1.880%)^(b)		320		320,490
4.15%, 11/01/40, (12-mo. LIBOR US + 1.900%)^(b)		74		74,009


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.15%, 01/01/42, (12-mo. LIBOR US + 1.900%)^(b)	$	149		$	146,704
4.32%, 11/01/40, (12-mo. LIBOR US + 1.910%)^(b)		173			173,844
4.38%, 12/01/33, (1-year CMT + 2.250%)^(b)		42			41,643
4.50%, 01/01/24		0	^(a)		90
4.50%, 02/01/24		0	^(a)		39
4.50%, 04/01/24		2			1,768
4.50%, 07/01/24		34			34,351
4.50%, 07/01/24		0	^(a)		86
4.50%, 08/01/24		11			11,234
4.50%, 09/01/24		27			26,528
4.50%, 09/01/24		0	^(a)		431
4.50%, 10/01/24		38			37,152
4.50%, 11/01/24		6			6,323
4.50%, 04/01/25		3			2,901
4.50%, 05/01/25		1			1,152
4.50%, 07/01/25		2			1,588
4.50%, 08/01/25		4			4,844
4.50%, 09/01/25		5			4,728
4.50%, 09/01/26		4			3,835
4.50%, 08/01/30		580			573,649
4.50%, 08/01/33		2			1,908
4.50%, 03/01/34		0	^(a)		409
4.50%, 04/01/34		2			1,456
4.50%, 05/01/34		0	^(a)		305
4.50%, 06/01/34		0	^(a)		440
4.50%, 06/01/35		1			1,315
4.50%, 08/01/35		44			42,569
4.50%, 10/01/35		2			2,477
4.50%, 11/01/35		18			17,883
4.50%, 01/01/36		3			3,041
4.50%, 08/01/36		7			6,915
4.50%, 06/01/38		34			33,779
4.50%, 07/01/38		1			1,334
4.50%, 10/01/38		0	^(a)		442
4.50%, 02/01/39		35			34,034
4.50%, 02/01/39		0	^(a)		260
4.50%, 03/01/39		2,214			2,163,767
4.50%, 03/01/39		0	^(a)		625
4.50%, 04/01/39		0	^(a)		436
4.50%, 04/01/39		32			30,382
4.50%, 05/01/39		2,171			2,120,217
4.50%, 06/01/39		61			59,215
4.50%, 07/01/39		152			147,800
4.50%, 08/01/39		55			53,037
4.50%, 09/01/39		227			222,336
4.50%, 10/01/39		1,990			1,944,461
4.50%, 11/01/39		52			51,546
4.50%, 12/01/39		69			67,102
4.50%, 01/01/40		55			53,143
4.50%, 02/01/40		278			272,498
4.50%, 03/01/40		8			7,964
4.50%, 04/01/40		75			73,504
4.50%, 05/01/40		54			52,636
4.50%, 06/01/40		17			15,878
4.50%, 07/01/40		49			48,329
4.50%, 08/01/40		168			163,441
4.50%, 09/01/40		1,207			1,178,442
4.50%, 10/01/40		14			13,925


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 11/01/40	$	1	$	1,190
4.50%, 01/01/41		4		3,682
4.50%, 02/01/41		2,479		2,417,075
4.50%, 03/01/41		76		74,193
4.50%, 04/01/41		112		109,209
4.50%, 05/01/41		3,111		3,035,363
4.50%, 06/01/41		4,053		3,950,720
4.50%, 07/01/41		67		65,079
4.50%, 08/01/41		528		514,742
4.50%, 10/01/41		147		143,412
4.50%, 11/01/41		8		7,964
4.50%, 01/01/42		5		4,406
4.50%, 03/01/42		25		24,401
4.50%, 05/01/42		1,786		1,742,772
4.50%, 09/01/43		1,414		1,375,008
4.50%, 10/01/43		881		857,905
4.50%, 11/01/43		162		156,679
4.50%, 12/01/43		146		142,160
4.50%, 01/01/44		116		112,767
4.50%, 02/01/44		445		432,390
4.50%, 03/01/44		1,143		1,112,912
4.50%, 04/01/44		5		5,047
4.50%, 05/01/44		128		125,452
4.50%, 06/01/44		140		136,448
4.50%, 07/01/44		148		144,784
4.50%, 08/01/44		24		23,619
4.50%, 09/01/44		52		50,505
4.50%, 10/01/44		387		376,576
4.50%, 11/01/44		591		575,235
4.50%, 12/01/44		1,122		1,090,052
4.50%, 01/01/45		1,526		1,486,012
4.50%, 03/01/45		323		314,132
4.50%, 06/01/45		195		189,660
4.50%, 07/01/45		1,251		1,219,014
4.50%, 08/01/45		468		455,333
4.50%, 09/01/45		414		402,750
4.50%, 10/01/45		333		324,209
4.50%, 11/01/45		66		64,179
4.50%, 01/01/46		407		395,395
4.50%, 03/01/46		334		325,204
4.50%, 04/01/46		307		297,739
4.50%, 05/01/46		1,054		1,021,457
4.50%, 06/01/46		4,590		4,467,023
4.50%, 07/01/46		1,676		1,623,863
4.50%, 08/01/46		147		142,572
4.50%, 09/01/46		2,712		2,639,176
4.50%, 02/01/47		694		673,084
4.50%, 04/01/47		156		150,795
4.50%, 05/01/47		1,110		1,073,080
4.50%, 06/01/47		1,240		1,198,769
4.50%, 08/01/47		678		655,078
4.50%, 09/01/47		744		722,662
4.50%, 05/01/48		1,143		1,104,291
4.50%, 06/01/48		1,454		1,402,650
4.50%, 07/01/48		818		786,855
4.50%, 08/01/48		1,294		1,249,533
4.50%, 09/01/48		1,044		1,008,271
4.50%, 10/01/48		9,145		8,827,648
4.50%, 11/01/48		3,170		3,062,076
4.50%, 12/01/48		4,814		4,646,413


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 01/01/49	$	872		$	842,213
4.50%, 02/01/49		760			733,757
4.50%, 03/01/49		2,594			2,501,390
4.50%, 06/01/52		23,014			21,852,161
4.50%, 04/01/53		9,839			9,340,926
4.89%, 12/01/38, (12-mo. LIBOR US + 1.767%)^(b)		275			274,398
4.93%, 08/01/41, (12-mo. LIBOR US + 1.702%)^(b)		49			48,917
4.94%, 05/01/42, (12-mo. LIBOR US + 1.802%)^(b)		318			317,655
5.00%, 12/01/23		1			536
5.00%, 01/01/24		0	^(a)		15
5.00%, 07/01/24		0	^(a)		34
5.00%, 10/01/24		1			521
5.00%, 12/01/24		0	^(a)		546
5.00%, 06/01/25		1			623
5.00%, 08/01/25		147			145,299
5.00%, 06/01/26		2			2,120
5.00%, 06/01/26		0	^(a)		248
5.00%, 02/01/30		4			3,885
5.00%, 04/01/33		2			1,731
5.00%, 06/01/33		181			179,892
5.00%, 08/01/33		39			38,575
5.00%, 09/01/33		50			48,578
5.00%, 10/01/33		93			92,522
5.00%, 11/01/33		39			38,302
5.00%, 12/01/33		425			424,515
5.00%, 01/01/34		5			4,917
5.00%, 03/01/34		12			11,715
5.00%, 04/01/34		11			11,208
5.00%, 05/01/34		52			50,466
5.00%, 06/01/34		0	^(a)		448
5.00%, 06/01/34		17			17,356
5.00%, 11/01/34		5			4,955
5.00%, 12/01/34		8			7,413
5.00%, 01/01/35		4			4,018
5.00%, 02/01/35		4			4,235
5.00%, 04/01/35		3			3,130
5.00%, 05/01/35		12			12,141
5.00%, 06/01/35		9			8,480
5.00%, 07/01/35		2,211			2,212,286
5.00%, 08/01/35		432			433,675
5.00%, 09/01/35		89			89,300
5.00%, 09/01/35		0	^(a)		228
5.00%, 10/01/35		7			7,961
5.00%, 10/01/35		0	^(a)		362
5.00%, 11/01/35		0	^(a)		784
5.00%, 11/01/35		27			26,015
5.00%, 12/01/35		49			49,032
5.00%, 12/01/35		0	^(a)		397
5.00%, 01/01/36		306			306,704
5.00%, 03/01/36		1			1,265
5.00%, 04/01/36		8			7,935
5.00%, 06/01/36		35			34,808
5.00%, 07/01/36		0	^(a)		347
5.00%, 08/01/36		17			16,591
5.00%, 10/01/36		28			27,635
5.00%, 11/01/36		755			755,082
5.00%, 01/01/37		404			404,530


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 02/01/37	$	361		$	361,613
5.00%, 06/01/37		16			15,438
5.00%, 01/01/38		4			4,322
5.00%, 02/01/38		566			566,909
5.00%, 03/01/38		2,301			2,306,279
5.00%, 04/01/38		37			37,839
5.00%, 05/01/38		2			2,017
5.00%, 06/01/38		7			6,233
5.00%, 09/01/38		10			9,144
5.00%, 09/01/38		0	^(a)		475
5.00%, 11/01/38		9			9,192
5.00%, 12/01/38		325			326,039
5.00%, 01/01/39		121			121,536
5.00%, 02/01/39		25			25,217
5.00%, 03/01/39		11			11,120
5.00%, 05/01/39		54			53,886
5.00%, 06/01/39		2			1,834
5.00%, 07/01/39		14			14,452
5.00%, 08/01/39		3,134			3,141,539
5.00%, 09/01/39		29			28,375
5.00%, 10/01/39		387			387,842
5.00%, 12/01/39		18			18,746
5.00%, 01/01/40		220			220,486
5.00%, 02/01/40		57			57,559
5.00%, 03/01/40		1,030			1,031,171
5.00%, 04/01/40		117			116,408
5.00%, 05/01/40		617			616,702
5.00%, 06/01/40		2			2,187
5.00%, 07/01/40		133			132,766
5.00%, 08/01/40		1,482			1,484,970
5.00%, 09/01/40		784			785,428
5.00%, 11/01/40		69			69,041
5.00%, 02/01/41		225			225,132
5.00%, 03/01/41		2			1,978
5.00%, 04/01/41		69			68,968
5.00%, 05/01/41		3			2,875
5.00%, 07/01/41		244			244,760
5.00%, 08/01/41		1,067			1,067,137
5.00%, 09/01/41		127			126,742
5.00%, 10/01/41		89			89,657
5.00%, 04/01/44		59			59,374
5.00%, 03/01/47		2,210			2,183,218
5.00%, 05/01/47		23			22,607
5.00%, 07/01/47		1,360			1,342,993
5.00%, 03/01/48		666			658,561
5.00%, 04/01/48		1,685			1,663,920
5.00%, 05/01/48		816			805,761
5.00%, 06/01/48		318			314,388
5.00%, 07/01/48		628			620,351
5.00%, 08/01/48		3,432			3,389,564
5.00%, 09/01/48		479			472,809
5.00%, 10/01/48		2,034			1,998,881
5.00%, 11/01/48		658			650,190
5.00%, 01/01/49		1,430			1,412,745
5.00%, 02/01/49		768			758,757
5.00%, 04/01/49		176			173,803
5.00%, 02/01/53		58,815			57,334,661
5.00%, 03/01/53		5,685			5,541,620
5.00%, 04/01/53		14,477			14,038,779
5.00%, 05/01/53		9,368			9,109,774


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 06/01/53	$	12,651		$	12,275,909
5.00%, 07/01/53		6,981			6,805,258
5.25%, 06/01/43, (12-mo. LIBOR US + 1.495%)^(b)		12			11,761
5.50%, 07/01/24		0	^(a)		5
5.50%, 02/01/29		0	^(a)		273
5.50%, 04/01/29		2			2,153
5.50%, 07/01/31		0	^(a)		131
5.50%, 11/01/31		0	^(a)		108
5.50%, 12/01/31		1			935
5.50%, 01/01/32		0	^(a)		92
5.50%, 02/01/32		1			627
5.50%, 04/01/32		9			8,670
5.50%, 09/01/32		21			20,340
5.50%, 09/01/32		0	^(a)		157
5.50%, 10/01/32		11			10,826
5.50%, 11/01/32		1			575
5.50%, 12/01/32		33			32,920
5.50%, 01/01/33		5			5,247
5.50%, 01/01/33		0	^(a)		125
5.50%, 03/01/33		3			2,908
5.50%, 04/01/33		0	^(a)		170
5.50%, 04/01/33		11			10,826
5.50%, 05/01/33		5			5,555
5.50%, 06/01/33		16			16,007
5.50%, 07/01/33		16			15,932
5.50%, 08/01/33		1			1,305
5.50%, 10/01/33		121			122,788
5.50%, 10/01/33		0	^(a)		192
5.50%, 11/01/33		6			5,795
5.50%, 12/01/33		1			512
5.50%, 01/01/34		0	^(a)		433
5.50%, 01/01/34		50			50,203
5.50%, 02/01/34		572			580,244
5.50%, 03/01/34		157			159,626
5.50%, 07/01/34		7			7,502
5.50%, 08/01/34		7			7,464
5.50%, 09/01/34		1			1,276
5.50%, 10/01/34		96			96,361
5.50%, 10/01/34		0	^(a)		483
5.50%, 11/01/34		0	^(a)		335
5.50%, 11/01/34		1			1,061
5.50%, 12/01/34		180			181,838
5.50%, 12/01/34		0	^(a)		435
5.50%, 01/01/35		1,224			1,243,069
5.50%, 01/01/35		0	^(a)		462
5.50%, 02/01/35		341			346,405
5.50%, 02/01/35		0	^(a)		425
5.50%, 03/01/35		9			9,168
5.50%, 04/01/35		188			191,682
5.50%, 04/01/35		0	^(a)		449
5.50%, 05/01/35		569			579,535
5.50%, 05/01/35		0	^(a)		157
5.50%, 06/01/35		1,507			1,533,312
5.50%, 07/01/35		10			9,825
5.50%, 08/01/35		86			87,411
5.50%, 09/01/35		5			5,396
5.50%, 10/01/35		89			90,463
5.50%, 11/01/35		0	^(a)		406
5.50%, 11/01/35		15			14,722


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 12/01/35	$	313		$	318,774
5.50%, 01/01/36		17			16,636
5.50%, 02/01/36		0	^(a)		365
5.50%, 02/01/36		8			7,977
5.50%, 03/01/36		30			29,870
5.50%, 04/01/36		4			3,613
5.50%, 05/01/36		441			450,628
5.50%, 06/01/36		14			14,111
5.50%, 07/01/36		658			672,221
5.50%, 08/01/36		82			83,190
5.50%, 08/01/36		0	^(a)		395
5.50%, 09/01/36		0	^(a)		159
5.50%, 11/01/36		10			10,988
5.50%, 12/01/36		0	^(a)		162
5.50%, 12/01/36		6			6,061
5.50%, 01/01/37		71			71,691
5.50%, 02/01/37		12			13,012
5.50%, 02/01/37		0	^(a)		246
5.50%, 03/01/37		4			3,711
5.50%, 04/01/37		13			13,217
5.50%, 05/01/37		41			42,002
5.50%, 05/01/37		0	^(a)		119
5.50%, 07/01/37		7			7,184
5.50%, 09/01/37		7			7,353
5.50%, 11/01/37		15			14,968
5.50%, 12/01/37		7			7,941
5.50%, 01/01/38		26			26,418
5.50%, 02/01/38		6			5,256
5.50%, 04/01/38		693			711,058
5.50%, 04/01/38		0	^(a)		291
5.50%, 05/01/38		274			280,451
5.50%, 05/01/38		0	^(a)		121
5.50%, 06/01/38		34			33,972
5.50%, 06/01/38		0	^(a)		360
5.50%, 07/01/38		105			106,703
5.50%, 07/01/38		0	^(a)		304
5.50%, 08/01/38		28			28,248
5.50%, 09/01/38		87			88,481
5.50%, 10/01/38		28			29,009
5.50%, 11/01/38		14			14,865
5.50%, 11/01/38		0	^(a)		125
5.50%, 12/01/38		98			101,377
5.50%, 12/01/38		0	^(a)		408
5.50%, 01/01/39		1,348			1,369,504
5.50%, 02/01/39		58			59,853
5.50%, 03/01/39		1			992
5.50%, 04/01/39		17			17,566
5.50%, 05/01/39		14			14,828
5.50%, 06/01/39		23			23,667
5.50%, 09/01/39		414			424,461
5.50%, 10/01/39		5			4,630
5.50%, 11/01/39		1,072			1,096,596
5.50%, 12/01/39		61			60,595
5.50%, 01/01/40		80			81,702
5.50%, 02/01/40		25			25,642
5.50%, 03/01/40		6			6,058
5.50%, 05/01/40		9			9,601
5.50%, 06/01/40		26			26,890
5.50%, 03/01/41		9			9,617
5.50%, 06/01/41		3,373			3,436,342


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 03/01/53	$	47,598		$	47,041,714
5.50%, 04/01/53		69,030			68,473,889
5.50%, 05/01/53		85,310			84,312,762
5.50%, 06/01/53		97,081			96,299,226
5.50%, 08/01/53		7,863			7,775,533
5.94%, 07/01/41, (12-mo. LIBOR US + 1.890%)^(b)		17			16,640
5.99%, 11/01/41, (12-mo. LIBOR US + 1.900%)^(b)		199			199,119
6.00%, 10/01/25		0	^(a)		16
6.00%, 11/01/25		0	^(a)		30
6.00%, 02/01/26		0	^(a)		388
6.00%, 08/01/26		1			574
6.00%, 02/01/28		0	^(a)		41
6.00%, 04/01/28		2			1,032
6.00%, 06/01/28		0	^(a)		297
6.00%, 06/01/28		1			931
6.00%, 07/01/28		2			2,455
6.00%, 11/01/28		0	^(a)		476
6.00%, 12/01/28		0	^(a)		244
6.00%, 01/01/29		5			4,386
6.00%, 01/01/29		0	^(a)		371
6.00%, 02/01/29		0	^(a)		60
6.00%, 03/01/29		3			2,983
6.00%, 03/01/29		0	^(a)		130
6.00%, 05/01/29		4			3,743
6.00%, 06/01/29		0	^(a)		265
6.00%, 07/01/29		1			650
6.00%, 07/01/29		0	^(a)		270
6.00%, 09/01/29		0	^(a)		353
6.00%, 12/01/30		4			3,940
6.00%, 03/01/31		1			685
6.00%, 04/01/31		0	^(a)		225
6.00%, 06/01/31		1			555
6.00%, 06/01/31		0	^(a)		187
6.00%, 10/01/31		0	^(a)		269
6.00%, 12/01/31		1			766
6.00%, 01/01/32		18			18,206
6.00%, 02/01/32		3			2,664
6.00%, 02/01/32		0	^(a)		444
6.00%, 03/01/32		13			13,082
6.00%, 03/01/32		0	^(a)		193
6.00%, 04/01/32		0	^(a)		393
6.00%, 09/01/32		1			1,234
6.00%, 10/01/32		4			3,603
6.00%, 11/01/32		3			3,540
6.00%, 11/01/32		0	^(a)		199
6.00%, 12/01/32		54			55,776
6.00%, 12/01/32		0	^(a)		155
6.00%, 01/01/33		2			2,394
6.00%, 01/01/33		0	^(a)		244
6.00%, 02/01/33		5			4,943
6.00%, 03/01/33		4			4,002
6.00%, 03/01/33		0	^(a)		352
6.00%, 04/01/33		3			2,390
6.00%, 05/01/33		0	^(a)		137
6.00%, 09/01/33		3			3,553
6.00%, 10/01/33		11			11,486
6.00%, 10/01/33		0	^(a)		449
6.00%, 11/01/33		13			12,750


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 05/01/34	$	8		$	8,078
6.00%, 06/01/34		12			11,663
6.00%, 07/01/34		10			10,608
6.00%, 08/01/34		0	^(a)		533
6.00%, 08/01/34		3			2,137
6.00%, 10/01/34		7			7,168
6.00%, 12/01/34		2			2,086
6.00%, 05/01/35		9			9,405
6.00%, 05/01/35		0	^(a)		435
6.00%, 06/01/35		2			3,038
6.00%, 07/01/35		0	^(a)		617
6.00%, 07/01/35		1			1,520
6.00%, 08/01/35		18			18,341
6.00%, 09/01/35		2			1,993
6.00%, 12/01/35		6			5,966
6.00%, 01/01/36		4			3,552
6.00%, 02/01/36		6			5,975
6.00%, 03/01/36		1			1,498
6.00%, 05/01/36		9			9,384
6.00%, 06/01/36		15			15,460
6.00%, 07/01/36		9			9,255
6.00%, 08/01/36		3			2,841
6.00%, 09/01/36		250			263,044
6.00%, 10/01/36		343			353,313
6.00%, 11/01/36		20			20,705
6.00%, 12/01/36		57			58,996
6.00%, 12/01/36		0	^(a)		330
6.00%, 01/01/37		0	^(a)		444
6.00%, 01/01/37		1			1,385
6.00%, 02/01/37		238			250,013
6.00%, 03/01/37		5			4,371
6.00%, 05/01/37		5			5,709
6.00%, 05/01/37		0	^(a)		449
6.00%, 07/01/37		4			5,031
6.00%, 08/01/37		6			6,385
6.00%, 08/01/37		0	^(a)		226
6.00%, 09/01/37		6			5,877
6.00%, 10/01/37		17			17,265
6.00%, 10/01/37		0	^(a)		507
6.00%, 11/01/37		0	^(a)		478
6.00%, 11/01/37		10			9,780
6.00%, 12/01/37		41			43,444
6.00%, 01/01/38		52			54,619
6.00%, 02/01/38		1			1,376
6.00%, 04/01/38		23			24,393
6.00%, 05/01/38		31			32,345
6.00%, 06/01/38		13			14,082
6.00%, 07/01/38		15			15,596
6.00%, 08/01/38		12			13,274
6.00%, 09/01/38		1,161			1,219,400
6.00%, 10/01/38		1			676
6.00%, 11/01/38		5			5,396
6.00%, 12/01/38		2			1,715
6.00%, 01/01/39		6			6,448
6.00%, 02/01/39		2			1,970
6.00%, 11/01/39		3			3,454
6.00%, 12/01/39		1			812
6.00%, 04/01/40		6			6,500
6.00%, 07/01/40		3,297			3,462,227
6.00%, 05/01/53		4,199			4,255,080


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 07/01/53	$	46,244		$	46,839,183
6.00%, 08/01/53		53,500			54,223,126
6.50%, 03/01/24		0	^(a)		15
6.50%, 04/01/24		0	^(a)		22
6.50%, 06/01/24		0	^(a)		23
6.50%, 09/01/24		0	^(a)		477
6.50%, 01/01/26		0	^(a)		19
6.50%, 02/01/26		0	^(a)		64
6.50%, 03/01/26		0	^(a)		141
6.50%, 04/01/26		1			585
6.50%, 03/01/27		0	^(a)		238
6.50%, 04/01/28		0	^(a)		138
6.50%, 05/01/28		0	^(a)		402
6.50%, 06/01/28		0	^(a)		303
6.50%, 07/01/28		1			591
6.50%, 09/01/28		0	^(a)		371
6.50%, 10/01/28		0	^(a)		488
6.50%, 12/01/28		1			1,306
6.50%, 12/01/28		0	^(a)		233
6.50%, 01/01/29		3			2,851
6.50%, 02/01/29		0	^(a)		390
6.50%, 02/01/29		2			1,889
6.50%, 03/01/29		1			1,255
6.50%, 04/01/29		0	^(a)		839
6.50%, 04/01/29		2			1,861
6.50%, 05/01/29		0	^(a)		910
6.50%, 06/01/29		0	^(a)		516
6.50%, 07/01/29		0	^(a)		427
6.50%, 08/01/29		3			2,852
6.50%, 09/01/29		4			4,112
6.50%, 08/01/30		1			687
6.50%, 01/01/31		0	^(a)		117
6.50%, 05/01/31		1			651
6.50%, 05/01/31		0	^(a)		53
6.50%, 06/01/31		0	^(a)		151
6.50%, 06/01/31		3			3,191
6.50%, 07/01/31		1			1,436
6.50%, 07/01/31		0	^(a)		84
6.50%, 08/01/31		0	^(a)		312
6.50%, 08/01/31		2			1,986
6.50%, 09/01/31		1			575
6.50%, 09/01/31		0	^(a)		504
6.50%, 10/01/31		0	^(a)		275
6.50%, 11/01/31		0	^(a)		404
6.50%, 12/01/31		6			5,901
6.50%, 01/01/32		0	^(a)		42
6.50%, 02/01/32		2			2,438
6.50%, 02/01/32		0	^(a)		420
6.50%, 03/01/32		0	^(a)		366
6.50%, 03/01/32		2			2,740
6.50%, 04/01/32		2			2,108
6.50%, 04/01/32		0	^(a)		77
6.50%, 05/01/32		0	^(a)		146
6.50%, 07/01/32		1			615
6.50%, 08/01/32		6			5,960
6.50%, 08/01/32		0	^(a)		1,399
6.50%, 09/01/32		1			1,166
6.50%, 10/01/32		2			1,703
6.50%, 11/01/32		1			690
6.50%, 12/01/32		3			2,845


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 12/01/33	$	6		$	5,868
6.50%, 04/01/34		19			19,463
6.50%, 07/01/34		2			1,914
6.50%, 09/01/34		3			3,467
6.50%, 01/01/35		2			2,373
6.50%, 04/01/35		1			560
6.50%, 08/01/35		5			5,660
6.50%, 02/01/36		0	^(a)		464
6.50%, 06/01/36		1			1,267
6.50%, 08/01/36		1			1,195
6.50%, 09/01/36		31			32,416
6.50%, 10/01/36		11			11,029
6.50%, 11/01/36		1			761
6.50%, 08/01/37		3			3,026
6.50%, 10/01/37		9			8,755
6.50%, 11/01/37		3			3,267
6.50%, 12/01/37		0	^(a)		179
6.50%, 12/01/37		15			15,426
6.50%, 01/01/38		1			870
6.50%, 02/01/38		13			13,472
6.50%, 02/01/38		0	^(a)		219
6.50%, 07/01/38		1			1,260
6.50%, 08/01/38		1			1,082
6.50%, 10/01/38		1			523
6.50%, 12/01/38		2			2,429
6.50%, 01/01/39		10			10,581
6.50%, 09/01/39		16			16,743
6.58%, 05/01/43, (12-mo. LIBOR US + 1.650%)^(b)		120			119,463
6.87%, 08/01/43, (12-mo. LIBOR US + 1.600%)^(b)		18			18,037
7.00%, 09/01/23		0	^(a)		2
7.00%, 02/01/24		0	^(a)		1
7.00%, 05/01/24		0	^(a)		32
7.00%, 07/01/24		0	^(a)		14
7.00%, 12/01/25		0	^(a)		3
7.00%, 03/01/26		0	^(a)		125
7.00%, 03/01/26		1			575
7.00%, 06/01/26		0	^(a)		94
7.00%, 12/01/26		0	^(a)		86
7.00%, 01/01/27		0	^(a)		77
7.00%, 02/01/27		0	^(a)		274
7.00%, 03/01/27		0	^(a)		95
7.00%, 04/01/27		0	^(a)		24
7.00%, 05/01/27		0	^(a)		41
7.00%, 09/01/27		0	^(a)		476
7.00%, 10/01/27		0	^(a)		206
7.00%, 11/01/27		0	^(a)		219
7.00%, 12/01/27		0	^(a)		549
7.00%, 05/01/28		0	^(a)		404
7.00%, 07/01/28		0	^(a)		17
7.00%, 10/01/28		0	^(a)		229
7.00%, 11/01/28		0	^(a)		432
7.00%, 03/01/29		0	^(a)		168
7.00%, 06/01/29		1			1,151
7.00%, 06/01/29		0	^(a)		51
7.00%, 07/01/29		0	^(a)		154
7.00%, 07/01/29		2			2,266
7.00%, 09/01/29		0	^(a)		163
7.00%, 10/01/29		1			946


