BlackRock Strategic Global Bond Fund


Security		Par (000)		Value


Asset-Backed Securities

Cayman Islands^(a)(b)— 2.3%
ACRES Commercial Realty Ltd., Series 2021-FL1, Class A, (1 mo. LIBOR US + 1.20%), 1.64%, 06/15/36	USD		310	$	306,343
AGL CLO 3 Ltd., Series 2020-3A, Class A, (3 mo. LIBOR US + 1.30%), 1.54%, 01/15/33			250		248,379
Allegro CLO VI Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.13%), 1.37%, 01/17/31			400		398,211
ALM Ltd., Series 2020-1A, Class A2, (3 mo. LIBOR US + 1.85%), 2.09%, 10/15/29			250		249,198
Ares LV CLO Ltd., Series 2020-55A, Class ER, (3 mo. LIBOR US + 6.35%), 6.59%, 07/15/34			500		491,411
Ares XXXVII CLO Ltd., Series 2015-4A, Class A1R, (3 mo. LIBOR US + 1.17%), 1.41%, 10/15/30			400		398,768
Bain Capital Credit CLO Ltd., Series 2017-1A, Class A1R, (3 mo. LIBOR US + 0.97%), 1.22%, 07/20/30			600		595,454
Benefit Street Partners CLO VIII Ltd., Series 2015-8A, Class A1AR, (3 mo. LIBOR US + 1.10%), 1.35%, 01/20/31			500		497,131
Carlyle Global Market Strategies CLO Ltd., (3 mo. LIBOR US + 1.30%), 1.57%, 07/27/31			1,000		982,185
CBAM Ltd., Series 2017-1A, Class A1, (3 mo. LIBOR US + 1.25%), 1.50%, 07/20/30			400		398,688
CIFC Funding Ltd.
Series 2014-3A, Class A1R2, (3 mo. LIBOR US + 1.20%), 1.46%, 10/22/31			1,500		1,494,058
Series 2014-5A, Class A1R2, (3 mo. LIBOR US + 1.20%), 1.44%, 10/17/31			2,000		1,991,696
Dryden 37 Senior Loan Fund, Series 2015-37A, Class AR, (3 mo. LIBOR US + 1.10%), 1.34%, 01/15/31			750		745,558
Dryden 49 Senior Loan Fund, (3 mo. LIBOR + 0.95%), (3 mo. LIBOR US + 0.95%), 1.19%, 07/18/30			750		743,754
Eaton Vance CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.45%), 1.69%, 10/15/30			250		247,957
Elmwood CLO IV Ltd., Series 2020-1A, Class A, (3 mo. LIBOR US + 1.24%), 1.48%, 04/15/33			500		497,420
Gulf Stream Meridian 4 Ltd., Class A2, (3 mo. LIBOR US + 1.85%), 2.09%, 07/15/34			250		248,783
Jamestown CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.34%), 1.58%, 04/15/33			1,000		995,316
LoanCore Issuer Ltd., Series 2021-CRE5, Class A, (1 mo. LIBOR US + 1.30%), 1.70%, 07/15/36			160		158,387
Madison Park Funding XI Ltd., Series 2013-11A, Class AR2, (3 mo. LIBOR US + 0.90%), 1.16%, 07/23/29			987		979,677
Mariner CLO LLC, Series 2016-3A, Class CR, (3 mo. LIBOR US + 2.05%), 2.31%, 07/23/29			250		246,271
MP CLO VIII Ltd., Series 2015-2A, Class BRR, (3 mo. LIBOR US + 1.80%), 2.08%, 04/28/34			250		247,385
OCP CLO Ltd., Series 2013-4A, Class BRR, (3 mo. LIBOR US + 1.90%), 2.16%, 04/24/29			250		248,534
Octagon Investment Partners 36 Ltd., Series 2018-1A, Class A1, (3 mo. LIBOR US + 0.97%), 1.21%, 04/15/31			750		742,398
OHA Credit Funding 3 Ltd., Series 2019-3A, Class BR, (3 mo. LIBOR US + 1.65%), 1.90%, 07/02/35			1,000		988,553


Security		Par (000)		Value


Cayman Islands (continued)
OHA Credit Funding 5 Ltd., Series 2020-5A, Class A2A, (3 mo. LIBOR US + 1.45%), 1.69%, 04/18/33	USD		300	$	297,270
Park Avenue Institutional Advisers CLO Ltd, Series 2017-1A, Class DR, (3 mo. LIBOR US + 6.81%), 7.20%, 02/14/34			250		239,558
RR 3 Ltd., Class 3A, (3 mo. LIBOR US + 1.40%), 1.64%, 01/15/30			1,125		1,113,764
Symphony CLO XIX Ltd., Series 2018-19A, Class A, (3 mo. LIBOR US + 0.96%), 1.20%, 04/16/31			500		494,557
TICP CLO XII Ltd., Series 2018-12A, Class BR, (3 mo. LIBOR US + 1.65%), 1.89%, 07/15/34			325		318,904
TRESTLES CLO Ltd., Series 2017-1A, Class A1R, (3 mo. LIBOR US + 0.99%), 1.25%, 04/25/32			250		246,289
Trimaran Cavu Ltd.
Series 2019-1A, Class B, (3 mo. LIBOR US + 2.20%), 2.45%, 07/20/32			250		248,319
Series 2019-1A, Class C1, (3 mo. LIBOR US + 3.15%), 3.40%, 07/20/32			500		499,850
Venture 39 CLO Ltd., Series 2020-39A, Class A1, (3 mo. LIBOR US + 1.28%), 1.52%, 04/15/33			335		332,566
Whitebox Clo I Ltd., Series 2019-1A, Class CR, (3 mo. LIBOR US + 3.05%), 3.31%, 07/24/32			500		489,487


					19,422,079

Denmark — 0.0%
Red & Black Auto Germany 8 UG, Series 8, Class B, (Update Replacements.xls: EUR001M + 0.75%), 0.20%, 09/15/30^(a)(c)	EUR		100		109,776


Ireland^(a)(c)— 0.1%
Avoca CLO XXII DAC, Series 22X, Class B1, (3 mo. Euribor + 1.30%), 1.30%, 04/15/35			100		106,284
CVC Cordatus Loan Fund IV DAC, Series 4X, Class BR1, (3 mo. Euribor + 1.30%), 1.30%, 02/22/34			100		106,375
Henley CLO IV DAC, Series 4X, Class B1, (3 mo. Euribor + 1.35%), 1.35%, 04/25/34			100		106,875


					319,534

Spain — 0.0%
Autonoria Spain FT, Series 2021-SP, Class B, (Update Replacements.xls: EUR001M + 0.80%), 0.25%, 01/31/39^(a)(c)			200		219,391


United States — 2.3%
AccessLex Institute, Series 2007-A, Class A3, (3 mo. LIBOR US + 0.30%), 0.80%, 05/25/36^(a)	USD		91		88,299
Affirm Asset Securitization Trust, 1.75%, 02/15/27^(b)			689		680,948
Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class A, (3 mo. LIBOR US + 1.05%), 1.33%, 01/28/31^(a)(b)			400		397,885
Anchorage Capital CLO 4-R Ltd., Series 2014-4RA, Class A, (3 mo. LIBOR US + 1.05%), 1.33%, 01/28/31^(a)(b)			400		397,357
Apidos CLO XII, Series 2013-12A, Class AR, (3 mo. LIBOR US + 1.08%), 1.32%, 04/15/31^(a)(b)			500		496,544
Aqua Finance Trust, Series 2021-A, Class A, 1.54%, 07/17/46^(b)			85		81,051
BHG Securitization Trust^(b)
Series 2021-A, Class A, 1.42%, 11/17/33			130		123,874
Series 2021-A, Class B, 2.79%, 11/17/33			100		93,559
Series 2022-A, Class C, 3.08%, 02/20/35			200		189,778


Security		Par (000)		Value


United States (continued)
Chenango Park CLO Ltd., Series 2018-1A, Class A2, (3 mo. LIBOR US + 1.55%), 1.79%, 04/15/30^(a)(b)	USD		1,018	$	1,007,389
CIFC Funding Ltd.^(a)(b)
Series 2013-1A, Class A2R, (3 mo. LIBOR US + 1.75%), 1.99%, 07/16/30			1,000		995,895
Series 2018-1A, Class A, (3 mo. LIBOR US + 1.00%), 1.24%, 04/18/31			400		396,800
Dryden 53 CLO Ltd., Series 2017-53A, Class A, (3 mo. LIBOR US + 1.12%), 1.36%, 01/15/31^(a)(b)			600		596,724
Foundation Finance Trust, Series 2021-2A, Class A, 2.19%, 01/15/42^(b)			273		262,612
Generate CLO 2 Ltd., Series 2015-1A, Class AR, (3 mo. LIBOR US + 1.15%), 1.41%, 01/22/31^(a)(b)			600		597,619
GoodLeap Sustainable Home Solutions Trust, Series 2021-3CS, Class A, 2.10%, 05/20/48^(b)(d)			459		423,063
Kapitus Asset Securitization LLC, 3.38%, 07/10/28^(b)			334		324,092
LCM 26 Ltd., Series 26A, Class A1, (3 mo. LIBOR US + 1.07%), 1.32%, 01/20/31^(a)(b)			600		596,179
LendingPoint Pass-Through Trust^(b) 3.25%, 04/15/28^(e)			100		100,000
Series 2022-ST1, Class A, 2.50%, 03/15/28			96		93,785
Lendmark Funding Trust, Series 2021-1A, Class A, 1.90%, 11/20/31^(b)			350		316,460
Loanpal Solar Loan Ltd., Series 2020-2GF, Class A, 2.75%, 07/20/47^(b)			97		91,772
Mercury Financial Credit Card Master Trust, 2.50%, 09/21/26^(b)			935		902,152
Mosaic Solar Loans LLC, Series 2017-2A, Class A, 3.82%, 06/22/43^(b)			63		61,908
Navient Private Education Refi Loan Trust, Series 2021- DA, Class A, (Prime - 1.99%), 1.26%, 04/15/60^(a)(b)			504		488,915
Nelnet Student Loan Trust^(b)
Series 2021-DA, Class B, 2.90%, 04/20/62			450		420,777
Series 2021-DA, Class C, 3.50%, 04/20/62			100		93,535
Oportun Issuance Trust^(b)
Series 2021-B, Class A, 1.47%, 05/08/31			190		179,367
Series 2021-C, Class A, 2.18%, 10/08/31			680		640,346
Series 2021-C, Class B, 2.67%, 10/08/31			305		287,936
Pagaya AI Debt Trust, Series 2022-1, Class A, 2.03%, 10/15/29^(b)			990		971,905
Palmer Square Loan Funding Ltd., Series 2019-2A, Class A2, (3 mo. LIBOR US + 1.60%), 1.85%, 04/20/27^(a)(b)			1,000		998,388
Regional Management Issuance Trust, 3.07%, 03/15/32^(b)			182		176,963
Republic Finance Issuance Trust^(b)
Series 2021-A, Class A, 2.30%, 12/22/31			600		569,350
Series 2021-A, Class B, 2.80%, 12/22/31			136		127,940
Series 2021-A, Class C, 3.53%, 12/22/31			100		94,081
Series 2021-A, Class D, 5.23%, 12/22/31			800		753,730
Rockford Tower CLO Ltd., Series 2017-3A, Class A, (3 mo. LIBOR US + 1.19%), 1.44%, 10/20/30^(a)(b)			400		398,596
RR 3 Ltd., Series 2018-3A, Class A1R2, (3 mo. LIBOR US + 1.09%), 1.33%, 01/15/30^(a)(b)			400		397,644
Service Experts Issuer LLC, Series 2021-1A, Class A, 2.67%, 02/02/32^(b)			364		348,075
Shackleton CLO Ltd., Series 2013-3A, Class AR, (3 mo. LIBOR US + 1.12%), 1.36%, 07/15/30^(a)(b)			398		396,138


Security		Par (000)		Value


United States (continued)
Steele Creek CLO Ltd., Series 2017-1A, Class A, (3 mo. LIBOR US + 1.25%), 1.49%, 10/15/30^(a)(b)	USD		400	$	398,468
Tiaa CLO III Ltd., Series 2017-2A, Class A, (3 mo. LIBOR US + 1.15%), 1.39%, 01/16/31^(a)(b)			400		397,827
TICP CLO XV Ltd., Series 2020-15A, Class A, (3 mo. LIBOR US + 1.28%), 1.53%, 04/20/33^(a)(b)			1,750		1,740,862
Upstart Pass-Through Trust^(b)
3.00%, 12/20/26			54		52,512
Series 2022-ST1, Class A, 2.60%, 03/20/30			181		177,154
Voya CLO Ltd., Series 2017-4A, Class A1, (3 mo. LIBOR US + 1.13%), 1.37%, 10/15/30^(a)(b)			400		398,180


					19,824,434

Total Asset-Backed Securities — 4.7% (Cost: $40,374,580)					39,895,214


		Shares

Common Stocks

Canada^(f)— 0.0%
Largo, Inc.			1,012		12,814
Shopify, Inc., Class A			123		83,143


					95,957

China — 0.0%
Alibaba Group Holding Ltd., ADR^(f)			704		76,595


Denmark — 0.0%
Pandora A/S			1,157		110,221


France — 0.1%
BNP Paribas SA			3,193		182,463
Societe Generale SA			4,461		119,587


					302,050

Germany — 0.1%
Daimler Truck Holding AG^(f)			1,911		53,002
Mercedes-Benz Group AG, Registered Shares			3,574		250,857


					303,859

Ireland — 0.0%
Trane Technologies PLC			1,174		179,270


Japan — 0.0%
SoftBank Group Corp.			2,200		98,361


South Korea — 0.0%
Coupang, Inc.^(f)			8,592		151,906


Switzerland — 0.0%
Cie Financiere Richemont SA, Class A, Registered Shares			1,995		252,876


United Kingdom — 0.2%
Barclays PLC			101,669		197,083
BP PLC, ADR			6,105		179,487
Capri Holdings Ltd.^(f)			4,686		240,814
Genius Sports Ltd.^(f)			26,450		121,670
Lloyds Banking Group PLC			294,225		179,173
Shell PLC			9,739		265,979


					1,184,206

United States — 1.4%
Advance Auto Parts, Inc.			1,038		214,823


Security	Shares		Value


United States (continued)
Advanced Micro Devices, Inc.^(f)		1,732	$	189,377
Alcoa Corp.		5,629		506,779
Alphabet, Inc., Class A^(f)		16		44,502
Alphabet, Inc., Class C^(f)		79		220,646
Altice USA, Inc., Class A^(f)		2,786		34,769
Altus Power, Inc., (Acquired 01/21/22, Cost: $153,500)^(g)		15,350		114,051
Amazon.com, Inc.^(f)		44		143,438
ANSYS, Inc.^(f)		241		76,554
Applied Materials, Inc.		1,050		138,390
Archer-Daniels-Midland Co.		2,991		269,968
Bath & Body Works, Inc.		2,864		136,899
Blend Labs, Inc., Class A^(f)		5,092		29,024
Bunge Ltd.		1,761		195,136
Carrier Global Corp.		4,273		196,003
CF Industries Holdings, Inc.		3,702		381,528
Chesapeake Energy Corp.		1,087		94,569
ConocoPhillips		2,027		202,700
CSX Corp.		3,794		142,085
D.R. Horton, Inc.		1,961		146,114
Danaher Corp.		211		61,893
Deere & Co.		395		164,107
Delta Air Lines, Inc.^(f)		3,352		132,639
Devon Energy Corp.		6,628		391,914
Dick’s Sporting Goods, Inc.		1,614		161,432
Dynatrace, Inc.^(f)		4,705		221,606
Edwards Lifesciences Corp.^(f)(h)		1,931		227,317
Element Solutions, Inc.		6,664		145,942
Energy Transfer LP		16,892		189,021
EQT Corp.		4,116		141,632
Exxon Mobil Corp.		2,714		224,149
FedEx Corp.		237		54,839
Floor & Decor Holdings, Inc., Class A^(f)		985		79,785
Ford Motor Co.		14,397		243,453
Freeport-McMoRan, Inc.		5,333		265,263
Generac Holdings, Inc.^(f)		921		273,776
General Motors Co.^(f)		5,886		257,454
HCA Healthcare, Inc.		401		100,499
Health Care Select Sector SPDR Fund		3,733		511,384
Hilton Worldwide Holdings, Inc.^(f)		501		76,022
Intuitive Surgical, Inc.^(f)		457		137,868
Johnson Controls International PLC		2,483		162,810
Lennar Corp., Class A		1,848		150,002
LyondellBasell Industries NV, Class A		337		34,650
MGM Resorts International		348		14,595
Microsoft Corp.		925		285,187
Moderna, Inc.^(f)		785		135,224
Mosaic Co.		1,474		98,021
O’Reilly Automotive, Inc.^(f)		139		95,209
Parker-Hannifin Corp.		265		75,196
Penn National Gaming, Inc.^(f)(h)		3,355		142,319
Planet Labs Inc., (Acquired 01/06/22, Cost: $196,800)^(g)		19,680		99,974
Proof Acquisition Corp.^(e)		4,080		4,325
PVH Corp.		1,558		119,358
salesforce.com, Inc.^(f)		1,289		273,680
Sarcos Technology and Robotics Corp.^(f)		1,832		12,183
Signet Jewelers Ltd.		2,391		173,826
Sonder^(e)		10,965		4,386


Security		Shares		Value


United States (continued)
Sonos, Inc.^(f)(h)			7,392	$	208,602
Starbucks Corp.			1,436		130,633
Starwood Property Trust, Inc.			9,155		221,276
TE Connectivity Ltd.			1,825		239,039
Tenet Healthcare Corp.^(f)			548		47,106
Tesla, Inc.^(f)			88		94,829
Thermo Fisher Scientific, Inc.			104		61,428
Toast, Inc., Class A^(f)			7,613		165,430
Tractor Supply Co.			150		35,006
Uber Technologies, Inc.^(f)			5,438		194,028
United Rentals, Inc.^(f)			703		249,713
United States Steel Corp.			8,601		324,602
Victoria’s Secret and Co.^(f)			1,786		91,729
Western Digital Corp.^(f)			3,974		197,309
Williams-Sonoma, Inc.			1,315		190,675
WillScot Mobile Mini Holdings Corp.^(f)(h)			7,077		276,923


					12,148,623


Total Common Stocks — 1.8% (Cost: $14,769,546)					14,903,924


		Par (000)

Corporate Bonds

Argentina — 0.2%
Capex SA, 6.88%, 05/15/24^(b)	USD		152		143,431
Generacion Mediterranea SA/Central Termica Roca SA, 9.63%, 12/01/27^(b)			518		414,234
Genneia SA, 8.75%, 09/02/27^(b)			264		249,230
Stoneway Capital Corp.^(f)(i)
10.00%, 03/01/27^(c)			554		153,697
10.00%, 03/01/27^(b)			546		151,730
YPF SA, 7.00%, 12/15/47^(b)			620		397,885


					1,510,207

Australia^(c)— 0.0%
APT Pipelines Ltd., 2.00%, 07/15/30	EUR		175		189,010
Telstra Corp. Ltd., 3.50%, 09/21/22			100		112,493


					301,503

Austria — 0.4%
ams-OSRAM AG^(c)
6.00%, 07/31/25			100		113,453
Series AMS, 0.00%, 03/05/25^(j)(k)			200		188,219
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG, 0.38%, 09/03/27^(c)			800		826,448
Erste Group Bank AG^(a)(c)
(5 year EUR Swap + 1.10%), 0.88%, 11/15/32			800		798,909
(5 year EURIBOR ICE Swap Rate + 1.30%), 1.00%, 06/10/30			500		526,827
(5 year EURIBOR ICE Swap Rate + 2.10%), 1.63%, 09/08/31			100		105,962
Klabin Austria GmbH, 3.20%, 01/12/31^(b)	USD		490		424,462
Suzano Austria GmbH
5.75%, 07/14/26^(b)			200		214,500
3.13%, 01/15/32			595		527,200


					3,725,980


Security		Par (000)			Value


Bahrain — 0.1%
Oil and Gas Holding Co., 7.63%, 11/07/24^(c)	USD		590		$	620,975


Belgium^(c)— 0.2%
Anheuser-Busch InBev SA/NV, 3.70%, 04/02/40	EUR		400			531,429
KBC Group NV 1.13%, 01/25/24			400			447,800
(5 year EUR Swap + 0.95%), 0.63%, 12/07/31^(a)			600			612,641


