|
Security
|
Par
(000
)
|
Value
|
|
Asset-Backed Securities
|
||
|
American Express Credit Account Master Trust
|
|
|
|
4.51%, 04/15/32
|
$100
|
$100,488
|
|
4.30%, 07/15/30
|
1,000
|
1,000,230
|
|
AmeriCredit Automobile Receivables Trust, 5.38%,
06/18/29
|
1,130
|
1,142,377
|
|
BA Credit Card Trust, 4.31%, 05/15/30
|
1,250
|
1,251,755
|
|
Capital One Multi-Asset Execution Trust, 3.82%,
09/15/30
|
500
|
495,008
|
|
CarMax Auto Owner Trust, 4.47%, 01/15/31
|
400
|
400,641
|
|
Citibank Credit Card Issuance Trust
|
|
|
|
6.15%, 06/15/39
|
100
|
109,263
|
|
4.49%, 06/21/32
|
940
|
943,215
|
|
Ford Credit Auto Lease Trust, 4.23%, 12/15/28
|
500
|
500,364
|
|
Ford Credit Floorplan Master Owner Trust A,
4.06%, 09/15/30
|
250
|
248,200
|
|
GM Financial Consumer Automobile
Receivables Trust
|
|
|
|
5.28%, 10/16/29
|
850
|
859,789
|
|
3.84%, 02/18/31
|
500
|
494,912
|
|
Honda Auto Receivables Owner Trust, 3.98%,
06/17/30
|
2,250
|
2,235,420
|
|
Hyundai Auto Receivables Trust
|
|
|
|
4.32%, 10/15/29
|
1,000
|
1,001,739
|
|
4.40%, 04/15/31
|
500
|
500,344
|
|
John Deere Owner Trust, 4.06%, 06/15/29
|
1,430
|
1,429,275
|
|
Mercedes-Benz Auto Lease Trust, 4.69%,
02/18/31
|
400
|
402,120
|
|
Synchrony Card Funding LLC, 4.49%, 05/15/31
|
300
|
300,618
|
|
Toyota Auto Receivables Owner Trust, 4.34%,
11/15/29
|
100
|
100,202
|
|
Verizon Master Trust, 4.17%, 08/20/30
|
1,200
|
1,199,969
|
|
Volkswagen Auto Lease Trust, 4.01%, 01/22/29
|
200
|
199,499
|
|
WF Card Issuance Trust, 4.29%, 10/15/29
|
1,100
|
1,102,592
|
|
World Omni Auto Receivables Trust, 4.34%,
09/16/30
|
500
|
500,569
|
|
Total Asset-Backed Securities — 0.3%
(Cost: $16,551,517)
|
16,518,589
|
|
|
Collateralized Mortgage Obligations
|
||
|
Mortgage-Backed Securities — 1.1%
|
||
|
Bank, 3.35%, 01/15/63(a)
|
200
|
173,288
|
|
Bank5
|
|
|
|
5.28%, 08/15/63
|
500
|
507,432
|
|
6.26%, 04/15/56(a)
|
1,000
|
1,021,573
|
|
6.50%, 12/15/56
|
433
|
447,440
|
|
BBCMS Mortgage Trust
|
|
|
|
2.04%, 09/15/54
|
1,000
|
889,935
|
|
2.69%, 11/15/54
|
1,000
|
889,776
|
|
5.02%, 09/15/58
|
500
|
503,720
|
|
5.12%, 09/15/57
|
500
|
500,525
|
|
5.25%, 02/15/59
|
500
|
508,352
|
|
5.48%, 11/15/58
|
400
|
405,300
|
|
5.72%, 02/15/62
|
500
|
522,690
|
|
5.83%, 11/15/57(a)
|
250
|
255,998
|
|
6.00%, 09/15/56(a)
|
2,000
|
2,108,264
|
|
6.17%, 12/15/55(a)
|
100
|
103,209
|
|
6.30%, 09/15/56(a)
|
500
|
520,682
|
|
Series 2018-C2, Class A5, 4.31%, 12/15/51
|
500
|
495,456
|
|
Series 2020-C7, Class A5, 2.04%, 04/15/53
|
296
|
266,870
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
BBCMS Trust, 2.27%, 07/15/54
|
$250
|
$236,471
|
|
Benchmark Mortgage Trust
|
|
|
|
1.93%, 07/15/53
|
500
|
444,270
|
|
2.52%, 11/15/54(a)
|
250
|
204,380
|
|
3.93%, 03/15/52
|
766
|
760,650
|
|
5.18%, 02/15/59
|
1,000
|
1,013,261
|
|
5.33%, 02/15/58
|
500
|
504,271
|
|
5.36%, 05/15/55
|
250
|
251,883
|
|
6.06%, 08/15/57(a)
|
500
|
514,240
|
|
6.09%, 04/15/57(a)
|
250
|
258,142
|
|
6.79%, 03/15/57
|
500
|
517,364
|
|
Series 2018-B4, Class ASB, 4.06%, 07/15/51(a)
|
104
|
104,155
|
|
Series 2018-B6, Class AAB, 4.17%, 10/10/51
|
108
|
107,871
|
|
Series 2019-B11, Class A4, 3.28%, 05/15/52
|
84
|
80,846
|
|
Series 2020-B21, Class A4, 1.70%, 12/17/53
|
1,200
|
1,077,033
|
|
Series 2020-B21, Class A5, 1.98%, 12/17/53
|
800
|
708,454
|
|
BMO Mortgage Trust
|
|
|
|
4.81%, 07/15/54(a)
|
483
|
484,014
|
|
5.58%, 05/15/58
|
500
|
512,339
|
|
5.74%, 02/15/57
|
1,000
|
1,020,775
|
|
5.88%, 09/15/57(a)
|
200
|
198,196
|
|
5.89%, 11/15/57(a)
|
303
|
308,005
|
|
6.20%, 11/15/57(a)
|
928
|
950,292
|
|
CD Mortgage Trust
|
|
|
|
3.35%, 11/10/49
|
142
|
141,746
|
|
3.91%, 11/13/50(a)
|
100
|
96,022
|
|
Citigroup Commercial Mortgage Trust
|
|
|
|
3.92%, 12/15/72(a)
|
200
|
184,167
|
|
Series 2019-C7, Class A4, 3.10%, 12/15/72
|
500
|
473,048
|
|
CSAIL Commercial Mortgage Trust
|
|
|
|
4.05%, 03/15/52
|
200
|
196,566
|
|
4.45%, 04/15/51(a)
|
400
|
384,026
|
|
Series 2016-C7, Class AS, 3.96%, 11/15/49(a)
|
250
|
247,548
|
|
Federal Home Loan Mortgage Corp. Multifamily
Structured Pass-Through Certificates
|
|
|
|
3.00%, 09/25/29
|
1,000
|
963,047
|
|
3.78%, 11/25/32(a)
|
2,000
|
1,917,292
|
|
4.40%, 06/25/35(a)
|
1,360
|
1,330,512
|
|
4.43%, 02/25/33(a)
|
2,400
|
2,382,153
|
|
4.57%, 12/25/28
|
400
|
401,321
|
|
4.65%, 08/25/28(a)
|
1,000
|
1,004,520
|
|
4.76%, 10/25/34
|
900
|
906,016
|
|
4.94%, 11/25/30(a)
|
500
|
508,899
|
|
5.40%, 01/25/29
|
5,000
|
5,113,216
|
|
5.40%, 01/25/29
|
1,000
|
1,021,843
|
|
Federal National Mortgage Association-ACES
|
|
|
|
1.32%, 05/25/30
|
242
|
218,501
|
|
1.78%, 11/25/31(a)
|
2,500
|
2,190,937
|
|
2.40%, 11/25/31
|
500
|
452,832
|
|
Series 2020-M20, Class A2, 1.44%, 10/25/29
|
1,000
|
910,691
|
|
Freddie Mac Multifamily Structured Pass Through
Certificates, 4.66%, 12/25/34(a)
|
500
|
499,641
|
|
JPMCC Commercial Mortgage Securities Trust,
3.28%, 07/15/50
|
203
|
202,254
|
|
Morgan Stanley Bank of America Merrill Lynch
Trust, 5.64%, 03/15/58
|
185
|
189,909
|
|
Morgan Stanley Capital I Trust, 2.75%, 06/15/54(a)
|
1,000
|
868,570
|
|
MSWF Commercial Mortgage Trust, 5.75%,
05/15/56
|
2,000
|
2,083,327
|
|
UBS Commercial Mortgage Trust
|
|
|
|
4.03%, 08/15/51
|
2,000
|
1,976,639
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
4.67%, 12/15/51(a)
|
$250
|
$242,491
|
|
Series 2018-C12, Class ASB, 4.19%, 08/15/51
|
158
|
157,081
|
|
Wells Fargo Commercial Mortgage Trust
|
|
|
|
4.15%, 03/15/51(a)
|
500
|
491,753
|
|
5.92%, 11/15/57(a)
|
500
|
516,414
|
|
6.23%, 01/15/58(a)
|
500
|
504,594
|
|
Class A4, 2.34%, 08/15/54
|
460
|
408,357
|
|
Series 2018-C46, Class AS, 4.38%, 08/15/51
|
250
|
244,009
|
|
Series 2019-C51, Class A4, 3.31%, 06/15/52
|
2,000
|
1,906,990
|
|
Series 2019-C54, Class A4, 3.15%, 12/15/52
|
1,000
|
947,759
|
|
Series 2020-C56, Class A5, 2.45%, 06/15/53
|
130
|
119,872
|
|
|
|
52,781,985
|
|
Total Collateralized Mortgage Obligations — 1.1%
(Cost: $53,423,013)
|
52,781,985
|
|
|
Corporate Bonds & Notes
|
||
|
Advertising — 0.0%
|
||
|
WPP 2025 LLC/Delaware, 6.50%, 03/30/36
|
405
|
397,241
|
|
Aerospace & Defense — 0.2%
|
||
|
Honeywell Aerospace, Inc.
|
|
|
|
4.00%, 03/16/29(b)
|
50
|
49,418
|
|
4.30%, 03/16/31(b)
|
1,145
|
1,127,458
|
|
4.60%, 03/16/33(b)
|
1,030
|
1,014,328
|
|
4.95%, 03/16/36(b)
|
2,090
|
2,065,298
|
|
5.62%, 03/16/46(b)
|
50
|
49,854
|
|
5.73%, 03/16/56(b)
|
1,030
|
1,030,337
|
|
5.85%, 03/16/66(b)
|
300
|
302,074
|
|
Howmet Aerospace, Inc., 5.95%, 02/01/37
|
45
|
47,826
|
|
L3Harris Technologies, Inc.
|
|
|
|
5.50%, 08/15/54
|
60
|
57,961
|
|
6.15%, 12/15/40
|
35
|
36,952
|
|
Northrop Grumman Corp.
|
|
|
|
4.90%, 06/01/34
|
620
|
618,742
|
|
4.95%, 03/15/53
|
440
|
392,790
|
|
5.20%, 06/01/54(c)
|
605
|
561,710
|
|
RTX Corp.
|
|
|
|
1.90%, 09/01/31
|
45
|
39,264
|
|
3.13%, 07/01/50
|
306
|
203,240
|
|
4.05%, 05/04/47
|
302
|
240,558
|
|
4.15%, 05/15/45
|
255
|
209,892
|
|
4.35%, 04/15/47
|
342
|
285,040
|
|
4.45%, 11/16/38
|
405
|
375,072
|
|
4.50%, 06/01/42
|
525
|
468,832
|
|
4.63%, 11/16/48
|
259
|
223,248
|
|
4.70%, 12/15/41
|
137
|
126,192
|
|
4.80%, 12/15/43
|
220
|
198,395
|
|
4.88%, 10/15/40
|
205
|
194,633
|
|
5.40%, 05/01/35
|
170
|
175,634
|
|
5.70%, 04/15/40
|
200
|
205,140
|
|
6.00%, 03/15/31
|
20
|
21,175
|
|
6.05%, 06/01/36
|
100
|
107,434
|
|
6.13%, 07/15/38
|
335
|
360,334
|
|
6.40%, 03/15/54
|
85
|
92,869
|
|
7.50%, 09/15/29
|
45
|
49,025
|
|
|
|
10,930,725
|
|
Agriculture — 0.1%
|
||
|
Archer-Daniels-Midland Co.
|
|
|
|
2.70%, 09/15/51
|
230
|
140,324
|
|
Security
|
Par
(000
)
|
Value
|
|
Agriculture (continued)
|
||
|
3.25%, 03/27/30
|
$5
|
$4,779
|
|
3.75%, 09/15/47
|
184
|
140,224
|
|
4.02%, 04/16/43
|
63
|
52,046
|
|
4.50%, 08/15/33
|
375
|
371,276
|
|
4.50%, 03/15/49
|
95
|
81,307
|
|
4.54%, 03/26/42
|
132
|
118,162
|
|
5.38%, 09/15/35
|
60
|
61,775
|
|
Bunge Ltd. Finance Corp.
|
|
|
|
2.75%, 05/14/31
|
1,990
|
1,818,938
|
|
3.75%, 09/25/27
|
1,014
|
1,006,912
|
|
4.10%, 01/07/28
|
580
|
577,475
|
|
4.20%, 09/17/29
|
640
|
632,986
|
|
4.55%, 08/04/30
|
100
|
99,491
|
|
4.65%, 09/17/34
|
125
|
121,207
|
|
4.80%, 03/19/33
|
125
|
124,292
|
|
5.15%, 08/04/35
|
1,180
|
1,178,423
|
|
5.15%, 03/19/36
|
140
|
139,502
|
|
|
|
6,669,119
|
|
Airlines — 0.0%
|
||
|
Delta Air Lines, Inc., 5.25%, 07/10/30
|
170
|
171,961
|
|
Apparel — 0.0%
|
||
|
Tapestry, Inc.
|
|
|
|
4.13%, 07/15/27
|
92
|
91,661
|
|
5.10%, 03/11/30
|
25
|
25,260
|
|
5.50%, 03/11/35
|
500
|
504,015
|
|
|
|
620,936
|
|
Auto Manufacturers — 0.3%
|
||
|
American Honda Finance Corp.
|
|
|
|
1.80%, 01/13/31
|
590
|
515,643
|
|
2.00%, 03/24/28
|
330
|
315,768
|
|
3.50%, 02/15/28
|
50
|
49,171
|
|
4.45%, 10/22/27
|
145
|
145,042
|
|
4.60%, 04/17/30
|
115
|
114,114
|
|
4.70%, 01/12/28
|
30
|
30,106
|
|
4.85%, 10/23/31
|
60
|
59,857
|
|
4.90%, 07/09/27
|
100
|
100,579
|
|
4.90%, 01/10/34
|
355
|
349,700
|
|
5.05%, 07/10/31
|
10
|
10,058
|
|
Cummins, Inc.
|
|
|
|
1.50%, 09/01/30
|
1,439
|
1,275,659
|
|
2.60%, 09/01/50
|
620
|
373,470
|
|
4.25%, 05/09/28
|
50
|
49,997
|
|
4.70%, 02/15/31
|
100
|
100,667
|
|
4.88%, 10/01/43
|
630
|
593,652
|
|
4.90%, 02/20/29
|
355
|
359,947
|
|
5.15%, 02/20/34
|
1,405
|
1,431,243
|
|
5.30%, 05/09/35
|
100
|
102,202
|
|
5.45%, 02/20/54
|
3,605
|
3,525,221
|
|
General Motors Co.
|
|
|
|
5.00%, 04/01/35(c)
|
150
|
145,977
|
|
5.15%, 04/01/38
|
190
|
180,984
|
|
5.20%, 04/01/45
|
294
|
260,774
|
|
5.40%, 04/01/48(c)
|
250
|
224,557
|
|
5.60%, 10/15/32
|
40
|
41,211
|
|
5.95%, 04/01/49(c)
|
230
|
221,050
|
|
6.25%, 10/02/43
|
265
|
266,367
|
|
6.60%, 04/01/36
|
281
|
302,231
|
|
6.75%, 04/01/46
|
199
|
209,887
|
|
General Motors Financial Co., Inc.
|
|
|
|
2.35%, 01/08/31
|
305
|
273,393
|
|
Security
|
Par
(000
)
|
Value
|
|
Auto Manufacturers (continued)
|
||
|
2.40%, 10/15/28
|
$50
|
$47,540
|
|
2.70%, 06/10/31
|
360
|
324,759
|
|
3.10%, 01/12/32
|
220
|
199,252
|
|
3.60%, 06/21/30
|
150
|
143,358
|
|
4.30%, 04/06/29
|
265
|
262,275
|
|
4.60%, 01/08/31
|
35
|
34,649
|
|
5.45%, 09/06/34
|
15
|
15,090
|
|
5.65%, 01/17/29
|
50
|
51,131
|
|
5.85%, 04/06/30
|
25
|
25,929
|
|
5.90%, 01/07/35
|
20
|
20,662
|
|
5.95%, 04/04/34
|
20
|
20,768
|
|
6.40%, 01/09/33
|
410
|
437,659
|
|
Honda Motor Co. Ltd., 2.97%, 03/10/32
|
265
|
238,707
|
|
Mercedes-Benz Finance North America LLC,
8.50%, 01/18/31
|
332
|
382,547
|
|
|
|
13,832,853
|
|
Auto Parts & Equipment — 0.0%
|
||
|
Aptiv Swiss Holdings Ltd.
|
|
|
|
3.10%, 12/01/51
|
714
|
439,818
|
|
4.15%, 05/01/52
|
365
|
271,501
|
|
4.40%, 10/01/46
|
79
|
61,764
|
|
BorgWarner, Inc.
|
|
|
|
4.38%, 03/15/45(c)
|
146
|
121,158
|
|
5.40%, 08/15/34
|
35
|
35,622
|
|
Lear Corp.
|
|
|
|
3.50%, 05/30/30
|
274
|
260,906
|
|
3.55%, 01/15/52
|
175
|
118,591
|
|
3.80%, 09/15/27
|
146
|
144,923
|
|
4.25%, 05/15/29
|
757
|
747,816
|
|
5.25%, 05/15/49
|
197
|
178,674
|
|
|
|
2,380,773
|
|
Banks — 5.1%
|
||
|
Banco Bilbao Vizcaya Argentaria SA
|
|
|
|
4.15%, 03/03/29
|
200
|
197,436
|
|
4.97%, 05/08/31
|
200
|
200,009
|
|
5.13%, 03/03/36
|
205
|
199,645
|
|
6.03%, 03/13/35, (1-year CMT + 1.95%)(a)
|
300
|
312,607
|
|
7.88%, 11/15/34, (1-year CMT + 3.30%)(a)
|
60
|
68,168
|
|
Banco Santander SA
|
|
|
|
2.75%, 12/03/30
|
305
|
275,673
|
|
2.96%, 03/25/31
|
455
|
417,036
|
|
3.23%, 11/22/32, (1-year CMT + 1.60%)(a)
|
260
|
235,060
|
|
3.31%, 06/27/29
|
95
|
91,637
|
|
3.49%, 05/28/30
|
20
|
19,039
|
|
3.80%, 02/23/28
|
130
|
128,475
|
|
4.38%, 04/12/28
|
600
|
598,158
|
|
4.55%, 11/06/30
|
200
|
196,959
|
|
5.13%, 11/06/35
|
200
|
196,066
|
|
5.54%, 03/14/30, (1-year CMT + 1.45%)(a)
|
70
|
71,351
|
|
6.03%, 01/17/35
|
60
|
62,837
|
|
6.35%, 03/14/34
|
405
|
428,808
|
|
6.61%, 11/07/28
|
70
|
73,275
|
|
6.92%, 08/08/33
|
480
|
521,464
|
|
6.94%, 11/07/33
|
240
|
269,079
|
|
Bank of America Corp.
|
|
|
|
1.90%, 07/23/31, (1-day SOFR + 1.53%)(a)
|
120
|
107,184
|
|
1.92%, 10/24/31, (1-day SOFR + 1.37%)(a)
|
425
|
376,942
|
|
2.30%, 07/21/32, (1-day SOFR + 1.22%)(a)
|
285
|
252,008
|
|
2.48%, 09/21/36, (5-year CMT + 1.20%)(a)
|
560
|
488,372
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
2.50%, 02/13/31, (3-mo. CME Term SOFR +
1.25%)(a)
|
$528
|
$488,557
|
|
2.57%, 10/20/32, (1-day SOFR + 1.21%)(a)
|
225
|
200,553
|
|
2.59%, 04/29/31, (1-day SOFR + 2.15%)(a)
|
374
|
345,632
|
|
2.68%, 06/19/41, (1-day SOFR + 1.93%)(a)
|
275
|
199,546
|
|
2.69%, 04/22/32, (1-day SOFR + 1.32%)(a)
|
525
|
476,542
|
|
2.83%, 10/24/51, (1-day SOFR + 1.88%)(a)
|
409
|
256,375
|
|
2.88%, 10/22/30, (3-mo. CME Term SOFR +
1.45%)(a)
|
143
|
135,179
|
|
2.97%, 02/04/33, (1-day SOFR + 1.33%)(a)
|
592
|
535,280
|
|
2.97%, 07/21/52, (1-day SOFR + 1.56%)(a)(c)
|
692
|
447,151
|
|
3.31%, 04/22/42, (1-day SOFR + 1.58%)(a)
|
310
|
239,709
|
|
3.85%, 03/08/37, (5-year CMT + 2.00%)(a)
|
450
|
418,982
|
|
3.95%, 01/23/49, (3-mo. CME Term SOFR +
1.45%)(a)
|
291
|
227,878
|
|
4.08%, 04/23/40, (3-mo. CME Term SOFR +
1.58%)(a)
|
165
|
144,209
|
|
4.08%, 03/20/51, (3-mo. CME Term SOFR +
3.41%)(a)
|
1,211
|
956,197
|
|
4.24%, 04/24/38, (3-mo. CME Term SOFR +
2.08%)(a)
|
775
|
708,838
|
|
4.33%, 03/15/50, (3-mo. CME Term SOFR +
1.78%)(a)
|
588
|
484,524
|
|
4.44%, 01/20/48, (3-mo. CME Term SOFR +
2.25%)(a)
|
705
|
599,866
|
|
4.57%, 04/27/33, (1-day SOFR + 1.83%)(a)
|
935
|
918,030
|
|
4.88%, 04/01/44
|
411
|
380,742
|
|
5.00%, 01/21/44
|
623
|
585,242
|
|
5.02%, 07/22/33, (1-day SOFR + 2.16%)(a)
|
920
|
924,608
|
|
5.29%, 04/25/34, (1-day SOFR + 1.91%)(a)
|
950
|
964,712
|
|
5.43%, 08/15/35, (1-day SOFR + 1.91%)(a)
|
80
|
80,380
|
|
5.47%, 01/23/35, (1-day SOFR + 1.65%)(a)
|
305
|
311,679
|
|
5.52%, 10/25/35, (1-day SOFR + 1.74%)(a)
|
305
|
307,323
|
|
5.74%, 02/12/36, (1-day SOFR + 1.70%)(a)
|
100
|
102,119
|
|
5.87%, 09/15/34, (1-day SOFR + 1.84%)(a)
|
395
|
414,082
|
|
5.88%, 02/07/42
|
429
|
443,742
|
|
6.11%, 01/29/37
|
580
|
611,805
|
|
7.75%, 05/14/38
|
485
|
579,985
|
|
Series L, 4.75%, 04/21/45(c)
|
55
|
48,422
|
|
Series N, 2.65%, 03/11/32, (1-day SOFR +
1.22%)(a)
|
360
|
326,700
|
|
Series N, 3.48%, 03/13/52, (1-day SOFR +
1.65%)(a)
|
580
|
411,743
|
|
Bank of Montreal
|
|
|
|
3.09%, 01/10/37, (5-year CMT + 1.40%)(a)
|
70
|
62,567
|
|
3.80%, 12/15/32, (5-year USD Swap +
1.43%)(a)
|
1,135
|
1,117,260
|
|
4.35%, 09/22/31, (1-day SOFR Index +
1.08%)(a)
|
75
|
73,982
|
|
5.00%, 01/27/29, (1-day SOFR Index +
0.67%)(a)
|
160
|
161,410
|
|
5.51%, 06/04/31
|
75
|
77,687
|
|
Series H, 4.70%, 09/14/27
|
205
|
205,964
|
|
Series J, 4.44%, 01/14/32, (1-day SOFR +
0.97%)(a)
|
50
|
49,222
|
|
Bank of New York Mellon Corp.(The)
|
|
|
|
2.50%, 01/26/32
|
210
|
189,146
|
|
3.00%, 10/30/28
|
554
|
535,993
|
|
3.30%, 08/23/29
|
720
|
693,418
|
|
3.40%, 01/29/28
|
445
|
440,220
|
|
3.85%, 04/28/28
|
700
|
696,781
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
3.85%, 04/26/29
|
$120
|
$118,508
|
|
3.99%, 06/13/28, (1-day SOFR + 1.15%)(a)
|
80
|
79,807
|
|
4.29%, 06/13/33, (1-day SOFR + 1.42%)(a)
|
235
|
228,352
|
|
4.44%, 06/09/28, (1-day SOFR + 0.68%)(a)
|
55
|
55,117
|
|
4.54%, 02/01/29, (1-day SOFR + 1.17%)(a)
|
85
|
85,239
|
|
4.54%, 04/23/32, (1-day SOFR + 0.90%)(a)
|
250
|
248,262
|
|
4.71%, 02/01/34, (1-day SOFR + 1.51%)(a)
|
240
|
237,248
|
|
4.97%, 04/26/34, (1-day SOFR + 1.61%)(a)
|
120
|
120,185
|
|
5.06%, 07/22/32, (1-day SOFR + 1.23%)(a)
|
150
|
152,357
|
|
5.09%, 04/23/37, (1-day SOFR + 1.18%)(a)
|
220
|
218,716
|
|
5.19%, 03/14/35, (1-day SOFR + 1.42%)(a)
|
250
|
253,541
|
|
5.23%, 11/20/35, (1-day SOFR + 1.25%)(a)
|
200
|
202,903
|
|
5.32%, 06/06/36, (1-day SOFR + 1.35%)(a)
|
125
|
126,843
|
|
5.61%, 07/21/39, (1-day SOFR + 1.77%)(a)
|
90
|
92,334
|
|
5.83%, 10/25/33, (1-day SOFR Index +
2.07%)(a)
|
80
|
84,370
|
|
6.47%, 10/25/34, (1-day SOFR + 1.85%)(a)
|
285
|
311,491
|
|
Series J, 1.90%, 01/25/29
|
150
|
140,896
|
|
Bank of Nova Scotia(The)
|
|
|
|
2.15%, 08/01/31
|
1,570
|
1,390,003
|
|
2.45%, 02/02/32
|
370
|
327,817
|
|
4.04%, 09/15/28, (1-day SOFR + 0.76%)(a)
|
150
|
149,324
|
|
4.25%, 02/02/30, (1-day SOFR + 0.73%)(a)
|
275
|
272,256
|
|
4.34%, 09/15/31, (1-day SOFR + 1.09%)(a)
|
150
|
147,462
|
|
4.40%, 09/08/28, (1-day SOFR + 1.00%)(a)
|
630
|
629,913
|
|
4.58%, 06/05/29, (1-day SOFR + 0.66%)(a)
|
275
|
275,231
|
|
4.59%, 05/04/37, (5-year CMT + 2.05%)(a)
|
7,545
|
7,256,138
|
|
4.74%, 11/10/32, (1-day SOFR + 1.44%)(a)
|
210
|
209,459
|
|
4.81%, 02/02/34, (1-day SOFR + 1.05%)(a)
|
275
|
271,354
|
|
4.85%, 02/01/30
|
495
|
499,587
|
|
4.90%, 06/05/32, (1-day SOFR + 0.97%)(a)
|
275
|
275,274
|
|
4.93%, 02/14/29, (1-day SOFR + 0.89%)(a)
|
475
|
478,876
|
|
5.13%, 02/14/31, (1-day SOFR + 1.07%)(a)
|
550
|
558,352
|
|
5.25%, 06/12/28
|
205
|
208,777
|
|
5.40%, 06/04/27
|
1,430
|
1,447,270
|
|
5.45%, 08/01/29
|
780
|
801,483
|
|
5.65%, 02/01/34
|
515
|
537,459
|
|
Barclays PLC
|
|
|
|
2.65%, 06/24/31, (1-year CMT + 1.90%)(a)
|
190
|
174,288
|
|
2.67%, 03/10/32, (1-year CMT + 1.20%)(a)
|
415
|
374,035
|
|
2.89%, 11/24/32, (1-year CMT + 1.30%)(a)
|
860
|
769,448
|
|
3.56%, 09/23/35, (5-year CMT + 2.90%)(a)
|
290
|
271,911
|
|
3.81%, 03/10/42, (1-year CMT + 1.70%)(a)
|
50
|
39,427
|
|
4.22%, 05/24/30, (1-day SOFR + 0.93%)(a)
|
400
|
393,984
|
|
4.34%, 01/10/28
|
295
|
294,434
|
|
4.52%, 02/24/32, (1-day SOFR + 1.14%)(a)
|
400
|
392,015
|
|
4.84%, 05/09/28
|
565
|
565,917
|
|
4.95%, 01/10/47
|
530
|
472,767
|
|
4.97%, 05/16/29, (3-mo. SOFR US + 2.16%)(a)
|
490
|
492,650
|
|
5.09%, 02/25/29, (1-day SOFR + 0.96%)(a)
|
405
|
408,212
|
|
5.09%, 06/20/30, (3-mo. SOFR US + 3.32%)(a)
|
490
|
491,303
|
|
5.21%, 02/24/37, (1-day SOFR + 1.51%)(a)
|
410
|
398,761
|
|
5.25%, 08/17/45
|
325
|
304,562
|
|
5.34%, 09/10/35, (1-day SOFR + 1.91%)(a)
|
310
|
308,153
|
|
5.50%, 08/09/28, (1-year CMT + 2.65%)(a)
|
395
|
399,002
|
|
5.69%, 03/12/30, (1-day SOFR + 1.74%)(a)
|
335
|
343,061
|
|
5.75%, 08/09/33, (1-year CMT + 3.00%)(a)
|
85
|
87,491
|
|
5.79%, 02/25/36, (1-day SOFR + 1.59%)(a)
|
545
|
556,182
|
|
6.04%, 03/12/55, (1-day SOFR + 2.42%)(a)
|
235
|
243,330
|
|
6.22%, 05/09/34, (1-day SOFR + 2.98%)(a)
|
400
|
421,711
|
|
6.69%, 09/13/34, (1-day SOFR + 2.62%)(a)
|
245
|
264,931
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
7.12%, 06/27/34, (1-day SOFR + 3.57%)(a)
|
$300
|
$328,346
|
|
7.44%, 11/02/33, (1-year CMT + 3.50%)(a)
|
240
|
268,446
|
|
Canadian Imperial Bank of Commerce
|
|
|
|
3.60%, 04/07/32
|
445
|
418,473
|
|
4.28%, 01/29/30, (1-day SOFR Index +
0.79%)(a)
|
300
|
297,303
|
|
4.58%, 09/08/31, (1-day SOFR Index +
1.17%)(a)
|
215
|
213,262
|
|
4.63%, 09/11/30, (1-day SOFR + 1.34%)(a)
|
1,125
|
1,124,143
|
|
4.86%, 03/30/29, (1-day SOFR + 1.03%)(a)
|
1,150
|
1,157,640
|
|
5.00%, 04/28/28
|
490
|
495,583
|
|
5.24%, 06/28/27
|
155
|
156,686
|
|
5.25%, 01/13/31, (1-day SOFR + 1.11%)(a)
|
1,070
|
1,090,454
|
|
5.26%, 04/08/29
|
165
|
168,229
|
|
5.99%, 10/03/28
|
200
|
206,477
|
|
6.09%, 10/03/33
|
745
|
795,651
|
|
Capital One NA
|
|
|
|
2.70%, 02/06/30
|
270
|
252,644
|
|
4.65%, 09/13/28
|
490
|
491,306
|
|
Citigroup, Inc.
|
|
|
|
2.56%, 05/01/32, (1-day SOFR + 1.17%)(a)
|
365
|
328,379
|
|
2.57%, 06/03/31, (1-day SOFR + 2.11%)(a)
|
370
|
340,342
|
|
2.67%, 01/29/31, (1-day SOFR + 1.15%)(a)
|
5
|
4,653
|
|
2.98%, 11/05/30, (1-day SOFR + 1.42%)(a)
|
30
|
28,372
|
|
3.06%, 01/25/33, (1-day SOFR + 1.35%)(a)
|
345
|
312,852
|
|
3.52%, 10/27/28, (3-mo. CME Term SOFR +
1.41%)(a)
|
180
|
177,886
|
|
3.67%, 07/24/28, (3-mo. CME Term SOFR +
1.65%)(a)
|
165
|
163,643
|
|
3.79%, 03/17/33, (1-day SOFR + 1.94%)(a)
|
707
|
666,390
|
|
3.88%, 01/24/39, (3-mo. CME Term SOFR +
1.43%)(a)
|
610
|
529,694
|
|
3.98%, 03/20/30, (3-mo. CME Term SOFR +
1.60%)(a)
|
230
|
225,909
|
|
4.08%, 04/23/29, (3-mo. CME Term SOFR +
1.45%)(a)
|
196
|
194,516
|
|
4.13%, 07/25/28
|
361
|
357,649
|
|
4.41%, 03/31/31, (1-day SOFR + 3.91%)(a)
|
390
|
385,540
|
|
4.45%, 09/29/27
|
687
|
686,607
|
|
4.65%, 07/30/45
|
454
|
400,747
|
|
4.75%, 05/18/46
|
170
|
144,837
|
|
4.91%, 05/24/33, (1-day SOFR + 2.09%)(a)
|
335
|
333,528
|
|
5.17%, 02/13/30, (1-day SOFR + 1.36%)(a)
|
70
|
70,993
|
|
5.30%, 05/06/44
|
236
|
221,800
|
|
5.32%, 03/26/41, (1-day SOFR + 4.55%)(a)
|
395
|
387,926
|
|
5.41%, 09/19/39, (5-year CMT + 1.73%)(a)
|
60
|
59,300
|
|
5.45%, 06/11/35, (1-day SOFR + 1.45%)(a)
|
480
|
488,740
|
|
5.83%, 02/13/35, (1-day SOFR + 2.06%)(a)
|
480
|
489,606
|
|
5.88%, 02/22/33
|
276
|
287,685
|
|
5.88%, 01/30/42
|
600
|
617,200
|
|
6.00%, 10/31/33
|
217
|
226,743
|
|
6.02%, 01/24/36, (1-day SOFR + 1.83%)(a)
|
190
|
195,670
|
|
6.13%, 08/25/36
|
95
|
99,085
|
|
6.17%, 05/25/34, (1-day SOFR + 2.66%)(a)
|
570
|
595,724
|
|
6.27%, 11/17/33, (1-day SOFR + 2.34%)(a)
|
300
|
320,412
|
|
6.63%, 01/15/28
|
485
|
503,805
|
|
6.63%, 06/15/32
|
512
|
556,482
|
|
6.68%, 09/13/43
|
196
|
212,734
|
|
8.13%, 07/15/39
|
654
|
817,962
|
|
Citizens Financial Group, Inc.
|
|
|
|
2.50%, 02/06/30
|
110
|
101,331
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
3.25%, 04/30/30
|
$160
|
$151,430
|
|
5.64%, 05/21/37, (5-year CMT + 2.75%)(a)
|
205
|
205,595
|
|
6.65%, 04/25/35, (1-day SOFR + 2.33%)(a)
|
50
|
53,877
|
|
Commonwealth Bank of Australia, 4.15%,
10/01/30
|
6,025
|
5,949,474
|
|
Commonwealth Bank of Australia/New York
|
|
|
|
4.42%, 03/14/28
|
20
|
20,070
|
|
Series C, 4.36%, 03/27/29
|
4,115
|
4,120,102
|
|
Cooperatieve Rabobank UA
|
|
|
|
5.25%, 05/24/41
|
171
|
168,293
|
|
5.25%, 08/04/45
|
197
|
182,440
|
|
5.75%, 12/01/43
|
10
|
9,849
|
|
Deutsche Bank AG/New York
|
|
|
|
3.04%, 05/28/32, (1-day SOFR + 1.72%)(a)
|
580
|
527,359
|
|
3.55%, 09/18/31, (1-day SOFR + 3.04%)(a)
|
700
|
659,622
|
|
3.73%, 01/14/32, (1-day SOFR + 2.76%)(a)
|
30
|
28,012
|
|
3.74%, 01/07/33, (1-day SOFR + 2.26%)(a)
|
50
|
45,749
|
|
4.73%, 02/06/32, (1-day SOFR + 1.14%)(a)
|
190
|
187,020
|
|
4.88%, 12/01/32, (5-year USD ICE Swap +
2.55%)(a)
|
90
|
89,696
|
|
4.95%, 08/04/31, (1-day SOFR + 1.30%)(a)
|
215
|
214,479
|
|
5.00%, 09/11/30, (1-day SOFR + 1.70%)(a)
|
375
|
376,763
|
|
5.06%, 04/14/32, (1-day SOFR + 1.41%)(a)
|
220
|
219,602
|
|
5.30%, 05/09/31, (1-day SOFR + 1.72%)(a)
|
150
|
151,374
|
|
5.37%, 01/10/29, (1-day SOFR + 1.21%)(a)
|
150
|
151,707
|
|
5.40%, 09/11/35, (1-day SOFR + 2.05%)(a)
|
515
|
515,262
|
|
5.88%, 07/08/31, (1-day SOFR + 5.44%)(a)
|
5
|
5,097
|
|
6.72%, 01/18/29, (1-day SOFR + 3.18%)(a)
|
275
|
283,999
|
|
6.82%, 11/20/29, (1-day SOFR + 2.51%)(a)
|
385
|
403,318
|
|
7.08%, 02/10/34, (1-day SOFR + 3.65%)(a)
|
200
|
214,532
|
|
Fifth Third Bancorp
|
|
|
|
4.34%, 04/25/33, (1-day SOFR + 1.66%)(a)
|
90
|
86,762
|
|
8.25%, 03/01/38
|
201
|
243,540
|
|
Fifth Third Financial Corp., 4.00%, 02/01/29
|
364
|
358,679
|
|
Goldman Sachs Capital I, 6.35%, 02/15/34
|
135
|
141,271
|
|
Goldman Sachs Group, Inc.(The)
|
|
|
|
1.99%, 01/27/32, (1-day SOFR + 1.09%)(a)
|
425
|
373,941
|
|
2.38%, 07/21/32, (1-day SOFR + 1.25%)(a)
|
695
|
614,691
|
|
2.60%, 02/07/30
|
10
|
9,322
|
|
2.62%, 04/22/32, (1-day SOFR + 1.28%)(a)
|
432
|
389,039
|
|
2.65%, 10/21/32, (1-day SOFR + 1.26%)(a)
|
230
|
204,633
|
|
2.91%, 07/21/42, (1-day SOFR + 1.47%)(a)
|
150
|
108,191
|
|
3.10%, 02/24/33, (1-day SOFR + 1.41%)(a)
|
720
|
652,653
|
|
3.21%, 04/22/42, (1-day SOFR + 1.51%)(a)
|
282
|
212,461
|
|
3.44%, 02/24/43, (1-day SOFR + 1.63%)(a)
|
60
|
45,832
|
|
3.69%, 06/05/28, (3-mo. CME Term SOFR +
1.77%)(a)
|
332
|
329,735
|
|
3.81%, 04/23/29, (3-mo. CME Term SOFR +
1.42%)(a)
|
637
|
628,090
|
|
4.02%, 10/31/38, (3-mo. CME Term SOFR +
1.63%)(a)
|
765
|
671,076
|
|
4.22%, 05/01/29, (3-mo. CME Term SOFR +
1.56%)(a)
|
750
|
744,484
|
|
4.41%, 04/23/39, (3-mo. CME Term SOFR +
1.69%)(a)
|
554
|
499,709
|
|
4.52%, 01/21/32, (1-day SOFR + 0.96%)(a)
|
1,850
|
1,821,404
|
|
4.69%, 10/23/30, (1-day SOFR + 1.14%)(a)
|
130
|
129,797
|
|
4.75%, 10/21/45
|
696
|
614,258
|
|
4.80%, 07/08/44
|
595
|
532,942
|
|
4.94%, 10/21/36, (1-day SOFR + 1.33%)(a)
|
705
|
684,506
|
|
4.97%, 06/03/32, (1-day SOFR + 1.03%)(a)
|
1,000
|
1,002,210
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
5.02%, 10/23/35, (1-day SOFR + 1.42%)(a)
|
$440
|
$433,573
|
|
5.05%, 07/23/30, (1-day SOFR + 1.21%)(a)
|
370
|
373,361
|
|
5.07%, 01/21/37, (1-day SOFR + 1.19%)(a)
|
250
|
244,527
|
|
5.21%, 01/28/31, (1-day SOFR + 1.08%)(a)
|
295
|
299,020
|
|
5.33%, 07/23/35, (1-day SOFR + 1.55%)(a)
|
725
|
729,048
|
|
5.39%, 02/02/41, (5-year CMT + 1.18%)(a)
|
785
|
765,248
|
|
5.43%, 06/03/37, (1-day SOFR + 1.31%)(a)
|
640
|
643,416
|
|
5.54%, 01/28/36, (1-day SOFR + 1.38%)(a)
|
365
|
371,229
|
|
5.54%, 01/21/47, (1-day SOFR + 1.32%)(a)
|
850
|
820,110
|
|
5.73%, 04/25/30, (1-day SOFR + 1.27%)(a)
|
110
|
112,989
|
|
5.73%, 01/28/56, (1-day SOFR + 1.70%)(a)
|
260
|
256,414
|
|
5.85%, 04/25/35, (1-day SOFR + 1.55%)(a)
|
215
|
223,701
|
|
6.13%, 02/15/33
|
810
|
870,435
|
|
6.25%, 02/01/41
|
545
|
579,187
|
|
6.45%, 05/01/36
|
249
|
265,576
|
|
6.56%, 10/24/34, (1-day SOFR + 1.95%)(a)
|
220
|
238,883
|
|
6.75%, 10/01/37
|
731
|
799,430
|
|
HSBC Bank USA N.A
|
|
|
|
5.63%, 08/15/35
|
20
|
20,584
|
|
5.88%, 11/01/34
|
370
|
386,029
|
|
7.00%, 01/15/39
|
655
|
736,951
|
|
HSBC Holdings PLC
|
|
|
|
2.21%, 08/17/29, (1-day SOFR + 1.29%)(a)
|
505
|
479,711
|
|
2.36%, 08/18/31, (1-day SOFR + 1.95%)(a)
|
220
|
198,837
|
|
2.80%, 05/24/32, (1-day SOFR + 1.19%)(a)
|
850
|
768,560
|
|
2.85%, 06/04/31, (1-day SOFR + 2.39%)(a)
|
435
|
402,717
|
|
2.87%, 11/22/32, (1-day SOFR + 1.41%)(a)
|
135
|
121,271
|
|
3.97%, 05/22/30, (3-mo. CME Term SOFR +
1.87%)(a)
|
1,095
|
1,072,969
|
|
4.58%, 06/19/29, (3-mo. CME Term SOFR +
1.80%)(a)
|
700
|
699,211
|
|
4.62%, 11/06/31, (1-day SOFR + 1.19%)(a)
|
200
|
197,617
|
|
4.68%, 03/10/32, (1-day SOFR + 1.21%)(a)
|
200
|
197,486
|
|
4.71%, 05/12/30, (1-day SOFR + 0.94%)(a)
|
400
|
399,057
|
|
4.76%, 06/09/28, (1-day SOFR + 2.11%)(a)
|
475
|
476,294
|
|
4.76%, 03/29/33, (1-day SOFR + 2.53%)(a)
|
35
|
34,164
|
|
4.90%, 03/03/29, (1-day SOFR + 1.03%)(a)
|
205
|
206,064
|
|
4.95%, 03/31/30
|
790
|
798,724
|
|
5.13%, 11/06/36, (1-day SOFR + 1.43%)(a)
|
210
|
206,624
|
|
5.21%, 05/12/34, (1-day SOFR + 1.32%)(a)
|
400
|
399,185
|
|
5.28%, 03/10/37, (1-day SOFR + 1.55%)(a)
|
1,070
|
1,057,459
|
|
5.29%, 11/19/30, (1-day SOFR + 1.29%)(a)
|
200
|
202,905
|
|
5.40%, 08/11/33, (1-day SOFR + 2.87%)(a)
|
55
|
55,806
|
|
5.45%, 03/03/36, (1-day SOFR + 1.56%)(a)
|
495
|
499,292
|
|
5.72%, 03/04/35, (1-day SOFR + 1.78%)(a)
|
365
|
375,600
|
|
5.73%, 05/17/32, (1-day SOFR + 1.52%)(a)
|
60
|
61,911
|
|
5.74%, 09/10/36, (1-day SOFR + 1.96%)(a)
|
200
|
201,582
|
|
5.79%, 05/13/36, (1-day SOFR + 1.88%)(a)
|
200
|
206,490
|
|
5.87%, 11/18/35, (1-day SOFR + 1.90%)(a)
|
25
|
25,562
|
|
6.10%, 01/14/42
|
600
|
636,544
|
|
6.25%, 03/09/34, (1-day SOFR + 2.39%)(a)
|
375
|
399,195
|
|
6.33%, 03/09/44, (1-day SOFR + 2.65%)(a)
|
210
|
224,597
|
|
6.50%, 05/02/36
|
235
|
249,555
|
|
6.50%, 09/15/37
|
410
|
440,580
|
|
6.55%, 06/20/34, (1-day SOFR + 2.98%)(a)
|
415
|
441,206
|
|
6.80%, 06/01/38
|
80
|
87,034
|
|
7.39%, 11/03/28, (1-day SOFR + 3.35%)(a)
|
200
|
207,660
|
|
7.40%, 11/13/34, (1-day SOFR + 3.02%)(a)
|
300
|
334,002
|
|
8.11%, 11/03/33, (1-day SOFR + 4.25%)(a)
|
200
|
230,105
|
|
Huntington Bancshares, Inc./Ohio
|
|
|
|
2.49%, 08/15/36, (5-year CMT + 1.17%)(a)
|
145
|
124,881
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
2.55%, 02/04/30
|
$579
|
$536,232
|
|
4.44%, 08/04/28, (1-day SOFR + 1.97%)(a)
|
65
|
64,949
|
|
5.02%, 05/17/33, (1-day SOFR + 2.05%)(a)
|
212
|
210,800
|
|
5.27%, 01/15/31, (1-day SOFR + 1.28%)(a)
|
25
|
25,353
|
|
5.71%, 02/02/35, (1-day SOFR Index +
1.87%)(a)
|
65
|
66,589
|
|
ING Groep NV
|
|
|
|
2.73%, 04/01/32, (1-day SOFR + 1.32%)(a)
|
505
|
458,722
|
|
4.05%, 04/09/29
|
270
|
266,934
|
|
4.25%, 03/28/33, (1-day SOFR + 2.07%)(a)
|
260
|
251,681
|
|
4.55%, 10/02/28
|
420
|
421,039
|
|
4.86%, 03/25/29, (1-day SOFR + 1.01%)(a)
|
200
|
201,224
|
|
5.07%, 03/25/31, (1-day SOFR Index +
1.23%)(a)
|
375
|
378,699
|
|
5.34%, 03/19/30, (1-day SOFR + 1.44%)(a)
|
1,030
|
1,048,839
|
|
5.42%, 03/23/37, (1-day SOFR Index +
1.61%)(a)
|
520
|
521,009
|
|
5.53%, 03/25/36, (1-day SOFR + 1.61%)(a)
|
1,135
|
1,153,084
|
|
5.55%, 03/19/35, (1-day SOFR + 1.77%)(a)
|
1,510
|
1,539,963
|
|
6.11%, 09/11/34, (1-day SOFR + 2.09%)(a)
|
130
|
138,128
|
|
Series VAR, 4.80%, 03/23/32, (1-day SOFR
Index + 1.26%)(a)
|
400
|
398,106
|
|
JPMorgan Chase & Co.
