|
Security
|
Par
(000
)
|
Value
|
|
Asset-Backed Securities
|
||
|
Citibank Credit Card Issuance Trust, 6.15%, 06/15/39
|
$100
|
$109,263
|
|
Total Asset-Backed Securities — 0.0%
(Cost: $108,761)
|
109,263
|
|
|
Corporate Bonds & Notes
|
||
|
Advertising — 0.0%
|
||
|
Omnicom Group, Inc.
|
|
|
|
3.38%, 03/01/41
|
10
|
7,442
|
|
5.40%, 10/01/48
|
4
|
3,575
|
|
|
|
11,017
|
|
Aerospace & Defense — 1.2%
|
||
|
Airbus SE, 3.95%, 04/10/47(a)
|
40
|
31,746
|
|
BAE Systems Holdings, Inc., 4.75%, 10/07/44(a)
|
100
|
90,246
|
|
BAE Systems PLC
|
|
|
|
3.00%, 09/15/50(a)
|
50
|
32,998
|
|
5.80%, 10/11/41(a)
|
60
|
61,865
|
|
Boeing Co.(The)
|
|
|
|
3.38%, 06/15/46
|
50
|
34,937
|
|
3.50%, 03/01/39
|
40
|
32,420
|
|
3.55%, 03/01/38
|
45
|
37,585
|
|
3.63%, 03/01/48
|
35
|
24,984
|
|
3.65%, 03/01/47
|
30
|
21,646
|
|
3.75%, 02/01/50
|
125
|
91,472
|
|
3.83%, 03/01/59
|
20
|
13,839
|
|
3.85%, 11/01/48
|
35
|
25,843
|
|
3.90%, 05/01/49
|
95
|
70,657
|
|
3.95%, 08/01/59
|
90
|
64,488
|
|
5.71%, 05/01/40
|
275
|
280,269
|
|
5.81%, 05/01/50
|
510
|
505,415
|
|
5.88%, 02/15/40
|
50
|
51,251
|
|
5.93%, 05/01/60
|
315
|
311,817
|
|
6.63%, 02/15/38
|
40
|
43,854
|
|
6.86%, 05/01/54
|
230
|
259,780
|
|
6.88%, 03/15/39
|
50
|
55,953
|
|
7.01%, 05/01/64
|
140
|
159,650
|
|
Embraer Netherlands Finance BV, 5.40%, 01/09/38
|
100
|
96,034
|
|
General Dynamics Corp.
|
|
|
|
2.85%, 06/01/41
|
25
|
18,589
|
|
3.60%, 11/15/42
|
41
|
32,780
|
|
4.25%, 04/01/40
|
95
|
85,340
|
|
4.25%, 04/01/50
|
70
|
59,073
|
|
General Electric Co.
|
|
|
|
4.50%, 03/11/44
|
50
|
44,422
|
|
5.88%, 01/14/38
|
75
|
80,003
|
|
6.88%, 01/10/39
|
60
|
69,422
|
|
Honeywell Aerospace, Inc.
|
|
|
|
5.62%, 03/16/46(a)
|
155
|
154,548
|
|
5.73%, 03/16/56(a)
|
245
|
245,080
|
|
5.85%, 03/16/66(a)
|
185
|
186,279
|
|
Howmet Aerospace, Inc., 5.95%, 02/01/37
|
85
|
90,338
|
|
L3Harris Technologies, Inc.
|
|
|
|
5.05%, 04/27/45
|
55
|
51,380
|
|
5.50%, 08/15/54
|
55
|
53,131
|
|
5.60%, 07/31/53
|
50
|
49,030
|
|
6.15%, 12/15/40
|
50
|
52,789
|
|
Lockheed Martin Corp.
|
|
|
|
2.80%, 06/15/50
|
125
|
78,849
|
|
3.80%, 03/01/45
|
115
|
91,318
|
|
4.07%, 12/15/42
|
155
|
131,423
|
|
Security
|
Par
(000
)
|
Value
|
|
Aerospace & Defense (continued)
|
||
|
4.09%, 09/15/52
|
$147
|
$115,418
|
|
4.15%, 06/15/53
|
115
|
90,977
|
|
4.30%, 06/15/62
|
65
|
50,832
|
|
4.70%, 05/15/46
|
147
|
130,674
|
|
5.20%, 02/15/55(b)
|
80
|
74,860
|
|
5.20%, 02/15/64
|
10
|
9,197
|
|
5.70%, 11/15/54
|
75
|
75,190
|
|
5.72%, 06/01/40
|
50
|
52,678
|
|
5.90%, 11/15/63
|
55
|
56,490
|
|
Series B, 6.15%, 09/01/36
|
50
|
54,452
|
|
Northrop Grumman Corp.
|
|
|
|
3.85%, 04/15/45
|
70
|
55,281
|
|
4.03%, 10/15/47
|
193
|
153,519
|
|
4.75%, 06/01/43
|
108
|
98,224
|
|
4.95%, 03/15/53
|
100
|
89,271
|
|
5.05%, 11/15/40
|
40
|
38,731
|
|
5.15%, 05/01/40
|
60
|
58,708
|
|
5.20%, 06/01/54(b)
|
110
|
102,129
|
|
5.25%, 05/01/50
|
100
|
93,705
|
|
RTX Corp.
|
|
|
|
2.82%, 09/01/51
|
90
|
55,739
|
|
3.03%, 03/15/52
|
105
|
67,557
|
|
3.13%, 07/01/50
|
115
|
76,381
|
|
3.75%, 11/01/46
|
125
|
95,604
|
|
4.05%, 05/04/47
|
55
|
43,810
|
|
4.15%, 05/15/45
|
51
|
41,978
|
|
4.35%, 04/15/47
|
105
|
87,512
|
|
4.45%, 11/16/38
|
55
|
50,936
|
|
4.50%, 06/01/42
|
345
|
308,090
|
|
4.63%, 11/16/48
|
180
|
155,153
|
|
4.70%, 12/15/41
|
55
|
50,661
|
|
4.80%, 12/15/43
|
55
|
49,599
|
|
4.88%, 10/15/40
|
36
|
34,179
|
|
5.38%, 02/27/53
|
125
|
118,644
|
|
5.70%, 04/15/40
|
30
|
30,771
|
|
6.05%, 06/01/36
|
65
|
69,832
|
|
6.13%, 07/15/38
|
65
|
69,916
|
|
6.40%, 03/15/54
|
175
|
191,201
|
|
|
|
6,970,442
|
|
Agriculture — 0.5%
|
||
|
Altria Group, Inc.
|
|
|
|
3.40%, 02/04/41
|
150
|
114,313
|
|
3.70%, 02/04/51
|
135
|
93,771
|
|
3.88%, 09/16/46
|
125
|
93,010
|
|
4.00%, 02/04/61
|
95
|
66,935
|
|
4.25%, 08/09/42
|
68
|
55,795
|
|
4.45%, 05/06/50
|
55
|
43,433
|
|
4.50%, 05/02/43
|
60
|
50,389
|
|
5.38%, 01/31/44
|
180
|
168,076
|
|
5.80%, 02/14/39
|
190
|
192,733
|
|
5.95%, 02/14/49
|
205
|
201,829
|
|
Archer-Daniels-Midland Co.
|
|
|
|
2.70%, 09/15/51
|
75
|
45,758
|
|
3.75%, 09/15/47
|
35
|
26,673
|
|
4.02%, 04/16/43
|
35
|
28,915
|
|
4.50%, 03/15/49
|
60
|
51,352
|
|
4.54%, 03/26/42
|
32
|
28,645
|
|
BAT Capital Corp.
|
|
|
|
4.39%, 08/15/37
|
240
|
219,585
|
|
4.54%, 08/15/47
|
202
|
166,230
|
|
4.76%, 09/06/49
|
105
|
88,258
|
|
Security
|
Par
(000
)
|
Value
|
|
Agriculture (continued)
|
||
|
5.28%, 04/02/50
|
$55
|
$49,420
|
|
5.65%, 03/16/52
|
70
|
65,833
|
|
6.25%, 08/15/55
|
60
|
61,304
|
|
7.08%, 08/02/43
|
85
|
94,585
|
|
7.08%, 08/02/53
|
95
|
106,658
|
|
Cargill, Inc.
|
|
|
|
3.13%, 05/25/51(a)
|
75
|
49,769
|
|
3.88%, 05/23/49(a)
|
40
|
30,879
|
|
4.38%, 04/22/52(a)
|
40
|
32,723
|
|
4.76%, 11/23/45(a)
|
50
|
44,632
|
|
5.38%, 10/23/55(a)
|
65
|
61,921
|
|
Philip Morris International, Inc.
|
|
|
|
3.88%, 08/21/42
|
74
|
60,416
|
|
4.13%, 03/04/43
|
90
|
75,328
|
|
4.25%, 11/10/44
|
120
|
100,555
|
|
4.38%, 11/15/41
|
67
|
58,692
|
|
4.50%, 03/20/42
|
55
|
48,425
|
|
4.88%, 11/15/43
|
70
|
63,678
|
|
6.38%, 05/16/38
|
100
|
109,549
|
|
Reynolds American, Inc.
|
|
|
|
5.85%, 08/15/45
|
225
|
220,735
|
|
6.15%, 09/15/43
|
60
|
60,771
|
|
7.25%, 06/15/37
|
61
|
69,627
|
|
|
|
3,201,200
|
|
Airlines — 0.0%
|
||
|
American Airlines 2025-1 Class A Pass Through Trust,
4.90%, 11/11/39
|
25
|
24,261
|
|
United Airlines Pass-Through Trust, Series AA, 5.45%,
08/15/38
|
9
|
9,604
|
|
|
|
33,865
|
|
Apparel — 0.1%
|
||
|
NIKE, Inc.
|
|
|
|
3.25%, 03/27/40
|
90
|
71,613
|
|
3.38%, 11/01/46
|
40
|
28,950
|
|
3.38%, 03/27/50
|
150
|
105,935
|
|
3.63%, 05/01/43
|
50
|
39,236
|
|
3.88%, 11/01/45
|
90
|
71,358
|
|
VF Corp., 6.45%, 11/01/37
|
30
|
28,698
|
|
|
|
345,790
|
|
Auto Manufacturers — 0.2%
|
||
|
Cummins, Inc.
|
|
|
|
2.60%, 09/01/50
|
75
|
45,178
|
|
4.88%, 10/01/43
|
66
|
62,192
|
|
5.45%, 02/20/54
|
70
|
68,451
|
|
Ford Motor Co.
|
|
|
|
4.75%, 01/15/43
|
200
|
159,267
|
|
5.29%, 12/08/46
|
120
|
100,187
|
|
7.40%, 11/01/46
|
25
|
26,639
|
|
General Motors Co.
|
|
|
|
5.15%, 04/01/38
|
95
|
90,492
|
|
5.20%, 04/01/45
|
105
|
93,134
|
|
5.40%, 04/01/48(b)
|
80
|
71,858
|
|
5.95%, 04/01/49(b)
|
85
|
81,692
|
|
6.25%, 10/02/43
|
138
|
138,712
|
|
6.75%, 04/01/46
|
70
|
73,830
|
|
|
|
1,011,632
|
|
Auto Parts & Equipment — 0.1%
|
||
|
Aptiv Swiss Holdings Ltd.
|
|
|
|
3.10%, 12/01/51
|
165
|
101,639
|
|
4.15%, 05/01/52
|
110
|
81,822
|
|
Security
|
Par
(000
)
|
Value
|
|
Auto Parts & Equipment (continued)
|
||
|
BorgWarner, Inc., 4.38%, 03/15/45(b)
|
$61
|
$50,621
|
|
Lear Corp.
|
|
|
|
3.55%, 01/15/52
|
35
|
23,718
|
|
5.25%, 05/15/49
|
65
|
58,953
|
|
|
|
316,753
|
|
Banks — 3.5%
|
||
|
Bank of America Corp.
|
|
|
|
2.68%, 06/19/41, (1-day SOFR + 1.93%)(c)
|
479
|
347,572
|
|
2.83%, 10/24/51, (1-day SOFR + 1.88%)(c)
|
90
|
56,415
|
|
2.97%, 07/21/52, (1-day SOFR + 1.56%)(b)(c)
|
195
|
126,003
|
|
3.31%, 04/22/42, (1-day SOFR + 1.58%)(c)
|
355
|
274,506
|
|
3.95%, 01/23/49, (3-mo. CME Term SOFR +
1.45%)(c)
|
130
|
101,801
|
|
4.08%, 04/23/40, (3-mo. CME Term SOFR +
1.58%)(c)
|
153
|
133,721
|
|
4.08%, 03/20/51, (3-mo. CME Term SOFR +
3.41%)(c)
|
515
|
406,640
|
|
4.24%, 04/24/38, (3-mo. CME Term SOFR +
2.08%)(c)
|
210
|
192,072
|
|
4.33%, 03/15/50, (3-mo. CME Term SOFR +
1.78%)(c)
|
266
|
219,190
|
|
4.44%, 01/20/48, (3-mo. CME Term SOFR +
2.25%)(c)
|
195
|
165,920
|
|
4.88%, 04/01/44
|
55
|
50,951
|
|
5.00%, 01/21/44
|
200
|
187,879
|
|
5.88%, 02/07/42
|
145
|
149,983
|
|
6.11%, 01/29/37
|
120
|
126,580
|
|
7.75%, 05/14/38
|
175
|
209,273
|
|
Series L, 4.75%, 04/21/45
|
65
|
57,227
|
|
Series N, 3.48%, 03/13/52, (1-day SOFR +
1.65%)(c)
|
85
|
60,342
|
|
Bank of America N.A., 6.00%, 10/15/36
|
85
|
90,014
|
|
Barclays PLC
|
|
|
|
3.33%, 11/24/42, (1-year CMT + 1.30%)(c)
|
200
|
149,564
|
|
3.81%, 03/10/42, (1-year CMT + 1.70%)(c)
|
10
|
7,885
|
|
4.95%, 01/10/47
|
185
|
165,022
|
|
5.25%, 08/17/45
|
200
|
187,423
|
|
5.86%, 08/11/46, (1-day SOFR + 1.83%)(c)
|
80
|
79,715
|
|
BNP Paribas SA, 2.82%, 01/26/41(a)
|
50
|
35,175
|
|
BPCE SA, 6.35%, 01/13/47, (1-day SOFR +
2.11%)(a)(c)
|
250
|
243,605
|
|
Citigroup, Inc.
|
|
|
|
2.90%, 11/03/42, (1-day SOFR + 1.38%)(c)
|
105
|
76,075
|
|
3.88%, 01/24/39, (3-mo. CME Term SOFR +
1.43%)(c)
|
105
|
91,177
|
|
4.65%, 07/30/45
|
112
|
98,863
|
|
4.75%, 05/18/46
|
195
|
166,136
|
|
5.30%, 05/06/44
|
100
|
93,983
|
|
5.32%, 03/26/41, (1-day SOFR + 4.55%)(c)
|
137
|
134,547
|
|
5.61%, 03/04/56, (1-day SOFR + 1.75%)(c)
|
180
|
176,356
|
|
5.88%, 01/30/42
|
100
|
102,867
|
|
6.68%, 09/13/43
|
105
|
113,965
|
|
8.13%, 07/15/39
|
186
|
232,631
|
|
Commonwealth Bank of Australia
|
|
|
|
3.31%, 03/11/41(a)
|
200
|
153,317
|
|
3.74%, 09/12/39(a)
|
200
|
164,505
|
|
3.90%, 07/12/47(a)
|
155
|
123,553
|
|
Cooperatieve Rabobank UA
|
|
|
|
5.25%, 05/24/41
|
105
|
103,338
|
|
5.25%, 08/04/45
|
250
|
231,523
|
|
5.75%, 12/01/43
|
45
|
44,321
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
Fifth Third Bancorp, 8.25%, 03/01/38
|
$77
|
$93,297
|
|
Goldman Sachs Group, Inc.(The)
|
|
|
|
2.91%, 07/21/42, (1-day SOFR + 1.47%)(c)
|
140
|
100,978
|
|
3.21%, 04/22/42, (1-day SOFR + 1.51%)(c)
|
145
|
109,244
|
|
3.44%, 02/24/43, (1-day SOFR + 1.63%)(c)
|
220
|
168,051
|
|
4.02%, 10/31/38, (3-mo. CME Term SOFR +
1.63%)(c)
|
235
|
206,148
|
|
4.41%, 04/23/39, (3-mo. CME Term SOFR +
1.69%)(c)
|
146
|
131,692
|
|
4.75%, 10/21/45
|
185
|
163,273
|
|
4.80%, 07/08/44
|
191
|
171,079
|
|
5.15%, 05/22/45
|
240
|
219,152
|
|
5.54%, 01/21/47, (1-day SOFR + 1.32%)(c)
|
370
|
356,989
|
|
5.56%, 11/19/45, (1-day SOFR + 1.58%)(c)
|
205
|
199,167
|
|
5.73%, 01/28/56, (1-day SOFR + 1.70%)(c)
|
240
|
236,690
|
|
6.25%, 02/01/41
|
235
|
249,741
|
|
6.75%, 10/01/37
|
513
|
561,023
|
|
HSBC Holdings PLC
|
|
|
|
5.25%, 03/14/44
|
190
|
180,231
|
|
6.10%, 01/14/42
|
130
|
137,918
|
|
6.33%, 03/09/44, (1-day SOFR + 2.65%)(c)
|
290
|
310,158
|
|
6.50%, 09/15/37
|
245
|
261,446
|
|
6.80%, 06/01/38
|
100
|
108,792
|
|
Intesa Sanpaolo SpA
|
|
|
|
4.95%, 06/01/42, (1-year CMT + 2.75%)(a)(c)
|
80
|
68,868
|
|
7.78%, 06/20/54, (1-year CMT + 3.90%)(a)(c)
|
110
|
129,980
|
|
7.80%, 11/28/53(a)
|
180
|
216,424
|
|
Series XR, 4.70%, 09/23/49(a)
|
10
|
8,265
|
|
JPMorgan Chase & Co.
|
|
|
|
2.53%, 11/19/41, (3-mo. CME Term SOFR +
1.51%)(c)
|
132
|
93,565
|
|
3.11%, 04/22/41, (3-mo. CME Term SOFR +
2.46%)(c)
|
150
|
116,062
|
|
3.11%, 04/22/51, (1-day SOFR + 2.44%)(c)
|
176
|
117,466
|
|
3.16%, 04/22/42, (3-mo. CME Term SOFR +
1.46%)(c)
|
205
|
156,279
|
|
3.33%, 04/22/52, (1-day SOFR + 1.58%)(c)
|
340
|
235,024
|
|
3.88%, 07/24/38, (3-mo. CME Term SOFR +
1.62%)(c)
|
247
|
218,254
|
|
3.90%, 01/23/49, (3-mo. CME Term SOFR +
1.48%)(c)
|
145
|
113,312
|
|
3.96%, 11/15/48, (3-mo. CME Term SOFR +
1.64%)(c)
|
325
|
257,595
|
|
4.03%, 07/24/48, (3-mo. CME Term SOFR +
1.72%)(c)
|
120
|
95,790
|
|
4.26%, 02/22/48, (3-mo. CME Term SOFR +
1.84%)(c)
|
190
|
157,671
|
|
4.85%, 02/01/44
|
115
|
105,938
|
|
4.95%, 06/01/45
|
145
|
133,267
|
|
5.40%, 01/06/42
|
125
|
124,025
|
|
5.50%, 10/15/40
|
136
|
138,865
|
|
5.53%, 11/29/45, (1-day SOFR + 1.55%)(c)
|
210
|
208,558
|
|
5.60%, 07/15/41
|
180
|
183,159
|
|
5.63%, 08/16/43
|
120
|
120,517
|
|
6.40%, 05/15/38
|
235
|
259,620
|
|
Kreditanstalt fuer Wiederaufbau, 0.00%, 06/29/37(d)
|
175
|
106,112
|
|
Lloyds Banking Group PLC
|
|
|
|
3.37%, 12/14/46, (5-year CMT + 1.50%)(c)
|
30
|
22,060
|
|
4.34%, 01/09/48
|
220
|
179,151
|
|
5.30%, 12/01/45
|
200
|
186,084
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
Mitsubishi UFJ Financial Group, Inc.
|
|
|
|
3.75%, 07/18/39
|
$200
|
$170,161
|
|
4.15%, 03/07/39
|
111
|
100,459
|
|
4.29%, 07/26/38
|
80
|
74,497
|
|
Morgan Stanley
|
|
|
|
2.80%, 01/25/52, (1-day SOFR + 1.43%)(c)
|
210
|
130,920
|
|
3.22%, 04/22/42, (1-day SOFR + 1.49%)(c)
|
200
|
152,645
|
|
3.97%, 07/22/38(c)
|
195
|
171,487
|
|
4.30%, 01/27/45
|
255
|
215,437
|
|
4.38%, 01/22/47
|
215
|
180,306
|
|
4.46%, 04/22/39, (3-mo. CME Term SOFR +
1.69%)(c)
|
102
|
94,249
|
|
5.52%, 11/19/55, (1-day SOFR + 1.71%)(c)
|
275
|
266,336
|
|
5.60%, 03/24/51, (1-day SOFR + 4.84%)(c)
|
106
|
104,101
|
|
5.90%, 03/13/47, (1-day SOFR + 1.78%)(c)
|
270
|
273,790
|
|
6.38%, 07/24/42
|
217
|
236,411
|
|
Regions Financial Corp., 7.38%, 12/10/37
|
15
|
16,996
|
|
Societe Generale SA
|
|
|
|
3.63%, 03/01/41(a)
|
200
|
145,860
|
|
4.03%, 01/21/43, (1-year CMT + 1.90%)(a)(c)
|
40
|
30,169
|
|
5.63%, 11/24/45(a)
|
20
|
18,599
|
|
7.13%, 01/19/55, (1-year CMT + 2.95%)(a)(c)
|
100
|
104,127
|
|
7.37%, 01/10/53(a)
|
90
|
96,178
|
|
Standard Chartered PLC
|
|
|
|
5.30%, 01/09/43(a)
|
20
|
18,501
|
|
5.70%, 03/26/44(a)
|
200
|
193,992
|
|
Sumitomo Mitsui Financial Group, Inc.
|
|
|
|
2.30%, 01/12/41
|
200
|
137,453
|
|
2.93%, 09/17/41
|
40
|
28,870
|
|
3.05%, 01/14/42
|
50
|
37,351
|
|
5.57%, 01/15/47, (1-day SOFR + 1.36%)(c)
|
180
|
176,993
|
|
5.80%, 07/08/46, (1-day SOFR + 1.78%)(c)
|
20
|
19,685
|
|
5.84%, 07/09/44
|
95
|
95,303
|
|
6.18%, 07/13/43
|
40
|
42,399
|
|
UBS AG/London, 4.50%, 06/26/48
|
165
|
142,137
|
|
UBS Group AG
|
|
|
|
3.18%, 02/11/43, (1-year CMT + 1.10%)(a)(c)
|
210
|
156,625
|
|
4.88%, 05/15/45
|
225
|
204,107
|
|
5.20%, 08/10/37, (1-day SOFR + 1.34%)(a)(c)
|
200
|
196,947
|
|
5.38%, 09/06/45, (1-year USD ICE Swap +
1.86%)(a)(c)
|
200
|
191,002
|
|
5.53%, 05/06/47, (1-day SOFR + 1.49%)(a)(c)
|
40
|
38,666
|
|
Wells Fargo & Co.
|
|
|
|
3.07%, 04/30/41, (1-day SOFR + 2.53%)(c)
|
310
|
235,319
|
|
3.90%, 05/01/45
|
200
|
158,389
|
|
4.40%, 06/14/46
|
195
|
158,313
|
|
4.61%, 04/25/53, (1-day SOFR + 2.13%)(c)
|
305
|
256,833
|
|
4.65%, 11/04/44
|
125
|
105,938
|
|
4.75%, 12/07/46
|
190
|
161,321
|
|
4.90%, 11/17/45
|
193
|
168,978
|
|
5.01%, 04/04/51, (3-mo. CME Term SOFR +
4.50%)(c)
|
475
|
425,391
|
|
5.38%, 11/02/43
|
186
|
175,161
|
|
5.43%, 01/23/47, (1-day SOFR + 1.23%)(c)
|
215
|
206,393
|
|
5.61%, 01/15/44
|
230
|
222,156
|
|
5.95%, 12/01/86
|
55
|
56,091
|
|
Wells Fargo Bank NA, 6.60%, 01/15/38
|
250
|
274,120
|
|
Westpac Banking Corp.
|
|
|
|
2.96%, 11/16/40
|
80
|
59,155
|
|
3.13%, 11/18/41
|
50
|
36,936
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.42%, 07/24/39
|
$85
|
$76,234
|
|
|
|
20,688,102
|
|
Beverages — 0.9%
|
||
|
Anheuser-Busch Cos LLC/Anheuser-Busch InBev
Worldwide, Inc., 4.90%, 02/01/46
|
835
|
763,174
|
|
Anheuser-Busch InBev Finance, Inc.
|
|
|
|
4.00%, 01/17/43
|
10
|
8,241
|
|
4.63%, 02/01/44
|
45
|
39,992
|
|
4.90%, 02/01/46
|
145
|
131,593
|
|
Anheuser-Busch InBev Worldwide, Inc.
|
|
|
|
3.75%, 07/15/42
|
40
|
32,211
|
|
4.38%, 04/15/38
|
70
|
65,420
|
|
4.44%, 10/06/48
|
166
|
140,638
|
|
4.50%, 06/01/50
|
45
|
40,217
|
|
4.60%, 04/15/48
|
46
|
39,640
|
|
4.75%, 04/15/58
|
45
|
38,745
|
|
4.95%, 01/15/42
|
175
|
164,796
|
|
5.45%, 01/23/39
|
185
|
188,567
|
|
5.55%, 01/23/49
|
385
|
378,778
|
|
5.80%, 01/23/59
|
195
|
198,545
|
|
8.00%, 11/15/39
|
35
|
43,672
|
|
8.20%, 01/15/39
|
130
|
163,846
|
|
Bacardi Ltd./Bacardi-Martini BV, 5.90%, 06/15/43(a)
|
100
|
95,915
|
|
Brown-Forman Corp.
|
|
|
|
4.00%, 04/15/38
|
50
|
43,936
|
|
4.50%, 07/15/45
|
47
|
39,796
|
|
Coca-Cola Co.(The)
|
|
|
|
2.50%, 06/01/40
|
131
|
96,151
|
|
2.50%, 03/15/51
|
155
|
92,218
|
|
2.60%, 06/01/50
|
90
|
55,272
|
|
2.75%, 06/01/60
|
125
|
72,479
|
|
2.88%, 05/05/41
|
85
|
64,560
|
|
3.00%, 03/05/51
|
160
|
106,252
|
|
4.20%, 03/25/50
|
60
|
49,575
|
|
5.20%, 01/14/55
|
95
|
90,517
|
|
5.30%, 05/13/54
|
105
|
101,450
|
|
5.40%, 05/13/64
|
130
|
125,007
|
|
Constellation Brands, Inc.
|
|
|
|
3.75%, 05/01/50
|
50
|
36,548
|
|
4.10%, 02/15/48
|
50
|
38,914
|
|
4.50%, 05/09/47
|
45
|
37,223
|
|
5.25%, 11/15/48
|
50
|
45,821
|
|
Diageo Capital PLC
|
|
|
|
3.88%, 04/29/43
|
40
|
32,127
|
|
5.88%, 09/30/36
|
70
|
74,293
|
|
Diageo Investment Corp., 4.25%, 05/11/42
|
47
|
40,335
|
|
Fomento Economico Mexicano SAB de CV
|
|
|
|
3.50%, 01/16/50
|
150
|
107,816
|
|
4.38%, 05/10/43
|
15
|
12,990
|
|
Heineken NV
|
|
|
|
4.00%, 10/01/42(a)
|
25
|
20,690
|
|
4.35%, 03/29/47(a)
|
75
|
62,344
|
|
Keurig Dr Pepper, Inc.
|
|
|
|
3.35%, 03/15/51
|
55
|
35,893
|
|
3.80%, 05/01/50
|
55
|
39,050
|
|
4.42%, 12/15/46
|
50
|
40,216
|
|
4.50%, 11/15/45
|
60
|
49,570
|
|
4.50%, 04/15/52
|
95
|
75,644
|
|
5.09%, 05/25/48
|
50
|
43,929
|
|
Maple Parent Holdings Corp., 6.63%, 03/26/56(a)
|
25
|
26,048
|
|
Security
|
Par
(000
)
|
Value
|
|
Beverages (continued)
|
||
|
Molson Coors Beverage Co.
|
|
|
|
4.20%, 07/15/46
|
$169
|
$135,114
|
|
5.00%, 05/01/42
|
85
|
77,927
|
|
PepsiCo, Inc.
|
|
|
|
2.63%, 10/21/41
|
95
|
67,984
|
|
2.75%, 10/21/51
|
85
|
52,602
|
|
2.88%, 10/15/49
|
35
|
22,743
|
|
3.38%, 07/29/49
|
42
|
29,898
|
|
3.45%, 10/06/46
|
110
|
81,716
|
|
3.50%, 03/19/40
|
35
|
29,071
|
|
3.60%, 08/13/42
|
20
|
16,009
|
|
3.63%, 03/19/50
|
94
|
69,762
|
|
3.88%, 03/19/60
|
45
|
33,364
|
|
4.00%, 03/05/42
|
70
|
59,575
|
|
4.00%, 05/02/47
|
60
|
48,254
|
|
4.20%, 07/18/52
|
65
|
52,737
|
|
4.25%, 10/22/44
|
20
|
17,054
|
|
4.45%, 04/14/46
|
100
|
86,906
|
|
4.65%, 02/15/53
|
45
|
39,398
|
|
4.88%, 11/01/40
|
60
|
57,607
|
|
5.25%, 07/17/54
|
75
|
72,146
|
|
5.50%, 01/15/40
|
20
|
20,544
|
|
Pernod Ricard International Finance LLC, 2.75%,
10/01/50(a)
|
40
|
23,638
|
|
Pernod Ricard SA, 5.50%, 01/15/42(a)
|
10
|
9,666
|
|
|
|
5,394,369
|
|
Biotechnology — 0.8%
|
||
|
Amgen, Inc.
|
|
|
|
2.77%, 09/01/53
|
112
|
66,495
|
|
2.80%, 08/15/41
|
70
|
50,731
|
|
3.00%, 01/15/52
|
90
|
58,375
|
|
3.15%, 02/21/40
|
175
|
136,105
|
|
3.38%, 02/21/50
|
170
|
120,054
|
|
4.20%, 02/22/52
|
65
|
50,883
|
|
4.40%, 05/01/45
|
180
|
152,525
|
|
4.40%, 02/22/62
|
100
|
77,900
|
|
4.56%, 06/15/48
|
145
|
122,584
|
|
4.66%, 06/15/51
|
325
|
275,377
|
|
4.88%, 03/01/53
|
110
|
95,517
|
|
4.95%, 10/01/41
|
86
|
80,055
|
|
5.15%, 11/15/41
|
101
|
96,001
|
|
5.50%, 02/19/46
|
70
|
67,690
|
|
5.60%, 03/02/43
|
210
|
208,294
|
|
5.65%, 06/15/42
|
60
|
59,623
|
|
5.65%, 03/02/53
|
380
|
369,337
|
|
5.65%, 02/19/56
|
35
|
34,054
|
|
5.75%, 03/02/63
|
235
|
227,982
|
|
6.38%, 06/01/37
|
62
|
67,594
|
|
6.40%, 02/01/39
|
35
|
37,730
|
|
Baxalta, Inc., 5.25%, 06/23/45
|
5
|
4,663
|
|
Biogen, Inc.
|
|
|
|
3.15%, 05/01/50
|
160
|
103,453
|
|
3.25%, 02/15/51
|
54
|
35,248
|
|
5.20%, 09/15/45
|
110
|
101,398
|
|
6.45%, 05/15/55
|
50
|
53,112
|
|
CSL Finance PLC
|
|
|
|
4.63%, 04/27/42(a)
|
30
|
26,443
|
|
4.75%, 04/27/52(a)
|
100
|
84,966
|
|
4.95%, 04/27/62(a)
|
60
|
50,784
|
|
5.42%, 04/03/54(a)
|
80
|
74,966
|
|
Security
|
Par
(000
)
|
Value
|
|
Biotechnology (continued)
|
||
|
Gilead Sciences, Inc.
|
|
|
|
2.60%, 10/01/40
|
$80
|
$58,275
|
|
2.80%, 10/01/50
|
155
|
97,840
|
|
4.00%, 09/01/36
|
95
|
87,350
|
|
4.15%, 03/01/47
|
130
|
106,410
|
|
4.50%, 02/01/45
|
175
|
152,466
|
|
4.75%, 03/01/46
|
220
|
197,332
|
|
4.80%, 04/01/44
|
170
|
154,945
|
|
5.50%, 11/15/54
|
80
|
78,128
|
|
5.55%, 10/15/53
|
100
|
98,376
|
|
5.60%, 11/15/64
|
80
|
78,396
|
|
5.65%, 12/01/41
|
110
|
112,236
|
|
Regeneron Pharmaceuticals, Inc., 2.80%, 09/15/50
|
70
|
42,550
|
|
Royalty Pharma PLC
|
|
|
|
3.30%, 09/02/40
|
115
|
89,090
|
|
3.35%, 09/02/51
|
50
|
33,322
|
|
3.55%, 09/02/50
|
105
|
73,156
|
|
5.90%, 09/02/54
|
35
|
34,572
|
|
5.95%, 09/25/55
|
50
|
49,761
|
|
|
|
4,534,144
|
|
Building Materials — 0.2%
|
||
|
Carrier Global Corp.
|
|
|
|
3.38%, 04/05/40
|
145
|
116,097
|
|
3.58%, 04/05/50
|
173
|
125,896
|
|
6.20%, 03/15/54
|
31
|
33,045
|
|
CRH America Finance, Inc.
|
|
|
|
4.50%, 04/04/48(a)
|
85
|
71,235
|
|
5.60%, 02/09/56
|
65
|
63,374
|
|
CRH America, Inc., 5.13%, 05/18/45(a)
|
100
|
92,002
|
|
Fortune Brands Innovations, Inc., 4.50%, 03/25/52
|
55
|
43,953
|
|
Johnson Controls International PLC
|
|
|
|
4.50%, 02/15/47
|
70
|
59,467
|
|
4.63%, 07/02/44
|
35
|
30,757
|
|
4.95%, 07/02/64(e)
|
23
|
19,873
|
|
Martin Marietta Materials, Inc.
|
|
|
|
3.20%, 07/15/51
|
105
|
69,649
|
|
4.25%, 12/15/47
|
75
|
60,849
|
|
5.50%, 12/01/54
|
55
|
52,770
|
|
Masco Corp.
|
|
|
|
3.13%, 02/15/51
|
35
|
22,638
|
|
4.50%, 05/15/47
|
47
|
38,928
|
|
Owens Corning
|
|
|
|
4.30%, 07/15/47
|
73
|
59,002
|
|
4.40%, 01/30/48
|
50
|
40,973
|
|
5.95%, 06/15/54(b)
|
55
|
55,206
|
|
7.00%, 12/01/36
|
30
|
33,720
|
|
Trane Technologies Financing Ltd.
|
|
|
|
4.50%, 03/21/49
|
35
|
29,872
|
|
4.65%, 11/01/44
|
25
|
22,291
|
|
Trane Technologies Holdco, Inc.
|
|
|
|
4.30%, 02/21/48
|
35
|
28,874
|
|
5.75%, 06/15/43
|
60
|
61,833
|
|
Vulcan Materials Co.
|
|
|
|
4.50%, 06/15/47
|
80
|
67,947
|
|
4.70%, 03/01/48
|
50
|
43,524
|
|
5.70%, 12/01/54
|
60
|
59,208
|
|
|
|
1,402,983
|
|
Chemicals — 0.7%
|
||
|
Air Products and Chemicals, Inc.
|
|
|
|
2.70%, 05/15/40
|
75
|
55,448
|
|
Security
|
Par
(000
)
|
Value
|
|
Chemicals (continued)
|
||
|
2.80%, 05/15/50
|
$105
|
$65,619
|
|
Ashland, Inc., 6.88%, 05/15/43
|
30
|
29,830
|
|
Braskem America Finance Co., 7.13%, 07/22/41(f)
|
200
|
107,561
|
|
CF Industries, Inc.
|
|
|
|
4.95%, 06/01/43
|
82
|
74,446
|
|
5.38%, 03/15/44
|
75
|
70,904
|
|
Dow Chemical Co.(The)
|
|
|
|
3.60%, 11/15/50
|
125
|
83,222
|
|
4.38%, 11/15/42
|
112
|
90,716
|
|
4.63%, 10/01/44
|
55
|
44,976
|
|
4.80%, 05/15/49
|
80
|
64,083
|
|
5.25%, 11/15/41
|
75
|
67,874
|
|
5.55%, 11/30/48
|
70
|
62,284
|
|
5.60%, 02/15/54
|
50
|
44,421
|
|
5.95%, 03/15/55
|
60
|
55,883
|
|
6.90%, 05/15/53(b)
|
85
|
89,195
|
|
9.40%, 05/15/39
|
53
|
68,641
|
|
DuPont de Nemours, Inc.
|
|
|
|
5.32%, 11/15/38
|
86
|
84,843
|
|
5.42%, 11/15/48
|
46
|
43,432
|
|
Eastman Chemical Co.
|
|
|
|
4.65%, 10/15/44
|
89
|
75,902
|
|
4.80%, 09/01/42
|
60
|
53,157
|
|
Ecolab, Inc.
|
|
|
|
2.13%, 08/15/50
|
55
|
29,780
|
|
2.70%, 12/15/51
|
95
|
57,868
|
|
2.75%, 08/18/55
|
87
|
51,679
|
|
3.95%, 12/01/47
|
65
|
51,605
|
|
5.50%, 12/08/41
|
15
|
15,123
|
|
FMC Corp.
|
|
|
|
4.50%, 10/01/49(b)
|
60
|
37,498
|
|
6.38%, 05/18/53(b)
|
35
|
27,238
|
|
ICL Group Ltd., 6.38%, 05/31/38(a)(f)
|
60
|
62,361
|
|
International Flavors & Fragrances, Inc.
|
|
|
|
3.27%, 11/15/40(a)
|
42
|
31,796
|
|
3.47%, 12/01/50(a)
|
60
|
41,185
|
|
4.38%, 06/01/47
|
55
|
44,341
|
|
5.00%, 09/26/48
|
45
|
39,686
|
|
Linde, Inc./CT
|
|
|
|
2.00%, 08/10/50
|
20
|
10,721
|
|
3.55%, 11/07/42
|
90
|
71,870
|
|
LYB International Finance BV
|
|
|
|
4.88%, 03/15/44
|
98
|
82,863
|
|
5.25%, 07/15/43
|
75
|
66,316
|
|
LYB International Finance III LLC
|
|
|
|
3.38%, 10/01/40
|
50
|
36,968
|
|
3.63%, 04/01/51
|
105
|
69,392
|
|
3.80%, 10/01/60
|
40
|
25,488
|
|
4.20%, 10/15/49
|
100
|
73,328
|
|
4.20%, 05/01/50
|
95
|
69,420
|
|
LyondellBasell Industries NV, 4.63%, 02/26/55
|
66
|
51,016
|
|
Methanex Corp., 5.65%, 12/01/44
|
30
|
27,380
|
|
Mosaic Co.(The)
|
|
|
|
4.88%, 11/15/41
|
50
|
44,576
|
|
5.63%, 11/15/43
|
50
|
47,373
|
|
Nutrien Ltd.
