|
Security
|
Par
(000
)
|
Value
|
|
Corporate Bonds & Notes
|
||
|
Advertising — 0.0%
|
||
|
WPP 2025 LLC/Delaware, 6.50%, 03/30/36
|
$50
|
$49,042
|
|
Aerospace & Defense — 1.2%
|
||
|
GE Capital International Funding Co. Unlimited
Co., 4.42%, 11/15/35
|
615
|
587,760
|
|
General Electric Co.
|
|
|
|
4.35%, 05/01/50(a)
|
60
|
50,643
|
|
5.88%, 01/14/38
|
125
|
133,339
|
|
6.75%, 03/15/32
|
710
|
784,756
|
|
6.88%, 01/10/39
|
92
|
106,448
|
|
Honeywell Aerospace, Inc.
|
|
|
|
4.30%, 03/16/31(b)
|
40
|
39,387
|
|
4.60%, 03/16/33(b)
|
2,050
|
2,018,808
|
|
4.95%, 03/16/36(b)
|
2,170
|
2,144,352
|
|
5.73%, 03/16/56(b)
|
535
|
535,175
|
|
Howmet Aerospace, Inc., 5.95%, 02/01/37(a)
|
150
|
159,420
|
|
L3Harris Technologies, Inc.
|
|
|
|
4.85%, 04/27/35
|
385
|
378,614
|
|
5.50%, 08/15/54
|
315
|
304,293
|
|
5.60%, 07/31/53(a)
|
110
|
107,867
|
|
Northrop Grumman Corp.
|
|
|
|
4.03%, 10/15/47
|
188
|
149,542
|
|
4.90%, 06/01/34
|
832
|
830,311
|
|
4.95%, 03/15/53(a)
|
523
|
466,885
|
|
5.15%, 05/01/40
|
116
|
113,502
|
|
5.20%, 06/01/54(a)
|
762
|
707,476
|
|
5.25%, 05/01/50
|
197
|
184,598
|
|
RTX Corp.
|
|
|
|
2.25%, 07/01/30
|
1,002
|
917,218
|
|
2.82%, 09/01/51
|
212
|
131,297
|
|
3.03%, 03/15/52(a)
|
54
|
34,744
|
|
3.13%, 07/01/50
|
545
|
361,980
|
|
3.75%, 11/01/46
|
282
|
215,682
|
|
4.05%, 05/04/47
|
242
|
192,765
|
|
4.13%, 11/16/28
|
885
|
879,370
|
|
4.15%, 05/15/45
|
254
|
209,069
|
|
4.35%, 04/15/47
|
65
|
54,174
|
|
4.45%, 11/16/38
|
86
|
79,645
|
|
4.50%, 06/01/42
|
934
|
834,075
|
|
4.63%, 11/16/48
|
507
|
437,013
|
|
4.70%, 12/15/41
|
222
|
204,486
|
|
4.88%, 10/15/40
|
129
|
122,476
|
|
5.40%, 05/01/35
|
300
|
309,942
|
|
5.70%, 04/15/40
|
340
|
348,739
|
|
5.75%, 01/15/29
|
5
|
5,165
|
|
6.00%, 03/15/31
|
55
|
58,231
|
|
6.05%, 06/01/36
|
340
|
365,276
|
|
6.10%, 03/15/34
|
30
|
32,214
|
|
6.13%, 07/15/38
|
335
|
360,334
|
|
6.40%, 03/15/54(a)
|
60
|
65,555
|
|
7.50%, 09/15/29
|
625
|
680,905
|
|
|
|
16,703,531
|
|
Agriculture — 0.5%
|
||
|
Archer-Daniels-Midland Co.
|
|
|
|
2.70%, 09/15/51
|
373
|
227,569
|
|
3.25%, 03/27/30
|
145
|
138,597
|
|
3.75%, 09/15/47
|
120
|
91,450
|
|
4.02%, 04/16/43
|
163
|
134,660
|
|
4.50%, 03/15/49
|
160
|
136,938
|
|
Security
|
Par
(000
)
|
Value
|
|
Agriculture (continued)
|
||
|
4.54%, 03/26/42
|
$99
|
$88,621
|
|
5.38%, 09/15/35
|
199
|
204,886
|
|
5.94%, 10/01/32
|
351
|
373,851
|
|
Bunge Ltd. Finance Corp.
|
|
|
|
2.75%, 05/14/31
|
923
|
843,658
|
|
3.75%, 09/25/27
|
2,392
|
2,375,280
|
|
4.10%, 01/07/28
|
923
|
918,982
|
|
4.20%, 09/17/29
|
485
|
479,685
|
|
4.55%, 08/04/30
|
100
|
99,492
|
|
4.65%, 09/17/34
|
847
|
821,297
|
|
4.80%, 03/19/33(a)
|
125
|
124,292
|
|
5.15%, 08/04/35
|
650
|
649,131
|
|
5.15%, 03/19/36
|
125
|
124,555
|
|
|
|
7,832,944
|
|
Airlines — 0.1%
|
||
|
Delta Air Lines, Inc.
|
|
|
|
3.75%, 10/28/29
|
115
|
111,130
|
|
5.25%, 07/10/30
|
1,030
|
1,041,880
|
|
|
|
1,153,010
|
|
Apparel — 0.1%
|
||
|
NIKE, Inc.
|
|
|
|
2.85%, 03/27/30
|
59
|
55,748
|
|
3.25%, 03/27/40
|
18
|
14,323
|
|
3.38%, 11/01/46
|
76
|
55,005
|
|
3.38%, 03/27/50
|
243
|
171,615
|
|
Ralph Lauren Corp., 2.95%, 06/15/30
|
45
|
42,290
|
|
Tapestry, Inc.
|
|
|
|
4.13%, 07/15/27
|
460
|
458,307
|
|
5.10%, 03/11/30
|
40
|
40,415
|
|
5.50%, 03/11/35
|
645
|
650,179
|
|
|
|
1,487,882
|
|
Auto Manufacturers — 1.2%
|
||
|
American Honda Finance Corp.
|
|
|
|
2.25%, 01/12/29
|
60
|
56,535
|
|
3.50%, 02/15/28
|
372
|
365,832
|
|
4.60%, 04/17/30
|
176
|
174,644
|
|
4.90%, 03/13/29(a)
|
90
|
90,680
|
|
4.90%, 01/10/34(a)
|
162
|
159,582
|
|
5.13%, 07/07/28
|
30
|
30,317
|
|
Cummins, Inc.
|
|
|
|
1.50%, 09/01/30
|
2,102
|
1,863,401
|
|
2.60%, 09/01/50
|
245
|
147,581
|
|
4.25%, 05/09/28(a)
|
50
|
49,997
|
|
4.70%, 02/15/31
|
125
|
125,834
|
|
4.88%, 10/01/43
|
384
|
361,845
|
|
4.90%, 02/20/29
|
1,036
|
1,050,437
|
|
5.15%, 02/20/34(a)
|
1,399
|
1,425,131
|
|
5.30%, 05/09/35(a)
|
437
|
446,624
|
|
5.45%, 02/20/54(a)
|
223
|
218,065
|
|
Ford Motor Co.
|
|
|
|
3.25%, 02/12/32
|
225
|
199,381
|
|
4.75%, 01/15/43
|
60
|
47,780
|
|
5.29%, 12/08/46
|
80
|
66,792
|
|
7.40%, 11/01/46(a)
|
465
|
495,481
|
|
Ford Motor Credit Co. LLC
|
|
|
|
2.90%, 02/10/29
|
55
|
51,867
|
|
3.63%, 06/17/31
|
400
|
367,788
|
|
4.00%, 11/13/30
|
314
|
296,537
|
|
5.11%, 05/03/29
|
507
|
505,522
|
|
6.13%, 03/08/34
|
175
|
177,445
|
|
Security
|
Par
(000
)
|
Value
|
|
Auto Manufacturers (continued)
|
||
|
6.50%, 02/07/35
|
$90
|
$92,814
|
|
7.12%, 11/07/33(a)
|
600
|
643,168
|
|
7.20%, 06/10/30
|
40
|
42,414
|
|
General Motors Co.
|
|
|
|
5.00%, 04/01/35(a)
|
146
|
142,084
|
|
5.15%, 04/01/38
|
287
|
273,381
|
|
5.20%, 04/01/45
|
266
|
235,939
|
|
5.40%, 04/01/48(a)
|
196
|
176,053
|
|
5.60%, 10/15/32(a)
|
90
|
92,725
|
|
5.95%, 04/01/49(a)
|
285
|
273,909
|
|
6.25%, 10/02/43
|
306
|
307,578
|
|
6.60%, 04/01/36
|
354
|
380,746
|
|
6.75%, 04/01/46
|
255
|
268,951
|
|
General Motors Financial Co., Inc.
|
|
|
|
2.35%, 01/08/31
|
140
|
125,492
|
|
2.70%, 06/10/31
|
251
|
226,429
|
|
3.10%, 01/12/32
|
210
|
190,195
|
|
3.60%, 06/21/30
|
275
|
262,823
|
|
4.30%, 04/06/29
|
268
|
265,244
|
|
4.60%, 01/08/31
|
70
|
69,298
|
|
5.45%, 09/06/34
|
270
|
271,622
|
|
5.45%, 01/08/36(a)
|
50
|
49,902
|
|
5.65%, 01/17/29
|
154
|
157,484
|
|
5.90%, 01/07/35
|
105
|
108,476
|
|
5.95%, 04/04/34
|
125
|
129,800
|
|
6.10%, 01/07/34
|
379
|
397,246
|
|
6.15%, 07/15/35
|
275
|
287,406
|
|
6.40%, 01/09/33
|
306
|
326,643
|
|
Honda Motor Co. Ltd., 2.97%, 03/10/32
|
375
|
337,793
|
|
Mercedes-Benz Finance North America LLC,
8.50%, 01/18/31
|
633
|
729,374
|
|
Toyota Motor Corp., 3.67%, 07/20/28
|
23
|
22,759
|
|
Toyota Motor Credit Corp.
|
|
|
|
1.90%, 09/12/31
|
45
|
39,260
|
|
2.15%, 02/13/30
|
275
|
253,228
|
|
2.40%, 01/13/32
|
35
|
31,091
|
|
3.05%, 01/11/28
|
5
|
4,915
|
|
3.38%, 04/01/30
|
83
|
79,654
|
|
3.65%, 01/08/29(a)
|
60
|
59,023
|
|
4.70%, 01/12/33
|
405
|
403,670
|
|
|
|
16,533,687
|
|
Auto Parts & Equipment — 0.2%
|
||
|
Aptiv Swiss Holdings Ltd.
|
|
|
|
3.10%, 12/01/51
|
575
|
354,196
|
|
4.15%, 05/01/52(a)
|
476
|
354,067
|
|
4.40%, 10/01/46
|
51
|
39,873
|
|
5.40%, 03/15/49(a)
|
168
|
150,355
|
|
BorgWarner, Inc.
|
|
|
|
4.38%, 03/15/45
|
93
|
77,176
|
|
5.40%, 08/15/34(a)
|
360
|
366,396
|
|
Lear Corp.
|
|
|
|
3.50%, 05/30/30
|
132
|
125,692
|
|
3.55%, 01/15/52
|
267
|
180,936
|
|
4.25%, 05/15/29
|
749
|
739,913
|
|
5.25%, 05/15/49(a)
|
309
|
280,256
|
|
|
|
2,668,860
|
|
Banks — 19.7%
|
||
|
Banco Bilbao Vizcaya Argentaria SA
|
|
|
|
4.15%, 03/03/29
|
200
|
197,437
|
|
4.97%, 05/08/31
|
200
|
200,009
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
5.13%, 03/03/36
|
$310
|
$301,903
|
|
6.03%, 03/13/35, (1-year CMT + 1.95%)(c)
|
400
|
416,809
|
|
6.14%, 09/14/28, (1-year CMT + 2.70%)(c)
|
414
|
422,843
|
|
7.88%, 11/15/34, (1-year CMT + 3.30%)(c)
|
230
|
261,310
|
|
Banco Santander SA
|
|
|
|
2.75%, 12/03/30
|
195
|
176,250
|
|
2.96%, 03/25/31
|
509
|
466,531
|
|
3.23%, 11/22/32, (1-year CMT + 1.60%)(c)
|
270
|
244,101
|
|
3.31%, 06/27/29
|
90
|
86,814
|
|
3.49%, 05/28/30
|
175
|
166,591
|
|
3.80%, 02/23/28
|
260
|
256,950
|
|
4.38%, 04/12/28
|
438
|
436,655
|
|
4.87%, 04/15/31
|
200
|
198,827
|
|
5.44%, 04/15/36
|
200
|
199,757
|
|
5.54%, 03/14/30, (1-year CMT + 1.45%)(c)
|
495
|
504,552
|
|
5.57%, 01/17/30
|
55
|
56,337
|
|
6.03%, 01/17/35
|
260
|
272,293
|
|
6.35%, 03/14/34
|
454
|
480,688
|
|
6.61%, 11/07/28
|
294
|
307,757
|
|
6.92%, 08/08/33
|
641
|
696,372
|
|
6.94%, 11/07/33
|
50
|
56,058
|
|
Bank of America Corp.
|
|
|
|
1.90%, 07/23/31, (1-day SOFR + 1.53%)(c)
|
201
|
179,533
|
|
1.92%, 10/24/31, (1-day SOFR + 1.37%)(c)
|
303
|
268,738
|
|
2.09%, 06/14/29, (1-day SOFR + 1.06%)(c)
|
240
|
228,549
|
|
2.30%, 07/21/32, (1-day SOFR + 1.22%)(c)
|
525
|
464,224
|
|
2.48%, 09/21/36, (5-year CMT + 1.20%)(c)
|
654
|
570,349
|
|
2.50%, 02/13/31, (3-mo. CME Term SOFR +
1.25%)(c)
|
380
|
351,613
|
|
2.57%, 10/20/32, (1-day SOFR + 1.21%)(c)
|
303
|
270,078
|
|
2.59%, 04/29/31, (1-day SOFR + 2.15%)(c)
|
156
|
144,167
|
|
2.68%, 06/19/41, (1-day SOFR + 1.93%)(c)
|
374
|
271,382
|
|
2.69%, 04/22/32, (1-day SOFR + 1.32%)(c)
|
817
|
741,590
|
|
2.83%, 10/24/51, (1-day SOFR + 1.88%)(c)
|
438
|
274,554
|
|
2.88%, 10/22/30, (3-mo. CME Term SOFR +
1.45%)(c)
|
293
|
276,976
|
|
2.97%, 02/04/33, (1-day SOFR + 1.33%)(c)
|
565
|
510,867
|
|
2.97%, 07/21/52, (1-day SOFR + 1.56%)(a)(c)
|
778
|
502,721
|
|
3.19%, 07/23/30, (3-mo. CME Term SOFR +
1.44%)(c)
|
282
|
270,057
|
|
3.25%, 10/21/27
|
1,788
|
1,768,863
|
|
3.31%, 04/22/42, (1-day SOFR + 1.58%)(c)
|
430
|
332,500
|
|
3.42%, 12/20/28, (3-mo. CME Term SOFR +
1.30%)(c)
|
1,065
|
1,048,040
|
|
3.85%, 03/08/37, (5-year CMT + 2.00%)(c)
|
582
|
541,883
|
|
3.95%, 01/23/49, (3-mo. CME Term SOFR +
1.45%)(c)
|
216
|
169,147
|
|
3.97%, 03/05/29, (3-mo. CME Term SOFR +
1.33%)(c)
|
482
|
477,624
|
|
3.97%, 02/07/30, (3-mo. CME Term SOFR +
1.47%)(c)
|
88
|
86,567
|
|
4.08%, 04/23/40, (3-mo. CME Term SOFR +
1.58%)(c)
|
192
|
167,807
|
|
4.08%, 03/20/51, (3-mo. CME Term SOFR +
3.41%)(c)
|
1,400
|
1,105,430
|
|
4.24%, 04/24/38, (3-mo. CME Term SOFR +
2.08%)(c)
|
792
|
724,387
|
|
4.27%, 07/23/29, (3-mo. CME Term SOFR +
1.57%)(c)
|
502
|
498,939
|
|
4.33%, 03/15/50, (3-mo. CME Term SOFR +
1.78%)(c)
|
678
|
558,686
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.44%, 01/20/48, (3-mo. CME Term SOFR +
2.25%)(c)
|
$672
|
$571,787
|
|
4.57%, 04/27/33, (1-day SOFR + 1.83%)(c)
|
870
|
854,210
|
|
4.88%, 04/01/44
|
348
|
322,380
|
|
4.95%, 07/22/28, (1-day SOFR + 2.04%)(c)
|
280
|
281,761
|
|
5.00%, 01/21/44
|
701
|
658,514
|
|
5.02%, 07/22/33, (1-day SOFR + 2.16%)(c)
|
1,232
|
1,238,170
|
|
5.20%, 04/25/29, (1-day SOFR + 1.63%)(c)
|
420
|
425,118
|
|
5.29%, 04/25/34, (1-day SOFR + 1.91%)(c)
|
1,163
|
1,181,010
|
|
5.43%, 08/15/35, (1-day SOFR + 1.91%)(c)
|
275
|
276,307
|
|
5.47%, 01/23/35, (1-day SOFR + 1.65%)(c)
|
475
|
485,401
|
|
5.51%, 01/24/36, (1-day SOFR + 1.31%)(c)
|
285
|
291,968
|
|
5.52%, 10/25/35, (1-day SOFR + 1.74%)(c)
|
460
|
463,504
|
|
5.74%, 02/12/36, (1-day SOFR + 1.70%)(c)
|
320
|
326,781
|
|
5.87%, 09/15/34, (1-day SOFR + 1.84%)(c)
|
630
|
660,435
|
|
5.88%, 02/07/42
|
691
|
714,745
|
|
6.11%, 01/29/37
|
832
|
877,624
|
|
6.20%, 11/10/28, (1-day SOFR + 1.99%)(c)
|
423
|
433,426
|
|
7.75%, 05/14/38
|
447
|
534,543
|
|
Series L, 4.18%, 11/25/27
|
710
|
708,065
|
|
Series N, 2.65%, 03/11/32, (1-day SOFR +
1.22%)(c)
|
285
|
258,637
|
|
Series N, 3.48%, 03/13/52, (1-day SOFR +
1.65%)(c)
|
635
|
450,788
|
|
Bank of America N.A., 6.00%, 10/15/36
|
258
|
273,219
|
|
Bank of Montreal
|
|
|
|
3.09%, 01/10/37, (5-year CMT + 1.40%)(c)
|
216
|
193,065
|
|
3.80%, 12/15/32, (5-year USD Swap +
1.43%)(c)
|
1,079
|
1,062,136
|
|
4.35%, 09/22/31, (1-day SOFR Index +
1.08%)(c)
|
125
|
123,304
|
|
5.20%, 02/01/28
|
332
|
336,396
|
|
5.51%, 06/04/31
|
105
|
108,762
|
|
Series J, 4.44%, 01/14/32, (1-day SOFR +
0.97%)(c)
|
100
|
98,444
|
|
Bank of New York Mellon Corp.(The)
|
|
|
|
3.30%, 08/23/29
|
311
|
299,518
|
|
3.40%, 01/29/28(a)
|
1,036
|
1,024,873
|
|
3.85%, 04/28/28(a)
|
1,018
|
1,013,319
|
|
4.44%, 06/09/28, (1-day SOFR + 0.68%)(c)
|
65
|
65,138
|
|
4.54%, 04/23/32, (1-day SOFR + 0.90%)(c)
|
250
|
248,262
|
|
4.94%, 02/11/31, (1-day SOFR + 0.89%)(c)
|
180
|
181,952
|
|
4.97%, 04/26/34, (1-day SOFR + 1.61%)(c)
|
70
|
70,108
|
|
5.06%, 07/22/32, (1-day SOFR + 1.23%)(c)
|
125
|
126,964
|
|
5.09%, 04/23/37, (1-day SOFR + 1.18%)(c)
|
475
|
472,227
|
|
5.19%, 03/14/35, (1-day SOFR + 1.42%)(c)
|
141
|
142,997
|
|
5.23%, 11/20/35, (1-day SOFR + 1.25%)(c)
|
195
|
197,830
|
|
5.32%, 06/06/36, (1-day SOFR + 1.35%)(c)
|
300
|
304,424
|
|
5.61%, 07/21/39, (1-day SOFR + 1.77%)(c)
|
70
|
71,815
|
|
6.47%, 10/25/34, (1-day SOFR + 1.85%)(c)
|
174
|
190,174
|
|
Bank of Nova Scotia(The)
|
|
|
|
2.15%, 08/01/31
|
1,178
|
1,042,945
|
|
2.45%, 02/02/32
|
345
|
305,667
|
|
4.04%, 09/15/28, (1-day SOFR + 0.76%)(c)
|
150
|
149,324
|
|
4.25%, 02/02/30, (1-day SOFR + 0.73%)(c)
|
275
|
272,256
|
|
4.34%, 09/15/31, (1-day SOFR + 1.09%)(c)
|
150
|
147,462
|
|
4.40%, 09/08/28, (1-day SOFR + 1.00%)(c)
|
1,930
|
1,929,732
|
|
4.58%, 06/05/29, (1-day SOFR + 0.66%)(c)
|
300
|
300,252
|
|
4.59%, 05/04/37, (5-year CMT + 2.05%)(c)
|
193
|
185,611
|
|
4.74%, 11/10/32, (1-day SOFR + 1.44%)(c)
|
85
|
84,781
|
|
4.81%, 02/02/34, (1-day SOFR + 1.05%)(c)
|
275
|
271,354
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.85%, 02/01/30
|
$1,512
|
$1,526,010
|
|
4.90%, 06/05/32, (1-day SOFR + 0.97%)(c)
|
300
|
300,299
|
|
4.93%, 02/14/29, (1-day SOFR + 0.89%)(c)
|
740
|
746,039
|
|
5.13%, 02/14/31, (1-day SOFR + 1.07%)(c)
|
515
|
522,820
|
|
5.25%, 06/12/28
|
2,609
|
2,657,072
|
|
5.40%, 06/04/27
|
1,202
|
1,216,516
|
|
5.45%, 08/01/29(a)
|
1,730
|
1,777,649
|
|
5.65%, 02/01/34
|
190
|
198,286
|
|
BankUnited, Inc., 5.13%, 06/11/30(a)
|
70
|
69,541
|
|
Barclays PLC
|
|
|
|
2.65%, 06/24/31, (1-year CMT + 1.90%)(c)
|
350
|
321,057
|
|
2.67%, 03/10/32, (1-year CMT + 1.20%)(c)
|
504
|
454,250
|
|
2.89%, 11/24/32, (1-year CMT + 1.30%)(c)
|
840
|
751,554
|
|
3.56%, 09/23/35, (5-year CMT + 2.90%)(c)
|
400
|
375,050
|
|
4.22%, 05/24/30, (1-day SOFR + 0.93%)(c)
|
400
|
393,984
|
|
4.34%, 01/10/28
|
40
|
39,923
|
|
4.48%, 11/11/29, (1-day SOFR + 1.08%)(c)
|
320
|
318,024
|
|
4.52%, 02/24/32, (1-day SOFR + 1.14%)(c)
|
330
|
323,413
|
|
4.84%, 05/09/28
|
536
|
536,870
|
|
4.95%, 01/10/47
|
245
|
218,543
|
|
4.97%, 05/16/29, (3-mo. SOFR US + 2.16%)(c)
|
497
|
499,688
|
|
5.09%, 02/25/29, (1-day SOFR + 0.96%)(c)
|
250
|
251,982
|
|
5.09%, 06/20/30, (3-mo. SOFR US + 3.32%)(c)
|
897
|
899,385
|
|
5.21%, 02/24/37, (1-day SOFR + 1.51%)(c)
|
310
|
301,503
|
|
5.25%, 08/17/45
|
370
|
346,732
|
|
5.34%, 09/10/35, (1-day SOFR + 1.91%)(c)
|
616
|
612,330
|
|
5.37%, 02/25/31, (1-day SOFR + 1.23%)(c)
|
200
|
203,132
|
|
5.50%, 08/09/28, (1-year CMT + 2.65%)(c)
|
743
|
750,528
|
|
5.69%, 03/12/30, (1-day SOFR + 1.74%)(c)
|
329
|
336,917
|
|
5.79%, 02/25/36, (1-day SOFR + 1.59%)(c)
|
720
|
734,772
|
|
5.86%, 08/11/46, (1-day SOFR + 1.83%)(c)
|
345
|
343,771
|
|
6.04%, 03/12/55, (1-day SOFR + 2.42%)(c)
|
103
|
106,651
|
|
6.22%, 05/09/34, (1-day SOFR + 2.98%)(c)
|
200
|
210,856
|
|
6.49%, 09/13/29, (1-day SOFR + 2.22%)(c)
|
15
|
15,566
|
|
6.69%, 09/13/34, (1-day SOFR + 2.62%)(c)
|
175
|
189,236
|
|
7.12%, 06/27/34, (1-day SOFR + 3.57%)(c)
|
595
|
651,219
|
|
7.39%, 11/02/28, (1-year CMT + 3.30%)(c)
|
676
|
701,006
|
|
7.44%, 11/02/33, (1-year CMT + 3.50%)(c)
|
238
|
266,209
|
|
Canadian Imperial Bank of Commerce
|
|
|
|
3.60%, 04/07/32
|
270
|
253,905
|
|
4.28%, 01/29/30, (1-day SOFR Index +
0.79%)(c)
|
300
|
297,303
|
|
4.58%, 09/08/31, (1-day SOFR Index +
1.17%)(c)
|
1,680
|
1,666,417
|
|
4.63%, 09/11/30, (1-day SOFR + 1.34%)(c)
|
1,040
|
1,039,207
|
|
4.86%, 03/30/29, (1-day SOFR + 1.03%)(c)
|
865
|
870,747
|
|
5.00%, 04/28/28
|
380
|
384,330
|
|
5.25%, 01/13/31, (1-day SOFR + 1.11%)(c)
|
390
|
397,455
|
|
5.26%, 04/08/29
|
315
|
321,164
|
|
5.99%, 10/03/28
|
165
|
170,344
|
|
6.09%, 10/03/33
|
640
|
683,513
|
|
Capital One NA
|
|
|
|
2.70%, 02/06/30
|
314
|
293,815
|
|
4.65%, 09/13/28
|
665
|
666,772
|
|
Citibank N.A., 5.57%, 04/30/34
|
250
|
260,342
|
|
Citigroup, Inc.
|
|
|
|
2.56%, 05/01/32, (1-day SOFR + 1.17%)(c)
|
334
|
300,489
|
|
2.57%, 06/03/31, (1-day SOFR + 2.11%)(c)
|
551
|
506,833
|
|
2.67%, 01/29/31, (1-day SOFR + 1.15%)(c)
|
105
|
97,713
|
|
2.98%, 11/05/30, (1-day SOFR + 1.42%)(c)
|
413
|
390,586
|
|
3.06%, 01/25/33, (1-day SOFR + 1.35%)(c)
|
459
|
416,230
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
3.52%, 10/27/28, (3-mo. CME Term SOFR +
1.41%)(c)
|
$504
|
$498,081
|
|
3.67%, 07/24/28, (3-mo. CME Term SOFR +
1.65%)(c)
|
618
|
612,918
|
|
3.79%, 03/17/33, (1-day SOFR + 1.94%)(c)
|
853
|
804,004
|
|
3.88%, 01/24/39, (3-mo. CME Term SOFR +
1.43%)(c)
|
191
|
165,855
|
|
3.98%, 03/20/30, (3-mo. CME Term SOFR +
1.60%)(a)(c)
|
247
|
242,607
|
|
4.08%, 04/23/29, (3-mo. CME Term SOFR +
1.45%)(a)(c)
|
498
|
494,229
|
|
4.13%, 07/25/28
|
282
|
279,382
|
|
4.41%, 03/31/31, (1-day SOFR + 3.91%)(c)
|
721
|
712,755
|
|
4.45%, 09/29/27
|
771
|
770,559
|
|
4.65%, 07/30/45
|
581
|
512,850
|
|
4.75%, 05/18/46
|
325
|
276,894
|
|
4.91%, 05/24/33, (1-day SOFR + 2.09%)(c)
|
284
|
282,752
|
|
5.30%, 05/06/44
|
195
|
183,267
|
|
5.32%, 03/26/41, (1-day SOFR + 4.55%)(c)
|
295
|
289,717
|
|
5.33%, 03/27/36, (1-day SOFR + 1.47%)(c)
|
140
|
140,983
|
|
5.41%, 09/19/39, (5-year CMT + 1.73%)(c)
|
305
|
301,442
|
|
5.45%, 06/11/35, (1-day SOFR + 1.45%)(c)
|
325
|
330,917
|
|
5.61%, 03/04/56, (1-day SOFR + 1.75%)(a)(c)
|
165
|
161,659
|
|
5.83%, 02/13/35, (1-day SOFR + 2.06%)(c)
|
405
|
413,105
|
|
5.88%, 02/22/33
|
271
|
282,473
|
|
5.88%, 01/30/42
|
535
|
550,337
|
|
6.00%, 10/31/33
|
334
|
348,996
|
|
6.02%, 01/24/36, (1-day SOFR + 1.83%)(c)
|
610
|
628,204
|
|
6.13%, 08/25/36
|
289
|
301,426
|
|
6.17%, 05/25/34, (1-day SOFR + 2.66%)(c)
|
670
|
700,237
|
|
6.27%, 11/17/33, (1-day SOFR + 2.34%)(c)
|
462
|
493,434
|
|
6.63%, 01/15/28(a)
|
699
|
726,103
|
|
6.63%, 06/15/32(a)
|
389
|
422,796
|
|
6.68%, 09/13/43
|
191
|
207,308
|
|
8.13%, 07/15/39
|
893
|
1,116,881
|
|
Citizens Financial Group, Inc.