						1,591,870

Bermuda^(b)— 0.2%
Digicel Group Holdings Ltd., (8.00% Cash or 3.00% PIK), 8.00%, 04/01/25^(l)	USD		140			121,689
Geopark Ltd., 5.50%, 01/17/27			255			241,581
Star Energy Geothermal Darajat II/Star Energy Geothermal Salak, 4.85%, 10/14/38			975			966,956


						1,330,226

Brazil — 0.4%
Azul Investments LLP, 5.88%, 10/26/24^(b)			282			246,979
Banco Votorantim SA, 4.00%, 09/24/22^(b)			288			290,034
Braskem Netherlands Finance BV, (5 year CMT + 8.22%), 8.50%, 01/23/81^(a)(b)			452			494,375
BRF GmbH, 4.35%, 09/29/26^(b)			549			534,520
BRF SA, 5.75%, 09/21/50^(b)			295			258,804
Embraer Netherlands Finance BV, 5.40%, 02/01/27			439			439,823
Gol Finance SA, 7.00%, 01/31/25^(b)			440			360,250
Odebrecht Offshore Drilling Finance Ltd., (7.72% PIK), 7.72%, 12/01/26^(b)(l)			—	^(m)		21
Oi SA, (10.00% Cash or 8.00% Cash + 4.00% PIK), 10.00%, 07/27/25^(l)			1,075			810,281
Suzano Austria GmbH, 3.75%, 01/15/31			277			259,410


						3,694,497

Canada — 0.5%
Bausch Health Cos., Inc.^(b)
6.13%, 02/01/27			295			296,870
4.88%, 06/01/28			58			55,535
Brookfield Residential Properties, Inc./Brookfield
Residential U.S. LLC, 5.00%, 06/15/29^(b)			65			59,021
Frontera Energy Corp., 7.88%, 06/21/28^(b)			585			547,034
MEGlobal Canada ULC
5.00%, 05/18/25^(b)			520			534,235
5.88%, 05/18/30^(c)			200			222,250
Toronto-Dominion Bank, 0.38%, 04/25/24^(c)	EUR		2,065			2,268,529


						3,983,474

Cayman Islands — 0.5%
Agile Group Holdings Ltd., 5.75%, 01/02/25^(c)	USD		200			66,000
Arabian Centres Sukuk Ltd., 5.38%, 11/26/24^(c)			443			426,941
China SCE Group Holdings Ltd., 7.38%, 04/09/24^(c)			200			110,538
Country Garden Holdings Co. Ltd., 2.70%, 07/12/26^(c)			200			139,000
Fantasia Holdings Group Co. Ltd., 11.88%, 06/01/23^(c)(f)(i)			200			28,000
Grupo Aval Ltd., 4.75%, 09/26/22^(c)			200			200,875
Hilong Holding Ltd., 9.75%, 11/18/24^(c)			200			124,000
IHS Holding Ltd.^(b)
5.63%, 11/29/26			526			495,755
6.25%, 11/29/28			335			312,387
Kaisa Group Holdings Ltd., 10.88%, 07/23/23^(c)(f)(i)			200			39,100
Latam Finance Ltd., 6.88%, 04/11/24^(c)(f)(i)			200			176,913
MAF Global Securities Ltd.^(c) 4.75%, 05/07/24			202			206,292
(5 year USD Swap + 3.48%), 5.50%^(a)(n)			862			855,966
Melco Resorts Finance Ltd., 5.25%, 04/26/26^(c)			200			180,000


Security		Par (000)		Value


Cayman Islands (continued)
Modern Land China Co. Ltd., 9.80%, 04/11/23^(c)(f)(i)	USD		200	$	36,000
Redsun Properties Group Ltd., 9.70%, 04/16/23^(c)			200		34,000
Sands China Ltd., 4.38%, 06/18/30			300		270,147
Shimao Group Holdings Ltd., 4.60%, 07/13/30^(c)			200		52,000
Shui On Development Holding Ltd., 6.15%, 08/24/24^(c)			200		187,000
Times China Holdings Ltd., 5.75%, 01/14/27^(c)			210		75,600
UPCB Finance VII Ltd., 3.63%, 06/15/29^(c)	EUR		100		108,159
Yuzhou Group Holdings Co. Ltd., 8.30%, 05/27/25^(c)(f)(i)	USD		200		28,000


					4,152,673

Chile^(b)— 0.1%
Kenbourne Invest SA, 6.88%, 11/26/24			362		354,805
VTR Comunicaciones SpA
5.13%, 01/15/28			276		261,562
4.38%, 04/15/29			690		627,900


					1,244,267

China^(c)— 0.1%
China Aoyuan Group Ltd., 6.35%, 02/08/24^(f)(i)			200		32,000
China Evergrande Group, 9.50%, 04/11/22^(f)(i)			200		25,000
CIFI Holdings Group Co. Ltd., 5.95%, 10/20/25			200		163,000
Easy Tactic Ltd., 11.75%, 08/02/23			200		43,000
KWG Group Holdings Ltd., 7.88%, 09/01/23			200		99,000
RKPF Overseas 2019 A Ltd., Series 2019-A, 6.70%, 09/30/24			200		171,000
Ronshine China Holdings Ltd., 8.95%, 01/22/23			200		44,000
Sunac China Holdings Ltd., 7.50%, 02/01/24			200		49,000


					626,000

Colombia — 0.5%
Banco GNB Sudameris SA, (5 year CMT + 6.66%), 7.50%, 04/16/31^(a)(b)			187		172,629
Ecopetrol SA, 6.88%, 04/29/30			1,884		1,980,084
Empresas Publicas de Medellin ESP^(b)
4.25%, 07/18/29			432		382,407
4.38%, 02/15/31			258		220,074
Grupo Aval Ltd., 4.38%, 02/04/30^(b)			1,344		1,163,877


					3,919,071

Finland — 0.2%
Kojamo OYJ, 0.88%, 05/28/29^(c)	EUR		560		554,995
OP Corporate Bank PLC
0.25%, 03/24/26			1,150		1,211,774
0.60%, 01/18/27			130		137,418


					1,904,187

France — 1.4%
Air France-KLM, 3.88%, 07/01/26^(c)			100		100,669
Altice France SA^(c)
2.50%, 01/15/25			100		106,282
2.13%, 02/15/25			100		105,129
5.88%, 02/01/27			200		226,228
4.25%, 10/15/29			100		100,254
Banque Federative du Credit Mutuel SA, 0.75%, 06/08/26^(c)			100		108,352
BNP Paribas SA^(a)
(3 mo. Euribor + 0.70%), 0.25%, 04/13/27^(c)			2,000		2,091,431
(3 mo. Euribor + 0.83%), 0.50%, 01/19/30^(c)			400		401,470
(5 year EUR Swap + 1.20%), 1.13%, 01/15/32^(c)			100		104,552
(5 year EUR Swap + 1.85%), 2.38%, 11/20/30^(c)			1,000		1,123,485
(SOFR + 1.00%), 1.32%, 01/13/27^(b)	USD		700		637,397
(SOFR + 2.07%), 2.22%, 06/09/26^(b)			201		191,132
BPCE SA^(c)
0.25%, 01/15/26	EUR		200		214,354


Security		Par (000)		Value


France (continued)
BPCE SA^(c)(continued)
(5 year EUR Swap + 1.75%), 2.25%, 03/02/32^(a)	EUR		400	$	441,441
CAB SELAS, 3.38%, 02/01/28^(c)			200		210,163
Chrome Bidco SASU, 3.50%, 05/31/28^(c)			100		105,691
CMA CGM SA, 7.50%, 01/15/26^(c)			100		119,425
Credit Agricole Assurances SA, (5 year EURIBOR ICE Swap Rate + 2.65%), 2.63%, 01/29/48^(a)(c)			300		325,377
Credit Agricole SA^(c)
1.25%, 04/14/26			100		110,884
(3 mo. Euribor + 1.25%), 1.00%, 04/22/26^(a)			100		109,474
Dassault Systemes SE, 0.00%, 09/16/22^(c)			100		110,722
Engie SA^(c)
2.63%, 07/20/22			35		39,033
0.88%, 09/19/25			1,200		1,314,769
0.00%, 03/04/27			100		102,885
2.13%, 03/30/32			100		112,715
Getlink SE, 3.50%, 10/30/25^(c)			150		169,256
Icade Sante SACA, 1.38%, 09/17/30^(c)			500		522,348
La Financiere Atalian SASU, 6.63%, 05/15/25^(c)	GBP		100		121,237
Lion/Polaris Lux 4 SA, (3 mo. Euribor + 4.00%), 4.00%, 07/01/26^(a)(c)	EUR		100		110,040
Loxam SAS, 3.75%, 07/15/26^(c)			100		109,186
LVMH Moet Hennessy Louis Vuitton SE, 0.13%, 02/28/23^(c)			100		110,917
Orange SA, 1.00%, 09/12/25^(c)			500		553,289
Picard Groupe SAS, 3.88%, 07/01/26^(c)			100		107,276
PSA Banque France SA, 0.00%, 01/22/25^(c)			100		106,742
Rubis Terminal Infra SAS, 5.63%, 05/15/25^(c)			150		170,086
Societe Generale SA, (3 mo. Euribor + 1.28%), 0.88%, 09/22/28^(a)(c)			200		209,889
Suez SA, (5 year EURIBOR ICE Swap Rate + 2.15%), 1.63%^(a)(c)(n)			100		104,715
Tereos Finance Groupe I SA, 7.50%, 10/30/25^(c)			120		137,551
TotalEnergies Capital International SA, 0.25%, 07/12/23^(c)			100		110,815
TotalEnergies SE, Series NC7, (5 year EUR Swap + 1.99%), 1.63%^(a)(c)(n)			750		760,201
Vallourec SA, 8.50%, 06/30/26^(c)			52		58,842


					12,075,704

Germany^(c)— 1.1%
Adler Group SA, 3.25%, 08/05/25			100		96,874
BASF SE, Series 10Y, 2.00%, 12/05/22			995		1,116,756
Bayer AG
1.38%, 07/06/32			500		506,531
(5 year EUR Swap + 2.01%), 2.38%, 04/02/75^(a)			600		667,069
Cheplapharm Arzneimittel GmbH, 3.50%, 02/11/27			100		107,583
Commerzbank AG^(a)
(5 year EUR Swap + 1.73%), 1.38%, 12/29/31			900		897,446
(5 year EUR Swap + 6.36%), 6.13%⁽ⁿ⁾			200		226,746
Covestro AG, 0.88%, 02/03/26			60		65,475
Deutsche Bank AG
1.13%, 03/17/25			1,300		1,419,443
1.75%, 01/17/28			100		106,693
Deutsche Lufthansa AG
2.00%, 07/14/24			100		108,556
2.88%, 05/16/27			100		102,724
DIC Asset AG, 2.25%, 09/22/26			100		96,797
E.ON SE, 0.38%, 09/29/27			75		78,560


Security		Par (000)		Value


Germany (continued)
Fraport AG Frankfurt Airport Services Worldwide, 1.88%, 03/31/28	EUR		115	$	122,543
IHO Verwaltungs GmbH^(l)
(3.63% Cash or 4.38% PIK), 3.63%, 05/15/25			100		109,253
(4.63% PIK), 3.88%, 05/15/27			100		106,615
LEG Immobilien SE, 0.88%, 11/28/27			100		104,053
Merck Financial Services GmbH
0.01%, 12/15/23			200		220,268
0.13%, 07/16/25			100		107,647
Merck KGaA, (5 year EURIBOR ICE Swap Rate + 1.95%), 1.63%, 06/25/79^(a)			200		220,697
Nidda BondCo GmbH, 5.00%, 09/30/25			100		99,914
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24			400		423,694
PCF GmbH, (3 mo. EURIBOR + 4.75%), 4.75%, 04/15/26^(a)			100		109,143
Phoenix PIB Dutch Finance BV, 2.38%, 08/05/25			100		108,195
ProGroup AG, 3.00%, 03/31/26			100		106,015
Schaeffler AG, 1.88%, 03/26/24			10		11,151
Techem Verwaltungsgesellschaft 674 mbH, 6.00%, 07/30/26			88		97,162
Tele Columbus AG, 3.88%, 05/02/25			150		153,744
thyssenkrupp AG, 1.88%, 03/06/23			300		329,961
TK Elevator Midco GmbH
4.38%, 07/15/27			100		109,131
(3 mo. Euribor + 4.75%), 4.75%, 07/15/27^(a)			100		110,219
Volkswagen Financial Services NV, 1.63%, 11/30/22	GBP		200		262,178
Volkswagen Leasing GmbH
1.00%, 02/16/23	EUR		100		111,391
0.38%, 07/20/26			225		234,081
0.63%, 07/19/29			40		39,596
ZF Finance GmbH
3.00%, 09/21/25			100		108,558
2.75%, 05/25/27			100		102,795


					9,105,257

Hong Kong^(c)— 0.0%
Bank of East Asia Ltd., (5 year CMT + 5.53%), 5.83%^(a)(n)	USD		250		248,125
Yango Justice International Ltd., 7.50%, 04/15/24^(f)(i)			200		10,000


					258,125

India^(c)— 0.2%
Adani Electricity Mumbai Ltd., 3.95%, 02/12/30			200		180,743
Adani Transmission Ltd., 4.25%, 05/21/36			181		166,124
Bharti Airtel Ltd., 3.25%, 06/03/31			200		183,962
HDFC Bank Ltd., (5 year CMT + 2.93%), 3.70%^(a)(n)			200		185,000
Power Finance Corp. Ltd., 6.15%, 12/06/28			200		219,913
ReNew Power Pvt Ltd., 5.88%, 03/05/27			200		195,660
Shriram Transport Finance Co. Ltd., 5.10%, 07/16/23			200		200,000
Summit Digitel Infrastructure Pvt Ltd., 2.88%, 08/12/31			200		173,628


					1,505,030

Indonesia^(c)— 0.0%
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 5.38%, 01/25/29			200		214,772
Theta Capital Pte. Ltd., 8.13%, 01/22/25			200		201,000


					415,772

Ireland — 0.1%
Fresenius Finance Ireland PLC, 0.88%, 10/01/31^(c)	EUR		486		475,029


Security		Par (000)		Value


Ireland (continued)
Linde PLC, 1.00%, 09/30/51^(c)	EUR		200	$	176,515
Metalloinvest Finance DAC, 3.38%, 10/22/28^(b)	USD		447		89,400
Virgin Media Vendor Financing Notes III DAC, 4.88%, 07/15/28^(c)	GBP		100		123,647


					864,591

Isle of Man — 0.0%
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30	USD		204		189,883


Israel — 0.0%
Teva Pharmaceutical Finance Netherlands II BV, 3.75%, 05/09/27	EUR		120		125,017


Italy — 0.8%
ASTM SpA, 1.00%, 11/25/26^(c)			1,290		1,363,258
Autostrade per l’Italia SpA^(c)
2.00%, 12/04/28			100		107,598
2.00%, 01/15/30			100		104,216
Banco BPM SpA, (5 year EUR Swap + 3.80%), 3.25%, 01/14/31^(a)(c)			100		106,538
Brunello Bidco SpA, (3 mo. Euribor + 3.75%), 3.75%, 02/15/28^(a)(c)			100		109,114
Centurion Bidco SpA, 5.88%, 09/30/26^(c)			180		193,406
Diocle SpA, (3 mo. Euribor + 3.88%), 3.88%, 06/30/26^(a)(c)			68		75,645
doValue SpA, 3.38%, 07/31/26^(c)			200		212,409
Enel Finance International NV, 0.00%, 06/17/24^(c)			300		326,078
Eni SpA, 3.63%, 01/29/29^(c)			600		744,106
FCA Bank SpA, 0.25%, 02/28/23^(c)			639		708,067
Gamma Bidco SpA, 5.13%, 07/15/25^(c)			100		109,106
Intesa Sanpaolo SpA
0.75%, 12/04/24^(c)			100		109,939
0.75%, 03/16/28^(c)			200		206,489
1.35%, 02/24/31^(c)			600		592,349
(5 year EUR Swap + 6.09%), 5.88%^(a)(c)(n)			300		328,377
(5 year USD Swap + 5.46%), 7.70%^(a)(b)(n)	USD		400		418,000
Nexi SpA, 0.00%, 02/24/28^(c)(j)(k)	EUR		100		90,423
Rekeep SpA, 7.25%, 02/01/26^(c)			140		161,070
Rossini Sarl, 6.75%, 10/30/25^(c)			200		226,471
Sisal SpA, 7.00%, 07/31/23^(c)			69		76,073
Snam SpA, 0.00%, 08/15/25^(c)			290		308,514


					6,677,246

Japan — 0.4%
Asahi Group Holdings Ltd.^(c)
0.01%, 04/19/24			1,770		1,927,340
0.16%, 10/23/24			200		216,913
East Japan Railway Co., 1.10%, 09/15/39^(c)			300		297,718
Nissan Motor Co. Ltd., 3.20%, 09/17/28^(c)			110		122,258
SoftBank Group Corp.^(c)
4.75%, 07/30/25			400		433,106
2.88%, 01/06/27			100		98,456
Takeda Pharmaceutical Co. Ltd.
5.00%, 11/26/28	USD		200		216,874
2.05%, 03/31/30			200		180,527
2.00%, 07/09/40	EUR		300		313,565


					3,806,757

Jersey — 0.4%
Avis Budget Finance PLC, 4.13%, 11/15/24^(c)			100		110,791
CPUK Finance Ltd., 6.50%, 08/28/26^(c)	GBP		100		132,153


Security		Par (000)		Value


Jersey (continued)
Galaxy Bidco Ltd., 6.50%, 07/31/26^(c)	GBP		140	$	180,692
Galaxy Pipeline Assets Bidco Ltd.
2.16%, 03/31/34^(b)	USD		696		640,049
2.63%, 03/31/36^(c)			300		269,119
2.94%, 09/30/40^(b)			811		731,614
Heathrow Funding Ltd.^(c)
2.63%, 03/16/28	GBP		735		903,200
1.50%, 02/11/30	EUR		120		125,243
Kane Bidco Ltd., 6.50%, 02/15/27^(c)	GBP		100		127,771


					3,220,632

Kuwait — 0.1%
NBK Tier 1 Ltd., 3.63%^(a)(b)(n)	USD		1,206		1,126,856


Lithuania — 0.1%
ASG Finance Designated Activity Co., 7.88%, 12/03/24^(b)			502		476,900


Luxembourg — 1.8%
Adler Group SA, 2.75%, 11/13/26^(c)	EUR		300		276,848
Altice Financing SA^(c)
2.25%, 01/15/25			100		105,370
4.25%, 08/15/29			100		98,506
Atento Luxco 1 SA, 8.00%, 02/10/26^(b)	USD		255		257,837
Becton Dickinson Euro Finance Sarl, 1.34%, 08/13/41	EUR		405		367,085
Cidron Aida Finco Sarl, 6.25%, 04/01/28^(c)	GBP		200		244,996
CSN Resources SA, 5.88%, 04/08/32^(b)	USD		617		597,676
DH Europe Finance II Sarl, 1.35%, 09/18/39	EUR		400		396,082
EIG Pearl Holdings Sarl^(b)
3.55%, 08/31/36	USD		1,576		1,505,080
4.39%, 11/30/46			1,655		1,547,425
FEL Energy VI Sarl, 5.75%, 12/01/40			712		638,292
Garfunkelux Holdco 3 SA^(c)
6.75%, 11/01/25	EUR		100		110,101
7.75%, 11/01/25	GBP		100		130,380
GOL Equity Finance SA, 3.75%, 07/15/24^(b)(j)	USD		282		230,183
Highland Holdings Sarl, 0.32%, 12/15/26	EUR		420		437,626
Holcim Finance Luxembourg SA, 0.13%, 07/19/27^(c)			240		244,883
JSM Global Sarl, 4.75%, 10/20/30^(b)	USD		686		600,164
Kenbourne Invest SA, 4.70%, 01/22/28^(b)			320		280,000
Lincoln Financing Sarl, 3.63%, 04/01/24^(c)	EUR		100		110,348
Lune Holdings Sarl, 5.63%, 11/15/28^(c)			100		98,884
MC Brazil Downstream Trading SARL, 7.25%, 06/30/31^(b)	USD		773		703,430
Millicom International Cellular SA, 6.63%, 10/15/26^(b)			368		376,336
Monitchem HoldCo 3 SA, 5.25%, 03/15/25^(c)	EUR		100		108,412
Movida Europe SA, 5.25%, 02/08/31	USD		200		178,400
Prologis International Funding II SA, 2.38%, 11/14/30^(c)	EUR		440		499,191
Rede D’or Finance Sarl, 4.50%, 01/22/30^(b)	USD		222		203,685
Repsol Europe Finance Co., 0.88%, 07/06/33^(c)	EUR		300		292,669
SELP Finance Sarl, 0.88%, 05/27/29^(c)			590		582,282
SES SA, 2.00%, 07/02/28^(c)			528		569,045
Simpar Europe SA, 5.20%, 01/26/31^(b)	USD		785		700,612
Summer BC Holdco B Sarl, 5.75%, 10/31/26^(c)	EUR		300		336,148
Traton Finance Luxembourg SA^(c)
0.00%, 06/14/24			2,000		2,162,931
0.13%, 11/10/24			400		429,644