|
|
|
|
3.95%, 05/13/50
|
65
|
48,785
|
|
4.90%, 06/01/43
|
55
|
49,489
|
|
5.00%, 04/01/49
|
40
|
35,654
|
|
5.25%, 01/15/45
|
50
|
46,700
|
|
5.63%, 12/01/40
|
51
|
50,567
|
|
Security
|
Par
(000
)
|
Value
|
|
Chemicals (continued)
|
||
|
5.80%, 03/27/53
|
$85
|
$84,226
|
|
5.88%, 12/01/36
|
30
|
31,143
|
|
6.13%, 01/15/41
|
25
|
26,273
|
|
OCP SA, 5.13%, 06/23/51(f)
|
200
|
160,009
|
|
Orbia Advance Corp. SAB de CV, 5.88%, 09/17/44(f)
|
200
|
160,154
|
|
RPM International, Inc.
|
|
|
|
4.25%, 01/15/48
|
40
|
32,066
|
|
5.25%, 06/01/45
|
35
|
32,545
|
|
Sherwin-Williams Co.(The)
|
|
|
|
2.90%, 03/15/52
|
50
|
30,717
|
|
3.30%, 05/15/50
|
55
|
36,972
|
|
3.80%, 08/15/49
|
50
|
37,383
|
|
4.00%, 12/15/42
|
30
|
24,226
|
|
4.50%, 06/01/47
|
125
|
105,022
|
|
4.55%, 08/01/45
|
35
|
29,822
|
|
Sociedad Quimica y Minera de Chile SA, 3.50%,
09/10/51(f)
|
200
|
137,678
|
|
Westlake Corp.
|
|
|
|
2.88%, 08/15/41
|
35
|
24,037
|
|
3.13%, 08/15/51
|
80
|
49,172
|
|
4.38%, 11/15/47
|
60
|
46,732
|
|
5.00%, 08/15/46
|
71
|
61,140
|
|
6.38%, 11/15/55
|
40
|
39,966
|
|
|
|
3,879,786
|
|
Commercial Services — 0.7%
|
||
|
American University (The), Series 2019, 3.67%,
04/01/49
|
40
|
29,942
|
|
Brown University, Series A, 2.92%, 09/01/50
|
5
|
3,279
|
|
California Endowment (The), Series 2021, 2.50%,
04/01/51
|
50
|
28,717
|
|
California Institute of Technology
|
|
|
|
3.65%, 09/01/2119
|
15
|
9,410
|
|
4.32%, 08/01/45
|
80
|
69,148
|
|
4.70%, 11/01/2111
|
50
|
39,375
|
|
Case Western Reserve University, 5.41%, 06/01/2122
|
30
|
27,035
|
|
DP World Ltd./United Arab Emirates
|
|
|
|
5.63%, 09/25/48(f)
|
200
|
185,933
|
|
6.85%, 07/02/37(a)
|
200
|
216,874
|
|
Duke University
|
|
|
|
Series 2020, 2.68%, 10/01/44
|
35
|
25,698
|
|
Series 2020, 2.76%, 10/01/50
|
45
|
28,709
|
|
Series 2020, 2.83%, 10/01/55
|
65
|
40,576
|
|
Emory University, Series 2020, 2.97%, 09/01/50
|
45
|
29,762
|
|
ERAC USA Finance LLC
|
|
|
|
4.20%, 11/01/46(a)
|
50
|
40,681
|
|
4.50%, 02/15/45(a)
|
35
|
29,944
|
|
5.40%, 05/01/53(a)
|
85
|
80,619
|
|
5.63%, 03/15/42(a)
|
35
|
34,646
|
|
7.00%, 10/15/37(a)
|
140
|
159,027
|
|
Ford Foundation (The), Series 2020, 2.42%, 06/01/50
|
45
|
26,614
|
|
George Washington University(The)
|
|
|
|
4.87%, 09/15/45
|
60
|
54,532
|
|
Series 2014, 4.30%, 09/15/44
|
60
|
50,622
|
|
Series 2018, 4.13%, 09/15/48
|
40
|
32,212
|
|
Georgetown University(The)
|
|
|
|
Series 20A, 2.94%, 04/01/50
|
60
|
38,462
|
|
Series A, 5.22%, 10/01/2118
|
10
|
8,699
|
|
Series B, 4.32%, 04/01/49
|
66
|
54,258
|
|
Global Payments, Inc.
|
|
|
|
4.15%, 08/15/49
|
50
|
36,549
|
|
5.95%, 08/15/52(b)
|
65
|
61,583
|
|
Security
|
Par
(000
)
|
Value
|
|
Commercial Services (continued)
|
||
|
Howard University, 5.21%, 10/01/52
|
$35
|
$28,944
|
|
Johns Hopkins University
|
|
|
|
Series 2013, 4.08%, 07/01/53
|
60
|
48,144
|
|
Series A, 2.81%, 01/01/60
|
35
|
20,269
|
|
Leland Stanford Junior University(The)
|
|
|
|
2.41%, 06/01/50
|
40
|
23,797
|
|
3.65%, 05/01/48
|
75
|
58,243
|
|
Massachusetts Institute of Technology
|
|
|
|
3.07%, 04/01/52
|
50
|
33,368
|
|
3.89%, 07/01/2116
|
15
|
10,277
|
|
3.96%, 07/01/38
|
30
|
27,401
|
|
4.68%, 07/01/2114
|
35
|
28,869
|
|
5.60%, 07/01/2111
|
65
|
63,621
|
|
5.62%, 06/01/55
|
10
|
10,177
|
|
Series F, 2.99%, 07/01/50
|
95
|
63,457
|
|
Series G, 2.29%, 07/01/51
|
60
|
34,077
|
|
Mobility Global, Inc., 6.05%, 06/15/36(a)
|
50
|
50,878
|
|
Moody's Corp.
|
|
|
|
2.75%, 08/19/41
|
50
|
35,588
|
|
3.10%, 11/29/61
|
25
|
14,865
|
|
3.25%, 05/20/50
|
20
|
13,364
|
|
3.75%, 02/25/52
|
55
|
40,127
|
|
4.88%, 12/17/48
|
35
|
30,940
|
|
5.25%, 07/15/44
|
56
|
52,851
|
|
Nature Conservancy (The), Series A, 3.96%,
03/01/52
|
5
|
3,875
|
|
Northeastern University, Series 2020, 2.89%,
10/01/50(b)
|
45
|
29,562
|
|
Northwestern University
|
|
|
|
4.64%, 12/01/44
|
45
|
42,095
|
|
Series 2017, 3.66%, 12/01/57
|
30
|
21,718
|
|
Series 2020, 2.64%, 12/01/50
|
65
|
40,131
|
|
PayPal Holdings, Inc.
|
|
|
|
3.25%, 06/01/50
|
85
|
55,526
|
|
5.05%, 06/01/52
|
95
|
81,991
|
|
5.25%, 06/01/62
|
35
|
30,537
|
|
5.50%, 06/01/54
|
40
|
36,582
|
|
President and Fellows of Harvard College
|
|
|
|
2.52%, 10/15/50
|
75
|
45,507
|
|
3.15%, 07/15/46
|
55
|
39,952
|
|
3.30%, 07/15/56
|
45
|
30,651
|
|
3.75%, 11/15/52
|
5
|
3,813
|
|
4.88%, 10/15/40
|
30
|
29,473
|
|
6.50%, 01/15/39(a)
|
40
|
44,594
|
|
Quanta Services, Inc., 3.05%, 10/01/41
|
75
|
55,457
|
|
Rockefeller Foundation (The), Series 2020, 2.49%,
10/01/50
|
90
|
54,273
|
|
S&P Global, Inc.
|
|
|
|
2.30%, 08/15/60
|
40
|
19,756
|
|
3.25%, 12/01/49
|
46
|
31,685
|
|
3.70%, 03/01/52
|
85
|
62,923
|
|
3.90%, 03/01/62
|
50
|
36,263
|
|
Thomas Jefferson University, 3.85%, 11/01/57
|
30
|
21,383
|
|
TR Finance LLC
|
|
|
|
5.65%, 11/23/43
|
20
|
19,604
|
|
5.85%, 04/15/40
|
40
|
40,126
|
|
Trustees of Boston College, 3.13%, 07/01/52
|
55
|
37,357
|
|
Trustees of Princeton University(The)
|
|
|
|
4.20%, 03/01/52
|
10
|
8,204
|
|
5.70%, 03/01/39
|
60
|
63,333
|
|
Series 2020, 2.52%, 07/01/50
|
110
|
67,747
|
|
Security
|
Par
(000
)
|
Value
|
|
Commercial Services (continued)
|
||
|
Trustees of the University of Pennsylvania(The)
|
|
|
|
3.61%, 02/15/2119
|
$40
|
$24,800
|
|
4.67%, 09/01/2112
|
15
|
12,132
|
|
Series 2020, 2.40%, 10/01/50
|
65
|
38,072
|
|
University of Chicago(The)
|
|
|
|
4.00%, 10/01/53
|
90
|
70,872
|
|
Series 20B, 2.76%, 04/01/45
|
25
|
19,616
|
|
Series C, 2.55%, 04/01/50
|
25
|
16,136
|
|
University of Miami, 4.06%, 04/01/52
|
5
|
3,890
|
|
University of Notre Dame du Lac
|
|
|
|
Series 2015, 3.44%, 02/15/45
|
60
|
45,922
|
|
Series 2017, 3.39%, 02/15/48
|
56
|
41,190
|
|
University of Southern California
|
|
|
|
2.81%, 10/01/50
|
50
|
31,482
|
|
3.03%, 10/01/39
|
85
|
69,107
|
|
4.98%, 10/01/53
|
5
|
4,579
|
|
5.25%, 10/01/2111
|
30
|
27,104
|
|
Series 2017, 3.84%, 10/01/47
|
90
|
71,203
|
|
Series 21A, 2.95%, 10/01/51
|
35
|
22,669
|
|
Series A, 3.23%, 10/01/2120
|
30
|
16,765
|
|
Verisk Analytics, Inc.
|
|
|
|
3.63%, 05/15/50
|
35
|
24,747
|
|
5.50%, 06/15/45
|
30
|
28,441
|
|
Washington University(The)
|
|
|
|
3.52%, 04/15/54
|
35
|
25,220
|
|
4.35%, 04/15/2122
|
10
|
7,519
|
|
William Marsh Rice University, 3.57%, 05/15/45
|
50
|
39,221
|
|
WK Kellogg Foundation Trust, 2.44%, 10/01/50(a)
|
5
|
2,967
|
|
Yale University, Series 2020, 2.40%, 04/15/50
|
43
|
25,586
|
|
|
|
3,855,521
|
|
Computers — 0.8%
|
||
|
Apple, Inc.
|
|
|
|
2.38%, 02/08/41
|
150
|
106,634
|
|
2.40%, 08/20/50
|
160
|
93,332
|
|
2.55%, 08/20/60
|
145
|
78,893
|
|
2.65%, 05/11/50
|
183
|
113,279
|
|
2.65%, 02/08/51
|
215
|
131,706
|
|
2.70%, 08/05/51
|
210
|
129,636
|
|
2.80%, 02/08/61
|
130
|
75,195
|
|
2.85%, 08/05/61
|
140
|
81,565
|
|
2.95%, 09/11/49
|
125
|
82,777
|
|
3.45%, 02/09/45
|
225
|
173,129
|
|
3.75%, 09/12/47
|
130
|
101,394
|
|
3.75%, 11/13/47
|
135
|
105,254
|
|
3.85%, 05/04/43
|
255
|
212,553
|
|
3.85%, 08/04/46
|
230
|
183,969
|
|
3.95%, 08/08/52
|
140
|
109,371
|
|
4.10%, 08/08/62
|
75
|
57,918
|
|
4.25%, 02/09/47
|
120
|
101,366
|
|
4.38%, 05/13/45
|
230
|
201,690
|
|
4.45%, 05/06/44
|
125
|
111,444
|
|
4.65%, 02/23/46
|
260
|
234,606
|
|
4.85%, 05/10/53
|
145
|
134,547
|
|
Crane NXT Co.
|
|
|
|
4.20%, 03/15/48
|
35
|
22,316
|
|
6.55%, 11/15/36
|
22
|
22,339
|
|
Dell International LLC/EMC Corp.
|
|
|
|
3.38%, 12/15/41
|
70
|
53,713
|
|
3.45%, 12/15/51
|
60
|
41,975
|
|
8.10%, 07/15/36
|
89
|
106,825
|
|
8.35%, 07/15/46
|
55
|
69,759
|
|
Security
|
Par
(000
)
|
Value
|
|
Computers (continued)
|
||
|
Dell, Inc., 6.50%, 04/15/38
|
$35
|
$37,887
|
|
Hewlett Packard Enterprise Co.
|
|
|
|
5.60%, 10/15/54
|
130
|
119,814
|
|
6.35%, 10/15/45
|
135
|
138,171
|
|
HP, Inc., 6.00%, 09/15/41
|
75
|
76,924
|
|
IBM International Capital Pte. Ltd.
|
|
|
|
5.25%, 02/05/44
|
120
|
112,169
|
|
5.30%, 02/05/54
|
155
|
140,091
|
|
International Business Machines Corp.
|
|
|
|
2.85%, 05/15/40
|
100
|
73,357
|
|
2.95%, 05/15/50
|
115
|
71,720
|
|
3.43%, 02/09/52
|
100
|
66,844
|
|
4.00%, 06/20/42
|
85
|
69,961
|
|
4.15%, 05/15/39
|
175
|
153,214
|
|
4.25%, 05/15/49
|
165
|
129,441
|
|
4.70%, 02/19/46
|
100
|
86,195
|
|
4.90%, 07/27/52
|
100
|
85,447
|
|
5.60%, 11/30/39
|
65
|
66,570
|
|
5.70%, 02/10/55
|
100
|
95,997
|
|
5.80%, 02/03/56
|
100
|
97,594
|
|
7.13%, 12/01/96
|
15
|
17,179
|
|
Kyndryl Holdings, Inc., 4.10%, 10/15/41
|
40
|
28,835
|
|
|
|
4,604,595
|
|
Cosmetics & Personal Care — 0.1%
|
||
|
Colgate-Palmolive Co.
|
|
|
|
3.70%, 08/01/47
|
50
|
38,640
|
|
4.00%, 08/15/45
|
45
|
37,905
|
|
Estee Lauder Companies, Inc.(The)
|
|
|
|
3.13%, 12/01/49
|
85
|
56,117
|
|
4.15%, 03/15/47
|
50
|
39,779
|
|
4.38%, 06/15/45
|
45
|
37,454
|
|
5.15%, 05/15/53
|
35
|
31,501
|
|
6.00%, 05/15/37
|
35
|
37,241
|
|
Haleon U.S. Capital LLC, 4.00%, 03/24/52
|
100
|
77,564
|
|
Kenvue, Inc.
|
|
|
|
5.05%, 03/22/53
|
135
|
123,213
|
|
5.10%, 03/22/43
|
65
|
62,106
|
|
5.20%, 03/22/63
|
80
|
72,393
|
|
Perrigo Finance Unlimited Co., 4.90%, 12/15/44
|
35
|
25,284
|
|
Procter & Gamble Co.(The)
|
|
|
|
3.50%, 10/25/47
|
45
|
34,083
|
|
3.55%, 03/25/40
|
50
|
42,643
|
|
3.60%, 03/25/50
|
25
|
19,109
|
|
5.55%, 03/05/37
|
85
|
90,285
|
|
Unilever Capital Corp., Series 30Y, 2.63%, 08/12/51
|
70
|
42,957
|
|
|
|
868,274
|
|
Distribution & Wholesale — 0.0%
|
||
|
WW Grainger, Inc.
|
|
|
|
3.75%, 05/15/46
|
55
|
42,952
|
|
4.20%, 05/15/47
|
40
|
33,006
|
|
4.60%, 06/15/45
|
100
|
89,313
|
|
|
|
165,271
|
|
Diversified Financial Services — 0.6%
|
||
|
AerCap Ireland Capital DAC/AerCap Global Aviation
Trust, 3.85%, 10/29/41
|
170
|
137,159
|
|
American Express Co., 4.05%, 12/03/42
|
140
|
117,874
|
|
Apollo Global Management, Inc., 5.80%, 05/21/54
|
85
|
81,947
|
|
Ares Finance Co. IV LLC, 3.65%, 02/01/52(a)
|
25
|
17,096
|
|
Ares Management Corp., 5.60%, 10/11/54
|
105
|
95,298
|
|
Security
|
Par
(000
)
|
Value
|
|
Diversified Financial Services (continued)
|
||
|
Blackstone Holdings Finance Co. LLC
|
|
|
|
2.80%, 09/30/50(a)
|
$65
|
$38,897
|
|
2.85%, 08/05/51(a)
|
75
|
45,231
|
|
3.20%, 01/30/52(a)
|
60
|
38,930
|
|
3.50%, 09/10/49(a)
|
20
|
13,829
|
|
4.00%, 10/02/47(a)
|
35
|
26,898
|
|
4.45%, 07/15/45(a)
|
45
|
37,188
|
|
5.00%, 06/15/44(a)
|
60
|
54,199
|
|
Blue Owl Finance LLC, 4.13%, 10/07/51(b)
|
30
|
20,635
|
|
Brookfield Asset Management Ltd., 6.08%, 09/15/55
|
65
|
65,635
|
|
Brookfield Finance LLC/Brookfield Finance, Inc.,
3.45%, 04/15/50
|
50
|
33,924
|
|
Brookfield Finance, Inc.
|
|
|
|
3.50%, 03/30/51
|
75
|
51,348
|
|
3.63%, 02/15/52
|
50
|
34,702
|
|
4.70%, 09/20/47
|
98
|
83,409
|
|
5.97%, 03/04/54
|
100
|
99,109
|
|
CI Financial Corp., 4.10%, 06/15/51
|
25
|
16,815
|
|
CME Group, Inc.
|
|
|
|
4.15%, 06/15/48
|
65
|
54,250
|
|
5.30%, 09/15/43
|
102
|
101,235
|
|
FMR LLC
|
|
|
|
6.45%, 11/15/39(a)
|
5
|
5,403
|
|
6.50%, 12/14/40(a)
|
15
|
16,316
|
|
Franklin Resources, Inc., 2.95%, 08/12/51
|
40
|
24,985
|
|
Intercontinental Exchange, Inc.
|
|
|
|
2.65%, 09/15/40
|
40
|
29,207
|
|
3.00%, 06/15/50
|
157
|
102,812
|
|
3.00%, 09/15/60
|
150
|
88,550
|
|
4.25%, 09/21/48
|
100
|
82,699
|
|
4.95%, 06/15/52
|
160
|
144,983
|
|
5.20%, 06/15/62
|
120
|
109,674
|
|
Invesco Finance PLC, 5.38%, 11/30/43
|
30
|
28,640
|
|
Jefferies Financial Group, Inc., 6.50%, 01/20/43
|
35
|
35,252
|
|
KKR Group Finance Co. II LLC, 5.50%, 02/01/43(a)
|
50
|
46,950
|
|
Legg Mason, Inc., 5.63%, 01/15/44
|
90
|
88,654
|
|
Mastercard, Inc.
|
|
|
|
2.95%, 03/15/51
|
55
|
35,648
|
|
3.65%, 06/01/49
|
100
|
74,737
|
|
3.80%, 11/21/46
|
65
|
50,957
|
|
3.85%, 03/26/50
|
145
|
112,438
|
|
3.95%, 02/26/48
|
35
|
27,666
|
|
Nasdaq, Inc.
|
|
|
|
2.50%, 12/21/40
|
80
|
56,429
|
|
3.25%, 04/28/50
|
60
|
40,640
|
|
3.95%, 03/07/52
|
40
|
30,004
|
|
5.95%, 08/15/53
|
90
|
91,476
|
|
6.10%, 06/28/63
|
40
|
41,023
|
|
Neuberger Berman Group LLC/Neuberger Berman
Finance Corp., 4.88%, 04/15/45(a)
|
60
|
51,164
|
|
Raymond James Financial, Inc.
|
|
|
|
3.75%, 04/01/51
|
90
|
65,157
|
|
4.95%, 07/15/46
|
110
|
98,641
|
|
5.65%, 09/11/55
|
20
|
19,317
|
|
Visa, Inc.
|
|
|
|
2.00%, 08/15/50(b)
|
150
|
80,082
|
|
2.70%, 04/15/40
|
97
|
73,645
|
|
3.65%, 09/15/47
|
60
|
46,107
|
|
4.30%, 12/14/45
|
325
|
279,938
|
|
Voya Financial, Inc.
|
|
|
|
4.80%, 06/15/46
|
35
|
30,545
|
|
Security
|
Par
(000
)
|
Value
|
|
Diversified Financial Services (continued)
|
||
|
5.70%, 07/15/43
|
$40
|
$39,286
|
|
Western Union Co. (The), 6.20%, 11/17/36(b)
|
40
|
41,610
|
|
|
|
3,456,243
|
|
Electric — 5.7%
|
||
|
Abu Dhabi National Energy Co. PJSC
|
|
|
|
4.00%, 10/03/49(f)
|
200
|
154,958
|
|
6.50%, 10/27/36(a)
|
100
|
110,076
|
|
AEP Texas, Inc.
|
|
|
|
3.45%, 05/15/51
|
60
|
40,322
|
|
3.80%, 10/01/47
|
50
|
36,988
|
|
5.25%, 05/15/52
|
60
|
54,013
|
|
5.85%, 10/15/55
|
35
|
34,247
|
|
Series G, 4.15%, 05/01/49
|
30
|
22,913
|
|
Series H, 3.45%, 01/15/50
|
55
|
37,452
|
|
AEP Transmission Co. LLC
|
|
|
|
3.15%, 09/15/49
|
30
|
19,904
|
|
3.75%, 12/01/47
|
62
|
46,817
|
|
3.80%, 06/15/49
|
25
|
18,641
|
|
4.00%, 12/01/46
|
40
|
31,822
|
|
4.25%, 09/15/48
|
20
|
16,273
|
|
4.50%, 06/15/52
|
35
|
29,025
|
|
5.40%, 03/15/53
|
70
|
66,693
|
|
Series M, 3.65%, 04/01/50
|
55
|
40,083
|
|
Series N, 2.75%, 08/15/51
|
85
|
51,654
|
|
Alabama Power Co.
|
|
|
|
3.00%, 03/15/52
|
50
|
31,888
|
|
3.13%, 07/15/51
|
55
|
36,006
|
|
3.45%, 10/01/49
|
85
|
60,084
|
|
3.75%, 03/01/45
|
85
|
65,762
|
|
4.15%, 08/15/44
|
30
|
24,807
|
|
4.30%, 01/02/46
|
30
|
24,928
|
|
6.00%, 03/01/39
|
40
|
42,238
|
|
Series A, 4.30%, 07/15/48
|
27
|
22,126
|
|
Series B, 3.70%, 12/01/47
|
45
|
33,577
|
|
Alfa Desarrollo SpA, 4.55%, 09/27/51(f)
|
196
|
154,094
|
|
Ameren Illinois Co.
|
|
|
|
2.90%, 06/15/51
|
55
|
34,387
|
|
3.25%, 03/15/50
|
25
|
16,919
|
|
3.70%, 12/01/47
|
40
|
30,045
|
|
4.15%, 03/15/46
|
65
|
52,847
|
|
4.50%, 03/15/49
|
25
|
20,983
|
|
5.55%, 07/01/54
|
70
|
67,849
|
|
5.63%, 03/01/55
|
45
|
44,062
|
|
5.90%, 12/01/52
|
35
|
35,628
|
|
American Electric Power Co., Inc., 3.25%, 03/01/50
|
55
|
36,777
|
|
American Transmission Systems, Inc., 5.00%,
09/01/44(a)
|
30
|
27,272
|
|
Appalachian Power Co.
|
|
|
|
4.40%, 05/15/44
|
55
|
45,689
|
|
4.45%, 06/01/45
|
30
|
24,837
|
|
7.00%, 04/01/38
|
46
|
51,423
|
|
Series Y, 4.50%, 03/01/49
|
55
|
45,019
|
|
Series Z, 3.70%, 05/01/50
|
65
|
46,516
|
|
Arizona Public Service Co.
|
|
|
|
2.65%, 09/15/50
|
30
|
17,911
|
|
3.35%, 05/15/50
|
60
|
40,545
|
|
3.50%, 12/01/49
|
30
|
21,042
|
|
3.75%, 05/15/46
|
35
|
26,300
|
|
4.20%, 08/15/48
|
20
|
15,742
|
|
4.25%, 03/01/49
|
25
|
19,605
|
|
4.35%, 11/15/45
|
40
|
32,621
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
4.50%, 04/01/42
|
$31
|
$27,049
|
|
5.05%, 09/01/41
|
30
|
27,862
|
|
5.90%, 08/15/55
|
65
|
64,942
|
|
Avista Corp.
|
|
|
|
4.00%, 04/01/52
|
10
|
7,449
|
|
4.35%, 06/01/48
|
5
|
4,038
|
|
Baltimore Gas and Electric Co.
|
|
|
|
2.90%, 06/15/50
|
45
|
28,247
|
|
3.20%, 09/15/49
|
65
|
43,304
|
|
3.50%, 08/15/46
|
35
|
25,335
|
|
3.75%, 08/15/47
|
35
|
26,220
|
|
4.25%, 09/15/48
|
10
|
8,070
|
|
4.55%, 06/01/52
|
75
|
62,378
|
|
5.40%, 06/01/53
|
45
|
42,581
|
|
5.65%, 06/01/54
|
50
|
48,750
|
|
6.05%, 06/01/56
|
70
|
71,987
|
|
6.35%, 10/01/36
|
45
|
48,719
|
|
Basin Electric Power Cooperative
|
|
|
|
4.75%, 04/26/47(a)(b)
|
5
|
4,309
|
|
5.85%, 10/15/55(a)
|
40
|
39,507
|
|
Berkshire Hathaway Energy Co.
|
|
|
|
2.85%, 05/15/51
|
85
|
52,077
|
|
3.80%, 07/15/48
|
65
|
48,605
|
|
4.25%, 10/15/50
|
75
|
59,502
|
|
4.45%, 01/15/49
|
78
|
63,960
|
|
4.50%, 02/01/45
|
98
|
83,990
|
|
4.60%, 05/01/53
|
75
|
62,438
|
|
5.15%, 11/15/43
|
35
|
33,109
|
|
5.95%, 05/15/37
|
45
|
47,654
|
|
CenterPoint Energy Houston Electric LLC
|
|
|
|
3.55%, 08/01/42
|
50
|
39,254
|
|
3.60%, 03/01/52
|
45
|
32,251
|
|
3.95%, 03/01/48
|
50
|
39,209
|
|
4.50%, 04/01/44
|
64
|
55,713
|
|
5.30%, 04/01/53
|
40
|
37,669
|
|
Series AD, 2.90%, 07/01/50
|
15
|
9,570
|
|
Series AF, 3.35%, 04/01/51
|
50
|
34,511
|
|
Series AJ, 4.85%, 10/01/52
|
35
|
31,050
|
|
Cleveland Electric Illuminating Co. (The), 5.95%,
12/15/36
|
23
|
23,763
|
|
CMS Energy Corp., 4.88%, 03/01/44
|
50
|
44,033
|
|
Comision Federal de Electricidad, 4.68%, 02/09/51(f)
|
200
|
143,236
|
|
Commonwealth Edison Co.
|
|
|
|
3.00%, 03/01/50
|
40
|
25,843
|
|
3.65%, 06/15/46
|
60
|
45,205
|
|
3.70%, 03/01/45
|
35
|
26,976
|
|
4.00%, 03/01/48
|
110
|
86,311
|
|
4.00%, 03/01/49
|
70
|
54,282
|
|
4.35%, 11/15/45
|
60
|
50,276
|
|
4.70%, 01/15/44
|
55
|
48,711
|
|
5.30%, 02/01/53
|
20
|
18,645
|
|
5.85%, 06/01/56
|
45
|
45,304
|
|
5.95%, 06/01/55
|
70
|
71,277
|
|
6.45%, 01/15/38
|
40
|
43,899
|
|
Series 123, 3.75%, 08/15/47
|
95
|
71,633
|
|
Series 127, 3.20%, 11/15/49
|
45
|
30,036
|
|
Series 130, 3.13%, 03/15/51
|
50
|
32,779
|
|
Series 131, 2.75%, 09/01/51
|
65
|
39,177
|
|
Series 133, 3.85%, 03/15/52
|
60
|
44,425
|
|
Connecticut Light and Power Co.(The)
|
|
|
|
4.00%, 04/01/48
|
90
|
71,154
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
4.30%, 04/15/44
|
$30
|
$25,259
|
|
5.25%, 01/15/53
|
45
|
41,964
|
|
Series A, 4.15%, 06/01/45
|
40
|
32,710
|
|
Consolidated Edison Co. of New York, Inc.
|
|
|
|
3.20%, 12/01/51
|
30
|
19,777
|
|
3.60%, 06/15/61
|
60
|
40,312
|
|
3.70%, 11/15/59
|
60
|
41,436
|
|
3.85%, 06/15/46
|
105
|
81,139
|
|
3.95%, 03/01/43
|
115
|
93,615
|
|
4.45%, 03/15/44
|
115
|
98,799
|
|
4.50%, 12/01/45
|
50
|
42,634
|
|
4.50%, 05/15/58
|
70
|
56,479
|
|
4.63%, 12/01/54
|
85
|
70,897
|
|
5.70%, 06/15/40
|
20
|
20,426
|
|
5.70%, 05/15/54
|
80
|
79,021
|
|
5.75%, 11/15/55
|
35
|
34,622
|
|
5.90%, 11/15/53
|
120
|
121,128
|
|
6.15%, 11/15/52
|
60
|
62,650
|
|
Series 07-A, 6.30%, 08/15/37
|
25
|
27,001
|
|
Series 08-B, 6.75%, 04/01/38
|
55
|
61,886
|
|
Series 12-A, 4.20%, 03/15/42
|
65
|
55,113
|
|
Series 2017, 3.88%, 06/15/47
|
95
|
73,023
|
|
Series 20B, 3.95%, 04/01/50
|
75
|
58,354
|
|
Series A, 4.13%, 05/15/49
|
105
|
82,985
|
|
Series C, 3.00%, 12/01/60
|
60
|
35,275
|
|
Series C, 4.00%, 11/15/57
|
40
|
29,380
|
|
Series C, 4.30%, 12/01/56
|
45
|
35,193
|
|
Series E, 4.65%, 12/01/48
|
95
|
81,184
|
|
Constellation Energy Generation LLC
|
|
|
|
5.60%, 06/15/42
|
50
|
49,409
|
|
5.75%, 10/01/41
|
25
|
25,187
|
|
5.75%, 03/15/54
|
70
|
68,814
|
|
5.88%, 01/15/66
|
55
|
53,552
|
|
6.25%, 10/01/39
|
78
|
82,332
|
|
6.50%, 10/01/53
|
65
|
69,581
|
|
Consumers Energy Co.
|
|
|
|
2.65%, 08/15/52
|
40
|
23,894
|
|
3.10%, 08/15/50
|
81
|
53,533
|
|
3.25%, 08/15/46
|
70
|
49,879
|
|
3.50%, 08/01/51
|
50
|
35,570
|
|
3.75%, 02/15/50
|
50
|
37,302
|
|
3.95%, 07/15/47
|
10
|
7,826
|
|
4.05%, 05/15/48
|
60
|
47,476
|
|
4.20%, 09/01/52
|
65
|
51,598
|
|
4.35%, 04/15/49
|
60
|
49,371
|
|
Cumberland Combined Cycle Generation LLC, 5.82%,
05/15/56
|
150
|
153,066
|
|
Dayton Power & Light Co. (The), 3.95%, 06/15/49
|
10
|
7,520
|
|
Delmarva Power & Light Co., 4.15%, 05/15/45
|
25
|
20,417
|
|
Dominion Energy South Carolina, Inc.
|
|
|
|
4.60%, 06/15/43
|
65
|
57,780
|
|
5.10%, 06/01/65
|
40
|
35,948
|
|
5.45%, 02/01/41
|
35
|
35,031
|
|
6.05%, 01/15/38
|
56
|
59,695
|
|
6.25%, 10/15/53
|
55
|
58,956
|
|
Dominion Energy, Inc.
|
|
|
|
4.70%, 12/01/44
|
45
|
39,119
|
|
4.85%, 08/15/52
|
45
|
38,764
|
|
7.00%, 06/15/38
|
40
|
45,180
|
|
Series A, 4.60%, 03/15/49
|
25
|
20,898
|
|
Series B, 3.30%, 04/15/41
|
45
|
34,063
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
Series C, 4.05%, 09/15/42
|
$45
|
$36,666
|
|
Series C, 4.90%, 08/01/41
|
75
|
69,011
|
|
DTE Electric Co.
|
|
|
|
2.95%, 03/01/50
|
75
|
48,602
|
|
3.70%, 03/15/45
|
60
|
46,587
|
|
3.70%, 06/01/46
|
35
|
26,514
|
|
3.75%, 08/15/47
|
60
|
45,571
|
|
3.95%, 03/01/49
|
75
|
57,972
|
|
4.30%, 07/01/44
|
60
|
50,575
|
|
5.40%, 04/01/53
|
25
|
23,858
|
|
5.85%, 05/15/55
|
20
|
20,289
|
|
Series A, 4.00%, 04/01/43
|
25
|
20,538
|
|
Series A, 4.05%, 05/15/48
|
55
|
43,451
|
|
Series B, 3.25%, 04/01/51
|
50
|
33,623
|
|
Series B, 3.65%, 03/01/52
|
55
|
39,862
|
|
Series B, 5.55%, 03/01/56
|
60
|
58,554
|
|
Duke Energy Carolinas LLC
|
|
|
|
3.20%, 08/15/49
|
95
|
64,054
|
|
3.45%, 04/15/51
|
70
|
48,845
|
|
3.55%, 03/15/52
|
45
|
31,893
|
|
3.70%, 12/01/47
|
70
|
52,636
|
|
3.75%, 06/01/45
|
75
|
57,875
|
|
3.88%, 03/15/46
|
50
|
38,922
|
|
3.95%, 03/15/48
|
38
|
29,469
|
|
4.00%, 09/30/42
|
60
|
49,627
|
|
4.25%, 12/15/41
|
70
|
60,650
|
|
5.30%, 02/15/40
|
65
|
64,457
|
|
5.35%, 01/15/53
|
105
|
99,055
|
|
5.40%, 01/15/54
|
78
|
74,378
|
|
6.00%, 01/15/38
|
50
|
52,986
|
|
6.05%, 04/15/38
|
40
|
42,650
|
|
6.10%, 06/01/37
|
50
|
53,248
|
|
Duke Energy Corp.
|
|
|
|
3.30%, 06/15/41
|
95
|
72,050
|
|
3.50%, 06/15/51
|
80
|
54,403
|
|
3.75%, 09/01/46
|
145
|
108,270
|
|
3.95%, 08/15/47
|
45
|
34,158
|
|
4.20%, 06/15/49
|
70
|
54,524
|
|
4.80%, 12/15/45
|
35
|
30,560
|
|
5.00%, 08/15/52
|
125
|
108,546
|
|
5.70%, 09/15/55
|
100
|
95,983
|
|
5.80%, 06/15/54
|
50
|
48,547
|
|
6.10%, 09/15/53
|
80
|
81,114
|
|
Duke Energy Florida LLC
|
|
|
|
3.00%, 12/15/51
|
60
|
38,187
|
|
3.40%, 10/01/46
|
45
|
32,475
|
|
3.85%, 11/15/42
|
50
|
40,608
|
|
4.20%, 07/15/48
|
30
|
23,944
|
|
5.65%, 04/01/40
|
20
|
20,326
|
|
5.95%, 11/15/52
|
45
|
45,919
|
|
6.20%, 11/15/53
|
40
|
42,249
|
|
6.35%, 09/15/37
|
55
|
59,743
|
|
6.40%, 06/15/38
|
100
|
109,138
|
|
Duke Energy Indiana LLC
|
|
|
|
2.75%, 04/01/50
|
50
|
30,611
|
|
3.75%, 05/15/46
|
40
|
30,570
|
|
5.40%, 04/01/53
|
65
|
61,344
|
|
6.35%, 08/15/38
|
50
|
54,511
|
|
6.45%, 04/01/39
|
50
|
54,893
|
|
Series WWW, 4.90%, 07/15/43
|
30
|
27,450
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
Duke Energy Ohio, Inc.
|
|
|
|
5.55%, 03/15/54
|
$15
|
$14,439
|
|
5.65%, 04/01/53
|
55
|
53,490
|
|
Duke Energy Progress LLC
|
|
|
|
2.50%, 08/15/50
|
45
|
25,986
|
|
2.90%, 08/15/51
|
50
|
31,055
|
|
3.60%, 09/15/47
|
35
|
25,745
|
|
3.70%, 10/15/46
|
70
|
52,714
|
|
4.00%, 04/01/52
|
25
|
19,039
|
|
4.10%, 05/15/42
|
65
|
54,658
|
|
4.10%, 03/15/43
|
50
|
41,584
|
|
4.15%, 12/01/44
|
30
|
24,541
|
|
4.20%, 08/15/45
|
89
|
73,018
|
|
4.38%, 03/30/44
|
60
|
50,777
|
|
5.35%, 03/15/53
|
35
|
32,944
|
|
5.55%, 03/15/55
|
55
|
53,359
|
|
6.30%, 04/01/38
|
25
|
27,040
|
|
E.ON International Finance BV, 6.65%, 04/30/38(a)
|
60
|
66,025
|
|
Electricite de France SA
|
|
|
|
4.88%, 09/21/38(a)
|
125
|
115,899
|
|
4.88%, 01/22/44(a)
|
140
|
123,415
|
|
4.95%, 10/13/45(a)
|
150
|
131,036
|
|
5.00%, 09/21/48(a)
|
90
|
77,075
|
|
5.25%, 10/13/55(a)
|
15
|
13,102
|
|
5.60%, 01/27/40(a)
|
100
|
98,472
|
|
6.00%, 04/22/64(a)
|
30
|
28,617
|
|
6.00%, 01/22/2114(a)
|
65
|
61,212
|
|
6.13%, 04/22/56(a)
|
100
|
98,540
|
|
6.25%, 04/22/66(a)
|
100
|
98,414
|
|
6.38%, 01/13/55(a)
|
110
|
111,897
|
|
6.90%, 05/23/53(a)
|
130
|
140,074
|
|
6.95%, 01/26/39(a)
|
140
|
154,859
|
|
Emera U.S. Finance LLC, Series B, 6.85%, 10/01/56,
(5-year CMT + 2.65%)(c)
|
20
|
20,217
|
|
Emera U.S. Finance LP, 4.75%, 06/15/46
|
40
|
33,927
|
|
Enel Finance America LLC, 2.88%, 07/12/41(a)
|
200
|
140,920
|
|
Enel Finance International NV
|
|
|
|
4.75%, 05/25/47(a)
|
85
|
71,539
|
|
5.50%, 06/15/52(a)
|
155
|
142,133
|
|
5.75%, 09/30/55(a)
|
10
|
9,470
|
|
6.00%, 10/07/39(a)
|
50
|
50,986
|
|
6.80%, 09/15/37(a)
|
110
|
120,864
|
|
7.75%, 10/14/52(a)
|
75
|
89,629
|
|
Engie SA, 5.88%, 04/10/54(a)
|
5
|
4,925
|
|
Entergy Arkansas LLC
|
|
|
|
2.65%, 06/15/51
|
70
|
41,144
|
|
3.35%, 06/15/52
|
45
|
30,331
|
|
4.20%, 04/01/49
|
70
|
55,697
|
|
5.75%, 06/01/54
|
40
|
39,481
|
|
5.75%, 01/15/56
|
50
|
49,451
|
|
Entergy Corp.