|
|
|
|
2.50%, 02/06/30
|
147
|
135,416
|
|
3.25%, 04/30/30
|
237
|
224,305
|
|
5.64%, 05/21/37, (5-year CMT + 2.75%)(c)
|
62
|
62,180
|
|
6.65%, 04/25/35, (1-day SOFR + 2.33%)(c)
|
26
|
28,016
|
|
Commonwealth Bank of Australia, 4.15%,
10/01/30
|
3,500
|
3,456,126
|
|
Commonwealth Bank of Australia/New York,
Series C, 4.36%, 03/27/29
|
1,140
|
1,141,413
|
|
Cooperatieve Rabobank UA
|
|
|
|
5.25%, 05/24/41
|
215
|
211,597
|
|
5.25%, 08/04/45
|
45
|
41,674
|
|
5.75%, 12/01/43
|
251
|
247,214
|
|
Deutsche Bank AG/New York
|
|
|
|
3.04%, 05/28/32, (1-day SOFR + 1.72%)(c)
|
647
|
588,278
|
|
3.55%, 09/18/31, (1-day SOFR + 3.04%)(c)
|
968
|
912,162
|
|
3.73%, 01/14/32, (1-day SOFR + 2.76%)(c)
|
445
|
415,516
|
|
3.74%, 01/07/33, (1-day SOFR + 2.26%)(c)
|
267
|
244,298
|
|
4.73%, 02/06/32, (1-day SOFR + 1.14%)(c)
|
190
|
187,020
|
|
4.88%, 12/01/32, (5-year USD ICE Swap +
2.55%)(c)
|
733
|
730,527
|
|
5.00%, 09/11/30, (1-day SOFR + 1.70%)(c)
|
180
|
180,846
|
|
5.06%, 04/14/32, (1-day SOFR + 1.41%)(c)
|
220
|
219,602
|
|
5.37%, 01/10/29, (1-day SOFR + 1.21%)(c)
|
150
|
151,707
|
|
5.40%, 09/11/35, (1-day SOFR + 2.05%)(c)
|
485
|
485,246
|
|
5.88%, 07/08/31, (1-day SOFR + 5.44%)(c)
|
96
|
97,864
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
6.72%, 01/18/29, (1-day SOFR + 3.18%)(c)
|
$825
|
$851,998
|
|
6.82%, 11/20/29, (1-day SOFR + 2.51%)(c)
|
157
|
164,470
|
|
7.08%, 02/10/34, (1-day SOFR + 3.65%)(c)
|
311
|
333,598
|
|
Fifth Third Bancorp
|
|
|
|
4.34%, 04/25/33, (1-day SOFR + 1.66%)(c)
|
35
|
33,741
|
|
4.77%, 07/28/30, (1-day SOFR Index +
2.13%)(c)
|
45
|
44,965
|
|
8.25%, 03/01/38
|
283
|
342,895
|
|
Fifth Third Financial Corp., 4.00%, 02/01/29
|
437
|
430,612
|
|
First Horizon Bank, 5.75%, 05/01/30
|
250
|
254,310
|
|
Goldman Sachs Capital I, 6.35%, 02/15/34
|
532
|
556,713
|
|
Goldman Sachs Group, Inc.
|
|
|
|
4.59%, 04/20/30, (1-day SOFR + 0.99%)(c)
|
1,000
|
996,570
|
|
5.09%, 04/20/34, (1-day SOFR + 1.34%)(a)(c)
|
1,000
|
997,796
|
|
Goldman Sachs Group, Inc.(The)
|
|
|
|
1.99%, 01/27/32, (1-day SOFR + 1.09%)(c)
|
25
|
21,997
|
|
2.38%, 07/21/32, (1-day SOFR + 1.25%)(c)
|
613
|
542,166
|
|
2.60%, 02/07/30
|
10
|
9,322
|
|
2.62%, 04/22/32, (1-day SOFR + 1.28%)(c)
|
509
|
458,381
|
|
2.65%, 10/21/32, (1-day SOFR + 1.26%)(c)
|
274
|
243,780
|
|
2.91%, 07/21/42, (1-day SOFR + 1.47%)(c)
|
383
|
276,247
|
|
3.10%, 02/24/33, (1-day SOFR + 1.41%)(c)
|
624
|
565,633
|
|
3.21%, 04/22/42, (1-day SOFR + 1.51%)(c)
|
200
|
150,682
|
|
3.44%, 02/24/43, (1-day SOFR + 1.63%)(c)
|
145
|
110,761
|
|
3.69%, 06/05/28, (3-mo. CME Term SOFR +
1.77%)(a)(c)
|
199
|
197,642
|
|
3.80%, 03/15/30
|
30
|
29,107
|
|
3.81%, 04/23/29, (3-mo. CME Term SOFR +
1.42%)(c)
|
319
|
314,538
|
|
4.02%, 10/31/38, (3-mo. CME Term SOFR +
1.63%)(c)
|
714
|
626,338
|
|
4.22%, 05/01/29, (3-mo. CME Term SOFR +
1.56%)(c)
|
862
|
855,661
|
|
4.41%, 04/23/39, (3-mo. CME Term SOFR +
1.69%)(c)
|
320
|
288,640
|
|
4.48%, 08/23/28, (1-day SOFR + 1.73%)(c)
|
225
|
225,007
|
|
4.75%, 10/21/45
|
675
|
595,724
|
|
4.80%, 07/08/44
|
657
|
588,475
|
|
4.94%, 10/21/36, (1-day SOFR + 1.33%)(c)
|
810
|
786,454
|
|
4.97%, 06/03/32, (1-day SOFR + 1.03%)(c)
|
1,025
|
1,027,265
|
|
5.02%, 10/23/35, (1-day SOFR + 1.42%)(c)
|
390
|
384,303
|
|
5.07%, 01/21/37, (1-day SOFR + 1.19%)(c)
|
770
|
753,143
|
|
5.15%, 05/22/45
|
171
|
156,146
|
|
5.22%, 04/23/31, (1-day SOFR + 1.58%)(c)
|
20
|
20,280
|
|
5.33%, 07/23/35, (1-day SOFR + 1.55%)(c)
|
845
|
849,718
|
|
5.39%, 02/02/41, (5-year CMT + 1.18%)(c)
|
650
|
633,645
|
|
5.43%, 06/03/37, (1-day SOFR + 1.31%)(c)
|
655
|
658,496
|
|
5.54%, 01/28/36, (1-day SOFR + 1.38%)(c)
|
615
|
625,496
|
|
5.54%, 01/21/47, (1-day SOFR + 1.32%)(c)
|
1,200
|
1,157,803
|
|
5.73%, 01/28/56, (1-day SOFR + 1.70%)(c)
|
630
|
621,310
|
|
5.85%, 04/25/35, (1-day SOFR + 1.55%)(c)
|
325
|
338,152
|
|
6.13%, 02/15/33(a)
|
1,117
|
1,200,341
|
|
6.25%, 02/01/41
|
845
|
898,005
|
|
6.45%, 05/01/36
|
345
|
367,966
|
|
6.48%, 10/24/29, (1-day SOFR + 1.77%)(c)
|
281
|
292,630
|
|
6.56%, 10/24/34, (1-day SOFR + 1.95%)(c)
|
250
|
271,457
|
|
6.75%, 10/01/37
|
1,113
|
1,217,190
|
|
HSBC Bank USA N.A
|
|
|
|
5.63%, 08/15/35
|
280
|
288,174
|
|
5.88%, 11/01/34
|
275
|
286,913
|
|
7.00%, 01/15/39
|
280
|
315,032
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
HSBC Holdings PLC
|
|
|
|
2.21%, 08/17/29, (1-day SOFR + 1.29%)(c)
|
$200
|
$189,984
|
|
2.36%, 08/18/31, (1-day SOFR + 1.95%)(c)
|
360
|
325,369
|
|
2.80%, 05/24/32, (1-day SOFR + 1.19%)(c)
|
1,292
|
1,168,211
|
|
2.85%, 06/04/31, (1-day SOFR + 2.39%)(c)
|
696
|
644,347
|
|
2.87%, 11/22/32, (1-day SOFR + 1.41%)(c)
|
355
|
318,897
|
|
3.97%, 05/22/30, (3-mo. CME Term SOFR +
1.87%)(c)
|
1,161
|
1,137,641
|
|
4.58%, 06/19/29, (3-mo. CME Term SOFR +
1.80%)(c)
|
1,041
|
1,039,826
|
|
4.68%, 03/10/32, (1-day SOFR + 1.21%)(c)
|
200
|
197,486
|
|
4.71%, 05/12/30, (1-day SOFR + 0.94%)(c)
|
400
|
399,057
|
|
4.76%, 03/29/33, (1-day SOFR + 2.53%)(c)
|
281
|
274,289
|
|
4.90%, 03/03/29, (1-day SOFR + 1.03%)(c)
|
200
|
201,038
|
|
4.95%, 03/31/30
|
791
|
799,735
|
|
5.13%, 11/06/36, (1-day SOFR + 1.43%)(c)
|
200
|
196,785
|
|
5.21%, 05/12/34, (1-day SOFR + 1.32%)(a)(c)
|
400
|
399,185
|
|
5.24%, 05/13/31, (1-day SOFR + 1.57%)(c)
|
265
|
268,379
|
|
5.28%, 03/10/37, (1-day SOFR + 1.55%)(c)
|
1,160
|
1,146,404
|
|
5.29%, 11/19/30, (1-day SOFR + 1.29%)(c)
|
325
|
329,720
|
|
5.40%, 08/11/33, (1-day SOFR + 2.87%)(c)
|
456
|
462,683
|
|
5.45%, 03/03/36, (1-day SOFR + 1.56%)(c)
|
475
|
479,118
|
|
5.72%, 03/04/35, (1-day SOFR + 1.78%)(c)
|
330
|
339,584
|
|
5.74%, 09/10/36, (1-day SOFR + 1.96%)(c)
|
235
|
236,859
|
|
5.79%, 05/13/36, (1-day SOFR + 1.88%)(c)
|
285
|
294,248
|
|
5.87%, 11/18/35, (1-day SOFR + 1.90%)(c)
|
280
|
286,297
|
|
6.10%, 01/14/42(a)
|
567
|
601,534
|
|
6.25%, 03/09/34, (1-day SOFR + 2.39%)(c)
|
280
|
298,066
|
|
6.33%, 03/09/44, (1-day SOFR + 2.65%)(c)
|
50
|
53,476
|
|
6.50%, 05/02/36
|
240
|
255,150
|
|
6.50%, 09/15/37
|
748
|
801,181
|
|
6.55%, 06/20/34, (1-day SOFR + 2.98%)(a)(c)
|
631
|
670,846
|
|
6.80%, 06/01/38
|
347
|
380,752
|
|
7.39%, 11/03/28, (1-day SOFR + 3.35%)(c)
|
90
|
93,447
|
|
7.40%, 11/13/34, (1-day SOFR + 3.02%)(c)
|
250
|
278,335
|
|
8.11%, 11/03/33, (1-day SOFR + 4.25%)(c)
|
459
|
528,091
|
|
Huntington Bancshares, Inc./Ohio
|
|
|
|
2.49%, 08/15/36, (5-year CMT + 1.17%)(c)
|
182
|
156,748
|
|
2.55%, 02/04/30
|
843
|
780,732
|
|
5.02%, 05/17/33, (1-day SOFR + 2.05%)(c)
|
460
|
457,395
|
|
5.71%, 02/02/35, (1-day SOFR Index +
1.87%)(c)
|
45
|
46,100
|
|
6.21%, 08/21/29, (1-day SOFR + 2.02%)(c)
|
76
|
78,476
|
|
Huntington National Bank (The), 5.65%, 01/10/30
|
10
|
10,318
|
|
ING Groep NV
|
|
|
|
2.73%, 04/01/32, (1-day SOFR + 1.32%)(c)
|
843
|
765,748
|
|
4.05%, 04/09/29
|
380
|
375,685
|
|
4.25%, 03/28/33, (1-day SOFR + 2.07%)(c)
|
90
|
87,121
|
|
4.55%, 10/02/28
|
510
|
511,262
|
|
4.86%, 03/25/29, (1-day SOFR + 1.01%)(c)
|
200
|
201,224
|
|
5.07%, 03/25/31, (1-day SOFR Index +
1.23%)(c)
|
235
|
237,318
|
|
5.34%, 03/19/30, (1-day SOFR + 1.44%)(c)
|
985
|
1,003,016
|
|
5.42%, 03/23/37, (1-day SOFR Index +
1.61%)(c)
|
470
|
470,912
|
|
5.53%, 03/25/36, (1-day SOFR + 1.61%)(c)
|
865
|
878,782
|
|
5.55%, 03/19/35, (1-day SOFR + 1.77%)(c)
|
1,119
|
1,141,204
|
|
6.11%, 09/11/34, (1-day SOFR + 2.09%)(c)
|
649
|
689,578
|
|
Series VAR, 4.80%, 03/23/32, (1-day SOFR
Index + 1.26%)(c)
|
400
|
398,106
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
JPMorgan Chase & Co.
|
|
|
|
1.95%, 02/04/32, (1-day SOFR + 1.07%)(c)
|
$285
|
$251,253
|
|
2.52%, 04/22/31, (1-day SOFR + 2.04%)(c)
|
355
|
327,731
|
|
2.53%, 11/19/41, (3-mo. CME Term SOFR +
1.51%)(c)
|
425
|
301,250
|
|
2.55%, 11/08/32, (1-day SOFR + 1.18%)(c)
|
190
|
169,419
|
|
2.58%, 04/22/32, (3-mo. CME Term SOFR +
1.25%)(c)
|
754
|
681,120
|
|
2.74%, 10/15/30, (3-mo. CME Term SOFR +
1.51%)(c)
|
666
|
627,018
|
|
2.96%, 05/13/31, (3-mo. CME Term SOFR +
2.52%)(c)
|
40
|
37,412
|
|
2.96%, 01/25/33, (1-day SOFR + 1.26%)(c)
|
743
|
673,884
|
|
3.11%, 04/22/41, (3-mo. CME Term SOFR +
2.46%)(c)
|
758
|
586,502
|
|
3.11%, 04/22/51, (1-day SOFR + 2.44%)(c)
|
869
|
579,988
|
|
3.16%, 04/22/42, (3-mo. CME Term SOFR +
1.46%)(c)
|
299
|
227,939
|
|
3.33%, 04/22/52, (1-day SOFR + 1.58%)(c)
|
1,074
|
742,401
|
|
3.51%, 01/23/29, (3-mo. CME Term SOFR +
1.21%)(c)
|
345
|
339,662
|
|
3.63%, 12/01/27
|
20
|
19,793
|
|
3.70%, 05/06/30, (3-mo. CME Term SOFR +
1.42%)(c)
|
771
|
752,295
|
|
3.88%, 07/24/38, (3-mo. CME Term SOFR +
1.62%)(c)
|
503
|
444,460
|
|
3.90%, 01/23/49, (3-mo. CME Term SOFR +
1.48%)(c)
|
494
|
386,041
|
|
3.96%, 11/15/48, (3-mo. CME Term SOFR +
1.64%)(c)
|
745
|
590,487
|
|
4.01%, 04/23/29, (3-mo. CME Term SOFR +
1.38%)(c)
|
644
|
638,137
|
|
4.03%, 07/24/48, (3-mo. CME Term SOFR +
1.72%)(c)
|
340
|
271,405
|
|
4.20%, 07/23/29, (3-mo. CME Term SOFR +
1.52%)(c)
|
384
|
381,239
|
|
4.25%, 10/01/27
|
906
|
906,762
|
|
4.26%, 02/22/48, (3-mo. CME Term SOFR +
1.84%)(c)
|
605
|
502,056
|
|
4.45%, 12/05/29, (3-mo. CME Term SOFR +
1.59%)(c)
|
617
|
614,781
|
|
4.49%, 03/24/31, (3-mo. CME Term SOFR +
3.79%)(c)
|
157
|
156,187
|
|
4.59%, 04/26/33, (1-day SOFR + 1.80%)(c)
|
890
|
876,583
|
|
4.81%, 10/22/36, (1-day SOFR + 1.19%)(c)
|
5
|
4,855
|
|
4.85%, 02/01/44
|
417
|
384,139
|
|
4.91%, 07/25/33, (1-day SOFR + 2.08%)(a)(c)
|
1,345
|
1,346,685
|
|
4.95%, 10/22/35, (1-day SOFR + 1.34%)(c)
|
768
|
758,120
|
|
4.95%, 06/01/45
|
244
|
224,256
|
|
5.19%, 02/05/37, (1-day SOFR + 1.30%)(c)
|
440
|
433,086
|
|
5.29%, 07/22/35, (1-day SOFR + 1.46%)(c)
|
670
|
676,462
|
|
5.34%, 01/23/35, (1-day SOFR + 1.62%)(c)
|
600
|
608,425
|
|
5.35%, 06/01/34, (1-day SOFR + 1.85%)(c)
|
639
|
651,745
|
|
5.40%, 01/06/42
|
531
|
526,858
|
|
5.50%, 01/24/36, (1-day SOFR + 1.32%)(c)
|
275
|
281,381
|
|
5.50%, 10/15/40
|
456
|
465,607
|
|
5.57%, 04/22/36, (1-day SOFR + 1.68%)(c)
|
580
|
596,696
|
|
5.58%, 07/23/36, (1-day SOFR + 1.64%)(c)
|
265
|
268,841
|
|
5.60%, 07/15/41
|
583
|
593,232
|
|
5.72%, 09/14/33, (1-day SOFR + 2.58%)(c)
|
504
|
520,900
|
|
5.77%, 04/22/35, (1-day SOFR + 1.49%)(c)
|
565
|
587,756
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
6.25%, 10/23/34, (1-day SOFR + 1.81%)(c)
|
$303
|
$325,188
|
|
6.40%, 05/15/38
|
1,023
|
1,130,175
|
|
8.75%, 09/01/30
|
729
|
840,159
|
|
Keybank National Association
|
|
|
|
3.90%, 04/13/29
|
45
|
43,961
|
|
4.90%, 08/08/32
|
124
|
121,883
|
|
6.95%, 02/01/28
|
90
|
93,189
|
|
KeyCorp
|
|
|
|
2.55%, 10/01/29
|
643
|
601,763
|
|
4.10%, 04/30/28
|
25
|
24,833
|
|
Lloyds Banking Group PLC
|
|
|
|
3.57%, 11/07/28, (3-mo. SOFR US + 1.47%)(c)
|
475
|
469,202
|
|
4.24%, 02/10/30, (1-year CMT + 0.60%)(c)
|
200
|
197,762
|
|
4.34%, 01/09/48
|
200
|
162,865
|
|
4.38%, 03/22/28
|
201
|
200,816
|
|
4.43%, 11/04/31, (1-year CMT + 0.82%)(c)
|
200
|
196,739
|
|
4.55%, 08/16/28
|
325
|
325,524
|
|
4.94%, 11/04/36, (1-year CMT + 0.97%)(c)
|
425
|
411,810
|
|
4.98%, 08/11/33, (1-year CMT + 2.30%)(c)
|
230
|
229,043
|
|
5.30%, 12/01/45
|
200
|
186,084
|
|
5.59%, 11/26/35, (1-year CMT + 1.20%)(c)
|
500
|
510,152
|
|
5.67%, 02/10/47, (1-year CMT + 0.82%)(c)
|
200
|
196,288
|
|
5.68%, 01/05/35, (1-year CMT + 1.75%)(c)
|
505
|
519,382
|
|
5.72%, 06/05/30, (1-year CMT + 1.07%)(c)
|
275
|
282,810
|
|
5.87%, 03/06/29, (1-year CMT + 1.70%)(c)
|
410
|
419,271
|
|
6.07%, 06/13/36, (1-year CMT + 1.60%)(c)
|
450
|
463,038
|
|
7.95%, 11/15/33, (1-year CMT + 3.75%)(c)
|
428
|
486,697
|
|
Mitsubishi UFJ Financial Group, Inc.
|
|
|
|
2.05%, 07/17/30
|
235
|
212,156
|
|
2.31%, 07/20/32, (1-year CMT + 0.95%)(c)
|
339
|
299,594
|
|
2.49%, 10/13/32, (1-year CMT + 0.97%)(c)
|
115
|
101,885
|
|
2.56%, 02/25/30
|
15
|
13,911
|
|
2.85%, 01/19/33, (1-year CMT + 1.10%)(c)
|
325
|
291,418
|
|
3.20%, 07/18/29
|
10
|
9,589
|
|
3.29%, 07/25/27
|
77
|
76,144
|
|
3.74%, 03/07/29
|
307
|
302,133
|
|
3.75%, 07/18/39
|
456
|
387,966
|
|
3.96%, 03/02/28(a)
|
48
|
47,720
|
|
4.05%, 09/11/28
|
1,055
|
1,046,482
|
|
4.15%, 03/07/39(a)
|
362
|
327,625
|
|
4.29%, 07/26/38(a)
|
210
|
195,555
|
|
4.32%, 04/19/33, (1-year CMT + 1.55%)(c)
|
50
|
48,302
|
|
5.13%, 07/20/33, (1-year CMT + 2.13%)(c)
|
282
|
284,231
|
|
5.41%, 04/19/34, (1-year CMT + 1.97%)(c)
|
55
|
56,300
|
|
5.44%, 02/22/34, (1-year CMT + 1.63%)(c)
|
340
|
348,093
|
|
5.47%, 09/13/33, (1-year CMT + 2.13%)(c)
|
200
|
205,003
|
|
Mizuho Financial Group, Inc.
|
|
|
|
2.17%, 05/22/32, (1-year CMT + 0.87%)(c)
|
255
|
224,816
|
|
2.20%, 07/10/31, (3-mo. CME Term SOFR +
1.77%)(c)
|
400
|
361,180
|
|
2.26%, 07/09/32, (1-year CMT + 0.90%)(c)
|
550
|
484,147
|
|
2.56%, 09/13/31
|
135
|
119,669
|
|
2.59%, 05/25/31, (3-mo. CME Term SOFR +
1.33%)(c)
|
258
|
237,426
|
|
2.87%, 09/13/30, (3-mo. CME Term SOFR +
1.57%)(c)
|
230
|
217,188
|
|
3.15%, 07/16/30, (3-mo. CME Term SOFR +
1.39%)(c)
|
217
|
207,358
|
|
3.17%, 09/11/27
|
30
|
29,572
|
|
3.26%, 05/22/30, (1-year CMT + 1.25%)(c)
|
10
|
9,622
|
|
4.02%, 03/05/28
|
445
|
442,322
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.25%, 09/11/29, (3-mo. CME Term SOFR +
1.53%)(c)
|
$233
|
$231,540
|
|
4.44%, 05/12/32, (1-year CMT + 0.70%)(c)
|
200
|
196,123
|
|
4.71%, 07/08/31, (1-year CMT + 0.92%)(c)
|
355
|
354,581
|
|
5.05%, 05/12/37, (1-year CMT + 0.85%)(c)
|
200
|
196,898
|
|
5.32%, 07/08/36, (1-year CMT + 1.07%)(a)(c)
|
420
|
421,957
|
|
5.38%, 05/26/30, (1-year CMT + 1.12%)(c)
|
245
|
250,009
|
|
5.38%, 07/10/30, (1-year CMT + 1.08%)(c)
|
200
|
203,941
|
|
5.58%, 05/26/35, (1-year CMT + 1.30%)(c)
|
220
|
225,992
|
|
5.59%, 07/10/35, (1-year CMT + 1.30%)(c)
|
285
|
292,726
|
|
5.67%, 05/27/29, (1-year CMT + 1.50%)(c)
|
275
|
281,093
|
|
5.67%, 09/13/33, (1-year CMT + 2.40%)(c)
|
420
|
435,451
|
|
5.74%, 05/27/31, (1-year CMT + 1.65%)(c)
|
45
|
46,568
|
|
5.75%, 05/27/34, (1-year CMT + 1.80%)(c)
|
325
|
337,857
|
|
5.75%, 07/06/34, (1-year CMT + 1.90%)(c)
|
375
|
389,970
|
|
5.78%, 07/06/29, (1-year CMT + 1.65%)(c)
|
455
|
466,484
|
|
Morgan Stanley
|
|
|
|
1.79%, 02/13/32, (1-day SOFR + 1.03%)(c)
|
746
|
649,469
|
|
1.93%, 04/28/32, (1-day SOFR + 1.02%)(c)
|
830
|
722,993
|
|
2.24%, 07/21/32, (1-day SOFR + 1.18%)(c)
|
782
|
687,419
|
|
2.48%, 09/16/36, (1-day SOFR + 1.36%)(c)
|
1,136
|
987,878
|
|
2.51%, 10/20/32, (1-day SOFR + 1.20%)(c)
|
365
|
323,356
|
|
2.70%, 01/22/31, (1-day SOFR + 1.14%)(c)
|
327
|
304,436
|
|
2.80%, 01/25/52, (1-day SOFR + 1.43%)(a)(c)
|
660
|
411,462
|
|
2.94%, 01/21/33, (1-day SOFR + 1.29%)(c)
|
152
|
136,967
|
|
3.22%, 04/22/42, (1-day SOFR + 1.49%)(c)
|
50
|
38,161
|
|
3.59%, 07/22/28(c)
|
948
|
938,645
|
|
3.62%, 04/01/31, (1-day SOFR + 3.12%)(c)
|
1,012
|
971,616
|
|
3.77%, 01/24/29, (3-mo. CME Term SOFR +
1.40%)(c)
|
795
|
785,381
|
|
3.97%, 07/22/38(c)
|
423
|
371,994
|
|
4.30%, 01/27/45
|
620
|
523,807
|
|
4.38%, 01/22/47
|
778
|
652,457
|
|
4.43%, 01/23/30, (3-mo. CME Term SOFR +
1.89%)(c)
|
1,182
|
1,174,954
|
|
4.46%, 04/22/39, (3-mo. CME Term SOFR +
1.69%)(c)
|
206
|
190,346
|
|
4.49%, 01/16/32, (1-day SOFR + 0.95%)(c)
|
325
|
319,857
|
|
4.71%, 03/12/32, (1-day SOFR + 1.20%)(c)
|
430
|
426,075
|
|
4.81%, 04/16/32, (1-day SOFR Index +
1.18%)(c)
|
295
|
293,677
|
|
4.89%, 07/20/33, (1-day SOFR + 2.08%)(c)
|
80
|
79,720
|
|
5.07%, 01/30/37, (1-day SOFR + 1.18%)(c)
|
445
|
436,200
|
|
5.12%, 02/01/29, (1-day SOFR + 1.73%)(c)
|
580
|
585,318
|
|
5.16%, 04/20/29, (1-day SOFR + 1.59%)(c)
|
475
|
479,918
|
|
5.19%, 04/17/31, (1-day SOFR + 1.51%)(c)
|
20
|
20,292
|
|
5.25%, 04/21/34, (1-day SOFR + 1.87%)(c)
|
635
|
641,526
|
|
5.30%, 04/10/37, (1-day SOFR Index +
1.41%)(a)(c)
|
880
|
877,632
|
|
5.30%, 04/20/37, (1-day SOFR + 2.62%)(c)
|
336
|
336,366
|
|
5.31%, 01/18/41, (5-year CMT + 1.17%)(c)
|
260
|
253,759
|
|
5.32%, 07/19/35, (1-day SOFR + 1.56%)(c)
|
625
|
630,564
|
|
5.42%, 07/21/34, (1-day SOFR + 1.88%)(c)
|
605
|
616,714
|
|
5.47%, 01/18/35, (1-day SOFR + 1.73%)(c)
|
380
|
387,115
|
|
5.52%, 11/19/55, (1-day SOFR + 1.71%)(c)
|
575
|
556,885
|
|
5.59%, 01/18/36, (1-day SOFR + 1.42%)(c)
|
330
|
338,311
|
|
5.60%, 03/24/51, (1-day SOFR + 4.84%)(c)
|
392
|
384,978
|
|
5.66%, 04/17/36, (1-day SOFR + 1.76%)(c)
|
530
|
545,824
|
|
5.83%, 04/19/35, (1-day SOFR + 1.58%)(c)
|
695
|
724,266
|
|
5.90%, 03/13/47, (1-day SOFR + 1.78%)(c)
|
805
|
816,301
|
|
5.94%, 02/07/39, (5-year CMT + 1.80%)(c)
|
460
|
475,293
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
5.95%, 01/19/38, (5-year CMT + 2.43%)(c)
|
$524
|
$542,621
|
|
6.30%, 10/18/28, (1-day SOFR + 2.24%)(c)
|
80
|
82,014
|
|
6.34%, 10/18/33, (1-day SOFR + 2.56%)(c)
|
450
|
481,951
|
|
6.38%, 07/24/42
|
841
|
916,229
|
|
6.63%, 11/01/34, (1-day SOFR + 2.05%)(c)
|
185
|
201,990
|
|
7.25%, 04/01/32(a)
|
824
|
930,259
|
|
Series I, 4.89%, 10/22/36, (1-day SOFR +
1.31%)(c)
|
275
|
266,710
|
|
National Bank of Canada
|
|
|
|
4.17%, 01/20/29, (1-day SOFR Index +
0.76%)(c)
|
250
|
248,924
|
|
4.50%, 10/10/29
|
2,686
|
2,676,289
|
|
5.60%, 12/18/28(a)
|
4,087
|
4,200,234
|
|
NatWest Group PLC
|
|
|
|
3.03%, 11/28/35, (5-year CMT + 2.35%)(c)
|
261
|
239,085
|
|
4.45%, 05/08/30, (3-mo. SOFR US + 2.13%)(c)
|
509
|
505,646
|
|
4.89%, 05/18/29, (3-mo. SOFR US + 2.01%)(c)
|
679
|
682,903
|
|
4.96%, 08/15/30, (1-year CMT + 1.22%)(c)
|
200
|
201,341
|
|
5.08%, 01/27/30, (3-mo. SOFR US + 2.17%)(c)
|
1,000
|
1,008,715
|
|
5.12%, 05/23/31, (1-year CMT + 1.05%)(c)
|
200
|
201,783
|
|
5.52%, 09/30/28, (1-year CMT + 2.27%)(c)
|
535
|
542,446
|
|
5.78%, 03/01/35, (1-year CMT + 1.50%)(c)
|
200
|
207,100
|
|
5.81%, 09/13/29, (1-year CMT + 1.95%)(c)
|
280
|
287,102
|
|
5.91%, 03/03/47, (1-year CMT + 1.30%)(c)
|
200
|
195,566
|
|
6.48%, 06/01/34, (5-year CMT + 2.20%)(c)
|
596
|
617,328
|
|
Northern Trust Corp.