					15,420,551

Malaysia — 0.0%
TNB Global Ventures Capital Bhd, 4.85%, 11/01/28^(c)	USD		200		213,038


Security		Par (000)		Value


Mauritius — 0.1%
Greenko Mauritius Ltd., 6.25%, 02/21/23^(c)	USD		200	$	200,500
HTA Group Ltd., 7.00%, 12/18/25^(b)			405		400,191


					600,691

Mexico — 2.1%
Axtel SAB de CV, 6.38%, 11/14/24^(b)			439		448,137
Banco Mercantil del Norte SA, (10 year CMT + 5.03%), 6.63%^(a)(b)(n)			435		401,505
Braskem Idesa SAPI, 6.99%, 02/20/32^(b)			405		395,887
Cemex SAB de CV
3.13%, 03/19/26^(c)	EUR		100		109,816
5.20%, 09/17/30^(b)	USD		320		318,400
Comision Federal de Electricidad, 3.35%, 02/09/31^(c)			302		264,778
Cydsa SAB de CV, 6.25%, 10/04/27^(b)			620		592,100
Metalsa S A P I De Cv, 3.75%, 05/04/31^(c)			331		285,074
Mexico City Airport Trust, 5.50%, 07/31/47^(c)			1,491		1,317,671
Nemak SAB de CV, 3.63%, 06/28/31^(c)			331		285,860
Operadora de Servicios Mega SA de CV Sofom ER, 8.25%, 02/11/25^(b)			1,188		886,768
Orbia Advance Corp. SAB de CV, 5.50%, 01/15/48			225		221,368
Petroleos Mexicanos
6.88%, 10/16/25			741		775,012
6.84%, 01/23/30			1,922		1,907,585
6.70%, 02/16/32			7,473		7,099,350
5.50%, 06/27/44			358		269,932
6.75%, 09/21/47			507		407,096
7.69%, 01/23/50			671		583,770
6.95%, 01/28/60			150		121,485
Series 13-2, 7.19%, 09/12/24	MXN		17,644		846,782


					17,538,376

Morocco — 0.1%
OCP SA, 3.75%, 06/23/31	USD		475		429,281


MultiNational — 0.2%
Allied Universal Holdco LLC/Allied Universal Finance Corp., 3.63%, 06/01/28^(c)	EUR		100		100,945
Clarios Global LP/Clarios US Finance Co., 4.38%, 05/15/26^(c)			100		109,242
Digicel International Finance Ltd./Digicel international Holdings Ltd.^(b)
8.75%, 05/25/24	USD		119		118,793
8.00%, 12/31/26			48		44,414
(6.00% Cash and 7.00% PIK), 13.00%, 12/31/25^(l)			68		67,227
Promigas SA ESP/Gases del Pacifico SAC
3.75%, 10/16/29^(b)			528		476,018
3.75%, 10/16/29^(c)			450		405,698


					1,322,337

Netherlands — 2.0%
ABN AMRO Bank NV, 0.88%, 01/15/24^(c)	EUR		100		111,772
Airbus SE, 2.38%, 06/09/40^(c)			290		326,413
Allianz Finance II BV, 0.00%, 01/14/25^(c)			100		108,611
BP Capital Markets BV, 1.47%, 09/21/41^(c)			210		199,090
Braskem Netherlands Finance BV
5.88%, 01/31/50^(b)	USD		738		728,406
(5 year CMT + 8.22%), 8.50%, 01/23/81^(a)(c)			269		294,219
Cooperatieve Rabobank UA^(c)
1.38%, 02/03/27	EUR		100		112,236
4.63%, 05/23/29	GBP		145		205,508


Security		Par (000)		Value


Netherlands (continued)
Deutsche Telekom International Finance BV, 4.25%, 07/13/22^(c)	EUR		520	$	582,380
Dufry One BV, 2.00%, 02/15/27^(c)			100		98,871
Embraer Netherlands Finance BV
5.05%, 06/15/25	USD		473		477,730
6.95%, 01/17/28^(b)			240		253,095
Enel Finance International NV, 0.88%, 09/28/34^(c)	EUR		390		370,864
Equate Petrochemical BV
4.25%, 11/03/26^(c)	USD		342		346,232
2.63%, 04/28/28^(b)			452		417,535
Heimstaden Bostad Treasury BV, 0.25%, 10/13/24^(c)	EUR		540		579,667
IMCD NV, 2.13%, 03/31/27			330		365,081
Imperial Brands Finance Netherlands BV, 1.75%, 03/18/33^(c)			270		256,098
ING Bank NV, (3 mo. Euribor + 0.40%), 0.00%, 04/08/22^(a)(c)			500		553,151
ING Groep NV
1.00%, 09/20/23^(c)			200		223,769
(1 year CMT + 1.10%), 1.40%, 07/01/26^(a)(b)	USD		540		499,571
(3 mo. Euribor + 0.60%), 0.10%, 09/03/25^(a)(c)	EUR		200		215,628
Intertrust Group BV, 3.38%, 11/15/25^(c)			100		110,260
JDE Peet’s NV, 0.63%, 02/09/28^(c)			430		438,079
Minejesa Capital BV, 4.63%, 08/10/30^(c)	USD		200		190,022
Mondelez International Holdings Netherlands BV, 1.25%, 09/09/41^(c)	EUR		120		108,276
Nobel Bidco BV, 3.13%, 06/15/28^(c)			150		147,477
NXP BV/NXP Funding LLC/NXP USA, Inc.^(b)
4.30%, 06/18/29	USD		555		571,927
3.40%, 05/01/30			1,797		1,744,456
OCI NV, 3.63%, 10/15/25^(c)	EUR		90		101,056
Siemens Financieringsmaatschappij NV, 0.00%, 02/20/26^(c)			100		106,731
Stellantis NV, 0.75%, 01/18/29^(c)			200		200,826
Telefonica Europe BV, (6 year EUR Swap + 4.11%), 4.38%^(a)(c)(n)			600		686,981
TenneT Holding BV, 0.88%, 06/16/35^(c)			260		253,610
Teva Pharmaceutical Finance Netherlands II BV, 4.50%, 03/01/25			100		111,268
Teva Pharmaceutical Finance Netherlands III BV
4.75%, 05/09/27	USD		310		296,422
5.13%, 05/09/29			410		391,673
Thermo Fisher Scientific Finance I BV, 1.63%, 10/18/41	EUR		250		248,729
Trivium Packaging Finance BV, 3.75%, 08/15/26^(c)			100		108,202
United Group BV^(c)
4.88%, 07/01/24			100		110,209
4.00%, 11/15/27			100		102,217
(3 mo. Euribor + 4.88%), 4.88%, 02/01/29^(a)			100		108,053
Upjohn Finance BV^(c)
1.02%, 06/23/24			390		428,335
1.36%, 06/23/27			105		110,388
Viterra Finance BV, 0.38%, 09/24/25^(c)			1,345		1,399,867
Volkswagen Financial Services NV, 1.63%, 02/10/24^(c)	GBP		200		257,849
Volkswagen International Finance NV, 4.13%, 11/16/38^(c)	EUR		300		397,142
Vonovia Finance BV, 1.63%, 10/07/39^(c)			900		831,616


					16,887,598


Security		Par (000)		Value


Nigeria — 0.1%
Nigeria Government International Bond, 8.38%, 03/24/29^(b)	USD		977	$	980,664


Norway^(c)— 0.1%
Adevinta ASA, 3.00%, 11/15/27	EUR		100		106,957
Aker BP ASA, 1.13%, 05/12/29			980		993,208


					1,100,165

Oman — 0.0%
OQ SAOC, 5.13%, 05/06/28^(b)	USD		358		353,368


Panama — 0.1%
Aeropuerto Internacional de Tocumen SA, 5.13%, 08/11/61^(b)			315		287,201
Carnival Corp., 10.13%, 02/01/26^(c)	EUR		130		160,481


					447,682

Paraguay — 0.0%
Frigorifico Concepcion SA, 7.70%, 07/21/28^(b)	USD		330		292,628


Peru — 0.1%
InRetail Consumer, 3.25%, 03/22/28^(b)			530		496,478


Qatar — 0.1%
Qatar Energy
3.13%, 07/12/41^(b)			432		394,200
3.30%, 07/12/51^(c)			200		184,000


					578,200

Saudi Arabia — 0.1%
Arabian Centres Sukuk II Ltd., 5.63%, 10/07/26^(b)			1,310		1,237,950


Singapore — 0.2%
Continuum Energy Levanter Pte. Ltd., 4.50%, 02/09/27^(b)			543		518,028
LLPL Capital Pte. Ltd., 6.88%, 02/04/39^(c)			174		173,392
Oil India International Pte. Ltd., 4.00%, 04/21/27^(c)			200		197,413
Puma International Financing SA, 5.13%, 10/06/24^(b)			251		238,450
United Overseas Bank Ltd., (5 year USD Swap + 1.79%), 3.88%^(a)(c)(n)			200		198,162


					1,325,445

South Africa — 0.1%
Eskom Holdings SOC Ltd., 7.13%, 02/11/25^(c)			886		854,547
Sasol Financing USA LLC, 6.50%, 09/27/28			328		332,920


					1,187,467

South Korea^(c)— 0.1%
Kookmin Bank, (5 year CMT + 2.64%), 4.35%^(a)(n)			200		200,413
Shinhan Financial Group Co. Ltd., (5 year CMT + 2.06%), 2.88%^(a)(n)			200		181,500
SK Hynix, Inc., 2.38%, 01/19/31			200		173,080


					554,993

Spain — 0.4%
Amadeus IT Group SA^(c)
2.88%, 05/20/27	EUR		300		349,553
1.88%, 09/24/28			100		110,809
Banco de Sabadell SA^(c)
0.88%, 07/22/25			100		107,762
(Update Replacements.xls: EUSA1 + 0.97%), 0.63%, 11/07/25^(a)			1,100		1,185,589
Cellnex Finance Co. SA, 2.25%, 04/12/26^(d)			600		658,401
Ferrovial Netherlands BV, (5 year EUR Swap + 2.13%), 2.12%^(a)(c)(n)			100		107,611


Security		Par (000)		Value


Spain (continued)
International Consolidated Airlines Group SA, 2.75%, 03/25/25^(c)	EUR		100	$	105,081
Lorca Telecom Bondco SA, 4.00%, 09/18/27^(c)			240		255,544
Merlin Properties Socimi SA^(c)
1.38%, 06/01/30			100		97,322
1.88%, 12/04/34			700		657,553
Telefonica Emisiones SA, 1.45%, 01/22/27^(c)			100		111,704


					3,746,929

Sweden^(c)— 0.1%
Heimstaden Bostad AB^(a)(n)
(5 year EUR Swap + 3.15%), 2.63%			100		93,452
(5 year EUR Swap + 3.91%), 3.38%			100		100,693
Intrum AB, 4.88%, 08/15/25			100		111,342
Verisure Holding AB
3.50%, 05/15/23			100		110,326
3.88%, 07/15/26			180		194,147


					609,960

Switzerland — 0.4%
Credit Suisse Group AG^(a)
(1 year EURIBOR ICE Swap Rate + 1.05%), 1.00%, 06/24/27^(c)			325		339,761
(1 year EURIBOR ICE Swap Rate + 3.50%), 3.25%, 04/02/26^(c)			1,200		1,368,103
(SOFR + 1.56%), 2.59%, 09/11/25^(b)	USD		1,500		1,449,014
Credit Suisse Group Funding Guernsey Ltd., 1.25%, 04/14/22^(c)	EUR		195		215,814
UBS Group AG, (Update Replacements.xls: EUSA1 + 0.55%), 0.25%, 01/29/26^(a)(c)			305		327,402


					3,700,094

Thailand^(a)(c)— 0.0%
Bangkok Bank PCL, (5 year CMT + 1.90%), 3.73%, 09/25/34	USD		200		186,475
Kasikornbank PCL, (5 year CMT + 1.70%), 3.34%, 10/02/31			200		187,663


					374,138

Ukraine — 0.0%
NPC Ukrenergo, 6.88%, 11/09/26^(b)			411		154,125


United Arab Emirates^(c)— 0.1%
Abu Dhabi Crude Oil Pipeline LLC, 4.60%, 11/02/47			200		211,412
Emirates NBD Bank PJSC, (Update
Replacements.xls: CMTUSD6Y + 3.66%), 6.13%^(a)(n)			744		751,440


					962,852

United Kingdom — 2.0%
AstraZeneca PLC, 1.38%, 08/06/30			275		239,644
Avianca Midco 2 Ltd., 9.00%, 12/01/28^(b)			925		885,378
Barclays PLC
3.13%, 01/17/24^(c)	GBP		1,300		1,716,980
4.34%, 01/10/28	USD		655		665,682
(5 year UK Government Bond + 1.75%), 1.70%, 11/03/26^(a)(c)	GBP		200		249,766
(Update Replacements.xls: EUSA1 + 1.26%), 0.58%, 08/09/29^(a)(c)	EUR		310		311,795
(Update Replacements.xls: EUSA1 + 3.70%), 3.38%, 04/02/25^(a)(c)			200		230,717
BAT International Finance PLC^(c)
1.25%, 03/13/27			730		758,135
2.25%, 01/16/30			315		320,892


Security		Par (000)		Value


United Kingdom (continued)
Bellis Acquisition Co. PLC, 3.25%, 02/16/26^(c)	GBP		200	$	242,411
Chanel Ceres PLC, 0.50%, 07/31/26^(c)	EUR		170		179,482
Constellation Automotive Financing PLC, 4.88%, 07/15/27^(c)	GBP		100		119,870
eG Global Finance PLC, 4.38%, 02/07/25^(c)	EUR		100		107,361
Heathrow Finance PLC, 4.38%, 03/01/27^(c)(o)	GBP		100		120,363
HSBC Holdings PLC, (SOFR + 1.10%), 2.25%, 11/22/27^(a)	USD		2,106		1,962,238
Informa PLC^(c)
2.13%, 10/06/25	EUR		1,155		1,291,249
1.25%, 04/22/28			125		129,263
InterContinental Hotels Group PLC, 3.38%, 10/08/28^(c)	GBP		100		130,468
Jaguar Land Rover Automotive PLC, 4.50%, 07/15/28^(c)	EUR		150		149,872
Jerrold Finco PLC^(c)
4.88%, 01/15/26	GBP		100		126,285
5.25%, 01/15/27			100		126,176
Liquid Telecommunications Financing PLC, 5.50%, 09/04/26^(b)	USD		697		660,407
Lloyds Banking Group PLC, (3 mo. Euribor + 1.72%), 4.50%, 03/18/30^(a)(c)	EUR		422		495,207
National Grid Electricity Transmission PLC, 0.19%, 01/20/25^(c)			1,462		1,581,138
Pinewood Finance Co. Ltd., 3.25%, 09/30/25^(c)	GBP		100		127,096
Premier Foods Finance PLC, 3.50%, 10/15/26^(c)			100		122,023
Rolls-Royce PLC^(c)
4.63%, 02/16/26	EUR		100		116,156
1.63%, 05/09/28			100		97,704
Royalty Pharma PLC, 3.55%, 09/02/50	USD		75		62,301
Sherwood Financing PLC, 6.00%, 11/15/26^(c)	GBP		100		124,140
SSE PLC, Series ., (5 year GBP Swap + 2.75%), 3.63%, 09/16/77^(a)(c)			500		656,825
Stonegate Pub Co. Financing 2019 PLC^(c)
8.00%, 07/13/25			100		133,375
8.25%, 07/31/25			100		133,664
Synthomer PLC, 3.88%, 07/01/25^(c)	EUR		100		110,744
Tesco Corporate Treasury Services PLC, 0.38%, 07/27/29^(c)			130		126,553
Vedanta Resources Finance II PLC, 8.95%, 03/11/25^(b)	USD		1,450		1,406,500
Vedanta Resources Ltd., 6.13%, 08/09/24^(b)			338		293,215
Very Group Funding PLC, 6.50%, 08/01/26^(c)	GBP		100		124,271
Vmed O2 U.K. Financing I PLC^(c)
3.25%, 01/31/31	EUR		100		101,775
4.50%, 07/15/31	GBP		100		120,560
Vodafone Group PLC, 4.25%, 09/17/50	USD		65		64,784


					16,722,465

United States — 17.7%
AbbVie, Inc., 4.25%, 11/21/49			1,234		1,280,543
AES Corp., 2.45%, 01/15/31			400		357,702
Ally Financial, Inc., Series B, (5 year CMT + 3.87%), 4.70%^(a)(n)			330		310,632
Altria Group, Inc.
3.13%, 06/15/31	EUR		400		442,609
3.70%, 02/04/51	USD		1,231		994,317
Amazon.com, Inc.
2.50%, 06/03/50			123		102,688
3.10%, 05/12/51			165		154,851
American Airlines Pass Through Trust, Series 2019-1, Class B, 3.85%, 08/15/29			77		68,361


Security		Par (000)		Value


United States (continued)
American Airlines Pass-Through Trust
Series 2015-2, Class AA, 3.60%, 03/22/29	USD		9	$	9,043
Series 2016-1, Class B, 5.25%, 07/15/25			5		4,939
Series 2016-2, Class B, 4.38%, 12/15/25^(b)			55		52,383
Series 2017-1, Class B, 4.95%, 08/15/26			14		13,438
Series 2019-1, Class AA, 3.15%, 08/15/33			76		71,187
American Express Co., (5 year CMT + 2.85%), 3.55%^(a)(n)			199		181,349
American Tower Corp.
0.45%, 01/15/27	EUR		600		622,879
0.40%, 02/15/27			330		340,746
3.65%, 03/15/27	USD		190		189,492
1.88%, 10/15/30			162		137,873
3.10%, 06/15/50			105		84,846
2.95%, 01/15/51			80		62,864
Amgen, Inc.
3.00%, 02/22/29			1,042		1,022,899
2.45%, 02/21/30			430		405,417
Anheuser-Busch InBev Worldwide, Inc.
4.60%, 04/15/48			537		579,570
4.50%, 06/01/50			1,319		1,409,275
Anthem, Inc.
3.13%, 05/15/50			59		51,957
3.60%, 03/15/51			998		954,115
Aon Corp./Aon Global Holdings PLC, 2.60%, 12/02/31			572		526,788
Apple, Inc.
1.20%, 02/08/28			307		279,501
1.65%, 05/11/30			154		139,583
1.65%, 02/08/31^(h)			2,455		2,209,361
4.25%, 02/09/47			940		1,053,433
2.65%, 05/11/50			42		36,583
2.65%, 02/08/51			1,149		991,108
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC, 3.25%, 09/01/28^(b)			200		181,500
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.
5.25%, 04/30/25^(b)			200		199,725
2.13%, 08/15/26^(c)	EUR		100		103,954
4.75%, 07/15/27^(c)	GBP		100		119,641
Ashton Woods USA LLC/Ashton Woods Finance Co.^(b)
4.63%, 08/01/29	USD		50		44,092
4.63%, 04/01/30			130		113,252
Astrazeneca Finance LLC, 2.25%, 05/28/31			210		195,539
AT&T, Inc.
4.38%, 09/14/29	GBP		100		142,923
4.30%, 02/15/30	USD		1,340		1,415,812
2.55%, 12/01/33			1,385		1,230,495
3.30%, 02/01/52			122		104,577
3.50%, 09/15/53			1,701		1,492,532
3.55%, 09/15/55			701		618,258
3.50%, 02/01/61			152		129,195
Axalta Coating Systems Dutch Holding B BV, 3.75%, 01/15/25^(c)	EUR		100		108,667
Azul Investments LLP, 7.25%, 06/15/26^(b)	USD		739		617,989
Bank of America Corp.
2.38%, 06/19/24^(c)	EUR		100		114,456
(3 mo. LIBOR US + 1.51%), 3.71%, 04/24/28^(a)	USD		142		142,908
(3 mo. LIBOR US + 3.15%), 4.08%, 03/20/51^(a)			1,241		1,284,223
(5 year CMT + 2.76%), 4.38%^(a)(n)			164		154,127
(SOFR + 0.91%), 0.98%, 09/25/25^(a)			213		201,883
(SOFR + 0.96%), 1.73%, 07/22/27^(a)			2,080		1,931,665


