BlackRock Strategic Global Bond Fund


Security	Par (000)		Value
Security	Par (000)		Value

Asset-Backed Securities

Cayman Islands^(a)— 1.1%
Allegro CLO VI Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.13%), 1.35%, 01/17/31^(b)	USD	400	$	397,459
ALM Ltd., Series 2020-1A, Class A2, (3 mo. LIBOR US + 1.85%), 2.09%, 10/15/29^(b)		250		249,805
AMMC CLO XII Ltd., Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.20%), 1.44%, 11/10/30^(b)		500		496,701
Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R, (3 mo. LIBOR US + 1.17%), 1.41%, 10/15/30^(b)		400		395,974
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR, (3 mo. LIBOR US + 1.10%), 1.37%, 01/20/31^(b)		500		493,121
CBAM Ltd.
Series 2017-1A, Class A1, (3 mo. LIBOR US + 1.25%), 1.47%, 07/20/30^(b)		400		399,649
Series 2019-10A, Class A1A, 1.64%, 04/20/32^(c)		1,000		999,997
Madison Park Funding XI Ltd., Series 2013-11A, Class AR, (3 mo. LIBOR US + 1.16%), 1.42%, 07/23/29^(b)		1,000		994,186
Mariner CLO LLC, Series 2016-3A, Class CR, (3 mo. LIBOR US + 2.05%), 2.31%, 07/23/29^(b)(d)		250		247,175
OCP CLO Ltd.^(b)
Series 2013-4A, Class BRR, (3 mo. LIBOR US + 1.90%), 2.16%, 04/24/29		250		237,979
Series 2015-9A, Class A1R, (3 mo. LIBOR US + 0.80%), 1.04%, 07/15/27		480		478,870
Octagon Investment Partner Ltd., Series 2018-1A, Class A1, (3 mo. LIBOR US + 0.97%), 1.21%, 04/15/31^(b)		750		747,217
OHA Credit Funding Ltd., Series 2019-3A, Class B1, (3 mo. LIBOR US + 1.80%), 2.02%, 07/20/32^(b)		1,000		986,443

				7,124,576

United States^(a)— 1.9%
Anchorage Capital CLO Ltd.^(b)
Series 2014-3RA, Class A, (3 mo. LIBOR US + 1.05%), 1.30%, 01/28/31		400		396,528
Series 2014-4RA, Class A, (3 mo. LIBOR US + 1.05%), 1.30%, 01/28/31		400		396,050
Apidos CLO XII, Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.08%), 1.32%, 04/15/31^(b)		500		492,249
ArrowMark Colorado Holdings, Series 2017-8A, Class A1, (3 mo. LIBOR US + 1.16%), 1.40%, 10/25/30^(b)		400		395,750
Battalion CLO XI Ltd., Series 2017-11A, Class E, (3 mo. LIBOR US + 5.98%), 6.24%, 10/24/29^(b)		400		364,835
Chenango Park CLO Ltd., Series 2018-1A, Class A2, 1.79%, 04/15/30^(c)		1,018		990,254
CIFC Funding Ltd.^(b)
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.75%), 2.02%, 07/16/30		1,000		979,450
Series 2018-1A, Class A, (3 mo. LIBOR US + 1.00%), 1.22%, 04/18/31		400		392,060
Dryden CLO Ltd., Series 2017-53A, Class A, (3 mo. LIBOR US + 1.12%), 1.36%, 01/15/31^(b)		600		595,047
LCM Ltd., Series 26A, Class A1, (3 mo. LIBOR US + 1.07%), 1.34%, 01/20/31^(b)		600		593,483


Security	Par (000)		Value
Security	Par (000)		Value

United States (continued)
Neuberger Berman Loan Advisers CLO Ltd., Series 2017-26A, Class A, (3 mo. LIBOR US + 1.17%), 1.39%, 10/18/30^(b)	USD	550	$	545,520
Palmer Square Loan Funding Ltd., Series 2019-2A, Class A2, 1.87%, 04/20/27^(c)		1,000		982,674
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 6.22%), 6.48%, 11/14/29^(b)		600		550,793
Rockford Tower CLO Ltd.^(b)
Series 2017-1A, Class E, (3 mo. LIBOR US + 5.40%), 5.64%, 04/15/29		400		357,016
Series 2017-3A, Class A, (3 mo. LIBOR US + 1.19%), 1.41%, 10/20/30		400		398,380
RR Ltd., Series 2018-3A, Class A1R2, (3 mo. LIBOR US + 1.09%), 1.33%, 01/15/30^(b)		400		395,976
Shackleton CLO Ltd., Series 2013-3A, Class AR, (3 mo. LIBOR US + 1.12%), 1.36%, 07/15/30^(b)		398		392,541
Steele Creek CLO Ltd., Series 2017-1A, Class A, (3 mo. LIBOR US + 1.25%), 1.49%, 10/15/30^(b)		400		394,140
Tiaa CLO III Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.15%), 1.38%, 01/16/31^(b)		400		394,705
TICP CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.28%), 2.92%, 04/20/33^(b)		1,000		999,032
Voya CLO Ltd., Series 2017-4A, Class A1, (3 mo. LIBOR US + 1.13%), 1.37%, 10/15/30^(b)		400		397,850
York CLO Ltd., Series 2015-1A, Class AR, (3 mo. LIBOR US + 1.15%), 1.41%, 01/22/31^(b)		600		595,286

				11,999,619


Total Asset-Backed Securities — 3.0% (Cost: $19,141,144)				19,124,195


	Shares

Common Stocks

Canada — 0.0%
Largo Resources Ltd.^(e)		10,127		8,366


France — 0.1%
Arkema SA		1,124		119,171
EssilorLuxottica SA^(e)		836		113,810
LVMH Moet Hennessy Louis Vuitton SE		247		115,571
Safran SA^(e)		1,058		104,094
Sanofi		1,069		107,126
Societe Generale SA^(e)		8,114		107,705
STMicroelectronics NV		2,000		61,340

				728,817

Germany — 0.1%
adidas AG, Class N(e)		402		129,823
Deutsche Telekom AG, Class N, Registered Shares		6,413		106,777
Infineon Technologies AG, Class N.		1,096		30,891
Siemens AG, Class N, Registered Shares		802		101,284
Siemens Energy AG^(f)		401		10,813

				379,588

Hong Kong — 0.0%
WH Group Ltd		52,000		42,417


Security	Shares		Value

Italy — 0.0%
Enel SpA		209	$	1,813
Snam SpA		8,390		43,148
UniCredit SpA^(e)		664		5,486

				50,447

Netherlands — 0.1%
Adyen NV^(a)(e)		70		129,114
Akzo Nobel NV		1,194		120,678
ASML Holding NV.		287		106,010
ING Groep NV^(e)		19,199		137,020
Koninklijke Philips NV^(e)		2,137		100,907
NXP Semiconductors NV		1,007		125,684

				719,413

Spain — 0.0%
Telefonica SA		5,454		18,683


Sweden — 0.1%
Volvo AB, B Shares^(e)		27,462		527,541


Switzerland — 0.0%
Roche Holding AG		307		105,160


Taiwan — 0.1%
Taiwan Semiconductor Manufacturing Co. Ltd., ADR		4,513		365,869


United Kingdom — 0.0%
Unilever NV.		2,323		141,070


United States — 0.9%
Adobe, Inc.^(e)		100		49,043
Alaska Air Group, Inc.^(e)		1,477		54,102
Amgen, Inc.		173		43,970
Analog Devices, Inc.		204		23,815
Apple, Inc.		5,920		685,595
Applied Materials, Inc.		1,149		68,308
Aptiv PLC^(e)		1,413		129,544
Bank of America Corp.		14,350		345,691
Broadcom, Inc.		473		172,323
Capital One Financial Corp.		600		43,116
Charter Communications, Inc., Class A^(e)		100		62,434
Citigroup, Inc.		2,800		120,708
Delta Air Lines, Inc.^(e)		2,996		91,618
Facebook, Inc., Class A^(e)		100		26,190
HCA Healthcare, Inc.^(e)		303		37,778
Home Depot, Inc.		718		199,396
Humana, Inc.		100		41,389
Intel Corp.		500		25,890
Intuitive Surgical, Inc.^(e)		83		58,892
Johnson & Johnson		1,212		180,443
JPMorgan Chase & Co.		750		72,202
Marvell Technology Group Ltd		1,100		43,670
Mastercard, Inc., Class A		100		33,817
Microchip Technology, Inc.		417		42,851
Morgan Stanley^(e)		4,800		232,080
Northrop Grumman Corp.		100		31,549
NVIDIA Corp.		69		37,344
PayPal Holdings, Inc.		200		39,406
Raytheon Technologies Corp.		1,398		80,441
ServiceNow, Inc.		100		48,500
Simply Good Foods Co.^(e)		4,049		89,280
Southwest Airlines Co.^(e)		3,138		117,675
SPDR Bloomberg Barclays High Yield Bond ETF		10,140		1,057,298
Starbucks Corp.		3,000		257,760


Security	Shares		Value

United States (continued)
Texas Instruments, Inc.		521	$	74,394
Toll Brothers, Inc.		1,246		60,630
U.S. BanCorp.		1,000		35,850
Uber Technologies, Inc.^(e)		900		32,832
UnitedHealth Group, Inc.		100		31,177
VanEck Vectors Gold Miners ETF		3,001		117,519
Verizon Communications, Inc.		2,000		118,980
Visa, Inc., Class A.		1,300		259,961
Walmart, Inc.		571		79,889
Western Digital Corp.^(e)		2,935		107,274
Wynn Resorts Ltd.^(e)		2,702		194,031
Xilinx, Inc.		1,998		208,272

				5,964,927


Total Common Stocks — 1.4% (Cost: $8,834,717)				9,052,298


	Par (000)

Corporate Bonds

Argentina — 0.2%
Generacion Mediterranea SA/Generacion Frias
SA/Central Termica Roca SA, 9.63%, 07/27/23^(a)	USD	518		282,796
Genneia SA, 8.75%, 01/20/22^(a)		60		46,444
Stoneway Capital Corp.^(e)(g)
10.00%, 03/01/27		554		222,606
10.00%, 03/01/27^(a)		546		219,757
YPF SA
8.75%, 04/04/24^(a)		100		80,500
8.50%, 07/28/25		73		52,446
7.00%, 12/15/47^(a)		282		177,175

				1,081,724

Australia — 0.1%
Commonwealth Bank of Australia, 3.45%, 03/16/23^(a)		209		223,837
FMG Resources August 2006 Pty Ltd.^(a)
4.75%, 05/15/22		27		27,641
5.13%, 03/15/23		21		21,913
5.13%, 05/15/24		27		28,822
Telstra Corp. Ltd., 3.50%, 09/21/22.	EUR	100		125,490

				427,703

Austria — 0.2%
BAWAG Group AG, (5 year EUR Swap + 2.30%),
2.38%, 03/26/29^(h)		100		119,751
BAWAG PSK Bank fuer Arbeit und Wirtschaft und
Oesterreichische Postsparkasse AG, 0.38%, 09/03/27		500		556,942
Erste Group Bank AG, (5 year EURIBOR ICE Swap Rate + 2.10%), 1.63%, 09/08/31^(h)		100		117,973
JBS Investments II GmbH, 7.00%, 01/15/26^(a)	USD	200		213,500

				1,008,166

Bahamas — 0.0%
Intercorp Peru Ltd., 3.88%, 08/15/29^(a)		200		197,750


Belgium — 0.2%
Anheuser-Busch InBev SA/NV, 3.70%, 04/02/40	EUR	230		344,271
KBC Group NV, 1.13%, 01/25/24.		700		847,667

				1,191,938


Security	Par (000)		Value

Bermuda — 0.1%
Credicorp Ltd., 2.75%, 06/17/25^(a)	USD	200	$	202,550
Digicel Group Ltd.^(a)(i)
(7.00% PIK), 7.00%^(d)(j)		21		2,573
(8.00% Cash or 3.00% PIK), 8.00%, 04/01/25		130		45,314
Ooredoo International Finance Ltd., 5.00%, 10/19/25		200		233,750

				484,187

Brazil — 1.3%
Azul Investments LLP, 5.88%, 10/26/24^(a)		282		211,764
Banco do Brasil SA, 5.88%, 01/26/22^(a)		339		353,725
Banco Votorantim SA, 4.00%, 09/24/22^(a)		575		588,477
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81^(a)(h)		1,074		1,081,048
BRF GmbH, 4.35%, 09/29/26^(a)		549		567,700
BRF SA, 5.75%, 09/21/50^(a)		495		489,684
Centrais Eletricas Brasileiras SA^(a)
3.63%, 02/04/25		359		357,654
4.63%, 02/04/30		200		199,500
Embraer Netherlands Finance BV, 5.40%, 02/01/27		161		152,044
Gol Finance SA, 7.00%, 01/31/25^(a)		250		174,255
Itau Unibanco Holding SA, 5.13%, 05/13/23^(a)		200		210,813
Itau Unibanco Holding SA/Cayman Island^(a)
2.90%, 01/24/23		455		459,837
3.25%, 01/24/25		455		463,531
Odebrecht Drilling Norbe VIII/IX Ltd., 6.35%, 12/01/21^(a)		41		36,556
Odebrecht Offshore Drilling Finance Ltd.^(a)
6.72%, 12/01/22		90		80,855
(7.72% PIK), 7.72%, 12/01/26⁽ⁱ⁾		6		551
Odebrecht Oil & Gas Finance Ltd., 0.00%^(a)(j)(k)		26		26
Petrobras Global Finance BV
5.30%, 01/27/25		350		379,356
7.38%, 01/17/27		100		118,060
5.09%, 01/15/30		541		568,510
5.60%, 01/03/31		28		29,910
7.25%, 03/17/44		104		118,313
6.75%, 06/03/50		183		195,638
Rumo Luxembourg Sarl, 5.88%, 01/18/25^(a)		448		469,140
Suzano Austria GmbH, 3.75%, 01/15/31		205		204,795
Ultrapar International SA, 5.25%, 06/06/29^(a)		200		207,688
Vale Overseas Ltd., 3.75%, 07/08/30		545		559,851
Votorantim SA, 6.75%, 04/05/21^(a)		299		306,475

				8,585,756

Canada — 0.3%
Bausch Health Cos., Inc.^(a)
6.13%, 04/15/25		116		118,755
7.00%, 01/15/28		37		39,220
7.25%, 05/30/29		54		58,185
Mattamy Group Corp., 5.25%, 12/15/27^(a)		21		21,578
MEGlobal Canada ULC^(a)
5.00%, 05/18/25		520		559,813
5.88%, 05/18/30		305		354,944
Royal Bank of Canada, 0.13%, 07/23/24	EUR	200		235,268
Teck Resources Ltd., 6.13%, 10/01/35	USD	30		35,861
Toronto-Dominion Bank, 0.38%, 04/25/24	EUR	670		793,279
Transcanada Trust, Series 16-A, (3 mo. LIBOR US + 4.64%), 5.88%, 08/15/76^(h)	USD	2		2,130

				2,219,033


Security	Par (000)		Value

Cayman Islands — 0.2%
Comcel Trust via Comunicaciones Celulares SA, 6.88%, 02/06/24	USD	329	$	332,708
DP World Crescent Ltd., 3.91%, 05/31/23		219		230,763
Embraer Overseas Ltd., 5.70%, 09/16/23		227		229,944
Latam Finance Ltd., 6.88%, 04/11/24^(e)(g)		200		74,062
MAF Global Securities Ltd.
4.75%, 05/07/24		202		214,877
(5 year USD Swap + 3.48%), 5.50%^(h)(j)		262		257,661

				1,340,015

Chile — 0.5%
Celulosa Arauco y Constitucion SA, 4.25%, 04/30/29^(a).		200		213,000
Colbun SA, 3.15%, 03/06/30^(a)		200		215,375
Corp. Nacional del Cobre de Chile, 3.75%, 01/15/31^(a)		200		222,500
Embotelladora Andina SA, 3.95%, 01/21/50^(a)		436		461,206
Empresa de los Ferrocarriles del Estado, 3.07%, 08/18/50^(a)		200		195,000
Empresa de Transporte de Pasajeros Metro SA^(a)
3.65%, 05/07/30		200		220,750
4.70%, 05/07/50		217		266,476
Empresa Nacional de Telecomunicaciones SA, 4.75%, 08/01/26^(a)		462		508,491
Empresa Nacional del Petroleo, 4.50%, 09/14/47		250		271,408
GNL Quintero SA, 4.63%, 07/31/29		200		214,110
Inversiones CMPC SA/Cayman Islands Branch, 4.38%, 05/15/23^(a)		257		272,500
Kenbourne Invest SA, 6.88%, 11/26/24^(a)		362		375,462
Latam Finance Ltd., 6.88%, 04/11/24^(a)(e)(g)		200		74,063

				3,510,341

China — 0.2%
Alibaba Group Holding Ltd., 3.40%, 12/06/27		259		289,800
Baidu, Inc., 4.38%, 05/14/24		200		219,555
Sinopec Group Overseas Development Ltd., 2.15%, 05/13/25^(a)		400		413,580
Tencent Holdings Ltd., 3.60%, 01/19/28^(a)		331		363,475

				1,286,410

Colombia — 0.6%
Bancolombia SA, 3.00%, 01/29/25		332		331,917
Ecopetrol SA
5.38%, 06/26/26		361		397,382
6.88%, 04/29/30		872		1,042,912
5.88%, 05/28/45		54		58,826
Empresas Publicas de Medellin ESP^(a)
4.25%, 07/18/29		432		431,395
4.38%, 02/15/31		258		258,000
Grupo Aval Ltd., 4.38%, 02/04/30^(a)		1,217		1,173,066
Oleoducto Central SA, 4.00%, 07/14/27^(a)		394		409,169

				4,102,667

Denmark — 0.2%
Danske Bank A/S , (1 year EURIBOR ICE Swap Rate + 1.15%), 0.50%, 08/27/25^(h)	EUR	130		151,748
Danske Bank A/S^(a)
5.00%, 01/12/22	USD	200		210,110
5.38%, 01/12/24		483		543,280
Orsted A/S, 2.13%, 05/17/27.	GBP	200		278,141