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
7.00%, 01/01/30	$	0	^(a)	$	14
7.00%, 02/01/30		0	^(a)		86
7.00%, 05/01/30		0	^(a)		83
7.00%, 12/01/30		0	^(a)		438
7.00%, 01/01/31		0	^(a)		410
7.00%, 02/01/31		1			555
7.00%, 05/01/31		0	^(a)		436
7.00%, 07/01/31		1			1,114
7.00%, 08/01/31		1			1,112
7.00%, 09/01/31		2			1,633
7.00%, 12/01/31		1			877
7.00%, 12/01/31		0	^(a)		457
7.00%, 03/01/32		2			2,579
7.00%, 05/01/32		1			982
7.00%, 05/01/32		0	^(a)		365
7.00%, 06/01/32		1			1,002
7.00%, 06/01/32		0	^(a)		391
7.00%, 07/01/32		3			2,843
7.00%, 08/01/32		2			2,260
7.00%, 09/01/32		0	^(a)		511
7.00%, 11/01/32		1			800
7.00%, 10/01/33		8			8,951
7.00%, 11/01/36		2			1,381
7.00%, 12/01/36		5			5,613
7.00%, 09/01/38		2			1,666
7.50%, 01/01/24		0	^(a)		2
7.50%, 06/01/24		0	^(a)		3
7.50%, 11/01/25		0	^(a)		111
7.50%, 01/01/26		0	^(a)		272
7.50%, 03/01/26		0	^(a)		102
7.50%, 04/01/26		0	^(a)		56
7.50%, 05/01/26		0	^(a)		74
7.50%, 10/01/26		0	^(a)		101
7.50%, 12/01/26		0	^(a)		12
7.50%, 04/01/27		0	^(a)		69
7.50%, 06/01/27		0	^(a)		47
7.50%, 08/01/27		0	^(a)		123
7.50%, 09/01/27		0	^(a)		34
7.50%, 12/01/27		0	^(a)		282
7.50%, 03/01/28		1			565
7.50%, 07/01/28		0	^(a)		108
7.50%, 11/01/28		0	^(a)		107
7.50%, 07/01/29		5			5,379
7.50%, 12/01/29		0	^(a)		54
7.50%, 01/01/30		0	^(a)		119
7.50%, 03/01/30		0	^(a)		65
7.50%, 05/01/30		0	^(a)		74
7.50%, 06/01/30		0	^(a)		28
7.50%, 07/01/30		0	^(a)		9
7.50%, 08/01/30		0	^(a)		547
7.50%, 09/01/30		1			1,135
7.50%, 10/01/30		0	^(a)		65
7.50%, 11/01/30		1			874
7.50%, 12/01/30		1			609
7.50%, 01/01/31		0	^(a)		27
7.50%, 02/01/31		0	^(a)		57
7.50%, 09/01/31		1			1,062
7.50%, 01/01/32		1			1,307
8.00%, 05/01/24		0	^(a)		4
8.00%, 05/01/25		0	^(a)		27


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
8.00%, 10/01/25	$	0	^(a)	$	8
8.00%, 11/01/25		0	^(a)		219
8.00%, 09/01/26		0	^(a)		325
8.00%, 10/01/26		0	^(a)		72
8.00%, 11/01/26		0	^(a)		174
8.00%, 03/01/27		0	^(a)		185
8.00%, 05/01/27		0	^(a)		159
8.00%, 06/01/27		0	^(a)		87
8.00%, 09/01/27		0	^(a)		107
8.00%, 11/01/27		0	^(a)		43
8.00%, 10/01/29		0	^(a)		51
8.00%, 11/01/29		0	^(a)		331
8.00%, 12/01/29		0	^(a)		123
8.00%, 01/01/30		0	^(a)		50
8.00%, 03/01/30		1			601
8.00%, 07/01/30		0	^(a)		40
8.00%, 06/01/31		1			1,096
8.50%, 06/01/24		0	^(a)		3
8.50%, 11/01/24		0	^(a)		10
8.50%, 01/01/25		0	^(a)		22
8.50%, 03/01/25		0	^(a)		57
8.50%, 06/01/25		0	^(a)		17
8.50%, 09/01/25		0	^(a)		72
8.50%, 07/01/30		0	^(a)		151
9.00%, 04/01/25		0	^(a)		24
9.00%, 10/01/25		0	^(a)		31
9.50%, 06/01/25		0	^(a)		14
10.00%, 04/01/25		0	^(a)		14
Federal National Mortgage Association
1.50%, 09/01/52^(c)		20,775			15,664,837
2.00%, 09/01/50		9,658			7,814,786
2.00%, 07/01/51		255,614			204,817,637
2.00%, 10/01/51		18,660			14,886,205
2.50%, 12/01/31		285			263,291
2.50%, 05/01/35		15,445			13,954,825
2.50%, 12/01/36		4,197			3,799,575
2.50%, 03/01/37		12,893			11,667,415
2.50%, 09/01/38^(c)		8,491			7,635,598
2.50%, 08/01/50		44,569			37,545,714
2.50%, 09/01/50		4,261			3,555,545
2.50%, 07/01/51		20,893			17,457,335
2.50%, 01/01/52		14,290			11,882,177
2.50%, 02/01/52		72,433			60,259,003
2.50%, 07/01/52		34,147			28,360,740
3.00%, 07/01/30		1,139			1,079,827
3.00%, 08/01/31		31			29,137
3.00%, 04/01/37		12,231			11,299,632
3.00%, 09/01/38^(c)		36,725			33,933,326
3.00%, 08/01/46		827			721,238
3.00%, 02/01/47		6,254			5,549,727
3.00%, 03/01/47		4,758			4,127,435
3.00%, 01/01/50		90,144			78,519,456
3.00%, 08/01/50		15,569			13,665,787
3.00%, 10/01/50		45,188			39,549,795
3.00%, 05/01/51		7,725			6,717,417
3.00%, 01/01/52		10,471			9,043,464
3.00%, 04/01/52		16,461			14,207,721
3.00%, 07/01/52		12,010			10,442,021
3.50%, 05/01/32		319			301,079
3.50%, 02/01/35		662			631,629


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 07/01/38	$	24,948	$	23,531,241
3.50%, 09/01/38^(c)		33,375		31,468,397
3.50%, 08/01/45		4,470		4,078,841
3.50%, 09/01/46		100		92,551
3.50%, 01/01/47		507		467,010
3.50%, 04/01/48		1,921		1,753,197
3.50%, 03/01/51		5,309		4,789,206
3.50%, 11/01/51		5,595		5,040,562
3.50%, 04/01/52		61,597		55,703,266
3.50%, 05/01/52		10,159		9,125,125
4.00%, 08/01/37		1,557		1,500,938
4.00%, 09/01/38^(c)		47,900		45,987,742
4.00%, 11/01/40		5,453		5,176,047
4.00%, 05/01/41		940		891,636
4.00%, 10/01/44		215		203,378
4.00%, 06/01/46		432		405,391
4.00%, 09/01/46		4,066		3,838,810
4.00%, 02/01/47		7,518		7,128,156
4.00%, 05/01/47		1,371		1,285,984
4.00%, 02/01/48		529		496,132
4.00%, 11/01/49		46,782		43,562,162
4.00%, 01/01/50		22,386		20,978,034
4.00%, 02/01/50		1,368		1,279,534
4.00%, 11/01/51		3,452		3,225,567
4.00%, 06/01/52		7,469		6,931,471
4.00%, 01/01/57		4,326		4,057,450
4.00%, 02/01/57		4,881		4,578,639
4.07%, 10/01/41, (12-mo. LIBOR US + 1.815%)^(b)		494		501,935
4.24%, 02/01/42, (12-mo. LIBOR US + 1.805%)^(b)		225		221,126
4.50%, 02/01/44		860		834,883
4.50%, 09/01/44		7,760		7,537,199
4.50%, 11/01/44		9,228		8,980,303
4.50%, 10/01/49		544		523,616
4.50%, 11/01/49		21,377		20,647,562
4.50%, 05/01/50		465		443,505
4.50%, 09/01/50		5,526		5,273,465
4.50%, 07/01/52		2,949		2,798,921
4.51%, 12/01/38, (12-mo. LIBOR US + 1.831%)^(b)		183		181,883
5.00%, 12/01/52		12,790		12,446,677
5.00%, 05/01/53		98,345		95,360,494
5.00%, 07/01/53		16,645		16,208,361
5.41%, 06/01/43, (12-mo. LIBOR US + 1.535%)^(b)		594		584,473
5.49%, 08/01/41, (12-mo. LIBOR US + 1.750%)^(b)		59		59,572
5.50%, 08/01/52		2,741		2,713,726
5.50%, 12/01/52		4,240		4,197,246
5.50%, 01/01/53		19,031		18,842,278
5.50%, 05/01/53		43,084		42,610,178
5.50%, 06/01/53		24,073		23,860,489
5.50%, 07/01/53		34,503		34,284,302
5.95%, 08/01/42, (12-mo. LIBOR US + 1.695%)^(b)		572		572,905
6.00%, 04/01/53		3,049		3,089,977
6.00%, 06/01/53		7,432		7,511,005
6.00%, 07/01/53		37,334		37,843,910


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
6.00%, 08/01/53	$	13,481	$	13,722,713
6.07%, 09/01/41, (12-mo. LIBOR US + 1.815%)^(b)		29		29,978
Government National Mortgage Association
1.50%, 04/20/51		510		405,584
2.00%, 07/20/50		10,803		8,962,724
2.00%, 08/20/50		68,388		56,719,264
2.00%, 09/20/50		4,666		3,868,426
2.00%, 10/20/50		640		530,423
2.00%, 11/20/50		24,143		20,005,503
2.00%, 12/20/50		56,558		46,851,998
2.00%, 01/20/51		19,232		15,926,894
2.00%, 02/20/51		72,694		60,084,255
2.00%, 03/20/51		11,189		9,256,098
2.00%, 04/20/51		3,607		2,979,566
2.00%, 06/20/51		3,684		3,044,859
2.00%, 07/20/51		5,097		4,211,599
2.00%, 08/20/51		31,567		25,989,681
2.00%, 09/20/51		9,436		7,792,486
2.00%, 10/20/51		287,919		237,693,405
2.00%, 11/20/51		34,935		28,831,996
2.00%, 12/20/51		306,097		252,548,846
2.00%, 01/20/52		159,180		131,293,501
2.00%, 02/20/52		5,787		4,767,884
2.00%, 03/20/52		148,763		122,558,243
2.00%, 04/20/52		89,145		73,442,246
2.00%, 06/20/52		25,859		21,303,535
2.00%, 07/20/52		755		622,266
2.00%, 09/20/52		83		68,685
2.00%, 09/21/53^(c)		43,340		35,745,342
2.50%, 03/20/27		22		20,573
2.50%, 08/20/27		33		31,184
2.50%, 09/20/27		44		41,357
2.50%, 01/20/28		149		140,507
2.50%, 04/20/28		84		78,687
2.50%, 11/20/30		77		71,265
2.50%, 04/20/32		246		227,925
2.50%, 12/20/42		420		365,043
2.50%, 03/20/43		156		135,260
2.50%, 01/20/45		29		24,771
2.50%, 10/20/45		9,846		8,554,795
2.50%, 11/20/46		201		173,360
2.50%, 12/20/46		11,340		9,797,165
2.50%, 01/20/47		4,218		3,643,813
2.50%, 11/20/47		98		84,562
2.50%, 10/20/49		2,016		1,734,423
2.50%, 01/20/50		71		61,393
2.50%, 04/20/50		14,008		12,029,804
2.50%, 06/20/50		15,929		13,670,515
2.50%, 08/20/50		14,914		12,682,475
2.50%, 09/20/50		28,426		24,072,721
2.50%, 01/20/51		74,558		63,841,834
2.50%, 02/20/51		75,807		64,843,274
2.50%, 03/20/51		271		231,949
2.50%, 04/20/51		2,446		2,091,555
2.50%, 05/20/51		199,333		170,413,187
2.50%, 06/20/51		4,317		3,683,266
2.50%, 07/20/51		247,442		211,206,629
2.50%, 08/20/51		131,765		112,349,706
2.50%, 09/20/51		51,623		43,972,685


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 10/20/51	$	16,688	$	14,222,419
2.50%, 11/20/51		36,242		30,875,087
2.50%, 12/20/51		136,127		115,937,769
2.50%, 01/20/52		29,293		24,942,973
2.50%, 02/20/52		9,457		8,052,472
2.50%, 03/20/52		148,075		126,031,598
2.50%, 04/20/52		152,054		129,405,585
2.50%, 05/20/52		41,257		35,148,003
2.50%, 06/20/52		4,131		3,519,107
2.50%, 07/20/52		9,187		7,826,794
2.50%, 08/20/52		25,060		21,349,376
2.50%, 09/20/52		6,442		5,487,921
2.50%, 10/20/52		10,290		8,763,054
2.50%, 12/20/52		19,964		17,011,543
2.50%, 01/20/53		1,903		1,621,803
2.50%, 02/20/53		7,420		6,339,030
2.50%, 03/20/53		4,834		4,131,702
3.00%, 01/20/27		81		78,044
3.00%, 04/15/27		38		36,266
3.00%, 04/20/27		49		46,278
3.00%, 05/20/27		1,955		1,859,545
3.00%, 07/15/27		941		889,567
3.00%, 09/15/27		16		14,909
3.00%, 09/20/27		80		76,141
3.00%, 10/15/27		260		245,790
3.00%, 11/20/27		13		12,173
3.00%, 01/20/28		12		11,241
3.00%, 09/20/28		39		37,022
3.00%, 10/20/28		50		47,331
3.00%, 11/20/28		122		114,958
3.00%, 01/20/29		39		36,737
3.00%, 05/20/29		106		99,809
3.00%, 10/20/30		13		12,070
3.00%, 12/20/31		160		149,924
3.00%, 01/20/42		14		12,345
3.00%, 04/15/42		244		218,142
3.00%, 06/20/42		111		100,242
3.00%, 07/20/42		155		139,532
3.00%, 08/15/42		328		289,672
3.00%, 08/20/42		153		137,353
3.00%, 09/15/42		5,252		4,705,840
3.00%, 09/20/42		510		458,857
3.00%, 10/15/42		762		680,477
3.00%, 10/20/42		5,229		4,704,894
3.00%, 11/15/42		4,281		3,826,588
3.00%, 11/20/42		335		301,310
3.00%, 12/15/42		302		268,621
3.00%, 12/20/42		5,594		5,033,079
3.00%, 01/20/43		10,535		9,478,337
3.00%, 02/15/43		502		449,559
3.00%, 02/20/43		351		315,990
3.00%, 03/15/43		235		209,005
3.00%, 03/20/43		1,433		1,287,727
3.00%, 04/15/43		319		285,161
3.00%, 04/20/43		4,070		3,656,955
3.00%, 05/15/43		143		126,876
3.00%, 05/20/43		4,878		4,382,127
3.00%, 06/15/43		60		54,406
3.00%, 06/20/43		929		834,970
3.00%, 07/15/43		77		69,012


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 07/20/43	$	2,324	$	2,088,106
3.00%, 08/15/43		642		575,568
3.00%, 08/20/43		688		618,228
3.00%, 09/15/43		736		650,720
3.00%, 09/20/43		920		826,314
3.00%, 10/20/43		221		198,745
3.00%, 11/20/43		56		49,962
3.00%, 12/20/43		429		385,707
3.00%, 01/15/44		323		289,505
3.00%, 01/20/44		4,419		3,970,025
3.00%, 02/20/44		903		810,922
3.00%, 03/20/44		984		884,261
3.00%, 04/20/44		74		66,128
3.00%, 06/20/44		175		156,808
3.00%, 07/20/44		645		578,862
3.00%, 08/20/44		31,264		28,087,665
3.00%, 09/20/44		622		557,695
3.00%, 10/15/44		21		18,404
3.00%, 10/20/44		3,262		2,930,397
3.00%, 11/20/44		7,558		6,780,362
3.00%, 12/20/44		17		14,829
3.00%, 01/20/45		3,968		3,559,275
3.00%, 03/20/45		47		41,721
3.00%, 04/20/45		3,958		3,547,451
3.00%, 05/20/45		8,121		7,278,938
3.00%, 06/20/45		1,068		957,228
3.00%, 07/15/45		3		2,628
3.00%, 07/20/45		13,610		12,198,540
3.00%, 08/15/45		1,761		1,563,184
3.00%, 08/20/45		29,277		26,235,556
3.00%, 09/20/45		351		314,526
3.00%, 10/20/45		9,199		8,190,282
3.00%, 11/20/45		4,202		3,726,966
3.00%, 12/20/45		10,753		9,593,657
3.00%, 01/20/46		5,054		4,530,626
3.00%, 02/20/46		10,390		9,312,499
3.00%, 03/20/46		4,510		4,031,607
3.00%, 04/20/46		4,711		4,211,529
3.00%, 05/20/46		16,224		14,534,737
3.00%, 06/20/46		9,993		8,933,150
3.00%, 07/15/46		449		393,657
3.00%, 07/20/46		15,590		13,950,464
3.00%, 08/20/46		31,232		27,918,401
3.00%, 09/20/46		22,813		20,392,633
3.00%, 10/20/46		7,918		7,078,100
3.00%, 11/15/46		134		117,156
3.00%, 11/20/46		15,196		13,577,037
3.00%, 12/15/46		4,967		4,410,349
3.00%, 12/20/46		28,291		25,289,363
3.00%, 01/20/47		20,314		18,159,225
3.00%, 02/15/47		11,359		10,055,795
3.00%, 02/20/47		47,153		42,151,055
3.00%, 03/20/47		16,291		14,562,380
3.00%, 04/20/47		10,485		9,351,423
3.00%, 05/20/47		65		57,537
3.00%, 06/15/47		171		151,471
3.00%, 06/20/47		6,402		5,709,499
3.00%, 07/20/47		2,752		2,454,065
3.00%, 08/20/47		1,125		1,003,276
3.00%, 09/15/47		109		96,129


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 09/20/47	$	5,873	$	5,246,403
3.00%, 11/20/47		12,434		11,089,240
3.00%, 12/15/47		21		18,773
3.00%, 12/20/47		870		775,890
3.00%, 01/20/48		39,672		35,381,517
3.00%, 02/20/48		5,296		4,712,999
3.00%, 03/20/48		2,880		2,568,831
3.00%, 04/20/48		6,430		5,734,622
3.00%, 05/20/48		2,690		2,398,945
3.00%, 07/20/48		94		83,602
3.00%, 08/20/48		2,509		2,238,062
3.00%, 09/20/48		1,457		1,299,118
3.00%, 10/20/48		929		828,390
3.00%, 11/20/48		2,161		1,927,310
3.00%, 12/20/48		1,352		1,205,867
3.00%, 01/20/49		503		448,764
3.00%, 02/20/49		527		470,238
3.00%, 04/20/49		2,218		1,978,478
3.00%, 06/20/49		3,208		2,861,110
3.00%, 07/20/49		9,383		8,347,344
3.00%, 09/20/49		21,081		18,751,483
3.00%, 10/20/49		28,267		25,106,367
3.00%, 11/15/49		393		347,353
3.00%, 11/20/49		4,446		3,946,241
3.00%, 12/20/49		33,733		29,942,772
3.00%, 01/20/50		23,346		20,715,974
3.00%, 02/15/50		2,835		2,507,609
3.00%, 02/20/50		38,366		34,026,340
3.00%, 03/20/50		7,252		6,432,208
3.00%, 04/20/50		1,028		910,299
3.00%, 06/20/50		1,247		1,095,436
3.00%, 07/20/50		17,499		15,509,500
3.00%, 08/20/50		10,391		9,207,795
3.00%, 10/20/50		2,785		2,468,122
3.00%, 01/20/51		4,423		3,916,962
3.00%, 04/20/51		113		99,850
3.00%, 05/20/51		1,748		1,547,043
3.00%, 06/20/51		12,313		10,891,272
3.00%, 07/20/51		1,889		1,670,175
3.00%, 08/20/51		9,626		8,498,492
3.00%, 09/20/51		18,662		16,491,731
3.00%, 10/20/51		1,982		1,748,371
3.00%, 11/20/51		26,950		23,770,381
3.00%, 12/20/51		24,657		21,769,653
3.00%, 01/20/52		214		188,605
3.00%, 02/20/52		4,530		3,996,764
3.00%, 03/20/52		18,894		16,489,000
3.00%, 04/20/52		539		474,096
3.00%, 05/20/52		13,052		11,473,737
3.00%, 06/20/52		2,327		2,045,731
3.00%, 07/20/52		39,536		34,765,988
3.00%, 08/20/52		27,733		24,438,997
3.00%, 09/20/52		54,272		47,840,975
3.00%, 11/20/52		57		50,528
3.00%, 12/20/52		2,058		1,816,300
3.00%, 01/20/53		18,923		16,665,680
3.00%, 02/20/53		7,214		6,388,228
3.00%, 04/20/53		278		246,360
3.00%, 06/20/53		3,056		2,707,841
3.00%, 09/21/53^(c)		71,687		63,025,754


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 08/15/24	$	49	$	48,437
3.50%, 12/15/25		3		2,583
3.50%, 02/15/26		55		53,408
3.50%, 05/15/26		10		9,343
3.50%, 12/20/26		50		47,998
3.50%, 03/20/27		9		8,731
3.50%, 04/20/27		29		27,648
3.50%, 01/20/29		7		6,946
3.50%, 07/15/29		104		98,548
3.50%, 01/15/41		11		10,369
3.50%, 01/20/41		68		62,997
3.50%, 09/15/41		162		150,537
3.50%, 10/15/41		14		13,102
3.50%, 11/15/41		58		53,499
3.50%, 11/20/41		312		290,368
3.50%, 12/15/41		1,575		1,460,342
3.50%, 12/20/41		594		552,760
3.50%, 01/15/42		166		153,475
3.50%, 01/20/42		113		104,873
3.50%, 02/15/42		353		326,157
3.50%, 02/20/42		68		63,596
3.50%, 03/15/42		163		149,921
3.50%, 03/20/42		9,174		8,530,128
3.50%, 04/15/42		398		367,348
3.50%, 05/15/42		302		278,750
3.50%, 05/20/42		632		587,831
3.50%, 06/15/42		115		106,511
3.50%, 06/20/42		11,454		10,650,856
3.50%, 07/15/42		357		331,597
3.50%, 08/15/42		51		46,782
3.50%, 08/20/42		1,137		1,049,012
3.50%, 09/15/42		1,048		966,631
3.50%, 09/20/42		12,517		11,638,505
3.50%, 10/15/42		1,061		972,782
3.50%, 10/20/42		13,018		12,104,273
3.50%, 11/15/42		390		360,624
3.50%, 11/20/42		13,697		12,754,938
3.50%, 12/20/42		10,248		9,528,903
3.50%, 01/15/43		306		283,944
3.50%, 01/20/43		1,841		1,708,598
3.50%, 02/15/43		79		73,287
3.50%, 03/15/43		624		578,071
3.50%, 03/20/43		33		30,745
3.50%, 04/15/43		107		98,300
3.50%, 04/20/43		6,502		6,036,774
3.50%, 05/15/43		883		817,562
3.50%, 05/20/43		12,917		11,991,814
3.50%, 06/15/43		8,629		7,995,579
3.50%, 07/20/43		224		208,132
3.50%, 08/15/43		220		202,548
3.50%, 08/20/43		659		611,514
3.50%, 09/20/43		6,140		5,700,206
3.50%, 10/15/43		57		52,522
3.50%, 10/20/43		1,209		1,122,432
3.50%, 11/20/43		138		128,040
3.50%, 01/20/44		3		2,464
3.50%, 02/20/44		801		742,488
3.50%, 04/20/44		222		205,870
3.50%, 05/20/44		414		383,648
3.50%, 06/15/44		4		3,861


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 06/20/44	$	2,883	$	2,673,498
3.50%, 07/15/44		46		42,412
3.50%, 07/20/44		65		60,104
3.50%, 09/15/44		405		372,292
3.50%, 09/20/44		6,585		6,106,696
3.50%, 10/20/44		4,115		3,812,241
3.50%, 11/20/44		948		879,105
3.50%, 12/15/44		88		81,324
3.50%, 12/20/44		2,114		1,960,973
3.50%, 01/15/45		123		113,039
3.50%, 01/20/45		917		850,599
3.50%, 02/20/45		28		26,272
3.50%, 03/15/45		46		41,638
3.50%, 03/20/45		699		646,400
3.50%, 04/15/45		425		390,227
3.50%, 04/20/45		8,053		7,443,405
3.50%, 05/20/45		2,390		2,208,015
3.50%, 06/20/45		6,879		6,358,464
3.50%, 07/20/45		160		147,549
3.50%, 08/20/45		213		196,878
3.50%, 09/20/45		4,426		4,065,732
3.50%, 10/20/45		172		158,663
3.50%, 11/20/45		14,153		13,082,279
3.50%, 12/20/45		6,441		5,954,096
3.50%, 01/20/46		1,904		1,759,228
3.50%, 02/20/46		239		220,780
3.50%, 03/20/46		15,912		14,708,165
3.50%, 04/20/46		11,716		10,806,056
3.50%, 05/20/46		3,401		3,130,346
3.50%, 06/15/46		227		207,892
3.50%, 06/20/46		42,996		39,656,530
3.50%, 07/15/46		1,717		1,562,537
3.50%, 07/20/46		2,367		2,183,083
3.50%, 08/15/46		3,106		2,823,477
3.50%, 08/20/46		77		70,588
3.50%, 09/15/46		2,751		2,501,321
3.50%, 09/20/46		5,552		5,118,767
3.50%, 10/15/46		851		779,347
3.50%, 10/20/46		348		321,383
3.50%, 11/20/46		6,117		5,640,965
3.50%, 12/20/46		8,734		8,056,001
3.50%, 01/20/47		25,257		23,295,201
3.50%, 02/20/47		47,250		43,580,462
3.50%, 03/20/47		12,893		11,853,284
3.50%, 04/20/47		8,913		8,188,276
3.50%, 05/20/47		1,752		1,614,483
3.50%, 06/15/47		1,028		930,289
3.50%, 06/20/47		3,911		3,604,234
3.50%, 07/20/47		2,202		2,024,319
3.50%, 08/20/47		14,733		13,525,274
3.50%, 09/15/47		377		344,127
3.50%, 09/20/47		42,027		38,465,325
3.50%, 10/15/47		1,274		1,160,301
3.50%, 10/20/47		16,376		15,085,710
3.50%, 11/15/47		2,610		2,379,850
3.50%, 11/20/47		18,309		16,852,477
3.50%, 12/15/47		3,738		3,399,347
3.50%, 12/20/47		24,065		22,150,875
3.50%, 01/15/48		4,317		3,935,562
3.50%, 01/20/48		19,162		17,616,788


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 02/15/48	$	163	$	148,051
3.50%, 02/20/48		16,701		15,336,890
3.50%, 03/20/48		82		74,957
3.50%, 04/15/48		337		306,670
3.50%, 04/20/48		16,082		14,762,149
3.50%, 05/15/48		50		45,026
3.50%, 05/20/48		11,760		10,813,058
3.50%, 09/15/48		1,172		1,065,627
3.50%, 09/20/48		5,004		4,602,695
3.50%, 10/20/48		16,504		15,167,435
3.50%, 11/20/48		13,330		12,250,585
3.50%, 12/20/48		47		43,420
3.50%, 01/20/49		2,510		2,307,986
3.50%, 02/20/49		456		419,340
3.50%, 03/20/49		18,686		17,173,022
3.50%, 04/20/49		329		301,986
3.50%, 05/20/49		330		303,648
3.50%, 06/20/49		1,807		1,658,684
3.50%, 07/20/49		277		254,799
3.50%, 09/20/49		10,648		9,788,294
3.50%, 10/15/49		15		13,688
3.50%, 10/20/49		957		879,400
3.50%, 11/15/49		416		377,751
3.50%, 11/20/49		485		446,043
3.50%, 12/20/49		6,095		5,601,612
3.50%, 01/20/50		31,337		28,799,205
3.50%, 02/20/50		738		678,380
3.50%, 03/20/50		1,120		1,029,285
3.50%, 04/20/50		587		539,571
3.50%, 05/20/50		894		821,039
3.50%, 06/20/50		6,177		5,644,125
3.50%, 07/20/50		392		360,247
3.50%, 08/20/50		1,071		978,749
3.50%, 09/20/50		61		55,279
3.50%, 10/20/50		1,140		1,047,508
3.50%, 11/20/50		851		782,028
3.50%, 12/20/50		234		213,773
3.50%, 03/20/51		1,808		1,660,994
3.50%, 05/20/51		5,238		4,778,687
3.50%, 06/20/51		7,803		7,119,404
3.50%, 07/20/51		682		621,896
3.50%, 09/20/51		80		73,040
3.50%, 12/20/51		885		804,366
3.50%, 01/20/52		11,505		10,458,065
3.50%, 02/20/52		4,407		4,005,962
3.50%, 03/20/52		2,319		2,093,072
3.50%, 01/20/53		31,594		28,685,933
3.50%, 02/20/53		5,806		5,298,645
3.50%, 03/20/53		1,939		1,768,781
3.50%, 06/20/53		154		140,883
3.50%, 09/21/53^(c)		108,952		98,929,267
4.00%, 07/15/24		2		2,138
4.00%, 08/15/24		4		3,570
4.00%, 12/15/24		5		4,869
4.00%, 11/15/25		11		11,047
4.00%, 05/15/26		10		9,549
4.00%, 07/20/26		6		6,087
4.00%, 06/15/39		56		53,687
4.00%, 07/20/40		34		32,695
4.00%, 08/15/40		34		32,427