Security		Par (000)		Value


United States (continued)
Bank of America Corp. (continued)
(SOFR + 1.05%), 2.55%, 02/04/28^(a)	USD		3,573	$	3,413,940
(SOFR + 1.15%), 1.32%, 06/19/26^(a)			2,812		2,635,324
(SOFR + 1.22%), 2.30%, 07/21/32^(a)			1,455		1,294,972
(SOFR + 1.33%), 2.97%, 02/04/33^(a)			81		75,896
Series JJ, (3 mo. LIBOR US + 3.29%), 5.13%^(a)(n)			130		130,975
Series N, (SOFR + 1.22%), 2.65%, 03/11/32^(a)			180		165,088
Series N, (SOFR + 1.65%), 3.48%, 03/13/52^(a)			150		141,449
Becton Dickinson & Co., 1.40%, 05/24/23	EUR		495		553,885
Becton Dickinson Euro Finance Sarl, 0.63%, 06/04/23			200		222,178
Booking Holdings, Inc., 0.10%, 03/08/25			350		376,772
Boxer Parent Co., Inc., 6.50%, 10/02/25^(c)			100		111,538
BP Capital Markets America, Inc.
3.63%, 04/06/30	USD		569		579,391
2.94%, 06/04/51			588		501,883
Bristol-Myers Squibb Co., 3.70%, 03/15/52			390		391,926
Broadcom, Inc.
4.75%, 04/15/29			1,059		1,112,725
4.15%, 11/15/30			315		319,249
2.45%, 02/15/31^(b)			1,100		981,286
3.75%, 02/15/51^(b)			1,278		1,144,372
Burlington Northern Santa Fe LLC
3.30%, 09/15/51			547		517,262
2.88%, 06/15/52			528		467,734
Capital One Financial Corp.
1.65%, 06/12/29	EUR		880		930,666
Series M, (5 year CMT + 3.16%), 3.95%^(a)(n)	USD		190		176,719
CDI Escrow Issuer, Inc., 5.75%, 04/01/30^(b)(d)			78		78,780
Centene Corp.
2.45%, 07/15/28			304		277,765
2.63%, 08/01/31			215		191,350
Charles Schwab Corp., (5 year CMT + 3.17%), 4.00%^(a)(n)			130		124,475
Charter Communications Operating LLC/Charter
Communications Operating Capital
4.40%, 04/01/33			190		189,438
3.50%, 06/01/41			75		62,335
3.70%, 04/01/51			746		614,778
3.90%, 06/01/52			1,762		1,485,913
4.40%, 12/01/61			300		261,142
3.95%, 06/30/62			138		111,595
Chemours Co., 4.00%, 05/15/26	EUR		100		106,255
Cigna Corp.
4.38%, 10/15/28	USD		1,198		1,260,201
3.40%, 03/15/51			39		35,140
Citgo Holding, Inc., 9.25%, 08/01/24^(b)			402		406,020
Citigroup, Inc.^(a)
(3 mo. LIBOR US + 1.15%), 3.52%, 10/27/28			143		141,656
(SOFR + 1.15%), 2.67%, 01/29/31			200		185,298
(SOFR + 1.35%), 3.06%, 01/25/33			160		149,493
(SOFR + 1.42%), 2.98%, 11/05/30			1,545		1,465,446
(SOFR + 1.53%), 3.29%, 03/17/26			796		793,314
(SOFR + 1.94%), 3.79%, 03/17/33			249		246,841
(SOFR + 3.91%), 4.41%, 03/31/31			164		170,257
(SOFR + 4.55%), 5.32%, 03/26/41			76		88,960
Series V, (SOFR + 3.23%), 4.70%⁽ⁿ⁾			200		191,500
Colgate Energy Partners III LLC^(b)
7.75%, 02/15/26			35		37,310
5.88%, 07/01/29			62		63,919
Comcast Corp.
0.25%, 09/14/29	EUR		600		607,092


Security		Par (000)		Value


United States (continued)
Comcast Corp. (continued)
2.65%, 02/01/30	USD		1,250	$	1,199,866
3.40%, 04/01/30			133		134,735
4.25%, 10/15/30			1,600		1,706,818
3.45%, 02/01/50			1,238		1,158,191
2.80%, 01/15/51			184		155,161
2.94%, 11/01/56^(b)			274		226,193
2.99%, 11/01/63^(b)			14		11,457
Coty, Inc., 3.88%, 04/15/26^(c)	EUR		100		107,445
Covanta Holding Corp., 4.88%, 12/01/29^(b)	USD		69		65,874
Crown Castle International Corp.
2.90%, 03/15/27			10		9,668
3.65%, 09/01/27			500		496,371
4.30%, 02/15/29			138		141,756
3.25%, 01/15/51			942		788,958
CVS Health Corp.
1.75%, 08/21/30			161		141,100
5.13%, 07/20/45			434		489,904
5.05%, 03/25/48			1,137		1,287,642
4.25%, 04/01/50			492		510,427
Daimler Trucks Finance North America LLC, 2.00%, 12/14/26^(b)			355		330,670
Dana, Inc., 4.25%, 09/01/30			38		34,778
Dell International LLC/EMC Corp.
5.30%, 10/01/29			130		141,602
8.35%, 07/15/46			18		26,305
Discovery Communications LLC, 1.90%, 03/19/27	EUR		810		877,883
Dominion Energy, Inc., Series C, 3.38%, 04/01/30	USD		510		503,124
DraftKings, Inc., 0.00%, 03/15/28			174		125,019
DTE Electric Co., Series B, 3.65%, 03/01/52			511		516,509
Duke Energy Carolinas LLC, 2.45%, 02/01/30			875		818,856
Duke Energy Corp.
2.45%, 06/01/30			845		778,553
4.20%, 06/15/49			35		35,171
Edison International
4.13%, 03/15/28			495		490,885
(5 year CMT + 4.70%), 5.38%^(a)(n)			225		217,069
Eli Lilly & Co.
1.70%, 11/01/49	EUR		100		105,095
1.38%, 09/14/61			240		205,341
Encore Capital Group, Inc., 4.88%, 10/15/25^(c)			130		144,532
Entergy Louisiana LLC, 2.35%, 06/15/32	USD		440		399,020
Enterprise Products Operating LLC
3.13%, 07/31/29			209		205,231
5.95%, 02/01/41			170		201,537
Equinix, Inc.
3.20%, 11/18/29			147		140,678
2.95%, 09/15/51			81		64,536
Exelon Corp.^(b)
2.75%, 03/15/27			133		129,591
4.10%, 03/15/52			133		135,084
Expedia Group, Inc., 6.25%, 05/01/25^(b)			268		286,527
Exxon Mobil Corp.
1.41%, 06/26/39	EUR		390		378,251
3.45%, 04/15/51	USD		1,240		1,202,049
Federal National Mortgage Association, 3.00%, 03/15/24			461		460,416
FedEx Corp., 0.45%, 05/04/29	EUR		690		700,632
Fidelity National Information Services, Inc.
0.75%, 05/21/23			230		255,753
1.65%, 03/01/28	USD		480		429,481


Security		Par (000)		Value


United States (continued)
Fidelity National Information Services, Inc. (continued)
2.95%, 05/21/39	EUR		350	$	409,532
1.10%, 07/15/24			110		122,168
FirstEnergy Transmission LLC, 4.35%, 01/15/25^(b)	USD		1,032		1,036,972
Fiserv, Inc.
2.25%, 06/01/27			635		599,718
1.63%, 07/01/30	EUR		470		503,439
4.40%, 07/01/49	USD		33		34,074
Florida Power & Light Co., 2.88%, 12/04/51			741		664,284
Ford Motor Co., 3.25%, 02/12/32			55		49,122
Freed Co. Ltd., 10.00%, 12/02/23^(e)			629		612,520
Freedom Mortgage Corp.^(b)
8.13%, 11/15/24			112		111,580
8.25%, 04/15/25			88		87,734
Full House Resorts, Inc., 8.25%, 02/15/28^(b)			67		68,508
General Motors Co.
5.00%, 10/01/28			530		552,666
5.95%, 04/01/49			116		128,910
General Motors Financial Co., Inc.
2.75%, 06/20/25			800		777,007
0.85%, 02/26/26^(c)	EUR		100		105,537
2.70%, 08/20/27	USD		151		142,065
Gilead Sciences, Inc., 2.80%, 10/01/50			826		675,936
Glencore Funding LLC, 2.85%, 04/27/31^(b)			341		311,394
Global Payments, Inc.
1.20%, 03/01/26			305		280,988
2.15%, 01/15/27			247		231,828
4.15%, 08/15/49			35		33,824
Goldman Sachs Group, Inc.
3.50%, 04/01/25			1,700		1,712,679
0.25%, 01/26/28^(c)	EUR		100		101,150
4.75%, 10/21/45	USD		284		317,301
(3 mo. LIBOR US + 1.30%), 4.22%, 05/01/29^(a)			770		788,397
(SOFR + 0.80%), 1.43%, 03/09/27^(a)			157		144,676
(SOFR + 1.09%), 1.99%, 01/27/32^(a)			325		281,541
(SOFR + 1.11%), 2.64%, 02/24/28^(a)			1,397		1,335,709
(SOFR + 1.26%), 2.65%, 10/21/32^(a)			185		167,252
(SOFR + 1.41%), 3.10%, 02/24/33^(a)			63		59,383
(SOFR + 1.85%), 3.62%, 03/15/28^(a)			529		528,259
GXO Logistics, Inc.^(b)
1.65%, 07/15/26			40		36,112
2.65%, 07/15/31			208		180,357
HCA, Inc.
5.38%, 02/01/25			118		122,779
5.25%, 04/15/25			235		247,411
3.50%, 09/01/30			91		87,912
3.63%, 03/15/32^(b)			430		421,381
5.25%, 06/15/49			32		35,045
4.63%, 03/15/52^(b)			83		83,645
Hewlett Packard Enterprise Co., 1.45%, 04/01/24			980		951,101
HP, Inc.
2.20%, 06/17/25			645		622,056
6.00%, 09/15/41			30		34,963
Intel Corp., 3.20%, 08/12/61			609		538,562
International Business Machines Corp.
0.88%, 01/31/25	EUR		100		110,863
4.25%, 05/15/49	USD		100		106,497
3.43%, 02/09/52			275		261,979


Security		Par (000)		Value


United States (continued)
International Flavors & Fragrances, Inc., 3.47%, 12/01/50^(b)	USD		39	$	34,401
JBS USA LUX SA/JBS USA Finance, Inc., 6.75%, 02/15/28^(b)			100		105,425
JPMorgan Chase & Co.
0.63%, 01/25/24^(c)	EUR		1,105		1,226,477
(3 mo. LIBOR US + 1.34%), 3.78%, 02/01/28^(a)	USD		2,005		2,030,656
(SOFR + 1.07%), 1.95%, 02/04/32^(a)			955		836,582
(SOFR + 1.17%), 2.95%, 02/24/28^(a)			2,386		2,328,441
(SOFR + 1.18%), 2.55%, 11/08/32^(a)			230		210,162
(SOFR + 1.26%), 2.96%, 01/25/33^(a)			340		320,536
(SOFR + 1.89%), 2.18%, 06/01/28^(a)			153		143,537
(SOFR + 2.44%), 3.11%, 04/22/51^(a)			101		89,448
(Update Replacements.xls: TSFR3M + 0.70%), 1.04%, 02/04/27^(a)			2,102		1,926,099
(Update Replacements.xls: TSFR3M + 1.59%), 2.01%, 03/13/26^(a)			1,050		1,012,271
Keurig Dr. Pepper, Inc., 3.80%, 05/01/50			36		34,198
Kinder Morgan, Inc.
5.30%, 12/01/34			460		504,150
3.60%, 02/15/51			178		158,042
Kroger Co., 3.95%, 01/15/50			88		89,021
L3Harris Technologies, Inc., 3.85%, 12/15/26			550		560,713
Lowe’s Cos., Inc.
2.63%, 04/01/31			150		140,597
4.05%, 05/03/47			149		150,089
3.00%, 10/15/50			1,192		1,014,096
LYB International Finance III LLC, 3.63%, 04/01/51			78		70,573
Marsh & McLennan Cos., Inc., 2.90%, 12/15/51			239		198,609
McDonald’s Corp.
1.00%, 11/15/23^(c)	EUR		100		111,797
3.80%, 04/01/28	USD		568		584,407
3.60%, 07/01/30			365		371,704
MCM Trust, 1.00%, 01/01/59^(e)			1,121		1,120,522
Medtronic Global Holdings SCA
1.13%, 03/07/27	EUR		290		319,199
2.25%, 03/07/39			100		112,951
Metropolitan Life Global Funding I, 2.38%, 01/11/23^(c)			100		112,814
Microsoft Corp., 2.53%, 06/01/50	USD		481		415,341
Mondelez International, Inc., 2.63%, 09/04/50			44		35,620
Moody’s Corp., 3.10%, 11/29/61			221		184,813
Morgan Stanley^(a)
(3 mo. LIBOR US + 1.34%), 3.59%, 07/22/28			1,465		1,469,074
(3 mo. LIBOR US + 1.63%), 4.43%, 01/23/30			785		820,784
(SOFR + 0.47%), 0.56%, 11/10/23			1,350		1,334,305
(SOFR + 1.14%), 2.70%, 01/22/31			140		131,371
(SOFR + 1.29%), 2.94%, 01/21/33			923		865,532
(SOFR + 1.43%), 2.80%, 01/25/52			1,332		1,108,181
Motorola Solutions, Inc.
2.75%, 05/24/31			221		199,957
5.50%, 09/01/44			59		64,876
Mozart Debt Merger Sub, Inc., 3.88%, 04/01/29^(b)			474		438,450
MPLX LP
4.00%, 03/15/28			580		589,995
4.70%, 04/15/48			36		36,266
National Grid North America, Inc., 0.41%, 01/20/26^(c)	EUR		100		106,930
Nationstar Mortgage Holdings, Inc.^(b)
6.00%, 01/15/27	USD		34		34,598
5.50%, 08/15/28			112		107,666


Security		Par (000)		Value


United States (continued)
New Metro Global Ltd., 6.80%, 08/05/23^(c)	USD		200	$	152,000
Newmont Corp., 2.60%, 07/15/32			154		141,669
NextEra Energy Capital Holdings, Inc., 1.90%, 06/15/28			575		529,776
Norfolk Southern Corp., 2.55%, 11/01/29			1,005		960,776
NRG Energy, Inc.^(b)
3.75%, 06/15/24			20		19,922
2.45%, 12/02/27			543		500,811
4.45%, 06/15/29			40		40,016
NVIDIA Corp.
2.85%, 04/01/30			500		491,940
2.00%, 06/15/31			610		556,477
3.50%, 04/01/50			753		760,989
OI European Group BV, 2.88%, 02/15/25^(c)	EUR		100		108,406
Oncor Electric Delivery Co. LLC, 2.70%, 11/15/51^(b)	USD		260		222,467
ONE Gas, Inc., 2.00%, 05/15/30			35		31,313
Oracle Corp.
3.40%, 07/08/24			105		105,750
3.60%, 04/01/40			558		484,057
3.60%, 04/01/50			1,265		1,049,143
3.95%, 03/25/51			68		59,447
Paramount Global, 4.95%, 05/19/50			94		98,244
Park Intermediate Holdings LLC/PK Domestic Property LLC/PK Finance Co.Issuer, 4.88%, 05/15/29^(b)			222		208,114
Pfizer, Inc., 1.70%, 05/28/30			340		308,010
Philip Morris International, Inc.
0.13%, 08/03/26	EUR		260		266,723
3.13%, 06/03/33			165		185,884
2.00%, 05/09/36			100		95,819
1.45%, 08/01/39			125		105,027
PPG Industries, Inc., 1.40%, 03/13/27			825		906,426
Procter & Gamble Co.
0.63%, 10/30/24			150		166,468
0.90%, 11/04/41			230		221,617
Prologis Euro Finance LLC
0.63%, 09/10/31			200		195,823
1.50%, 02/08/34			130		135,860
1.50%, 09/10/49			125		114,731
QUALCOMM, Inc., 2.15%, 05/20/30	USD		1,185		1,102,095
Rattler Midstream LP, 5.63%, 07/15/25^(b)			50		50,750
Renewable Energy Group, Inc., 5.88%, 06/01/28^(b)			34		36,520
Roche Holdings, Inc., 2.61%, 12/13/51^(b)			400		346,471
S&P Global, Inc., 3.90%, 03/01/62^(b)			19		19,544
Sasol Financing USA LLC
4.38%, 09/18/26			1,265		1,214,400
5.50%, 03/18/31			745		694,713
SASOL Financing USA LLC, 5.88%, 03/27/24			249		252,113
SCIL IV LLC/SCIL USA Holdings LLC^(c)
4.38%, 11/01/26	EUR		100		105,923
(3 mo. Euribor + 4.38%), 4.38%, 11/01/26^(a)			122		132,871
Southern California Edison Co., Series 20C, 1.20%, 02/01/26	USD		2,690		2,473,805
SRS Distribution, Inc., 4.63%, 07/01/28^(b)			36		34,388
Steel Dynamics, Inc., 3.25%, 10/15/50			76		64,945
Stem, Inc., 0.50%, 12/01/28^(b)(j)			27		20,026
Sunoco LP/Sunoco Finance Corp., 4.50%, 04/30/30^(b)			167		153,855
Tap Rock Resources LLC, 7.00%, 10/01/26^(b)			392		405,767
Tenet Healthcare Corp., 4.38%, 01/15/30^(b)			210		201,585


Security		Par (000)		Value


United States (continued)
Texas Capital Bank NA, (3 mo. LIBOR US + 4.50%), 5.51%, 09/30/24^(a)(b)	USD		1,000	$	983,760
Texas Eastern Transmission LP, 2.80%, 10/15/22^(b)			20		20,058
Thermo Fisher Scientific, Inc., 1.75%, 10/15/28			552		504,299
T-Mobile USA, Inc.
3.88%, 04/15/30			1,719		1,725,599
4.50%, 04/15/50			51		51,594
3.30%, 02/15/51			1,274		1,071,977
Transcontinental Gas Pipe Line Co. LLC, 4.60%, 03/15/48			9		9,602
UGI International LLC, 2.50%, 12/01/29^(c)	EUR		100		93,367
Union Pacific Corp.
2.75%, 03/01/26	USD		2,540		2,523,724
3.25%, 02/05/50			39		36,298
3.85%, 02/14/72			121		119,564
United Airlines Pass-Through Trust
Series 16-2, Class B, 3.65%, 04/07/27			4		3,697
Series 2014-2, Class B, 4.63%, 03/03/24			8		7,635
Series 2015-1, Class AA, 3.45%, 06/01/29			1		725
Series 2019-2, Class B, 3.50%, 11/01/29			53		48,314
Series AA, 2.88%, 04/07/30			6		5,978
Series AA, Class AA, 2.70%, 11/01/33			71		65,090
Series B, 4.75%, 10/11/23			2		2,060
UnitedHealth Group, Inc.
2.88%, 08/15/29			585		574,959
2.30%, 05/15/31			800		751,335
2.90%, 05/15/50			60		53,183
3.13%, 05/15/60			73		64,918
Venture Global Calcasieu Pass LLC, 3.88%, 11/01/33^(b)			121		115,706
Verizon Communications, Inc.
2.10%, 03/22/28^(h)			3,381		3,151,341
1.50%, 09/18/30			3,480		3,022,005
4.86%, 08/21/46			357		409,622
2.88%, 11/20/50			90		75,197
3.55%, 03/22/51			78		73,296
3.00%, 11/20/60			474		386,533
3.70%, 03/22/61			1,655		1,532,986
Series 20Y, 2.88%, 01/15/38	EUR		600		723,255
VMware, Inc., 2.20%, 08/15/31	USD		157		138,228
Walt Disney Co., 2.00%, 09/01/29			720		665,649
Wells Fargo & Co.^(c)
0.50%, 04/26/24	EUR		2,695		2,961,452
2.00%, 04/27/26			135		152,544
Williams Cos., Inc., 2.60%, 03/15/31	USD		472		434,623
XHR LP, 4.88%, 06/01/29^(b)			34		33,029