				1,183,279


Security	Par (000)		Value

Finland — 0.1%
OP Corporate Bank PLC
0.50%, 08/12/25	EUR	250	$	299,724
0.60%, 01/18/27		130		154,409

				454,133

France — 2.2%
Air Liquide Finance SA, 1.38%, 04/02/30		100		130,396
Altice France SA
2.50%, 01/15/25		100		111,676
2.13%, 02/15/25		100		110,503
5.88%, 02/01/27		200		247,561
Banijay Entertainment SASU, 3.50%, 03/01/25		200		228,315
Banque Federative du Credit Mutuel SA
0.13%, 02/05/24		400		471,578
1.25%, 12/05/25	GBP	200		263,979
BNP Paribas SA
0.75%, 11/11/22	EUR	480		573,430
1.50%, 05/25/28		100		130,227
(3 mo. Euribor + 0.75%), 0.50%, 07/15/25^(h)		100		117,685
(5 year EUR Swap + 1.20%), 1.13%, 01/15/32^(h)		100		115,865
BPCE SA
0.63%, 09/26/24		300		356,420
0.63%, 04/28/25		400		480,930
0.25%, 01/15/26		200		236,244
2.70%, 10/01/29^(a)	USD	250		268,785
Capgemini SE, 1.63%, 04/15/26	EUR	400		501,335
Credit Agricole Assurances SA, (5 year EURIBOR ICE Swap Rate + 2.65%), 2.63%, 01/29/48^(h)		300		362,493
Credit Agricole SA
1.25%, 04/14/26		100		125,107
(3 mo. Euribor + 1.25%), 1.00%, 04/22/26^(h)		100		120,375
Dassault Systemes SE, 0.01%, 09/16/22		100		117,482
Electricite de France SA, 2.00%, 12/09/49		300		360,684
Engie SA
2.63%, 07/20/22		35		43,057
0.01%, 03/04/27		900		1,049,739
2.13%, 03/30/32		200		275,521
Icade Sante SAS, 1.38%, 09/17/30.		100		118,728
JCDecaux SA, 2.00%, 10/24/24^(f)		500		611,855
Kering SA, 0.75%, 05/13/28		100		121,100
LVMH Moet Hennessy Louis Vuitton SE
0.13%, 02/28/23		100		118,030
0.01%, 02/11/26		700		819,707
Orange SA
0.01%, 09/04/26		100		116,349
(5 year EUR Swap + 2.36%), 2.38%^(h)(j)		600		725,584
Orano SA, 2.75%, 03/08/28.		200		231,371
Pernod Ricard SA
0.01%, 10/24/23		1,200		1,406,253
0.50%, 10/24/27		100		119,484
Picard Groupe SAS, (3 mo. Euribor + 3.00%), 3.00%, 11/30/23^(b)		200		227,446
Schneider Electric SE
0.01%, 06/12/23		200		235,238
0.25%, 09/09/24		200		237,709
Societe Generale SA
0.50%, 01/13/23		100		117,793
0.01%, 05/27/22		400		469,635
Suez SA, (5 year EURIBOR ICE Swap Rate + 2.15%), 1.63%^(h)(j)		100		112,093


Security	Par (000)		Value

France (continued)
Thales SA, 0.25%, 01/29/27	EUR	400	$	468,220
Total Capital International SA, 0.25%, 07/12/23		100		118,493
Veolia Environnement SA
0.89%, 01/14/24		200		240,281
0.66%, 01/15/31		200		235,461
WPP Finance SA, 2.38%, 05/19/27		420		536,239

				14,186,456

Germany — 1.4%
ADLER Real Estate AG, 3.00%, 04/27/26		100		114,900
ADO Properties SA, 3.25%, 08/05/25		100		118,168
Allianz Finance II BV, 3.50%, 02/14/22		100		123,325
Amphenol Technologies Holding GmbH, 0.75%, 05/04/26		150		177,960
BASF SE
0.25%, 06/05/27		200		237,222
Series 10Y, 2.00%, 12/05/22		995		1,220,080
Bayer AG, 1.38%, 07/06/32		200		239,229
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27		200		225,697
Covestro AG, 0.88%, 02/03/26		60		71,028
Daimler Finance North America LLC, 3.75%, 11/05/21^(a)	USD	170		175,683
DEMIRE Deutsche Mittelstand Real Estate AG, 1.88%, 10/15/24	EUR	200		215,520
E.ON SE, 0.38%, 09/29/27		460		547,538
Fresenius Medical Care AG & Co. KGaA
1.00%, 05/29/26		95		114,519
1.50%, 05/29/30		130		159,983
IHO Verwaltungs GmbH, (3.63% Cash or 4.38% PIK), 3.63%, 05/15/25⁽ⁱ⁾		200		234,921
KION Group AG, 1.63%, 09/24/25		200		234,678
LEG Immobilien AG, 0.88%, 11/28/27		100		121,377
Merck Financial Services GmbH
0.01%, 12/15/23		200		234,916
0.13%, 07/16/25		100		117,866
Merck KGaA, (5 year EURIBOR ICE Swap Rate + 2.94%), 2.88%, 06/25/79^(h)		200		249,116
Nidda BondCo GmbH, 5.00%, 09/30/25		100		113,709
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24		100		114,173
Schaeffler AG, 1.88%, 03/26/24		10		11,467
Siemens Financieringsmaatschappij NV, 1.25%, 02/28/31		105		135,184
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26		200		238,591
thyssenkrupp AG
1.88%, 03/06/23		200		218,779
2.88%, 02/22/24		200		219,893
Vertical Midco GmbH
4.38%, 07/15/27		200		238,125
(3 mo. Euribor + 4.75%), 4.75%, 07/15/27^(b)		200		235,062
Volkswagen Financial Services AG, 1.50%, 10/01/24		840		1,012,680
Volkswagen Financial Services NV, 1.63%, 11/30/22	GBP	200		260,534
Volkswagen Leasing GmbH
1.00%, 02/16/23	EUR	100		118,938
2.63%, 01/15/24		225		280,975
ZF Europe Finance BV, 2.50%, 10/23/27		300		319,828


Security	Par (000)		Value

Germany (continued)
ZF Finance GmbH
3.00%, 09/21/25	EUR	100	$	114,017
3.75%, 09/21/28		200		226,869

				8,792,550

Guatemala^(a)— 0.1%
Central American Bottling Corp., 5.75%, 01/31/27	USD	706		731,630
Comunicaciones Celulares SA Via Comcel Trust, 6.88%, 02/06/24		200		202,254

				933,884

India^(a)— 0.1%
Adani Electricity Mumbai Ltd., 3.95%, 02/12/30		672		655,620
Muthoot Finance Ltd., 6.13%, 10/31/22		200		203,063

				858,683

Indonesia — 0.1%
Pertamina Persero PT, 3.65%, 07/30/29		500		535,156


Ireland — 0.1%
Atlas Copco Finance DAC, 0.13%, 09/03/29	EUR	275		322,009
ESB Finance DAC, 1.13%, 06/11/30		105		132,309
Shire Acquisitions Investments Ireland DAC, 3.20%, 09/23/26	USD	291		323,569

				777,887

Isle of Man — 0.0%
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30		204		209,268


Israel — 0.1%
Leviathan Bond Ltd., 5.75%, 06/30/23^(a)		569		586,069


Italy — 0.4%
Diocle SpA, (3 mo. Euribor + 3.88%), 3.88%, 06/30/26^(b)	EUR	191		220,528
Enel Finance International NV, 0.01%, 06/17/24		700		818,915
FCA Bank SpA, 0.50%, 09/18/23.		320		374,769
International Game Technology PLC, 4.75%, 02/15/23		200		238,593
Intesa Sanpaolo SpA
0.75%, 12/04/24		100		118,553
(5 year EUR Swap + 6.09%), 5.88%^(h)(j)		300		343,381
Rossini Sarl, 6.75%, 10/30/25.		200		246,332
Sisal Group SpA, 7.00%, 07/31/23		69		81,396

				2,442,467

Japan — 0.5%
Mitsubishi UFJ Financial Group, Inc.
0.87%, 09/07/24		100		120,332
3.74%, 03/07/29	USD	23		26,414
3.20%, 07/18/29		200		220,954
Mizuho Financial Group, Inc.^(h)
(3 mo. LIBOR US + 1.10%), 2.56%, 09/13/25		335		352,089
(3 mo. LIBOR US + 1.27%), 1.98%, 09/08/31		200		198,654
Nissan Motor Co. Ltd.
3.20%, 09/17/28	EUR	200		236,336
4.81%, 09/17/30^(a)	USD	619		622,717
SoftBank Group Corp., 4.75%, 07/30/25	EUR	300		374,598
Sumitomo Mitsui Financial Group, Inc., 3.45%, 01/11/27	USD	73		81,263
Takeda Pharmaceutical Co. Ltd.
5.00%, 11/26/28		200		248,578
3.00%, 11/21/30	EUR	265		372,333


Security	Par (000)		Value

Japan (continued)
Takeda Pharmaceutical Co. Ltd. (continued)
2.00%, 07/09/40	EUR	100	$	124,182
Toyota Motor Credit Corp., 2.90%, 04/17/24	USD	64		68,919

				3,047,369

Jersey — 0.0%
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, 08/15/24⁽ⁱ⁾	EUR	200		235,662

Lithuania — 0.1%
ASG Finance Designated Activity Co., 7.88%, 12/03/24^(a)	USD	502		358,930

Luxembourg — 0.4%
Altice Financing SA, 2.25%, 01/15/25	EUR	100		112,192
Becton Dickinson Euro Finance Sarl, 1.21%, 06/04/26		100		120,262
DH Europe Finance II Sarl
0.20%, 03/18/26		240		280,348
1.80%, 09/18/49		100		117,908
GOL Equity Finance SA, 3.75%, 07/15/24^(a)	USD	282		176,020
Medtronic Global Holdings SCA, 1.38%, 10/15/40	EUR	100		119,623
MHP Lux SA, 6.25%, 09/19/29.	USD	200		190,000
Millicom International Cellular SA, 6.63%, 10/15/26^(a)		409		438,397
Nielsen Co. Luxembourg Sarl, 5.00%, 02/01/25^(a)		21		21,394
Richemont International Holding SA, 0.75%, 05/26/28	EUR	100		121,917
SES SA, 2.00%, 07/02/28		200		243,290
Summer BC Holdco B Sarl, 5.75%, 10/31/26		200		229,847
Whirlpool Finance Luxembourg Sarl
1.25%, 11/02/26		100		120,741
1.10%, 11/09/27		100		119,162

				2,411,101

Malaysia — 0.1%
Petronas Capital Ltd., 3.50%, 04/21/30^(a)	USD	665		743,543


Mauritius — 0.1%
HTA Group Ltd., 7.00%, 12/18/25^(a)		605		630,713


Mexico — 2.0%
Credito Real SAB de C.V. Sofom ENR , 7.25%, 07/20/23^(a)		200		195,550
Alpha Holding SA de CV, 9.00%, 02/10/25^(a)		308		231,963
America Movil SAB de CV, 2.88%, 05/07/30		975		1,054,823
Axtel SAB de CV, 6.38%, 11/14/24^(a)		507		526,646
Banco Santander Mexico SA Institucion de Banca Multiple Grupo Financiero Santand, 5.38%, 04/17/25^(a)		550		609,042
BBVA Bancomer SA, 6.75%, 09/30/22^(a)		497		535,828
Cemex SAB de C.V.
3.13%, 03/19/26	EUR	200		234,856
5.20%, 09/17/30^(a)	USD	630		632,299
Coca-Cola Femsa SAB de C.V., 1.85%, 09/01/32		465		468,860
Comision Federal de Electricidad, 4.75%, 02/23/27		500		536,406
Cydsa SAB de CV, 6.25%, 10/04/27^(a)		200		201,563
Fomento Economico Mexicano SAB de CV, 3.50%, 01/16/50		472		498,373
Grupo KUO SAB de CV, 5.75%, 07/07/27^(a)		270		260,719
Industrias Penoles SAB de CV^(a)
4.15%, 09/12/29		704		764,720
4.75%, 08/06/50		200		205,846
Kimberly-Clark de Mexico SAB de CV, 2.43%, 07/01/31^(a)		330		337,425
Mexico City Airport Trust, 5.50%, 07/31/47^(a)		269		218,635


Security	Par (000)		Value

Mexico (continued)
Minera Mexico SA de CV, 4.50%, 01/26/50^(a)	USD	373	$	404,705
Petroleos Mexicanos
5.50%, 01/21/21		65		65,569
1.88%, 04/21/22	EUR	100		112,079
4.25%, 01/15/25	USD	582		539,314
4.50%, 01/23/26		1,192		1,055,158
6.88%, 08/04/26		108		103,939
6.50%, 01/23/29		200		179,084
6.84%, 01/23/30^(a)		194		173,145
5.95%, 01/28/31^(a)(l)		200		167,230
6.63%, 06/15/35		150		123,328
7.69%, 01/23/50^(a)		169		141,453
6.95%, 01/28/60		1,940		1,500,590
(3 mo. LIBOR US + 3.65%), 3.90%, 03/11/22^(b)		390		381,003
Trust F/1401^(a)
4.87%, 01/15/30		200		201,350
6.95%, 01/30/44		499		531,123

				13,192,624

Morocco — 0.0%
OCP SA, 4.50%, 10/22/25		200		210,938


MultiNational — 0.1%
Clarios Global LP/Clarios US Finance Co., 4.38%, 05/15/26	EUR	200		234,783
Digicel International Finance Ltd./Digicel Holdings Bermuda Ltd.^(a)
8.75%, 05/25/24	USD	120		120,527
8.00%, 12/31/26		48		37,251
(6.00% Cash and 7.00% PIK), 13.00%, 12/31/25⁽ⁱ⁾		60		54,666
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 6.50%, 04/15/29^(a)		34		37,739
Promigas SA ESP/Gases del Pacifico SAC, 3.75%, 10/16/29		250		245,000

				729,966

Netherlands — 2.0%
ABN AMRO Bank NV, 0.88%, 01/15/24	EUR	100		120,919
Airbus SE
2.00%, 04/07/28		400		503,387
2.38%, 04/07/32		100		126,828
2.38%, 06/09/40		100		118,906
Allianz Finance II BV, 0.01%, 01/14/25		100		118,219
ASML Holding NV, 1.38%, 07/07/26		820		1,037,047
BMW Finance NV
0.01%, 03/24/23		35		41,018
0.01%, 04/14/23		480		562,139
Braskem Netherlands Finance BV
4.50%, 01/10/28	USD	282		271,425
(5 year CMT + 8.22%), 8.50%, 01/23/81^(h)		269		270,765
Conti-Gummi Finance BV, 1.13%, 09/25/24	EUR	100		119,578
Cooperatieve Rabobank UA
1.38%, 02/03/27		100		127,618
4.63%, 05/23/29	GBP	255		403,421
Deutsche Telekom International Finance BV, 4.25%, 07/13/22	EUR	520		657,332
Digital Dutch Finco BV, 0.63%, 07/15/25		100		118,623
EDP Finance BV, 1.88%, 10/13/25		100		127,302
Enexis Holding NV, 0.75%, 07/02/31		100		122,777
Equate Petrochemical BV, 4.25%, 11/03/26^(a)	USD	200		209,586
Givaudan Finance Europe BV, 1.00%, 04/22/27	EUR	100		123,255


Security	Par (000)		Value

Netherlands (continued)
ING Bank NV, (3 mo. Euribor + 0.40%), 0.09%, 04/08/22^(b)	EUR	500	$	589,460
ING Groep NV
1.00%, 09/20/23		200		241,314
3.55%, 04/09/24	USD	333		362,656
(1 year CMT + 1.10%), 1.40%, 07/01/26^(a)(h)		200		202,281
(5 year EUR Swap + 2.15%), 2.50%, 02/15/29^(h)	EUR	100		123,481
NXP BV/NXP Funding LLC, 5.55%, 12/01/28^(a)	USD	28		34,628
NXP BV/NXP Funding LLC/NXP USA, Inc.^(a)
2.70%, 05/01/25		30		31,781
3.88%, 06/18/26		11		12,323
3.15%, 05/01/27		77		83,221
4.30%, 06/18/29		136		156,771
3.40%, 05/01/30		101		110,566
OCI NV, 5.00%, 04/15/23	EUR	200		239,870
PPF Telecom Group BV, 3.25%, 09/29/27		100		116,670
Redexis Gas Finance BV
1.88%, 05/28/25		200		244,961
1.88%, 04/27/27		100		123,682
RELX Finance BV, 0.50%, 03/10/28		100		117,471
Shell International Finance BV
0.13%, 11/08/27		100		116,843
1.25%, 05/12/28		100		125,886
2.38%, 11/07/29	USD	277		292,368
3.63%, 08/21/42		4		4,372
Siemens Financieringsmaatschappij NV
0.88%, 06/05/23	GBP	500		652,074
1.00%, 02/20/25		200		264,356
Swisscom Finance BV, 0.38%, 11/14/28	EUR	180		215,320
Telefonica Europe BV, (6 year EUR Swap + 4.11%),
4.38%^(h)(j)		1,100		1,357,997
United Group BV, 4.88%, 07/01/24		200		236,835
Upjohn Finance BV
0.82%, 06/23/22		100		118,485
1.02%, 06/23/24		390		466,501
Volkswagen Financial Services NV, 1.63%, 02/10/24	GBP	200		261,024
Vonovia Finance BV
0.75%, 01/25/22	EUR	200		236,884
1.80%, 06/29/25		100		125,834
VZ Vendor Financing BV, 2.50%, 01/31/24		100		114,900
Wolters Kluwer NV, 0.75%, 07/03/30		150		179,319

				12,740,279

Norway — 0.1%
Equinor ASA, 1.38%, 05/22/32		130		165,830
Telenor ASA, 0.01%, 09/25/23		160		188,162