|
|
|
|
3.75%, 06/15/50
|
60
|
43,190
|
|
6.10%, 06/15/56, (5-year CMT + 2.01%)(c)
|
25
|
24,932
|
|
Entergy Louisiana LLC
|
|
|
|
2.90%, 03/15/51
|
65
|
40,677
|
|
3.10%, 06/15/41
|
65
|
49,101
|
|
4.20%, 09/01/48
|
100
|
80,059
|
|
4.20%, 04/01/50
|
65
|
51,092
|
|
4.75%, 09/15/52
|
65
|
55,631
|
|
4.95%, 01/15/45
|
85
|
77,867
|
|
5.65%, 04/15/56
|
45
|
43,994
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
5.70%, 03/15/54
|
$70
|
$68,651
|
|
5.80%, 03/15/55
|
45
|
44,815
|
|
Entergy Mississippi LLC
|
|
|
|
3.50%, 06/01/51
|
60
|
41,826
|
|
3.85%, 06/01/49
|
39
|
29,253
|
|
5.80%, 04/15/55
|
40
|
39,799
|
|
5.85%, 06/01/54
|
45
|
44,711
|
|
Entergy Texas, Inc.
|
|
|
|
3.55%, 09/30/49
|
45
|
31,898
|
|
4.50%, 03/30/39
|
25
|
22,751
|
|
5.00%, 09/15/52
|
40
|
35,360
|
|
5.55%, 09/15/54
|
35
|
33,301
|
|
5.80%, 09/01/53
|
25
|
24,847
|
|
Evergy Kansas Central, Inc.
|
|
|
|
3.25%, 09/01/49
|
25
|
16,990
|
|
3.45%, 04/15/50
|
10
|
6,981
|
|
4.10%, 04/01/43
|
30
|
24,880
|
|
4.13%, 03/01/42
|
51
|
42,676
|
|
4.25%, 12/01/45
|
20
|
16,398
|
|
5.70%, 03/15/53
|
35
|
34,627
|
|
Evergy Metro, Inc.
|
|
|
|
4.20%, 06/15/47
|
30
|
24,291
|
|
4.20%, 03/15/48
|
25
|
20,028
|
|
5.30%, 10/01/41
|
40
|
39,254
|
|
Series 2019, 4.13%, 04/01/49
|
40
|
31,762
|
|
Eversource Energy, 3.45%, 01/15/50
|
65
|
45,191
|
|
Exelon Corp.
|
|
|
|
4.10%, 03/15/52
|
45
|
34,360
|
|
4.45%, 04/15/46
|
85
|
70,652
|
|
4.70%, 04/15/50
|
85
|
71,605
|
|
5.10%, 06/15/45
|
50
|
45,648
|
|
5.60%, 03/15/53
|
70
|
67,024
|
|
5.88%, 03/15/55
|
65
|
64,179
|
|
FIEMEX Energia - Banco Actinver SA Institucion de
Banca Multiple, 7.25%, 01/31/41(f)
|
198
|
201,622
|
|
FirstEnergy Corp.
|
|
|
|
Series C, 3.40%, 03/01/50
|
80
|
54,329
|
|
Series C, 4.85%, 07/15/47
|
65
|
56,374
|
|
FirstEnergy Transmission LLC
|
|
|
|
4.55%, 04/01/49(a)
|
55
|
46,155
|
|
5.45%, 07/15/44(a)
|
45
|
42,751
|
|
Florida Power & Light Co.
|
|
|
|
2.88%, 12/04/51
|
65
|
40,687
|
|
3.15%, 10/01/49
|
50
|
33,717
|
|
3.70%, 12/01/47
|
60
|
45,225
|
|
3.80%, 12/15/42
|
55
|
44,417
|
|
3.95%, 03/01/48
|
70
|
55,159
|
|
3.99%, 03/01/49
|
45
|
35,196
|
|
4.05%, 06/01/42
|
75
|
63,070
|
|
4.05%, 10/01/44
|
80
|
65,604
|
|
4.13%, 02/01/42
|
55
|
46,857
|
|
4.13%, 06/01/48
|
65
|
52,160
|
|
5.25%, 02/01/41
|
30
|
29,542
|
|
5.30%, 04/01/53
|
95
|
89,366
|
|
5.60%, 06/15/54
|
85
|
83,488
|
|
5.60%, 02/15/66
|
100
|
96,164
|
|
5.65%, 02/01/37
|
40
|
41,937
|
|
5.69%, 03/01/40
|
35
|
35,971
|
|
5.70%, 03/15/55
|
75
|
74,580
|
|
5.75%, 06/01/56
|
100
|
100,298
|
|
5.80%, 03/15/65
|
35
|
34,723
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
5.90%, 06/01/66
|
$100
|
$100,442
|
|
5.95%, 02/01/38
|
55
|
58,608
|
|
5.96%, 04/01/39
|
40
|
42,334
|
|
Georgia Power Co.
|
|
|
|
4.30%, 03/15/42
|
85
|
73,735
|
|
4.30%, 03/15/43
|
45
|
38,430
|
|
5.13%, 05/15/52
|
75
|
69,208
|
|
5.50%, 10/01/55
|
25
|
24,132
|
|
Series 10-C, 4.75%, 09/01/40
|
65
|
60,844
|
|
Series A, 3.25%, 03/15/51
|
70
|
47,401
|
|
Series B, 3.70%, 01/30/50
|
75
|
55,367
|
|
Great River Energy, 6.25%, 07/01/38(a)
|
69
|
72,507
|
|
Iberdrola International BV, 6.75%, 07/15/36
|
35
|
39,384
|
|
Idaho Power Co.
|
|
|
|
5.50%, 03/15/53
|
25
|
24,124
|
|
5.70%, 03/15/55
|
25
|
24,798
|
|
5.80%, 04/01/54
|
15
|
15,071
|
|
Series K, 4.20%, 03/01/48
|
20
|
16,102
|
|
Indiana Michigan Power Co.
|
|
|
|
3.25%, 05/01/51
|
20
|
13,285
|
|
4.25%, 08/15/48
|
35
|
28,146
|
|
5.60%, 03/15/56
|
85
|
82,560
|
|
5.63%, 04/01/53
|
70
|
68,553
|
|
Series K, 4.55%, 03/15/46
|
31
|
26,348
|
|
Series L, 3.75%, 07/01/47
|
25
|
18,695
|
|
Indianapolis Power & Light Co.
|
|
|
|
4.05%, 05/01/46(a)
|
5
|
3,976
|
|
5.70%, 04/01/54(a)
|
45
|
44,315
|
|
Infraestructura Energetica Nova SAPI de CV, 4.75%,
01/15/51(f)
|
200
|
148,997
|
|
Interstate Power and Light Co.
|
|
|
|
3.50%, 09/30/49
|
20
|
14,030
|
|
3.70%, 09/15/46
|
20
|
14,896
|
|
5.45%, 09/30/54
|
20
|
18,820
|
|
5.60%, 10/01/55
|
30
|
28,841
|
|
6.25%, 07/15/39
|
20
|
21,222
|
|
Johnsonville Aeroderivative Combustion Turbine
Generation LLC, 5.08%, 10/01/54
|
5
|
4,633
|
|
Kentucky Utilities Co.
|
|
|
|
3.30%, 06/01/50
|
70
|
47,677
|
|
4.38%, 10/01/45
|
40
|
33,608
|
|
5.13%, 11/01/40
|
40
|
38,730
|
|
5.85%, 08/15/55
|
65
|
65,221
|
|
Louisville Gas and Electric Co.
|
|
|
|
4.25%, 04/01/49
|
40
|
32,090
|
|
5.85%, 08/15/55
|
80
|
80,659
|
|
Massachusetts Electric Co.
|
|
|
|
4.00%, 08/15/46(a)
|
50
|
38,591
|
|
5.87%, 02/26/54(a)
|
50
|
49,040
|
|
5.90%, 11/15/39(a)
|
60
|
61,252
|
|
MidAmerican Energy Co.
|
|
|
|
2.70%, 08/01/52
|
45
|
27,358
|
|
3.15%, 04/15/50
|
80
|
53,290
|
|
3.65%, 08/01/48
|
70
|
51,715
|
|
3.95%, 08/01/47
|
30
|
23,473
|
|
4.25%, 05/01/46
|
5
|
4,122
|
|
4.25%, 07/15/49
|
115
|
93,169
|
|
4.40%, 10/15/44
|
50
|
42,491
|
|
4.80%, 09/15/43
|
25
|
22,548
|
|
5.30%, 02/01/55
|
45
|
42,058
|
|
5.50%, 11/15/56
|
25
|
24,076
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
5.80%, 10/15/36
|
$35
|
$37,004
|
|
5.85%, 09/15/54
|
100
|
101,414
|
|
Minejesa Capital BV, 5.63%, 08/10/37(f)
|
200
|
192,435
|
|
Mississippi Power Co.
|
|
|
|
Series 12-A, 4.25%, 03/15/42
|
60
|
50,498
|
|
Series B, 3.10%, 07/30/51
|
25
|
16,277
|
|
Monongahela Power Co., 5.40%, 12/15/43(a)
|
60
|
56,965
|
|
Narragansett Electric Co. (The), 6.00%, 05/15/56(a)
|
50
|
50,828
|
|
National Rural Utilities Cooperative Finance Corp.,
4.30%, 03/15/49
|
5
|
4,122
|
|
Nevada Power Co.
|
|
|
|
6.00%, 03/15/54
|
70
|
70,888
|
|
Series EE, 3.13%, 08/01/50
|
20
|
13,023
|
|
Series R, 6.75%, 07/01/37
|
35
|
38,809
|
|
New England Power Co.
|
|
|
|
2.81%, 10/06/50(a)
|
20
|
12,067
|
|
3.80%, 12/05/47(a)
|
50
|
37,369
|
|
5.94%, 11/25/52(a)
|
5
|
4,975
|
|
NextEra Energy Capital Holdings, Inc.
|
|
|
|
3.00%, 01/15/52
|
80
|
49,552
|
|
5.11%, 09/29/57(a)
|
30
|
27,027
|
|
5.25%, 02/28/53
|
120
|
108,908
|
|
5.55%, 03/15/54
|
75
|
70,821
|
|
5.85%, 03/01/56
|
50
|
49,115
|
|
5.90%, 03/15/55
|
80
|
79,048
|
|
Niagara Mohawk Power Corp.
|
|
|
|
3.03%, 06/27/50(a)
|
60
|
37,421
|
|
4.12%, 11/28/42(a)
|
25
|
20,417
|
|
5.66%, 01/17/54(a)
|
75
|
70,934
|
|
5.78%, 09/16/52(a)
|
50
|
48,399
|
|
6.00%, 07/03/55(a)
|
85
|
84,453
|
|
Northern States Power Co.
|
|
|
|
2.60%, 06/01/51
|
63
|
38,123
|
|
2.90%, 03/01/50
|
85
|
55,403
|
|
3.20%, 04/01/52
|
55
|
37,268
|
|
3.40%, 08/15/42
|
76
|
58,930
|
|
3.60%, 09/15/47
|
75
|
55,986
|
|
4.50%, 06/01/52
|
60
|
50,183
|
|
5.10%, 05/15/53
|
50
|
45,646
|
|
5.35%, 11/01/39
|
35
|
35,004
|
|
5.40%, 03/15/54
|
75
|
71,845
|
|
5.65%, 06/15/54
|
35
|
34,551
|
|
5.65%, 05/15/55
|
45
|
44,515
|
|
Northern States Power Co./MN, 5.55%, 05/15/56
|
75
|
73,172
|
|
NSTAR Electric Co.
|
|
|
|
3.10%, 06/01/51
|
45
|
29,527
|
|
4.40%, 03/01/44
|
40
|
34,147
|
|
4.55%, 06/01/52
|
50
|
42,036
|
|
4.95%, 09/15/52
|
45
|
40,080
|
|
5.50%, 03/15/40
|
30
|
29,764
|
|
Oglethorpe Power Corp.
|
|
|
|
3.75%, 08/01/50
|
35
|
25,022
|
|
4.50%, 04/01/47
|
60
|
49,431
|
|
5.05%, 10/01/48
|
60
|
52,989
|
|
5.38%, 11/01/40
|
30
|
29,137
|
|
5.80%, 06/01/54
|
45
|
43,498
|
|
5.90%, 02/01/55
|
30
|
29,410
|
|
5.95%, 11/01/39
|
37
|
38,218
|
|
6.20%, 12/01/53
|
40
|
40,976
|
|
Ohio Edison Co., 6.88%, 07/15/36
|
20
|
22,482
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
Ohio Power Co.
|
|
|
|
4.00%, 06/01/49
|
$30
|
$22,645
|
|
4.15%, 04/01/48
|
60
|
46,757
|
|
Oklahoma Gas and Electric Co.
|
|
|
|
3.85%, 08/15/47
|
15
|
11,404
|
|
4.15%, 04/01/47
|
15
|
11,997
|
|
5.60%, 04/01/53
|
55
|
52,949
|
|
5.80%, 04/01/55
|
25
|
24,856
|
|
5.90%, 04/01/56
|
75
|
75,959
|
|
Oncor Electric Delivery Co. LLC
|
|
|
|
2.70%, 11/15/51
|
45
|
26,544
|
|
3.10%, 09/15/49
|
90
|
58,954
|
|
3.70%, 05/15/50
|
20
|
14,593
|
|
3.75%, 04/01/45
|
70
|
54,010
|
|
3.80%, 09/30/47
|
60
|
45,430
|
|
3.80%, 06/01/49
|
65
|
48,285
|
|
4.10%, 11/15/48
|
45
|
35,445
|
|
4.55%, 12/01/41
|
55
|
48,925
|
|
4.60%, 06/01/52
|
30
|
24,809
|
|
4.95%, 09/15/52
|
95
|
84,109
|
|
5.25%, 09/30/40
|
30
|
29,131
|
|
5.30%, 06/01/42
|
40
|
38,430
|
|
5.35%, 10/01/52
|
35
|
32,566
|
|
5.55%, 06/15/54
|
65
|
62,667
|
|
5.80%, 04/01/55
|
50
|
50,085
|
|
5.90%, 03/15/56(a)
|
90
|
91,020
|
|
7.50%, 09/01/38
|
25
|
29,598
|
|
Pacific Gas and Electric Co.
|
|
|
|
3.30%, 08/01/40
|
90
|
67,632
|
|
3.50%, 08/01/50
|
215
|
143,413
|
|
3.75%, 08/15/42
|
45
|
33,776
|
|
3.95%, 12/01/47
|
105
|
77,051
|
|
4.00%, 12/01/46
|
40
|
29,759
|
|
4.20%, 06/01/41
|
70
|
57,474
|
|
4.25%, 03/15/46
|
35
|
27,122
|
|
4.30%, 03/15/45
|
95
|
74,571
|
|
4.45%, 04/15/42
|
50
|
41,356
|
|
4.50%, 07/01/40
|
165
|
142,395
|
|
4.60%, 06/15/43
|
25
|
20,719
|
|
4.75%, 02/15/44
|
95
|
80,316
|
|
4.95%, 07/01/50
|
290
|
243,153
|
|
5.25%, 03/01/52
|
75
|
64,692
|
|
5.90%, 10/01/54
|
15
|
14,178
|
|
6.00%, 05/01/56
|
65
|
62,373
|
|
6.10%, 10/15/55
|
90
|
87,207
|
|
6.15%, 03/01/55
|
60
|
58,750
|
|
6.70%, 04/01/53
|
65
|
67,799
|
|
6.75%, 01/15/53
|
160
|
167,834
|
|
PacifiCorp
|
|
|
|
2.90%, 06/15/52
|
125
|
74,589
|
|
3.30%, 03/15/51
|
50
|
32,491
|
|
4.10%, 02/01/42
|
55
|
44,360
|
|
4.13%, 01/15/49
|
80
|
60,720
|
|
4.15%, 02/15/50
|
40
|
30,404
|
|
5.35%, 12/01/53
|
120
|
107,598
|
|
5.50%, 05/15/54
|
135
|
123,229
|
|
5.75%, 04/01/37
|
50
|
50,597
|
|
5.80%, 01/15/55
|
155
|
147,678
|
|
6.00%, 01/15/39
|
50
|
50,849
|
|
6.10%, 08/01/36
|
35
|
36,445
|
|
6.25%, 10/15/37
|
60
|
62,918
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
6.35%, 07/15/38
|
$25
|
$26,224
|
|
PECO Energy Co.
|
|
|
|
2.80%, 06/15/50
|
35
|
21,619
|
|
2.85%, 09/15/51
|
35
|
21,670
|
|
3.00%, 09/15/49
|
40
|
25,957
|
|
3.70%, 09/15/47
|
50
|
37,651
|
|
3.90%, 03/01/48
|
100
|
77,101
|
|
4.15%, 10/01/44
|
70
|
57,606
|
|
4.38%, 08/15/52
|
10
|
8,133
|
|
4.60%, 05/15/52
|
40
|
33,754
|
|
5.25%, 09/15/54
|
30
|
27,785
|
|
5.65%, 09/15/55
|
40
|
39,467
|
|
5.95%, 10/01/36
|
15
|
15,990
|
|
Perusahaan Perseroan Persero PT Perusahaan
Listrik Negara
|
|
|
|
4.88%, 07/17/49(f)
|
200
|
162,464
|
|
6.15%, 05/21/48(f)
|
200
|
193,290
|
|
PG&E Recovery Funding LLC, Series A-2, 5.23%,
06/01/42
|
450
|
447,508
|
|
PG&E Wildfire Recovery Funding LLC, Series A-5,
5.10%, 06/01/54
|
648
|
593,145
|
|
Potomac Electric Power Co.
|
|
|
|
4.15%, 03/15/43
|
70
|
58,252
|
|
5.50%, 03/15/54
|
50
|
48,078
|
|
6.50%, 11/15/37
|
40
|
43,935
|
|
PPL Electric Utilities Corp.
|
|
|
|
3.00%, 10/01/49
|
30
|
19,620
|
|
3.95%, 06/01/47
|
35
|
27,430
|
|
4.13%, 06/15/44
|
65
|
53,650
|
|
4.15%, 10/01/45
|
45
|
36,870
|
|
4.15%, 06/15/48
|
45
|
36,085
|
|
4.75%, 07/15/43
|
50
|
45,040
|
|
5.25%, 05/15/53
|
85
|
79,256
|
|
5.55%, 08/15/55
|
65
|
63,525
|
|
5.75%, 05/15/56
|
45
|
45,131
|
|
6.25%, 05/15/39
|
10
|
10,786
|
|
Progress Energy, Inc., 6.00%, 12/01/39
|
45
|
46,856
|
|
Public Service Co. of Colorado
|
|
|
|
3.60%, 09/15/42
|
45
|
35,212
|
|
3.80%, 06/15/47
|
20
|
15,299
|
|
4.05%, 09/15/49
|
45
|
34,874
|
|
4.10%, 06/15/48
|
35
|
27,535
|
|
4.30%, 03/15/44
|
50
|
41,628
|
|
4.50%, 06/01/52
|
55
|
45,196
|
|
5.25%, 04/01/53
|
95
|
87,539
|
|
5.75%, 05/15/54
|
60
|
59,274
|
|
5.85%, 05/15/55
|
35
|
35,089
|
|
6.50%, 08/01/38
|
25
|
27,392
|
|
Series 17, 6.25%, 09/01/37
|
36
|
38,788
|
|
Series 34, 3.20%, 03/01/50
|
65
|
43,561
|
|
Series 36, 2.70%, 01/15/51
|
60
|
35,679
|
|
Public Service Co. of New Hampshire
|
|
|
|
3.60%, 07/01/49
|
35
|
25,440
|
|
5.15%, 01/15/53
|
35
|
32,077
|
|
Public Service Co. of Oklahoma, Series K, 3.15%,
08/15/51
|
20
|
12,876
|
|
Public Service Electric and Gas Co.
|
|
|
|
2.05%, 08/01/50
|
35
|
18,484
|
|
2.70%, 05/01/50
|
30
|
18,568
|
|
3.00%, 03/01/51
|
40
|
25,922
|
|
3.15%, 01/01/50
|
35
|
23,473
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
3.20%, 08/01/49
|
$45
|
$30,591
|
|
3.60%, 12/01/47
|
55
|
40,811
|
|
3.80%, 03/01/46
|
75
|
58,425
|
|
3.85%, 05/01/49
|
50
|
38,295
|
|
3.95%, 05/01/42
|
65
|
53,833
|
|
5.13%, 03/15/53
|
50
|
46,001
|
|
5.30%, 08/01/54
|
50
|
47,058
|
|
5.45%, 08/01/53
|
50
|
48,101
|
|
5.45%, 03/01/54
|
65
|
62,594
|
|
5.50%, 03/01/40
|
15
|
15,089
|
|
5.80%, 05/01/37
|
25
|
26,412
|
|
Series R, 5.63%, 01/01/56
|
35
|
34,709
|
|
Puget Energy, Inc., 7.25%, 09/15/56, (5-year CMT +
2.85%)(a)(c)
|
25
|
25,260
|
|
Puget Sound Energy, Inc.
|
|
|
|
2.89%, 09/15/51
|
30
|
18,742
|
|
3.25%, 09/15/49
|
45
|
30,458
|
|
4.22%, 06/15/48
|
53
|
42,649
|
|
4.30%, 05/20/45
|
30
|
24,786
|
|
5.45%, 06/01/53
|
25
|
23,931
|
|
5.60%, 09/15/55
|
65
|
63,127
|
|
5.64%, 04/15/41
|
16
|
15,950
|
|
5.69%, 06/15/54
|
40
|
39,472
|
|
5.76%, 10/01/39
|
25
|
25,522
|
|
5.80%, 03/15/40
|
25
|
25,448
|
|
6.27%, 03/15/37
|
30
|
32,342
|
|
RWE Finance U.S. LLC
|
|
|
|
5.88%, 09/18/55(a)
|
150
|
143,793
|
|
6.25%, 04/16/54(a)
|
10
|
10,091
|
|
San Diego Gas & Electric Co.
|
|
|
|
3.70%, 03/15/52
|
45
|
32,212
|
|
4.15%, 05/15/48
|
45
|
35,519
|
|
4.50%, 08/15/40
|
35
|
31,429
|
|
5.35%, 04/01/53
|
50
|
46,722
|
|
5.55%, 04/15/54
|
60
|
57,548
|
|
6.00%, 06/01/39
|
30
|
31,464
|
|
Series EEEE, 5.95%, 03/15/56
|
35
|
35,424
|
|
Series RRR, 3.75%, 06/01/47
|
35
|
26,276
|
|
Series TTT, 4.10%, 06/15/49
|
35
|
27,151
|
|
Series UUU, 3.32%, 04/15/50
|
45
|
30,360
|
|
Series WWW, 2.95%, 08/15/51
|
80
|
50,732
|
|
Saudi Electricity Global Sukuk Co. 2, 5.06%,
04/08/43(f)
|
200
|
187,463
|
|
Saudi Electricity Global Sukuk Co. 3, 5.50%,
04/08/44(f)
|
200
|
195,724
|
|
Sempra
|
|
|
|
3.80%, 02/01/38
|
70
|
59,305
|
|
4.00%, 02/01/48
|
45
|
34,136
|
|
6.00%, 10/15/39
|
65
|
66,755
|
|
Sierra Pacific Power Co., 5.90%, 03/15/54
|
55
|
55,005
|
|
Southern California Edison Co.
|
|
|
|
3.45%, 02/01/52
|
65
|
42,688
|
|
3.65%, 02/01/50
|
125
|
86,182
|
|
4.00%, 04/01/47
|
195
|
145,292
|
|
4.05%, 03/15/42
|
66
|
52,134
|
|
4.50%, 09/01/40
|
35
|
30,073
|
|
4.65%, 10/01/43
|
50
|
41,987
|
|
5.50%, 03/15/40
|
60
|
57,743
|
|
5.70%, 03/01/53
|
30
|
27,588
|
|
5.75%, 04/15/54
|
35
|
32,430
|
|
5.88%, 12/01/53
|
80
|
75,668
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
5.90%, 03/01/55
|
$40
|
$37,960
|
|
6.05%, 03/15/39
|
45
|
45,649
|
|
6.20%, 09/15/55
|
70
|
69,118
|
|
Series 06-E, 5.55%, 01/15/37
|
30
|
29,790
|
|
Series 08-A, 5.95%, 02/01/38
|
46
|
46,481
|
|
Series 13-A, 3.90%, 03/15/43
|
55
|
41,959
|
|
Series 20A, 2.95%, 02/01/51
|
90
|
54,078
|
|
Series B, 4.88%, 03/01/49
|
50
|
41,753
|
|
Series C, 3.60%, 02/01/45
|
60
|
42,929
|
|
Series C, 4.13%, 03/01/48
|
80
|
60,179
|
|
Series E, 5.45%, 06/01/52
|
35
|
31,114
|
|
Series H, 3.65%, 06/01/51
|
35
|
23,852
|
|
Southern Co.(The)
|
|
|
|
4.25%, 07/01/36
|
50
|
46,116
|
|
4.40%, 07/01/46
|
195
|
162,534
|
|
Southern Power Co.
|
|
|
|
5.15%, 09/15/41
|
70
|
66,796
|
|
5.25%, 07/15/43
|
40
|
37,595
|
|
Series F, 4.95%, 12/15/46
|
55
|
48,893
|
|
Southwestern Electric Power Co.
|
|
|
|
3.25%, 11/01/51(b)
|
80
|
52,413
|
|
5.90%, 04/01/56
|
50
|
49,342
|
|
6.20%, 03/15/40
|
50
|
52,049
|
|
Series J, 3.90%, 04/01/45
|
60
|
45,949
|
|
Series L, 3.85%, 02/01/48
|
35
|
25,863
|
|
Southwestern Public Service Co.
|
|
|
|
3.40%, 08/15/46
|
50
|
35,459
|
|
3.70%, 08/15/47
|
55
|
40,854
|
|
3.75%, 06/15/49
|
40
|
29,145
|
|
4.50%, 08/15/41
|
40
|
35,220
|
|
6.00%, 06/01/54
|
50
|
50,512
|
|
Series 6, 4.40%, 11/15/48
|
40
|
32,549
|
|
Series 8, 3.15%, 05/01/50
|
75
|
49,144
|
|
State Grid Overseas Investment 2014 Ltd., 4.85%,
05/07/44(f)
|
200
|
198,854
|
|
Tampa Electric Co.
|
|
|
|
3.45%, 03/15/51
|
29
|
20,272
|
|
3.63%, 06/15/50
|
20
|
14,395
|
|
4.10%, 06/15/42
|
10
|
8,337
|
|
4.30%, 06/15/48
|
28
|
22,744
|
|
4.35%, 05/15/44
|
24
|
20,196
|
|
4.45%, 06/15/49
|
30
|
24,872
|
|
5.00%, 07/15/52
|
20
|
17,939
|
|
Tierra Mojada Luxembourg II SARL, 5.75%,
12/01/40(f)
|
169
|
164,407
|
|
Toledo Edison Co. (The), 6.15%, 05/15/37
|
26
|
27,891
|
|
TransAlta Corp., 6.50%, 03/15/40
|
30
|
29,671
|
|
Tri-State Generation & Transmission Association, Inc.,
6.00%, 06/15/40(a)
|
15
|
15,124
|
|
Tucson Electric Power Co.
|
|
|
|
3.25%, 05/01/51
|
15
|
9,955
|
|
4.00%, 06/15/50
|
15
|
11,459
|
|
4.85%, 12/01/48
|
15
|
13,160
|
|
5.50%, 04/15/53
|
20
|
19,051
|
|
5.90%, 04/15/55
|
20
|
20,018
|
|
Union Electric Co.
|
|
|
|
2.63%, 03/15/51
|
75
|
44,391
|
|
3.25%, 10/01/49
|
40
|
27,140
|
|
3.65%, 04/15/45
|
50
|
38,071
|
|
3.90%, 09/15/42
|
50
|
40,887
|
|
3.90%, 04/01/52
|
35
|
26,378
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
4.00%, 04/01/48
|
$25
|
$19,552
|
|
5.13%, 03/15/55
|
45
|
40,970
|
|
5.25%, 01/15/54
|
40
|
36,807
|
|
5.30%, 08/01/37
|
50
|
50,443
|
|
5.45%, 03/15/53
|
65
|
62,033
|
|
5.55%, 03/15/56
|
50
|
48,411
|
|
8.45%, 03/15/39
|
26
|
33,358
|
|
Virginia Electric and Power Co.
|
|
|
|
2.45%, 12/15/50
|
140
|
80,098
|
|
2.95%, 11/15/51
|
110
|
68,834
|
|
3.30%, 12/01/49
|
75
|
51,117
|
|
4.00%, 01/15/43
|
80
|
65,344
|
|
4.45%, 02/15/44
|
80
|
68,635
|
|
4.60%, 12/01/48
|
25
|
21,220
|
|
5.35%, 01/15/54
|
70
|
65,776
|
|
5.55%, 08/15/54
|
15
|
14,443
|
|
5.65%, 03/15/55
|
25
|
24,509
|
|
5.70%, 08/15/53
|
60
|
59,183
|
|
5.70%, 03/15/56
|
125
|
123,105
|
|
6.35%, 11/30/37
|
30
|
32,528
|
|
8.88%, 11/15/38
|
55
|
72,177
|
|
Series A, 6.00%, 05/15/37
|
55
|
58,191
|
|
Series B, 3.80%, 09/15/47
|
84
|
64,268
|
|
Series B, 4.20%, 05/15/45
|
50
|
41,015
|
|
Series C, 4.00%, 11/15/46
|
75
|
58,709
|
|
Series C, 4.63%, 05/15/52
|
45
|
37,972
|
|
Series D, 4.65%, 08/15/43
|
85
|
74,912
|
|
Series D, 5.60%, 09/15/55
|
45
|
43,708
|
|
Wisconsin Electric Power Co.
|
|
|
|
4.30%, 10/15/48
|
30
|
24,589
|
|
5.05%, 10/01/54
|
35
|
31,570
|
|
5.65%, 03/15/56
|
60
|
59,094
|
|
5.70%, 12/01/36
|
10
|
10,469
|
|
Wisconsin Power and Light Co.
|
|
|
|
3.65%, 04/01/50
|
30
|
21,547
|
|
5.70%, 12/15/55
|
40
|
39,025
|
|
6.38%, 08/15/37
|
25
|
26,992
|
|
Wisconsin Public Service Corp.
|
|
|
|
2.85%, 12/01/51
|
40
|
24,594
|
|
3.30%, 09/01/49
|
15
|
10,240
|
|
3.67%, 12/01/42
|
30
|
23,467
|
|
4.75%, 11/01/44
|
40
|
35,635
|
|
Xcel Energy, Inc.
|
|
|
|
3.50%, 12/01/49
|
70
|
49,020
|
|
6.50%, 07/01/36
|
40
|
43,314
|
|
|
|
33,515,046
|
|
Electrical Components & Equipment — 0.0%
|
||
|
ABB Finance USA, Inc., 4.38%, 05/08/42
|
40
|
35,276
|
|
Emerson Electric Co.
|
|
|
|
2.75%, 10/15/50
|
45
|
28,184
|
|
2.80%, 12/21/51
|
90
|
56,061
|
|
5.25%, 11/15/39
|
55
|
55,627
|
|
|
|
175,148
|
|
Electronics — 0.1%
|
||
|
Amphenol Corp.
|
|
|
|
5.30%, 11/15/55
|
140
|
132,545
|
|
5.38%, 11/15/54
|
5
|
4,837
|
|
Fortive Corp., 4.30%, 06/15/46
|
55
|
44,857
|
|
Honeywell International, Inc.
|
|
|
|
2.80%, 06/01/50
|
105
|
67,169
|
|
Security
|
Par
(000
)
|
Value
|
|
Electronics (continued)
|
||
|
3.81%, 11/21/47
|
$80
|
$61,383
|
|
Tyco Electronics Group SA, 7.13%, 10/01/37
|
45
|
51,712
|
|
|
|
362,503
|
|
Energy - Alternate Sources — 0.0%
|
||
|
Topaz Solar Farms LLC, 5.75%, 09/30/39(a)
|
64
|
63,742
|
|
Engineering & Construction — 0.1%
|
||
|
Aeropuerto Internacional de Tocumen SA, 4.00%,
08/11/41(f)
|
200
|
172,575
|
|
LBJ Infrastructure Group LLC, 3.80%, 12/31/57(a)
|
60
|
42,610
|
|
Mexico City Airport Trust, 5.50%, 07/31/47(f)
|
200
|
171,559
|
|
WSP Global, Inc., 5.71%, 09/18/36(a)
|
65
|
64,719
|
|
|
|
451,463
|
|
Entertainment — 0.1%
|
||
|
Discovery Global Holdings, Inc.
|
|
|
|
5.05%, 03/15/42
|
420
|
386,900
|
|
5.05%, 03/15/42
|
17
|
10,875
|
|
5.05%, 03/15/52
|
107
|
81,317
|
|
|
|
479,092
|
|
Environmental Control — 0.1%
|
||
|
Republic Services, Inc.
|
|
|
|
3.05%, 03/01/50
|
55
|
36,682
|
|
5.70%, 05/15/41
|
40
|
41,324
|
|
6.20%, 03/01/40
|
60
|
65,297
|
|
Waste Connections, Inc.
|
|
|
|
2.95%, 01/15/52
|
85
|
54,132
|
|
3.05%, 04/01/50
|
60
|
39,612
|
|
Waste Management, Inc.
|
|
|
|
2.50%, 11/15/50
|
50
|
29,807
|
|
2.95%, 06/01/41
|
30
|
22,602
|
|
4.10%, 03/01/45
|
40
|
33,348
|
|
4.15%, 07/15/49
|
75
|
60,790
|
|
5.35%, 10/15/54
|
130
|
124,746
|
|
|
|
508,340
|
|
Food — 0.9%
|
||
|
Campbell's Company/The
|
|
|
|
3.13%, 04/24/50
|
50
|
30,468
|
|
4.80%, 03/15/48
|
55
|
44,475
|
|
5.25%, 10/13/54
|
40
|
33,395
|
|
Conagra Brands, Inc.
|
|
|
|
5.30%, 11/01/38
|
98
|
92,042
|
|
5.40%, 11/01/48
|
75
|
65,016
|
|
Flowers Foods, Inc., 6.20%, 03/15/55
|
15
|
12,219
|
|
General Mills, Inc.
|
|
|
|
3.00%, 02/01/51
|
65
|
40,590
|
|
4.15%, 02/15/43
|
35
|
28,411
|
|
4.70%, 04/17/48(b)
|
30
|
25,338
|
|
5.40%, 06/15/40
|
50
|
48,949
|
|
Grupo Bimbo SAB de CV, 4.00%, 09/06/49(f)
|
200
|
152,294
|
|
Hershey Co.(The)
|
|
|
|
2.65%, 06/01/50
|
20
|
12,246
|
|
3.13%, 11/15/49
|
66
|
44,396
|
|
3.38%, 08/15/46
|
5
|
3,653
|
|
Hormel Foods Corp., 3.05%, 06/03/51
|
60
|
38,743
|
|
Indofood CBP Sukses Makmur Tbk PT, 4.75%,
06/09/51(f)
|
200
|
164,284
|
|
Ingredion, Inc., 3.90%, 06/01/50
|
40
|
29,735
|
|
J M Smucker Co.(The)
|
|
|
|
4.38%, 03/15/45
|
61
|
50,760
|
|
6.50%, 11/15/43
|
70
|
74,504
|
|
Security
|
Par
(000
)
|
Value
|
|
Food (continued)
|
||
|
6.50%, 11/15/53(b)
|
$90
|
$97,309
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS
USA Food Co. Holdings
|
|
|
|
4.38%, 02/02/52
|
100
|
75,678
|
|
5.63%, 03/10/37(a)
|
50
|
49,853
|
|
6.25%, 03/01/56
|
125
|
122,117
|
|
6.38%, 02/25/55
|
60
|
59,908
|
|
6.38%, 04/15/66
|
130
|
126,995
|
|
6.40%, 05/10/57(a)
|
50
|
49,694
|
|
6.50%, 12/01/52
|
150
|
151,589
|
|
7.25%, 11/15/53
|
85
|
93,058
|
|
Kellanova
|
|
|
|
4.50%, 04/01/46
|
60
|
51,474
|
|
5.75%, 05/16/54
|
30
|
29,512
|
|
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40
|
57
|
57,580
|
|
Kraft Heinz Foods Co.
|
|
|
|
4.38%, 06/01/46
|
58
|
46,433
|
|
4.63%, 10/01/39
|
41
|
36,519
|
|
4.88%, 10/01/49
|
135
|
112,624
|
|
5.00%, 06/04/42
|
130
|
116,243
|
|
5.20%, 07/15/45
|
145
|
128,661
|
|
5.50%, 06/01/50
|
60
|
54,571
|
|
6.50%, 02/09/40
|
55
|
58,184
|
|
6.88%, 01/26/39
|
75
|
82,254
|
|
7.13%, 08/01/39(a)
|
70
|
77,311
|
|
Kroger Co.(The)
|
|
|
|
3.88%, 10/15/46
|
50
|
38,135
|
|
3.95%, 01/15/50
|
85
|
63,761
|
|
4.45%, 02/01/47
|
95
|
78,397
|
|
4.65%, 01/15/48
|
45
|
37,981
|
|
5.00%, 04/15/42
|
30
|
27,801
|
|
5.15%, 08/01/43
|
45
|
41,818
|
|
5.40%, 07/15/40
|
35
|
34,232
|
|
5.40%, 01/15/49
|
60
|
56,096
|
|
5.50%, 09/15/54
|
145
|
136,199
|
|
5.65%, 09/15/64
|
140
|
131,463
|
|
6.90%, 04/15/38
|
41
|
46,255
|
|
Mars, Inc.
|
|
|
|
2.38%, 07/16/40(a)
|
85
|
60,045
|
|
2.45%, 07/16/50(a)
|
45
|
25,936
|
|
3.88%, 04/01/39(a)
|
85
|
73,905
|
|
3.95%, 04/01/44(a)
|
35
|
28,341
|
|
3.95%, 04/01/49(a)
|
85
|
66,348
|
|
4.13%, 04/01/54(a)
|
53
|
41,453
|
|
4.20%, 04/01/59(a)
|
95
|
73,341
|
|
5.65%, 05/01/45(a)
|
260
|
257,789
|
|
5.70%, 05/01/55(a)
|
415
|
409,259
|
|
5.80%, 05/01/65(a)
|
85
|
84,429
|
|
McCormick & Co., Inc./MD, 4.20%, 08/15/47
|
31
|
24,468
|
|
Mondelez International, Inc., 2.63%, 09/04/50
|
110
|
66,132
|
|
Nestle Holdings, Inc.
|
|
|
|
2.63%, 09/14/51(a)
|
55
|
33,903
|
|
3.90%, 09/24/38(a)
|
150
|
133,655
|
|
4.00%, 09/24/48(a)
|
30
|
24,082
|
|
4.70%, 01/15/53(a)
|
150
|
133,209
|
|
Sysco Corp.
|
|
|
|
3.15%, 12/14/51
|
85
|
54,293
|
|
3.30%, 02/15/50
|
45
|
30,076
|
|
4.45%, 03/15/48
|
55
|
44,738
|
|
4.50%, 04/01/46
|
45
|
37,284
|
|
4.85%, 10/01/45
|
48
|
41,934
|
|
Security
|
Par
(000
)
|
Value
|
|
Food (continued)
|
||
|
6.60%, 04/01/40
|
$35
|
$37,907
|
|
6.60%, 04/01/50
|
99
|
105,470
|
|
Tesco PLC, 6.15%, 11/15/37(a)
|
30
|
30,588
|
|
Tyson Foods, Inc.
|
|
|
|
4.55%, 06/02/47
|
75
|
64,129
|
|
5.10%, 09/28/48
|
140
|
128,743
|
|
5.15%, 08/15/44
|
45
|
41,932
|
|
|
|
5,514,612
|
|
Forest Products & Paper — 0.1%
|
||
|
Celulosa Arauco y Constitucion SA, 5.50%, 11/02/47
|
45
|
39,552
|
|
International Paper Co.