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.00%, 09/15/40	$	155		$	148,614
4.00%, 09/20/40		36			34,726
4.00%, 10/15/40		111			105,442
4.00%, 10/20/40		438			418,552
4.00%, 11/15/40		80			76,627
4.00%, 11/20/40		909			869,143
4.00%, 12/15/40		51			48,807
4.00%, 12/20/40		6,651			6,362,112
4.00%, 01/15/41		169			161,372
4.00%, 01/20/41		970			927,521
4.00%, 02/15/41		1,925			1,837,030
4.00%, 02/20/41		107			102,046
4.00%, 03/15/41		265			253,033
4.00%, 04/15/41		1,309			1,247,947
4.00%, 04/20/41		87			82,790
4.00%, 05/15/41		337			321,855
4.00%, 05/20/41		535			511,558
4.00%, 06/15/41		0	^(a)		197
4.00%, 07/15/41		614			586,598
4.00%, 07/20/41		237			226,838
4.00%, 08/15/41		41			39,165
4.00%, 08/20/41		1,517			1,451,489
4.00%, 09/15/41		199			189,353
4.00%, 09/20/41		88			84,492
4.00%, 10/15/41		28			27,345
4.00%, 10/20/41		68			64,613
4.00%, 11/15/41		13			12,850
4.00%, 11/20/41		2,748			2,629,748
4.00%, 12/15/41		482			460,147
4.00%, 12/20/41		627			600,397
4.00%, 01/15/42		294			280,733
4.00%, 01/20/42		960			918,991
4.00%, 02/15/42		1,311			1,249,876
4.00%, 02/20/42		1,924			1,841,336
4.00%, 03/15/42		2,406			2,292,318
4.00%, 03/20/42		205			196,088
4.00%, 04/15/42		1,269			1,210,124
4.00%, 04/20/42		735			702,940
4.00%, 05/15/42		481			458,141
4.00%, 05/20/42		1,260			1,204,804
4.00%, 06/20/42		170			163,177
4.00%, 07/20/42		416			397,858
4.00%, 08/15/42		458			436,718
4.00%, 08/20/42		1,822			1,742,151
4.00%, 09/20/42		34			32,074
4.00%, 10/15/42		227			216,597
4.00%, 10/20/42		34			32,733
4.00%, 11/20/42		490			467,699
4.00%, 12/20/42		3,480			3,327,362
4.00%, 01/20/43		343			327,434
4.00%, 03/20/43		210			201,219
4.00%, 04/20/43		186			178,104
4.00%, 05/15/43		6			5,928
4.00%, 05/20/43		1,095			1,043,543
4.00%, 06/20/43		26			24,771
4.00%, 07/20/43		74			70,913
4.00%, 09/15/43		111			105,120
4.00%, 09/20/43		22			20,894
4.00%, 10/20/43		452			431,328
4.00%, 11/20/43		31			29,454


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 01/20/44	$	936	$	892,504
4.00%, 02/20/44		288		274,351
4.00%, 03/15/44		90		84,763
4.00%, 03/20/44		215		205,091
4.00%, 04/15/44		15		14,437
4.00%, 04/20/44		1,029		979,608
4.00%, 05/15/44		71		66,359
4.00%, 06/20/44		411		391,546
4.00%, 07/15/44		31		29,269
4.00%, 07/20/44		1,860		1,770,802
4.00%, 08/15/44		14		12,840
4.00%, 08/20/44		2,893		2,754,563
4.00%, 09/15/44		213		200,577
4.00%, 09/20/44		289		275,319
4.00%, 10/20/44		3,990		3,799,225
4.00%, 01/15/45		14		12,842
4.00%, 01/20/45		4,278		4,073,413
4.00%, 02/15/45		2		1,874
4.00%, 02/20/45		75		71,271
4.00%, 03/15/45		25		23,336
4.00%, 03/20/45		940		895,321
4.00%, 04/15/45		35		33,131
4.00%, 04/20/45		558		531,254
4.00%, 05/15/45		34		31,538
4.00%, 05/20/45		12		11,418
4.00%, 06/15/45		159		149,643
4.00%, 06/20/45		1,839		1,747,831
4.00%, 07/15/45		45		42,264
4.00%, 07/20/45		960		911,922
4.00%, 08/15/45		29		27,022
4.00%, 08/20/45		707		672,399
4.00%, 09/15/45		235		220,268
4.00%, 09/20/45		6,296		5,983,693
4.00%, 10/20/45		598		567,872
4.00%, 11/15/45		33		31,081
4.00%, 11/20/45		4,245		4,034,135
4.00%, 12/20/45		241		229,394
4.00%, 01/20/46		1,092		1,038,131
4.00%, 03/20/46		8,371		7,955,179
4.00%, 04/15/46		404		379,785
4.00%, 04/20/46		4,113		3,909,169
4.00%, 05/15/46		5		4,459
4.00%, 05/20/46		2,724		2,589,298
4.00%, 06/20/46		381		360,447
4.00%, 07/20/46		975		923,359
4.00%, 08/15/46		54		50,985
4.00%, 08/20/46		89		84,600
4.00%, 09/20/46		4,075		3,859,550
4.00%, 10/15/46		97		91,330
4.00%, 11/15/46		146		137,469
4.00%, 11/20/46		3,510		3,324,974
4.00%, 12/15/46		1,236		1,167,118
4.00%, 12/20/46		1,807		1,711,930
4.00%, 01/20/47		5,740		5,436,693
4.00%, 02/20/47		138		130,461
4.00%, 03/20/47		538		509,344
4.00%, 04/20/47		11,746		11,108,857
4.00%, 05/20/47		279		264,231
4.00%, 06/20/47		22,299		21,090,037
4.00%, 07/20/47		31,384		29,682,202


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.00%, 08/20/47	$	7,743		$	7,323,750
4.00%, 09/20/47		988			934,626
4.00%, 10/15/47		23			21,858
4.00%, 10/20/47		1,002			947,346
4.00%, 11/20/47		29,266			27,679,499
4.00%, 12/20/47		7,770			7,344,979
4.00%, 01/15/48		1,422			1,338,114
4.00%, 01/20/48		6,523			6,169,279
4.00%, 02/20/48		12,481			11,803,952
4.00%, 03/20/48		19,356			18,299,432
4.00%, 04/20/48		12,636			11,927,401
4.00%, 05/15/48		106			99,738
4.00%, 05/20/48		2,011			1,895,525
4.00%, 06/20/48		10,035			9,472,885
4.00%, 07/20/48		4,739			4,473,642
4.00%, 08/20/48		13,430			12,678,335
4.00%, 09/20/48		8,914			8,415,049
4.00%, 10/20/48		4,160			3,927,084
4.00%, 11/20/48		14,686			13,861,431
4.00%, 12/20/48		3,794			3,581,627
4.00%, 02/20/49		1,393			1,314,720
4.00%, 03/20/49		5,057			4,774,397
4.00%, 05/20/49		1,983			1,869,894
4.00%, 06/20/49		1,539			1,446,546
4.00%, 07/20/49		4,498			4,224,794
4.00%, 09/15/49		77			72,899
4.00%, 09/20/49		238			224,724
4.00%, 10/20/49		445			419,712
4.00%, 11/20/49		33			30,907
4.00%, 01/20/50		24,128			22,754,090
4.00%, 02/20/50		11,979			11,296,619
4.00%, 03/20/50		355			334,959
4.00%, 04/20/50		9			8,235
4.00%, 05/20/50		2,048			1,930,988
4.00%, 06/20/50		2,113			1,992,850
4.00%, 07/20/50		4,652			4,391,400
4.00%, 08/20/50		2,779			2,620,296
4.00%, 10/20/50		2,610			2,461,312
4.00%, 11/20/50		504			475,270
4.00%, 01/20/51		56			52,670
4.00%, 04/20/52		438			408,241
4.00%, 06/20/52		2,825			2,631,752
4.00%, 07/20/52		12,004			11,183,074
4.00%, 08/20/52		10,124			9,431,007
4.00%, 09/20/52		47,425			44,180,183
4.00%, 10/20/52		36,234			33,754,985
4.00%, 12/20/52		14,373			13,389,681
4.00%, 02/20/53		495			460,952
4.00%, 09/21/53^(c)		39,365			36,677,109
4.50%, 04/20/26		6			5,594
4.50%, 07/15/33		1			1,026
4.50%, 08/15/33		9			8,683
4.50%, 11/20/33		2			1,944
4.50%, 06/15/34		2			1,497
4.50%, 01/15/35		0	^(a)		414
4.50%, 06/20/35		12			12,238
4.50%, 08/15/35		7			6,821
4.50%, 03/15/39		74			73,187
4.50%, 03/20/39		31			30,070
4.50%, 04/15/39		244			237,425


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 05/15/39	$	78	$	76,009
4.50%, 06/15/39		72		68,957
4.50%, 07/15/39		281		274,779
4.50%, 08/15/39		1,175		1,146,421
4.50%, 09/15/39		33		32,258
4.50%, 10/15/39		6		5,764
4.50%, 11/15/39		40		38,979
4.50%, 11/20/39		419		409,811
4.50%, 12/15/39		59		58,497
4.50%, 12/20/39		40		39,131
4.50%, 01/15/40		138		135,070
4.50%, 01/20/40		449		438,905
4.50%, 02/15/40		109		105,129
4.50%, 03/15/40		74		72,406
4.50%, 04/15/40		31		31,354
4.50%, 05/15/40		26		25,547
4.50%, 05/20/40		64		62,860
4.50%, 06/15/40		2,272		2,217,889
4.50%, 06/20/40		6,943		6,792,701
4.50%, 07/15/40		820		801,049
4.50%, 07/20/40		2,499		2,444,825
4.50%, 08/15/40		2,888		2,818,608
4.50%, 08/20/40		715		699,736
4.50%, 09/15/40		153		149,876
4.50%, 10/15/40		65		63,852
4.50%, 10/20/40		3,763		3,681,536
4.50%, 12/15/40		13		12,376
4.50%, 01/15/41		7		7,067
4.50%, 01/20/41		5,381		5,264,322
4.50%, 02/15/41		5		5,050
4.50%, 02/20/41		4,267		4,184,455
4.50%, 03/15/41		77		75,518
4.50%, 03/20/41		257		252,441
4.50%, 04/15/41		19		18,725
4.50%, 04/20/41		9,566		9,380,344
4.50%, 05/15/41		42		40,651
4.50%, 05/20/41		3,939		3,862,652
4.50%, 06/15/41		43		41,611
4.50%, 06/20/41		7,640		7,491,283
4.50%, 07/15/41		32		31,001
4.50%, 07/20/41		5,361		5,256,767
4.50%, 08/15/41		46		44,170
4.50%, 08/20/41		91		89,171
4.50%, 09/15/41		32		31,223
4.50%, 09/20/41		1,271		1,246,081
4.50%, 11/20/41		1,254		1,229,323
4.50%, 12/20/41		535		524,289
4.50%, 01/20/42		84		82,492
4.50%, 02/20/42		51		50,042
4.50%, 03/20/42		12		11,867
4.50%, 04/20/42		22		21,685
4.50%, 05/20/42		16		15,648
4.50%, 08/20/43		9		8,489
4.50%, 09/20/43		255		248,489
4.50%, 11/20/43		530		517,123
4.50%, 02/20/44		135		131,370
4.50%, 03/20/44		2,686		2,618,789
4.50%, 04/20/44		3		2,549
4.50%, 05/20/44		251		244,819
4.50%, 06/20/44		12		11,464


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 08/20/44	$	18	$	17,468
4.50%, 09/20/44		112		108,900
4.50%, 10/20/44		210		204,634
4.50%, 11/20/44		176		171,676
4.50%, 02/20/45		41		39,632
4.50%, 03/20/45		3		2,568
4.50%, 06/20/45		132		128,448
4.50%, 09/15/45		16		15,216
4.50%, 09/20/45		7		7,279
4.50%, 10/15/45		45		43,104
4.50%, 10/20/45		62		60,778
4.50%, 11/20/45		5,829		5,673,377
4.50%, 12/20/45		145		141,395
4.50%, 01/20/46		48		47,058
4.50%, 02/15/46		148		142,470
4.50%, 02/20/46		647		629,827
4.50%, 03/20/46		133		129,797
4.50%, 05/20/46		118		114,756
4.50%, 07/20/46		221		214,847
4.50%, 08/15/46		16		15,419
4.50%, 08/20/46		343		334,075
4.50%, 09/15/46		61		58,976
4.50%, 09/20/46		1,700		1,663,509
4.50%, 10/15/46		20		19,663
4.50%, 10/20/46		1,720		1,676,907
4.50%, 11/20/46		771		751,506
4.50%, 12/20/46		141		137,313
4.50%, 01/20/47		78		76,114
4.50%, 02/20/47		269		261,917
4.50%, 04/20/47		394		381,894
4.50%, 05/20/47		831		806,326
4.50%, 06/15/47		60		58,587
4.50%, 06/20/47		900		873,406
4.50%, 07/20/47		1,814		1,760,515
4.50%, 08/15/47		21		20,561
4.50%, 08/20/47		392		380,800
4.50%, 09/20/47		145		140,265
4.50%, 10/20/47		1,662		1,611,281
4.50%, 11/20/47		163		157,189
4.50%, 12/20/47		269		260,172
4.50%, 01/20/48		1,837		1,776,158
4.50%, 02/20/48		2,098		2,028,696
4.50%, 03/20/48		2,204		2,131,262
4.50%, 04/20/48		9,161		8,857,146
4.50%, 05/20/48		523		505,182
4.50%, 06/20/48		9,978		9,651,787
4.50%, 07/20/48		14,299		13,815,692
4.50%, 08/20/48		14,277		13,794,725
4.50%, 09/20/48		6,339		6,125,250
4.50%, 10/20/48		1,731		1,672,639
4.50%, 11/20/48		4,311		4,164,529
4.50%, 12/20/48		6,918		6,684,579
4.50%, 01/20/49		18,872		18,234,260
4.50%, 02/20/49		1,493		1,441,482
4.50%, 03/20/49		6,545		6,324,383
4.50%, 04/20/49		3,143		3,036,308
4.50%, 05/20/49		10,756		10,392,961
4.50%, 08/20/49		3,833		3,703,518
4.50%, 09/20/49		281		271,229
4.50%, 10/20/49		552		532,926


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 11/20/49	$	896		$	866,017
4.50%, 12/20/49		174			167,741
4.50%, 02/20/50		8,904			8,603,623
4.50%, 03/20/50		3,674			3,550,249
4.50%, 04/20/50		3,148			3,040,662
4.50%, 05/20/50		2,575			2,488,369
4.50%, 07/20/50		389			376,155
4.50%, 12/20/50		164			158,197
4.50%, 03/20/51		2,030			1,961,647
4.50%, 05/20/51		54			52,035
4.50%, 06/20/51		2,755			2,663,815
4.50%, 12/20/51		3,832			3,702,709
4.50%, 02/20/52		21			19,754
4.50%, 05/20/52		2,794			2,663,141
4.50%, 07/20/52		19,607			18,686,334
4.50%, 08/20/52		45,002			42,889,208
4.50%, 09/20/52		2,589			2,470,021
4.50%, 10/20/52		4,835			4,607,770
4.50%, 11/20/52		4,957			4,724,552
4.50%, 05/20/53		25,177			23,985,524
4.50%, 09/20/53^(c)		84,857			80,866,069
5.00%, 11/15/24		70			69,075
5.00%, 03/15/33		3			2,936
5.00%, 05/20/33		140			140,217
5.00%, 06/15/33		4			4,332
5.00%, 07/15/33		14			13,116
5.00%, 07/20/33		1			963
5.00%, 08/15/33		58			58,180
5.00%, 09/15/33		33			33,612
5.00%, 10/15/33		23			22,247
5.00%, 01/15/34		1			708
5.00%, 01/20/34		1			1,232
5.00%, 02/15/34		24			23,723
5.00%, 04/15/34		2			2,080
5.00%, 05/15/34		2			2,161
5.00%, 05/20/34		1			674
5.00%, 06/15/34		20			20,284
5.00%, 07/15/34		14			13,784
5.00%, 12/15/34		2			2,100
5.00%, 01/15/35		5			5,607
5.00%, 03/15/35		1			514
5.00%, 05/15/35		1			1,276
5.00%, 07/20/35		603			605,413
5.00%, 08/15/35		18			18,106
5.00%, 09/15/35		6			6,541
5.00%, 10/15/35		47			47,333
5.00%, 11/15/35		9			9,009
5.00%, 12/15/35		9			8,780
5.00%, 04/20/36		20			19,885
5.00%, 09/15/36		15			15,450
5.00%, 12/15/36		2,331			2,345,390
5.00%, 04/20/37		1			832
5.00%, 12/15/37		2			2,055
5.00%, 01/15/38		0	^(a)		140
5.00%, 02/15/38		0	^(a)		252
5.00%, 03/15/38		1			524
5.00%, 03/20/38		4			4,263
5.00%, 04/15/38		14			12,206
5.00%, 04/20/38		111			111,607
5.00%, 05/15/38		62			61,855


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 05/20/38	$	1		$	1,320
5.00%, 06/15/38		28			28,298
5.00%, 06/20/38		11			11,068
5.00%, 07/15/38		2			1,847
5.00%, 07/15/38		0	^(a)		283
5.00%, 08/15/38		27			26,845
5.00%, 08/20/38		9			8,735
5.00%, 10/15/38		12			12,411
5.00%, 10/20/38		12			11,952
5.00%, 12/15/38		6			5,895
5.00%, 01/15/39		951			947,754
5.00%, 02/15/39		262			261,561
5.00%, 03/15/39		60			59,326
5.00%, 03/15/39		0	^(a)		425
5.00%, 04/15/39		38			38,290
5.00%, 05/15/39		11			12,073
5.00%, 05/20/39		5			5,108
5.00%, 06/15/39		73			72,608
5.00%, 06/20/39		23			22,579
5.00%, 07/15/39		2,280			2,274,054
5.00%, 08/15/39		86			84,852
5.00%, 09/15/39		253			252,845
5.00%, 10/15/39		31			31,100
5.00%, 10/20/39		791			793,338
5.00%, 11/15/39		41			40,599
5.00%, 11/20/39		123			123,625
5.00%, 12/15/39		13			13,019
5.00%, 02/15/40		262			262,117
5.00%, 03/15/40		26			25,939
5.00%, 03/20/40		3			2,959
5.00%, 04/15/40		10			10,118
5.00%, 05/15/40		504			503,541
5.00%, 05/20/40		9			9,249
5.00%, 06/15/40		94			93,301
5.00%, 06/20/40		25			25,218
5.00%, 07/15/40		30			29,913
5.00%, 07/20/40		2,481			2,486,454
5.00%, 08/15/40		10			10,077
5.00%, 08/20/40		769			770,699
5.00%, 12/15/40		61			61,527
5.00%, 01/20/41		51			50,759
5.00%, 02/20/41		21			21,507
5.00%, 04/15/41		10			9,644
5.00%, 04/20/41		1			1,033
5.00%, 05/20/41		32			31,652
5.00%, 06/20/41		6			6,292
5.00%, 07/20/41		8			7,775
5.00%, 09/20/41		11			10,935
5.00%, 10/20/41		6			6,449
5.00%, 11/20/41		2,302			2,306,921
5.00%, 12/20/41		15			15,234
5.00%, 02/20/42		73			72,902
5.00%, 03/20/42		12			12,480
5.00%, 07/20/42		425			426,025
5.00%, 08/20/42		20			20,561
5.00%, 10/20/42		1			1,341
5.00%, 01/20/43		112			112,343
5.00%, 04/20/43		29			28,875
5.00%, 05/20/43		19			18,964
5.00%, 11/20/43		67			66,831


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
5.00%, 01/20/44	$	87	$	87,325
5.00%, 03/15/44		1,742		1,739,271
5.00%, 05/20/44		201		201,137
5.00%, 06/20/44		28		28,068
5.00%, 07/20/44		155		155,479
5.00%, 08/20/44		73		72,860
5.00%, 12/20/44		447		447,806
5.00%, 04/20/45		105		105,404
5.00%, 06/20/45		498		499,557
5.00%, 07/20/45		3		2,525
5.00%, 08/20/45		13		12,544
5.00%, 09/20/45		10		9,618
5.00%, 10/20/45		210		210,389
5.00%, 11/20/45		5		4,799
5.00%, 02/20/46		532		533,024
5.00%, 03/20/46		7		7,477
5.00%, 04/20/46		90		90,228
5.00%, 05/20/46		64		64,156
5.00%, 07/20/46		173		173,824
5.00%, 08/20/46		1,187		1,189,419
5.00%, 11/20/46		964		965,905
5.00%, 01/20/47		374		374,546
5.00%, 03/20/47		65		64,853
5.00%, 04/20/47		94		94,444
5.00%, 05/20/47		439		435,153
5.00%, 06/20/47		153		153,037
5.00%, 07/15/47		292		294,956
5.00%, 07/20/47		33		32,640
5.00%, 08/15/47		146		147,281
5.00%, 08/20/47		80		79,492
5.00%, 09/20/47		307		303,873
5.00%, 10/20/47		402		398,435
5.00%, 11/20/47		385		381,570
5.00%, 12/20/47		447		442,954
5.00%, 01/20/48		53		52,256
5.00%, 02/20/48		2,624		2,598,366
5.00%, 03/20/48		5,305		5,253,797
5.00%, 04/20/48		2,591		2,565,747
5.00%, 05/20/48		1,820		1,798,981
5.00%, 06/20/48		390		385,767
5.00%, 08/20/48		3,770		3,720,927
5.00%, 09/20/48		1,215		1,198,674
5.00%, 10/20/48		6		5,644
5.00%, 11/20/48		5,791		5,711,296
5.00%, 12/20/48		1,834		1,800,192
5.00%, 01/20/49		12,735		12,569,400
5.00%, 02/20/49		829		818,085
5.00%, 03/20/49		9,144		9,025,559
5.00%, 04/20/49		891		879,306
5.00%, 05/20/49		4		4,389
5.00%, 06/20/49		1,587		1,566,231
5.00%, 07/20/49		1,162		1,147,980
5.00%, 08/20/49		659		650,299
5.00%, 09/20/49		4,625		4,570,533
5.00%, 10/20/49		2,393		2,370,407
5.00%, 11/20/49		5,284		5,218,739
5.00%, 12/20/49		673		665,436
5.00%, 02/20/50		574		568,174
5.00%, 04/20/50		1,022		1,012,464
5.00%, 05/20/50		1,891		1,872,576


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 06/20/50	$	234		$	231,319
5.00%, 07/20/51		56			55,229
5.00%, 08/20/51		1,113			1,098,243
5.00%, 09/20/51		44			43,186
5.00%, 10/20/51		8,832			8,666,854
5.00%, 11/20/51		5,300			5,201,328
5.00%, 01/20/52		197			193,450
5.00%, 07/20/52		4,100			3,988,098
5.00%, 09/20/52		23,187			22,555,021
5.00%, 12/20/52		16,550			16,099,005
5.00%, 01/20/53		3,523			3,426,582
5.00%, 05/20/53		33,705			32,782,452
5.00%, 09/21/53^(c)		139,637			135,876,074
5.50%, 01/15/24		0	^(a)		251
5.50%, 12/15/31		13			12,624
5.50%, 05/20/32		0	^(a)		236
5.50%, 10/15/32		1			1,320
5.50%, 11/15/32		2			1,795
5.50%, 01/15/33		6			5,729
5.50%, 02/15/33		8			7,391
5.50%, 03/15/33		10			10,403
5.50%, 03/15/33		0	^(a)		341
5.50%, 04/15/33		24			23,878
5.50%, 05/15/33		17			17,349
5.50%, 06/15/33		0	^(a)		68
5.50%, 06/15/33		2			1,507
5.50%, 07/15/33		5			5,768
5.50%, 08/15/33		24			25,093
5.50%, 09/15/33		8			8,493
5.50%, 10/15/33		5			4,853
5.50%, 11/15/33		36			37,233
5.50%, 12/15/33		7			6,543
5.50%, 12/15/33		0	^(a)		62
5.50%, 01/15/34		25			24,350
5.50%, 02/15/34		0	^(a)		264
5.50%, 03/15/34		12			12,872
5.50%, 04/15/34		14			14,256
5.50%, 05/15/34		31			31,003
5.50%, 05/15/34		0	^(a)		479
5.50%, 06/15/34		17			16,643
5.50%, 07/15/34		7			7,643
5.50%, 10/15/34		4			3,895
5.50%, 11/15/34		8			8,629
5.50%, 11/20/34		735			749,416
5.50%, 12/15/34		4			4,368
5.50%, 02/15/35		15			15,365
5.50%, 03/15/35		12			12,169
5.50%, 04/15/35		11			11,523
5.50%, 05/15/35		8			7,639
5.50%, 06/15/35		18			18,129
5.50%, 07/15/35		14			14,138
5.50%, 08/15/35		4			4,197
5.50%, 09/15/35		15			14,547
5.50%, 10/15/35		8			7,964
5.50%, 11/15/35		3			2,956
5.50%, 12/15/35		11			11,628
5.50%, 01/15/36		4			3,951
5.50%, 02/15/36		2			1,632
5.50%, 03/15/36		576			588,798
5.50%, 03/20/36		155			158,262


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 04/15/36	$	3		$	2,877
5.50%, 07/15/36		1			1,113
5.50%, 07/20/36		212			216,495
5.50%, 11/20/36		0	^(a)		417
5.50%, 12/15/36		5			4,790
5.50%, 01/15/37		0	^(a)		208
5.50%, 03/15/37		36			36,155
5.50%, 04/15/37		13			13,251
5.50%, 05/15/37		1			1,365
5.50%, 07/15/37		2			2,005
5.50%, 01/15/38		1			962
5.50%, 01/20/38		1			712
5.50%, 02/15/38		10			9,566
5.50%, 03/15/38		2			2,538
5.50%, 05/15/38		9			9,837
5.50%, 05/15/38		0	^(a)		645
5.50%, 06/15/38		65			67,792
5.50%, 06/15/38		0	^(a)		293
5.50%, 06/20/38		803			822,705
5.50%, 07/15/38		21			21,545
5.50%, 07/15/38		0	^(a)		497
5.50%, 07/20/38		9			9,423
5.50%, 08/15/38		37			37,107
5.50%, 09/15/38		10			10,276
5.50%, 09/20/38		6			6,282
5.50%, 10/15/38		526			538,862
5.50%, 10/20/38		26			26,670
5.50%, 11/15/38		16			15,506
5.50%, 11/20/38		1			521
5.50%, 12/15/38		9			9,371
5.50%, 12/20/38		22			22,278
5.50%, 01/15/39		24			25,373
5.50%, 01/15/39		0	^(a)		347
5.50%, 01/20/39		10			10,036
5.50%, 02/15/39		4			3,613
5.50%, 02/20/39		39			40,013
5.50%, 03/20/39		621			637,381
5.50%, 04/15/39		7			7,248
5.50%, 05/15/39		1			1,443
5.50%, 11/15/39		3			3,349
5.50%, 12/15/39		143			146,776
5.50%, 01/15/40		1,313			1,352,220
5.50%, 03/15/40		18			18,027
5.50%, 04/15/40		31			31,476
5.50%, 07/20/40		1,315			1,347,973
5.50%, 11/15/40		13			13,278
5.50%, 12/20/40		6			6,574
5.50%, 04/20/41		23			23,287
5.50%, 10/20/41		18			18,346
5.50%, 11/20/41		17			17,268
5.50%, 01/20/42		5			4,806
5.50%, 07/20/42		5			5,037
5.50%, 11/20/42		37			37,608
5.50%, 06/20/43		85			87,140
5.50%, 07/20/43		18			18,117
5.50%, 04/20/44		30			30,776
5.50%, 08/20/44		32			32,525
5.50%, 01/20/47		19			18,925
5.50%, 02/20/47		23			23,575
5.50%, 03/20/48		141			142,452