|
|
|
|
3.15%, 05/03/29
|
1,286
|
1,248,088
|
|
3.65%, 08/03/28
|
529
|
522,834
|
|
PNC Bank N.A.
|
|
|
|
3.10%, 10/25/27
|
661
|
650,874
|
|
4.05%, 07/26/28
|
204
|
202,088
|
|
4.43%, 07/21/28, (1-day SOFR + 0.73%)(c)
|
250
|
249,991
|
|
PNC Financial Services Group, Inc.(The)
|
|
|
|
2.55%, 01/22/30
|
221
|
206,095
|
|
3.45%, 04/23/29
|
364
|
354,856
|
|
4.62%, 10/26/29, (1-day SOFR + 0.68%)(c)
|
535
|
535,379
|
|
4.63%, 06/06/33, (1-day SOFR Index +
1.85%)(c)
|
296
|
287,537
|
|
4.90%, 05/13/31, (1-day SOFR + 1.33%)(a)(c)
|
230
|
231,639
|
|
5.07%, 01/24/34, (1-day SOFR + 1.93%)(c)
|
435
|
436,368
|
|
5.22%, 01/29/31, (1-day SOFR + 1.07%)(c)
|
85
|
86,527
|
|
5.37%, 07/21/36, (1-day SOFR + 1.42%)(c)
|
200
|
201,808
|
|
5.40%, 07/23/35, (1-day SOFR + 1.60%)(c)
|
650
|
659,480
|
|
5.42%, 01/25/41, (5-year CMT + 1.17%)(c)
|
235
|
230,556
|
|
5.58%, 06/12/29, (1-day SOFR + 1.84%)(c)
|
449
|
458,967
|
|
5.58%, 01/29/36, (1-day SOFR + 1.39%)(c)
|
365
|
373,792
|
|
5.68%, 01/22/35, (1-day SOFR + 1.90%)(c)
|
405
|
417,909
|
|
5.94%, 08/18/34, (1-day SOFR + 1.95%)(c)
|
255
|
268,102
|
|
6.04%, 10/28/33, (1-day SOFR Index +
2.14%)(c)
|
770
|
811,584
|
|
6.88%, 10/20/34, (1-day SOFR + 2.28%)(c)
|
460
|
508,200
|
|
Regions Bank/Birmingham AL, 6.45%, 06/26/37
|
253
|
266,591
|
|
Regions Financial Corp.
|
|
|
|
1.80%, 08/12/28
|
210
|
197,914
|
|
7.38%, 12/10/37
|
122
|
138,235
|
|
Royal Bank of Canada
|
|
|
|
2.30%, 11/03/31
|
285
|
254,645
|
|
3.88%, 05/04/32(a)
|
155
|
148,717
|
|
4.24%, 08/03/27
|
255
|
255,197
|
|
4.40%, 04/17/30, (1-day SOFR + 0.84%)(c)
|
425
|
422,473
|
|
4.61%, 05/03/32, (1-day SOFR + 1.01%)(c)
|
425
|
421,347
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
4.70%, 08/06/31, (1-day SOFR + 1.06%)(c)
|
$105
|
$104,821
|
|
4.90%, 01/12/28
|
451
|
455,534
|
|
4.97%, 08/02/30, (1-day SOFR + 1.10%)(c)
|
30
|
30,288
|
|
5.00%, 02/01/33
|
620
|
625,806
|
|
5.00%, 05/02/33
|
560
|
565,776
|
|
5.15%, 02/01/34
|
417
|
426,046
|
|
5.20%, 08/01/28
|
475
|
483,748
|
|
6.00%, 11/01/27
|
350
|
358,562
|
|
Santander Holdings USA, Inc.
|
|
|
|
4.40%, 07/13/27
|
1,132
|
1,131,987
|
|
5.35%, 09/06/30, (1-day SOFR + 1.94%)(c)
|
185
|
186,934
|
|
5.47%, 03/20/29, (1-day SOFR + 1.61%)(c)
|
155
|
156,884
|
|
5.74%, 03/20/31, (1-day SOFR + 1.88%)(c)
|
225
|
230,727
|
|
6.17%, 01/09/30, (1-day SOFR + 2.50%)(c)
|
276
|
284,479
|
|
6.34%, 05/31/35, (1-day SOFR + 2.14%)(a)(c)
|
480
|
508,121
|
|
6.50%, 03/09/29, (1-day SOFR + 2.36%)(c)
|
237
|
243,914
|
|
6.57%, 06/12/29, (1-day SOFR + 2.70%)(c)
|
37
|
38,295
|
|
7.66%, 11/09/31, (1-day SOFR + 3.28%)(c)
|
400
|
440,233
|
|
Santander U.K. Group Holdings PLC
|
|
|
|
2.90%, 03/15/32, (1-day SOFR + 1.48%)(c)
|
262
|
237,934
|
|
3.82%, 11/03/28, (3-mo. SOFR US + 1.66%)(c)
|
470
|
465,004
|
|
4.32%, 09/22/29, (1-day SOFR Index +
1.07%)(c)
|
200
|
198,327
|
|
4.86%, 09/11/30, (1-day SOFR Index +
1.55%)(c)
|
115
|
115,071
|
|
5.14%, 09/22/36, (1-day SOFR Index +
1.58%)(c)
|
460
|
446,508
|
|
5.69%, 04/15/31, (1-day SOFR Index +
1.52%)(c)
|
140
|
143,575
|
|
6.53%, 01/10/29, (1-day SOFR + 2.60%)(c)
|
315
|
324,121
|
|
State Street Corp.
|
|
|
|
2.62%, 02/07/33, (1-day SOFR + 1.00%)(c)
|
25
|
22,317
|
|
4.14%, 12/03/29, (3-mo. CME Term SOFR +
1.29%)(c)
|
558
|
554,233
|
|
4.56%, 04/23/32, (1-day SOFR + 0.91%)(c)
|
200
|
198,369
|
|
4.68%, 10/22/32, (1-day SOFR + 1.05%)(c)
|
110
|
109,690
|
|
4.78%, 10/23/36, (1-day SOFR + 1.22%)(a)(c)
|
765
|
744,871
|
|
4.82%, 01/26/34, (1-day SOFR + 1.57%)(c)
|
125
|
124,342
|
|
4.83%, 04/24/30
|
150
|
151,915
|
|
5.09%, 04/24/37, (1-day SOFR + 1.20%)(c)
|
265
|
263,208
|
|
5.15%, 02/28/36, (1-day SOFR + 1.22%)(c)
|
480
|
481,017
|
|
5.16%, 05/18/34, (1-day SOFR + 1.89%)(c)
|
45
|
45,559
|
|
6.12%, 11/21/34, (1-day SOFR + 1.96%)(c)
|
40
|
42,141
|
|
Sumitomo Mitsui Financial Group, Inc.
|
|
|
|
1.71%, 01/12/31
|
745
|
651,181
|
|
1.90%, 09/17/28
|
600
|
566,322
|
|
2.13%, 07/08/30
|
975
|
881,122
|
|
2.22%, 09/17/31
|
445
|
390,309
|
|
2.47%, 01/14/29
|
35
|
33,212
|
|
2.72%, 09/27/29
|
185
|
173,895
|
|
2.75%, 01/15/30
|
935
|
874,026
|
|
3.04%, 07/16/29
|
1,187
|
1,131,294
|
|
3.35%, 10/18/27
|
305
|
301,149
|
|
3.36%, 07/12/27(a)
|
205
|
203,044
|
|
3.54%, 01/17/28
|
571
|
563,334
|
|
3.94%, 07/19/28
|
91
|
90,064
|
|
4.11%, 01/15/29
|
200
|
198,036
|
|
4.31%, 10/16/28(a)
|
698
|
695,970
|
|
4.49%, 01/15/32, (1-day SOFR + 1.02%)(c)
|
200
|
197,136
|
|
5.05%, 01/15/37, (1-day SOFR + 1.22%)(c)
|
475
|
468,626
|
|
5.24%, 04/15/30
|
200
|
203,655
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
5.25%, 07/08/36, (1-day SOFR + 1.50%)(c)
|
$65
|
$65,444
|
|
5.32%, 07/09/29
|
215
|
219,163
|
|
5.33%, 03/03/41, (5-year CMT + 1.30%)(c)
|
175
|
171,211
|
|
5.42%, 07/09/31
|
820
|
841,151
|
|
5.45%, 01/15/32
|
200
|
205,360
|
|
5.56%, 07/09/34
|
1,150
|
1,184,583
|
|
5.57%, 01/15/47, (1-day SOFR + 1.36%)(c)
|
200
|
196,659
|
|
5.63%, 01/15/35
|
260
|
269,024
|
|
5.71%, 01/13/30
|
75
|
77,469
|
|
5.77%, 01/13/33
|
630
|
658,384
|
|
5.78%, 07/13/33
|
375
|
391,509
|
|
5.81%, 09/14/33
|
465
|
486,666
|
|
5.85%, 07/13/30
|
345
|
358,900
|
|
Synchrony Bank, 5.63%, 08/23/27
|
1,305
|
1,319,001
|
|
Toronto-Dominion Bank(The)
|
|
|
|
2.00%, 09/10/31
|
576
|
509,922
|
|
2.45%, 01/12/32
|
121
|
107,382
|
|
3.20%, 03/10/32
|
300
|
276,296
|
|
4.36%, 04/23/29
|
250
|
249,061
|
|
4.41%, 01/13/31
|
50
|
49,509
|
|
4.46%, 06/08/32(a)
|
437
|
430,306
|
|
4.57%, 06/02/28
|
200
|
200,568
|
|
4.78%, 12/17/29
|
150
|
151,352
|
|
4.87%, 04/22/33
|
250
|
248,394
|
|
4.93%, 10/15/35
|
630
|
619,101
|
|
4.99%, 04/05/29
|
396
|
401,303
|
|
5.15%, 09/10/34, (5-year CMT + 1.50%)(c)
|
164
|
164,966
|
|
5.16%, 01/10/28
|
255
|
258,021
|
|
5.52%, 07/17/28
|
330
|
337,472
|
|
Truist Bank, 2.25%, 03/11/30
|
60
|
54,713
|
|
Truist Financial Corp.
|
|
|
|
1.89%, 06/07/29, (1-day SOFR + 0.86%)(c)
|
135
|
128,112
|
|
1.95%, 06/05/30
|
135
|
121,991
|
|
3.88%, 03/19/29
|
225
|
220,557
|
|
4.92%, 07/28/33, (1-day SOFR + 2.24%)(c)
|
716
|
701,915
|
|
5.12%, 01/26/34, (1-day SOFR + 1.85%)(c)
|
135
|
134,952
|
|
5.71%, 01/24/35, (1-day SOFR + 1.92%)(c)
|
307
|
316,212
|
|
5.87%, 06/08/34, (1-day SOFR + 2.36%)(c)
|
335
|
348,625
|
|
6.12%, 10/28/33, (1-day SOFR + 2.30%)(c)
|
20
|
21,148
|
|
7.16%, 10/30/29, (1-day SOFR + 2.45%)(c)
|
70
|
74,070
|
|
U.S. Bancorp
|
|
|
|
1.38%, 07/22/30
|
200
|
176,062
|
|
2.49%, 11/03/36, (5-year CMT + 0.95%)(c)
|
456
|
396,268
|
|
2.68%, 01/27/33, (1-day SOFR + 1.02%)(c)
|
480
|
427,555
|
|
3.00%, 07/30/29
|
10
|
9,538
|
|
3.90%, 04/26/28
|
146
|
145,037
|
|
4.55%, 07/22/28, (1-day SOFR + 1.66%)(c)
|
270
|
270,427
|
|
4.65%, 02/01/29, (1-day SOFR + 1.23%)(c)
|
505
|
506,521
|
|
4.84%, 02/01/34, (1-day SOFR + 1.60%)(c)
|
320
|
315,835
|
|
4.97%, 07/22/33, (1-day SOFR + 2.11%)(c)
|
645
|
638,355
|
|
5.42%, 02/12/36, (1-day SOFR + 1.41%)(a)(c)
|
170
|
173,083
|
|
5.68%, 01/23/35, (1-day SOFR + 1.86%)(c)
|
120
|
123,958
|
|
5.72%, 05/20/41, (5-year CMT + 1.25%)(c)
|
175
|
175,389
|
|
5.85%, 10/21/33, (1-day SOFR + 2.09%)(c)
|
295
|
308,608
|
|
UBS AG/London, 5.65%, 09/11/28
|
1,100
|
1,131,053
|
|
UBS AG/Stamford CT
|
|
|
|
4.30%, 03/16/29, (1-day SOFR + 0.81%)(c)
|
250
|
249,553
|
|
4.63%, 02/16/32, (1-day SOFR + 1.11%)(c)
|
250
|
249,058
|
|
7.50%, 02/15/28
|
160
|
168,413
|
|
Webster Financial Corp., 4.10%, 03/25/29(a)
|
462
|
451,172
|
|
Security
|
Par
(000
)
|
Value
|
|
Banks (continued)
|
||
|
Wells Fargo & Co.
|
|
|
|
2.57%, 02/11/31, (3-mo. CME Term SOFR +
1.26%)(c)
|
$225
|
$208,529
|
|
3.07%, 04/30/41, (1-day SOFR + 2.53%)(c)
|
662
|
502,520
|
|
3.35%, 03/02/33, (1-day SOFR + 1.50%)(c)
|
317
|
291,800
|
|
3.90%, 05/01/45
|
102
|
80,778
|
|
4.30%, 07/22/27
|
679
|
678,608
|
|
4.40%, 06/14/46
|
260
|
211,084
|
|
4.61%, 04/25/53, (1-day SOFR + 2.13%)(c)
|
1,258
|
1,059,331
|
|
4.65%, 11/04/44
|
422
|
357,646
|
|
4.75%, 12/07/46(a)
|
273
|
231,793
|
|
4.81%, 07/25/28, (1-day SOFR + 1.98%)(c)
|
660
|
662,487
|
|
4.84%, 05/20/32, (1-day SOFR + 0.97%)(c)
|
700
|
699,416
|
|
4.90%, 07/25/33, (1-day SOFR + 2.10%)(c)
|
875
|
871,872
|
|
4.90%, 11/17/45
|
634
|
555,089
|
|
5.01%, 04/04/51, (3-mo. CME Term SOFR +
4.50%)(c)
|
1,448
|
1,296,771
|
|
5.38%, 11/02/43
|
167
|
157,269
|
|
5.39%, 04/24/34, (1-day SOFR + 2.02%)(c)
|
135
|
137,350
|
|
5.50%, 01/23/35, (1-day SOFR + 1.78%)(a)(c)
|
126
|
128,551
|
|
5.56%, 07/25/34, (1-day SOFR + 1.99%)(c)
|
290
|
298,137
|
|
5.61%, 01/15/44
|
497
|
480,049
|
|
5.95%, 12/01/86
|
1,000
|
1,019,834
|
|
6.49%, 10/23/34, (1-day SOFR + 2.06%)(c)
|
325
|
351,994
|
|
Series B, 7.95%, 11/15/29
|
467
|
513,169
|
|
Westpac Banking Corp.
|
|
|
|
2.65%, 01/16/30
|
271
|
255,393
|
|
2.67%, 11/15/35, (5-year CMT + 1.75%)(c)
|
502
|
452,885
|
|
3.02%, 11/18/36, (5-year CMT + 1.53%)(c)
|
691
|
618,582
|
|
3.40%, 01/25/28
|
513
|
506,751
|
|
4.11%, 07/24/34, (5-year CMT + 2.00%)(a)(c)
|
308
|
300,703
|
|
5.62%, 11/20/35, (1-year CMT + 1.20%)(c)
|
695
|
702,839
|
|
Wintrust Financial Corp., 4.85%, 06/06/29
|
119
|
117,206
|
|
|
|
279,915,325
|
|
Beverages — 2.7%
|
||
|
Anheuser-Busch Cos LLC/Anheuser-Busch InBev
Worldwide, Inc.
|
|
|
|
4.70%, 02/01/36
|
1,492
|
1,452,560
|
|
4.90%, 02/01/46
|
2,045
|
1,869,090
|
|
Anheuser-Busch InBev Finance, Inc.
|
|
|
|
4.00%, 01/17/43
|
30
|
24,724
|
|
4.63%, 02/01/44
|
246
|
218,624
|
|
4.70%, 02/01/36
|
975
|
949,026
|
|
4.90%, 02/01/46
|
212
|
192,398
|
|
Anheuser-Busch InBev Worldwide, Inc.
|
|
|
|
3.50%, 06/01/30
|
661
|
638,422
|
|
3.75%, 07/15/42
|
30
|
24,158
|
|
4.38%, 04/15/38
|
186
|
173,830
|
|
4.44%, 10/06/48
|
567
|
480,373
|
|
4.50%, 06/01/50(a)
|
215
|
192,148
|
|
4.60%, 04/15/48
|
290
|
252,649
|
|
4.75%, 01/23/29
|
1,025
|
1,033,450
|
|
4.75%, 04/15/58
|
364
|
313,401
|
|
4.90%, 01/23/31
|
319
|
324,427
|
|
4.95%, 01/15/42
|
559
|
526,407
|
|
5.00%, 06/15/34
|
80
|
80,829
|
|
5.45%, 01/23/39
|
474
|
483,140
|
|
5.55%, 01/23/49
|
879
|
864,795
|
|
5.80%, 01/23/59
|
389
|
396,071
|
|
5.88%, 06/15/35
|
391
|
417,899
|
|
8.00%, 11/15/39
|
145
|
180,925
|
|
Security
|
Par
(000
)
|
Value
|
|
Beverages (continued)
|
||
|
8.20%, 01/15/39
|
$391
|
$492,798
|
|
Brown-Forman Corp.
|
|
|
|
4.00%, 04/15/38
|
19
|
16,696
|
|
4.50%, 07/15/45(a)
|
64
|
54,190
|
|
Coca-Cola Co.(The)
|
|
|
|
1.38%, 03/15/31
|
1,237
|
1,078,764
|
|
1.65%, 06/01/30
|
517
|
466,780
|
|
2.00%, 03/05/31
|
240
|
215,790
|
|
2.13%, 09/06/29
|
212
|
198,906
|
|
2.25%, 01/05/32
|
1,982
|
1,775,580
|
|
2.50%, 06/01/40
|
108
|
79,269
|
|
2.50%, 03/15/51
|
396
|
235,602
|
|
2.60%, 06/01/50
|
344
|
211,261
|
|
2.75%, 06/01/60
|
448
|
259,763
|
|
3.00%, 03/05/51
|
482
|
320,085
|
|
3.45%, 03/25/30
|
483
|
469,151
|
|
4.20%, 03/25/50
|
388
|
320,585
|
|
4.65%, 08/14/34(a)
|
215
|
215,418
|
|
5.00%, 05/13/34
|
120
|
123,265
|
|
5.20%, 01/14/55
|
253
|
241,062
|
|
5.40%, 05/13/64
|
115
|
110,583
|
|
Coca-Cola Femsa SAB de CV
|
|
|
|
1.85%, 09/01/32
|
103
|
85,896
|
|
2.75%, 01/22/30
|
60
|
56,068
|
|
5.25%, 11/26/43
|
205
|
195,868
|
|
Constellation Brands, Inc.
|
|
|
|
2.88%, 05/01/30
|
65
|
60,917
|
|
3.60%, 02/15/28(a)
|
40
|
39,450
|
|
3.75%, 05/01/50
|
142
|
103,797
|
|
4.10%, 02/15/48
|
110
|
85,611
|
|
4.50%, 05/09/47
|
166
|
137,311
|
|
4.65%, 11/15/28
|
30
|
30,078
|
|
4.85%, 05/06/31
|
75
|
75,039
|
|
5.25%, 11/15/48(a)
|
60
|
54,985
|
|
Diageo Capital PLC
|
|
|
|
2.00%, 04/29/30
|
2,617
|
2,374,361
|
|
2.13%, 04/29/32
|
1,195
|
1,033,598
|
|
2.38%, 10/24/29
|
2,026
|
1,891,013
|
|
3.88%, 05/18/28
|
2,880
|
2,854,768
|
|
5.30%, 10/24/27
|
425
|
430,906
|
|
5.63%, 10/05/33
|
218
|
227,252
|
|
5.88%, 09/30/36
|
465
|
493,520
|
|
Diageo Investment Corp.
|
|
|
|
4.25%, 05/11/42(a)
|
130
|
111,564
|
|
5.13%, 08/15/30
|
540
|
549,680
|
|
5.63%, 04/15/35
|
430
|
446,720
|
|
7.45%, 04/15/35
|
1,635
|
1,911,682
|
|
Fomento Economico Mexicano SAB de CV
|
|
|
|
3.50%, 01/16/50
|
195
|
140,161
|
|
4.38%, 05/10/43
|
20
|
17,320
|
|
Keurig Dr Pepper, Inc.
|
|
|
|
3.20%, 05/01/30
|
80
|
75,296
|
|
3.35%, 03/15/51
|
155
|
101,153
|
|
3.80%, 05/01/50
|
229
|
162,590
|
|
4.05%, 04/15/32
|
338
|
322,085
|
|
4.42%, 12/15/46
|
176
|
141,560
|
|
4.50%, 11/15/45(a)
|
191
|
157,799
|
|
4.50%, 04/15/52
|
325
|
258,783
|
|
4.60%, 05/25/28
|
380
|
380,321
|
|
5.09%, 05/25/48
|
153
|
134,423
|
|
5.30%, 03/15/34
|
30
|
30,005
|
|
Security
|
Par
(000
)
|
Value
|
|
Beverages (continued)
|
||
|
Molson Coors Beverage Co.
|
|
|
|
4.20%, 07/15/46
|
$638
|
$510,076
|
|
4.90%, 07/08/31
|
245
|
245,766
|
|
5.00%, 05/01/42
|
448
|
410,722
|
|
5.50%, 07/08/36
|
460
|
463,502
|
|
PepsiCo, Inc.
|
|
|
|
1.63%, 05/01/30
|
224
|
202,000
|
|
2.63%, 07/29/29
|
1,248
|
1,187,550
|
|
2.75%, 03/19/30
|
5
|
4,716
|
|
2.75%, 10/21/51
|
95
|
58,790
|
|
2.88%, 10/15/49
|
140
|
90,974
|
|
3.38%, 07/29/49
|
165
|
117,457
|
|
3.50%, 03/19/40
|
133
|
110,471
|
|
3.63%, 03/19/50
|
240
|
178,115
|
|
3.88%, 03/19/60
|
125
|
92,677
|
|
4.00%, 03/05/42
|
115
|
97,874
|
|
4.00%, 05/02/47
|
128
|
102,942
|
|
4.45%, 04/14/46
|
307
|
266,800
|
|
4.80%, 07/17/34
|
100
|
100,651
|
|
4.88%, 11/01/40
|
254
|
243,868
|
|
5.25%, 07/17/54
|
50
|
48,097
|
|
5.50%, 01/15/40
|
174
|
178,732
|
|
7.00%, 03/01/29
|
39
|
41,696
|
|
|
|
37,899,950
|
|
Biotechnology — 1.5%
|
||
|
Amgen, Inc.
|
|
|
|
2.30%, 02/25/31
|
109
|
98,411
|
|
2.45%, 02/21/30
|
1,110
|
1,030,091
|
|
2.77%, 09/01/53
|
405
|
240,449
|
|
3.00%, 01/15/52(a)
|
436
|
282,793
|
|
3.15%, 02/21/40
|
40
|
31,110
|
|
3.20%, 11/02/27
|
807
|
795,354
|
|
3.38%, 02/21/50
|
300
|
211,859
|
|
4.20%, 03/01/33
|
320
|
308,380
|
|
4.20%, 02/22/52
|
189
|
147,953
|
|
4.40%, 05/01/45
|
671
|
568,580
|
|
4.40%, 02/22/62
|
362
|
281,997
|
|
4.56%, 06/15/48
|
454
|
383,815
|
|
4.66%, 06/15/51
|
965
|
817,658
|
|
4.88%, 03/01/53
|
117
|
101,595
|
|
4.95%, 10/01/41
|
207
|
192,690
|
|
5.15%, 11/15/41
|
307
|
291,805
|
|
5.25%, 03/02/33
|
1,135
|
1,159,003
|
|
5.65%, 06/15/42
|
50
|
49,686
|
|
5.65%, 03/02/53
|
745
|
724,095
|
|
5.75%, 03/15/40
|
134
|
137,432
|
|
5.75%, 03/02/63
|
634
|
615,066
|
|
6.38%, 06/01/37
|
175
|
190,791
|
|
6.40%, 02/01/39
|
188
|
202,665
|
|
Baxalta, Inc., 5.25%, 06/23/45
|
175
|
163,214
|
|
Biogen, Inc.
|
|
|
|
2.25%, 05/01/30
|
150
|
136,977
|
|
3.15%, 05/01/50
|
401
|
259,279
|
|
3.25%, 02/15/51
|
156
|
101,826
|
|
5.05%, 01/15/31
|
60
|
60,860
|
|
5.20%, 09/15/45
|
680
|
626,824
|
|
5.75%, 05/15/35(a)
|
95
|
99,005
|
|
6.45%, 05/15/55
|
100
|
106,224
|
|
Gilead Sciences, Inc.
|
|
|
|
1.20%, 10/01/27
|
1,071
|
1,029,958
|
|
1.65%, 10/01/30
|
1,285
|
1,140,561
|
|
Security
|
Par
(000
)
|
Value
|
|
Biotechnology (continued)
|
||
|
4.00%, 09/01/36
|
$445
|
$409,166
|
|
4.15%, 03/01/47
|
525
|
429,732
|
|
4.25%, 05/20/28
|
490
|
489,918
|
|
4.40%, 05/20/29
|
715
|
715,049
|
|
4.50%, 02/01/45
|
414
|
360,691
|
|
4.60%, 05/20/31
|
520
|
520,529
|
|
4.60%, 09/01/35
|
620
|
604,963
|
|
4.75%, 03/01/46
|
683
|
612,626
|
|
4.80%, 11/15/29
|
165
|
167,015
|
|
4.80%, 04/01/44
|
536
|
488,531
|
|
4.90%, 05/20/34
|
595
|
596,026
|
|
5.10%, 06/15/35
|
825
|
832,480
|
|
5.25%, 10/15/33
|
915
|
943,143
|
|
5.60%, 11/15/64
|
90
|
88,196
|
|
5.65%, 12/01/41
|
352
|
359,154
|
|
Illumina, Inc., 2.55%, 03/23/31
|
175
|
158,318
|
|
Regeneron Pharmaceuticals, Inc., 2.80%,
09/15/50
|
241
|
146,495
|
|
Royalty Pharma PLC
|
|
|
|
3.30%, 09/02/40
|
145
|
112,330
|
|
3.35%, 09/02/51
|
167
|
111,295
|
|
3.55%, 09/02/50
|
384
|
267,543
|
|
5.40%, 09/02/34
|
65
|
65,779
|
|
5.90%, 09/02/54
|
155
|
153,103
|
|
5.95%, 09/25/55
|
115
|
114,449
|
|
|
|
21,334,537
|
|
Building Materials — 2.2%
|
||
|
Carlisle Companies, Inc.
|
|
|
|
2.75%, 03/01/30
|
242
|
226,431
|
|
3.75%, 12/01/27(a)
|
31
|
30,714
|
|
Carrier Global Corp.
|
|
|
|
2.70%, 02/15/31
|
611
|
561,009
|
|
2.72%, 02/15/30
|
365
|
341,604
|
|
3.38%, 04/05/40
|
236
|
188,957
|
|
3.58%, 04/05/50(a)
|
583
|
424,264
|
|
5.90%, 03/15/34
|
603
|
635,806
|
|
6.20%, 03/15/54(a)
|
90
|
95,938
|
|
CRH America Finance, Inc.
|
|
|
|
4.40%, 02/09/31
|
395
|
389,610
|
|
5.00%, 02/09/36
|
860
|
845,334
|
|
5.40%, 05/21/34
|
2,513
|
2,565,823
|
|
5.50%, 01/09/35
|
640
|
653,490
|
|
5.60%, 02/09/56(a)
|
225
|
219,372
|
|
5.88%, 01/09/55
|
55
|
55,424
|
|
CRH SMW Finance DAC
|
|
|
|
5.13%, 01/09/30
|
1,345
|
1,366,091
|
|
5.20%, 05/21/29(a)
|
2,920
|
2,980,331
|
|
Fortune Brands Innovations, Inc.
|
|
|
|
3.25%, 09/15/29
|
503
|
480,082
|
|
4.00%, 03/25/32
|
1,202
|
1,137,151
|
|
4.50%, 03/25/52(a)
|
254
|
202,985
|
|
5.88%, 06/01/33(a)
|
1,367
|
1,420,527
|
|
Johnson Controls International PLC
|
|
|
|
4.95%, 07/02/64(d)
|
65
|
56,162
|
|
6.00%, 01/15/36
|
725
|
768,402
|
|
Johnson Controls International PLC/Tyco Fire &
Security Finance SCA
|
|
|
|
1.75%, 09/15/30(a)
|
2,535
|
2,257,520
|
|
2.00%, 09/16/31(a)
|
1,186
|
1,036,514
|
|
4.90%, 12/01/32
|
30
|
30,113
|
|
Security
|
Par
(000
)
|
Value
|
|
Building Materials (continued)
|
||
|
Lennox International, Inc.
|
|
|
|
1.70%, 08/01/27
|
$1,167
|
$1,132,843
|
|
5.50%, 09/15/28
|
645
|
658,231
|
|
Martin Marietta Materials, Inc.
|
|
|
|
3.20%, 07/15/51
|
328
|
217,569
|
|
3.45%, 06/01/27
|
81
|
80,283
|
|
3.50%, 12/15/27
|
55
|
54,308
|
|
4.25%, 12/15/47
|
180
|
146,037
|
|
5.15%, 12/01/34
|
50
|
50,264
|
|
5.50%, 12/01/54
|
490
|
470,138
|
|
Series CB, 2.50%, 03/15/30
|
128
|
118,300
|
|
Masco Corp.