					150,157,762


Total Corporate Bonds — 36.0% (Cost: $330,311,749)					305,847,937


Floating Rate Loan Interests^(a)

Canada — 0.0%
Kronos Acquisition Holdings, Inc., 2021 1st Lien Term Loan, (SOFR + 6.00%, 1.00% Floor), 7.00%, 12/22/26			73		72,120
Raptor Acquisition Corp., 2021 Term Loan, (3 mo. LIBOR + 4.00%, 0.75% Floor), 4.93%, 11/01/26			34		33,692


					105,812


Security		Par (000)		Value


Luxembourg — 0.0%
Cobham Ultra U.S. Co-Borrower LLC, USD Term Loan B, 4.25%, 11/16/28^(p)	USD		38	$	37,541


Mexico — 0.0%
Credito Real SAB de CV Sofom ENR, Term Loan B, (3 mo. LIBOR + 3.75%), 4.23%, 02/17/23^(e)			60		11,900


Netherlands — 0.1%
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 2.25%), 3.26%, 07/21/26			436		432,295


United Kingdom — 0.0%
GVC Holdings Ltd., 2021 USD Term Loan B4, (6 mo. LIBOR + 2.50%), 3.74%, 03/16/27^(e)			215		212,770


United States — 1.2%
ACProducts Holdings, Inc., 2021 Term Loan B, (6 mo. LIBOR + 4.25%), 4.75%, 05/17/28			1,299		1,166,924
American Auto Auction Group LLC
2021 2nd Lien Term Loan, (SOFR + 8.50%, 0.75% Floor), 9.25%, 01/02/29^(e)			225		220,500
2021 Term Loan B, (SOFR+ 5.00%, 0.75% Floor), 5.08%, 12/30/27			422		415,069
American Rock Salt Co. LLC, 2021 Term Loan, (1 mo. LIBOR + 4.00%, 0.75% Floor), 4.75%, 06/09/28			53		52,206
Apex Tool Group LLC, 2022 Term Loan, (SOFR + 5.25%), 5.75%, 02/08/29			283		275,015
Aruba Investments, Inc., 2020 USD Term Loan, (6 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 11/24/27			109		108,079
Columbus McKinnon Corp., 2021 Term Loan B, (3 mo. LIBOR + 2.75%), 3.81%, 05/14/28			17		16,589
Conair Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.75%), 4.76%, 05/17/28			49		48,022
ConnectWise LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.50%), 4.00%, 09/30/28			112		110,826
Davis-Standard, LLC, Term Loan, (3 mo. LIBOR + 5.75%, 0.75% Floor), 6.76%, 12/10/28^(e)			219		212,648
Digital Room Holdings, Inc., 2021 Term Loan, (1 mo. LIBOR + 5.25%), 5.75%, 12/21/28			137		134,260
Directv Financing LLC, Term Loan, (3 mo. LIBOR + 5.00%, 0.75% Floor), 5.75%, 08/02/27			219		218,360
DT Midstream, Inc., Term Loan B, (3 mo. LIBOR + 2.00%), 2.50%, 06/26/28			177		176,533
Eastman Chemical Co., 2021 Term Loan B, (3 mo. LIBOR + 5.25%, 0.75% Floor), 6.00%, 11/01/28^(e)			102		100,852
Emerald Electronics Manufacturing Services, Term Loan, (SOFR + 6.25%, 1.00% Floor), 7.25%, 12/29/27^(e)			163		158,110
Fanatics Commerce Intermediate Holdco LLC, Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 11/24/28			163		161,954
Green Plains Operating Co. LLC, Term Loan, (3 mo. LIBOR + 8.00%), 8.14%, 07/20/26^(e)			540		540,000
Hilton Grand Vacations Borrower LLC, 2021 Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 08/02/28			285		283,286
Hydrofarm Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 5.50%), 6.50%, 09/27/28^(e)			100		94,763
ITT Holdings LLC, 2021 Term Loan, (1 mo. LIBOR + 2.75%), 3.25%, 07/10/28			87		85,480
Jack Ohio Finance LLC, (1 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 10/04/28^(e)			81		79,788
Jeld-Wen, Inc., 2021 Term Loan B, (1 mo. LIBOR + 2.25%), 2.71%, 07/28/28			194		192,516


Security		Par (000)		Value


United States (continued)
Jo-Ann Stores, Inc., 2021 Term Loan B1, (3 mo. LIBOR + 4.75%, 0.75% Floor), 5.50%, 07/07/28	USD		761	$	660,415
LBM Acquisition LLC, Term Loan B, (1 mo. LIBOR + 3.75%, 0.75% Floor), 4.21%, 12/18/27			376		366,165
LSF11 A5 Holdco LLC, Term Loan, (SOFR + 3.75%), 4.00%, 10/15/28			202		198,919
Maverick Gaming LLC, Term Loan B, (3 mo. LIBOR + 7.50%, 1.00% Floor), 8.50%, 09/03/26			123		121,221
Medical Solutions Holdings, Inc., 2021 2nd Lien Term Loan, (3 mo. LIBOR + 7.00%), 7.50%, 11/01/29			74		71,040
Medline Borrower, LP, USD Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 10/21/28			516		510,582
MIP V Waste Holdings LLC, Term Loan B, (1 mo. LIBOR + 3.25%), 3.75%, 12/08/28			118		116,525
Naked Juice LLC, 2nd Lien Term Loan, (3 mo. LIBOR + 6.00%), 6.65%, 01/24/30			20		19,900
OVG Business Services LLC, Initial Term Loan, (3 mo. LIBOR + 6.25%, 1.00% Floor), 7.25%, 10/13/28			268		257,950
Profrac Services LLC, 0.00%, 03/04/25^(p)			376		368,480
Scientific Games Holdings LP, 2022 USD Term Loan B, 0.00%, 04/04/29			226		223,659
Signal Parent, Inc., Term Loan B, (1 mo. LIBOR + 3.50%, 0.75% Floor), 4.25%, 04/03/28			916		813,397
Sovos Brands Intermediate, Inc., 2021 Term Loan, (3 mo. LIBOR + 3.75%, 0.75% Floor), 4.50%, 06/08/28			41		40,904
SRS Distribution, Inc., 2021 Term Loan B, (3 mo. LIBOR + 3.50%), 4.00%, 06/02/28			231		227,921
Tory Burch LLC, Term Loan B, (1 mo. LIBOR + 3.00%), 3.50%, 04/16/28			532		516,035
Twin River Worldwide Holdings, Inc., 2021 Term Loan B, (6 mo. LIBOR + 3.25%), 3.75%, 10/01/28			323		321,170
Vaca Morada Partners LP, 2.77%, 03/25/24^(p)			666		666,001
Vaco Holdings LLC, 2022 Term Loan, (SOFR + 5.00%, 0.75% Floor), 5.75%, 01/21/29			162		160,249
Valcour Packaging LLC, 2021 1st Lien Term Loan, (3 mo. LIBOR + 3.75%), 4.25%, 10/04/28^(e)			60		58,500


					10,570,813


Total Floating Rate Loan Interests — 1.3% (Cost: $11,788,339)					11,371,131


Foreign Agency Obligations

Argentina — 0.1%
Argentine Republic Government International Bond, 1.13%, 07/09/35			3,236		985,362


Australia^(c)— 0.1%
Australia Government Bond
5.75%, 07/15/22	AUD		320		243,184
2.75%, 04/21/24			130		99,091
4.75%, 04/21/27			220		181,150
2.25%, 05/21/28			90		65,622
3.75%, 04/21/37			80		65,011


					654,058

Austria^(b)(c)— 0.5%
Republic of Austria Government Bond
0.75%, 02/20/28	EUR		556		620,026
1.50%, 02/20/47			222		266,236


Security		Par (000)		Value


Austria (continued)
Republic of Austria Government Bond (continued)
0.70%, 04/20/71	EUR		474	$	393,888
2.10%, 09/20/2117			2,189		2,923,623


					4,203,773

Belgium^(b)(c)— 0.2%
Belgium Government Bond, 1.60%, 06/22/47			351		399,739
Kingdom of Belgium Government Bond, 0.80%, 06/22/28			855		956,308


					1,356,047

Brazil — 1.0%
Brazil Notas do Tesouro Nacional Serie F, 10.00%, 01/01/31	BRL		26,000		5,010,824
Brazilian Government International Bond, 3.75%, 09/12/31	USD		3,900		3,517,800


					8,528,624

Canada — 0.3%
Canadian Government Bond
5.75%, 06/01/33	CAD		170		179,651
5.00%, 06/01/37			90		94,935
4.00%, 06/01/41			280		276,336
3.50%, 12/01/45			140		133,485
2.75%, 12/01/48			210		179,498
2.00%, 12/01/51			2,650		1,950,738


					2,814,643

Chile — 0.1%
Chile Government International Bond, 4.34%, 03/07/42	USD		1,025		1,052,675


China — 6.0%
China Development Bank, 3.30%, 02/01/24	CNY		1,400		223,333
China Government Bond
3.19%, 04/11/24			1,400		224,037
2.94%, 10/17/24			8,500		1,354,857
2.85%, 06/04/27			43,800		6,946,915
3.01%, 05/13/28			24,470		3,895,804
3.25%, 11/22/28			100		16,173
3.29%, 05/23/29			105,600		17,110,520
2.68%, 05/21/30			12,080		1,868,282
3.27%, 11/19/30			10,000		1,619,815
3.02%, 05/27/31			105,780		16,808,624
3.72%, 04/12/51			6,400		1,060,281


					51,128,641

Colombia — 0.4%
Colombia Government International Bond, 4.50%, 03/15/29	USD		3,129		3,011,271


Denmark — 0.0%
Denmark Government Bond
1.50%, 11/15/23	DKK		200		30,507
1.75%, 11/15/25			500		77,847
4.50%, 11/15/39			450		106,097


					214,451

Dominican Republic — 0.2%
Dominican Republic International Bond, 5.50%, 02/22/29^(b)	USD		1,740		1,718,576


France^(c)— 0.1%
French Republic Government Bond OAT 2.50%, 05/25/30	EUR		40		50,388


Security		Par (000)		Value


France (continued)
French Republic Government Bond OAT (continued) 1.50%, 05/25/31	EUR		190	$	222,290
5.75%, 10/25/32			100		164,145
1.50%, 05/25/50^(b)			266		303,775


					740,598

Ghana — 0.1%
Ghana Government International Bond, 7.63%, 05/16/29^(c)	USD		762		548,640


Greece^(b)(c)— 0.5%
Hellenic Republic Government Bond
0.00%, 02/12/26	EUR		376		390,841
2.00%, 04/22/27			411		462,676
1.50%, 06/18/30			2,297		2,361,657
1.75%, 06/18/32			325		330,491
1.88%, 01/24/52			1,195		1,002,301


					4,547,966

Indonesia — 0.6%
Indonesia Government International Bond, 8.50%, 10/12/35^(c)	USD		100		142,675
Indonesia Treasury Bond
8.38%, 03/15/34	IDR		38,396,000		2,929,992
7.50%, 06/15/35			30,743,000		2,197,228
Perusahaan Penerbit SBSN Indonesia III, 2.80%, 06/23/30^(c)	USD		200		196,038


					5,465,933

Italy^(c)— 0.8%
Italy Buoni Poliennali Del Tesoro
0.95%, 03/01/23	EUR		5,204		5,819,709
4.75%, 09/01/44^(b)			232		363,362
3.85%, 09/01/49^(b)			700		991,897


					7,174,968

Ivory Coast — 0.1%
Ivory Coast Government International Bond, 6.63%, 03/22/48			494		476,571


Japan — 1.3%
Japan Government Thirty Year Bond, 0.40%, 09/20/49	JPY		1,500,000		10,834,155


Mexico — 2.1%
Mexican Bonos
8.50%, 05/31/29	MXN		40,000		2,030,226
7.75%, 05/29/31			167,500		8,139,709
Mexico Government International Bond, 4.13%, 01/21/26	USD		7,000		7,343,000


					17,512,935

Netherlands — 0.1%
Netherlands Government Bond, 2.75%, 01/15/47^(b)(c)	EUR		311		495,323


New Zealand — 0.0%
New Zealand Government Bond, 2.75%, 04/15/25^(c)	NZD		100		68,769


Philippines — 0.0%
Philippine Government International Bond, 6.38%, 10/23/34	USD		100		126,386


Security		Par (000)		Value


Russia — 0.0%
Russian Federal Bond - OFZ, 6.10%, 07/18/35^(f)(i)	RUB		230,992	$	85,289
Russian Foreign Bond - Eurobond, 4.25%, 06/23/27^(c)	USD		400		92,000


					177,289

South Africa — 1.2%
Republic of South Africa Government Bond
8.25%, 03/31/32	ZAR		138,000		8,434,339
8.50%, 01/31/37			27,000		1,577,783


					10,012,122

Spain^(b)(c)— 0.3%
Spain Government Bond
1.25%, 10/31/30	EUR		431		478,343
3.45%, 07/30/66			1,491		2,146,834


					2,625,177

Sri Lanka — 0.0%
Sri Lanka Government International Bond, 6.85%, 03/14/24^(c)	USD		200		98,022


Sweden — 0.0%
Sweden Government Bond
1.00%, 11/12/26^(c)	SEK		960		101,331
3.50%, 03/30/39			250		35,218


					136,549

Ukraine^(b)— 0.1%
Ukraine Government International Bond
7.38%, 09/25/32	USD		434		179,025
7.25%, 03/15/33			1,059		436,838


					615,863

United Kingdom^(c)— 1.8%
United Kingdom Gilt
1.75%, 09/07/22	GBP		200		263,886
0.75%, 07/22/23			1,826		2,382,773
1.50%, 07/22/26			6,000		7,914,103
1.75%, 09/07/37			60		78,078
4.75%, 12/07/38			30		56,226
3.25%, 01/22/44			165		272,479
3.50%, 01/22/45			700		1,206,777
1.50%, 07/22/47			1,040		1,281,829
3.75%, 07/22/52			1,000		1,925,679


					15,381,830


Total Foreign Agency Obligations — 18.0% (Cost: $161,047,455)					152,707,217


		Shares


Investment Companies

United States — 1.9%
Industrial Select Sector SPDR Fund			1,485		152,925
InvesCo QQQ Trust, Series 1			22,400		8,120,896
iShares China Large-Cap ETF^(q)			3,075		98,308
iShares iBoxx $ High Yield Corporate Bond ETF^(q)			52,570		4,325,985
iShares iBoxx $ Investment Grade Corporate Bond ETF^(q)			1,039		125,657
iShares JP Morgan USD Emerging Markets Bond ETF^(h)(q)			17,451		1,706,010
iShares Latin America 40 ETF^(q)			9,782		297,275
iShares MSCI Brazil ETF^(q)			9,033		341,538
iShares MSCI Emerging Markets ETF^(q)			13,148		593,632


Security		Shares		Value


United States (continued)
iShares Nasdaq Biotechnology ETF^(q)			493	$	64,238
iShares Russell 2000 ETF^(q)			476		97,709
VanEck Semiconductor ETF			628		169,428


Total Investment Companies — 1.9% (Cost: $15,555,188)					16,093,601


		Par (000)


Municipal Bonds

California — 0.4%
California Pollution Control Financing Authority, RB, Series A, AMT, 5.00%, 11/21/45^(b)	USD		180		183,099
Hartnell Community College District/CA, GO, Series B, 3.00%, 08/01/48			740		664,245
Palo Alto Unified School District, GO, 3.00%, 08/01/33^(d)			1,285		1,306,751
University of California, Refunding RB, Series BE, REF, 4.00%, 05/15/50			1,000		1,067,826


					3,221,921

Colorado — 0.2%
Denver City & County School District No 1, GO, Series A, (ST AID WITHHLDG), 5.00%, 12/01/42			1,235		1,493,167


District of Columbia — 0.1%
District of Columbia Water & Sewer Authority, Refunding RB, Series C1, 5.00%, 10/01/35			495		601,276


Massachusetts — 0.3%
City of Boston MA, GO, Series A, 5.00%, 11/01/37^(d)			1,350		1,678,644
Commonwealth of Massachusetts, GO, 5.00%, 05/01/49			1,000		1,140,332


					2,818,976

Nevada — 0.1%
Las Vegas Valley Water District, Refunding GO, Series A, 5.00%, 06/01/38			790		868,559


New Hampshire — 0.1%
State of New Hampshire, GO, Series C, 5.00%, 12/01/28			1,000		1,178,214


New Jersey — 0.0%
New Jersey Health Care Facilities Financing Authority, RB, 3.00%, 07/01/51			95		84,672


New York — 0.1%
Triborough Bridge & Tunnel Authority, Refunding RB, Series B-1, Senior Lien, 5.00%, 05/15/46			1,005		1,155,613


North Carolina — 0.2%
County of Wake NC, Refunding GO, 5.00%, 04/01/28			1,870		2,173,827


Ohio — 0.3%
Ohio Water Development Authority Water Pollution Control Loan Fund, RB, Series A, LN FD, 5.00%, 12/01/50			2,000		2,321,896


Pennsylvania — 0.3%
Allegheny County Airport Authority, ARB, Series A, AMT, 4.00%, 01/01/56			1,000		1,019,359
Chartiers Valley School District, GO, Series A, (ST AID WITHHLDG), 3.00%, 10/15/49			1,590		1,436,587


					2,455,946


Security		Par (000)		Value


Virginia — 0.2%
County of Fairfax VA Sewer Revenue, RB, Series A, 4.00%, 07/15/51	USD		1,650	$	1,785,074


Wisconsin — 0.3%
State of Wisconsin, GO, Series B, 5.00%, 05/01/28			2,000		2,340,480


Total Municipal Bonds — 2.6% (Cost: $22,428,755)					22,499,621


Non-Agency Mortgage-Backed Securities

Netherlands — 0.0%
Domi BV, Series 2021-1, Class A, (3 mo. Euribor + 0.63%), 0.13%, 06/15/53^(a)(c)	EUR		168		186,047


United Kingdom^(a)(c)— 0.2%
Agora Securities, (Update Replacements.xls: SONIO/N + 1.20%), 1.30%, 08/17/31	GBP		400		520,378
Canada Square Funding PLC, Series 2021-2, Class B, (Update Replacements.xls: SONIO/N + 1.20%), 1.48%, 06/17/58			112		145,750
Finsbury Square, Series 2021-1GRX, Class AGRN, (Update Replacements.xls: SONIO/N + 0.65%), 0.93%, 12/16/67			309		400,521
London Wall Mortgage Capital PLC, Series 2021-FL1, Class A, (Update Replacements.xls: SONIO/N + 0.75%), 0.90%, 05/15/51			148		194,030
Mortimer BTL PLC, Series 2021-1, Class B, (Update Replacements.xls: SONIO/N + 1.10%), 1.40%, 06/23/53			100		129,218


					1,389,897

United States — 6.2%
245 Park Avenue Trust, Series 2017-245P, Class E, 3.66%, 06/05/37^(a)(b)	USD		250		218,838
280 Park Avenue Mortgage Trust, Series 2017-280P, Class E, (1 mo. LIBOR US + 2.12%), 2.43%, 09/15/34^(a)(b)			350		345,297
Arbor Multifamily Mortgage Securities Trust^(b)
1.75%, 05/15/53			1,326		994,697
Series 2020-MF1, Class XA, 0.97%, 05/15/53^(a)			14,967		913,211
Atrium Hotel Portfolio Trust^(a)(b)
Series 2017-ATRM, Class D, (1 mo. LIBOR US + 1.95%), 2.35%, 12/15/36			200		193,961
Series 2017-ATRM, Class E, (1 mo. LIBOR US + 3.05%), 3.45%, 12/15/36			150		140,946
BAMLL Commercial Mortgage Securities Trust, Series 2017-SCH, Class DL, (1 mo. LIBOR US + 2.00%), 2.40%, 11/15/32^(a)(b)			150		124,067
Bank
Series 2020-BN29, Class C, 3.03%, 11/15/53^(a)			1,050		953,644
Series 2021-BN35, Class A5, 2.29%, 06/15/64			27		24,684
BBCMS Mortgage Trust
Series 2017-C1, Class AS, 3.90%, 02/15/50			1,200		1,200,231
Series 2017-DELC, Class E, (1 mo. LIBOR US + 2.50%), 2.90%, 08/15/36^(a)(b)			1,400		1,364,955
Benchmark Mortgage Trust
Series 2020-B21, Class XA, 1.46%, 12/17/53^(a)(b)			5,040		475,468
Series 2021-B25, Class A5, 2.58%, 04/15/54			200		187,868
BHMS Mortgage Trust, Series 2018-ATLS, Class A, (1 mo. LIBOR US + 1.25%), 1.65%, 07/15/35^(a)(b)			170		168,238