|
|
|
|
1.76%, 11/19/31, (3-mo. CME Term SOFR +
1.11%)(a)
|
180
|
158,668
|
|
1.95%, 02/04/32, (1-day SOFR + 1.07%)(a)
|
245
|
215,990
|
|
2.52%, 04/22/31, (1-day SOFR + 2.04%)(a)
|
265
|
244,644
|
|
2.55%, 11/08/32, (1-day SOFR + 1.18%)(a)
|
290
|
258,587
|
|
2.58%, 04/22/32, (3-mo. CME Term SOFR +
1.25%)(a)
|
292
|
263,776
|
|
2.74%, 10/15/30, (3-mo. CME Term SOFR +
1.51%)(a)
|
346
|
325,748
|
|
2.96%, 05/13/31, (3-mo. CME Term SOFR +
2.52%)(a)
|
75
|
70,147
|
|
2.96%, 01/25/33, (1-day SOFR + 1.26%)(a)
|
630
|
571,396
|
|
3.11%, 04/22/41, (3-mo. CME Term SOFR +
2.46%)(a)
|
263
|
203,496
|
|
3.11%, 04/22/51, (1-day SOFR + 2.44%)(a)
|
813
|
542,612
|
|
3.33%, 04/22/52, (1-day SOFR + 1.58%)(a)
|
735
|
508,068
|
|
3.51%, 01/23/29, (3-mo. CME Term SOFR +
1.21%)(a)
|
557
|
548,382
|
|
3.63%, 12/01/27
|
90
|
89,070
|
|
3.70%, 05/06/30, (3-mo. CME Term SOFR +
1.42%)(a)
|
350
|
341,509
|
|
3.88%, 07/24/38, (3-mo. CME Term SOFR +
1.62%)(a)
|
593
|
523,986
|
|
3.90%, 01/23/49, (3-mo. CME Term SOFR +
1.48%)(a)
|
531
|
414,955
|
|
3.96%, 11/15/48, (3-mo. CME Term SOFR +
1.64%)(a)
|
641
|
508,057
|
|
4.01%, 04/23/29, (3-mo. CME Term SOFR +
1.38%)(a)
|
20
|
19,818
|
|
4.03%, 07/24/48, (3-mo. CME Term SOFR +
1.72%)(a)
|
445
|
355,222
|
|
4.20%, 07/23/29, (3-mo. CME Term SOFR +
1.52%)(a)
|
550
|
546,046
|
|
4.25%, 10/01/27
|
290
|
290,244
|
|
4.26%, 02/22/48, (3-mo. CME Term SOFR +
1.84%)(a)
|
604
|
501,226
|
|
4.45%, 12/05/29, (3-mo. CME Term SOFR +
1.59%)(a)
|
860
|
856,907
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.49%, 03/24/31, (3-mo. CME Term SOFR +
3.79%)(a)
|
$312
|
$310,385
|
|
4.59%, 04/26/33, (1-day SOFR + 1.80%)(a)
|
642
|
632,321
|
|
4.85%, 02/01/44
|
506
|
466,125
|
|
4.91%, 07/25/33, (1-day SOFR + 2.08%)(a)
|
1,160
|
1,161,453
|
|
4.95%, 10/22/35, (1-day SOFR + 1.34%)(a)
|
540
|
533,053
|
|
4.95%, 06/01/45
|
247
|
227,013
|
|
5.29%, 07/22/35, (1-day SOFR + 1.46%)(a)
|
610
|
615,883
|
|
5.34%, 01/23/35, (1-day SOFR + 1.62%)(a)
|
335
|
339,704
|
|
5.35%, 06/01/34, (1-day SOFR + 1.85%)(a)
|
670
|
683,363
|
|
5.40%, 01/06/42
|
555
|
550,671
|
|
5.50%, 01/24/36, (1-day SOFR + 1.32%)(a)
|
615
|
629,270
|
|
5.50%, 10/15/40
|
465
|
474,797
|
|
5.57%, 04/22/36, (1-day SOFR + 1.68%)(a)
|
350
|
360,075
|
|
5.60%, 07/15/41
|
525
|
534,214
|
|
5.63%, 08/16/43
|
45
|
45,194
|
|
5.72%, 09/14/33, (1-day SOFR + 2.58%)(a)
|
550
|
568,443
|
|
5.77%, 04/22/35, (1-day SOFR + 1.49%)(a)
|
480
|
499,332
|
|
6.25%, 10/23/34, (1-day SOFR + 1.81%)(a)
|
575
|
617,106
|
|
6.40%, 05/15/38
|
740
|
817,526
|
|
8.75%, 09/01/30
|
890
|
1,025,708
|
|
Kreditanstalt fuer Wiederaufbau
|
|
|
|
0.00%, 04/18/36(d)
|
1,113
|
718,386
|
|
0.00%, 06/29/37(d)
|
825
|
500,243
|
|
0.75%, 09/30/30
|
1,420
|
1,232,247
|
|
1.75%, 09/14/29
|
1,166
|
1,083,380
|
|
2.88%, 04/03/28
|
2,787
|
2,731,295
|
|
3.75%, 02/15/28
|
1,995
|
1,986,857
|
|
3.75%, 07/15/30
|
120
|
118,365
|
|
4.63%, 03/18/30
|
255
|
259,587
|
|
Lloyds Banking Group PLC
|
|
|
|
3.37%, 12/14/46, (5-year CMT + 1.50%)(a)
|
65
|
47,797
|
|
3.57%, 11/07/28, (3-mo. SOFR US + 1.47%)(a)
|
300
|
296,338
|
|
4.24%, 02/10/30, (1-year CMT + 0.60%)(a)
|
200
|
197,762
|
|
4.34%, 01/09/48
|
400
|
325,730
|
|
4.38%, 03/22/28
|
360
|
359,671
|
|
4.43%, 11/04/31, (1-year CMT + 0.82%)(a)
|
385
|
378,722
|
|
4.55%, 08/16/28
|
880
|
881,420
|
|
4.82%, 06/13/29, (1-year CMT + 0.83%)(a)
|
200
|
201,130
|
|
4.94%, 11/04/36, (1-year CMT + 0.97%)(a)
|
215
|
208,327
|
|
4.98%, 08/11/33, (1-year CMT + 2.30%)(a)
|
135
|
134,438
|
|
5.30%, 12/01/45
|
160
|
148,867
|
|
5.59%, 11/26/35, (1-year CMT + 1.20%)(a)
|
345
|
352,005
|
|
5.67%, 02/10/47, (1-year CMT + 0.82%)(a)
|
205
|
201,195
|
|
5.68%, 01/05/35, (1-year CMT + 1.75%)(a)
|
430
|
442,246
|
|
5.72%, 06/05/30, (1-year CMT + 1.07%)(a)
|
200
|
205,680
|
|
5.87%, 03/06/29, (1-year CMT + 1.70%)(a)
|
305
|
311,897
|
|
6.07%, 06/13/36, (1-year CMT + 1.60%)(a)
|
275
|
282,967
|
|
7.95%, 11/15/33, (1-year CMT + 3.75%)(a)
|
455
|
517,400
|
|
Mitsubishi UFJ Financial Group, Inc.
|
|
|
|
2.31%, 07/20/32, (1-year CMT + 0.95%)(a)
|
245
|
216,521
|
|
2.49%, 10/13/32, (1-year CMT + 0.97%)(a)
|
295
|
261,356
|
|
2.56%, 02/25/30
|
10
|
9,274
|
|
2.85%, 01/19/33, (1-year CMT + 1.10%)(a)
|
435
|
390,051
|
|
3.20%, 07/18/29
|
320
|
306,853
|
|
3.29%, 07/25/27
|
340
|
336,221
|
|
3.74%, 03/07/29
|
220
|
216,512
|
|
3.75%, 07/18/39
|
410
|
348,829
|
|
3.96%, 03/02/28
|
15
|
14,912
|
|
4.05%, 09/11/28
|
140
|
138,870
|
|
4.15%, 03/07/39
|
254
|
229,880
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.29%, 07/26/38(c)
|
$250
|
$232,804
|
|
4.32%, 04/19/33, (1-year CMT + 1.55%)(a)
|
45
|
43,472
|
|
5.13%, 07/20/33, (1-year CMT + 2.13%)(a)
|
155
|
156,226
|
|
5.24%, 04/19/29, (1-year CMT + 1.70%)(a)
|
205
|
207,517
|
|
5.41%, 04/19/34, (1-year CMT + 1.97%)(a)
|
125
|
127,955
|
|
5.42%, 02/22/29, (1-year CMT + 1.38%)(a)
|
360
|
365,251
|
|
5.44%, 02/22/34, (1-year CMT + 1.63%)(a)
|
130
|
133,094
|
|
5.47%, 09/13/33, (1-year CMT + 2.13%)(a)
|
25
|
25,625
|
|
Mizuho Financial Group, Inc.
|
|
|
|
1.98%, 09/08/31, (3-mo. CME Term SOFR +
1.53%)(a)
|
110
|
98,056
|
|
2.17%, 05/22/32, (1-year CMT + 0.87%)(a)
|
285
|
251,264
|
|
2.20%, 07/10/31, (3-mo. CME Term SOFR +
1.77%)(a)
|
45
|
40,633
|
|
2.26%, 07/09/32, (1-year CMT + 0.90%)(a)
|
275
|
242,074
|
|
2.56%, 09/13/31
|
255
|
226,042
|
|
2.59%, 05/25/31, (3-mo. CME Term SOFR +
1.33%)(a)
|
212
|
195,094
|
|
2.87%, 09/13/30, (3-mo. CME Term SOFR +
1.57%)(a)
|
150
|
141,644
|
|
3.15%, 07/16/30, (3-mo. CME Term SOFR +
1.39%)(a)
|
257
|
245,581
|
|
3.17%, 09/11/27
|
185
|
182,360
|
|
3.26%, 05/22/30, (1-year CMT + 1.25%)(a)
|
50
|
48,109
|
|
4.02%, 03/05/28
|
260
|
258,435
|
|
4.25%, 09/11/29, (3-mo. CME Term SOFR +
1.53%)(a)
|
509
|
505,811
|
|
4.44%, 05/12/32, (1-year CMT + 0.70%)(a)
|
200
|
196,123
|
|
5.05%, 05/12/37, (1-year CMT + 0.85%)(a)
|
235
|
231,355
|
|
5.32%, 07/08/36, (1-year CMT + 1.07%)(a)
|
425
|
426,981
|
|
5.38%, 07/10/30, (1-year CMT + 1.08%)(a)
|
200
|
203,941
|
|
5.42%, 05/13/36, (1-year CMT + 0.98%)(a)
|
75
|
75,867
|
|
5.58%, 05/26/35, (1-year CMT + 1.30%)(a)
|
220
|
225,992
|
|
5.59%, 07/10/35, (1-year CMT + 1.30%)(a)
|
225
|
231,099
|
|
5.67%, 05/27/29, (1-year CMT + 1.50%)(a)
|
115
|
117,548
|
|
5.67%, 09/13/33, (1-year CMT + 2.40%)(a)
|
200
|
207,357
|
|
5.75%, 05/27/34, (1-year CMT + 1.80%)(a)
|
195
|
202,714
|
|
5.75%, 07/06/34, (1-year CMT + 1.90%)(a)
|
240
|
249,581
|
|
5.78%, 07/06/29, (1-year CMT + 1.65%)(a)
|
340
|
348,581
|
|
Morgan Stanley
|
|
|
|
1.79%, 02/13/32, (1-day SOFR + 1.03%)(a)
|
595
|
518,008
|
|
1.93%, 04/28/32, (1-day SOFR + 1.02%)(a)
|
260
|
226,480
|
|
2.24%, 07/21/32, (1-day SOFR + 1.18%)(a)
|
585
|
514,246
|
|
2.48%, 09/16/36, (1-day SOFR + 1.36%)(a)
|
120
|
104,353
|
|
2.51%, 10/20/32, (1-day SOFR + 1.20%)(a)
|
575
|
509,396
|
|
2.70%, 01/22/31, (1-day SOFR + 1.14%)(a)
|
292
|
271,851
|
|
2.80%, 01/25/52, (1-day SOFR + 1.43%)(a)
|
475
|
296,128
|
|
2.94%, 01/21/33, (1-day SOFR + 1.29%)(a)
|
375
|
337,913
|
|
3.22%, 04/22/42, (1-day SOFR + 1.49%)(a)
|
20
|
15,265
|
|
3.59%, 07/22/28(a)
|
807
|
799,037
|
|
3.62%, 04/01/31, (1-day SOFR + 3.12%)(a)
|
424
|
407,080
|
|
3.77%, 01/24/29, (3-mo. CME Term SOFR +
1.40%)(a)
|
765
|
755,744
|
|
3.97%, 07/22/38(a)
|
905
|
795,875
|
|
4.30%, 01/27/45
|
845
|
713,898
|
|
4.38%, 01/22/47
|
667
|
559,369
|
|
4.43%, 01/23/30, (3-mo. CME Term SOFR +
1.89%)(a)
|
307
|
305,170
|
|
4.46%, 04/22/39, (3-mo. CME Term SOFR +
1.69%)(a)
|
750
|
693,008
|
|
4.49%, 01/16/32, (1-day SOFR + 0.95%)(a)
|
200
|
196,835
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.65%, 10/18/30, (1-day SOFR + 1.10%)(a)
|
$470
|
$468,086
|
|
4.71%, 03/12/32, (1-day SOFR + 1.20%)(a)
|
275
|
272,490
|
|
4.81%, 04/16/32, (1-day SOFR Index +
1.18%)(a)
|
180
|
179,192
|
|
4.89%, 07/20/33, (1-day SOFR + 2.08%)(a)
|
45
|
44,843
|
|
4.99%, 04/12/29, (1-day SOFR + 1.38%)(a)
|
30
|
30,230
|
|
5.04%, 07/19/30, (1-day SOFR + 1.22%)(a)
|
140
|
141,239
|
|
5.07%, 01/30/37, (1-day SOFR + 1.18%)(a)
|
270
|
264,661
|
|
5.12%, 02/01/29, (1-day SOFR + 1.73%)(a)
|
180
|
181,650
|
|
5.16%, 04/20/29, (1-day SOFR + 1.59%)(a)
|
395
|
399,089
|
|
5.19%, 04/17/31, (1-day SOFR + 1.51%)(a)
|
250
|
253,655
|
|
5.23%, 01/15/31, (1-day SOFR + 1.11%)(a)
|
230
|
233,417
|
|
5.25%, 04/21/34, (1-day SOFR + 1.87%)(a)
|
370
|
373,803
|
|
5.30%, 04/10/37, (1-day SOFR Index +
1.41%)(a)
|
90
|
89,758
|
|
5.30%, 04/20/37, (1-day SOFR + 2.62%)(a)
|
560
|
560,610
|
|
5.31%, 01/18/41, (5-year CMT + 1.17%)(a)
|
80
|
78,080
|
|
5.32%, 07/19/35, (1-day SOFR + 1.56%)(a)
|
290
|
292,582
|
|
5.42%, 07/21/34, (1-day SOFR + 1.88%)(a)
|
395
|
402,648
|
|
5.45%, 07/20/29, (1-day SOFR + 1.63%)(a)
|
190
|
193,239
|
|
5.47%, 01/18/35, (1-day SOFR + 1.73%)(a)
|
310
|
315,804
|
|
5.52%, 11/19/55, (1-day SOFR + 1.71%)(a)
|
300
|
290,549
|
|
5.59%, 01/18/36, (1-day SOFR + 1.42%)(a)
|
270
|
276,800
|
|
5.60%, 03/24/51, (1-day SOFR + 4.84%)(a)
|
468
|
459,617
|
|
5.66%, 04/18/30, (1-day SOFR + 1.26%)(a)
|
75
|
76,894
|
|
5.66%, 04/17/36, (1-day SOFR + 1.76%)(a)
|
125
|
128,732
|
|
5.83%, 04/19/35, (1-day SOFR + 1.58%)(a)
|
755
|
786,792
|
|
5.90%, 03/13/47, (1-day SOFR + 1.78%)(a)
|
575
|
583,072
|
|
5.94%, 02/07/39, (5-year CMT + 1.80%)(a)
|
455
|
470,127
|
|
5.95%, 01/19/38, (5-year CMT + 2.43%)(a)
|
445
|
460,814
|
|
6.30%, 10/18/28, (1-day SOFR + 2.24%)(a)
|
440
|
451,076
|
|
6.34%, 10/18/33, (1-day SOFR + 2.56%)(a)
|
330
|
353,430
|
|
6.38%, 07/24/42
|
631
|
687,444
|
|
6.63%, 11/01/34, (1-day SOFR + 2.05%)(a)
|
150
|
163,775
|
|
7.25%, 04/01/32
|
855
|
965,256
|
|
Series I, 4.36%, 10/22/31, (1-day SOFR +
1.07%)(a)
|
205
|
201,015
|
|
Series I, 4.89%, 10/22/36, (1-day SOFR +
1.31%)(a)
|
180
|
174,574
|
|
Morgan Stanley Bank N.A.
|
|
|
|
4.79%, 05/10/30, (1-day SOFR Index +
0.97%)(a)
|
250
|
250,741
|
|
5.02%, 01/12/29, (1-day SOFR + 0.91%)(a)
|
250
|
251,856
|
|
National Bank of Canada
|
|
|
|
4.17%, 01/20/29, (1-day SOFR Index +
0.76%)(a)
|
360
|
358,451
|
|
4.50%, 10/10/29
|
4,305
|
4,289,435
|
|
5.60%, 12/18/28
|
4,195
|
4,311,226
|
|
NatWest Group PLC
|
|
|
|
3.03%, 11/28/35, (5-year CMT + 2.35%)(a)
|
470
|
430,536
|
|
4.45%, 05/08/30, (3-mo. SOFR US + 2.13%)(a)
|
784
|
778,834
|
|
4.89%, 05/18/29, (3-mo. SOFR US + 2.01%)(a)
|
790
|
794,541
|
|
5.08%, 01/27/30, (3-mo. SOFR US + 2.17%)(a)
|
980
|
988,540
|
|
5.78%, 03/01/35, (1-year CMT + 1.50%)(a)
|
260
|
269,230
|
|
5.81%, 09/13/29, (1-year CMT + 1.95%)(a)
|
205
|
210,200
|
|
5.91%, 03/03/47, (1-year CMT + 1.30%)(a)
|
200
|
195,566
|
|
6.48%, 06/01/34, (5-year CMT + 2.20%)(a)
|
225
|
233,052
|
|
Northern Trust Corp.
|
|
|
|
3.15%, 05/03/29
|
1,196
|
1,160,741
|
|
3.38%, 05/08/32, (3-mo. SOFR US + 1.39%)(a)
|
125
|
123,410
|
|
6.13%, 11/02/32
|
50
|
53,572
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
PNC Bank N.A.
|
|
|
|
3.10%, 10/25/27
|
$360
|
$354,485
|
|
3.25%, 01/22/28
|
350
|
344,866
|
|
PNC Financial Services Group, Inc.(The)
|
|
|
|
2.31%, 04/23/32, (1-day SOFR + 0.98%)(a)
|
110
|
98,204
|
|
2.55%, 01/22/30
|
355
|
331,057
|
|
3.45%, 04/23/29
|
718
|
699,962
|
|
4.62%, 10/26/29, (1-day SOFR + 0.68%)(a)
|
2,670
|
2,671,894
|
|
4.63%, 06/06/33, (1-day SOFR Index +
1.85%)(a)
|
80
|
77,713
|
|
5.07%, 01/24/34, (1-day SOFR + 1.93%)(a)
|
305
|
305,959
|
|
5.35%, 12/02/28, (1-day SOFR + 1.62%)(a)
|
15
|
15,210
|
|
5.40%, 07/23/35, (1-day SOFR + 1.60%)(a)
|
425
|
431,199
|
|
5.42%, 01/25/41, (5-year CMT + 1.17%)(a)
|
235
|
230,556
|
|
5.58%, 06/12/29, (1-day SOFR + 1.84%)(a)
|
451
|
461,011
|
|
5.58%, 01/29/36, (1-day SOFR + 1.39%)(a)
|
165
|
168,975
|
|
5.68%, 01/22/35, (1-day SOFR + 1.90%)(a)
|
265
|
273,447
|
|
5.94%, 08/18/34, (1-day SOFR + 1.95%)(a)
|
375
|
394,267
|
|
6.04%, 10/28/33, (1-day SOFR Index +
2.14%)(a)
|
200
|
210,801
|
|
6.88%, 10/20/34, (1-day SOFR + 2.28%)(a)
|
435
|
480,581
|
|
Regions Bank/Birmingham AL, 6.45%, 06/26/37
|
268
|
282,397
|
|
Regions Financial Corp.
|
|
|
|
1.80%, 08/12/28
|
165
|
155,504
|
|
7.38%, 12/10/37
|
278
|
314,995
|
|
Royal Bank of Canada
|
|
|
|
2.30%, 11/03/31
|
25
|
22,337
|
|
3.88%, 05/04/32
|
275
|
263,853
|
|
4.24%, 08/03/27
|
575
|
575,444
|
|
4.31%, 11/03/31, (1-day SOFR + 0.98%)(a)
|
285
|
280,074
|
|
4.40%, 04/17/30, (1-day SOFR + 0.84%)(a)
|
425
|
422,473
|
|
4.52%, 10/18/28, (1-day SOFR Index +
0.86%)(a)
|
45
|
45,119
|
|
4.61%, 05/03/32, (1-day SOFR + 1.01%)(a)
|
425
|
421,347
|
|
4.90%, 01/12/28
|
510
|
515,128
|
|
4.95%, 02/01/29
|
300
|
305,019
|
|
4.97%, 08/02/30, (1-day SOFR + 1.10%)(a)
|
105
|
106,008
|
|
4.97%, 05/02/31, (1-day SOFR Index +
1.13%)(a)
|
100
|
101,023
|
|
5.00%, 02/01/33
|
700
|
706,555
|
|
5.00%, 05/02/33
|
410
|
414,229
|
|
5.15%, 02/04/31, (1-day SOFR + 1.03%)(a)
|
100
|
101,441
|
|
5.15%, 02/01/34
|
230
|
234,990
|
|
5.20%, 08/01/28
|
340
|
346,262
|
|
6.00%, 11/01/27
|
385
|
394,418
|
|
Santander Holdings USA, Inc.
|
|
|
|
4.40%, 07/13/27
|
1,272
|
1,271,985
|
|
5.47%, 03/20/29, (1-day SOFR + 1.61%)(a)
|
205
|
207,492
|
|
5.74%, 03/20/31, (1-day SOFR + 1.88%)(a)
|
235
|
240,982
|
|
6.17%, 01/09/30, (1-day SOFR + 2.50%)(a)
|
75
|
77,304
|
|
6.34%, 05/31/35, (1-day SOFR + 2.14%)(a)(c)
|
80
|
84,687
|
|
6.50%, 03/09/29, (1-day SOFR + 2.36%)(a)
|
45
|
46,313
|
|
7.66%, 11/09/31, (1-day SOFR + 3.28%)(a)
|
75
|
82,544
|
|
Santander U.K. Group Holdings PLC
|
|
|
|
2.90%, 03/15/32, (1-day SOFR + 1.48%)(a)
|
170
|
154,385
|
|
3.82%, 11/03/28, (3-mo. SOFR US + 1.66%)(a)
|
440
|
435,323
|
|
4.32%, 09/22/29, (1-day SOFR Index +
1.07%)(a)
|
200
|
198,327
|
|
4.86%, 09/11/30, (1-day SOFR Index +
1.55%)(a)
|
60
|
60,037
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
5.14%, 09/22/36, (1-day SOFR Index +
1.58%)(a)
|
$250
|
$242,667
|
|
5.69%, 04/15/31, (1-day SOFR Index +
1.52%)(a)
|
145
|
148,703
|
|
6.53%, 01/10/29, (1-day SOFR + 2.60%)(a)
|
190
|
195,501
|
|
State Street Corp.
|
|
|
|
2.40%, 01/24/30
|
1,035
|
968,462
|
|
2.62%, 02/07/33, (1-day SOFR + 1.00%)(a)
|
255
|
227,630
|
|
3.03%, 11/01/34, (1-day SOFR + 1.49%)(a)
|
363
|
340,571
|
|
4.14%, 12/03/29, (3-mo. CME Term SOFR +
1.29%)(a)
|
317
|
314,860
|
|
4.16%, 08/04/33, (1-day SOFR + 1.73%)(a)
|
20
|
19,256
|
|
4.54%, 02/28/28
|
55
|
55,326
|
|
4.56%, 04/23/32, (1-day SOFR + 0.91%)(a)
|
175
|
173,573
|
|
4.68%, 10/22/32, (1-day SOFR + 1.05%)(a)
|
40
|
39,887
|
|
4.73%, 02/28/30
|
50
|
50,418
|
|
4.78%, 10/23/36, (1-day SOFR + 1.22%)(a)
|
300
|
292,106
|
|
4.82%, 01/26/34, (1-day SOFR + 1.57%)(a)
|
15
|
14,921
|
|
4.83%, 04/24/30
|
50
|
50,638
|
|
5.09%, 04/24/37, (1-day SOFR + 1.20%)(a)
|
175
|
173,816
|
|
5.15%, 02/28/36, (1-day SOFR + 1.22%)(a)
|
80
|
80,170
|
|
5.16%, 05/18/34, (1-day SOFR + 1.89%)(a)
|
20
|
20,248
|
|
5.68%, 11/21/29, (1-day SOFR + 1.48%)(a)
|
60
|
61,745
|
|
Sumitomo Mitsui Financial Group, Inc.
|
|
|
|
1.71%, 01/12/31
|
1,075
|
939,624
|
|
1.90%, 09/17/28
|
605
|
571,041
|
|
2.13%, 07/08/30
|
1,175
|
1,061,865
|
|
2.14%, 09/23/30
|
55
|
49,237
|
|
2.30%, 01/12/41
|
530
|
364,250
|
|
2.47%, 01/14/29
|
55
|
52,191
|
|
2.72%, 09/27/29
|
120
|
112,797
|
|
2.75%, 01/15/30
|
220
|
205,653
|
|
3.04%, 07/16/29
|
640
|
609,965
|
|
3.35%, 10/18/27
|
322
|
317,934
|
|
3.36%, 07/12/27
|
283
|
280,299
|
|
3.54%, 01/17/28
|
205
|
202,248
|
|
3.94%, 07/19/28
|
200
|
197,942
|
|
4.11%, 01/15/29
|
200
|
198,036
|
|
4.31%, 10/16/28
|
313
|
312,090
|
|
4.49%, 01/15/32, (1-day SOFR + 1.02%)(a)
|
200
|
197,136
|
|
5.05%, 01/15/37, (1-day SOFR + 1.22%)(a)
|
315
|
310,773
|
|
5.25%, 07/08/36, (1-day SOFR + 1.50%)(a)
|
540
|
543,689
|
|
5.33%, 03/03/41, (5-year CMT + 1.30%)(a)
|
150
|
146,753
|
|
5.42%, 07/09/31
|
145
|
148,740
|
|
5.52%, 01/13/28
|
250
|
254,392
|
|
5.56%, 07/09/34
|
605
|
623,194
|
|
5.57%, 01/15/47, (1-day SOFR + 1.36%)(a)
|
200
|
196,658
|
|
5.63%, 01/15/35
|
800
|
827,766
|
|
5.71%, 01/13/30
|
15
|
15,494
|
|
5.77%, 01/13/33
|
445
|
465,049
|
|
5.78%, 07/13/33
|
250
|
261,006
|
|
5.80%, 07/13/28
|
205
|
210,341
|
|
5.81%, 09/14/33
|
140
|
146,523
|
|
5.85%, 07/13/30
|
200
|
208,058
|
|
Synchrony Bank, 5.63%, 08/23/27
|
620
|
626,652
|
|
Toronto-Dominion Bank(The)
|
|
|
|
2.00%, 09/10/31
|
205
|
181,482
|
|
2.45%, 01/12/32
|
125
|
110,932
|
|
3.20%, 03/10/32
|
95
|
87,494
|
|
4.36%, 04/23/29
|
250
|
249,061
|
|
4.41%, 01/13/31
|
25
|
24,754
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.46%, 06/08/32
|
$410
|
$403,720
|
|
4.81%, 06/03/30
|
200
|
201,217
|
|
4.87%, 04/22/33
|
250
|
248,394
|
|
4.93%, 10/15/35
|
55
|
54,048
|
|
4.99%, 04/05/29
|
110
|
111,473
|
|
5.15%, 09/10/34, (5-year CMT + 1.50%)(a)
|
75
|
75,442
|
|
5.16%, 01/10/28
|
630
|
637,463
|
|
5.30%, 01/30/32
|
160
|
163,668
|
|
5.52%, 07/17/28
|
575
|
588,019
|
|
U.S. Bancorp
|
|
|
|
2.49%, 11/03/36, (5-year CMT + 0.95%)(a)
|
420
|
364,983
|
|
2.68%, 01/27/33, (1-day SOFR + 1.02%)(a)
|
85
|
75,713
|
|
4.48%, 01/26/32, (1-day SOFR + 0.87%)(a)
|
75
|
74,003
|
|
4.84%, 02/01/34, (1-day SOFR + 1.60%)(a)
|
295
|
291,160
|
|
4.97%, 07/22/33, (1-day SOFR + 2.11%)(a)
|
185
|
183,094
|
|
5.03%, 01/26/37, (1-day SOFR + 1.10%)(a)
|
75
|
73,792
|
|
5.68%, 01/23/35, (1-day SOFR + 1.86%)(a)
|
120
|
123,958
|
|
5.72%, 05/20/41, (5-year CMT + 1.25%)(a)
|
175
|
175,389
|
|
5.78%, 06/12/29, (1-day SOFR + 2.02%)(a)
|
315
|
322,653
|
|
5.84%, 06/12/34, (1-day SOFR + 2.26%)(a)
|
93
|
97,059
|
|
5.85%, 10/21/33, (1-day SOFR + 2.09%)(a)
|
250
|
261,532
|
|
UBS AG/London, 5.65%, 09/11/28
|
1,395
|
1,434,381
|
|
UBS AG/Stamford CT
|
|
|
|
4.30%, 03/16/29, (1-day SOFR + 0.81%)(a)
|
250
|
249,553
|
|
4.63%, 02/16/32, (1-day SOFR + 1.11%)(a)
|
250
|
249,058
|
|
5.00%, 07/09/27
|
40
|
40,360
|
|
7.50%, 02/15/28
|
60
|
63,155
|
|
Wells Fargo & Co.
|
|
|
|
3.07%, 04/30/41, (1-day SOFR + 2.53%)(a)
|
1,110
|
842,595
|
|
4.40%, 06/14/46
|
720
|
584,541
|
|
4.61%, 04/25/53, (1-day SOFR + 2.13%)(a)
|
35
|
29,473
|
|
4.65%, 11/04/44
|
225
|
190,688
|
|
4.75%, 12/07/46
|
580
|
492,454
|
|
4.84%, 05/20/32, (1-day SOFR + 0.97%)(a)
|
675
|
674,437
|
|
4.90%, 11/17/45
|
65
|
56,910
|
|
5.01%, 04/04/51, (3-mo. CME Term SOFR +
4.50%)(a)
|
530
|
474,647
|
|
5.61%, 01/15/44
|
330
|
318,745
|
|
5.95%, 12/01/86
|
960
|
979,040
|
|
Westpac Banking Corp.
|
|
|
|
2.67%, 11/15/35, (5-year CMT + 1.75%)(a)
|
215
|
193,965
|
|
3.02%, 11/18/36, (5-year CMT + 1.53%)(a)
|
360
|
322,271
|
|
3.40%, 01/25/28
|
1,142
|
1,128,089
|
|
4.11%, 07/24/34, (5-year CMT + 2.00%)(a)
|
214
|
208,930
|
|
4.42%, 07/24/39
|
25
|
22,422
|
|
5.41%, 08/10/33, (1-year CMT + 2.68%)(a)
|
70
|
70,884
|
|
5.62%, 11/20/35, (1-year CMT + 1.20%)(a)
|
40
|
40,451
|
|
|
|
246,837,765
|
|
Beverages — 0.6%
|
||
|
Anheuser-Busch Cos LLC/Anheuser-Busch InBev
Worldwide, Inc.
|
|
|
|
4.70%, 02/01/36
|
1,177
|
1,145,887
|
|
4.90%, 02/01/46
|
1,420
|
1,297,853
|
|
Anheuser-Busch InBev Finance, Inc.
|
|
|
|
4.63%, 02/01/44
|
100
|
88,872
|
|
4.70%, 02/01/36
|
955
|
929,559
|
|
4.90%, 02/01/46
|
418
|
379,351
|
|
Anheuser-Busch InBev Worldwide, Inc.
|
|
|
|
3.50%, 06/01/30
|
720
|
695,407
|
|
4.38%, 04/15/38
|
519
|
485,042
|
|
4.44%, 10/06/48
|
480
|
406,665
|
|
Security
|
Par
(000
)
|
Value
|
|
Beverages (continued)
|
||
|
4.60%, 04/15/48
|
$45
|
$39,204
|
|
4.75%, 01/23/29
|
646
|
651,326
|
|
4.75%, 04/15/58
|
220
|
189,418
|
|
4.90%, 01/23/31
|
273
|
277,645
|
|
4.95%, 01/15/42
|
387
|
364,435
|
|
5.00%, 06/15/34
|
160
|
161,657
|
|
5.45%, 01/23/39
|
453
|
461,735
|
|
5.55%, 01/23/49
|
743
|
730,993
|
|
5.80%, 01/23/59
|
400
|
407,271
|
|
5.88%, 06/15/35
|
235
|
251,167
|
|
8.00%, 11/15/39
|
169
|
210,871
|
|
8.20%, 01/15/39
|
325
|
409,614
|
|
Brown-Forman Corp.
|
|
|
|
4.00%, 04/15/38
|
83
|
72,934
|
|
4.50%, 07/15/45
|
279
|
236,234
|
|
Coca-Cola Co.(The)
|
|
|
|
1.00%, 03/15/28
|
540
|
511,780
|
|
1.38%, 03/15/31
|
345
|
300,868
|
|
1.65%, 06/01/30
|
416
|
375,591
|
|
2.00%, 03/05/31
|
265
|
238,268
|
|
2.13%, 09/06/29
|
175
|
164,191
|
|
2.25%, 01/05/32
|
325
|
291,152
|
|
2.50%, 06/01/40
|
492
|
361,115
|
|
2.50%, 03/15/51
|
160
|
95,193
|
|
2.60%, 06/01/50
|
613
|
376,462
|
|
2.75%, 06/01/60
|
224
|
129,882
|
|
3.00%, 03/05/51
|
200
|
132,815
|
|
3.45%, 03/25/30
|
45
|
43,710
|
|
4.20%, 03/25/50
|
330
|
272,662
|
|
4.65%, 08/14/34(c)
|
135
|
135,262
|
|
5.00%, 05/13/34
|
120
|
123,265
|
|
5.20%, 01/14/55
|
260
|
247,732
|
|
5.30%, 05/13/54
|
60
|
57,972
|
|
5.40%, 05/13/64
|
245
|
235,591
|
|
Constellation Brands, Inc.
|
|
|
|
3.75%, 05/01/50
|
106
|
77,482
|
|
4.10%, 02/15/48
|
90
|
70,046
|
|
4.50%, 05/09/47
|
127
|
105,051
|
|
4.85%, 05/06/31
|
75
|
75,039
|
|
5.25%, 11/15/48
|
111
|
101,723
|
|
Diageo Capital PLC
|
|
|
|
2.00%, 04/29/30
|
1,080
|
979,866
|
|
2.13%, 04/29/32
|
1,530
|
1,323,351
|
|
2.38%, 10/24/29
|
3,185
|
2,972,791
|
|
3.88%, 05/18/28
|
960
|
951,589
|
|
3.88%, 04/29/43
|
2,510
|
2,015,971
|
|
5.63%, 10/05/33
|
640
|
667,161
|
|
5.88%, 09/30/36
|
25
|
26,533
|
|
Diageo Investment Corp.
|
|
|
|
4.25%, 05/11/42
|
1,640
|
1,407,419
|
|
5.13%, 08/15/30
|
225
|
229,033
|
|
5.63%, 04/15/35
|
200
|
207,777
|
|
7.45%, 04/15/35
|
435
|
508,613
|
|
Fomento Economico Mexicano SAB de CV, 3.50%,
01/16/50
|
80
|
57,502
|
|
Keurig Dr Pepper, Inc.
|
|
|
|
3.20%, 05/01/30
|
209
|
196,711
|
|
3.80%, 05/01/50
|
222
|
157,620
|
|
4.05%, 04/15/32
|
300
|
285,874
|
|
4.42%, 12/15/46
|
55
|
44,238
|
|
4.50%, 11/15/45
|
79
|
65,268
|
|
Security
|
Par
(000
)
|
Value
|
|
Beverages (continued)
|
||
|
4.50%, 04/15/52
|
$305
|
$242,858
|
|
5.09%, 05/25/48
|
75
|
65,894
|
|
5.15%, 05/15/35
|
25
|
24,573
|
|
5.30%, 03/15/34
|
130
|
130,020
|
|
Molson Coors Beverage Co.
|
|
|
|
4.20%, 07/15/46
|
565
|
451,713
|
|
4.90%, 07/08/31
|
1,210
|
1,213,784
|
|
5.00%, 05/01/42
|
407
|
373,134
|
|
5.50%, 07/08/36
|
2,290
|
2,307,432
|
|
|
|
31,322,717
|
|
Biotechnology — 0.6%
|
||
|
Amgen, Inc.
|
|
|
|
2.30%, 02/25/31
|
430
|
388,225
|
|
2.45%, 02/21/30
|
866
|
803,657
|
|
2.77%, 09/01/53
|
285
|
169,205
|
|
3.00%, 01/15/52
|
235
|
152,423
|
|
3.15%, 02/21/40
|
240
|
186,659
|
|
3.20%, 11/02/27
|
792
|
780,571
|
|
3.38%, 02/21/50
|
365
|
257,762
|
|
4.20%, 03/01/33
|
460
|
443,296
|
|
4.20%, 02/22/52
|
190
|
148,736
|
|
4.40%, 05/01/45
|
580
|
491,470
|
|
4.40%, 02/22/62
|
320
|
249,279
|
|
4.56%, 06/15/48
|
479
|
404,950
|
|
4.66%, 06/15/51
|
548
|
464,328
|
|
4.88%, 03/01/53
|
150
|
130,250
|
|
4.95%, 10/01/41
|
285
|
265,298
|
|
5.15%, 11/15/41
|
287
|
272,795
|
|
5.25%, 03/02/33
|
765
|
781,178
|
|
5.65%, 06/15/42
|
245
|
243,460
|
|
5.65%, 03/02/53
|
485
|
471,390
|
|
5.75%, 03/15/40
|
95
|
97,433
|
|
5.75%, 03/02/63
|
450
|
436,561
|
|
6.38%, 06/01/37
|
265
|
288,912
|
|
6.40%, 02/01/39
|
195
|
210,211
|
|
Baxalta, Inc., 5.25%, 06/23/45
|
255
|
237,827
|
|
Biogen, Inc.
|
|
|
|
2.25%, 05/01/30
|
60
|
54,791
|
|
3.15%, 05/01/50
|
332
|
214,665
|
|
3.25%, 02/15/51
|
195
|
127,283
|
|
5.20%, 09/15/45
|
482
|
444,307
|
|
Gilead Sciences, Inc.
|
|
|
|
1.20%, 10/01/27
|
1,890
|
1,817,572
|
|
1.65%, 10/01/30
|
605
|
536,996
|
|
2.80%, 10/01/50
|
176
|
111,096
|
|
4.00%, 09/01/36
|
509
|
468,013
|
|
4.15%, 03/01/47
|
430
|
351,971
|
|
4.25%, 05/20/28
|
2,410
|
2,409,597
|
|
4.40%, 05/20/29
|
3,565
|
3,565,243
|
|
4.50%, 02/01/45
|
480
|
418,192
|
|
4.60%, 05/20/31
|
2,560
|
2,562,606
|
|
4.60%, 09/01/35
|
570
|
556,176
|
|
4.75%, 03/01/46
|
576
|
516,651
|
|
4.80%, 04/01/44
|
373
|
339,967
|
|
4.90%, 05/20/34
|
2,970
|
2,975,122
|
|
5.10%, 06/15/35
|
455
|
459,125
|
|
5.25%, 10/15/33
|
440
|
453,533
|
|
5.55%, 10/15/53
|
60
|
59,026
|
|
5.60%, 11/15/64
|
135
|
132,293
|
|
5.65%, 12/01/41
|
310
|
316,301
|
|
Security
|
Par
(000
)
|
Value
|
|
Biotechnology (continued)
|
||
|
Royalty Pharma PLC
|
|
|
|
3.30%, 09/02/40
|
$5
|
$3,873
|
|
4.45%, 03/25/31
|
25
|
24,625
|
|
5.20%, 09/25/35
|
25
|
24,822
|
|
5.40%, 09/02/34
|
60
|
60,719
|
|
5.90%, 09/02/54
|
265
|
261,757
|
|
5.95%, 09/25/55
|
75
|
74,641
|
|
|
|
27,716,839
|
|
Building Materials — 0.7%
|
||
|
Carlisle Companies, Inc.
|
|
|
|
2.75%, 03/01/30
|
162
|
151,577
|
|
3.75%, 12/01/27
|
5
|
4,954
|
|
Carrier Global Corp.
|
|
|
|
2.70%, 02/15/31
|
660
|
606,000
|
|
2.72%, 02/15/30
|
895
|
837,631
|
|
3.38%, 04/05/40
|
170
|
136,113
|
|
3.58%, 04/05/50
|
506
|
368,229
|
|
5.90%, 03/15/34
|
484
|
510,332
|
|
6.20%, 03/15/54
|
116
|
123,654
|
|
CRH America Finance, Inc.
|
|
|
|
4.40%, 02/09/31
|
225
|
221,930
|
|
5.00%, 02/09/36
|
215
|
211,333
|
|
5.40%, 05/21/34
|
2,435
|
2,486,184
|
|
5.50%, 01/09/35
|
615
|
627,963
|
|
5.60%, 02/09/56
|
170
|
165,748
|
|
5.88%, 01/09/55
|
1,565
|
1,577,053
|
|
CRH SMW Finance DAC
|
|
|
|
5.13%, 01/09/30
|
1,845
|
1,873,932
|
|
5.20%, 05/21/29
|
2,510
|
2,561,859
|
|
Fortune Brands Innovations, Inc.
|
|
|
|
3.25%, 09/15/29
|
577
|
550,710
|
|
4.00%, 03/25/32
|
995
|
941,319
|
|
4.50%, 03/25/52
|
305
|
243,742
|
|
5.88%, 06/01/33(c)
|
1,092
|
1,134,759
|
|
Johnson Controls International PLC
|
|
|
|
4.50%, 02/15/47
|
142
|
120,634
|
|
4.63%, 07/02/44
|
105
|
92,270
|
|
4.95%, 07/02/64(e)
|
50
|
43,201
|
|
5.13%, 09/14/45
|
34
|
31,138
|
|
6.00%, 01/15/36
|
455
|
482,239
|
|
Johnson Controls International PLC/Tyco Fire &
Security Finance SCA
|
|
|
|
1.75%, 09/15/30
|
1,275
|
1,135,439
|
|
2.00%, 09/16/31
|
675
|
589,921
|
|
4.90%, 12/01/32
|
195
|
195,733
|
|
5.50%, 04/19/29
|
130
|
133,497
|
|
Lennox International, Inc.
|
|
|
|
1.70%, 08/01/27
|
555
|
538,756
|
|
5.50%, 09/15/28
|
325
|
331,667
|
|
Martin Marietta Materials, Inc.
|
|
|
|
3.20%, 07/15/51
|
350
|
232,162
|
|
4.25%, 12/15/47
|
147
|
119,264
|
|
5.15%, 12/01/34
|
75
|
75,396
|
|
5.50%, 12/01/54
|
260
|
249,461
|
|
Owens Corning
|
|
|
|
3.95%, 08/15/29
|
446
|
438,316
|
|
4.30%, 07/15/47
|
150
|
121,237
|
|
4.40%, 01/30/48
|
185
|
151,599
|
|
5.70%, 06/15/34
|
125
|
129,454
|
|
5.95%, 06/15/54(c)
|
405
|
406,516
|
|
7.00%, 12/01/36
|
231
|
259,642
|
|
Security
|
Par
(000
)
|
Value
|
|
Building Materials (continued)
|
||
|
Trane Technologies Financing Ltd.
|
|
|
|
3.80%, 03/21/29
|
$855
|
$841,721
|
|
4.50%, 03/21/49
|
1,235
|
1,054,046
|
|
4.65%, 11/01/44
|
392
|
349,524
|
|
5.10%, 06/13/34
|
2,330
|
2,360,947
|
|
5.25%, 03/03/33
|
1,390
|
1,425,349
|
|
Trane Technologies Holdco, Inc.
|
|
|
|
3.75%, 08/21/28
|
1,800
|
1,780,614
|
|
4.30%, 02/21/48
|
555
|
457,863
|
|
5.75%, 06/15/43
|
1,814
|
1,869,423
|
|
Vulcan Materials Co.