				353,992

Panama — 0.1%
AES Panama Generation Holdings SRL, 4.38%, 05/31/30^(a)	USD	400		409,875
Banco Nacional de Panama, 2.50%, 08/11/30^(a)		293		288,359
Banistmo SA, 3.65%, 09/19/22.		200		202,500

				900,734

Peru — 0.3%
Banco de Credito del Peru, (5 year CMT + 3.00%), 3.13%, 07/01/30^(a)(h)		570		570,000
Banco Internacional del Peru SAA Interbank, 3.25%, 10/04/26^(a)		181		189,032
Consorcio Transmantaro SA, 4.70%, 04/16/34^(a)		215		253,505


Security	Par (000)		Value

Peru (continued)
Inkia Energy Ltd., 5.88%, 11/09/27	USD	200	$	208,813
Nexa Resources SA, 5.38%, 05/04/27^(a)		200		208,250
Orazul Energy Egenor SCA, 5.63%, 04/28/27^(a)		293		302,815

				1,732,415

Portugal — 0.0%
Transportes Aereos Portugueses SA, 5.63%, 12/02/24^(a)	EUR	100		71,521


S.Georgia/S.San — 0.0%
Credit Suisse Group Funding Guernsey Ltd., 3.75%, 03/26/25	USD	253		279,052


Saudi Arabia — 0.2%
SABIC Capital II BV, 4.00%, 10/10/23^(a)		542		582,650
Saudi Arabian Oil Co., 4.25%, 04/16/39		200		229,162
Saudi Electricity Global Sukuk Co. 2, 5.06%, 04/08/43		200		239,125

				1,050,937

Singapore^(a)— 0.1%
Puma International Financing SA
5.13%, 10/06/24		697		616,845
5.00%, 01/24/26		200		167,062

				783,907

South Africa — 0.0%
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24^(a)		200		217,250


South Korea — 0.0%
Hyundai Capital America, 3.10%, 04/05/22^(a)		305		313,673


Spain — 0.4%
Amadeus IT Group SA
2.88%, 05/20/27	EUR	300		373,272
1.88%, 09/24/28		100		114,444
Banco de Sabadell SA
0.88%, 07/22/25		100		117,215
(1 year EUR Swap + 1.55%), 1.13%, 03/11/27^(h)		400		469,603
(1 year EUR Swap + 2.10%), 1.75%, 06/29/23^(h)		200		239,454
Banco Santander SA, 2.71%, 06/27/24	USD	400		423,208
ContourGlobal Power Holdings SA
3.38%, 08/01/23	EUR	200		233,213
4.13%, 08/01/25		100		118,101
El Corte Ingles SA, 3.00%, 03/15/24		200		232,693
Ferrovial Netherlands BV, (5 year EUR Swap + 2.13%), 2.12%^(h)(j)		200		219,868
Telefonica Emisiones SA, 1.45%, 01/22/27		100		124,950

				2,666,021

Sweden — 0.4%
Atlas Copco AB, 2.50%, 02/28/23		780		972,586
Skandinaviska Enskilda Banken AB, 0.38%, 02/11/27		425		501,645
Svenska Handelsbanken AB, 0.50%, 02/18/30		100		118,213
Verisure Holding AB
3.50%, 05/15/23		100		117,726
3.88%, 07/15/26		100		117,303
Verisure Midholding AB, 5.75%, 12/01/23		100		117,051
Volvo Treasury AB
0.01%, 02/11/23		100		117,200
(3 mo. Euribor + 0.65%), 0.16%, 09/13/21^(b)		200		234,824

				2,296,548


Security	Par (000)		Value

Switzerland — 0.6%
Credit Suisse Group AG^(h)
(1 year EUR Swap + 0.75%), 1.25%, 07/17/25	EUR	200	$	241,481
(1 year EURIBOR ICE Swap Rate + 1.05%), 1.00%, 06/24/27		325		389,544
(1 year EURIBOR ICE Swap Rate + 3.50%), 3.25%, 04/02/26		1,000		1,310,290
Credit Suisse Group Funding Guernsey Ltd., 1.25%, 04/14/22		195		233,086
Sika Capital BV, 0.88%, 04/29/27		380		464,465
UBS AG, (5 year EUR Swap + 3.40%), 4.75%, 02/12/26^(h)		235		278,625
UBS Group AG^(h)
(1 year EUR Swap + 0.55%), 0.25%, 01/29/26		565		662,227
(1 year EUR Swap + 0.75%), 1.25%, 04/17/25		200		243,068

				3,822,786

United Arab Emirates — 0.2%
DP World Ltd., 6.85%, 07/02/37.	USD	400		499,500
MDGH - GMTN BV^(a)
2.50%, 11/07/24		575		599,438
2.88%, 11/07/29		400		428,000

				1,526,938

United Kingdom — 1.8%
Amcor UK Finance PLC, 1.13%, 06/23/27	EUR	100		121,741
Arrow Global Finance PLC, 5.13%, 09/15/24	GBP	200		243,458
Barclays PLC^(h)
(1 year EUR Swap + 3.70%), 3.38%, 04/02/25	EUR	230		292,593
(3 mo. LIBOR US + 1.61%), 3.93%, 05/07/25	USD	348		374,772
(5 year EUR Swap + 1.90%), 2.00%, 02/07/28	EUR	200		232,642
(5 year EUR Swap + 2.45%), 2.63%, 11/11/25		200		234,655
(5 year USD Swap + 6.77%), 7.88%^(j)	USD	200		205,750
BAT Capital Corp., 5.28%, 04/02/50		353		414,869
BAT International Finance PLC
4.00%, 09/04/26	GBP	100		145,009
1.25%, 03/13/27	EUR	140		167,515
2.25%, 01/16/30		315		393,088
BP Capital Markets PLC
0.83%, 11/08/27		485		581,078
1.23%, 05/08/31		130		158,043
British Telecommunications PLC
0.88%, 09/26/23		100		119,080
1.00%, 06/23/24		525		627,507
Cabot Financial Luxembourg SA, 7.50%, 10/01/23	GBP	200		260,220
Chanel Ceres PLC^(f)
0.50%, 07/31/26	EUR	170		200,463
1.00%, 07/31/31		100		118,607
Coca-Cola European Partners PLC, 1.13%, 04/12/29		100		124,090
CPUK Finance Ltd., 4.25%, 08/28/22	GBP	200		254,272
eG Global Finance PLC
3.63%, 02/07/24	EUR	100		113,296
4.38%, 02/07/25		100		110,797
6.25%, 10/30/25		100		116,717
Fresnillo PLC, 4.25%, 10/02/50^(a)	USD	675		666,949
Heathrow Finance PLC, 3.88%, 03/01/27	GBP	200		237,424
HSBC Holdings PLC, (3 mo. LIBOR US + 1.53%), 4.58%, 06/19/29^(h)	USD	251		289,587
Informa PLC
1.25%, 06/10/25^(f)		250		291,834
1.25%, 04/22/28	EUR	400		427,460
Ladbrokes Group Finance PLC, 5.13%, 09/16/22	GBP	100		131,311


Security	Par (000)		Value

United Kingdom (continued)
Motability Operations Group PLC, 0.38%, 01/03/26	EUR	100	$	119,262
National Grid Electricity Transmission PLC, 0.19%, 01/20/25		100		117,999
Natwest Group PLC, 2.50%, 03/22/23		200		246,161
Pinewood Finance Co. Ltd., 3.25%, 09/30/25	GBP	200		256,934
Premier Foods Finance PLC, 6.25%, 10/15/23		200		264,418
RELX Capital, Inc., 3.50%, 03/16/23	USD	437		464,767
Rolls-Royce PLC
0.88%, 05/09/24	EUR	200		203,141
1.63%, 05/09/28		100		93,754
Standard Chartered PLC, (3 mo. LIBOR US + 1.20%), 2.74%, 09/10/22^(a)(h)	USD	270		274,265
Virgin Media Secured Finance PLC, 5.50%, 08/15/26^(a).		200		208,500
Vmed O2 UK Financing I PLC, 3.25%, 01/31/31	EUR	200		233,024
Vodafone Group PLC
1.75%, 08/25/23		750		923,508
4.38%, 05/30/28	USD	120		142,044
WPP Finance, 1.38%, 03/20/25	EUR	145		176,635

				11,379,239

United States — 17.1%
AbbVie, Inc. , 1.38%, 05/17/24		100		121,911
Abbott Ireland Financing DAC, 0.10%, 11/19/24		530		624,754
AbbVie, Inc.^(a)
1.25%, 06/01/24		100		121,411
3.80%, 03/15/25	USD	18		19,959
2.95%, 11/21/26		12		13,071
4.63%, 10/01/42		4		4,869
Acadia Healthcare Co, Inc., 5.50%, 07/01/28^(a)		30		30,855
Activision Blizzard, Inc.
1.35%, 09/15/30		121		118,283
2.50%, 09/15/50		70		65,229
AEP Texas, Inc.
3.85%, 10/01/25^(a)		110		121,194
Series G, 4.15%, 05/01/49		27		32,424
Alabama Power Co., 6.00%, 03/01/39		5		7,286
Altria Group, Inc.
3.80%, 02/14/24		516		564,002
1.70%, 06/15/25	EUR	220		271,363
4.40%, 02/14/26	USD	185		213,705
2.20%, 06/15/27	EUR	210		265,938
4.80%, 02/14/29	USD	247		293,089
5.80%, 02/14/39		106		135,649
Amazon.com, Inc., 4.05%, 08/22/47.		114		148,110
Ameren Illinois Co.
3.80%, 05/15/28		100		116,896
3.70%, 12/01/47		32		37,654
3.25%, 03/15/50		81		91,127
American Airlines Pass Through Trust, Series B, 3.85%, 02/15/28		89		59,004
American Airlines Pass-Through Trust
4.40%, 09/22/23		81		58,424
4.38%, 06/15/24^(a)		69		46,378
3.75%, 10/15/25		140		97,985
3.60%, 09/22/27		10		9,808
3.00%, 10/15/28		63		58,549
Series AA, 3.20%, 06/12/28		40		37,537
Series AA, 3.65%, 02/15/29		34		32,682
Series AA, 3.15%, 02/15/32		82		77,376
Series B, 5.25%, 01/15/24		6		4,274
Series B, 4.95%, 02/15/25		17		12,272


Security	Par (000)		Value

United States (continued)
American Airlines Pass-Through Trust (continued)
Series B, 3.70%, 10/15/25	USD	8	$	5,075
American Builders & Contractors Supply Co., Inc.^(a)
5.88%, 05/15/26		25		25,938
4.00%, 01/15/28		26		26,423
American Tower Corp.
3.38%, 05/15/24		491		531,609
1.30%, 09/15/25		179		180,906
1.95%, 05/22/26	EUR	340		431,930
3.95%, 03/15/29	USD	10		11,513
2.10%, 06/15/30		89		89,577
Analog Devices, Inc., 5.30%, 12/15/45		5		7,060
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.70%, 02/01/36.		151		182,411
Anheuser-Busch InBev Worldwide, Inc.
3.50%, 06/01/30		135		153,594
8.20%, 01/15/39		8		13,006
4.95%, 01/15/42		339		415,941
Aon PLC, 4.75%, 05/15/45		2		2,605
Apple, Inc.
1.00%, 11/10/22	EUR	1,070		1,287,304
3.00%, 11/13/27	USD	203		229,465
Applied Materials, Inc.
1.75%, 06/01/30		281		289,536
2.75%, 06/01/50		41		43,089
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
5.25%, 04/30/25^(a)		677		707,465
2.13%, 08/15/26	EUR	200		227,429
4.75%, 07/15/27	GBP	200		258,643
AT&T, Inc.
0.00%, 11/27/22^(a)(k)(l)	USD	1,000		986,135
4.35%, 03/01/29		444		522,636
4.38%, 09/14/29	GBP	100		155,714
2.75%, 06/01/31	USD	708		746,981
3.15%, 09/04/36	EUR	250		346,701
2.60%, 05/19/38		225		294,281
4.80%, 06/15/44	USD	150		178,773
3.65%, 06/01/51		240		242,076
3.50%, 09/15/53^(a)		297		287,147
Autodesk, Inc.
4.38%, 06/15/25		210		240,925
2.85%, 01/15/30		133		145,527
Axalta Coating Systems Dutch Holding B BV, 3.75%, 01/15/25	EUR	100		117,158
Baltimore Gas & Electric Co., 3.20%, 09/15/49	USD	21		22,615
Bank of America Corp.
5.88%, 01/05/21		50		50,730
2.38%, 06/19/24	EUR	100		126,729
4.20%, 08/26/24	USD	119		132,523
4.00%, 01/22/25		10		11,140
4.45%, 03/03/26		73		84,194
(3 mo. Euribor + 1.20%), 1.78%, 05/04/27^(h)	EUR	405		509,602
(3 mo. LIBOR US + 0.37%), 2.74%, 01/23/22^(h)	USD	65		65,457
(3 mo. LIBOR US + 0.63%), 2.33%, 10/01/21^(h)		65		65,000
(3 mo. LIBOR US + 0.64%), 2.02%, 02/13/26^(h)		111		115,116
(3 mo. LIBOR US + 0.78%), 3.55%, 03/05/24^(h)		481		512,246
(3 mo. LIBOR US + 0.87%), 2.46%, 10/22/25^(h)		654		689,530
(3 mo. LIBOR US + 1.04%), 3.42%, 12/20/28^(h)		36		40,060
(3 mo. LIBOR US + 1.09%), 3.09%, 10/01/25^(h)		183		197,329
(3 mo. LIBOR US + 1.31%), 4.27%, 07/23/29^(h)		1,442		1,691,556


Security	Par (000)		Value

United States (continued)
Bank of America Corp. (continued)
(3 mo. LIBOR US + 1.37%), 3.59%, 07/21/28^(h)	USD	92	$	103,321
(3 mo. LIBOR US + 1.51%), 3.71%, 04/24/28^(h)		60		67,847
(3 mo. LIBOR US + 1.58%), 3.82%, 01/20/28^(h)		1,008		1,139,312
(Secured Overnight Financing Rate + 0.91%), 0.98%, 09/25/25^(h)		116		115,973
(Secured Overnight Financing Rate + 2.15%), 2.59%, 04/29/31^(h)		299		318,112
Bausch Health Americas, Inc.^(a)
9.25%, 04/01/26		55		60,500
8.50%, 01/31/27		61		67,024
Bausch Health Cos., Inc.
4.50%, 05/15/23	EUR	200		232,300
9.00%, 12/15/25^(a)	USD	55		59,829
Beacon Roofing Supply, Inc., 4.88%, 11/01/25^(a)		50		49,000
Becton Dickinson & Co.
1.40%, 05/24/23	EUR	495		596,433
3.79%, 05/20/50	USD	69		77,178
Becton Dickinson Euro Finance Sarl
0.17%, 06/04/21	EUR	230		269,511
0.63%, 06/04/23		200		236,371
Berry Global, Inc.
1.00%, 01/15/25		100		112,516
4.50%, 02/15/26^(a)	USD	21		21,210
4.88%, 07/15/26^(a)		50		52,500
5.63%, 07/15/27^(a)		21		22,050
Blackstone Holdings Finance Co. LLC, 2.00%, 05/19/25	EUR	100		126,136
Boxer Parent Co., Inc., 6.50%, 10/02/25		200		241,787
BP Capital Markets America, Inc., 3.41%, 02/11/26	USD	169		188,624
Broadcom Corp./Broadcom Cayman Finance Ltd.
2.65%, 01/15/23		7		7,272
3.13%, 01/15/25		682		726,503
3.88%, 01/15/27		210		232,660
Broadcom, Inc.
2.25%, 11/15/23		509		529,180
4.70%, 04/15/25		42		47,725
4.25%, 04/15/26		72		81,117
3.46%, 09/15/26		214		234,355
4.75%, 04/15/29		69		80,389
5.00%, 04/15/30		262		309,054
4.15%, 11/15/30^(f)		270		303,303
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26^(a)		24		18,914
Burlington Northern Santa Fe LLC, 3.05%, 02/15/51		124		136,553
Caesars Entertainment, Inc., 6.25%, 07/01/25^(a)		572		597,880
Caesars Resort Collection LLC/CRC Finco, Inc., 5.25%, 10/15/25^(a)		59		57,083
Calpine Corp., 5.25%, 06/01/26^(a)		48		49,866
Cameron Liquified Natural Gas LLC^(a)
3.30%, 01/15/35		193		217,753
3.40%, 01/15/38		32		34,632
Capital One Financial Corp., 0.80%, 06/12/24	EUR	100		117,315
CCO Holdings LLC/CCO Holdings Capital Corp.^(a)
5.50%, 05/01/26	USD	35		36,356
5.13%, 05/01/27		76		79,969
5.38%, 06/01/29		35		37,931
4.50%, 08/15/30		39		40,952
Centene Corp.
5.38%, 08/15/26^(a)		27		28,598
4.63%, 12/15/29		122		131,597