|
|
|
|
4.35%, 08/15/48
|
72
|
57,183
|
|
4.40%, 08/15/47
|
64
|
51,563
|
|
4.80%, 06/15/44
|
75
|
64,841
|
|
5.15%, 05/15/46
|
45
|
40,748
|
|
6.00%, 11/15/41
|
50
|
50,816
|
|
7.30%, 11/15/39
|
10
|
11,382
|
|
Suzano Austria GmbH, 7.00%, 03/16/47(f)
|
200
|
214,999
|
|
|
|
531,084
|
|
Gas — 0.4%
|
||
|
Atmos Energy Corp.
|
|
|
|
2.85%, 02/15/52
|
80
|
49,637
|
|
3.38%, 09/15/49
|
60
|
41,807
|
|
4.13%, 10/15/44
|
50
|
41,755
|
|
4.13%, 03/15/49
|
65
|
51,798
|
|
4.15%, 01/15/43
|
70
|
59,263
|
|
4.30%, 10/01/48
|
65
|
53,179
|
|
5.00%, 12/15/54
|
10
|
8,961
|
|
5.45%, 01/15/56
|
35
|
33,665
|
|
5.50%, 06/15/41
|
45
|
44,956
|
|
5.75%, 10/15/52
|
65
|
65,040
|
|
6.20%, 11/15/53
|
50
|
53,117
|
|
Boston Gas Co.
|
|
|
|
4.49%, 02/15/42(a)
|
30
|
25,419
|
|
6.12%, 07/20/53(a)
|
50
|
49,445
|
|
Brooklyn Union Gas Co.(The)
|
|
|
|
4.27%, 03/15/48(a)
|
38
|
29,617
|
|
4.49%, 03/04/49(a)
|
45
|
35,561
|
|
4.50%, 03/10/46(a)
|
55
|
44,849
|
|
6.42%, 07/18/54(a)
|
70
|
71,924
|
|
CenterPoint Energy Resources Corp., 5.85%,
01/15/41
|
35
|
35,857
|
|
East Ohio Gas Co. (The), 3.00%, 06/15/50(a)
|
70
|
44,619
|
|
KeySpan Gas East Corp.
|
|
|
|
3.59%, 01/18/52(a)
|
55
|
36,824
|
|
5.82%, 04/01/41(a)
|
55
|
54,654
|
|
NiSource, Inc.
|
|
|
|
3.95%, 03/30/48
|
85
|
64,842
|
|
4.38%, 05/15/47
|
115
|
94,533
|
|
4.80%, 02/15/44
|
90
|
79,486
|
|
5.00%, 06/15/52
|
45
|
39,245
|
|
5.25%, 02/15/43
|
10
|
9,364
|
|
5.65%, 02/01/45
|
60
|
58,505
|
|
5.85%, 04/01/55
|
130
|
128,596
|
|
5.95%, 06/15/41
|
40
|
40,958
|
|
ONE Gas, Inc.
|
|
|
|
4.50%, 11/01/48
|
15
|
12,703
|
|
4.66%, 02/01/44
|
100
|
88,151
|
|
Piedmont Natural Gas Co., Inc.
|
|
|
|
3.35%, 06/01/50
|
45
|
30,649
|
|
Security
|
Par
(000
)
|
Value
|
|
Gas (continued)
|
||
|
3.64%, 11/01/46
|
$40
|
$29,307
|
|
4.65%, 08/01/43
|
20
|
17,338
|
|
5.05%, 05/15/52
|
50
|
44,619
|
|
Southern California Gas Co.
|
|
|
|
3.75%, 09/15/42
|
35
|
27,803
|
|
5.13%, 11/15/40
|
35
|
33,700
|
|
5.60%, 04/01/54
|
50
|
47,997
|
|
5.75%, 06/01/53
|
55
|
53,895
|
|
5.90%, 06/01/56
|
50
|
50,076
|
|
6.00%, 06/15/55
|
55
|
55,985
|
|
6.35%, 11/15/52
|
65
|
68,893
|
|
Series UU, 4.13%, 06/01/48
|
45
|
35,153
|
|
Series VV, 4.30%, 01/15/49
|
60
|
48,164
|
|
Series WW, 3.95%, 02/15/50
|
45
|
33,940
|
|
Southern Co. Gas Capital Corp.
|
|
|
|
3.95%, 10/01/46
|
35
|
27,046
|
|
4.40%, 06/01/43
|
44
|
37,159
|
|
4.40%, 05/30/47
|
65
|
53,876
|
|
5.88%, 03/15/41
|
51
|
52,452
|
|
Series 21A, 3.15%, 09/30/51
|
75
|
48,916
|
|
Southwest Gas Corp.
|
|
|
|
3.18%, 08/15/51
|
40
|
26,330
|
|
3.80%, 09/29/46
|
20
|
15,187
|
|
4.15%, 06/01/49
|
60
|
46,429
|
|
Spire Missouri, Inc., 3.30%, 06/01/51
|
10
|
6,738
|
|
Washington Gas Light Co.
|
|
|
|
3.65%, 09/15/49
|
52
|
37,097
|
|
Series K, 3.80%, 09/15/46
|
45
|
34,307
|
|
WGL Holdings, Inc., 4.60%, 11/01/44
|
15
|
12,025
|
|
|
|
2,523,411
|
|
Hand & Machine Tools — 0.0%
|
||
|
Snap-on, Inc.
|
|
|
|
3.10%, 05/01/50
|
80
|
53,620
|
|
4.10%, 03/01/48
|
30
|
24,255
|
|
Stanley Black & Decker, Inc.
|
|
|
|
2.75%, 11/15/50
|
91
|
53,163
|
|
4.85%, 11/15/48
|
40
|
33,908
|
|
5.20%, 09/01/40
|
30
|
28,467
|
|
|
|
193,413
|
|
Health Care - Products — 0.5%
|
||
|
Abbott Laboratories
|
|
|
|
4.75%, 11/30/36
|
179
|
174,745
|
|
4.75%, 03/15/38
|
260
|
250,953
|
|
4.75%, 04/15/43
|
30
|
27,503
|
|
4.90%, 11/30/46
|
255
|
233,465
|
|
5.30%, 05/27/40
|
70
|
70,460
|
|
5.50%, 03/15/56
|
295
|
287,825
|
|
5.60%, 03/15/66
|
260
|
253,103
|
|
6.00%, 04/01/39
|
75
|
80,574
|
|
6.15%, 11/30/37
|
38
|
41,421
|
|
Alcon Finance Corp.
|
|
|
|
3.80%, 09/23/49(a)
|
50
|
37,170
|
|
5.75%, 12/06/52(a)
|
20
|
19,777
|
|
Baxter International, Inc.
|
|
|
|
3.13%, 12/01/51
|
70
|
41,396
|
|
3.50%, 08/15/46
|
45
|
30,292
|
|
Boston Scientific Corp.
|
|
|
|
4.55%, 03/01/39
|
50
|
46,809
|
|
4.70%, 03/01/49
|
64
|
56,778
|
|
7.38%, 01/15/40
|
35
|
41,282
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Products (continued)
|
||
|
Danaher Corp.
|
|
|
|
2.60%, 10/01/50
|
$90
|
$54,187
|
|
2.80%, 12/10/51
|
100
|
62,021
|
|
4.38%, 09/15/45
|
50
|
42,868
|
|
DH Europe Finance II SARL
|
|
|
|
3.25%, 11/15/39
|
100
|
80,371
|
|
3.40%, 11/15/49
|
76
|
53,967
|
|
GE HealthCare Technologies, Inc., 6.38%, 11/22/52
|
100
|
106,653
|
|
Koninklijke Philips NV
|
|
|
|
5.00%, 03/15/42
|
45
|
41,108
|
|
6.88%, 03/11/38
|
55
|
61,175
|
|
Medtronic, Inc.
|
|
|
|
4.00%, 04/01/43
|
10
|
8,343
|
|
4.63%, 03/15/45
|
184
|
164,150
|
|
Revvity, Inc., 3.63%, 03/15/51
|
40
|
28,194
|
|
Solventum Corp., 5.90%, 04/30/54
|
115
|
113,796
|
|
STERIS Irish FinCo UnLtd Co., 3.75%, 03/15/51
|
65
|
46,716
|
|
Stryker Corp.
|
|
|
|
2.90%, 06/15/50
|
70
|
44,865
|
|
4.10%, 04/01/43
|
35
|
29,005
|
|
4.38%, 05/15/44
|
25
|
21,184
|
|
4.63%, 03/15/46
|
100
|
87,485
|
|
Thermo Fisher Scientific, Inc.
|
|
|
|
2.80%, 10/15/41
|
120
|
87,518
|
|
4.10%, 08/15/47
|
86
|
70,797
|
|
4.89%, 10/07/37
|
70
|
68,955
|
|
5.30%, 02/01/44
|
40
|
38,750
|
|
5.40%, 08/10/43
|
40
|
39,560
|
|
5.55%, 02/12/46
|
35
|
34,687
|
|
Zimmer Biomet Holdings, Inc.
|
|
|
|
4.45%, 08/15/45
|
35
|
30,192
|
|
5.75%, 11/30/39
|
45
|
45,579
|
|
|
|
3,155,679
|
|
Health Care - Services — 2.1%
|
||
|
AdventHealth Obligated Group, Series E, 2.80%,
11/15/51
|
30
|
18,311
|
|
Adventist Health System/West, 3.63%, 03/01/49
|
30
|
20,321
|
|
Advocate Health & Hospitals Corp.
|
|
|
|
3.39%, 10/15/49
|
47
|
33,399
|
|
4.27%, 08/15/48
|
41
|
33,645
|
|
Series 2020, 3.01%, 06/15/50
|
30
|
19,624
|
|
Aetna, Inc.
|
|
|
|
3.88%, 08/15/47
|
5
|
3,659
|
|
4.50%, 05/15/42
|
55
|
46,756
|
|
4.75%, 03/15/44
|
50
|
42,663
|
|
6.63%, 06/15/36
|
81
|
88,210
|
|
6.75%, 12/15/37
|
50
|
54,567
|
|
AHS Hospital Corp.
|
|
|
|
5.02%, 07/01/45
|
45
|
41,592
|
|
Series 2021, 2.78%, 07/01/51
|
40
|
24,719
|
|
Allina Health System
|
|
|
|
2.90%, 11/15/51(b)
|
10
|
6,296
|
|
Series 2019, 3.89%, 04/15/49
|
50
|
37,767
|
|
Ascension Health
|
|
|
|
3.95%, 11/15/46
|
115
|
91,996
|
|
4.85%, 11/15/53
|
30
|
26,541
|
|
Series B, 3.11%, 11/15/39
|
80
|
62,699
|
|
Banner Health
|
|
|
|
2.91%, 01/01/42
|
25
|
18,200
|
|
2.91%, 01/01/51
|
30
|
18,964
|
|
Series 2020, 3.18%, 01/01/50
|
30
|
20,232
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
Baptist Health South Florida Obligated Group, Series
2021, 3.12%, 11/15/71
|
$5
|
$2,846
|
|
Baptist Healthcare System Obligated Group, Series
20B, 3.54%, 08/15/50
|
55
|
39,128
|
|
BayCare Health System, Inc., Series 2020, 3.83%,
11/15/50
|
50
|
37,892
|
|
Baylor Scott & White Holdings
|
|
|
|
3.97%, 11/15/46
|
15
|
12,099
|
|
4.19%, 11/15/45
|
55
|
45,774
|
|
Series 2021, 2.84%, 11/15/50
|
85
|
53,435
|
|
Beth Israel Lahey Health, Inc., Series L, 3.08%,
07/01/51(b)
|
10
|
6,468
|
|
Catholic Health Services of Long Island Obligated
Group, Series 2020, 3.37%, 07/01/50
|
20
|
13,490
|
|
Children's Health System of Texas, 2.51%, 08/15/50
|
30
|
17,523
|
|
Children's Hospital Corp.(The)
|
|
|
|
Series 2017, 4.12%, 01/01/47
|
35
|
28,802
|
|
Series 2020, 2.59%, 02/01/50
|
40
|
24,156
|
|
Children's Hospital Medical Center/Cincinnati OH,
4.27%, 05/15/44
|
35
|
29,946
|
|
Children's Hospital of Philadelphia (The), Series 2020,
2.70%, 07/01/50
|
10
|
6,190
|
|
Children's Hospital/DC, Series 2020, 2.93%,
07/15/50(b)
|
30
|
19,223
|
|
Cigna Group(The)
|
|
|
|
3.20%, 03/15/40
|
50
|
38,971
|
|
3.40%, 03/15/50
|
85
|
58,811
|
|
3.40%, 03/15/51
|
165
|
113,089
|
|
3.88%, 10/15/47
|
110
|
83,849
|
|
4.80%, 08/15/38
|
204
|
193,141
|
|
4.80%, 07/15/46
|
105
|
92,114
|
|
4.90%, 12/15/48
|
300
|
263,492
|
|
5.60%, 02/15/54
|
130
|
125,028
|
|
6.00%, 01/15/56
|
75
|
76,137
|
|
6.13%, 11/15/41
|
61
|
63,607
|
|
City of Hope
|
|
|
|
Series 2013, 5.62%, 11/15/43
|
25
|
24,299
|
|
Series 2018, 4.38%, 08/15/48
|
40
|
32,515
|
|
Cleveland Clinic Foundation (The), 4.86%,
01/01/2114
|
52
|
43,094
|
|
CommonSpirit Health
|
|
|
|
3.82%, 10/01/49
|
72
|
53,017
|
|
3.91%, 10/01/50
|
75
|
55,470
|
|
4.19%, 10/01/49
|
101
|
78,705
|
|
4.35%, 11/01/42
|
90
|
77,611
|
|
5.55%, 12/01/54
|
20
|
18,824
|
|
5.66%, 09/01/55
|
30
|
28,800
|
|
6.46%, 11/01/52
|
40
|
42,756
|
|
Community Health Network, Inc., Series 20-A, 3.10%,
05/01/50
|
15
|
9,492
|
|
Corewell Health Obligated Group, Series 19A, 3.49%,
07/15/49
|
40
|
28,379
|
|
Cottage Health Obligated Group, Series 2020, 3.30%,
11/01/49
|
55
|
37,907
|
|
Dartmouth-Hitchcock Health, Series B, 4.18%,
08/01/48
|
30
|
23,375
|
|
Dignity Health, 4.50%, 11/01/42(b)
|
40
|
34,611
|
|
Duke University Health System, Inc., Series 2017,
3.92%, 06/01/47
|
60
|
47,607
|
|
Elevance Health, Inc.
|
|
|
|
3.13%, 05/15/50
|
105
|
68,524
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
3.60%, 03/15/51
|
$130
|
$91,691
|
|
3.70%, 09/15/49
|
95
|
68,736
|
|
4.38%, 12/01/47
|
83
|
68,080
|
|
4.55%, 03/01/48
|
95
|
79,799
|
|
4.55%, 05/15/52
|
50
|
41,081
|
|
4.63%, 05/15/42
|
110
|
97,610
|
|
4.65%, 01/15/43
|
50
|
44,163
|
|
4.65%, 08/15/44
|
95
|
82,618
|
|
5.10%, 01/15/44
|
56
|
51,700
|
|
5.13%, 02/15/53
|
120
|
107,070
|
|
5.65%, 06/15/54
|
100
|
95,886
|
|
5.70%, 02/15/55
|
135
|
130,300
|
|
5.70%, 09/15/55(b)
|
65
|
63,134
|
|
5.85%, 11/01/64
|
75
|
73,103
|
|
6.10%, 10/15/52
|
85
|
86,677
|
|
6.38%, 06/15/37
|
40
|
43,271
|
|
Franciscan Missionaries of Our Lady Health System,
Inc., Series B, 3.91%, 07/01/49
|
5
|
3,784
|
|
Fred Hutchinson Cancer Center, 4.97%, 01/01/52
|
10
|
9,012
|
|
Hackensack Meridian Health, Inc.
|
|
|
|
4.21%, 07/01/48
|
35
|
28,549
|
|
4.50%, 07/01/57
|
40
|
33,227
|
|
Series 2020, 2.68%, 09/01/41
|
10
|
7,121
|
|
Series 2020, 2.88%, 09/01/50
|
68
|
43,023
|
|
HCA, Inc.
|
|
|
|
3.50%, 07/15/51
|
150
|
100,245
|
|
4.38%, 03/15/42
|
65
|
54,785
|
|
4.63%, 03/15/52
|
205
|
164,730
|
|
5.13%, 06/15/39
|
35
|
33,165
|
|
5.25%, 06/15/49
|
180
|
160,456
|
|
5.50%, 06/15/47
|
155
|
143,779
|
|
5.70%, 11/15/55
|
80
|
75,171
|
|
5.90%, 06/01/53
|
95
|
91,450
|
|
5.95%, 09/15/54
|
95
|
92,287
|
|
6.00%, 04/01/54
|
155
|
151,472
|
|
6.10%, 04/01/64
|
55
|
54,229
|
|
6.20%, 03/01/55
|
130
|
130,369
|
|
Health Care Service Corp. A Mutual Legal
Reserve Co.
|
|
|
|
3.20%, 06/01/50(a)
|
110
|
70,436
|
|
5.88%, 06/15/54(a)
|
75
|
71,778
|
|
Hoag Memorial Hospital Presbyterian, 3.80%,
07/15/52
|
25
|
18,863
|
|
Humana, Inc.
|
|
|
|
3.95%, 08/15/49
|
55
|
39,592
|
|
4.63%, 12/01/42
|
46
|
38,690
|
|
4.80%, 03/15/47
|
45
|
37,197
|
|
4.95%, 10/01/44
|
65
|
56,270
|
|
5.50%, 03/15/53
|
80
|
71,482
|
|
5.75%, 04/15/54
|
75
|
69,368
|
|
6.00%, 05/01/55
|
35
|
33,555
|
|
Indiana University Health, Inc. Obligated Group
|
|
|
|
3.97%, 11/01/48
|
40
|
31,646
|
|
Series 2021, 2.85%, 11/01/51
|
25
|
15,665
|
|
Inova Health System Foundation, 4.07%, 05/15/52
|
25
|
19,631
|
|
Integris Baptist Medical Center, Inc., Series A, 3.88%,
08/15/50
|
45
|
33,078
|
|
Iowa Health System, Series 2020, 3.67%, 02/15/50
|
35
|
26,180
|
|
Johns Hopkins Health System Corp. (The), 3.84%,
05/15/46
|
45
|
35,347
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
Kaiser Foundation Hospitals
|
|
|
|
4.15%, 05/01/47
|
$129
|
$105,471
|
|
4.88%, 04/01/42
|
55
|
51,701
|
|
Series 2019, 3.27%, 11/01/49
|
105
|
72,539
|
|
Series 2021, 2.81%, 06/01/41
|
130
|
95,401
|
|
Series 2021, 3.00%, 06/01/51
|
120
|
77,553
|
|
Laboratory Corp. of America Holdings, 4.70%,
02/01/45
|
88
|
78,054
|
|
Mass General Brigham, Inc.
|
|
|
|
Series 2015, 4.12%, 07/01/55(b)
|
30
|
23,722
|
|
Series 2017, 3.77%, 07/01/48
|
25
|
19,024
|
|
Series 2020, 3.19%, 07/01/49
|
40
|
27,183
|
|
Series 2020, 3.34%, 07/01/60
|
55
|
35,517
|
|
Mayo Clinic
|
|
|
|
3.77%, 11/15/43
|
35
|
29,021
|
|
Series 2013, 4.00%, 11/15/47
|
25
|
19,905
|
|
Series 2016, 4.13%, 11/15/52
|
30
|
23,920
|
|
Series 2021, 3.20%, 11/15/61
|
60
|
37,740
|
|
McLaren Health Care Corp., Series A, 4.39%,
05/15/48
|
40
|
32,945
|
|
MedStar Health, Inc., Series 20A, 3.63%, 08/15/49
|
35
|
25,217
|
|
Memorial Health Services, 3.45%, 11/01/49
|
35
|
24,810
|
|
Memorial Sloan-Kettering Cancer Center
|
|
|
|
4.13%, 07/01/52
|
45
|
35,535
|
|
5.00%, 07/01/42
|
40
|
38,295
|
|
Series 2015, 4.20%, 07/01/55
|
10
|
8,029
|
|
Series 2020, 2.96%, 01/01/50
|
50
|
32,525
|
|
Methodist Hospital (The), Series 20A, 2.71%,
12/01/50
|
15
|
9,144
|
|
Montefiore Obligated Group
|
|
|
|
4.29%, 09/01/50
|
25
|
17,380
|
|
Series 18-C, 5.25%, 11/01/48(b)
|
50
|
40,697
|
|
Mount Nittany Medical Center Obligated Group,
3.80%, 11/15/52
|
35
|
25,721
|
|
Mount Sinai Hospital(The)
|
|
|
|
Series 2019, 3.74%, 07/01/49
|
5
|
3,350
|
|
Series 2020, 3.39%, 07/01/50
|
10
|
6,287
|
|
MyMichigan Health, Series 2020, 3.41%, 06/01/50
|
35
|
24,370
|
|
Nationwide Children's Hospital, Inc., 4.56%, 11/01/52
|
20
|
17,028
|
|
New York and Presbyterian Hospital(The)
|
|
|
|
2.26%, 08/01/40
|
35
|
24,316
|
|
2.61%, 08/01/60(b)
|
40
|
21,841
|
|
4.02%, 08/01/45
|
65
|
53,053
|
|
4.06%, 08/01/56
|
15
|
11,563
|
|
Series 2019, 3.95%, 08/01/2119
|
70
|
47,889
|
|
Northwell Healthcare, Inc.
|
|
|
|
3.81%, 11/01/49
|
30
|
21,934
|
|
3.98%, 11/01/46
|
50
|
39,200
|
|
4.26%, 11/01/47
|
80
|
65,107
|
|
Northwestern Memorial Healthcare Obligated Group,
Series 2021, 2.63%, 07/15/51
|
10
|
6,072
|
|
Novant Health, Inc.
|
|
|
|
2.64%, 11/01/36
|
65
|
51,716
|
|
3.17%, 11/01/51
|
70
|
45,882
|
|
3.32%, 11/01/61(b)
|
25
|
15,679
|
|
NY Society for Relief of Ruptured & Crippled
Maintaining Hosp Special Surgery, Series 2020,
2.67%, 10/01/50
|
5
|
3,040
|
|
NYU Langone Hospitals
|
|
|
|
4.37%, 07/01/47
|
70
|
59,846
|
|
4.78%, 07/01/44
|
25
|
22,887
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
5.75%, 07/01/43
|
$15
|
$15,130
|
|
Series 2020, 3.38%, 07/01/55(b)
|
40
|
27,008
|
|
OhioHealth Corp.
|
|
|
|
2.83%, 11/15/41
|
10
|
7,271
|
|
Series 2020, 3.04%, 11/15/50
|
50
|
33,274
|
|
Orlando Health Obligated Group
|
|
|
|
3.33%, 10/01/50
|
35
|
24,589
|
|
4.09%, 10/01/48
|
30
|
24,043
|
|
PeaceHealth Obligated Group
|
|
|
|
Series 2018, 4.79%, 11/15/48
|
45
|
39,124
|
|
Series 2020, 3.22%, 11/15/50
|
30
|
19,979
|
|
Piedmont Healthcare, Inc.
|
|
|
|
2.86%, 01/01/52
|
55
|
34,084
|
|
Series 2042, 2.72%, 01/01/42
|
10
|
7,053
|
|
Providence St. Joseph Health Obligated Group
|
|
|
|
Series 21A, 2.70%, 10/01/51
|
60
|
35,129
|
|
Series A, 3.93%, 10/01/48
|
35
|
26,532
|
|
Series I, 3.74%, 10/01/47
|
40
|
29,722
|
|
Quest Diagnostics, Inc., 4.70%, 03/30/45
|
30
|
26,637
|
|
Rady Children's Hospital-San Diego, Series 21A,
3.15%, 08/15/51
|
35
|
23,328
|
|
Roche Holdings, Inc.
|
|
|
|
2.61%, 12/13/51(a)
|
215
|
130,418
|
|
4.00%, 11/28/44(a)
|
105
|
87,861
|
|
7.00%, 03/01/39(a)
|
120
|
140,013
|
|
Seattle Children's Hospital, Series 2021, 2.72%,
10/01/50(b)
|
35
|
21,455
|
|
Sentara Health, 2.93%, 11/01/51
|
20
|
12,674
|
|
Sharp HealthCare, Series 20B, 2.68%, 08/01/50
|
30
|
18,190
|
|
Stanford Health Care
|
|
|
|
3.03%, 08/15/51
|
15
|
9,728
|
|
Series 2018, 3.80%, 11/15/48
|
63
|
48,456
|
|
Sutter Health
|
|
|
|
5.55%, 08/15/53
|
40
|
39,210
|
|
Series 2018, 4.09%, 08/15/48
|
26
|
20,753
|
|
Series 20A, 3.16%, 08/15/40
|
25
|
19,362
|
|
Series 20A, 3.36%, 08/15/50
|
60
|
41,761
|
|
Texas Health Resources
|
|
|
|
2.33%, 11/15/50
|
20
|
11,298
|
|
4.33%, 11/15/55
|
40
|
32,703
|
|
Toledo Hospital(The)
|
|
|
|
5.75%, 11/15/38
|
50
|
49,827
|
|
6.02%, 11/15/48
|
40
|
37,996
|
|
Trinity Health Corp.
|
|
|
|
4.13%, 12/01/45
|
50
|
40,861
|
|
Series 2019, 3.43%, 12/01/48
|
25
|
18,237
|
|
Series 2021, 2.63%, 12/01/40
|
40
|
28,710
|
|
UMass Memorial Health Care Obligated Group,
5.36%, 07/01/52
|
20
|
18,401
|
|
UnitedHealth Group, Inc.
|
|
|
|
2.75%, 05/15/40
|
70
|
51,728
|
|
2.90%, 05/15/50
|
125
|
79,816
|
|
3.05%, 05/15/41
|
170
|
127,962
|
|
3.13%, 05/15/60
|
90
|
54,528
|
|
3.25%, 05/15/51
|
145
|
97,307
|
|
3.50%, 08/15/39
|
130
|
106,754
|
|
3.70%, 08/15/49
|
140
|
102,600
|
|
3.75%, 10/15/47
|
105
|
79,046
|
|
3.88%, 08/15/59
|
120
|
85,552
|
|
3.95%, 10/15/42
|
55
|
45,083
|
|
4.20%, 01/15/47
|
95
|
76,793
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
4.25%, 03/15/43
|
$93
|
$78,737
|
|
4.25%, 04/15/47
|
85
|
69,097
|
|
4.25%, 06/15/48
|
150
|
121,144
|
|
4.38%, 03/15/42
|
50
|
43,475
|
|
4.45%, 12/15/48
|
115
|
95,397
|
|
4.63%, 11/15/41
|
65
|
58,457
|
|
4.75%, 07/15/45
|
157
|
139,295
|
|
4.75%, 05/15/52
|
205
|
176,015
|
|
4.95%, 05/15/62
|
95
|
81,055
|
|
5.05%, 04/15/53
|
205
|
183,048
|
|
5.20%, 04/15/63
|
155
|
137,871
|
|
5.38%, 04/15/54
|
165
|
154,621
|
|
5.50%, 07/15/44
|
135
|
131,971
|
|
5.50%, 04/15/64
|
100
|
93,588
|
|
5.63%, 07/15/54
|
255
|
247,289
|
|
5.70%, 10/15/40
|
45
|
45,857
|
|
5.75%, 07/15/64
|
175
|
169,898
|
|
5.88%, 02/15/53
|
170
|
170,690
|
|
5.95%, 02/15/41
|
30
|
31,122
|
|
5.95%, 06/15/55
|
75
|
76,674
|
|
6.05%, 02/15/63
|
140
|
141,936
|
|
6.50%, 06/15/37
|
50
|
55,142
|
|
6.63%, 11/15/37
|
75
|
83,434
|
|
6.88%, 02/15/38
|
80
|
90,985
|
|
UPMC, 5.38%, 05/15/43
|
30
|
28,527
|
|
West Virginia United Health System Obligated Group,
Series 2020, 3.13%, 06/01/50
|
35
|
22,076
|
|
Willis-Knighton Medical Center
|
|
|
|
Series 2018, 4.81%, 09/01/48
|
29
|
24,949
|
|
Series 2021, 3.07%, 03/01/51
|
40
|
25,027
|
|
Yale-New Haven Health Services Corp., Series 2020,
2.50%, 07/01/50(b)
|
45
|
26,433
|
|
|
|
12,570,814
|
|
Holding Companies - Diversified — 0.2%
|
||
|
Gaci First Investment Co.
|
|
|
|
5.13%, 02/14/53(f)
|
200
|
174,284
|
|
5.38%, 01/29/54(f)
|
200
|
180,092
|
|
JAB Holdings BV
|
|
|
|
3.75%, 05/28/51(a)
|
35
|
24,055
|
|
4.50%, 04/08/52(a)
|
5
|
3,881
|
|
MDGH GMTN RSC Ltd.
|
|
|
|
3.40%, 06/07/51(f)
|
200
|
139,000
|
|
3.70%, 11/07/49(f)
|
200
|
147,214
|
|
3.95%, 05/21/50(f)
|
200
|
153,341
|
|
Temasek Financial I Ltd.
|
|
|
|
2.50%, 10/06/70(a)
|
250
|
134,973
|
|
2.75%, 08/02/61(a)
|
250
|
152,881
|
|
|
|
1,109,721
|
|
Home Builders — 0.0%
|
||
|
Sekisui House U.S., Inc., 6.00%, 01/15/43
|
55
|
50,321
|
|
Home Furnishings — 0.0%
|
||
|
Leggett & Platt, Inc., 3.50%, 11/15/51
|
55
|
34,112
|
|
Whirlpool Corp.
|
|
|
|
4.50%, 06/01/46
|
46
|
28,846
|
|
4.60%, 05/15/50
|
50
|
31,618
|
|
5.15%, 03/01/43
|
25
|
17,080
|
|
|
|
111,656
|
|
Security
|
Par
(000
)
|
Value
|
|
Household Products & Wares — 0.1%
|
||
|
Church & Dwight Co., Inc.
|
|
|
|
3.95%, 08/01/47
|
$40
|
$31,402
|
|
5.00%, 06/15/52
|
50
|
45,637
|
|
Kimberly-Clark Corp.
|
|
|
|
2.88%, 02/07/50
|
30
|
19,496
|
|
3.20%, 07/30/46
|
65
|
45,899
|
|
3.90%, 05/04/47
|
30
|
23,433
|
|
5.30%, 03/01/41
|
30
|
30,252
|
|
6.63%, 08/01/37
|
60
|
68,426
|
|
SC Johnson & Son, Inc.
|
|
|
|
4.75%, 10/15/46(a)
|
40
|
35,007
|
|
4.80%, 09/01/40(a)
|
50
|
46,577
|
|
|
|
346,129
|
|
Housewares — 0.0%
|
||
|
Newell Brands, Inc., 7.50%, 04/01/46
|
62
|
54,048
|
|
Insurance — 2.1%
|
||
|
200 Park Funding Trust, 5.74%, 02/15/55(a)
|
130
|
127,794
|
|
Aflac, Inc.
|
|
|
|
4.00%, 10/15/46
|
65
|
51,173
|
|
4.75%, 01/15/49
|
80
|
69,494
|
|
AIA Group Ltd.
|
|
|
|
3.20%, 09/16/40(a)
|
225
|
173,734
|
|
4.50%, 03/16/46(a)
|
55
|
48,933
|
|
5.40%, 09/30/54(a)
|
35
|
33,328
|
|
Alleghany Corp.
|
|
|
|
3.25%, 08/15/51
|
70
|
46,277
|
|
4.90%, 09/15/44
|
40
|
35,895
|
|
Allstate Corp.(The)
|
|
|
|
3.85%, 08/10/49
|
30
|
22,481
|
|
4.20%, 12/15/46
|
75
|
60,469
|
|
4.50%, 06/15/43
|
60
|
51,767
|
|
6.50%, 05/15/67, (3-mo. SOFR US + 2.38%)(c)
|
35
|
35,713
|
|
American Financial Group, Inc., 4.50%, 06/15/47
|
65
|
53,309
|
|
American International Group, Inc.
|
|
|
|
4.38%, 06/30/50
|
110
|
90,455
|
|
4.50%, 07/16/44
|
85
|
73,747
|
|
4.75%, 04/01/48
|
100
|
87,960
|
|
AmFam Holdings, Inc., 3.83%, 03/11/51(a)
|
37
|
25,447
|
|
Aon Corp., 6.25%, 09/30/40
|
35
|
37,572
|
|
Aon Corp./Aon Global Holdings PLC
|
|
|
|
2.90%, 08/23/51
|
65
|
40,059
|
|
3.90%, 02/28/52
|
95
|
70,200
|
|
Aon Global Ltd.
|
|
|
|
4.60%, 06/14/44
|
45
|
39,004
|
|
4.75%, 05/15/45
|
54
|
47,470
|
|
Aon North America, Inc., 5.75%, 03/01/54
|
185
|
181,085
|
|
Arch Capital Finance LLC, 5.03%, 12/15/46
|
50
|
45,756
|
|
Arch Capital Group Ltd., 3.64%, 06/30/50
|
90
|
65,884
|
|
Arch Capital Group U.S., Inc., 5.14%, 11/01/43
|
55
|
51,677
|
|
Arthur J Gallagher & Co.
|
|
|
|
3.05%, 03/09/52
|
40
|
24,922
|
|
3.50%, 05/20/51
|
90
|
61,994
|
|
5.55%, 02/15/55
|
145
|
136,852
|
|
5.75%, 03/02/53
|
57
|
55,133
|
|
5.75%, 07/15/54
|
55
|
53,263
|
|
6.75%, 02/15/54
|
45
|
49,228
|
|
Assured Guaranty Municipal Holdings, Inc., 6.40%,
12/15/66, (3-mo. CME Term SOFR US +
2.48%)(a)(c)
|
30
|
28,697
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
Assured Guaranty U.S. Holdings, Inc., 3.60%,
09/15/51(b)
|
$45
|
$31,052
|
|
Athene Holding Ltd.
|
|
|
|
3.45%, 05/15/52
|
60
|
37,531
|
|
3.95%, 05/25/51
|
70
|
48,202
|
|
6.25%, 04/01/54
|
85
|
80,033
|
|
6.63%, 05/19/55
|
60
|
59,293
|
|
Beacon Funding Trust, 6.27%, 08/15/54(a)
|
100
|
101,276
|
|
Belrose Funding Trust II, 6.79%, 05/15/55(a)
|
100
|
102,488
|
|
Berkshire Hathaway Finance Corp.
|
|
|
|
2.50%, 01/15/51
|
80
|
47,292
|
|
2.85%, 10/15/50
|
170
|
107,981
|
|
3.85%, 03/15/52
|
260
|
197,755
|
|
4.20%, 08/15/48
|
223
|
183,406
|
|
4.25%, 01/15/49
|
196
|
161,724
|
|
4.30%, 05/15/43
|
50
|
44,036
|
|
4.40%, 05/15/42
|
80
|
71,846
|
|
5.75%, 01/15/40
|
63
|
67,583
|
|
Berkshire Hathaway, Inc., 4.50%, 02/11/43(b)
|
105
|
95,602
|
|
Brighthouse Financial, Inc.
|
|
|
|
3.85%, 12/22/51
|
40
|
24,172
|
|
4.70%, 06/22/47
|
89
|
64,221
|
|
Brown & Brown, Inc.
|
|
|
|
4.95%, 03/17/52
|
65
|
54,609
|
|
6.25%, 06/23/55(b)
|
55
|
55,199
|
|
Chubb INA Holdings LLC
|
|
|
|
2.85%, 12/15/51
|
65
|
40,978
|
|
3.05%, 12/15/61
|
95
|
58,047
|
|
4.15%, 03/13/43
|
45
|
38,199
|
|
4.35%, 11/03/45
|
140
|
120,336
|
|
6.00%, 05/11/37
|
61
|
65,018
|
|
Series 1, 6.50%, 05/15/38
|
70
|
78,117
|
|
Corebridge Financial, Inc.
|
|
|
|
4.35%, 04/05/42
|
55
|
46,220
|
|
4.40%, 04/05/52
|
120
|
96,607
|
|
Empower Finance 2020 LP, 3.08%, 09/17/51(a)
|
65
|
41,497
|
|
Equitable Holdings, Inc., 5.00%, 04/20/48
|
73
|
63,905
|
|
Everest Reinsurance Holdings, Inc.
|
|
|
|
3.13%, 10/15/52
|
90
|
56,083
|
|
3.50%, 10/15/50
|
95
|
64,481
|
|
4.87%, 06/01/44
|
45
|
38,884
|
|
Fairfax Financial Holdings Ltd.
|
|
|
|
6.10%, 03/15/55
|
50
|
49,864
|
|
6.35%, 03/22/54
|
50
|
51,808
|
|
6.50%, 05/20/55
|
10
|
10,519
|
|
Farmers Insurance Exchange
|
|
|
|
4.75%, 11/01/57(a)(c)
|
40
|
34,022
|
|
7.00%, 10/15/64, (10-year CMT + 3.86%)(a)(c)
|
10
|
10,070
|
|
Fidelity National Financial, Inc., 3.20%, 09/17/51
|
55
|
34,410
|
|
Five Corners Funding Trust IV, 6.00%, 02/15/53(a)
|
30
|
30,133
|
|
Global Atlantic Fin Co., 6.75%, 03/15/54(a)
|
15
|
14,575
|
|
Grand River Funding Trust II, 7.28%, 02/15/56(a)
|
5
|
5,237
|
|
Great-West Lifeco Finance 2018 LP, 4.58%,
05/17/48(a)
|
60
|
50,442
|
|
Great-West Lifeco Finance Delaware LP, 4.15%,
06/03/47(a)
|
65
|
51,598
|
|
Guardian Life Insurance Co. of America(The)
|
|
|
|
3.70%, 01/22/70(a)
|
30
|
19,572
|
|
4.85%, 01/24/77(a)
|
55
|
44,730
|
|
4.88%, 06/19/64(a)
|
45
|
37,934
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
Hartford Insurance Group, Inc.
|
|
|
|
2.90%, 09/15/51
|
$25
|
$15,678
|
|
3.60%, 08/19/49
|
85
|
61,530
|
|
4.30%, 04/15/43
|
35
|
29,530
|
|
4.40%, 03/15/48
|
50
|
41,731
|
|
5.95%, 10/15/36
|
30
|
31,732
|
|
6.10%, 10/01/41
|
45
|
47,264
|
|
Jackson Financial, Inc., 4.00%, 11/23/51
|
65
|
44,659
|
|
Liberty Mutual Group, Inc.
|
|
|
|
3.95%, 10/15/50(a)
|
170
|
125,627
|
|
3.95%, 05/15/60(a)
|
70
|
48,401
|
|
4.30%, 02/01/61(a)
|
75
|
47,682
|
|
4.85%, 08/01/44(a)(b)
|
10
|
8,633
|
|
5.50%, 06/15/52(a)
|
110
|
102,810
|
|
7.80%, 03/07/87(a)
|
40
|
44,544
|
|
Lincoln National Corp.
|
|
|
|
4.35%, 03/01/48
|
32
|
24,542
|
|
7.00%, 06/15/40
|
60
|
65,644
|
|
Loews Corp., 4.13%, 05/15/43
|
55
|
45,551
|
|
Manulife Financial Corp., 5.38%, 03/04/46
|
80
|
77,444
|
|
Markel Group, Inc.
|
|
|
|
3.45%, 05/07/52
|
65
|
43,581
|
|
4.15%, 09/17/50
|
51
|
38,807
|
|
4.30%, 11/01/47
|
20
|
15,846
|
|
5.00%, 04/05/46
|
40
|
35,548
|
|
5.00%, 05/20/49
|
60
|
52,406
|
|
6.00%, 05/16/54
|
55
|
54,927
|
|
Marsh & McLennan Companies, Inc.