|
|
|
|
3.13%, 02/15/51(a)
|
60
|
38,808
|
|
3.50%, 11/15/27
|
218
|
214,970
|
|
4.50%, 05/15/47
|
105
|
86,966
|
|
Mohawk Industries, Inc., 3.63%, 05/15/30
|
5
|
4,805
|
|
Owens Corning
|
|
|
|
3.95%, 08/15/29
|
570
|
560,180
|
|
4.30%, 07/15/47
|
202
|
163,266
|
|
4.40%, 01/30/48
|
134
|
109,807
|
|
5.50%, 06/15/27
|
45
|
45,559
|
|
5.70%, 06/15/34(a)
|
185
|
191,591
|
|
5.95%, 06/15/54(a)
|
390
|
391,460
|
|
7.00%, 12/01/36
|
303
|
340,569
|
|
Trane Technologies Financing Ltd.
|
|
|
|
3.80%, 03/21/29
|
1,518
|
1,494,425
|
|
5.10%, 06/13/34
|
885
|
896,754
|
|
5.25%, 03/03/33
|
1,260
|
1,292,043
|
|
Trane Technologies Holdco, Inc.
|
|
|
|
3.75%, 08/21/28
|
2,893
|
2,861,843
|
|
4.30%, 02/21/48
|
172
|
141,896
|
|
5.75%, 06/15/43
|
291
|
299,891
|
|
Vulcan Materials Co.
|
|
|
|
4.50%, 06/15/47
|
112
|
95,126
|
|
4.70%, 03/01/48
|
44
|
38,301
|
|
4.95%, 12/01/29
|
50
|
50,618
|
|
5.35%, 12/01/34
|
50
|
50,877
|
|
5.70%, 12/01/54(a)
|
125
|
123,349
|
|
|
|
31,390,731
|
|
Chemicals — 1.2%
|
||
|
Cabot Corp., 4.00%, 07/01/29
|
65
|
63,738
|
|
CF Industries, Inc.
|
|
|
|
4.95%, 06/01/43
|
110
|
99,866
|
|
5.38%, 03/15/44
|
176
|
166,387
|
|
Dow Chemical Co.(The)
|
|
|
|
3.60%, 11/15/50
|
227
|
151,131
|
|
4.25%, 10/01/34
|
291
|
266,959
|
|
4.38%, 11/15/42
|
215
|
174,143
|
|
4.63%, 10/01/44
|
108
|
88,317
|
|
4.80%, 11/30/28
|
110
|
110,338
|
|
4.80%, 01/15/31
|
75
|
74,321
|
|
4.80%, 05/15/49
|
172
|
137,778
|
|
5.15%, 02/15/34(a)
|
405
|
399,115
|
|
5.25%, 11/15/41
|
174
|
157,467
|
|
5.35%, 03/15/35
|
75
|
74,181
|
|
5.55%, 11/30/48
|
260
|
231,340
|
|
5.60%, 02/15/54(a)
|
75
|
66,631
|
|
5.65%, 03/15/36(a)
|
85
|
85,048
|
|
6.30%, 03/15/33(a)
|
298
|
314,794
|
|
6.90%, 05/15/53(a)
|
75
|
78,702
|
|
9.40%, 05/15/39
|
309
|
400,187
|
|
Security
|
Par
(000
)
|
Value
|
|
Chemicals (continued)
|
||
|
DuPont de Nemours, Inc.
|
|
|
|
4.73%, 11/15/28
|
$45
|
$45,150
|
|
4.73%, 11/15/28(b)
|
282
|
282,349
|
|
5.32%, 11/15/38
|
423
|
417,307
|
|
5.42%, 11/15/48
|
329
|
310,637
|
|
Eastman Chemical Co.
|
|
|
|
4.50%, 12/01/28
|
25
|
24,941
|
|
4.65%, 10/15/44(a)
|
190
|
162,037
|
|
4.80%, 09/01/42
|
154
|
136,437
|
|
Ecolab, Inc.
|
|
|
|
1.30%, 01/30/31
|
787
|
679,788
|
|
2.13%, 02/01/32
|
60
|
52,654
|
|
2.13%, 08/15/50
|
95
|
51,438
|
|
2.70%, 12/15/51
|
191
|
116,346
|
|
2.75%, 08/18/55
|
10
|
5,940
|
|
3.25%, 12/01/27
|
2,222
|
2,194,180
|
|
4.30%, 06/15/28
|
30
|
30,004
|
|
4.60%, 06/15/29
|
325
|
326,417
|
|
4.80%, 03/24/30
|
1,155
|
1,166,997
|
|
4.80%, 06/15/31
|
325
|
327,436
|
|
5.00%, 09/01/35
|
225
|
224,868
|
|
5.15%, 06/15/33
|
325
|
330,033
|
|
5.35%, 06/15/36
|
325
|
330,296
|
|
International Flavors & Fragrances, Inc.
|
|
|
|
4.38%, 06/01/47
|
254
|
204,776
|
|
4.45%, 09/26/28
|
316
|
315,680
|
|
5.00%, 09/26/48
|
118
|
104,065
|
|
LYB International Finance BV
|
|
|
|
4.88%, 03/15/44
|
230
|
194,474
|
|
5.25%, 07/15/43
|
240
|
212,211
|
|
LYB International Finance III LLC
|
|
|
|
3.63%, 04/01/51
|
244
|
161,254
|
|
3.80%, 10/01/60
|
427
|
272,083
|
|
4.20%, 10/15/49
|
212
|
155,455
|
|
4.20%, 05/01/50
|
283
|
206,799
|
|
5.50%, 03/01/34
|
165
|
165,131
|
|
5.63%, 05/15/33
|
516
|
523,126
|
|
LyondellBasell Industries NV, 4.63%, 02/26/55(a)
|
391
|
302,234
|
|
Mosaic Co.(The)
|
|
|
|
4.05%, 11/15/27
|
140
|
139,145
|
|
4.88%, 11/15/41(a)
|
45
|
40,118
|
|
5.45%, 11/15/33(a)
|
377
|
381,902
|
|
5.63%, 11/15/43(a)
|
115
|
108,959
|
|
Nutrien Ltd.
|
|
|
|
3.95%, 05/13/50
|
125
|
93,818
|
|
4.13%, 03/15/35
|
577
|
531,405
|
|
4.20%, 04/01/29
|
103
|
102,186
|
|
4.85%, 05/29/31
|
175
|
175,382
|
|
4.90%, 06/01/43
|
117
|
105,276
|
|
5.00%, 04/01/49
|
143
|
127,464
|
|
5.25%, 01/15/45
|
196
|
183,065
|
|
5.35%, 05/29/36
|
175
|
175,542
|
|
5.40%, 06/21/34(a)
|
225
|
229,272
|
|
5.63%, 12/01/40
|
67
|
66,431
|
|
5.80%, 03/27/53(a)
|
189
|
187,278
|
|
5.88%, 12/01/36
|
108
|
112,117
|
|
6.13%, 01/15/41
|
80
|
84,072
|
|
PPG Industries, Inc.
|
|
|
|
2.80%, 08/15/29
|
72
|
68,173
|
|
3.75%, 03/15/28
|
46
|
45,535
|
|
4.38%, 03/15/31
|
155
|
152,696
|
|
Security
|
Par
(000
)
|
Value
|
|
Chemicals (continued)
|
||
|
RPM International, Inc.
|
|
|
|
4.25%, 01/15/48
|
$19
|
$15,231
|
|
4.55%, 03/01/29
|
51
|
50,973
|
|
5.25%, 06/01/45
|
62
|
57,652
|
|
Sherwin-Williams Co.(The)
|
|
|
|
2.30%, 05/15/30(a)
|
180
|
164,978
|
|
2.95%, 08/15/29
|
87
|
82,915
|
|
3.30%, 05/15/50
|
5
|
3,361
|
|
3.45%, 06/01/27
|
85
|
84,367
|
|
3.80%, 08/15/49
|
15
|
11,215
|
|
4.00%, 12/15/42
|
70
|
56,527
|
|
4.50%, 06/01/47
|
558
|
468,818
|
|
4.55%, 08/01/45
|
192
|
163,594
|
|
5.15%, 08/15/35(a)
|
75
|
75,207
|
|
Westlake Corp.
|
|
|
|
3.38%, 08/15/61
|
130
|
78,307
|
|
4.38%, 11/15/47
|
5
|
3,894
|
|
5.00%, 08/15/46(a)
|
33
|
28,417
|
|
|
|
17,628,278
|
|
Commercial Services — 1.3%
|
||
|
Automatic Data Processing, Inc.
|
|
|
|
1.25%, 09/01/30(a)
|
4,309
|
3,787,156
|
|
1.70%, 05/15/28
|
5,073
|
4,844,524
|
|
4.45%, 09/09/34
|
50
|
48,943
|
|
4.75%, 05/08/32
|
105
|
105,410
|
|
5.00%, 05/07/36
|
250
|
249,327
|
|
Block Financial LLC, 3.88%, 08/15/30(a)
|
284
|
270,404
|
|
Global Payments, Inc.
|
|
|
|
5.40%, 08/15/32(a)
|
105
|
104,982
|
|
5.95%, 08/15/52(a)
|
144
|
136,431
|
|
Moody's Corp.
|
|
|
|
3.10%, 11/29/61
|
210
|
124,865
|
|
3.25%, 05/20/50
|
124
|
82,860
|
|
4.25%, 02/01/29
|
20
|
19,927
|
|
4.88%, 12/17/48
|
214
|
189,175
|
|
5.25%, 07/15/44
|
42
|
39,638
|
|
PayPal Holdings, Inc.
|
|
|
|
2.30%, 06/01/30
|
182
|
166,220
|
|
3.25%, 06/01/50(a)
|
311
|
203,160
|
|
4.55%, 06/01/28
|
175
|
175,512
|
|
4.95%, 06/01/31
|
175
|
175,208
|
|
5.05%, 06/01/52
|
91
|
78,539
|
|
5.25%, 06/01/62
|
204
|
177,985
|
|
5.55%, 06/01/36
|
175
|
175,119
|
|
Quanta Services, Inc.
|
|
|
|
2.35%, 01/15/32
|
475
|
417,291
|
|
2.90%, 10/01/30
|
564
|
525,370
|
|
3.05%, 10/01/41
|
181
|
133,835
|
|
4.75%, 08/09/27
|
75
|
75,295
|
|
5.25%, 08/09/34
|
75
|
75,769
|
|
RELX Capital, Inc.
|
|
|
|
3.00%, 05/22/30
|
2,474
|
2,329,166
|
|
4.00%, 03/18/29
|
2,292
|
2,262,012
|
|
4.75%, 03/27/30
|
95
|
95,378
|
|
5.25%, 03/27/35
|
330
|
334,377
|
|
S&P Global, Inc.
|
|
|
|
2.30%, 08/15/60(a)
|
800
|
395,113
|
|
2.50%, 12/01/29
|
140
|
131,097
|
|
3.25%, 12/01/49(a)
|
458
|
315,468
|
|
3.90%, 03/01/62
|
115
|
83,406
|
|
4.25%, 01/15/31(b)
|
110
|
108,286
|
|
Security
|
Par
(000
)
|
Value
|
|
Commercial Services (continued)
|
||
|
4.80%, 12/04/35(b)
|
$70
|
$68,459
|
|
Triton Container International Ltd./TAL International
Container Corp., 3.25%, 03/15/32
|
780
|
695,160
|
|
|
|
19,200,867
|
|
Computers — 1.7%
|
||
|
Apple, Inc.
|
|
|
|
2.40%, 08/20/50
|
417
|
243,246
|
|
2.55%, 08/20/60
|
1,490
|
810,696
|
|
2.65%, 05/11/50
|
346
|
214,178
|
|
2.65%, 02/08/51
|
380
|
232,783
|
|
2.70%, 08/05/51
|
497
|
306,806
|
|
2.80%, 02/08/61
|
324
|
187,409
|
|
2.85%, 08/05/61
|
433
|
252,267
|
|
2.95%, 09/11/49
|
306
|
202,637
|
|
3.35%, 08/08/32
|
210
|
199,549
|
|
3.45%, 02/09/45
|
333
|
256,230
|
|
3.75%, 09/12/47
|
170
|
132,592
|
|
3.75%, 11/13/47
|
82
|
63,932
|
|
3.85%, 05/04/43
|
341
|
284,237
|
|
3.85%, 08/04/46
|
598
|
478,319
|
|
3.95%, 08/08/52
|
568
|
443,735
|
|
4.10%, 08/08/62
|
425
|
328,201
|
|
4.25%, 02/09/47
|
382
|
322,681
|
|
4.38%, 05/13/45
|
250
|
219,228
|
|
4.50%, 02/23/36(a)
|
171
|
170,379
|
|
4.65%, 02/23/46
|
1,055
|
951,959
|
|
Dell International LLC/EMC Corp.
|
|
|
|
5.40%, 04/15/34(a)
|
35
|
35,782
|
|
8.10%, 07/15/36
|
232
|
278,464
|
|
8.35%, 07/15/46(a)
|
259
|
328,502
|
|
Dell, Inc., 6.50%, 04/15/38
|
220
|
238,148
|
|
DXC Technology Co., 2.38%, 09/15/28(a)
|
70
|
65,634
|
|
Gartner, Inc.
|
|
|
|
4.95%, 03/20/31(a)
|
565
|
549,853
|
|
5.60%, 11/20/35
|
530
|
507,472
|
|
Hewlett Packard Enterprise Co.
|
|
|
|
4.05%, 09/15/27
|
195
|
194,177
|
|
4.40%, 09/25/27
|
642
|
641,721
|
|
4.40%, 10/15/30
|
515
|
506,529
|
|
4.50%, 03/23/28
|
65
|
65,011
|
|
4.55%, 10/15/29
|
1,060
|
1,057,404
|
|
4.60%, 03/23/29
|
100
|
99,993
|
|
4.85%, 10/15/31(a)
|
614
|
613,199
|
|
5.00%, 10/15/34
|
695
|
681,565
|
|
5.25%, 07/01/28(a)
|
719
|
729,274
|
|
5.25%, 04/01/33
|
125
|
125,933
|
|
5.60%, 10/15/54
|
345
|
317,967
|
|
6.20%, 10/15/35(a)
|
530
|
568,582
|
|
HP, Inc.
|
|
|
|
4.20%, 04/15/32(a)
|
450
|
431,401
|
|
5.50%, 01/15/33(a)
|
310
|
317,603
|
|
6.00%, 09/15/41(a)
|
521
|
534,367
|
|
IBM International Capital Pte. Ltd.
|
|
|
|
4.90%, 02/05/34
|
142
|
140,837
|
|
5.30%, 02/05/54
|
245
|
221,435
|
|
International Business Machines Corp.
|
|
|
|
2.95%, 05/15/50
|
138
|
86,064
|
|
3.50%, 05/15/29
|
1,238
|
1,206,973
|
|
4.00%, 02/03/29
|
200
|
197,965
|
|
4.00%, 06/20/42
|
185
|
152,267
|
|
4.15%, 05/15/39
|
179
|
156,716
|
|
Security
|
Par
(000
)
|
Value
|
|
Computers (continued)
|
||
|
4.25%, 05/15/49
|
$580
|
$455,003
|
|
4.30%, 02/03/31
|
200
|
196,980
|
|
4.60%, 02/03/33
|
100
|
98,378
|
|
4.70%, 02/19/46
|
164
|
141,360
|
|
4.75%, 02/06/33
|
170
|
169,624
|
|
4.90%, 07/27/52
|
95
|
81,175
|
|
4.95%, 02/03/36
|
195
|
191,524
|
|
5.10%, 02/06/53
|
100
|
88,738
|
|
5.60%, 11/30/39(a)
|
191
|
195,615
|
|
5.70%, 02/10/55
|
100
|
95,997
|
|
5.80%, 02/03/56(a)
|
215
|
209,828
|
|
5.88%, 11/29/32
|
408
|
432,531
|
|
6.22%, 08/01/27
|
314
|
320,913
|
|
6.50%, 01/15/28(a)
|
157
|
162,392
|
|
7.13%, 12/01/96
|
107
|
122,540
|
|
Kyndryl Holdings, Inc., 3.15%, 10/15/31
|
25
|
20,978
|
|
Leidos, Inc.
|
|
|
|
2.30%, 02/15/31
|
215
|
191,958
|
|
4.38%, 05/15/30
|
656
|
645,401
|
|
5.00%, 03/15/36
|
100
|
96,805
|
|
NetApp, Inc.
|
|
|
|
2.70%, 06/22/30
|
1,890
|
1,741,703
|
|
5.50%, 03/17/32
|
560
|
572,966
|
|
5.70%, 03/17/35
|
465
|
476,110
|
|
Teledyne FLIR LLC, 2.50%, 08/01/30
|
75
|
68,761
|
|
|
|
24,129,182
|
|
Cosmetics & Personal Care — 0.6%
|
||
|
Colgate-Palmolive Co.
|
|
|
|
3.70%, 08/01/47
|
642
|
496,133
|
|
4.00%, 08/15/45
|
321
|
270,387
|
|
Estee Lauder Companies, Inc.(The)
|
|
|
|
2.38%, 12/01/29
|
118
|
109,868
|
|
3.13%, 12/01/49
|
228
|
150,525
|
|
4.15%, 03/15/47
|
126
|
100,242
|
|
4.38%, 06/15/45
|
94
|
78,238
|
|
6.00%, 05/15/37
|
74
|
78,739
|
|
Kenvue, Inc.
|
|
|
|
4.85%, 05/22/32
|
75
|
75,683
|
|
5.05%, 03/22/53(a)
|
90
|
82,142
|
|
5.20%, 03/22/63
|
603
|
545,660
|
|
Procter & Gamble Co.(The)
|
|
|
|
2.85%, 08/11/27
|
1,291
|
1,273,226
|
|
3.00%, 03/25/30
|
65
|
62,103
|
|
3.50%, 10/25/47
|
185
|
140,118
|
|
3.55%, 03/25/40
|
25
|
21,322
|
|
3.60%, 03/25/50
|
30
|
22,931
|
|
4.10%, 11/03/32(a)
|
75
|
73,622
|
|
4.35%, 11/03/35(a)
|
75
|
72,669
|
|
4.60%, 05/01/35
|
225
|
223,611
|
|
5.55%, 03/05/37
|
505
|
536,402
|
|
5.80%, 08/15/34
|
204
|
219,162
|
|
Unilever Capital Corp.
|
|
|
|
1.38%, 09/14/30
|
395
|
348,597
|
|
1.75%, 08/12/31
|
1,150
|
1,005,121
|
|
2.13%, 09/06/29
|
355
|
332,229
|
|
3.50%, 03/22/28
|
420
|
415,115
|
|
4.63%, 08/12/34
|
130
|
128,493
|
|
5.00%, 12/08/33
|
506
|
516,831
|
|
5.90%, 11/15/32
|
611
|
655,843
|
|
Security
|
Par
(000
)
|
Value
|
|
Cosmetics & Personal Care (continued)
|
||
|
Series 30Y, 2.63%, 08/12/51
|
$419
|
$257,132
|
|
|
|
8,292,144
|
|
Distribution & Wholesale — 0.4%
|
||
|
LKQ Corp.
|
|
|
|
5.75%, 06/15/28
|
1,815
|
1,846,511
|
|
6.25%, 06/15/33
|
1,930
|
1,996,698
|
|
WW Grainger, Inc.
|
|
|
|
3.75%, 05/15/46(a)
|
244
|
190,549
|
|
4.20%, 05/15/47
|
246
|
202,985
|
|
4.45%, 09/15/34
|
1,774
|
1,730,717
|
|
4.60%, 06/15/45
|
378
|
337,605
|
|
|
|
6,305,065
|
|
Diversified Financial Services — 3.2%
|
||
|
AerCap Ireland Capital DAC/AerCap Global
Aviation Trust
|
|
|
|
3.00%, 10/29/28
|
684
|
658,871
|
|
3.30%, 01/30/32
|
1,136
|
1,039,626
|
|
3.40%, 10/29/33
|
759
|
675,231
|
|
3.65%, 07/21/27
|
290
|
287,260
|
|
3.85%, 10/29/41
|
462
|
372,750
|
|
3.88%, 01/23/28
|
552
|
545,954
|
|
4.63%, 10/15/27
|
326
|
326,393
|
|
4.95%, 09/10/34
|
87
|
84,763
|
|
5.30%, 01/19/34
|
524
|
524,463
|
|
6.50%, 01/31/56, (5-year CMT + 2.44%)(c)
|
80
|
81,385
|
|
6.95%, 03/10/55, (5-year CMT + 2.72%)(c)
|
596
|
616,909
|
|
Ally Financial, Inc.
|
|
|
|
6.85%, 01/03/30, (1-day SOFR + 2.82%)(c)
|
95
|
98,952
|
|
8.00%, 11/01/31
|
862
|
960,805
|
|
American Express Co.
|
|
|
|
4.05%, 12/03/42
|
375
|
315,734
|
|
4.42%, 08/03/33, (1-day SOFR + 1.76%)(c)
|
277
|
269,741
|
|
4.44%, 05/03/30, (1-day SOFR + 0.81%)(c)
|
455
|
453,516
|
|
4.46%, 02/10/32, (1-day SOFR + 0.87%)(c)
|
145
|
143,201
|
|
4.80%, 10/24/36, (1-day SOFR + 1.24%)(c)
|
195
|
188,742
|
|
4.92%, 07/20/33, (1-day SOFR + 1.22%)(c)
|
230
|
230,245
|
|
4.99%, 05/26/33, (1-day SOFR + 2.26%)(c)
|
75
|
74,762
|
|
5.02%, 04/25/31, (1-day SOFR + 1.44%)(c)
|
425
|
430,287
|
|
5.04%, 05/01/34, (1-day SOFR + 1.84%)(c)
|
125
|
125,534
|
|
5.28%, 07/26/35, (1-day SOFR + 1.42%)(c)
|
665
|
672,784
|
|
5.44%, 01/30/36, (1-day SOFR Index +
1.32%)(c)
|
295
|
300,979
|
|
5.53%, 04/25/30, (1-day SOFR Index +
1.09%)(c)
|
115
|
117,913
|
|
5.63%, 07/28/34, (1-day SOFR + 1.93%)(c)
|
402
|
411,626
|
|
5.67%, 04/25/36, (1-day SOFR + 1.79%)(c)
|
370
|
383,573
|
|
5.92%, 04/25/35, (1-day SOFR + 1.63%)(c)
|
505
|
524,201
|
|
6.49%, 10/30/31, (1-day SOFR + 1.94%)(c)
|
335
|
358,790
|
|
Apollo Global Management, Inc.
|
|
|
|
5.70%, 03/30/36
|
75
|
75,786
|
|
5.80%, 05/21/54(a)
|
120
|
115,690
|
|
6.00%, 12/15/54, (5-year CMT + 2.17%)(a)(c)
|
65
|
62,996
|
|
Ares Management Corp., 5.60%, 10/11/54
|
210
|
190,595
|
|
Brookfield Capital Finance LLC, 6.09%, 06/14/33
|
562
|
592,305
|
|
Brookfield Finance I U.K. PLC/Brookfield Finance,
Inc., 2.34%, 01/30/32
|
599
|
523,164
|
|
Brookfield Finance LLC/Brookfield Finance, Inc.,
3.45%, 04/15/50
|
284
|
192,686
|
|
Brookfield Finance, Inc.
|
|
|
|
3.50%, 03/30/51
|
238
|
162,945
|
|
Security
|
Par
(000
)
|
Value
|
|
Diversified Financial Services (continued)
|
||
|
3.63%, 02/15/52
|
$160
|
$111,048
|
|
3.90%, 01/25/28
|
391
|
387,021
|
|
4.35%, 04/15/30
|
49
|
48,190
|
|
4.70%, 09/20/47
|
234
|
199,160
|
|
4.85%, 03/29/29
|
367
|
368,351
|
|
5.33%, 01/15/36
|
135
|
133,247
|
|
5.68%, 01/15/35
|
466
|
474,096
|
|
5.97%, 03/04/54
|
150
|
148,664
|
|
6.35%, 01/05/34
|
460
|
490,313
|
|
Capital One Financial Corp.
|
|
|
|
2.36%, 07/29/32, (1-day SOFR + 1.34%)(c)
|
427
|
368,698
|
|
2.62%, 11/02/32, (1-day SOFR + 1.27%)(a)(c)
|
220
|
194,528
|
|
3.27%, 03/01/30, (1-day SOFR + 1.79%)(c)
|
75
|
72,243
|
|
3.80%, 01/31/28
|
560
|
554,146
|
|
4.72%, 01/30/32, (1-day SOFR + 1.15%)(c)
|
125
|
123,425
|
|
5.20%, 09/11/36, (1-day SOFR + 1.63%)(c)
|
280
|
272,557
|
|
5.25%, 07/26/30, (1-day SOFR + 2.60%)(c)
|
200
|
202,742
|
|
5.27%, 05/10/33, (1-day SOFR + 2.37%)(c)
|
560
|
562,193
|
|
5.40%, 01/30/37, (1-day SOFR + 1.51%)(c)
|
170
|
167,697
|
|
5.82%, 02/01/34, (1-day SOFR + 2.60%)(c)
|
165
|
169,696
|
|
5.88%, 07/26/35, (1-day SOFR + 1.99%)(c)
|
155
|
159,225
|
|
6.18%, 01/30/36, (1-day SOFR + 2.04%)(c)
|
140
|
143,220
|
|
6.31%, 06/08/29, (1-day SOFR + 2.64%)(c)
|
295
|
304,334
|
|
6.38%, 06/08/34, (1-day SOFR + 2.86%)(c)
|
385
|
407,971
|
|
6.70%, 11/29/32
|
424
|
461,421
|
|
7.62%, 10/30/31, (1-day SOFR + 3.07%)(c)
|
95
|
104,638
|
|
7.96%, 11/02/34, (1-day SOFR Index +
3.37%)(c)
|
690
|
794,907
|
|
Cboe Global Markets, Inc.
|
|
|
|
1.63%, 12/15/30
|
60
|
52,767
|
|
3.00%, 03/16/32
|
567
|
520,709
|
|
Charles Schwab Corp.(The)
|
|
|
|
1.95%, 12/01/31(a)
|
260
|
226,400
|
|
2.00%, 03/20/28
|
205
|
197,061
|
|
2.30%, 05/13/31
|
215
|
192,758
|
|
2.90%, 03/03/32(a)
|
445
|
404,015
|
|
3.20%, 01/25/28
|
89
|
87,521
|
|
3.25%, 05/22/29
|
10
|
9,707
|
|
4.00%, 02/01/29
|
50
|
49,563
|
|
4.63%, 03/22/30(a)
|
105
|
105,877
|
|
5.85%, 05/19/34, (1-day SOFR + 2.50%)(c)
|
80
|
83,755
|
|
6.14%, 08/24/34, (1-day SOFR + 2.01%)(c)
|
250
|
265,918
|
|
CME Group, Inc.
|
|
|
|
2.65%, 03/15/32
|
25
|
22,624
|
|
3.75%, 06/15/28
|
129
|
127,863
|
|
5.30%, 09/15/43
|
45
|
44,662
|
|
Franklin Resources, Inc., 2.95%, 08/12/51
|
35
|
21,862
|
|
Intercontinental Exchange, Inc.
|
|
|
|
1.85%, 09/15/32
|
160
|
135,174
|
|
2.65%, 09/15/40
|
137
|
100,036
|
|
3.00%, 06/15/50(a)
|
457
|
299,268
|
|
3.00%, 09/15/60
|
853
|
503,555
|
|
3.10%, 09/15/27
|
65
|
64,038
|
|
3.75%, 09/21/28
|
125
|
123,221
|
|
3.95%, 12/01/28(a)
|
70
|
69,295
|
|
4.20%, 03/15/31
|
75
|
73,775
|
|
4.25%, 09/21/48
|
356
|
294,407
|
|
4.60%, 03/15/33
|
255
|
252,536
|
|
4.95%, 06/15/52(a)
|
305
|
276,374
|
|
5.20%, 06/15/62
|
350
|
319,881
|
|
Invesco Finance PLC, 5.38%, 11/30/43
|
186
|
177,570
|
|
Security
|
Par
(000
)
|
Value
|
|
Diversified Financial Services (continued)
|
||
|
Janus Henderson U.S. Holdings, Inc., 5.45%,
09/10/34
|
$1,340
|
$1,354,674
|
|
Jefferies Financial Group, Inc.
|
|
|
|
2.63%, 10/15/31
|
35
|
30,586
|
|
4.15%, 01/23/30
|
87
|
84,352
|
|
5.50%, 02/15/36
|
10
|
9,732
|
|
6.25%, 01/15/36
|
93
|
95,861
|
|
6.50%, 01/20/43(a)
|
185
|
186,333
|
|
Lazard Group LLC
|
|
|
|
5.63%, 08/01/35
|
325
|
327,564
|
|
6.00%, 03/15/31
|
25
|
26,080
|
|
Legg Mason, Inc., 5.63%, 01/15/44
|
282
|
277,783
|
|
LPL Holdings, Inc.
|
|
|
|
5.65%, 03/15/35
|
315
|
313,310
|
|
5.75%, 06/15/35
|
625
|
626,238
|
|
Mastercard, Inc.
|
|
|
|
2.95%, 06/01/29
|
70
|
67,516
|
|
2.95%, 03/15/51
|
173
|
112,129
|
|
3.35%, 03/26/30
|
90
|
86,855
|
|
3.65%, 06/01/49
|
229
|
171,147
|
|
3.80%, 11/21/46
|
121
|
94,858
|
|
3.85%, 03/26/50
|
336
|
260,546
|
|
3.95%, 02/26/48
|
223
|
176,272
|
|
4.55%, 01/15/35
|
255
|
249,719
|
|
4.88%, 05/09/34
|
205
|
206,044
|
|
Nasdaq, Inc.
|
|
|
|
1.65%, 01/15/31(a)
|
255
|
224,191
|
|
3.25%, 04/28/50(a)
|
239
|
161,882
|
|
3.95%, 03/07/52
|
215
|
161,269
|
|
5.35%, 06/28/28
|
458
|
465,834
|
|
5.55%, 02/15/34
|
673
|
695,025
|
|
5.95%, 08/15/53(a)
|
104
|
105,706
|
|
6.10%, 06/28/63(a)
|
146
|
149,733
|
|
Nomura Holdings, Inc.
|
|
|
|
2.17%, 07/14/28
|
735
|
698,666
|
|
2.61%, 07/14/31
|
477
|
427,224
|
|
2.68%, 07/16/30(a)
|
407
|
373,721
|
|
2.71%, 01/22/29
|
361
|
343,152
|
|
3.00%, 01/22/32
|
210
|
189,836
|
|
3.10%, 01/16/30
|
785
|
739,383
|
|
4.90%, 07/01/30
|
200
|
199,989
|
|
5.39%, 07/06/27
|
200
|
201,785
|
|
5.49%, 06/29/35
|
200
|
203,593
|
|
5.78%, 07/03/34
|
240
|
248,444
|
|
5.84%, 01/18/28
|
245
|
249,665
|
|
6.07%, 07/12/28
|
210
|
215,899
|
|
6.09%, 07/12/33
|
200
|
211,555
|
|
6.18%, 01/18/33
|
200
|
211,961
|
|
ORIX Corp.
|
|
|
|
2.25%, 03/09/31(a)
|
74
|
65,854
|
|
3.70%, 07/18/27(a)
|
61
|
60,463
|
|
4.00%, 04/13/32
|
235
|
224,879
|
|
5.20%, 09/13/32(a)
|
145
|
146,912
|
|
5.40%, 02/25/35
|
75
|
75,858
|
|
Raymond James Financial, Inc.
|
|
|
|
3.75%, 04/01/51
|
190
|
137,554
|
|
4.65%, 04/01/30
|
382
|
383,106
|
|
4.90%, 09/11/35(a)
|
595
|
578,809
|
|
4.95%, 07/15/46
|
289
|
259,158
|
|
5.65%, 09/11/55(a)
|
80
|
77,266
|
|
Security
|
Par
(000
)
|
Value
|
|
Diversified Financial Services (continued)
|
||
|
Sumisho Air Lease Corp.
|
|
|
|
2.88%, 01/15/32(a)
|
$266
|
$237,542
|
|
3.00%, 02/01/30
|
139
|
130,082
|
|
3.13%, 12/01/30
|
65
|
60,128
|
|
3.25%, 10/01/29
|
162
|
153,885
|
|
3.63%, 12/01/27
|
253
|
249,495
|
|
4.63%, 10/01/28
|
228
|
227,278
|
|
Synchrony Financial
|
|
|
|
2.88%, 10/28/31
|
319
|
280,791
|
|
3.95%, 12/01/27
|
907
|
897,497
|
|
4.95%, 02/25/32, (1-day SOFR + 1.53%)(c)
|
50
|
48,796
|
|
5.15%, 03/19/29
|
589
|
590,024
|
|
5.94%, 08/02/30, (1-day SOFR Index +
2.13%)(c)
|
260
|
264,956
|
|
6.00%, 07/29/36, (1-day SOFR + 2.07%)(c)
|
925
|
927,449
|
|
UBS Americas, Inc., 7.13%, 07/15/32
|
660
|
737,595
|
|
Visa, Inc.
|
|
|
|
2.00%, 08/15/50(a)
|
347
|
185,257
|
|
3.65%, 09/15/47
|
273
|
209,787
|
|
4.10%, 02/12/31
|
150
|
149,111
|
|
4.15%, 12/14/35(a)
|
613
|
585,062
|
|
4.30%, 12/14/45
|
663
|
571,075
|
|
4.40%, 02/12/33
|
100
|
98,727
|
|
4.70%, 02/12/36
|
100
|
99,074
|
|
Voya Financial, Inc., 4.70%, 01/23/48, (3-mo.