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 04/20/48	$	67		$	67,667
5.50%, 05/20/48		251			253,033
5.50%, 06/20/48		193			194,707
5.50%, 11/20/48		601			605,000
5.50%, 12/20/48		94			94,746
5.50%, 01/20/49		2,400			2,415,993
5.50%, 02/20/49		103			103,490
5.50%, 03/20/49		28			28,072
5.50%, 12/20/52		56,539			55,961,913
5.50%, 01/20/53		36,055			35,725,150
5.50%, 07/20/53		22,262			22,142,723
5.50%, 09/21/53^(c)		157,458			155,858,817
6.00%, 01/15/24		0	^(a)		44
6.00%, 04/15/26		0	^(a)		106
6.00%, 04/15/26		1			777
6.00%, 05/15/26		1			1,162
6.00%, 04/15/28		0	^(a)		242
6.00%, 05/15/28		1			743
6.00%, 07/20/28		0	^(a)		116
6.00%, 09/15/28		0	^(a)		146
6.00%, 09/20/28		0	^(a)		189
6.00%, 10/15/28		0	^(a)		126
6.00%, 12/15/28		0	^(a)		236
6.00%, 01/15/29		6			6,370
6.00%, 01/15/29		0	^(a)		134
6.00%, 02/15/29		0	^(a)		189
6.00%, 02/15/29		21			21,665
6.00%, 03/15/29		0	^(a)		470
6.00%, 04/15/29		1			1,366
6.00%, 04/15/29		0	^(a)		231
6.00%, 05/15/29		2			2,215
6.00%, 05/20/29		0	^(a)		488
6.00%, 06/15/29		1			1,229
6.00%, 07/15/29		0	^(a)		118
6.00%, 08/20/29		0	^(a)		126
6.00%, 06/15/31		0	^(a)		260
6.00%, 10/15/31		2			2,035
6.00%, 11/15/31		0	^(a)		418
6.00%, 12/15/31		3			3,069
6.00%, 01/15/32		0	^(a)		300
6.00%, 02/15/32		0	^(a)		198
6.00%, 02/15/32		3			2,890
6.00%, 03/15/32		1			1,388
6.00%, 03/15/32		0	^(a)		336
6.00%, 04/15/32		4			3,749
6.00%, 05/15/32		0	^(a)		859
6.00%, 05/15/32		1			637
6.00%, 06/15/32		1			1,085
6.00%, 07/15/32		1			1,305
6.00%, 08/15/32		3			2,692
6.00%, 08/15/32		0	^(a)		307
6.00%, 09/15/32		3			2,723
6.00%, 10/15/32		0	^(a)		83
6.00%, 10/15/32		9			9,778
6.00%, 12/15/32		0	^(a)		336
6.00%, 12/15/32		24			24,813
6.00%, 01/15/33		0	^(a)		842
6.00%, 02/15/33		9			9,053
6.00%, 06/15/33		14			14,093
6.00%, 08/15/33		1			1,460


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 09/15/33	$	32		$	32,855
6.00%, 11/15/33		4			4,015
6.00%, 12/15/33		42			43,792
6.00%, 07/15/34		6			6,084
6.00%, 08/15/34		3			2,988
6.00%, 09/15/34		2			2,240
6.00%, 10/15/34		9			9,481
6.00%, 11/15/34		1			531
6.00%, 09/15/35		3			3,125
6.00%, 11/15/35		1			1,454
6.00%, 12/15/35		10			9,883
6.00%, 01/15/36		1			673
6.00%, 01/20/36		2			2,571
6.00%, 04/15/36		4			3,888
6.00%, 06/15/36		8			7,865
6.00%, 07/15/36		3			3,007
6.00%, 08/15/36		12			12,298
6.00%, 10/15/36		2			2,227
6.00%, 11/15/36		13			13,106
6.00%, 01/15/37		16			16,417
6.00%, 01/20/37		1			1,099
6.00%, 02/15/37		1			1,493
6.00%, 03/15/37		1,193			1,242,529
6.00%, 04/15/37		24			25,290
6.00%, 05/15/37		0	^(a)		331
6.00%, 05/15/37		17			17,878
6.00%, 06/15/37		3			2,665
6.00%, 08/15/37		1			1,231
6.00%, 10/20/37		19			19,759
6.00%, 11/15/37		0	^(a)		219
6.00%, 11/20/37		18			18,301
6.00%, 12/15/37		4			5,193
6.00%, 01/15/38		14			15,431
6.00%, 02/15/38		0	^(a)		482
6.00%, 02/15/38		9			9,364
6.00%, 03/15/38		1			1,067
6.00%, 05/15/38		18			17,699
6.00%, 06/15/38		2			2,303
6.00%, 06/20/38		12			12,486
6.00%, 08/15/38		7			6,875
6.00%, 08/15/38		0	^(a)		443
6.00%, 09/20/38		1,246			1,299,899
6.00%, 10/15/38		0	^(a)		414
6.00%, 10/15/38		1			765
6.00%, 11/15/38		4			3,745
6.00%, 11/15/38		0	^(a)		104
6.00%, 12/15/38		429			450,380
6.00%, 01/15/39		61			64,020
6.00%, 06/15/39		4			4,274
6.00%, 09/15/39		23			23,723
6.00%, 09/20/39		89			92,976
6.00%, 11/15/39		210			220,269
6.00%, 12/15/39		3			3,541
6.00%, 04/20/40		162			168,567
6.00%, 12/15/40		6			6,392
6.00%, 12/20/40		4			3,852
6.00%, 11/20/41		2			1,781
6.00%, 01/20/42		13			13,686
6.00%, 04/20/42		3			3,107
6.00%, 07/20/45		121			125,699


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 01/20/46	$	327		$	340,244
6.00%, 09/15/53^(c)		7,000			7,031,445
6.50%, 11/15/23		0	^(a)		3
6.50%, 04/15/24		0	^(a)		43
6.50%, 05/15/24		0	^(a)		28
6.50%, 07/15/24		0	^(a)		31
6.50%, 10/15/24		0	^(a)		9
6.50%, 03/15/26		0	^(a)		302
6.50%, 04/15/26		0	^(a)		38
6.50%, 03/15/28		1			564
6.50%, 03/15/28		0	^(a)		68
6.50%, 04/15/28		0	^(a)		101
6.50%, 06/15/28		0	^(a)		99
6.50%, 08/15/28		0	^(a)		29
6.50%, 09/15/28		0	^(a)		689
6.50%, 09/15/28		1			517
6.50%, 10/15/28		5			4,607
6.50%, 10/15/28		0	^(a)		768
6.50%, 10/20/28		0	^(a)		299
6.50%, 11/15/28		1			565
6.50%, 12/15/28		0	^(a)		497
6.50%, 12/15/28		3			2,828
6.50%, 01/15/29		4			3,852
6.50%, 01/15/29		0	^(a)		120
6.50%, 02/15/29		0	^(a)		111
6.50%, 03/15/29		2			1,524
6.50%, 03/15/29		0	^(a)		134
6.50%, 04/15/29		0	^(a)		75
6.50%, 04/15/29		1			518
6.50%, 05/15/29		0	^(a)		64
6.50%, 05/20/29		0	^(a)		234
6.50%, 06/15/29		0	^(a)		162
6.50%, 07/15/29		8			9,161
6.50%, 07/15/29		0	^(a)		671
6.50%, 08/15/29		6			5,840
6.50%, 08/15/29		0	^(a)		71
6.50%, 09/15/29		1			560
6.50%, 12/15/29		0	^(a)		75
6.50%, 05/15/31		2			1,704
6.50%, 06/15/31		0	^(a)		263
6.50%, 07/15/31		0	^(a)		153
6.50%, 09/15/31		0	^(a)		745
6.50%, 09/15/31		4			4,051
6.50%, 11/15/31		0	^(a)		17
6.50%, 11/15/31		11			12,016
6.50%, 12/15/31		5			4,906
6.50%, 01/15/32		0	^(a)		309
6.50%, 01/15/32		2			1,407
6.50%, 02/20/32		0	^(a)		148
6.50%, 03/15/32		5			4,739
6.50%, 04/15/32		5			4,724
6.50%, 05/20/32		7			6,784
6.50%, 06/15/32		0	^(a)		206
6.50%, 06/15/32		1			1,065
6.50%, 07/15/32		2			2,120
6.50%, 08/15/32		4			4,302
6.50%, 10/15/32		0	^(a)		349
6.50%, 10/15/32		1			1,331
6.50%, 12/15/32		1			893
6.50%, 01/15/33		4			3,990


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 03/15/33	$	2		$	2,430
6.50%, 04/15/33		1			1,160
6.50%, 05/15/33		3			2,573
6.50%, 07/15/34		1			717
6.50%, 08/15/34		1			1,257
6.50%, 08/20/34		1			674
6.50%, 11/15/34		2			1,877
6.50%, 12/15/35		2			2,150
6.50%, 04/15/36		13			13,920
6.50%, 10/15/36		16			16,416
6.50%, 05/15/37		7			7,327
6.50%, 07/15/37		2			1,797
6.50%, 08/15/37		0	^(a)		292
6.50%, 11/15/37		4			4,199
6.50%, 12/15/37		1			1,338
6.50%, 01/15/38		1			1,373
6.50%, 08/20/38		7			6,863
6.50%, 09/15/38		3			3,350
6.50%, 10/20/38		572			605,135
6.50%, 11/15/38		7			7,642
6.50%, 12/15/38		8			7,455
6.50%, 01/15/39		0	^(a)		152
7.00%, 11/15/23		0	^(a)		34
7.00%, 12/15/23		0	^(a)		9
7.00%, 01/15/24		0	^(a)		15
7.00%, 04/15/24		0	^(a)		33
7.00%, 05/15/24		0	^(a)		32
7.00%, 06/15/24		0	^(a)		25
7.00%, 09/15/24		0	^(a)		66
7.00%, 10/15/24		0	^(a)		94
7.00%, 11/15/24		0	^(a)		28
7.00%, 01/15/25		0	^(a)		11
7.00%, 07/15/25		0	^(a)		13
7.00%, 10/15/25		0	^(a)		62
7.00%, 12/15/25		0	^(a)		333
7.00%, 01/15/26		0	^(a)		68
7.00%, 02/15/26		0	^(a)		61
7.00%, 04/15/26		0	^(a)		299
7.00%, 06/15/26		1			618
7.00%, 11/15/26		0	^(a)		164
7.00%, 05/15/27		0	^(a)		180
7.00%, 06/15/27		0	^(a)		291
7.00%, 10/15/27		0	^(a)		319
7.00%, 11/15/27		1			910
7.00%, 11/15/27		0	^(a)		39
7.00%, 12/15/27		1			706
7.00%, 12/15/27		0	^(a)		114
7.00%, 01/15/28		1			609
7.00%, 02/15/28		0	^(a)		25
7.00%, 03/15/28		0	^(a)		504
7.00%, 04/15/28		0	^(a)		434
7.00%, 06/15/28		0	^(a)		1,260
7.00%, 06/15/28		1			743
7.00%, 07/15/28		0	^(a)		376
7.00%, 08/15/28		0	^(a)		678
7.00%, 09/15/28		3			2,477
7.00%, 09/15/28		0	^(a)		118
7.00%, 10/15/28		0	^(a)		227
7.00%, 11/15/28		3			2,570
7.00%, 11/15/28		0	^(a)		518


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
7.00%, 12/15/28	$	0	^(a)	$	90
7.00%, 12/15/28		1			610
7.00%, 03/15/29		2			2,290
7.00%, 03/15/29		0	^(a)		36
7.00%, 04/15/29		0	^(a)		76
7.00%, 05/15/29		0	^(a)		111
7.00%, 06/15/29		0	^(a)		344
7.00%, 07/15/29		0	^(a)		300
7.00%, 08/15/29		0	^(a)		211
7.00%, 08/15/29		1			727
7.00%, 11/15/29		0	^(a)		58
7.00%, 12/15/29		0	^(a)		451
7.00%, 12/15/30		1			798
7.00%, 02/15/31		1			524
7.00%, 07/15/31		3			3,155
7.00%, 07/15/31		0	^(a)		201
7.00%, 08/15/31		0	^(a)		496
7.00%, 08/15/31		1			658
7.00%, 09/15/31		0	^(a)		194
7.00%, 09/15/31		1			1,209
7.00%, 10/15/31		0	^(a)		119
7.00%, 02/15/32		0	^(a)		577
7.00%, 04/15/32		2			2,368
7.00%, 05/15/32		1			1,148
7.00%, 12/15/37		7			7,445
7.50%, 11/15/23		0	^(a)		3
7.50%, 12/15/23		0	^(a)		3
7.50%, 02/15/24		0	^(a)		49
7.50%, 05/15/24		0	^(a)		185
7.50%, 06/15/24		0	^(a)		84
7.50%, 08/15/25		0	^(a)		9
7.50%, 09/15/25		0	^(a)		517
7.50%, 11/15/25		0	^(a)		23
7.50%, 12/15/25		0	^(a)		75
7.50%, 03/15/26		1			639
7.50%, 06/15/26		0	^(a)		108
7.50%, 08/15/26		0	^(a)		43
7.50%, 01/15/27		0	^(a)		31
7.50%, 06/15/27		0	^(a)		209
7.50%, 10/15/27		0	^(a)		462
7.50%, 12/15/27		0	^(a)		219
7.50%, 01/15/28		0	^(a)		87
7.50%, 06/15/28		1			1,350
7.50%, 07/15/28		2			1,528
7.50%, 08/15/28		0	^(a)		200
7.50%, 09/15/28		0	^(a)		82
7.50%, 12/15/28		0	^(a)		50
7.50%, 01/15/29		0	^(a)		38
7.50%, 03/15/29		1			699
7.50%, 08/15/29		0	^(a)		407
7.50%, 09/15/29		0	^(a)		85
7.50%, 10/15/29		0	^(a)		83
7.50%, 11/15/29		0	^(a)		87
7.50%, 12/15/29		2			1,751
7.50%, 08/15/30		3			2,672
7.50%, 11/15/30		0	^(a)		18
7.50%, 12/15/30		0	^(a)		264
7.50%, 03/15/32		1			709
8.00%, 12/15/23		0	^(a)		23
8.00%, 03/15/24		0	^(a)		15


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
8.00%, 04/15/24	$	0	^(a)	$	4
8.00%, 06/15/25		0	^(a)		28
8.00%, 07/15/25		0	^(a)		34
8.00%, 08/15/25		0	^(a)		178
8.00%, 09/15/25		0	^(a)		45
8.00%, 10/15/25		0	^(a)		364
8.00%, 11/15/25		0	^(a)		129
8.00%, 05/15/26		0	^(a)		211
8.00%, 06/15/26		0	^(a)		182
8.00%, 07/15/26		0	^(a)		188
8.00%, 08/15/26		0	^(a)		50
8.00%, 09/15/26		0	^(a)		28
8.00%, 09/15/26		1			491
8.00%, 02/15/27		0	^(a)		413
8.00%, 08/15/27		1			1,042
8.00%, 12/15/27		0	^(a)		108
8.00%, 04/15/28		0	^(a)		37
8.00%, 08/20/29		0	^(a)		89
8.00%, 09/15/29		0	^(a)		489
8.00%, 10/15/29		0	^(a)		206
8.00%, 01/15/30		0	^(a)		44
8.00%, 02/15/30		0	^(a)		211
8.00%, 06/15/30		0	^(a)		47
8.00%, 06/20/30		0	^(a)		38
8.00%, 12/15/30		2			2,013
8.00%, 07/15/31		0	^(a)		117
8.00%, 03/15/32		1			766
8.50%, 08/15/24		0	^(a)		74
8.50%, 03/15/25		0	^(a)		342
8.50%, 04/15/25		0	^(a)		20
8.50%, 09/15/26		0	^(a)		93
8.50%, 01/15/27		0	^(a)		46
8.50%, 07/15/27		0	^(a)		115
8.50%, 08/15/27		1			512
8.50%, 02/15/30		1			892
8.50%, 07/15/30		0	^(a)		225
8.50%, 04/15/31		0	^(a)		47
9.00%, 03/15/25		0	^(a)		229
9.50%, 01/15/25		0	^(a)		46
9.50%, 02/15/25		0	^(a)		125
9.50%, 06/15/25		0	^(a)		27
Uniform Mortgage-Backed Securities
1.50%, 09/01/35		842			720,689
1.50%, 11/01/35		2,129			1,821,980
1.50%, 12/01/35		6,718			5,744,771
1.50%, 01/01/36		4,659			3,982,061
1.50%, 02/01/36		139			119,166
1.50%, 03/01/36		14,422			12,322,991
1.50%, 06/01/36		1,418			1,211,577
1.50%, 07/01/36		1,013			869,370
1.50%, 08/01/36		2,241			1,926,274
1.50%, 09/01/36		8,561			7,324,614
1.50%, 10/01/36		21,306			18,260,705
1.50%, 11/01/36		15,637			13,421,350
1.50%, 12/01/36		2,864			2,458,668
1.50%, 01/01/37		5,927			5,064,509
1.50%, 02/01/37		113,423			96,917,004
1.50%, 03/01/37		122,073			104,183,718
1.50%, 04/01/37		20,983			17,908,357
1.50%, 07/01/37		23,455			20,017,601


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
1.50%, 08/01/37	$	6,129	$	5,237,286
1.50%, 09/01/37^(c)		13,267		11,315,386
1.50%, 11/01/50		55,422		41,973,698
1.50%, 12/01/50		1,633		1,248,599
1.50%, 01/01/51		25,383		19,214,067
1.50%, 02/01/51		1,278		965,718
1.50%, 05/01/51		82,939		62,583,884
1.50%, 07/01/51		69,540		52,544,393
1.50%, 10/01/51		4,684		3,537,046
1.50%, 11/01/51		98,356		74,254,194
2.00%, 05/01/26		194		185,662
2.00%, 08/01/28		149		140,174
2.00%, 11/01/28		31		29,367
2.00%, 01/01/29		5		5,003
2.00%, 05/01/29		206		194,694
2.00%, 01/01/30		30		28,385
2.00%, 04/01/30		52		48,489
2.00%, 07/01/30		1,490		1,378,339
2.00%, 08/01/30		42		39,476
2.00%, 02/01/31		7,845		7,402,621
2.00%, 11/01/31		294		269,685
2.00%, 01/01/32		130		119,093
2.00%, 02/01/32		31		28,592
2.00%, 03/01/32		230		211,111
2.00%, 04/01/32		98		89,642
2.00%, 07/01/32		18		16,568
2.00%, 11/01/32		8		7,022
2.00%, 06/01/35		2,671		2,352,002
2.00%, 08/01/35		21,118		18,603,250
2.00%, 09/01/35		11,149		9,806,674
2.00%, 10/01/35		38,626		34,022,955
2.00%, 11/01/35		53,946		47,469,423
2.00%, 12/01/35		106,694		93,825,036
2.00%, 01/01/36		40,261		35,476,790
2.00%, 02/01/36		216,091		190,433,563
2.00%, 03/01/36		90,971		80,048,641
2.00%, 04/01/36		13,699		12,040,633
2.00%, 05/01/36		115,593		101,702,048
2.00%, 06/01/36		67,768		59,486,164
2.00%, 07/01/36		14,335		12,605,408
2.00%, 08/01/36		18,279		16,056,273
2.00%, 10/01/36		8,059		7,076,521
2.00%, 11/01/36		52,057		45,785,536
2.00%, 12/01/36		75,890		66,743,709
2.00%, 01/01/37		121,824		107,287,181
2.00%, 02/01/37		57,845		50,767,644
2.00%, 03/01/37		7,384		6,502,640
2.00%, 04/01/37		95,575		83,780,909
2.00%, 05/01/37		39,283		34,451,627
2.00%, 06/01/37		72,546		63,643,379
2.00%, 08/01/37		3,496		3,063,867
2.00%, 09/19/37^(c)		95,971		84,071,253
2.00%, 07/01/50		74,773		59,974,248
2.00%, 08/01/50		45,510		36,480,181
2.00%, 09/01/50		45,883		36,809,160
2.00%, 10/01/50		184,332		148,235,601
2.00%, 11/01/50		47,041		37,898,297
2.00%, 12/01/50		222,070		178,454,140
2.00%, 01/01/51		52,590		42,316,608
2.00%, 02/01/51		613,870		491,012,965


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.00%, 03/01/51	$	403,323	$	322,837,997
2.00%, 04/01/51		464,886		371,649,376
2.00%, 05/01/51^(d)		420,169		335,602,793
2.00%, 05/01/51		85,592		68,739,098
2.00%, 06/01/51		219,402		175,754,683
2.00%, 07/01/51		209,554		167,878,329
2.00%, 08/01/51		4,592		3,667,215
2.00%, 09/01/51		137,547		109,812,276
2.00%, 10/01/51		430,428		344,159,482
2.00%, 11/01/51		457,153		365,437,641
2.00%, 12/01/51		526,181		420,302,652
2.00%, 01/01/52		138,168		110,242,363
2.00%, 02/01/52		596,654		475,196,679
2.00%, 03/01/52		193,169		153,793,781
2.00%, 04/01/52		6,072		4,834,250
2.00%, 09/14/53^(c)		8,745		6,962,712
2.50%, 03/01/25		62		60,039
2.50%, 11/01/26		6		6,090
2.50%, 03/01/27		295		282,101
2.50%, 05/01/27		1,528		1,465,273
2.50%, 07/01/27		20		18,421
2.50%, 09/01/27		487		464,104
2.50%, 10/01/27		1,589		1,523,947
2.50%, 11/01/27		766		733,614
2.50%, 12/01/27		296		284,382
2.50%, 01/01/28		2,456		2,355,100
2.50%, 02/01/28		952		912,601
2.50%, 03/01/28		2,319		2,223,448
2.50%, 04/01/28		1,716		1,645,914
2.50%, 05/01/28		568		544,291
2.50%, 06/01/28		1,381		1,324,633
2.50%, 07/01/28		390		374,075
2.50%, 08/01/28		376		360,915
2.50%, 09/01/28		2,241		2,149,402
2.50%, 10/01/28		221		211,704
2.50%, 12/01/28		90		86,165
2.50%, 05/01/29		13		12,663
2.50%, 06/01/29		262		251,379
2.50%, 09/01/29		191		182,920
2.50%, 11/01/29		12		11,177
2.50%, 12/01/29		885		848,535
2.50%, 01/01/30		1,779		1,704,032
2.50%, 02/01/30		2,913		2,730,322
2.50%, 03/01/30		7		6,087
2.50%, 04/01/30		1,215		1,137,096
2.50%, 05/01/30		11,609		10,861,134
2.50%, 06/01/30		25,103		23,481,177
2.50%, 07/01/30		8,750		8,187,633
2.50%, 08/01/30		4,458		4,230,144
2.50%, 09/01/30		947		886,698
2.50%, 10/01/30		1,621		1,516,900
2.50%, 11/01/30		360		337,329
2.50%, 12/01/30		778		727,867
2.50%, 01/01/31		41		38,064
2.50%, 02/01/31		912		873,817
2.50%, 03/01/31		2,250		2,130,287
2.50%, 04/01/31		2,393		2,209,269
2.50%, 05/01/31		2,823		2,607,004
2.50%, 06/01/31		721		666,581
2.50%, 07/01/31		2,061		1,903,517


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 08/01/31	$	1,604	$	1,476,891
2.50%, 09/01/31		2,151		1,986,910
2.50%, 10/01/31		10,277		9,641,840
2.50%, 11/01/31		7,952		7,346,055
2.50%, 12/01/31		3,724		3,439,276
2.50%, 01/01/32		10,771		9,945,576
2.50%, 02/01/32		10,724		9,902,532
2.50%, 03/01/32		5,342		4,928,089
2.50%, 04/01/32		10,759		9,934,325
2.50%, 05/01/32		13,204		12,192,997
2.50%, 06/01/32		1,324		1,222,310
2.50%, 07/01/32		9,144		8,442,900
2.50%, 08/01/32		12		10,567
2.50%, 09/01/32		868		797,075
2.50%, 10/01/32		2,254		2,069,254
2.50%, 11/01/32		1,527		1,402,246
2.50%, 12/01/32		2,689		2,469,075
2.50%, 01/01/33		19,817		18,675,957
2.50%, 02/01/33		1,135		1,061,407
2.50%, 04/01/33		503		455,196
2.50%, 07/01/33		4,444		4,103,796
2.50%, 06/01/34		380		343,607
2.50%, 07/01/34		99		89,410
2.50%, 08/01/34		191		173,042
2.50%, 09/01/34		5,602		5,070,915
2.50%, 10/01/34		7,588		6,879,911
2.50%, 11/01/34		13,786		12,492,354
2.50%, 12/01/34		4,525		4,098,230
2.50%, 01/01/35		8,961		8,126,703
2.50%, 02/01/35		12,609		11,649,255
2.50%, 03/01/35		19,019		17,184,762
2.50%, 04/01/35		32,765		29,657,375
2.50%, 05/01/35		1,973		1,782,811
2.50%, 06/01/35		10,238		9,258,546
2.50%, 07/01/35		36,452		33,066,027
2.50%, 08/01/35		26,855		24,324,334
2.50%, 09/01/35		21,771		19,725,973
2.50%, 10/01/35		24,454		22,106,047
2.50%, 11/01/35		6,354		5,741,979
2.50%, 12/01/35		54,882		49,592,975
2.50%, 01/01/36		2,406		2,173,925
2.50%, 02/01/36		9,481		8,576,641
2.50%, 03/01/36		7,723		6,978,349
2.50%, 04/01/36		3,493		3,151,825
2.50%, 05/01/36		79		71,052
2.50%, 06/01/36		3,936		3,551,122
2.50%, 07/01/36		2,300		2,078,116
2.50%, 08/01/36		13,841		12,489,171
2.50%, 11/01/36		5,776		5,211,199
2.50%, 12/01/36		812		733,802
2.50%, 02/01/37		6,415		5,799,922
2.50%, 03/01/37		8,744		7,895,008
2.50%, 04/01/37		43,446		39,259,885
2.50%, 05/01/37		59,333		53,465,212
2.50%, 06/01/37		7,673		6,914,055
2.50%, 07/01/37		18,818		16,956,451
2.50%, 08/01/37		10,607		9,558,615
2.50%, 09/01/37		4,515		4,068,682
2.50%, 10/01/42		365		312,038
2.50%, 11/01/42		210		180,128