|
|
|
|
4.50%, 06/15/47
|
164
|
139,292
|
|
4.70%, 03/01/48
|
135
|
117,514
|
|
5.35%, 12/01/34
|
25
|
25,439
|
|
5.70%, 12/01/54
|
125
|
123,349
|
|
|
|
31,757,645
|
|
Chemicals — 0.3%
|
||
|
Dow Chemical Co.(The)
|
|
|
|
3.60%, 11/15/50
|
185
|
123,168
|
|
4.25%, 10/01/34
|
450
|
412,823
|
|
4.38%, 11/15/42
|
232
|
187,912
|
|
4.63%, 10/01/44
|
167
|
136,564
|
|
4.80%, 11/30/28
|
80
|
80,246
|
|
4.80%, 01/15/31
|
50
|
49,548
|
|
4.80%, 05/15/49
|
224
|
179,432
|
|
5.15%, 02/15/34(c)
|
315
|
310,423
|
|
5.25%, 11/15/41
|
75
|
67,874
|
|
5.35%, 03/15/35(c)
|
25
|
24,727
|
|
5.55%, 11/30/48
|
210
|
186,851
|
|
5.60%, 02/15/54
|
110
|
97,726
|
|
5.65%, 03/15/36(c)
|
75
|
75,042
|
|
5.95%, 03/15/55
|
75
|
69,854
|
|
6.30%, 03/15/33
|
90
|
95,072
|
|
6.90%, 05/15/53(c)
|
75
|
78,701
|
|
7.38%, 11/01/29
|
25
|
27,017
|
|
9.40%, 05/15/39
|
130
|
168,364
|
|
DuPont de Nemours, Inc.
|
|
|
|
4.73%, 11/15/28
|
100
|
100,333
|
|
4.73%, 11/15/28(b)
|
205
|
205,254
|
|
5.32%, 11/15/38
|
433
|
427,173
|
|
5.42%, 11/15/48(c)
|
101
|
95,363
|
|
Ecolab, Inc.
|
|
|
|
1.30%, 01/30/31
|
320
|
276,407
|
|
2.13%, 02/01/32
|
120
|
105,308
|
|
2.70%, 12/15/51
|
135
|
82,234
|
|
2.75%, 08/18/55
|
25
|
14,850
|
|
3.25%, 12/01/27
|
1,431
|
1,413,083
|
|
3.95%, 12/01/47
|
75
|
59,544
|
|
4.60%, 06/15/29
|
300
|
301,308
|
|
4.80%, 03/24/30
|
826
|
834,580
|
|
4.80%, 06/15/31
|
300
|
302,248
|
|
5.00%, 09/01/35
|
355
|
354,791
|
|
5.15%, 06/15/33
|
300
|
304,646
|
|
5.35%, 06/15/36
|
300
|
304,888
|
|
5.50%, 12/08/41
|
70
|
70,576
|
|
International Flavors & Fragrances, Inc.
|
|
|
|
4.38%, 06/01/47
|
75
|
60,465
|
|
4.45%, 09/26/28
|
790
|
789,200
|
|
5.00%, 09/26/48
|
156
|
137,577
|
|
Security
|
Par
(000
)
|
Value
|
|
Chemicals (continued)
|
||
|
LYB International Finance BV
|
|
|
|
4.88%, 03/15/44
|
$295
|
$249,434
|
|
5.25%, 07/15/43
|
173
|
152,969
|
|
LYB International Finance III LLC
|
|
|
|
3.63%, 04/01/51
|
230
|
152,001
|
|
3.80%, 10/01/60
|
440
|
280,367
|
|
4.20%, 10/15/49
|
197
|
144,456
|
|
4.20%, 05/01/50
|
160
|
116,918
|
|
5.50%, 03/01/34(c)
|
180
|
180,143
|
|
5.63%, 05/15/33
|
290
|
294,005
|
|
LyondellBasell Industries NV, 4.63%, 02/26/55
|
290
|
224,163
|
|
Mosaic Co.(The)
|
|
|
|
4.05%, 11/15/27
|
135
|
134,175
|
|
4.88%, 11/15/41
|
15
|
13,373
|
|
5.45%, 11/15/33(c)
|
320
|
324,161
|
|
5.63%, 11/15/43
|
155
|
146,857
|
|
Nutrien Ltd.
|
|
|
|
4.13%, 03/15/35
|
400
|
368,392
|
|
4.85%, 05/29/31
|
175
|
175,382
|
|
4.90%, 06/01/43
|
130
|
116,973
|
|
5.00%, 04/01/49
|
103
|
91,809
|
|
5.25%, 03/12/32
|
150
|
152,751
|
|
5.25%, 01/15/45
|
133
|
124,222
|
|
5.35%, 05/29/36
|
175
|
175,542
|
|
5.40%, 06/21/34
|
65
|
66,234
|
|
5.63%, 12/01/40
|
173
|
171,532
|
|
5.80%, 03/27/53
|
215
|
213,042
|
|
5.88%, 12/01/36
|
135
|
140,146
|
|
6.13%, 01/15/41
|
60
|
63,054
|
|
PPG Industries, Inc.
|
|
|
|
2.80%, 08/15/29
|
179
|
169,486
|
|
3.75%, 03/15/28
|
505
|
499,897
|
|
4.38%, 03/15/31
|
150
|
147,771
|
|
Sherwin-Williams Co.(The)
|
|
|
|
2.20%, 03/15/32
|
120
|
104,792
|
|
3.30%, 05/15/50
|
115
|
77,306
|
|
3.80%, 08/15/49
|
205
|
153,271
|
|
4.00%, 12/15/42
|
73
|
58,949
|
|
4.50%, 08/15/30
|
50
|
49,786
|
|
4.50%, 06/01/47
|
374
|
314,226
|
|
4.55%, 08/01/45
|
180
|
153,369
|
|
5.15%, 08/15/35
|
50
|
50,138
|
|
|
|
14,662,264
|
|
Commercial Services — 0.4%
|
||
|
Automatic Data Processing, Inc.
|
|
|
|
1.25%, 09/01/30
|
5,791
|
5,089,678
|
|
1.70%, 05/15/28
|
5,560
|
5,309,591
|
|
4.45%, 09/09/34
|
125
|
122,356
|
|
4.75%, 05/08/32
|
175
|
175,683
|
|
5.00%, 05/07/36
|
250
|
249,327
|
|
Moody's Corp.
|
|
|
|
3.10%, 11/29/61
|
90
|
53,514
|
|
3.25%, 01/15/28
|
240
|
236,300
|
|
3.25%, 05/20/50
|
124
|
82,860
|
|
3.75%, 02/25/52
|
95
|
69,311
|
|
4.25%, 02/01/29
|
150
|
149,454
|
|
4.25%, 08/08/32
|
80
|
77,902
|
|
4.88%, 12/17/48
|
159
|
140,555
|
|
5.25%, 07/15/44
|
230
|
217,066
|
|
PayPal Holdings, Inc.
|
|
|
|
2.85%, 10/01/29
|
220
|
207,938
|
|
Security
|
Par
(000
)
|
Value
|
|
Commercial Services (continued)
|
||
|
3.25%, 06/01/50
|
$351
|
$229,290
|
|
4.55%, 06/01/28
|
175
|
175,513
|
|
4.95%, 06/01/31
|
175
|
175,208
|
|
5.05%, 06/01/52
|
115
|
99,252
|
|
5.25%, 06/01/62
|
115
|
100,335
|
|
5.55%, 06/01/36
|
175
|
175,119
|
|
Quanta Services, Inc.
|
|
|
|
2.35%, 01/15/32
|
340
|
298,692
|
|
2.90%, 10/01/30
|
730
|
680,000
|
|
4.75%, 08/09/27
|
25
|
25,098
|
|
5.25%, 08/09/34
|
25
|
25,256
|
|
RELX Capital, Inc.
|
|
|
|
3.00%, 05/22/30
|
1,835
|
1,727,575
|
|
4.00%, 03/18/29
|
2,608
|
2,573,878
|
|
4.75%, 03/27/30
|
100
|
100,398
|
|
4.75%, 05/20/32
|
75
|
74,950
|
|
5.25%, 03/27/35
|
225
|
227,984
|
|
S&P Global, Inc.
|
|
|
|
2.30%, 08/15/60
|
290
|
143,229
|
|
2.50%, 12/01/29
|
165
|
154,507
|
|
3.25%, 12/01/49
|
308
|
212,149
|
|
3.70%, 03/01/52
|
5
|
3,701
|
|
3.90%, 03/01/62
|
195
|
141,427
|
|
4.25%, 01/15/31(b)
|
110
|
108,287
|
|
4.80%, 12/04/35(b)
|
60
|
58,679
|
|
Verisk Analytics, Inc.
|
|
|
|
4.13%, 03/15/29
|
55
|
54,363
|
|
5.13%, 03/15/36
|
25
|
24,499
|
|
5.25%, 03/15/35
|
25
|
24,833
|
|
5.50%, 06/15/45
|
26
|
24,649
|
|
|
|
19,820,406
|
|
Computers — 0.5%
|
||
|
Apple, Inc.
|
|
|
|
2.55%, 08/20/60
|
943
|
513,078
|
|
2.65%, 05/11/50
|
433
|
268,032
|
|
2.65%, 02/08/51
|
230
|
140,895
|
|
2.70%, 08/05/51
|
350
|
216,060
|
|
2.80%, 02/08/61
|
240
|
138,821
|
|
2.85%, 08/05/61
|
250
|
145,651
|
|
2.95%, 09/11/49
|
414
|
274,156
|
|
3.75%, 09/12/47
|
225
|
175,489
|
|
3.75%, 11/13/47
|
241
|
187,898
|
|
3.85%, 05/04/43
|
532
|
443,443
|
|
3.95%, 08/08/52
|
110
|
85,935
|
|
4.10%, 08/08/62
|
330
|
254,838
|
|
4.25%, 02/09/47
|
245
|
206,955
|
|
4.65%, 02/23/46
|
10
|
9,023
|
|
Dell International LLC/EMC Corp.
|
|
|
|
3.45%, 12/15/51
|
82
|
57,366
|
|
5.40%, 04/15/34
|
55
|
56,229
|
|
8.10%, 07/15/36
|
145
|
174,040
|
|
8.35%, 07/15/46
|
138
|
175,032
|
|
Dell, Inc., 6.50%, 04/15/38
|
85
|
92,012
|
|
DXC Technology Co., 2.38%, 09/15/28
|
100
|
93,763
|
|
Gartner, Inc.
|
|
|
|
4.95%, 03/20/31
|
350
|
340,617
|
|
5.60%, 11/20/35
|
575
|
550,560
|
|
Hewlett Packard Enterprise Co.
|
|
|
|
4.15%, 09/15/28
|
195
|
193,476
|
|
4.40%, 09/25/27
|
1,610
|
1,609,300
|
|
4.40%, 10/15/30
|
235
|
231,134
|
|
Security
|
Par
(000
)
|
Value
|
|
Computers (continued)
|
||
|
4.50%, 03/23/28
|
$125
|
$125,022
|
|
4.55%, 10/15/29
|
690
|
688,310
|
|
4.60%, 03/23/29
|
100
|
99,993
|
|
4.85%, 10/15/31
|
520
|
519,321
|
|
5.00%, 10/15/34
|
310
|
304,008
|
|
5.25%, 07/01/28
|
660
|
669,431
|
|
5.25%, 04/01/33
|
125
|
125,933
|
|
5.60%, 10/15/54
|
175
|
161,288
|
|
6.20%, 10/15/35(c)
|
586
|
628,658
|
|
6.35%, 10/15/45
|
1,320
|
1,351,009
|
|
HP, Inc.
|
|
|
|
3.40%, 06/17/30
|
50
|
47,480
|
|
4.20%, 04/15/32
|
235
|
225,287
|
|
4.75%, 01/15/28
|
40
|
40,176
|
|
5.40%, 04/25/30
|
75
|
76,623
|
|
5.50%, 01/15/33(c)
|
320
|
327,848
|
|
6.00%, 09/15/41
|
477
|
489,238
|
|
6.10%, 04/25/35(c)
|
40
|
42,192
|
|
IBM International Capital Pte. Ltd., 5.30%,
02/05/54
|
110
|
99,420
|
|
International Business Machines Corp.
|
|
|
|
3.43%, 02/09/52
|
85
|
56,817
|
|
3.50%, 05/15/29
|
1,660
|
1,618,396
|
|
4.00%, 02/03/29
|
200
|
197,965
|
|
4.00%, 06/20/42
|
285
|
234,574
|
|
4.15%, 05/15/39
|
212
|
185,607
|
|
4.25%, 05/15/49
|
516
|
404,796
|
|
4.30%, 02/03/31
|
200
|
196,980
|
|
4.60%, 02/03/33
|
200
|
196,757
|
|
4.70%, 02/19/46
|
20
|
17,239
|
|
4.90%, 07/27/52
|
100
|
85,447
|
|
4.95%, 02/03/36
|
300
|
294,652
|
|
5.10%, 02/06/53
|
120
|
106,485
|
|
5.20%, 02/10/35
|
195
|
196,705
|
|
5.60%, 11/30/39
|
396
|
405,568
|
|
5.70%, 02/10/55
|
200
|
191,993
|
|
5.80%, 02/03/56
|
215
|
209,828
|
|
5.88%, 11/29/32
|
735
|
779,192
|
|
6.22%, 08/01/27
|
425
|
434,357
|
|
6.50%, 01/15/28
|
507
|
524,414
|
|
Leidos, Inc.
|
|
|
|
2.30%, 02/15/31
|
545
|
486,591
|
|
4.38%, 05/15/30
|
781
|
768,381
|
|
5.00%, 03/15/36
|
50
|
48,402
|
|
NetApp, Inc.
|
|
|
|
2.38%, 06/22/27
|
230
|
225,288
|
|
2.70%, 06/22/30
|
1,625
|
1,497,496
|
|
5.50%, 03/17/32
|
270
|
276,252
|
|
5.70%, 03/17/35
|
865
|
885,668
|
|
|
|
23,180,890
|
|
Cosmetics & Personal Care — 0.1%
|
||
|
Colgate-Palmolive Co.
|
|
|
|
3.70%, 08/01/47
|
361
|
278,978
|
|
4.00%, 08/15/45
|
373
|
314,189
|
|
4.60%, 03/01/33
|
36
|
36,283
|
|
Estee Lauder Companies, Inc.(The)
|
|
|
|
3.13%, 12/01/49
|
142
|
93,748
|
|
4.38%, 06/15/45
|
82
|
68,250
|
|
6.00%, 05/15/37
|
60
|
63,842
|
|
Kenvue, Inc.
|
|
|
|
4.85%, 05/22/32
|
25
|
25,228
|
|
Security
|
Par
(000
)
|
Value
|
|
Cosmetics & Personal Care (continued)
|
||
|
5.05%, 03/22/53
|
$75
|
$68,452
|
|
5.20%, 03/22/63
|
260
|
235,276
|
|
Procter & Gamble Co.(The)
|
|
|
|
2.85%, 08/11/27
|
450
|
443,805
|
|
3.60%, 03/25/50
|
130
|
99,367
|
|
4.60%, 05/01/35
|
175
|
173,919
|
|
5.55%, 03/05/37
|
396
|
420,625
|
|
5.80%, 08/15/34
|
270
|
290,068
|
|
Unilever Capital Corp.
|
|
|
|
1.75%, 08/12/31
|
555
|
485,080
|
|
3.50%, 03/22/28
|
555
|
548,544
|
|
4.25%, 08/12/27
|
100
|
100,222
|
|
4.63%, 08/12/34
|
100
|
98,841
|
|
5.00%, 12/08/33
|
645
|
658,806
|
|
5.90%, 11/15/32
|
625
|
670,870
|
|
Series 30Y, 2.63%, 08/12/51
|
420
|
257,746
|
|
|
|
5,432,139
|
|
Distribution & Wholesale — 0.1%
|
||
|
LKQ Corp.
|
|
|
|
5.75%, 06/15/28
|
1,860
|
1,892,292
|
|
6.25%, 06/15/33
|
2,145
|
2,219,128
|
|
WW Grainger, Inc.
|
|
|
|
3.75%, 05/15/46
|
156
|
121,826
|
|
4.20%, 05/15/47
|
179
|
147,701
|
|
4.45%, 09/15/34
|
1,305
|
1,273,160
|
|
4.60%, 06/15/45
|
332
|
296,521
|
|
|
|
5,950,628
|
|
Diversified Financial Services — 0.8%
|
||
|
AerCap Ireland Capital DAC/AerCap Global
Aviation Trust
|
|
|
|
3.00%, 10/29/28
|
687
|
661,761
|
|
3.30%, 01/30/32
|
932
|
852,932
|
|
3.40%, 10/29/33
|
590
|
524,883
|
|
3.65%, 07/21/27
|
465
|
460,607
|
|
3.85%, 10/29/41
|
215
|
173,466
|
|
3.88%, 01/23/28
|
410
|
405,509
|
|
4.63%, 10/15/27
|
710
|
710,856
|
|
4.95%, 09/10/34
|
90
|
87,686
|
|
5.30%, 01/19/34
|
250
|
250,221
|
|
5.75%, 06/06/28
|
150
|
153,279
|
|
6.95%, 03/10/55, (5-year CMT + 2.72%)(a)
|
250
|
258,770
|
|
Ally Financial, Inc.
|
|
|
|
7.10%, 11/15/27
|
110
|
113,705
|
|
8.00%, 11/01/31
|
699
|
778,317
|
|
American Express Co.
|
|
|
|
4.05%, 12/03/42
|
675
|
568,320
|
|
4.44%, 05/03/30, (1-day SOFR + 0.81%)(a)
|
455
|
453,516
|
|
4.46%, 02/10/32, (1-day SOFR + 0.87%)(a)
|
90
|
88,883
|
|
4.80%, 10/24/36, (1-day SOFR + 1.24%)(a)
|
125
|
120,988
|
|
4.92%, 07/20/33, (1-day SOFR + 1.22%)(a)
|
235
|
235,251
|
|
4.99%, 05/26/33, (1-day SOFR + 2.26%)(a)
|
150
|
149,524
|
|
5.09%, 01/30/31, (1-day SOFR Index +
1.02%)(a)
|
280
|
284,119
|
|
5.28%, 07/26/35, (1-day SOFR + 1.42%)(a)
|
615
|
622,199
|
|
5.44%, 01/30/36, (1-day SOFR Index +
1.32%)(a)
|
240
|
244,864
|
|
5.53%, 04/25/30, (1-day SOFR Index +
1.09%)(a)
|
135
|
138,420
|
|
5.63%, 07/28/34, (1-day SOFR + 1.93%)(a)
|
115
|
117,754
|
|
5.67%, 04/25/36, (1-day SOFR + 1.79%)(a)
|
345
|
357,655
|
|
Security
|
Par
(000
)
|
Value
|
|
Diversified Financial Services (continued)
|
||
|
5.92%, 04/25/35, (1-day SOFR + 1.63%)(a)
|
$430
|
$446,350
|
|
6.49%, 10/30/31, (1-day SOFR + 1.94%)(a)
|
50
|
53,551
|
|
Ameriprise Financial, Inc.
|
|
|
|
4.50%, 05/13/32
|
60
|
59,449
|
|
5.15%, 05/15/33
|
255
|
259,516
|
|
Apollo Global Management, Inc.
|
|
|
|
5.70%, 03/30/36
|
50
|
50,524
|
|
6.00%, 12/15/54, (5-year CMT + 2.17%)(a)
|
15
|
14,538
|
|
Brookfield Capital Finance LLC, 6.09%, 06/14/33
|
560
|
590,197
|
|
Brookfield Finance I U.K. PLC/Brookfield Finance,
Inc., 2.34%, 01/30/32
|
805
|
703,083
|
|
Brookfield Finance LLC/Brookfield Finance, Inc.,
3.45%, 04/15/50
|
195
|
132,302
|
|
Brookfield Finance, Inc.
|
|
|
|
3.50%, 03/30/51
|
125
|
85,581
|
|
3.63%, 02/15/52
|
80
|
55,524
|
|
3.90%, 01/25/28
|
180
|
178,168
|
|
4.35%, 04/15/30
|
312
|
306,841
|
|
4.70%, 09/20/47
|
300
|
255,333
|
|
4.85%, 03/29/29
|
615
|
617,263
|
|
5.68%, 01/15/35
|
335
|
340,820
|
|
5.97%, 03/04/54
|
120
|
118,931
|
|
6.35%, 01/05/34
|
510
|
543,608
|
|
Capital One Financial Corp.
|
|
|
|
2.36%, 07/29/32, (1-day SOFR + 1.34%)(a)
|
275
|
237,452
|
|
2.62%, 11/02/32, (1-day SOFR + 1.27%)(a)
|
345
|
305,056
|
|
3.27%, 03/01/30, (1-day SOFR + 1.79%)(a)
|
230
|
221,546
|
|
4.72%, 01/30/32, (1-day SOFR + 1.15%)(a)
|
75
|
74,055
|
|
5.20%, 09/11/36, (1-day SOFR + 1.63%)(a)
|
660
|
642,456
|
|
5.25%, 07/26/30, (1-day SOFR + 2.60%)(a)
|
100
|
101,371
|
|
5.27%, 05/10/33, (1-day SOFR + 2.37%)(a)
|
350
|
351,371
|
|
5.40%, 01/30/37, (1-day SOFR + 1.51%)(a)
|
150
|
147,968
|
|
5.47%, 02/01/29, (1-day SOFR + 2.08%)(a)
|
125
|
126,808
|
|
5.82%, 02/01/34, (1-day SOFR + 2.60%)(a)
|
180
|
185,123
|
|
6.18%, 01/30/36, (1-day SOFR + 2.04%)(a)
|
80
|
81,840
|
|
6.31%, 06/08/29, (1-day SOFR + 2.64%)(a)
|
200
|
206,328
|
|
6.38%, 06/08/34, (1-day SOFR + 2.86%)(a)
|
190
|
201,336
|
|
6.70%, 11/29/32
|
245
|
266,623
|
|
7.96%, 11/02/34, (1-day SOFR Index +
3.37%)(a)
|
375
|
432,014
|
|
Cboe Global Markets, Inc.
|
|
|
|
1.63%, 12/15/30
|
345
|
303,413
|
|
3.00%, 03/16/32
|
945
|
867,847
|
|
Intercontinental Exchange, Inc.
|
|
|
|
1.85%, 09/15/32
|
315
|
266,125
|
|
3.00%, 06/15/50
|
285
|
186,633
|
|
3.00%, 09/15/60
|
460
|
271,554
|
|
3.10%, 09/15/27
|
55
|
54,186
|
|
3.75%, 09/21/28
|
139
|
137,022
|
|
3.95%, 12/01/28
|
70
|
69,295
|
|
4.20%, 03/15/31
|
75
|
73,775
|
|
4.25%, 09/21/48
|
366
|
302,677
|
|
4.60%, 03/15/33
|
320
|
316,908
|
|
4.95%, 06/15/52
|
190
|
172,168
|
|
5.20%, 06/15/62
|
290
|
265,044
|
|
Invesco Finance PLC, 5.38%, 11/30/43
|
253
|
241,533
|
|
Janus Henderson U.S. Holdings, Inc., 5.45%,
09/10/34
|
810
|
818,870
|
|
Legg Mason, Inc., 5.63%, 01/15/44
|
348
|
342,796
|
|
LPL Holdings, Inc.
|
|
|
|
5.65%, 03/15/35
|
55
|
54,705
|
|
Security
|
Par
(000
)
|
Value
|
|
Diversified Financial Services (continued)
|
||
|
5.75%, 06/15/35
|
$150
|
$150,297
|
|
6.00%, 05/20/34
|
30
|
30,737
|
|
Mastercard, Inc.
|
|
|
|
2.00%, 11/18/31
|
85
|
75,172
|
|
2.95%, 06/01/29
|
155
|
149,499
|
|
3.35%, 03/26/30
|
165
|
159,235
|
|
3.50%, 02/26/28
|
35
|
34,642
|
|
3.65%, 06/01/49
|
215
|
160,684
|
|
3.80%, 11/21/46
|
225
|
176,390
|
|
3.85%, 03/26/50
|
253
|
196,185
|
|
3.95%, 02/26/48
|
217
|
171,529
|
|
4.55%, 01/15/35
|
140
|
137,101
|
|
4.85%, 03/09/33
|
70
|
70,907
|
|
4.88%, 05/09/34
|
30
|
30,153
|
|
4.95%, 03/15/32
|
100
|
102,338
|
|
Nasdaq, Inc.
|
|
|
|
1.65%, 01/15/31
|
510
|
448,383
|
|
3.25%, 04/28/50
|
245
|
165,946
|
|
3.95%, 03/07/52
|
172
|
129,015
|
|
5.35%, 06/28/28
|
655
|
666,203
|
|
5.55%, 02/15/34
|
519
|
535,985
|
|
5.95%, 08/15/53
|
90
|
91,476
|
|
6.10%, 06/28/63
|
140
|
143,580
|
|
Nomura Holdings, Inc.
|
|
|
|
2.17%, 07/14/28
|
295
|
280,417
|
|
2.61%, 07/14/31
|
415
|
371,694
|
|
2.68%, 07/16/30
|
330
|
303,017
|
|
2.71%, 01/22/29
|
405
|
384,977
|
|
3.00%, 01/22/32
|
255
|
230,515
|
|
3.10%, 01/16/30
|
545
|
513,329
|
|
4.90%, 07/01/30
|
200
|
199,989
|
|
5.39%, 07/06/27
|
265
|
267,365
|
|
5.49%, 06/29/35
|
200
|
203,593
|
|
5.59%, 07/02/27
|
200
|
202,180
|
|
5.78%, 07/03/34
|
375
|
388,194
|
|
6.07%, 07/12/28
|
240
|
246,742
|
|
6.09%, 07/12/33
|
205
|
216,844
|
|
6.18%, 01/18/33
|
200
|
211,961
|
|
ORIX Corp.
|
|
|
|
4.00%, 04/13/32
|
170
|
162,679
|
|
4.45%, 09/09/30
|
25
|
24,722
|
|
5.20%, 09/13/32(c)
|
455
|
460,999
|
|
5.40%, 02/25/35
|
20
|
20,229
|
|
Raymond James Financial, Inc.
|
|
|
|
3.75%, 04/01/51
|
195
|
141,174
|
|
4.65%, 04/01/30
|
274
|
274,793
|
|
4.95%, 07/15/46
|
210
|
188,316
|
|
5.65%, 09/11/55
|
640
|
618,130
|
|
Synchrony Financial
|
|
|
|
2.88%, 10/28/31
|
470
|
413,705
|
|
3.95%, 12/01/27
|
706
|
698,603
|
|
4.95%, 02/25/32, (1-day SOFR + 1.53%)(a)
|
25
|
24,398
|
|
5.15%, 03/19/29
|
462
|
462,803
|
|
5.94%, 08/02/30, (1-day SOFR Index +
2.13%)(a)
|
345
|
351,576
|
|
6.00%, 07/29/36, (1-day SOFR + 2.07%)(a)
|
415
|
416,099
|
|
UBS Americas, Inc., 7.13%, 07/15/32
|
711
|
794,591
|
|
Visa, Inc.
|
|
|
|
2.00%, 08/15/50(c)
|
100
|
53,388
|
|
2.05%, 04/15/30
|
270
|
248,330
|
|
2.70%, 04/15/40
|
260
|
197,399
|
|
Security
|
Par
(000
)
|
Value
|
|
Diversified Financial Services (continued)
|
||
|
2.75%, 09/15/27
|
$145
|
$142,704
|
|
3.65%, 09/15/47
|
70
|
53,792
|
|
3.80%, 02/12/29
|
150
|
148,523
|
|
4.10%, 02/12/31
|
150
|
149,111
|
|
4.15%, 12/14/35
|
429
|
409,448
|
|
4.30%, 12/14/45
|
861
|
741,622
|
|
4.40%, 02/12/33
|
150
|
148,091
|
|
Voya Financial, Inc.
|
|
|
|
4.70%, 01/23/48, (3-mo. SOFR US + 2.34%)(a)
|
225
|
218,673
|
|
5.70%, 07/15/43
|
136
|
133,571
|
|
Western Union Co. (The), 6.20%, 11/17/36(c)
|
312
|
324,561
|
|
|
|
37,819,266
|
|
Electric — 2.1%
|
||
|
AEP Texas, Inc.
|
|
|
|
3.45%, 05/15/51
|
785
|
527,543
|
|
4.70%, 05/15/32
|
550
|
542,672
|
|
5.25%, 05/15/52
|
475
|
427,601
|
|
5.40%, 06/01/33
|
225
|
229,101
|
|
5.45%, 05/15/29
|
100
|
102,353
|
|
5.70%, 05/15/34
|
305
|
314,981
|
|
5.85%, 10/15/55
|
60
|
58,709
|
|
Series G, 4.15%, 05/01/49
|
210
|
160,393
|
|
Series H, 3.45%, 01/15/50
|
360
|
245,138
|
|
Series Q, 5.20%, 04/15/36
|
50
|
49,216
|
|
Avangrid, Inc., 3.80%, 06/01/29
|
3,162
|
3,081,827
|
|
Avista Corp.
|
|
|
|
4.00%, 04/01/52
|
605
|
450,682
|
|
4.35%, 06/01/48
|
374
|
302,075
|
|
Baltimore Gas and Electric Co.
|
|
|
|
2.90%, 06/15/50
|
122
|
76,582
|
|
3.20%, 09/15/49
|
347
|
231,178
|
|
3.50%, 08/15/46
|
320
|
231,634
|
|
3.75%, 08/15/47
|
311
|
232,981
|
|
4.25%, 09/15/48
|
215
|
173,497
|
|
4.55%, 06/01/52
|
20
|
16,634
|
|
5.15%, 06/01/33
|
1,910
|
1,928,268
|
|
5.40%, 06/01/53
|
115
|
108,818
|
|
5.65%, 06/01/54
|
90
|
87,749
|
|
6.05%, 06/01/56
|
2,865
|
2,946,315
|
|
6.35%, 10/01/36
|
240
|
259,837
|
|
CenterPoint Energy Houston Electric LLC
|
|
|
|
3.55%, 08/01/42
|
125
|
98,135
|
|
3.60%, 03/01/52
|
165
|
118,254
|
|
3.95%, 03/01/48
|
269
|
210,943
|
|
4.50%, 04/01/44
|
152
|
132,318
|
|
4.95%, 04/01/33
|
30
|
30,201
|
|
5.30%, 04/01/53
|
50
|
47,086
|
|
Series AD, 2.90%, 07/01/50
|
207
|
132,060
|
|
Series AR, 4.85%, 04/01/36
|
30
|
29,474
|
|
Series K2, 6.95%, 03/15/33
|
135
|
150,672
|
|
Cleveland Electric Illuminating Co. (The), 5.95%,
12/15/36
|
225
|
232,461
|
|
CMS Energy Corp.
|
|
|
|
3.75%, 12/01/50, (5-year CMT + 2.90%)(a)
|
420
|
385,208
|
|
4.75%, 06/01/50, (5-year CMT + 4.12%)(a)
|
600
|
589,034
|
|
6.50%, 06/01/55, (5-year CMT + 1.96%)(a)
|
140
|
143,769
|
|
Commonwealth Edison Co.
|
|
|
|
2.20%, 03/01/30
|
519
|
477,854
|
|
3.00%, 03/01/50
|
330
|
213,206
|
|
3.65%, 06/15/46
|
341
|
256,914
|
|
3.70%, 03/01/45
|
168
|
129,484
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
3.80%, 10/01/42
|
$100
|
$80,597
|
|
4.00%, 03/01/48
|
339
|
265,996
|
|
4.00%, 03/01/49
|
277
|
214,800
|
|
4.35%, 11/15/45
|
81
|
67,872
|
|
4.55%, 06/01/31
|
150
|
149,686
|
|
4.60%, 08/15/43
|
200
|
176,158
|
|
4.70%, 01/15/44
|
25
|
22,142
|
|
5.30%, 02/01/53
|
140
|
130,513
|
|
5.65%, 06/01/54
|
220
|
214,866
|
|
5.85%, 06/01/56
|
225
|
226,522
|
|
6.45%, 01/15/38
|
139
|
152,550
|
|
Series 123, 3.75%, 08/15/47
|
275
|
207,358
|
|
Series 127, 3.20%, 11/15/49
|
254
|
169,534
|
|
Series 131, 2.75%, 09/01/51
|
570
|
343,554
|
|
Connecticut Light and Power Co.(The)
|
|
|
|
4.00%, 04/01/48
|
310
|
245,086
|
|
4.30%, 04/15/44
|
325
|
273,642
|
|
4.65%, 01/01/29
|
75
|
75,395
|
|
4.90%, 07/01/33
|
75
|
75,437
|
|
4.95%, 01/15/30
|
40
|
40,566
|
|
4.95%, 08/15/34
|
25
|
24,895
|
|
5.25%, 01/15/53
|
210
|
195,834
|
|
Series A, 2.05%, 07/01/31
|
1,042
|
920,325
|
|
Series A, 4.15%, 06/01/45
|
300
|
245,325
|
|
Consolidated Edison Co. of New York, Inc.
|
|
|
|
3.60%, 06/15/61
|
85
|
57,108
|
|
3.70%, 11/15/59
|
270
|
186,463
|
|
3.85%, 06/15/46
|
339
|
261,963
|
|
3.95%, 03/01/43
|
204
|
166,065
|
|
4.45%, 03/15/44
|
270
|
231,963
|
|
4.50%, 12/01/45
|
160
|
136,428
|
|
4.50%, 05/15/58
|
115
|
92,787
|
|
4.63%, 12/01/54
|
234
|
195,176
|
|
5.70%, 06/15/40
|
127
|
129,706
|
|
Series 06-A, 5.85%, 03/15/36
|
104
|
109,264
|
|
Series 06-B, 6.20%, 06/15/36
|
120
|
129,183
|
|
Series 07-A, 6.30%, 08/15/37
|
5
|
5,400
|
|
Series 08-B, 6.75%, 04/01/38
|
210
|
236,293
|
|
Series 09-C, 5.50%, 12/01/39
|
215
|
215,895
|
|
Series 12-A, 4.20%, 03/15/42
|
207
|
175,514
|
|
Series 2017, 3.88%, 06/15/47
|
331
|
254,429
|
|
Series 20B, 3.95%, 04/01/50
|
305
|
237,305
|
|
Series A, 4.13%, 05/15/49
|
50
|
39,517
|
|
Series C, 3.00%, 12/01/60
|
370
|
217,529
|
|
Series C, 4.00%, 11/15/57
|
124
|
91,079
|
|
Series C, 4.30%, 12/01/56
|
146
|
114,183
|
|
Series E, 4.65%, 12/01/48
|
180
|
153,823
|
|
Delmarva Power & Light Co., 4.15%, 05/15/45
|
110
|
89,833
|
|
Duke Energy Carolinas Nc Storm Funding II LLC,
Series A-1, 4.23%, 07/01/37
|
300
|
294,790
|
|
Edison International
|
|
|
|
4.13%, 03/15/28
|
490
|
483,056
|
|
5.25%, 03/15/32
|
100
|
98,486
|
|
5.75%, 06/15/27
|
45
|
45,332
|
|
El Paso Electric Co.
|
|
|
|
5.00%, 12/01/44
|
95
|
81,562
|
|
6.00%, 05/15/35
|
97
|
98,596
|
|
Enel Chile SA, 4.88%, 06/12/28
|
2,720
|
2,731,105
|
|
Entergy Corp., 7.13%, 12/01/54, (5-year CMT +
2.67%)(a)
|
40
|
41,497
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
Entergy Louisiana LLC
|
|
|
|
2.90%, 03/15/51
|
$418
|
$261,583
|
|
4.20%, 09/01/48
|
250
|
200,147
|
|
4.20%, 04/01/50
|
340
|
267,253
|
|
4.95%, 01/15/45
|
675
|
618,357
|
|
5.70%, 03/15/54
|
205
|
201,050
|
|
Entergy Texas, Inc.
|
|
|
|
5.00%, 09/15/52
|
180
|
159,118
|
|
5.20%, 06/15/36
|
2,020
|
2,011,367
|
|
5.55%, 09/15/54
|
35
|
33,301
|
|
5.80%, 09/01/53
|
210
|
208,719
|
|
Eversource Energy
|
|
|
|
3.45%, 01/15/50
|
565
|
392,816
|
|
4.45%, 12/15/30
|
100
|
98,397
|
|
4.60%, 07/01/27
|
90
|
90,194
|
|
5.13%, 05/15/33
|
260
|
260,048
|
|
5.50%, 01/01/34
|
245
|
249,443
|
|
5.85%, 04/15/31
|
365
|
380,155
|
|
5.95%, 02/01/29
|
105
|
108,343
|
|
5.95%, 07/15/34
|
285
|
298,100
|
|
Series A, 6.10%, 08/15/56, (5-year CMT +
2.52%)(a)
|
710
|
705,952
|
|
Series B, 6.35%, 08/15/56, (5-year CMT +
2.33%)(a)
|
525
|
526,015
|
|
Series M, 3.30%, 01/15/28
|
1,125
|
1,102,914
|
|
Series O, 4.25%, 04/01/29
|
325
|
322,244
|
|
Series R, 1.65%, 08/15/30
|
2,030
|
1,790,668
|
|
Exelon Corp.
|
|
|
|
4.05%, 04/15/30
|
490
|
479,396
|
|
4.10%, 03/15/52
|
400
|
305,425
|
|
4.45%, 04/15/46
|
336
|
279,282
|
|
4.70%, 04/15/50
|
470
|
395,931
|
|
4.95%, 06/15/35
|
357
|
347,728
|
|
5.10%, 06/15/45
|
255
|
232,807
|
|
5.45%, 03/15/34
|
155
|
158,582
|
|
5.60%, 03/15/53
|
215
|
205,860
|
|
5.63%, 06/15/35
|
290
|
298,634
|
|
5.88%, 03/15/55
|
465
|
459,129
|
|
6.50%, 03/15/55, (5-year CMT + 1.98%)(a)
|
130
|
134,476
|
|
FirstEnergy Transmission LLC, 5.00%, 01/15/35
|
1,165
|
1,151,853
|
|
Florida Power & Light Co.
|
|
|
|
3.15%, 10/01/49
|
351
|
236,694
|
|
3.70%, 12/01/47
|
208
|
156,779
|
|
3.95%, 03/01/48
|
284
|
223,787
|
|
3.99%, 03/01/49
|
178
|
139,221
|
|
4.05%, 06/01/42
|
227
|
190,891
|
|
4.05%, 10/01/44
|
265
|
217,314
|
|
4.13%, 02/01/42
|
135
|
115,013
|
|
4.13%, 06/01/48
|
230
|
184,564
|
|
4.63%, 05/15/30
|
85
|
85,469
|
|
4.80%, 05/15/33
|
55
|
55,056
|
|
4.95%, 06/01/35
|
220
|
218,923
|
|
5.25%, 02/01/41
|
160
|
157,560
|
|
5.63%, 04/01/34
|
710
|
741,854
|
|
5.65%, 02/01/37
|
212
|
222,268
|
|
5.69%, 03/01/40
|
280
|
287,768
|
|
5.95%, 02/01/38
|
270
|
287,713
|
|
5.96%, 04/01/39
|
165
|
174,626
|
|
Iberdrola International BV, 6.75%, 07/15/36
|
1,719
|
1,934,291
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
ITC Holdings Corp.
|
|
|
|
3.35%, 11/15/27
|
$724
|
$713,386
|
|
5.30%, 07/01/43
|
399
|
368,454
|
|
National Grid PLC
|
|
|
|
5.42%, 01/11/34
|
2,290
|
2,334,923
|
|
5.60%, 06/12/28
|
1,170
|
1,194,161
|
|
5.81%, 06/12/33
|
1,905
|
1,988,055
|
|
National Grid USA, 5.80%, 04/01/35
|
1,375
|
1,429,065
|
|
NextEra Energy Capital Holdings, Inc.
|
|
|
|
2.25%, 06/01/30
|
2,399
|
2,189,652
|
|
2.75%, 11/01/29
|
1,577
|
1,494,019
|
|
3.50%, 04/01/29
|
1,125
|
1,095,886
|
|
4.40%, 03/01/31
|
50
|
49,425
|
|
4.80%, 12/01/77, (3-mo. SOFR US + 2.67%)(a)
|
125
|
123,316
|
|
4.85%, 02/04/28
|
40
|
40,346
|
|
4.90%, 02/28/28
|
135
|
135,999
|
|
4.90%, 03/15/29
|
85
|
85,975
|
|
5.00%, 02/28/30(c)
|
145
|
146,951
|
|
5.00%, 07/15/32
|
165
|
166,520
|
|
5.05%, 03/15/30
|
50
|
50,785
|
|
5.05%, 02/28/33
|
135
|
136,088
|
|
5.25%, 03/15/34
|
140
|
142,034
|
|
5.30%, 03/15/32
|
55
|
56,263
|
|
5.45%, 03/15/35
|
50
|
50,904
|
|
5.55%, 03/15/54
|
35
|
33,050
|
|
5.90%, 03/15/55
|
505
|
498,988
|
|
6.70%, 09/01/54, (5-year CMT + 2.36%)(a)
|
50
|
51,476
|
|
6.75%, 06/15/54, (5-year CMT + 2.46%)(a)
|
30
|
31,318
|
|
NSTAR Electric Co.
|
|
|
|
1.95%, 08/15/31
|
634
|
554,904
|
|
3.10%, 06/01/51
|
280
|
183,724
|
|
3.25%, 05/15/29
|
145
|
140,338
|
|
3.95%, 04/01/30
|
675
|
659,793
|
|
4.40%, 03/01/44
|
405
|
345,738
|
|
4.55%, 06/01/52
|
335
|
281,642
|
|
4.65%, 05/15/31
|
100
|
99,710
|
|
4.85%, 03/01/30
|
50
|
50,433
|
|
4.95%, 09/15/52
|
35
|
31,173
|
|
5.20%, 03/01/35
|
100
|
100,837
|
|
5.20%, 05/15/36
|
100
|
100,321
|
|
5.40%, 06/01/34
|
95
|
97,250
|
|
5.50%, 03/15/40
|
365
|
362,126
|
|
NYSEG Storm Funding LLC, Series A-2, 4.87%,
05/01/32
|
500
|
503,222
|
|
Ohio Edison Co., 6.88%, 07/15/36
|
175
|
196,719
|
|
Ohio Power Co.
|
|
|
|
4.00%, 06/01/49
|
325
|
245,325
|
|
4.15%, 04/01/48
|
230
|
179,235
|
|
5.00%, 06/01/33
|
30
|
29,941
|
|
5.65%, 06/01/34
|
265
|
274,215
|
|
Series Q, 1.63%, 01/15/31
|
875
|
762,560
|
|
Series R, 2.90%, 10/01/51
|
660
|
400,719
|
|
Oncor Electric Delivery Co. LLC
|
|
|
|
2.70%, 11/15/51
|
1,050
|
619,371
|
|
3.10%, 09/15/49
|
200
|
131,009
|
|
3.75%, 04/01/45
|
159
|
122,681
|
|
3.80%, 09/30/47
|
188
|
142,346
|
|
3.80%, 06/01/49
|
205
|
152,284
|
|
4.10%, 11/15/48
|
280
|
220,546
|
|
4.55%, 12/01/41
|
75
|
66,716
|
|
4.60%, 06/01/52
|
150
|
124,043
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
4.65%, 11/01/29
|
$75
|
$75,381
|
|
4.95%, 09/15/52
|
165
|
146,083
|
|
5.25%, 09/30/40
|
170
|
165,073
|
|
5.30%, 06/01/42
|
105
|
100,880
|
|
5.35%, 10/01/52
|
10
|
9,305
|
|
5.55%, 06/15/54
|
250
|
241,026
|
|
5.65%, 11/15/33
|
35
|
36,585
|
|
5.80%, 04/01/55
|
100
|
100,171
|
|
7.00%, 05/01/32
|
131
|
145,401
|
|
7.25%, 01/15/33
|
132
|
149,481
|
|
7.50%, 09/01/38
|
115
|
136,150
|
|
Pacific Gas and Electric Co.
|
|
|
|
3.50%, 08/01/50
|
570
|
380,211
|
|
3.95%, 12/01/47
|
140
|
102,735
|
|
4.20%, 06/01/41
|
105
|
86,211
|
|
4.25%, 03/15/46
|
210
|
162,733
|
|
4.30%, 03/15/45
|
155
|
121,668
|
|
4.45%, 04/15/42
|
180
|
148,880
|
|
4.50%, 07/01/40
|
305
|
263,215
|
|
4.55%, 07/01/30
|
225
|
221,980
|
|
4.60%, 06/15/43
|
85
|
70,444
|
|
4.75%, 02/15/44
|
160
|
135,270
|
|
4.95%, 07/01/50
|
690
|
578,535
|
|
5.25%, 03/01/52
|
330
|
284,646
|
|
5.90%, 06/15/32
|
400
|
414,293
|
|
5.90%, 10/01/54
|
70
|
66,162
|
|
6.00%, 05/01/56
|
15
|
14,394
|
|
6.10%, 10/15/55
|
50
|
48,448
|
|
6.15%, 03/01/55
|
175
|
171,353
|
|
6.70%, 04/01/53
|
280
|
292,057
|
|
6.75%, 01/15/53
|
215
|
225,527
|
|
PECO Energy Co.
|
|
|
|
2.80%, 06/15/50
|
134
|
82,769
|
|
2.85%, 09/15/51
|
525
|
325,055
|
|
3.00%, 09/15/49
|
260
|
168,718
|
|
3.05%, 03/15/51
|
40
|
25,902
|
|
3.70%, 09/15/47
|
381
|
286,898
|
|
3.90%, 03/01/48
|
309
|
238,240
|
|
4.15%, 10/01/44
|
282
|
232,070
|
|
5.25%, 09/15/54
|
50
|
46,308
|
|
5.95%, 10/01/36
|
30
|
31,980
|
|
PG&E Recovery Funding LLC
|
|
|
|
Series A-2, 5.23%, 06/01/42
|
550
|
546,955
|
|
Series A-3, 5.53%, 06/01/51
|
700
|
693,013
|
|
Potomac Electric Power Co.
|
|
|
|
4.15%, 03/15/43
|
400
|
332,867
|
|
5.50%, 03/15/54
|
315
|
302,890
|
|
6.50%, 11/15/37
|
460
|
505,256
|
|
PPL Electric Utilities Corp.
|
|
|
|
3.00%, 10/01/49
|
195
|
127,532
|
|
3.95%, 06/01/47
|
24
|
18,809
|
|
4.15%, 10/01/45
|
60
|
49,160
|
|
4.15%, 06/15/48
|
180
|
144,338
|
|
4.85%, 02/15/34
|
70
|
69,684
|
|
5.00%, 05/15/33
|
185
|
186,529
|
|
5.25%, 05/15/53
|
445
|
414,927
|
|
5.75%, 05/15/56
|
2,280
|
2,286,650
|
|
Public Service Co. of New Hampshire
|
|
|
|
3.60%, 07/01/49
|
640
|
465,180
|
|
4.40%, 07/01/28
|
75
|
75,100
|
|
5.15%, 01/15/53
|
425
|
389,510
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
5.35%, 10/01/33
|
$100
|
$102,857
|
|
Series V, 2.20%, 06/15/31
|
470
|
417,501
|
|
Public Service Electric and Gas Co.