Security	Par (000)		Value

United States (continued)
CenturyLink, Inc.
5.63%, 04/01/25	USD	21	$	22,436
5.13%, 12/15/26^(a)		49		50,342
4.00%, 02/15/27^(a)		49		49,780
Series Y, 7.50%, 04/01/24.		33		36,947
Charter Communications Operating LLC/Charter Communications Operating Capital
2.80%, 04/01/31		234		243,363
6.48%, 10/23/45		241		323,242
5.75%, 04/01/48		291		363,048
Cheniere Corpus Christi Holdings LLC
7.00%, 06/30/24		355		408,732
5.88%, 03/31/25		231		263,302
5.13%, 06/30/27		77		85,712
Citgo Holding, Inc., 9.25%, 08/01/24^(a)		602		573,405
Citigroup, Inc.^(h)
(3 mo. Euribor + 0.96%), 0.50%, 10/08/27	EUR	130		151,701
(3 mo. LIBOR US + 1.19%), 4.08%, 04/23/29	USD	1,124		1,300,044
(Secured Overnight Financing Rate + 1.42%), 2.98%, 11/05/30.		370		400,019
Series V, (Secured Overnight Financing Rate + 3.23%), 4.70%^(j)		10		9,663
Clarios Global LP/Clarios US Finance Co., 6.25%, 05/15/26^(a)		23		24,117
Comcast Corp.
3.30%, 02/01/27		66		74,464
1.50%, 02/20/29	GBP	285		375,514
2.65%, 02/01/30	USD	2,152		2,344,852
4.25%, 10/15/30		159		195,258
1.95%, 01/15/31		201		206,596
1.25%, 02/20/40	EUR	160		188,573
4.00%, 03/01/48	USD	120		145,796
4.95%, 10/15/58		110		157,612
Constellation Brands, Inc., (3 mo. LIBOR US + 0.70%), 0.98%, 11/15/21^(b)		70		70,005
Consumers Energy Co.
3.80%, 11/15/28		20		23,837
3.10%, 08/15/50		55		60,029
Continental Resources, Inc., 5.00%, 09/15/22		52		51,614
Corning, Inc., 3.70%, 11/15/23		15		16,236
Cox Communications, Inc.^(a)
3.15%, 08/15/24		390		419,638
3.35%, 09/15/26		30		33,366
4.50%, 06/30/43		25		30,190
COX Communications, Inc., 3.25%, 12/15/22^(a)		40		42,163
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26		30		31,125
Crown Castle International Corp.
1.35%, 07/15/25		12		12,130
3.80%, 02/15/28		10		11,345
4.30%, 02/15/29		44		51,359
3.10%, 11/15/29		136		147,373
3.30%, 07/01/30		299		326,978
2.25%, 01/15/31		79		79,849
4.15%, 07/01/50		120		137,162
Crown European Holdings SA, 2.25%, 02/01/23	EUR	100		118,116
CSC Holdings LLC, 4.13%, 12/01/30^(a)	USD	400		407,700
CSX Corp.
3.80%, 03/01/28		61		71,506
4.25%, 03/15/29		185		222,499
4.30%, 03/01/48		26		32,384


Security	Par (000)		Value

United States (continued)
CVS Health Corp.
2.63%, 08/15/24	USD	949	$	1,011,540
5.00%, 12/01/24		109		125,376
4.10%, 03/25/25		53		59,870
3.88%, 07/20/25		747		841,601
CyrusOne LP/CyrusOne Finance Corp., 1.45%, 01/22/27	EUR	100		116,303
DaVita, Inc., 4.63%, 06/01/30^(a)	USD	1,450		1,485,235
Dell International LLC/EMC Corp.^(a)
5.85%, 07/15/25		132		153,805
4.90%, 10/01/26		98		110,781
6.10%, 07/15/27		91		107,905
Diamond Sports Group LLC/Diamond Sports Finance Co., 5.38%, 08/15/26^(a)		41		29,008
Discovery Communications LLC
3.95%, 03/20/28		50		56,880
5.20%, 09/20/47		57		69,047
Dominion Energy Gas Holdings LLC, 4.80%, 11/01/43		21		26,200
Dow Chemical Co.
9.00%, 04/01/21		80		83,221
0.50%, 03/15/27	EUR	100		113,688
DR Horton, Inc., 2.60%, 10/15/25	USD	1,072		1,149,640
Duke Energy Carolinas LLC
3.95%, 11/15/28		6		7,194
2.45%, 02/01/30		285		308,217
3.75%, 06/01/45		34		40,189
3.88%, 03/15/46		58		70,229
3.95%, 03/15/48		9		11,139
Duke Energy Florida LLC
3.80%, 07/15/28		2		2,342
2.50%, 12/01/29		143		155,115
1.75%, 06/15/30		193		196,002
3.40%, 10/01/46		57		64,025
4.20%, 07/15/48		110		140,320
Duke Energy Ohio, Inc., 3.65%, 02/01/29		48		55,732
Duke Energy Progress LLC
4.10%, 03/15/43		43		52,532
4.20%, 08/15/45		12		14,947
3.70%, 10/15/46		7		8,244
2.50%, 08/15/50		60		58,172
DuPont de Nemours, Inc., 2.17%, 05/01/23		142		143,465
DXC Technology Co., 4.00%, 04/15/23		206		216,927
Edison International, 4.95%, 04/15/25		125		136,825
Elanco Animal Health, Inc., 5.90%, 08/28/28		27		31,185
Eli Lilly & Co., 1.70%, 11/01/49	EUR	100		127,342
Entergy Louisiana LLC, 4.20%, 09/01/48	USD	39		49,423
Enterprise Products Operating LLC, Series E, (3 mo. LIBOR US + 3.03%), 5.25%, 08/16/77^(h)		9		8,570
Equinix, Inc.
2.63%, 11/18/24		22		23,392
1.00%, 09/15/25^(f)		245		243,247
1.55%, 03/15/28^(f)		50		50,084
Expedia Group, Inc., 6.25%, 05/01/25^(a)		609		671,672
Exxon Mobil Corp.
1.41%, 06/26/39	EUR	150		173,339
3.45%, 04/15/51	USD	104		114,270
FedEx Corp.
3.20%, 02/01/25		321		352,489
3.25%, 04/01/26		62		68,992
Fidelity National Information Services, Inc.
0.75%, 05/21/23	EUR	230		274,534


Security	Par (000)		Value

United States (continued)
Fidelity National Information Services, Inc. (continued)
2.60%, 05/21/25	GBP	450	$	627,570
0.63%, 12/03/25	EUR	100		119,360
3.00%, 08/15/26	USD	70		77,651
2.95%, 05/21/39	EUR	100		141,757
1.10%, 07/15/24		110		133,587
FirstEnergy Corp.
2.65%, 03/01/30	USD	25		25,351
2.25%, 09/01/30		300		293,410
7.38%, 11/15/31		214		300,041
FirstEnergy Transmission LLC^(a)
4.35%, 01/15/25		1,032		1,150,298
5.45%, 07/15/44		36		46,516
4.55%, 04/01/49		247		290,365
Fiserv, Inc.
3.80%, 10/01/23		2		2,182
2.25%, 07/01/25	GBP	435		597,672
3.50%, 07/01/29	USD	382		435,448
2.65%, 06/01/30		562		604,760
1.63%, 07/01/30	EUR	265		331,304
4.40%, 07/01/49	USD	50		62,720
Florida Power & Light Co.
5.65%, 02/01/37		12		17,127
3.95%, 03/01/48		72		91,078
Ford Motor Credit Co. LLC, 4.39%, 01/08/26		400		395,436
General Dynamics Corp.
3.50%, 04/01/27		292		335,712
2.63%, 11/15/27		91		99,436
General Electric Co.
5.88%, 01/14/38		92		107,581
4.35%, 05/01/50		76		77,490
General Motors Co.
4.20%, 10/01/27		229		245,423
6.80%, 10/01/27		60		73,077
General Motors Financial Co. Inc.
3.50%, 11/07/24		35		36,769
2.90%, 02/26/25		518		533,835
General Motors Financial Co., Inc.
2.75%, 06/20/25		188		192,346
0.85%, 02/26/26	EUR	100		110,889
5.25%, 03/01/26	USD	566		636,782
Georgia-Pacific LLC, 2.10%, 04/30/27^(a)		11		11,551
Gilead Sciences, Inc.
3.65%, 03/01/26		15		16,909
1.20%, 10/01/27		31		31,093
4.15%, 03/01/47		118		143,886
Global Payments, Inc., 2.90%, 05/15/30		286		306,023
GLP Capital LP/GLP Financing II, Inc., 4.00%, 01/15/31.		288		299,817
Goldman Sachs Group, Inc.
3.50%, 01/23/25		285		312,703
3.38%, 03/27/25	EUR	235		311,424
3.50%, 04/01/25	USD	668		737,251
3.75%, 05/22/25		26		28,896
3.75%, 02/25/26		168		189,086
Goodyear Tire & Rubber Co., 5.00%, 05/31/26		21		20,404
Gray Television, Inc., 5.88%, 07/15/26^(a)		26		26,975
Hasbro, Inc., 2.60%, 11/19/22.		40		41,439
HCA, Inc.
5.25%, 04/15/25		189		218,229
5.88%, 02/01/29		34		39,610
Hilton Domestic Operating Co., Inc., 4.88%, 01/15/30		24		24,720


Security	Par (000)		Value

United States (continued)
Honeywell International, Inc.
1.30%, 02/22/23	EUR	835	$	1,009,744
0.01%, 03/10/24		100		117,145
Humana, Inc., 4.50%, 04/01/25	USD	192		220,525
Hyundai Capital America, 2.38%, 02/10/23^(a)		264		270,682
International Business Machines Corp.
0.88%, 01/31/25	EUR	100		121,995
6.50%, 01/15/28	USD	18		24,196
3.50%, 05/15/29		100		115,255
1.95%, 05/15/30		804		829,467
1.20%, 02/11/40	EUR	240		284,550
4.25%, 05/15/49	USD	120		150,444
Interpublic Group of Companies, Inc., 4.00%, 03/15/22		2		2,087
Interpublic Group of Cos., Inc.
3.50%, 10/01/20		40		40,000
3.75%, 10/01/21		10		10,316
IQVIA, Inc., 3.25%, 03/15/25.	EUR	100		117,916
Iron Mountain, Inc.^(a)
5.00%, 07/15/28	USD	535		548,364
5.25%, 07/15/30		305		317,962
JPMorgan Chase & Co.
0.63%, 01/25/24	EUR	1,105		1,316,286
3.20%, 06/15/26	USD	83		92,130
(3 mo. LIBOR US + 0.70%), 3.21%, 04/01/23^(h)		43		44,681
(3 mo. LIBOR US + 0.73%), 3.56%, 04/23/24^(h)		5		5,362
(3 mo. LIBOR US + 1.00%), 4.02%, 12/05/24^(h)		18		19,752
(3 mo. LIBOR US + 1.12%), 4.01%, 04/23/29^(h)		350		406,066
(3 mo. LIBOR US + 1.16%), 3.70%, 05/06/30^(h)		136		156,086
(3 mo. LIBOR US + 1.25%), 3.96%, 01/29/27^(h)		96		109,333
(3 mo. LIBOR US + 1.33%), 4.45%, 12/05/29^(h)		386		464,086
(3 mo. LIBOR US + 1.34%), 3.78%, 02/01/28^(h)		601		679,754
(3 mo. LIBOR US + 1.38%), 3.54%, 05/01/28^(h)		497		559,820
(Secured Overnight Financing Rate + 1.59%), 2.01%, 03/13/26^(h)		784		811,717
(Secured Overnight Financing Rate + 1.89%), 2.18%, 06/01/28^(h)		1,482		1,546,269
(Secured Overnight Financing Rate + 2.44%), 3.11%, 04/22/51^(h)		108		115,897
(Secured Overnight Financing Rate + 2.46%), 3.11%, 04/22/41^(h)		180		195,253
Juniper Networks, Inc., 4.50%, 03/15/24		122		136,317
KAR Auction Services, Inc., 5.13%, 06/01/25^(a)		22		22,000
KeyCorp., 4.15%, 10/29/25		6		6,900
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of
America LLC, 5.25%, 06/01/26^(a)		34		35,326
Kinder Morgan Energy Partners LP
5.00%, 08/15/42		11		12,216
5.50%, 03/01/44		33		38,945
KLA Corp.
4.65%, 11/01/24		53		60,521
4.10%, 03/15/29		86		103,211
5.00%, 03/15/49		110		146,900
L Brands, Inc., 6.88%, 07/01/25^(a)		20		21,600
L3Harris Technologies, Inc.
3.85%, 12/15/26		216		248,183
4.40%, 06/15/28		382		455,349
Lam Research Corp.
3.75%, 03/15/26		28		32,122
4.00%, 03/15/29		282		337,895
1.90%, 06/15/30		235		243,837
2.88%, 06/15/50		134		138,528


Security	Par (000)		Value

United States (continued)
Level 3 Financing, Inc.
5.38%, 01/15/24	USD	1,048	$	1,053,507
5.25%, 03/15/26		28		29,007
4.25%, 07/01/28^(a)		715		725,954
Lockheed Martin Corp., 4.70%, 05/15/46		67		91,300
Lowe’s Cos., Inc., 5.13%, 04/15/50.		120		165,614
Marriott International, Inc., 4.63%, 06/15/30		81		86,747
Marsh & McLennan Cos., Inc.
1.35%, 09/21/26	EUR	635		784,520
2.25%, 11/15/30	USD	64		66,971
Mastercard, Inc., 3.35%, 03/26/30		53		62,146
Mauser Packaging Solutions Holding Co., 4.75%, 04/15/24	EUR	200		228,015
McDonald’s Corp.
1.00%, 11/15/23		100		121,242
2.63%, 09/01/29	USD	370		401,565
2.13%, 03/01/30		160		166,487
4.45%, 09/01/48		138		171,841
Medtronic Global Holdings SCA
0.01%, 12/02/22	EUR	300		352,229
1.13%, 03/07/27		290		358,477
1.63%, 03/07/31		100		130,572
2.25%, 03/07/39		100		137,148
0.38%, 03/07/23		280		331,602
Metropolitan Life Global Funding I
0.01%, 09/23/22		100		117,383
2.38%, 01/11/23		100		123,733
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.
4.63%, 06/15/25^(a)	USD	70		71,400
4.50%, 09/01/26		21		21,305
5.75%, 02/01/27		28		30,170
MGM Resorts International
5.75%, 06/15/25		30		31,464
4.63%, 09/01/26		20		19,900
MidAmerican Energy Co.
3.65%, 04/15/29		324		386,029
3.65%, 08/01/48		23		27,149
4.25%, 07/15/49		43		55,734
MMS USA Investments, Inc., 0.63%, 06/13/25	EUR	700		825,191
Morgan Stanley
7.25%, 04/01/32	USD	91		136,967
(3 mo. LIBOR US + 1.14%), 3.77%, 01/24/29^(h)		70		79,899
(3 mo. LIBOR US + 1.63%), 4.43%, 01/23/30^(h)		278		332,161
(Secured Overnight Financing Rate + 3.12%), 3.62%, 04/01/31^(h)		980		1,126,000
(Secured Overnight Financing Rate + 4.84%), 5.60%, 03/24/51^(h)		80		120,284
Motorola Solutions, Inc.
4.60%, 05/23/29		478		564,505
2.30%, 11/15/30		49		48,643
5.50%, 09/01/44		20		23,246
MPLX LP, 5.25%, 01/15/25		133		137,559
Nationstar Mortgage Holdings, Inc., 9.13%, 07/15/26^(a)		10		10,725
Navient Corp.
7.25%, 09/25/23		22		22,715
6.75%, 06/25/25		22		22,275
6.75%, 06/15/26		21		20,948
NBCUniversal Media LLC, 6.40%, 04/30/40		2		3,085
Netflix, Inc.
4.38%, 11/15/26		44		47,905


Security	Par (000)		Value

United States (continued)
Netflix, Inc. (continued)
6.38%, 05/15/29	USD	29	$	35,670
NGPL PipeCo LLC, 4.88%, 08/15/27^(a)		438		475,292
Nissan Motor Acceptance Corp., 3.65%, 09/21/21^(a)		45		45,893
Norfolk Southern Corp.
2.90%, 06/15/26		101		111,487
2.55%, 11/01/29		80		87,011
3.40%, 11/01/49		42		46,524
3.05%, 05/15/50		57		60,578
Northern States Power Co.
4.00%, 08/15/45		18		22,557
3.60%, 09/15/47		20		23,743
Northrop Grumman Corp.
2.08%, 10/15/20		44		44,029
2.93%, 01/15/25		560		609,310
4.75%, 06/01/43		16		20,839
Northwest Pipeline LLC, 4.00%, 04/01/27		393		433,347
NRG Energy, Inc.^(a)
3.75%, 06/15/24		20		21,350
4.45%, 06/15/29		40		44,074
5.25%, 06/15/29		17		18,488
NuStar Logistics LP, 5.75%, 10/01/25		200		206,560
NVIDIA Corp., 2.85%, 04/01/30		580		651,634
Ohio Power Co., Series D, 6.60%, 03/01/33		22		31,133
OI European Group BV, 2.88%, 02/15/25	EUR	200		230,452
Oncor Electric Delivery Co. LLC
3.70%, 11/15/28	USD	115		135,246
5.75%, 03/15/29		6		7,889
2.75%, 05/15/30		206		229,941
3.80%, 09/30/47		9		10,931
3.10%, 09/15/49		34		37,367
Oracle Corp.
3.40%, 07/08/24		105		114,917
2.80%, 04/01/27		1,008		1,108,337
3.25%, 11/15/27		716		809,983
3.80%, 11/15/37		45		52,794
3.60%, 04/01/50		100		112,717
Otis Worldwide Corp., 2.29%, 04/05/27		5		5,318
Owens-Brockway Glass Container, Inc., 5.88%, 08/15/23^(a)		27		28,350
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co.Issuer, 5.88%, 10/01/28^(a)		50		49,875
Parker-Hannifin Corp., 2.70%, 06/14/24		30		32,119
PayPal Holdings, Inc.
2.40%, 10/01/24		210		222,505
1.65%, 06/01/25		59		61,107
Penske Truck Leasing Co. LP/PTL Finance Corp.^(a)
3.90%, 02/01/24		4		4,357
4.00%, 07/15/25		80		90,122
Pfizer, Inc., 2.70%, 05/28/50		67		69,985
PG&E Corp., 5.00%, 07/01/28		275		266,750
Philip Morris International, Inc.
1.13%, 05/01/23		72		73,105
2.88%, 03/03/26	EUR	135		180,014
0.13%, 08/03/26		260		301,091
3.13%, 06/03/33		165		236,799
Post Holdings, Inc.^(a)
5.00%, 08/15/26	USD	59		60,475
5.50%, 12/15/29		28		29,960
Priceline Group, Inc., 3.65%, 03/15/25		266		293,567
Procter & Gamble Co., 0.63%, 10/30/24	EUR	150		181,743