Security		Par (000)		Value


United States (continued)
BX Commercial Mortgage Trust^(a)(b)
Series 2018-BIOA, Class E, (1 mo. LIBOR US + 1.95%), 2.35%, 03/15/37	USD		1,254	$	1,233,700
Series 2018-IND, Class G, (1 mo. LIBOR US + 2.05%), 2.45%, 11/15/35			770		764,191
Series 2019-XL, Class F, (1 mo. LIBOR US + 2.00%), 2.40%, 10/15/36			850		833,966
Series 2019-XL, Class G, (1 mo. LIBOR US + 2.30%), 2.70%, 10/15/36			935		915,078
Series 2019-XL, Class J, (1 mo. LIBOR US + 2.65%), 3.05%, 10/15/36			680		663,981
BX Trust^(a)(b)
Series 2021-LBA, Class GJV, (1 mo. LIBOR US + 3.00%), 3.40%, 02/15/36			900		855,418
Series 2021-LBA, Class GV, (1 mo. LIBOR US + 3.00%), 3.40%, 02/15/36			900		866,194
Series 2021-MFM1, Class F, (1 mo. LIBOR US + 3.00%), 3.40%, 01/15/34			390		383,063
Series 2021-MFM1, Class G, (1 mo. LIBOR US + 3.90%), 4.30%, 01/15/34			760		743,702
BXP Trust^(a)(b)
Series 2017-CC, Class D, 3.55%, 08/13/37			110		102,771
Series 2017-CC, Class E, 3.55%, 08/13/37			220		200,437
CFCRE Commercial Mortgage Trust^(b)
Series 2018-TAN, Class A, 4.24%, 02/15/33			750		753,704
Series 2018-TAN, Class E, 6.45%, 02/15/33^(a)			1,000		998,528
Citigroup Commercial Mortgage Trust
Series 2014-GC25, Class C, 4.51%, 10/10/47^(a)			1,200		1,193,516
Series 2015-P1, Class A5, 3.72%, 09/15/48			375		378,444
Series 2016-C2, Class B, 3.18%, 08/10/49			750		712,831
Series 2016-GC36, Class A5, 3.62%, 02/10/49			375		376,553
Series 2019-PRM, Class C, 3.90%, 05/10/36^(b)			1,000		988,594
Series 2020-420K, Class D, 3.31%, 11/10/42^(a)(b)			360		318,626
Series 2020-420K, Class X, 0.89%, 11/10/42^(a)(b)			20,000		1,170,200
Cold Storage Trust, Series 2020-ICE5, Class F, (1 mo. LIBOR US + 3.49%), 3.89%, 11/15/37^(a)(b)			983		974,854
COMM Mortgage Trust
Series 2014-CR21, Class A3, 3.53%, 12/10/47			343		340,608
Series 2015-LC19, Class A4, 3.18%, 02/10/48			500		498,397
Series 2016-DC2, Class B, 4.67%, 02/10/49^(a)			100		99,556
Series 2016-DC2, Class C, 4.67%, 02/10/49^(a)			100		97,820
Series 2017-PANW, Class D, 3.93%, 10/10/29^(a)(b)			750		730,584
Series 2019-GC44, Class 180B, 3.40%, 08/15/57^(a)(b)			1,000		913,482
Credit Suisse Mortgage Capital Certificates^(a)(b)
Series 2019-ICE4, Class C, (1 mo. LIBOR US + 1.43%), 1.83%, 05/15/36			100		98,969
Series 2019-ICE4, Class E, (1 mo. LIBOR US + 2.15%), 2.55%, 05/15/36			700		686,856
CSAIL Commercial Mortgage Trust, Series 2018-CX12, Class C, 4.74%, 08/15/51^(a)			750		750,914
DBGS Mortgage Trust^(a)(b)
Series 2018-5BP, Class D, (1 mo. LIBOR US + 1.50%), 1.90%, 06/15/33			1,000		979,893
Series 2018-BIOD, Class D, (1 mo. LIBOR US + 1.30%), 1.61%, 05/15/35			91		90,346
DBJPM Mortgage Trust, Series 2016-C3, Class A5, 2.89%, 08/10/49			375		368,592
DBUBS Mortgage Trust^(a)(b)
Series 2017-BRBK, Class E, 3.53%, 10/10/34			400		378,489
Series 2017-BRBK, Class F, 3.53%, 10/10/34			240		223,605


Security		Par (000)		Value


United States (continued)
Freddie Mac Multifamily Structured Pass Through Certificates, 1.03%, 10/25/30^(a)	USD		4,068	$	285,293
GCT Commercial Mortgage Trust, (1 mo. LIBOR US + 2.35%), 2.75%, 02/15/38^(a)(b)			340		332,173
GS Mortgage Securities Corp. Trust, Series 2021- ROSS, Class A, (1 mo. LIBOR US + 1.15%), 1.55%, 05/15/26^(a)(b)			100		98,696
GS Mortgage Securities Trust
4.47%, 10/10/48^(a)			1,100		1,098,058
Series 2017-GS7, Class D, 3.00%, 08/10/50^(b)			225		198,675
Series 2020-GSA2, Class XA, 1.73%, 12/12/53^(a)(b)			3,638		402,565
Independence Plaza Trust, Series 2018-INDP, Class B, 3.91%, 07/10/35^(b)			1,000		983,848
InTown Hotel Portfolio Trust, Series 2018-STAY, Class E, (1 mo. LIBOR US + 3.50%), 3.90%, 01/15/33^(a)(b)			770		766,553
J.P. Morgan Chase Commercial Mortgage Securities Trust
Series 2013-C16, Class B, 4.94%, 12/15/46^(a)			1,000		1,017,529
Series 2018-AON, Class A, 4.13%, 07/05/31^(b)			1,200		1,209,805
Series 2019-MFP, Class F, (1 mo. LIBOR US + 3.00%), 3.40%, 07/15/36^(a)(b)			1,250		1,211,032
JPMDB Commercial Mortgage Securities Trust Class A5, 3.69%, 03/15/50			1,200		1,217,412
Series 2017-C7, Class A5, 3.41%, 10/15/50			1,113		1,115,147
KKR Industrial Portfolio Trust, Series 2021-KDIP, Class F, (1 mo. LIBOR US + 2.05%), 2.45%, 12/15/37^(a)(b)			683		660,226
MAD Mortgage Trust^(a)(b)
Series 2017-330M, Class D, 3.71%, 08/15/34			110		106,076
Series 2017-330M, Class E, 3.76%, 08/15/34			130		123,550
MCM Trust, 3.00%, 08/25/28^(e)			465		307,982
MED Trust, (1 mo. LIBOR US + 5.25%), 5.65%, 11/15/38^(a)(b)			639		623,921
MFT Trust, Series 2020-ABC, Class C, 3.48%, 02/10/42^(a)(b)			100		87,283
Morgan Stanley Bank of America Merrill Lynch Trust
Series 2014-C16, Class A5, 3.89%, 06/15/47			375		378,490
Series 2015-C25, Class A5, 3.64%, 10/15/48			400		402,548
Morgan Stanley Capital I Trust
Series 2017-H1, Class C, 4.28%, 06/15/50^(a)			1,100		1,055,598
Series 2018-H4, Class C, 5.07%, 12/15/51^(a)			400		394,373
Series 2018-MP, Class A, 4.28%, 07/11/40^(a)(b)			1,000		1,020,938
Series 2019-L2, Class A4, 4.07%, 03/15/52			589		606,421
Natixis Commercial Mortgage Securities Trust,
Series 2018-SOX, Class E, 4.77%, 06/17/38^(a)(b)			382		362,352
Olympic Tower Mortgage Trust^(a)(b)
Series 2017-OT, Class D, 3.95%, 05/10/39			130		114,554
Series 2017-OT, Class E, 3.95%, 05/10/39			160		132,939
One New York Plaza Trust, Series 2020-1NYP, Class D, (1 mo. LIBOR US + 2.75%), 3.15%, 01/15/36^(a)(b)			270		265,945
TVC DSCR, 0.00%, 02/01/51^(e)			1,571		1,641,652
Velocity Commercial Capital Loan Trust, Series 2020-1, Class M3, 3.19%, 02/25/50^(a)(b)			90		84,297
VNDO Mortgage Trust, Series 2012-6AVE, Class C, 3.34%, 11/15/30^(a)(b)			1,000		1,004,624


Security		Par (000)		Value


United States (continued)
Wells Fargo Commercial Mortgage Trust^(a)
Series 2016-NXS5, Class B, 4.95%, 01/15/59	USD		1,400	$	1,432,034
Series 2019-C50, Class XA, 1.41%, 05/15/52			13,533		1,012,206
Series 2021-C59, Class XA, 1.55%, 04/15/54			1,004		100,730
Western Alliance Bank, 5.65%, 12/30/24^(b)			2,260		2,259,798


					53,107,890


Total Non-Agency Mortgage-Backed Securities — 6.4% (Cost: $56,569,686)					54,683,834


Preferred Securities

Capital Trusts — 0.6%

Colombia — 0.0%
Banco Davivienda SA, 6.65%^(a)(b)(n)			230		210,709


France^(a)(n)— 0.1%
Electricite de France SA, 5.38%^(c)	EUR		300		344,287
Societe Generale SA, 5.38%^(b)	USD		200		186,512
TotalEnergies SE, 1.75%^(c)	EUR		100		110,072


					640,871


Germany — 0.0%
ATF Netherlands BV, 3.75%^(a)(c)(n)			100		111,870


Italy^(a)(c)(n)— 0.0%
Eni SpA, Series NC9, 2.75%			260		259,497
Poste Italiane SpA, 2.63%			100		96,411


					355,908


Kuwait — 0.1%
Burgan Bank SAK, 5.75%^(a)(c)(n)	USD		395		380,755


Luxembourg — 0.0%
SES SA, 2.88%^(a)(c)(n)	EUR		100		102,397


Mexico — 0.1%
Banco Mercantil del Norte SA, 5.88%^(a)(b)(n)	USD		475		437,683


Netherlands — 0.0%
Abertis Infraestructuras Finance BV, 3.25%^(a)(c)(n)	EUR		100		108,181
Naturgy Finance BV, 2.37%^(a)(c)(n)			100		101,701
Volkswagen International Finance NV, 4.38%, 12/31/49			100		110,166


					320,048


South Korea — 0.0%
Heungkuk Life Insurance Co. Ltd., 4.48%^(a)(c)(n)	USD		200		199,038


Spain^(a)(c)(n)— 0.0%
Banco Santander SA, 4.38%	EUR		200		214,985
Repsol International Finance BV, 3.75%			100		111,455


					326,440


Sweden — 0.0%
Heimstaden Bostad AB, 3.00%^(a)(c)(n)			100		92,633


Switzerland — 0.0%
Credit Suisse Group AG, 5.10%^(a)(b)(n)	USD		200		184,000


United Kingdom^(a)(n)— 0.2%
Barclays PLC, 7.75%			200		207,307
BP Capital Markets PLC, 3.25%^(c)	EUR		640		709,728


Security		Par (000)		Value


United Kingdom (continued)
British American Tobacco PLC^(c)
Series 5.25, 3.00%	EUR		430	$	431,686
Series NC8, 3.75%			380		367,660


					1,716,381

United States^(a)(n)— 0.1%
General Motors Financial Co., Inc., Series C, 5.70%	USD		130		136,201
JPMorgan Chase & Co., Series HH, 4.60%			17		16,384
NWD Finance BVI Ltd., 4.13%^(c)			200		182,000
Vistra Corp., 7.00%^(b)			110		107,112


					441,697


					5,520,430

		Shares


Preferred Stocks — 0.3%

Germany — 0.1%
Porsche Automobil Holding SE, Preference Shares			2,490		239,523
Volkswagen AG, Preference Shares			1,124		193,161


					432,684


United States — 0.2%
2020 Cash Mandatory Exchangeable Trust, 5.25%, 06/01/23^(b)(j)			290		323,350
Dream Finders Homes, Inc.^(e)			1,320		1,308,450
MNTN Digital, Inc., (Acquired 11/05/21, Cost: $138,641)^(e)(g)			6,037		118,325
Verge Genomics, (Acquired 11/05/21, Cost: $165,930)^(e)(g)			31,150		159,176


					1,909,301


					2,341,985


Total Preferred Securities — 0.9% (Cost: $8,613,874)					7,862,415


		Par (000)


U.S. Government Sponsored Agency Securities

Agency Obligations — 2.4%
Fannie Mae Mortgage-Backed Securities
1.50%, 11/01/41	USD		1,860		1,686,248
2.00%, 04/01/42 - 04/01/51			213		198,421
3.00%, 03/01/52			1,097		1,080,832
Freddie Mac Mortgage-Backed Securities, 2.50%, 01/01/52			1,614		1,547,167
Mexico Government International Bond, 4.40%, 02/12/52			4,059		3,736,309
U.S. Treasury Bills, (0.09%), 08/25/22	JPY		1,500,000		12,325,766


					20,574,743

Commercial Mortgage-Backed Securities — 0.2%
FREMF Mortgage Trust
Series 2020-K104, Class B, 3.54%, 02/25/52	USD		750		730,929
Series 2020-K105, Class B, 3.53%, 03/25/53			726		701,608


					1,432,537

Mortgage-Backed Securities — 16.7%
Fannie Mae Mortgage-Backed Securities 6.50%, 11/01/38			7		7,330


Security		Par (000)		Value


Mortgage-Backed Securities (continued)
Fannie Mae Mortgage-Backed Securities (continued)
6.00%, 07/01/39	USD		33	$	35,114
4.00%, 01/01/41			1		1,551
3.00%, 02/01/44			46		46,118
Fannie Mae Mortgage-Backed Security
3.50%, 04/19/36			216		220,320
3.00%, 04/18/37			247		248,698
Federal National Mortgage Association
4.50%, 04/21/52			452		467,255
5.00%, 04/21/52			237		247,795
Freddie Mac Mortgage-Backed Securities
2.50%, 01/01/29 - 04/01/31			104		102,874
3.50%, 04/01/31 - 01/01/48			229		236,351
3.00%, 10/01/32 - 12/01/46			185		186,323
5.00%, 05/01/38 - 11/01/48			66		71,226
5.50%, 01/01/39			22		23,920
4.00%, 08/01/40 - 12/01/45			17		17,376
4.50%, 09/01/40 - 08/01/48			178		187,100
Freddie Mac Multifamily Structured Pass Through Certificates, Series KW09, Class X1, 0.80%, 05/25/29^(a)			14,785		674,734
Ginnie Mae^(r)
3.00%, 05/20/51			1,600		1,577,062
4.00%, 04/01/52 - 05/19/52			1,327		1,351,578
Ginnie Mae Mortgage-Backed Securities
4.00%, 10/20/40 - 05/20/50			508		525,286
3.50%, 01/15/42 - 04/01/52^(r)			3,049		3,080,691
5.00%, 10/20/44 - 05/19/52			266		278,368
3.00%, 02/15/45 - 04/01/52^(r)			4,106		4,060,665
4.50%, 03/15/47 - 08/20/50			213		224,399
2.00%, 08/20/50 - 04/01/52^(r)			5,502		5,240,889
2.50%, 10/20/51 - 05/19/52^(r)			6,263		6,076,792
Uniform Mortgage-Backed Securities
4.50%, 08/01/23 - 04/01/52^(r)			2,168		2,254,500
2.50%, 09/01/27 - 05/01/52^(r)(s)			48,094		45,995,576
3.00%, 07/01/29 - 05/12/52^(r)			15,331		15,050,191
3.50%, 07/01/29 - 04/01/52^(r)			8,949		9,005,825
2.00%, 10/01/31 - 05/01/52^(r)			34,043		31,826,380
4.00%, 09/01/33 - 05/01/52^(r)			4,604		4,728,234
5.00%, 09/01/35 - 05/01/49			370		394,773
1.50%, 04/01/37 - 04/01/52^(r)			8,656		7,919,417
5.50%, 12/01/38			79		85,966


					142,450,677


Total U.S. Government Sponsored Agency Securities — 19.3% (Cost: $168,797,475)					164,457,957


U.S. Treasury Obligations
U.S. Treasury Bonds
1.75%, 08/15/41^(s)(t)			4,562		3,953,624
2.38%, 02/15/42^(t)			2,818		2,718,049
1.88%, 11/15/51			2,203		1,932,707
U.S. Treasury Inflation Indexed Bonds
0.50%, 01/15/28			342		365,656
0.13%, 01/15/30			1,255		1,325,027
U.S. Treasury Inflation Protected Security
0.50%, 04/15/24			8,965		9,422,591
0.13%, 04/15/25 - 10/15/26			19,211		20,132,227
0.38%, 01/15/27			1,746		1,849,820
U.S. Treasury Notes
1.25%, 12/31/26			3,990		3,769,393


Security		Par (000)		Value


U.S. Treasury Obligations (continued)
U.S. Treasury Notes (continued)
0.63%, 05/15/30	USD		1,755	$	1,530,209
1.38%, 11/15/31^(t)			3,272		3,002,335


Total U.S. Treasury Obligations — 5.9% (Cost: $51,272,328)					50,001,638


		Shares


Warrants

United Kingdom — 0.0%
Genius Sports Ltd., (Expires: 12/31/28)^(f)			5,890		6,184


United States — 0.1%
Altus Power, Inc., (Expires: 12/31/27)^(f)			2,502		4,053
Cano Health, Inc., (Expires: 06/03/26)^(f)			9,002		14,223
Gores Holdings VIII, Inc., (Expires: 12/31/27)^(f)			1,786		2,340
Latch, Inc., (Expires: 06/04/26)^(f)			12,334		8,140
Offerpad Solutions, Inc., (Expires: 09/01/26)^(f)			8,529		6,909
Proof Acquisition Corp., (Expires: 10/01/26)^(e)			10,200		2,142
Sarcos Technology and Robotics Corp., Class A, (Expires: 06/15/27)^(f)			28,519		30,230
Sonder Secured Notes, (Expires: 01/19/27)^(e)			731,000		685,313


					753,350

Venezuela — 0.0%
Venezuela Government International Bond			3,000		17,550


Total Warrants — 0.1% (Cost: $863,382)					777,084


Total Long-Term Investments — 98.9% (Cost: $882,392,357)					841,101,573


		Par (000)


Short-Term Securities

Borrowed Bond Agreement — 0.2%
U.S. Treasury Notes, 0.22%, 02/15/30 (Purchased on 03/31/2022 to be repurchased at $1,618,960, collateralized by U.S. Treasury Notes, 1.50%, par and fair values of $1,720,000 and $1,612,500, respectively)	USD		1,619		1,618,950


Security		Shares			Value


Money Market Funds — 1.1%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.21%^(q)(u)			9,179,335		$	9,179,335


Total Short-Term Securities — 1.3% (Cost: $10,798,285)						10,798,285


Options Purchased — 0.3% (Cost: $5,747,682)						3,186,080


Total Investments Before Borrowed Bonds and TBA Sale Commitments and Options Written — 100.5% (Cost: $898,938,324)						855,085,938


		Par (000)


Borrowed Bonds

United States — (0.2)%
U.S. Treasury Notes, 1.50%, 02/15/30^(v)	USD		(1,720	)		(1,612,500	)


Total Borrowed Bonds — (0.2)% (Proceeds: $(1,813,507))						(1,612,500	)


TBA Sale Commitments^(r)

United States — (4.4)%
Ginnie Mae, 3.50%, 05/20/51			117			(117,274	)
Ginnie Mae Mortgage-Backed Securities
2.00%, 05/19/52			45			(42,740	)
2.50%, 04/21/52 - 05/19/52			718			(696,305	)
3.00%, 05/20/51 - 04/21/52			1,942			(1,918,857	)
3.50%, 04/21/52			101			(101,552	)
4.00%, 04/21/52 - 05/19/52			529			(539,148	)
4.50%, 04/21/52			48			(49,620	)
5.00%, 04/21/52 - 05/19/52			474			(494,997	)
Uniform Mortgage-Backed Securities
1.50%, 04/13/22 - 05/12/52			4,341			(3,962,338	)
2.00%, 04/13/22 - 04/18/22			7,758			(7,242,867	)
2.50%, 04/13/22 - 04/18/22			12,777			(12,191,568	)
3.00%, 04/13/22 - 04/18/37			6,835			(6,686,681	)
3.50%, 04/13/22 - 04/19/36			2,973			(2,979,006	)
4.00%, 04/13/22 - 05/12/52			548			(558,706	)
4.50%, 05/12/52			138			(142,450	)


Total TBA Sale Commitments — (4.4)% (Proceeds: $(37,867,054))						(37,724,109	)


Options Written — (0.5)% (Premiums Received: $(4,170,596))						(4,160,699	)


Total Investments, Net of Borrowed Bonds and TBA Sale Commitments and Options Written — 95.4% (Cost: $855,087,167)						811,588,630

Other Assets Less Liabilities — 4.6%					38,782,806


Net Assets — 100.0%					$850,371,436

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

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

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

^(d)	When-issued security.