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
2.50%, 12/01/42	$	31	$	26,135
2.50%, 01/01/43		833		713,295
2.50%, 02/01/43		2,056		1,760,057
2.50%, 03/01/43		921		788,464
2.50%, 04/01/43		4,484		3,836,575
2.50%, 05/01/43		444		380,005
2.50%, 06/01/43		2,555		2,186,369
2.50%, 07/01/43		320		273,023
2.50%, 08/01/43		328		280,688
2.50%, 04/01/45		218		185,515
2.50%, 05/01/45		257		218,281
2.50%, 07/01/45		42		35,515
2.50%, 03/01/46		1,751		1,486,979
2.50%, 05/01/46		102		86,057
2.50%, 06/01/46		311		264,081
2.50%, 07/01/46		153		130,014
2.50%, 08/01/46		440		373,994
2.50%, 09/01/46		213		181,433
2.50%, 10/01/46		145		122,706
2.50%, 11/01/46		6		5,176
2.50%, 12/01/46		271		229,769
2.50%, 01/01/47		1,091		907,373
2.50%, 02/01/47		1,872		1,589,933
2.50%, 04/01/47		3,347		2,841,996
2.50%, 12/01/47		1,544		1,318,270
2.50%, 07/01/49		6,235		5,290,156
2.50%, 09/01/49		131		110,012
2.50%, 10/01/49		31		25,676
2.50%, 03/01/50		32,053		26,885,288
2.50%, 04/01/50		2,515		2,121,074
2.50%, 05/01/50		54,965		46,003,986
2.50%, 06/01/50		47,482		39,674,833
2.50%, 07/01/50		67,080		56,199,471
2.50%, 08/01/50		59,096		49,600,445
2.50%, 09/01/50		238,383		199,929,909
2.50%, 10/01/50		265,203		221,846,396
2.50%, 11/01/50		456,169		381,168,016
2.50%, 12/01/50		116,141		96,946,224
2.50%, 01/01/51		100,310		83,617,090
2.50%, 02/01/51		72,961		60,881,121
2.50%, 03/01/51		56,632		47,011,007
2.50%, 04/01/51		35,162		29,320,638
2.50%, 05/01/51		101,140		84,330,601
2.50%, 06/01/51		41,438		34,702,312
2.50%, 07/01/51		203,197		169,444,619
2.50%, 08/01/51		247,156		206,383,158
2.50%, 09/01/51		229,341		190,917,090
2.50%, 10/01/51		227,009		188,946,527
2.50%, 11/01/51		97,069		81,023,480
2.50%, 12/01/51		308,248		256,581,293
2.50%, 01/01/52		336,928		279,986,131
2.50%, 02/01/52		131,514		109,435,963
2.50%, 03/01/52		112,557		93,564,395
2.50%, 04/01/52		241,104		200,182,745
2.50%, 05/01/52		27,531		22,839,978
2.50%, 07/01/52		59,014		48,943,923
2.50%, 08/01/52		103,724		86,024,350
2.50%, 09/01/52		43,522		36,195,862
2.50%, 09/14/53^(c)		32,565		26,975,523
3.00%, 11/01/25		8		7,880


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 12/01/25	$	9	$	9,160
3.00%, 01/01/26		144		140,175
3.00%, 02/01/26		174		168,651
3.00%, 07/01/26		2		1,594
3.00%, 09/01/26		23		22,509
3.00%, 10/01/26		5		5,173
3.00%, 11/01/26		675		649,760
3.00%, 12/01/26		1,203		1,160,426
3.00%, 01/01/27		1,071		1,031,995
3.00%, 02/01/27		30		28,539
3.00%, 03/01/27		99		96,760
3.00%, 04/01/27		44		42,499
3.00%, 05/01/27		116		112,429
3.00%, 06/01/27		513		497,020
3.00%, 07/01/27		1,007		975,048
3.00%, 08/01/27		1,776		1,720,251
3.00%, 09/01/27		2		1,887
3.00%, 10/01/27		266		257,437
3.00%, 11/01/27		2,628		2,545,125
3.00%, 01/01/28		807		781,677
3.00%, 03/01/28		154		149,174
3.00%, 04/01/28		380		367,778
3.00%, 05/01/28		336		324,963
3.00%, 08/01/28		1,295		1,254,137
3.00%, 09/01/28		202		195,936
3.00%, 11/01/28		1,732		1,653,650
3.00%, 12/01/28		459		444,910
3.00%, 01/01/29		548		512,229
3.00%, 02/01/29		311		300,322
3.00%, 03/01/29		370		357,457
3.00%, 04/01/29		3,242		3,137,881
3.00%, 05/01/29		1,231		1,191,800
3.00%, 06/01/29		546		527,706
3.00%, 07/01/29		570		550,833
3.00%, 08/01/29		923		892,352
3.00%, 09/01/29		309		299,283
3.00%, 10/01/29		2,357		2,278,160
3.00%, 11/01/29		3,329		3,219,487
3.00%, 12/01/29		228		220,667
3.00%, 01/01/30		431		417,628
3.00%, 02/01/30		1,921		1,858,447
3.00%, 03/01/30		21,147		20,359,749
3.00%, 04/01/30		5,893		5,588,933
3.00%, 05/01/30		3,513		3,330,360
3.00%, 06/01/30		1,510		1,448,655
3.00%, 07/01/30		4,024		3,824,773
3.00%, 08/01/30		435		412,912
3.00%, 09/01/30		2,050		1,944,693
3.00%, 10/01/30		2,166		2,058,121
3.00%, 11/01/30		1,238		1,174,315
3.00%, 01/01/31		3,573		3,388,044
3.00%, 02/01/31		4,427		4,193,997
3.00%, 03/01/31		8,016		7,498,804
3.00%, 04/01/31		1,050		984,096
3.00%, 05/01/31		7,939		7,482,009
3.00%, 06/01/31		4,778		4,497,338
3.00%, 07/01/31		569		532,732
3.00%, 08/01/31		115		106,507
3.00%, 09/01/31		5,859		5,514,835
3.00%, 11/01/31		508		475,115


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 12/01/31	$	2,578	$	2,453,142
3.00%, 01/01/32		5,542		5,184,729
3.00%, 02/01/32		9,179		8,585,220
3.00%, 03/01/32		3,030		2,829,222
3.00%, 04/01/32		3,160		2,969,097
3.00%, 05/01/32		1,041		973,693
3.00%, 06/01/32		5,600		5,281,072
3.00%, 07/01/32		637		593,675
3.00%, 08/01/32		2,685		2,501,943
3.00%, 09/01/32		7,804		7,429,287
3.00%, 10/01/32		701		655,372
3.00%, 11/01/32		3,230		3,010,633
3.00%, 12/01/32		13,739		12,842,419
3.00%, 01/01/33		1,619		1,508,551
3.00%, 02/01/33		2,766		2,577,743
3.00%, 03/01/33		1,162		1,081,217
3.00%, 04/01/33		455		428,262
3.00%, 05/01/33		2,079		1,940,488
3.00%, 06/01/33		514		479,245
3.00%, 07/01/33		9,178		8,542,845
3.00%, 09/01/33		1,650		1,538,079
3.00%, 10/01/33		5,409		5,039,300
3.00%, 11/01/33		107		100,044
3.00%, 02/01/34		4,549		4,255,283
3.00%, 05/01/34		728		677,528
3.00%, 06/01/34		3,058		2,844,507
3.00%, 07/01/34		9,399		8,760,800
3.00%, 08/01/34		2,563		2,384,967
3.00%, 09/01/34		14,586		13,559,659
3.00%, 10/01/34		2,704		2,516,210
3.00%, 11/01/34		5,609		5,218,385
3.00%, 12/01/34		1,420		1,321,400
3.00%, 01/01/35		4,616		4,295,447
3.00%, 02/01/35		10,043		9,342,252
3.00%, 03/01/35		19,277		17,904,978
3.00%, 04/01/35		7,430		6,909,412
3.00%, 05/01/35		26,225		24,393,877
3.00%, 06/01/35		3,538		3,285,341
3.00%, 07/01/35		12,538		11,645,148
3.00%, 08/01/35		724		672,141
3.00%, 09/01/35		540		501,381
3.00%, 10/01/35		5,363		4,980,060
3.00%, 12/01/35		13,146		12,326,425
3.00%, 01/01/36		2,288		2,124,836
3.00%, 04/01/36		805		746,458
3.00%, 05/01/36		1,779		1,649,833
3.00%, 07/01/36		871		805,949
3.00%, 09/01/36		4,361		4,044,050
3.00%, 12/01/36		2,293		2,103,375
3.00%, 01/01/37		5,267		4,829,802
3.00%, 02/01/37		5,611		5,144,605
3.00%, 05/01/37		31,367		29,056,938
3.00%, 06/01/37		483		446,306
3.00%, 07/01/37		5,937		5,499,409
3.00%, 09/01/37		4,531		4,185,691
3.00%, 10/01/37		2,274		2,100,918
3.00%, 11/01/37		28,993		26,783,984
3.00%, 12/01/37		1,024		946,400
3.00%, 05/01/41		593		521,867
3.00%, 04/01/42		22		19,490


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 08/01/42	$	878	$	779,249
3.00%, 09/01/42		3,112		2,762,318
3.00%, 10/01/42		3,724		3,305,253
3.00%, 11/01/42		16,920		15,019,043
3.00%, 12/01/42		28,155		24,993,453
3.00%, 01/01/43		13,779		12,232,637
3.00%, 02/01/43		6,521		5,788,290
3.00%, 03/01/43		10,353		9,169,105
3.00%, 04/01/43		11,042		9,799,432
3.00%, 05/01/43		11,327		10,051,792
3.00%, 06/01/43		4,248		3,768,467
3.00%, 07/01/43		3,275		2,907,258
3.00%, 08/01/43		10,659		9,459,992
3.00%, 09/01/43		17,096		15,172,635
3.00%, 10/01/43		556		493,211
3.00%, 11/01/43		51		45,170
3.00%, 12/01/43		584		518,203
3.00%, 01/01/44		12,885		11,434,928
3.00%, 02/01/44		12,590		11,173,288
3.00%, 07/01/44		42,659		37,857,588
3.00%, 10/01/44		30,492		27,060,439
3.00%, 11/01/44		4,015		3,562,753
3.00%, 12/01/44		118		104,487
3.00%, 01/01/45		3,941		3,498,349
3.00%, 02/01/45		2,880		2,542,907
3.00%, 03/01/45		887		781,593
3.00%, 04/01/45		2,429		2,137,397
3.00%, 05/01/45		15,017		13,255,449
3.00%, 06/01/45		25		21,911
3.00%, 07/01/45		5,457		4,821,870
3.00%, 08/01/45		6,436		5,700,174
3.00%, 09/01/45		822		724,071
3.00%, 10/01/45		415		365,322
3.00%, 12/01/45		700		615,017
3.00%, 01/01/46		3,897		3,428,843
3.00%, 02/01/46		1,426		1,254,880
3.00%, 03/01/46		626		550,526
3.00%, 04/01/46		2,915		2,564,229
3.00%, 05/01/46		3,004		2,636,037
3.00%, 06/01/46		3,510		3,087,477
3.00%, 07/01/46		62,787		55,236,906
3.00%, 08/01/46		13,975		12,283,431
3.00%, 09/01/46		14,080		12,382,242
3.00%, 10/01/46		39,790		34,988,780
3.00%, 11/01/46		56,297		49,494,753
3.00%, 12/01/46		99,575		87,571,048
3.00%, 01/01/47		48,279		42,454,591
3.00%, 02/01/47		65,028		57,209,149
3.00%, 03/01/47		17,605		15,497,588
3.00%, 04/01/47		26,924		23,622,287
3.00%, 05/01/47		860		756,117
3.00%, 07/01/47		15,494		13,624,325
3.00%, 08/01/47		1,038		913,094
3.00%, 09/01/47		399		350,364
3.00%, 10/01/47		342		300,807
3.00%, 11/01/47		155		136,188
3.00%, 12/01/47		16,530		14,532,918
3.00%, 01/01/48		3,756		3,284,893
3.00%, 03/01/48		8,815		7,747,870
3.00%, 04/01/48		27		23,079


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.00%, 05/01/48	$	226	$	198,027
3.00%, 07/01/48		2,532		2,226,682
3.00%, 09/01/48		1,806		1,588,232
3.00%, 11/01/48		16,382		14,400,025
3.00%, 02/01/49		2,220		1,951,570
3.00%, 04/01/49		4,886		4,278,637
3.00%, 05/01/49		11,332		9,929,673
3.00%, 06/01/49		2,348		2,051,252
3.00%, 07/01/49		1,789		1,553,137
3.00%, 08/01/49		17,473		15,266,675
3.00%, 09/01/49		18,261		15,865,943
3.00%, 10/01/49		34,644		30,127,958
3.00%, 11/01/49		19,284		16,812,193
3.00%, 12/01/49		19,925		17,406,604
3.00%, 01/01/50		22,991		20,135,729
3.00%, 02/01/50		54,184		47,302,496
3.00%, 03/01/50		73,454		63,950,920
3.00%, 04/01/50		32,761		28,497,480
3.00%, 05/01/50		31,359		27,246,448
3.00%, 06/01/50		31,217		27,159,082
3.00%, 07/01/50		110,640		96,684,818
3.00%, 08/01/50		118,078		102,464,932
3.00%, 09/01/50		12,853		11,162,051
3.00%, 10/01/50		34,831		30,215,204
3.00%, 11/01/50		47,365		41,341,120
3.00%, 12/01/50		7,989		6,921,845
3.00%, 01/01/51		4,360		3,802,174
3.00%, 02/01/51		730		636,641
3.00%, 03/01/51		4,761		4,123,992
3.00%, 04/01/51		8,904		7,757,408
3.00%, 05/01/51		37,965		33,208,324
3.00%, 06/01/51		21,262		18,450,971
3.00%, 07/01/51		38,250		33,166,368
3.00%, 08/01/51		21,389		18,507,688
3.00%, 09/01/51		1,944		1,681,176
3.00%, 10/01/51		214,699		185,545,197
3.00%, 11/01/51		176,411		152,430,623
3.00%, 12/01/51		10,130		8,782,952
3.00%, 01/01/52		22,814		19,720,176
3.00%, 02/01/52		2,155		1,862,196
3.00%, 04/01/52		40,267		34,846,053
3.00%, 05/01/52		22,568		19,488,077
3.00%, 06/01/52		6,605		5,699,831
3.00%, 07/01/52		1,210		1,044,236
3.50%, 08/01/25		12		11,312
3.50%, 09/01/25		131		128,245
3.50%, 10/01/25		86		83,591
3.50%, 11/01/25		25		23,616
3.50%, 12/01/25		354		344,567
3.50%, 01/01/26		51		49,600
3.50%, 02/01/26		43		41,588
3.50%, 03/01/26		34		33,236
3.50%, 04/01/26		129		125,686
3.50%, 05/01/26		19		18,413
3.50%, 06/01/26		17		17,219
3.50%, 07/01/26		2		1,929
3.50%, 08/01/26		59		57,213
3.50%, 09/01/26		2,709		2,627,779
3.50%, 10/01/26		59		56,252
3.50%, 12/01/26		19		18,556


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 01/01/27	$	182	$	175,900
3.50%, 02/01/27		9		8,965
3.50%, 03/01/27		266		260,032
3.50%, 04/01/27		390		378,373
3.50%, 07/01/27		182		176,393
3.50%, 01/01/28		229		223,544
3.50%, 07/01/28		256		248,739
3.50%, 08/01/28		362		353,005
3.50%, 10/01/28		325		311,220
3.50%, 11/01/28		63		61,665
3.50%, 12/01/28		113		109,971
3.50%, 01/01/29		1,238		1,208,413
3.50%, 03/01/29		272		264,968
3.50%, 05/01/29		35		33,141
3.50%, 07/01/29		7		6,523
3.50%, 08/01/29		22		20,367
3.50%, 09/01/29		177		172,497
3.50%, 10/01/29		16		15,177
3.50%, 11/01/29		1,462		1,403,229
3.50%, 12/01/29		912		890,933
3.50%, 04/01/30		176		171,952
3.50%, 06/01/30		401		386,563
3.50%, 08/01/30		188		183,644
3.50%, 11/01/30		267		256,424
3.50%, 02/01/31		29		28,024
3.50%, 03/01/31		1,183		1,125,186
3.50%, 04/01/31		353		339,343
3.50%, 05/01/31		183		173,923
3.50%, 06/01/31		4,852		4,678,742
3.50%, 07/01/31		1,665		1,605,195
3.50%, 08/01/31		987		942,694
3.50%, 09/01/31		97		92,534
3.50%, 11/01/31		10		9,361
3.50%, 12/01/31		647		616,172
3.50%, 01/01/32		3,627		3,481,659
3.50%, 02/01/32		700		665,436
3.50%, 03/01/32		422		402,467
3.50%, 04/01/32		1,932		1,837,327
3.50%, 05/01/32		3,604		3,427,031
3.50%, 06/01/32		3,331		3,179,533
3.50%, 07/01/32		2,335		2,222,429
3.50%, 08/01/32		1,062		1,017,590
3.50%, 09/01/32		427		408,399
3.50%, 11/01/32		3,772		3,591,007
3.50%, 12/01/32		1,652		1,570,525
3.50%, 01/01/33		743		711,928
3.50%, 02/01/33		1,624		1,550,279
3.50%, 03/01/33		8,743		8,314,665
3.50%, 04/01/33		1,892		1,798,672
3.50%, 05/01/33		2,578		2,451,352
3.50%, 09/01/33		1,457		1,383,008
3.50%, 10/01/33		245		233,020
3.50%, 11/01/33		319		302,855
3.50%, 12/01/33		533		509,304
3.50%, 01/01/34		2,581		2,450,864
3.50%, 02/01/34		1,228		1,165,133
3.50%, 03/01/34		3,991		3,786,502
3.50%, 04/01/34		9,600		9,130,770
3.50%, 05/01/34		5,928		5,628,700
3.50%, 06/01/34		1,909		1,817,008


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 07/01/34	$	5,767	$	5,555,021
3.50%, 08/01/34		644		610,962
3.50%, 09/01/34		449		426,617
3.50%, 10/01/34		1,640		1,555,682
3.50%, 11/01/34		7,327		6,965,160
3.50%, 12/01/34		6,378		6,057,175
3.50%, 01/01/35		304		288,977
3.50%, 02/01/35		3,295		3,128,034
3.50%, 03/01/35		3,243		3,076,084
3.50%, 04/01/35		866		821,094
3.50%, 05/01/35		6,266		5,947,580
3.50%, 06/01/35		7,803		7,369,114
3.50%, 07/01/35		3,502		3,320,107
3.50%, 10/01/35		756		716,824
3.50%, 11/01/35		2,358		2,237,484
3.50%, 12/01/35		1,918		1,819,923
3.50%, 02/01/36		4,129		3,911,061
3.50%, 06/01/37		794		748,817
3.50%, 07/01/37		344		325,010
3.50%, 08/01/37		888		839,492
3.50%, 12/01/37		1,820		1,716,637
3.50%, 01/01/38		2,927		2,736,685
3.50%, 02/01/38		1,711		1,599,380
3.50%, 10/01/40		16		14,291
3.50%, 11/01/40		266		244,557
3.50%, 12/01/40		577		530,071
3.50%, 01/01/41		46		41,896
3.50%, 02/01/41		14		12,952
3.50%, 03/01/41		36		33,149
3.50%, 06/01/41		22		20,043
3.50%, 10/01/41		10		9,162
3.50%, 11/01/41		159		146,026
3.50%, 12/01/41		237		217,782
3.50%, 01/01/42		903		829,889
3.50%, 02/01/42		868		798,348
3.50%, 03/01/42		12,591		11,572,869
3.50%, 04/01/42		320		294,161
3.50%, 05/01/42		2,476		2,276,541
3.50%, 06/01/42		197		181,183
3.50%, 07/01/42		1,709		1,571,062
3.50%, 08/01/42		12,885		11,843,080
3.50%, 09/01/42		4,188		3,850,180
3.50%, 10/01/42		11,391		10,468,940
3.50%, 11/01/42		1,666		1,531,516
3.50%, 12/01/42		10,300		9,451,213
3.50%, 01/01/43		747		686,689
3.50%, 04/01/43		613		562,720
3.50%, 05/01/43		1,512		1,389,708
3.50%, 06/01/43		7,841		7,203,050
3.50%, 07/01/43		15,258		14,030,114
3.50%, 08/01/43		338		310,514
3.50%, 09/01/43		200		183,618
3.50%, 10/01/43		2,097		1,929,361
3.50%, 11/01/43		195		179,330
3.50%, 12/01/43		176		161,966
3.50%, 01/01/44		291		267,780
3.50%, 02/01/44		359		329,216
3.50%, 04/01/44		7,424		6,825,732
3.50%, 05/01/44		2,086		1,919,068
3.50%, 06/01/44		669		613,026


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
3.50%, 09/01/44	$	1,370	$	1,257,239
3.50%, 10/01/44		4,775		4,371,869
3.50%, 11/01/44		14,465		13,216,631
3.50%, 12/01/44		897		819,796
3.50%, 01/01/45		14,432		13,248,329
3.50%, 02/01/45		10,938		10,037,240
3.50%, 03/01/45		2,064		1,883,156
3.50%, 04/01/45		1,922		1,761,052
3.50%, 05/01/45		885		808,243
3.50%, 06/01/45		5,251		4,808,183
3.50%, 07/01/45		8,618		7,892,844
3.50%, 08/01/45		15,612		14,343,941
3.50%, 09/01/45		5,566		5,089,978
3.50%, 10/01/45		4,791		4,398,422
3.50%, 11/01/45		8,170		7,472,590
3.50%, 12/01/45		6,800		6,203,094
3.50%, 01/01/46		20,012		18,348,596
3.50%, 02/01/46		31,363		28,616,859
3.50%, 03/01/46		9,446		8,597,140
3.50%, 04/01/46		14,387		13,168,000
3.50%, 05/01/46		4,367		3,970,006
3.50%, 06/01/46		8,682		7,885,782
3.50%, 07/01/46		31,617		28,803,454
3.50%, 08/01/46		3,353		3,056,202
3.50%, 09/01/46		9,444		8,570,915
3.50%, 10/01/46		16,013		14,600,996
3.50%, 11/01/46		17,811		16,215,336
3.50%, 12/01/46		49,492		45,250,343
3.50%, 01/01/47		31,361		28,559,239
3.50%, 02/01/47		19,298		17,567,014
3.50%, 03/01/47		2,316		2,121,080
3.50%, 04/01/47		7,723		7,034,926
3.50%, 05/01/47		20,440		18,657,923
3.50%, 06/01/47		9,857		8,978,028
3.50%, 07/01/47		74,196		67,891,851
3.50%, 08/01/47		41,133		37,488,307
3.50%, 09/01/47		43,049		39,239,317
3.50%, 10/01/47		10,018		9,129,050
3.50%, 11/01/47		24,852		22,603,715
3.50%, 12/01/47		35,330		32,211,929
3.50%, 01/01/48		47,358		43,050,090
3.50%, 02/01/48		37,324		33,947,051
3.50%, 03/01/48		35,954		32,777,433
3.50%, 04/01/48		8,312		7,558,482
3.50%, 05/01/48		5,381		4,883,277
3.50%, 06/01/48		7,655		6,972,281
3.50%, 07/01/48		16,399		14,900,257
3.50%, 09/01/48		947		856,179
3.50%, 10/01/48		2,063		1,872,323
3.50%, 11/01/48		22,479		20,541,009
3.50%, 01/01/49		5,531		5,032,622
3.50%, 02/01/49		4,484		4,069,096
3.50%, 03/01/49		3,008		2,727,495
3.50%, 04/01/49		6,458		5,818,385
3.50%, 05/01/49		40,345		36,628,506
3.50%, 06/01/49		31,936		28,928,305
3.50%, 07/01/49		42,615		38,662,775
3.50%, 08/01/49		292		265,500
3.50%, 09/01/49		1,494		1,351,530
3.50%, 11/01/49		12,906		11,739,615


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
3.50%, 12/01/49	$	17,757		$	16,036,681
3.50%, 01/01/50		8,054			7,320,665
3.50%, 02/01/50		9,125			8,282,896
3.50%, 03/01/50		4,204			3,840,371
3.50%, 04/01/50		20,284			18,375,036
3.50%, 05/01/50		4,572			4,161,368
3.50%, 06/01/50		30,384			27,565,822
3.50%, 07/01/50		10,117			9,160,215
3.50%, 08/01/50		47,059			42,778,557
3.50%, 09/01/50		4,839			4,389,428
3.50%, 10/01/50		2,079			1,891,630
3.50%, 12/01/50		210			189,016
3.50%, 01/01/51		32,548			29,532,582
3.50%, 05/01/51		3,883			3,488,827
3.50%, 06/01/51		10,205			9,165,547
3.50%, 08/01/51		6,833			6,134,259
3.50%, 09/01/51		5,833			5,244,913
3.50%, 10/01/51		3,950			3,569,565
3.50%, 12/01/51		1,906			1,709,241
3.50%, 01/01/52		5,954			5,338,015
3.50%, 02/01/52		114,870			102,981,790
3.50%, 03/01/52		19,385			17,361,926
3.50%, 04/01/52		30,266			27,307,939
3.50%, 05/01/52		21,541			19,274,891
3.50%, 06/01/52		23,336			20,916,633
3.50%, 07/01/52		12,207			10,936,034
3.50%, 08/01/52		746			668,175
4.00%, 02/01/24		0	^(a)		362
4.00%, 03/01/24		27			26,634
4.00%, 04/01/24		13			13,458
4.00%, 04/01/24		0	^(a)		426
4.00%, 05/01/24		1			574
4.00%, 05/01/24		0	^(a)		470
4.00%, 06/01/24		2			1,569
4.00%, 06/01/24		0	^(a)		354
4.00%, 07/01/24		0	^(a)		262
4.00%, 07/01/24		8			8,469
4.00%, 08/01/24		0	^(a)		587
4.00%, 08/01/24		1			756
4.00%, 09/01/24		3			2,829
4.00%, 10/01/24		5			4,215
4.00%, 11/01/24		1			522
4.00%, 11/01/24		0	^(a)		337
4.00%, 12/01/24		6			5,453
4.00%, 01/01/25		3			2,478
4.00%, 02/01/25		4			3,616
4.00%, 03/01/25		9			9,054
4.00%, 04/01/25		7			6,660
4.00%, 04/01/25		0	^(a)		312
4.00%, 05/01/25		11			11,323
4.00%, 05/01/25		0	^(a)		62
4.00%, 06/01/25		3			2,838
4.00%, 06/01/25		0	^(a)		453
4.00%, 07/01/25		37			36,024
4.00%, 08/01/25		2			1,690
4.00%, 09/01/25		181			177,577
4.00%, 10/01/25		257			252,077
4.00%, 11/01/25		86			84,378
4.00%, 12/01/25		4			3,781
4.00%, 01/01/26		8			7,429


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 03/01/26	$	199	$	193,961
4.00%, 05/01/26		6		6,198
4.00%, 06/01/26		1,088		1,061,805
4.00%, 07/01/26		51		49,367
4.00%, 08/01/26		7		7,247
4.00%, 09/01/26		751		732,524
4.00%, 03/01/27		240		234,297
4.00%, 08/01/27		70		68,591
4.00%, 02/01/29		85		83,614
4.00%, 12/01/30		604		588,405
4.00%, 01/01/31		406		395,359
4.00%, 02/01/31		270		263,663
4.00%, 03/01/31		26		25,663
4.00%, 10/01/31		869		847,129
4.00%, 02/01/32		2,200		2,144,309
4.00%, 04/01/32		5		5,195
4.00%, 05/01/32		1,155		1,116,312
4.00%, 06/01/32		6		5,833
4.00%, 07/01/32		518		503,128
4.00%, 10/01/32		13		12,689
4.00%, 05/01/33		105		101,509
4.00%, 07/01/33		673		651,511
4.00%, 08/01/33		1,150		1,111,596
4.00%, 09/01/33		1,780		1,718,557
4.00%, 10/01/33		795		768,784
4.00%, 11/01/33		60		57,485
4.00%, 12/01/33		1,067		1,045,129
4.00%, 01/01/34		324		313,061
4.00%, 05/01/34		433		417,862
4.00%, 06/01/34		1,188		1,147,801
4.00%, 07/01/34		1,081		1,043,731
4.00%, 08/01/34		178		171,890
4.00%, 09/01/34		4,303		4,161,009
4.00%, 10/01/34		1,040		1,005,673
4.00%, 08/01/35		1,498		1,447,572
4.00%, 11/01/35		3,769		3,649,760
4.00%, 01/01/36		13		12,810
4.00%, 08/01/37		4,922		4,736,385
4.00%, 09/01/37		7,048		6,776,066
4.00%, 10/01/37		18,517		17,745,560
4.00%, 11/01/37		6,931		6,668,749
4.00%, 06/01/38		276		264,177
4.00%, 03/01/39		14		13,556
4.00%, 04/01/39		32		29,841
4.00%, 05/01/39		368		348,392
4.00%, 07/01/39		17		16,518
4.00%, 08/01/39		312		295,761
4.00%, 09/01/39		27		25,466
4.00%, 10/01/39		2		1,976
4.00%, 11/01/39		92		87,939
4.00%, 12/01/39		3		2,790
4.00%, 02/01/40		15		14,532
4.00%, 05/01/40		15		14,425
4.00%, 07/01/40		39		36,662
4.00%, 08/01/40		933		885,479
4.00%, 09/01/40		811		769,517
4.00%, 10/01/40		371		351,717
4.00%, 11/01/40		105		99,124
4.00%, 12/01/40		1,929		1,831,468
4.00%, 01/01/41		1,878		1,784,052