Security	Par (000)		Value

United States (continued)
Prologis Euro Finance LLC
0.25%, 09/10/27	EUR	100	$	117,074
1.00%, 02/06/35		100		118,956
1.50%, 09/10/49		100		118,919
Public Service Electric & Gas Co.
3.60%, 12/01/47	USD	24		28,394
2.05%, 08/01/50		35		32,219
Raytheon Technologies Corp.
7.20%, 08/15/27^(a)		6		8,106
7.00%, 11/01/28^(a)		93		127,478
2.25%, 07/01/30		858		907,452
3.13%, 07/01/50		63		67,194
Realty Income Corp.
4.13%, 10/15/26		13		15,043
3.25%, 01/15/31		30		33,199
RELX Capital, Inc., 3.00%, 05/22/30		295		322,563
Republic Services, Inc.
2.30%, 03/01/30		58		61,664
1.45%, 02/15/31		115		113,413
Reynolds American, Inc., 4.45%, 06/12/25		44		49,515
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu, 5.13%, 07/15/23^(a)		367		371,587
Ryder System, Inc.
2.88%, 06/01/22		81		83,929
2.50%, 09/01/24		95		99,844
4.63%, 06/01/25		185		212,590
Sabine Pass Liquefaction LLC
5.63%, 03/01/25		267		305,405
5.88%, 06/30/26		91		107,607
5.00%, 03/15/27		117		131,968
4.20%, 03/15/28		76		82,529
SASOL Financing USA LLC, 5.88%, 03/27/24		249		238,729
Scientific Games International, Inc., 5.00%, 10/15/25^(a).		49		49,245
Select Medical Corp., 6.25%, 08/15/26^(a)		527		548,080
Sempra Energy, (3 mo. LIBOR US + 0.50%), 0.78%, 01/15/21^(b)		134		134,012
Service Properties Trust
5.00%, 08/15/22		409		406,718
7.50%, 09/15/25		55		58,448
SES SA
1.63%, 03/22/26	EUR	1,080		1,311,129
(5 year EUR Swap + 5.40%), 5.63%^(h)(j)		200		247,673
Sherwin-Williams Co. (The), 2.30%, 05/15/30	USD	146		152,466
Sirius XM Radio, Inc., 5.00%, 08/01/27^(a)		55		57,337
Six Flags Entertainment Corp., 4.88%, 07/31/24^(a)		33		31,042
SM Energy Co., 10.00%, 01/15/25^(a)		668		634,600
Southern California Edison Co.
2.90%, 03/01/21		20		20,212
4.20%, 03/01/29		147		168,256
2.25%, 06/01/30		79		79,268
Series 20C, 1.20%, 02/01/26.		175		174,065
Series E, 3.70%, 08/01/25		163		180,680
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 3.36%, 09/20/21^(a).		100		101,120
Standard Industries, Inc., 4.75%, 01/15/28^(a)		23		23,863
Starbucks Corp., 3.50%, 11/15/50.		130		138,421
Steel Dynamics, Inc., 3.25%, 01/15/31		25		26,750
Stericycle, Inc., 5.38%, 07/15/24^(a)		25		25,961
Stryker Corp.
0.25%, 12/03/24	EUR	100		117,831
0.75%, 03/01/29		100		118,434


Security	Par (000)		Value

United States (continued)
Summit Materials LLC/Summit Materials Finance Corp.,
5.25%, 01/15/29^(a)	USD	25	$	26,031
TEGNA, Inc., 4.75%, 03/15/26^(a)		80		81,600
Tenet Healthcare Corp.
4.63%, 09/01/24^(a)		15		15,122
5.13%, 05/01/25		33		33,307
4.88%, 01/01/26^(a)		48		48,872
6.25%, 02/01/27^(a)		35		36,127
4.63%, 06/15/28^(a)		30		30,432
Texas Eastern Transmission LP^(a)
2.80%, 10/15/22		20		20,579
3.50%, 01/15/28		215		232,380
4.15%, 01/15/48		40		42,717
Textron, Inc.
3.88%, 03/01/25		90		98,623
3.90%, 09/17/29		160		179,260
Thermo Fisher Scientific, Inc., 1.88%, 10/01/49	EUR	100		117,966
Time Warner Cable LLC, 5.50%, 09/01/41	USD	87		105,391
T-Mobile USA, Inc.^(a)
3.88%, 04/15/30		776		880,465
2.55%, 02/15/31^(f)		200		206,922
4.50%, 04/15/50		100		119,967
Transcontinental Gas Pipe Line Co. LLC
7.85%, 02/01/26		267		345,686
4.00%, 03/15/28		262		292,550
4.60%, 03/15/48		79		90,332
TransDigm, Inc., 8.00%, 12/15/25^(a)		274		297,975
TRI Pointe Group, Inc., 5.70%, 06/15/28		25		27,375
Union Pacific Corp.
3.25%, 01/15/25		791		870,213
3.75%, 07/15/25		141		160,514
2.97%, 09/16/62^(a)		18		17,666
United Airlines Pass-Through Trust
3.65%, 10/07/26		16		11,969
3.45%, 12/01/27		1		790
Series 16-2, 3.65%, 10/07/25		5		3,560
Series 2014-2, Class B, 4.63%, 09/03/22		10		9,467
Series 2019-2, Class B, 3.50%, 05/01/28		64		46,824
Series AA, 3.10%, 07/07/28		126		123,627
Series AA, 2.88%, 10/07/28		7		6,594
Series AA, 3.50%, 03/01/30		64		60,232
Series AA, 2.70%, 05/01/32		76		71,891
Series B, 4.75%, 04/11/22		3		2,504
United Parcel Service, Inc.
3.40%, 03/15/29		347		400,833
4.45%, 04/01/30		308		385,556
United Rentals North America, Inc.
5.88%, 09/15/26		34		35,828
5.50%, 05/15/27		34		36,083
4.88%, 01/15/28		59		61,950
United Technologies Corp.
7.50%, 09/15/29		101		146,800
4.15%, 05/15/45		25		29,988
UnitedHealth Group, Inc.
2.95%, 10/15/27		76		84,816
3.88%, 12/15/28		429		509,816
2.88%, 08/15/29		339		378,053
4.38%, 03/15/42		10		12,725
4.20%, 01/15/47		22		27,864
2.90%, 05/15/50		77		81,205


Security	Par (000)		Value

United States (continued)
US Bancorp., 0.85%, 06/07/24	EUR	100	$	120,493
Verizon Communications, Inc.
4.13%, 03/16/27	USD	1,436		1,697,786
4.33%, 09/21/28		149		180,662
3.15%, 03/22/30		770		870,123
1.50%, 09/18/30		275		274,079
1.88%, 09/19/30	GBP	270		362,115
4.40%, 11/01/34	USD	128		159,574
4.27%, 01/15/36		64		78,944
2.88%, 01/15/38	EUR	220		318,837
4.81%, 03/15/39	USD	104		136,190
4.00%, 03/22/50		120		147,735
ViacomCBS, Inc., 5.25%, 04/01/44.		32		37,362
VICI Properties LP/VICI Note Co., Inc.^(a)
4.25%, 12/01/26		50		50,233
4.63%, 12/01/29		33		33,578
Virginia Electric & Power Co.
8.88%, 11/15/38		10		18,454
4.00%, 01/15/43		164		200,748
Series C, 2.75%, 03/15/23		87		91,147
Series C, 4.00%, 11/15/46		15		18,559
Vistra Operations Co. LLC^(a)
3.55%, 07/15/24		56		59,656
5.50%, 09/01/26		24		25,050
Walt Disney Co., 2.00%, 09/01/29.		106		109,440
Wells Fargo & Co.
0.50%, 04/26/24	EUR	750		881,265
2.00%, 07/28/25	GBP	475		639,455
3.00%, 04/22/26	USD	26		28,304
2.00%, 04/27/26	EUR	135		169,987
(3 mo. LIBOR US + 1.00%), 2.57%, 02/11/31^(h)	USD	70		73,487
(3 mo. LIBOR US + 1.17%), 3.20%, 06/17/27^(h)		68		74,210
(3 mo. LIBOR US + 1.17%), 2.88%, 10/30/30^(h)		406		436,002
(3 mo. LIBOR US + 1.31%), 3.58%, 05/22/28^(h)		6		6,717
(Secured Overnight Financing Rate + 2.10%), 2.39%, 06/02/28^(h)		690		719,863
(Secured Overnight Financing Rate + 2.53%), 3.07%, 04/30/41^(h)		181		189,344
Wyndham Destinations, Inc., 6.63%, 07/31/26^(a)		170		178,094
Wyndham Hotels & Resorts, Inc., 5.38%, 04/15/26^(a)		11		11,193
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp.^(a)
5.50%, 03/01/25		41		38,694
5.25%, 05/15/27		21		19,530
Yum! Brands, Inc., 4.75%, 01/15/30^(a)		28		30,240

				111,257,154


Total Corporate Bonds — 35.3% (Cost: $219,995,235)				229,348,814


Floating Rate Loan Interests^(d)

Mexico — 0.0%
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 4.00%, 02/17/23		85		75,905


Total Floating Rate Loan Interests — 0.0% (Cost: $85,000)				75,905


Security	Par (000)		Value

Foreign Agency Obligations

Albania — 0.1%
Albania Government International Bond, 3.50%, 06/16/27	EUR	403	$	483,601


Australia — 1.1%
Australia Government Bond
2.00%, 12/21/21	AUD	210		153,858
5.75%, 07/15/22		320		252,041
2.75%, 04/21/24		130		101,546
4.75%, 04/21/27		220		200,811
2.25%, 05/21/28		90		72,279
3.75%, 04/21/37		80		78,614
3.00%, 03/21/47		5,000		4,629,668
1.75%, 06/21/51		1,905		1,370,242

				6,859,059

Austria^(a)— 0.2%
Republic of Austria Government Bond
0.75%, 02/20/28	EUR	556		712,638
1.50%, 02/20/47		222		353,616
0.85%, 06/30/20		47		67,736

				1,133,990

Bahrain — 0.2%
Bahrain Government International Bond
7.38%, 05/14/30	USD	574		629,786
5.63%, 09/30/31		292		284,700
CBB International Sukuk Programme Co. SPC, 6.25%, 11/14/24^(a)		200		214,250

				1,128,736

Belgium^(a)— 0.2%
Belgium Government Bond, 1.60%, 06/22/47	EUR	351		541,713
Kingdom of Belgium Government Bond, 0.80%, 06/22/28		855		1,100,094

				1,641,807

Brazil — 0.0%
Brazil Notas do Tesouro Nacional, 10.00%, 01/01/21	BRL	1,500		272,156


Canada — 0.9%
Canadian Government Bond
0.50%, 09/01/25	CAD	6,290		4,754,523
5.75%, 06/01/33		170		205,384
5.00%, 06/01/37		90		111,049
4.00%, 06/01/41		280		329,506
3.50%, 12/01/45		140		161,922
2.50%, 12/01/48		210		221,051

				5,783,435

China — 8.2%
China Development Bank
3.30%, 02/01/24	CNY	1,400		204,681
2.89%, 06/22/25		13,800		1,970,757
China Government Bond
3.19%, 04/11/24^(f)		1,400		208,514
2.94%, 10/17/24		8,500		1,255,139
2.41%, 06/19/25		79,500		11,451,608
2.85%, 06/04/27		55,200		7,964,574
3.25%, 11/22/28		100		14,780
3.29%, 05/23/29		132,970		19,755,945


Security	Par (000)		Value

China (continued)
China Government Bond (continued)
3.13%, 11/21/29	CNY	7,280	$	1,070,226
2.68%, 05/21/30		61,700		8,742,778
3.86%, 07/22/49^(f)		3,430		506,883

				53,145,885

Colombia — 0.5%
Colombia Government International Bond
8.13%, 05/21/24	USD	100		120,950
4.50%, 03/15/29		500		560,156
3.00%, 01/30/30		200		203,875
4.13%, 05/15/51		200		208,500
Colombian TES
6.25%, 11/26/25	COP	2,101,100		599,717
7.25%, 10/18/34		5,875,900		1,671,753

				3,364,951

Croatia — 0.1%
Croatia Government International Bond, 1.50%, 06/17/31	EUR	595		723,768


Denmark — 0.0%
Denmark Government Bond
1.50%, 11/15/23	DKK	200		33,591
1.75%, 11/15/25		500		88,241
4.50%, 11/15/39		450		134,777

				256,609

Dominican Republic — 0.3%
Dominican Republic International Bond
5.50%, 01/27/25	USD	250		265,625
6.88%, 01/29/26		100		111,313
5.95%, 01/25/27		100		107,281
4.88%, 09/23/32^(a)		150		148,500
6.40%, 06/05/49		673		674,893
5.88%, 01/30/60		574		541,712
5.88%, 01/30/60^(a)		293		276,519

				2,125,843

Egypt — 0.6%
Egypt Government International Bond
5.25%, 10/06/25^(a)(f)		541		541,000
5.63%, 04/16/30	EUR	697		740,074
6.38%, 04/11/31^(a)		1,219		1,329,618
8.50%, 01/31/47^(a)	USD	296		285,640
7.90%, 02/21/48		596		548,693
8.88%, 05/29/50^(a)		784		777,140

				4,222,165

France — 0.2%
France Government Bond OAT
0.25%, 11/25/20	EUR	150		176,049
2.50%, 05/25/30		40		59,776
1.50%, 05/25/31		190		264,407
5.75%, 10/25/32		100		202,430
French Republic Government Bond OAT, 1.50%, 05/25/50^(a)		266		409,580

				1,112,242

Greece — 1.0%
Hellenic Republic Government Bond 3.50%, 01/30/23		9		10,850


Security	Par (000)		Value

Greece (continued)
Hellenic Republic Government Bond (continued)
3.38%, 02/15/25^(a)	EUR	268	$	354,034
1.88%, 07/23/26^(a)		511		645,514
2.00%, 04/22/27^(a)		292		370,854
3.75%, 01/30/28		137		193,878
3.88%, 03/12/29^(a)		1,010		1,469,610
1.50%, 06/18/30^(a)		2,847		3,483,420
3.90%, 01/30/33		12		18,779
4.00%, 01/30/37		10		15,879
4.20%, 01/30/42		39		69,856

				6,632,674

Hungary — 0.1%
Hungary Government International Bond
1.63%, 04/28/32		68		84,286
1.75%, 06/05/35		438		539,210

				623,496

India — 0.5%
India Government Bond, 7.26%, 01/14/29	INR	239,380		3,450,537


Indonesia — 1.1%
Indonesia Government International Bond
2.88%, 07/08/21	EUR	100		119,443
4.75%, 01/08/26	USD	200		232,375
4.10%, 04/24/28		200		227,250
4.75%, 07/18/47		200		243,313
Indonesia Treasury Bond
6.50%, 06/15/25	IDR	7,794,000		538,456
7.00%, 05/15/27		15,127,000		1,034,898
7.00%, 09/15/30		8,849,000		594,691
6.63%, 05/15/33		3,150,000		199,521
7.50%, 06/15/35		8,351,000		564,380
8.38%, 04/15/39		34,114,000		2,438,188
7.38%, 05/15/48		12,947,000		854,052

				7,046,567

Israel — 0.0%
Israel Government International Bond, 3.88%, 07/03/50	USD	225		269,859


Italy — 2.8%
Italy Buoni Poliennali Del Tesoro
1.45%, 09/15/22	EUR	603		729,611
0.95%, 03/01/23		5,204		6,258,683
1.80%, 03/01/41^(a)		2,620		3,217,540
4.75%, 09/01/44^(a)		232		439,698
2.70%, 03/01/47^(a)		485		692,260
3.45%, 03/01/48^(a)		925		1,500,211
3.85%, 09/01/49^(a)		789		1,369,435
2.45%, 09/01/50^(a)		2,685		3,658,134
2.80%, 03/01/67^(a)		120		174,594

				18,040,166

Japan — 3.4%
Japan Government Thirty Year Bond
0.70%, 06/20/48	JPY	259,050		2,547,491
0.40%, 09/20/49		1,800,000		16,234,049
0.40%, 12/20/49		171,000		1,540,516


Security	Par (000)		Value

Japan (continued)
Japanese Government CPI Linked Bond
0.10%, 03/10/28	JPY	79,706	$	754,249
0.10%, 03/10/29		83,064		786,410

				21,862,715

Lithuania — 0.1%
Lithuania Government International Bond, 0.50%, 07/28/50	EUR	445		505,436


Mexico — 0.1%
Mexico Government International Bond
4.15%, 03/28/27	USD	200		222,300
4.75%, 04/27/32		500		566,094

				788,394

Netherlands — 0.1%
Netherlands Government Bond, 2.75%, 01/15/47^(a)	EUR	311		639,669


New Zealand — 0.0%
New Zealand Government Bond
6.00%, 05/15/21	NZD	140		95,946
2.75%, 04/15/25		100		74,314

				170,260

Panama — 0.2%
Banco Latinoamericano de Comercio Exterior SA, 2.38%, 09/14/25^(a)	USD	423		427,230
Panama Government International Bond, 6.70%, 01/26/36		400		580,125

				1,007,355

Paraguay — 0.0%
Paraguay Government International Bond, 4.95%, 04/28/31^(a)		250		288,750


Peru — 0.1%
Peruvian Government International Bond
2.84%, 06/20/30		66		71,775
6.55%, 03/14/37		350		529,484
5.63%, 11/18/50		16		25,525

				626,784

Qatar — 0.2%
Qatar Government International Bond
4.50%, 04/23/28		400		477,500
6.40%, 01/20/40		200		309,000
4.40%, 04/16/50^(a)		215		277,081

				1,063,581

Romania — 0.4%
Romanian Government International Bond
2.75%, 02/26/26	EUR	224		281,341
2.88%, 03/11/29		60		76,458
3.62%, 05/26/30		936		1,240,077
3.00%, 02/14/31^(a)	USD	122		125,203
2.00%, 01/28/32	EUR	235		271,479
6.13%, 01/22/44^(a)	USD	200		270,625


Security	Par (000)		Value

Romania (continued)
Romanian Government International Bond (continued)
3.38%, 01/28/50	EUR	30	$	35,833
4.00%, 02/14/51	USD	54		55,569