|
|
|
|
2.05%, 08/01/50
|
305
|
161,076
|
|
2.45%, 01/15/30
|
25
|
23,313
|
|
2.70%, 05/01/50
|
122
|
75,509
|
|
3.00%, 03/01/51
|
75
|
48,604
|
|
3.15%, 01/01/50
|
240
|
160,958
|
|
3.20%, 08/01/49
|
370
|
251,525
|
|
3.60%, 12/01/47
|
310
|
230,026
|
|
3.65%, 09/01/42
|
105
|
83,272
|
|
3.70%, 05/01/28
|
5
|
4,954
|
|
3.80%, 01/01/43
|
105
|
84,282
|
|
3.80%, 03/01/46
|
55
|
42,845
|
|
3.85%, 05/01/49
|
275
|
210,622
|
|
3.95%, 05/01/42
|
100
|
82,820
|
|
4.05%, 05/01/48
|
340
|
270,819
|
|
5.13%, 03/15/53
|
455
|
418,610
|
|
5.45%, 03/01/54
|
40
|
38,519
|
|
5.50%, 03/01/40
|
160
|
160,945
|
|
5.80%, 05/01/37
|
210
|
221,860
|
|
Series Q, 5.50%, 03/01/55
|
55
|
53,477
|
|
Public Service Enterprise Group, Inc.
|
|
|
|
1.60%, 08/15/30
|
2,757
|
2,432,838
|
|
2.45%, 11/15/31
|
890
|
791,100
|
|
5.40%, 03/15/35
|
120
|
121,357
|
|
5.45%, 04/01/34
|
640
|
652,955
|
|
6.13%, 10/15/33
|
410
|
434,255
|
|
San Diego Gas & Electric Co.
|
|
|
|
3.70%, 03/15/52
|
65
|
46,529
|
|
4.15%, 05/15/48
|
230
|
181,543
|
|
4.50%, 08/15/40
|
152
|
136,493
|
|
6.00%, 06/01/39
|
75
|
78,661
|
|
Series RRR, 3.75%, 06/01/47
|
224
|
168,167
|
|
Series TTT, 4.10%, 06/15/49
|
214
|
166,012
|
|
Series UUU, 3.32%, 04/15/50
|
207
|
139,656
|
|
Series VVV, 1.70%, 10/01/30
|
915
|
811,305
|
|
Series WWW, 2.95%, 08/15/51
|
330
|
209,270
|
|
Sempra
|
|
|
|
3.25%, 06/15/27
|
437
|
431,926
|
|
3.40%, 02/01/28
|
238
|
233,681
|
|
3.80%, 02/01/38
|
609
|
515,950
|
|
4.00%, 02/01/48
|
419
|
317,842
|
|
4.13%, 04/01/52, (5-year CMT + 2.87%)(a)
|
475
|
469,077
|
|
5.25%, 03/15/36
|
75
|
74,179
|
|
5.50%, 08/01/33
|
100
|
102,973
|
|
6.00%, 10/15/39
|
249
|
255,725
|
|
6.55%, 04/01/55, (5-year CMT + 2.14%)(a)
|
55
|
55,389
|
|
Southern California Edison Co.
|
|
|
|
2.25%, 06/01/30
|
120
|
108,529
|
|
2.85%, 08/01/29
|
145
|
136,802
|
|
3.45%, 02/01/52
|
190
|
124,780
|
|
3.65%, 02/01/50
|
443
|
305,428
|
|
4.00%, 04/01/47
|
457
|
340,504
|
|
4.05%, 03/15/42
|
184
|
145,344
|
|
4.50%, 09/01/40
|
120
|
103,106
|
|
4.65%, 10/01/43
|
176
|
147,794
|
|
4.80%, 03/15/33
|
75
|
73,396
|
|
5.50%, 03/15/40
|
174
|
167,454
|
|
5.63%, 02/01/36
|
127
|
126,951
|
|
5.70%, 03/01/53
|
95
|
87,362
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
5.75%, 04/15/54
|
$310
|
$287,235
|
|
5.88%, 12/01/53
|
150
|
141,877
|
|
5.90%, 03/01/55
|
70
|
66,430
|
|
6.00%, 01/15/34
|
295
|
306,408
|
|
6.05%, 03/15/39
|
126
|
127,817
|
|
6.20%, 09/15/55
|
315
|
311,033
|
|
Series 04-G, 5.75%, 04/01/35
|
135
|
136,553
|
|
Series 05-E, 5.35%, 07/15/35
|
95
|
93,525
|
|
Series 06-E, 5.55%, 01/15/37
|
150
|
148,952
|
|
Series 08-A, 5.95%, 02/01/38
|
142
|
143,485
|
|
Series 13-A, 3.90%, 03/15/43
|
165
|
125,876
|
|
Series A, 4.20%, 03/01/29
|
160
|
157,967
|
|
Series B, 4.88%, 03/01/49
|
144
|
120,250
|
|
Series C, 3.60%, 02/01/45
|
95
|
67,970
|
|
Series C, 4.13%, 03/01/48
|
386
|
290,364
|
|
Series E, 5.45%, 06/01/52
|
115
|
102,232
|
|
Series H, 3.65%, 06/01/51
|
40
|
27,260
|
|
Southern Power Co., 5.15%, 09/15/41
|
25
|
23,856
|
|
Tampa Electric Co.
|
|
|
|
3.45%, 03/15/51
|
70
|
48,933
|
|
5.00%, 07/15/52
|
200
|
179,390
|
|
Toledo Edison Co. (The), 6.15%, 05/15/37
|
60
|
64,364
|
|
|
|
100,185,020
|
|
Electrical Components & Equipment — 0.1%
|
||
|
ABB Finance USA, Inc.
|
|
|
|
3.80%, 04/03/28
|
1,610
|
1,595,343
|
|
4.38%, 05/08/42
|
3,465
|
3,055,757
|
|
Acuity Brands Lighting, Inc., 2.15%, 12/15/30
|
1,135
|
1,015,548
|
|
|
|
5,666,648
|
|
Electronics — 0.3%
|
||
|
Allegion PLC, 3.50%, 10/01/29
|
860
|
826,516
|
|
Allegion U.S. Holding Co., Inc.
|
|
|
|
3.55%, 10/01/27
|
580
|
573,016
|
|
5.41%, 07/01/32
|
670
|
680,565
|
|
5.60%, 05/29/34
|
575
|
586,515
|
|
Avnet, Inc.
|
|
|
|
3.00%, 05/15/31
|
355
|
321,471
|
|
5.50%, 06/01/32
|
235
|
238,049
|
|
6.25%, 03/15/28
|
205
|
210,019
|
|
Fortive Corp.
|
|
|
|
4.30%, 06/15/46
|
90
|
73,403
|
|
4.75%, 05/15/31
|
175
|
174,129
|
|
5.25%, 05/15/36
|
175
|
174,604
|
|
Honeywell International, Inc.
|
|
|
|
1.75%, 09/01/31
|
65
|
56,445
|
|
1.95%, 06/01/30
|
1,040
|
942,557
|
|
2.70%, 08/15/29
|
1,595
|
1,512,073
|
|
3.81%, 11/21/47
|
262
|
201,029
|
|
4.50%, 01/15/34
|
285
|
279,033
|
|
4.75%, 02/01/32
|
45
|
45,087
|
|
4.95%, 09/01/31
|
55
|
55,657
|
|
5.00%, 02/15/33
|
45
|
45,789
|
|
5.00%, 03/01/35
|
1,455
|
1,462,316
|
|
5.25%, 03/01/54
|
5
|
4,766
|
|
Hubbell, Inc.
|
|
|
|
3.15%, 08/15/27
|
96
|
94,632
|
|
3.50%, 02/15/28
|
65
|
63,959
|
|
4.80%, 11/15/35
|
25
|
24,281
|
|
Keysight Technologies, Inc.
|
|
|
|
3.00%, 10/30/29
|
523
|
497,209
|
|
Security
|
Par
(000
)
|
Value
|
|
Electronics (continued)
|
||
|
4.95%, 10/15/34
|
$150
|
$148,792
|
|
nVent Finance SARL, 5.65%, 05/15/33
|
100
|
102,602
|
|
Trimble, Inc.
|
|
|
|
4.90%, 06/15/28
|
619
|
620,575
|
|
6.10%, 03/15/33
|
1,550
|
1,626,434
|
|
Tyco Electronics Group SA
|
|
|
|
3.13%, 08/15/27
|
795
|
784,637
|
|
4.50%, 02/09/31
|
25
|
24,826
|
|
4.88%, 02/09/36
|
35
|
34,474
|
|
7.13%, 10/01/37
|
135
|
155,135
|
|
Vontier Corp.
|
|
|
|
2.40%, 04/01/28
|
485
|
465,389
|
|
2.95%, 04/01/31
|
255
|
231,508
|
|
|
|
13,337,492
|
|
Engineering & Construction — 0.2%
|
||
|
Jacobs Engineering Group, Inc.
|
|
|
|
5.90%, 03/01/33
|
1,340
|
1,386,590
|
|
6.35%, 08/18/28
|
3,700
|
3,823,387
|
|
Jacobs Solutions, Inc.
|
|
|
|
4.75%, 03/03/31
|
2,079
|
2,054,889
|
|
5.38%, 03/03/36
|
2,005
|
1,960,576
|
|
|
|
9,225,442
|
|
Environmental Control — 0.1%
|
||
|
Republic Services, Inc.
|
|
|
|
3.05%, 03/01/50
|
90
|
60,025
|
|
5.70%, 05/15/41
|
25
|
25,827
|
|
6.20%, 03/01/40
|
38
|
41,355
|
|
Veralto Corp.
|
|
|
|
4.85%, 01/15/32
|
1,910
|
1,913,156
|
|
5.35%, 09/18/28
|
830
|
843,969
|
|
5.45%, 09/18/33
|
920
|
942,715
|
|
|
|
3,827,047
|
|
Food — 0.4%
|
||
|
Ahold Finance USA LLC, 6.88%, 05/01/29
|
240
|
254,326
|
|
Campbell's Company/The
|
|
|
|
2.38%, 04/24/30
|
18
|
16,257
|
|
3.13%, 04/24/50
|
126
|
76,780
|
|
4.15%, 03/15/28
|
843
|
834,590
|
|
4.75%, 03/23/35
|
170
|
156,812
|
|
4.80%, 03/15/48
|
331
|
267,658
|
|
Conagra Brands, Inc.
|
|
|
|
5.30%, 11/01/38
|
315
|
295,849
|
|
5.40%, 11/01/48
|
306
|
265,265
|
|
7.00%, 10/01/28
|
125
|
130,974
|
|
8.25%, 09/15/30
|
325
|
364,881
|
|
General Mills, Inc.
|
|
|
|
2.25%, 10/14/31
|
855
|
752,855
|
|
2.88%, 04/15/30
|
641
|
600,086
|
|
3.00%, 02/01/51
|
250
|
156,115
|
|
4.15%, 02/15/43
|
240
|
194,820
|
|
4.20%, 04/17/28
|
918
|
914,771
|
|
4.70%, 04/17/48(c)
|
120
|
101,351
|
|
4.95%, 03/29/33
|
275
|
273,758
|
|
5.25%, 01/30/35(c)
|
215
|
214,770
|
|
5.40%, 06/15/40
|
230
|
225,163
|
|
Hershey Co.(The)
|
|
|
|
3.13%, 11/15/49
|
35
|
23,544
|
|
3.38%, 08/15/46
|
100
|
73,067
|
|
Hormel Foods Corp., 3.05%, 06/03/51
|
170
|
109,771
|
|
Security
|
Par
(000
)
|
Value
|
|
Food (continued)
|
||
|
Ingredion, Inc.
|
|
|
|
2.90%, 06/01/30
|
$785
|
$733,618
|
|
3.90%, 06/01/50
|
214
|
159,082
|
|
J M Smucker Co.(The)
|
|
|
|
4.25%, 03/15/35
|
357
|
332,852
|
|
4.38%, 03/15/45
|
140
|
116,498
|
|
6.20%, 11/15/33
|
105
|
111,961
|
|
6.50%, 11/15/53(c)
|
195
|
210,837
|
|
Kellanova
|
|
|
|
2.10%, 06/01/30
|
1,015
|
924,323
|
|
3.40%, 11/15/27
|
963
|
952,712
|
|
4.30%, 05/15/28
|
854
|
854,007
|
|
4.50%, 04/01/46
|
2,609
|
2,238,254
|
|
5.25%, 03/01/33
|
265
|
270,714
|
|
5.75%, 05/16/54
|
225
|
221,338
|
|
Series B, 7.45%, 04/01/31
|
1,189
|
1,332,762
|
|
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40
|
216
|
218,199
|
|
Kraft Heinz Foods Co.
|
|
|
|
4.38%, 06/01/46
|
59
|
47,233
|
|
4.88%, 10/01/49
|
455
|
379,586
|
|
5.00%, 07/15/35
|
150
|
146,222
|
|
5.20%, 07/15/45
|
465
|
412,604
|
|
5.50%, 06/01/50
|
440
|
400,185
|
|
6.50%, 02/09/40
|
155
|
163,974
|
|
6.88%, 01/26/39
|
255
|
279,663
|
|
Kroger Co.(The)
|
|
|
|
3.95%, 01/15/50
|
165
|
123,772
|
|
4.65%, 01/15/48
|
165
|
139,265
|
|
5.15%, 08/01/43
|
105
|
97,574
|
|
5.40%, 07/15/40
|
122
|
119,325
|
|
5.40%, 01/15/49
|
30
|
28,048
|
|
5.50%, 09/15/54
|
330
|
309,969
|
|
5.65%, 09/15/64
|
195
|
183,109
|
|
6.90%, 04/15/38
|
127
|
143,279
|
|
McCormick & Co., Inc./MD
|
|
|
|
1.85%, 02/15/31
|
105
|
92,248
|
|
3.40%, 08/15/27
|
710
|
701,617
|
|
4.20%, 08/15/47
|
374
|
295,192
|
|
4.95%, 04/15/33
|
50
|
49,771
|
|
Mondelez International, Inc., 2.63%, 09/04/50
|
130
|
78,156
|
|
Sysco Corp.
|
|
|
|
2.40%, 02/15/30
|
15
|
13,815
|
|
3.25%, 07/15/27
|
45
|
44,488
|
|
3.30%, 02/15/50
|
198
|
132,332
|
|
4.45%, 03/15/48
|
142
|
115,505
|
|
4.50%, 04/01/46
|
164
|
135,878
|
|
4.85%, 10/01/45
|
130
|
113,571
|
|
5.38%, 09/21/35
|
102
|
101,990
|
|
5.95%, 04/01/30
|
220
|
228,607
|
|
6.60%, 04/01/40
|
150
|
162,459
|
|
6.60%, 04/01/50
|
280
|
298,300
|
|
|
|
20,518,357
|
|
Forest Products & Paper — 0.1%
|
||
|
International Paper Co.
|
|
|
|
4.35%, 08/15/48
|
180
|
142,958
|
|
4.40%, 08/15/47
|
281
|
226,395
|
|
4.80%, 06/15/44
|
146
|
126,225
|
|
5.00%, 09/15/35
|
1,250
|
1,231,084
|
|
5.15%, 05/15/46
|
55
|
49,802
|
|
6.00%, 11/15/41
|
235
|
238,835
|
|
Security
|
Par
(000
)
|
Value
|
|
Forest Products & Paper (continued)
|
||
|
7.30%, 11/15/39
|
$570
|
$648,774
|
|
|
|
2,664,073
|
|
Gas — 0.3%
|
||
|
Atmos Energy Corp.
|
|
|
|
2.85%, 02/15/52
|
265
|
164,422
|
|
3.38%, 09/15/49
|
55
|
38,323
|
|
4.13%, 10/15/44
|
65
|
54,281
|
|
4.13%, 03/15/49
|
150
|
119,534
|
|
4.15%, 01/15/43
|
90
|
76,196
|
|
4.30%, 10/01/48
|
200
|
163,627
|
|
5.20%, 08/15/35
|
40
|
40,651
|
|
5.45%, 01/15/56
|
105
|
100,994
|
|
5.50%, 06/15/41
|
30
|
29,971
|
|
5.75%, 10/15/52
|
25
|
25,016
|
|
National Fuel Gas Co.
|
|
|
|
2.95%, 03/01/31
|
317
|
288,844
|
|
3.95%, 09/15/27
|
55
|
54,518
|
|
4.75%, 09/01/28
|
200
|
199,847
|
|
4.75%, 05/15/29
|
200
|
200,125
|
|
5.05%, 10/15/31
|
225
|
225,105
|
|
5.50%, 05/15/36
|
175
|
174,606
|
|
NiSource, Inc.
|
|
|
|
4.75%, 05/18/31
|
175
|
174,970
|
|
5.00%, 06/15/52
|
330
|
287,793
|
|
5.25%, 02/15/43
|
130
|
121,730
|
|
5.30%, 05/18/36
|
80
|
80,139
|
|
5.35%, 04/01/34
|
325
|
331,741
|
|
5.35%, 07/15/35
|
355
|
358,946
|
|
5.40%, 06/30/33
|
100
|
102,380
|
|
5.75%, 07/15/56, (5-year CMT + 2.04%)(a)
|
125
|
124,979
|
|
5.85%, 04/01/55
|
980
|
969,416
|
|
5.95%, 06/15/41
|
255
|
261,105
|
|
6.38%, 03/31/55, (5-year CMT + 2.53%)(a)
|
455
|
464,901
|
|
6.95%, 11/30/54, (5-year CMT + 2.45%)(a)
|
450
|
466,865
|
|
ONE Gas, Inc.
|
|
|
|
2.00%, 05/15/30
|
1,100
|
997,091
|
|
4.25%, 09/01/32
|
925
|
902,733
|
|
4.50%, 11/01/48
|
1,350
|
1,143,278
|
|
4.66%, 02/01/44
|
175
|
154,264
|
|
5.10%, 04/01/29
|
25
|
25,407
|
|
Piedmont Natural Gas Co., Inc.
|
|
|
|
2.50%, 03/15/31
|
110
|
99,635
|
|
3.35%, 06/01/50
|
325
|
221,353
|
|
5.05%, 05/15/52
|
427
|
381,046
|
|
5.10%, 02/15/35
|
50
|
49,915
|
|
5.40%, 06/15/33
|
80
|
81,896
|
|
Southern California Gas Co.
|
|
|
|
3.75%, 09/15/42
|
200
|
158,875
|
|
5.13%, 11/15/40(c)
|
215
|
207,014
|
|
5.20%, 06/01/33
|
100
|
101,772
|
|
5.75%, 06/01/53
|
100
|
97,990
|
|
Series UU, 4.13%, 06/01/48
|
225
|
175,766
|
|
Series VV, 4.30%, 01/15/49
|
175
|
140,479
|
|
Series WW, 3.95%, 02/15/50
|
327
|
246,629
|
|
Series XX, 2.55%, 02/01/30
|
95
|
88,886
|
|
Southwest Gas Corp.
|
|
|
|
3.18%, 08/15/51
|
1,070
|
704,328
|
|
3.70%, 04/01/28
|
65
|
64,047
|
|
3.80%, 09/29/46
|
155
|
117,697
|
|
4.15%, 06/01/49
|
206
|
159,407
|
|
5.45%, 03/23/28
|
35
|
35,530
|
|
Security
|
Par
(000
)
|
Value
|
|
Gas (continued)
|
||
|
5.80%, 12/01/27
|
$100
|
$101,860
|
|
Spire Missouri, Inc.
|
|
|
|
3.30%, 06/01/51
|
620
|
417,756
|
|
Series 2034, 5.15%, 08/15/34
|
175
|
176,474
|
|
Spire, Inc.
|
|
|
|
4.60%, 09/01/31
|
70
|
69,147
|
|
6.25%, 06/01/56, (5-year CMT + 2.56%)(a)
|
220
|
219,722
|
|
6.45%, 06/01/56, (5-year CMT + 2.33%)(a)
|
260
|
259,390
|
|
Washington Gas Light Co.
|
|
|
|
3.65%, 09/15/49
|
214
|
152,668
|
|
Series K, 3.80%, 09/15/46
|
115
|
87,673
|
|
|
|
13,540,753
|
|
Hand & Machine Tools — 0.0%
|
||
|
Stanley Black & Decker, Inc., 4.85%, 11/15/48
|
40
|
33,908
|
|
Health Care - Products — 0.2%
|
||
|
Abbott Laboratories, 5.60%, 03/15/66
|
90
|
87,613
|
|
Agilent Technologies, Inc., 2.75%, 09/15/29
|
857
|
811,995
|
|
Augusta SpinCo Corp., 5.25%, 03/23/36
|
10
|
9,984
|
|
Baxter International, Inc.
|
|
|
|
2.54%, 02/01/32
|
195
|
166,711
|
|
3.13%, 12/01/51
|
225
|
133,060
|
|
Danaher Corp.
|
|
|
|
2.60%, 10/01/50
|
515
|
310,068
|
|
2.80%, 12/10/51
|
615
|
381,430
|
|
4.38%, 09/15/45
|
151
|
129,461
|
|
DH Europe Finance II SARL
|
|
|
|
3.25%, 11/15/39
|
410
|
329,523
|
|
3.40%, 11/15/49
|
547
|
388,420
|
|
Edwards Lifesciences Corp., 4.30%, 06/15/28
|
2,924
|
2,915,756
|
|
GE HealthCare Technologies, Inc., 6.38%,
11/22/52
|
315
|
335,957
|
|
Revvity, Inc.
|
|
|
|
2.25%, 09/15/31
|
190
|
166,695
|
|
2.55%, 03/15/31
|
145
|
130,335
|
|
3.30%, 09/15/29
|
205
|
196,349
|
|
3.63%, 03/15/51
|
255
|
179,734
|
|
Smith & Nephew PLC
|
|
|
|
2.03%, 10/14/30
|
255
|
227,039
|
|
5.40%, 03/20/34
|
100
|
101,330
|
|
Solventum Corp.
|
|
|
|
5.60%, 03/23/34
|
195
|
199,811
|
|
5.90%, 04/30/54
|
290
|
286,964
|
|
STERIS Irish FinCo UnLtd Co.
|
|
|
|
2.70%, 03/15/31
|
2,770
|
2,523,459
|
|
3.75%, 03/15/51
|
405
|
291,079
|
|
Stryker Corp.
|
|
|
|
2.90%, 06/15/50
|
240
|
153,823
|
|
4.10%, 04/01/43
|
70
|
58,011
|
|
4.38%, 05/15/44
|
134
|
113,545
|
|
4.63%, 03/15/46
|
179
|
156,599
|
|
Zimmer Biomet Holdings, Inc.
|
|
|
|
2.60%, 11/24/31
|
805
|
721,665
|
|
4.45%, 08/15/45
|
194
|
167,352
|
|
5.05%, 02/19/30
|
25
|
25,336
|
|
5.20%, 09/15/34
|
25
|
25,021
|
|
5.50%, 02/19/35
|
25
|
25,517
|
|
5.75%, 11/30/39
|
165
|
167,123
|
|
|
|
11,916,765
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services — 0.7%
|
||
|
Cigna Group(The)
|
|
|
|
2.40%, 03/15/30
|
$285
|
$263,377
|
|
3.20%, 03/15/40
|
240
|
187,059
|
|
3.40%, 03/15/50
|
549
|
379,853
|
|
3.40%, 03/15/51
|
345
|
236,459
|
|
3.88%, 10/15/47
|
416
|
317,100
|
|
4.38%, 10/15/28
|
811
|
809,917
|
|
4.80%, 08/15/38
|
568
|
537,765
|
|
4.80%, 07/15/46
|
270
|
236,866
|
|
4.90%, 12/15/48
|
635
|
557,725
|
|
5.25%, 02/15/34
|
325
|
329,350
|
|
5.40%, 03/15/33
|
205
|
210,422
|
|
5.60%, 02/15/54
|
290
|
278,908
|
|
6.13%, 11/15/41
|
244
|
254,430
|
|
Elevance Health, Inc.
|
|
|
|
2.25%, 05/15/30
|
60
|
54,859
|
|
2.55%, 03/15/31
|
165
|
149,608
|
|
2.88%, 09/15/29
|
205
|
194,241
|
|
3.13%, 05/15/50
|
178
|
116,164
|
|
3.60%, 03/15/51
|
250
|
176,329
|
|
3.65%, 12/01/27
|
375
|
371,252
|
|
3.70%, 09/15/49
|
240
|
173,648
|
|
4.00%, 09/15/28
|
175
|
173,341
|
|
4.10%, 03/01/28
|
340
|
338,203
|
|
4.10%, 05/15/32
|
345
|
331,807
|
|
4.38%, 12/01/47
|
311
|
255,094
|
|
4.55%, 03/01/48
|
105
|
88,199
|
|
4.55%, 05/15/52
|
130
|
106,809
|
|
4.60%, 09/15/32
|
175
|
171,939
|
|
4.63%, 05/15/42
|
312
|
276,858
|
|
4.65%, 01/15/43
|
275
|
242,897
|
|
4.65%, 08/15/44
|
122
|
106,099
|
|
4.75%, 02/15/30
|
175
|
175,782
|
|
4.75%, 02/15/33
|
465
|
459,155
|
|
4.95%, 11/01/31
|
260
|
261,292
|
|
5.00%, 01/15/36
|
175
|
171,650
|
|
5.10%, 01/15/44
|
201
|
185,565
|
|
5.13%, 02/15/53
|
130
|
115,993
|
|
5.15%, 06/15/29
|
230
|
233,526
|
|
5.20%, 02/15/35
|
590
|
591,650
|
|
5.38%, 06/15/34
|
335
|
340,672
|
|
5.50%, 10/15/32
|
470
|
483,756
|
|
5.65%, 06/15/54
|
140
|
134,240
|
|
5.70%, 02/15/55
|
180
|
173,734
|
|
5.70%, 09/15/55
|
235
|
228,252
|
|
5.85%, 01/15/36
|
230
|
239,221
|
|
5.85%, 11/01/64
|
275
|
268,045
|
|
5.95%, 12/15/34
|
195
|
205,080
|
|
6.10%, 10/15/52
|
55
|
56,085
|
|
6.38%, 06/15/37
|
59
|
63,824
|
|
HCA, Inc.
|
|
|
|
2.38%, 07/15/31
|
80
|
70,917
|
|
3.50%, 07/15/51
|
539
|
360,214
|
|
3.63%, 03/15/32
|
47
|
43,742
|
|
4.63%, 03/15/52
|
307
|
246,693
|
|
5.13%, 06/15/39
|
244
|
231,206
|
|
5.25%, 06/15/49
|
384
|
342,305
|
|
5.50%, 06/15/47
|
424
|
393,306
|
|
5.60%, 04/01/34
|
125
|
127,882
|
|
5.90%, 06/01/53
|
240
|
231,032
|
|
5.95%, 09/15/54
|
120
|
116,573
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
6.00%, 04/01/54
|
$300
|
$293,172
|
|
6.10%, 04/01/64
|
160
|
157,757
|
|
Humana, Inc.
|
|
|
|
3.13%, 08/15/29
|
250
|
239,309
|
|
3.95%, 08/15/49
|
206
|
148,290
|
|
4.63%, 12/01/42
|
252
|
211,955
|
|
4.80%, 03/15/47
|
235
|
194,251
|
|
4.88%, 04/01/30
|
559
|
560,179
|
|
4.95%, 10/01/44
|
280
|
242,394
|
|
5.38%, 04/15/31
|
270
|
274,188
|
|
5.50%, 03/15/53
|
110
|
98,287
|
|
5.55%, 05/01/35
|
185
|
185,085
|
|
5.75%, 03/01/28
|
60
|
61,154
|
|
5.75%, 12/01/28
|
20
|
20,510
|
|
5.75%, 04/15/54
|
270
|
249,724
|
|
5.88%, 03/01/33
|
195
|
200,776
|
|
5.95%, 03/15/34
|
255
|
263,433
|
|
6.00%, 05/01/55
|
115
|
110,251
|
|
ICON Investments Six DAC
|
|
|
|
5.85%, 05/08/29
|
925
|
941,702
|
|
6.00%, 05/08/34
|
500
|
510,313
|
|
IQVIA, Inc.
|
|
|
|
5.70%, 05/15/28
|
205
|
208,774
|
|
6.25%, 02/01/29
|
2,150
|
2,225,328
|
|
Laboratory Corp. of America Holdings
|
|
|
|
2.70%, 06/01/31
|
595
|
541,586
|
|
2.95%, 12/01/29
|
252
|
238,669
|
|
4.55%, 04/01/32
|
65
|
64,047
|
|
4.70%, 02/01/45
|
329
|
291,814
|
|
4.80%, 10/01/34
|
115
|
112,389
|
|
Quest Diagnostics, Inc.
|
|
|
|
2.80%, 06/30/31
|
800
|
732,270
|
|
2.95%, 06/30/30
|
736
|
689,851
|
|
4.20%, 06/30/29
|
496
|
491,233
|
|
4.70%, 03/30/45
|
300
|
266,371
|
|
5.00%, 12/15/34
|
190
|
189,014
|
|
5.00%, 06/30/36
|
175
|
171,839
|
|
6.40%, 11/30/33
|
130
|
141,119
|
|
UnitedHealth Group, Inc.
|
|
|
|
2.75%, 05/15/40
|
85
|
62,813
|
|
2.90%, 05/15/50
|
140
|
89,394
|
|
3.13%, 05/15/60
|
197
|
119,356
|
|
3.25%, 05/15/51
|
360
|
241,589
|
|
3.50%, 08/15/39
|
225
|
184,767
|
|
3.70%, 08/15/49
|
341
|
249,905
|
|
3.75%, 10/15/47
|
230
|
173,149
|
|
3.88%, 08/15/59
|
288
|
205,325
|
|
3.95%, 10/15/42
|
40
|
32,787
|
|
4.20%, 01/15/47
|
234
|
189,153
|
|
4.25%, 03/15/43
|
150
|
126,994
|
|
4.25%, 04/15/47
|
227
|
184,530
|
|
4.25%, 06/15/48
|
360
|
290,746
|
|
4.38%, 03/15/42
|
165
|
143,467
|
|
4.45%, 12/15/48
|
244
|
202,407
|
|
4.50%, 04/15/33
|
25
|
24,440
|
|
4.63%, 07/15/35
|
366
|
355,603
|
|
4.63%, 11/15/41
|
161
|
144,794
|
|
4.75%, 07/15/45
|
237
|
210,274
|
|
4.75%, 05/15/52
|
255
|
218,945
|
|
4.95%, 05/15/62
|
235
|
200,504
|
|
5.00%, 04/15/34
|
705
|
706,175
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
5.20%, 04/15/63
|
$330
|
$293,532
|
|
5.38%, 04/15/54
|
255
|
238,960
|
|
5.50%, 04/15/64
|
205
|
191,855
|
|
5.63%, 07/15/54
|
565
|
547,914
|
|
5.70%, 10/15/40
|
30
|
30,572
|
|
5.80%, 03/15/36
|
265
|
278,919
|
|
5.88%, 02/15/53
|
190
|
190,771
|
|
5.95%, 02/15/41
|
135
|
140,049
|
|
6.05%, 02/15/63
|
180
|
182,490
|
|
6.50%, 06/15/37
|
150
|
165,426
|
|
6.63%, 11/15/37
|
185
|
205,803
|
|
6.88%, 02/15/38
|
195
|
221,777
|
|
|
|
32,850,189
|
|
Holding Companies - Diversified — 0.1%
|
||
|
HA Sustainable Infrastructure Capital, Inc.
|
|
|
|
6.15%, 01/15/31(c)
|
295
|
303,600
|
|
6.38%, 07/01/34
|
855
|
876,185
|
|
6.75%, 07/15/35
|
1,405
|
1,465,586
|
|
North Haven Private Income Fund LLC, 5.75%,
02/01/30
|
835
|
819,610
|
|
|
|
3,464,981
|
|
Home Builders — 0.0%
|
||
|
PulteGroup, Inc.
|
|
|
|
6.00%, 02/15/35
|
100
|
104,482
|
|
6.38%, 05/15/33
|
115
|
123,296
|
|
7.88%, 06/15/32
|
25
|
28,808
|
|
Sekisui House U.S., Inc.
|
|
|
|
2.50%, 01/15/31
|
95
|
83,698
|
|
3.97%, 08/06/61
|
125
|
82,351
|
|
6.00%, 01/15/43
|
155
|
141,813
|
|
|
|
564,448
|
|
Home Furnishings — 0.0%
|
||
|
Leggett & Platt, Inc.
|
|
|
|
3.50%, 11/15/27
|
107
|
104,784
|
|
3.50%, 11/15/51
|
180
|
111,641
|
|
4.40%, 03/15/29
|
270
|
263,306
|
|
|
|
479,731
|
|
Household Products & Wares — 0.3%
|
||
|
Avery Dennison Corp.
|
|
|
|
2.25%, 02/15/32
|
365
|
318,181
|
|
2.65%, 04/30/30
|
145
|
133,927
|
|
5.75%, 03/15/33
|
345
|
357,894
|
|
Church & Dwight Co., Inc.
|
|
|
|
2.30%, 12/15/31
|
1,065
|
940,944
|
|
3.95%, 08/01/47
|
45
|
35,327
|
|
5.00%, 06/15/52
|
665
|
606,972
|
|
5.60%, 11/15/32
|
100
|
104,724
|
|
Clorox Co.(The)
|
|
|
|
1.80%, 05/15/30
|
1,955
|
1,754,415
|
|
3.10%, 10/01/27
|
986
|
969,823
|
|
3.90%, 05/15/28
|
574
|
568,651
|
|
4.40%, 05/01/29
|
1,095
|
1,089,507
|
|
4.60%, 05/01/32
|
595
|
586,252
|
|
4.70%, 05/15/31
|
125
|
124,308
|
|
4.95%, 05/15/33
|
125
|
124,455
|
|
5.25%, 05/15/36
|
125
|
125,022
|
|
Kimberly-Clark Corp.
|
|
|
|
2.00%, 11/02/31(c)
|
115
|
101,496
|
|
2.88%, 02/07/50
|
210
|
136,471
|
|
3.10%, 03/26/30
|
943
|
898,183
|
|
Security
|
Par
(000
)
|
Value
|
|
Household Products & Wares (continued)
|
||
|
3.20%, 04/25/29
|
$605
|
$586,246
|
|
3.20%, 07/30/46
|
270
|
190,660
|
|
3.90%, 05/04/47
|
235
|
183,556
|
|
3.95%, 11/01/28
|
375
|
372,239
|
|
4.50%, 02/16/33
|
165
|
164,276
|
|
5.30%, 03/01/41
|
155
|
156,302
|
|
6.63%, 08/01/37
|
1,425
|
1,625,113
|
|
|
|
12,254,944
|
|
Insurance — 0.9%
|
||
|
ACE Capital Trust II, Series N, 9.70%, 04/01/30
|
157
|
182,958
|
|
Aegon Ltd., 5.50%, 04/11/48, (6-mo. SOFR US +
3.97%)(a)
|
1,995
|
1,998,603
|
|
Aflac, Inc.
|
|
|
|
3.60%, 04/01/30
|
274
|
264,968
|
|
4.00%, 10/15/46
|
30
|
23,618
|
|
4.75%, 01/15/49
|
72
|
62,545
|
|
Allstate Corp.(The)
|
|
|
|
5.35%, 06/01/33
|
28
|
28,699
|
|
5.55%, 05/09/35
|
85
|
87,778
|
|
6.50%, 05/15/67, (3-mo. SOFR US + 2.38%)(a)
|
245
|
249,988
|
|
American International Group, Inc.
|
|
|
|
4.50%, 07/16/44
|
215
|
186,537
|
|
4.75%, 04/01/48
|
371
|
326,330
|
|
Aon Corp.
|
|
|
|
3.75%, 05/02/29
|
15
|
14,687
|
|
4.50%, 12/15/28
|
114
|
113,961
|
|
6.25%, 09/30/40
|
175
|
187,861
|
|
Aon Global Ltd., 4.75%, 05/15/45
|
162
|
142,409
|
|
Aon North America, Inc., 5.75%, 03/01/54
|
125
|
122,355
|
|
Arch Capital Finance LLC, 5.03%, 12/15/46
|
161
|
147,334
|
|
Arch Capital Group Ltd.
|
|
|
|
3.64%, 06/30/50
|
135
|
98,827
|
|
7.35%, 05/01/34
|
25
|
28,402
|
|
Arch Capital Group U.S., Inc., 5.14%, 11/01/43
|
105
|
98,656
|
|
Assurant, Inc.
|
|
|
|
2.65%, 01/15/32
|
1,450
|
1,275,829
|
|
3.70%, 02/22/30
|
1,234
|
1,183,870
|
|
4.90%, 03/27/28
|
294
|
294,833
|
|
5.55%, 02/15/36
|
770
|
766,563
|
|
AXA SA, 8.60%, 12/15/30
|
2,580
|
2,962,315
|
|
Brown & Brown, Inc., 4.50%, 03/15/29
|
65
|
64,644
|
|
Chubb INA Holdings LLC
|
|
|
|
3.05%, 12/15/61
|
100
|
61,102
|
|
4.15%, 03/13/43
|
15
|
12,733
|
|
4.35%, 11/03/45
|
150
|
128,931
|
|
6.00%, 05/11/37
|
30
|
31,976
|
|
6.70%, 05/15/36
|
125
|
139,954
|
|
Series 1, 6.50%, 05/15/38
|
15
|
16,739
|
|
CNO Financial Group, Inc.
|
|
|
|
5.25%, 05/30/29
|
416
|
418,763
|
|
6.45%, 06/15/34
|
210
|
219,062
|
|
Equitable Holdings, Inc.
|
|
|
|
4.35%, 04/20/28
|
620
|
617,445
|
|
5.00%, 04/20/48
|
160
|
140,065
|
|
6.70%, 03/28/55, (5-year CMT + 2.39%)(a)
|
75
|
77,120
|
|
Everest Reinsurance Holdings, Inc.
|
|
|
|
3.13%, 10/15/52
|
130
|
81,009
|
|
4.87%, 06/01/44
|
65
|
56,165
|
|
Hartford Insurance Group, Inc.
|
|
|
|
2.80%, 08/19/29
|
2,505
|
2,373,255
|
|
3.60%, 08/19/49
|
414
|
299,688
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
4.30%, 04/15/43
|
$195
|
$164,527
|
|
4.40%, 03/15/48
|
186
|
155,238
|
|
5.95%, 10/15/36
|
753
|
796,485
|
|
6.10%, 10/01/41
|
250
|
262,577
|
|
Manulife Financial Corp.
|
|
|
|
3.70%, 03/16/32
|
2,645
|
2,511,667
|
|
4.99%, 12/11/35
|
1,315
|
1,295,676
|
|
5.38%, 03/04/46
|
300
|
290,413
|
|
Markel Group, Inc.
|
|
|
|
3.35%, 09/17/29
|
125
|
120,308
|
|
4.15%, 09/17/50
|
85
|
64,678
|
|
5.00%, 05/20/49
|
75
|
65,507
|
|
6.00%, 05/16/54
|
45
|
44,940
|
|
Marsh & McLennan Companies, Inc.
|
|
|
|
4.20%, 03/01/48
|
230
|
184,689
|
|
4.35%, 01/30/47
|
272
|
224,637
|
|
4.38%, 03/15/29
|
292
|
291,555
|
|
4.55%, 11/08/27
|
65
|
65,257
|
|
4.65%, 03/15/30
|
125
|
125,175
|
|
4.75%, 03/15/39
|
100
|
94,214
|
|
4.85%, 11/15/31
|
125
|
125,903
|
|
4.90%, 03/15/49
|
357
|
317,180
|
|
4.95%, 03/15/36
|
50
|
49,250
|
|
5.00%, 03/15/35
|
380
|
376,998
|
|
5.35%, 11/15/44
|
75
|
72,052
|
|
5.40%, 03/15/55
|
430
|
408,439
|
|
5.45%, 03/15/53
|
35
|
33,278
|
|
5.45%, 03/15/54
|
55
|
52,478
|
|
5.70%, 09/15/53
|
15
|
14,832
|
|
5.88%, 08/01/33
|
420
|
448,047
|
|
MetLife, Inc.
|
|
|
|
4.05%, 03/01/45
|
293
|
240,242
|
|
4.13%, 08/13/42
|
75
|
62,989
|
|
4.55%, 03/23/30
|
456
|
458,593
|
|
4.60%, 05/13/46
|
180
|
157,664
|
|
4.72%, 12/15/44
|
262
|
231,389
|
|
4.88%, 11/13/43
|
172
|
157,998
|
|
5.25%, 01/15/54(c)
|
65
|
61,145
|
|
5.30%, 12/15/34
|
330
|
337,842
|
|
5.38%, 07/15/33
|
185
|
191,555
|
|
5.70%, 06/15/35
|
125
|
130,784
|
|
5.85%, 03/15/56, (5-year CMT + 1.82%)(a)
|
10
|
9,890
|
|
5.88%, 02/06/41
|
155
|
160,485
|
|
6.38%, 06/15/34
|
20
|
21,769
|
|
6.40%, 12/15/66
|
507
|
519,455
|
|
6.50%, 12/15/32
|
40
|
43,854
|
|
10.75%, 08/01/69
|
290
|
374,251
|
|
Series G, 6.35%, 03/15/55, (5-year CMT +
2.08%)(a)
|
125
|
128,284
|
|
Pinnacle Financial Partners, Inc., 5.30%, 01/15/37
|
1,200
|
1,200,538
|
|
Principal Financial Group, Inc.
|
|
|
|
3.70%, 05/15/29
|
172
|
168,100
|
|
4.30%, 11/15/46
|
219
|
179,748
|
|
4.35%, 05/15/43
|
151
|
127,613
|
|
4.63%, 09/15/42
|
179
|
157,394
|
|
6.05%, 10/15/36
|
104
|
111,043
|
|
Progressive Corp.(The)
|
|
|
|
3.00%, 03/15/32
|
1,070
|
979,081
|
|
3.20%, 03/26/30
|
885
|
845,772
|
|
3.70%, 01/26/45
|
194
|
149,334
|
|
3.70%, 03/15/52
|
5
|
3,669
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
3.95%, 03/26/50
|
$150
|
$115,645
|
|
4.00%, 03/01/29
|
244
|
242,440
|
|
4.13%, 04/15/47
|
150
|
120,670
|
|
4.20%, 03/15/48
|
218
|
177,386
|
|
4.35%, 04/25/44
|
145
|
122,434
|
|
4.60%, 03/26/31
|
30
|
30,018
|
|
4.95%, 06/15/33
|
1,035
|
1,044,433
|
|
5.15%, 03/26/36
|
30
|
29,988
|
|
6.25%, 12/01/32
|
105
|
113,912
|
|
Prudential Financial, Inc.
|
|
|
|
2.10%, 03/10/30
|
95
|
87,476
|
|
3.00%, 03/10/40
|
5
|
3,817
|
|
3.70%, 10/01/50, (5-year CMT + 3.04%)(a)
|
185
|
169,969
|
|
3.70%, 03/13/51
|
530
|
386,045
|
|
3.88%, 03/27/28
|
89
|
88,367
|
|
3.91%, 12/07/47
|
160
|
122,191
|
|
3.94%, 12/07/49
|
280
|
212,958
|
|
4.35%, 02/25/50
|
265
|
215,161
|
|
4.42%, 03/27/48
|
273
|
224,083
|
|
4.50%, 09/15/47, (3-mo. SOFR US + 2.64%)(a)
|
250
|
245,281
|
|
4.60%, 05/15/44
|
212
|
184,365
|
|
5.13%, 03/01/52, (5-year CMT + 3.16%)(a)
|
190
|
185,980
|
|
5.20%, 03/14/35
|
700
|
703,895
|
|
5.70%, 12/14/36
|
215
|
223,197
|
|
5.70%, 09/15/48, (3-mo. SOFR US + 2.93%)(a)
|
155
|
154,998
|
|
5.75%, 07/15/33
|
155
|
164,325
|
|
6.00%, 09/01/52, (5-year CMT + 3.23%)(a)
|
140
|
142,693
|
|
6.50%, 03/15/54, (5-year CMT + 2.40%)(a)
|
95
|
97,797
|
|
6.63%, 12/01/37
|
125
|
138,770
|
|
6.63%, 06/21/40
|
177
|
195,402
|
|
6.75%, 03/01/53, (5-year CMT + 2.85%)(a)
|
110
|
116,009
|
|
Prudential Funding Asia PLC
|
|
|
|
3.13%, 04/14/30
|
220
|
209,081
|
|
3.63%, 03/24/32
|
330
|
310,544
|
|
Selective Insurance Group, Inc.
|
|
|
|
5.38%, 03/01/49
|
100
|
91,438
|
|
5.90%, 04/15/35
|
185
|
191,972
|
|
Stewart Information Services Corp., 3.60%,
11/15/31
|
515
|
460,256
|
|
Travelers Companies, Inc.(The)
|
|
|
|
2.55%, 04/27/50
|
115
|
68,699
|
|
3.75%, 05/15/46
|
163
|
126,103
|
|
4.00%, 05/30/47
|
192
|
152,621
|
|
4.05%, 03/07/48
|
185
|
147,872
|
|
4.10%, 03/04/49
|
130
|
103,882
|
|
4.30%, 08/25/45
|
200
|
167,387
|
|
4.60%, 08/01/43
|
127
|
113,072
|
|
5.35%, 11/01/40
|
335
|
332,822
|
|
6.25%, 06/15/37
|
397
|
433,263
|
|
6.75%, 06/20/36
|
189
|
213,410
|
|
Travelers Property Casualty Corp., 6.38%,
03/15/33
|
235
|
259,632
|
|
Unum Group
|
|
|
|
4.00%, 06/15/29
|
45
|
44,214
|
|
4.13%, 06/15/51
|
40
|
30,000
|
|
4.50%, 12/15/49
|
80
|
64,490
|
|
5.75%, 08/15/42
|
105
|
104,003
|
|
Willis North America, Inc.
|
|
|
|
2.95%, 09/15/29
|
75
|
71,167
|
|
3.88%, 09/15/49
|
188
|
140,100
|
|
4.50%, 09/15/28
|
224
|
223,646
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
4.55%, 03/15/31
|
$175
|
$172,466
|
|
5.05%, 09/15/48
|
163
|
144,008
|
|
5.15%, 03/15/36
|
115
|
112,639
|
|
5.35%, 05/15/33
|
50
|
50,652
|
|
5.90%, 03/05/54
|
245
|
243,016
|
|
XL Group Ltd., 5.25%, 12/15/43
|
1,079
|
1,004,001
|
|
|
|
43,301,219
|
|
Internet — 0.2%
|
||
|
Alibaba Group Holding Ltd.