SOFR US + 2.34%)(a)(c)
|
195
|
189,517
|
|
Western Union Co. (The), 6.20%, 11/17/36(a)
|
304
|
316,239
|
|
|
|
46,172,418
|
|
Electric — 7.9%
|
||
|
AEP Texas, Inc.
|
|
|
|
3.45%, 05/15/51
|
654
|
439,507
|
|
4.70%, 05/15/32
|
366
|
361,124
|
|
5.25%, 05/15/52
|
465
|
418,599
|
|
5.40%, 06/01/33
|
727
|
740,251
|
|
5.70%, 05/15/34
|
552
|
570,065
|
|
5.85%, 10/15/55
|
170
|
166,343
|
|
Series G, 4.15%, 05/01/49
|
125
|
95,472
|
|
Series H, 3.45%, 01/15/50
|
257
|
175,001
|
|
Series Q, 5.20%, 04/15/36
|
100
|
98,431
|
|
Atlantic City Electric Co., 2.30%, 03/15/31
|
70
|
62,846
|
|
Avangrid, Inc., 3.80%, 06/01/29
|
5,010
|
4,882,971
|
|
Avista Corp.
|
|
|
|
4.00%, 04/01/52(a)
|
943
|
702,468
|
|
4.35%, 06/01/48
|
585
|
472,497
|
|
Baltimore Gas and Electric Co.
|
|
|
|
3.20%, 09/15/49
|
619
|
412,389
|
|
3.50%, 08/15/46
|
494
|
357,584
|
|
3.75%, 08/15/47
|
428
|
320,630
|
|
4.25%, 09/15/48
|
386
|
311,487
|
|
5.15%, 06/01/33
|
380
|
383,634
|
|
5.40%, 06/01/53
|
87
|
82,323
|
|
5.45%, 06/01/35
|
355
|
362,011
|
|
5.65%, 06/01/54
|
370
|
360,748
|
|
6.05%, 06/01/56
|
570
|
586,178
|
|
6.35%, 10/01/36
|
215
|
232,770
|
|
CenterPoint Energy Houston Electric LLC
|
|
|
|
3.55%, 08/01/42
|
347
|
272,424
|
|
3.60%, 03/01/52
|
600
|
430,014
|
|
3.95%, 03/01/48
|
364
|
285,440
|
|
4.50%, 04/01/44
|
201
|
174,973
|
|
5.30%, 04/01/53
|
105
|
98,881
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
Series AC, 4.25%, 02/01/49
|
$120
|
$97,093
|
|
Series AD, 2.90%, 07/01/50
|
250
|
159,493
|
|
Series AF, 3.35%, 04/01/51
|
360
|
248,476
|
|
Series AQ, 4.95%, 08/15/35
|
25
|
24,748
|
|
Series AR, 4.85%, 04/01/36
|
50
|
49,124
|
|
Series K2, 6.95%, 03/15/33
|
48
|
53,572
|
|
Cleveland Electric Illuminating Co. (The), 5.95%,
12/15/36
|
550
|
568,237
|
|
CMS Energy Corp.
|
|
|
|
3.75%, 12/01/50, (5-year CMT + 2.90%)(c)
|
570
|
522,783
|
|
4.75%, 06/01/50, (5-year CMT + 4.12%)(a)(c)
|
665
|
652,846
|
|
6.50%, 06/01/55, (5-year CMT + 1.96%)(c)
|
260
|
267,000
|
|
Commonwealth Edison Co.
|
|
|
|
2.20%, 03/01/30
|
1,162
|
1,069,877
|
|
3.00%, 03/01/50
|
400
|
258,432
|
|
3.65%, 06/15/46
|
279
|
210,203
|
|
3.70%, 03/01/45
|
214
|
164,937
|
|
3.80%, 10/01/42
|
190
|
153,135
|
|
4.00%, 03/01/48
|
377
|
295,812
|
|
4.00%, 03/01/49
|
320
|
248,145
|
|
4.35%, 11/15/45
|
202
|
169,261
|
|
4.55%, 06/01/31
|
150
|
149,686
|
|
4.60%, 08/15/43
|
60
|
52,848
|
|
4.70%, 01/15/44
|
128
|
113,365
|
|
5.65%, 06/01/54
|
123
|
120,130
|
|
5.85%, 06/01/56
|
250
|
251,691
|
|
5.90%, 03/15/36
|
413
|
436,352
|
|
5.95%, 06/01/55
|
275
|
280,017
|
|
6.45%, 01/15/38
|
169
|
185,475
|
|
Series 122, 2.95%, 08/15/27
|
56
|
55,204
|
|
Series 123, 3.75%, 08/15/47
|
299
|
225,454
|
|
Series 127, 3.20%, 11/15/49
|
297
|
198,235
|
|
Series 131, 2.75%, 09/01/51
|
40
|
24,109
|
|
Series 133, 3.85%, 03/15/52
|
35
|
25,915
|
|
Connecticut Light and Power Co.(The)
|
|
|
|
4.00%, 04/01/48
|
792
|
626,154
|
|
4.30%, 04/15/44
|
380
|
319,950
|
|
4.95%, 01/15/30
|
50
|
50,707
|
|
4.95%, 08/15/34
|
45
|
44,811
|
|
5.25%, 01/15/53
|
420
|
391,668
|
|
Series A, 2.05%, 07/01/31
|
460
|
406,286
|
|
Series A, 4.15%, 06/01/45
|
574
|
469,389
|
|
Consolidated Edison Co. of New York, Inc.
|
|
|
|
3.60%, 06/15/61(a)
|
163
|
109,513
|
|
3.70%, 11/15/59
|
324
|
223,756
|
|
3.80%, 05/15/28
|
106
|
104,952
|
|
3.85%, 06/15/46
|
235
|
181,597
|
|
3.95%, 03/01/43
|
115
|
93,615
|
|
4.45%, 03/15/44
|
267
|
229,385
|
|
4.50%, 12/01/45
|
322
|
274,560
|
|
4.50%, 05/15/58
|
135
|
108,924
|
|
4.63%, 12/01/54
|
210
|
175,158
|
|
5.70%, 06/15/40
|
150
|
153,196
|
|
Series 05-A, 5.30%, 03/01/35
|
220
|
223,395
|
|
Series 06-A, 5.85%, 03/15/36
|
214
|
224,832
|
|
Series 06-B, 6.20%, 06/15/36
|
160
|
172,244
|
|
Series 07-A, 6.30%, 08/15/37(a)
|
153
|
165,248
|
|
Series 08-B, 6.75%, 04/01/38
|
238
|
267,798
|
|
Series 09-C, 5.50%, 12/01/39
|
242
|
243,008
|
|
Series 12-A, 4.20%, 03/15/42
|
184
|
156,012
|
|
Series 2017, 3.88%, 06/15/47
|
123
|
94,546
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
Series 20A, 3.35%, 04/01/30
|
$463
|
$443,729
|
|
Series 20B, 3.95%, 04/01/50
|
374
|
290,990
|
|
Series A, 4.13%, 05/15/49
|
258
|
203,907
|
|
Series B, 3.13%, 11/15/27
|
96
|
94,524
|
|
Series C, 3.00%, 12/01/60
|
535
|
314,535
|
|
Series C, 4.00%, 11/15/57(a)
|
165
|
121,194
|
|
Series C, 4.30%, 12/01/56
|
189
|
147,812
|
|
Series D, 4.00%, 12/01/28
|
291
|
288,530
|
|
Series E, 4.65%, 12/01/48(a)
|
133
|
113,658
|
|
Constellation Energy Generation LLC
|
|
|
|
5.60%, 06/15/42
|
64
|
63,244
|
|
5.75%, 10/01/41
|
102
|
102,763
|
|
5.80%, 03/01/33
|
645
|
675,130
|
|
6.25%, 10/01/39
|
210
|
221,663
|
|
Delmarva Power & Light Co., 4.15%, 05/15/45
|
269
|
219,682
|
|
Edison International
|
|
|
|
4.13%, 03/15/28
|
323
|
318,422
|
|
5.25%, 03/15/32
|
370
|
364,398
|
|
5.75%, 06/15/27
|
219
|
220,614
|
|
6.95%, 11/15/29
|
365
|
382,869
|
|
El Paso Electric Co.
|
|
|
|
5.00%, 12/01/44
|
125
|
107,319
|
|
6.00%, 05/15/35
|
102
|
103,678
|
|
Enel Chile SA, 4.88%, 06/12/28
|
1,240
|
1,245,062
|
|
Entergy Corp.
|
|
|
|
3.75%, 06/15/50
|
400
|
287,931
|
|
6.10%, 06/15/56, (5-year CMT + 2.01%)(c)
|
20
|
19,946
|
|
7.13%, 12/01/54, (5-year CMT + 2.67%)(c)
|
180
|
186,736
|
|
Entergy Louisiana LLC
|
|
|
|
2.90%, 03/15/51
|
624
|
390,497
|
|
4.20%, 09/01/48
|
275
|
220,162
|
|
4.20%, 04/01/50
|
353
|
277,471
|
|
4.95%, 01/15/45
|
615
|
563,392
|
|
5.65%, 04/15/56
|
200
|
195,531
|
|
5.70%, 03/15/54
|
314
|
307,950
|
|
Entergy Texas, Inc.
|
|
|
|
5.00%, 09/15/52
|
189
|
167,074
|
|
5.20%, 06/15/36
|
400
|
398,291
|
|
5.80%, 09/01/53(a)
|
230
|
228,597
|
|
Eversource Energy
|
|
|
|
2.55%, 03/15/31
|
280
|
252,255
|
|
3.38%, 03/01/32
|
190
|
174,813
|
|
3.45%, 01/15/50
|
556
|
386,559
|
|
4.45%, 12/15/30
|
100
|
98,397
|
|
5.13%, 05/15/33
|
314
|
314,058
|
|
5.45%, 03/01/28
|
135
|
136,926
|
|
5.50%, 01/01/34
|
461
|
469,361
|
|
5.85%, 04/15/31
|
85
|
88,529
|
|
5.95%, 07/15/34
|
439
|
459,179
|
|
Series A, 6.10%, 08/15/56, (5-year CMT +
2.52%)(a)(c)
|
65
|
64,629
|
|
Series B, 6.35%, 08/15/56, (5-year CMT +
2.33%)(c)
|
405
|
405,783
|
|
Series M, 3.30%, 01/15/28
|
223
|
218,622
|
|
Series O, 4.25%, 04/01/29
|
387
|
383,718
|
|
Series R, 1.65%, 08/15/30
|
2,662
|
2,348,156
|
|
Exelon Corp.
|
|
|
|
4.05%, 04/15/30
|
1,003
|
981,294
|
|
4.10%, 03/15/52
|
332
|
253,503
|
|
4.45%, 04/15/46
|
386
|
320,841
|
|
4.70%, 04/15/50
|
413
|
347,914
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
4.95%, 06/15/35
|
$278
|
$270,779
|
|
5.10%, 06/15/45
|
366
|
334,147
|
|
5.45%, 03/15/34
|
285
|
291,586
|
|
5.60%, 03/15/53
|
287
|
274,799
|
|
5.63%, 06/15/35
|
300
|
308,932
|
|
5.88%, 03/15/55
|
625
|
617,109
|
|
6.50%, 03/15/55, (5-year CMT + 1.98%)(c)
|
175
|
181,026
|
|
FirstEnergy Transmission LLC, 5.00%, 01/15/35
|
1,450
|
1,433,637
|
|
Florida Power & Light Co.
|
|
|
|
3.15%, 10/01/49
|
361
|
243,437
|
|
3.70%, 12/01/47
|
214
|
161,302
|
|
3.95%, 03/01/48
|
351
|
276,582
|
|
3.99%, 03/01/49
|
428
|
334,755
|
|
4.05%, 06/01/42
|
236
|
198,460
|
|
4.05%, 10/01/44
|
240
|
196,812
|
|
4.13%, 02/01/42
|
289
|
246,213
|
|
4.13%, 06/01/48
|
271
|
217,465
|
|
4.95%, 06/01/35
|
256
|
254,747
|
|
5.25%, 02/01/41
|
130
|
128,017
|
|
5.63%, 04/01/34
|
516
|
539,150
|
|
5.65%, 02/01/37
|
167
|
175,089
|
|
5.69%, 03/01/40
|
180
|
184,994
|
|
5.80%, 03/15/65
|
65
|
64,486
|
|
5.95%, 02/01/38
|
201
|
214,186
|
|
5.96%, 04/01/39
|
125
|
132,292
|
|
Iberdrola International BV, 6.75%, 07/15/36
|
2,270
|
2,554,300
|
|
ITC Holdings Corp.
|
|
|
|
3.35%, 11/15/27
|
369
|
363,591
|
|
5.30%, 07/01/43
|
793
|
732,291
|
|
National Grid PLC
|
|
|
|
5.42%, 01/11/34
|
1,699
|
1,732,330
|
|
5.60%, 06/12/28(a)
|
1,375
|
1,403,394
|
|
5.81%, 06/12/33
|
1,857
|
1,937,962
|
|
National Grid USA, 5.80%, 04/01/35(a)
|
1,280
|
1,330,330
|
|
National Rural Utilities Cooperative Finance Corp.
|
|
|
|
2.40%, 03/15/30
|
35
|
32,386
|
|
3.70%, 03/15/29
|
40
|
39,235
|
|
4.02%, 11/01/32
|
221
|
212,688
|
|
4.30%, 03/15/49
|
462
|
380,862
|
|
4.40%, 11/01/48
|
189
|
157,296
|
|
5.05%, 09/15/28
|
40
|
40,532
|
|
Series C, 8.00%, 03/01/32
|
238
|
275,384
|
|
Nevada Power Co.
|
|
|
|
5.90%, 05/01/53
|
520
|
517,555
|
|
Series EE, 3.13%, 08/01/50(a)
|
333
|
216,837
|
|
NextEra Energy Capital Holdings, Inc.
|
|
|
|
2.25%, 06/01/30
|
2,943
|
2,686,180
|
|
2.75%, 11/01/29
|
3,581
|
3,392,568
|
|
3.00%, 01/15/52
|
55
|
34,067
|
|
3.50%, 04/01/29
|
1,243
|
1,210,832
|
|
4.40%, 03/01/31
|
100
|
98,850
|
|
4.80%, 12/01/77, (3-mo. SOFR US + 2.67%)(c)
|
45
|
44,394
|
|
4.85%, 02/04/28
|
80
|
80,692
|
|
5.05%, 03/15/30(a)
|
100
|
101,570
|
|
5.55%, 03/15/54
|
85
|
80,264
|
|
5.65%, 05/01/79(a)(c)
|
10
|
9,981
|
|
5.85%, 03/01/56
|
175
|
171,904
|
|
5.90%, 03/15/55
|
565
|
558,274
|
|
6.75%, 06/15/54, (5-year CMT + 2.46%)(c)
|
118
|
123,183
|
|
NSTAR Electric Co.
|
|
|
|
1.95%, 08/15/31
|
377
|
329,966
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
3.10%, 06/01/51
|
$453
|
$297,238
|
|
3.25%, 05/15/29
|
590
|
571,030
|
|
3.95%, 04/01/30
|
1,438
|
1,405,604
|
|
4.40%, 03/01/44
|
449
|
383,300
|
|
4.55%, 06/01/52
|
350
|
294,253
|
|
4.65%, 05/15/31
|
100
|
99,710
|
|
4.85%, 03/01/30
|
50
|
50,433
|
|
4.95%, 09/15/52
|
5
|
4,453
|
|
5.20%, 03/01/35
|
270
|
272,260
|
|
5.20%, 05/15/36
|
100
|
100,321
|
|
5.40%, 06/01/34
|
85
|
87,014
|
|
5.50%, 03/15/40
|
205
|
203,386
|
|
Ohio Edison Co., 6.88%, 07/15/36(a)
|
135
|
151,755
|
|
Ohio Power Co.
|
|
|
|
4.00%, 06/01/49
|
278
|
209,847
|
|
4.15%, 04/01/48
|
235
|
183,131
|
|
5.00%, 06/01/33
|
330
|
329,347
|
|
5.65%, 06/01/34
|
610
|
631,212
|
|
Series Q, 1.63%, 01/15/31
|
615
|
535,971
|
|
Series R, 2.90%, 10/01/51
|
844
|
512,434
|
|
Oncor Electric Delivery Co. LLC
|
|
|
|
2.70%, 11/15/51
|
570
|
336,230
|
|
3.10%, 09/15/49
|
518
|
339,314
|
|
3.75%, 04/01/45
|
383
|
295,514
|
|
3.80%, 09/30/47
|
237
|
179,447
|
|
3.80%, 06/01/49
|
387
|
287,482
|
|
4.10%, 11/15/48
|
231
|
181,950
|
|
4.55%, 12/01/41
|
70
|
62,268
|
|
4.60%, 06/01/52
|
105
|
86,830
|
|
4.65%, 11/01/29
|
35
|
35,178
|
|
4.95%, 09/15/52
|
240
|
212,485
|
|
5.25%, 09/30/40
|
35
|
33,986
|
|
5.30%, 06/01/42
|
15
|
14,411
|
|
5.35%, 10/01/52
|
75
|
69,785
|
|
5.55%, 06/15/54
|
377
|
363,467
|
|
5.75%, 03/15/29(a)
|
22
|
22,679
|
|
5.80%, 04/01/55
|
60
|
60,102
|
|
5.90%, 03/15/56(b)
|
30
|
30,340
|
|
7.00%, 05/01/32
|
5
|
5,550
|
|
7.25%, 01/15/33
|
87
|
98,521
|
|
7.50%, 09/01/38(a)
|
65
|
76,954
|
|
Pacific Gas and Electric Co.
|
|
|
|
3.50%, 08/01/50
|
975
|
650,361
|
|
3.95%, 12/01/47
|
200
|
146,765
|
|
4.20%, 06/01/41
|
125
|
102,632
|
|
4.25%, 03/15/46
|
72
|
55,794
|
|
4.30%, 03/15/45
|
188
|
147,572
|
|
4.40%, 03/01/32
|
145
|
140,437
|
|
4.45%, 04/15/42
|
120
|
99,253
|
|
4.50%, 07/01/40
|
434
|
374,542
|
|
4.55%, 07/01/30(a)
|
75
|
73,993
|
|
4.60%, 06/15/43
|
132
|
109,395
|
|
4.75%, 02/15/44
|
145
|
122,588
|
|
4.95%, 07/01/50
|
775
|
649,804
|
|
5.25%, 03/01/52
|
611
|
527,027
|
|
5.90%, 06/15/32
|
594
|
615,226
|
|
5.90%, 10/01/54
|
115
|
108,695
|
|
6.10%, 10/15/55
|
250
|
242,241
|
|
6.15%, 01/15/33
|
529
|
554,162
|
|
6.15%, 03/01/55
|
105
|
102,812
|
|
6.70%, 04/01/53
|
30
|
31,292
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
6.75%, 01/15/53
|
$578
|
$606,301
|
|
PECO Energy Co.
|
|
|
|
2.85%, 09/15/51
|
110
|
68,107
|
|
3.00%, 09/15/49
|
643
|
417,252
|
|
3.05%, 03/15/51
|
95
|
61,518
|
|
3.70%, 09/15/47
|
365
|
274,850
|
|
3.90%, 03/01/48
|
482
|
371,624
|
|
4.15%, 10/01/44
|
353
|
290,499
|
|
4.60%, 05/15/52
|
120
|
101,261
|
|
5.25%, 09/15/54
|
675
|
625,156
|
|
5.65%, 09/15/55
|
380
|
374,933
|
|
5.95%, 10/01/36
|
151
|
160,968
|
|
Potomac Electric Power Co.
|
|
|
|
4.15%, 03/15/43
|
715
|
595,001
|
|
5.50%, 03/15/54
|
220
|
211,542
|
|
6.50%, 11/15/37
|
208
|
228,464
|
|
PPL Electric Utilities Corp.
|
|
|
|
3.00%, 10/01/49
|
248
|
162,194
|
|
3.95%, 06/01/47
|
112
|
87,777
|
|
4.15%, 10/01/45(a)
|
105
|
86,030
|
|
4.15%, 06/15/48
|
314
|
251,790
|
|
4.85%, 02/15/34
|
260
|
258,828
|
|
5.00%, 05/15/33
|
531
|
535,388
|
|
5.25%, 05/15/53
|
640
|
596,749
|
|
5.75%, 05/15/56
|
455
|
456,327
|
|
6.25%, 05/15/39
|
172
|
185,527
|
|
Public Service Co. of New Hampshire
|
|
|
|
3.60%, 07/01/49
|
840
|
610,549
|
|
5.15%, 01/15/53
|
195
|
178,716
|
|
5.35%, 10/01/33
|
325
|
334,286
|
|
Series V, 2.20%, 06/15/31
|
582
|
516,991
|
|
Public Service Electric and Gas Co.
|
|
|
|
2.45%, 01/15/30
|
172
|
160,392
|
|
3.15%, 01/01/50
|
419
|
281,006
|
|
3.20%, 05/15/29
|
40
|
38,766
|
|
3.20%, 08/01/49
|
342
|
232,490
|
|
3.60%, 12/01/47
|
270
|
200,346
|
|
3.65%, 09/01/28
|
70
|
68,953
|
|
3.65%, 09/01/42
|
315
|
249,817
|
|
3.70%, 05/01/28(a)
|
138
|
136,728
|
|
3.80%, 01/01/43
|
155
|
124,416
|
|
3.80%, 03/01/46
|
397
|
309,262
|
|
3.85%, 05/01/49
|
343
|
262,704
|
|
3.95%, 05/01/42
|
131
|
108,494
|
|
4.05%, 05/01/48
|
176
|
140,189
|
|
5.30%, 08/01/54
|
105
|
98,822
|
|
5.45%, 08/01/53
|
56
|
53,873
|
|
5.45%, 03/01/54
|
115
|
110,742
|
|
5.50%, 03/01/40
|
155
|
155,916
|
|
5.80%, 05/01/37
|
173
|
182,770
|
|
Series Q, 5.50%, 03/01/55(a)
|
355
|
345,167
|
|
Public Service Enterprise Group, Inc.
|
|
|
|
1.60%, 08/15/30
|
2,162
|
1,907,797
|
|
2.45%, 11/15/31
|
1,587
|
1,410,647
|
|
4.90%, 03/15/30(a)
|
20
|
20,181
|
|
5.40%, 03/15/35
|
130
|
131,470
|
|
5.45%, 04/01/34(a)
|
951
|
970,251
|
|
6.13%, 10/15/33
|
400
|
423,664
|
|
San Diego Gas & Electric Co.
|
|
|
|
4.15%, 05/15/48
|
244
|
192,593
|
|
4.50%, 08/15/40
|
242
|
217,311
|
|
Security
|
Par
(000
)
|
Value
|
|
Electric (continued)
|
||
|
6.00%, 06/01/39(a)
|
$127
|
$133,199
|
|
Series RRR, 3.75%, 06/01/47
|
198
|
148,648
|
|
Series TTT, 4.10%, 06/15/49
|
216
|
167,563
|
|
Series UUU, 3.32%, 04/15/50
|
429
|
289,432
|
|
Series WWW, 2.95%, 08/15/51
|
238
|
150,928
|
|
Sempra
|
|
|
|
3.25%, 06/15/27
|
20
|
19,768
|
|
3.40%, 02/01/28
|
295
|
289,647
|
|
3.80%, 02/01/38
|
436
|
369,383
|
|
4.00%, 02/01/48(a)
|
439
|
333,013
|
|
5.25%, 03/15/36
|
125
|
123,633
|
|
6.00%, 10/15/39
|
233
|
239,293
|
|
6.38%, 04/01/56, (5-year CMT + 2.63%)(c)
|
100
|
100,877
|
|
6.40%, 10/01/54, (5-year CMT + 2.63%)(c)
|
75
|
75,548
|
|
6.55%, 04/01/55, (5-year CMT + 2.14%)(c)
|
125
|
125,884
|
|
6.63%, 04/01/55, (5-year CMT + 2.35%)(c)
|
45
|
45,375
|
|
6.88%, 10/01/54, (5-year CMT + 2.79%)(c)
|
117
|
119,483
|
|
Southern California Edison Co.
|
|
|
|
2.25%, 06/01/30
|
90
|
81,397
|
|
2.85%, 08/01/29
|
50
|
47,173
|
|
3.45%, 02/01/52
|
475
|
311,950
|
|
3.65%, 02/01/50
|
437
|
301,291
|
|
4.00%, 04/01/47
|
383
|
285,368
|
|
4.05%, 03/15/42
|
181
|
142,974
|
|
4.50%, 09/01/40
|
158
|
135,756
|
|
4.65%, 10/01/43
|
202
|
169,627
|
|
4.80%, 03/15/33
|
125
|
122,327
|
|
5.15%, 06/01/29
|
50
|
50,492
|
|
5.25%, 03/15/30
|
50
|
50,622
|
|
5.45%, 03/01/35(a)
|
50
|
49,920
|
|
5.50%, 03/15/40
|
126
|
121,260
|
|
5.63%, 02/01/36(a)
|
202
|
201,922
|
|
5.70%, 03/01/53
|
213
|
195,876
|
|
5.75%, 04/15/54
|
389
|
360,433
|
|
5.88%, 12/01/53
|
29
|
27,430
|
|
5.90%, 03/01/55
|
185
|
175,565
|
|
6.00%, 01/15/34
|
340
|
353,148
|
|
6.05%, 03/15/39
|
74
|
75,067
|
|
6.20%, 09/15/55
|
380
|
375,214
|
|
6.65%, 04/01/29(a)
|
281
|
292,324
|
|
Series 04-G, 5.75%, 04/01/35
|
122
|
123,403
|
|
Series 05-E, 5.35%, 07/15/35(a)
|
144
|
141,764
|
|
Series 06-E, 5.55%, 01/15/37
|
105
|
104,266
|
|
Series 08-A, 5.95%, 02/01/38
|
150
|
151,568
|
|
Series 13-A, 3.90%, 03/15/43
|
157
|
119,773
|
|
Series 20A, 2.95%, 02/01/51
|
95
|
57,082
|
|
Series A, 4.20%, 03/01/29
|
60
|
59,237
|
|
Series B, 3.65%, 03/01/28
|
20
|
19,659
|
|
Series B, 4.88%, 03/01/49
|
111
|
92,692
|
|
Series C, 3.60%, 02/01/45
|
228
|
163,129
|
|
Series C, 4.13%, 03/01/48
|
319
|
239,964
|
|
Series E, 5.45%, 06/01/52
|
54
|
48,005
|
|
Series H, 3.65%, 06/01/51
|
98
|
66,787
|
|
Southern Power Co.
|
|
|
|
5.15%, 09/15/41
|
325
|
310,124
|
|
5.25%, 07/15/43
|
20
|
18,798
|
|
Tampa Electric Co.
|
|
|
|
3.45%, 03/15/51(a)
|
55
|
38,447
|
|
5.00%, 07/15/52(a)
|
285
|
255,630
|
|
Toledo Edison Co. (The), 6.15%, 05/15/37
|
255
|
273,548
|
|
|
|
111,916,822
|
|
Security
|
Par
(000
)
|
Value
|
|
Electrical Components & Equipment — 0.2%
|
||
|
ABB Finance USA, Inc.