				2,356,585

Russia — 1.0%
Russian Federal Bond - OFZ , 6.90%, 05/23/29	RUB	111,650		1,514,017
Russian Federal Bond - OFZ
8.15%, 02/03/27		96,263		1,395,984
6.00%, 10/06/27		54,270		702,252
8.50%, 09/17/31		134,485		2,034,193
Russian Foreign Bond - Eurobond
4.25%, 06/23/27	USD	200		225,000
5.25%, 06/23/47		400		530,000

				6,401,446

Saudi Arabia — 0.1%
Saudi Government International Bond, 4.63%, 10/04/47.		300		366,750


South Africa — 0.0%
Republic of South Africa Government International Bond, 5.88%, 05/30/22		100		105,375


Spain^(a)— 1.6%
Spain Government Bond
0.50%, 04/30/30	EUR	4,400		5,310,901
1.25%, 10/31/30		431		555,440
2.70%, 10/31/48		1,765		2,921,434
1.00%, 10/31/50		1,420		1,637,446

				10,425,221

Sweden — 0.0%
Sweden Government Bond
1.00%, 11/12/26	SEK	960		115,452
3.50%, 03/30/39		250		43,922

				159,374

Ukraine — 0.8%
Ukraine Government International Bond
7.75%, 09/01/25^(a)	USD	250		250,000
7.75%, 09/01/25		200		200,000
6.75%, 06/20/26	EUR	527		600,310
9.75%, 11/01/28	USD	2,747		2,965,043
7.38%, 09/25/32		1,299		1,220,248

				5,235,601

United Kingdom — 1.0%
United Kingdom Gilt
1.75%, 09/07/22	GBP	200		266,955
0.75%, 07/22/23		1,826		2,411,085
1.75%, 09/07/37		60		91,356
4.75%, 12/07/38		30		66,309
3.25%, 01/22/44		165		326,460
3.50%, 01/22/45		700		1,452,661
1.50%, 07/22/47		1,040		1,579,787

				6,194,613


Security	Par (000)		Value

Uruguay — 0.0%
Uruguay Government International Bond, 4.38%, 10/27/27	USD	150	$	173,250


Total Foreign Agency Obligations — 27.2% (Cost: $168,519,248)				176,688,705


	Shares

Investment Companies

United States — 5.8%
Consumer Discretionary Select Sector SPDR Fund		1,990		292,490
Financial Select Sector SPDR Fund.		15,935		383,556
Industrial Select Sector SPDR Fund.		6,585		506,913
iShares iBoxx $ High Yield Corporate Bond ETF^(m)		344,324		28,888,784
iShares iBoxx $ Investment Grade Corporate Bond ETF^(m)		17,999		2,424,645
iShares JP Morgan USD Emerging Markets Bond ETF^(m)		17,451		1,935,141
iShares MSCI Brazil ETF^(m)		8,763		242,385
iShares MSCI Emerging Markets ETF^(m)		19,721		869,499
iShares Nasdaq Biotechnology ETF^(m)		739		100,068
iShares Russell 2000 ETF^(m)		8,500		1,273,215
iShares S&P 500 Value ETF^(m)		2,805		315,422
VanEck Vectors Semiconductor ETF		732		127,514


Total Investment Companies — 5.8% (Cost: $37,037,563)				37,359,632


	Par (000)

Municipal Bonds

California — 0.0%
California Pollution Control Financing Authority, RB, AMT, 5.00%, 11/21/45^(a)	USD	180		184,434


Total Municipal Bonds — 0.0% (Cost: $154,555)				184,434


Non-Agency Mortgage-Backed Securities

Cayman Islands — 0.0%
GPMT Ltd., Series 2018-FL1, Class A, (1 mo. LIBOR US + 0.90%), 1.06%, 11/21/35^(a)(b)		40		39,677


United States — 3.1%
Atrium Hotel Portfolio Trust^(a)(b)
Series 2017-ATRM, Class D, (1 mo. LIBOR US + 1.95%), 2.10%, 12/15/36		200		168,292
Series 2017-ATRM, Class E, (1 mo. LIBOR US + 3.05%), 3.20%, 12/15/36		150		122,307
BAMLL Commercial Mortgage Securities Trust,
Series 2017-SCH, Class DL, (1 mo. LIBOR US + 2.00%), 2.15%, 11/15/32^(a)(b)		150		122,665
BBCMS Mortgage Trust
Series 2017-C1, Class AS, 3.90%, 02/15/50		1,200		1,356,563


Security	Par (000)		Value

United States (continued)
BBCMS Mortgage Trust (continued)
Series 2018-TALL, Class D, (1 mo. LIBOR US + 1.45%), 1.60%, 03/15/37^(a)(b)	USD	500	$	468,791
BX Commercial Mortgage Trust^(a)(b)
Series 2018-IND, Class B, (1 mo. LIBOR US + 0.90%), 1.05%, 11/15/35		700		696,923
Series 2018-IND, Class C, (1 mo. LIBOR US + 1.10%), 1.25%, 11/15/35		700		697,377
BXP Trust^(a)(c)
Series 2017-CC, Class D, 3.55%, 08/13/37		110		109,498
Series 2017-CC, Class E, 3.55%, 08/13/37		220		204,495
Citigroup Commercial Mortgage Trust
Series 2015-P1, Class A5, 3.72%, 09/15/48		375		418,390
Series 2016-GC36, Class A5, 3.62%, 02/10/49		375		420,435
Series 2019-PRM, Class C, 3.90%, 05/10/36^(a)		1,000		1,043,565
COMM Mortgage Trust
Series 2014-CR21, Class A3, 3.53%, 12/10/47		347		375,736
Series 2015-LC19, Class A4, 3.18%, 02/10/48		500		542,086
Series 2016-DC2, Class B, 4.64%, 02/10/49^(c)		100		104,626
Series 2016-DC2, Class C, 4.64%, 02/10/49^(c)		100		96,360
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49.		375		408,363
DBUBS Mortgage Trust^(a)(c)
Series 2017-BRBK, Class E, 3.53%, 10/10/34		400		405,211
Series 2017-BRBK, Class F, 3.53%, 10/10/34		240		238,234
GS Mortgage Securities Corp. Trust^(a)(b)
Series 2017-500K, Class D, (1 mo. LIBOR US + 1.30%), 1.55%, 07/15/32		90		89,334
Series 2017-500K, Class E, (1 mo. LIBOR US + 1.50%), 1.75%, 07/15/32		120		118,791
Series 2017-500K, Class F, (1 mo. LIBOR US + 1.80%), 2.15%, 07/15/32		90		88,872
Series 2017-500K, Class G, (1 mo. LIBOR US + 2.50%), 2.85%, 07/15/32		40		39,431
GS Mortgage Securities Trust^(a)
Series 2017-GS7, Class D, 3.00%, 08/10/50		225		181,333
Series 2017-GS7, Class E, 3.00%, 08/10/50		180		131,977
JP Morgan Chase Commercial Mortgage Securities Corp., Series 2018-AON, Class A, 4.13%, 07/05/31^(a)		1,200		1,277,034
JP Morgan Chase Commercial Mortgage Securities Trust , Series 2013-C16, Class B, 5.13%, 12/15/46^(c).		1,000		1,077,642
JPMDB Commercial Mortgage Securities Trust
Class A5, 3.69%, 03/15/50		1,200		1,369,311
Series 2017-C7, Class A5, 3.41%, 10/15/50		1,113		1,260,983
LCCM Mortgage Trust, Series 2014-909, Class A, 3.39%, 05/15/31^(a)		1,000		1,003,774
MAD Mortgage Trust^(a)(c)
Series 2017-330M, Class D, 3.98%, 08/15/34		110		111,745
Series 2017-330M, Class E, 4.03%, 08/15/34		130		129,238
MFT Trust^(a)(c)
Series 2020-ABC, Class C, 3.48%, 02/10/42		100		96,002
Series 2020-ABC, Class D, 3.48%, 02/10/42		105		96,584
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2014-C16, Class A5, 3.89%, 06/15/47		375		407,984
Series 2015-C25, Class A5, 3.64%, 10/15/48		400		441,476
Morgan Stanley Capital I Trust, Series 2019-L2, Class A4, 4.07%, 03/15/52		589		694,710
Olympic Tower Mortgage Trust^(a)(c) Series 2017-OT, Class D, 3.95%, 05/10/39		130		123,449


Security	Par (000)		Value

United States (continued)
Olympic Tower Mortgage Trust^(a)(c)(continued)
Series 2017-OT, Class E, 3.95%, 05/10/39	USD	160	$	137,726
Park Avenue Mortgage Trust, Series 2017-280P, Class E, (1 mo. LIBOR US + 2.12%), 2.27%, 09/15/34^(a)(b)		350		336,830
Park Avenue Trust, Series 2017-245P, Class E, 3.66%, 06/05/37^(a)(c)		250		237,842
Velocity Commercial Capital Loan Trust 2020-1, Series 2020-1, Class M3, 3.19%, 02/25/50^(a)(c)		100		93,336
VNDO Mortgage Trust, Series 2012-6AVE, Class C, 3.34%, 11/15/30^(a)(c)		1,000		1,025,077
Wells Fargo Commercial Mortgage Trust
Series 2016-NXS5, Class B, 4.96%, 01/15/59^(c)		1,400		1,588,473
Series 2018-BXI, Class E, (1 mo. LIBOR US + 2.16%), 2.31%, 12/15/36^(a)(b)		86		84,407

				20,243,278


Total Non-Agency Mortgage-Backed Securities — 3.1% (Cost: $19,377,974)				20,282,955


Preferred Securities

Capital Trusts — 0.8%

Austria^(h)(j)— 0.1%
Erste Group Bank AG
5.13%	EUR	200		234,924
8.88%		200		250,216

				485,140

Belgium — 0.0%
Solvay Finance SA, 5.43%^(h)(j)		200		254,603


France^(h)(j)— 0.1%
Credit Agricole SA, 6.50%		200		239,731
Electricite de France SA, 5.38%		200		257,161
Engie SA, 3.25%.		100		125,452

				622,344

Germany^(h)— 0.1%
Bayer AG, 2.38%, 11/12/79		100		115,256
RWE AG, 2.75%, 04/21/75		200		234,490
Volkswagen International Finance NV, 2.70%^(j)		100		116,826

				466,572

Italy — 0.0%
UniCredit SpA, 6.75%^(h)(j)		200		234,675


Mexico — 0.0%
BBVA Bancomer SA, 5.13%^(h)	USD	229		219,697


Spain^(h)(j)— 0.1%
Naturgy Finance BV, 4.13%	EUR	100		121,349
Repsol International Finance BV, 3.75%		200		235,671
Telefonica Europe BV
3.75%		100		119,004
4.38%		200		246,908

				722,932
Switzerland^(a)(h)(j)— 0.1%
Credit Suisse Group AG, 6.25%	USD	200		214,228
UBS Group AG, 7.00%		225		240,187

				454,415


Security	Par (000)		Value

United Kingdom^(h)— 0.2%
BP Capital Markets PLC, 3.25%^(j)	EUR	930	$	1,119,672
Vodafone Group PLC, 3.10%, 01/03/79		200		238,301

				1,357,973

United States — 0.1%
Bank of America Corp., Series DD, 6.30%^(h)(j)	USD	20		22,602
Belden, Inc., 4.13%, 10/15/26	EUR	200		238,007
Capital One Financial Corp., Series E, 4.05%^(h)(j)	USD	25		22,098
Energy Transfer Partners LP, Series A, 6.25%^(h)(j)		80		52,200
JPMorgan Chase & Co.^(h)(j)
Series HH, 4.60%		17		16,660
Series Q, 5.15%.		30		30,150
Series Z, 4.05%		25		24,656
Morgan Stanley, Series J, 4.05%^(h)(j)		21		20,537
NBCUniversal Enterprise, Inc., 5.25%^(a)(j)		100		101,000

				527,910

				5,346,261


	Shares

Preferred Stocks — 0.1%

United States — 0.1%
Cash Mandatory Exchangeable Trust, 5.25%, 06/01/23^(a)		290		311,976
Federal Home Loan Mortgage Corp.^(c)(j)
Series S, 8.25%		1,900		16,872
Series Z, 8.38%		1,900		16,910
Morgan Stanley, Series E, 7.13%^(h)(j)		221		6,100


Total Preferred Securities — 0.9% (Cost: $5,733,370)				5,698,119


	Par (000)

U.S. Government Sponsored Agency Securities

Mortgage-Backed Securities — 13.1%
Fannie Mae Mortgage-Backed Securities
3.00%, 08/01/35 - 09/01/50	USD	3,548		3,839,442
6.50%, 11/01/38		14		16,985
6.00%, 07/01/39		47		54,106
4.00%, 01/01/41 - 09/01/50		226		250,110
4.50%, 07/01/48 - 01/01/50		1,500		1,619,848
3.50%, 08/01/50		2,172		2,381,441
Freddie Mac Mortgage-Backed Securities
2.50%, 01/01/29 - 04/01/31		156		166,604
3.50%, 04/01/31 - 01/01/48		744		815,984
5.00%, 05/01/38 - 05/01/39		48		55,262
5.50%, 01/01/39		33		38,608
4.00%, 08/01/40 - 02/01/47		393		435,118
4.50%, 09/01/40 - 12/01/48		341		379,151
3.00%, 12/01/42 - 08/01/50		2,274		2,439,651
Ginnie Mae Mortgage-Backed Securities⁽ⁿ⁾
4.00%, 10/20/40 - 10/21/50		2,263		2,410,444
3.50%, 01/15/42 - 10/21/50		6,751		7,140,422
5.00%, 10/20/44 - 10/21/50		333		364,306
3.00%, 02/15/45 - 11/19/50		11,112		11,679,369
4.50%, 03/15/47 - 10/21/50		1,147		1,235,968
2.50%, 10/01/50 - 10/21/50		3,114		3,268,105


Security	Par (000)		Value

Mortgage-Backed Securities (continued)
Ginnie Mae Mortgage-Backed Securities⁽ⁿ⁾(continued)
2.00%, 10/21/50	USD	122	$	126,747
Uniform Mortgage-Backed Securities
2.50%, 09/01/27 - 11/12/50⁽ⁿ⁾		11,303		11,852,644
3.00%, 07/01/29 - 10/14/50⁽ⁿ⁾		10,863		11,467,950
3.50%, 07/01/29 - 10/14/50⁽ⁿ⁾		7,110		7,624,079
2.00%, 10/01/31 - 10/14/50⁽ⁿ⁾		3,664		3,797,815
4.00%, 09/01/33 - 10/14/50⁽ⁿ⁾		8,609		9,275,123
5.00%, 09/01/35 - 10/14/50⁽ⁿ⁾		228		258,267
5.50%, 12/01/38		118		139,111
4.50%, 12/01/45 - 10/14/50⁽ⁿ⁾		1,784		1,955,250


Total U.S. Government Sponsored Agency Securities — 13.1% (Cost: $84,190,221)				85,087,910


U.S. Treasury Obligations
Treasury Inflation Protected Security
0.50%, 04/15/24		5,201		5,522,255
0.13%, 10/15/24^(l)		3,552		3,770,524
U.S. Treasury Bonds
1.13%, 05/15/40		2,227		2,196,425
2.25%, 08/15/49		600		715,617
2.38%, 11/15/49		1,200		1,469,344
U.S. Treasury Inflation Indexed Bonds
0.38%, 01/15/27		1,609		1,770,217
0.50%, 01/15/28		315		353,681
U.S. Treasury Inflation Indexed Note, 0.13%, 01/15/30		3,802		4,202,677
U.S. Treasury Inflation Protected Security, 0.13%, 04/15/25		15,901		16,923,543
U.S. Treasury Notes
1.75%, 11/30/21 - 11/15/29.		3,255		3,585,045
1.88%, 02/28/22		500		512,324
0.63%, 05/15/30		1,755		1,749,790


Total U.S. Treasury Obligations — 6.6% (Cost: $41,034,227)				42,771,442


	Shares

Warrants

Venezuela — 0.0%
Venezuela Government International Bond		3,000		3,000


Total Warrants — 0.0% (Cost: $ — )				3,000


Total Long-Term Investments — 96.4% (Cost: $604,103,254)				625,677,409


Security	Shares		Value

Short-Term Securities

Money Market Funds — 4.8%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.02%^(m)(o)		30,931,873	$	30,931,873


Total Short-Term Securities — 4.8% (Cost: $30,931,873)				30,931,873


Options Purchased — 0.6% (Cost: $6,442,259)				4,293,709


Total Investments Before TBA Sale Commitments and Options Written — 101.8% (Cost: $641,477,386)				660,902,991


	Par (000)

TBA Sale Commitments

United States — (3.5)%
Ginnie Mae Mortgage-Backed Securities⁽ⁿ⁾
2.50%, 10/21/50	USD	1,200		(1,260,234	)
3.00%, 10/21/50		4,858		(5,086,573	)
3.50%, 10/21/50		2,159		(2,265,516	)
Uniform Mortgage-Backed Securities⁽ⁿ⁾
2.50%, 10/14/50		7,033		(7,377,232	)
3.00%, 10/14/50		3,711		(3,885,816	)
4.00%, 10/14/50		2,528		(2,696,221	)


Total TBA Sale Commitments — (3.5)% (Proceeds: $(22,617,057))				(22,571,592	)


Options Written — (0.4)% (Premiums Received: $(4,259,329))				(2,988,607	)


Total Investments, Net of TBA Sale Commitments and Options Written — 97.9% (Cost: $614,601,000)				635,342,792

Other Assets Less Liabilities — 2.1%				13,894,293


Net Assets — 100.0%			$	649,237,085

(a)

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.

(b)

Variable rate security. Rate shown is the rate in effect as of period end.

(c)

Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

(d)

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

(e)

Non-income producing security.

(f)

When-issued security.

(g)

Issuer filed for bankruptcy and/or is in default.

(h)

Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end.

(i)

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

(j)

Perpetual security with no stated maturity date.

(k)

Zero-coupon bond.

(l)

All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements.

(m)

Affiliate of the Fund.

(n)

Represents or includes a TBA transaction.

(o)

Annualized 7-day yield as of period end.