|
|
|
|
2.70%, 02/09/41
|
10
|
7,478
|
|
3.15%, 02/09/51
|
60
|
41,051
|
|
3.25%, 02/09/61
|
515
|
333,609
|
|
4.20%, 12/06/47
|
10
|
8,331
|
|
4.40%, 12/06/57
|
5
|
4,142
|
|
5.63%, 11/26/54
|
10
|
10,099
|
|
Alphabet, Inc.
|
|
|
|
2.25%, 08/15/60
|
5
|
2,525
|
|
5.30%, 05/15/65
|
30
|
27,765
|
|
5.45%, 11/15/55
|
10
|
9,649
|
|
5.65%, 02/15/56
|
105
|
104,217
|
|
5.70%, 11/15/75
|
400
|
389,983
|
|
5.75%, 02/15/66
|
130
|
128,965
|
|
Amazon.com, Inc.
|
|
|
|
2.50%, 06/03/50
|
630
|
370,327
|
|
2.70%, 06/03/60
|
1,074
|
594,267
|
|
3.10%, 05/12/51
|
575
|
377,732
|
|
3.25%, 05/12/61
|
445
|
277,555
|
|
3.95%, 04/13/52
|
250
|
192,561
|
|
4.10%, 04/13/62
|
300
|
223,892
|
|
4.25%, 08/22/57
|
526
|
413,056
|
|
6.05%, 03/13/76
|
765
|
771,113
|
|
Baidu, Inc., 2.38%, 10/09/30
|
200
|
183,883
|
|
eBay, Inc.
|
|
|
|
3.65%, 05/10/51
|
455
|
331,341
|
|
4.00%, 07/15/42
|
242
|
194,401
|
|
4.25%, 03/06/29
|
25
|
24,767
|
|
5.13%, 11/06/35
|
50
|
49,316
|
|
JD.com, Inc., 4.13%, 01/14/50
|
200
|
163,418
|
|
MercadoLibre, Inc.
|
|
|
|
3.13%, 01/14/31
|
295
|
270,562
|
|
4.90%, 01/15/33
|
105
|
102,312
|
|
Meta Platforms, Inc.
|
|
|
|
4.65%, 08/15/62
|
200
|
154,245
|
|
5.55%, 08/15/64
|
1,000
|
889,396
|
|
5.63%, 11/15/55
|
560
|
515,843
|
|
5.75%, 05/15/63
|
270
|
247,636
|
|
5.75%, 11/15/65
|
1,030
|
942,325
|
|
6.30%, 05/15/56
|
1,000
|
1,008,090
|
|
6.45%, 05/15/66
|
1,500
|
1,509,321
|
|
Uber Technologies, Inc.
|
|
|
|
4.80%, 09/15/35
|
135
|
131,427
|
|
5.35%, 09/15/54
|
125
|
116,426
|
|
VeriSign, Inc., 2.70%, 06/15/31
|
90
|
81,406
|
|
|
|
11,204,432
|
|
Iron & Steel — 0.0%
|
||
|
Nucor Corp.
|
|
|
|
2.98%, 12/15/55
|
350
|
217,647
|
|
4.40%, 05/01/48
|
155
|
130,548
|
|
4.65%, 06/01/30
|
125
|
125,639
|
|
5.10%, 06/01/35
|
125
|
126,206
|
|
Security
|
Par
(000
)
|
Value
|
|
Iron & Steel (continued)
|
||
|
5.20%, 08/01/43
|
$167
|
$161,281
|
|
6.40%, 12/01/37
|
35
|
38,875
|
|
Steel Dynamics, Inc.
|
|
|
|
3.25%, 10/15/50
|
75
|
49,891
|
|
3.45%, 04/15/30
|
250
|
239,457
|
|
4.00%, 12/15/28
|
150
|
148,211
|
|
5.25%, 05/15/35
|
85
|
85,513
|
|
5.38%, 08/15/34
|
25
|
25,426
|
|
5.75%, 05/15/55
|
55
|
54,400
|
|
|
|
1,403,094
|
|
Leisure Time — 0.0%
|
||
|
Harley-Davidson, Inc., 4.63%, 07/28/45
|
835
|
665,651
|
|
Lodging — 0.0%
|
||
|
Choice Hotels International, Inc.
|
|
|
|
3.70%, 12/01/29
|
100
|
95,954
|
|
3.70%, 01/15/31
|
197
|
185,688
|
|
5.85%, 08/01/34
|
210
|
212,683
|
|
Sands China Ltd.
|
|
|
|
2.85%, 03/08/29
|
410
|
389,707
|
|
3.25%, 08/08/31
|
330
|
303,099
|
|
4.38%, 06/18/30
|
65
|
63,509
|
|
5.40%, 08/08/28
|
70
|
70,831
|
|
|
|
1,321,471
|
|
Machinery — 0.5%
|
||
|
AGCO Corp., 5.80%, 03/21/34
|
455
|
467,708
|
|
Caterpillar, Inc.
|
|
|
|
2.60%, 09/19/29
|
241
|
228,158
|
|
3.25%, 09/19/49
|
231
|
162,527
|
|
3.25%, 04/09/50
|
222
|
155,757
|
|
4.30%, 05/15/44
|
110
|
95,183
|
|
4.75%, 05/15/64
|
222
|
194,233
|
|
5.20%, 05/15/35
|
75
|
76,610
|
|
5.20%, 05/27/41
|
332
|
332,109
|
|
5.30%, 09/15/35
|
149
|
155,243
|
|
6.05%, 08/15/36
|
251
|
274,078
|
|
CNH Industrial Capital LLC
|
|
|
|
4.38%, 03/07/31
|
320
|
313,745
|
|
4.50%, 10/08/27
|
275
|
275,077
|
|
4.50%, 10/16/30
|
1,215
|
1,199,820
|
|
4.55%, 04/10/28
|
690
|
689,370
|
|
4.75%, 03/21/28
|
1,190
|
1,193,823
|
|
5.10%, 04/20/29
|
1,600
|
1,618,194
|
|
5.50%, 01/12/29
|
1,405
|
1,434,242
|
|
CNH Industrial NV, 3.85%, 11/15/27
|
1,447
|
1,434,472
|
|
Deere & Co.
|
|
|
|
3.10%, 04/15/30
|
160
|
152,501
|
|
3.75%, 04/15/50
|
220
|
168,816
|
|
5.38%, 10/16/29
|
120
|
124,166
|
|
5.45%, 01/16/35
|
50
|
51,883
|
|
5.70%, 01/19/55
|
290
|
297,604
|
|
7.13%, 03/03/31
|
145
|
160,637
|
|
Dover Corp., 5.38%, 03/01/41
|
30
|
29,879
|
|
Flowserve Corp., 3.50%, 10/01/30
|
150
|
141,605
|
|
IDEX Corp., 2.63%, 06/15/31
|
60
|
54,334
|
|
John Deere Capital Corp.
|
|
|
|
2.45%, 01/09/30
|
130
|
121,651
|
|
2.80%, 09/08/27
|
115
|
113,208
|
|
2.80%, 07/18/29
|
155
|
148,083
|
|
3.05%, 01/06/28
|
225
|
221,141
|
|
4.35%, 09/15/32
|
195
|
192,472
|
|
Security
|
Par
(000
)
|
Value
|
|
Machinery (continued)
|
||
|
4.38%, 10/15/30
|
$50
|
$49,770
|
|
5.10%, 04/11/34
|
190
|
192,882
|
|
5.15%, 09/08/33
|
345
|
353,832
|
|
Series 1, 5.05%, 06/12/34
|
715
|
722,887
|
|
Series I, 3.90%, 03/09/29
|
150
|
148,405
|
|
Series I, 4.20%, 03/10/31
|
100
|
98,695
|
|
Series I, 4.55%, 06/05/30
|
50
|
50,184
|
|
Oshkosh Corp.
|
|
|
|
3.10%, 03/01/30
|
992
|
933,396
|
|
4.60%, 05/15/28
|
933
|
932,925
|
|
Otis Worldwide Corp., 3.36%, 02/15/50
|
35
|
24,209
|
|
Rockwell Automation, Inc.
|
|
|
|
2.80%, 08/15/61
|
25
|
14,171
|
|
3.50%, 03/01/29
|
364
|
356,173
|
|
4.20%, 03/01/49
|
152
|
123,743
|
|
Xylem, Inc./New York
|
|
|
|
1.95%, 01/30/28
|
1,758
|
1,690,911
|
|
2.25%, 01/30/31(c)
|
1,500
|
1,353,051
|
|
5.20%, 06/01/33
|
2,865
|
2,907,904
|
|
5.45%, 06/01/36
|
1,160
|
1,186,444
|
|
|
|
23,417,911
|
|
Manufacturing — 0.2%
|
||
|
3M Co.
|
|
|
|
2.38%, 08/26/29
|
1,039
|
974,256
|
|
2.88%, 10/15/27
|
1,705
|
1,673,940
|
|
3.05%, 04/15/30
|
625
|
591,924
|
|
3.38%, 03/01/29
|
329
|
319,864
|
|
3.63%, 09/14/28
|
870
|
858,725
|
|
3.63%, 10/15/47
|
104
|
76,903
|
|
3.70%, 04/15/50
|
10
|
7,386
|
|
4.80%, 03/15/30
|
260
|
262,288
|
|
5.15%, 03/15/35
|
1,125
|
1,137,349
|
|
5.70%, 03/15/37
|
340
|
354,287
|
|
Eaton Corp.
|
|
|
|
3.92%, 09/15/47
|
80
|
63,576
|
|
4.00%, 11/02/32
|
105
|
101,435
|
|
4.15%, 03/15/33
|
70
|
67,962
|
|
4.15%, 11/02/42
|
125
|
107,763
|
|
4.70%, 08/23/52
|
105
|
93,545
|
|
Parker-Hannifin Corp.
|
|
|
|
3.25%, 06/14/29
|
295
|
285,007
|
|
4.00%, 06/14/49
|
183
|
145,437
|
|
4.10%, 03/01/47
|
96
|
78,225
|
|
4.20%, 11/21/34
|
155
|
148,443
|
|
4.45%, 11/21/44
|
173
|
151,363
|
|
6.25%, 05/15/38
|
45
|
49,276
|
|
Pentair Finance SARL
|
|
|
|
4.50%, 07/01/29
|
1,045
|
1,039,068
|
|
5.90%, 07/15/32
|
1,250
|
1,299,099
|
|
Textron, Inc.
|
|
|
|
3.00%, 06/01/30
|
71
|
66,737
|
|
3.38%, 03/01/28
|
45
|
44,139
|
|
3.90%, 09/17/29
|
117
|
114,192
|
|
|
|
10,112,189
|
|
Media — 0.3%
|
||
|
Charter Communications Operating LLC/Charter
Communications Operating Capital
|
|
|
|
3.50%, 06/01/41
|
505
|
352,271
|
|
3.85%, 04/01/61
|
480
|
278,207
|
|
3.95%, 06/30/62
|
490
|
287,272
|
|
Security
|
Par
(000
)
|
Value
|
|
Media (continued)
|
||
|
4.40%, 12/01/61
|
$1,060
|
$679,006
|
|
5.50%, 04/01/63
|
825
|
632,569
|
|
5.75%, 04/01/48
|
15
|
12,614
|
|
6.48%, 10/23/45
|
500
|
461,287
|
|
6.70%, 12/01/55
|
345
|
326,957
|
|
6.83%, 10/23/55
|
575
|
540,847
|
|
Comcast Corp.
|
|
|
|
2.45%, 08/15/52
|
262
|
136,844
|
|
2.65%, 08/15/62
|
280
|
138,571
|
|
2.80%, 01/15/51
|
183
|
105,417
|
|
2.89%, 11/01/51
|
452
|
264,055
|
|
2.94%, 11/01/56
|
897
|
502,982
|
|
2.99%, 11/01/63
|
919
|
492,674
|
|
3.40%, 07/15/46
|
175
|
120,657
|
|
3.45%, 02/01/50
|
365
|
241,609
|
|
3.75%, 04/01/40
|
310
|
251,852
|
|
3.90%, 03/01/38
|
215
|
184,998
|
|
3.97%, 11/01/47
|
403
|
298,935
|
|
4.00%, 08/15/47
|
224
|
166,785
|
|
4.00%, 03/01/48
|
388
|
287,003
|
|
4.00%, 11/01/49
|
451
|
328,980
|
|
4.05%, 11/01/52
|
419
|
301,681
|
|
4.60%, 10/15/38
|
415
|
379,369
|
|
4.60%, 08/15/45
|
186
|
155,774
|
|
4.65%, 07/15/42
|
264
|
228,622
|
|
4.70%, 10/15/48
|
215
|
177,002
|
|
4.75%, 03/01/44
|
334
|
288,995
|
|
4.80%, 05/15/33
|
50
|
49,676
|
|
4.95%, 10/15/58
|
290
|
237,552
|
|
5.50%, 05/15/64
|
190
|
168,054
|
|
5.65%, 06/15/35
|
93
|
96,126
|
|
6.45%, 03/15/37
|
260
|
282,219
|
|
6.50%, 11/15/35
|
313
|
342,151
|
|
6.55%, 07/01/39
|
95
|
102,854
|
|
6.95%, 08/15/37
|
200
|
224,379
|
|
FactSet Research Systems, Inc., 3.45%,
03/01/32(c)
|
360
|
326,358
|
|
Fox Corp.
|
|
|
|
5.48%, 01/25/39
|
350
|
344,028
|
|
5.58%, 01/25/49
|
439
|
413,638
|
|
NBCUniversal Media LLC
|
|
|
|
4.45%, 01/15/43
|
445
|
371,718
|
|
6.40%, 04/30/40
|
130
|
138,916
|
|
Time Warner Cable LLC, 6.75%, 06/15/39
|
5
|
4,956
|
|
TWDC Enterprises 18 Corp.
|
|
|
|
3.00%, 07/30/46
|
265
|
181,897
|
|
3.70%, 12/01/42
|
100
|
79,405
|
|
4.38%, 08/16/41
|
170
|
150,599
|
|
Series E, 4.13%, 12/01/41
|
140
|
120,014
|
|
Walt Disney Co.(The)
|
|
|
|
3.60%, 01/13/51
|
680
|
497,649
|
|
3.80%, 05/13/60
|
730
|
527,762
|
|
4.70%, 03/23/50
|
291
|
256,179
|
|
6.15%, 03/01/37(c)
|
135
|
146,812
|
|
6.15%, 02/15/41
|
49
|
52,540
|
|
7.75%, 12/01/45
|
45
|
56,011
|
|
|
|
13,795,328
|
|
Security
|
Par
(000
)
|
Value
|
|
Metal Fabricate & Hardware — 0.0%
|
||
|
Valmont Industries, Inc.
|
|
|
|
5.00%, 10/01/44
|
$209
|
$189,651
|
|
5.25%, 10/01/54
|
130
|
120,010
|
|
|
|
309,661
|
|
Mining — 0.0%
|
||
|
BHP Billiton Finance USA Ltd., 5.50%, 09/08/53
|
5
|
4,918
|
|
Newmont Corp.
|
|
|
|
2.60%, 07/15/32
|
40
|
36,095
|
|
4.88%, 03/15/42
|
237
|
222,971
|
|
5.45%, 06/09/44
|
240
|
233,223
|
|
Rio Tinto Finance USA Ltd.
|
|
|
|
2.75%, 11/02/51
|
30
|
18,424
|
|
5.20%, 11/02/40
|
320
|
314,878
|
|
Rio Tinto Finance USA PLC
|
|
|
|
4.75%, 03/22/42
|
135
|
124,421
|
|
5.00%, 03/09/33
|
115
|
116,352
|
|
5.13%, 03/09/53
|
235
|
217,461
|
|
5.75%, 03/14/55
|
45
|
45,466
|
|
Southern Copper Corp., 5.25%, 11/08/42
|
35
|
33,288
|
|
Yamana Gold, Inc., 2.63%, 08/15/31
|
80
|
71,301
|
|
|
|
1,438,798
|
|
Oil & Gas — 0.7%
|
||
|
Antero Resources Corp., 5.40%, 02/01/36
|
10
|
9,882
|
|
APA Corp., 6.75%, 02/15/55
|
5
|
5,253
|
|
BP Capital Markets America, Inc.
|
|
|
|
2.77%, 11/10/50
|
392
|
242,071
|
|
2.94%, 06/04/51
|
400
|
254,271
|
|
3.00%, 02/24/50
|
435
|
284,181
|
|
3.00%, 03/17/52
|
255
|
162,954
|
|
3.38%, 02/08/61
|
690
|
447,320
|
|
Burlington Resources LLC
|
|
|
|
5.95%, 10/15/36
|
145
|
154,884
|
|
7.20%, 08/15/31
|
192
|
213,389
|
|
ConocoPhillips, 5.90%, 05/15/38
|
420
|
444,953
|
|
ConocoPhillips Co.
|
|
|
|
4.03%, 03/15/62
|
455
|
332,684
|
|
4.30%, 11/15/44
|
254
|
214,352
|
|
4.85%, 01/15/32
|
170
|
171,720
|
|
5.05%, 09/15/33
|
80
|
81,179
|
|
5.30%, 05/15/53
|
25
|
23,356
|
|
5.50%, 01/15/55
|
250
|
240,110
|
|
5.55%, 03/15/54
|
195
|
188,935
|
|
5.65%, 01/15/65
|
250
|
241,538
|
|
5.70%, 09/15/63
|
150
|
145,951
|
|
5.90%, 10/15/32
|
237
|
253,724
|
|
5.95%, 03/15/46
|
125
|
128,116
|
|
6.50%, 02/01/39
|
295
|
326,600
|
|
6.95%, 04/15/29
|
245
|
261,769
|
|
Devon Energy Corp.
|
|
|
|
4.75%, 05/15/42
|
144
|
128,834
|
|
5.00%, 06/15/45
|
162
|
145,586
|
|
5.60%, 07/15/41
|
290
|
286,673
|
|
5.75%, 09/15/54
|
20
|
19,319
|
|
7.88%, 09/30/31
|
45
|
51,561
|
|
7.95%, 04/15/32
|
55
|
63,226
|
|
Diamondback Energy, Inc.
|
|
|
|
3.50%, 12/01/29
|
448
|
434,518
|
|
5.40%, 04/18/34
|
220
|
224,965
|
|
5.55%, 04/01/35
|
70
|
72,160
|
|
5.75%, 04/18/54
|
60
|
58,973
|
|
Security
|
Par
(000
)
|
Value
|
|
Oil & Gas (continued)
|
||
|
5.90%, 04/18/64
|
$355
|
$351,781
|
|
6.25%, 03/15/53
|
150
|
155,827
|
|
Eni USA, Inc., 7.30%, 11/15/27
|
310
|
322,140
|
|
EOG Resources, Inc.
|
|
|
|
3.90%, 04/01/35
|
155
|
142,895
|
|
4.38%, 04/15/30
|
65
|
64,655
|
|
4.95%, 04/15/50
|
227
|
202,987
|
|
EQT Corp.
|
|
|
|
3.90%, 10/01/27
|
45
|
44,698
|
|
5.00%, 01/15/29
|
155
|
156,224
|
|
5.75%, 02/01/34
|
330
|
340,842
|
|
7.00%, 02/01/30
|
345
|
367,840
|
|
Equinor ASA
|
|
|
|
2.38%, 05/22/30
|
305
|
281,969
|
|
3.13%, 04/06/30
|
380
|
362,803
|
|
3.25%, 11/18/49
|
165
|
114,726
|
|
3.63%, 09/10/28
|
594
|
587,061
|
|
3.70%, 04/06/50
|
405
|
304,656
|
|
3.95%, 05/15/43
|
112
|
92,688
|
|
4.25%, 06/02/28
|
85
|
85,098
|
|
4.25%, 11/23/41
|
192
|
167,411
|
|
4.50%, 09/03/30
|
25
|
24,995
|
|
4.75%, 11/14/35
|
25
|
24,559
|
|
4.80%, 11/08/43
|
150
|
138,359
|
|
5.10%, 08/17/40
|
300
|
293,923
|
|
5.13%, 06/03/35
|
475
|
482,938
|
|
7.25%, 09/23/27
|
990
|
1,029,485
|
|
Hess Corp.
|
|
|
|
5.60%, 02/15/41
|
254
|
259,584
|
|
6.00%, 01/15/40
|
130
|
137,497
|
|
7.13%, 03/15/33
|
540
|
612,326
|
|
7.30%, 08/15/31
|
483
|
541,850
|
|
7.88%, 10/01/29
|
260
|
287,584
|
|
Marathon Petroleum Corp.
|
|
|
|
3.80%, 04/01/28
|
5
|
4,938
|
|
4.75%, 09/15/44
|
11
|
9,585
|
|
5.00%, 09/15/54(c)
|
136
|
116,132
|
|
6.50%, 03/01/41
|
208
|
223,622
|
|
Occidental Petroleum Corp.
|
|
|
|
4.40%, 04/15/46
|
240
|
197,969
|
|
6.05%, 10/01/54
|
110
|
111,237
|
|
6.20%, 03/15/40
|
195
|
204,731
|
|
6.45%, 09/15/36
|
365
|
396,666
|
|
6.60%, 03/15/46
|
275
|
294,577
|
|
6.63%, 09/01/30
|
37
|
39,453
|
|
7.50%, 05/01/31
|
175
|
195,028
|
|
7.88%, 09/15/31
|
120
|
136,432
|
|
7.95%, 06/15/39
|
95
|
113,929
|
|
Ovintiv, Inc.
|
|
|
|
6.25%, 07/15/33
|
295
|
312,816
|
|
6.50%, 08/15/34
|
330
|
354,853
|
|
6.50%, 02/01/38
|
197
|
208,958
|
|
6.63%, 08/15/37
|
140
|
150,134
|
|
7.10%, 07/15/53
|
10
|
11,095
|
|
7.20%, 11/01/31
|
405
|
445,643
|
|
7.38%, 11/01/31
|
787
|
873,947
|
|
8.13%, 09/15/30
|
190
|
212,765
|
|
Phillips 66
|
|
|
|
3.30%, 03/15/52
|
160
|
105,149
|
|
4.88%, 11/15/44
|
475
|
421,835
|
|
5.88%, 05/01/42
|
147
|
148,044
|
|
Security
|
Par
(000
)
|
Value
|
|
Oil & Gas (continued)
|
||
|
Phillips 66 Co.
|
|
|
|
3.90%, 03/15/28
|
$40
|
$39,635
|
|
4.65%, 11/15/34
|
254
|
246,760
|
|
4.95%, 03/15/35
|
135
|
134,001
|
|
5.30%, 06/30/33
|
395
|
401,943
|
|
5.50%, 03/15/55
|
175
|
162,647
|
|
5.65%, 06/15/54
|
160
|
151,318
|
|
Shell Finance U.S., Inc.
|
|
|
|
3.00%, 11/26/51(b)
|
575
|
372,796
|
|
3.25%, 04/06/50
|
130
|
90,138
|
|
6.38%, 12/15/38(b)
|
450
|
494,210
|
|
Shell International Finance BV
|
|
|
|
4.13%, 05/11/35(c)
|
5
|
4,916
|
|
6.38%, 12/15/38(c)
|
5
|
5,506
|
|
TotalEnergies Capital International SA
|
|
|
|
2.83%, 01/10/30
|
165
|
156,208
|
|
2.99%, 06/29/41
|
65
|
48,693
|
|
3.13%, 05/29/50
|
538
|
361,842
|
|
3.39%, 06/29/60
|
540
|
352,343
|
|
3.46%, 02/19/29
|
75
|
73,471
|
|
3.46%, 07/12/49
|
295
|
211,233
|
|
TotalEnergies Capital SA
|
|
|
|
3.88%, 10/11/28
|
135
|
134,062
|
|
5.15%, 04/05/34
|
220
|
224,123
|
|
5.28%, 09/10/54
|
15
|
14,129
|
|
5.43%, 09/10/64
|
160
|
150,699
|
|
5.49%, 04/05/54
|
320
|
310,298
|
|
5.64%, 04/05/64
|
405
|
392,981
|
|
Valero Energy Corp.
|
|
|
|
3.65%, 12/01/51
|
415
|
289,215
|
|
4.00%, 04/01/29
|
105
|
103,349
|
|
4.90%, 03/15/45
|
101
|
89,119
|
|
6.63%, 06/15/37
|
445
|
490,698
|
|
7.50%, 04/15/32
|
276
|
313,908
|
|
Woodside Finance Ltd.
|
|
|
|
5.10%, 09/12/34
|
1,345
|
1,332,632
|
|
5.70%, 05/19/32
|
375
|
387,999
|
|
5.70%, 09/12/54
|
170
|
162,763
|
|
6.00%, 05/19/35
|
4,235
|
4,424,573
|
|
|
|
31,712,154
|
|
Oil & Gas Services — 0.1%
|
||
|
Baker Hughes Holdings LLC, 5.13%, 09/15/40
|
446
|
430,032
|
|
Baker Hughes Holdings LLC/Baker Hughes
Co-Obligor, Inc.
|
|
|
|
3.14%, 11/07/29
|
647
|
620,052
|
|
3.34%, 12/15/27
|
2,406
|
2,372,929
|
|
5.85%, 06/15/56
|
415
|
413,990
|
|
NOV, Inc.
|
|
|
|
3.60%, 12/01/29
|
531
|
513,984
|
|
3.95%, 12/01/42
|
175
|
140,528
|
|
|
|
4,491,515
|
|
Packaging & Containers — 0.0%
|
||
|
Amcor Finance USA, Inc.
|
|
|
|
4.50%, 05/15/28
|
351
|
350,874
|
|
5.63%, 05/26/33
|
300
|
309,070
|
|
Amcor Flexibles North America, Inc.
|
|
|
|
2.63%, 06/19/30
|
195
|
179,564
|
|
2.69%, 05/25/31
|
40
|
36,243
|
|
5.13%, 03/12/36
|
25
|
24,499
|
|
Berry Global, Inc., 5.65%, 01/15/34
|
370
|
378,096
|
|
Security
|
Par
(000
)
|
Value
|
|
Packaging & Containers (continued)
|
||
|
Smurfit Kappa Treasury ULC, 5.44%, 04/03/34
|
$400
|
$406,036
|
|
Sonoco Products Co., 5.75%, 11/01/40
|
55
|
55,255
|
|
WestRock MWV LLC, 8.20%, 01/15/30
|
5
|
5,569
|
|
WRKCo, Inc.
|
|
|
|
3.00%, 06/15/33
|
190
|
167,386
|
|
4.20%, 06/01/32
|
70
|
67,179
|
|
|
|
1,979,771
|
|
Pharmaceuticals — 1.0%
|
||
|
AbbVie, Inc.
|
|
|
|
4.05%, 11/21/39
|
753
|
663,828
|
|
4.25%, 11/21/49
|
964
|
788,109
|
|
4.30%, 05/14/36
|
638
|
603,522
|
|
4.40%, 11/06/42
|
517
|
455,475
|
|
4.45%, 05/14/46
|
335
|
287,769
|
|
4.50%, 05/14/35
|
835
|
806,303
|
|
4.63%, 10/01/42
|
242
|
218,576
|
|
4.70%, 05/14/45
|
373
|
333,177
|
|
4.75%, 03/15/36
|
270
|
264,825
|
|
4.88%, 11/14/48
|
443
|
398,305
|
|
5.40%, 03/15/54
|
445
|
427,401
|
|
5.50%, 03/15/64
|
380
|
365,784
|
|
5.55%, 03/15/56
|
125
|
122,863
|
|
5.60%, 03/15/55
|
335
|
331,070
|
|
5.65%, 03/15/66
|
360
|
354,077
|
|
Astrazeneca Finance LLC
|
|
|
|
4.88%, 03/03/28
|
55
|
55,643
|
|
4.88%, 03/03/33
|
280
|
284,043
|
|
4.90%, 03/03/30
|
105
|
106,715
|
|
5.00%, 02/26/34
|
145
|
146,835
|
|
AstraZeneca PLC
|
|
|
|
4.00%, 01/17/29
|
159
|
157,972
|
|
4.00%, 09/18/42
|
339
|
287,699
|
|
4.38%, 11/16/45
|
110
|
95,806
|
|
4.38%, 08/17/48
|
109
|
93,660
|
|
6.45%, 09/15/37
|
830
|
926,627
|
|
Bristol-Myers Squibb Co.
|
|
|
|
2.55%, 11/13/50
|
180
|
105,845
|
|
3.25%, 08/01/42
|
273
|
206,633
|
|
3.70%, 03/15/52
|
350
|
255,203
|
|
3.90%, 03/15/62
|
495
|
354,223
|
|
4.25%, 10/26/49
|
593
|
480,875
|
|
4.35%, 11/15/47
|
463
|
385,731
|
|
4.50%, 03/01/44
|
120
|
104,640
|
|
4.55%, 02/20/48
|
315
|
269,612
|
|
5.00%, 08/15/45
|
305
|
282,915
|
|
5.55%, 02/22/54
|
745
|
725,461
|
|
5.65%, 02/22/64(c)
|
40
|
39,351
|
|
6.25%, 11/15/53
|
65
|
69,120
|
|
6.40%, 11/15/63
|
60
|
65,660
|
|
Cardinal Health, Inc.
|
|
|
|
3.41%, 06/15/27
|
160
|
158,519
|
|
4.37%, 06/15/47
|
222
|
181,980
|
|
4.50%, 09/15/30
|
100
|
99,129
|
|
4.50%, 11/15/44
|
71
|
59,772
|
|
4.60%, 03/15/43
|
105
|
90,944
|
|
4.90%, 09/15/45
|
80
|
70,828
|
|
5.00%, 11/15/29
|
270
|
273,187
|
|
5.13%, 02/15/29
|
245
|
248,617
|
|
5.15%, 09/15/35
|
305
|
303,518
|
|
5.35%, 11/15/34
|
870
|
879,714
|
|
5.45%, 02/15/34
|
285
|
291,106
|
|
Security
|
Par
(000
)
|
Value
|
|
Pharmaceuticals (continued)
|
||
|
5.75%, 11/15/54
|
$70
|
$68,864
|
|
Cencora, Inc.
|
|
|
|
3.45%, 12/15/27
|
15
|
14,795
|
|
3.95%, 02/13/29
|
150
|
147,791
|
|
4.25%, 11/15/30
|
55
|
53,999
|
|
4.25%, 03/01/45
|
267
|
221,254
|
|
4.30%, 12/15/47
|
334
|
275,202
|
|
4.60%, 02/13/33
|
85
|
83,369
|
|
4.90%, 02/13/36
|
270
|
263,371
|
|
5.13%, 02/15/34
|
540
|
541,881
|
|
5.65%, 02/13/56
|
115
|
112,526
|
|
CVS Health Corp.
|
|
|
|
4.25%, 04/01/50
|
378
|
292,967
|
|
5.05%, 03/25/48
|
996
|
874,144
|
|
5.13%, 07/20/45
|
550
|
493,888
|
|
5.63%, 02/21/53
|
430
|
402,064
|
|
5.88%, 06/01/53
|
125
|
120,872
|
|
6.00%, 06/01/63
|
350
|
339,705
|
|
Eli Lilly & Co.
|
|
|
|
2.50%, 09/15/60
|
605
|
326,276
|
|
3.38%, 03/15/29
|
40
|
39,104
|
|
3.70%, 03/01/45
|
185
|
145,408
|
|
3.95%, 03/15/49
|
210
|
166,581
|
|
4.15%, 05/20/29
|
70
|
69,895
|
|
4.15%, 03/15/59
|
480
|
373,999
|
|
4.38%, 05/20/31
|
125
|
124,397
|
|
4.70%, 02/27/33
|
105
|
105,628
|
|
4.85%, 05/20/36
|
75
|
74,450
|
|
4.88%, 02/27/53
|
120
|
108,670
|
|
4.95%, 02/27/63
|
155
|
137,898
|
|
5.00%, 02/09/54
|
70
|
64,365
|
|
5.05%, 08/14/54
|
195
|
180,408
|
|
5.10%, 02/09/64
|
245
|
222,976
|
|
5.20%, 08/14/64
|
185
|
171,090
|
|
5.50%, 02/12/55
|
105
|
104,022
|
|
5.55%, 03/15/37
|
245
|
257,937
|
|
5.60%, 02/12/65
|
95
|
93,048
|
|
GlaxoSmithKline Capital PLC, 3.38%, 06/01/29
|
5
|
4,869
|
|
GlaxoSmithKline Capital, Inc.
|
|
|
|
3.88%, 05/15/28
|
90
|
89,494
|
|
4.20%, 03/18/43
|
120
|
103,637
|
|
4.88%, 04/15/35
|
125
|
124,299
|
|
6.38%, 05/15/38
|
476
|
525,838
|
|
McKesson Corp.
|
|
|
|
4.25%, 09/15/29
|
75
|
74,519
|
|
4.65%, 05/30/30
|
50
|
50,134
|
|
4.95%, 05/30/32
|
50
|
50,602
|
|
5.10%, 07/15/33
|
535
|
543,692
|
|
5.25%, 05/30/35
|
50
|
50,921
|
|
Mead Johnson Nutrition Co., 4.60%, 06/01/44
|
207
|
179,935
|
|
Merck & Co., Inc.
|
|
|
|
2.45%, 06/24/50
|
125
|
72,967
|
|
2.75%, 12/10/51
|
530
|
324,077
|
|
2.90%, 12/10/61
|
700
|
404,737
|
|
3.60%, 09/15/42
|
180
|
143,513
|
|
3.70%, 02/10/45
|
455
|
356,431
|
|
3.90%, 03/07/39
|
145
|
127,794
|
|
4.00%, 03/07/49
|
456
|
360,791
|
|
4.15%, 05/18/43
|
385
|
326,552
|
|
4.50%, 05/17/33
|
320
|
317,571
|
|
5.00%, 05/17/53
|
55
|
49,847
|
|
Security
|
Par
(000
)
|
Value
|
|
Pharmaceuticals (continued)
|
||
|
5.15%, 05/17/63
|
$285
|
$258,252
|
|
6.50%, 12/01/33
|
50
|
55,428
|
|
6.55%, 09/15/37
|
30
|
33,658
|
|
Merck Sharp & Dohme Corp., 5.75%, 11/15/36
|
212
|
224,251
|
|
Novartis Capital Corp.
|
|
|
|
2.75%, 08/14/50
|
430
|
272,062
|
|
3.70%, 09/21/42
|
105
|
85,885
|
|
4.00%, 11/20/45
|
140
|
115,667
|
|
4.10%, 03/16/29
|
245
|
243,619
|
|
4.20%, 09/18/34
|
1,455
|
1,401,813
|
|
4.30%, 11/05/32
|
255
|
250,011
|
|
4.40%, 03/18/31
|
280
|
278,652
|
|
4.40%, 05/06/44
|
10
|
8,792
|
|
4.60%, 03/18/33
|
435
|
431,901
|
|
4.60%, 11/05/35
|
1,305
|
1,277,035
|
|
4.70%, 09/18/54
|
620
|
546,624
|
|
4.90%, 03/18/36
|
430
|
428,117
|
|
5.20%, 11/05/45
|
90
|
86,566
|
|
5.30%, 11/05/55
|
135
|
130,252
|
|
5.60%, 03/18/46
|
235
|
237,541
|
|
5.70%, 03/18/56
|
150
|
152,279
|
|
Pfizer Investment Enterprises Pte. Ltd.
|
|
|
|
5.30%, 05/19/53
|
705
|
661,387
|
|
5.34%, 05/19/63
|
980
|
903,423
|
|
Pfizer, Inc.
|
|
|
|
2.70%, 05/28/50
|
245
|
151,639
|
|
4.00%, 12/15/36
|
55
|
50,641
|
|
4.00%, 03/15/49
|
250
|
197,452
|
|
4.10%, 09/15/38
|
195
|
176,580
|
|
4.13%, 12/15/46
|
135
|
110,957
|
|
4.20%, 09/15/48
|
370
|
302,428
|
|
7.20%, 03/15/39
|
205
|
239,681
|
|
Takeda Pharmaceutical Co. Ltd.
|
|
|
|
3.18%, 07/09/50
|
460
|
304,699
|
|
3.38%, 07/09/60
|
335
|
212,574
|
|
5.00%, 11/26/28
|
45
|
45,472
|
|
5.65%, 07/05/54
|
5
|
4,850
|
|
5.80%, 07/05/64
|
265
|
258,301
|
|
Zoetis, Inc.
|
|
|
|
2.00%, 05/15/30
|
760
|
687,349
|
|
3.00%, 09/12/27
|
2,335
|
2,297,982
|
|
3.00%, 05/15/50
|
1,175
|
757,505
|
|
3.90%, 08/20/28
|
126
|
124,455
|
|
3.95%, 09/12/47
|
470
|
366,322
|
|
4.45%, 08/20/48
|
1,160
|
965,645
|
|
4.70%, 02/01/43
|
5,020
|
4,477,162
|
|
5.00%, 08/17/35(c)
|
150
|
148,309
|
|
5.60%, 11/16/32
|
1,040
|
1,082,673
|
|
|
|
46,979,622
|
|
Pipelines — 1.6%
|
||
|
Cheniere Corpus Christi Holdings LLC
|
|
|
|
2.74%, 12/31/39
|
9,420
|
7,959,439
|
|
3.70%, 11/15/29
|
1,692
|
1,642,986
|
|
5.13%, 06/30/27
|
507
|
509,181
|
|
Cheniere Energy Partners LP
|
|
|
|
3.25%, 01/31/32
|
275
|
252,427
|
|
4.00%, 03/01/31
|
335
|
322,970
|
|
5.35%, 11/30/36(b)
|
80
|
80,001
|
|
5.55%, 10/30/35
|
25
|
25,485
|
|
5.95%, 06/30/33
|
206
|
215,854
|
|
6.05%, 11/30/56(b)
|
35
|
35,367
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
Cheniere Energy, Inc.
|
|
|
|
4.63%, 10/15/28
|
$13,215
|
$13,198,829
|
|
5.20%, 07/30/36(b)
|
140
|
138,097
|
|
5.65%, 04/15/34
|
4,665
|
4,803,224
|
|
6.00%, 07/30/56(b)
|
70
|
69,897
|
|
Columbia Pipeline Group, Inc., 5.80%, 06/01/45
|
115
|
113,825
|
|
Enbridge Energy Partners LP
|
|
|
|
7.38%, 10/15/45
|
105
|
121,770
|
|
Series B, 7.50%, 04/15/38
|
285
|
331,086
|
|
Enbridge, Inc.
|
|
|
|
2.50%, 08/01/33
|
895
|
765,173
|
|
3.13%, 11/15/29
|
20
|
19,070
|
|
3.40%, 08/01/51
|
245
|
166,957
|
|
3.70%, 07/15/27
|
104
|
103,275
|
|
4.00%, 11/15/49
|
195
|
148,813
|
|
4.20%, 11/20/28
|
150
|
149,001
|
|
4.50%, 02/15/31
|
150
|
148,299
|
|
4.50%, 06/10/44
|
135
|
114,697
|
|
4.60%, 06/20/28
|
75
|
75,201
|
|
4.85%, 03/27/31
|
250
|
250,910
|
|
4.90%, 06/20/30
|
125
|
125,887
|
|
5.20%, 11/20/35
|
150
|
150,025
|
|
5.30%, 04/05/29
|
55
|
56,063
|
|
5.45%, 03/27/36
|
250
|
253,574
|
|
5.50%, 12/01/46
|
120
|
115,392
|
|
5.55%, 06/20/35
|
190
|
194,552
|
|
5.63%, 04/05/34
|
210
|
217,268
|
|
5.70%, 03/08/33
|
495
|
514,447
|
|
5.95%, 04/05/54
|
70
|
70,492
|
|
6.00%, 11/15/28
|
130
|
134,436
|
|
6.70%, 11/15/53
|
120
|
132,241
|
|
7.20%, 06/27/54, (5-year CMT + 2.97%)(a)
|
30
|
32,042
|
|
7.38%, 03/15/55, (5-year CMT + 3.12%)(a)
|
60
|
63,440
|
|
Energy Transfer LP
|
|
|
|
5.95%, 05/15/54
|
15
|
14,477
|
|
6.05%, 09/01/54
|
40
|
38,973
|
|
6.20%, 04/01/55
|
15
|
14,905
|
|
Enterprise Products Operating LLC
|
|
|
|
2.80%, 01/31/30
|
55
|
51,843
|
|
3.13%, 07/31/29
|
150
|
144,335
|
|
3.70%, 01/31/51
|
20
|
14,684
|
|
3.95%, 01/31/60
|
191
|
140,171
|
|
4.20%, 01/31/50
|
156
|
125,927
|
|
4.25%, 02/15/48
|
15
|
12,285
|
|
4.45%, 02/15/43
|
133
|
116,147
|
|
4.80%, 02/01/49
|
226
|
199,234
|
|
4.85%, 08/15/42
|
142
|
130,640
|
|
4.85%, 03/15/44
|
95
|
86,825
|
|
4.90%, 05/15/46
|
228
|
206,002
|
|
4.95%, 10/15/54
|
229
|
202,536
|
|
5.10%, 02/15/45
|
269
|
252,065
|
|
5.38%, 02/15/78, (3-mo. CME Term SOFR +
2.83%)(a)
|
310
|
309,042
|
|
5.70%, 02/15/42
|
118
|
119,651
|
|
5.95%, 02/01/41
|
158
|
165,340
|
|
6.13%, 10/15/39
|
130
|
138,672
|
|
6.45%, 09/01/40
|
119
|
130,508
|
|
7.55%, 04/15/38
|
94
|
111,519
|
|
Series D, 6.88%, 03/01/33
|
105
|
117,219
|
|
Series E, 5.25%, 08/16/77, (3-mo. CME Term
SOFR + 3.29%)(a)
|
95
|
94,786
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
Series H, 6.65%, 10/15/34
|
$15
|
$16,617
|
|
Kinder Morgan Energy Partners LP
|
|
|
|
4.70%, 11/01/42
|
53
|
46,538
|
|
5.00%, 08/15/42
|
155
|
141,027
|
|
5.00%, 03/01/43
|
170
|
154,472
|
|
5.40%, 09/01/44
|
169
|
159,659
|
|
5.50%, 03/01/44
|
211
|
201,907
|
|
5.63%, 09/01/41
|
110
|
108,457
|
|
5.80%, 03/15/35
|
305
|
317,522
|
|
6.38%, 03/01/41
|
144
|
152,504
|
|
6.50%, 02/01/37
|
127
|
137,654
|
|
6.50%, 09/01/39
|
198
|
213,752
|
|
6.55%, 09/15/40
|
139
|
149,293
|
|
6.95%, 01/15/38
|
245
|
275,324
|
|
7.30%, 08/15/33
|
352
|
399,479
|
|
7.40%, 03/15/31
|
55
|
61,093
|
|
7.50%, 11/15/40
|
121
|
141,483
|
|
7.75%, 03/15/32
|
135
|
154,358
|
|
Kinder Morgan, Inc.
|
|
|
|
2.00%, 02/15/31
|
300
|
266,229
|
|
3.25%, 08/01/50
|
187
|
124,140
|
|
3.60%, 02/15/51
|
145
|
102,226
|
|
4.30%, 03/01/28
|
512
|
511,895
|
|
4.80%, 02/01/33
|
635
|
629,932
|
|
5.00%, 02/01/29
|
775
|
785,019
|
|
5.05%, 02/15/46
|
275
|
248,505
|
|
5.10%, 08/01/29
|
105
|
106,625
|
|
5.15%, 06/01/30
|
1,060
|
1,082,547
|
|
5.20%, 06/01/33
|
740
|
753,061
|
|
5.20%, 03/01/48
|
284
|
259,546
|
|
5.30%, 12/01/34
|
735
|
744,055
|
|
5.40%, 02/01/34
|
410
|
419,721
|
|
5.45%, 08/01/52
|
50
|
46,942
|
|
5.55%, 06/01/45
|
326
|
314,644
|
|
5.85%, 06/01/35
|
1,050
|
1,101,422
|
|
5.95%, 08/01/54
|
190
|
190,771
|
|
7.75%, 01/15/32
|
247
|
282,572
|
|
7.80%, 08/01/31
|
135
|
153,622
|
|
MPLX LP
|
|
|
|
4.00%, 03/15/28
|
110
|
109,145
|
|
4.25%, 12/01/27
|
45
|
44,876
|
|
4.50%, 04/15/38
|
396
|
359,887
|
|
4.70%, 04/15/48
|
383
|
318,859
|
|
4.80%, 02/15/29
|
98
|
98,516
|
|
4.90%, 04/15/58
|
257
|
210,145
|
|
4.95%, 03/14/52
|
130
|
110,133
|
|
5.20%, 03/01/47
|
252
|
226,889
|
|
5.50%, 02/15/49
|
291
|
267,530
|
|
ONEOK Partners LP
|
|
|
|
6.13%, 02/01/41
|
166
|
169,677
|
|
6.20%, 09/15/43
|
146
|
148,481
|
|
6.65%, 10/01/36
|
275
|
299,263
|
|
6.85%, 10/15/37
|
230
|
252,151
|
|
ONEOK, Inc.
|
|
|
|
3.10%, 03/15/30
|
315
|
297,580
|
|
3.25%, 06/01/30
|
190
|
179,557
|
|
3.40%, 09/01/29
|
120
|
115,311
|
|
3.95%, 03/01/50
|
165
|
119,249
|
|
4.00%, 07/13/27
|
464
|
462,263
|
|
4.20%, 10/03/47
|
125
|
96,270
|
|
4.35%, 03/15/29
|
175
|
173,773
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
4.45%, 09/01/49
|
$210
|
$169,685
|
|
4.50%, 03/15/50
|
158
|
123,694
|
|
4.55%, 07/15/28
|
698
|
698,312
|
|
4.75%, 10/15/31
|
185
|
183,748
|
|
4.85%, 02/01/49
|
164
|
137,573
|
|
4.95%, 10/15/32
|
125
|
124,603
|
|
4.95%, 07/13/47
|
152
|
130,643
|
|
5.05%, 11/01/34
|
780
|
767,046
|
|
5.20%, 07/15/48
|
330
|
293,030
|
|
5.38%, 06/01/29
|
455
|
462,752
|
|
5.40%, 10/15/35
|
125
|
125,444
|
|
5.65%, 09/01/34
|
780
|
798,470
|
|
5.70%, 11/01/54
|
305
|
284,388
|
|
5.80%, 11/01/30
|
120
|
124,457
|
|
5.85%, 11/01/64
|
75
|
70,394
|
|
6.00%, 06/15/35
|
140
|
145,565
|
|
6.05%, 09/01/33
|
285
|
299,582
|
|
6.10%, 11/15/32
|
220
|
232,297
|
|
6.25%, 10/15/55
|
350
|
351,361
|
|
6.35%, 01/15/31
|
235
|
248,689
|
|
6.63%, 09/01/53
|
65
|
68,287
|
|
7.15%, 01/15/51
|
5
|
5,510
|
|
Sabine Pass Liquefaction LLC
|
|
|
|
4.20%, 03/15/28
|
377
|
375,482
|
|
4.50%, 05/15/30
|
396
|
393,576
|
|
5.90%, 09/15/37
|
52
|
54,151
|
|
Spectra Energy Partners LP
|
|
|
|
4.50%, 03/15/45
|
249
|
211,506
|
|
5.95%, 09/25/43
|
302
|
304,046
|
|
Targa Resources Corp.