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.00%, 02/01/41	$	848	$	804,678
4.00%, 03/01/41		731		692,827
4.00%, 04/01/41		34		32,362
4.00%, 05/01/41		303		287,133
4.00%, 08/01/41		2		1,947
4.00%, 09/01/41		2,048		1,943,229
4.00%, 10/01/41		2,738		2,598,054
4.00%, 11/01/41		126		119,977
4.00%, 12/01/41		780		739,792
4.00%, 01/01/42		1,095		1,039,647
4.00%, 02/01/42		197		187,309
4.00%, 03/01/42		5,410		5,129,300
4.00%, 05/01/42		851		806,820
4.00%, 06/01/42		34		32,267
4.00%, 07/01/42		367		347,785
4.00%, 08/01/42		2		2,325
4.00%, 09/01/42		5		4,794
4.00%, 12/01/42		177		167,537
4.00%, 01/01/43		7		7,047
4.00%, 08/01/43		20		19,139
4.00%, 09/01/43		1,203		1,138,406
4.00%, 10/01/43		154		146,814
4.00%, 11/01/43		309		292,196
4.00%, 12/01/43		5		4,553
4.00%, 01/01/44		818		773,314
4.00%, 02/01/44		10		8,916
4.00%, 03/01/44		1,169		1,105,827
4.00%, 04/01/44		1,005		950,039
4.00%, 05/01/44		9,294		8,805,578
4.00%, 06/01/44		2,784		2,640,965
4.00%, 07/01/44		7,564		7,148,419
4.00%, 08/01/44		217		204,354
4.00%, 09/01/44		154		146,071
4.00%, 10/01/44		1,901		1,798,868
4.00%, 11/01/44		4,858		4,587,304
4.00%, 12/01/44		2,487		2,348,287
4.00%, 01/01/45		8,737		8,274,619
4.00%, 02/01/45		7,178		6,780,800
4.00%, 03/01/45		12,168		11,523,146
4.00%, 04/01/45		877		827,951
4.00%, 06/01/45		6,541		6,187,113
4.00%, 07/01/45		12,526		11,826,019
4.00%, 08/01/45		286		269,299
4.00%, 09/01/45		12,406		11,705,446
4.00%, 10/01/45		2,988		2,819,595
4.00%, 11/01/45		7,282		6,871,998
4.00%, 12/01/45		738		695,458
4.00%, 01/01/46		2,073		1,955,352
4.00%, 02/01/46		3,754		3,538,826
4.00%, 03/01/46		10,485		9,873,752
4.00%, 04/01/46		6,685		6,289,772
4.00%, 05/01/46		8,494		7,978,540
4.00%, 06/01/46		14,010		13,215,151
4.00%, 07/01/46		1,413		1,327,466
4.00%, 08/01/46		8,065		7,577,869
4.00%, 09/01/46		9,497		8,952,595
4.00%, 10/01/46		2,816		2,666,089
4.00%, 11/01/46		8,458		7,962,678
4.00%, 01/01/47		3,799		3,570,746
4.00%, 02/01/47		3,033		2,855,203


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.00%, 03/01/47	$	8,097		$	7,587,077
4.00%, 04/01/47		9,569			8,975,314
4.00%, 05/01/47		8,589			8,060,282
4.00%, 06/01/47		36,866			34,583,848
4.00%, 07/01/47		14,004			13,148,471
4.00%, 08/01/47		24,020			22,552,787
4.00%, 09/01/47		22,503			21,106,601
4.00%, 10/01/47		27,602			25,890,028
4.00%, 11/01/47		12,942			12,144,963
4.00%, 12/01/47		9,515			8,935,254
4.00%, 01/01/48		9,117			8,551,225
4.00%, 02/01/48		39,004			36,592,997
4.00%, 03/01/48		2,912			2,729,418
4.00%, 04/01/48		12,072			11,296,680
4.00%, 05/01/48		5,815			5,429,752
4.00%, 06/01/48		2,701			2,535,687
4.00%, 07/01/48		10,762			10,081,554
4.00%, 08/01/48		3,647			3,422,778
4.00%, 09/01/48		17,781			16,663,661
4.00%, 10/01/48		8,452			7,926,955
4.00%, 11/01/48		30,170			28,260,296
4.00%, 12/01/48		12,108			11,351,035
4.00%, 01/01/49		18,434			17,273,729
4.00%, 02/01/49		6,299			5,898,026
4.00%, 03/01/49		29,567			27,602,656
4.00%, 04/01/49		17,896			16,706,352
4.00%, 05/01/49		11,998			11,236,080
4.00%, 06/01/49		31,586			29,601,868
4.00%, 07/01/49		25,707			24,151,655
4.00%, 08/01/49		706			660,383
4.00%, 09/01/49		19,763			18,513,816
4.00%, 10/01/49		22,435			21,063,186
4.00%, 11/01/49		1,958			1,836,504
4.00%, 12/01/49		20,750			19,440,386
4.00%, 01/01/50		3,403			3,178,844
4.00%, 03/01/50		3,432			3,206,320
4.00%, 04/01/50		9,229			8,633,837
4.00%, 05/01/50		16,316			15,257,938
4.00%, 06/01/50		1,854			1,734,163
4.00%, 07/01/50		748			698,596
4.00%, 12/01/50		9,240			8,633,960
4.00%, 01/01/51		821			768,147
4.00%, 03/01/51		910			851,112
4.00%, 05/01/51		23,349			21,876,662
4.00%, 08/01/51		1,256			1,175,215
4.00%, 10/01/51		588			549,743
4.00%, 05/01/52		23,688			21,929,299
4.00%, 06/01/52		74,767			69,288,238
4.00%, 07/01/52		13,304			12,291,674
4.00%, 08/01/52		115,718			106,962,968
4.00%, 09/01/52		14,929			13,838,970
4.00%, 10/01/52		15,120			14,033,868
4.00%, 11/01/52		7,364			6,805,455
4.00%, 09/14/53^(c)		63,233			58,362,083
4.50%, 01/01/24		0	^(a)		42
4.50%, 02/01/24		0	^(a)		72
4.50%, 03/01/24		0	^(a)		33
4.50%, 04/01/24		0	^(a)		46
4.50%, 07/01/24		1			657
4.50%, 08/01/24		0	^(a)		748


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 10/01/24	$	78		$	77,396
4.50%, 10/01/24		0	^(a)		808
4.50%, 11/01/24		0	^(a)		350
4.50%, 11/01/24		1			624
4.50%, 12/01/24		6			5,958
4.50%, 01/01/25		0	^(a)		440
4.50%, 02/01/25		119			117,762
4.50%, 04/01/25		188			185,010
4.50%, 04/01/25		0	^(a)		173
4.50%, 05/01/25		7			6,691
4.50%, 06/01/25		153			150,917
4.50%, 08/01/25		116			114,304
4.50%, 09/01/25		6			5,926
4.50%, 04/01/26		4			4,373
4.50%, 10/01/26		537			528,683
4.50%, 01/01/27		65			64,038
4.50%, 11/01/28		1			659
4.50%, 08/01/31		1,237			1,221,638
4.50%, 04/01/33		451			440,438
4.50%, 07/01/33		37			35,640
4.50%, 08/01/33		29			29,155
4.50%, 09/01/33		6			5,930
4.50%, 10/01/33		14			14,326
4.50%, 11/01/33		22			21,687
4.50%, 12/01/33		350			341,328
4.50%, 01/01/34		1,336			1,301,810
4.50%, 02/01/34		299			291,130
4.50%, 04/01/34		1			1,461
4.50%, 05/01/34		8			7,634
4.50%, 06/01/34		498			486,029
4.50%, 07/01/34		0	^(a)		57
4.50%, 08/01/34		1,169			1,138,893
4.50%, 09/01/34		207			202,874
4.50%, 12/01/34		3			2,930
4.50%, 01/01/35		1,223			1,191,943
4.50%, 02/01/35		0	^(a)		381
4.50%, 03/01/35		1			1,372
4.50%, 05/01/35		0	^(a)		179
4.50%, 07/01/35		0	^(a)		338
4.50%, 08/01/35		1			990
4.50%, 09/01/35		7			7,117
4.50%, 10/01/35		1			1,447
4.50%, 12/01/35		32			31,599
4.50%, 01/01/36		0	^(a)		428
4.50%, 03/01/36		2			1,702
4.50%, 07/01/37		3			3,123
4.50%, 03/01/38		3			2,589
4.50%, 04/01/38		0	^(a)		514
4.50%, 04/01/38		105			102,836
4.50%, 05/01/38		41			39,535
4.50%, 06/01/38		15			15,126
4.50%, 06/01/38		0	^(a)		294
4.50%, 09/01/38		10,658			10,420,739
4.50%, 11/01/38		3			2,765
4.50%, 01/01/39		9			8,449
4.50%, 02/01/39		0	^(a)		352
4.50%, 02/01/39		675			658,161
4.50%, 03/01/39		45			42,338
4.50%, 04/01/39		1,386			1,352,143
4.50%, 05/01/39		783			763,813


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 06/01/39	$	144	$	140,915
4.50%, 07/01/39		156		151,524
4.50%, 08/01/39		2,293		2,237,700
4.50%, 09/01/39		69		68,390
4.50%, 10/01/39		4,652		4,539,127
4.50%, 11/01/39		27		26,973
4.50%, 12/01/39		316		308,268
4.50%, 01/01/40		1,510		1,472,784
4.50%, 02/01/40		296		289,182
4.50%, 03/01/40		249		242,595
4.50%, 04/01/40		97		95,153
4.50%, 05/01/40		147		143,073
4.50%, 06/01/40		25		24,649
4.50%, 07/01/40		50		47,524
4.50%, 08/01/40		116		112,880
4.50%, 09/01/40		1,919		1,871,169
4.50%, 10/01/40		264		256,400
4.50%, 12/01/40		2,012		1,960,201
4.50%, 01/01/41		2,012		1,960,790
4.50%, 02/01/41		384		373,345
4.50%, 03/01/41		2,215		2,157,139
4.50%, 04/01/41		13,952		13,590,041
4.50%, 05/01/41		12,039		11,726,561
4.50%, 06/01/41		4,720		4,596,734
4.50%, 07/01/41		301		294,136
4.50%, 08/01/41		3,146		3,062,896
4.50%, 09/01/41		5,069		4,936,955
4.50%, 10/01/41		99		96,157
4.50%, 11/01/41		258		251,055
4.50%, 12/01/41		2,748		2,675,935
4.50%, 01/01/42		2,722		2,650,059
4.50%, 04/01/42		101		97,798
4.50%, 07/01/42		2,668		2,598,528
4.50%, 09/01/42		1,396		1,357,579
4.50%, 10/01/42		1,858		1,810,273
4.50%, 01/01/43		141		136,849
4.50%, 09/01/43		2,375		2,307,951
4.50%, 10/01/43		792		770,198
4.50%, 11/01/43		1,863		1,810,328
4.50%, 12/01/43		1,296		1,259,524
4.50%, 01/01/44		266		258,840
4.50%, 02/01/44		424		411,942
4.50%, 03/01/44		6,807		6,611,898
4.50%, 04/01/44		1,398		1,359,412
4.50%, 05/01/44		532		517,460
4.50%, 06/01/44		1,399		1,361,441
4.50%, 07/01/44		221		214,807
4.50%, 08/01/44		946		920,013
4.50%, 09/01/44		37		35,852
4.50%, 10/01/44		190		184,519
4.50%, 11/01/44		57		55,587
4.50%, 12/01/44		7,186		6,988,122
4.50%, 01/01/45		878		853,322
4.50%, 02/01/45		8,628		8,378,805
4.50%, 03/01/45		1,282		1,235,284
4.50%, 04/01/45		5		4,385
4.50%, 08/01/45		2,078		2,020,726
4.50%, 09/01/45		350		340,737
4.50%, 10/01/45		5,327		5,180,170
4.50%, 11/01/45		433		420,491


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
4.50%, 12/01/45	$	111	$	108,311
4.50%, 01/01/46		81		78,741
4.50%, 02/01/46		6,753		6,574,702
4.50%, 03/01/46		20,600		20,070,954
4.50%, 04/01/46		4,873		4,734,362
4.50%, 05/01/46		1,012		980,454
4.50%, 06/01/46		1,174		1,140,196
4.50%, 07/01/46		815		788,888
4.50%, 08/01/46		6,049		5,869,848
4.50%, 09/01/46		183		176,930
4.50%, 10/01/46		719		695,277
4.50%, 11/01/46		94		90,642
4.50%, 12/01/46		712		688,988
4.50%, 01/01/47		659		636,393
4.50%, 02/01/47		448		433,506
4.50%, 03/01/47		1,173		1,134,565
4.50%, 04/01/47		3,056		2,951,358
4.50%, 05/01/47		1,668		1,609,938
4.50%, 06/01/47		8,091		7,805,686
4.50%, 07/01/47		2,072		2,001,454
4.50%, 08/01/47		5,029		4,871,094
4.50%, 09/01/47		3,776		3,646,866
4.50%, 10/01/47		6,213		6,001,890
4.50%, 11/01/47		2,262		2,184,951
4.50%, 12/01/47		650		627,773
4.50%, 01/01/48		1,567		1,513,420
4.50%, 02/01/48		4,737		4,570,363
4.50%, 03/01/48		597		575,029
4.50%, 04/01/48		11,688		11,273,081
4.50%, 05/01/48		4,878		4,705,785
4.50%, 06/01/48		3,638		3,510,008
4.50%, 07/01/48		3,473		3,350,218
4.50%, 08/01/48		28,880		27,856,978
4.50%, 09/01/48		12,033		11,596,698
4.50%, 10/01/48		12,156		11,724,380
4.50%, 11/01/48		7,204		6,947,149
4.50%, 12/01/48		36,992		35,679,001
4.50%, 01/01/49		18,470		17,788,107
4.50%, 02/01/49		14,681		14,153,129
4.50%, 03/01/49		8,643		8,295,847
4.50%, 04/01/49		12,061		11,632,666
4.50%, 05/01/49		11,124		10,722,735
4.50%, 06/01/49		1,864		1,793,260
4.50%, 07/01/49		3,719		3,578,643
4.50%, 08/01/49		2,031		1,953,065
4.50%, 09/01/49		6,676		6,423,796
4.50%, 10/01/49		1,732		1,666,116
4.50%, 11/01/49		954		917,921
4.50%, 12/01/49		11,947		11,494,133
4.50%, 01/01/50		1,993		1,917,425
4.50%, 02/01/50		5,158		4,953,509
4.50%, 03/01/50		8,426		8,082,445
4.50%, 04/01/50		6,027		5,750,812
4.50%, 05/01/50		17,355		16,560,368
4.50%, 06/01/50		554		528,740
4.50%, 08/01/50		614		585,765
4.50%, 09/01/50		30,448		29,359,235
4.50%, 12/01/50		396		380,759
4.50%, 01/01/51		219		210,768
4.50%, 07/01/51		17,779		16,965,465


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
4.50%, 05/01/52	$	4,224		$	4,049,004
4.50%, 06/01/52		4,021			3,814,113
4.50%, 07/01/52		49,488			46,962,100
4.50%, 08/01/52		20,709			19,650,458
4.50%, 09/01/52		38,930			36,927,396
4.50%, 10/01/52		30,279			28,824,420
4.50%, 12/01/52		14,889			14,126,928
4.50%, 03/01/53		5,874			5,571,074
4.50%, 09/14/53^(c)		152,455			144,546,397
5.00%, 09/01/23		0	^(a)		1
5.00%, 10/01/23		0	^(a)		8
5.00%, 11/01/23		0	^(a)		43
5.00%, 12/01/23		0	^(a)		331
5.00%, 01/01/24		0	^(a)		49
5.00%, 12/01/24		0	^(a)		225
5.00%, 05/01/25		2			2,052
5.00%, 09/01/25		0	^(a)		157
5.00%, 11/01/32		1			1,477
5.00%, 03/01/33		2			2,285
5.00%, 05/01/33		18			18,779
5.00%, 06/01/33		2			2,331
5.00%, 07/01/33		82			81,624
5.00%, 08/01/33		307			306,732
5.00%, 08/01/33		0	^(a)		401
5.00%, 09/01/33		40			39,504
5.00%, 10/01/33		1			604
5.00%, 11/01/33		1,364			1,360,479
5.00%, 02/01/34		3			2,674
5.00%, 03/01/34		21			20,742
5.00%, 04/01/34		17			16,539
5.00%, 05/01/34		561			559,655
5.00%, 05/01/34		0	^(a)		186
5.00%, 06/01/34		1			571
5.00%, 07/01/34		8			8,414
5.00%, 08/01/34		21			21,036
5.00%, 09/01/34		4			3,721
5.00%, 10/01/34		8			8,147
5.00%, 12/01/34		183			182,662
5.00%, 01/01/35		131			130,226
5.00%, 02/01/35		684			682,418
5.00%, 03/01/35		39			38,717
5.00%, 04/01/35		9			9,811
5.00%, 05/01/35		6			6,623
5.00%, 06/01/35		73			72,609
5.00%, 07/01/35		835			832,286
5.00%, 08/01/35		55			54,866
5.00%, 08/01/35		0	^(a)		383
5.00%, 09/01/35		115			114,423
5.00%, 10/01/35		40			40,309
5.00%, 11/01/35		366			365,954
5.00%, 11/01/35		0	^(a)		459
5.00%, 12/01/35		3			3,710
5.00%, 01/01/36		14			13,864
5.00%, 02/01/36		7			7,402
5.00%, 03/01/36		477			476,300
5.00%, 03/01/36		0	^(a)		243
5.00%, 04/01/36		0	^(a)		343
5.00%, 04/01/36		1			510
5.00%, 05/01/36		368			368,272
5.00%, 06/01/36		33			33,240


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 07/01/36	$	21		$	20,508
5.00%, 08/01/36		1			677
5.00%, 11/01/36		2			2,239
5.00%, 12/01/36		2			1,530
5.00%, 02/01/37		14			13,321
5.00%, 03/01/37		8			8,127
5.00%, 04/01/37		2			1,579
5.00%, 05/01/37		9			8,753
5.00%, 06/01/37		6			5,865
5.00%, 07/01/37		369			368,710
5.00%, 01/01/38		5			4,750
5.00%, 02/01/38		603			602,513
5.00%, 02/01/38		0	^(a)		266
5.00%, 03/01/38		37			37,223
5.00%, 04/01/38		81			80,775
5.00%, 04/01/38		0	^(a)		859
5.00%, 05/01/38		22			20,998
5.00%, 06/01/38		3			2,509
5.00%, 07/01/38		68			68,008
5.00%, 11/01/38		0	^(a)		84
5.00%, 12/01/38		4			4,261
5.00%, 01/01/39		170			170,819
5.00%, 02/01/39		15			14,743
5.00%, 03/01/39		397			396,450
5.00%, 04/01/39		3,109			3,110,969
5.00%, 04/01/39		0	^(a)		461
5.00%, 05/01/39		783			783,478
5.00%, 06/01/39		659			656,932
5.00%, 07/01/39		29			28,805
5.00%, 08/01/39		547			548,061
5.00%, 09/01/39		351			350,704
5.00%, 10/01/39		337			336,432
5.00%, 11/01/39		55			54,937
5.00%, 12/01/39		1,289			1,291,558
5.00%, 01/01/40		101			100,609
5.00%, 02/01/40		42			42,111
5.00%, 03/01/40		224			224,348
5.00%, 04/01/40		856			855,112
5.00%, 05/01/40		7,828			7,827,796
5.00%, 06/01/40		203			203,549
5.00%, 07/01/40		891			890,192
5.00%, 08/01/40		4,981			4,983,171
5.00%, 09/01/40		654			653,573
5.00%, 10/01/40		124			123,975
5.00%, 11/01/40		16			15,609
5.00%, 12/01/40		1,282			1,282,162
5.00%, 01/01/41		155			154,263
5.00%, 02/01/41		434			433,801
5.00%, 03/01/41		1,423			1,420,693
5.00%, 04/01/41		2,182			2,180,483
5.00%, 05/01/41		6,710			6,705,213
5.00%, 06/01/41		1,002			1,000,451
5.00%, 07/01/41		499			497,648
5.00%, 08/01/41		1,060			1,059,022
5.00%, 11/01/41		105			104,484
5.00%, 04/01/42		372			371,416
5.00%, 08/01/43		23			22,742
5.00%, 09/01/43		411			410,670
5.00%, 10/01/43		994			992,738
5.00%, 11/01/43		42			41,720


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.00%, 12/01/43	$	121		$	120,973
5.00%, 01/01/44		1,499			1,496,313
5.00%, 03/01/44		475			473,383
5.00%, 06/01/44		154			153,807
5.00%, 07/01/44		990			990,937
5.00%, 08/01/44		116			115,187
5.00%, 09/01/44		929			926,279
5.00%, 11/01/44		408			407,302
5.00%, 01/01/45		7			6,633
5.00%, 07/01/45		3,051			3,050,713
5.00%, 03/01/47		17			16,490
5.00%, 04/01/47		89			87,332
5.00%, 05/01/47		629			619,549
5.00%, 07/01/47		583			583,019
5.00%, 08/01/47		167			164,410
5.00%, 09/01/47		843			830,514
5.00%, 10/01/47		442			436,134
5.00%, 11/01/47		70			68,700
5.00%, 02/01/48		770			759,786
5.00%, 03/01/48		1,359			1,340,518
5.00%, 04/01/48		1,631			1,609,456
5.00%, 06/01/48		1,746			1,722,791
5.00%, 07/01/48		3,449			3,404,703
5.00%, 08/01/48		4,955			4,889,694
5.00%, 09/01/48		5,290			5,218,815
5.00%, 10/01/48		3,090			3,040,261
5.00%, 11/01/48		5,463			5,388,623
5.00%, 12/01/48		1,258			1,241,145
5.00%, 01/01/49		9,962			9,825,208
5.00%, 02/01/49		6,104			6,012,361
5.00%, 03/01/49		4,835			4,769,945
5.00%, 04/01/49		7,062			6,965,913
5.00%, 05/01/49		1,857			1,831,764
5.00%, 07/01/49		7,878			7,767,245
5.00%, 08/01/49		18,415			18,163,658
5.00%, 09/01/49		1,200			1,182,977
5.00%, 10/01/49		4,038			3,983,815
5.00%, 11/01/49		1,106			1,090,809
5.00%, 03/01/50		1,887			1,861,381
5.00%, 04/01/50		982			960,948
5.00%, 05/01/50		488			477,377
5.00%, 09/01/50		33			32,147
5.00%, 01/01/51		1,141			1,116,545
5.00%, 07/01/52		12,045			11,715,160
5.00%, 08/01/52		38,381			37,402,203
5.00%, 09/01/52		20,823			20,296,795
5.00%, 10/01/52		42,850			41,632,383
5.00%, 11/01/52		136,618			132,684,037
5.00%, 12/01/52		24,607			23,963,076
5.00%, 02/01/53		31,223			30,287,270
5.00%, 09/14/53^(c)		215,647			209,097,566
5.50%, 11/01/23		0	^(a)		19
5.50%, 12/01/23		0	^(a)		6
5.50%, 01/01/25		0	^(a)		22
5.50%, 05/01/25		0	^(a)		5
5.50%, 03/01/28		146			144,652
5.50%, 10/01/28		0	^(a)		235
5.50%, 12/01/28		0	^(a)		139
5.50%, 07/01/29		1			1,262
5.50%, 04/01/31		1			1,127


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 12/01/31	$	11		$	10,661
5.50%, 01/01/32		6			5,532
5.50%, 02/01/32		2			1,617
5.50%, 11/01/32		0	^(a)		427
5.50%, 11/01/32		2			1,816
5.50%, 12/01/32		5			5,305
5.50%, 01/01/33		23			23,911
5.50%, 02/01/33		5			4,842
5.50%, 02/01/33		0	^(a)		483
5.50%, 03/01/33		24			23,065
5.50%, 04/01/33		55			55,249
5.50%, 04/01/33		0	^(a)		402
5.50%, 05/01/33		501			508,168
5.50%, 06/01/33		35			35,555
5.50%, 07/01/33		106			107,287
5.50%, 08/01/33		1			1,169
5.50%, 09/01/33		0	^(a)		161
5.50%, 09/01/33		4			4,270
5.50%, 10/01/33		389			393,482
5.50%, 10/01/33		0	^(a)		540
5.50%, 11/01/33		979			992,238
5.50%, 12/01/33		1			841
5.50%, 01/01/34		32			31,810
5.50%, 02/01/34		20			20,704
5.50%, 02/01/34		0	^(a)		473
5.50%, 03/01/34		9			9,293
5.50%, 04/01/34		48			48,752
5.50%, 05/01/34		46			46,334
5.50%, 06/01/34		22			21,640
5.50%, 07/01/34		14			14,932
5.50%, 09/01/34		724			734,852
5.50%, 10/01/34		1			632
5.50%, 11/01/34		20			21,007
5.50%, 12/01/34		0	^(a)		478
5.50%, 12/01/34		12			11,937
5.50%, 01/01/35		34			35,074
5.50%, 02/01/35		63			62,703
5.50%, 03/01/35		27			26,423
5.50%, 04/01/35		20			20,904
5.50%, 05/01/35		12			10,972
5.50%, 06/01/35		21			21,840
5.50%, 07/01/35		22			21,927
5.50%, 08/01/35		9			9,125
5.50%, 09/01/35		178			180,357
5.50%, 09/01/35		0	^(a)		425
5.50%, 10/01/35		12			11,300
5.50%, 11/01/35		32			32,309
5.50%, 12/01/35		30			30,894
5.50%, 12/01/35		0	^(a)		290
5.50%, 01/01/36		16			16,055
5.50%, 02/01/36		59			60,626
5.50%, 03/01/36		1			567
5.50%, 04/01/36		1,187			1,207,681
5.50%, 05/01/36		296			300,519
5.50%, 06/01/36		1			637
5.50%, 07/01/36		11			10,976
5.50%, 08/01/36		23			23,764
5.50%, 09/01/36		1,861			1,886,283
5.50%, 10/01/36		9			9,237
5.50%, 11/01/36		16			15,983


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 11/01/36	$	0	^(a)	$	96
5.50%, 12/01/36		0	^(a)		672
5.50%, 12/01/36		20			20,313
5.50%, 01/01/37		0	^(a)		240
5.50%, 01/01/37		25			24,900
5.50%, 02/01/37		57			57,010
5.50%, 03/01/37		37			37,304
5.50%, 04/01/37		7			7,416
5.50%, 05/01/37		223			228,329
5.50%, 05/01/37		0	^(a)		544
5.50%, 06/01/37		132			135,117
5.50%, 06/01/37		0	^(a)		394
5.50%, 07/01/37		18			18,217
5.50%, 07/01/37		0	^(a)		787
5.50%, 08/01/37		1,542			1,568,748
5.50%, 08/01/37		0	^(a)		297
5.50%, 09/01/37		0	^(a)		438
5.50%, 10/01/37		2			2,060
5.50%, 10/01/37		0	^(a)		716
5.50%, 11/01/37		10			9,264
5.50%, 12/01/37		49			48,960
5.50%, 12/01/37		0	^(a)		210
5.50%, 01/01/38		12			12,115
5.50%, 02/01/38		29			29,670
5.50%, 03/01/38		645			660,562
5.50%, 04/01/38		0	^(a)		403
5.50%, 04/01/38		64			65,857
5.50%, 05/01/38		200			203,317
5.50%, 06/01/38		220			223,879
5.50%, 06/01/38		0	^(a)		953
5.50%, 07/01/38		492			504,018
5.50%, 07/01/38		0	^(a)		751
5.50%, 08/01/38		675			687,403
5.50%, 08/01/38		0	^(a)		175
5.50%, 09/01/38		6			6,035
5.50%, 10/01/38		3			2,873
5.50%, 11/01/38		819			837,671
5.50%, 12/01/38		30			30,993
5.50%, 01/01/39		34			34,537
5.50%, 02/01/39		35			35,808
5.50%, 03/01/39		10			10,714
5.50%, 04/01/39		18			18,126
5.50%, 06/01/39		137			139,862
5.50%, 07/01/39		15			15,408
5.50%, 08/01/39		1			1,098
5.50%, 09/01/39		24			24,943
5.50%, 10/01/39		6			5,771
5.50%, 11/01/39		28			28,852
5.50%, 12/01/39		66			67,394
5.50%, 01/01/40		32			33,107
5.50%, 03/01/40		28			28,480
5.50%, 05/01/40		122			124,606
5.50%, 06/01/40		65			65,995
5.50%, 07/01/40		1,520			1,552,731
5.50%, 09/01/40		3,750			3,831,019
5.50%, 07/01/41		260			265,682
5.50%, 09/01/41		6,427			6,537,996
5.50%, 05/01/44		4,992			5,114,302
5.50%, 01/01/47		1,648			1,676,556
5.50%, 06/01/48		99			100,177