|
|
|
|
2.90%, 12/15/51
|
40
|
24,858
|
|
4.20%, 03/01/48
|
65
|
52,195
|
|
4.35%, 01/30/47
|
65
|
53,682
|
|
4.75%, 03/15/39
|
45
|
42,396
|
|
4.90%, 03/15/49
|
100
|
88,846
|
|
5.35%, 11/15/44
|
50
|
48,035
|
|
5.40%, 03/15/55
|
155
|
147,228
|
|
5.45%, 03/15/53
|
70
|
66,555
|
|
5.45%, 03/15/54
|
60
|
57,248
|
|
5.70%, 09/15/53
|
55
|
54,385
|
|
6.25%, 11/01/52
|
50
|
52,882
|
|
Massachusetts Mutual Life Insurance Co.
|
|
|
|
3.20%, 12/01/61(a)
|
40
|
24,136
|
|
3.38%, 04/15/50(a)
|
45
|
30,529
|
|
3.73%, 10/15/70(a)
|
76
|
49,086
|
|
4.90%, 04/01/77(a)
|
50
|
39,525
|
|
5.08%, 02/15/69(a)(c)
|
30
|
26,528
|
|
5.67%, 12/01/52(a)
|
90
|
86,945
|
|
MetLife Capital Trust IV, 7.88%, 12/15/67(a)
|
30
|
32,878
|
|
MetLife, Inc.
|
|
|
|
4.05%, 03/01/45
|
100
|
81,994
|
|
4.13%, 08/13/42
|
91
|
76,426
|
|
4.60%, 05/13/46
|
95
|
83,211
|
|
4.72%, 12/15/44
|
40
|
35,327
|
|
4.88%, 11/13/43
|
116
|
106,557
|
|
5.00%, 07/15/52
|
110
|
99,234
|
|
5.25%, 01/15/54(b)
|
115
|
108,180
|
|
5.88%, 02/06/41
|
100
|
103,539
|
|
6.40%, 12/15/66
|
135
|
138,316
|
|
10.75%, 08/01/69
|
31
|
40,006
|
|
Mutual of Omaha Insurance Co., 6.14%, 01/16/64,
(10-year CMT +2.95%)(a)(c)
|
35
|
35,406
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
Nationwide Financial Services, Inc.
|
|
|
|
3.90%, 11/30/49(a)
|
$105
|
$79,465
|
|
5.30%, 11/18/44(a)
|
45
|
40,998
|
|
6.75%, 05/15/87
|
25
|
24,633
|
|
Nationwide Mutual Insurance Co.
|
|
|
|
4.35%, 04/30/50(a)
|
140
|
106,967
|
|
9.38%, 08/15/39(a)
|
75
|
96,693
|
|
New York Life Insurance Co.
|
|
|
|
3.75%, 05/15/50(a)
|
120
|
88,187
|
|
4.45%, 05/15/69(a)
|
100
|
76,729
|
|
6.75%, 11/15/39(a)
|
100
|
111,016
|
|
Northwestern Mutual Life Insurance Co.(The)
|
|
|
|
3.45%, 03/30/51(a)
|
135
|
93,023
|
|
3.63%, 09/30/59(a)
|
135
|
91,232
|
|
3.85%, 09/30/47(a)
|
114
|
86,944
|
|
6.06%, 03/30/40(a)
|
125
|
128,478
|
|
6.17%, 05/29/55(a)
|
4
|
4,145
|
|
Old Republic International Corp., 3.85%, 06/11/51
|
70
|
50,132
|
|
Omnis Funding Trust, 6.72%, 05/15/55(a)
|
100
|
104,297
|
|
OneAmerica Financial Partners, Inc., 4.25%,
10/15/50(a)
|
10
|
7,394
|
|
Pacific Life Insurance Co.
|
|
|
|
4.30%, 10/24/67(a)(c)
|
80
|
63,771
|
|
5.95%, 09/15/55(a)
|
40
|
39,634
|
|
Pacific LifeCorp
|
|
|
|
3.35%, 09/15/50(a)
|
80
|
54,238
|
|
5.13%, 01/30/43(a)
|
50
|
46,422
|
|
5.40%, 09/15/52(a)
|
75
|
70,278
|
|
Penn Mutual Life Insurance Co. (The), 3.80%,
04/29/61(a)(b)
|
55
|
36,198
|
|
Pine Street Trust II, 5.57%, 02/15/49(a)
|
110
|
102,351
|
|
Pine Street Trust III, 6.22%, 05/15/54(a)
|
30
|
30,232
|
|
Principal Financial Group, Inc.
|
|
|
|
4.30%, 11/15/46
|
50
|
41,038
|
|
4.35%, 05/15/43
|
46
|
38,875
|
|
4.63%, 09/15/42
|
30
|
26,379
|
|
5.50%, 03/15/53
|
85
|
81,268
|
|
6.05%, 10/15/36
|
50
|
53,386
|
|
Progressive Corp.(The)
|
|
|
|
3.70%, 03/15/52
|
70
|
51,372
|
|
3.95%, 03/26/50
|
60
|
46,258
|
|
4.13%, 04/15/47
|
87
|
69,989
|
|
4.20%, 03/15/48
|
60
|
48,822
|
|
4.35%, 04/25/44
|
40
|
33,775
|
|
Provident Financing Trust I, 7.41%, 03/15/38
|
20
|
20,816
|
|
Prudential Financial, Inc.
|
|
|
|
3.00%, 03/10/40
|
50
|
38,170
|
|
3.70%, 03/13/51
|
150
|
109,258
|
|
3.91%, 12/07/47
|
90
|
68,732
|
|
3.94%, 12/07/49
|
110
|
83,662
|
|
4.35%, 02/25/50
|
100
|
81,193
|
|
4.42%, 03/27/48
|
45
|
36,937
|
|
4.60%, 05/15/44
|
78
|
67,832
|
|
5.70%, 12/14/36
|
65
|
67,478
|
|
6.63%, 12/01/37
|
35
|
38,856
|
|
6.63%, 06/21/40
|
30
|
33,119
|
|
Securian Financial Group, Inc., 4.80%, 04/15/48(a)
|
55
|
46,806
|
|
Selective Insurance Group, Inc., 5.38%, 03/01/49
|
40
|
36,575
|
|
Symetra Life Insurance Co., 6.55%, 10/01/55(a)
|
15
|
15,352
|
|
Teachers Insurance & Annuity Association of America
|
|
|
|
3.30%, 05/15/50(a)
|
125
|
83,699
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
4.27%, 05/15/47(a)
|
$190
|
$153,094
|
|
4.90%, 09/15/44(a)
|
145
|
129,540
|
|
6.85%, 12/16/39(a)
|
100
|
111,654
|
|
Transatlantic Holdings, Inc., 8.00%, 11/30/39
|
35
|
42,474
|
|
Travelers Companies, Inc.(The)
|
|
|
|
2.55%, 04/27/50
|
50
|
29,869
|
|
3.05%, 06/08/51
|
50
|
32,724
|
|
3.75%, 05/15/46
|
45
|
34,814
|
|
4.00%, 05/30/47
|
85
|
67,566
|
|
4.05%, 03/07/48
|
65
|
51,955
|
|
4.10%, 03/04/49
|
60
|
47,945
|
|
4.30%, 08/25/45
|
35
|
29,293
|
|
4.60%, 08/01/43
|
40
|
35,613
|
|
5.35%, 11/01/40
|
100
|
99,350
|
|
5.45%, 05/25/53
|
85
|
82,487
|
|
5.70%, 07/24/55
|
35
|
35,390
|
|
6.25%, 06/15/37
|
65
|
70,937
|
|
6.75%, 06/20/36
|
30
|
33,875
|
|
Unum Group
|
|
|
|
4.05%, 08/15/41(a)
|
65
|
52,625
|
|
4.13%, 06/15/51
|
30
|
22,500
|
|
4.50%, 12/15/49
|
50
|
40,306
|
|
5.75%, 08/15/42
|
60
|
59,430
|
|
6.00%, 06/15/54
|
25
|
24,714
|
|
W.R. Berkley Corp.
|
|
|
|
3.15%, 09/30/61
|
45
|
26,918
|
|
3.55%, 03/30/52
|
25
|
17,392
|
|
4.00%, 05/12/50
|
50
|
38,256
|
|
4.75%, 08/01/44
|
45
|
40,143
|
|
Western & Southern Life Insurance Co.(The)
|
|
|
|
3.75%, 04/28/61(a)
|
50
|
33,280
|
|
5.15%, 01/15/49(a)
|
55
|
48,924
|
|
Willis North America, Inc.
|
|
|
|
3.88%, 09/15/49
|
55
|
40,987
|
|
5.05%, 09/15/48
|
40
|
35,339
|
|
5.90%, 03/05/54
|
75
|
74,392
|
|
Wynnton Funding Trust II, 5.99%, 08/15/55(a)
|
110
|
109,573
|
|
XL Group Ltd., 5.25%, 12/15/43
|
40
|
37,220
|
|
|
|
12,699,292
|
|
Internet — 1.8%
|
||
|
Alibaba Group Holding Ltd.
|
|
|
|
2.70%, 02/09/41
|
200
|
149,553
|
|
3.15%, 02/09/51
|
210
|
143,678
|
|
3.25%, 02/09/61
|
5
|
3,239
|
|
4.00%, 12/06/37
|
75
|
68,548
|
|
4.20%, 12/06/47
|
225
|
187,449
|
|
4.40%, 12/06/57
|
75
|
62,129
|
|
5.63%, 11/26/54
|
10
|
10,099
|
|
Alphabet, Inc.
|
|
|
|
1.90%, 08/15/40
|
135
|
89,842
|
|
2.05%, 08/15/50
|
275
|
147,606
|
|
2.25%, 08/15/60(b)
|
145
|
73,229
|
|
5.25%, 05/15/55
|
90
|
84,847
|
|
5.30%, 05/15/65
|
80
|
74,041
|
|
5.35%, 11/15/45
|
165
|
160,960
|
|
5.45%, 11/15/55
|
545
|
525,858
|
|
5.50%, 02/15/46
|
210
|
207,825
|
|
5.65%, 02/15/56
|
140
|
138,956
|
|
5.70%, 11/15/75
|
310
|
302,237
|
|
5.75%, 02/15/66
|
150
|
148,806
|
|
Security
|
Par
(000
)
|
Value
|
|
Internet (continued)
|
||
|
Amazon.com, Inc.
|
|
|
|
2.50%, 06/03/50
|
$265
|
$155,773
|
|
2.70%, 06/03/60
|
203
|
112,324
|
|
2.88%, 05/12/41
|
205
|
152,677
|
|
3.10%, 05/12/51
|
310
|
203,647
|
|
3.25%, 05/12/61
|
180
|
112,270
|
|
3.88%, 08/22/37
|
245
|
220,790
|
|
3.95%, 04/13/52
|
250
|
192,561
|
|
4.05%, 08/22/47
|
287
|
230,396
|
|
4.10%, 04/13/62
|
105
|
78,362
|
|
4.25%, 08/22/57
|
225
|
176,687
|
|
4.95%, 12/05/44
|
160
|
150,530
|
|
5.45%, 11/20/55
|
260
|
248,220
|
|
5.55%, 11/20/65
|
365
|
345,893
|
|
5.65%, 03/13/46
|
250
|
249,471
|
|
5.80%, 03/13/56
|
430
|
430,084
|
|
5.95%, 03/13/66
|
135
|
135,979
|
|
6.05%, 03/13/76
|
250
|
251,998
|
|
AppLovin Corp., 5.95%, 12/01/54
|
5
|
4,787
|
|
eBay, Inc.
|
|
|
|
3.65%, 05/10/51
|
90
|
65,540
|
|
4.00%, 07/15/42
|
75
|
60,248
|
|
Meta Platforms, Inc.
|
|
|
|
4.45%, 08/15/52
|
285
|
223,009
|
|
4.65%, 08/15/62
|
160
|
123,396
|
|
5.40%, 08/15/54
|
320
|
286,123
|
|
5.50%, 11/15/45
|
430
|
403,317
|
|
5.55%, 08/15/64
|
275
|
244,584
|
|
5.60%, 05/15/53
|
265
|
245,343
|
|
5.63%, 11/15/55
|
595
|
548,083
|
|
5.75%, 05/15/63
|
190
|
174,262
|
|
5.75%, 11/15/65
|
460
|
420,844
|
|
6.20%, 05/15/46
|
350
|
353,581
|
|
6.30%, 05/15/56
|
450
|
453,640
|
|
6.45%, 05/15/66
|
250
|
251,553
|
|
Netflix, Inc., 5.40%, 08/15/54
|
15
|
14,566
|
|
Prosus NV
|
|
|
|
3.83%, 02/08/51(f)
|
200
|
134,101
|
|
4.03%, 08/03/50(f)
|
200
|
140,523
|
|
Tencent Holdings Ltd.
|
|
|
|
3.24%, 06/03/50(f)
|
200
|
140,598
|
|
3.84%, 04/22/51(f)
|
200
|
155,732
|
|
3.93%, 01/19/38(f)
|
200
|
182,063
|
|
Uber Technologies, Inc., 5.35%, 09/15/54
|
125
|
116,426
|
|
|
|
10,768,883
|
|
Iron & Steel — 0.1%
|
||
|
ArcelorMittal SA
|
|
|
|
6.35%, 06/17/54(b)
|
30
|
31,382
|
|
6.75%, 03/01/41
|
45
|
48,962
|
|
7.00%, 10/15/39
|
65
|
72,392
|
|
Cleveland-Cliffs, Inc., 6.25%, 10/01/40
|
25
|
20,448
|
|
Nucor Corp.
|
|
|
|
2.98%, 12/15/55
|
84
|
52,235
|
|
3.85%, 04/01/52
|
90
|
68,345
|
|
6.40%, 12/01/37
|
70
|
77,750
|
|
Steel Dynamics, Inc.
|
|
|
|
3.25%, 10/15/50
|
55
|
36,587
|
|
5.75%, 05/15/55
|
40
|
39,564
|
|
U.S. Steel Corp., 6.65%, 06/01/37
|
30
|
30,635
|
|
Vale Overseas Ltd.
|
|
|
|
6.40%, 06/28/54
|
115
|
117,773
|
|
Security
|
Par
(000
)
|
Value
|
|
Iron & Steel (continued)
|
||
|
6.88%, 11/21/36(b)
|
$80
|
$89,529
|
|
6.88%, 11/10/39
|
65
|
72,539
|
|
Vale SA, 5.63%, 09/11/42
|
110
|
108,840
|
|
|
|
866,981
|
|
Leisure Time — 0.0%
|
||
|
Harley-Davidson, Inc., 4.63%, 07/28/45
|
20
|
15,944
|
|
Royal Caribbean Cruises Ltd., 5.25%, 02/27/38
|
90
|
87,159
|
|
|
|
103,103
|
|
Lodging — 0.0%
|
||
|
Marriott International, Inc., 5.50%, 04/15/37
|
100
|
101,030
|
|
Marriott International, Inc./MD, 5.10%, 05/01/38
|
55
|
53,112
|
|
|
|
154,142
|
|
Machinery — 0.2%
|
||
|
Caterpillar, Inc.
|
|
|
|
3.25%, 09/19/49
|
70
|
49,251
|
|
3.25%, 04/09/50
|
55
|
38,589
|
|
3.80%, 08/15/42
|
130
|
108,109
|
|
4.30%, 05/15/44
|
100
|
86,530
|
|
4.75%, 05/15/64
|
30
|
26,248
|
|
5.20%, 05/27/41
|
126
|
126,041
|
|
6.05%, 08/15/36
|
65
|
70,977
|
|
Deere & Co.
|
|
|
|
2.88%, 09/07/49
|
55
|
36,195
|
|
3.75%, 04/15/50
|
70
|
53,714
|
|
3.90%, 06/09/42
|
124
|
105,163
|
|
5.70%, 01/19/55
|
65
|
66,704
|
|
Dover Corp., 5.38%, 03/01/41
|
50
|
49,799
|
|
GE Vernova, Inc., 5.50%, 02/04/56
|
35
|
33,913
|
|
Ingersoll Rand, Inc., 5.70%, 06/15/54
|
30
|
29,649
|
|
Otis Worldwide Corp.
|
|
|
|
3.11%, 02/15/40
|
85
|
65,368
|
|
3.36%, 02/15/50
|
60
|
41,501
|
|
Rockwell Automation, Inc.
|
|
|
|
2.80%, 08/15/61
|
25
|
14,171
|
|
4.20%, 03/01/49
|
65
|
52,916
|
|
Vertiv Holdings Co.
|
|
|
|
5.65%, 03/15/46
|
35
|
34,092
|
|
5.95%, 03/15/66
|
35
|
34,496
|
|
Xylem, Inc./New York, 4.38%, 11/01/46
|
35
|
29,255
|
|
|
|
1,152,681
|
|
Manufacturing — 0.2%
|
||
|
3M Co.
|
|
|
|
3.13%, 09/19/46
|
50
|
34,362
|
|
3.25%, 08/26/49
|
90
|
61,851
|
|
3.63%, 10/15/47
|
55
|
40,670
|
|
3.70%, 04/15/50
|
40
|
29,545
|
|
3.88%, 06/15/44
|
40
|
32,050
|
|
4.00%, 09/14/48
|
115
|
90,454
|
|
5.70%, 03/15/37
|
27
|
28,135
|
|
Eaton Corp.
|
|
|
|
3.92%, 09/15/47
|
95
|
75,496
|
|
4.15%, 11/02/42
|
115
|
99,142
|
|
4.70%, 08/23/52
|
90
|
80,182
|
|
Illinois Tool Works, Inc.
|
|
|
|
3.90%, 09/01/42
|
115
|
96,336
|
|
4.88%, 09/15/41
|
66
|
62,717
|
|
Parker-Hannifin Corp.
|
|
|
|
4.00%, 06/14/49
|
80
|
63,579
|
|
4.10%, 03/01/47
|
55
|
44,817
|
|
4.45%, 11/21/44
|
55
|
48,121
|
|
Security
|
Par
(000
)
|
Value
|
|
Manufacturing (continued)
|
||
|
6.25%, 05/15/38
|
$40
|
$43,801
|
|
Siemens Financieringsmaatschappij NV
|
|
|
|
2.88%, 03/11/41(a)
|
250
|
186,982
|
|
3.30%, 09/15/46(a)
|
15
|
10,894
|
|
4.20%, 03/16/47(a)
|
255
|
213,443
|
|
4.40%, 05/27/45(a)
|
60
|
52,062
|
|
Siemens Funding BV, 5.90%, 05/28/65(a)
|
15
|
15,422
|
|
|
|
1,410,061
|
|
Media — 1.5%
|
||
|
Charter Communications Operating LLC/Charter
Communications Operating Capital
|
|
|
|
3.50%, 06/01/41
|
170
|
118,586
|
|
3.50%, 03/01/42
|
75
|
51,520
|
|
3.70%, 04/01/51
|
150
|
92,396
|
|
3.85%, 04/01/61
|
170
|
98,532
|
|
3.90%, 06/01/52
|
225
|
142,641
|
|
3.95%, 06/30/62
|
140
|
82,078
|
|
4.40%, 12/01/61
|
145
|
92,883
|
|
4.80%, 03/01/50
|
270
|
200,329
|
|
5.13%, 07/01/49
|
135
|
103,892
|
|
5.25%, 04/01/53(b)
|
150
|
116,743
|
|
5.38%, 04/01/38
|
65
|
57,986
|
|
5.38%, 05/01/47
|
245
|
197,538
|
|
5.50%, 04/01/63
|
105
|
80,509
|
|
5.75%, 04/01/48
|
233
|
195,935
|
|
6.48%, 10/23/45
|
326
|
300,759
|
|
6.70%, 12/01/55
|
65
|
61,601
|
|
6.83%, 10/23/55
|
45
|
42,327
|
|
Comcast Corp.
|
|
|
|
2.45%, 08/15/52
|
155
|
80,957
|
|
2.65%, 08/15/62
|
135
|
66,811
|
|
2.80%, 01/15/51
|
190
|
109,449
|
|
2.89%, 11/01/51
|
490
|
286,254
|
|
2.94%, 11/01/56
|
555
|
311,210
|
|
2.99%, 11/01/63
|
299
|
160,293
|
|
3.20%, 07/15/36
|
95
|
79,908
|
|
3.25%, 11/01/39
|
126
|
97,319
|
|
3.40%, 07/15/46
|
160
|
110,315
|
|
3.45%, 02/01/50
|
200
|
132,388
|
|
3.75%, 04/01/40
|
175
|
142,175
|
|
3.90%, 03/01/38
|
110
|
94,650
|
|
3.97%, 11/01/47
|
212
|
157,256
|
|
4.00%, 08/15/47
|
85
|
63,289
|
|
4.00%, 03/01/48
|
90
|
66,573
|
|
4.00%, 11/01/49
|
201
|
146,618
|
|
4.05%, 11/01/52
|
95
|
68,400
|
|
4.60%, 10/15/38
|
99
|
90,500
|
|
4.60%, 08/15/45
|
105
|
87,937
|
|
4.65%, 07/15/42
|
90
|
77,939
|
|
4.70%, 10/15/48
|
145
|
119,373
|
|
4.75%, 03/01/44
|
55
|
47,589
|
|
4.95%, 10/15/58
|
105
|
86,010
|
|
5.35%, 05/15/53
|
140
|
123,659
|
|
5.50%, 05/15/64
|
140
|
123,830
|
|
5.65%, 06/01/54
|
130
|
119,733
|
|
6.05%, 05/15/55(b)
|
70
|
69,077
|
|
6.45%, 03/15/37
|
70
|
75,982
|
|
6.55%, 07/01/39
|
40
|
43,307
|
|
6.95%, 08/15/37
|
30
|
33,657
|
|
Cox Communications, Inc.
|
|
|
|
2.95%, 10/01/50(a)
|
75
|
39,982
|
|
Security
|
Par
(000
)
|
Value
|
|
Media (continued)
|
||
|
3.60%, 06/15/51(a)
|
$70
|
$42,106
|
|
4.50%, 06/30/43(a)
|
41
|
31,066
|
|
4.60%, 08/15/47(a)
|
35
|
25,308
|
|
4.70%, 12/15/42(a)
|
25
|
19,512
|
|
5.80%, 12/15/53(a)
|
75
|
62,958
|
|
5.95%, 09/01/54(a)
|
75
|
64,315
|
|
8.38%, 03/01/39(a)
|
40
|
45,039
|
|
Discovery Communications LLC, 6.35%, 06/01/40
|
105
|
93,402
|
|
Fox Corp.
|
|
|
|
5.48%, 01/25/39
|
130
|
127,782
|
|
5.58%, 01/25/49
|
65
|
61,245
|
|
Grupo Televisa SAB
|
|
|
|
5.00%, 05/13/45
|
50
|
33,759
|
|
5.25%, 05/24/49
|
45
|
30,169
|
|
6.13%, 01/31/46
|
65
|
50,081
|
|
6.63%, 01/15/40
|
94
|
81,891
|
|
NBCUniversal Media LLC
|
|
|
|
4.45%, 01/15/43
|
70
|
58,473
|
|
5.95%, 04/01/41
|
65
|
66,149
|
|
6.40%, 04/30/40
|
10
|
10,686
|
|
Paramount Global
|
|
|
|
4.38%, 03/15/43
|
135
|
85,928
|
|
4.60%, 01/15/45
|
55
|
34,700
|
|
4.85%, 07/01/42
|
49
|
33,033
|
|
4.90%, 08/15/44
|
55
|
35,838
|
|
4.95%, 05/19/50
|
95
|
60,917
|
|
5.25%, 04/01/44
|
30
|
20,207
|
|
5.85%, 09/01/43
|
110
|
81,052
|
|
5.90%, 10/15/40
|
25
|
19,169
|
|
Time Warner Cable LLC
|
|
|
|
4.50%, 09/15/42
|
119
|
89,897
|
|
5.50%, 09/01/41
|
80
|
69,045
|
|
5.88%, 11/15/40
|
115
|
103,544
|
|
6.55%, 05/01/37
|
140
|
139,790
|
|
6.75%, 06/15/39
|
140
|
138,777
|
|
7.30%, 07/01/38
|
140
|
145,750
|
|
TWDC Enterprises 18 Corp.
|
|
|
|
3.00%, 07/30/46
|
70
|
48,048
|
|
3.70%, 12/01/42
|
70
|
55,584
|
|
4.13%, 06/01/44
|
96
|
79,461
|
|
4.38%, 08/16/41
|
50
|
44,294
|
|
Series E, 4.13%, 12/01/41
|
80
|
68,579
|
|
Walt Disney Co.(The)
|
|
|
|
2.75%, 09/01/49
|
135
|
84,325
|
|
3.50%, 05/13/40
|
170
|
139,535
|
|
3.60%, 01/13/51
|
290
|
212,233
|
|
3.80%, 05/13/60
|
10
|
7,230
|
|
4.63%, 03/23/40
|
50
|
46,792
|
|
4.70%, 03/23/50
|
180
|
158,461
|
|
4.75%, 09/15/44
|
70
|
62,862
|
|
4.75%, 11/15/46
|
45
|
39,810
|
|
4.95%, 10/15/45
|
65
|
59,552
|
|
5.40%, 10/01/43
|
75
|
73,707
|
|
6.15%, 03/01/37
|
31
|
33,713
|
|
6.15%, 02/15/41
|
50
|
53,612
|
|
6.65%, 11/15/37
|
125
|
140,772
|
|
7.75%, 12/01/45
|
35
|
43,564
|
|
|
|
8,762,417
|
|
Security
|
Par
(000
)
|
Value
|
|
Metal Fabricate & Hardware — 0.0%
|
||
|
Precision Castparts Corp.
|
|
|
|
3.90%, 01/15/43
|
$55
|
$45,428
|
|
4.38%, 06/15/45
|
40
|
34,248
|
|
Valmont Industries, Inc.
|
|
|
|
5.00%, 10/01/44
|
55
|
49,908
|
|
5.25%, 10/01/54
|
30
|
27,695
|
|
|
|
157,279
|
|
Mining — 0.6%
|
||
|
Anglo American Capital PLC, 4.75%, 03/16/52(f)
|
200
|
168,696
|
|
AngloGold Ashanti Holdings PLC, 6.50%, 04/15/40
|
30
|
31,413
|
|
Barrick International Barbados Corp., 6.35%,
10/15/36(a)
|
10
|
10,821
|
|
Barrick Mining Corp., 5.25%, 04/01/42
|
5
|
4,902
|
|
Barrick North America Finance LLC
|
|
|
|
5.70%, 05/30/41
|
94
|
95,540
|
|
5.75%, 05/01/43
|
84
|
85,061
|
|
Barrick PD Australia Finance Pty. Ltd., 5.95%,
10/15/39
|
95
|
99,301
|
|
BHP Billiton Finance USA Ltd.
|
|
|
|
4.13%, 02/24/42
|
120
|
103,336
|
|
5.00%, 09/30/43
|
245
|
230,806
|
|
5.50%, 09/08/53(b)
|
75
|
73,774
|
|
5.75%, 09/05/55
|
55
|
55,847
|
|
Corp. Nacional del Cobre de Chile
|
|
|
|
3.70%, 01/30/50(f)
|
200
|
137,745
|
|
4.38%, 02/05/49(f)
|
200
|
154,938
|
|
4.50%, 08/01/47(f)
|
200
|
160,079
|
|
5.63%, 10/18/43(f)
|
200
|
189,100
|
|
6.30%, 09/08/53(f)
|
200
|
201,747
|
|
6.78%, 01/13/55(f)
|
200
|
211,047
|
|
Freeport-McMoRan, Inc., 5.45%, 03/15/43
|
170
|
164,934
|
|
Glencore Finance Canada Ltd.
|
|
|
|
5.55%, 10/25/42(a)
|
55
|
53,740
|
|
6.00%, 11/15/41(a)
|
40
|
40,889
|
|
6.90%, 11/15/37(a)
|
49
|
54,321
|
|
Glencore Funding LLC
|
|
|
|
3.38%, 09/23/51(a)
|
55
|
36,787
|
|
3.88%, 04/27/51(a)
|
45
|
33,242
|
|
5.89%, 04/04/54(a)(b)
|
35
|
34,847
|
|
6.14%, 04/01/55(a)
|
55
|
56,607
|
|
Industrias Penoles SAB de CV, 4.75%, 08/06/50(f)
|
200
|
164,680
|
|
Newmont Corp.
|
|
|
|
4.88%, 03/15/42
|
67
|
63,034
|
|
5.45%, 06/09/44
|
45
|
43,729
|
|
Newmont Corp./Newcrest Finance Pty. Ltd., 4.20%,
05/13/50
|
45
|
36,064
|
|
Rio Tinto Finance USA Ltd.
|
|
|
|
2.75%, 11/02/51
|
136
|
83,524
|
|
5.20%, 11/02/40
|
105
|
103,319
|
|
Rio Tinto Finance USA PLC
|
|
|
|
4.13%, 08/21/42
|
70
|
59,584
|
|
4.75%, 03/22/42
|
55
|
50,690
|
|
5.13%, 03/09/53
|
120
|
111,044
|
|
5.75%, 03/14/55
|
175
|
176,810
|
|
5.88%, 03/14/65
|
50
|
51,136
|
|
Southern Copper Corp.
|
|
|
|
5.25%, 11/08/42
|
120
|
114,130
|
|
5.88%, 04/23/45
|
120
|
120,817
|
|
6.75%, 04/16/40
|
100
|
110,629
|
|
|
|
3,778,710
|
|
Security
|
Par
(000
)
|
Value
|
|
Office & Business Equipment — 0.0%
|
||
|
Xerox Corp., 6.75%, 12/15/39
|
$35
|
$12,288
|
|
Oil & Gas — 3.0%
|
||
|
Adnoc Murban Rsc Ltd., 5.13%, 09/11/54(f)
|
200
|
179,167
|
|
Aker BP ASA, 5.80%, 10/01/54(a)
|
5
|
4,709
|
|
APA Corp.
|
|
|
|
5.10%, 09/01/40
|
35
|
32,248
|
|
5.35%, 07/01/49
|
35
|
30,763
|
|
6.75%, 02/15/55
|
45
|
47,276
|
|
BP Capital Markets America, Inc.
|
|
|
|
2.77%, 11/10/50
|
135
|
83,366
|
|
2.94%, 06/04/51
|
205
|
130,314
|
|
3.00%, 02/24/50
|
195
|
127,392
|
|
3.00%, 03/17/52
|
120
|
76,684
|
|
3.06%, 06/17/41
|
140
|
105,929
|
|
3.38%, 02/08/61
|
145
|
94,002
|
|
Burlington Resources LLC, 5.95%, 10/15/36
|
40
|
42,727
|
|
Canadian Natural Resources Ltd.
|
|
|
|
4.95%, 06/01/47
|
75
|
66,832
|
|
6.25%, 03/15/38
|
100
|
106,238
|
|
6.50%, 02/15/37
|
40
|
43,230
|
|
6.75%, 02/01/39
|
40
|
43,864
|
|
Cenovus Energy, Inc.
|
|
|
|
3.75%, 02/15/52
|
80
|
57,679
|
|
5.25%, 06/15/37
|
32
|
31,143
|
|
5.40%, 06/15/47
|
57
|
52,719
|
|
6.75%, 11/15/39
|
53
|
58,501
|
|
Chevron Corp., 3.08%, 05/11/50
|
110
|
73,918
|
|
Chevron USA, Inc.
|
|
|
|
2.34%, 08/12/50
|
50
|
28,754
|
|
5.25%, 11/15/43
|
53
|
52,732
|
|
6.00%, 03/01/41
|
45
|
48,592
|
|
CNOOC Finance 2014 ULC, 4.88%, 04/30/44
|
400
|
390,878
|
|
CNOOC Petroleum North America ULC, 6.40%,
05/15/37
|
40
|
45,820
|
|
ConocoPhillips
|
|
|
|
4.88%, 10/01/47
|
35
|
31,052
|
|
5.90%, 05/15/38
|
20
|
21,188
|
|
ConocoPhillips Co.
|
|
|
|
3.76%, 03/15/42
|
85
|
69,123
|
|
3.80%, 03/15/52
|
90
|
66,233
|
|
4.03%, 03/15/62
|
130
|
95,053
|
|
4.30%, 11/15/44
|
85
|
71,732
|
|
5.30%, 05/15/53
|
65
|
60,725
|
|
5.50%, 01/15/55
|
135
|
129,659
|
|
5.55%, 03/15/54
|
95
|
92,045
|
|
5.65%, 01/15/65
|
65
|
62,800
|
|
5.70%, 09/15/63
|
55
|
53,516
|
|
5.95%, 03/15/46
|
45
|
46,122
|
|
6.50%, 02/01/39
|
155
|
171,604
|
|
Continental Resources, Inc./OK, 4.90%, 06/01/44
|
70
|
57,551
|
|
Coterra Energy, Inc., 5.90%, 02/15/55
|
75
|
73,810
|
|
Devon Energy Corp.
|
|
|
|
4.75%, 05/15/42
|
44
|
39,366
|
|
5.00%, 06/15/45
|
70
|
62,907
|
|
5.60%, 07/15/41
|
125
|
123,566
|
|
5.75%, 09/15/54
|
105
|
101,423
|
|
Diamondback Energy, Inc.
|
|
|
|
5.75%, 04/18/54
|
145
|
142,518
|
|
5.90%, 04/18/64
|
70
|
69,365
|
|
6.25%, 03/15/53
|
75
|
77,913
|
|
Security
|
Par
(000
)
|
Value
|
|
Oil & Gas (continued)
|
||
|
Ecopetrol SA
|
|
|
|
5.88%, 05/28/45
|
$200
|
$150,382
|
|
5.88%, 11/02/51
|
70
|
50,969
|
|
7.38%, 09/18/43
|
90
|
82,405
|
|
Eni SpA, 5.70%, 10/01/40(a)
|
40
|
39,320
|
|
EOG Resources, Inc.
|
|
|
|
4.95%, 04/15/50
|
95
|
84,951
|
|
5.65%, 12/01/54(b)
|
80
|
78,674
|
|
5.95%, 07/15/55
|
70
|
71,632
|
|
Equinor ASA
|
|
|
|
3.25%, 11/18/49
|
90
|
62,578
|
|
3.63%, 04/06/40
|
65
|
54,356
|
|
3.70%, 04/06/50
|
100
|
75,224
|
|
3.95%, 05/15/43
|
102
|
84,412
|
|
4.25%, 11/23/41
|
70
|
61,035
|
|
4.80%, 11/08/43
|
50
|
46,120
|
|
5.10%, 08/17/40
|
50
|
48,987
|
|
Exxon Mobil Corp.
|
|
|
|
3.00%, 08/16/39
|
75
|
59,608
|
|
3.10%, 08/16/49
|
120
|
81,392
|
|
3.45%, 04/15/51
|
275
|
197,166
|
|
3.57%, 03/06/45
|
130
|
101,011
|
|
4.11%, 03/01/46
|
225
|
187,552
|
|
4.23%, 03/19/40
|
195
|
176,579
|
|
4.33%, 03/19/50
|
275
|
230,140
|
|
Hess Corp.
|
|
|
|
5.60%, 02/15/41
|
110
|
112,418
|
|
5.80%, 04/01/47
|
55
|
56,088
|
|
6.00%, 01/15/40
|
75
|
79,325
|
|
KazMunayGas National Co. JSC, 6.38%, 10/24/48(f)
|
200
|
201,100
|
|
Marathon Petroleum Corp.
|
|
|
|
4.50%, 04/01/48
|
55
|
44,386
|
|
4.75%, 09/15/44
|
80
|
69,712
|
|
5.00%, 09/15/54(b)
|
35
|
29,887
|
|
6.50%, 03/01/41
|
120
|
129,013
|
|
Motiva Enterprises LLC, 6.85%, 01/15/40(a)
|
120
|
130,103
|
|
Murphy Oil Corp., 5.88%, 12/01/42
|
35
|
30,726
|
|
Occidental Petroleum Corp.
|
|
|
|
4.20%, 03/15/48
|
45
|
35,354
|
|
4.40%, 04/15/46
|
55
|
45,368
|
|
6.05%, 10/01/54
|
95
|
96,068
|
|
6.20%, 03/15/40
|
44
|
46,196
|
|
6.45%, 09/15/36
|
160
|
173,881
|
|
6.60%, 03/15/46
|
80
|
85,695
|
|
7.95%, 06/15/39
|
40
|
47,970
|
|
Ovintiv, Inc.
|
|
|
|
6.50%, 02/01/38
|
40
|
42,428
|
|
6.63%, 08/15/37
|
45
|
48,257
|
|
7.10%, 07/15/53
|
45
|
49,928
|
|
Pertamina Persero PT
|
|
|
|
4.18%, 01/21/50(f)
|
200
|
154,068
|
|
5.63%, 05/20/43(f)
|
200
|
189,346
|
|
6.00%, 05/03/42(f)
|
200
|
197,096
|
|
6.45%, 05/30/44(f)
|
200
|
205,887
|
|
Petrobras Global Finance BV
|
|
|
|
5.50%, 06/10/51
|
50
|
40,966
|
|
6.75%, 01/27/41
|
60
|
59,477
|
|
6.85%, 06/05/2115(b)
|
150
|
141,692
|
|
6.88%, 01/20/40(b)
|
90
|
91,405
|
|
7.25%, 03/17/44
|
60
|
62,324
|
|
Petroleos del Peru SA, 5.63%, 06/19/47(f)
|
200
|
146,154
|
|
Security
|
Par
(000
)
|
Value
|
|
Oil & Gas (continued)
|
||
|
Petroleos Mexicanos
|
|
|
|
5.50%, 06/27/44(b)
|
$120
|
$94,144
|
|
5.63%, 01/23/46
|
10
|
7,815
|
|
6.35%, 02/12/48
|
150
|
121,499
|
|
6.38%, 01/23/45
|
150
|
125,231
|
|
6.50%, 06/02/41
|
100
|
89,171
|
|
6.75%, 09/21/47
|
500
|
420,013
|
|
6.95%, 01/28/60
|
400
|
331,842
|
|
7.69%, 01/23/50
|
750
|
687,148
|
|
Petronas Capital Ltd.
|
|
|
|
3.40%, 04/28/61(f)
|
200
|
135,573
|
|
4.50%, 03/18/45(f)
|
200
|
178,622
|
|
4.55%, 04/21/50(f)
|
300
|
263,327
|
|
5.85%, 04/03/55(f)
|
200
|
209,953
|
|
Phillips 66
|
|
|
|
3.30%, 03/15/52
|
75
|
49,288
|
|
4.88%, 11/15/44
|
185
|
164,294
|
|
5.88%, 05/01/42
|
135
|
135,959
|
|
Phillips 66 Co.
|
|
|
|
4.68%, 02/15/45
|
35
|
29,967
|
|
4.90%, 10/01/46
|
80
|
70,043
|
|
5.50%, 03/15/55
|
40
|
37,177
|
|
5.65%, 06/15/54
|
60
|
56,744
|
|
PTTEP Treasury Center Co. Ltd., 3.90%, 12/06/59(f)
|
200
|
149,626
|
|
Qatar Energy
|
|
|
|
3.13%, 07/12/41(f)
|
400
|
299,961
|
|
3.30%, 07/12/51(f)
|
400
|
269,051
|
|
Raizen Fuels Finance SA, 6.95%, 02/25/37(f)(g)(h)
|
200
|
114,413
|
|
Reliance Industries Ltd., 3.63%, 01/12/52(f)
|
250
|
179,076
|
|
Saudi Arabian Oil Co.