|
|
|
|
3.80%, 04/03/28(a)
|
$1,750
|
$1,734,069
|
|
4.38%, 05/08/42
|
325
|
286,615
|
|
Acuity Brands Lighting, Inc., 2.15%, 12/15/30
|
1,291
|
1,155,130
|
|
Emerson Electric Co.
|
|
|
|
2.80%, 12/21/51
|
175
|
109,007
|
|
5.25%, 11/15/39(a)
|
25
|
25,285
|
|
|
|
3,310,106
|
|
Electronics — 0.8%
|
||
|
Allegion PLC, 3.50%, 10/01/29(a)
|
830
|
797,684
|
|
Allegion U.S. Holding Co., Inc.
|
|
|
|
3.55%, 10/01/27
|
457
|
451,497
|
|
5.41%, 07/01/32
|
657
|
667,360
|
|
5.60%, 05/29/34
|
625
|
637,516
|
|
Amphenol Corp., 2.80%, 02/15/30
|
41
|
38,596
|
|
Avnet, Inc.
|
|
|
|
3.00%, 05/15/31
|
395
|
357,693
|
|
5.50%, 06/01/32
|
510
|
516,617
|
|
Flex Ltd.
|
|
|
|
4.88%, 06/15/29
|
474
|
475,014
|
|
4.88%, 05/12/30
|
823
|
820,639
|
|
Fortive Corp.
|
|
|
|
4.30%, 06/15/46
|
82
|
66,879
|
|
4.75%, 05/15/31
|
175
|
174,128
|
|
5.25%, 05/15/36(a)
|
175
|
174,604
|
|
Honeywell International, Inc.
|
|
|
|
1.75%, 09/01/31
|
450
|
390,770
|
|
1.95%, 06/01/30
|
410
|
371,585
|
|
2.70%, 08/15/29
|
797
|
755,563
|
|
3.81%, 11/21/47
|
228
|
174,941
|
|
4.50%, 01/15/34
|
550
|
538,484
|
|
4.75%, 02/01/32
|
300
|
300,580
|
|
4.95%, 09/01/31
|
70
|
70,836
|
|
5.00%, 02/15/33
|
367
|
373,438
|
|
5.00%, 03/01/35
|
745
|
748,746
|
|
5.25%, 03/01/54
|
410
|
390,838
|
|
Hubbell, Inc.
|
|
|
|
3.15%, 08/15/27
|
28
|
27,601
|
|
3.50%, 02/15/28
|
42
|
41,327
|
|
4.80%, 11/15/35
|
50
|
48,562
|
|
Keysight Technologies, Inc.
|
|
|
|
3.00%, 10/30/29
|
295
|
280,452
|
|
4.95%, 10/15/34
|
440
|
436,457
|
|
5.35%, 07/30/30
|
55
|
56,337
|
|
nVent Finance SARL, 4.55%, 04/15/28
|
57
|
56,771
|
|
Trimble, Inc.
|
|
|
|
4.90%, 06/15/28
|
426
|
427,084
|
|
6.10%, 03/15/33
|
5
|
5,247
|
|
Tyco Electronics Group SA
|
|
|
|
4.50%, 02/09/31
|
25
|
24,826
|
|
4.88%, 02/09/36
|
55
|
54,174
|
|
7.13%, 10/01/37
|
129
|
148,240
|
|
Vontier Corp.
|
|
|
|
2.40%, 04/01/28
|
213
|
204,387
|
|
2.95%, 04/01/31(a)
|
199
|
180,667
|
|
|
|
11,286,140
|
|
Engineering & Construction — 0.5%
|
||
|
Jacobs Engineering Group, Inc.
|
|
|
|
5.90%, 03/01/33
|
1,995
|
2,064,364
|
|
6.35%, 08/18/28
|
2,780
|
2,872,707
|
|
Security
|
Par
(000
)
|
Value
|
|
Engineering & Construction (continued)
|
||
|
Jacobs Solutions, Inc.
|
|
|
|
4.75%, 03/03/31
|
$1,195
|
$1,181,141
|
|
5.38%, 03/03/36
|
1,000
|
977,843
|
|
|
|
7,096,055
|
|
Environmental Control — 0.3%
|
||
|
Republic Services, Inc.
|
|
|
|
2.38%, 03/15/33(a)
|
65
|
56,323
|
|
3.05%, 03/01/50
|
363
|
242,101
|
|
5.70%, 05/15/41(a)
|
30
|
30,993
|
|
6.20%, 03/01/40(a)
|
20
|
21,766
|
|
Veralto Corp.
|
|
|
|
4.85%, 01/15/32
|
385
|
385,636
|
|
5.35%, 09/18/28
|
913
|
928,366
|
|
5.45%, 09/18/33
|
1,255
|
1,285,986
|
|
Waste Connections, Inc.
|
|
|
|
2.60%, 02/01/30(a)
|
15
|
14,095
|
|
2.95%, 01/15/52(a)
|
387
|
246,460
|
|
3.05%, 04/01/50
|
62
|
40,932
|
|
3.50%, 05/01/29
|
10
|
9,776
|
|
4.25%, 12/01/28
|
5
|
4,984
|
|
Waste Management, Inc.
|
|
|
|
2.50%, 11/15/50
|
396
|
236,071
|
|
4.10%, 03/01/45
|
37
|
30,847
|
|
4.15%, 07/15/49
|
211
|
171,022
|
|
5.35%, 10/15/54(a)
|
65
|
62,373
|
|
|
|
3,767,731
|
|
Food — 1.8%
|
||
|
Ahold Finance USA LLC, 6.88%, 05/01/29
|
278
|
294,594
|
|
Campbell's Company/The
|
|
|
|
2.38%, 04/24/30
|
130
|
117,412
|
|
3.13%, 04/24/50
|
238
|
145,030
|
|
4.15%, 03/15/28
|
865
|
856,371
|
|
4.75%, 03/23/35(a)
|
130
|
119,915
|
|
4.80%, 03/15/48
|
214
|
173,048
|
|
5.25%, 10/13/54(a)
|
80
|
66,791
|
|
5.40%, 03/21/34(a)
|
353
|
342,892
|
|
Conagra Brands, Inc.
|
|
|
|
4.85%, 11/01/28
|
165
|
165,305
|
|
5.30%, 11/01/38
|
475
|
446,121
|
|
5.40%, 11/01/48(a)
|
383
|
332,015
|
|
5.75%, 08/01/35(a)
|
195
|
196,199
|
|
7.00%, 10/01/28
|
50
|
52,390
|
|
8.25%, 09/15/30
|
450
|
505,219
|
|
Flowers Foods, Inc., 6.20%, 03/15/55
|
5
|
4,073
|
|
General Mills, Inc.
|
|
|
|
2.25%, 10/14/31(a)
|
918
|
808,329
|
|
2.88%, 04/15/30(a)
|
1,280
|
1,198,299
|
|
3.00%, 02/01/51(a)
|
261
|
162,984
|
|
4.20%, 04/17/28
|
823
|
820,105
|
|
4.95%, 03/29/33(a)
|
146
|
145,341
|
|
5.25%, 01/30/35(a)
|
665
|
664,288
|
|
5.40%, 06/15/40
|
108
|
105,729
|
|
5.50%, 10/17/28
|
425
|
434,463
|
|
Hershey Co.(The)
|
|
|
|
2.45%, 11/15/29
|
48
|
45,057
|
|
3.13%, 11/15/49
|
17
|
11,435
|
|
3.38%, 08/15/46
|
35
|
25,574
|
|
Hormel Foods Corp., 3.05%, 06/03/51(a)
|
342
|
220,833
|
|
Security
|
Par
(000
)
|
Value
|
|
Food (continued)
|
||
|
Ingredion, Inc.
|
|
|
|
2.90%, 06/01/30
|
$1,109
|
$1,036,410
|
|
3.90%, 06/01/50(a)
|
283
|
210,374
|
|
J M Smucker Co.(The)
|
|
|
|
2.38%, 03/15/30(a)
|
40
|
36,926
|
|
3.38%, 12/15/27
|
40
|
39,385
|
|
4.25%, 03/15/35
|
262
|
244,278
|
|
4.38%, 03/15/45(a)
|
162
|
134,805
|
|
6.20%, 11/15/33(a)
|
40
|
42,652
|
|
6.50%, 11/15/43
|
40
|
42,574
|
|
6.50%, 11/15/53(a)
|
405
|
437,892
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS
USA Food Co. Holdings, 6.50%, 12/01/52
|
170
|
171,800
|
|
Kellanova
|
|
|
|
2.10%, 06/01/30
|
1,595
|
1,452,508
|
|
3.40%, 11/15/27(a)
|
1,212
|
1,199,052
|
|
4.30%, 05/15/28(a)
|
1,379
|
1,379,012
|
|
5.25%, 03/01/33
|
895
|
914,298
|
|
5.75%, 05/16/54
|
20
|
19,675
|
|
Series B, 7.45%, 04/01/31(a)
|
390
|
437,155
|
|
Koninklijke Ahold Delhaize NV, 5.70%, 10/01/40
|
243
|
245,473
|
|
Kraft Heinz Foods Co.
|
|
|
|
4.38%, 06/01/46(a)
|
86
|
68,849
|
|
4.88%, 10/01/49(a)
|
581
|
484,702
|
|
5.00%, 07/15/35
|
185
|
180,340
|
|
5.00%, 06/04/42
|
161
|
143,962
|
|
5.20%, 03/15/32
|
70
|
71,096
|
|
5.20%, 07/15/45
|
478
|
424,139
|
|
5.40%, 03/15/35(a)
|
200
|
201,595
|
|
5.50%, 06/01/50
|
395
|
359,257
|
|
6.50%, 02/09/40
|
252
|
266,590
|
|
6.88%, 01/26/39
|
255
|
279,663
|
|
Kroger Co.(The)
|
|
|
|
2.20%, 05/01/30
|
5
|
4,567
|
|
3.88%, 10/15/46
|
152
|
115,931
|
|
3.95%, 01/15/50
|
223
|
167,280
|
|
4.45%, 02/01/47
|
356
|
293,782
|
|
4.50%, 01/15/29
|
80
|
80,067
|
|
4.65%, 01/15/48
|
180
|
151,925
|
|
5.00%, 09/15/34
|
450
|
445,495
|
|
5.00%, 04/15/42
|
134
|
124,178
|
|
5.15%, 08/01/43
|
131
|
121,736
|
|
5.40%, 07/15/40
|
120
|
117,368
|
|
5.40%, 01/15/49
|
165
|
154,265
|
|
5.50%, 09/15/54
|
335
|
314,666
|
|
5.65%, 09/15/64
|
280
|
262,925
|
|
6.90%, 04/15/38
|
141
|
159,073
|
|
7.50%, 04/01/31
|
316
|
352,990
|
|
McCormick & Co., Inc./MD
|
|
|
|
1.85%, 02/15/31
|
305
|
267,959
|
|
2.50%, 04/15/30(a)
|
412
|
380,418
|
|
3.40%, 08/15/27
|
352
|
347,844
|
|
4.20%, 08/15/47
|
312
|
246,256
|
|
4.70%, 10/15/34(a)
|
175
|
168,659
|
|
Mondelez International, Inc.
|
|
|
|
2.63%, 09/04/50(a)
|
168
|
101,002
|
|
2.75%, 04/13/30
|
48
|
44,864
|
|
4.13%, 05/07/28
|
165
|
163,958
|
|
Sysco Corp.
|
|
|
|
2.40%, 02/15/30
|
132
|
121,568
|
|
3.30%, 02/15/50
|
225
|
150,378
|
|
Security
|
Par
(000
)
|
Value
|
|
Food (continued)
|
||
|
4.45%, 03/15/48
|
$109
|
$88,662
|
|
4.50%, 04/01/46
|
92
|
76,224
|
|
4.85%, 10/01/45
|
168
|
146,769
|
|
5.38%, 09/21/35
|
55
|
54,995
|
|
5.95%, 04/01/30
|
237
|
246,272
|
|
6.60%, 04/01/40
|
107
|
115,888
|
|
6.60%, 04/01/50(a)
|
425
|
452,777
|
|
Tyson Foods, Inc.
|
|
|
|
4.35%, 03/01/29
|
75
|
74,643
|
|
4.55%, 06/02/47
|
188
|
160,750
|
|
4.88%, 08/15/34
|
45
|
44,181
|
|
5.10%, 09/28/48(a)
|
282
|
259,324
|
|
5.15%, 08/15/44
|
70
|
65,227
|
|
|
|
25,629,140
|
|
Forest Products & Paper — 0.3%
|
||
|
International Paper Co.
|
|
|
|
4.35%, 08/15/48(a)
|
148
|
117,543
|
|
4.40%, 08/15/47
|
269
|
216,727
|
|
4.80%, 06/15/44(a)
|
193
|
166,859
|
|
5.00%, 09/15/35(a)
|
1,300
|
1,280,327
|
|
5.15%, 05/15/46(a)
|
85
|
76,968
|
|
6.00%, 11/15/41(a)
|
233
|
236,803
|
|
7.30%, 11/15/39
|
205
|
233,331
|
|
Suzano Austria GmbH
|
|
|
|
3.13%, 01/15/32(a)
|
282
|
250,273
|
|
3.75%, 01/15/31
|
369
|
345,125
|
|
5.00%, 01/15/30
|
642
|
633,357
|
|
6.00%, 01/15/29
|
468
|
478,255
|
|
|
|
4,035,568
|
|
Gas — 1.1%
|
||
|
Atmos Energy Corp.
|
|
|
|
2.63%, 09/15/29
|
50
|
47,271
|
|
2.85%, 02/15/52
|
315
|
195,445
|
|
3.00%, 06/15/27
|
15
|
14,829
|
|
3.38%, 09/15/49
|
307
|
213,911
|
|
4.13%, 10/15/44
|
233
|
194,577
|
|
4.13%, 03/15/49
|
182
|
145,035
|
|
4.15%, 01/15/43
|
59
|
49,950
|
|
4.30%, 10/01/48
|
270
|
220,897
|
|
5.00%, 12/15/54
|
120
|
107,533
|
|
5.20%, 08/15/35(a)
|
60
|
60,976
|
|
5.45%, 01/15/56
|
225
|
216,417
|
|
5.50%, 06/15/41
|
43
|
42,958
|
|
National Fuel Gas Co.
|
|
|
|
2.95%, 03/01/31
|
139
|
126,654
|
|
3.95%, 09/15/27
|
425
|
421,276
|
|
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.
|
|
|
|
1.70%, 02/15/31
|
120
|
104,756
|
|
4.75%, 05/18/31
|
175
|
174,970
|
|
5.00%, 06/15/52(a)
|
400
|
348,841
|
|
5.30%, 05/18/36
|
80
|
80,139
|
|
5.35%, 04/01/34
|
1,125
|
1,148,333
|
|
5.35%, 07/15/35
|
460
|
465,114
|
|
5.40%, 06/30/33
|
276
|
282,568
|
|
5.75%, 07/15/56, (5-year CMT + 2.04%)(c)
|
340
|
339,942
|
|
5.85%, 04/01/55
|
925
|
915,010
|
|
5.95%, 06/15/41
|
110
|
112,634
|
|
Security
|
Par
(000
)
|
Value
|
|
Gas (continued)
|
||
|
6.38%, 03/31/55, (5-year CMT + 2.53%)(c)
|
$460
|
$470,009
|
|
6.95%, 11/30/54, (5-year CMT + 2.45%)(c)
|
125
|
129,685
|
|
Northwest Natural Holding Co., 7.00%, 09/15/55,
(5-year CMT + 2.70%)(a)(c)
|
25
|
25,505
|
|
ONE Gas, Inc.
|
|
|
|
2.00%, 05/15/30
|
1,910
|
1,731,312
|
|
4.25%, 09/01/32(a)
|
730
|
712,427
|
|
4.50%, 11/01/48
|
223
|
188,853
|
|
4.66%, 02/01/44
|
138
|
121,648
|
|
5.10%, 04/01/29
|
715
|
726,651
|
|
Piedmont Natural Gas Co., Inc.
|
|
|
|
2.50%, 03/15/31
|
590
|
534,404
|
|
3.35%, 06/01/50
|
195
|
132,811
|
|
5.05%, 05/15/52
|
263
|
234,696
|
|
5.10%, 02/15/35
|
30
|
29,949
|
|
5.40%, 06/15/33
|
50
|
51,185
|
|
Southern California Gas Co.
|
|
|
|
5.13%, 11/15/40(a)
|
95
|
91,471
|
|
6.00%, 06/15/55
|
205
|
208,673
|
|
Series UU, 4.13%, 06/01/48
|
264
|
206,232
|
|
Series VV, 4.30%, 01/15/49
|
306
|
245,637
|
|
Series WW, 3.95%, 02/15/50
|
300
|
226,265
|
|
Series XX, 2.55%, 02/01/30
|
87
|
81,401
|
|
Southwest Gas Corp.
|
|
|
|
3.18%, 08/15/51
|
115
|
75,699
|
|
3.70%, 04/01/28
|
40
|
39,414
|
|
3.80%, 09/29/46(a)
|
174
|
132,124
|
|
4.15%, 06/01/49
|
196
|
151,669
|
|
Spire Missouri, Inc.
|
|
|
|
3.30%, 06/01/51
|
480
|
323,424
|
|
Series 2034, 5.15%, 08/15/34
|
275
|
277,317
|
|
Spire, Inc.
|
|
|
|
4.60%, 09/01/31
|
70
|
69,147
|
|
6.25%, 06/01/56, (5-year CMT + 2.56%)(c)
|
610
|
609,230
|
|
6.45%, 06/01/56, (5-year CMT + 2.33%)(c)
|
315
|
314,260
|
|
Washington Gas Light Co.
|
|
|
|
3.65%, 09/15/49
|
357
|
254,685
|
|
Series K, 3.80%, 09/15/46
|
95
|
72,425
|
|
|
|
15,098,080
|
|
Hand & Machine Tools — 0.0%
|
||
|
Snap-on, Inc.
|
|
|
|
3.10%, 05/01/50
|
15
|
10,054
|
|
4.10%, 03/01/48(a)
|
15
|
12,127
|
|
Stanley Black & Decker, Inc., 2.30%, 03/15/30
|
35
|
32,063
|
|
|
|
54,244
|
|
Health Care - Products — 1.2%
|
||
|
Abbott Laboratories
|
|
|
|
4.75%, 11/30/36
|
435
|
424,659
|
|
4.90%, 11/30/46
|
116
|
106,203
|
|
5.30%, 05/27/40(a)
|
93
|
93,612
|
|
5.50%, 03/15/56
|
270
|
263,433
|
|
5.60%, 03/15/66
|
445
|
433,196
|
|
6.00%, 04/01/39
|
213
|
228,831
|
|
6.15%, 11/30/37
|
195
|
212,553
|
|
Agilent Technologies, Inc.
|
|
|
|
2.30%, 03/12/31
|
110
|
98,586
|
|
2.75%, 09/15/29
|
802
|
759,883
|
|
4.75%, 09/09/34
|
80
|
78,745
|
|
Augusta SpinCo Corp., 5.25%, 03/23/36
|
80
|
79,873
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Products (continued)
|
||
|
Baxter International, Inc.
|
|
|
|
2.54%, 02/01/32
|
$430
|
$367,620
|
|
3.13%, 12/01/51(a)
|
512
|
302,784
|
|
3.50%, 08/15/46
|
240
|
161,559
|
|
Boston Scientific Corp.
|
|
|
|
4.55%, 03/01/39
|
45
|
42,128
|
|
4.70%, 03/01/49(a)
|
338
|
299,857
|
|
6.25%, 11/15/35
|
125
|
136,967
|
|
7.38%, 01/15/40(a)
|
143
|
168,668
|
|
Danaher Corp.
|
|
|
|
2.60%, 10/01/50
|
325
|
195,674
|
|
2.80%, 12/10/51
|
553
|
342,977
|
|
4.38%, 09/15/45
|
197
|
168,900
|
|
Dentsply Sirona, Inc., 3.25%, 06/01/30(a)
|
659
|
609,827
|
|
DH Europe Finance II SARL
|
|
|
|
2.60%, 11/15/29
|
141
|
132,392
|
|
3.25%, 11/15/39
|
313
|
251,562
|
|
3.40%, 11/15/49
|
408
|
289,718
|
|
Edwards Lifesciences Corp., 4.30%, 06/15/28
|
3,140
|
3,131,147
|
|
GE HealthCare Technologies, Inc., 6.38%,
11/22/52(a)
|
288
|
307,160
|
|
Medtronic, Inc., 4.63%, 03/15/45(a)
|
392
|
349,712
|
|
Revvity, Inc.
|
|
|
|
2.25%, 09/15/31
|
870
|
763,290
|
|
2.55%, 03/15/31
|
665
|
597,742
|
|
3.30%, 09/15/29
|
115
|
110,147
|
|
3.63%, 03/15/51
|
206
|
145,197
|
|
Smith & Nephew PLC
|
|
|
|
2.03%, 10/14/30
|
538
|
479,008
|
|
5.40%, 03/20/34
|
121
|
122,610
|
|
Solventum Corp.
|
|
|
|
5.60%, 03/23/34
|
175
|
179,318
|
|
5.90%, 04/30/54(a)
|
151
|
149,419
|
|
STERIS Irish FinCo UnLtd Co.
|
|
|
|
2.70%, 03/15/31
|
2,206
|
2,009,657
|
|
3.75%, 03/15/51
|
482
|
346,420
|
|
Stryker Corp.
|
|
|
|
2.90%, 06/15/50(a)
|
148
|
94,857
|
|
4.10%, 04/01/43
|
99
|
82,044
|
|
4.38%, 05/15/44
|
167
|
141,508
|
|
4.63%, 03/15/46(a)
|
266
|
232,711
|
|
Thermo Fisher Scientific, Inc.
|
|
|
|
2.60%, 10/01/29
|
25
|
23,590
|
|
4.10%, 08/15/47
|
302
|
248,613
|
|
4.98%, 08/10/30
|
40
|
40,688
|
|
5.09%, 08/10/33
|
10
|
10,147
|
|
5.30%, 02/01/44
|
134
|
129,811
|
|
5.40%, 08/10/43
|
30
|
29,670
|
|
Zimmer Biomet Holdings, Inc.
|
|
|
|
2.60%, 11/24/31
|
650
|
582,711
|
|
4.45%, 08/15/45
|
166
|
143,198
|
|
5.20%, 09/15/34
|
50
|
50,042
|
|
5.50%, 02/19/35
|
50
|
51,034
|
|
5.75%, 11/30/39
|
150
|
151,930
|
|
|
|
16,953,588
|
|
Health Care - Services — 3.0%
|
||
|
Aetna, Inc.
|
|
|
|
3.88%, 08/15/47
|
30
|
21,953
|
|
4.13%, 11/15/42
|
91
|
70,991
|
|
4.50%, 05/15/42
|
124
|
105,415
|
|
6.63%, 06/15/36
|
226
|
246,117
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
6.75%, 12/15/37
|
$182
|
$198,623
|
|
Cigna Group(The)
|
|
|
|
2.40%, 03/15/30
|
546
|
504,575
|
|
3.20%, 03/15/40
|
45
|
35,074
|
|
3.40%, 03/15/50
|
392
|
271,224
|
|
3.40%, 03/15/51
|
349
|
239,201
|
|
3.88%, 10/15/47
|
328
|
250,021
|
|
4.38%, 10/15/28
|
1,205
|
1,203,390
|
|
4.80%, 08/15/38
|
562
|
532,084
|
|
4.80%, 07/15/46
|
344
|
301,785
|
|
4.90%, 12/15/48
|
853
|
749,196
|
|
5.00%, 05/15/29
|
40
|
40,595
|
|
5.13%, 05/15/31
|
40
|
40,744
|
|
5.25%, 02/15/34
|
620
|
628,298
|
|
5.40%, 03/15/33(a)
|
325
|
333,595
|
|
5.60%, 02/15/54
|
320
|
307,760
|
|
6.13%, 11/15/41
|
177
|
184,566
|
|
Elevance Health, Inc.
|
|
|
|
2.25%, 05/15/30
|
525
|
480,012
|
|
2.55%, 03/15/31
|
157
|
142,355
|
|
2.88%, 09/15/29
|
948
|
898,244
|
|
3.13%, 05/15/50
|
160
|
104,417
|
|
3.60%, 03/15/51
|
270
|
190,435
|
|
3.65%, 12/01/27(a)
|
1,017
|
1,006,836
|
|
3.70%, 09/15/49
|
250
|
180,883
|
|
4.00%, 09/15/28
|
175
|
173,341
|
|
4.10%, 03/01/28
|
721
|
717,190
|
|
4.10%, 05/15/32(a)
|
385
|
370,278
|
|
4.38%, 12/01/47
|
361
|
296,106
|
|
4.55%, 03/01/48
|
199
|
167,157
|
|
4.55%, 05/15/52
|
91
|
74,767
|
|
4.60%, 09/15/32
|
135
|
132,638
|
|
4.63%, 05/15/42
|
293
|
259,998
|
|
4.65%, 01/15/43
|
286
|
252,612
|
|
4.65%, 08/15/44
|
253
|
220,026
|
|
4.75%, 02/15/30(a)
|
200
|
200,894
|
|
4.75%, 02/15/33
|
317
|
313,016
|
|
5.00%, 01/15/36(a)
|
175
|
171,650
|
|
5.10%, 01/15/44
|
219
|
202,183
|
|
5.13%, 02/15/53(a)
|
130
|
115,993
|
|
5.15%, 06/15/29
|
320
|
324,906
|
|
5.20%, 02/15/35
|
245
|
245,685
|
|
5.38%, 06/15/34
|
325
|
330,503
|
|
5.50%, 10/15/32
|
380
|
391,122
|
|
5.65%, 06/15/54
|
78
|
74,791
|
|
5.70%, 02/15/55
|
165
|
159,256
|
|
5.70%, 09/15/55
|
220
|
213,683
|
|
5.85%, 01/15/36
|
209
|
217,379
|
|
5.95%, 12/15/34
|
164
|
172,477
|
|
6.10%, 10/15/52
|
85
|
86,677
|
|
6.38%, 06/15/37
|
157
|
169,838
|
|
HCA, Inc.
|
|
|
|
2.38%, 07/15/31
|
50
|
44,323
|
|
3.50%, 09/01/30
|
317
|
301,170
|
|
3.50%, 07/15/51
|
492
|
328,804
|
|
3.63%, 03/15/32
|
149
|
138,671
|
|
4.13%, 06/15/29
|
769
|
757,798
|
|
4.63%, 03/15/52
|
421
|
338,299
|
|
5.13%, 06/15/39
|
316
|
299,431
|
|
5.25%, 06/15/49
|
616
|
549,115
|
|
5.45%, 04/01/31
|
15
|
15,338
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
5.45%, 09/15/34
|
$40
|
$40,423
|
|
5.50%, 06/01/33
|
744
|
759,533
|
|
5.50%, 06/15/47
|
409
|
379,392
|
|
5.60%, 04/01/34
|
200
|
204,610
|
|
5.75%, 03/01/35
|
105
|
108,075
|
|
5.88%, 02/01/29(a)
|
275
|
282,269
|
|
5.90%, 06/01/53
|
270
|
259,911
|
|
5.95%, 09/15/54
|
161
|
156,402
|
|
6.00%, 04/01/54
|
275
|
268,741
|
|
6.10%, 04/01/64
|
278
|
274,103
|
|
6.20%, 03/01/55
|
180
|
180,511
|
|
Humana, Inc.
|
|
|
|
3.13%, 08/15/29
|
340
|
325,461
|
|
3.70%, 03/23/29
|
160
|
156,196
|
|
3.95%, 08/15/49
|
178
|
128,134
|
|
4.63%, 12/01/42
|
249
|
209,432
|
|
4.80%, 03/15/47
|
232
|
191,771
|
|
4.88%, 04/01/30
|
149
|
149,314
|
|
4.95%, 10/01/44
|
356
|
308,187
|
|
5.38%, 04/15/31
|
380
|
385,894
|
|
5.50%, 03/15/53
|
45
|
40,209
|
|
5.55%, 05/01/35
|
270
|
270,124
|
|
5.75%, 04/15/54
|
158
|
146,135
|
|
5.88%, 03/01/33
|
295
|
303,739
|
|
5.95%, 03/15/34
|
455
|
470,047
|
|
6.00%, 05/01/55(a)
|
70
|
67,109
|
|
ICON Investments Six DAC, 6.00%, 05/08/34
|
772
|
787,923
|
|
IQVIA, Inc.
|
|
|
|
5.70%, 05/15/28
|
687
|
699,648
|
|
6.25%, 02/01/29
|
375
|
388,139
|
|
Laboratory Corp. of America Holdings
|
|
|
|
2.70%, 06/01/31(a)
|
550
|
500,625
|
|
2.95%, 12/01/29
|
130
|
123,123
|
|
3.60%, 09/01/27
|
55
|
54,540
|
|
4.35%, 04/01/30
|
35
|
34,590
|
|
4.55%, 04/01/32(a)
|
105
|
103,460
|
|
4.70%, 02/01/45
|
441
|
391,155
|
|
4.80%, 10/01/34
|
160
|
156,368
|
|
Quest Diagnostics, Inc.
|
|
|
|
2.80%, 06/30/31
|
998
|
913,507
|
|
2.95%, 06/30/30(a)
|
918
|
860,439
|
|
4.20%, 06/30/29
|
610
|
604,137
|
|
4.63%, 12/15/29
|
40
|
40,114
|
|
4.70%, 03/30/45
|
226
|
200,666
|
|
5.00%, 12/15/34(a)
|
150
|
149,222
|
|
5.00%, 06/30/36
|
175
|
171,839
|
|
UnitedHealth Group, Inc.