Investments in issuers considered to be affiliate(s) of the Fund during the period ended September 30, 2020, for purposes of Section 2(a)(3) of the Investment CompanyAct of 1940, as amended, were as follows:

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

The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety. Investments classified within Level 3 have significant unobservable inputs used by the Global Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies or funds. There may not be a secondary market, and/or there are 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. For information about the Fund’s policy regarding valuation of financial instruments, refer to its most recent financial statements.

The following tables summarize the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy. The breakdown of the Fund’s investments into major categories is disclosed in the Consolidated Schedule of Investments above.

The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount or face value, including accrued interest, for financial statement purposes. As of period end, reverse repurchase agreements of $2,031,546 are categorized as Level 2 within the disclosure hierarchy.


Currency Abbreviation (continued)

CNY		Chinese Yuan

COP		Colombian Peso

CZK		Czech Koruna

DKK		Danish Krone

EUR		Euro

GBP		British Pound

HKD		Hong Kong Dollar

HUF		Hungarian Forint

IDR		Indonesian Rupiah

INR		Indian Rupee

JPY		Japanese Yen

KRW		South Korean Won

MXN		Mexican Peso

MYR		Malaysian Ringgit

NOK		Norwegian Krone

NZD		New Zealand Dollar

PLN		Polish Zloty

RUB		New Russian Ruble

SEK		Swedish Krona

SGD		Singapore Dollar

THB		Thai Baht

TRY		Turkish Lira

TWD		New Taiwan Dollar

USD		United States Dollar

ZAR		South African Rand


Portfolio Abbreviation

ADR		American Depositary Receipt

AMT		Alternative Minimum Tax

BZDIOVER		Overnight Brazil CETIP — Interbank Rate

CLO		Collateralized Loan Obligation

CMT		Constant Maturity Treasury

CPI		Consumer Price Index

CR		Custodian Receipt

DAC		Designated Activity Company

ETF		Exchange-Traded Fund

EURIBOR		Euro Interbank Offered Rate

GMTN		Global Medium-Term Note

GOL		General Obligation Ltd.

LIBOR		London Interbank Offered Rate

MSCI		Morgan Stanley Capital International

MXIBOR		Mexico Interbank Offered Rate


Affiliated Issuer	Value at 12/31/19		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)			Change in Unrealized Appreciation (Depreciation)			Value at 09/30/20		Shares Held at 09/30/20		Income		Capital Gain Distributions from Underlying Funds
iShares S&P 500 Value E	$	364,902	$	—	$	—		$	—		$	(49,480	)	$	315,422		2,805	$	6,304	$	—
iShares U.S. Preferred Stock ETF^(b)		—		419,640		(353,291	)		(66,349	)		—			—		—		1,764		—

								$	(320,594	)	$	128,890		$	66,981,032			$	266,458	$	—


Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)
Long Contracts
Euro BTP		87		12/08/20	$	15,054	$	155,014
Euro OAT Futures		102		12/08/20		20,157		131,459
German Euro Schatz Futures		32		12/08/20		4,213		1,098
10-Year Japan Bond		1		12/14/20		1,442		1,893
90-Day Euro-Dollar.		60		12/14/20		14,963		58,042
10-Year Korea T-Bond.		44		12/15/20		5,008		44,583
10-Year Canada Bond		57		12/18/20		6,499		(4,374	)
FTSE/MIB Index		3		12/18/20		334		(13,619	)
10-Year U.S. Treasury Note.		135		12/21/20		18,837		(19,113	)
10-Year U.S. Ultra Note		81		12/21/20		12,954		225
U.S. Long Treasury Bond		52		12/21/20		9,167		1,741
U.S. Ultra Treasury Bond		39		12/21/20		8,651		(66,393	)
Long Gilt.		93		12/29/20		16,334		3,446
2-Year U.S. Treasury Note		131		12/31/20		28,946		15,477

							309,479

Short Contracts
Euro Bund		9		12/08/20		1,842		2,862
Euro Buxl Futures		8		12/08/20		2,089		(37,973	)
EURO-BOBL Future.		286		12/08/20		45,325		(27,286	)
Short Term Euro BTP.		45		12/08/20		5,976		(7,609	)
10-Year Australian T-Bond		4		12/15/20		428		(2,815	)
3-Year Korea T-Bond		153		12/15/20		14,663		(47,751	)
DAX Index		4		12/18/20		1,498		14,984
Euro Stoxx 50 Index.		16		12/18/20		599		(8,549	)
MSCI Emerging Markets E-Mini Index		4		12/18/20		218		2,169
NASDAQ 100 E-Mini Index		11		12/18/20		2,510		(86,618	)
Russell 2000 E-Mini Index		19		12/18/20		1,429		(14,397	)
S&P 500 E-Mini Index		154		12/18/20		25,810		(164,435	)
5-Year U.S. Treasury Note		562		12/31/20		70,830		(55,502	)


Description	Number of Contracts		Expiration Date		Notional Amount (000)		(Value/ Unrealized Appreciation Depreciation)
Short Contracts (continued)
90-Day Euro-Dollar.		60		03/15/21	$	14,971	$	(95,518	)
90-Day Euro-Dollar.		65		09/13/21		16,219		(480,242	)

								(1,008,680	)

							$	(699,201	)


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
BRL	3,891,500	USD	689,897	Barclays Bank PLC		10/02/20	$	3,047
BRL	4,415,670	USD	782,823	Barclays Bank PLC		10/02/20		3,457
BRL	4,939,323	USD	875,658	BNP Paribas S.A.		10/02/20		3,867
BRL	1,969,905	USD	349,231	Citibank N.A.		10/02/20		1,542
BRL	2,066,854	USD	368,000	Citibank N.A.		10/02/20		36
BRL	3,031,488	USD	537,431	Citibank N.A.		10/02/20		2,373
BRL	3,031,488	USD	537,431	Citibank N.A.		10/02/20		2,373
BRL	3,947,003	USD	699,736	Citibank N.A.		10/02/20		3,090
BRL	3,947,003	USD	699,736	Citibank N.A.		10/02/20		3,090
BRL	4,927,461	USD	873,555	Citibank N.A.		10/02/20		3,858
BRL	5,050,656	USD	895,395	Citibank N.A.		10/02/20		3,954
BRL	8,087,688	USD	1,440,000	Citibank N.A.		10/02/20		141
BRL	14,934,141	USD	2,659,000	Citibank N.A.		10/02/20		260
USD	724,000	BRL	3,891,500	Barclays Bank PLC		10/02/20		31,057
USD	815,000	BRL	4,415,670	Barclays Bank PLC		10/02/20		28,720
USD	921,000	BRL	4,939,323	BNP Paribas S.A.		10/02/20		41,475
USD	365,000	BRL	1,969,905	Citibank N.A.		10/02/20		14,227
USD	554,000	BRL	3,031,488	Citibank N.A.		10/02/20		14,196
USD	554,000	BRL	3,031,488	Citibank N.A.		10/02/20		14,196
USD	737,000	BRL	3,947,003	Citibank N.A.		10/02/20		34,173
USD	737,000	BRL	3,947,003	Citibank N.A.		10/02/20		34,173
USD	913,000	BRL	4,927,461	Citibank N.A.		10/02/20		35,587
USD	923,000	BRL	5,050,656	Citibank N.A.		10/02/20		23,651
KRW	1,703,920,000	USD	1,444,000	Bank of America N.A.		10/06/20		12,965
KRW	1,703,920,000	USD	1,444,000	Bank of America N.A.		10/06/20		12,965
USD	1,456,964	KRW	1,703,920,000	Bank of America N.A.		10/06/20		—
USD	1,456,964	KRW	1,703,920,000	Bank of America N.A.		10/06/20		—
AUD	1,049,000	USD	738,681	Barclays Bank PLC		10/14/20		12,684
AUD	1,049,000	USD	738,681	Barclays Bank PLC		10/14/20		12,684
CLP	718,759,250	USD	913,000	Citibank N.A.		10/14/20		2,665
EUR	785,000	USD	917,610	Bank of America N.A.		10/14/20		2,991
EUR	785,000	USD	918,088	Deutsche Bank AG		10/14/20		2,513
JPY	71,494,461	AUD	922,000	Bank of America N.A.		10/14/20		17,586
JPY	151,557,402	AUD	1,954,500	Bank of America N.A.		10/14/20		37,280
JPY	85,399,784	USD	802,900	HSBC Bank USA N.A.		10/14/20		6,950
JPY	85,399,784	USD	802,900	HSBC Bank USA N.A.		10/14/20		6,950
KRW	1,718,328,150	USD	1,473,000	JPMorgan Chase Bank N.A.		10/14/20		694
KRW	1,718,328,150	USD	1,473,000	JPMorgan Chase Bank N.A.		10/14/20		694
MXN	16,382,004	USD	739,000	Barclays Bank PLC		10/14/20		841
RUB	45,186,780	USD	573,000	BNP Paribas S.A.		10/14/20		7,970
RUB	45,186,780	USD	573,000	BNP Paribas S.A.		10/14/20		7,970
USD	1,024,194	AUD	1,393,000	BNP Paribas S.A.		10/14/20		26,433
USD	913,000	CLP	701,412,250	Citibank N.A.		10/14/20		19,434
USD	727,000	COP	2,664,455,000	Citibank N.A.		10/14/20		31,198
USD	913,000	COP	3,400,012,000	JPMorgan Chase Bank N.A.		10/14/20		25,113
USD	913,520	EUR	774,000	HSBC Bank USA N.A.		10/14/20		5,819
USD	1,279,400	EUR	1,084,000	HSBC Bank USA N.A.		10/14/20		8,149
USD	432,383	EUR	365,000	JPMorgan Chase Bank N.A.		10/14/20		4,333


Currency Purchased		Currency Sold		Counterparty	Settlement Date		Unrealized Appreciation (Depreciation)
USD	1,009,422	EUR	850,000	Morgan Stanley & Co. International PLC		10/14/20	$	12,592
USD	332,134	EUR	280,000	UBS AG		10/14/20		3,767
USD	337,824	EUR	285,000	UBS AG		10/14/20		3,593
USD	913,000	HUF	279,304,960	Bank of America N.A.		10/14/20		12,228
USD	913,000	HUF	279,304,960	Bank of America N.A.		10/14/20		12,228
USD	923,000	JPY	96,498,173	UBS AG		10/14/20		7,903
USD	920,000	KRW	1,071,156,000	Barclays Bank PLC		10/14/20		1,342
USD	920,000	KRW	1,071,156,000	Barclays Bank PLC		10/14/20		1,342
USD	70,000	MXN	1,506,267	Citibank N.A.		10/14/20		1,974
USD	70,000	MXN	1,506,267	Citibank N.A.		10/14/20		1,974
USD	329,205	MXN	7,284,746	Citibank N.A.		10/14/20		213
USD	918,000	MXN	19,390,547	Citibank N.A.		10/14/20		42,288
USD	918,000	MXN	19,390,547	Citibank N.A.		10/14/20		42,288
USD	860,000	MXN	18,482,260	Deutsche Bank AG		10/14/20		25,308
USD	860,000	MXN	18,482,260	Deutsche Bank AG		10/14/20		25,308
USD	430,000	MXN	9,248,380	HSBC Bank USA N.A.		10/14/20		12,326
USD	430,000	MXN	9,248,380	HSBC Bank USA N.A.		10/14/20		12,326
USD	486,000	MXN	10,459,935	HSBC Bank USA N.A.		10/14/20		13,610
USD	486,000	MXN	10,459,935	HSBC Bank USA N.A.		10/14/20		13,610
USD	1,843,000	MXN	39,024,051	HSBC Bank USA N.A.		10/14/20		80,603
USD	595,795	MXN	13,192,350	UBS AG		10/14/20		5
USD	730,000	PLN	2,759,181	Bank of America N.A.		10/14/20		16,168
USD	730,000	PLN	2,759,181	Bank of America N.A.		10/14/20		16,168
USD	554,000	RUB	42,308,980	Bank of America N.A.		10/14/20		10,030
USD	554,000	RUB	42,308,980	Bank of America N.A.		10/14/20		10,030
USD	155,000	RUB	11,742,025	Citibank N.A.		10/14/20		4,032
USD	178,000	RUB	13,506,551	Citibank N.A.		10/14/20		4,345
USD	1,666,000	RUB	126,207,830	Citibank N.A.		10/14/20		43,336
USD	1,682,000	RUB	127,629,319	Citibank N.A.		10/14/20		41,060
USD	551,000	ZAR	9,044,500	BNP Paribas S.A.		10/14/20		11,823
USD	918,000	ZAR	15,068,695	BNP Paribas S.A.		10/14/20		19,698
ZAR	9,432,023	USD	553,000	BNP Paribas S.A.		10/14/20		9,279
ZAR	9,432,023	USD	553,000	BNP Paribas S.A.		10/14/20		9,279
ZAR	10,744,430	USD	634,796	BNP Paribas S.A.		10/14/20		5,720
ZAR	15,324,066	USD	913,000	BNP Paribas S.A.		10/14/20		526
ZAR	9,733,666	USD	573,000	Citibank N.A.		10/14/20		7,261
ZAR	9,733,666	USD	573,000	Citibank N.A.		10/14/20		7,261
USD	559,000	BRL	3,092,220	BNP Paribas S.A.		11/04/20		8,836
USD	759,000	BRL	4,198,560	BNP Paribas S.A.		11/04/20		11,997
USD	2,509,046	COP	9,304,673,290	Barclays Bank PLC		12/04/20		85,759
USD	670,718	EUR	563,000	Bank of America N.A.		12/04/20		9,756
USD	1,396,757	EUR	1,172,436	Bank of America N.A.		12/04/20		20,316
USD	501,357	MXN	10,751,405	Deutsche Bank AG		12/04/20		18,630
USD	10,052,812	RUB	760,962,713	Citibank N.A.		12/04/20		315,201
CNH	7,805,000	USD	1,135,405	HSBC Bank USA N.A.		12/16/20		9,988
CNH	40,904,640	USD	6,000,000	Natwest Markets PLC		12/16/20		2,803
CNY	11,402	AUD	2,278	State Street Bank and Trust Co.		12/16/20		42
CNY	34,679	JPY	534,673	State Street Bank and Trust Co.		12/16/20		15
CNY	31,287,458	USD	4,550,000	State Street Bank and Trust Co.		12/16/20		42,299
EUR	1,843,672	AUD	3,004,085	Westpac Banking Corp.		12/16/20		13,149
EUR	120,000	USD	140,462	Barclays Bank PLC		12/16/20		469
EUR	1,972,846	USD	2,310,249	Barclays Bank PLC		12/16/20		6,713
EUR	290,000	USD	340,189	BNP Paribas S.A.		12/16/20		395
EUR	390,000	USD	457,417	BNP Paribas S.A.		12/16/20		609
EUR	150,000	USD	175,063	Deutsche Bank AG		12/16/20		1,101
GBP	889,422	EUR	970,000	BNP Paribas S.A.		12/16/20		9,014
GBP	890,302	EUR	960,000	BNP Paribas S.A.		12/16/20		21,894
GBP	895,897	EUR	970,000	BNP Paribas S.A.		12/16/20		17,372
GBP	5,858,992	EUR	6,322,998	State Street Bank and Trust Co.		12/16/20		137,822
IDR	11,327,129,000	USD	745,000	Barclays Bank PLC		12/16/20		10,650
IDR	16,620,000,000	USD	1,107,631	JPMorgan Chase Bank N.A.		12/16/20		1,115
INR	33,500,000	USD	450,647	Deutsche Bank AG		12/16/20		1,356


Description	Type of Option	Counterparty	Number of Contracts		Expiration Date		Exercise Price		Barrier Price/Range		Notional Amount (000)		Value
Call (continued)
USD Currency	One-touch	HSBC Bank USA N.A.		—		10/08/20	BRL	4.90	BRL	4.9	USD	107	$	10
EUR Currency	Up-and-out	BANK OF AMERICA, N.A.		—		10/09/20	USD	1.18	USD	1.23	EUR	5,590		6,285
AUD Currency	One-touch	Bank of America N.A.		—		10/12/20	JPY	71.00	JPY	71	AUD	392		3,757
EUR Currency	One-touch	Bank of America N.A.		—		10/13/20	AUD	1.70	AUD	1.7	EUR	186		4,806
USD Currency	One-touch	Deutsche Bank AG		—		10/13/20	BRL	4.90	BRL	4.9	USD	107		128
Euro Stoxx 50 Index	One-touch	Goldman Sachs International		123,231		10/16/20	USD	3,562.75	USD	1.1639		123		407
EUR Currency	One-touch	Morgan Stanley & Co. International PLC		—		10/29/20	USD	1.22	USD	1.218	EUR	212		6,185
USD Currency	Down-and-in	Bank of America N.A.		—		10/30/20	ZAR	16.50	ZAR	15.65	USD	3,682		895
USD Currency	Down-and-in	BNP PARIBAS SA		—		11/02/20	ZAR	16.58	ZAR	15.68	USD	3,381		1,075
USD Currency	Down-and-in	BANK OF AMERICA, N.A.		—		11/02/20	ZAR	17.03	ZAR	16.13	USD	3,839		4,530
		Morgan Stanley & Co.
USD Currency	Down-and-in	International PLC		—		11/02/20	MXN	21.40	MXN	20.4	USD	7,220		1,307
USD Currency	One-touch	Bank of America N.A.		—		11/03/20	CAD	1.40	CAD	1.4	USD	275		6,759
AUD Currency	One-touch	Bank of America N.A.		—		11/12/20	JPY	70.00	JPY	70	AUD	392		14,565
USD Currency	One-touch	BNP Paribas S.A.		—		02/18/21	JPY	100.00	JPY	100	USD	320		81,737
EUR Currency	One-touch	BNP Paribas S.A.		—		06/28/21	USD	1.25	USD	1.25	EUR	180		31,054

														163,500

Put
NZD Currency	One-touch	Bank of America N.A.		—		10/27/20	USD	0.62	USD	0.62	NZD	671		11,707
USD Currency	Down-and-out	Goldman Sachs International		—		11/20/20	MXN	21.90	MXN	21.25	USD	1,911		9,387
S&P 500 Index	Down-and-out	Bank of America N.A.		414		12/18/20	USD	2,900.00	USD	2200		—		8,734