|
|
|
|
3.25%, 11/24/50(f)
|
400
|
261,421
|
|
3.50%, 11/24/70(f)
|
200
|
124,191
|
|
4.25%, 04/16/39(f)
|
200
|
176,825
|
|
4.38%, 04/16/49(f)
|
200
|
161,579
|
|
5.75%, 07/17/54(f)
|
200
|
189,632
|
|
5.88%, 07/17/64(f)
|
200
|
188,665
|
|
6.38%, 06/02/55(f)
|
200
|
203,841
|
|
Shell Finance U.S., Inc.
|
|
|
|
3.00%, 11/26/51(a)
|
105
|
68,076
|
|
3.13%, 11/07/49(a)
|
110
|
73,923
|
|
3.25%, 04/06/50
|
195
|
135,208
|
|
3.75%, 09/12/46
|
125
|
96,564
|
|
4.00%, 05/10/46
|
200
|
160,229
|
|
4.38%, 05/11/45
|
205
|
175,339
|
|
4.55%, 08/12/43
|
55
|
48,747
|
|
5.13%, 10/15/41(a)
|
25
|
23,994
|
|
5.50%, 03/25/40(a)
|
80
|
80,889
|
|
6.38%, 12/15/38(a)
|
175
|
192,193
|
|
Shell International Finance BV
|
|
|
|
2.88%, 11/26/41
|
70
|
51,195
|
|
3.63%, 08/21/42
|
60
|
47,525
|
|
4.00%, 05/10/46
|
45
|
36,070
|
|
4.38%, 05/11/45
|
40
|
34,055
|
|
Sinopec Group Overseas Development 2015 Ltd.,
4.10%, 04/28/45(f)
|
200
|
175,433
|
|
Sinopec Group Overseas Development 2017 Ltd.,
4.25%, 04/12/47(f)
|
300
|
266,628
|
|
Sinopec Group Overseas Development 2018 Ltd.,
3.10%, 01/08/51(f)
|
200
|
143,802
|
|
Suncor Energy, Inc.
|
|
|
|
3.75%, 03/04/51
|
75
|
54,018
|
|
Security
|
Par
(000
)
|
Value
|
|
Oil & Gas (continued)
|
||
|
4.00%, 11/15/47
|
$79
|
$60,528
|
|
6.80%, 05/15/38
|
66
|
72,736
|
|
6.85%, 06/01/39
|
75
|
83,443
|
|
TotalEnergies Capital International SA
|
|
|
|
2.99%, 06/29/41
|
97
|
72,665
|
|
3.13%, 05/29/50
|
261
|
175,540
|
|
3.39%, 06/29/60
|
70
|
45,674
|
|
3.46%, 07/12/49
|
120
|
85,926
|
|
TotalEnergies Capital SA
|
|
|
|
5.28%, 09/10/54
|
75
|
70,646
|
|
5.43%, 09/10/64
|
115
|
108,315
|
|
5.49%, 04/05/54
|
160
|
155,149
|
|
5.64%, 04/05/64
|
95
|
92,181
|
|
Transocean International Ltd., 6.80%, 03/15/38
|
45
|
43,097
|
|
Valero Energy Corp.
|
|
|
|
3.65%, 12/01/51
|
85
|
59,237
|
|
4.00%, 06/01/52
|
50
|
36,830
|
|
4.90%, 03/15/45
|
55
|
48,530
|
|
6.63%, 06/15/37
|
135
|
148,863
|
|
Woodside Finance Ltd., 5.70%, 09/12/54
|
80
|
76,594
|
|
YPF SA, 7.00%, 12/15/47(f)
|
90
|
81,139
|
|
|
|
17,548,631
|
|
Oil & Gas Services — 0.2%
|
||
|
Baker Hughes Holdings LLC, 5.13%, 09/15/40
|
130
|
125,346
|
|
Baker Hughes Holdings LLC/Baker Hughes
Co-Obligor, Inc.
|
|
|
|
4.08%, 12/15/47
|
138
|
110,445
|
|
5.85%, 06/15/56
|
155
|
154,623
|
|
Halliburton Co.
|
|
|
|
4.50%, 11/15/41
|
40
|
34,823
|
|
4.75%, 08/01/43
|
83
|
73,976
|
|
5.00%, 11/15/45
|
180
|
163,237
|
|
6.70%, 09/15/38
|
73
|
81,074
|
|
7.45%, 09/15/39
|
85
|
99,936
|
|
NOV, Inc., 3.95%, 12/01/42
|
109
|
87,529
|
|
Yinson Boronia Production BV, 8.95%, 07/31/42(f)
|
194
|
213,428
|
|
|
|
1,144,417
|
|
Packaging & Containers — 0.0%
|
||
|
Packaging Corp. of America
|
|
|
|
3.05%, 10/01/51
|
50
|
32,101
|
|
4.05%, 12/15/49
|
50
|
38,515
|
|
Smurfit Kappa Treasury ULC, 5.78%, 04/03/54
|
40
|
39,655
|
|
Sonoco Products Co., 5.75%, 11/01/40
|
50
|
50,232
|
|
|
|
160,503
|
|
Pharmaceuticals — 2.9%
|
||
|
AbbVie, Inc.
|
|
|
|
4.05%, 11/21/39
|
380
|
334,999
|
|
4.25%, 11/21/49
|
510
|
416,946
|
|
4.40%, 11/06/42
|
270
|
237,869
|
|
4.45%, 05/14/46
|
231
|
198,432
|
|
4.63%, 10/01/42
|
85
|
76,773
|
|
4.70%, 05/14/45
|
270
|
241,174
|
|
4.75%, 03/15/45
|
70
|
62,960
|
|
4.85%, 06/15/44
|
90
|
82,533
|
|
4.88%, 11/14/48
|
115
|
103,398
|
|
5.35%, 03/15/44
|
70
|
68,392
|
|
5.40%, 03/15/54
|
300
|
288,136
|
|
5.50%, 03/15/64
|
130
|
125,137
|
|
5.55%, 03/15/56
|
50
|
49,145
|
|
5.60%, 03/15/55
|
60
|
59,296
|
|
Security
|
Par
(000
)
|
Value
|
|
Pharmaceuticals (continued)
|
||
|
5.65%, 03/15/66
|
$75
|
$73,766
|
|
AstraZeneca PLC
|
|
|
|
2.13%, 08/06/50
|
45
|
24,962
|
|
3.00%, 05/28/51
|
65
|
43,394
|
|
4.00%, 09/18/42
|
101
|
85,716
|
|
4.38%, 11/16/45
|
98
|
85,354
|
|
4.38%, 08/17/48
|
65
|
55,852
|
|
6.45%, 09/15/37
|
255
|
284,687
|
|
Bayer U.S. Finance II LLC
|
|
|
|
3.95%, 04/15/45(a)
|
78
|
57,855
|
|
4.40%, 07/15/44(a)
|
140
|
112,111
|
|
4.63%, 06/25/38(a)
|
110
|
99,549
|
|
4.70%, 07/15/64(a)
|
71
|
54,682
|
|
4.88%, 06/25/48(a)
|
85
|
71,242
|
|
Bayer U.S. Finance LLC, 6.88%, 11/21/53(a)
|
80
|
86,341
|
|
Becton Dickinson & Co., 4.67%, 06/06/47
|
15
|
13,127
|
|
Bristol-Myers Squibb Co.
|
|
|
|
2.35%, 11/13/40
|
95
|
66,441
|
|
2.55%, 11/13/50
|
140
|
82,324
|
|
3.25%, 08/01/42
|
65
|
49,198
|
|
3.55%, 03/15/42
|
100
|
79,466
|
|
3.70%, 03/15/52
|
215
|
156,768
|
|
3.90%, 03/15/62
|
70
|
50,092
|
|
4.13%, 06/15/39
|
205
|
183,063
|
|
4.25%, 10/26/49
|
375
|
304,095
|
|
4.35%, 11/15/47
|
90
|
74,980
|
|
4.50%, 03/01/44
|
35
|
30,520
|
|
4.55%, 02/20/48
|
130
|
111,269
|
|
4.63%, 05/15/44
|
90
|
79,777
|
|
5.00%, 08/15/45
|
85
|
78,845
|
|
5.50%, 02/22/44
|
55
|
54,501
|
|
5.55%, 02/22/54
|
245
|
238,574
|
|
5.65%, 02/22/64(b)
|
20
|
19,676
|
|
6.25%, 11/15/53
|
10
|
10,634
|
|
Cardinal Health, Inc.
|
|
|
|
4.37%, 06/15/47
|
61
|
50,003
|
|
4.50%, 11/15/44
|
35
|
29,465
|
|
4.60%, 03/15/43
|
25
|
21,653
|
|
4.90%, 09/15/45
|
35
|
30,987
|
|
5.75%, 11/15/54
|
60
|
59,026
|
|
Cencora, Inc.
|
|
|
|
4.25%, 03/01/45
|
55
|
45,577
|
|
4.30%, 12/15/47
|
55
|
45,318
|
|
5.65%, 02/13/56
|
35
|
34,247
|
|
CVS Health Corp.
|
|
|
|
2.70%, 08/21/40
|
40
|
28,171
|
|
4.13%, 04/01/40
|
75
|
63,729
|
|
4.25%, 04/01/50
|
55
|
42,627
|
|
4.78%, 03/25/38
|
460
|
429,323
|
|
5.05%, 03/25/48
|
755
|
662,630
|
|
5.13%, 07/20/45
|
295
|
264,904
|
|
5.30%, 12/05/43
|
95
|
88,090
|
|
5.63%, 02/21/53
|
125
|
116,879
|
|
5.88%, 06/01/53
|
95
|
91,863
|
|
6.00%, 06/01/44
|
75
|
75,309
|
|
6.00%, 06/01/63
|
75
|
72,794
|
|
6.05%, 06/01/54
|
90
|
89,522
|
|
6.13%, 09/15/39
|
55
|
56,975
|
|
6.20%, 09/15/55
|
105
|
106,585
|
|
6.25%, 09/15/65
|
45
|
45,210
|
|
Security
|
Par
(000
)
|
Value
|
|
Pharmaceuticals (continued)
|
||
|
Eli Lilly & Co.
|
|
|
|
2.25%, 05/15/50
|
$115
|
$65,356
|
|
2.50%, 09/15/60
|
85
|
45,840
|
|
3.70%, 03/01/45
|
45
|
35,369
|
|
3.95%, 05/15/47
|
40
|
32,051
|
|
3.95%, 03/15/49
|
100
|
79,324
|
|
4.15%, 03/15/59
|
55
|
42,854
|
|
4.88%, 02/27/53
|
120
|
108,670
|
|
4.95%, 02/27/63
|
85
|
75,622
|
|
5.00%, 02/09/54
|
145
|
133,328
|
|
5.05%, 08/14/54
|
125
|
115,646
|
|
5.10%, 02/09/64
|
145
|
131,965
|
|
5.20%, 08/14/64
|
70
|
64,737
|
|
5.50%, 02/12/55
|
95
|
94,116
|
|
5.55%, 03/15/37
|
45
|
47,376
|
|
5.55%, 10/15/55
|
95
|
94,867
|
|
5.60%, 05/20/56
|
195
|
195,576
|
|
5.60%, 02/12/65
|
70
|
68,561
|
|
5.65%, 10/15/65
|
95
|
94,552
|
|
5.70%, 05/20/66
|
40
|
40,126
|
|
GlaxoSmithKline Capital, Inc.
|
|
|
|
4.20%, 03/18/43
|
38
|
32,818
|
|
6.38%, 05/15/38
|
272
|
300,479
|
|
Johnson & Johnson
|
|
|
|
2.10%, 09/01/40
|
110
|
76,976
|
|
2.25%, 09/01/50
|
80
|
46,278
|
|
2.45%, 09/01/60
|
95
|
51,643
|
|
3.40%, 01/15/38
|
120
|
104,220
|
|
3.50%, 01/15/48
|
48
|
36,403
|
|
3.63%, 03/03/37
|
162
|
145,296
|
|
3.70%, 03/01/46
|
205
|
163,814
|
|
3.75%, 03/03/47
|
135
|
107,536
|
|
4.50%, 09/01/40
|
50
|
47,264
|
|
4.50%, 12/05/43
|
40
|
37,030
|
|
4.85%, 05/15/41
|
30
|
29,335
|
|
5.25%, 06/01/54(b)
|
50
|
49,777
|
|
5.85%, 07/15/38
|
75
|
81,480
|
|
5.95%, 08/15/37
|
60
|
66,043
|
|
Mead Johnson Nutrition Co., 4.60%, 06/01/44
|
50
|
43,463
|
|
Merck & Co., Inc.
|
|
|
|
2.35%, 06/24/40
|
115
|
81,837
|
|
2.45%, 06/24/50
|
145
|
84,641
|
|
2.75%, 12/10/51
|
150
|
91,720
|
|
2.90%, 12/10/61
|
140
|
80,947
|
|
3.60%, 09/15/42
|
85
|
67,770
|
|
3.70%, 02/10/45
|
195
|
152,756
|
|
3.90%, 03/07/39
|
90
|
79,320
|
|
4.00%, 03/07/49
|
145
|
114,725
|
|
4.15%, 05/18/43
|
135
|
114,505
|
|
4.90%, 05/17/44
|
45
|
41,647
|
|
5.00%, 05/17/53
|
145
|
131,414
|
|
5.15%, 05/17/63
|
85
|
77,023
|
|
5.50%, 03/15/46
|
75
|
74,022
|
|
5.55%, 12/04/55
|
105
|
103,195
|
|
5.70%, 09/15/55
|
95
|
95,313
|
|
5.70%, 12/04/65
|
100
|
98,662
|
|
5.75%, 05/22/46
|
50
|
50,910
|
|
5.85%, 05/22/56
|
35
|
35,904
|
|
6.55%, 09/15/37
|
35
|
39,268
|
|
Merck Sharp & Dohme Corp., 5.75%, 11/15/36
|
45
|
47,600
|
|
Security
|
Par
(000
)
|
Value
|
|
Pharmaceuticals (continued)
|
||
|
Mylan, Inc.
|
|
|
|
5.20%, 04/15/48
|
$75
|
$61,637
|
|
5.40%, 11/29/43
|
40
|
35,091
|
|
Novartis Capital Corp.
|
|
|
|
2.75%, 08/14/50
|
130
|
82,251
|
|
3.70%, 09/21/42
|
65
|
53,167
|
|
4.00%, 11/20/45
|
115
|
95,012
|
|
4.40%, 05/06/44
|
180
|
158,248
|
|
4.70%, 09/18/54
|
70
|
61,716
|
|
5.20%, 11/05/45
|
55
|
52,901
|
|
5.30%, 11/05/55
|
50
|
48,242
|
|
5.60%, 03/18/46
|
75
|
75,811
|
|
5.70%, 03/18/56
|
155
|
157,355
|
|
Pfizer Investment Enterprises Pte. Ltd.
|
|
|
|
5.11%, 05/19/43
|
300
|
284,966
|
|
5.30%, 05/19/53
|
595
|
558,192
|
|
5.34%, 05/19/63
|
390
|
359,526
|
|
Pfizer, Inc.
|
|
|
|
2.55%, 05/28/40
|
120
|
87,312
|
|
2.70%, 05/28/50
|
87
|
53,847
|
|
3.90%, 03/15/39
|
70
|
61,029
|
|
4.00%, 12/15/36
|
105
|
96,678
|
|
4.00%, 03/15/49
|
90
|
71,083
|
|
4.10%, 09/15/38
|
70
|
63,388
|
|
4.13%, 12/15/46
|
140
|
115,066
|
|
4.20%, 09/15/48
|
115
|
93,998
|
|
4.30%, 06/15/43
|
50
|
43,051
|
|
4.40%, 05/15/44
|
70
|
60,975
|
|
5.60%, 09/15/40
|
65
|
66,797
|
|
5.60%, 11/15/55
|
35
|
34,655
|
|
5.70%, 11/15/65
|
15
|
14,712
|
|
7.20%, 03/15/39
|
240
|
280,602
|
|
Takeda Pharmaceutical Co. Ltd.
|
|
|
|
3.03%, 07/09/40
|
200
|
151,355
|
|
3.18%, 07/09/50
|
200
|
132,478
|
|
3.38%, 07/09/60
|
200
|
126,910
|
|
Takeda U.S. Financing, Inc., 5.90%, 07/07/55
|
200
|
200,869
|
|
Teva Pharmaceutical Finance Netherlands III BV,
4.10%, 10/01/46
|
250
|
190,578
|
|
Utah Acquisition Sub, Inc., 5.25%, 06/15/46
|
65
|
54,478
|
|
Viatris, Inc.
|
|
|
|
3.85%, 06/22/40
|
150
|
117,075
|
|
4.00%, 06/22/50
|
200
|
136,532
|
|
Wyeth LLC, 5.95%, 04/01/37
|
145
|
154,182
|
|
Zoetis, Inc.
|
|
|
|
3.00%, 05/15/50
|
40
|
25,787
|
|
3.95%, 09/12/47
|
55
|
42,867
|
|
4.45%, 08/20/48
|
30
|
24,974
|
|
4.70%, 02/01/43
|
105
|
93,646
|
|
|
|
17,042,947
|
|
Pipelines — 2.2%
|
||
|
Abu Dhabi Crude Oil Pipeline LLC, 4.60%, 11/02/47(f)
|
200
|
177,178
|
|
Buckeye Partners LP
|
|
|
|
5.60%, 10/15/44
|
30
|
26,458
|
|
5.85%, 11/15/43
|
40
|
36,335
|
|
Cameron LNG LLC
|
|
|
|
3.40%, 01/15/38(a)
|
75
|
65,089
|
|
3.70%, 01/15/39(a)
|
90
|
76,170
|
|
Cheniere Corpus Christi Holdings LLC, 2.74%,
12/31/39
|
45
|
38,023
|
|
Cheniere Energy Partners LP, 5.35%, 11/30/36(a)
|
25
|
25,000
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
Cheniere Energy, Inc., 6.00%, 07/30/56(a)
|
$55
|
$54,919
|
|
Colonial Pipeline Co.
|
|
|
|
4.20%, 04/15/43(a)
|
10
|
7,842
|
|
4.25%, 04/15/48(a)
|
65
|
49,339
|
|
Columbia Pipeline Group, Inc., 5.80%, 06/01/45
|
50
|
49,489
|
|
Columbia Pipelines Operating Co. LLC
|
|
|
|
5.70%, 10/01/54(a)
|
40
|
37,976
|
|
5.96%, 02/15/55(a)
|
25
|
24,634
|
|
6.50%, 08/15/43(a)
|
70
|
74,554
|
|
6.54%, 11/15/53(a)
|
130
|
138,250
|
|
6.71%, 08/15/63(a)
|
30
|
32,564
|
|
DCP Midstream Operating LP
|
|
|
|
5.60%, 04/01/44
|
35
|
33,417
|
|
6.45%, 11/03/36(a)
|
30
|
31,899
|
|
6.75%, 09/15/37(a)
|
45
|
48,977
|
|
Eastern Energy Gas Holdings LLC
|
|
|
|
5.65%, 10/15/54
|
55
|
52,370
|
|
6.20%, 01/15/55(b)
|
35
|
35,811
|
|
Eastern Gas Transmission & Storage, Inc.
|
|
|
|
4.60%, 12/15/44
|
55
|
47,110
|
|
4.80%, 11/01/43
|
35
|
30,902
|
|
EIG Pearl Holdings SARL, 4.39%, 11/30/46(f)
|
200
|
163,389
|
|
Enbridge Energy Partners LP
|
|
|
|
5.50%, 09/15/40
|
56
|
54,978
|
|
7.38%, 10/15/45
|
50
|
57,986
|
|
Series B, 7.50%, 04/15/38
|
40
|
46,468
|
|
Enbridge, Inc.
|
|
|
|
3.40%, 08/01/51
|
60
|
40,887
|
|
4.00%, 11/15/49
|
45
|
34,342
|
|
4.50%, 06/10/44
|
30
|
25,488
|
|
5.50%, 12/01/46
|
83
|
79,813
|
|
5.95%, 04/05/54
|
120
|
120,844
|
|
6.70%, 11/15/53
|
120
|
132,241
|
|
Energy Transfer LP
|
|
|
|
4.95%, 01/15/43
|
35
|
30,946
|
|
5.00%, 05/15/44
|
60
|
52,964
|
|
5.00%, 05/15/50
|
140
|
119,202
|
|
5.15%, 02/01/43
|
60
|
54,306
|
|
5.15%, 03/15/45
|
115
|
102,374
|
|
5.30%, 04/01/44
|
80
|
72,938
|
|
5.30%, 04/15/47
|
125
|
112,184
|
|
5.35%, 05/15/45
|
70
|
63,655
|
|
5.40%, 10/01/47
|
160
|
145,492
|
|
5.95%, 10/01/43
|
70
|
68,934
|
|
5.95%, 05/15/54
|
185
|
178,545
|
|
6.00%, 06/15/48
|
115
|
111,830
|
|
6.05%, 06/01/41
|
35
|
35,692
|
|
6.05%, 09/01/54
|
145
|
141,277
|
|
6.10%, 02/15/42
|
45
|
44,946
|
|
6.13%, 12/15/45
|
85
|
84,347
|
|
6.20%, 04/01/55
|
60
|
59,622
|
|
6.25%, 04/15/49
|
130
|
130,070
|
|
6.30%, 01/15/56
|
5
|
5,049
|
|
6.50%, 02/01/42
|
120
|
126,788
|
|
6.63%, 10/15/36
|
50
|
54,223
|
|
7.50%, 07/01/38
|
65
|
75,280
|
|
Series 20Y, 5.80%, 06/15/38
|
55
|
56,035
|
|
Enterprise Products Operating LLC
|
|
|
|
3.20%, 02/15/52
|
110
|
72,971
|
|
3.30%, 02/15/53
|
75
|
50,266
|
|
3.70%, 01/31/51
|
115
|
84,433
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
3.95%, 01/31/60
|
$60
|
$44,033
|
|
4.20%, 01/31/50
|
135
|
108,975
|
|
4.25%, 02/15/48
|
135
|
110,568
|
|
4.45%, 02/15/43
|
70
|
61,130
|
|
4.80%, 02/01/49
|
130
|
114,604
|
|
4.85%, 08/15/42
|
88
|
80,960
|
|
4.85%, 03/15/44
|
125
|
114,243
|
|
4.90%, 05/15/46
|
110
|
99,387
|
|
4.95%, 10/15/54
|
50
|
44,222
|
|
5.10%, 02/15/45
|
95
|
89,019
|
|
5.55%, 02/16/55
|
140
|
135,660
|
|
5.70%, 02/15/42
|
75
|
76,050
|
|
5.95%, 02/01/41
|
75
|
78,484
|
|
6.13%, 10/15/39
|
60
|
64,003
|
|
6.45%, 09/01/40
|
45
|
49,352
|
|
7.55%, 04/15/38
|
41
|
48,641
|
|
Flex Intermediate Holdco LLC, 4.32%, 12/30/39(a)
|
50
|
42,351
|
|
FLNG Liquefaction 2 LLC, 4.13%, 03/31/38(a)
|
66
|
61,661
|
|
Galaxy Pipeline Assets Bidco Ltd.
|
|
|
|
2.94%, 09/30/40(f)
|
170
|
140,440
|
|
3.25%, 09/30/40(f)
|
200
|
157,267
|
|
Greensaif Pipelines Bidco SARL
|
|
|
|
6.13%, 02/23/38(f)
|
200
|
205,718
|
|
6.51%, 02/23/42(f)
|
200
|
211,720
|
|
Kinder Morgan Energy Partners LP
|
|
|
|
4.70%, 11/01/42
|
55
|
48,294
|
|
5.00%, 08/15/42
|
65
|
59,140
|
|
5.00%, 03/01/43
|
70
|
63,606
|
|
5.40%, 09/01/44
|
55
|
51,960
|
|
5.50%, 03/01/44
|
60
|
57,414
|
|
5.63%, 09/01/41
|
30
|
29,579
|
|
6.38%, 03/01/41
|
70
|
74,134
|
|
6.50%, 02/01/37
|
25
|
27,097
|
|
6.50%, 09/01/39
|
70
|
75,569
|
|
6.55%, 09/15/40
|
40
|
42,962
|
|
6.95%, 01/15/38
|
95
|
106,758
|
|
7.50%, 11/15/40
|
25
|
29,232
|
|
Kinder Morgan, Inc.
|
|
|
|
3.25%, 08/01/50
|
35
|
23,235
|
|
3.60%, 02/15/51
|
105
|
74,026
|
|
5.05%, 02/15/46
|
85
|
76,811
|
|
5.20%, 03/01/48
|
80
|
73,111
|
|
5.45%, 08/01/52
|
60
|
56,330
|
|
5.55%, 06/01/45
|
175
|
168,904
|
|
5.95%, 08/01/54
|
75
|
75,304
|
|
MPLX LP
|
|
|
|
4.50%, 04/15/38
|
165
|
149,953
|
|
4.70%, 04/15/48
|
170
|
141,530
|
|
4.90%, 04/15/58
|
20
|
16,354
|
|
4.95%, 03/14/52
|
120
|
101,661
|
|
5.20%, 03/01/47
|
130
|
117,046
|
|
5.20%, 12/01/47
|
60
|
53,498
|
|
5.50%, 02/15/49
|
167
|
153,531
|
|
5.65%, 03/01/53
|
60
|
55,831
|
|
5.95%, 04/01/55
|
80
|
77,636
|
|
6.10%, 04/01/56
|
45
|
44,662
|
|
6.20%, 09/15/55
|
85
|
85,313
|
|
NGPL PipeCo LLC, 7.77%, 12/15/37(a)
|
53
|
61,628
|
|
Northern Natural Gas Co.
|
|
|
|
3.40%, 10/16/51(a)
|
60
|
40,366
|
|
4.30%, 01/15/49(a)
|
75
|
59,509
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
5.63%, 02/01/54(a)
|
$60
|
$57,212
|
|
ONEOK Partners LP
|
|
|
|
6.13%, 02/01/41
|
55
|
56,218
|
|
6.20%, 09/15/43
|
40
|
40,680
|
|
6.65%, 10/01/36
|
55
|
59,853
|
|
6.85%, 10/15/37
|
60
|
65,779
|
|
ONEOK, Inc.
|
|
|
|
3.95%, 03/01/50
|
65
|
46,977
|
|
4.20%, 10/03/47
|
85
|
65,463
|
|
4.25%, 09/15/46
|
80
|
62,576
|
|
4.45%, 09/01/49
|
75
|
60,602
|
|
4.85%, 02/01/49
|
45
|
37,749
|
|
4.95%, 07/13/47
|
70
|
60,165
|
|
5.05%, 04/01/45
|
49
|
43,037
|
|
5.15%, 10/15/43
|
50
|
45,226
|
|
5.20%, 07/15/48
|
100
|
88,797
|
|
5.45%, 06/01/47
|
50
|
45,775
|
|
5.60%, 04/01/44
|
40
|
37,601
|
|
5.70%, 11/01/54
|
120
|
111,890
|
|
5.85%, 11/01/64
|
50
|
46,929
|
|
6.25%, 10/15/55
|
100
|
100,389
|
|
6.63%, 09/01/53
|
145
|
152,333
|
|
7.15%, 01/15/51
|
40
|
44,078
|
|
Plains All American Pipeline LP/PAA Finance Corp.
|
|
|
|
4.30%, 01/31/43
|
35
|
28,958
|
|
4.70%, 06/15/44
|
65
|
56,310
|
|
4.90%, 02/15/45
|
65
|
57,630
|
|
5.15%, 06/01/42
|
50
|
45,940
|
|
6.65%, 01/15/37
|
30
|
32,592
|
|
Rockies Express Pipeline LLC
|
|
|
|
6.88%, 04/15/40(a)
|
50
|
51,113
|
|
7.50%, 07/15/38(a)
|
23
|
24,462
|
|
Sabal Trail Transmission LLC
|
|
|
|
4.68%, 05/01/38(a)
|
65
|
60,832
|
|
4.83%, 05/01/48(a)
|
45
|
38,643
|
|
Sabine Pass Liquefaction LLC, 5.90%, 09/15/37
|
52
|
54,151
|
|
South Bow USA Infrastructure Holdings LLC, 6.18%,
10/01/54
|
75
|
72,227
|
|
Southern Natural Gas Co. LLC, 4.80%, 03/15/47(a)
|
55
|
47,275
|
|
Spectra Energy Partners LP
|
|
|
|
4.50%, 03/15/45
|
85
|
72,201
|
|
5.95%, 09/25/43
|
45
|
45,305
|
|
Targa Resources Corp.
|
|
|
|
4.95%, 04/15/52
|
75
|
64,465
|
|
5.40%, 07/30/36
|
90
|
90,062
|
|
6.05%, 05/15/56
|
30
|
29,791
|
|
6.13%, 05/15/55
|
85
|
85,328
|
|
6.25%, 07/01/52
|
55
|
55,896
|
|
6.50%, 02/15/53
|
80
|
84,132
|
|
Tennessee Gas Pipeline Co. LLC, 7.63%, 04/01/37
|
30
|
35,132
|
|
Texas Eastern Transmission LP, 4.15%, 01/15/48(a)
|
44
|
34,486
|
|
TransCanada PipeLines Ltd.
|
|
|
|
4.88%, 05/15/48
|
5
|
4,437
|
|
5.10%, 03/15/49
|
86
|
80,457
|
|
6.10%, 06/01/40
|
80
|
83,737
|
|
6.20%, 10/15/37
|
105
|
111,570
|
|
7.25%, 08/15/38
|
60
|
68,833
|
|
7.63%, 01/15/39
|
130
|
153,829
|
|
Transcontinental Gas Pipe Line Co. LLC
|
|
|
|
3.95%, 05/15/50
|
65
|
49,559
|
|
4.45%, 08/01/42
|
30
|
26,081
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
4.60%, 03/15/48
|
$75
|
$63,553
|
|
5.40%, 08/15/41
|
50
|
48,373
|
|
5.75%, 03/15/56
|
40
|
39,441
|
|
Western Midstream Operating LP
|
|
|
|
5.25%, 02/01/50
|
90
|
78,605
|
|
5.30%, 03/01/48
|
66
|
57,505
|
|
5.45%, 04/01/44
|
60
|
54,836
|
|
5.50%, 08/15/48
|
40
|
35,438
|
|
Williams Companies, Inc.(The)
|
|
|
|
3.50%, 10/15/51
|
75
|
51,879
|
|
4.85%, 03/01/48
|
85
|
73,769
|
|
4.90%, 01/15/45
|
50
|
44,287
|
|
5.10%, 09/15/45
|
65
|
59,554
|
|
5.30%, 08/15/52
|
85
|
77,708
|
|
5.40%, 03/04/44
|
60
|
56,758
|
|
5.75%, 06/24/44
|
75
|
74,031
|
|
5.80%, 11/15/43
|
55
|
54,422
|
|
5.80%, 11/15/54
|
65
|
63,505
|
|
5.95%, 03/15/56
|
75
|
74,599
|
|
6.00%, 03/15/55
|
25
|
25,038
|
|
6.30%, 04/15/40
|
110
|
116,853
|
|
|
|
12,820,500
|
|
Private Equity — 0.1%
|
||
|
Apollo Management Holdings LP, 5.00%,
03/15/48(a)(b)
|
40
|
34,737
|
|
Brookfield Finance, Inc., 5.81%, 03/03/55
|
45
|
43,867
|
|
Carlyle Finance LLC, 5.65%, 09/15/48(a)
|
70
|
66,331
|
|
Carlyle Holdings II Finance LLC, 5.63%, 03/30/43(a)
|
40
|
38,203
|
|
KKR Group Finance Co. III LLC, 5.13%, 06/01/44(a)
|
80
|
71,907
|
|
KKR Group Finance Co. VII LLC, 3.63%, 02/25/50(a)
|
65
|
45,072
|
|
KKR Group Finance Co. VIII LLC, 3.50%, 08/25/50(a)
|
85
|
57,251
|
|
KKR Group Finance Co. X LLC, 3.25%, 12/15/51(a)
|
75
|
47,384
|
|
|
|
404,752
|
|
Real Estate — 0.1%
|
||
|
China Overseas Finance Cayman V Ltd., 5.35%,
11/15/42(f)
|
200
|
189,225
|
|
Sinochem Overseas Capital Co. Ltd., 6.30%,
11/12/40(a)
|
100
|
112,058
|
|
|
|
301,283
|
|
Real Estate Investment Trusts — 0.5%
|
||
|
Alexandria Real Estate Equities, Inc.
|
|
|
|
3.55%, 03/15/52
|
45
|
30,897
|
|
4.00%, 02/01/50
|
30
|
22,239
|
|
4.85%, 04/15/49
|
45
|
38,186
|
|
5.15%, 04/15/53
|
30
|
26,374
|
|
5.63%, 05/15/54(b)
|
60
|
56,418
|
|
American Homes 4 Rent LP
|
|
|
|
3.38%, 07/15/51
|
35
|
23,307
|
|
4.30%, 04/15/52
|
35
|
27,198
|
|
American Tower Corp.
|
|
|
|
2.95%, 01/15/51
|
60
|
37,696
|
|
3.10%, 06/15/50
|
55
|
35,828
|
|
3.70%, 10/15/49
|
30
|
21,943
|
|
AvalonBay Communities, Inc.
|
|
|
|
3.90%, 10/15/46
|
35
|
27,401
|
|
4.15%, 07/01/47
|
30
|
24,199
|
|
4.35%, 04/15/48
|
35
|
28,989
|
|
Camden Property Trust, 3.35%, 11/01/49
|
45
|
31,158
|
|
CFE Fibra E, 5.88%, 09/23/40(f)
|
197
|
192,608
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
Crown Castle, Inc.
|
|
|
|
2.90%, 04/01/41
|
$100
|
$73,001
|
|
3.25%, 01/15/51
|
86
|
56,565
|
|
4.00%, 11/15/49
|
35
|
26,080
|
|
4.15%, 07/01/50
|
30
|
23,206
|
|
4.75%, 05/15/47
|
21
|
17,739
|
|
5.20%, 02/15/49
|
31
|
27,832
|
|
Equinix, Inc.
|
|
|
|
2.95%, 09/15/51
|
35
|
21,984
|
|
3.00%, 07/15/50
|
45
|
28,780
|
|
3.40%, 02/15/52
|
35
|
23,735
|
|
ERP Operating LP
|
|
|
|
4.00%, 08/01/47
|
20
|
15,930
|
|
4.50%, 07/01/44
|
75
|
65,799
|
|
4.50%, 06/01/45
|
40
|
34,405
|
|
Essex Portfolio LP
|
|
|
|
2.65%, 09/01/50
|
40
|
23,429
|
|
4.50%, 03/15/48
|
35
|
28,715
|
|
Federal Realty OP LP, 4.50%, 12/01/44
|
65
|
55,877
|
|
GLP Capital LP/GLP Financing II, Inc.
|
|
|
|
5.75%, 11/01/37
|
50
|
49,257
|
|
6.25%, 09/15/54
|
45
|
44,713
|
|
Goodman U.S. Finance Eight LLC, 5.88%,
04/28/46(a)
|
35
|
34,477
|
|
Goodman U.S. Finance Four LLC, 4.50%, 10/15/37(a)
|
55
|
50,174
|
|
Healthpeak OP LLC, 6.75%, 02/01/41
|
40
|
43,619
|
|
Kimco Realty OP LLC
|
|
|
|
3.70%, 10/01/49
|
10
|
7,360
|
|
4.13%, 12/01/46
|
65
|
52,589
|
|
4.25%, 04/01/45
|
20
|
16,693
|
|
4.45%, 09/01/47
|
65
|
54,380
|
|
Mid-America Apartments LP, 2.88%, 09/15/51
|
35
|
21,976
|
|
NNN REIT, Inc.
|
|
|
|
3.00%, 04/15/52
|
45
|
28,042
|
|
3.10%, 04/15/50
|
20
|
12,845
|
|
3.50%, 04/15/51
|
45
|
31,442
|
|
4.80%, 10/15/48
|
30
|
26,058
|
|
Prologis LP
|
|
|
|
2.13%, 10/15/50
|
55
|
29,414
|
|
3.00%, 04/15/50
|
70
|
45,990
|
|
3.05%, 03/01/50
|
30
|
19,932
|
|
4.38%, 09/15/48
|
30
|
24,791
|
|
5.25%, 06/15/53
|
85
|
80,383
|
|
5.25%, 03/15/54
|
75
|
70,739
|
|
Public Storage Operating Co., 5.35%, 08/01/53
|
100
|
95,589
|
|
Realty Income Corp.
|
|
|
|
4.65%, 03/15/47
|
75
|
65,175
|
|
5.38%, 09/01/54
|
30
|
28,916
|
|
Regency Centers LP
|
|
|
|
4.40%, 02/01/47
|
45
|
37,792
|
|
4.65%, 03/15/49
|
40
|
34,288
|
|
Simon Property Group LP
|
|
|
|
3.25%, 09/13/49
|
95
|
65,255
|
|
3.80%, 07/15/50
|
75
|
56,061
|
|
4.25%, 10/01/44
|
45
|
37,439
|
|
4.25%, 11/30/46
|
55
|
45,235
|
|
4.75%, 03/15/42
|
50
|
45,415
|
|
5.85%, 03/08/53
|
69
|
69,721
|
|
6.65%, 01/15/54
|
30
|
33,568
|
|
6.75%, 02/01/40
|
71
|
80,011
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
Ventas Realty LP
|
|
|
|
4.38%, 02/01/45
|
$25
|
$20,976
|
|
4.88%, 04/15/49
|
30
|
26,066
|
|
5.70%, 09/30/43
|
30
|
29,771
|
|
VICI Properties LP
|
|
|
|
5.63%, 05/15/52
|
65
|
59,690
|
|
6.13%, 04/01/54(b)
|
50
|
49,085
|
|
WEA Finance LLC, 4.63%, 09/20/48(a)
|
60
|
48,347
|
|
WEA Finance LLC/Westfield U.K. & Europe Finance
PLC, 4.75%, 09/17/44(a)
|
10
|
8,424
|
|
Welltower OP LLC
|
|
|
|
4.95%, 09/01/48
|
55
|
50,467
|
|
6.50%, 03/15/41
|
45
|
49,729
|
|
Weyerhaeuser Co., 4.00%, 03/09/52
|
35
|
26,207
|
|
|
|
2,955,619
|
|
Retail — 1.2%
|
||
|
7-Eleven, Inc.
|
|
|
|
2.50%, 02/10/41(a)
|
70
|
47,378
|
|
2.80%, 02/10/51(a)
|
125
|
73,349
|
|
Alimentation Couche-Tard, Inc.
|
|
|
|
3.44%, 05/13/41(a)
|
80
|
63,026
|
|
3.63%, 05/13/51(a)
|
50
|
35,303
|
|
3.80%, 01/25/50(a)
|
30
|
22,063
|
|
4.50%, 07/26/47(a)
|
65
|
53,782
|
|
5.62%, 02/12/54(a)
|
35
|
33,651
|
|
Bath & Body Works, Inc.
|
|
|
|
6.75%, 07/01/36
|
65
|
64,051
|
|
7.60%, 07/15/37
|
20
|
19,694
|
|
CK Hutchison International 20 Ltd., 3.38%,
05/08/50(a)
|
200
|
144,038
|
|
CK Hutchison International 21 Ltd., 3.13%,
04/15/41(a)
|
105
|
80,187
|
|
Darden Restaurants, Inc., 4.55%, 02/15/48
|
40
|
32,736
|
|
Dick's Sporting Goods, Inc., 4.10%, 01/15/52
|
80
|
57,672
|
|
Dollar General Corp.