|
|
|
|
4.20%, 02/01/33
|
550
|
523,257
|
|
4.35%, 01/15/29
|
150
|
149,370
|
|
4.35%, 04/15/31
|
100
|
97,967
|
|
4.90%, 09/15/30
|
200
|
201,260
|
|
4.95%, 04/15/52
|
215
|
184,799
|
|
5.40%, 07/30/36
|
160
|
160,110
|
|
5.50%, 02/15/35
|
175
|
177,797
|
|
5.55%, 08/15/35
|
280
|
284,129
|
|
5.65%, 02/15/36
|
190
|
194,153
|
|
6.05%, 05/15/56
|
115
|
114,201
|
|
6.13%, 03/15/33
|
85
|
89,948
|
|
6.13%, 05/15/55
|
160
|
160,617
|
|
6.50%, 03/30/34
|
355
|
385,029
|
|
6.50%, 02/15/53
|
255
|
268,172
|
|
Targa Resources Partners LP/Targa Resources
Partners Finance Corp.
|
|
|
|
4.00%, 01/15/32
|
665
|
632,994
|
|
4.88%, 02/01/31
|
580
|
579,671
|
|
5.50%, 03/01/30
|
335
|
339,128
|
|
Tennessee Gas Pipeline Co. LLC
|
|
|
|
7.00%, 10/15/28
|
25
|
26,369
|
|
7.63%, 04/01/37
|
120
|
140,529
|
|
Texas Eastern Transmission LP, 7.00%, 07/15/32
|
352
|
389,033
|
|
TransCanada PipeLines Ltd.
|
|
|
|
4.10%, 04/15/30
|
229
|
224,262
|
|
4.25%, 05/15/28
|
165
|
164,300
|
|
4.63%, 03/01/34
|
310
|
300,398
|
|
4.88%, 05/15/48
|
75
|
66,554
|
|
5.10%, 03/15/49
|
129
|
120,685
|
|
5.60%, 03/31/34
|
95
|
97,402
|
|
5.85%, 03/15/36
|
120
|
125,271
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
6.10%, 06/01/40
|
$105
|
$109,905
|
|
6.20%, 10/15/37
|
319
|
338,960
|
|
7.00%, 06/01/65, (5-year CMT + 2.61%)(a)
|
20
|
20,589
|
|
7.25%, 08/15/38
|
209
|
239,768
|
|
7.63%, 01/15/39
|
220
|
260,326
|
|
Transcontinental Gas Pipe Line Co. LLC
|
|
|
|
3.95%, 05/15/50
|
15
|
11,437
|
|
4.00%, 03/15/28
|
40
|
39,674
|
|
4.45%, 08/01/42
|
130
|
113,019
|
|
4.60%, 03/15/48
|
322
|
272,854
|
|
5.40%, 08/15/41
|
93
|
89,975
|
|
Valero Energy Partners LP, 4.50%, 03/15/28
|
200
|
200,000
|
|
Western Midstream Operating LP
|
|
|
|
4.05%, 02/01/30
|
390
|
378,857
|
|
4.50%, 03/01/28
|
135
|
134,826
|
|
4.80%, 03/01/31
|
125
|
124,168
|
|
5.25%, 02/01/50
|
260
|
227,082
|
|
5.30%, 03/01/48
|
10
|
8,713
|
|
5.45%, 11/15/34
|
215
|
215,237
|
|
5.45%, 04/01/44
|
115
|
105,102
|
|
5.50%, 12/15/35
|
75
|
74,706
|
|
5.50%, 08/15/48
|
160
|
141,751
|
|
6.15%, 04/01/33
|
705
|
741,603
|
|
Williams Companies, Inc.(The)
|
|
|
|
2.60%, 03/15/31
|
1,005
|
911,360
|
|
3.50%, 11/15/30
|
500
|
475,517
|
|
3.75%, 06/15/27
|
202
|
201,010
|
|
4.63%, 06/30/30
|
200
|
199,862
|
|
4.65%, 08/15/32
|
15
|
14,830
|
|
4.80%, 11/15/29
|
10
|
10,075
|
|
4.85%, 03/01/48
|
245
|
212,628
|
|
4.90%, 01/15/45
|
172
|
152,346
|
|
5.10%, 09/15/45
|
311
|
284,942
|
|
5.15%, 03/15/34
|
395
|
395,726
|
|
5.15%, 03/15/36
|
1,330
|
1,313,506
|
|
5.30%, 09/30/35
|
695
|
696,000
|
|
5.30%, 08/15/52
|
20
|
18,284
|
|
5.40%, 03/04/44
|
188
|
177,843
|
|
5.60%, 03/15/35
|
195
|
199,663
|
|
5.65%, 03/15/33
|
200
|
206,866
|
|
5.75%, 06/24/44
|
70
|
69,095
|
|
5.80%, 11/15/43
|
71
|
70,254
|
|
5.80%, 11/15/54
|
115
|
112,354
|
|
5.95%, 03/15/56
|
315
|
313,314
|
|
6.00%, 03/15/55
|
70
|
70,107
|
|
6.30%, 04/15/40
|
305
|
324,000
|
|
8.75%, 03/15/32
|
148
|
176,033
|
|
Series A, 7.50%, 01/15/31
|
62
|
69,049
|
|
|
|
75,678,559
|
|
Private Equity — 0.0%
|
||
|
Brookfield Finance, Inc., 5.81%, 03/03/55
|
75
|
73,112
|
|
Real Estate — 0.1%
|
||
|
CBRE Services, Inc.
|
|
|
|
2.50%, 04/01/31
|
1,300
|
1,170,373
|
|
4.80%, 06/15/30
|
100
|
100,275
|
|
4.90%, 01/15/33
|
125
|
123,324
|
|
5.25%, 06/01/36
|
175
|
172,309
|
|
5.50%, 04/01/29
|
170
|
174,101
|
|
5.50%, 06/15/35
|
355
|
359,425
|
|
5.95%, 08/15/34
|
445
|
463,953
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate (continued)
|
||
|
Jones Lang LaSalle, Inc., 6.88%, 12/01/28
|
$30
|
$31,496
|
|
|
|
2,595,256
|
|
Real Estate Investment Trusts — 1.1%
|
||
|
American Tower Corp.
|
|
|
|
1.88%, 10/15/30
|
205
|
182,186
|
|
2.10%, 06/15/30
|
415
|
375,647
|
|
2.30%, 09/15/31
|
160
|
141,476
|
|
2.70%, 04/15/31
|
490
|
445,997
|
|
2.90%, 01/15/30
|
340
|
319,918
|
|
2.95%, 01/15/51
|
675
|
424,076
|
|
3.10%, 06/15/50
|
125
|
81,426
|
|
3.55%, 07/15/27
|
475
|
471,139
|
|
3.60%, 01/15/28
|
610
|
601,787
|
|
3.70%, 10/15/49
|
342
|
250,153
|
|
3.80%, 08/15/29
|
535
|
522,823
|
|
3.95%, 03/15/29
|
101
|
99,376
|
|
4.05%, 03/15/32
|
30
|
28,826
|
|
4.70%, 12/15/32
|
90
|
88,763
|
|
4.90%, 03/15/30
|
195
|
196,745
|
|
5.00%, 01/31/30
|
25
|
25,293
|
|
5.20%, 02/15/29
|
70
|
71,112
|
|
5.25%, 07/15/28
|
70
|
71,020
|
|
5.35%, 03/15/35
|
1,345
|
1,360,044
|
|
5.40%, 01/31/35
|
1,130
|
1,146,932
|
|
5.45%, 02/15/34
|
1,195
|
1,218,858
|
|
5.50%, 03/15/28
|
25
|
25,415
|
|
5.55%, 07/15/33
|
290
|
298,697
|
|
5.65%, 03/15/33
|
25
|
25,915
|
|
5.90%, 11/15/33
|
160
|
167,942
|
|
AvalonBay Communities, Inc.
|
|
|
|
2.30%, 03/01/30
|
57
|
52,605
|
|
3.20%, 01/15/28
|
155
|
152,257
|
|
3.30%, 06/01/29
|
110
|
106,321
|
|
3.90%, 10/15/46
|
59
|
46,190
|
|
4.35%, 04/15/48
|
122
|
101,046
|
|
5.00%, 02/15/33
|
410
|
414,098
|
|
Boston Properties LP
|
|
|
|
2.45%, 10/01/33
|
460
|
379,173
|
|
2.55%, 04/01/32
|
300
|
261,335
|
|
2.90%, 03/15/30
|
360
|
335,661
|
|
3.25%, 01/30/31
|
369
|
342,627
|
|
3.40%, 06/21/29
|
401
|
385,344
|
|
4.50%, 12/01/28
|
275
|
274,169
|
|
5.75%, 01/15/35
|
210
|
212,196
|
|
6.50%, 01/15/34
|
270
|
286,019
|
|
6.75%, 12/01/27
|
100
|
103,062
|
|
Brixmor Operating Partnership LP
|
|
|
|
2.50%, 08/16/31
|
30
|
26,765
|
|
4.05%, 07/01/30
|
319
|
310,311
|
|
4.13%, 05/15/29
|
60
|
59,217
|
|
COPT Defense Properties LP
|
|
|
|
2.00%, 01/15/29
|
285
|
266,655
|
|
2.75%, 04/15/31
|
215
|
194,877
|
|
2.90%, 12/01/33
|
200
|
170,233
|
|
Crown Castle, Inc.
|
|
|
|
2.10%, 04/01/31
|
515
|
452,681
|
|
2.25%, 01/15/31
|
370
|
329,516
|
|
2.50%, 07/15/31
|
280
|
249,158
|
|
2.90%, 04/01/41
|
1,075
|
784,761
|
|
3.10%, 11/15/29
|
105
|
99,616
|
|
3.25%, 01/15/51
|
220
|
144,701
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
3.30%, 07/01/30
|
$445
|
$419,962
|
|
3.65%, 09/01/27
|
775
|
767,758
|
|
3.80%, 02/15/28
|
857
|
846,783
|
|
4.00%, 11/15/49
|
205
|
152,752
|
|
4.15%, 07/01/50
|
215
|
166,307
|
|
4.30%, 02/15/29
|
380
|
376,718
|
|
4.75%, 05/15/47
|
264
|
223,005
|
|
4.80%, 09/01/28
|
525
|
527,750
|
|
5.00%, 01/11/28
|
320
|
322,425
|
|
5.10%, 05/01/33
|
395
|
392,301
|
|
5.20%, 09/01/34
|
1,185
|
1,180,447
|
|
5.20%, 02/15/49
|
251
|
225,350
|
|
5.60%, 06/01/29
|
225
|
230,481
|
|
5.80%, 03/01/34
|
75
|
77,411
|
|
Digital Realty Trust LP
|
|
|
|
3.60%, 07/01/29
|
3,309
|
3,213,348
|
|
3.70%, 08/15/27
|
1,584
|
1,570,547
|
|
4.45%, 07/15/28
|
5,017
|
5,010,661
|
|
5.55%, 01/15/28
|
2,580
|
2,622,372
|
|
DOC DR LLC
|
|
|
|
2.63%, 11/01/31
|
20
|
17,827
|
|
3.95%, 01/15/28
|
275
|
272,469
|
|
Equinix Asia Financing Corp. Pte. Ltd., 4.40%,
03/15/31
|
2,055
|
2,018,515
|
|
Equinix Europe 2 Financing Corp. LLC
|
|
|
|
4.60%, 11/15/30
|
370
|
366,489
|
|
5.50%, 06/15/34
|
1,735
|
1,770,309
|
|
Equinix, Inc.
|
|
|
|
1.55%, 03/15/28
|
405
|
385,007
|
|
1.80%, 07/15/27
|
20
|
19,436
|
|
2.00%, 05/15/28
|
1,255
|
1,198,227
|
|
2.15%, 07/15/30
|
910
|
820,989
|
|
2.50%, 05/15/31
|
505
|
453,318
|
|
2.95%, 09/15/51
|
260
|
163,307
|
|
3.00%, 07/15/50
|
282
|
180,357
|
|
3.20%, 11/18/29
|
1,858
|
1,773,941
|
|
3.40%, 02/15/52
|
225
|
152,579
|
|
3.90%, 04/15/32
|
220
|
208,563
|
|
Federal Realty OP LP
|
|
|
|
3.20%, 06/15/29
|
234
|
224,392
|
|
3.50%, 06/01/30
|
785
|
748,599
|
|
4.50%, 12/01/44
|
50
|
42,982
|
|
Healthpeak OP LLC
|
|
|
|
3.00%, 01/15/30
|
579
|
545,863
|
|
3.50%, 07/15/29
|
571
|
551,598
|
|
4.75%, 01/15/33
|
25
|
24,510
|
|
5.25%, 12/15/32
|
15
|
15,145
|
|
6.75%, 02/01/41
|
155
|
169,024
|
|
Highwoods Realty LP
|
|
|
|
2.60%, 02/01/31
|
20
|
17,832
|
|
3.05%, 02/15/30
|
135
|
125,410
|
|
4.20%, 04/15/29
|
60
|
58,786
|
|
7.65%, 02/01/34
|
50
|
55,903
|
|
Host Hotels & Resorts LP
|
|
|
|
5.70%, 07/01/34
|
40
|
40,803
|
|
Series H, 3.38%, 12/15/29
|
260
|
247,305
|
|
Series I, 3.50%, 09/15/30
|
470
|
443,113
|
|
Series J, 2.90%, 12/15/31
|
55
|
49,113
|
|
Kilroy Realty LP
|
|
|
|
2.50%, 11/15/32
|
315
|
261,075
|
|
3.05%, 02/15/30
|
470
|
432,688
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
Kimco Realty OP LLC
|
|
|
|
3.70%, 10/01/49
|
$69
|
$50,786
|
|
4.13%, 12/01/46
|
152
|
122,978
|
|
4.25%, 04/01/45
|
80
|
66,772
|
|
4.45%, 09/01/47
|
115
|
96,211
|
|
Piedmont Operating Partnership LP, 3.15%,
08/15/30
|
160
|
146,127
|
|
Prologis LP
|
|
|
|
2.13%, 10/15/50
|
176
|
94,124
|
|
2.25%, 04/15/30
|
35
|
32,224
|
|
2.25%, 01/15/32
|
60
|
52,808
|
|
2.88%, 11/15/29
|
45
|
42,694
|
|
3.00%, 04/15/50
|
116
|
76,212
|
|
3.05%, 03/01/50
|
51
|
33,884
|
|
3.88%, 09/15/28
|
930
|
919,791
|
|
4.00%, 09/15/28
|
20
|
19,836
|
|
4.38%, 02/01/29
|
215
|
214,885
|
|
4.38%, 09/15/48
|
170
|
140,483
|
|
4.63%, 01/15/33
|
285
|
281,993
|
|
4.75%, 06/15/33
|
450
|
446,694
|
|
4.88%, 06/15/28
|
115
|
116,208
|
|
5.13%, 01/15/34
|
100
|
101,050
|
|
5.25%, 03/15/54
|
20
|
18,864
|
|
Regency Centers LP
|
|
|
|
2.95%, 09/15/29
|
250
|
238,149
|
|
4.13%, 03/15/28
|
232
|
231,010
|
|
4.40%, 02/01/47
|
80
|
67,186
|
|
4.50%, 03/15/33
|
25
|
24,365
|
|
4.65%, 03/15/49
|
105
|
90,006
|
|
VICI Properties LP
|
|
|
|
4.95%, 02/15/30
|
140
|
140,015
|
|
5.13%, 05/15/32
|
310
|
307,873
|
|
5.63%, 05/15/52
|
280
|
257,126
|
|
Welltower OP LLC
|
|
|
|
2.75%, 01/15/31
|
205
|
188,888
|
|
2.75%, 01/15/32
|
475
|
428,368
|
|
2.80%, 06/01/31
|
205
|
188,273
|
|
3.10%, 01/15/30
|
300
|
285,142
|
|
3.85%, 06/15/32
|
335
|
318,896
|
|
4.13%, 03/15/29
|
205
|
203,319
|
|
4.25%, 04/15/28
|
410
|
409,390
|
|
4.50%, 07/01/30
|
50
|
49,818
|
|
4.95%, 09/01/48
|
208
|
190,857
|
|
5.13%, 07/01/35
|
50
|
50,295
|
|
6.50%, 03/15/41
|
210
|
232,069
|
|
Weyerhaeuser Co.
|
|
|
|
4.00%, 11/15/29
|
469
|
459,245
|
|
4.00%, 04/15/30
|
297
|
289,142
|
|
6.95%, 10/01/27
|
20
|
20,588
|
|
7.38%, 03/15/32
|
435
|
486,658
|
|
|
|
55,595,314
|
|
Retail — 0.7%
|
||
|
AutoNation, Inc.
|
|
|
|
2.40%, 08/01/31
|
140
|
123,179
|
|
3.80%, 11/15/27
|
212
|
209,728
|
|
3.85%, 03/01/32
|
70
|
65,415
|
|
4.45%, 01/15/29
|
100
|
99,115
|
|
4.75%, 06/01/30
|
135
|
134,316
|
|
5.89%, 03/15/35
|
830
|
847,576
|
|
Security
|
Par
(000
)
|
Value
|
|
Retail (continued)
|
||
|
Best Buy Co., Inc.
|
|
|
|
1.95%, 10/01/30
|
$2,575
|
$2,294,036
|
|
4.45%, 10/01/28
|
1,986
|
1,986,149
|
|
Dollar General Corp.
|
|
|
|
4.13%, 04/03/50
|
49
|
37,647
|
|
5.20%, 07/05/28
|
65
|
65,785
|
|
5.45%, 07/05/33
|
35
|
35,609
|
|
5.50%, 11/01/52
|
5
|
4,696
|
|
Dollar Tree, Inc., 3.38%, 12/01/51
|
95
|
63,041
|
|
Ferguson Enterprises, Inc.
|
|
|
|
4.35%, 03/15/31
|
50
|
49,187
|
|
5.00%, 10/03/34
|
995
|
987,354
|
|
Genuine Parts Co., 6.88%, 11/01/33
|
35
|
37,879
|
|
Home Depot, Inc.(The)
|
|
|
|
2.70%, 04/15/30
|
458
|
430,653
|
|
2.80%, 09/14/27
|
145
|
142,665
|
|
2.95%, 06/15/29
|
1,545
|
1,485,771
|
|
3.13%, 12/15/49
|
335
|
223,627
|
|
3.25%, 04/15/32
|
170
|
158,516
|
|
3.30%, 04/15/40
|
50
|
40,155
|
|
3.35%, 04/15/50
|
437
|
304,099
|
|
3.50%, 09/15/56
|
390
|
267,542
|
|
3.63%, 04/15/52
|
250
|
179,703
|
|
3.75%, 09/15/28
|
95
|
94,135
|
|
3.90%, 12/06/28
|
940
|
934,346
|
|
3.90%, 06/15/47
|
295
|
230,053
|
|
3.95%, 09/15/30(c)
|
120
|
117,935
|
|
4.20%, 04/01/43
|
320
|
272,164
|
|
4.25%, 04/01/46
|
384
|
319,863
|
|
4.40%, 03/15/45
|
285
|
243,171
|
|
4.50%, 09/15/32
|
260
|
258,894
|
|
4.50%, 12/06/48
|
355
|
301,205
|
|
4.65%, 09/15/35
|
185
|
180,352
|
|
4.85%, 06/25/31
|
215
|
218,685
|
|
4.88%, 02/15/44
|
290
|
265,334
|
|
4.95%, 06/25/34
|
300
|
301,474
|
|
5.30%, 06/25/54
|
105
|
98,912
|
|
5.40%, 09/15/40
|
305
|
307,804
|
|
5.40%, 06/25/64
|
70
|
66,034
|
|
5.88%, 12/16/36
|
745
|
792,044
|
|
5.95%, 04/01/41
|
65
|
68,867
|
|
Lowe's Companies, Inc.
|
|
|
|
1.70%, 10/15/30
|
145
|
128,262
|
|
2.63%, 04/01/31
|
205
|
186,957
|
|
3.00%, 10/15/50
|
223
|
140,133
|
|
3.70%, 04/15/46
|
300
|
224,644
|
|
3.75%, 04/01/32
|
185
|
175,318
|
|
3.95%, 10/15/27
|
275
|
273,878
|
|
4.00%, 10/15/28
|
275
|
272,345
|
|
4.05%, 05/03/47
|
370
|
288,523
|
|
4.25%, 03/15/31
|
275
|
269,863
|
|
4.25%, 04/01/52
|
225
|
175,773
|
|
4.38%, 09/15/45
|
379
|
314,101
|
|
4.45%, 04/01/62
|
380
|
294,368
|
|
4.50%, 04/15/30
|
135
|
134,914
|
|
4.50%, 10/15/32
|
265
|
259,769
|
|
4.55%, 04/05/49
|
330
|
272,920
|
|
4.65%, 04/15/42
|
140
|
125,069
|
|
4.85%, 10/15/35
|
260
|
253,501
|
|
5.00%, 04/15/33
|
55
|
55,358
|
|
5.00%, 04/15/40
|
144
|
136,911
|
|
Security
|
Par
(000
)
|
Value
|
|
Retail (continued)
|
||
|
5.13%, 04/15/50
|
$266
|
$238,033
|
|
5.15%, 07/01/33
|
255
|
257,887
|
|
5.50%, 10/15/35
|
335
|
344,466
|
|
5.63%, 04/15/53
|
90
|
86,364
|
|
5.75%, 07/01/53
|
45
|
43,907
|
|
5.80%, 09/15/62
|
505
|
490,721
|
|
5.85%, 04/01/63
|
465
|
453,133
|
|
6.50%, 03/15/29
|
290
|
305,264
|
|
McDonald's Corp.
|
|
|
|
3.63%, 05/01/43
|
108
|
84,241
|
|
3.63%, 09/01/49
|
212
|
153,866
|
|
3.70%, 02/15/42
|
80
|
64,399
|
|
3.80%, 04/01/28
|
90
|
89,274
|
|
4.20%, 04/01/50
|
237
|
189,040
|
|
4.45%, 03/01/47
|
222
|
186,926
|
|
4.45%, 09/01/48
|
241
|
201,554
|
|
4.60%, 05/26/45
|
200
|
173,585
|
|
4.70%, 12/09/35
|
129
|
126,427
|
|
4.88%, 07/15/40
|
210
|
197,973
|
|
4.88%, 12/09/45
|
315
|
283,625
|
|
4.95%, 08/14/33
|
45
|
45,684
|
|
5.45%, 08/14/53
|
120
|
114,443
|
|
5.70%, 02/01/39
|
30
|
31,114
|
|
6.30%, 10/15/37
|
77
|
83,956
|
|
6.30%, 03/01/38
|
125
|
136,188
|
|
O'Reilly Automotive, Inc., 4.20%, 04/01/30
|
92
|
90,670
|
|
Starbucks Corp.
|
|
|
|
2.25%, 03/12/30
|
75
|
68,907
|
|
3.35%, 03/12/50
|
285
|
194,286
|
|
3.50%, 03/01/28
|
86
|
84,808
|
|
3.50%, 11/15/50
|
480
|
335,135
|
|
3.55%, 08/15/29
|
90
|
87,794
|
|
3.75%, 12/01/47
|
80
|
59,527
|
|
4.30%, 06/15/45
|
112
|
92,285
|
|
4.45%, 08/15/49
|
241
|
198,230
|
|
4.50%, 11/15/48
|
78
|
64,872
|
|
4.80%, 02/15/33
|
100
|
100,033
|
|
Target Corp.
|
|
|
|
2.35%, 02/15/30
|
85
|
79,019
|
|
2.65%, 09/15/30
|
285
|
264,540
|
|
2.95%, 01/15/52
|
290
|
184,436
|
|
3.38%, 04/15/29
|
110
|
107,350
|
|
3.63%, 04/15/46
|
296
|
223,315
|
|
3.90%, 11/15/47
|
250
|
194,293
|
|
4.00%, 07/01/42
|
231
|
193,416
|
|
4.35%, 06/15/28
|
55
|
55,138
|
|
4.40%, 01/15/33
|
370
|
368,249
|
|
4.80%, 01/15/53(c)
|
190
|
167,844
|
|
5.00%, 04/15/35(c)
|
100
|
100,237
|
|
5.25%, 02/15/36(c)
|
90
|
91,529
|
|
6.35%, 11/01/32
|
45
|
49,075
|
|
6.50%, 10/15/37
|
225
|
249,464
|
|
7.00%, 01/15/38
|
235
|
271,692
|
|
Tractor Supply Co.
|
|
|
|
1.75%, 11/01/30
|
3,004
|
2,649,132
|
|
5.25%, 05/15/33
|
1,920
|
1,929,766
|
|
|
|
32,264,434
|
|
Semiconductors — 0.9%
|
||
|
Analog Devices, Inc.
|
|
|
|
4.25%, 06/15/28
|
190
|
189,866
|
|
4.50%, 06/15/30
|
185
|
184,830
|
|
Security
|
Par
(000
)
|
Value
|
|
Semiconductors (continued)
|
||
|
5.30%, 12/15/45
|
$125
|
$120,888
|
|
5.30%, 04/01/54
|
10
|
9,585
|
|
Applied Materials, Inc.
|
|
|
|
1.75%, 06/01/30
|
790
|
711,397
|
|
2.75%, 06/01/50
|
175
|
111,403
|
|
4.00%, 01/15/31
|
826
|
808,426
|
|
4.35%, 04/01/47
|
276
|
235,340
|
|
4.60%, 01/15/36
|
1,150
|
1,116,302
|
|
4.80%, 06/15/29
|
290
|
293,987
|
|
5.10%, 10/01/35
|
680
|
689,264
|
|
5.85%, 06/15/41
|
245
|
257,864
|
|
Broadcom, Inc.
|
|
|
|
3.14%, 11/15/35(b)
|
545
|
463,856
|
|
3.19%, 11/15/36(b)
|
450
|
376,615
|
|
3.42%, 04/15/33
|
659
|
602,179
|
|
3.47%, 04/15/34
|
449
|
404,349
|
|
3.50%, 02/15/41
|
353
|
282,511
|
|
4.15%, 04/15/32(b)
|
190
|
183,586
|
|
4.20%, 10/15/30
|
35
|
34,463
|
|
4.30%, 01/15/31
|
35
|
34,584
|
|
4.30%, 11/15/32
|
160
|
155,395
|
|
4.60%, 07/15/30
|
75
|
74,985
|
|
4.60%, 01/15/33
|
75
|
73,870
|
|
4.80%, 02/15/36
|
275
|
267,547
|
|
4.90%, 07/15/32
|
125
|
125,644
|
|
4.93%, 05/15/37(b)
|
532
|
516,645
|
|
4.95%, 01/15/36
|
30
|
29,629
|
|
5.00%, 04/15/30
|
355
|
360,053
|
|
5.20%, 07/15/35
|
125
|
125,626
|
|
5.70%, 01/15/56
|
45
|
44,867
|
|
Intel Corp.
|
|
|
|
1.60%, 08/12/28
|
1,350
|
1,270,552
|
|
2.00%, 08/12/31
|
45
|
39,273
|
|
2.45%, 11/15/29
|
675
|
628,737
|
|
3.05%, 08/12/51
|
180
|
112,863
|
|
3.25%, 11/15/49
|
360
|
235,901
|
|
3.73%, 12/08/47
|
314
|
227,598
|
|
3.75%, 08/05/27
|
215
|
213,674
|
|
3.90%, 03/25/30
|
25
|
24,308
|
|
4.00%, 08/05/29
|
120
|
117,957
|
|
4.00%, 12/15/32
|
640
|
605,234
|
|
4.10%, 05/19/46
|
109
|
84,828
|
|
4.10%, 05/11/47
|
200
|
154,156
|
|
4.15%, 08/05/32
|
240
|
230,640
|
|
4.25%, 12/15/42
|
150
|
124,252
|
|
4.65%, 06/01/31
|
520
|
516,003
|
|
4.75%, 03/25/50
|
293
|
243,263
|
|
4.80%, 10/01/41
|
235
|
210,475
|
|
4.90%, 07/29/45
|
212
|
185,096
|
|
4.90%, 08/05/52
|
190
|
160,618
|
|
4.95%, 03/25/60
|
190
|
158,432
|
|
5.00%, 08/15/33
|
530
|
528,400
|
|
5.05%, 08/05/62
|
5
|
4,191
|
|
5.13%, 02/10/30
|
475
|
482,176
|
|
5.15%, 02/21/34(c)
|
175
|
175,709
|
|
5.20%, 02/10/33
|
685
|
694,009
|
|
5.30%, 05/15/36
|
655
|
654,223
|
|
5.70%, 02/10/53
|
220
|
208,593
|
|
5.90%, 02/10/63
|
155
|
149,193
|
|
6.13%, 05/15/56
|
575
|
578,708
|
|
6.20%, 05/15/66
|
425
|
427,134
|
|
Security
|
Par
(000
)
|
Value
|
|
Semiconductors (continued)
|
||
|
KLA Corp.
|
|
|
|
3.30%, 03/01/50
|
$75
|
$51,782
|
|
5.00%, 03/15/49
|
90
|
82,536
|
|
5.25%, 07/15/62
|
85
|
78,441
|
|
Lam Research Corp.
|
|
|
|
1.90%, 06/15/30
|
1,345
|
1,218,917
|
|
2.88%, 06/15/50
|
231
|
147,811
|
|
3.13%, 06/15/60
|
85
|
52,448
|
|
4.00%, 03/15/29
|
1,181
|
1,170,685
|
|
4.88%, 03/15/49
|
175
|
158,996
|
|
Marvell Technology, Inc.
|
|
|
|
4.75%, 07/15/30
|
25
|
25,079
|
|
5.30%, 04/15/36
|
175
|
175,188
|
|
5.45%, 07/15/35
|
25
|
25,554
|
|
5.95%, 09/15/33
|
55
|
58,040
|
|
Micron Technology, Inc.
|
|
|
|
2.70%, 04/15/32
|
155
|
139,092
|
|
3.48%, 11/01/51
|
240
|
171,091
|
|
NVIDIA Corp.
|
|
|
|
2.00%, 06/15/31
|
1,310
|
1,173,271
|
|
2.85%, 04/01/30
|
1,585
|
1,503,688
|
|
3.50%, 04/01/40
|
170
|
142,265
|
|
3.50%, 04/01/50
|
372
|
277,229
|
|
NXP BV/NXP Funding LLC, 5.55%, 12/01/28
|
1,935
|
1,977,799
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc.
|
|
|
|
2.50%, 05/11/31
|
365
|
327,975
|
|
2.65%, 02/15/32
|
390
|
346,457
|
|
3.13%, 02/15/42
|
470
|
341,146
|
|
3.25%, 05/11/41
|
140
|
106,302
|
|
3.25%, 11/30/51
|
139
|
91,996
|
|
3.40%, 05/01/30
|
565
|
539,234
|
|
4.30%, 08/19/28
|
195
|
194,234
|
|
4.30%, 06/18/29
|
1,110
|
1,100,308
|
|
4.40%, 06/01/27
|
605
|
605,705
|
|
4.85%, 08/19/32
|
215
|
213,175
|
|
5.00%, 01/15/33
|
440
|
439,736
|
|
5.25%, 08/19/35
|
795
|
796,754
|
|
Qorvo, Inc., 4.38%, 10/15/29
|
290
|
284,230
|
|
QUALCOMM, Inc.
|
|
|
|
4.30%, 05/20/47
|
375
|
310,893
|
|
4.50%, 05/20/52
|
185
|
154,524
|
|
4.65%, 05/20/35
|
95
|
93,786
|
|
4.80%, 05/20/45
|
65
|
58,576
|
|
6.00%, 05/20/53
|
45
|
46,601
|
|
Texas Instruments, Inc.
|
|
|
|
1.75%, 05/04/30
|
935
|
845,328
|
|
1.90%, 09/15/31
|
415
|
365,070
|
|
2.25%, 09/04/29
|
879
|
823,360
|
|
2.70%, 09/15/51
|
250
|
153,009
|
|
2.90%, 11/03/27
|
980
|
964,372
|
|
3.65%, 08/16/32
|
1,260
|
1,200,246
|
|
3.88%, 03/15/39
|
318
|
280,410
|
|
4.10%, 08/16/52
|
50
|
39,796
|
|
4.15%, 05/15/48
|
410
|
339,692
|
|
4.50%, 05/23/30
|
120
|
120,499
|
|
4.60%, 02/08/29(c)
|
220
|
222,415
|
|
4.85%, 02/08/34
|
505
|
509,581
|
|
4.90%, 03/14/33
|
700
|
712,672
|
|
5.10%, 05/23/35
|
125
|
126,687
|
|
5.15%, 02/08/54
|
155
|
146,053
|
|
Security
|
Par
(000
)
|
Value
|
|
Semiconductors (continued)
|
||
|
TSMC Arizona Corp.
|
|
|
|
2.50%, 10/25/31
|
$1,620
|
$1,470,181
|
|
3.13%, 10/25/41
|
30
|
24,447
|
|
3.25%, 10/25/51
|
235
|
177,009
|
|
4.25%, 04/22/32
|
435
|
431,539
|
|
4.50%, 04/22/52
|
235
|
219,197
|
|
|
|
42,184,859
|
|
Shipbuilding — 0.0%
|
||
|
Huntington Ingalls Industries, Inc.
|
|
|
|
2.04%, 08/16/28
|
200
|
189,422
|
|
3.48%, 12/01/27
|
180
|
177,388
|
|
4.20%, 05/01/30
|
489
|
478,637
|
|
5.35%, 01/15/30
|
25
|
25,486
|
|
5.75%, 01/15/35
|
25
|
25,893
|
|
|
|
896,826
|
|
Software — 1.0%
|
||
|
Adobe, Inc.
|
|
|
|
2.30%, 02/01/30
|
3,125
|
2,894,996
|
|
4.80%, 04/04/29(c)
|
320
|
323,979
|
|
4.95%, 04/04/34
|
290
|
289,680
|
|
5.30%, 01/17/35
|
1,190
|
1,210,461
|
|
Autodesk, Inc.
|
|
|
|
2.40%, 12/15/31
|
1,115
|
982,860
|
|
2.85%, 01/15/30
|
660
|
620,153
|
|
3.50%, 06/15/27
|
1,588
|
1,573,990
|
|
5.30%, 06/15/35
|
815
|
814,988
|
|
Broadridge Financial Solutions, Inc.
|
|
|
|
2.60%, 05/01/31
|
1,030
|
920,718
|
|
2.90%, 12/01/29
|
955
|
895,485
|
|
5.75%, 05/15/36
|
125
|
125,458
|
|
Cadence Design Systems, Inc.
|
|
|
|
4.20%, 09/10/27
|
1,155
|
1,153,070
|
|
4.30%, 09/10/29
|
1,725
|
1,714,820
|
|
4.70%, 09/10/34
|
1,055
|
1,039,478
|
|
Fidelity National Information Services, Inc.
|
|
|
|
4.50%, 08/15/46
|
30
|
24,329
|
|
5.10%, 07/15/32
|
300
|
301,067
|
|
Fiserv, Inc.
|
|
|
|
3.50%, 07/01/29
|
165
|
158,649
|
|
4.20%, 10/01/28
|
100
|
98,947
|
|
4.40%, 07/01/49
|
403
|
309,071
|
|
4.55%, 02/15/31
|
30
|
29,396
|
|
5.25%, 08/11/35(c)
|
50
|
48,935
|
|
Intuit, Inc.
|
|
|
|
1.35%, 07/15/27
|
330
|
319,789
|
|
1.65%, 07/15/30
|
470
|
417,688
|
|
5.20%, 09/15/33
|
745
|
753,335
|
|
5.50%, 09/15/53
|
1,180
|
1,065,183
|
|
Microsoft Corp.
|
|
|
|
2.53%, 06/01/50
|
270
|
162,598
|
|
2.68%, 06/01/60
|
155
|
86,894
|
|
2.92%, 03/17/52
|
710
|
456,952
|
|
3.04%, 03/17/62
|
100
|
61,310
|
|
3.45%, 08/08/36
|
610
|
548,000
|
|
3.50%, 02/12/35(c)
|
1,115
|
1,036,651
|
|
3.50%, 11/15/42
|
50
|
40,372
|
|
3.95%, 08/08/56
|
90
|
68,842
|
|
4.00%, 02/12/55
|
135
|
104,953
|
|
4.10%, 02/06/37
|
460
|
436,772
|
|
4.20%, 11/03/35(c)
|
445
|
434,897
|
|
Security
|
Par
(000
)
|
Value
|
|
Software (continued)
|
||
|
4.50%, 10/01/40
|
$50
|
$47,760
|
|
Oracle Corp.
|
|
|
|
3.60%, 04/01/40
|
787
|
582,352
|
|
3.60%, 04/01/50
|
762
|
474,172
|
|
3.65%, 03/25/41
|
505
|
368,779
|
|
3.80%, 11/15/37
|
392
|
317,985
|
|
3.85%, 07/15/36
|
320
|
268,295
|
|
3.85%, 04/01/60
|
593
|
357,687
|
|
3.90%, 05/15/35
|
475
|
408,566
|
|
3.95%, 03/25/51
|
571
|
374,583
|
|
4.00%, 07/15/46
|
562
|
390,120
|
|
4.00%, 11/15/47
|
444
|
303,069
|
|
4.10%, 03/25/61
|
284
|
180,023
|
|
4.13%, 05/15/45
|
387
|
274,858
|
|
4.20%, 09/27/29
|
15
|
14,620
|
|
4.30%, 07/08/34
|
305
|
275,471
|
|
4.38%, 05/15/55
|
356
|
243,890
|
|
4.50%, 05/06/28
|
40
|
39,916
|
|
4.50%, 07/08/44
|
300
|
228,361
|
|
4.70%, 09/27/34
|
95
|
88,194
|
|
4.90%, 02/06/33
|
555
|
532,946
|
|
5.20%, 09/26/35
|
310
|
294,775
|
|
5.38%, 07/15/40
|
392
|
353,052
|
|
5.38%, 09/27/54
|
240
|
192,340
|
|
5.50%, 09/27/64
|
335
|
264,329
|
|
5.55%, 02/06/53
|
305
|
252,114
|
|
5.70%, 02/04/36
|
510
|
501,107
|
|
5.88%, 09/26/45
|
200
|
178,582
|
|
5.95%, 09/26/55
|
375
|
327,902
|
|
6.00%, 08/03/55
|
80
|
69,889
|
|
6.10%, 09/26/65
|
360
|
309,791
|
|
6.13%, 07/08/39
|
349
|
343,423
|
|
6.13%, 08/03/65
|
215
|
185,999
|
|
6.25%, 11/09/32
|
270
|
279,556
|
|
6.50%, 04/15/38
|
316
|
323,846
|
|
6.55%, 02/04/46
|
5
|
4,815
|
|
6.70%, 02/04/56
|
740
|
712,670
|
|
6.85%, 02/04/66
|
355
|
340,905
|
|
6.90%, 11/09/52
|
435
|
427,850
|
|
Salesforce, Inc.
|
|
|
|
2.70%, 07/15/41
|
35
|
24,129
|
|
2.90%, 07/15/51
|
220
|
130,044
|
|
3.70%, 04/11/28
|
5,215
|
5,155,652
|
|
4.90%, 09/15/31
|
975
|
975,643
|
|
5.20%, 03/15/33
|
775
|
778,623
|
|
5.55%, 03/15/36
|
1,000
|
1,006,051
|
|
6.40%, 03/15/46
|
375
|
381,758
|
|
6.55%, 03/15/56
|
480
|
489,700
|
|
6.70%, 03/15/66
|
395
|
409,638
|
|
ServiceNow, Inc.
|
|
|
|
1.40%, 09/01/30
|
2,165
|
1,901,234
|
|
4.25%, 05/15/28
|
60
|
59,995
|
|
4.70%, 08/15/31
|
80
|
79,978
|
|
5.05%, 05/15/33
|
85
|
85,376
|
|
5.40%, 05/15/36
|
210
|
211,608
|
|
Series ., 6.30%, 05/15/56
|
35
|
36,095
|
|
Synopsys, Inc.
|
|
|
|
4.85%, 04/01/30
|
700
|
703,752
|
|
5.00%, 04/01/32
|
1,170
|
1,177,396
|
|
5.15%, 04/01/35
|
1,215
|
1,212,668
|
|
5.70%, 04/01/55
|
380
|
370,560
|
|
Security
|
Par
(000
)
|
Value
|
|
Software (continued)
|
||
|
VMware LLC, 4.70%, 05/15/30
|
$803
|
$805,470
|
|
Workday, Inc.
|
|
|
|
3.70%, 04/01/29
|
645
|
628,794
|
|
3.80%, 04/01/32
|
860
|
803,198
|
|
|
|
50,086,720
|
|
Telecommunications — 0.7%
|
||
|
America Movil SAB de CV
|
|
|
|
4.38%, 07/16/42
|
25
|
21,675
|
|
4.38%, 04/22/49
|
220
|
181,555
|
|
6.13%, 11/15/37
|
187
|
196,385
|
|
6.13%, 03/30/40
|
517
|
540,848
|
|
6.38%, 03/01/35
|
240
|
259,718
|
|
AT&T, Inc.
|
|
|
|
3.30%, 02/01/52
|
350
|
222,997
|
|
3.50%, 06/01/41
|
460
|
357,141
|
|
3.50%, 09/15/53
|
954
|
630,807
|
|
3.50%, 02/01/61
|
315
|
195,875
|
|
3.55%, 09/15/55
|
1,031
|
672,692
|
|
3.65%, 06/01/51
|
584
|
402,554
|
|
3.65%, 09/15/59
|
943
|
615,265
|
|
3.80%, 12/01/57
|
915
|
621,474
|
|
3.85%, 06/01/60
|
355
|
240,234
|
|
4.30%, 12/15/42
|
145
|
120,778
|
|
4.35%, 06/15/45
|
140
|
113,642
|
|
4.50%, 03/09/48
|
212
|
171,464
|
|
4.55%, 03/09/49
|
231
|
186,506
|
|
4.65%, 06/01/44
|
85
|
72,336
|
|
4.75%, 05/15/46
|
240
|
203,987
|
|
4.80%, 06/15/44
|
40
|
34,621
|
|
4.85%, 03/01/39
|
275
|
256,538
|
|
4.85%, 07/15/45
|
120
|
104,396
|
|
4.90%, 08/15/37
|
183
|
175,860
|
|
5.15%, 03/15/42
|
222
|
204,477
|
|
5.15%, 11/15/46
|
35
|
31,411
|
|
5.15%, 02/15/50
|
140
|
123,191
|
|
5.25%, 03/01/37
|
480
|
476,103
|
|
5.35%, 09/01/40
|
79
|
76,844
|
|
5.45%, 03/01/47
|
125
|
116,049
|
|
5.55%, 08/15/41
|
270
|
262,991
|
|
5.70%, 03/01/57
|
166
|
157,593
|
|
6.00%, 08/15/40
|
155
|
158,578
|
|
6.00%, 04/30/56
|
120
|
117,800
|
|
6.05%, 08/15/56
|
20
|
19,749
|
|
6.30%, 01/15/38
|
85
|
90,387
|
|
6.30%, 10/30/66
|
100
|
100,385
|
|
6.38%, 03/01/41
|
230
|
243,368
|
|
6.55%, 02/15/39
|
203
|
220,476
|
|
Bell Telephone Co. of Canada or Bell Canada
|
|
|
|
3.65%, 08/15/52
|
75
|
52,244
|
|
Series US-6, 3.20%, 02/15/52
|
5
|
3,223
|
|
British Telecommunications PLC, 9.63%, 12/15/30
|
707
|
841,692
|
|
Cisco Systems, Inc.
|
|
|
|
4.75%, 02/24/30
|
75
|
75,958
|
|
4.85%, 02/26/29
|
100
|
101,459
|
|
4.95%, 02/26/31
|
75
|
76,567
|
|
4.95%, 02/24/32
|
75
|
76,264
|
|
5.05%, 02/26/34
|
350
|
354,700
|
|
5.10%, 02/24/35
|
100
|
101,398
|
|
5.30%, 02/26/54
|
235
|
223,404
|
|
5.35%, 02/26/64
|
45
|
42,305
|
|
5.50%, 01/15/40
|
465
|
475,825
|
|
Security
|
Par
(000
)
|
Value
|
|
Telecommunications (continued)
|
||
|
5.50%, 02/24/55
|
$85
|
$83,177
|
|
5.90%, 02/15/39
|
322
|
342,626
|
|
Juniper Networks, Inc., 5.95%, 03/15/41
|
184
|
184,363
|
|
Koninklijke KPN NV, 8.38%, 10/01/30
|
1,655
|
1,890,623
|
|
Motorola Solutions, Inc.
|
|
|
|
2.30%, 11/15/30
|
150
|
135,504
|
|
4.60%, 02/23/28
|
283
|
284,170
|
|
4.60%, 05/23/29
|
180
|
180,270
|
|
4.85%, 08/15/30
|
90
|
90,469
|
|
5.20%, 08/15/32
|
100
|
101,314
|
|
5.50%, 09/01/44
|
90
|
87,025
|
|
5.55%, 08/15/35
|
100
|
102,085
|
|
5.60%, 06/01/32
|
135
|
139,494
|
|
Nokia OYJ
|
|
|
|
4.38%, 06/12/27
|
1,695
|
1,688,723
|
|
6.63%, 05/15/39
|
1,925
|
2,044,200
|
|
Rogers Communications, Inc.
|
|
|
|
3.80%, 03/15/32
|
45
|
41,982
|
|
4.30%, 02/15/48
|
185
|
145,541
|
|
4.35%, 05/01/49
|
135
|
106,758
|
|
4.50%, 03/15/42
|
45
|
38,388
|
|
4.50%, 03/15/43
|
117
|
97,571
|
|
4.55%, 03/15/52
|
170
|
135,090
|
|
TELUS Corp.
|
|
|
|
3.70%, 09/15/27
|
700
|
692,972
|
|
4.30%, 06/15/49
|
5
|
4,004
|
|
4.60%, 11/16/48
|
55
|
45,930
|
|
Verizon Communications, Inc.