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

^(f)	Non-income producing security.

^(g)	Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $491,526, representing 0.1% of its net assets as of period end, and an original cost of $654,871.

^(h)	All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written.

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

^(j)	Convertible security.

^(k)	Zero-coupon bond.

^(l)	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.

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

⁽ⁿ⁾	Perpetual security with no stated maturity date.

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

^(p)	Represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate.

^(q)	Affiliate of the Fund.

^(r)	Represents or includes a TBA transaction.

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

^(t)	All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives.

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

^(v)	All or a portion of the security has been pledged as collateral in connection with outstanding borrowed bonds.

Investments in issuers considered to be affiliate(s) of the Fund during the period ended March 31, 2022 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

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


Currency Abbreviation

AUD		Australian Dollar

BRL		Brazilian Real

CAD		Canadian Dollar

CHF		Swiss Franc

CLP		Chilean Peso

CNH		Chinese Yuan

CNY		Chinese Yuan

COP		Colombian Peso

CZK		Czech Koruna

DKK		Danish Krone

EUR		Euro

GBP		British Pound

HKD		Hong Kong Dollar

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

TRY		Turkish Lira

USD		United States Dollar

ZAR		South African Rand


Portfolio Abbreviation (continued)

CLO		Collateralized Loan Obligation

CMT		Constant Maturity Treasury

CR		Custodian Receipt

DAC		Designated Activity Company

ETF		Exchange-Traded Fund

EURIBOR		Euro Interbank Offered Rate

FREMF		Freddie Mac Multifamily Securities

FTSE		Financial Times Stock Exchange

GO		General Obligation Bonds

GOL		General Obligation Ltd.

KLIBOR		Kuala Lumpur Interbank Offered Rate

LIBOR		London Interbank Offered Rate

MSCI		Morgan Stanley Capital International

MXIBOR		Mexico Interbank Offered Rate

PCL		Public Company Limited

PIK		Payment-in-Kind

PIPE		Private Investment in Public Equity

PJSC		Public Joint Stock Company

RB		Revenue Bond

S&P		Standard & Poor’s

SAB		Special Assessment Bonds

SCA		Societe en Commandite par Actions

SOFR		Secured Overnight Financing Rate

SONIA		Sterling Overnight Interbank Average Rate

SPDR		Standard & Poor’s Depository Receipt

ST		Special Tax

TAN		Tax Anticipation Notes

TBA		To-Be-Announced



Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)

Long Contracts
Euro BTP		33		06/08/22	$	5,049	$	(64,062	)
Euro Bund		32		06/08/22		5,617		20,246
Euro OAT		121		06/08/22		20,281		(804,590	)
10-Year Japanese Government Treasury Bonds		5		06/13/22		6,148		(37,799	)
10-Year Australian Treasury Bonds		91		06/15/22		8,631		(351,276	)
3-Year Australian Treasury Bonds		84		06/15/22		6,907		(110,264	)
Euro Stoxx 50 Index		4		06/17/22		168		6,409
FTSE 100 Index		1		06/17/22		98		4,673
FTSE/MIB Index		3		06/17/22		402		23,333
MSCI Emerging Markets Index		2		06/17/22		113		10,458
10-Year Canadian Bond		11		06/21/22		1,149		(41,724	)



Description	Number of Contracts		Expiration Date		Notional Amount (000)		Value/ Unrealized Appreciation (Depreciation)

Long Contracts (continued)
10-Year U.S. Treasury Note		330		06/21/22	$	40,508	$	(1,096,541	)
U.S. Long Bond		60		06/21/22		9,009		(214,307	)
Ultra U.S. Treasury Bond		304		06/21/22		53,808		(1,015,791	)
Long Gilt		90		06/28/22		14,333		(158,269	)
2-Year U.S. Treasury Note		2,103		06/30/22		445,409		(5,612,662	)
3-Month SONIA Index		32		12/20/22		10,310		(90,693	)


								(9,532,859	)


Short Contracts
30-Year Euro Buxl Bond		85		06/08/22		17,509		1,332,711
Euro BOBL		420		06/08/22		59,872		1,645,644
Euro-Schatz		2		06/08/22		245		1,381
Short Term Euro BTP		47		06/08/22		5,770		46,998
NASDAQ 100 E-Mini Index		19		06/17/22		5,650		(694,017	)
Russell 2000 E-Mini Index		2		06/17/22		207		(12,952	)
S&P 500 E-Mini Index		61		06/17/22		13,819		(1,062,165	)
10-Year U.S. Ultra Long Treasury Note		1,308		06/21/22		177,152		5,550,918
5-Year U.S. Treasury Note		2,031		06/30/22		232,661		2,312,210
3-Month SONIA Index		61		03/14/23		19,601		11,248


								9,131,976


							$	(400,883	)



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

MXN	16,725,253	USD	811,000	Citibank N.A.		04/01/22	$	29,888
MXN	16,725,253	USD	811,000	Citibank N.A.		04/01/22		29,888
MXN	16,815,195	USD	810,000	Citibank N.A.		04/01/22		35,410
MXN	16,815,195	USD	810,000	Citibank N.A.		04/01/22		35,410
USD	1,608,897	EUR	1,449,000	Bank of America N.A.		04/01/22		5,941
USD	1,608,897	EUR	1,449,000	Bank of America N.A.		04/01/22		5,941
USD	810,000	ZAR	11,785,378	Morgan Stanley & Co. International PLC		04/01/22		3,473
USD	810,000	ZAR	11,785,378	Morgan Stanley & Co. International PLC		04/01/22		3,473
ZAR	12,447,594	USD	810,000	Bank of America N.A.		04/01/22		41,846
ZAR	12,447,594	USD	810,000	Bank of America N.A.		04/01/22		41,846
BRL	2,628,082	USD	514,000	Citibank N.A.		04/04/22		37,996
BRL	2,628,082	USD	514,000	Citibank N.A.		04/04/22		37,996
BRL	2,815,593	USD	543,341	Goldman Sachs International		04/04/22		48,040
BRL	2,815,593	USD	543,341	Goldman Sachs International		04/04/22		48,040
BRL	4,188,105	USD	810,000	Goldman Sachs International		04/04/22		69,660
BRL	4,188,105	USD	810,000	Goldman Sachs International		04/04/22		69,660
USD	554,705	BRL	2,628,082	Citibank N.A.		04/04/22		2,709
USD	554,705	BRL	2,628,082	Citibank N.A.		04/04/22		2,709
USD	594,283	BRL	2,815,593	Goldman Sachs International		04/04/22		2,902
USD	594,283	BRL	2,815,593	Goldman Sachs International		04/04/22		2,902
USD	883,977	BRL	4,188,105	Goldman Sachs International		04/04/22		4,317
USD	883,977	BRL	4,188,105	Goldman Sachs International		04/04/22		4,317
USD	786,000	JPY	91,814,735	Citibank N.A.		04/18/22		31,628
USD	786,000	JPY	91,814,735	Citibank N.A.		04/18/22		31,628
AUD	1,095,000	CAD	1,010,130	Royal Bank of Canada		04/20/22		11,599
CAD	958,535	USD	766,000	HSBC Bank USA N.A.		04/20/22		672
COP	2,979,675,000	USD	779,000	Citibank N.A.		04/20/22		9,034
COP	2,979,675,000	USD	779,000	Citibank N.A.		04/20/22		9,034
CZK	30,565,706	EUR	1,228,000	The Bank of New York Mellon		04/20/22		23,477
CZK	30,566,688	EUR	1,228,000	The Bank of New York Mellon		04/20/22		23,521
CZK	12,284,374	USD	540,000	The Bank of New York Mellon		04/20/22		15,659



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

CZK	12,284,374	USD	540,000	The Bank of New York Mellon		04/20/22	$	15,659
EUR	702,000	SEK	7,290,821	Deutsche Bank AG		04/20/22		1,305
EUR	937,000	USD	1,035,041	Deutsche Bank AG		04/20/22		1,993
EUR	937,000	USD	1,035,041	Deutsche Bank AG		04/20/22		1,993
MXN	5,392,148	USD	269,000	BNP Paribas SA		04/20/22		1,342
MXN	5,392,148	USD	269,000	BNP Paribas SA		04/20/22		1,342
MXN	15,376,816	USD	767,000	HSBC Bank USA N.A.		04/20/22		3,936
MXN	15,376,816	USD	767,000	HSBC Bank USA N.A.		04/20/22		3,936
MXN	39,230,656	USD	1,864,341	HSBC Bank USA N.A.		04/20/22		102,538
MXN	32,163,890	USD	1,528,341	UBS AG		04/20/22		84,237
USD	765,000	CLP	603,202,500	Citibank N.A.		04/20/22		508
USD	765,000	CLP	603,202,500	Citibank N.A.		04/20/22		508
EUR	412,002	USD	455,880	Barclays Bank PLC		05/20/22		601
USD	469,592	EUR	412,002	The Bank of New York Mellon		05/20/22		13,110
RUB	27,510,981	USD	312,625	Goldman Sachs International		05/24/22		2,715
RUB	62,741,600	USD	520,677	JPMorgan Chase Bank N.A.		05/24/22		198,487
USD	12,140,774	CNH	77,341,347	BNP Paribas SA		05/24/22		6,642
USD	2,434,773	RUB	188,225,000	JPMorgan Chase Bank N.A.		05/24/22		277,278
RUB	7,414,368	USD	66,646	Citibank N.A.		05/25/22		18,263
RUB	7,680,951	USD	66,646	Citibank N.A.		05/25/22		21,316
RUB	10,796,652	USD	99,969	JPMorgan Chase Bank N.A.		05/25/22		23,674
RUB	31,460,000	USD	260,000	JPMorgan Chase Bank N.A.		05/25/22		100,279
RUB	10,946,605	USD	99,969	Morgan Stanley & Co. International PLC		05/25/22		25,391
TRY	263,140	USD	16,532	Barclays Bank PLC		06/08/22		500
TRY	263,140	USD	16,532	Barclays Bank PLC		06/08/22		500
TRY	8,276,587	USD	518,468	UBS AG		06/08/22		17,228
TRY	8,276,587	USD	518,468	UBS AG		06/08/22		17,228
AUD	1,900,000	JPY	161,131,590	Bank of America N.A.		06/15/22		97,465
AUD	16,886,000	USD	12,401,062	Bank of America N.A.		06/15/22		249,965
BRL	2,140,529	USD	415,000	Morgan Stanley & Co. International PLC		06/15/22		25,505
BRL	19,000,000	USD	3,681,528	Morgan Stanley & Co. International PLC		06/15/22		228,534
BRL	21,090,000	USD	4,086,497	Morgan Stanley & Co. International PLC		06/15/22		253,673
CAD	436,185	USD	340,000	Bank of America N.A.		06/15/22		8,842
CAD	3,600,000	USD	2,806,146	Bank of America N.A.		06/15/22		72,974
CAD	22,129,921	USD	17,250,000	Natwest Markets PLC		06/15/22		448,529
CHF	2,003,622	EUR	1,940,000	BNP Paribas SA		06/15/22		22,871
CHF	554,636	USD	600,000	Natwest Markets PLC		06/15/22		2,019
CNH	29,476	JPY	534,673	Royal Bank of Canada		06/15/22		219
CZK	12,344,998	USD	530,000	Royal Bank of Canada		06/15/22		24,786
EUR	950,000	GBP	793,739	Bank of America N.A.		06/15/22		11,383
EUR	970,000	GBP	816,512	Bank of America N.A.		06/15/22		3,661
EUR	410,000	GBP	342,576	Deutsche Bank AG		06/15/22		4,894
EUR	410,000	GBP	340,353	Goldman Sachs International		06/15/22		7,812
EUR	490,000	GBP	412,957	Goldman Sachs International		06/15/22		1,203
EUR	600,000	USD	662,205	Australia and New Zealand Bank Group		06/15/22		3,338
EUR	200,000	USD	218,715	Barclays Bank PLC		06/15/22		3,133
EUR	210,000	USD	229,829	Barclays Bank PLC		06/15/22		3,111
EUR	1,420,000	USD	1,555,844	Barclays Bank PLC		06/15/22		19,273
EUR	170,000	USD	184,951	Deutsche Bank AG		06/15/22		3,619
EUR	200,000	USD	218,652	Deutsche Bank AG		06/15/22		3,196
EUR	590,000	USD	647,847	Deutsche Bank AG		06/15/22		6,604
EUR	970,000	USD	1,073,843	Deutsche Bank AG		06/15/22		2,117
EUR	1,170,000	USD	1,290,910	Deutsche Bank AG		06/15/22		6,898
EUR	240,000	USD	261,869	HSBC Bank USA N.A.		06/15/22		4,348
EUR	780,000	USD	864,020	Morgan Stanley & Co. International PLC		06/15/22		1,185
EUR	29,473,891	USD	32,530,422	Natwest Markets PLC		06/15/22		163,131
IDR	8,450,000,000	USD	583,443	Barclays Bank PLC		06/15/22		4,312
KRW	739,551,000	USD	600,000	State Street Bank and Trust Co.		06/15/22		8,328
MXN	39,230,000	USD	1,825,895	Natwest Markets PLC		06/15/22		121,434
NOK	20,513,141	USD	2,300,000	Bank of America N.A.		06/15/22		28,899
PLN	7,833,264	USD	1,770,000	BNP Paribas SA		06/15/22		81,183
SEK	3,309,679	USD	340,000	Morgan Stanley & Co. International PLC		06/15/22		12,625



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

SGD	2,449,337	USD	1,800,000	Australia and New Zealand Bank Group		06/15/22	$	7,114
SGD	620,000	USD	453,747	Barclays Bank PLC		06/15/22		3,687
TRY	360,248	USD	22,000	Citibank N.A.		06/15/22		1,184
USD	16,306,197	CNH	103,800,000	BNP Paribas SA		06/15/22		39,525
USD	1,065,890	CNH	6,782,000	Deutsche Bank AG		06/15/22		3,071
USD	1,077,540	EUR	970,000	Barclays Bank PLC		06/15/22		1,579
USD	867,159	EUR	780,000	Deutsche Bank AG		06/15/22		1,953
USD	1,300,350	EUR	1,170,000	JPMorgan Chase Bank N.A.		06/15/22		2,542
USD	1,077,296	GBP	820,000	JPMorgan Chase Bank N.A.		06/15/22		416
USD	12,201,676	GBP	9,279,864	Morgan Stanley & Co. International PLC		06/15/22		14,719
USD	57,587	HKD	450,000	Royal Bank of Canada		06/15/22		83
USD	1,395,267	IDR	20,008,820,469	Barclays Bank PLC		06/15/22		3,517
USD	3,855,000	IDR	55,284,555,000	Barclays Bank PLC		06/15/22		9,584
USD	427,505	IDR	6,132,065,066	Societe Generale		06/15/22		979
USD	4,526,515	JPY	522,760,000	Australia and New Zealand Bank Group		06/15/22		224,506
USD	15,000,000	JPY	1,776,652,500	State Street Bank and Trust Co.		06/15/22		379,188
ZAR	59,000,000	USD	3,849,877	Citibank N.A.		06/15/22		151,189


								4,449,030

EUR	351,842	USD	395,912	Deutsche Bank AG		04/01/22		(6,687	)
EUR	351,842	USD	395,912	Deutsche Bank AG		04/01/22		(6,687	)
EUR	1,030,141	USD	1,158,814	HSBC Bank USA N.A.		04/01/22		(19,220	)
EUR	1,030,141	USD	1,158,814	HSBC Bank USA N.A.		04/01/22		(19,220	)
EUR	67,017	USD	75,415	JPMorgan Chase Bank N.A.		04/01/22		(1,278	)
EUR	67,017	USD	75,415	JPMorgan Chase Bank N.A.		04/01/22		(1,278	)
USD	334,521	MXN	6,920,915	Barclays Bank PLC		04/01/22		(13,439	)
USD	334,521	MXN	6,920,915	Barclays Bank PLC		04/01/22		(13,439	)
USD	269,000	MXN	5,374,699	BNP Paribas SA		04/01/22		(1,221	)
USD	269,000	MXN	5,374,699	BNP Paribas SA		04/01/22		(1,221	)
USD	167,261	MXN	3,463,206	Citibank N.A.		04/01/22		(6,857	)
USD	167,261	MXN	3,463,206	Citibank N.A.		04/01/22		(6,857	)
USD	682,958	MXN	14,139,369	Citibank N.A.		04/01/22		(27,920	)
USD	682,958	MXN	14,139,369	Citibank N.A.		04/01/22		(27,920	)
USD	83,630	MXN	1,729,565	Deutsche Bank AG		04/01/22		(3,327	)
USD	83,630	MXN	1,729,565	Deutsche Bank AG		04/01/22		(3,327	)
USD	83,630	MXN	1,730,500	Goldman Sachs International		04/01/22		(3,373	)
USD	83,630	MXN	1,730,500	Goldman Sachs International		04/01/22		(3,374	)
BRL	4,103,346	USD	866,087	Citibank N.A.		04/04/22		(4,229	)
BRL	4,103,346	USD	866,087	Citibank N.A.		04/04/22		(4,229	)
BRL	2,629,711	USD	555,049	Deutsche Bank AG		04/04/22		(2,711	)
BRL	2,629,711	USD	555,049	Deutsche Bank AG		04/04/22		(2,711	)
BRL	2,557,702	USD	539,850	Goldman Sachs International		04/04/22		(2,636	)
BRL	2,557,702	USD	539,850	Goldman Sachs International		04/04/22		(2,636	)
USD	806,000	BRL	4,103,346	Citibank N.A.		04/04/22		(55,857	)
USD	806,000	BRL	4,103,346	Citibank N.A.		04/04/22		(55,857	)
USD	544,341	BRL	2,629,711	Deutsche Bank AG		04/04/22		(7,998	)
USD	544,341	BRL	2,629,711	Deutsche Bank AG		04/04/22		(7,998	)
USD	517,000	BRL	2,557,702	Goldman Sachs International		04/04/22		(20,214	)
USD	517,000	BRL	2,557,702	Goldman Sachs International		04/04/22		(20,214	)
JPY	91,847,628	USD	779,000	HSBC Bank USA N.A.		04/18/22		(24,358	)
JPY	91,847,628	USD	779,000	HSBC Bank USA N.A.		04/18/22		(24,358	)
USD	1,711,024	IDR	24,671,258,074	Barclays Bank PLC		04/18/22		(8,074	)
USD	448,962	IDR	6,477,621,968	BNP Paribas SA		04/18/22		(2,400	)
USD	1,420,676	IDR	20,497,511,572	BNP Paribas SA		04/18/22		(7,594	)
USD	779,000	ZAR	11,801,083	Citibank N.A.		04/19/22		(27,064	)
CLP	590,943,500	USD	763,000	Citibank N.A.		04/20/22		(14,045	)
CLP	590,943,500	USD	763,000	Citibank N.A.		04/20/22		(14,045	)
COP	2,857,500,000	USD	762,000	Goldman Sachs International		04/20/22		(6,278	)
COP	2,857,500,000	USD	762,000	Goldman Sachs International		04/20/22		(6,278	)
EUR	1,449,000	USD	1,609,806	Bank of America N.A.		04/20/22		(6,110	)
EUR	1,449,000	USD	1,609,806	Bank of America N.A.		04/20/22		(6,110	)
USD	766,000	COP	2,926,503,000	Citibank N.A.		04/20/22		(7,971	)