|
|
|
|
2.00%, 05/15/30
|
180
|
163,606
|
|
2.30%, 05/15/31
|
145
|
130,248
|
|
2.75%, 05/15/40
|
40
|
29,559
|
|
2.88%, 08/15/29
|
301
|
287,556
|
|
3.13%, 05/15/60
|
410
|
248,406
|
|
3.25%, 05/15/51
|
421
|
282,525
|
|
3.50%, 08/15/39
|
85
|
69,801
|
|
3.70%, 08/15/49
|
352
|
257,966
|
|
3.85%, 06/15/28
|
236
|
234,165
|
|
3.88%, 12/15/28(a)
|
175
|
172,924
|
|
3.88%, 08/15/59
|
374
|
266,637
|
|
3.95%, 10/15/42
|
205
|
168,035
|
|
4.00%, 05/15/29
|
295
|
291,649
|
|
4.20%, 05/15/32
|
560
|
545,198
|
|
Security
|
Par
(000
)
|
Value
|
|
Health Care - Services (continued)
|
||
|
4.20%, 01/15/47
|
$86
|
$69,518
|
|
4.25%, 01/15/29
|
510
|
508,290
|
|
4.25%, 03/15/43
|
175
|
148,160
|
|
4.25%, 04/15/47
|
40
|
32,516
|
|
4.25%, 06/15/48
|
340
|
274,593
|
|
4.38%, 03/15/42
|
45
|
39,127
|
|
4.45%, 12/15/48
|
269
|
223,145
|
|
4.50%, 04/15/33
|
560
|
547,450
|
|
4.63%, 07/15/35
|
318
|
308,967
|
|
4.63%, 11/15/41
|
295
|
265,306
|
|
4.75%, 07/15/45
|
600
|
532,338
|
|
4.75%, 05/15/52
|
270
|
231,824
|
|
4.90%, 04/15/31(a)
|
35
|
35,430
|
|
4.95%, 05/15/62
|
344
|
293,504
|
|
5.00%, 04/15/34
|
639
|
640,065
|
|
5.05%, 04/15/53
|
45
|
40,181
|
|
5.15%, 07/15/34
|
705
|
713,308
|
|
5.20%, 04/15/63
|
105
|
93,397
|
|
5.30%, 02/15/30(a)
|
30
|
30,727
|
|
5.35%, 02/15/33
|
895
|
920,786
|
|
5.38%, 04/15/54
|
255
|
238,960
|
|
5.50%, 04/15/64
|
80
|
74,870
|
|
5.63%, 07/15/54
|
670
|
649,739
|
|
5.70%, 10/15/40
|
128
|
130,439
|
|
5.75%, 07/15/64
|
490
|
475,715
|
|
5.80%, 03/15/36(a)
|
189
|
198,927
|
|
5.88%, 02/15/53
|
332
|
333,347
|
|
5.95%, 02/15/41
|
140
|
145,237
|
|
6.05%, 02/15/63
|
315
|
319,357
|
|
6.50%, 06/15/37
|
161
|
177,557
|
|
6.63%, 11/15/37
|
199
|
221,378
|
|
6.88%, 02/15/38
|
293
|
333,234
|
|
|
|
42,736,388
|
|
Holding Companies - Diversified — 0.2%
|
||
|
HA Sustainable Infrastructure Capital, Inc.
|
|
|
|
6.15%, 01/15/31(a)
|
940
|
967,404
|
|
6.38%, 07/01/34(a)
|
629
|
644,585
|
|
6.75%, 07/15/35
|
250
|
260,780
|
|
North Haven Private Income Fund LLC
|
|
|
|
5.13%, 09/25/28(a)(b)
|
105
|
102,621
|
|
5.75%, 02/01/30
|
1,435
|
1,408,551
|
|
|
|
3,383,941
|
|
Home Builders — 0.1%
|
||
|
PulteGroup, Inc.
|
|
|
|
6.00%, 02/15/35
|
132
|
137,917
|
|
6.38%, 05/15/33
|
122
|
130,801
|
|
7.88%, 06/15/32(a)
|
104
|
119,842
|
|
Sekisui House U.S., Inc.
|
|
|
|
2.50%, 01/15/31
|
148
|
130,392
|
|
3.85%, 01/15/30
|
49
|
46,726
|
|
3.97%, 08/06/61
|
72
|
47,434
|
|
6.00%, 01/15/43
|
102
|
93,322
|
|
Toll Brothers Finance Corp., 4.35%, 02/15/28
|
357
|
355,582
|
|
|
|
1,062,016
|
|
Home Furnishings — 0.0%
|
||
|
Leggett & Platt, Inc.
|
|
|
|
3.50%, 11/15/27
|
22
|
21,545
|
|
3.50%, 11/15/51
|
202
|
125,286
|
|
4.40%, 03/15/29
|
180
|
175,537
|
|
|
|
322,368
|
|
Security
|
Par
(000
)
|
Value
|
|
Household Products & Wares — 1.0%
|
||
|
Avery Dennison Corp.
|
|
|
|
2.25%, 02/15/32
|
$362
|
$315,566
|
|
2.65%, 04/30/30
|
186
|
171,796
|
|
4.88%, 12/06/28
|
147
|
148,125
|
|
5.75%, 03/15/33
|
292
|
302,913
|
|
Church & Dwight Co., Inc.
|
|
|
|
2.30%, 12/15/31
|
1,600
|
1,413,625
|
|
3.15%, 08/01/27
|
55
|
54,314
|
|
3.95%, 08/01/47
|
30
|
23,552
|
|
5.00%, 06/15/52
|
342
|
312,157
|
|
5.60%, 11/15/32
|
220
|
230,393
|
|
Clorox Co.(The)
|
|
|
|
1.80%, 05/15/30(a)
|
1,942
|
1,742,749
|
|
3.10%, 10/01/27
|
1,191
|
1,171,460
|
|
3.90%, 05/15/28(a)
|
1,102
|
1,091,731
|
|
4.40%, 05/01/29
|
553
|
550,226
|
|
4.60%, 05/01/32
|
955
|
940,959
|
|
4.70%, 05/15/31
|
125
|
124,308
|
|
4.95%, 05/15/33
|
125
|
124,455
|
|
5.25%, 05/15/36(a)
|
125
|
125,022
|
|
Kimberly-Clark Corp.
|
|
|
|
1.05%, 09/15/27
|
400
|
385,207
|
|
2.00%, 11/02/31(a)
|
330
|
291,249
|
|
2.88%, 02/07/50
|
166
|
107,877
|
|
3.10%, 03/26/30
|
451
|
429,566
|
|
3.20%, 04/25/29
|
1,629
|
1,578,503
|
|
3.90%, 05/04/47
|
175
|
136,691
|
|
3.95%, 11/01/28
|
471
|
467,532
|
|
4.50%, 02/16/33
|
765
|
761,642
|
|
5.30%, 03/01/41
|
173
|
174,453
|
|
6.63%, 08/01/37
|
889
|
1,013,842
|
|
|
|
14,189,913
|
|
Insurance — 3.5%
|
||
|
ACE Capital Trust II, Series N, 9.70%, 04/01/30
|
80
|
93,227
|
|
AEGON Funding Co. LLC, 5.63%, 05/07/36
|
200
|
199,516
|
|
Aegon Ltd., 5.50%, 04/11/48, (6-mo. SOFR US +
3.97%)(c)
|
1,648
|
1,650,976
|
|
Aflac, Inc.
|
|
|
|
3.60%, 04/01/30
|
62
|
59,956
|
|
4.75%, 01/15/49
|
42
|
36,485
|
|
Alleghany Corp., 4.90%, 09/15/44
|
9
|
8,076
|
|
Allstate Corp.(The)
|
|
|
|
5.35%, 06/01/33
|
286
|
293,135
|
|
5.55%, 05/09/35
|
91
|
93,974
|
|
6.50%, 05/15/67, (3-mo. SOFR US +
2.38%)(a)(c)
|
230
|
234,683
|
|
American Financial Group, Inc., 4.50%, 06/15/47
|
74
|
60,690
|
|
American Financial Group, Inc./OH, 5.25%,
04/02/30
|
5
|
5,058
|
|
American International Group, Inc.
|
|
|
|
3.88%, 01/15/35
|
180
|
165,277
|
|
4.38%, 06/30/50(a)
|
285
|
234,360
|
|
4.50%, 07/16/44
|
185
|
160,509
|
|
4.75%, 04/01/48
|
85
|
74,766
|
|
4.80%, 07/10/45
|
40
|
35,564
|
|
5.13%, 03/27/33
|
70
|
70,728
|
|
Series A-9, 5.75%, 04/01/48, (3-mo. SOFR US +
3.13%)(c)
|
10
|
10,023
|
|
Aon Corp.
|
|
|
|
2.80%, 05/15/30
|
150
|
139,849
|
|
3.75%, 05/02/29
|
115
|
112,602
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
4.50%, 12/15/28(a)
|
$74
|
$73,975
|
|
6.25%, 09/30/40
|
70
|
75,144
|
|
Aon Corp./Aon Global Holdings PLC
|
|
|
|
2.60%, 12/02/31
|
120
|
107,062
|
|
5.00%, 09/12/32
|
290
|
291,525
|
|
5.35%, 02/28/33
|
175
|
178,720
|
|
Aon Global Ltd., 4.75%, 05/15/45
|
22
|
19,339
|
|
Aon North America, Inc., 5.75%, 03/01/54
|
330
|
323,017
|
|
Arch Capital Finance LLC, 5.03%, 12/15/46
|
185
|
169,296
|
|
Arch Capital Group Ltd.
|
|
|
|
3.64%, 06/30/50
|
150
|
109,807
|
|
7.35%, 05/01/34
|
49
|
55,668
|
|
Arch Capital Group U.S., Inc., 5.14%, 11/01/43
|
32
|
30,067
|
|
Arthur J Gallagher & Co.
|
|
|
|
2.40%, 11/09/31(a)
|
75
|
66,370
|
|
3.05%, 03/09/52
|
146
|
90,964
|
|
3.50%, 05/20/51
|
125
|
86,103
|
|
5.50%, 03/02/33(a)
|
185
|
190,188
|
|
5.55%, 02/15/55
|
225
|
212,357
|
|
5.75%, 03/02/53
|
25
|
24,181
|
|
5.75%, 07/15/54
|
190
|
183,999
|
|
6.75%, 02/15/54
|
115
|
125,805
|
|
Assurant, Inc.
|
|
|
|
2.65%, 01/15/32
|
425
|
373,950
|
|
3.70%, 02/22/30
|
1,949
|
1,869,824
|
|
4.90%, 03/27/28
|
1,426
|
1,430,041
|
|
5.55%, 02/15/36
|
375
|
373,326
|
|
Assured Guaranty U.S. Holdings, Inc., 3.15%,
06/15/31
|
55
|
51,096
|
|
Athene Holding Ltd.
|
|
|
|
3.45%, 05/15/52(a)
|
99
|
61,927
|
|
3.95%, 05/25/51
|
36
|
24,790
|
|
6.15%, 04/03/30
|
152
|
157,598
|
|
6.63%, 10/15/54, (5-year CMT + 2.61%)(c)
|
130
|
124,949
|
|
6.65%, 02/01/33
|
55
|
58,334
|
|
6.88%, 06/28/55, (5-year CMT + 2.58%)(c)
|
45
|
43,477
|
|
AXA SA, 8.60%, 12/15/30
|
2,354
|
2,702,825
|
|
Axis Specialty Finance LLC
|
|
|
|
3.90%, 07/15/29
|
57
|
55,648
|
|
4.90%, 01/15/40, (5-year CMT + 3.19%)(c)
|
125
|
121,864
|
|
Axis Specialty Finance PLC, 4.00%, 12/06/27
|
55
|
54,518
|
|
Berkshire Hathaway Finance Corp.
|
|
|
|
1.45%, 10/15/30
|
45
|
40,009
|
|
2.88%, 03/15/32(a)
|
265
|
245,666
|
|
3.85%, 03/15/52
|
195
|
148,316
|
|
4.25%, 01/15/49
|
181
|
149,347
|
|
5.75%, 01/15/40
|
167
|
179,150
|
|
Brighthouse Financial, Inc., 4.70%, 06/22/47(a)
|
163
|
117,619
|
|
Brown & Brown, Inc.
|
|
|
|
4.20%, 03/17/32
|
230
|
218,664
|
|
4.50%, 03/15/29
|
60
|
59,672
|
|
4.95%, 03/17/52
|
44
|
36,966
|
|
6.25%, 06/23/55(a)
|
90
|
90,325
|
|
Chubb INA Holdings LLC
|
|
|
|
1.38%, 09/15/30
|
45
|
39,456
|
|
2.85%, 12/15/51
|
131
|
82,586
|
|
3.05%, 12/15/61
|
163
|
99,597
|
|
4.15%, 03/13/43
|
45
|
38,199
|
|
4.35%, 11/03/45
|
230
|
197,695
|
|
6.00%, 05/11/37
|
155
|
165,209
|
|
6.70%, 05/15/36
|
54
|
60,460
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
Series 1, 6.50%, 05/15/38
|
$156
|
$174,090
|
|
Cincinnati Financial Corp., 6.13%, 11/01/34
|
55
|
58,005
|
|
CNO Financial Group, Inc.
|
|
|
|
5.25%, 05/30/29
|
573
|
576,805
|
|
6.45%, 06/15/34
|
284
|
296,255
|
|
Enstar Group Ltd.
|
|
|
|
3.10%, 09/01/31
|
45
|
40,130
|
|
4.95%, 06/01/29
|
22
|
21,967
|
|
Equitable Holdings, Inc.
|
|
|
|
4.35%, 04/20/28
|
398
|
396,360
|
|
5.00%, 04/20/48
|
216
|
189,088
|
|
6.70%, 03/28/55, (5-year CMT + 2.39%)(a)(c)
|
165
|
169,664
|
|
Everest Reinsurance Holdings, Inc.
|
|
|
|
3.13%, 10/15/52
|
202
|
125,875
|
|
3.50%, 10/15/50
|
45
|
30,544
|
|
4.87%, 06/01/44
|
30
|
25,923
|
|
Fairfax Financial Holdings Ltd.
|
|
|
|
3.38%, 03/03/31
|
25
|
23,377
|
|
5.63%, 08/16/32
|
135
|
138,920
|
|
6.50%, 05/20/55
|
245
|
257,704
|
|
Fidelity National Financial, Inc., 2.45%, 03/15/31
|
57
|
50,440
|
|
First American Financial Corp.
|
|
|
|
2.40%, 08/15/31
|
35
|
30,522
|
|
4.00%, 05/15/30
|
395
|
379,954
|
|
Hartford Insurance Group, Inc.
|
|
|
|
2.80%, 08/19/29
|
2,675
|
2,534,314
|
|
2.90%, 09/15/51
|
310
|
194,402
|
|
3.60%, 08/19/49
|
146
|
105,687
|
|
4.30%, 04/15/43
|
172
|
145,121
|
|
4.40%, 03/15/48
|
248
|
206,984
|
|
5.95%, 10/15/36
|
1,046
|
1,106,405
|
|
6.10%, 10/01/41(a)
|
158
|
165,948
|
|
Jackson Financial, Inc.
|
|
|
|
3.13%, 11/23/31
|
136
|
121,930
|
|
4.00%, 11/23/51
|
95
|
65,271
|
|
Kemper Corp., 3.80%, 02/23/32(a)
|
30
|
27,092
|
|
Lincoln National Corp.
|
|
|
|
3.05%, 01/15/30(a)
|
40
|
37,543
|
|
3.40%, 01/15/31(a)
|
60
|
56,246
|
|
3.80%, 03/01/28
|
70
|
69,142
|
|
4.35%, 03/01/48(a)
|
49
|
37,580
|
|
6.30%, 10/09/37
|
75
|
79,281
|
|
7.00%, 06/15/40
|
73
|
79,867
|
|
Loews Corp., 6.00%, 02/01/35
|
35
|
36,938
|
|
Manulife Financial Corp.
|
|
|
|
3.70%, 03/16/32
|
430
|
408,324
|
|
4.06%, 02/24/32, (5-year USD ICE Swap +
1.65%)(c)
|
2,001
|
1,987,950
|
|
4.99%, 12/11/35
|
515
|
507,432
|
|
5.38%, 03/04/46
|
263
|
254,596
|
|
Markel Group, Inc.
|
|
|
|
3.35%, 09/17/29
|
72
|
69,298
|
|
3.45%, 05/07/52
|
145
|
97,219
|
|
4.15%, 09/17/50
|
59
|
44,894
|
|
5.00%, 05/20/49
|
47
|
41,051
|
|
6.00%, 05/16/54(a)
|
111
|
110,852
|
|
Marsh & McLennan Companies, Inc.
|
|
|
|
2.25%, 11/15/30
|
237
|
214,801
|
|
4.20%, 03/01/48
|
424
|
340,470
|
|
4.35%, 01/30/47
|
246
|
203,164
|
|
4.38%, 03/15/29
|
738
|
736,876
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
4.75%, 03/15/39
|
$110
|
$103,636
|
|
4.90%, 03/15/49
|
331
|
294,080
|
|
4.95%, 03/15/36
|
75
|
73,875
|
|
5.00%, 03/15/35
|
155
|
153,775
|
|
5.40%, 03/15/55
|
560
|
531,921
|
|
5.45%, 03/15/54
|
15
|
14,312
|
|
5.70%, 09/15/53
|
25
|
24,721
|
|
5.88%, 08/01/33
|
464
|
494,986
|
|
MetLife, Inc.
|
|
|
|
4.05%, 03/01/45
|
284
|
232,862
|
|
4.13%, 08/13/42(a)
|
166
|
139,415
|
|
4.55%, 03/23/30(a)
|
139
|
139,791
|
|
4.60%, 05/13/46
|
234
|
204,963
|
|
4.72%, 12/15/44
|
215
|
189,880
|
|
4.88%, 11/13/43
|
274
|
251,694
|
|
5.25%, 01/15/54(a)
|
105
|
98,773
|
|
5.30%, 12/15/34(a)
|
377
|
385,958
|
|
5.38%, 07/15/33(a)
|
15
|
15,531
|
|
5.88%, 02/06/41
|
230
|
238,139
|
|
6.38%, 06/15/34
|
99
|
107,757
|
|
6.40%, 12/15/66
|
599
|
613,715
|
|
6.50%, 12/15/32(a)
|
175
|
191,860
|
|
10.75%, 08/01/69
|
369
|
476,202
|
|
Series G, 6.35%, 03/15/55, (5-year CMT +
2.08%)(c)
|
60
|
61,576
|
|
Pinnacle Financial Partners, Inc., 5.30%, 01/15/37
|
240
|
240,108
|
|
Principal Financial Group, Inc.
|
|
|
|
3.70%, 05/15/29
|
147
|
143,667
|
|
4.30%, 11/15/46
|
77
|
63,199
|
|
4.35%, 05/15/43
|
183
|
154,657
|
|
4.63%, 09/15/42
|
142
|
124,860
|
|
6.05%, 10/15/36
|
158
|
168,701
|
|
Progressive Corp.(The)
|
|
|
|
3.00%, 03/15/32
|
140
|
128,104
|
|
3.20%, 03/26/30(a)
|
1,015
|
970,009
|
|
3.70%, 01/26/45
|
90
|
69,279
|
|
3.95%, 03/26/50
|
176
|
135,690
|
|
4.00%, 03/01/29
|
90
|
89,425
|
|
4.13%, 04/15/47
|
237
|
190,659
|
|
4.20%, 03/15/48
|
182
|
148,093
|
|
4.35%, 04/25/44
|
182
|
153,676
|
|
4.60%, 03/26/31
|
40
|
40,024
|
|
4.95%, 06/15/33
|
140
|
141,276
|
|
5.15%, 03/26/36
|
60
|
59,977
|
|
6.25%, 12/01/32
|
155
|
168,155
|
|
6.63%, 03/01/29
|
1,085
|
1,150,125
|
|
Prudential Financial, Inc.
|
|
|
|
2.10%, 03/10/30(a)
|
407
|
374,763
|
|
3.00%, 03/10/40
|
75
|
57,254
|
|
3.70%, 10/01/50, (5-year CMT + 3.04%)(c)
|
225
|
206,719
|
|
3.70%, 03/13/51(a)
|
475
|
345,984
|
|
3.88%, 03/27/28
|
280
|
278,010
|
|
3.91%, 12/07/47
|
191
|
145,865
|
|
3.94%, 12/07/49
|
409
|
311,071
|
|
4.35%, 02/25/50
|
266
|
215,973
|
|
4.42%, 03/27/48
|
97
|
79,619
|
|
4.50%, 09/15/47, (3-mo. SOFR US +
2.64%)(a)(c)
|
413
|
405,204
|
|
4.60%, 05/15/44
|
192
|
166,972
|
|
5.13%, 03/01/52, (5-year CMT + 3.16%)(c)
|
295
|
288,758
|
|
5.20%, 03/14/35(a)
|
265
|
266,475
|
|
Security
|
Par
(000
)
|
Value
|
|
Insurance (continued)
|
||
|
5.70%, 12/14/36
|
$230
|
$238,769
|
|
5.70%, 09/15/48, (3-mo. SOFR US +
2.93%)(a)(c)
|
118
|
117,998
|
|
5.75%, 07/15/33
|
261
|
276,702
|
|
6.00%, 09/01/52, (5-year CMT + 3.23%)(c)
|
355
|
361,828
|
|
6.50%, 03/15/54, (5-year CMT + 2.40%)(a)(c)
|
300
|
308,831
|
|
6.63%, 12/01/37
|
318
|
353,030
|
|
6.63%, 06/21/40
|
211
|
232,937
|
|
6.75%, 03/01/53, (5-year CMT + 2.85%)(c)
|
102
|
107,572
|
|
Prudential Funding Asia PLC
|
|
|
|
3.13%, 04/14/30
|
209
|
198,627
|
|
3.63%, 03/24/32
|
522
|
491,224
|
|
Reinsurance Group of America, Inc.
|
|
|
|
3.90%, 05/15/29
|
111
|
109,008
|
|
6.00%, 09/15/33
|
50
|
52,204
|
|
6.65%, 09/15/55, (5-year CMT + 2.39%)(c)
|
70
|
70,455
|
|
RenaissanceRe Holdings Ltd., 5.75%, 06/05/33
|
5
|
5,132
|
|
Selective Insurance Group, Inc.
|
|
|
|
5.38%, 03/01/49(a)
|
160
|
146,301
|
|
5.90%, 04/15/35
|
70
|
72,638
|
|
Stewart Information Services Corp., 3.60%,
11/15/31
|
1,108
|
990,222
|
|
Transatlantic Holdings, Inc., 8.00%, 11/30/39
|
10
|
12,135
|
|
Travelers Companies, Inc.(The)
|
|
|
|
2.55%, 04/27/50
|
59
|
35,245
|
|
3.75%, 05/15/46
|
156
|
120,688
|
|
4.00%, 05/30/47
|
263
|
209,059
|
|
4.05%, 03/07/48
|
322
|
257,377
|
|
4.10%, 03/04/49
|
220
|
175,800
|
|
4.30%, 08/25/45
|
174
|
145,627
|
|
4.60%, 08/01/43
|
225
|
200,325
|
|
5.35%, 11/01/40
|
333
|
330,835
|
|
6.25%, 06/15/37
|
291
|
317,581
|
|
6.75%, 06/20/36
|
134
|
151,307
|
|
Travelers Property Casualty Corp., 6.38%,
03/15/33
|
262
|
289,462
|
|
Unum Group
|
|
|
|
4.00%, 06/15/29
|
60
|
58,952
|
|
4.13%, 06/15/51(a)
|
65
|
48,750
|
|
4.50%, 12/15/49
|
95
|
76,581
|
|
5.75%, 08/15/42
|
75
|
74,288
|
|
Willis North America, Inc.
|
|
|
|
2.95%, 09/15/29
|
346
|
328,315
|
|
3.88%, 09/15/49
|
302
|
225,054
|
|
4.50%, 09/15/28
|
148
|
147,766
|
|
5.05%, 09/15/48
|
161
|
142,241
|
|
5.15%, 03/15/36
|
120
|
117,537
|
|
5.90%, 03/05/54
|
280
|
277,732
|
|
XL Group Ltd., 5.25%, 12/15/43
|
765
|
711,826
|
|
|
|
49,808,179
|
|
Internet — 1.5%
|
||
|
Alibaba Group Holding Ltd.
|
|
|
|
2.13%, 02/09/31
|
251
|
227,491
|
|
2.70%, 02/09/41
|
90
|
67,299
|
|
3.15%, 02/09/51
|
503
|
344,142
|
|
3.25%, 02/09/61
|
233
|
150,934
|
|
4.00%, 12/06/37
|
315
|
287,903
|
|
4.20%, 12/06/47
|
319
|
265,761
|
|
4.40%, 12/06/57
|
280
|
231,950
|
|
4.50%, 11/28/34
|
206
|
202,571
|
|
Security
|
Par
(000
)
|
Value
|
|
Internet (continued)
|
||
|
Alphabet, Inc.
|
|
|
|
2.05%, 08/15/50
|
$253
|
$135,798
|
|
2.25%, 08/15/60
|
2,383
|
1,203,484
|
|
5.25%, 05/15/55
|
10
|
9,427
|
|
5.30%, 05/15/65
|
50
|
46,276
|
|
5.45%, 11/15/55
|
45
|
43,419
|
|
5.65%, 02/15/56
|
925
|
918,100
|
|
5.70%, 11/15/75
|
605
|
589,850
|
|
5.75%, 02/15/66
|
335
|
332,334
|
|
Amazon.com, Inc.
|
|
|
|
2.50%, 06/03/50
|
653
|
383,847
|
|
2.70%, 06/03/60
|
1,550
|
857,648
|
|
3.10%, 05/12/51
|
622
|
408,608
|
|
3.25%, 05/12/61
|
562
|
350,531
|
|
3.88%, 08/22/37
|
503
|
453,295
|
|
3.95%, 04/13/52
|
540
|
415,932
|
|
4.05%, 08/22/47
|
641
|
514,577
|
|
4.10%, 04/13/62
|
270
|
201,503
|
|
4.25%, 08/22/57
|
753
|
591,314
|
|
4.70%, 12/01/32
|
215
|
217,160
|
|
4.80%, 12/05/34(a)
|
420
|
423,329
|
|
4.95%, 12/05/44
|
320
|
301,059
|
|
5.45%, 11/20/55
|
440
|
420,065
|
|
5.55%, 11/20/65
|
40
|
37,906
|
|
5.80%, 03/13/56
|
1,305
|
1,305,255
|
|
5.95%, 03/13/66
|
655
|
659,748
|
|
6.05%, 03/13/76
|
120
|
120,959
|
|
Baidu, Inc., 2.38%, 08/23/31
|
200
|
180,978
|
|
eBay, Inc.
|
|
|
|
2.70%, 03/11/30
|
190
|
176,561
|
|
3.65%, 05/10/51
|
389
|
283,278
|
|
4.00%, 07/15/42
|
314
|
252,239
|
|
MercadoLibre, Inc., 4.90%, 01/15/33
|
25
|
24,360
|
|
Meta Platforms, Inc.
|
|
|
|
4.45%, 08/15/52
|
305
|
238,658
|
|
4.65%, 08/15/62
|
597
|
460,421
|
|
5.40%, 08/15/54
|
410
|
366,595
|
|
5.55%, 08/15/64
|
780
|
693,729
|
|
5.60%, 05/15/53
|
455
|
421,249
|
|
5.63%, 11/15/55
|
1,195
|
1,100,771
|
|
5.75%, 05/15/63
|
551
|
505,360
|
|
5.75%, 11/15/65
|
1,125
|
1,029,239
|
|
6.30%, 05/15/56
|
1,000
|
1,008,090
|
|
6.45%, 05/15/66
|
1,000
|
1,006,214
|
|
Uber Technologies, Inc.
|
|
|
|
4.80%, 09/15/35
|
590
|
574,385
|
|
5.35%, 09/15/54
|
485
|
451,731
|
|
|
|
21,493,333
|
|
Iron & Steel — 0.1%
|
||
|
Nucor Corp.
|
|
|
|
2.98%, 12/15/55
|
482
|
299,731
|
|
3.95%, 05/01/28
|
100
|
99,311
|
|
4.40%, 05/01/48
|
130
|
109,492
|
|
5.20%, 08/01/43(a)
|
245
|
236,609
|
|
6.40%, 12/01/37(a)
|
238
|
264,351
|
|
Steel Dynamics, Inc.
|
|
|
|
3.25%, 10/15/50
|
156
|
103,774
|
|
3.45%, 04/15/30
|
51
|
48,849
|
|
4.00%, 12/15/28
|
135
|
133,390
|
|
5.25%, 05/15/35
|
145
|
145,874
|
|
5.38%, 08/15/34
|
40
|
40,682
|
|
Security
|
Par
(000
)
|
Value
|
|
Iron & Steel (continued)
|
||
|
5.75%, 05/15/55
|
$95
|
$93,964
|
|
|
|
1,576,027
|
|
Leisure Time — 0.0%
|
||
|
Brunswick Corp.
|
|
|
|
4.40%, 09/15/32(a)
|
107
|
101,229
|
|
5.10%, 04/01/52
|
15
|
11,393
|
|
Harley-Davidson, Inc., 4.63%, 07/28/45(a)
|
681
|
542,884
|
|
|
|
655,506
|
|
Lodging — 0.2%
|
||
|
Choice Hotels International, Inc.
|
|
|
|
3.70%, 12/01/29
|
92
|
88,277
|
|
3.70%, 01/15/31(a)
|
147
|
138,559
|
|
5.85%, 08/01/34(a)
|
400
|
405,110
|
|
Hyatt Hotels Corp., 5.75%, 04/23/30(a)
|
81
|
83,263
|
|
Las Vegas Sands Corp.
|
|
|
|
5.30%, 05/15/31
|
125
|
125,015
|
|
5.65%, 05/18/33
|
125
|
125,777
|
|
6.20%, 08/15/34
|
80
|
82,600
|
|
Marriott International, Inc./MD
|
|
|
|
5.55%, 10/15/28
|
20
|
20,477
|
|
Series AA, 4.65%, 12/01/28
|
80
|
80,199
|
|
Series FF, 4.63%, 06/15/30
|
262
|
261,413
|
|
Series GG, 3.50%, 10/15/32
|
252
|
232,348
|
|
Series X, 4.00%, 04/15/28
|
15
|
14,909
|
|
Sands China Ltd.