|
|
|
|
4.13%, 04/03/50
|
50
|
38,415
|
|
5.50%, 11/01/52
|
35
|
32,872
|
|
Dollar Tree, Inc., 3.38%, 12/01/51
|
50
|
33,180
|
|
El Puerto de Liverpool SAB de CV, 6.66%, 01/22/37(f)
|
200
|
206,781
|
|
Home Depot, Inc.(The)
|
|
|
|
2.38%, 03/15/51
|
105
|
59,209
|
|
2.75%, 09/15/51
|
90
|
54,661
|
|
3.13%, 12/15/49
|
130
|
86,781
|
|
3.30%, 04/15/40
|
115
|
92,356
|
|
3.35%, 04/15/50
|
165
|
114,820
|
|
3.50%, 09/15/56
|
60
|
41,160
|
|
3.63%, 04/15/52
|
170
|
122,198
|
|
3.90%, 06/15/47
|
132
|
102,939
|
|
4.20%, 04/01/43
|
120
|
102,061
|
|
4.25%, 04/01/46
|
170
|
141,606
|
|
4.40%, 03/15/45
|
110
|
93,856
|
|
4.50%, 12/06/48
|
150
|
127,270
|
|
4.88%, 02/15/44
|
70
|
64,046
|
|
4.95%, 09/15/52
|
65
|
58,346
|
|
5.30%, 06/25/54
|
120
|
113,042
|
|
5.40%, 09/15/40
|
46
|
46,423
|
|
5.40%, 06/25/64
|
30
|
28,300
|
|
5.88%, 12/16/36
|
269
|
285,987
|
|
5.95%, 04/01/41
|
92
|
97,473
|
|
Kohl's Corp., 5.55%, 07/17/45
|
40
|
25,482
|
|
Security
|
Par
(000
)
|
Value
|
|
Retail (continued)
|
||
|
Lowe's Companies, Inc.
|
|
|
|
2.80%, 09/15/41
|
$118
|
$84,122
|
|
3.00%, 10/15/50
|
190
|
119,396
|
|
3.50%, 04/01/51
|
25
|
17,259
|
|
3.70%, 04/15/46
|
143
|
107,080
|
|
4.05%, 05/03/47
|
90
|
70,181
|
|
4.25%, 04/01/52
|
155
|
121,088
|
|
4.38%, 09/15/45
|
53
|
43,924
|
|
4.45%, 04/01/62
|
80
|
61,972
|
|
4.55%, 04/05/49
|
65
|
53,757
|
|
4.65%, 04/15/42
|
60
|
53,601
|
|
5.00%, 04/15/40
|
35
|
33,277
|
|
5.13%, 04/15/50
|
60
|
53,692
|
|
5.63%, 04/15/53
|
130
|
124,747
|
|
5.75%, 07/01/53
|
55
|
53,664
|
|
5.80%, 09/15/62
|
90
|
87,455
|
|
5.85%, 04/01/63
|
40
|
38,979
|
|
Macy's Retail Holdings LLC
|
|
|
|
4.30%, 02/15/43
|
25
|
16,966
|
|
5.13%, 01/15/42
|
25
|
19,397
|
|
6.38%, 03/15/37
|
20
|
18,362
|
|
McDonald's Corp.
|
|
|
|
3.63%, 05/01/43
|
30
|
23,400
|
|
3.63%, 09/01/49
|
145
|
105,239
|
|
3.70%, 02/15/42
|
50
|
40,249
|
|
4.20%, 04/01/50
|
70
|
55,834
|
|
4.45%, 03/01/47
|
100
|
84,201
|
|
4.45%, 09/01/48
|
80
|
66,906
|
|
4.60%, 05/26/45
|
55
|
47,736
|
|
4.88%, 07/15/40
|
25
|
23,568
|
|
4.88%, 12/09/45
|
165
|
148,565
|
|
5.15%, 09/09/52(b)
|
70
|
63,997
|
|
5.45%, 08/14/53
|
80
|
76,295
|
|
5.70%, 02/01/39
|
30
|
31,114
|
|
6.30%, 10/15/37
|
85
|
92,679
|
|
6.30%, 03/01/38
|
70
|
76,265
|
|
Nordstrom, Inc., 5.00%, 01/15/44
|
90
|
63,575
|
|
Starbucks Corp.
|
|
|
|
3.35%, 03/12/50
|
60
|
40,902
|
|
3.50%, 11/15/50
|
115
|
80,293
|
|
3.75%, 12/01/47
|
65
|
48,365
|
|
4.30%, 06/15/45
|
50
|
41,199
|
|
4.45%, 08/15/49
|
70
|
57,577
|
|
4.50%, 11/15/48
|
24
|
19,961
|
|
Target Corp.
|
|
|
|
2.95%, 01/15/52
|
85
|
54,059
|
|
3.63%, 04/15/46
|
60
|
45,267
|
|
3.90%, 11/15/47
|
50
|
38,859
|
|
4.00%, 07/01/42
|
60
|
50,238
|
|
4.80%, 01/15/53(b)
|
115
|
101,590
|
|
7.00%, 01/15/38
|
100
|
115,614
|
|
TJX Companies, Inc. (The), 4.50%, 04/15/50
|
50
|
42,717
|
|
Walmart, Inc.
|
|
|
|
2.50%, 09/22/41
|
135
|
97,109
|
|
2.65%, 09/22/51
|
105
|
65,200
|
|
2.95%, 09/24/49
|
75
|
50,364
|
|
3.63%, 12/15/47
|
20
|
15,540
|
|
3.95%, 06/28/38
|
25
|
23,088
|
|
4.00%, 04/11/43
|
50
|
42,545
|
|
4.05%, 06/29/48
|
170
|
139,591
|
|
4.30%, 04/22/44
|
60
|
53,480
|
|
Security
|
Par
(000
)
|
Value
|
|
Retail (continued)
|
||
|
4.50%, 09/09/52
|
$80
|
$69,395
|
|
4.50%, 04/15/53(b)
|
110
|
96,024
|
|
5.00%, 10/25/40
|
60
|
60,004
|
|
5.63%, 04/01/40
|
80
|
84,320
|
|
5.63%, 04/15/41
|
80
|
84,432
|
|
6.20%, 04/15/38
|
80
|
89,161
|
|
6.50%, 08/15/37
|
40
|
45,737
|
|
Yum! Brands, Inc.
|
|
|
|
5.35%, 11/01/43
|
30
|
28,540
|
|
6.88%, 11/15/37
|
30
|
32,960
|
|
|
|
6,888,867
|
|
Semiconductors — 1.0%
|
||
|
Advanced Micro Devices, Inc., 4.39%, 06/01/52
|
40
|
33,463
|
|
Analog Devices, Inc.
|
|
|
|
2.80%, 10/01/41
|
55
|
40,029
|
|
2.95%, 10/01/51
|
95
|
61,460
|
|
5.30%, 12/15/45
|
30
|
29,013
|
|
5.30%, 04/01/54
|
40
|
38,338
|
|
Applied Materials, Inc.
|
|
|
|
2.75%, 06/01/50
|
60
|
38,195
|
|
4.35%, 04/01/47
|
82
|
69,920
|
|
5.85%, 06/15/41
|
50
|
52,625
|
|
Broadcom, Inc.
|
|
|
|
3.19%, 11/15/36(a)
|
285
|
238,523
|
|
3.50%, 02/15/41
|
310
|
248,097
|
|
3.75%, 02/15/51
|
190
|
142,310
|
|
4.90%, 02/15/38
|
180
|
173,810
|
|
4.93%, 05/15/37(a)
|
240
|
233,073
|
|
5.70%, 01/15/56
|
40
|
39,881
|
|
Foundry JV Holdco LLC
|
|
|
|
6.20%, 01/25/37(a)
|
200
|
210,821
|
|
6.30%, 01/25/39(a)
|
200
|
211,490
|
|
Intel Corp.
|
|
|
|
2.80%, 08/12/41
|
85
|
59,716
|
|
3.05%, 08/12/51
|
140
|
87,782
|
|
3.10%, 02/15/60
|
105
|
60,469
|
|
3.20%, 08/12/61
|
75
|
43,918
|
|
3.25%, 11/15/49
|
190
|
124,503
|
|
3.73%, 12/08/47
|
195
|
141,343
|
|
4.10%, 05/19/46
|
131
|
101,949
|
|
4.10%, 05/11/47
|
105
|
80,932
|
|
4.25%, 12/15/42
|
70
|
57,984
|
|
4.60%, 03/25/40
|
80
|
72,162
|
|
4.75%, 03/25/50
|
220
|
182,655
|
|
4.80%, 10/01/41
|
95
|
85,086
|
|
4.90%, 07/29/45
|
60
|
52,386
|
|
4.90%, 08/05/52
|
145
|
122,577
|
|
4.95%, 03/25/60
|
110
|
91,724
|
|
5.05%, 08/05/62
|
60
|
50,295
|
|
5.60%, 02/21/54
|
70
|
65,870
|
|
5.63%, 02/10/43
|
50
|
48,595
|
|
5.70%, 02/10/53
|
190
|
180,149
|
|
5.90%, 02/10/63
|
120
|
115,504
|
|
6.13%, 05/15/56
|
160
|
161,032
|
|
6.20%, 05/15/66
|
125
|
125,628
|
|
KLA Corp.
|
|
|
|
3.30%, 03/01/50
|
70
|
48,330
|
|
4.95%, 07/15/52
|
130
|
117,763
|
|
5.00%, 03/15/49
|
40
|
36,683
|
|
5.25%, 07/15/62
|
60
|
55,370
|
|
Security
|
Par
(000
)
|
Value
|
|
Semiconductors (continued)
|
||
|
Lam Research Corp.
|
|
|
|
2.88%, 06/15/50
|
$60
|
$38,393
|
|
3.13%, 06/15/60
|
20
|
12,341
|
|
4.88%, 03/15/49
|
55
|
49,970
|
|
Micron Technology, Inc.
|
|
|
|
3.37%, 11/01/41
|
35
|
27,328
|
|
3.48%, 11/01/51
|
40
|
28,515
|
|
NVIDIA Corp.
|
|
|
|
3.50%, 04/01/40
|
106
|
88,706
|
|
3.50%, 04/01/50(b)
|
165
|
122,965
|
|
3.70%, 04/01/60
|
25
|
18,381
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc.
|
|
|
|
3.13%, 02/15/42
|
45
|
32,663
|
|
3.25%, 05/11/41
|
85
|
64,540
|
|
3.25%, 11/30/51
|
40
|
26,474
|
|
QUALCOMM, Inc.
|
|
|
|
3.25%, 05/20/50
|
85
|
57,969
|
|
4.30%, 05/20/47
|
82
|
67,982
|
|
4.50%, 05/20/52
|
115
|
96,056
|
|
4.80%, 05/20/45
|
160
|
144,186
|
|
6.00%, 05/20/53
|
120
|
124,269
|
|
Texas Instruments, Inc.
|
|
|
|
2.70%, 09/15/51
|
60
|
36,722
|
|
3.88%, 03/15/39
|
65
|
57,316
|
|
4.10%, 08/16/52
|
20
|
15,918
|
|
4.15%, 05/15/48
|
130
|
107,707
|
|
5.00%, 03/14/53
|
65
|
59,566
|
|
5.05%, 05/18/63
|
135
|
121,156
|
|
5.15%, 02/08/54
|
75
|
70,671
|
|
TSMC Arizona Corp., 3.25%, 10/25/51
|
215
|
161,944
|
|
|
|
5,863,191
|
|
Software — 1.4%
|
||
|
Fidelity National Information Services, Inc.
|
|
|
|
3.10%, 03/01/41
|
45
|
32,761
|
|
4.50%, 08/15/46
|
10
|
8,110
|
|
Fiserv, Inc., 4.40%, 07/01/49
|
170
|
130,377
|
|
Intuit, Inc., 5.50%, 09/15/53
|
105
|
94,783
|
|
Microsoft Corp.
|
|
|
|
2.50%, 09/15/50
|
160
|
95,243
|
|
2.53%, 06/01/50
|
584
|
351,692
|
|
2.68%, 06/01/60
|
299
|
167,622
|
|
2.92%, 03/17/52
|
570
|
366,849
|
|
3.04%, 03/17/62
|
182
|
111,585
|
|
3.45%, 08/08/36
|
175
|
157,213
|
|
3.50%, 11/15/42
|
85
|
68,633
|
|
3.70%, 08/08/46
|
125
|
98,978
|
|
3.75%, 02/12/45
|
65
|
52,629
|
|
3.95%, 08/08/56
|
65
|
49,719
|
|
4.00%, 02/12/55
|
45
|
34,984
|
|
4.10%, 02/06/37
|
100
|
94,950
|
|
4.25%, 02/06/47
|
130
|
111,238
|
|
4.45%, 11/03/45
|
140
|
125,156
|
|
4.50%, 10/01/40
|
75
|
71,640
|
|
4.50%, 06/15/47
|
70
|
61,538
|
|
4.50%, 02/06/57
|
40
|
34,153
|
|
5.20%, 06/01/39
|
20
|
20,721
|
|
5.30%, 02/08/41
|
45
|
46,215
|
|
Oracle Corp.
|
|
|
|
3.60%, 04/01/40
|
310
|
229,389
|
|
3.60%, 04/01/50
|
445
|
276,911
|
|
3.65%, 03/25/41
|
225
|
164,307
|
|
Security
|
Par
(000
)
|
Value
|
|
Software (continued)
|
||
|
3.80%, 11/15/37
|
$170
|
$137,902
|
|
3.85%, 07/15/36
|
130
|
108,995
|
|
3.85%, 04/01/60
|
325
|
196,034
|
|
3.95%, 03/25/51
|
300
|
196,803
|
|
4.00%, 07/15/46
|
310
|
215,191
|
|
4.00%, 11/15/47
|
190
|
129,692
|
|
4.10%, 03/25/61
|
140
|
88,744
|
|
4.13%, 05/15/45
|
155
|
110,085
|
|
4.38%, 05/15/55
|
135
|
92,487
|
|
4.50%, 07/08/44
|
120
|
91,344
|
|
5.38%, 07/15/40
|
180
|
162,116
|
|
5.38%, 09/27/54
|
150
|
120,213
|
|
5.50%, 09/27/64
|
110
|
86,795
|
|
5.55%, 02/06/53
|
220
|
181,853
|
|
5.88%, 09/26/45
|
175
|
156,259
|
|
5.95%, 09/26/55
|
255
|
222,974
|
|
6.00%, 08/03/55
|
155
|
135,410
|
|
6.10%, 09/26/65
|
135
|
116,171
|
|
6.13%, 07/08/39
|
130
|
127,923
|
|
6.13%, 08/03/65
|
95
|
82,185
|
|
6.50%, 04/15/38
|
121
|
124,004
|
|
6.55%, 02/04/46
|
290
|
279,246
|
|
6.70%, 02/04/56
|
400
|
385,227
|
|
6.85%, 02/04/66
|
260
|
249,677
|
|
6.90%, 11/09/52
|
240
|
236,055
|
|
Salesforce, Inc.
|
|
|
|
2.70%, 07/15/41
|
140
|
96,515
|
|
2.90%, 07/15/51
|
175
|
103,444
|
|
3.05%, 07/15/61
|
110
|
62,864
|
|
6.40%, 03/15/46
|
125
|
127,253
|
|
6.55%, 03/15/56
|
310
|
316,265
|
|
6.70%, 03/15/66
|
105
|
108,891
|
|
ServiceNow, Inc., Series ., 6.30%, 05/15/56
|
50
|
51,565
|
|
Synopsys, Inc., 5.70%, 04/01/55
|
175
|
170,652
|
|
|
|
8,128,230
|
|
Telecommunications — 2.5%
|
||
|
America Movil SAB de CV
|
|
|
|
4.38%, 07/16/42
|
50
|
43,350
|
|
4.38%, 04/22/49
|
50
|
41,262
|
|
6.13%, 11/15/37
|
120
|
126,022
|
|
6.13%, 03/30/40
|
154
|
161,104
|
|
AT&T, Inc.
|
|
|
|
3.10%, 02/01/43
|
40
|
28,849
|
|
3.30%, 02/01/52
|
65
|
41,414
|
|
3.50%, 06/01/41
|
215
|
166,925
|
|
3.50%, 09/15/53
|
710
|
469,468
|
|
3.50%, 02/01/61
|
45
|
27,982
|
|
3.55%, 09/15/55
|
720
|
469,775
|
|
3.65%, 06/01/51
|
305
|
210,238
|
|
3.65%, 09/15/59
|
596
|
388,863
|
|
3.80%, 12/01/57
|
560
|
380,356
|
|
3.85%, 06/01/60
|
125
|
84,590
|
|
4.30%, 12/15/42
|
170
|
141,602
|
|
4.35%, 06/15/45
|
105
|
85,231
|
|
4.50%, 03/09/48
|
160
|
129,407
|
|
4.55%, 03/09/49
|
125
|
100,923
|
|
4.65%, 06/01/44
|
80
|
68,081
|
|
4.75%, 05/15/46
|
190
|
161,490
|
|
4.80%, 06/15/44
|
60
|
51,932
|
|
4.85%, 03/01/39
|
70
|
65,301
|
|
4.90%, 08/15/37
|
95
|
91,294
|
|
Security
|
Par
(000
)
|
Value
|
|
Telecommunications (continued)
|
||
|
5.15%, 03/15/42
|
$70
|
$64,475
|
|
5.15%, 11/15/46
|
60
|
53,847
|
|
5.15%, 02/15/50
|
60
|
52,796
|
|
5.25%, 10/30/36
|
100
|
98,961
|
|
5.25%, 03/01/37
|
90
|
89,269
|
|
5.35%, 09/01/40
|
20
|
19,454
|
|
5.45%, 03/01/47
|
80
|
74,272
|
|
5.55%, 08/15/41
|
60
|
58,442
|
|
5.55%, 11/01/45
|
100
|
94,849
|
|
5.65%, 02/15/47
|
80
|
76,996
|
|
5.70%, 11/01/54
|
140
|
132,159
|
|
5.70%, 03/01/57
|
55
|
52,215
|
|
5.85%, 04/30/46
|
165
|
161,100
|
|
6.00%, 08/15/40
|
35
|
35,808
|
|
6.00%, 04/30/56
|
150
|
147,250
|
|
6.05%, 08/15/56
|
75
|
74,059
|
|
6.30%, 10/30/66
|
95
|
95,365
|
|
6.38%, 03/01/41
|
45
|
47,615
|
|
Bell Telephone Co. of Canada or Bell Canada
|
|
|
|
3.65%, 08/15/52
|
32
|
22,291
|
|
4.30%, 07/29/49
|
35
|
27,738
|
|
4.46%, 04/01/48
|
90
|
75,133
|
|
5.55%, 02/15/54(b)
|
65
|
61,677
|
|
Series US-4, 3.65%, 03/17/51
|
40
|
28,145
|
|
Series US-6, 3.20%, 02/15/52
|
5
|
3,223
|
|
Cisco Systems, Inc.
|
|
|
|
5.30%, 02/26/54
|
180
|
171,118
|
|
5.35%, 02/26/64
|
75
|
70,508
|
|
5.50%, 01/15/40
|
180
|
184,190
|
|
5.50%, 02/24/55
|
60
|
58,713
|
|
5.90%, 02/15/39
|
185
|
196,850
|
|
Corning, Inc.
|
|
|
|
3.90%, 11/15/49
|
20
|
15,215
|
|
4.38%, 11/15/57
|
55
|
44,103
|
|
4.70%, 03/15/37
|
30
|
28,838
|
|
4.75%, 03/15/42
|
50
|
45,567
|
|
5.35%, 11/15/48
|
50
|
47,444
|
|
5.45%, 11/15/79
|
95
|
87,548
|
|
5.75%, 08/15/40
|
35
|
35,758
|
|
5.85%, 11/15/68
|
35
|
34,246
|
|
Deutsche Telekom AG, 3.63%, 01/21/50(a)
|
150
|
108,151
|
|
Deutsche Telekom International Finance BV, 4.75%,
06/21/38(a)
|
5
|
4,748
|
|
Embarq LLC, 8.00%, 06/01/36
|
107
|
28,856
|
|
Fibercop SpA
|
|
|
|
Series 2036, 7.20%, 07/18/36(a)
|
43
|
43,131
|
|
Series 2038, 7.72%, 06/04/38(a)
|
50
|
50,436
|
|
HUT 8 DC LLC, 6.19%, 11/15/42(a)
|
220
|
222,338
|
|
Juniper Networks, Inc., 5.95%, 03/15/41
|
31
|
31,061
|
|
Level 3 Financing, Inc., 7.50%, 02/15/37(a)
|
70
|
72,379
|
|
Lumen Technologies, Inc.
|
|
|
|
Series P, 7.60%, 09/15/39
|
33
|
31,673
|
|
Series U, 7.65%, 03/15/42
|
30
|
28,566
|
|
Motorola Solutions, Inc., 5.50%, 09/01/44
|
26
|
25,141
|
|
Nokia OYJ, 6.63%, 05/15/39
|
50
|
53,096
|
|
Orange SA
|
|
|
|
5.38%, 01/13/42
|
15
|
14,555
|
|
5.50%, 02/06/44
|
100
|
97,859
|
|
Rogers Communications, Inc.
|
|
|
|
3.70%, 11/15/49
|
60
|
43,365
|
|
4.30%, 02/15/48
|
45
|
35,402
|
|
Security
|
Par
(000
)
|
Value
|
|
Telecommunications (continued)
|
||
|
4.35%, 05/01/49
|
$55
|
$43,494
|
|
4.50%, 03/15/42
|
55
|
46,919
|
|
4.50%, 03/15/43(b)
|
25
|
20,849
|
|
4.55%, 03/15/52
|
195
|
154,956
|
|
5.00%, 03/15/44
|
75
|
66,610
|
|
5.45%, 10/01/43
|
40
|
37,408
|
|
7.50%, 08/15/38
|
45
|
51,297
|
|
SES AMERICOM, Inc., 5.30%, 03/25/44(a)
|
54
|
41,997
|
|
Telecom Italia Capital SA
|
|
|
|
7.20%, 07/18/36
|
50
|
54,397
|
|
7.72%, 06/04/38
|
50
|
56,708
|
|
Telefonica Emisiones SA
|
|
|
|
4.90%, 03/06/48
|
150
|
127,244
|
|
5.21%, 03/08/47
|
155
|
137,725
|
|
5.52%, 03/01/49
|
150
|
137,767
|
|
7.05%, 06/20/36
|
195
|
216,240
|
|
TELUS Corp., Series ..., 6.63%, 06/09/56, (5-year
CMT + 2.52%)(c)
|
65
|
64,681
|
|
T-Mobile USA, Inc.
|
|
|
|
3.00%, 02/15/41
|
190
|
141,273
|
|
3.30%, 02/15/51
|
320
|
211,681
|
|
3.40%, 10/15/52
|
290
|
192,662
|
|
3.60%, 11/15/60
|
120
|
78,979
|
|
4.38%, 04/15/40
|
185
|
164,116
|
|
4.50%, 04/15/50
|
300
|
244,562
|
|
5.25%, 06/15/55
|
105
|
94,400
|
|
5.50%, 01/15/55
|
95
|
88,479
|
|
5.65%, 01/15/53
|
105
|
100,078
|
|
5.70%, 01/15/56
|
85
|
81,574
|
|
5.75%, 01/15/54
|
145
|
140,120
|
|
5.80%, 09/15/62
|
50
|
48,588
|
|
5.85%, 02/15/56
|
175
|
171,411
|
|
5.88%, 11/15/55
|
50
|
49,166
|
|
6.00%, 06/15/54
|
110
|
109,831
|
|
Verizon Communications, Inc.
|
|
|
|
2.65%, 11/20/40
|
325
|
231,154
|
|
2.85%, 09/03/41
|
155
|
110,758
|
|
2.88%, 11/20/50
|
295
|
182,375
|
|
2.99%, 10/30/56
|
313
|
185,668
|
|
3.00%, 11/20/60
|
165
|
96,038
|
|
3.40%, 03/22/41
|
385
|
299,660
|
|
3.55%, 03/22/51
|
460
|
323,536
|
|
3.70%, 03/22/61
|
310
|
209,610
|
|
3.85%, 11/01/42
|
100
|
80,638
|
|
3.88%, 03/01/52
|
125
|
92,584
|
|
4.00%, 03/22/50
|
155
|
118,821
|
|
4.13%, 08/15/46
|
100
|
80,393
|
|
4.52%, 09/15/48
|
155
|
128,805
|
|
4.67%, 03/15/55
|
80
|
65,924
|
|
4.75%, 11/01/41
|
42
|
37,924
|
|
4.81%, 03/15/39
|
155
|
145,283
|
|
4.86%, 08/21/46
|
190
|
167,441
|
|
5.01%, 04/15/49
|
60
|
52,933
|
|
5.01%, 08/21/54
|
75
|
65,451
|
|
5.25%, 03/16/37
|
85
|
84,444
|
|
5.40%, 07/02/37
|
50
|
50,173
|
|
5.50%, 03/16/47
|
75
|
71,890
|
|
5.50%, 02/23/54(b)
|
115
|
109,739
|
|
5.75%, 11/30/45
|
175
|
172,301
|
|
5.88%, 11/30/55
|
265
|
260,560
|
|
6.00%, 11/30/65
|
130
|
128,099
|
|
Security
|
Par
(000
)
|
Value
|
|
Telecommunications (continued)
|
||
|
6.55%, 09/15/43
|
$50
|
$54,105
|
|
Vodafone Group PLC
|
|
|
|
4.25%, 09/17/50
|
142
|
110,157
|
|
4.88%, 06/19/49
|
165
|
141,342
|
|
5.00%, 05/30/38
|
30
|
29,367
|
|
5.13%, 06/04/81, (5-year CMT + 3.07%)(c)
|
90
|
70,554
|
|
5.25%, 05/30/48
|
115
|
104,424
|
|
5.63%, 02/10/53
|
90
|
85,046
|
|
5.75%, 06/28/54
|
215
|
205,368
|
|
5.75%, 02/10/63
|
15
|
14,062
|
|
5.88%, 06/28/64
|
55
|
52,806
|
|
6.15%, 02/27/37
|
98
|
105,298
|
|
|
|
14,793,396
|
|
Toys, Games & Hobbies — 0.0%
|
||
|
Hasbro, Inc., 6.35%, 03/15/40
|
40
|
41,803
|
|
Mattel, Inc., 5.45%, 11/01/41
|
30
|
27,539
|
|
|
|
69,342
|
|
Transportation — 1.4%
|
||
|
Burlington Northern Santa Fe LLC
|
|
|
|
2.88%, 06/15/52
|
50
|
31,080
|
|
3.05%, 02/15/51
|
65
|
42,291
|
|
3.30%, 09/15/51
|
80
|
54,457
|
|
3.55%, 02/15/50
|
100
|
72,461
|
|
3.90%, 08/01/46
|
85
|
66,973
|
|
4.05%, 06/15/48
|
85
|
67,612
|
|
4.13%, 06/15/47
|
50
|
40,618
|
|
4.15%, 04/01/45
|
120
|
99,382
|
|
4.15%, 12/15/48
|
70
|
56,603
|
|
4.38%, 09/01/42
|
75
|
65,918
|
|
4.40%, 03/15/42
|
85
|
75,398
|
|
4.45%, 03/15/43
|
50
|
44,173
|
|
4.45%, 01/15/53
|
115
|
95,288
|
|
4.55%, 09/01/44
|
90
|
79,169
|
|
4.70%, 09/01/45
|
80
|
71,374
|
|
4.90%, 04/01/44
|
65
|
60,228
|
|
4.95%, 09/15/41
|
55
|
52,667
|
|
5.05%, 03/01/41
|
25
|
24,400
|
|
5.15%, 09/01/43
|
85
|
81,369
|
|
5.20%, 04/15/54
|
160
|
148,323
|
|
5.40%, 06/01/41
|
60
|
60,355
|
|
5.50%, 03/15/55
|
130
|
126,069
|
|
5.55%, 03/15/56
|
85
|
82,865
|
|
5.75%, 05/01/40
|
80
|
83,527
|
|
5.80%, 03/15/56
|
40
|
40,390
|
|
6.15%, 05/01/37
|
65
|
71,059
|
|
6.20%, 08/15/36
|
25
|
27,340
|
|
Canadian National Railway Co.
|
|
|
|
2.45%, 05/01/50
|
40
|
23,499
|
|
3.20%, 08/02/46
|
55
|
39,047
|
|
3.65%, 02/03/48
|
40
|
30,099
|
|
4.40%, 08/05/52
|
60
|
50,210
|
|
4.45%, 01/20/49
|
45
|
38,150
|
|
6.13%, 11/01/53
|
25
|
26,408
|
|
6.20%, 06/01/36
|
65
|
70,576
|
|
6.38%, 11/15/37
|
47
|
51,976
|
|
Canadian Pacific Railway Co.
|
|
|
|
3.00%, 12/02/41
|
60
|
44,353
|
|
3.10%, 12/02/51
|
185
|
120,762
|
|
3.50%, 05/01/50
|
75
|
53,372
|
|
4.20%, 11/15/69
|
20
|
14,895
|
|
Security
|
Par
(000
)
|
Value
|
|
Transportation (continued)
|
||
|
4.30%, 05/15/43
|
$50
|
$43,009
|
|
4.70%, 05/01/48
|
60
|
52,405
|
|
4.80%, 08/01/45
|
70
|
62,953
|
|
4.95%, 08/15/45
|
65
|
59,499
|
|
5.50%, 03/15/56
|
65
|
62,838
|
|
5.95%, 05/15/37
|
40
|
42,447
|
|
6.13%, 09/15/2115
|
63
|
65,148
|
|
CSX Corp.
|
|
|
|
2.50%, 05/15/51
|
45
|
26,333
|
|
3.35%, 09/15/49
|
75
|
52,481
|
|
3.80%, 11/01/46
|
77
|
59,615
|
|
3.80%, 04/15/50
|
65
|
49,240
|
|
3.95%, 05/01/50
|
61
|
47,111
|
|
4.10%, 03/15/44
|
108
|
89,695
|
|
4.25%, 11/01/66
|
35
|
26,645
|
|
4.30%, 03/01/48
|
100
|
82,435
|
|
4.40%, 03/01/43
|
61
|
53,431
|
|
4.50%, 03/15/49
|
25
|
21,010
|
|
4.50%, 11/15/52(b)
|
110
|
92,733
|
|
4.50%, 08/01/54
|
55
|
45,830
|
|
4.65%, 03/01/68
|
35
|
28,740
|
|
4.75%, 05/30/42
|
80
|
73,548
|
|
4.75%, 11/15/48
|
30
|
26,593
|
|
4.90%, 03/15/55
|
30
|
26,731
|
|
5.50%, 04/15/41
|
45
|
45,321
|
|
6.00%, 10/01/36
|
50
|
53,569
|
|
6.15%, 05/01/37
|
50
|
54,017
|
|
6.22%, 04/30/40
|
70
|
75,792
|
|
Empresa de Transporte de Pasajeros Metro SA,
5.00%, 01/25/47(f)
|
200
|
181,026
|
|
FedEx Corp.
|
|
|
|
3.88%, 08/01/42
|
100
|
79,744
|
|
4.05%, 02/15/48
|
5
|
3,891
|
|
4.10%, 04/15/43
|
25
|
20,416
|
|
4.10%, 02/01/45
|
100
|
80,093
|
|
4.55%, 04/01/46
|
30
|
25,259
|
|
4.75%, 11/15/45
|
70
|
60,188
|
|
4.95%, 10/17/48
|
100
|
88,120
|
|
5.10%, 01/15/44
|
10
|
9,176
|
|
5.25%, 05/15/50
|
25
|
23,092
|
|
Indian Railway Finance Corp. Ltd., 3.95%, 02/13/50(f)
|
200
|
154,517
|
|
MTR Corp. Ltd., 5.25%, 04/01/55(f)
|
200
|
200,485
|
|
Norfolk Southern Corp.
|
|
|
|
2.90%, 08/25/51
|
60
|
37,340
|
|
3.05%, 05/15/50
|
95
|
61,750
|
|
3.16%, 05/15/55
|
80
|
51,057
|
|
3.40%, 11/01/49
|
45
|
31,307
|
|
3.70%, 03/15/53
|
60
|
42,936
|
|
3.94%, 11/01/47
|
79
|
61,454
|
|
3.95%, 10/01/42
|
55
|
45,165
|
|
4.05%, 08/15/52
|
85
|
65,401
|
|
4.10%, 05/15/49
|
45
|
35,244
|
|
4.10%, 05/15/2121
|
35
|
24,154
|
|
4.15%, 02/28/48
|
60
|
48,335
|
|
4.45%, 06/15/45
|
70
|
60,136
|
|
4.55%, 06/01/53
|
85
|
70,781
|
|
4.65%, 01/15/46
|
55
|
48,218
|
|
4.84%, 10/01/41
|
75
|
69,751
|
|
5.10%, 08/01/2118
|
20
|
17,200
|
|
5.35%, 08/01/54
|
70
|
65,808
|
|
5.95%, 03/15/64
|
45
|
45,611
|
|
Security
|
Par
(000
)
|
Value
|
|
Transportation (continued)
|
||
|
Polar Tankers, Inc., 5.95%, 05/10/37(a)
|
$24
|
$25,574
|
|
Union Pacific Corp.
|
|
|
|
2.95%, 03/10/52
|
120
|
76,076
|
|
2.97%, 09/16/62
|
50
|
29,229
|
|
3.20%, 05/20/41
|
95
|
73,817
|
|
3.25%, 02/05/50
|
125
|
85,933
|
|
3.35%, 08/15/46
|
5
|
3,593
|
|
3.38%, 02/14/42
|
35
|
27,330
|
|
3.50%, 02/14/53
|
115
|
80,917
|
|
3.55%, 08/15/39
|
65
|
54,828
|
|
3.55%, 05/20/61
|
35
|
23,579
|
|
3.60%, 09/15/37
|
76
|
66,795
|
|
3.75%, 02/05/70
|
75
|
50,823
|
|
3.80%, 10/01/51
|
130
|
97,500
|
|
3.80%, 04/06/71
|
70
|
48,157
|
|
3.84%, 03/20/60
|
180
|
129,769
|
|
3.85%, 02/14/72
|
50
|
34,745
|
|
3.88%, 02/01/55
|
80
|
59,479
|
|
3.95%, 08/15/59
|
40
|
29,424
|
|
4.00%, 04/15/47
|
75
|
59,338
|
|
4.05%, 11/15/45
|
85
|
68,702
|
|
4.05%, 03/01/46
|
90
|
72,644
|
|
4.10%, 09/15/67
|
55
|
40,493
|
|
4.30%, 03/01/49
|
85
|
69,850
|
|
4.50%, 09/10/48
|
35
|
29,531
|
|
4.95%, 09/09/52
|
15
|
13,652
|
|
5.15%, 01/20/63
|
45
|
41,208
|
|
5.60%, 12/01/54
|
125
|
123,810
|
|
United Parcel Service, Inc.
|
|
|
|
3.40%, 11/15/46
|
25
|
17,943
|
|
3.63%, 10/01/42
|
45
|
35,639
|
|
3.75%, 11/15/47
|
122
|
92,481
|
|
4.25%, 03/15/49
|
75
|
60,598
|
|
4.88%, 11/15/40
|
65
|
61,703
|
|
5.05%, 03/03/53
|
115
|
103,523
|
|
5.20%, 04/01/40
|
60
|
59,369
|
|
5.30%, 04/01/50
|
130
|
122,926
|
|
5.50%, 05/22/54
|
115
|
110,773
|
|
5.60%, 05/22/64
|
30
|
28,750
|
|
5.95%, 05/14/55
|
120
|
122,774
|
|
6.05%, 05/14/65
|
85
|
86,851
|
|
6.20%, 01/15/38
|
150
|
162,889
|
|
|
|
8,194,575
|
|
Trucking & Leasing — 0.0%
|
||
|
GATX Corp.
|
|
|
|
3.10%, 06/01/51
|
60
|
38,153
|
|
5.20%, 03/15/44
|
55
|
50,743
|
|
6.05%, 06/05/54
|
85
|
85,858
|
|
|
|
174,754
|
|
Water — 0.1%
|
||
|
American Water Capital Corp.
|
|
|
|
3.25%, 06/01/51
|
55
|
36,870
|
|
3.45%, 05/01/50
|
35
|
24,550
|
|
3.75%, 09/01/47
|
50
|
37,972
|
|
4.00%, 12/01/46
|
35
|
27,498
|
|
4.15%, 06/01/49
|
55
|
43,444
|
|
4.20%, 09/01/48
|
80
|
64,215
|
|
4.30%, 12/01/42
|
55
|
47,738
|
|
4.30%, 09/01/45
|
40
|
33,285
|
|
5.45%, 03/01/54
|
75
|
71,454
|
|
Security
|
Par
(000
)
|
Value
|
|
Water (continued)
|
||
|
5.70%, 09/01/55
|
$90
|
$88,810
|
|
6.59%, 10/15/37
|
50
|
56,065
|
|
Essential Utilities, Inc.