|
|
|
|
2.36%, 03/15/32
|
130
|
114,138
|
|
2.55%, 03/21/31
|
286
|
260,931
|
|
2.65%, 11/20/40
|
600
|
426,747
|
|
2.88%, 11/20/50
|
300
|
185,466
|
|
2.99%, 10/30/56
|
661
|
392,098
|
|
3.00%, 11/20/60
|
870
|
506,383
|
|
3.55%, 03/22/51
|
530
|
372,770
|
|
3.70%, 03/22/61
|
767
|
518,615
|
|
3.85%, 11/01/42
|
456
|
367,709
|
|
4.13%, 08/15/46
|
239
|
192,138
|
|
4.27%, 01/15/36
|
455
|
421,892
|
|
4.40%, 11/01/34
|
576
|
548,682
|
|
4.50%, 08/10/33
|
799
|
776,821
|
|
4.52%, 09/15/48
|
310
|
257,611
|
|
4.67%, 03/15/55
|
365
|
300,778
|
|
4.75%, 11/01/41
|
249
|
224,837
|
|
4.81%, 03/15/39
|
362
|
339,307
|
|
4.86%, 08/21/46
|
683
|
601,905
|
|
5.01%, 04/15/49
|
270
|
238,198
|
|
5.01%, 08/21/54
|
450
|
392,705
|
|
5.05%, 05/09/33
|
110
|
111,322
|
|
5.25%, 03/16/37
|
750
|
745,097
|
|
5.50%, 03/16/47
|
357
|
342,197
|
|
5.85%, 09/15/35
|
220
|
230,982
|
|
5.88%, 11/30/55
|
90
|
88,492
|
|
6.00%, 11/30/65
|
700
|
689,765
|
|
6.40%, 09/15/33
|
15
|
16,262
|
|
6.55%, 09/15/43
|
240
|
259,706
|
|
7.75%, 12/01/30
|
180
|
201,958
|
|
Vodafone Group PLC
|
|
|
|
4.25%, 09/17/50
|
277
|
214,883
|
|
4.38%, 02/19/43
|
40
|
33,821
|
|
4.88%, 06/19/49
|
275
|
235,571
|
|
Security
|
Par
(000
)
|
Value
|
|
Telecommunications (continued)
|
||
|
5.00%, 05/30/38
|
$200
|
$195,781
|
|
5.25%, 05/30/48
|
415
|
376,834
|
|
6.15%, 02/27/37
|
255
|
273,989
|
|
6.25%, 11/30/32
|
325
|
346,949
|
|
7.88%, 02/15/30
|
310
|
343,908
|
|
|
|
32,233,316
|
|
Toys, Games & Hobbies — 0.0%
|
||
|
Hasbro, Inc., 6.35%, 03/15/40
|
75
|
78,380
|
|
Transportation — 0.4%
|
||
|
Canadian National Railway Co.
|
|
|
|
2.45%, 05/01/50
|
635
|
373,051
|
|
3.20%, 08/02/46
|
189
|
134,181
|
|
3.65%, 02/03/48
|
152
|
114,375
|
|
3.85%, 08/05/32
|
50
|
47,735
|
|
4.20%, 03/12/31
|
75
|
73,718
|
|
4.35%, 05/12/29
|
55
|
54,873
|
|
4.38%, 09/18/34
|
125
|
121,271
|
|
4.40%, 08/05/52
|
110
|
92,051
|
|
4.45%, 01/20/49
|
170
|
144,121
|
|
4.75%, 11/12/35
|
75
|
73,818
|
|
4.95%, 05/12/36
|
75
|
74,650
|
|
5.85%, 11/01/33
|
250
|
267,213
|
|
6.20%, 06/01/36
|
75
|
81,433
|
|
6.25%, 08/01/34
|
45
|
49,093
|
|
6.38%, 11/15/37
|
155
|
171,412
|
|
Canadian Pacific Railway Co.
|
|
|
|
3.10%, 12/02/51
|
525
|
342,703
|
|
4.20%, 11/15/69
|
95
|
70,752
|
|
4.80%, 09/15/35
|
105
|
103,729
|
|
4.80%, 08/01/45
|
15
|
13,490
|
|
5.95%, 05/15/37
|
100
|
106,117
|
|
6.13%, 09/15/2115
|
510
|
527,391
|
|
7.13%, 10/15/31
|
165
|
182,845
|
|
CH Robinson Worldwide, Inc., 4.20%, 04/15/28
|
2,825
|
2,804,801
|
|
CSX Corp.
|
|
|
|
2.40%, 02/15/30
|
104
|
96,553
|
|
2.50%, 05/15/51
|
120
|
70,222
|
|
3.35%, 09/15/49
|
185
|
129,453
|
|
3.80%, 11/01/46
|
224
|
173,426
|
|
3.80%, 04/15/50
|
115
|
87,117
|
|
3.95%, 05/01/50
|
153
|
118,163
|
|
4.10%, 11/15/32
|
50
|
48,467
|
|
4.10%, 03/15/44
|
74
|
61,457
|
|
4.25%, 11/01/66
|
120
|
91,354
|
|
4.30%, 03/01/48
|
240
|
197,843
|
|
4.40%, 03/01/43
|
83
|
72,701
|
|
4.50%, 03/15/49
|
148
|
124,378
|
|
4.50%, 11/15/52
|
25
|
21,076
|
|
4.50%, 08/01/54
|
170
|
141,656
|
|
4.65%, 03/01/68
|
48
|
39,415
|
|
4.75%, 05/30/42
|
135
|
124,112
|
|
4.75%, 11/15/48
|
188
|
166,647
|
|
5.05%, 06/15/35
|
75
|
75,236
|
|
5.50%, 04/15/41
|
165
|
166,176
|
|
6.00%, 10/01/36
|
157
|
168,205
|
|
6.15%, 05/01/37
|
140
|
151,248
|
|
6.22%, 04/30/40
|
165
|
178,653
|
|
GXO Logistics, Inc., 2.65%, 07/15/31
|
1,189
|
1,054,158
|
|
Norfolk Southern Corp.
|
|
|
|
2.55%, 11/01/29
|
47
|
44,159
|
|
Security
|
Par
(000
)
|
Value
|
|
Transportation (continued)
|
||
|
2.90%, 08/25/51
|
$66
|
$41,074
|
|
3.16%, 05/15/55
|
180
|
114,879
|
|
3.40%, 11/01/49
|
121
|
84,180
|
|
4.05%, 08/15/52
|
284
|
218,515
|
|
4.10%, 05/15/2121
|
90
|
62,111
|
|
4.45%, 03/01/33
|
50
|
49,130
|
|
4.55%, 06/01/53
|
40
|
33,309
|
|
5.05%, 08/01/30
|
175
|
178,023
|
|
5.10%, 08/01/2118
|
50
|
43,000
|
|
Ryder System, Inc.
|
|
|
|
4.30%, 06/15/27
|
120
|
119,878
|
|
4.30%, 12/01/30
|
110
|
108,185
|
|
4.85%, 06/15/30
|
100
|
100,722
|
|
4.90%, 12/01/29
|
35
|
35,288
|
|
4.95%, 09/01/29
|
495
|
500,447
|
|
5.00%, 03/15/30
|
385
|
389,845
|
|
5.25%, 06/01/28
|
995
|
1,009,494
|
|
5.38%, 03/15/29
|
265
|
270,791
|
|
5.50%, 06/01/29
|
480
|
491,900
|
|
5.65%, 03/01/28
|
615
|
627,731
|
|
6.30%, 12/01/28
|
420
|
437,070
|
|
6.60%, 12/01/33
|
2,055
|
2,249,147
|
|
Union Pacific Corp.
|
|
|
|
2.97%, 09/16/62
|
115
|
67,227
|
|
3.25%, 02/05/50
|
370
|
254,362
|
|
3.35%, 08/15/46
|
129
|
92,700
|
|
3.38%, 02/01/35
|
100
|
89,282
|
|
3.50%, 02/14/53
|
115
|
80,917
|
|
3.55%, 08/15/39
|
5
|
4,218
|
|
3.55%, 05/20/61
|
100
|
67,370
|
|
3.60%, 09/15/37
|
95
|
83,493
|
|
3.75%, 02/05/70
|
282
|
191,095
|
|
3.80%, 10/01/51
|
344
|
258,000
|
|
3.80%, 04/06/71
|
315
|
216,708
|
|
3.84%, 03/20/60
|
397
|
286,213
|
|
3.85%, 02/14/72
|
175
|
121,606
|
|
3.88%, 02/01/55
|
210
|
156,132
|
|
3.95%, 08/15/59
|
215
|
158,154
|
|
4.00%, 04/15/47
|
115
|
90,985
|
|
4.05%, 11/15/45
|
194
|
156,802
|
|
4.05%, 03/01/46
|
177
|
142,866
|
|
4.10%, 09/15/67
|
230
|
169,335
|
|
4.30%, 03/01/49
|
225
|
184,896
|
|
4.50%, 09/10/48
|
120
|
101,248
|
|
4.95%, 05/15/53
|
70
|
62,913
|
|
5.10%, 02/20/35
|
165
|
167,857
|
|
5.60%, 12/01/54
|
160
|
158,477
|
|
|
|
20,154,273
|
|
Trucking & Leasing — 0.1%
|
||
|
GATX Corp.
|
|
|
|
3.10%, 06/01/51
|
215
|
136,716
|
|
3.50%, 03/15/28
|
235
|
230,982
|
|
3.50%, 06/01/32
|
240
|
221,958
|
|
4.00%, 06/30/30
|
50
|
48,724
|
|
4.55%, 11/07/28
|
229
|
228,673
|
|
4.70%, 04/01/29
|
320
|
320,723
|
|
4.90%, 03/15/33
|
100
|
99,625
|
|
5.20%, 03/15/44
|
87
|
80,266
|
|
5.45%, 09/15/33
|
200
|
202,833
|
|
5.50%, 06/15/35
|
25
|
25,275
|
|
6.05%, 03/15/34
|
355
|
373,877
|
|
Security
|
Par
(000
)
|
Value
|
|
Trucking & Leasing (continued)
|
||
|
6.05%, 06/05/54
|
$850
|
$858,580
|
|
6.90%, 05/01/34
|
275
|
303,323
|
|
|
|
3,131,555
|
|
Water — 0.0%
|
||
|
American Water Capital Corp.
|
|
|
|
2.80%, 05/01/30
|
139
|
130,282
|
|
3.25%, 06/01/51
|
25
|
16,759
|
|
3.45%, 06/01/29
|
217
|
210,840
|
|
3.45%, 05/01/50
|
335
|
234,980
|
|
3.75%, 09/01/47
|
127
|
96,449
|
|
4.00%, 12/01/46
|
146
|
114,704
|
|
4.15%, 06/01/49
|
238
|
187,992
|
|
4.20%, 09/01/48
|
171
|
137,260
|
|
4.30%, 12/01/42
|
50
|
43,398
|
|
4.30%, 09/01/45
|
100
|
83,213
|
|
5.45%, 03/01/54
|
80
|
76,217
|
|
6.59%, 10/15/37
|
80
|
89,704
|
|
Essential Utilities, Inc.
|
|
|
|
2.70%, 04/15/30
|
157
|
145,905
|
|
3.35%, 04/15/50
|
263
|
177,130
|
|
3.57%, 05/01/29
|
160
|
155,284
|
|
4.28%, 05/01/49
|
283
|
225,493
|
|
4.80%, 08/15/27
|
25
|
25,096
|
|
5.13%, 03/15/36
|
25
|
24,620
|
|
5.25%, 08/15/35
|
25
|
25,062
|
|
5.30%, 05/01/52
|
195
|
178,076
|
|
5.38%, 01/15/34
|
25
|
25,411
|
|
United Utilities PLC, 6.88%, 08/15/28
|
40
|
41,848
|
|
|
|
2,445,723
|
|
Total Corporate Bonds & Notes — 25.2%
(Cost: $1,258,887,874)
|
1,219,585,108
|
|
|
Foreign Government Obligations(f)
|
||
|
Canada — 0.5%
|
||
|
Hydro-Quebec
|
|
|
|
Series HH, 8.50%, 12/01/29
|
170
|
192,345
|
|
Series HK, 9.38%, 04/15/30
|
1,510
|
1,772,331
|
|
Series HQ, 9.50%, 11/15/30
|
1,170
|
1,402,389
|
|
Province of Alberta Canada
|
|
|
|
1.30%, 07/22/30
|
586
|
521,499
|
|
3.30%, 03/15/28
|
579
|
571,124
|
|
4.50%, 01/24/34
|
810
|
809,020
|
|
Province of British Columbia Canada
|
|
|
|
1.30%, 01/29/31
|
2,050
|
1,794,131
|
|
4.20%, 07/06/33
|
2,595
|
2,543,937
|
|
4.75%, 06/12/34
|
670
|
676,359
|
|
4.80%, 11/15/28
|
1,235
|
1,253,604
|
|
7.25%, 09/01/36
|
255
|
303,238
|
|
Province of Manitoba Canada
|
|
|
|
1.50%, 10/25/28(c)
|
315
|
295,962
|
|
4.30%, 07/27/33
|
980
|
963,297
|
|
4.90%, 05/31/34
|
510
|
518,542
|
|
Province of Ontario Canada
|
|
|
|
1.13%, 10/07/30
|
940
|
824,729
|
|
1.60%, 02/25/31
|
1,515
|
1,343,722
|
|
1.80%, 10/14/31
|
1,740
|
1,530,252
|
|
2.00%, 10/02/29
|
10
|
9,325
|
|
2.13%, 01/21/32
|
1,730
|
1,536,435
|
|
5.05%, 04/24/34
|
645
|
666,189
|
|
Security
|
Par
(000
)
|
Value
|
|
Canada (continued)
|
||
|
Province of Quebec Canada
|
|
|
|
1.35%, 05/28/30
|
$1,360
|
$1,216,959
|
|
1.90%, 04/21/31(c)
|
1,885
|
1,687,792
|
|
3.63%, 04/13/28
|
1,055
|
1,046,210
|
|
4.50%, 09/08/33
|
1,055
|
1,052,524
|
|
4.63%, 06/03/36
|
175
|
173,820
|
|
Series PD, 7.50%, 09/15/29
|
1,275
|
1,401,853
|
|
|
|
26,107,588
|
|
Chile — 0.1%
|
||
|
Chile Government International Bonds
|
|
|
|
2.55%, 07/27/33
|
315
|
270,571
|
|
3.10%, 05/07/41
|
455
|
347,426
|
|
3.10%, 01/22/61
|
505
|
313,750
|
|
3.25%, 09/21/71
|
865
|
541,274
|
|
3.50%, 01/31/34
|
280
|
254,674
|
|
3.50%, 01/25/50
|
517
|
373,756
|
|
3.63%, 10/30/42
|
15
|
12,072
|
|
3.86%, 06/21/47
|
400
|
314,379
|
|
4.00%, 01/31/52
|
635
|
497,236
|
|
4.34%, 03/07/42
|
370
|
326,855
|
|
4.95%, 01/05/36
|
365
|
361,562
|
|
5.33%, 01/05/54
|
150
|
143,347
|
|
5.65%, 01/13/37
|
200
|
208,420
|
|
|
|
3,965,322
|
|
Hungary — 0.0%
|
||
|
Hungary Government International Bonds, 7.63%,
03/29/41
|
381
|
448,448
|
|
Indonesia — 0.1%
|
||
|
Indonesia Government International Bonds
|
|
|
|
3.05%, 03/12/51
|
2,055
|
1,315,951
|
|
3.20%, 09/23/61
|
400
|
245,965
|
|
3.35%, 03/12/71
|
1,030
|
636,140
|
|
3.70%, 10/30/49
|
200
|
146,762
|
|
4.20%, 10/15/50
|
265
|
209,583
|
|
4.30%, 03/31/52
|
250
|
200,309
|
|
4.35%, 01/11/48
|
205
|
169,177
|
|
4.45%, 04/15/70
|
75
|
59,194
|
|
5.10%, 02/10/54
|
100
|
92,699
|
|
5.15%, 09/10/54
|
55
|
50,812
|
|
5.48%, 02/21/56
|
215
|
208,628
|
|
|
|
3,335,220
|
|
Israel — 0.1%
|
||
|
Israel Government International Bonds
|
|
|
|
3.88%, 07/03/50
|
460
|
332,837
|
|
4.13%, 01/17/48
|
320
|
245,767
|
|
4.50%, 01/17/33
|
255
|
245,607
|
|
4.50%, 01/30/43
|
105
|
89,880
|
|
4.50%, 04/03/2120
|
200
|
145,589
|
|
5.63%, 02/19/35
|
200
|
204,785
|
|
5.75%, 03/12/54
|
630
|
600,658
|
|
5.88%, 01/13/56
|
400
|
387,025
|
|
State of Israel, 3.38%, 01/15/50
|
170
|
112,939
|
|
|
|
2,365,087
|
|
Italy — 0.0%
|
||
|
Republic of Italy Government International Bonds
|
|
|
|
3.88%, 05/06/51
|
605
|
441,465
|
|
4.00%, 10/17/49
|
557
|
422,304
|
|
5.38%, 06/15/33
|
5
|
5,197
|
|
|
|
868,966
|
|
Security
|
Par
(000
)
|
Value
|
|
Mexico — 0.1%
|
||
|
Mexico Government International Bonds
|
|
|
|
3.77%, 05/24/61
|
$2,040
|
$1,225,627
|
|
4.28%, 08/14/41
|
135
|
106,323
|
|
4.35%, 01/15/47
|
15
|
11,081
|
|
4.40%, 02/12/52
|
2,000
|
1,430,976
|
|
4.50%, 01/31/50
|
95
|
70,433
|
|
4.60%, 01/23/46
|
65
|
50,384
|
|
4.75%, 03/08/44
|
1,025
|
828,250
|
|
5.00%, 04/27/51
|
120
|
94,618
|
|
5.55%, 01/21/45
|
105
|
94,871
|
|
5.75%, 10/12/2110
|
420
|
342,935
|
|
6.00%, 05/07/36
|
65
|
64,814
|
|
6.05%, 01/11/40
|
5
|
4,891
|
|
6.13%, 02/09/38
|
530
|
521,007
|
|
6.34%, 05/04/53
|
400
|
374,423
|
|
6.40%, 05/07/54
|
400
|
375,885
|
|
6.63%, 01/29/38
|
215
|
220,147
|
|
6.75%, 02/09/56
|
300
|
293,934
|
|
6.88%, 05/13/37
|
250
|
262,127
|
|
7.38%, 05/13/55
|
85
|
89,949
|
|
|
|
6,462,675
|
|
Panama — 0.1%
|
||
|
Panama Government International Bonds
|
|
|
|
3.87%, 07/23/60
|
645
|
440,550
|
|
4.30%, 04/29/53
|
552
|
423,601
|
|
4.50%, 04/16/50
|
605
|
484,477
|
|
4.50%, 04/01/56
|
345
|
267,465
|
|
4.50%, 01/19/63
|
360
|
274,112
|
|
6.40%, 02/14/35
|
25
|
26,560
|
|
6.85%, 03/28/54
|
420
|
449,456
|
|
7.88%, 03/01/57
|
30
|
36,185
|
|
8.00%, 03/01/38
|
25
|
29,485
|
|
|
|
2,431,891
|
|
Peru — 0.0%
|
||
|
Peruvian Government International Bonds
|
|
|
|
2.78%, 12/01/60
|
1,020
|
556,203
|
|
3.23%, 07/28/2121
|
315
|
172,492
|
|
3.55%, 03/10/51
|
975
|
678,828
|
|
3.60%, 01/15/72
|
150
|
95,057
|
|
5.63%, 11/18/50
|
415
|
401,176
|
|
5.88%, 08/08/54
|
180
|
175,848
|
|
6.20%, 06/30/55
|
10
|
10,140
|
|
|
|
2,089,744
|
|
Poland — 0.1%
|
||
|
Republic of Poland Government
International Bonds
|
|
|
|
4.88%, 10/04/33
|
490
|
490,007
|
|
5.13%, 09/18/34
|
340
|
341,411
|
|
5.38%, 02/12/35
|
305
|
309,672
|
|
5.38%, 04/14/36
|
255
|
255,921
|
|
5.50%, 04/04/53
|
450
|
418,485
|
|
5.50%, 03/18/54
|
570
|
528,372
|
|
5.75%, 11/16/32
|
180
|
189,337
|
|
6.13%, 04/14/56
|
515
|
515,349
|
|
|
|
3,048,554
|
|
South Korea — 0.0%
|
||
|
Korea International Bonds
|
|
|
|
3.88%, 09/20/48
|
413
|
347,270
|
|
4.13%, 06/10/44
|
560
|
502,632
|
|
|
|
849,902
|
|
Security
|
Par
(000
)
|
Value
|
|
Supranational — 1.8%
|
||
|
African Development Bank, 5.75% , (5-year CMT +
1.58%)(a)(g)
|
$255
|
$248,849
|
|
Council of Europe Development Bank
|
|
|
|
3.63%, 01/26/28
|
975
|
968,857
|
|
3.75%, 01/14/31
|
120
|
118,063
|
|
4.13%, 01/24/29
|
2,265
|
2,267,976
|
|
4.50%, 01/15/30
|
1,485
|
1,502,263
|
|
European Investment Bank
|
|
|
|
0.75%, 09/23/30
|
60
|
52,096
|
|
0.88%, 05/17/30
|
445
|
392,774
|
|
1.25%, 02/14/31
|
1,100
|
965,280
|
|
1.63%, 10/09/29
|
265
|
244,759
|
|
1.75%, 03/15/29
|
50
|
46,988
|
|
3.63%, 07/15/30
|
40
|
39,264
|
|
3.75%, 11/15/29
|
2,000
|
1,978,279
|
|
3.75%, 03/13/31
|
1,260
|
1,238,427
|
|
3.75%, 02/14/33
|
935
|
906,633
|
|
3.88%, 10/15/30
|
520
|
514,781
|
|
4.00%, 02/15/29
|
2,025
|
2,022,258
|
|
4.13%, 02/13/34
|
2,005
|
1,976,305
|
|
4.25%, 08/16/32
|
1,930
|
1,930,919
|
|
4.25%, 02/08/36
|
1,340
|
1,321,338
|
|
4.50%, 03/14/30
|
1,355
|
1,373,469
|
|
4.63%, 02/12/35
|
2,465
|
2,507,887
|
|
4.75%, 06/15/29
|
3,275
|
3,338,562
|
|
4.88%, 02/15/36
|
1,573
|
1,625,645
|
|
Inter-American Development Bank
|
|
|
|
0.63%, 09/16/27
|
1,519
|
1,455,188
|
|
1.13%, 07/20/28
|
2,363
|
2,223,899
|
|
1.13%, 01/13/31
|
2,195
|
1,919,056
|
|
2.25%, 06/18/29
|
2,095
|
1,986,356
|
|
2.38%, 07/07/27
|
1,552
|
1,525,671
|
|
3.13%, 09/18/28
|
1,165
|
1,141,845
|
|
3.20%, 08/07/42
|
1,710
|
1,371,565
|
|
3.50%, 09/14/29
|
855
|
839,434
|
|
3.50%, 04/12/33
|
365
|
347,630
|
|
3.75%, 06/14/30
|
125
|
123,245
|
|
3.88%, 10/28/41
|
1,025
|
904,383
|
|
4.13%, 01/23/36
|
380
|
370,450
|
|
4.38%, 07/16/35
|
485
|
483,021
|
|
4.38%, 01/24/44
|
850
|
785,429
|
|
4.50%, 02/15/30
|
125
|
126,642
|
|
4.50%, 09/13/33
|
170
|
171,747
|
|
International Bank for Reconstruction &
Development
|
|
|
|
0.75%, 11/24/27
|
4,230
|
4,033,361
|
|
0.75%, 08/26/30
|
3,815
|
3,318,499
|
|
0.88%, 05/14/30
|
3,100
|
2,736,068
|
|
1.13%, 09/13/28
|
1,940
|
1,817,617
|
|
1.25%, 02/10/31
|
1,375
|
1,206,903
|
|
1.38%, 04/20/28
|
3,590
|
3,419,425
|
|
1.63%, 11/03/31
|
2,920
|
2,558,176
|
|
1.75%, 10/23/29
|
3,402
|
3,151,354
|
|
2.50%, 11/22/27
|
5,160
|
5,049,253
|
|
2.50%, 03/29/32
|
1,345
|
1,225,883
|
|
3.13%, 06/15/27
|
1,865
|
1,849,186
|
|
3.50%, 07/12/28
|
1,140
|
1,127,915
|
|
3.63%, 09/21/29
|
805
|
793,409
|
|
3.88%, 10/16/29
|
250
|
248,241
|
|
3.88%, 02/14/30
|
1,570
|
1,557,245
|
|
3.88%, 08/28/34
|
1,740
|
1,681,280
|
|
Security
|
Par
(000
)
|
Value
|
|
Supranational (continued)
|
||
|
4.00%, 05/06/32
|
$100
|
$98,778
|
|
4.38%, 08/27/35
|
360
|
358,592
|
|
4.50%, 05/20/36
|
750
|
752,740
|
|
4.63%, 08/01/28
|
675
|
683,185
|
|
4.63%, 01/15/32
|
195
|
198,957
|
|
4.75%, 11/14/33
|
3,070
|
3,150,775
|
|
4.75%, 02/15/35(c)
|
1,629
|
1,669,319
|
|
International Finance Corp.
|
|
|
|
0.75%, 08/27/30
|
1,535
|
1,334,837
|
|
4.50%, 07/13/28
|
300
|
302,807
|
|
Nordic Investment Bank
|
|
|
|
3.38%, 09/08/27
|
855
|
848,000
|
|
3.75%, 05/09/30
|
200
|
196,978
|
|
4.25%, 02/28/29
|
405
|
406,773
|
|
|
|
89,132,789
|
|
Uruguay — 0.1%
|
||
|
Oriental Republic of Uruguay, 5.25%, 09/10/60
|
720
|
662,424
|
|
Uruguay Government International Bonds
|
|
|
|
4.13%, 11/20/45
|
320
|
275,270
|
|
4.98%, 04/20/55
|
794
|
715,624
|
|
5.10%, 06/18/50
|
820
|
762,375
|
|
5.44%, 02/14/37
|
190
|
195,258
|
|
5.75%, 10/28/34
|
190
|
199,265
|
|
7.63%, 03/21/36
|
678
|
801,956
|
|
|
|
3,612,172
|
|
Total Foreign Government Obligations — 3.0%
(Cost: $148,215,554)
|
144,718,358
|
|
|
U.S. Government & Agency Obligations
|
||
|
Mortgage-Backed Securities — 23.9%
|
||
|
Federal Home Loan Mortgage Corp.
|
|
|
|
2.50%, 01/01/32
|
50
|
47,651
|
|
3.00%, 05/01/29
|
864
|
852,389
|
|
3.00%, 03/01/46
|
275
|
246,967
|
|
3.00%, 09/01/46
|
255
|
232,308
|
|
3.00%, 12/01/46
|
341
|
306,177
|
|
3.50%, 05/01/33
|
11
|
10,822
|
|
3.50%, 06/01/34
|
8
|
7,868
|
|
3.50%, 03/01/38
|
20
|
19,325
|
|
3.50%, 10/01/42
|
7
|
7,047
|
|
3.50%, 10/01/44
|
8
|
7,748
|
|
3.50%, 07/01/47
|
11
|
9,776
|
|
3.50%, 09/01/47
|
10
|
9,377
|
|
3.50%, 02/01/48
|
5
|
4,986
|
|
3.50%, 03/01/48
|
4
|
3,777
|
|
4.00%, 09/01/45
|
4
|
3,906
|
|
4.00%, 01/01/48
|
274
|
261,760
|
|
4.00%, 02/01/48
|
3
|
3,212
|
|
4.00%, 01/01/49
|
6
|
6,033
|
|
4.50%, 10/01/48
|
11
|
10,628
|
|
4.50%, 01/01/49
|
2
|
1,976
|
|
Federal Home Loan Mortgage Corp. Multifamily
Structured Pass-Through Certificates
|
|
|
|
2.58%, 05/25/32
|
2,000
|
1,801,576
|
|
Series K077, Class A2, 3.85%, 05/25/28(a)
|
2,000
|
1,982,200
|
|
Series K098, Class A2, 2.43%, 08/25/29
|
3,000
|
2,831,691
|
|
Series K100, Class A2, 2.67%, 09/25/29
|
1,000
|
948,823
|
|
Series K101, Class A2, 2.52%, 10/25/29
|
300
|
283,028
|
|
Series K115, Class A2, 1.38%, 06/25/30
|
1,920
|
1,709,654
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
Series K120, Class A2, 1.50%, 10/25/30
|
$3,000
|
$2,657,777
|
|
Series K128, Class A2, 2.02%, 03/25/31
|
1,000
|
900,665
|
|
Series K154, Class A2, 3.42%, 04/25/32
|
500
|
485,782
|
|
Series K739, Class A2, 1.34%, 09/25/27
|
877
|
851,551
|
|
Federal National Mortgage Association
|
|
|
|
Series 2017-M11, Class A2, 2.98%, 08/25/29
|
123
|
118,162
|
|
Series 2017-M8, Class A2, 3.06%, 05/25/27(a)
|
1,185
|
1,173,986
|
|
Series 2021-M13, Class A2, 1.60%, 04/25/31(a)
|
600
|
527,066
|
|
Series 2021-M17, Class A2, 1.71%, 07/25/31(a)
|
1,000
|
883,195
|
|
Government National Mortgage Association
|
|
|
|
1.50%, 10/20/51
|
194
|
151,679
|
|
2.00%, 07/20/50
|
60
|
48,981
|
|
2.00%, 08/20/50
|
2,730
|
2,245,356
|
|
2.00%, 09/20/50
|
6,556
|
5,391,367
|
|
2.00%, 11/20/50
|
1,359
|
1,117,084
|
|
2.00%, 12/20/50
|
1,400
|
1,151,345
|
|
2.00%, 01/20/51
|
2,386
|
1,961,791
|
|
2.00%, 02/20/51
|
3,208
|
2,634,106
|
|
2.00%, 08/20/51
|
3,351
|
2,751,397
|
|
2.00%, 11/20/51
|
708
|
581,348
|
|
2.00%, 12/20/51
|
2,626
|
2,156,371
|
|
2.00%, 01/20/52
|
8,517
|
6,992,965
|
|
2.00%, 02/20/52
|
4,279
|
3,514,040
|
|
2.00%, 03/20/52
|
1,133
|
930,066
|
|
2.00%, 04/20/52
|
3,275
|
2,689,026
|
|
2.00%, 06/22/56(h)
|
525
|
430,582
|
|
2.50%, 12/20/46
|
85
|
73,701
|
|
2.50%, 06/20/50
|
3,077
|
2,636,464
|
|
2.50%, 08/20/50
|
259
|
220,706
|
|
2.50%, 09/20/50
|
382
|
325,100
|
|
2.50%, 01/20/51
|
962
|
823,670
|
|
2.50%, 02/20/51
|
5,683
|
4,863,388
|
|
2.50%, 05/20/51
|
679
|
581,367
|
|
2.50%, 07/20/51
|
2,277
|
1,948,335
|
|
2.50%, 08/20/51
|
6,746
|
5,773,535
|
|
2.50%, 11/20/51
|
2,410
|
2,062,354
|
|
2.50%, 01/20/52
|
1,307
|
1,118,219
|
|
2.50%, 02/20/52
|
1,773
|
1,517,437
|
|
2.50%, 03/20/52
|
6,409
|
5,485,250
|
|
2.50%, 04/20/52
|
2,603
|
2,227,615
|
|
2.50%, 05/20/52
|
1,632
|
1,396,453
|
|
2.50%, 07/20/52
|
525
|
449,300
|
|
2.50%, 08/20/52
|
1,237
|
1,058,351
|
|
2.50%, 09/20/52
|
847
|
724,573
|
|
2.50%, 06/22/56(h)
|
4,175
|
3,571,096
|
|
3.00%, 07/20/45
|
42
|
37,766
|
|
3.00%, 11/20/45
|
197
|
178,196
|
|
3.00%, 12/20/45
|
34
|
30,591
|
|
3.00%, 01/20/46
|
18
|
16,013
|
|
3.00%, 03/20/46
|
306
|
276,183
|
|
3.00%, 04/20/46
|
8
|
7,408
|
|
3.00%, 05/20/46
|
21
|
18,951
|
|
3.00%, 08/20/46
|
257
|
231,500
|
|
3.00%, 09/20/46
|
612
|
551,906
|
|
3.00%, 11/20/46
|
16
|
14,332
|
|
3.00%, 02/15/47
|
20
|
17,944
|
|
3.00%, 03/20/47
|
6
|
5,813
|
|
3.00%, 06/20/47
|
20
|
18,265
|
|
3.00%, 10/20/47
|
363
|
326,706
|
|
3.00%, 02/20/48
|
14
|
12,444
|
|
3.00%, 04/20/49
|
649
|
584,347
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
3.00%, 10/15/49
|
$108
|
$96,108
|
|
3.00%, 01/20/50
|
673
|
600,377
|
|
3.00%, 02/20/50
|
140
|
125,162
|
|
3.00%, 07/20/50
|
1,199
|
1,069,495
|
|
3.00%, 08/20/50
|
208
|
185,762
|
|
3.00%, 12/20/50
|
907
|
808,652
|
|
3.00%, 08/20/51
|
1,748
|
1,556,116
|
|
3.00%, 09/20/51
|
1,288
|
1,146,324
|
|
3.00%, 10/20/51
|
2,440
|
2,172,086
|
|
3.00%, 11/20/51
|
1,096
|
975,348
|
|
3.00%, 12/20/51
|
1,375
|
1,224,271
|
|
3.00%, 02/20/52
|
1,983
|
1,765,148
|
|
3.00%, 03/20/52
|
2,067
|
1,832,305
|
|
3.00%, 05/20/52
|
2,560
|
2,277,347
|
|
3.00%, 06/20/52
|
5,072
|
4,511,657
|
|
3.00%, 07/20/52
|
702
|
624,451
|
|
3.00%, 09/20/52
|
430
|
382,406
|
|
3.00%, 06/22/56(h)
|
8,063
|
7,166,843
|
|
3.50%, 09/20/42
|
26
|
24,252
|
|
3.50%, 12/20/42
|
23
|
21,954
|
|
3.50%, 09/20/45
|
2,001
|
1,847,277
|
|
3.50%, 11/20/46
|
6
|
5,682
|
|
3.50%, 01/20/47
|
6
|
5,472
|
|
3.50%, 06/20/47
|
5
|
4,821
|
|
3.50%, 08/20/47
|
89
|
82,490
|
|
3.50%, 09/20/47
|
3,553
|
3,280,745
|
|
3.50%, 11/20/47
|
23
|
20,911
|
|
3.50%, 02/20/48
|
12
|
11,177
|
|
3.50%, 08/20/48
|
22
|
20,170
|
|
3.50%, 01/20/49
|
10
|
9,026
|
|
3.50%, 03/20/49
|
985
|
906,655
|
|
3.50%, 09/20/49
|
675
|
621,043
|
|
3.50%, 10/20/49
|
474
|
436,130
|
|
3.50%, 12/20/49
|
1,565
|
1,438,960
|
|
3.50%, 01/20/50
|
439
|
403,454
|
|
3.50%, 03/20/50
|
299
|
275,058
|
|
3.50%, 08/20/50
|
146
|
133,760
|
|
3.50%, 01/20/51
|
4,924
|
4,526,451
|
|
3.50%, 01/20/52
|
1,987
|
1,820,727
|
|
3.50%, 02/20/52
|
434
|
397,959
|
|
3.50%, 10/20/52
|
1,132
|
1,035,051
|
|
3.50%, 05/20/53
|
1,210
|
1,112,453
|
|
3.50%, 06/23/55(h)
|
9,325
|
8,398,818
|
|
4.00%, 04/20/47
|
45
|
42,925
|
|
4.00%, 07/20/47
|
51
|
48,319
|
|
4.00%, 11/20/47
|
10
|
9,900
|
|
4.00%, 04/20/48
|
2
|
1,923
|
|
4.00%, 05/15/48
|
3
|
2,955
|
|
4.00%, 05/20/48
|
8
|
7,381
|
|
4.00%, 08/20/48
|
17
|
16,119
|
|
4.00%, 09/20/48
|
44
|
41,701
|
|
4.00%, 11/20/48
|
496
|
471,840
|
|
4.00%, 12/20/48
|
890
|
846,030
|
|
4.00%, 02/20/49
|
611
|
580,984
|
|
4.00%, 01/20/50
|
1,760
|
1,668,564
|
|
4.00%, 02/20/50
|
1,430
|
1,359,645
|
|
4.00%, 07/20/52
|
206
|
194,663
|
|
4.00%, 09/20/52
|
2,273
|
2,144,243
|
|
4.00%, 12/20/52
|
573
|
540,494
|
|
4.00%, 06/22/56(h)
|
12,856
|
11,952,911
|
|
4.50%, 07/20/41
|
681
|
674,366
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
4.50%, 06/20/48
|
$15
|
$15,062
|
|
4.50%, 08/20/48
|
3
|
2,468
|
|
4.50%, 09/20/48
|
185
|
181,801
|
|
4.50%, 10/20/48
|
92
|
90,030
|
|
4.50%, 12/20/48
|
36
|
35,571
|
|
4.50%, 01/20/49
|
137
|
133,849
|
|
4.50%, 03/20/49
|
1,047
|
1,026,234
|
|
4.50%, 06/20/49
|
25
|
24,922
|
|
4.50%, 07/20/49
|
10
|
10,236
|
|
4.50%, 08/20/49
|
3
|
2,555
|
|
4.50%, 07/20/52
|
729
|
707,735
|
|
4.50%, 08/20/52
|
3,236
|
3,147,750
|
|
4.50%, 09/20/52
|
688
|
668,421
|
|
4.50%, 04/20/53
|
2,748
|
2,663,936
|
|
4.50%, 06/20/53
|
1,442
|
1,396,862
|
|
4.50%, 07/20/53
|
2,889
|
2,801,250
|
|
4.50%, 10/20/54
|
1,600
|
1,543,758
|
|
4.50%, 11/20/54
|
1,699
|
1,640,181
|
|
4.50%, 06/22/56(h)
|
7,375
|
7,093,678
|
|
5.00%, 04/20/48
|
5
|
4,669
|
|
5.00%, 05/20/48
|
2
|
2,063
|
|
5.00%, 11/20/48
|
2
|
1,530
|
|
5.00%, 12/20/48
|
3
|
3,314
|
|
5.00%, 01/20/49
|
17
|
16,720
|
|
5.00%, 06/20/49
|
232
|
232,517
|
|
5.00%, 07/20/52
|
178
|
177,213
|
|
5.00%, 09/20/52
|
1,308
|
1,301,103
|
|
5.00%, 11/20/52
|
619
|
615,703
|
|
5.00%, 01/20/53
|
384
|
382,180
|
|
5.00%, 04/20/53
|
1,918
|
1,904,396
|
|
5.00%, 07/20/53
|
3,352
|
3,330,474
|
|
5.00%, 11/20/53
|
1,422
|
1,411,428
|
|
5.00%, 06/20/54
|
1,343
|
1,331,811
|
|
5.00%, 09/20/54
|
488
|
483,358
|
|
5.00%, 11/20/54
|
8,479
|
8,399,083
|
|
5.00%, 12/20/54
|
4,289
|
4,244,670
|
|
5.00%, 02/20/56
|
539
|
532,667
|
|
5.00%, 06/22/56(h)
|
10,577
|
10,443,926
|
|
5.50%, 12/20/52
|
1,770
|
1,798,321
|
|
5.50%, 01/20/53
|
73
|
74,216
|
|
5.50%, 02/20/53
|
814
|
826,552
|
|
5.50%, 03/20/53
|
1,579
|
1,601,814
|
|
5.50%, 04/20/53
|
2,074
|
2,103,864
|
|
5.50%, 05/20/53
|
466
|
472,856
|
|
5.50%, 06/20/53
|
402
|
408,673
|
|
5.50%, 07/20/53
|
1,316
|
1,336,814
|
|
5.50%, 09/20/53
|
1,288
|
1,305,439
|
|
5.50%, 04/20/54
|
1,566
|
1,582,982
|
|
5.50%, 06/20/54
|
232
|
234,023
|
|
5.50%, 07/20/54
|
2,272
|
2,295,940
|
|
5.50%, 08/20/54
|
3,608
|
3,652,585
|
|
5.50%, 09/20/54
|
196
|
197,451
|
|
5.50%, 10/20/54
|
3,936
|
3,973,666
|
|
5.50%, 11/20/54
|
2,151
|
2,170,866
|
|
5.50%, 11/20/55
|
5,584
|
5,621,265
|
|
5.50%, 06/22/56(h)
|
9,225
|
9,281,893
|
|
6.00%, 09/20/53
|
803
|
821,372
|
|
6.00%, 10/20/53
|
1,236
|
1,264,709
|
|
6.00%, 06/20/54
|
724
|
740,858
|
|
6.00%, 07/20/54
|
1,254
|
1,283,027
|
|
6.00%, 08/20/54
|
2,487
|
2,545,573
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
6.00%, 09/20/54
|
$2,606
|
$2,667,157
|
|
6.00%, 02/20/56
|
526
|
537,428
|
|
6.00%, 04/20/56
|
1,601
|
1,636,631
|
|
6.00%, 05/20/56
|
1,630
|
1,669,015
|
|
6.00%, 06/22/56(h)
|
5,175
|
5,272,341
|
|
6.50%, 10/20/53
|
1,627
|
1,698,861
|
|
6.50%, 06/15/54(h)
|
2,166
|
2,255,241
|
|
6.50%, 06/20/54
|
677
|
706,269
|
|
6.50%, 07/20/54
|
1,491
|
1,556,885
|
|
6.50%, 07/20/55
|
676
|
703,260
|
|
Uniform Mortgage-Backed Securities
|
|
|
|
1.50%, 03/01/36
|
342
|
307,115
|
|
1.50%, 10/01/36
|
288
|
259,233
|
|
1.50%, 11/01/36
|
189
|
169,697
|
|
1.50%, 02/01/37
|
1,931
|
1,734,069
|
|
1.50%, 03/01/37
|
2,753
|
2,470,592
|
|
1.50%, 04/01/37
|
459
|
412,265
|
|
1.50%, 08/01/37
|
259
|
232,096
|
|
1.50%, 06/18/40(h)
|
4,631
|
4,156,896
|
|
1.50%, 11/01/50
|
378
|
290,253
|
|
1.50%, 02/01/51
|
2,863
|
2,193,465
|
|
1.50%, 04/01/51
|
1,008
|
773,787
|
|
1.50%, 05/01/51
|
1,922
|
1,475,783
|
|
1.50%, 07/01/51
|
3,882
|
2,980,569
|
|
1.50%, 11/01/51
|
1,322
|
1,014,479
|
|
1.50%, 04/01/52
|
399
|
306,051
|
|
2.00%, 12/01/35
|
1,123
|
1,036,864
|
|
2.00%, 02/01/36
|
3,142
|
2,900,950
|
|
2.00%, 03/01/36
|
875
|
805,831
|
|
2.00%, 05/01/36
|
1,625
|
1,497,212
|
|
2.00%, 06/01/36
|
984
|
906,047
|
|
2.00%, 08/01/36
|
842
|
776,250
|
|
2.00%, 09/01/36
|
1,455
|
1,337,700
|
|
2.00%, 10/01/36
|
407
|
374,989
|
|
2.00%, 11/01/36
|
856
|
789,097
|
|
2.00%, 12/01/36
|
1,146
|
1,053,785
|
|
2.00%, 01/01/37
|
2,610
|
2,402,152
|
|
2.00%, 02/01/37
|
4,357
|
4,001,483
|
|
2.00%, 03/01/37
|
2,116
|
1,942,077
|
|
2.00%, 04/01/37
|
5,996
|
5,502,936
|
|
2.00%, 05/01/37
|
2,335
|
2,142,185
|
|
2.00%, 06/01/37
|
1,729
|
1,586,613
|
|
2.00%, 07/01/38
|
1,401
|
1,286,003
|
|
2.00%, 06/18/40(h)
|
16,561
|
15,206,452
|
|
2.00%, 06/01/50
|
2,700
|
2,191,779
|
|
2.00%, 07/01/50
|
1,077
|
874,183
|
|
2.00%, 08/01/50
|
628
|
510,669
|
|
2.00%, 09/01/50
|
3,227
|
2,618,462
|
|
2.00%, 10/01/50
|
2,257
|
1,830,429
|
|
2.00%, 11/01/50
|
3,539
|
2,864,947
|
|
2.00%, 12/01/50
|
6,742
|
5,506,026
|
|
2.00%, 01/01/51
|
3,093
|
2,511,273
|
|
2.00%, 02/01/51
|
2,408
|
1,948,396
|
|
2.00%, 03/01/51
|
3,794
|
3,073,193
|
|
2.00%, 04/01/51
|
10,758
|
8,700,550
|
|
2.00%, 05/01/51
|
10,523
|
8,516,438
|
|
2.00%, 06/01/51
|
3,364
|
2,729,520
|
|
2.00%, 07/01/51
|
3,932
|
3,180,649
|
|
2.00%, 08/01/51
|
4,788
|
3,863,372
|
|
2.00%, 09/01/51
|
1,533
|
1,236,415
|
|
2.00%, 10/01/51
|
12,009
|
9,721,063
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
2.00%, 11/01/51
|
$13,562
|
$10,955,396
|
|
2.00%, 12/01/51
|
5,579
|
4,512,157
|
|
2.00%, 01/01/52
|
7,638
|
6,169,290
|
|
2.00%, 02/01/52
|
15,123
|
12,175,178
|
|
2.00%, 03/01/52(i)
|
25,040
|
20,161,323
|
|
2.00%, 04/01/52
|
4,629
|
3,728,916
|
|
2.00%, 05/01/52
|
19,807
|
15,955,469
|
|
2.00%, 07/01/52
|
1,234
|
994,416
|
|
2.00%, 10/01/52
|
5,298
|
4,263,900
|
|
2.00%, 06/11/56(h)
|
30,600
|
24,470,415
|
|
2.50%, 01/01/32
|
39
|
37,457
|
|
2.50%, 04/01/32
|
173
|
166,454
|
|
2.50%, 06/01/32
|
71
|
68,082
|
|
2.50%, 01/01/33
|
26
|
25,183
|
|
2.50%, 11/01/34
|
250
|
235,502
|
|
2.50%, 07/01/35
|
346
|
328,394
|
|
2.50%, 10/01/35
|
1,474
|
1,394,688
|
|
2.50%, 03/01/36
|
609
|
576,332
|
|
2.50%, 05/01/36
|
1,260
|
1,189,221
|
|
2.50%, 06/01/36
|
319
|
301,115
|
|
2.50%, 07/01/36
|
1,230
|
1,160,136
|
|
2.50%, 08/01/36
|
1,502
|
1,416,889
|
|
2.50%, 03/01/37
|
705
|
664,296
|
|
2.50%, 04/01/37
|
1,646