Affiliated Issuer	Value at 12/31/21		Purchases at Cost		Proceeds from Sales			Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)			Value at 03/31/22		Shares Held at 03/31/22		Income		Capital Gain Distributions from Underlying Funds

BlackRock Liquidity Funds, T-Fund, Institutional Class	$	11,170,804	$	—		$ (1,991,469	)^(a)	$	—	$	—		$	9,179,335		9,179,335	$	2,106	$	—
iShares China Large-Cap ETF		112,484		—		—			—		(14,176	)		98,308		3,075		—		—
iShares iBoxx $ High Yield Corporate Bond ETF		200,210		4,138,585		—			—		(12,810	)		4,325,985		52,570		1,410		—
iShares iBoxx $ Investment Grade Corporate Bond ETF		137,688		3,714,086		(3,794,319	)		70,448		(2,246	)		125,657		1,039		517		—
iShares JP Morgan USD Emerging Markets Bond ETF		1,903,206		—		—			—		(197,196	)		1,706,010		17,451		12,725		—
iShares Latin America 40 ETF		229,486		—		—			—		67,789			297,275		9,782		—		—
iShares MSCI Brazil ETF		253,556		—		—			—		87,982			341,538		9,033		1,454		—
iShares MSCI Emerging Markets ETF		642,280		—		—			—		(48,648	)		593,632		13,148		342		—
iShares Nasdaq Biotechnology ETF		75,242		—		—			—		(11,004	)		64,238		493		58		—
iShares Russell 2000 ETF		105,886		—		—			—		(8,177	)		97,709		476		190		—
iShares S&P 500 Value ETF^(b)		439,347		—		(416,681	)		67,188		(89,854	)		—		—		—		—


								$	137,636	$	(228,340	)	$	16,829,687			$	18,802	$	—



Description	Number of Contracts		Expiration Date		Exercise Price		Notional Amount (000)		Value

Call
Pandora A/S		7		04/13/22	DKK	760.00	DKK	453	$	209
Alcoa Corp.		28		04/14/22	USD	65.00	USD	252		70,210
Amazon.com, Inc.		2		04/14/22	USD	3,400.00	USD	652		4,755
Apple, Inc.		27		04/14/22	USD	185.00	USD	471		1,283
Barclays PLC		148		04/14/22	GBP	2.10	GBP	219		972
BNP Paribas SA		41		04/14/22	EUR	68.00	EUR	213		45
Devon Energy Corp.		274		04/14/22	USD	60.00	USD	1,620		53,019
Diamondback Energy, Inc.		22		04/14/22	USD	135.00	USD	302		14,410
General Motors Co.		125		04/14/22	USD	60.00	USD	547		188
Hilton Worldwide Holdings, Inc.		12		04/14/22	USD	150.00	USD	182		6,000
InvesCo QQQ Trust		114		04/14/22	USD	360.00	USD	4,133		97,755
Marathon Oil Corp.		84		04/14/22	USD	24.00	USD	211		13,944
Marathon Oil Corp.		84		04/14/22	USD	25.00	USD	211		8,946
Occidental Petroleum Corp.		25		04/14/22	USD	60.00	USD	142		3,225
Shell plc		157		04/14/22	EUR	24.00	EUR	392		16,066
Starbucks Corp.		32		04/14/22	USD	100.00	USD	291		384
BP PLC		53		05/20/22	USD	30.00	USD	156		6,175



Reference Obligation/Index	Financing Rate Paid by the Fund			Payment Frequency		Termination Date		Notional Amount (000)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)

ITRAXX.XO.34.V2		5.00	%		Quarterly		12/20/25		EUR	533	$	(51,332	)	$	(54,118	)	$	2,786
ITRAXX.EUR.37.V1		1.00			Quarterly		06/20/27		EUR	1,910		(29,449	)		(23,269	)		(6,180	)
ITRAXX.FINSR.37.V1		1.00			Quarterly		06/20/27		EUR	1,861		(20,457	)		(15,610	)		(4,847	)
ITRAXX.FINSUB.37.V1		1.00			Quarterly		06/20/27		EUR	931		26,886			30,512			(3,626	)
ITRAXX.XO.37.V1		5.00			Quarterly		06/20/27		EUR	139		(11,465	)		(10,536	)		(929	)


											$	(85,817	)	$	(73,021	)	$	(12,796	)



				Effective Date			Termination Date		Notional Amount (000)		Value			Upfront Premium Paid (Received)		Unrealized Appreciation (Depreciation)

Paid by the Fund		Received by the Fund
Rae	Frequency	Rate	Frequency

1-Month MXIBOR, 6.72%	Monthly	4.42%	Monthly		N/A			02/28/23	MXN	34,384	$	(57,978	)	$	3	$	(57,981	)
1-Month MXIBOR, 6.72%	Monthly	4.50%	Monthly		N/A			03/03/23	MXN	34,373		(59,310	)		3		(59,313	)
1-Day ESTR, 960.68%	Monthly	(0.44%)	Monthly		10/17/22	^(a)		10/17/23	EUR	9,940		(95,462	)		37		(95,499	)
1-Month MXIBOR, 6.72%	Monthly	4.68%	Monthly		N/A			02/27/24	MXN	24,395		(84,772	)		4		(84,776	)
1-Month MXIBOR, 6.72%	Monthly	4.86%	Monthly		N/A			03/01/24	MXN	24,395		(82,339	)		4		(82,343	)
1-Day SOFR, 0.33%	Annual	1.13%	Annual		N/A			03/07/24	USD	53,146		(1,082,657	)		227		(1,082,884	)
0.40%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			03/08/24	USD	92,780		3,651,986			265		3,651,721
1-Day SOFR, 0.33%	Annual	1.13%	Annual		N/A			03/08/24	USD	78,484		(1,604,135	)		336		(1,604,471	)
0.44%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			03/11/24	USD	100,000		3,896,619			287		3,896,332
1-Day SOFR, 0.33%	Annual	1.08%	Annual		N/A			03/18/24	USD	107,840		(2,381,631	)		468		(2,382,099	)
0.45%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			03/19/24	USD	23,502		933,330			68		933,262
0.44%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			03/22/24	USD	52,000		2,081,704			263		2,081,441
0.51%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			07/13/24	USD	15,789		712,764			92		712,672
0.55%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			07/16/24	USD	23,714		1,049,041			139		1,048,902
0.55%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			07/20/24	USD	15,854		705,725			93		705,632
0.55%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			07/20/24	USD	7,927		352,573			47		352,526
0.49%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			07/23/24	USD	15,880		729,032			93		728,939
0.49%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			07/23/24	USD	15,880		730,191			94		730,097
0.56%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			08/12/24	USD	23,993		1,098,361			145		1,098,216
0.57%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			08/13/24	USD	15,662		713,250			95		713,155
0.57%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			08/27/24	USD	8,168		380,600			50		380,550
0.57%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			08/27/24	USD	8,168		380,104			50		380,054
0.57%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			08/27/24	USD	8,086		376,010			50		375,960
0.57%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			08/27/24	USD	8,209		381,367			50		381,317
0.57%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly		N/A			08/27/24	USD	8,209		380,989			50		380,939



Paid by the Fund		Received by the Fund		Effective Date	Termination Date		Notional					Upfront Premium Paid			Unrealized Appreciation
Rate	Frequency	Rate	Frequency	Effective Date	Termination Date		Amount (000)		Value			(Received)			(Depreciation)

6-Month EURIBOR, (0.37%)	Semi-Annual	0.22%	Annual	N/A		10/19/31	EUR	215	$	(19,940	)	$	(44	)	$	(19,896	)
3-Month LIBOR, 0.96%	Quarterly	1.62%	Semi-Annual	N/A		11/19/31	USD	22,175		(1,398,545	)		348			(1,398,893	)
1.44%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		11/26/31	USD	3,889		308,586			60			308,526
1.41%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		11/30/31	USD	2,702		222,186			42			222,144
1-Month MXIBOR, 6.72%	Monthly	7.60%	Monthly	N/A		01/01/32	MXN	60,938		(118,313	)		20			(118,333	)
1-Month MXIBOR, 6.72%	Monthly	7.57%	Monthly	N/A		01/12/32	MXN	69,665		(145,056	)		22			(145,078	)
1-Month MXIBOR, 6.72%	Monthly	7.53%	Monthly	N/A		01/23/32	MXN	41,083		(89,917	)		32			(89,949	)
3-Month LIBOR, 0.96%	Quarterly	1.76%	Semi-Annual	N/A		01/28/32	USD	33,147		(1,820,707	)		527			(1,821,234	)
1-Month MXIBOR, 6.72%	Monthly	7.61%	Monthly	N/A		01/28/32	MXN	50,000		(95,572	)		39			(95,611	)
1-Month MXIBOR, 6.72%	Monthly	7.68%	Monthly	N/A		01/30/32	MXN	29,564		(49,815	)		23			(49,838	)
6-Month EURIBOR, (0.37%)	Semi-Annual	1.06%	Annual	N/A		03/17/32	EUR	2,030		(26,320	)		(3,235	)		(23,085	)
1-Month MXIBOR, 6.72%	Monthly	8.29%	Monthly	N/A		03/17/32	MXN	35,197		15,404			28			15,376
1.70%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		11/26/41	USD	2,087		224,975			49			224,926
1.30%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		11/19/50	USD	5,222		1,104,331			145			1,104,186
1.22%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		11/27/50	USD	6,800		1,558,618			189			1,558,429
1.45%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		12/11/50	USD	1,791		322,453			50			322,403
3-Month LIBOR, 0.96%	Quarterly	1.20%	Semi-Annual	N/A		12/22/50	USD	7,691		(1,807,281	)		214			(1,807,495	)
1.27%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		12/30/50	USD	6,800		1,495,376			189			1,495,187
1.45%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		01/07/51	USD	6,212		1,134,586			187			1,134,399
1.52%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		01/08/51	USD	2,120		352,791			64			352,727
1.63%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		01/25/51	USD	4,697		676,232			142			676,090
1.48%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		01/28/51	USD	7,179		1,260,473			217			1,260,256
1.58%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		02/01/51	USD	4,957		768,956			150			768,806
1.66%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		02/04/51	USD	5,469		748,022			165			747,857
1.68%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		02/05/51	USD	2,857		378,654			87			378,567
0.89%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		02/10/51	USD	3,789		1,153,814			115			1,153,699
3-Month LIBOR, 0.96%	Quarterly	1.24%	Semi-Annual	N/A		02/10/51	USD	5,684		(1,299,363	)		172			(1,299,535	)
1.91%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		02/22/51	USD	1,118		92,738			34			92,704
2.01%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		05/27/51	USD	4,052		229,259			126			229,133
1.97%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		05/28/51	USD	668		43,158			21			43,137
2.04%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		06/07/51	USD	1,266		65,131			39			65,092
3-Month LIBOR, 0.96%	Quarterly	1.83%	Semi-Annual	N/A		06/22/51	USD	4,593		(453,122	)		142			(453,264	)
1.63%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		08/23/51	USD	1,028		149,280			31			149,249
1.85%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		10/15/51	USD	1,508		135,541			47			135,494
1.82%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		10/18/51	USD	2,342		226,500			73			226,427
3-Month LIBOR, 0.96%	Quarterly	1.84%	Semi-Annual	N/A		11/08/51	USD	2,545		(239,404	)		79			(239,483	)
1.71%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		11/30/51	USD	989		122,687			30			122,657
1.96%	Semi-Annual	3-Month LIBOR, 0.96%	Quarterly	N/A		01/21/52	USD	9,852		690,713			307			690,406
0.92%	Annual	6-Month EURIBOR, (0.37%)	Semi-Annual	N/A		03/17/52	EUR	360		9,991			5,909			4,082


									$	26,446,026		$	30,047		$	26,415,979



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)

Federal Republic of Brazil		1.00	%		Quarterly	Barclays Bank PLC		12/20/24		USD	838	$	4,842		$	11,524		$	(6,682	)
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/24		USD	840		4,853			11,551			(6,698	)
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/24		USD	840		4,853			11,551			(6,698	)
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/24		USD	838		4,843			11,305			(6,462	)
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/24		USD	1,170		6,760			15,783			(9,023	)
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		12/20/24		USD	509		2,941			6,866			(3,925	)
Federal Republic of Brazil		1.00			Quarterly	Barclays Bank PLC		06/20/27		USD	12,373		622,670			754,076			(131,406	)
Republic of Chile		1.00			Quarterly	Goldman Sachs International		06/20/27		USD	850		(12,779	)		(4,948	)		(7,831	)
Republic of Colombia		1.00			Quarterly	Goldman Sachs International		06/20/27		USD	9,564		415,182			531,910			(116,728	)
Republic of Indonesia		1.00			Quarterly	Goldman Sachs International		06/20/27		USD	7,061		(56,491	)		86,469			(142,960	)
Republic of Philippines		1.00			Quarterly	Goldman Sachs International		06/20/27		USD	5,288		(55,964	)		28,466			(84,430	)
Republic of South Africa		1.00			Quarterly	Morgan Stanley & Co. International PLC		06/20/27		USD	1,589		80,602			98,481			(17,879	)
Republic of South Africa		1.00			Quarterly	Morgan Stanley & Co. International PLC		06/20/27		USD	4,582		232,509			284,084			(51,575	)
Republic of South Africa		1.00			Quarterly	Morgan Stanley & Co. International PLC		06/20/27		USD	1,426		72,360			88,411			(16,051	)
United Mexican States		1.00			Quarterly	Goldman Sachs International		06/20/27		USD	1,450		168			(3,122	)		3,290
United Mexican States		1.00			Quarterly	Goldman Sachs International		06/20/27		USD	1,150		133			(1,650	)		1,783
United Mexican States		1.00			Quarterly	Morgan Stanley & Co. International PLC		06/20/27		USD	15,652		1,814			99,228			(97,414	)


												$	1,329,296		$	2,029,985		$	(700,689	)



Reference Obligation/Index	Financing Rate Received by the Fund		Payment Frequency	Counterparty	Termination Date	Credit Rating	^(a)	Notional Amount (000)^(b)			Value			Upfront Premium Paid (Received)			Unrealized Appreciation (Depreciation)
CMBX.NA.9	2.00	%	Monthly	Goldman Sachs International	09/17/58	N/R		USD	94	$	(585	)	$	(1,742	)	$	1,157
CMBX.NA.9	2.00		Monthly	Goldman Sachs International	09/17/58	N/R		USD	88		(552	)		(1,645	)		1,093
CMBX.NA.9	2.00		Monthly	Goldman Sachs International	09/17/58	N/R		USD	94		(584	)		(1,544	)		960
CMBX.NA.9	2.00		Monthly	Morgan Stanley & Co. International PLC	09/17/58	N/R		USD	187		(1,170	)		(3,341	)		2,171
CMBX.NA.9	3.00		Monthly	Deutsche Bank AG	09/17/58	N/R		USD	1,350		(137,037	)		(133,526	)		(3,511	)
CMBX.NA.9	3.00		Monthly	Goldman Sachs International	09/17/58	N/R		USD	70		(7,105	)		(345	)		(6,760	)
CMBX.NA.9	3.00		Monthly	Morgan Stanley & Co. International PLC	09/17/58	N/R		USD	265		(26,900	)		(1,053	)		(25,847	)
CMBX.NA.9	3.00		Monthly	Morgan Stanley & Co. International PLC	09/17/58	N/R		USD	190		(19,287	)		(571	)		(18,716	)
CMBX.NA.9	3.00		Monthly	Morgan Stanley & Co. International PLC	09/17/58	N/R		USD	70		(7,106	)		(345	)		(6,761	)
CMBX.NA.9	3.00		Monthly	Morgan Stanley & Co. International PLC	09/17/58	N/R		USD	2,000		(203,017	)		(217,474	)		14,457



																Upfront
																Premium		Unrealized
Paid by the Fund		Received by the Fund			Effective			Termination		Notional						Paid		Appreciation
Rate	Frequency	Rate	Frequency	Counterparty	Date			Date		Amount (000)			Value			(Received)		(Depreciation)

1.42%	Semiannualy	1-Day CLP Interbank Rate, 19,431.57%	Semiannualy	Bank of America N.A.		N/A			04/01/23		CLP	5,282,574	$	506,056		$	—	$	506,056
1-Day CLP Interbank Rate, 19,431.57%	Semiannualy	1.65%	Semiannualy	Bank of America N.A.		N/A			05/28/23		CLP	5,282,574		(530,375	)		—		(530,375	)
1-Day BZDIOVER, 0.04%	Monthly	11.47%	Monthly	Goldman Sachs International		N/A			01/02/24		BRL	19,296		(34,335	)		—		(34,335	)
1-Day BZDIOVER, 0.04%	Monthly	11.77%	Monthly	JPMorgan Chase Bank N.A.		N/A			01/02/24		BRL	7,500		(5,365	)		—		(5,365	)
China Fixing Repo Rates 7-Day, 2.53%	Quarterly	2.24%	Quarterly	Citibank N.A.		06/15/22	^(a)		06/15/24		CNY	15,595		(790	)		—		(790	)
China Fixing Repo Rates 7-Day, 2.53%	Quarterly	2.24%	Quarterly	BNP Paribas SA		06/15/22	^(a)		06/15/24		CNY	15,595		(672	)		—		(672	)
2.95%	Quarterly	3-Month KLIBOR, 1.97%	Quarterly	Bank of America N.A.		09/21/22	^(a)		09/21/24		MYR	32,080		27,060			—		27,060
1-Day BZDIOVER, 0.04%	Monthly	11.33%	Monthly	Barclays Bank PLC		N/A			01/04/27		BRL	36,000		115,587			—		115,587
2.42%	Quarterly	China Fixing Repo Rates 7-Day, 2.53%	Quarterly	Citibank N.A.		06/15/22	^(a)		06/15/27		CNY	6,505		1,927			—		1,927
2.43%	Quarterly	China Fixing Repo Rates 7-Day, 2.53%	Quarterly	BNP Paribas SA		06/15/22	^(a)		06/15/27		CNY	6,505		1,603			—		1,603


													$	80,696		$	—	$	80,696



	Level 1		Level 2		Level 3		Total

Assets

Investments
Long-Term Investments
Asset-Backed Securities	$	—	$	39,795,214	$	100,000	$	39,895,214
Common Stocks

Canada		95,957		—		—		95,957
China		76,595		—		—		76,595
Denmark		—		110,221		—		110,221
France		—		302,050		—		302,050
Germany		—		303,859		—		303,859
Ireland		179,270		—		—		179,270
Japan		—		98,361		—		98,361
South Korea		151,906		—		—		151,906
Switzerland		—		252,876		—		252,876
United Kingdom		541,971		642,235		—		1,184,206
United States		11,925,887		214,025		8,711		12,148,623

Corporate Bonds

Argentina		—		1,510,207		—		1,510,207
Australia		—		301,503		—		301,503
Austria		188,219		3,537,761		—		3,725,980
Bahrain		—		620,975		—		620,975
Belgium		—		1,591,870		—		1,591,870
Bermuda		—		1,330,226		—		1,330,226
Brazil		—		3,694,497		—		3,694,497
Canada		—		3,983,474		—		3,983,474
Cayman Islands		—		4,152,673		—		4,152,673
Chile		—		1,244,267		—		1,244,267
China		—		626,000		—		626,000
Colombia		—		3,919,071		—		3,919,071
Finland		—		1,904,187		—		1,904,187
France		—		12,075,704		—		12,075,704
Germany		—		9,105,257		—		9,105,257
Hong Kong		—		258,125		—		258,125
India		—		1,505,030		—		1,505,030
Indonesia		—		415,772		—		415,772
Ireland		—		864,591		—		864,591
Isle of Man		—		189,883		—		189,883
Israel		—		125,017		—		125,017
Italy		90,423		6,586,823		—		6,677,246
Japan		—		3,806,757		—		3,806,757
Jersey		—		3,220,632		—		3,220,632
Kuwait		—		1,126,856		—		1,126,856
Lithuania		—		476,900		—		476,900
Luxembourg		—		15,420,551		—		15,420,551
Malaysia		—		213,038		—		213,038
Mauritius		—		600,691		—		600,691
Mexico		—		17,538,376		—		17,538,376



ADR		American Depositary Receipt

AMT		Alternative Minimum Tax

ARB		Airport Revenue Bonds

BZDIOVER		Overnight Brazil CETIP — Interbank Rate

CDI		CREST Depository Interest