														29,828

													$	193,328


Put
	Paid by the Fund		Received by the Fund			Expiration		Exercise					Notional
Description	Rate	Frequency	Rate	Frequency	Counterparty	Date		Rate			Amount (000)				Value
Put (continued)
5-Year Interest Rate Swap, 02/10/26	3-Month LIBOR, 0.23%	Quarterly	0.39%	Semi-Annual	Citibank N.A.		02/08/21		0.39	%		USD		20,840	$	(89,106	)
10-Year Interest Rate Swap, 09/17/31	3-Month LIBOR, 0.23%	Quarterly	1.40%	Semi-Annual	Citibank N.A.		09/15/21		1.40			USD		7,528		(50,551	)
10-Year Interest Rate Swap, 09/22/31	3-Month LIBOR, 0.23%	Quarterly	1.40%	Semi-Annual	Morgan Stanley & Co. International PLC		09/20/21		1.40			USD		7,480		(51,104	)
10-Year Interest Rate Swap, 02/13/32	3-Month LIBOR, 0.23%	Quarterly	2.00%	Semi-Annual	JPMorgan Chase Bank N.A.		02/11/22		2.00			USD		8,100		(30,500	)
5-Year Interest Rate Swap, 04/10/27	6-Month EURIBOR, (0.48%)	Semi-Annual	(0.02%)	Annual	Barclays Bank PLC		04/08/22		(0.02	)		EUR		10,850		(46,454	)
5-Year Interest Rate Swap, 04/21/27	6-Month EURIBOR, (0.48%)	Semi-Annual	(0.15%)	Annual	Barclays Bank PLC		04/19/22		(0.15	)		EUR		2,861		(17,898	)
5-Year Interest Rate Swap, 04/21/27	6-Month EURIBOR, (0.48%)	Semi-Annual	(0.13%)	Annual	Barclays Bank PLC		04/19/22		(0.13	)		EUR		7,160		(42,307	)

																(928,818	)

															$	(2,018,107	)


Reference Obligation/Index	Financing Rate Paid by the Fund	Payment Frequency		Termination Date	Notional Amount (000)		Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
CDX.NA.IG.35.V1.	1.00%		Quarterly	12/20/25	USD	3,328	$	(70,284	)	$	(80,862	)	$	10,578


Reference Obligation/Index	Financing Rate Received by the Fund	Payment Frequency		Termination Date	Credit Rating^(a)	Notional Amount (000)^(b)		Value		Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
ITRAXX.FINSR.28.V2	1.00%		Quarterly	12/20/22	CC-	EUR	1,318	$	24,603	$	9,794	$	14,809
CDX.NA.IG.30.V1	1.00		Quarterly	06/20/23	B+	USD	830		5,964		6,900		(936	)
ITRAXX.FINSR.29.V2	1.00		Quarterly	06/20/23	CC+	EUR	1,020		20,996		12,121		8,875
CDX.NA.HY.34.V9	5.00		Quarterly	06/20/25	B-	USD	9,200		464,948		374,287		90,661
CDX.NA.HY.35.V1	5.00		Quarterly	12/20/25	B+	USD	410		17,369		16,638		731
ITRAXX.XO.34.V1	0.00		Quarterly	12/20/25	B	EUR	1,832		156,665		145,387		11,278

								$	690,545	$	565,127	$	125,418


Paid by the Fund		Received by the Fund		Effective Date		Termination Date							Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
Rate	Frequency	Rate	Frequency	Effective Date		Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
3-Month CAD BA, 0.61%	Semi-Annual	1.91%	Semi-Annual		N/A		07/09/21	CAD	9,280	$	97,087		$	55	$	97,032
3-Month CAD BA, 0.61%	Semi-Annual	1.91%	Semi-Annual		N/A		07/09/21	CAD	720		7,519			4		7,515
2.46%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		07/25/21	USD	19,070		(425,467	)		132		(425,599	)
2.18%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		08/01/21	USD	29,547		(576,317	)		209		(576,526	)
2.34%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		08/02/21	USD	38,983		(822,731	)		276		(823,007	)
2.20%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		08/09/21	USD	29,591		(582,491	)		214		(582,705	)
2.16%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		08/12/21	USD	17,394		(336,694	)		127		(336,821	)
1.16%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		10/03/21	USD	500		(7,290	)		2		(7,292	)


Paid by the Fund		Received by the Fund		Effective		Termination			Notional					Upfront Premium Paid			Unrealized Appreciation
Rate	Frequency	Rate	Frequency	Date		Date		Amount (000)			Value			(Received)			(Depreciation)
1.74%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		05/25/26	USD		210	$	(16,984	)	$	—		$	(16,984	)
1.73%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		05/26/26	USD		740		(59,667	)		8			(59,675	)
1.76%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		11/10/26	USD		1,363		(118,465	)		17			(118,482	)
1.74%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		11/16/26	USD		6,380		(544,675	)		15,219			(559,894	)
2.37%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		12/15/26	USD		920		(115,734	)		—			(115,734	)
1.80%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		01/30/27	USD		2,520		(220,008	)		19,937			(239,945	)
1.80%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		01/31/27	USD		2,600		(227,175	)		18,504			(245,679	)
2.31%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		07/28/27	USD		2,570		(326,385	)		38			(326,423	)
2.39%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		10/31/27	USD		1,300		(184,320	)		3,399			(187,719	)
3.06%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		11/15/27	USD		5,500		(1,052,025	)		85			(1,052,110	)
2.28%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		12/08/27	USD		2,354		(312,307	)		36			(312,343	)
3.09%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		04/27/28	USD		540		(110,034	)		8			(110,042	)
3.05%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		04/30/28	USD		2,235		(448,070	)		35			(448,105	)
3.07%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		06/14/28	USD		2,140		(428,997	)		34			(429,031	)
3.05%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		06/18/28	USD		1,410		(281,586	)		(8,792	)		(272,794	)
2.94%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		07/17/28	USD		4,726		(894,404	)		79			(894,483	)
3-Month LIBOR, 0.23%	Quarterly	3.08%	Semi-Annual		N/A		09/04/28	USD		1,600		318,388			27			318,361
3-Month LIBOR, 0.23%	Quarterly	3.06%	Semi-Annual		N/A		09/05/28	USD		1,560		307,471			26			307,445
3-Month LIBOR, 0.23%	Quarterly	3.10%	Semi-Annual		N/A		09/06/28	USD		1,641		328,727			28			328,699
3-Month LIBOR, 0.23%	Quarterly	3.10%	Semi-Annual		N/A		09/06/28	USD		1,638		327,477			28			327,449
3-Month LIBOR, 0.23%	Quarterly	3.17%	Semi-Annual		N/A		11/20/28	USD		1,155		252,666			20			252,646
3.08%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		12/19/28	USD		6,410		(1,348,821	)		112			(1,348,933	)
3-Month LIBOR, 0.23%	Quarterly	3.13%	Semi-Annual		N/A		01/04/29	USD		8,275		1,767,698			142			1,767,556
3.28%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		01/04/29	USD		2,420		(547,525	)		42			(547,567	)
2.80%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		01/11/29	USD		1,320		(244,603	)		23			(244,626	)
3.04%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		02/16/29	USD		1,435		(293,711	)		25			(293,736	)
3-Month LIBOR, 0.23%	Quarterly	2.72%	Semi-Annual		N/A		02/21/29	USD		10,900		1,935,548			190			1,935,358
3-Month LIBOR, 0.23%	Quarterly	2.75%	Semi-Annual		N/A		02/21/29	USD		9,350		1,687,869			163			1,687,706
2.82%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		02/21/29	USD		7,650		(1,422,859	)		133			(1,422,992	)
2.85%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		02/21/29	USD		2,640		(498,807	)		46			(498,853	)
3-Month LIBOR, 0.23%	Quarterly	2.70%	Semi-Annual		N/A		03/13/29	USD		3,842		675,014			67			674,947
3-Month LIBOR, 0.23%	Quarterly	2.61%	Semi-Annual		N/A		04/10/29	USD		3,842		689,453			68			689,385
3-Month LIBOR, 0.23%	Quarterly	2.30%	Semi-Annual		N/A		05/28/29	USD		2,454		368,983			44			368,939
2.21%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		06/26/29	USD		8,155		(1,157,263	)		148			(1,157,411	)
3-Month LIBOR, 0.23%	Quarterly	1.96%	Semi-Annual		N/A		06/27/29	USD		2,645		315,114			48			315,066
3-Month LIBOR, 0.23%	Quarterly	1.99%	Semi-Annual		N/A		06/28/29	USD		1,654		202,090			30			202,060
3-Month LIBOR, 0.23%	Quarterly	1.97%	Semi-Annual		N/A		07/02/29	USD		868		103,783			16			103,767
3-Month LIBOR, 0.23%	Quarterly	2.59%	Semi-Annual		N/A		07/25/29	USD		8,590		1,495,653			158			1,495,495
3-Month LIBOR, 0.23%	Quarterly	2.73%	Semi-Annual		N/A		08/02/29	USD		4,473		833,690			81			833,609
2.01%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		09/06/29	USD		2,957		(358,503	)		55			(358,558	)
2.02%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		09/09/29	USD		2,958		(359,949	)		55			(360,004	)
1.76%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		09/27/29	USD		2,536		(249,640	)		47			(249,687	)
1.79%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		09/30/29	USD		1,560		(157,670	)		29			(157,699	)
1.78%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		10/02/29	USD		3,104		(335,977	)		58			(336,035	)
2.34%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		10/25/29	USD		10,653		(1,706,602	)		201			(1,706,803	)
3-Month LIBOR, 0.23%	Quarterly	1.75%	Semi-Annual		N/A		11/08/29	USD		2,360		246,232			45			246,187
1.09%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		03/27/30	USD		12,183		(460,450	)		244			(460,694	)
3-Month LIBOR, 0.23%	Quarterly	1.29%	Semi-Annual		N/A		03/27/30	USD		2,813		159,029			56			158,973
0.69%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		06/23/30	USD		3,151		(1,811	)		64			(1,875	)
3-Month LIBOR, 0.23%	Quarterly	1.08%	Semi-Annual		N/A		08/17/30	USD		4,248		155,656			88			155,568
3-Month LIBOR, 0.23%	Quarterly	0.64%	Semi-Annual		N/A		08/21/30	USD		3,566		(24,428	)		74			(24,502	)
3-Month LIBOR, 0.23%	Quarterly	0.68%	Semi-Annual		N/A		09/14/30	USD		783		(3,178	)		16			(3,194	)
3-Month LIBOR, 0.23%	Quarterly	0.66%	Semi-Annual		N/A		09/25/30	USD		1,243		(7,170	)		26			(7,196	)
0.71%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		09/25/30	USD		1,243		1,108			26			1,082
3-Month LIBOR, 0.23%	Quarterly	0.69%	Semi-Annual		N/A		09/29/30	USD		994		(2,616	)		21			(2,637	)
0.76%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		09/29/30	USD		994		(4,338	)		21			(4,359	)
3-Month LIBOR, 0.23%	Quarterly	2.92%	Semi-Annual		N/A		05/15/44	USD		3,150		1,279,659			75			1,279,584
2.62%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A		05/11/47	USD		1,724		(641,842	)		—			(641,842	)
3-Month LIBOR, 0.23%	Quarterly	3.12%	Semi-Annual		N/A		04/27/48	USD		870		443,063			21			443,042
3-Month LIBOR, 0.23%	Quarterly	3.18%	Semi-Annual		N/A		05/18/48	USD		770		402,111			19			402,092
3-Month LIBOR, 0.23%	Quarterly	3.01%	Semi-Annual		N/A		07/13/48	USD		3,035		1,450,248			79			1,450,169


Paid by the Fund		Received by the Fund		Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
Rate	Frequency	Rate	Frequency	Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)
3-Month LIBOR, 0.23%	Quarterly	3.27%	Semi-Annual		N/A			11/20/48	USD	575	$	318,438		$	15	$	318,423
6-Month JPY LIBOR, (0.05%)	Semi-Annual	0.27%	Semi-Annual		N/A			09/19/49	JPY	265,000		(43,315	)		79		(43,394	)
0.38%	Semi-Annual	6-Month JPY LIBOR, (0.05%)	Semi-Annual		N/A			01/10/50	JPY	20,000		(2,608	)		6		(2,614	)
0.40%	Semi-Annual	6-Month JPY LIBOR, (0.05%)	Semi-Annual		N/A			01/10/50	JPY	20,000		(3,784	)		6		(3,790	)
0.92%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A			05/26/50	USD	2,262		117,980			62		117,918
0.89%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A			07/02/50	USD	2,377		146,938			65		146,873
1.04%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A			07/16/50	USD	619		13,460			17		13,443
0.88%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		N/A			07/21/50	USD	1,585		102,746			44		102,702
3-Month LIBOR, 0.23%	Quarterly	1.08%	Semi-Annual		N/A			09/28/50	USD	828		(9,688	)		23		(9,711	)
3-Month LIBOR, 0.23%	Quarterly	0.97%	Semi-Annual		10/28/20	^(a)		10/28/50	USD	1,982		(82,746	)		56		(82,802	)
1.15%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		06/08/21	^(a)		06/08/51	USD	1,566		(2,240	)		43		(2,283	)
1.18%	Semi-Annual	3-Month LIBOR, 0.23%	Quarterly		06/15/21	^(a)		06/15/51	USD	511		(4,286	)		14		(4,300	)

											$	491,556		$	60,340	$	431,216


Reference Obligations/Index	Financing Rate Paid by the Fund			Payment Frequency		Counterparty	Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
Hess Corp		1.00	%		Quarterly	BNP Paribas S.A.		06/20/24	USD	150	$	3,022		$	(784	)	$	3,806
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	3,732		264,317			238,378			25,939
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	2,750		194,781			164,555			30,226
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	690		48,872			38,046			10,826
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	690		48,873			39,016			9,857
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	616		43,630			34,831			8,799
Republic of Chile		1.00			Quarterly	Citibank N.A.		12/20/25	USD	850		(14,226	)		(11,686	)		(2,540	)
Republic of Colombia		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	400		9,804			6,870			2,934
Republic of Colombia		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	400		9,803			7,266			2,537
Republic of Colombia		1.00			Quarterly	Citibank N.A.		12/20/25	USD	8,110		198,772			157,282			41,490
Republic of Colombia		1.00			Quarterly	Goldman Sachs International		12/20/25	USD	1,460		35,784			27,199			8,585
Republic of Colombia		1.00			Quarterly	Goldman Sachs International		12/20/25	USD	596		14,608			13,692			916
Republic of Colombia		1.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/25	USD	240		5,882			4,241			1,641
Republic of Colombia		1.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/25	USD	360		8,823			6,674			2,149
Republic of Indonesia		1.00			Quarterly	Citibank N.A.		12/20/25	USD	3,866		29,538			3,885			25,653
Republic of Indonesia		1.00			Quarterly	Citibank N.A.		12/20/25	USD	590		4,507			1,096			3,411
Republic of Indonesia		1.00			Quarterly	Citibank N.A.		12/20/25	USD	620		4,737			1,463			3,274
Republic of Indonesia		1.00			Quarterly	JPMorgan Chase Bank N.A.		12/20/25	USD	786		6,005			1,579			4,426
Republic of Philippines		1.00			Quarterly	Goldman Sachs International		12/20/25	USD	3,946		(90,499	)		(93,095	)		2,596
Republic of Russia		1.00			Quarterly	Bank of America N.A.		12/20/25	USD	1,512		19,023			14,546			4,477
Republic of Russia		1.00			Quarterly	Bank of America N.A.		12/20/25	USD	1,672		21,036			12,154			8,882
Republic of Russia		1.00			Quarterly	Bank of America N.A.		12/20/25	USD	1,996		25,113			15,366			9,747
Republic of Russia		1.00			Quarterly	Citibank N.A.		12/20/25	USD	682		8,583			4,565			4,018
Republic of South Aftrica		1.00			Quarterly	Goldman Sachs International		12/20/25	USD	1,574		161,501			149,151			12,350
Republic of South Aftrica		1.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/25	USD	617		63,318			59,318			4,000
Republic of South Aftrica		1.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/25	USD	2,638		270,666			253,569			17,097
Republic of South Aftrica		1.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/25	USD	5,288		542,547			508,276			34,271
Republic of South Aftrica		1.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/25	USD	2,750		282,174			264,350			17,824
Republic of South Aftrica		1.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/25	USD	1,996		204,795			187,185			17,610
United Mexican States		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	5,575		137,802			102,976			34,826
United Mexican States		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	660		16,314			10,272			6,042
United Mexican States		1.00			Quarterly	Barclays Bank PLC		12/20/25	USD	660		16,314			11,254			5,060
United Mexican States		1.00			Quarterly	Morgan Stanley & Co. International PLC		12/20/25	USD	676		16,709			11,694			5,015

											$	2,612,928		$	2,245,184		$	367,744


	Level 1		Level 2		Level 3		Total
Assets
Investments
Long-Term Investments
Asset-Backed Securities	$	—	$	18,877,020	$	247,175	$	19,124,195
Common Stocks
Canada		8,366		—		—		8,366
France.		—		728,817		—		728,817
Germany		10,813		368,775		—		379,588


Currency Abbreviation

AUD		Australian Dollar

BRL		Brazilian Real

CAD		Canadian Dollar


CONSOLIDATED SCHEDULE OF INVESTMENTS		1


CONSOLIDATED SCHEDULE OF INVESTMENTS		3


CONSOLIDATED SCHEDULE OF INVESTMENTS		5


CONSOLIDATED SCHEDULE OF INVESTMENTS		7


Currency Abbreviation (continued)

CHF		Swiss Franc

CLP		Chilean Peso

CNH		Chinese Yuan


Portfolio Abbreviation (continued)

PIK		Payment-in-Kind

RB		Revenue Bond

REIT		Real Estate Investment Trust

S&P		Standard & Poor’s

SAB		Special Assessment Bonds

SCA		Svenska Celluosa Aktiebolaget

SPDR		Standard & Poor’s Depository Receipt

TBA		To-Be-Announced