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
5.50%, 11/01/48	$	2,130		$	2,170,827
5.50%, 12/01/48		2,065			2,104,320
5.50%, 02/01/49		543			553,002
5.50%, 03/01/49		119			121,608
5.50%, 08/01/52		72,163			71,771,991
5.50%, 09/01/52		13,088			13,030,580
5.50%, 10/01/52		1,423			1,414,864
5.50%, 11/01/52		39,423			39,138,377
5.50%, 12/01/52		38,845			38,650,768
5.50%, 01/01/53		8,961			8,918,298
5.50%, 02/01/53		54,386			54,187,850
5.50%, 09/14/53^(c)		359,754			355,200,863
6.00%, 05/01/24		0	^(a)		2
6.00%, 12/01/24		0	^(a)		43
6.00%, 03/01/28		0	^(a)		436
6.00%, 04/01/28		0	^(a)		65
6.00%, 11/01/28		0	^(a)		489
6.00%, 12/01/28		0	^(a)		1,108
6.00%, 01/01/29		0	^(a)		397
6.00%, 01/01/29		1			1,459
6.00%, 02/01/29		0	^(a)		1,497
6.00%, 02/01/29		4			3,729
6.00%, 03/01/29		2			1,740
6.00%, 03/01/29		0	^(a)		74
6.00%, 04/01/29		2			2,021
6.00%, 05/01/29		0	^(a)		144
6.00%, 06/01/29		0	^(a)		31
6.00%, 06/01/29		1			656
6.00%, 07/01/29		1			1,411
6.00%, 04/01/30		1			991
6.00%, 04/01/31		1			873
6.00%, 04/01/31		0	^(a)		22
6.00%, 05/01/31		4			4,341
6.00%, 05/01/31		0	^(a)		395
6.00%, 11/01/31		6			5,868
6.00%, 02/01/32		2			2,195
6.00%, 03/01/32		2			2,118
6.00%, 04/01/32		4			3,897
6.00%, 06/01/32		1			1,184
6.00%, 09/01/32		2			2,536
6.00%, 11/01/32		29			30,163
6.00%, 12/01/32		20			20,851
6.00%, 12/01/32		0	^(a)		762
6.00%, 01/01/33		16			17,433
6.00%, 02/01/33		6			5,701
6.00%, 02/01/33		0	^(a)		429
6.00%, 03/01/33		17			17,382
6.00%, 03/01/33		0	^(a)		61
6.00%, 05/01/33		2			2,048
6.00%, 10/01/33		2			2,198
6.00%, 11/01/33		1			1,440
6.00%, 12/01/33		16			16,557
6.00%, 02/01/34		4			3,695
6.00%, 03/01/34		1,300			1,338,759
6.00%, 04/01/34		2			2,346
6.00%, 05/01/34		215			221,404
6.00%, 08/01/34		284			292,260
6.00%, 09/01/34		0	^(a)		483
6.00%, 09/01/34		10			10,790
6.00%, 10/01/34		14			13,817


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.00%, 11/01/34	$	85		$	87,950
6.00%, 11/01/34		0	^(a)		489
6.00%, 12/01/34		5			4,971
6.00%, 01/01/35		26			26,288
6.00%, 02/01/35		10			10,494
6.00%, 04/01/35		3			3,010
6.00%, 06/01/35		8			8,238
6.00%, 07/01/35		78			81,303
6.00%, 09/01/35		11			11,150
6.00%, 10/01/35		33			34,271
6.00%, 12/01/35		33			34,193
6.00%, 01/01/36		6			5,689
6.00%, 01/01/36		0	^(a)		293
6.00%, 02/01/36		2			1,832
6.00%, 03/01/36		1			819
6.00%, 05/01/36		0	^(a)		571
6.00%, 05/01/36		22			22,666
6.00%, 06/01/36		444			461,653
6.00%, 07/01/36		9			9,608
6.00%, 08/01/36		421			441,638
6.00%, 10/01/36		13			14,069
6.00%, 11/01/36		33			34,401
6.00%, 11/01/36		0	^(a)		585
6.00%, 12/01/36		10			10,242
6.00%, 01/01/37		3			3,123
6.00%, 02/01/37		69			70,486
6.00%, 03/01/37		27			28,469
6.00%, 04/01/37		0	^(a)		333
6.00%, 04/01/37		15			16,319
6.00%, 06/01/37		24			25,071
6.00%, 07/01/37		21			21,189
6.00%, 07/01/37		0	^(a)		1,037
6.00%, 08/01/37		16			15,552
6.00%, 09/01/37		12			12,317
6.00%, 10/01/37		7			6,578
6.00%, 11/01/37		31			32,449
6.00%, 12/01/37		25			25,943
6.00%, 12/01/37		0	^(a)		53
6.00%, 01/01/38		79			81,305
6.00%, 02/01/38		31			31,982
6.00%, 02/01/38		0	^(a)		393
6.00%, 03/01/38		320			335,013
6.00%, 04/01/38		24			24,689
6.00%, 05/01/38		790			828,396
6.00%, 07/01/38		17			16,552
6.00%, 08/01/38		93			97,344
6.00%, 09/01/38		24			24,240
6.00%, 09/01/38		0	^(a)		364
6.00%, 10/01/38		15			14,872
6.00%, 11/01/38		10			10,732
6.00%, 12/01/38		6			6,175
6.00%, 06/01/39		2,256			2,324,959
6.00%, 09/01/39		2			1,642
6.00%, 10/01/39		188			196,731
6.00%, 04/01/40		31			31,987
6.00%, 09/01/40		4			4,194
6.00%, 10/01/40		43			45,261
6.00%, 07/01/41		638			668,631
6.00%, 02/01/49		970			1,017,511
6.00%, 09/14/53^(c)		222,250			222,831,668


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 09/01/23	$	0	^(a)	$	2
6.50%, 12/01/23		0	^(a)		21
6.50%, 01/01/24		0	^(a)		56
6.50%, 03/01/24		0	^(a)		4
6.50%, 04/01/24		0	^(a)		5
6.50%, 10/01/24		0	^(a)		4
6.50%, 11/01/24		0	^(a)		50
6.50%, 06/01/25		0	^(a)		56
6.50%, 08/01/25		0	^(a)		26
6.50%, 12/01/25		0	^(a)		101
6.50%, 01/01/26		0	^(a)		9
6.50%, 01/01/26		1			1,143
6.50%, 02/01/26		0	^(a)		116
6.50%, 03/01/26		0	^(a)		189
6.50%, 04/01/26		0	^(a)		140
6.50%, 05/01/26		0	^(a)		106
6.50%, 06/01/26		0	^(a)		50
6.50%, 09/01/26		0	^(a)		122
6.50%, 11/01/26		0	^(a)		49
6.50%, 03/01/27		0	^(a)		194
6.50%, 04/01/27		0	^(a)		86
6.50%, 11/01/27		0	^(a)		73
6.50%, 12/01/27		0	^(a)		285
6.50%, 12/01/27		1			559
6.50%, 01/01/28		1			498
6.50%, 02/01/28		0	^(a)		63
6.50%, 04/01/28		0	^(a)		157
6.50%, 04/01/28		1			944
6.50%, 05/01/28		1			604
6.50%, 08/01/28		0	^(a)		141
6.50%, 08/01/28		5			4,434
6.50%, 09/01/28		0	^(a)		203
6.50%, 09/01/28		1			943
6.50%, 10/01/28		0	^(a)		196
6.50%, 10/01/28		1			906
6.50%, 11/01/28		0	^(a)		361
6.50%, 12/01/28		1			697
6.50%, 12/01/28		0	^(a)		346
6.50%, 01/01/29		2			1,587
6.50%, 02/01/29		1			1,478
6.50%, 02/01/29		0	^(a)		85
6.50%, 03/01/29		0	^(a)		817
6.50%, 03/01/29		3			3,133
6.50%, 04/01/29		1			789
6.50%, 04/01/29		0	^(a)		351
6.50%, 05/01/29		0	^(a)		451
6.50%, 05/01/29		1			662
6.50%, 06/01/29		12			11,602
6.50%, 06/01/29		0	^(a)		745
6.50%, 07/01/29		0	^(a)		412
6.50%, 07/01/29		2			2,132
6.50%, 08/01/29		0	^(a)		245
6.50%, 09/01/29		1			505
6.50%, 11/01/29		0	^(a)		162
6.50%, 05/01/30		0	^(a)		115
6.50%, 12/01/30		1			609
6.50%, 01/01/31		0	^(a)		97
6.50%, 03/01/31		0	^(a)		368
6.50%, 04/01/31		0	^(a)		77
6.50%, 04/01/31		2			1,832


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 05/01/31	$	0	^(a)	$	478
6.50%, 05/01/31		4			3,788
6.50%, 06/01/31		0	^(a)		89
6.50%, 07/01/31		3			2,205
6.50%, 07/01/31		0	^(a)		560
6.50%, 08/01/31		0	^(a)		428
6.50%, 08/01/31		1			866
6.50%, 09/01/31		3			3,038
6.50%, 10/01/31		4			4,288
6.50%, 10/01/31		0	^(a)		405
6.50%, 11/01/31		2			1,810
6.50%, 12/01/31		3			3,389
6.50%, 12/01/31		0	^(a)		173
6.50%, 02/01/32		0	^(a)		787
6.50%, 02/01/32		2			2,212
6.50%, 03/01/32		9			9,519
6.50%, 04/01/32		1			618
6.50%, 05/01/32		5			4,519
6.50%, 06/01/32		2			1,742
6.50%, 06/01/32		0	^(a)		263
6.50%, 07/01/32		5			5,613
6.50%, 07/01/32		0	^(a)		516
6.50%, 08/01/32		13			13,426
6.50%, 08/01/32		0	^(a)		558
6.50%, 09/01/32		11			11,570
6.50%, 11/01/32		0	^(a)		280
6.50%, 01/01/33		0	^(a)		429
6.50%, 03/01/33		5			4,756
6.50%, 05/01/33		1			513
6.50%, 05/01/33		0	^(a)		345
6.50%, 06/01/33		5			5,515
6.50%, 07/01/33		0	^(a)		73
6.50%, 09/01/33		0	^(a)		190
6.50%, 11/01/33		4			4,516
6.50%, 01/01/34		7			7,352
6.50%, 03/01/34		0	^(a)		239
6.50%, 05/01/34		12			12,264
6.50%, 08/01/34		8			8,670
6.50%, 09/01/34		17			17,857
6.50%, 10/01/34		2			2,448
6.50%, 11/01/34		1			943
6.50%, 04/01/35		3			2,699
6.50%, 02/01/36		5			5,507
6.50%, 05/01/36		1			928
6.50%, 06/01/36		0	^(a)		443
6.50%, 07/01/36		0	^(a)		356
6.50%, 07/01/36		1			952
6.50%, 08/01/36		34			36,219
6.50%, 08/01/36		0	^(a)		240
6.50%, 09/01/36		137			143,773
6.50%, 10/01/36		28			28,994
6.50%, 11/01/36		0	^(a)		344
6.50%, 12/01/36		28			29,536
6.50%, 12/01/36		0	^(a)		637
6.50%, 02/01/37		6			6,520
6.50%, 03/01/37		3			2,662
6.50%, 06/01/37		1			627
6.50%, 07/01/37		36			38,200
6.50%, 07/01/37		0	^(a)		322
6.50%, 08/01/37		1,179			1,243,179


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
6.50%, 08/01/37	$	0	^(a)	$	107
6.50%, 09/01/37		0	^(a)		148
6.50%, 09/01/37		9			8,860
6.50%, 10/01/37		77			81,817
6.50%, 10/01/37		0	^(a)		726
6.50%, 11/01/37		18			19,354
6.50%, 11/01/37		0	^(a)		270
6.50%, 12/01/37		45			47,689
6.50%, 12/01/37		0	^(a)		680
6.50%, 01/01/38		5			4,828
6.50%, 02/01/38		6			6,873
6.50%, 03/01/38		14			14,821
6.50%, 05/01/38		39			40,576
6.50%, 06/01/38		12			12,637
6.50%, 09/01/38		4			4,473
6.50%, 12/01/38		5			5,178
6.50%, 01/01/39		7			8,010
6.50%, 03/01/39		3			3,433
6.50%, 05/01/39		2			2,520
6.50%, 10/01/39		1,097			1,156,566
6.50%, 05/01/40		722			761,138
7.00%, 09/01/23		0	^(a)		1
7.00%, 10/01/23		0	^(a)		6
7.00%, 12/01/23		0	^(a)		12
7.00%, 01/01/24		0	^(a)		8
7.00%, 02/01/24		0	^(a)		198
7.00%, 03/01/24		0	^(a)		75
7.00%, 05/01/24		1			491
7.00%, 10/01/24		0	^(a)		3
7.00%, 11/01/24		0	^(a)		54
7.00%, 08/01/25		0	^(a)		115
7.00%, 09/01/25		0	^(a)		69
7.00%, 10/01/25		0	^(a)		75
7.00%, 12/01/25		0	^(a)		353
7.00%, 12/01/25		1			774
7.00%, 02/01/26		0	^(a)		124
7.00%, 03/01/26		0	^(a)		263
7.00%, 04/01/26		0	^(a)		32
7.00%, 05/01/26		0	^(a)		522
7.00%, 08/01/26		0	^(a)		84
7.00%, 11/01/26		2			1,565
7.00%, 02/01/27		0	^(a)		25
7.00%, 04/01/27		0	^(a)		118
7.00%, 07/01/27		0	^(a)		240
7.00%, 08/01/27		1			1,270
7.00%, 09/01/27		0	^(a)		113
7.00%, 09/01/27		1			529
7.00%, 11/01/27		0	^(a)		147
7.00%, 12/01/27		0	^(a)		144
7.00%, 03/01/28		0	^(a)		461
7.00%, 04/01/28		0	^(a)		217
7.00%, 04/01/28		1			1,100
7.00%, 07/01/28		0	^(a)		232
7.00%, 07/01/28		1			603
7.00%, 08/01/28		0	^(a)		264
7.00%, 01/01/29		0	^(a)		305
7.00%, 02/01/29		0	^(a)		302
7.00%, 05/01/29		0	^(a)		497
7.00%, 06/01/29		0	^(a)		504
7.00%, 07/01/29		0	^(a)		30


Security	Par (000)			Value

Mortgage-Backed Securities (continued)
7.00%, 08/01/29	$	0	^(a)	$	144
7.00%, 08/01/29		1			993
7.00%, 10/01/29		0	^(a)		38
7.00%, 01/01/30		0	^(a)		74
7.00%, 02/01/30		0	^(a)		191
7.00%, 09/01/30		1			608
7.00%, 12/01/30		0	^(a)		105
7.00%, 02/01/31		0	^(a)		141
7.00%, 09/01/31		0	^(a)		480
7.00%, 11/01/31		0	^(a)		47
7.00%, 03/01/32		3			3,661
7.00%, 04/01/32		24			25,361
7.00%, 04/01/32		0	^(a)		280
7.00%, 05/01/32		10			9,754
7.00%, 05/01/32		0	^(a)		344
7.00%, 07/01/32		0	^(a)		425
7.00%, 08/01/32		1			821
7.00%, 10/01/32		0	^(a)		716
7.00%, 12/01/32		9			9,165
7.00%, 01/01/36		2			1,804
7.00%, 07/01/36		1			843
7.00%, 08/01/36		1			966
7.00%, 01/01/37		1			1,309
7.00%, 03/01/37		2			2,610
7.00%, 04/01/37		375			403,906
7.00%, 04/01/37		0	^(a)		325
7.00%, 05/01/37		6			6,713
7.00%, 06/01/37		0	^(a)		232
7.00%, 06/01/37		7			6,930
7.00%, 09/01/37		0	^(a)		470
7.00%, 12/01/37		10			10,764
7.00%, 05/01/38		0	^(a)		426
7.00%, 12/01/38		3			2,807
7.00%, 01/01/39		0	^(a)		406
7.50%, 03/01/24		0	^(a)		4
7.50%, 04/01/24		0	^(a)		321
7.50%, 05/01/24		0	^(a)		29
7.50%, 06/01/24		0	^(a)		7
7.50%, 07/01/24		0	^(a)		185
7.50%, 08/01/24		0	^(a)		84
7.50%, 09/01/24		0	^(a)		17
7.50%, 09/01/25		0	^(a)		61
7.50%, 10/01/25		0	^(a)		110
7.50%, 11/01/25		0	^(a)		279
7.50%, 12/01/25		0	^(a)		139
7.50%, 05/01/26		0	^(a)		82
7.50%, 07/01/26		0	^(a)		10
7.50%, 08/01/26		0	^(a)		74
7.50%, 01/01/27		0	^(a)		19
7.50%, 04/01/27		0	^(a)		235
7.50%, 07/01/27		0	^(a)		394
7.50%, 09/01/27		0	^(a)		50
7.50%, 11/01/27		0	^(a)		68
7.50%, 01/01/28		0	^(a)		121
7.50%, 07/01/29		0	^(a)		467
7.50%, 08/01/29		0	^(a)		47
7.50%, 09/01/29		1			570
7.50%, 09/01/29		0	^(a)		524
7.50%, 10/01/29		0	^(a)		53
7.50%, 05/01/30		0	^(a)		47


Security	Par/ Shares (000)			Value

Mortgage-Backed Securities (continued)
7.50%, 06/01/30	$	0	^(a)	$	550
7.50%, 12/01/30		0	^(a)		52
7.50%, 12/01/30		2			1,481
7.50%, 01/01/31		0	^(a)		164
7.50%, 03/01/31		0	^(a)		8
7.50%, 05/01/31		2			1,711
7.50%, 05/01/31		0	^(a)		316
7.50%, 06/01/31		0	^(a)		667
7.50%, 07/01/32		0	^(a)		130
7.50%, 10/01/32		0	^(a)		47
7.50%, 03/01/33		2			2,186
7.50%, 06/01/33		0	^(a)		252
7.50%, 12/01/37		0	^(a)		348
8.00%, 10/01/23		0	^(a)		1
8.00%, 07/01/24		0	^(a)		10
8.00%, 08/01/25		0	^(a)		23
8.00%, 10/01/25		0	^(a)		74
8.00%, 12/01/25		0	^(a)		33
8.00%, 01/01/26		0	^(a)		140
8.00%, 09/01/26		1			641
8.00%, 08/01/27		0	^(a)		101
8.00%, 06/01/28		0	^(a)		70
8.00%, 07/01/29		0	^(a)		49
8.00%, 08/01/29		0	^(a)		190
8.00%, 08/01/29		1			515
8.00%, 04/01/30		0	^(a)		72
8.00%, 06/01/30		0	^(a)		205
8.00%, 10/01/30		0	^(a)		150
8.50%, 06/01/25		0	^(a)		21
8.50%, 09/01/25		0	^(a)		18
8.50%, 12/01/25		0	^(a)		24
8.50%, 12/01/26		0	^(a)		161
8.50%, 04/01/30		1			564
8.50%, 05/01/32		2			1,731
9.00%, 11/01/26		0	^(a)		12
9.00%, 06/01/27		0	^(a)		226
9.00%, 09/01/30		0	^(a)		214
9.00%, 10/01/30		0	^(a)		77


					26,840,267,511

U.S. Government Agency Obligations — 0.1%
Federal National Mortgage Association
4.50%, 04/01/53		18,547			17,609,889
5.00%, 04/01/53		19,118			18,538,733


					36,148,622


Total Long-Term Investments — 100.9% (Cost: $29,824,284,015)					26,876,416,133


Short-Term Securities

Money Market Funds — 7.3%
BlackRock Cash Funds: Institutional, SL Agency Shares, 5.52%^(e)(f)(g)		1,935,055			1,935,635,525
BlackRock Cash Funds: Treasury, SL Agency Shares, 5.31%^(e)(f)		100			100,000


Total Short-Term Securities — 7.3% (Cost: $1,934,573,478)					1,935,735,525


Total Investments Before TBA Sales Commitments — 108.2% (Cost: $31,758,857,493)					28,812,151,658


Security	Par (000)			Value


TBA Sales Commitments^(c)

Mortgage-Backed Securities — (1.5)%
Government National Mortgage Association
3.00%, 09/21/53		(17,600	)	$	(15,473,562	)
3.50%, 09/21/53		(48,100	)		(43,675,176	)
5.00%, 09/21/53		(33,700	)		(32,792,338	)
5.50%, 09/21/53		(40,825	)		(40,410,371	)
Uniform Mortgage-Backed Securities
2.50%, 09/14/53		(9,225	)		(7,641,615	)
4.00%, 09/14/53		(12,800	)		(11,814,000	)
5.00%, 09/14/53		(104,900	)		(101,714,073	)
5.50%, 09/14/53		(81,825	)		(80,789,402	)
6.00%, 09/14/53		(60,925	)		(61,084,452	)


Total TBA Sales Commitments — (1.5)% (Proceeds: $(393,556,883))					(395,394,989	)


Total Investments, Net of TBA Sales Commitments — 106.7% (Cost: $31,365,300,610)					28,416,756,669

Liabilities in Excess of Other Assets — (6.7)%					(1,775,861,571	)


Net Assets — 100.0%				$	26,640,895,098

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. 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. Dividend income and capital gain distributions, if any, are recorded on the ex-dividend date. Non-cash dividends, if any, are recorded on the ex-dividend date at fair value. Interest income, including amortization and accretion of premiums and discounts on debt securities, is recognized daily on an accrual basis.

Collateralization: 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.

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.

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. The Board of Trustees of the Trust (the “Board”) of each Fund has approved the designation of BlackRock Fund Advisors (“BFA”), the Funds’ investment adviser, as the valuation designee for each Fund. Each Fund determines the fair values of its financial instruments using various independent dealers or pricing services under BFA’s policies. If a security’s market price is not readily available or does not otherwise accurately represent the fair value of the security, the security will be valued in accordance with BFA’s policies and procedures as reflecting fair value. BFA has formed a committee (the “Valuation Committee”) to develop pricing policies and procedures and to oversee the pricing function for all financial instruments, with assistance from other BlackRock pricing committees.

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

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

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

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

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

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

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

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

Stripped Bonds: A stripped bond is a bond that has had its coupon payments and principal repayment stripped into two separate components then selling the separate parts as a zero-coupon bond and an interest paying coupon bond. Once stripped, each component trades as a separate security. Stripped bonds have a greater sensitivity to changes in interest rates than similar maturity debt obligations which provide for regular interest payments.

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

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

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

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

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

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

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

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

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

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

For its investment advisory services to each 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:

For its investment advisory services to the iShares MBS ETF, BFA is entitled to an annual investment advisory fee, accrued daily and paid monthly by the Fund, based on the Fund’s allocable portion of the aggregate of the average daily net assets of the Fund and certain other iShares funds, as follows:

Expense waivers: The total of the investment advisory fee and any other fund expenses are a fund’s total annual operating expenses. For the iShares MBS ETF, BFA has contractually agreed to waive a portion of its investment advisory fee for the Fund through February 28, 2027 in order to limit total annual operating expenses after fee waiver to 0.04% of average daily net assets.

This amount is included in investment advisory fees waived in the Statements of Operations. For the six months ended August 31, 2023, the amounts waived in investment advisory fees pursuant to this arrangement were as follows:

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

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

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

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

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

The share of securities lending income earned by each Fund is shown as securities lending income – affiliated – net in its Statements of Operations. For the six months ended August 31, 2023, 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.

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

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

For the six months ended August 31, 2023, purchases and sales of investments, including mortgage dollar rolls and excluding short-term securities 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 August 31, 2023, inclusive of the open tax return years, and does not believe that there are any uncertain tax positions that require recognition of a tax liability in the Funds’ financial statements.

As of February 28, 2023, the Funds had non-expiring capital loss carryforwards available to offset future realized capital gains as follows:

As of August 31, 2023, 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.

Infectious Illness Risk: An outbreak of an infectious illness, such as the COVID-19 pandemic, may adversely impact the economies of many nations and the global economy, and may impact individual issuers and capital markets in ways that cannot be foreseen. An infectious illness outbreak may result in, among other things, closed international borders, prolonged quarantines, supply chain disruptions, market volatility or disruptions and other significant economic, social and political impacts.

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 BFA 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.

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

The Funds invest a significant portion of their assets in securities of issuers located in the United States. A decrease in imports or exports, changes in trade regulations, inflation and/or an economic recession in the United States may have a material adverse effect on the U.S. economy and the securities listed on U.S. exchanges. Proposed and adopted policy and legislative changes in the United States may also have a significant effect on U.S. markets generally, as well as on the value of certain securities. Governmental agencies project that the United States will continue to maintain elevated public debt levels for the foreseeable future which may constrain future economic growth. Circumstances could arise that could prevent the timely payment of interest or principal on U.S. government debt, such as reaching the legislative “debt ceiling.” Such non-payment would result in substantial negative consequences for the U.S. economy and the global financial system. If U.S. relations with certain countries deteriorate, it could adversely affect issuers that rely on the United States for trade. The United States has also experienced increased internal unrest and discord. If these trends were to continue, they may have an adverse impact on the U.S. economy and the issuers in which the the Funds invest.

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 decrease as interest rates rise and increase as interest rates fall. The Funds may be subject to a greater risk of rising interest rates due to the period of historically low interest rates that ended in March 2022. The Federal Reserve has recently been raising the federal funds rate as part of its efforts to address inflation. There is a risk that interest rates will continue to rise, which will likely drive down the prices of bonds and other fixed-income securities, and could negatively impact the Funds’ performance.

The Fund invests a significant portion of its assets in securities backed by commercial or residential mortgage loans or in issuers that hold mortgage and other asset-backed securities. When a fund concentrates its investments in this manner, it assumes a greater risk of prepayment or payment extension by securities issuers. Changes in

economic conditions, including delinquencies and/or defaults on assets underlying these securities, can affect the value, income and/or liquidity of such positions. Investment percentages in these securities are presented in the Schedule of Investments.

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

LIBOR Transition Risk: The Funds may be exposed to financial instruments that recently transitioned from, or continue to be tied to the London Interbank Offered Rate (“LIBOR”) to determine payment obligations, financing terms, hedging strategies or investment value. The United Kingdom’s Financial Conduct Authority, which regulates LIBOR, has ceased publishing all LIBOR settings, but some USD LIBOR settings will continue to be published under a synthetic methodology until September 30, 2024 for certain legacy contracts. The Secured Overnight Financing Rate (“SOFR”) has been used increasingly on a voluntary basis in new instruments and transactions. Under U.S. regulations that implement a statutory fallback mechanism to replace LIBOR, benchmark rates based on SOFR have replaced LIBOR in certain financial contracts. 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.

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 the approval of the Investment Advisory Agreement between the Trust and BFA (the “Advisory Agreement”) on behalf of the Fund. The Board’s consideration entails a year-long process whereby the Board and its committees (composed solely of Independent Board Members) assess BlackRock’s services to the Fund, including investment management; fund accounting; administrative and shareholder services; oversight of the Fund’s service providers; risk management and oversight; legal and compliance services; and ability to meet applicable legal and regulatory requirements. The Independent Board Members requested, and BFA provided, such information as the Independent Board Members, with advice from independent counsel, deemed reasonably necessary to evaluate the Advisory Agreement. At meetings on May 2, 2023 and May 15, 2023, 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 7-8, 2023, 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 other fund(s) in which the Fund invests (if applicable), and waivers/reimbursements (if applicable) of the Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group pursuant to Broadridge’s proprietary ETF methodology (the “Peer Group”). The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s Peer Group. The Board noted that, due to the limitations in providing comparable funds in the Peer Group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board also noted that the investment advisory fee rate and overall expenses (net of any waivers and reimbursements) for the Fund were higher than the median of the investment advisory fee rates and overall expenses (net of any 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, 2022, to that of such relevant comparison fund(s) for the same periods. The Board noted that the Fund seeks to track its specified underlying index and that, during the year, the Board received periodic reports on the Fund’s short- and longer-term performance in comparison with its underlying index. Such periodic comparative performance information, including additional detailed information as requested by the Board, was also considered. The Board noted that the Fund generally performed in line with its underlying index over the relevant periods.