|
1,551,083
|
|
2.50%, 05/01/37
|
1,523
|
1,433,726
|
|
2.50%, 06/01/37
|
639
|
601,489
|
|
2.50%, 06/16/41(h)
|
8,188
|
7,710,793
|
|
2.50%, 04/01/47
|
11
|
9,111
|
|
2.50%, 05/01/50
|
1,905
|
1,617,060
|
|
2.50%, 06/01/50
|
73
|
60,964
|
|
2.50%, 07/01/50
|
181
|
155,186
|
|
2.50%, 08/01/50
|
198
|
169,061
|
|
2.50%, 09/01/50
|
1,251
|
1,065,968
|
|
2.50%, 10/01/50
|
477
|
405,392
|
|
2.50%, 11/01/50
|
6,000
|
5,119,896
|
|
2.50%, 12/01/50
|
5,612
|
4,711,829
|
|
2.50%, 01/01/51
|
857
|
724,299
|
|
2.50%, 02/01/51
|
1,365
|
1,154,933
|
|
2.50%, 03/01/51
|
1,554
|
1,318,527
|
|
2.50%, 04/01/51
|
253
|
211,785
|
|
2.50%, 07/01/51
|
3,993
|
3,371,460
|
|
2.50%, 08/01/51
|
7,515
|
6,378,300
|
|
2.50%, 09/01/51
|
10,895
|
9,194,571
|
|
2.50%, 10/01/51
|
12,056
|
10,222,987
|
|
2.50%, 11/01/51
|
5,078
|
4,289,533
|
|
2.50%, 12/01/51
|
15,607
|
13,183,143
|
|
2.50%, 01/01/52
|
14,761
|
12,464,338
|
|
2.50%, 02/01/52
|
13,025
|
10,973,904
|
|
2.50%, 03/01/52
|
5,755
|
4,852,759
|
|
2.50%, 04/01/52
|
8,361
|
7,035,030
|
|
2.50%, 05/01/52
|
1,738
|
1,465,018
|
|
2.50%, 07/01/52
|
3,660
|
3,082,097
|
|
2.50%, 01/01/54
|
986
|
831,707
|
|
2.50%, 06/11/56(h)
|
18,075
|
15,121,585
|
|
3.00%, 03/01/30
|
307
|
301,859
|
|
3.00%, 01/01/31
|
18
|
17,695
|
|
3.00%, 08/01/32
|
43
|
41,951
|
|
3.00%, 10/01/33
|
18
|
17,751
|
|
3.00%, 07/01/34
|
4
|
4,088
|
|
3.00%, 09/01/34
|
31
|
30,107
|
|
3.00%, 11/01/34
|
16
|
15,182
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
3.00%, 12/01/34
|
$38
|
$36,643
|
|
3.00%, 03/01/35
|
119
|
114,060
|
|
3.00%, 07/01/35
|
95
|
91,217
|
|
3.00%, 10/01/35
|
322
|
308,076
|
|
3.00%, 04/01/37
|
935
|
889,562
|
|
3.00%, 07/01/37
|
537
|
511,890
|
|
3.00%, 11/01/38
|
4,195
|
3,991,162
|
|
3.00%, 06/16/41(h)
|
3,893
|
3,700,302
|
|
3.00%, 07/01/46
|
336
|
303,569
|
|
3.00%, 11/01/46
|
694
|
623,358
|
|
3.00%, 12/01/46
|
333
|
299,142
|
|
3.00%, 12/01/47
|
148
|
132,457
|
|
3.00%, 01/01/48
|
51
|
45,845
|
|
3.00%, 03/01/48
|
929
|
830,833
|
|
3.00%, 11/01/48
|
100
|
89,685
|
|
3.00%, 02/01/49
|
3,377
|
3,052,338
|
|
3.00%, 09/01/49
|
8
|
6,966
|
|
3.00%, 11/01/49
|
6
|
5,436
|
|
3.00%, 12/01/49
|
75
|
66,489
|
|
3.00%, 02/01/50
|
1,411
|
1,246,780
|
|
3.00%, 03/01/50
|
123
|
108,851
|
|
3.00%, 04/01/50
|
55
|
49,048
|
|
3.00%, 06/01/50
|
2,965
|
2,609,584
|
|
3.00%, 07/01/50
|
1,943
|
1,718,747
|
|
3.00%, 08/01/50
|
1,478
|
1,315,642
|
|
3.00%, 09/01/50
|
450
|
398,114
|
|
3.00%, 10/01/50
|
3,416
|
3,006,630
|
|
3.00%, 11/01/50
|
778
|
687,356
|
|
3.00%, 12/01/50
|
372
|
328,887
|
|
3.00%, 01/01/51
|
965
|
853,807
|
|
3.00%, 04/01/51
|
6,240
|
5,454,695
|
|
3.00%, 05/01/51
|
2,637
|
2,337,278
|
|
3.00%, 06/01/51
|
8,504
|
7,503,756
|
|
3.00%, 07/01/51
|
3,859
|
3,409,898
|
|
3.00%, 08/01/51
|
761
|
675,750
|
|
3.00%, 11/01/51
|
436
|
384,055
|
|
3.00%, 01/01/52
|
3,051
|
2,667,295
|
|
3.00%, 02/01/52
|
1,898
|
1,677,481
|
|
3.00%, 03/01/52
|
6,088
|
5,356,085
|
|
3.00%, 04/01/52
|
7,715
|
6,789,311
|
|
3.00%, 05/01/52
|
3,558
|
3,122,097
|
|
3.00%, 07/01/52
|
2,154
|
1,886,850
|
|
3.00%, 06/11/56(h)
|
8,350
|
7,291,475
|
|
3.50%, 06/01/33
|
11
|
10,951
|
|
3.50%, 11/01/33
|
9
|
8,718
|
|
3.50%, 02/01/34
|
223
|
217,347
|
|
3.50%, 07/01/34
|
3
|
2,824
|
|
3.50%, 08/01/34
|
7
|
6,735
|
|
3.50%, 01/01/35
|
10
|
9,486
|
|
3.50%, 11/01/38
|
4,197
|
4,026,936
|
|
3.50%, 06/16/41(h)
|
1,072
|
1,025,158
|
|
3.50%, 09/01/42
|
1,910
|
1,796,199
|
|
3.50%, 07/01/45
|
3,301
|
3,063,916
|
|
3.50%, 08/01/45
|
33
|
30,336
|
|
3.50%, 01/01/46
|
74
|
69,859
|
|
3.50%, 09/01/46
|
305
|
282,866
|
|
3.50%, 01/01/47
|
44
|
41,019
|
|
3.50%, 07/01/47
|
1,453
|
1,361,051
|
|
3.50%, 08/01/47
|
9
|
8,683
|
|
3.50%, 10/01/47
|
871
|
804,596
|
|
3.50%, 11/01/47
|
213
|
197,055
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
3.50%, 01/01/48
|
$1,607
|
$1,484,164
|
|
3.50%, 02/01/48
|
651
|
601,123
|
|
3.50%, 04/01/48
|
51
|
46,752
|
|
3.50%, 07/01/48
|
135
|
124,765
|
|
3.50%, 11/01/48
|
8
|
7,492
|
|
3.50%, 01/01/49
|
89
|
82,622
|
|
3.50%, 02/01/49
|
224
|
207,551
|
|
3.50%, 03/01/49
|
641
|
591,927
|
|
3.50%, 06/01/49
|
2,119
|
1,955,221
|
|
3.50%, 08/01/49
|
798
|
737,207
|
|
3.50%, 09/01/49
|
1,734
|
1,594,343
|
|
3.50%, 04/01/50
|
126
|
115,800
|
|
3.50%, 05/01/50
|
4,255
|
3,909,389
|
|
3.50%, 06/01/50
|
244
|
224,394
|
|
3.50%, 07/01/50
|
370
|
339,405
|
|
3.50%, 02/01/51
|
3,554
|
3,266,659
|
|
3.50%, 10/01/51
|
666
|
614,394
|
|
3.50%, 04/01/52
|
4,058
|
3,710,794
|
|
3.50%, 05/01/52
|
9,976
|
9,106,017
|
|
3.50%, 06/01/52
|
4,609
|
4,227,327
|
|
3.50%, 07/01/52
|
1,632
|
1,486,143
|
|
3.50%, 06/11/56(h)
|
8,203
|
7,455,342
|
|
4.00%, 07/01/33
|
7
|
6,652
|
|
4.00%, 08/01/37
|
156
|
152,789
|
|
4.00%, 09/01/37
|
205
|
200,721
|
|
4.00%, 11/01/37
|
295
|
288,780
|
|
4.00%, 02/01/38
|
153
|
150,153
|
|
4.00%, 05/01/38
|
136
|
132,966
|
|
4.00%, 11/01/38
|
84
|
82,141
|
|
4.00%, 06/15/39(h)
|
5,050
|
4,903,654
|
|
4.00%, 11/01/39
|
1,223
|
1,191,243
|
|
4.00%, 12/01/39
|
2,819
|
2,745,678
|
|
4.00%, 08/01/40
|
146
|
142,518
|
|
4.00%, 01/01/46
|
202
|
194,291
|
|
4.00%, 10/01/46
|
6
|
5,567
|
|
4.00%, 07/01/47
|
1,360
|
1,295,913
|
|
4.00%, 08/01/47
|
257
|
245,709
|
|
4.00%, 09/01/47
|
309
|
294,593
|
|
4.00%, 05/01/48
|
1,813
|
1,720,330
|
|
4.00%, 09/01/48
|
2,030
|
1,925,907
|
|
4.00%, 10/01/48
|
4
|
3,791
|
|
4.00%, 12/01/48
|
2
|
1,956
|
|
4.00%, 01/01/49
|
1,094
|
1,037,876
|
|
4.00%, 03/01/49
|
1,254
|
1,190,493
|
|
4.00%, 05/01/49
|
12
|
11,314
|
|
4.00%, 06/01/49
|
12
|
11,724
|
|
4.00%, 07/01/49
|
1,665
|
1,579,910
|
|
4.00%, 11/01/49
|
224
|
211,681
|
|
4.00%, 12/01/49
|
7
|
6,701
|
|
4.00%, 01/01/50
|
68
|
64,608
|
|
4.00%, 04/01/50
|
1,497
|
1,420,354
|
|
4.00%, 05/01/50
|
876
|
828,826
|
|
4.00%, 05/01/51
|
216
|
204,738
|
|
4.00%, 04/01/52
|
509
|
479,845
|
|
4.00%, 05/01/52
|
1,186
|
1,115,852
|
|
4.00%, 06/01/52
|
1,347
|
1,267,285
|
|
4.00%, 07/01/52
|
2,943
|
2,770,892
|
|
4.00%, 08/01/52
|
3,180
|
2,990,709
|
|
4.00%, 09/01/52
|
472
|
444,120
|
|
4.00%, 10/01/52
|
579
|
547,702
|
|
4.00%, 12/01/52
|
4,207
|
3,953,750
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
4.00%, 02/01/53
|
$3,409
|
$3,232,677
|
|
4.00%, 06/01/54
|
1,595
|
1,494,610
|
|
4.00%, 06/11/56(h)
|
11,375
|
10,648,860
|
|
4.50%, 06/15/39(h)
|
25
|
24,733
|
|
4.50%, 10/01/40
|
257
|
253,815
|
|
4.50%, 02/01/41
|
245
|
242,493
|
|
4.50%, 03/01/41
|
248
|
244,913
|
|
4.50%, 10/01/47
|
7
|
7,016
|
|
4.50%, 08/01/48
|
17
|
16,874
|
|
4.50%, 10/01/48
|
321
|
314,323
|
|
4.50%, 11/01/48
|
14
|
13,651
|
|
4.50%, 12/01/48
|
16
|
16,169
|
|
4.50%, 01/01/49
|
51
|
49,550
|
|
4.50%, 02/01/49
|
67
|
65,863
|
|
4.50%, 04/01/49
|
125
|
122,919
|
|
4.50%, 05/01/49
|
8
|
8,134
|
|
4.50%, 09/01/50
|
994
|
971,840
|
|
4.50%, 05/01/52
|
343
|
333,827
|
|
4.50%, 06/01/52
|
7,353
|
7,111,055
|
|
4.50%, 07/01/52
|
180
|
174,401
|
|
4.50%, 08/01/52
|
1,471
|
1,422,221
|
|
4.50%, 09/01/52
|
3,250
|
3,147,162
|
|
4.50%, 10/01/52
|
7,268
|
7,035,649
|
|
4.50%, 11/01/52
|
904
|
873,856
|
|
4.50%, 12/01/52
|
3,601
|
3,493,641
|
|
4.50%, 08/01/53
|
833
|
805,531
|
|
4.50%, 03/01/55
|
3,123
|
3,003,664
|
|
4.50%, 06/11/56(h)
|
19,720
|
18,929,259
|
|
5.00%, 06/01/48
|
97
|
96,854
|
|
5.00%, 04/01/49
|
8
|
8,544
|
|
5.00%, 12/01/49
|
296
|
297,329
|
|
5.00%, 08/01/52
|
328
|
325,713
|
|
5.00%, 09/01/52
|
682
|
678,542
|
|
5.00%, 10/01/52
|
686
|
681,008
|
|
5.00%, 11/01/52
|
1,623
|
1,612,391
|
|
5.00%, 12/01/52
|
926
|
921,758
|
|
5.00%, 01/01/53
|
6,481
|
6,433,606
|
|
5.00%, 02/01/53
|
129
|
127,887
|
|
5.00%, 03/01/53
|
471
|
469,286
|
|
5.00%, 04/01/53
|
1,796
|
1,780,428
|
|
5.00%, 05/01/53
|
527
|
522,369
|
|
5.00%, 06/01/53
|
1,231
|
1,223,327
|
|
5.00%, 08/01/53
|
5,627
|
5,575,652
|
|
5.00%, 02/01/54
|
1,921
|
1,903,842
|
|
5.00%, 10/01/54
|
3,977
|
3,922,985
|
|
5.00%, 11/01/54
|
5,207
|
5,136,945
|
|
5.00%, 12/01/54
|
1,221
|
1,205,207
|
|
5.00%, 01/01/55
|
3,172
|
3,131,261
|
|
5.00%, 11/01/55
|
1,711
|
1,694,109
|
|
5.00%, 12/01/55
|
3,947
|
3,900,321
|
|
5.00%, 01/01/56
|
2,209
|
2,184,321
|
|
5.00%, 03/01/56
|
9,233
|
9,135,873
|
|
5.00%, 04/01/56
|
3,772
|
3,734,479
|
|
5.00%, 05/01/56
|
4,876
|
4,827,107
|
|
5.00%, 06/11/56(h)
|
20,150
|
19,822,376
|
|
5.50%, 09/01/52
|
361
|
368,711
|
|
5.50%, 11/01/52
|
1,117
|
1,134,676
|
|
5.50%, 12/01/52
|
1,901
|
1,934,729
|
|
5.50%, 01/01/53
|
2,739
|
2,786,521
|
|
5.50%, 02/01/53
|
2,806
|
2,846,896
|
|
5.50%, 03/01/53
|
2,742
|
2,779,500
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
5.50%, 04/01/53
|
$5,020
|
$5,088,372
|
|
5.50%, 05/01/53
|
5,929
|
5,982,565
|
|
5.50%, 06/01/53
|
455
|
462,840
|
|
5.50%, 07/01/53
|
1,623
|
1,648,405
|
|
5.50%, 08/01/53
|
1,701
|
1,715,314
|
|
5.50%, 09/01/53
|
2,939
|
2,964,143
|
|
5.50%, 03/01/54
|
3,574
|
3,601,753
|
|
5.50%, 04/01/54
|
870
|
880,278
|
|
5.50%, 05/01/54
|
1,802
|
1,818,527
|
|
5.50%, 06/01/54
|
1,307
|
1,316,241
|
|
5.50%, 08/01/54
|
2,111
|
2,133,565
|
|
5.50%, 10/01/54
|
1,847
|
1,858,901
|
|
5.50%, 11/01/54
|
3,717
|
3,766,842
|
|
5.50%, 03/01/55
|
783
|
790,939
|
|
5.50%, 04/01/55
|
1,608
|
1,623,870
|
|
5.50%, 05/01/55
|
539
|
543,144
|
|
5.50%, 07/01/55
|
797
|
803,971
|
|
5.50%, 08/01/55
|
2,907
|
2,933,763
|
|
5.50%, 09/01/55
|
11,823
|
11,934,561
|
|
5.50%, 10/01/55
|
1,678
|
1,698,756
|
|
5.50%, 11/01/55
|
6,184
|
6,256,722
|
|
5.50%, 12/01/55
|
1,358
|
1,376,155
|
|
5.50%, 01/01/56
|
870
|
879,312
|
|
5.50%, 02/01/56
|
1,197
|
1,211,149
|
|
5.50%, 03/01/56
|
570
|
577,316
|
|
5.50%, 06/11/56(h)
|
9,551
|
9,593,153
|
|
6.00%, 12/01/52
|
118
|
120,958
|
|
6.00%, 01/01/53
|
369
|
385,293
|
|
6.00%, 02/01/53
|
755
|
776,344
|
|
6.00%, 06/01/53
|
206
|
212,510
|
|
6.00%, 07/01/53
|
815
|
834,874
|
|
6.00%, 08/01/53
|
5,079
|
5,252,073
|
|
6.00%, 09/01/53
|
2,927
|
3,009,889
|
|
6.00%, 11/01/53
|
2,280
|
2,338,753
|
|
6.00%, 12/01/53
|
669
|
689,727
|
|
6.00%, 01/01/54
|
1,285
|
1,316,214
|
|
6.00%, 02/01/54
|
301
|
311,132
|
|
6.00%, 03/01/54
|
509
|
521,092
|
|
6.00%, 04/01/54
|
1,478
|
1,519,117
|
|
6.00%, 05/01/54
|
4,420
|
4,557,278
|
|
6.00%, 07/01/54
|
527
|
545,053
|
|
6.00%, 08/01/54
|
4,316
|
4,437,383
|
|
6.00%, 09/01/54
|
2,448
|
2,527,787
|
|
6.00%, 10/01/54
|
1,937
|
1,980,797
|
|
6.00%, 11/01/54
|
585
|
605,631
|
|
6.00%, 02/01/55
|
1,091
|
1,121,105
|
|
6.00%, 03/01/55
|
3,224
|
3,309,460
|
|
6.00%, 04/01/55
|
3,170
|
3,245,446
|
|
6.00%, 05/01/55
|
1,208
|
1,236,009
|
|
6.00%, 06/01/55
|
1,409
|
1,448,394
|
|
6.00%, 07/01/55
|
4,794
|
4,909,862
|
|
6.00%, 08/01/55
|
2,169
|
2,222,260
|
|
6.00%, 09/01/55
|
2,331
|
2,385,740
|
|
6.00%, 10/01/55
|
189
|
195,642
|
|
6.00%, 12/01/55
|
724
|
746,176
|
|
6.00%, 02/01/56
|
272
|
280,770
|
|
6.00%, 06/11/56(h)
|
18,100
|
18,481,370
|
|
6.50%, 10/01/53
|
2,933
|
3,078,406
|
|
6.50%, 11/01/53
|
1,812
|
1,884,934
|
|
6.50%, 12/01/53
|
3,017
|
3,165,858
|
|
6.50%, 01/01/54
|
2,674
|
2,807,228
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
6.50%, 02/01/54
|
$830
|
$870,670
|
|
6.50%, 03/01/54
|
2,467
|
2,577,827
|
|
6.50%, 04/01/54
|
548
|
576,376
|
|
6.50%, 07/01/54
|
587
|
614,715
|
|
6.50%, 08/01/54
|
2,456
|
2,558,644
|
|
6.50%, 09/01/54
|
1,167
|
1,221,299
|
|
6.50%, 01/01/55
|
1,584
|
1,650,224
|
|
6.50%, 02/01/55
|
1,645
|
1,721,514
|
|
6.50%, 04/01/55
|
1,026
|
1,068,182
|
|
6.50%, 07/01/55
|
2,032
|
2,121,937
|
|
6.50%, 08/01/55
|
979
|
1,025,958
|
|
6.50%, 09/01/55
|
584
|
611,387
|
|
6.50%, 06/11/56(h)
|
600
|
623,656
|
|
|
|
1,156,560,246
|
|
U.S. Government Agency Obligations — 0.1%
|
||
|
Federal National Mortgage Association
|
|
|
|
5.63%, 07/15/37
|
2,142
|
2,322,894
|
|
6.21%, 08/06/38
|
110
|
125,264
|
|
6.63%, 11/15/30
|
440
|
483,974
|
|
7.13%, 01/15/30
|
750
|
825,139
|
|
|
|
3,757,271
|
|
U.S. Government Obligations — 45.0%
|
||
|
U.S. Treasury Bonds
|
|
|
|
1.13%, 05/15/40
|
7,410
|
4,653,248
|
|
1.13%, 08/15/40
|
10,130
|
6,294,845
|
|
1.25%, 05/15/50
|
7,410
|
3,486,173
|
|
1.38%, 11/15/40
|
7,971
|
5,121,368
|
|
1.38%, 08/15/50
|
7,620
|
3,694,509
|
|
1.63%, 11/15/50
|
7,649
|
3,955,967
|
|
1.75%, 08/15/41
|
13,935
|
9,288,548
|
|
1.88%, 02/15/41
|
14,019
|
9,670,920
|
|
1.88%, 02/15/51
|
10,760
|
5,918,000
|
|
1.88%, 11/15/51
|
12,126
|
6,597,302
|
|
2.00%, 11/15/41
|
12,445
|
8,571,494
|
|
2.00%, 02/15/50
|
4,450
|
2,567,789
|
|
2.00%, 08/15/51
|
12,748
|
7,186,685
|
|
2.25%, 05/15/41
|
9,544
|
6,925,365
|
|
2.25%, 08/15/46
|
6,855
|
4,436,470
|
|
2.25%, 08/15/49
|
3,400
|
2,096,313
|
|
2.25%, 02/15/52
|
11,167
|
6,658,324
|
|
2.38%, 02/15/42
|
9,544
|
6,924,019
|
|
2.38%, 11/15/49
|
3,690
|
2,329,889
|
|
2.38%, 05/15/51
|
13,438
|
8,323,161
|
|
2.50%, 02/15/45
|
2,250
|
1,565,859
|
|
2.50%, 02/15/46
|
6,050
|
4,140,469
|
|
2.50%, 05/15/46
|
4,950
|
3,376,055
|
|
2.75%, 08/15/42
|
1,475
|
1,120,539
|
|
2.75%, 11/15/42
|
3,425
|
2,589,086
|
|
2.75%, 08/15/47
|
4,300
|
3,018,734
|
|
2.75%, 11/15/47
|
5,500
|
3,850,000
|
|
2.88%, 05/15/43
|
1,600
|
1,220,500
|
|
2.88%, 08/15/45
|
3,395
|
2,501,691
|
|
2.88%, 11/15/46
|
3,800
|
2,755,594
|
|
2.88%, 05/15/49
|
1,435
|
1,011,451
|
|
2.88%, 05/15/52
|
10,260
|
7,034,512
|
|
3.00%, 05/15/42
|
170
|
134,619
|
|
3.00%, 11/15/44
|
1,600
|
1,216,000
|
|
3.00%, 05/15/45
|
1,665
|
1,257,075
|
|
3.00%, 11/15/45
|
4,316
|
3,237,000
|
|
3.00%, 02/15/47
|
4,475
|
3,308,703
|
|
Security
|
Par
(000
)
|
Value
|
|
U.S. Government Obligations (continued)
|
||
|
3.00%, 05/15/47
|
$3,900
|
$2,876,250
|
|
3.00%, 02/15/48
|
11,765
|
8,601,318
|
|
3.00%, 08/15/48
|
3,855
|
2,803,308
|
|
3.00%, 02/15/49
|
2,225
|
1,610,344
|
|
3.00%, 08/15/52
|
9,995
|
7,024,611
|
|
3.13%, 11/15/41
|
825
|
670,441
|
|
3.13%, 02/15/42
|
1,000
|
808,750
|
|
3.13%, 02/15/43
|
2,500
|
1,986,719
|
|
3.13%, 08/15/44
|
1,600
|
1,245,000
|
|
3.13%, 05/15/48
|
10,450
|
7,796,680
|
|
3.25%, 05/15/42
|
8,268
|
6,777,668
|
|
3.38%, 08/15/42
|
7,972
|
6,624,234
|
|
3.38%, 05/15/44
|
1,020
|
827,156
|
|
3.38%, 11/15/48
|
8,400
|
6,525,750
|
|
3.50%, 02/15/39
|
1,350
|
1,208,672
|
|
3.63%, 08/15/43
|
1,225
|
1,038,379
|
|
3.63%, 02/15/44
|
720
|
606,938
|
|
3.63%, 02/15/53
|
12,593
|
9,987,823
|
|
3.63%, 05/15/53
|
10,610
|
8,406,767
|
|
3.75%, 11/15/43
|
300
|
258,000
|
|
3.88%, 08/15/40
|
300
|
272,578
|
|
3.88%, 02/15/43
|
5,119
|
4,515,918
|
|
3.88%, 05/15/43
|
5,452
|
4,796,908
|
|
4.00%, 11/15/42
|
5,300
|
4,764,203
|
|
4.00%, 11/15/52
|
11,627
|
9,872,050
|
|
4.13%, 08/15/44
|
6,349
|
5,713,108
|
|
4.13%, 08/15/53
|
9,163
|
7,946,039
|
|
4.25%, 05/15/39
|
1,200
|
1,154,625
|
|
4.25%, 11/15/40
|
250
|
236,367
|
|
4.25%, 02/15/54
|
12,286
|
10,878,869
|
|
4.25%, 08/15/54
|
12,502
|
11,074,037
|
|
4.38%, 02/15/38
|
2,400
|
2,374,875
|
|
4.38%, 11/15/39
|
150
|
145,078
|
|
4.38%, 05/15/40
|
250
|
240,781
|
|
4.38%, 05/15/41
|
500
|
477,266
|
|
4.38%, 08/15/43
|
7,067
|
6,616,479
|
|
4.50%, 02/15/36
|
900
|
910,125
|
|
4.50%, 05/15/38
|
6,052
|
6,041,598
|
|
4.50%, 08/15/39
|
2,000
|
1,965,313
|
|
4.50%, 02/15/44
|
6,187
|
5,865,083
|
|
4.50%, 11/15/54
|
9,539
|
8,811,651
|
|
4.63%, 02/15/40
|
250
|
247,695
|
|
4.63%, 05/15/44
|
8,791
|
8,455,843
|
|
4.63%, 11/15/44
|
5,733
|
5,499,201
|
|
4.63%, 11/15/45
|
6,211
|
5,936,357
|
|
4.63%, 02/15/46
|
6,022
|
5,751,951
|
|
4.63%, 05/15/54
|
9,627
|
9,076,456
|
|
4.63%, 02/15/55
|
9,633
|
9,085,123
|
|
4.63%, 11/15/55
|
9,775
|
9,228,211
|
|
4.75%, 02/15/37
|
500
|
513,281
|
|
4.75%, 11/15/43
|
7,211
|
7,062,273
|
|
4.75%, 02/15/45
|
6,725
|
6,548,469
|
|
4.75%, 11/15/53
|
12,719
|
12,220,177
|
|
4.75%, 05/15/55
|
9,607
|
9,248,239
|
|
4.75%, 08/15/55
|
10,390
|
10,005,245
|
|
4.75%, 02/15/56
|
8,676
|
8,364,206
|
|
4.88%, 08/15/45
|
5,851
|
5,778,777
|
|
5.00%, 05/15/37
|
2,400
|
2,516,625
|
|
5.00%, 05/15/45
|
6,983
|
7,011,368
|
|
5.00%, 05/15/46
|
3,209
|
3,218,777
|
|
5.00%, 05/15/56
|
3,028
|
3,037,463
|
|
Security
|
Par
(000
)
|
Value
|
|
U.S. Government Obligations (continued)
|
||
|
5.38%, 02/15/31
|
$1,000
|
$1,051,563
|
|
6.13%, 08/15/29
|
1,000
|
1,059,375
|
|
6.25%, 05/15/30
|
100
|
107,609
|
|
6.38%, 08/15/27
|
800
|
821,875
|
|
U.S. Treasury Notes
|
|
|
|
0.38%, 09/30/27
|
5,400
|
5,152,148
|
|
0.50%, 06/30/27
|
1,900
|
1,831,941
|
|
0.50%, 08/31/27
|
6,300
|
6,037,910
|
|
0.50%, 10/31/27
|
9,250
|
8,813,154
|
|
0.63%, 11/30/27
|
7,450
|
7,089,723
|
|
0.63%, 12/31/27
|
10,300
|
9,773,332
|
|
0.63%, 05/15/30
|
2,600
|
2,272,563
|
|
0.63%, 08/15/30
|
7,300
|
6,324,766
|
|
0.75%, 01/31/28
|
7,849
|
7,441,833
|
|
0.88%, 11/15/30
|
14,652
|
12,731,214
|
|
1.00%, 07/31/28
|
7,714
|
7,235,491
|
|
1.13%, 02/29/28
|
6,958
|
6,623,418
|
|
1.13%, 08/31/28
|
8,750
|
8,209,961
|
|
1.13%, 02/15/31
|
14,700
|
12,831,492
|
|
1.25%, 03/31/28
|
7,100
|
6,758,035
|
|
1.25%, 04/30/28
|
11,869
|
11,271,377
|
|
1.25%, 05/31/28
|
7,902
|
7,487,145
|
|
1.25%, 06/30/28
|
7,770
|
7,345,685
|
|
1.25%, 09/30/28
|
12,200
|
11,451,797
|
|
1.25%, 08/15/31
|
16,015
|
13,845,468
|
|
1.38%, 10/31/28
|
6,961
|
6,538,446
|
|
1.38%, 12/31/28
|
8,962
|
8,381,571
|
|
1.38%, 11/15/31
|
17,668
|
15,262,115
|
|
1.50%, 11/30/28
|
7,615
|
7,159,885
|
|
1.50%, 02/15/30
|
4,200
|
3,829,547
|
|
1.63%, 05/15/31
|
14,018
|
12,445,356
|
|
1.75%, 01/31/29
|
7,200
|
6,785,438
|
|
1.88%, 02/28/29
|
6,212
|
5,864,031
|
|
1.88%, 02/15/32
|
13,122
|
11,580,165
|
|
2.25%, 08/15/27
|
2,100
|
2,058,656
|
|
2.25%, 11/15/27
|
5,070
|
4,947,409
|
|
2.38%, 03/31/29
|
6,200
|
5,924,875
|
|
2.38%, 05/15/29
|
6,090
|
5,809,765
|
|
2.63%, 02/15/29
|
5,215
|
5,025,141
|
|
2.63%, 07/31/29
|
3,923
|
3,756,579
|
|
2.75%, 07/31/27
|
7,000
|
6,905,664
|
|
2.75%, 02/15/28
|
4,225
|
4,138,685
|
|
2.75%, 05/31/29
|
4,700
|
4,528,523
|
|
2.75%, 08/15/32
|
11,973
|
11,005,806
|
|
2.88%, 05/15/28
|
7,058
|
6,908,453
|
|
2.88%, 08/15/28
|
6,900
|
6,733,969
|
|
2.88%, 04/30/29
|
5,440
|
5,265,325
|
|
2.88%, 05/15/32
|
18,797
|
17,475,336
|
|
3.13%, 08/31/27
|
5,564
|
5,508,577
|
|
3.13%, 11/15/28
|
275
|
269,199
|
|
3.13%, 08/31/29
|
6,900
|
6,702,164
|
|
3.25%, 06/30/27
|
6,540
|
6,494,271
|
|
3.25%, 06/30/29
|
5,500
|
5,372,383
|
|
3.38%, 09/15/27
|
13,170
|
13,076,884
|
|
3.38%, 11/30/27
|
8,747
|
8,672,172
|
|
3.38%, 12/31/27
|
10,675
|
10,575,339
|
|
3.38%, 02/29/28(c)
|
13,286
|
13,150,026
|
|
3.38%, 09/15/28
|
7,177
|
7,075,513
|
|
3.38%, 05/15/33
|
13,850
|
13,094,742
|
|
3.50%, 09/30/27
|
8,206
|
8,158,559
|
|
3.50%, 10/31/27
|
10,329
|
10,263,233
|
|
Security
|
Par
(000
)
|
Value
|
|
U.S. Government Obligations (continued)
|
||
|
3.50%, 01/31/28
|
$16,830
|
$16,697,201
|
|
3.50%, 04/30/28
|
5,400
|
5,350,008
|
|
3.50%, 10/15/28
|
11,234
|
11,098,841
|
|
3.50%, 11/15/28
|
7,717
|
7,620,537
|
|
3.50%, 12/15/28
|
11,180
|
11,035,883
|
|
3.50%, 01/15/29
|
11,363
|
11,210,310
|
|
3.50%, 02/15/29
|
11,600
|
11,438,687
|
|
3.50%, 03/15/29
|
9,035
|
8,907,239
|
|
3.50%, 09/30/29
|
9,318
|
9,151,295
|
|
3.50%, 01/31/30
|
8,400
|
8,230,031
|
|
3.50%, 04/30/30
|
9,000
|
8,804,531
|
|
3.50%, 11/30/30
|
10,305
|
10,042,545
|
|
3.50%, 02/28/31
|
11,748
|
11,432,272
|
|
3.50%, 02/15/33
|
13,501
|
12,897,674
|
|
3.63%, 08/31/27
|
8,666
|
8,632,148
|
|
3.63%, 03/31/28
|
8,500
|
8,444,219
|
|
3.63%, 05/31/28
|
9,000
|
8,934,258
|
|
3.63%, 08/15/28
|
8,082
|
8,015,702
|
|
3.63%, 08/31/29
|
9,245
|
9,118,604
|
|
3.63%, 03/31/30
|
5,180
|
5,093,802
|
|
3.63%, 08/31/30
|
9,247
|
9,069,284
|
|
3.63%, 09/30/30
|
10,518
|
10,313,392
|
|
3.63%, 10/31/30
|
8,671
|
8,497,580
|
|
3.63%, 12/31/30
|
9,614
|
9,412,707
|
|
3.63%, 09/30/31
|
6,668
|
6,495,570
|
|
3.75%, 06/30/27
|
7,399
|
7,386,283
|
|
3.75%, 08/15/27
|
7,403
|
7,386,517
|
|
3.75%, 04/15/28
|
11,180
|
11,129,777
|
|
3.75%, 04/30/28
|
10,799
|
10,749,645
|
|
3.75%, 05/15/28
|
17,385
|
17,302,150
|
|
3.75%, 12/31/28
|
7,147
|
7,096,189
|
|
3.75%, 05/31/30
|
10,000
|
9,869,531
|
|
3.75%, 06/30/30
|
6,000
|
5,918,437
|
|
3.75%, 12/31/30
|
4,806
|
4,729,780
|
|
3.75%, 01/31/31
|
9,818
|
9,659,992
|
|
3.75%, 08/31/31
|
9,079
|
8,900,967
|
|
3.75%, 10/31/32
|
9,646
|
9,376,213
|
|
3.75%, 11/30/32
|
3,750
|
3,643,066
|
|
3.75%, 02/28/33
|
7,153
|
6,936,734
|
|
3.88%, 07/31/27
|
8,519
|
8,512,345
|
|
3.88%, 10/15/27
|
6,457
|
6,449,938
|
|
3.88%, 11/30/27
|
867
|
865,713
|
|
3.88%, 12/31/27
|
9,505
|
9,488,663
|
|
3.88%, 03/15/28
|
6,282
|
6,269,240
|
|
3.88%, 03/31/28
|
14,063
|
14,032,786
|
|
3.88%, 06/15/28
|
12,174
|
12,141,663
|
|
3.88%, 07/15/28
|
6,613
|
6,593,884
|
|
3.88%, 04/15/29
|
9,211
|
9,168,543
|
|
3.88%, 05/15/29
|
13,934
|
13,868,684
|
|
3.88%, 09/30/29
|
14,212
|
14,123,175
|
|
3.88%, 11/30/29
|
3,800
|
3,773,875
|
|
3.88%, 12/31/29
|
8,000
|
7,943,125
|
|
3.88%, 04/30/30
|
14,900
|
14,777,774
|
|
3.88%, 06/30/30
|
8,988
|
8,908,653
|
|
3.88%, 07/31/30
|
13,302
|
13,181,451
|
|
3.88%, 03/31/31
|
11,949
|
11,814,574
|
|
3.88%, 04/30/31
|
21,560
|
21,312,397
|
|
3.88%, 08/31/32
|
3,595
|
3,523,662
|
|
3.88%, 09/30/32
|
11,144
|
10,918,508
|
|
3.88%, 12/31/32
|
4,181
|
4,089,214
|
|
3.88%, 08/15/33
|
15,595
|
15,188,068
|
|
Security
|
Par
(000
)
|
Value
|
|
U.S. Government Obligations (continued)
|
||
|
3.88%, 08/15/34
|
$18,457
|
$17,848,496
|
|
4.00%, 12/15/27
|
12,444
|
12,448,375
|
|
4.00%, 02/29/28
|
8,000
|
8,001,250
|
|
4.00%, 06/30/28
|
10,146
|
10,143,622
|
|
4.00%, 01/31/29
|
8,481
|
8,470,399
|
|
4.00%, 07/31/29
|
11,240
|
11,218,047
|
|
4.00%, 10/31/29
|
11,057
|
11,028,494
|
|
4.00%, 02/28/30
|
15,400
|
15,348,266
|
|
4.00%, 03/31/30
|
13,947
|
13,899,057
|
|
4.00%, 05/31/30
|
8,459
|
8,425,957
|
|
4.00%, 07/31/30
|
4,349
|
4,330,313
|
|
4.00%, 01/31/31
|
9,424
|
9,369,517
|
|
4.00%, 04/30/32
|
5,944
|
5,878,523
|
|
4.00%, 06/30/32
|
6,720
|
6,639,675
|
|
4.00%, 07/31/32
|
8,195
|
8,091,922
|
|
4.00%, 01/31/33
|
7,737
|
7,617,923
|
|
4.00%, 02/15/34
|
22,859
|
22,369,675
|
|
4.00%, 11/15/35
|
18,271
|
17,674,338
|
|
4.13%, 09/30/27
|
5,371
|
5,382,959
|
|
4.13%, 10/31/27
|
4,800
|
4,810,125
|
|
4.13%, 11/15/27
|
5,887
|
5,898,958
|
|
4.13%, 07/31/28
|
11,582
|
11,607,336
|
|
4.13%, 03/31/29
|
8,484
|
8,500,570
|
|
4.13%, 10/31/29
|
17,861
|
17,883,326
|
|
4.13%, 11/30/29
|
8,402
|
8,413,159
|
|
4.13%, 08/31/30
|
6,200
|
6,199,516
|
|
4.13%, 03/31/31
|
6,094
|
6,088,763
|
|
4.13%, 07/31/31
|
10,676
|
10,660,153
|
|
4.13%, 10/31/31
|
9,000
|
8,976,094
|
|
4.13%, 11/30/31
|
9,241
|
9,215,732
|
|
4.13%, 02/29/32
|
9,329
|
9,292,559
|
|
4.13%, 03/31/32
|
6,992
|
6,963,595
|
|
4.13%, 05/31/32
|
9,330
|
9,284,079
|
|
4.13%, 11/15/32
|
16,434
|
16,318,448
|
|
4.13%, 04/30/33
|
5,537
|
5,485,523
|
|
4.13%, 02/15/36
|
16,058
|
15,669,095
|
|
4.25%, 01/15/28
|
6,854
|
6,881,309
|
|
4.25%, 02/15/28
|
13,356
|
13,412,346
|
|
4.25%, 02/28/29
|
7,864
|
7,904,549
|
|
4.25%, 06/30/29
|
9,745
|
9,796,770
|
|
4.25%, 01/31/30
|
17,948
|
18,040,544
|
|
4.25%, 02/28/31
|
5,200
|
5,224,781
|
|
4.25%, 06/30/31
|
10,997
|
11,044,253
|
|
4.25%, 03/31/33
|
5,551
|
5,543,194
|
|
4.25%, 11/15/34
|
18,766
|
18,604,730
|
|
4.25%, 05/15/35
|
18,477
|
18,272,021
|
|
4.25%, 08/15/35
|
19,312
|
19,076,635
|
|
4.38%, 07/15/27
|
8,218
|
8,258,127
|
|
4.38%, 08/31/28
|
11,011
|
11,092,722
|
|
4.38%, 11/30/28
|
7,600
|
7,660,562
|
|
4.38%, 12/31/29
|
8,348
|
8,426,915
|
|
4.38%, 11/30/30
|
6,000
|
6,059,531
|
|
4.38%, 01/31/32
|
7,320
|
7,385,194
|
|
4.38%, 05/15/34
|
18,954
|
18,998,423
|
|
4.38%, 05/15/36
|
7,589
|
7,551,055
|
|
4.50%, 05/31/29
|
9,110
|
9,221,740
|
|
4.50%, 12/31/31
|
6,546
|
6,645,724
|
|
4.50%, 11/15/33
|
16,210
|
16,402,494
|
|
4.63%, 06/15/27
|
7,994
|
8,051,769
|
|
4.63%, 09/30/28
|
10,937
|
11,081,403
|
|
4.63%, 04/30/29
|
9,000
|
9,139,219
|
|
Security
|
Par
(000
)
|
Value
|
|
U.S. Government Obligations (continued)
|
||
|
4.63%, 09/30/30
|
$6,255
|
$6,378,634
|
|
4.63%, 04/30/31
|
5,212
|
5,321,533
|
|
4.63%, 05/31/31
|
5,000
|
5,105,078
|
|
4.63%, 02/15/35
|
19,112
|
19,443,474
|
|
4.88%, 10/31/28
|
7,992
|
8,144,347
|
|
4.88%, 10/31/30
|
5,000
|
5,149,219
|
|
U.S. Treasury Notes/Bonds
|
|
|
|
2.63%, 05/31/27
|
7,524
|
7,429,950
|
|
3.88%, 05/31/27
|
9,979
|
9,975,102
|
|
|
|
2,174,667,171
|
|
Total U.S. Government & Agency Obligations — 69.0%
(Cost: $3,495,398,582)
|
3,334,984,688
|
|
|
Total Long-Term Investments — 98.6%
(Cost: $4,972,476,540)
|
4,768,588,728
|
|
|
|
Shares
|
|
|
Short-Term Securities
|
||
|
Money Market Funds — 5.4%
|
||
|
BlackRock Cash Funds: Institutional, SL Agency
Shares, 3.76%(j)(k)
|
239,080,526
|
239,152,250
|
|
BlackRock Cash Funds: Treasury, SL Agency
Shares, 3.58%(j)(k)(l)
|
25,286,232
|
25,286,232
|
|
Total Short-Term Securities — 5.4%
(Cost: $264,379,989)
|
264,438,482
|
|
|
Total Investments Before TBA Sales Commitments — 104.0%
(Cost: $5,236,856,529)
|
5,033,027,210
|
|
|
|
Par
(000
)
|
|
|
TBA Sales Commitments(h)
|
||
|
Mortgage-Backed Securities — (0.1)%
|
||
|
Government National Mortgage Association,
5.50%, 06/22/56
|
$(225
)
|
(226,388
)
|
|
Security
|
Par
(000
)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
||
|
Uniform Mortgage-Backed Securities, 5.00%,
06/11/56
|
$(2,275
)
|
$(2,238,010
)
|
|
Total TBA Sales Commitments — (0.1)%
(Proceeds: $(2,455,074))
|
(2,464,398
)
|
|
|
Total Investments, Net of TBA Sales Commitments — 103.9%
(Cost: $5,234,401,455)
|
5,030,562,812
|
|
|
Liabilities in Excess of Other Assets — (3.9)%
|
(193,152,601
)
|
|
|
Net Assets — 100.0%
|
$4,837,410,211
|
|
|
(a)
|
Variable rate security. Interest rate resets periodically. The rate shown is the effective
interest rate as of period end. Security description also includes the reference rate
and
spread if published and available.
|
|
(b)
|
Security exempt from registration pursuant to Rule 144A under the Securities Act of
1933, as amended. These securities may be resold in transactions exempt from
registration to qualified institutional investors.
|
|
(c)
|
All or a portion of this security is on loan.
|
|
(d)
|
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)
|
U.S. dollar denominated security issued by foreign domiciled entity.
|
|
(g)
|
Perpetual security with no stated maturity date.
|
|
(h)
|
Represents or includes a TBA transaction.
|
|
(i)
|
All or a portion of the security has been pledged as collateral in connection with
outstanding TBA commitments.
|
|
(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: Institutional, SL
Agency Shares
|
$220,881,472
|
$18,310,550
(a)
|
$—
|
$(17,221
)
|
$(22,551
)
|
$239,152,250
|
239,080,526
|
$2,188,020
|
$—
|
|
BlackRock Cash Funds: Treasury, SL
Agency Shares
|
14,627,245
|
10,658,987
(a)
|
—
|
—
|
—
|
25,286,232
|
25,286,232
|
27,711
(b)
|
—
|
|
|
|
|
|
$(17,221)
|
$(22,551)
|
$264,438,482
|
|
$2,215,731
|
$—
|
|
(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
|
$—
|
$16,518,589
|
$—
|
$16,518,589
|
|
Collateralized Mortgage Obligations
|
—
|
52,781,985
|
—
|
52,781,985
|
|
Corporate Bonds & Notes
|
—
|
1,219,585,108
|
—
|
1,219,585,108
|
|
Foreign Government Obligations
|
—
|
144,718,358
|
—
|
144,718,358
|
|
U.S. Government & Agency Obligations
|
—
|
3,334,984,688
|
—
|
3,334,984,688
|
|
Short-Term Securities
|
|
|
|
|
|
Money Market Funds
|
264,438,482
|
—
|
—
|
264,438,482
|
|
Liabilities
|
|
|
|
|
|
Investments
|
|
|
|
|
|
TBA Sales Commitments
|
—
|
(2,464,398
)
|
—
|
(2,464,398
)
|
|
|
$264,438,482
|
$4,766,124,330
|
$—
|
$5,030,562,812
|
|
Portfolio Abbreviation
|
|
|
CME
|
Chicago Mercantile Exchange
|
|
CMT
|
Constant Maturity Treasury
|
|
SCA
|
Svenska Celluosa Aktiebolaget
|
|
SOFR
|
Secured Overnight Financing Rate
|
|
TBA
|
To-Be-Announced
|