|
|
|
|
3.35%, 04/15/50
|
80
|
53,880
|
|
4.28%, 05/01/49
|
45
|
35,856
|
|
5.30%, 05/01/52
|
50
|
45,660
|
|
|
|
667,297
|
|
Total Corporate Bonds & Notes — 43.9%
(Cost: $288,694,798)
|
259,480,350
|
|
|
Foreign Government Obligations(i)
|
||
|
Angola — 0.1%
|
||
|
Angolan Government International Bonds
|
|
|
|
9.13%, 11/26/49(f)
|
200
|
191,308
|
|
9.38%, 05/08/48(f)
|
200
|
195,695
|
|
|
|
387,003
|
|
Argentina — 0.5%
|
||
|
Argentina Bonar Bonds
|
|
|
|
3.50%, 07/09/41(e)
|
59
|
41,037
|
|
5.00%, 01/09/38(e)
|
315
|
239,361
|
|
Argentine Republic Government International Bonds
|
|
|
|
3.50%, 07/09/41(e)
|
1,274
|
912,506
|
|
4.38%, 07/09/46(e)
|
213
|
155,879
|
|
5.00%, 01/09/38(e)
|
1,500
|
1,205,831
|
|
Provincia de Buenos Aires/Government Bonds
|
|
|
|
5.88%, 09/01/37(e)(f)
|
80
|
57,617
|
|
6.63%, 09/01/37(e)(f)
|
489
|
392,386
|
|
|
|
3,004,617
|
|
Bahrain — 0.1%
|
||
|
Bahrain Government International Bonds
|
|
|
|
6.00%, 09/19/44(f)
|
200
|
169,515
|
|
6.63%, 10/06/37(f)
|
200
|
192,631
|
|
7.50%, 09/20/47(f)
|
200
|
197,509
|
|
|
|
559,655
|
|
Benin — 0.0%
|
||
|
Benin Government International Bonds, 7.96%,
02/13/38(f)
|
200
|
210,905
|
|
Bermuda — 0.0%
|
||
|
Bermuda Government International Bonds, 3.38%,
08/20/50(f)
|
10
|
6,812
|
|
Brazil — 0.2%
|
||
|
Brazilian Government International Bonds
|
|
|
|
4.75%, 01/14/50
|
400
|
296,899
|
|
5.00%, 01/27/45(b)
|
200
|
160,033
|
|
5.63%, 01/07/41
|
200
|
184,660
|
|
5.63%, 02/21/47
|
200
|
170,340
|
|
7.13%, 01/20/37(b)
|
200
|
217,178
|
|
7.13%, 05/13/54
|
200
|
200,358
|
|
7.25%, 01/12/56
|
200
|
200,282
|
|
|
|
1,429,750
|
|
Bulgaria — 0.0%
|
||
|
Bulgaria Government International Bonds, 5.00%,
03/05/37(f)
|
100
|
97,726
|
|
Canada — 0.0%
|
||
|
OMERS Finance Trust, 4.00%, 04/19/52(a)
|
55
|
42,982
|
|
Security
|
Par
(000
)
|
Value
|
|
Chile — 0.2%
|
||
|
Chile Government International Bonds
|
|
|
|
3.10%, 05/07/41
|
$200
|
$152,715
|
|
3.10%, 01/22/61
|
400
|
248,515
|
|
3.50%, 01/25/50
|
200
|
144,586
|
|
3.50%, 04/15/53
|
200
|
141,248
|
|
3.63%, 10/30/42
|
150
|
120,723
|
|
3.86%, 06/21/47
|
200
|
157,189
|
|
4.00%, 01/31/52
|
200
|
156,610
|
|
4.34%, 03/07/42
|
200
|
176,678
|
|
|
|
1,298,264
|
|
China — 0.0%
|
||
|
China Government International Bonds, 2.75%,
12/03/39(f)
|
200
|
172,508
|
|
Colombia — 0.2%
|
||
|
Colombia Government International Bonds
|
|
|
|
5.00%, 06/15/45
|
200
|
150,708
|
|
5.20%, 05/15/49
|
200
|
150,274
|
|
5.63%, 02/26/44
|
200
|
163,173
|
|
6.13%, 01/18/41(b)
|
200
|
178,906
|
|
7.38%, 09/18/37
|
250
|
254,812
|
|
8.38%, 11/07/54
|
200
|
215,655
|
|
|
|
1,113,528
|
|
Costa Rica — 0.1%
|
||
|
Costa Rica Government International Bonds
|
|
|
|
7.16%, 03/12/45(f)
|
200
|
219,037
|
|
7.30%, 11/13/54(f)
|
200
|
223,216
|
|
|
|
442,253
|
|
Dominican Republic — 0.2%
|
||
|
Dominican Republic International Bonds
|
|
|
|
5.30%, 01/21/41(f)
|
150
|
133,782
|
|
5.88%, 01/30/60(f)
|
300
|
262,320
|
|
6.15%, 05/17/38(f)
|
200
|
197,113
|
|
6.40%, 06/05/49(f)
|
150
|
144,551
|
|
6.50%, 02/15/48(f)
|
150
|
147,011
|
|
6.85%, 01/27/45(f)
|
250
|
252,975
|
|
6.95%, 03/15/37(f)
|
150
|
157,605
|
|
7.45%, 04/30/44(f)
|
100
|
107,536
|
|
|
|
1,402,893
|
|
Ecuador — 0.1%
|
||
|
Ecuador Government International Bonds
|
|
|
|
5.00%, 07/31/40(e)(f)
|
310
|
260,482
|
|
9.25%, 01/29/39(f)
|
200
|
205,727
|
|
|
|
466,209
|
|
Egypt — 0.2%
|
||
|
Egypt Government International Bonds
|
|
|
|
7.50%, 02/16/61(f)
|
200
|
167,438
|
|
7.90%, 02/21/48(f)
|
200
|
178,769
|
|
8.50%, 01/31/47(f)
|
200
|
189,985
|
|
8.70%, 03/01/49(f)
|
200
|
192,135
|
|
8.88%, 05/29/50(f)
|
200
|
195,770
|
|
|
|
924,097
|
|
El Salvador — 0.1%
|
||
|
El Salvador Government International Bonds
|
|
|
|
7.12%, 01/20/50(f)
|
200
|
182,083
|
|
7.63%, 02/01/41(f)
|
200
|
200,766
|
|
|
|
382,849
|
|
Security
|
Par
(000
)
|
Value
|
|
Ghana — 0.0%
|
||
|
Ghana Government International Bonds, 1.50%,
01/03/37(f)
|
$100
|
$59,401
|
|
Guatemala — 0.1%
|
||
|
Guatemala Government Bonds
|
|
|
|
6.13%, 06/01/50(f)
|
200
|
198,236
|
|
6.55%, 02/06/37(f)
|
200
|
212,334
|
|
|
|
410,570
|
|
Hong Kong — 0.0%
|
||
|
Airport Authority, 3.25%, 01/12/52(a)
|
200
|
149,928
|
|
Hungary — 0.1%
|
||
|
Hungary Government International Bonds
|
|
|
|
3.13%, 09/21/51(f)
|
200
|
125,213
|
|
6.75%, 09/25/52(f)
|
200
|
215,602
|
|
7.63%, 03/29/41
|
200
|
235,406
|
|
|
|
576,221
|
|
Indonesia — 0.5%
|
||
|
Indonesia Government International Bonds
|
|
|
|
3.05%, 03/12/51
|
200
|
128,073
|
|
3.50%, 02/14/50
|
200
|
141,264
|
|
3.70%, 10/30/49
|
200
|
146,762
|
|
4.20%, 10/15/50
|
200
|
158,176
|
|
4.35%, 01/11/48
|
200
|
165,051
|
|
5.10%, 02/10/54
|
200
|
185,398
|
|
5.13%, 01/15/45(f)
|
200
|
189,259
|
|
5.25%, 01/17/42(f)
|
200
|
194,801
|
|
5.25%, 01/08/47(f)
|
200
|
190,402
|
|
5.95%, 01/08/46(f)
|
200
|
204,857
|
|
6.63%, 02/17/37(f)
|
200
|
218,103
|
|
6.75%, 01/15/44(f)
|
200
|
222,604
|
|
7.75%, 01/17/38(f)
|
200
|
238,163
|
|
Perusahaan Penerbit SBSN Indonesia III
|
|
|
|
3.55%, 06/09/51(f)
|
200
|
138,242
|
|
3.80%, 06/23/50(f)
|
200
|
146,285
|
|
|
|
2,667,440
|
|
Israel — 0.2%
|
||
|
Israel Government International Bonds
|
|
|
|
3.88%, 07/03/50
|
200
|
144,712
|
|
4.50%, 01/30/43
|
200
|
171,200
|
|
5.75%, 03/12/54
|
200
|
190,685
|
|
5.88%, 01/13/56
|
200
|
193,513
|
|
State of Israel
|
|
|
|
3.38%, 01/15/50
|
200
|
132,870
|
|
3.80%, 05/13/60(f)
|
600
|
402,929
|
|
|
|
1,235,909
|
|
Italy — 0.1%
|
||
|
Republic of Italy Government International Bonds
|
|
|
|
3.88%, 05/06/51
|
240
|
175,127
|
|
4.00%, 10/17/49
|
260
|
197,126
|
|
|
|
372,253
|
|
Ivory Coast — 0.0%
|
||
|
Ivory Coast Government International Bonds, 8.25%,
01/30/37(f)
|
200
|
220,775
|
|
Jamaica — 0.1%
|
||
|
Jamaica Government International Bonds
|
|
|
|
7.88%, 07/28/45
|
200
|
237,656
|
|
8.00%, 03/15/39
|
100
|
118,866
|
|
|
|
356,522
|
|
Security
|
Par
(000
)
|
Value
|
|
Kazakhstan — 0.1%
|
||
|
Kazakhstan Government International Bonds
|
|
|
|
4.88%, 10/14/44(f)
|
$200
|
$182,953
|
|
6.50%, 07/21/45(f)
|
200
|
218,285
|
|
|
|
401,238
|
|
Kenya — 0.0%
|
||
|
Republic of Kenya Government International Bonds,
8.25%, 02/28/48(f)
|
200
|
188,733
|
|
Lebanon — 0.0%
|
||
|
Lebanon Government International Bonds, 7.25%,
03/23/37(f)(g)(h)
|
150
|
39,586
|
|
Malaysia — 0.0%
|
||
|
Malaysia Sovereign Sukuk Bhd, 4.24%, 04/22/45(f)
|
200
|
178,073
|
|
Mexico — 0.7%
|
||
|
Mexico Government International Bonds
|
|
|
|
3.75%, 04/19/71
|
200
|
114,966
|
|
3.77%, 05/24/61
|
400
|
240,319
|
|
4.28%, 08/14/41
|
300
|
236,272
|
|
4.35%, 01/15/47
|
200
|
147,747
|
|
4.40%, 02/12/52
|
200
|
143,098
|
|
4.50%, 01/31/50
|
200
|
148,281
|
|
4.60%, 01/23/46
|
200
|
155,027
|
|
4.60%, 02/10/48
|
200
|
151,682
|
|
4.75%, 03/08/44
|
370
|
298,978
|
|
5.00%, 04/27/51
|
200
|
157,698
|
|
5.55%, 01/21/45
|
300
|
271,060
|
|
5.75%, 10/12/2110
|
250
|
204,128
|
|
6.05%, 01/11/40
|
200
|
195,629
|
|
6.13%, 02/09/38
|
400
|
393,213
|
|
6.34%, 05/04/53
|
200
|
187,211
|
|
6.40%, 05/07/54
|
200
|
187,942
|
|
6.63%, 01/29/38
|
200
|
204,788
|
|
6.75%, 02/09/56
|
200
|
195,956
|
|
6.88%, 05/13/37
|
400
|
419,403
|
|
7.38%, 05/13/55
|
200
|
211,644
|
|
|
|
4,265,042
|
|
Morocco — 0.0%
|
||
|
Morocco Government International Bonds, 4.00%,
12/15/50(f)
|
200
|
140,998
|
|
Nigeria — 0.1%
|
||
|
Nigeria Government International Bonds
|
|
|
|
7.63%, 11/28/47(f)
|
200
|
198,654
|
|
8.25%, 09/28/51(f)
|
200
|
205,533
|
|
9.13%, 01/13/46(f)
|
200
|
223,783
|
|
|
|
627,970
|
|
Oman — 0.1%
|
||
|
Oman Government International Bonds
|
|
|
|
6.50%, 03/08/47(f)
|
200
|
213,031
|
|
6.75%, 01/17/48(f)
|
200
|
218,644
|
|
7.00%, 01/25/51(f)
|
200
|
226,552
|
|
|
|
658,227
|
|
Panama — 0.2%
|
||
|
Panama Government International Bonds
|
|
|
|
3.87%, 07/23/60
|
200
|
136,605
|
|
4.30%, 04/29/53
|
200
|
153,478
|
|
4.50%, 05/15/47
|
200
|
164,640
|
|
4.50%, 04/16/50
|
200
|
160,158
|
|
4.50%, 04/01/56
|
200
|
155,052
|
|
Security
|
Par
(000
)
|
Value
|
|
Panama (continued)
|
||
|
4.50%, 01/19/63
|
$200
|
$152,285
|
|
6.85%, 03/28/54
|
200
|
214,026
|
|
8.00%, 03/01/38
|
200
|
235,881
|
|
|
|
1,372,125
|
|
Paraguay — 0.1%
|
||
|
Paraguay Government International Bonds
|
|
|
|
5.40%, 03/30/50(f)
|
200
|
181,792
|
|
6.10%, 08/11/44(f)
|
200
|
201,778
|
|
|
|
383,570
|
|
Peru — 0.2%
|
||
|
Peruvian Government International Bonds
|
|
|
|
2.78%, 12/01/60
|
260
|
141,777
|
|
3.23%, 07/28/2121
|
130
|
71,187
|
|
3.30%, 03/11/41
|
100
|
77,386
|
|
3.55%, 03/10/51
|
200
|
139,247
|
|
3.60%, 01/15/72
|
125
|
79,214
|
|
5.63%, 11/18/50
|
200
|
193,338
|
|
5.88%, 08/08/54
|
200
|
195,386
|
|
6.20%, 06/30/55
|
100
|
101,401
|
|
6.55%, 03/14/37
|
150
|
165,182
|
|
|
|
1,164,118
|
|
Philippines — 0.3%
|
||
|
Philippines Government International Bonds
|
|
|
|
2.65%, 12/10/45
|
200
|
126,973
|
|
2.95%, 05/05/45
|
200
|
134,946
|
|
3.20%, 07/06/46
|
200
|
138,581
|
|
3.70%, 03/01/41
|
200
|
161,738
|
|
3.70%, 02/02/42
|
200
|
159,589
|
|
3.95%, 01/20/40
|
300
|
254,358
|
|
4.20%, 03/29/47
|
200
|
160,317
|
|
5.50%, 01/17/48
|
400
|
382,519
|
|
|
|
1,519,021
|
|
Poland — 0.1%
|
||
|
Bank Gospodarstwa Krajowego, 6.25%, 07/09/54(f)
|
200
|
201,652
|
|
Republic of Poland Government International Bonds
|
|
|
|
5.50%, 04/04/53
|
300
|
278,990
|
|
5.50%, 03/18/54
|
400
|
370,788
|
|
|
|
851,430
|
|
Qatar — 0.3%
|
||
|
Qatar Government International Bonds
|
|
|
|
4.40%, 04/16/50(f)
|
400
|
344,185
|
|
4.63%, 06/02/46(f)
|
200
|
180,653
|
|
4.82%, 03/14/49(f)
|
600
|
552,304
|
|
5.10%, 04/23/48(f)
|
500
|
479,340
|
|
6.40%, 01/20/40(a)
|
100
|
112,368
|
|
|
|
1,668,850
|
|
Romania — 0.1%
|
||
|
Romanian Government International Bonds
|
|
|
|
4.00%, 02/14/51(f)
|
300
|
203,644
|
|
5.13%, 06/15/48(f)
|
140
|
113,758
|
|
5.75%, 07/04/36(f)
|
100
|
95,344
|
|
6.13%, 01/22/44(f)
|
100
|
94,492
|
|
7.50%, 02/10/37(f)
|
130
|
140,257
|
|
7.63%, 01/17/53(f)
|
150
|
161,631
|
|
|
|
809,126
|
|
Saudi Arabia — 0.5%
|
||
|
Saudi Government International Bonds
|
|
|
|
3.25%, 11/17/51(f)
|
200
|
130,491
|
|
3.45%, 02/02/61(f)
|
200
|
126,843
|
|
Security
|
Par
(000
)
|
Value
|
|
Saudi Arabia (continued)
|
||
|
3.75%, 01/21/55(f)
|
$200
|
$139,319
|
|
4.50%, 10/26/46(f)
|
600
|
502,204
|
|
4.50%, 04/22/60(f)
|
200
|
156,897
|
|
4.63%, 10/04/47(f)
|
400
|
337,776
|
|
5.00%, 04/17/49(f)
|
400
|
352,589
|
|
5.00%, 01/18/53(f)
|
200
|
173,980
|
|
5.25%, 01/16/50(f)
|
400
|
367,794
|
|
5.75%, 01/16/54(f)
|
400
|
385,937
|
|
5.88%, 01/12/56(f)
|
400
|
387,960
|
|
|
|
3,061,790
|
|
Senegal — 0.0%
|
||
|
Senegal Government International Bonds, 6.75%,
03/13/48(f)
|
200
|
101,787
|
|
South Africa — 0.2%
|
||
|
Republic of South Africa Government
International Bonds
|
|
|
|
5.00%, 10/12/46
|
200
|
156,209
|
|
5.38%, 07/24/44
|
200
|
168,678
|
|
5.65%, 09/27/47
|
200
|
168,474
|
|
5.75%, 09/30/49
|
200
|
169,128
|
|
7.10%, 11/19/36(f)
|
200
|
213,865
|
|
7.30%, 04/20/52
|
200
|
200,243
|
|
7.95%, 11/19/54(f)
|
200
|
213,340
|
|
|
|
1,289,937
|
|
South Korea — 0.1%
|
||
|
Export-Import Bank of Korea, 2.50%, 06/29/41
|
200
|
145,679
|
|
Korea International Bonds, 3.88%, 09/20/48
|
200
|
168,170
|
|
|
|
313,849
|
|
Sri Lanka — 0.0%
|
||
|
Sri Lanka Government International Bonds, 3.60%,
02/15/38(e)(f)
|
188
|
182,535
|
|
Supranational — 0.0%
|
||
|
Inter-American Development Bank
|
|
|
|
3.20%, 08/07/42
|
50
|
40,104
|
|
3.88%, 10/28/41
|
110
|
97,056
|
|
4.38%, 01/24/44
|
60
|
55,442
|
|
|
|
192,602
|
|
Sweden — 0.0%
|
||
|
Svensk Exportkredit AB, 0.00%, 05/11/37(d)
|
15
|
8,643
|
|
Turkey — 0.3%
|
||
|
Turkiye Government International Bonds
|
|
|
|
4.88%, 04/16/43
|
200
|
147,161
|
|
5.75%, 05/11/47
|
400
|
314,863
|
|
6.00%, 01/14/41
|
300
|
258,949
|
|
6.63%, 02/17/45
|
200
|
177,534
|
|
6.75%, 05/30/40(b)
|
200
|
188,399
|
|
6.80%, 11/04/36
|
200
|
195,061
|
|
6.88%, 01/14/38
|
200
|
193,476
|
|
7.25%, 03/05/38
|
50
|
50,861
|
|
|
|
1,526,304
|
|
United Arab Emirates — 0.3%
|
||
|
Abu Dhabi Government International Bonds
|
|
|
|
2.70%, 09/02/70(f)
|
200
|
107,526
|
|
3.13%, 09/30/49(f)
|
400
|
272,268
|
|
3.88%, 04/16/50(f)
|
400
|
309,190
|
|
4.13%, 10/11/47(f)
|
200
|
163,573
|
|
5.50%, 04/30/54(f)
|
200
|
196,961
|
|
Security
|
Par
(000
)
|
Value
|
|
United Arab Emirates (continued)
|
||
|
Emirate of Dubai Government International Bonds,
5.25%, 01/30/43(f)
|
$200
|
$190,589
|
|
Finance Department Government of Sharjah, 4.00%,
07/28/50(f)
|
200
|
130,457
|
|
UAE International Government Bonds
|
|
|
|
3.25%, 10/19/61(f)
|
200
|
128,831
|
|
4.95%, 07/07/52(f)
|
200
|
182,815
|
|
|
|
1,682,210
|
|
Uruguay — 0.2%
|
||
|
Oriental Republic of Uruguay, 5.25%, 09/10/60
|
130
|
119,604
|
|
Uruguay Government International Bonds
|
|
|
|
4.13%, 11/20/45
|
55
|
47,312
|
|
4.98%, 04/20/55
|
305
|
274,894
|
|
5.10%, 06/18/50
|
390
|
362,593
|
|
5.44%, 02/14/37
|
95
|
97,629
|
|
|
|
902,032
|
|
Zambia — 0.0%
|
||
|
Zambia Government International Bonds, 0.50%,
12/31/53(f)
|
200
|
159,153
|
|
Total Foreign Government Obligations — 7.0%
(Cost: $43,261,093)
|
41,680,019
|
|
|
Municipal Debt Obligations
|
||
|
Arizona — 0.0%
|
||
|
Salt River Project Agricultural Improvement & Power
District, RB, BAB, 4.84%, 01/01/41
|
150
|
143,421
|
|
California — 0.5%
|
||
|
Bay Area Toll Authority, RB, BAB
|
|
|
|
Series S-1, 7.04%, 04/01/50
|
37
|
42,268
|
|
Series S-3, 6.91%, 10/01/50(b)
|
170
|
189,016
|
|
California State University, RB
|
|
|
|
Class B,2.72%, 11/01/52(b)
|
200
|
130,884
|
|
5.18%, 11/01/53
|
100
|
93,686
|
|
City of San Francisco California Public Utilities
Commission Water Revenue RB, BAB, 6.95%,
11/01/50
|
100
|
108,998
|
|
Foothill-Eastern Transportation Corridor Agency, RB,
Series A, 4.09%, 01/15/49
|
100
|
81,078
|
|
Los Angeles Community College District California,
GO, BAB, 6.75%, 08/01/49
|
200
|
219,180
|
|
Los Angeles County Public Works Financing Authority,
RB, BAB, 7.62%, 08/01/40
|
50
|
58,315
|
|
Regents of the University of California Medical Center
Pooled Revenue, RB
|
|
|
|
3.71%, 05/15/2120
|
225
|
140,081
|
|
Series N, 3.26%, 05/15/60
|
65
|
40,913
|
|
Regents of the University of California Medical Center
Pooled Revenue, RB, BAB, Series F, 6.58%,
05/15/49
|
150
|
158,078
|
|
San Diego County Regional Transportation
Commission, RB, BAB, 5.91%, 04/01/48
|
125
|
124,010
|
|
San Diego County Water Authority, RB, BAB,
Series B, Class B,6.14%, 05/01/49
|
50
|
50,425
|
|
State of California, GO
|
|
|
|
4.60%, 04/01/38
|
100
|
100,759
|
|
5.20%, 03/01/43
|
105
|
103,084
|
|
State of California, GO, BAB
|
|
|
|
7.30%, 10/01/39
|
150
|
171,525
|
|
Security
|
Par
(000
)
|
Value
|
|
California (continued)
|
||
|
7.55%, 04/01/39
|
$250
|
$296,627
|
|
7.60%, 11/01/40
|
245
|
291,994
|
|
University of California, RB
|
|
|
|
Series AQ, 4.77%, 05/15/2115
|
150
|
121,262
|
|
Series BG, 3.07%, 05/15/51
|
200
|
129,466
|
|
|
|
2,651,649
|
|
Colorado — 0.0%
|
||
|
Regional Transportation District Sales Tax Revenue,
RB, BAB, Series B, 5.84%, 11/01/50
|
20
|
19,951
|
|
District of Columbia — 0.0%
|
||
|
District of Columbia Water & Sewer Authority, RB,
4.81%, 10/01/2114
|
50
|
41,016
|
|
Florida — 0.0%
|
||
|
County of Miami-Dade Aviation Revenue, RB,
Series C, 4.28%, 10/01/41(b)
|
50
|
45,510
|
|
Georgia — 0.0%
|
||
|
Municipal Electric Authority of Georgia, RB, BAB
|
|
|
|
Project J, Series 2010-A, 6.64%, 04/01/57
|
88
|
94,125
|
|
Project M, Series 2010-A, 6.66%, 04/01/57
|
44
|
47,283
|
|
|
|
141,408
|
|
Illinois — 0.1%
|
||
|
Chicago O'Hare International Airport, RB, Series C,
Class C,4.57%, 01/01/54(b)
|
100
|
84,085
|
|
Chicago Transit Authority Sales & Transfer Tax
Receipts Revenue, RB, Series B, Class B,6.90%,
12/01/40
|
222
|
245,938
|
|
Metropolitan Water Reclamation District of Greater
Chicago GOL, BAB, 5.72%, 12/01/38
|
55
|
56,157
|
|
|
|
386,180
|
|
Louisiana — 0.0%
|
||
|
Louisiana Local Government Environmental Facilities
& Community Development Authority, RB, 5.20%,
12/01/39
|
210
|
213,218
|
|
Maryland — 0.0%
|
||
|
Maryland Health & Higher Educational Facilities
Authority, RB, Class D,3.05%, 07/01/40(b)
|
50
|
38,750
|
|
Massachusetts — 0.1%
|
||
|
Commonwealth of Massachusetts Transportation
Fund Revenue, RB, BAB, Series A, 5.73%,
06/01/40
|
25
|
25,537
|
|
Commonwealth of Massachusetts, GOL, BAB,
Series E, 5.46%, 12/01/39
|
200
|
202,749
|
|
Massachusetts School Building Authority, RB, BAB,
Series B, 5.72%, 08/15/39
|
50
|
51,552
|
|
|
|
279,838
|
|
Michigan — 0.0%
|
||
|
Michigan State University, RB, 4.17%, 08/15/2122
|
100
|
70,325
|
|
University of Michigan, RB, Class B,3.50%, 04/01/52
|
200
|
145,878
|
|
|
|
216,203
|
|
Missouri — 0.0%
|
||
|
Health & Educational Facilities Authority of the State
of Missouri RB, Series A, 3.23%, 05/15/50
|
100
|
69,746
|
|
New Jersey — 0.1%
|
||
|
New Jersey Transportation Trust Fund Authority, RB,
BAB, Series B, 6.56%, 12/15/40
|
100
|
109,844
|
|
Security
|
Par
(000
)
|
Value
|
|
New Jersey (continued)
|
||
|
New Jersey Turnpike Authority, RB, BAB
|
|
|
|
Series A, 7.10%, 01/01/41
|
$200
|
$227,495
|
|
Series F, 7.41%, 01/01/40
|
150
|
175,246
|
|
|
|
512,585
|
|
New York — 0.3%
|
||
|
City of New York, GO
|
|
|
|
4.61%, 09/01/37
|
52
|
49,308
|
|
5.37%, 10/01/51
|
300
|
286,296
|
|
5.80%, 02/01/52
|
75
|
75,264
|
|
City of New York, GO, BAB, Series C-1, 5.52%,
10/01/37
|
200
|
200,497
|
|
Empire State Development Corp., RB, BAB, 5.77%,
03/15/39
|
40
|
40,839
|
|
Metropolitan Transportation Authority Dedicated Tax
Fund, RB, BAB, 7.34%, 11/15/39
|
130
|
150,014
|
|
New York City Municipal Water Finance Authority,
RB, BAB
|
|
|
|
5.44%, 06/15/43
|
250
|
237,986
|
|
6.01%, 06/15/42
|
200
|
202,755
|
|
New York State Dormitory Authority, RB, BAB,
Series F, 5.63%, 03/15/39
|
90
|
90,956
|
|
Port Authority of New York & New Jersey, RB
|
|
|
|
3.29%, 08/01/69
|
300
|
187,564
|
|
5.07%, 07/15/53
|
30
|
27,780
|
|
Series 168, 4.93%, 10/01/51
|
80
|
72,490
|
|
Series 174, 4.46%, 10/01/62
|
350
|
287,189
|
|
Series 181, 4.96%, 08/01/46
|
50
|
47,335
|
|
Series 225, 3.18%, 07/15/60
|
70
|
44,072
|
|
|
|
2,000,345
|
|
Ohio — 0.1%
|
||
|
American Municipal Power, Inc. RB, BAB, 6.45%,
02/15/44(b)
|
200
|
206,789
|
|
American Municipal Power, Inc., RB, Series B, 8.08%,
02/15/50
|
50
|
62,202
|
|
Ohio State University (The), RB, Series A, 4.80%,
06/01/2111
|
75
|
61,021
|
|
|
|
330,012
|
|
Oklahoma — 0.1%
|
||
|
Oklahoma Development Finance Authority, RB
|
|
|
|
4.62%, 06/01/44
|
85
|
81,162
|
|
4.71%, 05/01/52(b)
|
175
|
160,664
|
|
|
|
241,826
|
|
Pennsylvania — 0.0%
|
||
|
Commonwealth Financing Authority, RB, Series A,
4.14%, 06/01/38
|
150
|
139,953
|
|
Pennsylvania State University (The), RB, 2.79%,
09/01/43
|
75
|
57,435
|
|
|
|
197,388
|
|
Tennessee — 0.0%
|
||
|
Metropolitan Government of Nashville & Davidson
County Convention Center Authority RB, BAB,
Series B, 6.73%, 07/01/43
|
40
|
42,540
|
|
Texas — 0.3%
|
||
|
Board of Regents of the University of Texas System,
RB, BAB, Series C, 4.79%, 08/15/46
|
150
|
140,420
|
|
City of San Antonio Electric & Gas Systems Revenue,
RB, 5.57%, 02/01/50(b)
|
35
|
34,928
|
|
City of San Antonio Electric & Gas Systems Revenue,
RB, BAB, 5.81%, 02/01/41(b)
|
50
|
51,940
|
|
Security
|
Par
(000
)
|
Value
|
|
Texas (continued)
|
||
|
Dallas Area Rapid Transit, RB, Class A,2.61%,
12/01/48
|
$100
|
$66,895
|
|
Dallas Area Rapid Transit, RB, BAB, Series B, 6.00%,
12/01/44
|
100
|
101,760
|
|
Dallas County Hospital District, GOL, BAB, Series C,
Class C,5.62%, 08/15/44
|
30
|
29,167
|
|
Dallas Fort Worth International Airport, RB
|
|
|
|
Class A,4.51%, 11/01/51
|
200
|
171,711
|
|
Series C, Class C,2.92%, 11/01/50
|
100
|
69,047
|
|
Grand Parkway Transportation Corp., RB, 3.24%,
10/01/52
|
150
|
103,696
|
|
North Texas Tollway Authority, RB, BAB, Series B,
Class B,6.72%, 01/01/49(b)
|
70
|
75,646
|
|
Permanent University Fund - Texas A&M University
System, RB, Series B, Class B,3.66%, 07/01/47
|
100
|
81,430
|
|
State of Texas, GO, BAB, 5.52%, 04/01/39
|
234
|
234,848
|
|
Texas Natural Gas Securitization Finance Corp., RB,
5.17%, 04/01/41
|
200
|
200,529
|
|
Texas Private Activity Bond Surface Transportation
Corp., RB, Series B, Class B,3.92%, 12/31/49
|
100
|
78,489
|
|
Texas Transportation Commission, GO, 2.47%,
10/01/44
|
50
|
35,029
|
|
|
|
1,475,535
|
|
Virginia — 0.0%
|
||
|
University of Virginia, RB
|
|
|
|
2.26%, 09/01/50
|
270
|
154,448
|
|
Series C, 4.18%, 09/01/2117
|
45
|
32,076
|
|
|
|
186,524
|
|
Total Municipal Debt Obligations — 1.6%
(Cost: $10,668,975)
|
9,233,645
|
|
|
U.S. Government & Agency Obligations
|
||
|
Mortgage-Backed Securities — 0.0%
|
||
|
Federal National Mortgage Association, Series
2019-M4, Class A2, 3.61%, 02/25/31
|
249
|
240,216
|
|
U.S. Government Agency Obligations — 0.2%
|
||
|
Federal Home Loan Banks, 5.50%, 07/15/36
|
290
|
312,547
|
|
Tennessee Valley Authority
|
|
|
|
3.50%, 12/15/42
|
50
|
41,140
|
|
5.25%, 09/15/39
|
65
|
67,338
|
|
5.25%, 02/01/55
|
50
|
48,840
|
|
5.38%, 04/01/56
|
500
|
499,079
|
|
|
|
968,944
|
|
U.S. Government Obligations — 45.5%
|
||
|
U.S. Treasury Bonds
|
|
|
|
1.13%, 05/15/40
|
4,131
|
2,594,139
|
|
1.13%, 08/15/40
|
498
|
309,460
|
|
1.25%, 05/15/50
|
3,600
|
1,693,687
|
|
1.38%, 11/15/40
|
5,757
|
3,698,872
|
|
1.38%, 08/15/50
|
3,890
|
1,886,042
|
|
1.63%, 11/15/50
|
6,245
|
3,229,836
|
|
1.75%, 08/15/41
|
7,561
|
5,039,879
|
|
1.88%, 02/15/41
|
6,683
|
4,610,226
|
|
1.88%, 02/15/51
|
7,393
|
4,066,150
|
|
1.88%, 11/15/51
|
6,698
|
3,644,131
|
|
2.00%, 11/15/41
|
6,756
|
4,653,195
|
|
2.00%, 02/15/50
|
4,170
|
2,406,220
|
|
2.00%, 08/15/51
|
6,819
|
3,844,211
|
|
Security
|
Par
(000
)
|
Value
|
|
U.S. Government Obligations (continued)
|
||
|
2.25%, 05/15/41
|
$5,197
|
$3,771,073
|
|
2.25%, 08/15/46
|
1,922
|
1,243,894
|
|
2.25%, 08/15/49
|
4,700
|
2,897,844
|
|
2.25%, 02/15/52
|
6,453
|
3,847,601
|
|
2.38%, 02/15/42
|
5,540
|
4,019,097
|
|
2.38%, 11/15/49
|
3,960
|
2,500,369
|
|
2.38%, 05/15/51
|
7,087
|
4,389,511
|
|
2.50%, 02/15/45
|
2,130
|
1,482,347
|
|
2.50%, 02/15/46
|
895
|
612,516
|
|
2.50%, 05/15/46
|
1,750
|
1,193,555
|
|
2.75%, 08/15/42
|
1,450
|
1,101,547
|
|
2.75%, 11/15/42
|
4,355
|
3,292,108
|
|
2.75%, 08/15/47
|
1,700
|
1,193,453
|
|
2.75%, 11/15/47
|
3,120
|
2,184,000
|
|
2.88%, 05/15/43
|
3,150
|
2,402,859
|
|
2.88%, 08/15/45
|
500
|
368,437
|
|
2.88%, 11/15/46
|
850
|
616,383
|
|
2.88%, 05/15/49
|
4,320
|
3,044,925
|
|
2.88%, 05/15/52
|
5,755
|
3,945,772
|
|
3.00%, 05/15/42
|
1,000
|
791,875
|
|
3.00%, 05/15/45
|
300
|
226,500
|
|
3.00%, 11/15/45
|
500
|
375,000
|
|
3.00%, 02/15/47
|
1,300
|
961,187
|
|
3.00%, 02/15/48
|
3,835
|
2,803,745
|
|
3.00%, 08/15/48
|
4,840
|
3,519,587
|
|
3.00%, 02/15/49
|
4,600
|
3,329,250
|
|
3.00%, 08/15/52
|
5,381
|
3,781,834
|
|
3.13%, 11/15/41
|
600
|
487,594
|
|
3.13%, 02/15/43
|
4,486
|
3,564,968
|
|
3.13%, 08/15/44
|
1,400
|
1,089,375
|
|
3.13%, 05/15/48
|
4,247
|
3,168,660
|
|
3.25%, 05/15/42
|
4,651
|
3,812,367
|
|
3.38%, 08/15/42
|
4,483
|
3,725,093
|
|
3.38%, 05/15/44
|
1,450
|
1,175,859
|
|
3.63%, 08/15/43
|
1,450
|
1,229,102
|
|
3.63%, 02/15/44
|
2,600
|
2,191,719
|
|
3.63%, 02/15/53
|
5,666
|
4,493,846
|
|
3.63%, 05/15/53
|
5,105
|
4,044,915
|
|
3.75%, 11/15/43
|
2,300
|
1,978,000
|
|
3.88%, 08/15/40
|
650
|
590,586
|
|
3.88%, 02/15/43
|
4,365
|
3,850,748
|
|
3.88%, 05/15/43
|
4,730
|
4,161,661
|
|
4.00%, 11/15/42
|
5,069
|
4,556,556
|
|
4.00%, 11/15/52
|
5,922
|
5,028,148
|
|
4.13%, 08/15/44
|
3,999
|
3,598,475
|
|
4.13%, 08/15/53
|
6,515
|
5,649,727
|
|
4.25%, 11/15/40
|
1,416
|
1,338,784
|
|
4.25%, 02/15/54
|
6,475
|
5,733,410
|
|
4.25%, 08/15/54
|
6,724
|
5,955,993
|
|
4.38%, 05/15/40
|
1,317
|
1,268,436
|
|
4.38%, 08/15/43
|
4,155
|
3,890,119
|
|
4.50%, 02/15/44
|
4,951
|
4,693,393
|
|
4.50%, 11/15/54
|
6,184
|
5,712,470
|
|
4.63%, 02/15/40
|
1,350
|
1,337,555
|
|
4.63%, 05/15/44
|
5,330
|
5,126,794
|
|
4.63%, 11/15/44
|
4,336
|
4,159,172
|
|
4.63%, 11/15/45
|
3,620
|
3,459,928
|
|
Security
|
Par
(000
)
|
Value
|
|
U.S. Government Obligations (continued)
|
||
|
4.63%, 02/15/46
|
$4,421
|
$4,222,746
|
|
4.63%, 05/15/54
|
5,857
|
5,522,053
|
|
4.63%, 02/15/55
|
6,314
|
5,954,891
|
|
4.63%, 11/15/55
|
6,397
|
6,039,168
|
|
4.75%, 02/15/41
|
270
|
269,156
|
|
4.75%, 11/15/43
|
5,448
|
5,335,635
|
|
4.75%, 02/15/45
|
5,008
|
4,876,540
|
|
4.75%, 11/15/53
|
5,228
|
5,022,964
|
|
4.75%, 05/15/55
|
6,901
|
6,643,291
|
|
4.75%, 08/15/55
|
6,980
|
6,721,521
|
|
4.75%, 02/15/56
|
6,860
|
6,613,662
|
|
4.88%, 08/15/45
|
4,198
|
4,146,181
|
|
5.00%, 05/15/45
|
4,377
|
4,394,782
|
|
5.00%, 05/15/56
|
780
|
782,437
|
|
|
|
269,190,797
|
|
Total U.S. Government & Agency Obligations — 45.7%
(Cost: $319,714,366)
|
270,399,957
|
|
|
Total Long-Term Investments — 98.2%
(Cost: $662,447,993)
|
580,903,234
|
|
|
|
Shares
|
|
|
Short-Term Securities
|
||
|
Money Market Funds — 1.9%
|
||
|
BlackRock Cash Funds: Treasury, SL Agency Shares,
3.58%(j)(k)(l)
|
11,433,183
|
11,433,183
|
|
Total Short-Term Securities — 1.9%
(Cost: $11,433,182)
|
11,433,183
|
|
|
Total Investments — 100.1%
(Cost: $673,881,175)
|
592,336,417
|
|
|
Liabilities in Excess of Other Assets — (0.1)%
|
(693,750
)
|
|
|
Net Assets — 100.0%
|
$591,642,667
|
|
|
(a)
|
Security exempt from registration pursuant to Rule 144A under the Securities Act of
1933, as amended. These securities may be resold in transactions exempt from
registration to qualified institutional investors.
|
|
(b)
|
All or a portion of this security is on loan.
|
|
(c)
|
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.
|
|
(d)
|
Zero-coupon bond.
|
|
(e)
|
Step coupon security. Coupon rate will either increase (step-up bond) or decrease
(step-down bond) at regular intervals until maturity. Interest rate shown reflects
the
rate currently in effect.
|
|
(f)
|
This security may be resold to qualified foreign investors and foreign institutional
buyers under Regulation S of the Securities Act of 1933.
|
|
(g)
|
Issuer filed for bankruptcy and/or is in default.
|
|
(h)
|
Non-income producing security.
|
|
(i)
|
U.S. dollar denominated security issued by foreign domiciled entity.
|
|
(j)
|
Affiliate of the Fund.
|
|
(k)
|
Annualized 7-day yield as of period end.
|
|
(l)
|
All or a portion of this security was purchased with the cash collateral from loaned
securities.
|
|
Affiliated Issuer
|
Value at
02/28/26
|
Purchases
at Cost
|
Proceeds
from Sales
|
Net Realized
Gain (Loss)
|
Change in
Unrealized
Appreciation
(Depreciation)
|
Value at
05/31/26
|
Shares
Held at
05/31/26
|
Income
|
Capital
Gain
Distributions
from
Underlying
Funds
|
|
BlackRock Cash Funds: Treasury, SL Agency
Shares
|
$10,059,810
|
$1,373,373
(a)
|
$—
|
$—
|
$—
|
$11,433,183
|
11,433,183
|
$46,641
(b)
|
$—
|
|
(a)
|
Represents net amount purchased (sold).
|
|
(b)
|
All or a portion represents securities lending income earned from the reinvestment
of cash collateral from loaned securities, net of collateral investment fees, and
other payments to
and from borrowers of securities.
|
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Assets
|
|
|
|
|
|
Investments
|
|
|
|
|
|
Long-Term Investments
|
|
|
|
|
|
Asset-Backed Securities
|
$—
|
$109,263
|
$—
|
$109,263
|
|
Corporate Bonds & Notes
|
—
|
259,480,350
|
—
|
259,480,350
|
|
Foreign Government Obligations
|
—
|
41,680,019
|
—
|
41,680,019
|
|
Municipal Debt Obligations
|
—
|
9,233,645
|
—
|
9,233,645
|
|
U.S. Government & Agency Obligations
|
—
|
270,399,957
|
—
|
270,399,957
|
|
Short-Term Securities
|
|
|
|
|
|
Money Market Funds
|
11,433,183
|
—
|
—
|
11,433,183
|
|
|
$11,433,183
|
$580,903,234
|
$—
|
$592,336,417
|
|
Portfolio Abbreviation
|
|
|
BAB
|
Build America Bond
|
|
CME
|
Chicago Mercantile Exchange
|
|
CMT
|
Constant Maturity Treasury
|
|
GO
|
General Obligation
|
|
GOL
|
General Obligation Limited
|
|
|
|
|
PJSC
|
Public Joint Stock Company
|
|
RB
|
Revenue Bonds
|
|
REIT
|
Real Estate Investment Trust
|
|
SOFR
|
Secured Overnight Financing Rate
|