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

Nature, Extent and Quality of Services Provided: Based on management’s representations, including information about ongoing enhancements and initiatives with respect to the iShares business, including with respect to capital markets support and analysis, technology, portfolio management, product design and quality, compliance and risk management, global public policy and other services, the Board expected that there would be no diminution in the scope of services required of or provided by BFA under the Advisory Agreement for the coming year as compared with the scope of services provided by BFA during prior years. In reviewing the scope of these services, the Board considered BFA’s investment philosophy and experience, noting that BFA and its affiliates have committed significant resources over time, including during the past year, to support the iShares funds and their shareholders and have made significant investments into the iShares business. The Board also considered BFA’s compliance program and its compliance record with respect to the Fund, including related programs implemented pursuant to regulatory requirements. In that regard, the Board noted that BFA reports to the Board about portfolio management and compliance matters on a periodic basis in connection with regularly scheduled meetings of the Board, and on other occasions as necessary and appropriate, and has provided information and made relevant officers and other employees of BFA (and its affiliates) available as needed to provide further assistance with these matters. The Board also reviewed the background and experience of the persons responsible for the day-to-day management of the Fund, as well as the resources available to them in managing the Fund. In addition to the above considerations, the Board reviewed and considered detailed presentations regarding BFA’s investment performance, investment and risk management processes and strategies provided at the May 2, 2023 meeting and throughout the year, and matters related to BFA’s portfolio compliance program and other compliance programs and services.

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

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

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

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

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

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

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

The Board received detailed information regarding how the Other Accounts generally differ from the Fund, including in terms of the types of services and generally more extensive services provided to the Fund, as well as other significant differences. In that regard, the Board considered that the pricing of services to institutional clients is typically based on a number of factors beyond the nature and extent of the specific services to be provided and often depends on the overall relationship between the client and its affiliates and the adviser and its affiliates. In addition, the Board considered the relative complexity and inherent risks and challenges of managing and providing other services to the Fund, as a publicly traded investment vehicle, as compared to the Other Accounts, particularly those that are institutional clients, in light of differing regulatory requirements and client-imposed mandates. The Board noted that BFA and its affiliates 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 considered the “all-inclusive” nature of the Fund’s advisory fee structure, and the Fund’s expenses borne by BFA under this arrangement and noted that the investment advisory fee rate under the Advisory Agreement for the Fund was generally higher than the investment advisory/management fee rates for certain of the Other Accounts (particularly institutional clients) and concluded that the differences appeared to be consistent with the factors discussed.

Other Benefits to BFA and/or its Affiliates: The Board reviewed other benefits or ancillary revenue received by BFA and/or its affiliates in connection with the services provided to the Fund by BFA, both direct and indirect, including, but not limited to, payment of revenue to BTC, the Fund’s securities lending agent, for loaning portfolio securities, as applicable (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 further considered other direct benefits that might accrue to BFA, including the potential for reduction in the Fund’s expenses that are borne by BFA under the “all-inclusive” management fee arrangement, due in part to the size and scope of BFA’s investment operations servicing the Fund (and other funds in the iShares complex) as well as in response to a changing market environment. The Board also reviewed and considered information provided by BFA concerning authorized participant primary market order processing services that are provided by BlackRock Investments, LLC (“BRIL”), an affiliate of BFA, and paid for by authorized participants under the ETF Servicing Platform. The Board also noted the revenue received by BFA and/or its affiliates pursuant to an agreement that permits a service provider to use certain portions of BlackRock’s technology platform to service accounts managed by BFA and/or its affiliates, including the iShares funds. The Board noted that BFA generally does not use soft dollars or consider the value of research or other services that may be provided to BFA (including its affiliates) in selecting brokers for portfolio transactions for the Fund. The Board concluded that any such ancillary benefits would not be disadvantageous to the Fund and thus would not alter the Board’s conclusion with respect to the appropriateness of approving the continuance of the Advisory Agreement for the coming year.

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

iShares Government/Credit Bond ETF, iShares Intermediate Government/Credit Bond ETF (each the “Fund”)

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 other fund(s) in which the Fund invests (if applicable), and waivers/reimbursements (if applicable) of the Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group pursuant to Broadridge’s proprietary ETF methodology (the “Peer Group”). The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s Peer Group. The Board noted that, due to the limitations in providing comparable funds in the Peer Group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board also noted that the investment advisory fee rate and overall expenses (net of any waivers and reimbursements) for the Fund were within range of the median of the investment advisory fee rates and overall expenses (net of any waivers and reimbursements) of the funds in its Peer Group, excluding iShares funds.

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

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 other fund(s) in which the Fund invests (if applicable), and waivers/reimbursements (if applicable) of the Fund in comparison with the same information for other ETFs, objectively selected by Broadridge as comprising the Fund’s applicable expense peer group pursuant to Broadridge’s proprietary ETF methodology (the “Peer Group”). The Board was provided with a detailed description of the proprietary ETF methodology used by Broadridge to determine the Fund’s Peer Group. The Board noted that, due to the limitations in providing comparable funds in the Peer Group, the statistical information provided in Broadridge’s report may or may not provide meaningful direct comparisons to the Fund in all instances. The Board also noted that the investment advisory fee rate and overall expenses (net of any waivers and reimbursements) for the Fund were lower than the median of the investment advisory fee rates and overall expenses (net of any waivers and reimbursements) of the funds in its Peer Group, excluding iShares funds.

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 (as discussed above), 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 already provided for breakpoints in the Fund’s investment advisory fee rate as the assets of the Fund, on an aggregated basis with the assets of certain other iShares funds, increase. The Board noted that it would continue to assess the appropriateness of adding new or revised breakpoints in the future.

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

Effective January 24, 2023, the SEC adopted rule and form amendments to require open-end mutual funds and ETFs to transmit concise and visually engaging streamlined annual and semiannual reports to shareholders that highlight key information. Other information, including financial statements, will no longer appear in a streamlined shareholder report but must be available online, delivered free of charge upon request, and filed on a semiannual basis on Form N-CSR. The rule and form amendments have a compliance date of July 24, 2024. At this time, management is evaluating the impact of these amendments on the shareholder reports for the Funds.

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

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

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

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

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

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

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

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


				Average Annual Total Returns									Cumulative Total Returns

	6-Month Total Returns			1 Year			5 Years			10 Years			1 Year			5 Years			10 Years

Fund NAV		1.88	%		0.46	%		1.11	%		1.36	%		0.46	%		5.67	%		14.47	%
Fund Market		1.86			0.62			1.18			1.40			0.62			6.06			14.91
Index		1.86			0.59			1.00			1.35			0.59			5.12			14.31


Actual					Hypothetical 5% Return


	Beginning Account Value (03/01/23)	Ending Account Value (08/31/23)	Expenses Paid During the Period	^(a)	Beginning Account Value (03/01/23)	Ending Account Value (08/31/23)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00	$ 1,018.80	$ 1.01		$ 1,000.00	$ 1,024.10	$ 1.02		0.20	%


Maturity		Percent of Total Investments^(a)

0-1 Year		2.1%
1-5 Years		75.3
5-10 Years		16.7
10-15 Years		2.6
15-20 Years		1.8
More than 20 Years		1.5


				Average Annual Total Returns									Cumulative Total Returns

	6-Month Total Returns			1 Year			5 Years			10 Years			1 Year			5 Years			10 Years

Fund NAV		1.10	%		(1.05	)%		0.54	%		1.44	%		(1.05	)%		2.73	%		15.36	%
Fund Market		1.14			(0.88	)		0.56			1.50			(0.88	)		2.82			16.05
Index		1.18			(0.87	)		0.75			1.63			(0.87	)		3.82			17.56


Actual					Hypothetical 5% Return


	Beginning Account Value (03/01/23)	Ending Account Value (08/31/23)	Expenses Paid During the Period	^(a)	Beginning Account Value (03/01/23)	Ending Account Value (08/31/23)	Expenses Paid During the Period	^(a)	Annualized Expense Ratio

	$ 1,000.00	$ 1,011.00	$ 1.01		$ 1,000.00	$ 1,024.10	$ 1.02		0.20	%


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


		Page

The Markets in Review		2
Semi-Annual Report:
Fund Summary		4
About Fund Performance		8
Disclosure of Expenses		8
Schedules of Investments		9
Financial Statements
Statements of Assets and Liabilities		151
Statements of Operations		152
Statements of Changes in Net Assets		153
Financial Highlights		155
Notes to Financial Statements		159
Board Review and Approval of Investment Advisory Contract		167
Supplemental Information		173
General Information		174
Glossary of Terms Used in this Report		175


Fund Summary as of August 31, 2023		iShares^® Agency Bond ETF



Investment Type		Percent of Total Investments^(a)

U.S. Government & Agency Obligations		96.9%
Corporate Bonds & Notes		2.8
Foreign Government Obligations		0.3


4		2 0 2 3 I S H A R E S S E M I - A N N U A L R E P O R T T O S H A R E H O L D E R S


Fund Summary as of August 31, 2023		iShares^® Government/Credit Bond ETF



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

		Aaa		62.0%
		Aa		2.9
		A		15.8
		Baa		18.1
		Ba		0.6
		Not Rated		0.6


Fund Summary as of August 31, 2023		iShares^® Intermediate Government/Credit Bond ETF


CREDIT QUALITY ALLOCATION


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


Aaa		66.3%
Aa		2.2
A		15.3
Baa		15.1
Ba		0.5
Not Rated		0.6


PORTFOLIO COMPOSITION


Investment Type	Percent of Total Investments^(a)


U.S. Government & Agency Obligations		63.5%
Corporate Bonds & Notes		33.2
Foreign Government Obligations		3.1
Municipal Debt Obligations		0.2


Fund Summary as of August 31, 2023		iShares^® MBS ETF




Issuer	Percentage of Total Investments^(a)


Uniform Mortgage-Backed Securities		66.1%
Government National Mortgage Association		21.8
Federal Home Loan Mortgage Corp.		7.0
Federal National Mortgage Association		5.1




Affiliated Issuer	Value at 02/28/23		Purchases at Cost		Proceeds from Sale			Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 08/31/23		Shares Held at 08/31/23 (000)		Income			Capital Gain Distributions from Underlying Funds


BlackRock Cash Funds: Treasury, SL Agency Shares	$	44,821,030	$	—	$	(37,739,277	)^(a)	$	—	$	—	$	7,081,753		7,082	$	253,467	^(b)	$	—




	Level 1		Level 2		Level 3		Total


Assets
Investments
Long-Term Investments
Corporate Bonds & Notes	$	—	$	17,861,911	$	—	$	17,861,911
Foreign Government Obligations		—		1,948,466		—		1,948,466
U.S. Government & Agency Obligations		—		629,056,797		—		629,056,797
Short-Term Securities
Money Market Funds		7,081,753		—		—		7,081,753


	$	7,081,753	$	648,867,174	$	—	$	655,948,927


	iShares Agency Bond ETF			iShares Government/Credit Bond ETF				iShares Intermediate Government/Credit Bond ETF				iShares MBS ETF


ASSETS
Investments, at value — unaffiliated^(a)(b)	$	648,867,174			$	177,544,945			$	2,958,664,087		$	26,876,416,133
Investments, at value — affiliated^(c)		7,081,753				4,877,197				45,151,164			1,935,735,525
Cash		8,852				3,713				—			—
Cash pledged as collateral for TBA commitments		—				—				—			739,000
Receivables:
Investments sold		18,556,075				1,642,913				38,148,599			47,611,063
Securities lending income — affiliated		4,592				1,725				15,491			—
TBA sales commitments		—				—				—			393,556,883
Capital shares sold		16,624,444				193,230				1,748,769			—
Dividends — affiliated		3,899				5,055				69,176			9,559,245
Interest — unaffiliated		5,044,055				1,438,714				21,244,457			71,307,535


Total assets		696,190,844				185,707,492				3,065,041,743			29,334,925,384


LIABILITIES
Bank overdraft		—				—				2,156			2,164,591
Cash received as collateral for TBA commitments		—				—				—			703,000
Collateral on securities loaned, at value		5,741,753				3,237,197				25,851,164			—
TBA sales commitments, at value^(d)		—				—				—			395,394,989
Payables:
Investments purchased		34,230,457				2,730,763				47,259,781			2,295,026,778
Investment advisory fees		100,148				27,044				494,430			740,928


Total liabilities		40,072,358				5,995,004				73,607,531			2,694,030,286

Commitments and contingent liabilities

NET ASSETS	$	656,118,486			$	179,712,488			$	2,991,434,212		$	26,640,895,098


NET ASSETS CONSIST OF
Paid-in capital	$	713,873,535			$	204,492,532			$	3,200,512,170		$	30,140,651,062
Accumulated loss		(57,755,049	)			(24,780,044	)			(209,077,958	)		(3,499,755,964	)


NET ASSETS	$	656,118,486			$	179,712,488			$	2,991,434,212		$	26,640,895,098


NET ASSET VALUE
Shares outstanding		6,150,000				1,750,000				29,150,000			290,000,000


Net asset value	$	106.69			$	102.69			$	102.62		$	91.87


Shares authorized		Unlimited				Unlimited				Unlimited			Unlimited


Par value		None				None				None			None


^(a) Investments, at cost — unaffiliated	$	679,273,496			$	196,286,377			$	3,146,612,443		$	29,824,284,015
^(b) Securities loaned, at value	$	—			$	3,147,146			$	24,804,128		$	—
^(c) Investments, at cost — affiliated	$	7,081,753			$	4,877,197			$	45,151,164		$	1,934,573,478
^(d) Proceeds from TBA sales commitments	$	—			$	—			$	—		$	393,556,883


	iShares Agency Bond ETF						iShares Government/Credit Bond ETF


	Six Months Ended 08/31/23 (unaudited)			Year Ended 02/28/23			Six Months Ended 08/31/23 (unaudited)			Year Ended 02/28/23


INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income	$	10,304,810		$	11,576,920		$	2,181,571		$	4,692,211
Net realized loss		(6,587,146	)		(26,520,521	)		(2,480,414	)		(44,352,719	)
Net change in unrealized appreciation (depreciation)		9,709,682			(26,765,131	)		2,600,075			(746,066	)


Net increase (decrease) in net assets resulting from operations		13,427,346			(41,708,732	)		2,301,232			(40,406,574	)


DISTRIBUTIONS TO SHAREHOLDERS^(a)
Decrease in net assets resulting from distributions to shareholders		(10,395,216	)		(10,556,499	)		(2,106,155	)		(4,886,139	)


CAPITAL SHARE TRANSACTIONS
Net increase (decrease) in net assets derived from capital share transactions		(33,087,951	)		25,611,737			25,041,954			(227,772,697	)


NET ASSETS
Total increase (decrease) in net assets		(30,055,821	)		(26,653,494	)		25,237,031			(273,065,410	)
Beginning of period		686,174,307			712,827,801			154,475,457			427,540,867


End of period	$	656,118,486		$	686,174,307		$	179,712,488		$	154,475,457


	iShares Intermediate Government/Credit Bond ETF							iShares MBS ETF


		Six Months Ended 08/31/23 (unaudited)			Year Ended 02/28/23				Six Months Ended 08/31/23 (unaudited)			Year Ended 02/28/23


INCREASE (DECREASE) IN NET ASSETS

OPERATIONS
Net investment income		$	37,847,474		$	49,031,035			$	456,298,986		$	562,290,132
Net realized loss			(8,993,578	)		(47,014,675	)			(105,769,000	)		(278,853,955	)
Net change in unrealized appreciation (depreciation)			10,294,984			(159,326,127	)			(297,249,057	)		(2,238,229,523	)


Net increase (decrease) in net assets resulting from operations			39,148,880			(157,309,767	)			53,280,929			(1,954,793,346	)


DISTRIBUTIONS TO SHAREHOLDERS^(a)
Decrease in net assets resulting from distributions to shareholders			(35,764,248	)		(47,097,176	)			(442,413,518	)		(518,398,942	)


CAPITAL SHARE TRANSACTIONS
Net increase in net assets derived from capital share transactions			527,231,946			98,268,765				2,299,453,297			3,123,142,907


NET ASSETS
Total increase (decrease) in net assets			530,616,578			(106,138,178	)			1,910,320,708			649,950,619
Beginning of period			2,460,817,634			2,566,955,812				24,730,574,390			24,080,623,771


End of period		$	2,991,434,212		$	2,460,817,634			$	26,640,895,098		$	24,730,574,390


	iShares Agency Bond ETF


	Six Months Ended 08/31/23 (unaudited)				Year Ended 02/28/23				Year Ended 02/28/22				Year Ended 02/28/21				Year Ended 02/29/20				Year Ended 02/28/19


Net asset value, beginning of period		$	106.38			$	114.97			$	118.50			$	118.95			$	112.08			$	111.42


Net investment income^(a)			1.70				2.01				0.85				1.25				2.61				2.57
Net realized and unrealized gain (loss)^(b)			0.30				(8.76	)			(3.24	)			0.87				6.89				0.57


Net increase (decrease) from investment operations			2.00				(6.75	)			(2.39	)			2.12				9.50				3.14


Distributions^(c)
From net investment income			(1.69	)			(1.84	)			(0.84	)			(2.11	)			(2.63	)			(2.48	)
From net realized gain			—				—				(0.30	)			(0.46	)			—				—


Total distributions			(1.69	)			(1.84	)			(1.14	)			(2.57	)			(2.63	)			(2.48	)


Net asset value, end of period		$	106.69			$	106.38			$	114.97			$	118.50			$	118.95			$	112.08


Total Return^(d)
Based on net asset value			1.88	%^(e)			(5.89	)%			(2.02	)%			1.77	%			8.57	%			2.86	%


Ratios to Average Net Assets^(f)
Total expenses			0.20	%^(g)			0.20	%			0.20	%			0.20	%			0.20	%			0.20	%


Net investment income			3.16	%^(g)			1.85	%			0.73	%			1.04	%			2.27	%			2.31	%


Supplemental Data
Net assets, end of period (000)		$	656,118			$	686,174			$	712,828			$	788,037			$	594,747			$	627,634


Portfolio turnover rate^(h)			8	%			92	%			146	%			158	%			72	%			69	%


	iShares Government/Credit Bond ETF


	Six Months Ended 08/31/23 (unaudited)				Year Ended 02/28/23				Year Ended 02/28/22				Year Ended 02/28/21				Year Ended 02/29/20				Year Ended 02/28/19


Net asset value, beginning of period		$	102.98			$	117.13			$	121.96			$	122.67			$	111.23			$	111.13


Net investment income^(a)			1.48				2.09				1.52				1.88				2.94				2.87
Net realized and unrealized gain (loss)^(b)			(0.34	)			(14.00	)			(4.87	)			(0.63	)			11.59				0.13


Net increase (decrease) from investment operations			1.14				(11.91	)			(3.35	)			1.25				14.53				3.00


Distributions from net investment income^(c)			(1.43	)			(2.24	)			(1.48	)			(1.96	)			(3.09	)			(2.90	)


Net asset value, end of period		$	102.69			$	102.98			$	117.13			$	121.96			$	122.67			$	111.23


Total Return^(d)
Based on net asset value			1.10	%^(e)			(10.22	)%			(2.76	)%			0.99	%			13.24	%			2.76	%


Ratios to Average Net Assets^(f)
Total expenses			0.20	%^(g)			0.20	%			0.20	%			0.20	%			0.20	%			0.20	%


Net investment income			2.83	%^(g)			1.94	%			1.26	%			1.51	%			2.52	%			2.60	%


Supplemental Data
Net assets, end of period (000)		$	179,712			$	154,475			$	427,541			$	280,502			$	226,938			$	100,108


Portfolio turnover rate^(h)			8	%			17	%			21	%			24	%			16	%			24	%


	iShares Intermediate Government/Credit Bond ETF


	Six Months Ended 08/31/23 (unaudited)				Year Ended 02/28/23			Year Ended 02/28/22			Year Ended 02/28/21			Year Ended 02/29/20			Year Ended 02/28/19


Net asset value, beginning of period		$	102.32		$	111.36		$	116.01		$	115.67		$	108.94		$	108.09


Net investment income^(a)			1.43			2.08			1.63			2.04			2.57			2.41
Net realized and unrealized gain (loss)^(b)			0.24			(9.12	)		(4.64	)		0.41			6.73			0.82


Net increase (decrease) from investment operations			1.67			(7.04	)		(3.01	)		2.45			9.30			3.23


Distributions from net investment income^(c)			(1.37	)		(2.00	)		(1.64	)		(2.11	)		(2.57	)		(2.38	)


Net asset value, end of period		$	102.62		$	102.32		$	111.36		$	116.01		$	115.67		$	108.94


Total Return^(d)
Based on net asset value			1.63	%^(e)		(6.36	)%		(2.61	)%		2.11	%		8.63	%		3.04	%


Ratios to Average Net Assets^(f)
Total expenses			0.20	%^(g)		0.20	%		0.20	%		0.20	%		0.20	%		0.20	%


Net investment income			2.76	%^(g)		1.99	%		1.42	%		1.75	%		2.29	%		2.24	%


Supplemental Data
Net assets, end of period (000)		$	2,991,434		$	2,460,818		$	2,566,956		$	2,314,399		$	2,186,171		$	2,206,040


Portfolio turnover rate^(h)			10	%		22	%		30	%		26	%		19	%		21	%


	iShares MBS ETF


	Six Months Ended 08/31/23 (unaudited)				Year Ended 02/28/23			Year Ended 02/28/22			Year Ended 02/28/21			Year Ended 02/29/20			Year Ended 02/28/19


Net asset value, beginning of period		$	93.15		$	104.74		$	109.29		$	109.75		$	105.07		$	104.27


Net investment income^(a)			1.61			2.43			1.21			1.77			2.92			3.04
Net realized and unrealized gain (loss)^(b)			(1.32	)		(11.80	)		(4.65	)		0.02			4.71			0.56


Net increase (decrease) from investment operations			0.29			(9.37	)		(3.44	)		1.79			7.63			3.60


Distributions^(c)
From net investment income			(1.57	)		(2.22	)		(1.11	)		(1.98	)		(2.95	)		(2.80	)
Return of capital			—			—			—			(0.27	)		—			—


Total distributions			(1.57	)		(2.22	)		(1.11	)		(2.25	)		(2.95	)		(2.80	)


Net asset value, end of period		$	91.87		$	93.15		$	104.74		$	109.29		$	109.75		$	105.07


Total Return^(d)
Based on net asset value			0.30	%^(e)		(9.01	)%		(3.15	)%		1.62	%		7.35	%		3.53	%


Ratios to Average Net Assets^(f)
Total expenses			0.04	%^(g)		0.04	%		0.05	%		0.06	%		0.07	%		0.09	%


Total expenses after fees waived			0.03	%^(g)		0.03	%		0.04	%		0.05	%		0.06	%		0.08	%


Net investment income			3.43	%^(g)		2.52	%		1.12	%		1.60	%		2.72	%		2.93	%


Supplemental Data
Net assets, end of period (000)		$	26,640,895		$	24,730,574		$	24,080,624		$	26,480,590		$	23,837,087		$	15,592,245


Portfolio turnover rate^(h)(i)			133	%		249	%		349	%		405	%		253	%		343	%



iShares ETF		Diversification Classification

Agency Bond		Diversified
Government/Credit Bond		Diversified
Intermediate Government/Credit Bond		Diversified
MBS		Diversified




iShares ETF and Counterparty		Securities Loaned at Value		Cash Collateral Received	^(a)		Non-Cash Collateral Received, at Fair Value	^(a)		Net Amount


Government/Credit Bond
Barclays Bank PLC	$	161,567	$	(161,567	)	$	—		$	—
Barclays Capital, Inc.		34,585		(34,585	)		—			—
BMO Capital Markets		25,956		(25,956	)		—			—
BNP Paribas SA		65,873		(65,873	)		—			—
BofA Securities, Inc.		127,402		(127,402	)		—			—
Citigroup Global Markets, Inc.		697,426		(697,426	)		—			—
Deutsche Bank Securities, Inc.		9,518		(9,518	)		—			—
Goldman Sachs & Co. LLC		755,345		(755,345	)		—			—
HSBC Securities (USA), Inc.		24,156		(24,156	)		—			—
J.P. Morgan Securities LLC		680,258		(680,258	)		—			—
Jefferies LLC		31,050		(31,050	)		—			—
Morgan Stanley		320,949		(320,949	)		—			—
Nomura Securities International, Inc.		63,862		(63,862	)		—			—
Pershing LLC		9,578		(9,578	)		—			—
RBC Capital Markets LLC		44,281		(44,281	)		—			—
Toronto-Dominion Bank		44,506		(44,506	)		—			—
Wells Fargo Securities LLC		50,834		(50,834	)		—			—


	$	3,147,146	$	(3,147,146	)	$	—		$	—

Intermediate Government/Credit Bond
Barclays Bank PLC	$	1,015,817	$	(1,015,817	)	$	—		$	—
Barclays Capital, Inc.		9,229,354		(9,229,354	)		—			—
BNP Paribas SA		142,223		(142,223	)		—			—
BofA Securities, Inc.		515,032		(515,032	)		—			—
Citigroup Global Markets, Inc.		640,158		(640,158	)		—			—
Deutsche Bank Securities, Inc.		153,929		(153,929	)		—			—
Goldman Sachs & Co. LLC		1,236,651		(1,236,651	)		—			—
J.P. Morgan Securities LLC		2,085,584		(2,085,584	)		—			—
Jefferies LLC		53,681		(53,681	)		—			—
Mitsubishi UFJ Securities Holdings Co., Ltd.		104,471		(104,471	)		—			—
Morgan Stanley & Co. LLC		1,064,242		(1,064,242	)		—			—
Nomura Securities International, Inc.		384,100		(374,498	)		—			9,602	^(c)
Pershing LLC		286,883		(286,883	)		—			—
RBC Capital Markets LLC		295,621		(295,621	)		—			—
Scotia Capital (USA), Inc.		436,471		(436,471	)		—			—
Toronto-Dominion Bank		464,110		(464,110	)		—			—
Wells Fargo Bank, National Association		14,983		(14,983	)		—			—
Wells Fargo Securities LLC		6,680,818		(6,680,818	)		—			—


	$	24,804,128	$	(24,794,526	)	$	—		$	9,602



iShares ETF	Investment Advisory Fees

Agency Bond		0.20	%
Government/Credit Bond		0.20
Intermediate Government/Credit Bond		0.20



Aggregate Average Daily Net Assets	Investment Advisory Fees

First $121 billion		0.0400	%
Over $121 billion, up to and including $181 billion		0.0380
Over $181 billion, up to and including $231 billion		0.0361
Over $231 billion, up to and including $281 billion		0.0343
Over $281 billion		0.0326



iShares ETF	Amounts

Agency Bond	$	40,854
Government/Credit Bond		1,461
Intermediate Government/Credit Bond		20,941



	U.S. Government Securities				Other Securities

iShares ETF	Purchases		Sales		Purchases		Sales

Agency Bond	$	68,616,924	$	49,458,438	$	—	$	—
Government/Credit Bond		10,005,525		9,150,959		2,743,157		3,824,899
Intermediate Government/Credit Bond		181,172,507		199,541,547		76,733,291		58,688,199
MBS		34,798,353,516		34,787,705,695		121,317,374		120,323,595



iShares ETF	In-kind Purchases		In-kind Sales

Agency Bond	$	120,302,402	$	133,478,900
Government/Credit Bond		54,678,407		30,046,372
Intermediate Government/Credit Bond		661,865,150		141,693,456
MBS		2,281,829,631		—



iShares ETF	Non-Expiring Capital Loss Carryforwards^(a)

Agency Bond	$	(22,338,739)
Government/Credit Bond		(3,949,245)
Intermediate Government/Credit Bond		(19,061,143)
MBS		(483,299,459)



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

Agency Bond	$	686,370,164	$	280,375	$	(30,701,612	)	$	(30,421,237)
Government/Credit Bond		201,196,851		364,051		(19,138,760	)		(18,774,709)
Intermediate Government/Credit Bond		3,192,254,588		1,045,110		(189,484,447	)		(188,439,337)
MBS		31,801,973,450		31,506,415		(3,023,166,313	)		(2,991,659,898)