|
|
|
|
2.85%, 03/08/29
|
425
|
403,965
|
|
3.25%, 08/08/31
|
404
|
371,067
|
|
4.38%, 06/18/30
|
216
|
211,044
|
|
5.40%, 08/08/28
|
640
|
647,601
|
|
|
|
3,291,624
|
|
Machinery — 1.7%
|
||
|
AGCO Corp., 5.80%, 03/21/34
|
567
|
582,836
|
|
Caterpillar Financial Services Corp.
|
|
|
|
4.15%, 01/08/31(a)
|
25
|
24,645
|
|
Series L, 4.20%, 05/15/28
|
250
|
250,047
|
|
Series L, 4.30%, 05/15/29
|
250
|
250,102
|
|
Series L, 4.50%, 05/15/31
|
160
|
159,698
|
|
Caterpillar, Inc.
|
|
|
|
2.60%, 09/19/29
|
30
|
28,401
|
|
3.25%, 09/19/49
|
122
|
85,837
|
|
3.25%, 04/09/50
|
110
|
77,177
|
|
3.80%, 08/15/42
|
271
|
225,365
|
|
4.30%, 05/15/44
|
196
|
169,598
|
|
4.75%, 05/15/64(a)
|
623
|
545,079
|
|
5.20%, 05/27/41
|
240
|
240,079
|
|
5.30%, 09/15/35(a)
|
160
|
166,704
|
|
6.05%, 08/15/36(a)
|
255
|
278,446
|
|
CNH Industrial Capital LLC
|
|
|
|
4.38%, 03/07/31
|
1,355
|
1,328,513
|
|
4.50%, 10/08/27
|
70
|
70,020
|
|
4.50%, 10/16/30
|
1,735
|
1,713,323
|
|
4.55%, 04/10/28
|
1,005
|
1,004,083
|
|
4.75%, 03/21/28
|
125
|
125,402
|
|
5.10%, 04/20/29
|
1,435
|
1,451,317
|
|
5.50%, 01/12/29
|
1,106
|
1,129,019
|
|
CNH Industrial NV, 3.85%, 11/15/27
|
2,228
|
2,208,709
|
|
Deere & Co.
|
|
|
|
2.88%, 09/07/49(a)
|
135
|
88,841
|
|
3.75%, 04/15/50
|
159
|
122,008
|
|
3.90%, 06/09/42(a)
|
79
|
66,999
|
|
Security
|
Par
(000
)
|
Value
|
|
Machinery (continued)
|
||
|
5.38%, 10/16/29
|
$25
|
$25,868
|
|
5.45%, 01/16/35(a)
|
140
|
145,271
|
|
5.70%, 01/19/55
|
315
|
323,259
|
|
7.13%, 03/03/31
|
100
|
110,784
|
|
Dover Corp.
|
|
|
|
2.95%, 11/04/29
|
40
|
37,994
|
|
5.38%, 10/15/35
|
150
|
155,775
|
|
5.38%, 03/01/41(a)
|
15
|
14,940
|
|
Flowserve Corp.
|
|
|
|
2.80%, 01/15/32
|
30
|
26,622
|
|
3.50%, 10/01/30
|
309
|
291,705
|
|
IDEX Corp., 2.63%, 06/15/31
|
250
|
226,392
|
|
Ingersoll Rand, Inc., 5.70%, 06/15/54
|
105
|
103,771
|
|
John Deere Capital Corp.
|
|
|
|
2.45%, 01/09/30
|
50
|
46,789
|
|
3.45%, 03/07/29
|
5
|
4,898
|
|
3.90%, 06/07/32
|
405
|
391,394
|
|
4.35%, 09/15/32
|
410
|
404,684
|
|
5.10%, 04/11/34
|
287
|
291,354
|
|
5.15%, 09/08/33
|
415
|
425,624
|
|
Series 1, 5.05%, 06/12/34
|
699
|
706,711
|
|
Series I, 4.20%, 03/10/31
|
115
|
113,499
|
|
Oshkosh Corp.
|
|
|
|
3.10%, 03/01/30
|
1,408
|
1,324,820
|
|
4.60%, 05/15/28
|
1,347
|
1,346,892
|
|
Otis Worldwide Corp.
|
|
|
|
3.36%, 02/15/50(a)
|
89
|
61,560
|
|
5.25%, 08/16/28
|
55
|
55,968
|
|
Rockwell Automation, Inc.
|
|
|
|
2.80%, 08/15/61
|
210
|
119,039
|
|
3.50%, 03/01/29
|
70
|
68,495
|
|
4.20%, 03/01/49
|
112
|
91,179
|
|
Westinghouse Air Brake Technologies Corp.,
4.70%, 09/15/28
|
51
|
51,102
|
|
Xylem, Inc./New York
|
|
|
|
1.95%, 01/30/28
|
2,220
|
2,135,281
|
|
2.25%, 01/30/31(a)
|
1,816
|
1,638,094
|
|
5.20%, 06/01/33
|
570
|
578,536
|
|
5.45%, 06/01/36
|
235
|
240,357
|
|
|
|
23,950,905
|
|
Manufacturing — 1.0%
|
||
|
3M Co.
|
|
|
|
2.38%, 08/26/29
|
478
|
448,214
|
|
2.88%, 10/15/27
|
2,795
|
2,744,084
|
|
3.05%, 04/15/30
|
928
|
878,889
|
|
3.63%, 09/14/28
|
1,390
|
1,371,986
|
|
4.80%, 03/15/30
|
455
|
459,003
|
|
5.15%, 03/15/35(a)
|
1,095
|
1,107,019
|
|
5.70%, 03/15/37(a)
|
810
|
844,036
|
|
Eaton Corp.
|
|
|
|
3.10%, 09/15/27
|
56
|
55,281
|
|
3.92%, 09/15/47
|
16
|
12,715
|
|
4.00%, 11/02/32
|
159
|
153,601
|
|
4.15%, 11/02/42
|
186
|
160,352
|
|
4.70%, 08/23/52(a)
|
70
|
62,363
|
|
Illinois Tool Works, Inc., 3.90%, 09/01/42
|
114
|
95,498
|
|
Parker-Hannifin Corp.
|
|
|
|
3.25%, 06/14/29
|
73
|
70,527
|
|
4.00%, 06/14/49(a)
|
252
|
200,273
|
|
4.10%, 03/01/47
|
63
|
51,335
|
|
4.20%, 11/21/34
|
96
|
91,939
|
|
Security
|
Par
(000
)
|
Value
|
|
Manufacturing (continued)
|
||
|
4.45%, 11/21/44
|
$81
|
$70,870
|
|
6.25%, 05/15/38
|
87
|
95,268
|
|
Pentair Finance SARL
|
|
|
|
4.50%, 07/01/29
|
1,046
|
1,040,062
|
|
5.90%, 07/15/32
|
1,710
|
1,777,168
|
|
Teledyne Technologies, Inc.
|
|
|
|
2.25%, 04/01/28
|
277
|
266,152
|
|
2.75%, 04/01/31
|
1,996
|
1,828,186
|
|
Textron, Inc., 3.00%, 06/01/30
|
27
|
25,379
|
|
|
|
13,910,200
|
|
Media — 1.5%
|
||
|
Charter Communications Operating LLC/Charter
Communications Operating Capital
|
|
|
|
2.80%, 04/01/31(a)
|
70
|
62,555
|
|
3.70%, 04/01/51
|
405
|
249,470
|
|
3.85%, 04/01/61
|
387
|
224,304
|
|
3.90%, 06/01/52
|
468
|
296,694
|
|
3.95%, 06/30/62
|
431
|
252,682
|
|
4.40%, 04/01/33
|
235
|
217,256
|
|
4.40%, 12/01/61
|
340
|
217,794
|
|
4.80%, 03/01/50
|
548
|
406,595
|
|
5.13%, 07/01/49
|
231
|
177,770
|
|
5.25%, 04/01/53(a)
|
274
|
213,251
|
|
5.38%, 04/01/38
|
108
|
96,347
|
|
5.38%, 05/01/47
|
571
|
460,384
|
|
5.50%, 04/01/63
|
284
|
217,757
|
|
5.75%, 04/01/48
|
536
|
450,734
|
|
6.38%, 10/23/35
|
579
|
582,608
|
|
6.48%, 10/23/45
|
765
|
705,770
|
|
6.83%, 10/23/55
|
286
|
269,013
|
|
Comcast Corp.
|
|
|
|
2.45%, 08/15/52
|
612
|
319,651
|
|
2.65%, 02/01/30
|
125
|
116,902
|
|
2.65%, 08/15/62
|
437
|
216,270
|
|
2.80%, 01/15/51
|
265
|
152,653
|
|
2.89%, 11/01/51
|
871
|
508,832
|
|
2.94%, 11/01/56
|
1,174
|
658,306
|
|
2.99%, 11/01/63
|
953
|
510,901
|
|
3.20%, 07/15/36(a)
|
114
|
95,890
|
|
3.25%, 11/01/39
|
164
|
126,670
|
|
3.40%, 04/01/30
|
25
|
24,038
|
|
3.40%, 07/15/46
|
211
|
145,478
|
|
3.45%, 02/01/50
|
366
|
242,271
|
|
3.75%, 04/01/40
|
86
|
69,869
|
|
3.90%, 03/01/38
|
95
|
81,743
|
|
3.97%, 11/01/47
|
428
|
317,480
|
|
4.00%, 08/15/47
|
221
|
164,551
|
|
4.00%, 03/01/48
|
234
|
173,089
|
|
4.00%, 11/01/49
|
507
|
369,828
|
|
4.05%, 11/01/52
|
499
|
359,281
|
|
4.15%, 10/15/28
|
5
|
4,985
|
|
4.20%, 08/15/34
|
25
|
23,511
|
|
4.25%, 10/15/30
|
80
|
78,999
|
|
4.25%, 01/15/33
|
70
|
67,405
|
|
4.40%, 08/15/35
|
70
|
66,083
|
|
4.60%, 10/15/38
|
190
|
173,687
|
|
4.60%, 08/15/45
|
221
|
185,086
|
|
4.65%, 07/15/42
|
390
|
337,736
|
|
4.70%, 10/15/48
|
546
|
449,502
|
|
4.75%, 03/01/44
|
295
|
255,250
|
|
4.95%, 10/15/58
|
433
|
354,690
|
|
Security
|
Par
(000
)
|
Value
|
|
Media (continued)
|
||
|
5.17%, 01/15/37(b)
|
$105
|
$102,426
|
|
5.50%, 05/15/64(a)
|
274
|
242,352
|
|
5.65%, 06/15/35(a)
|
70
|
72,353
|
|
6.45%, 03/15/37
|
448
|
486,286
|
|
6.50%, 11/15/35
|
295
|
322,474
|
|
6.55%, 07/01/39(a)
|
155
|
167,814
|
|
6.95%, 08/15/37
|
281
|
315,253
|
|
7.05%, 03/15/33
|
125
|
140,044
|
|
FactSet Research Systems, Inc., 3.45%,
03/01/32(a)
|
945
|
856,689
|
|
Fox Corp.
|
|
|
|
5.48%, 01/25/39
|
244
|
239,836
|
|
5.58%, 01/25/49(a)
|
409
|
385,371
|
|
6.50%, 10/13/33
|
80
|
86,090
|
|
NBCUniversal Media LLC
|
|
|
|
4.45%, 01/15/43
|
75
|
62,649
|
|
5.95%, 04/01/41
|
135
|
137,387
|
|
6.40%, 04/30/40(a)
|
150
|
160,288
|
|
Time Warner Cable Enterprises LLC, 8.38%,
07/15/33
|
260
|
293,395
|
|
Time Warner Cable LLC
|
|
|
|
5.50%, 09/01/41
|
278
|
239,932
|
|
5.88%, 11/15/40
|
308
|
277,318
|
|
6.55%, 05/01/37
|
320
|
319,521
|
|
6.75%, 06/15/39
|
361
|
357,847
|
|
7.30%, 07/01/38
|
328
|
341,470
|
|
TWDC Enterprises 18 Corp.
|
|
|
|
3.00%, 07/30/46
|
256
|
175,720
|
|
4.13%, 06/01/44
|
261
|
216,033
|
|
4.38%, 08/16/41
|
190
|
168,317
|
|
Series B, 7.00%, 03/01/32
|
55
|
61,492
|
|
Series E, 4.13%, 12/01/41
|
123
|
105,441
|
|
Walt Disney Co.(The)
|
|
|
|
2.00%, 09/01/29
|
31
|
28,808
|
|
2.75%, 09/01/49
|
711
|
444,110
|
|
3.60%, 01/13/51
|
575
|
420,806
|
|
3.80%, 05/13/60
|
842
|
608,734
|
|
4.63%, 03/23/40(a)
|
35
|
32,754
|
|
4.70%, 03/23/50(a)
|
420
|
369,743
|
|
4.75%, 09/15/44
|
125
|
112,254
|
|
4.75%, 11/15/46
|
208
|
184,009
|
|
4.95%, 10/15/45
|
194
|
177,738
|
|
5.40%, 10/01/43
|
299
|
293,846
|
|
6.15%, 03/01/37
|
120
|
130,500
|
|
6.15%, 02/15/41
|
109
|
116,875
|
|
6.20%, 12/15/34(a)
|
10
|
10,981
|
|
6.40%, 12/15/35
|
40
|
44,356
|
|
6.55%, 03/15/33
|
51
|
56,542
|
|
6.65%, 11/15/37
|
323
|
363,754
|
|
7.75%, 12/01/45(a)
|
260
|
323,619
|
|
|
|
21,804,848
|
|
Metal Fabricate & Hardware — 0.0%
|
||
|
Valmont Industries, Inc.
|
|
|
|
5.00%, 10/01/44
|
70
|
63,520
|
|
5.25%, 10/01/54
|
100
|
92,315
|
|
|
|
155,835
|
|
Mining — 0.3%
|
||
|
AngloGold Ashanti Holdings PLC, 3.75%, 10/01/30
|
255
|
243,941
|
|
BHP Billiton Finance USA Ltd.
|
|
|
|
4.13%, 02/24/42
|
300
|
258,340
|
|
Security
|
Par
(000
)
|
Value
|
|
Mining (continued)
|
||
|
5.00%, 09/30/43
|
$45
|
$42,393
|
|
5.50%, 09/08/53(a)
|
35
|
34,428
|
|
5.75%, 09/05/55
|
15
|
15,231
|
|
Freeport-McMoRan, Inc.
|
|
|
|
5.40%, 11/14/34
|
255
|
259,632
|
|
5.45%, 03/15/43(a)
|
305
|
295,911
|
|
Newmont Corp.
|
|
|
|
2.60%, 07/15/32
|
261
|
235,522
|
|
4.88%, 03/15/42
|
201
|
189,102
|
|
5.45%, 06/09/44
|
43
|
41,786
|
|
5.88%, 04/01/35
|
45
|
47,793
|
|
Newmont Corp./Newcrest Finance Pty. Ltd.,
4.20%, 05/13/50(a)
|
30
|
24,042
|
|
Rio Tinto Alcan, Inc.
|
|
|
|
5.75%, 06/01/35
|
122
|
127,670
|
|
6.13%, 12/15/33
|
242
|
258,854
|
|
7.25%, 03/15/31
|
147
|
162,932
|
|
Rio Tinto Finance USA Ltd.
|
|
|
|
2.75%, 11/02/51
|
221
|
135,727
|
|
5.20%, 11/02/40
|
231
|
227,303
|
|
7.13%, 07/15/28
|
90
|
95,037
|
|
Rio Tinto Finance USA PLC
|
|
|
|
4.13%, 08/21/42
|
125
|
106,400
|
|
4.75%, 03/22/42
|
187
|
172,346
|
|
5.13%, 03/09/53
|
153
|
141,581
|
|
5.75%, 03/14/55
|
85
|
85,879
|
|
5.88%, 03/14/65
|
265
|
271,023
|
|
Southern Copper Corp.
|
|
|
|
5.25%, 11/08/42
|
141
|
134,102
|
|
5.88%, 04/23/45
|
280
|
281,907
|
|
6.75%, 04/16/40
|
141
|
155,987
|
|
7.50%, 07/27/35
|
204
|
236,445
|
|
|
|
4,281,314
|
|
Office & Business Equipment — 0.1%
|
||
|
CDW LLC/CDW Finance Corp.
|
|
|
|
3.28%, 12/01/28
|
327
|
313,499
|
|
3.57%, 12/01/31
|
413
|
377,439
|
|
4.25%, 04/01/28
|
120
|
118,493
|
|
|
|
809,431
|
|
Oil & Gas — 2.5%
|
||
|
Antero Resources Corp., 5.40%, 02/01/36(a)
|
30
|
29,646
|
|
APA Corp.
|
|
|
|
5.35%, 07/01/49
|
46
|
40,432
|
|
6.00%, 01/15/37
|
10
|
10,198
|
|
6.10%, 02/15/35
|
10
|
10,389
|
|
6.75%, 02/15/55
|
125
|
131,321
|
|
BP Capital Markets America, Inc.
|
|
|
|
2.77%, 11/10/50
|
517
|
319,262
|
|
2.94%, 06/04/51
|
476
|
302,582
|
|
3.00%, 02/24/50
|
591
|
386,094
|
|
3.00%, 03/17/52
|
245
|
156,564
|
|
3.38%, 02/08/61
|
998
|
646,993
|
|
3.63%, 04/06/30(a)
|
160
|
155,424
|
|
3.94%, 09/21/28
|
178
|
176,386
|
|
4.23%, 11/06/28
|
145
|
144,515
|
|
BP Capital Markets PLC, 3.72%, 11/28/28
|
100
|
98,437
|
|
Burlington Resources LLC
|
|
|
|
5.95%, 10/15/36
|
170
|
181,588
|
|
7.20%, 08/15/31
|
280
|
311,193
|
|
Chevron Corp., 3.08%, 05/11/50
|
283
|
190,170
|
|
Security
|
Par
(000
)
|
Value
|
|
Oil & Gas (continued)
|
||
|
Chevron USA, Inc.
|
|
|
|
2.34%, 08/12/50
|
$118
|
$67,860
|
|
5.25%, 11/15/43(a)
|
75
|
74,620
|
|
ConocoPhillips
|
|
|
|
4.88%, 10/01/47
|
80
|
70,975
|
|
5.90%, 05/15/38
|
315
|
333,715
|
|
ConocoPhillips Co.
|
|
|
|
3.80%, 03/15/52
|
100
|
73,592
|
|
4.03%, 03/15/62
|
545
|
398,490
|
|
4.30%, 11/15/44
|
332
|
280,176
|
|
5.00%, 01/15/35
|
310
|
310,404
|
|
5.30%, 05/15/53
|
85
|
79,409
|
|
5.50%, 01/15/55(a)
|
340
|
326,550
|
|
5.55%, 03/15/54
|
115
|
111,423
|
|
5.65%, 01/15/65
|
225
|
217,384
|
|
5.70%, 09/15/63
|
150
|
145,951
|
|
5.90%, 10/15/32
|
252
|
269,782
|
|
5.95%, 03/15/46(a)
|
195
|
199,861
|
|
6.50%, 02/01/39
|
506
|
560,203
|
|
6.95%, 04/15/29
|
522
|
557,728
|
|
Devon Energy Corp.
|
|
|
|
4.75%, 05/15/42
|
170
|
152,096
|
|
5.00%, 06/15/45
|
166
|
149,181
|
|
5.60%, 07/15/41
|
326
|
322,260
|
|
5.75%, 09/15/54(a)
|
55
|
53,126
|
|
7.88%, 09/30/31
|
79
|
90,518
|
|
7.95%, 04/15/32
|
76
|
87,367
|
|
Diamondback Energy, Inc.
|
|
|
|
3.50%, 12/01/29
|
549
|
532,478
|
|
5.40%, 04/18/34
|
135
|
138,047
|
|
5.55%, 04/01/35(a)
|
210
|
216,480
|
|
5.75%, 04/18/54(a)
|
245
|
240,807
|
|
5.90%, 04/18/64
|
431
|
427,091
|
|
6.25%, 03/15/53
|
136
|
141,283
|
|
Eni USA, Inc., 7.30%, 11/15/27
|
240
|
249,399
|
|
EOG Resources, Inc.
|
|
|
|
3.90%, 04/01/35
|
67
|
61,767
|
|
4.38%, 04/15/30
|
88
|
87,533
|
|
4.95%, 04/15/50
|
243
|
217,295
|
|
5.95%, 07/15/55
|
35
|
35,816
|
|
EQT Corp.
|
|
|
|
5.00%, 01/15/29
|
240
|
241,895
|
|
5.75%, 02/01/34
|
348
|
359,433
|
|
7.00%, 02/01/30
|
351
|
374,238
|
|
Exxon Mobil Corp.
|
|
|
|
3.10%, 08/16/49
|
438
|
297,081
|
|
3.45%, 04/15/51
|
758
|
543,462
|
|
3.48%, 03/19/30
|
80
|
77,618
|
|
4.11%, 03/01/46
|
390
|
325,089
|
|
4.23%, 03/19/40
|
362
|
327,803
|
|
4.33%, 03/19/50
|
690
|
577,442
|
|
Hess Corp.
|
|
|
|
5.60%, 02/15/41
|
53
|
54,165
|
|
6.00%, 01/15/40
|
101
|
106,824
|
|
7.13%, 03/15/33
|
468
|
530,683
|
|
7.30%, 08/15/31
|
657
|
737,051
|
|
7.88%, 10/01/29
|
647
|
715,642
|
|
HF Sinclair Corp.
|
|
|
|
5.50%, 09/01/32(a)
|
40
|
40,372
|
|
6.25%, 01/15/35
|
45
|
46,827
|
|
Security
|
Par
(000
)
|
Value
|
|
Oil & Gas (continued)
|
||
|
Marathon Petroleum Corp.
|
|
|
|
3.80%, 04/01/28
|
$325
|
$320,954
|
|
4.50%, 04/01/48
|
98
|
79,089
|
|
4.75%, 09/15/44
|
149
|
129,838
|
|
5.00%, 09/15/54(a)
|
75
|
64,043
|
|
6.50%, 03/01/41
|
381
|
409,616
|
|
Occidental Petroleum Corp.
|
|
|
|
4.40%, 04/15/46
|
126
|
103,933
|
|
6.05%, 10/01/54
|
162
|
163,822
|
|
6.20%, 03/15/40
|
170
|
178,483
|
|
6.45%, 09/15/36
|
490
|
532,510
|
|
6.60%, 03/15/46
|
258
|
276,367
|
|
6.63%, 09/01/30
|
153
|
163,145
|
|
7.50%, 05/01/31(a)
|
265
|
295,329
|
|
7.88%, 09/15/31
|
100
|
113,693
|
|
7.95%, 06/15/39
|
107
|
128,320
|
|
Ovintiv, Inc.
|
|
|
|
6.25%, 07/15/33(a)
|
299
|
317,057
|
|
6.50%, 08/15/34
|
401
|
431,201
|
|
6.50%, 02/01/38
|
252
|
267,296
|
|
6.63%, 08/15/37
|
165
|
176,944
|
|
7.10%, 07/15/53
|
10
|
11,095
|
|
7.20%, 11/01/31
|
634
|
697,624
|
|
7.38%, 11/01/31
|
1,007
|
1,118,252
|
|
8.13%, 09/15/30(a)
|
260
|
291,152
|
|
Phillips 66
|
|
|
|
3.30%, 03/15/52
|
134
|
88,062
|
|
4.88%, 11/15/44
|
477
|
423,611
|
|
5.88%, 05/01/42
|
362
|
364,570
|
|
Phillips 66 Co.
|
|
|
|
3.90%, 03/15/28
|
241
|
238,803
|
|
4.65%, 11/15/34
|
363
|
352,653
|
|
5.30%, 06/30/33
|
455
|
462,998
|
|
5.50%, 03/15/55(a)
|
160
|
148,706
|
|
5.65%, 06/15/54(a)
|
170
|
160,775
|
|
Series B, 6.20%, 03/15/56, (5-year CMT +
2.17%)(a)(c)
|
105
|
105,423
|
|
Shell Finance U.S., Inc.
|
|
|
|
3.00%, 11/26/51(b)
|
560
|
363,071
|
|
3.13%, 11/07/49(b)
|
345
|
231,849
|
|
3.25%, 04/06/50(a)
|
390
|
270,415
|
|
4.13%, 05/11/35
|
492
|
465,925
|
|
4.38%, 05/11/45
|
10
|
8,553
|
|
6.38%, 12/15/38(b)
|
522
|
573,283
|
|
Shell International Finance BV
|
|
|
|
3.25%, 04/06/50(a)
|
40
|
27,370
|
|
4.00%, 05/10/46
|
85
|
68,132
|
|
4.13%, 05/11/35(a)
|
315
|
309,682
|
|
4.38%, 05/11/45
|
15
|
12,771
|
|
6.38%, 12/15/38(a)
|
195
|
214,716
|
|
TotalEnergies Capital International SA
|
|
|
|
2.83%, 01/10/30
|
275
|
260,347
|
|
2.99%, 06/29/41
|
117
|
87,647
|
|
3.13%, 05/29/50
|
637
|
428,426
|
|
3.39%, 06/29/60(a)
|
647
|
422,159
|
|
3.46%, 02/19/29
|
126
|
123,432
|
|
3.46%, 07/12/49
|
318
|
227,703
|
|
TotalEnergies Capital SA
|
|
|
|
3.88%, 10/11/28
|
273
|
271,102
|
|
4.72%, 09/10/34
|
65
|
64,444
|
|
5.15%, 04/05/34
|
245
|
249,592
|
|
Security
|
Par
(000
)
|
Value
|
|
Oil & Gas (continued)
|
||
|
5.28%, 09/10/54
|
$55
|
$51,807
|
|
5.43%, 09/10/64
|
250
|
235,468
|
|
5.49%, 04/05/54(a)
|
574
|
556,597
|
|
5.64%, 04/05/64
|
447
|
433,734
|
|
Valero Energy Corp.
|
|
|
|
3.65%, 12/01/51
|
254
|
177,014
|
|
4.00%, 04/01/29
|
131
|
128,940
|
|
4.00%, 06/01/52(a)
|
89
|
65,558
|
|
4.35%, 06/01/28
|
86
|
85,823
|
|
4.90%, 03/15/45
|
83
|
73,237
|
|
6.63%, 06/15/37(a)
|
526
|
580,016
|
|
7.50%, 04/15/32
|
325
|
369,638
|
|
Woodside Finance Ltd.
|
|
|
|
4.90%, 05/19/28
|
570
|
573,374
|
|
5.10%, 09/12/34
|
1,885
|
1,867,667
|
|
5.40%, 05/19/30
|
755
|
769,890
|
|
5.70%, 09/12/54
|
250
|
239,357
|
|
|
|
35,431,589
|
|
Oil & Gas Services — 0.4%
|
||
|
Baker Hughes Holdings LLC, 5.13%, 09/15/40
|
529
|
510,060
|
|
Baker Hughes Holdings LLC/Baker Hughes
Co-Obligor, Inc.
|
|
|
|
3.14%, 11/07/29
|
1,010
|
967,932
|
|
3.34%, 12/15/27
|
1,718
|
1,694,386
|
|
4.08%, 12/15/47(a)
|
204
|
163,267
|
|
5.85%, 06/15/56
|
395
|
394,039
|
|
Halliburton Co.
|
|
|
|
2.92%, 03/01/30(a)
|
341
|
320,917
|
|
4.50%, 11/15/41
|
132
|
114,917
|
|
4.75%, 08/01/43
|
100
|
89,128
|
|
4.85%, 11/15/35
|
372
|
362,133
|
|
5.00%, 11/15/45
|
475
|
430,763
|
|
6.70%, 09/15/38
|
143
|
158,816
|
|
7.45%, 09/15/39
|
294
|
345,660
|
|
NOV, Inc.
|
|
|
|
3.60%, 12/01/29
|
377
|
364,919
|
|
3.95%, 12/01/42(a)
|
147
|
118,044
|
|
Schlumberger Investment SA, 2.65%, 06/26/30(a)
|
499
|
465,739
|
|
|
|
6,500,720
|
|
Packaging & Containers — 0.1%
|
||
|
Amcor Finance USA, Inc.
|
|
|
|
4.50%, 05/15/28(a)
|
108
|
107,961
|
|
5.63%, 05/26/33
|
160
|
164,837
|
|
Amcor Flexibles North America, Inc.
|
|
|
|
2.63%, 06/19/30
|
17
|
15,654
|
|
2.69%, 05/25/31
|
20
|
18,122
|
|
5.13%, 03/12/36(a)
|
75
|
73,496
|
|
5.50%, 03/17/35(a)
|
45
|
45,725
|
|
AptarGroup, Inc.
|
|
|
|
3.60%, 03/15/32
|
15
|
13,914
|
|
4.75%, 03/30/31
|
75
|
74,397
|
|
Berry Global, Inc., 5.65%, 01/15/34(a)
|
409
|
417,949
|
|
Packaging Corp. of America, 4.05%, 12/15/49
|
14
|
10,784
|
|
Smurfit Kappa Treasury ULC, 5.78%, 04/03/54
|
280
|
277,586
|
|
Sonoco Products Co.
|
|
|
|
3.13%, 05/01/30
|
54
|
50,800
|
|
5.75%, 11/01/40(a)
|
115
|
115,533
|
|
WestRock MWV LLC, 8.20%, 01/15/30
|
103
|
114,730
|
|
WRKCo, Inc.
|
|
|
|
3.00%, 06/15/33(a)
|
210
|
185,006
|
|
Security
|
Par
(000
)
|
Value
|
|
Packaging & Containers (continued)
|
||
|
4.00%, 03/15/28
|
$20
|
$19,849
|
|
4.20%, 06/01/32
|
65
|
62,381
|
|
4.90%, 03/15/29
|
20
|
20,143
|
|
|
|
1,788,867
|
|
Pharmaceuticals — 4.4%
|
||
|
AbbVie, Inc.
|
|
|
|
4.05%, 11/21/39
|
700
|
617,104
|
|
4.13%, 03/15/31
|
265
|
260,034
|
|
4.25%, 11/21/49
|
1,310
|
1,070,978
|
|
4.30%, 05/14/36
|
437
|
413,384
|
|
4.40%, 03/15/33
|
470
|
460,648
|
|
4.40%, 11/06/42
|
710
|
625,508
|
|
4.45%, 05/14/46
|
522
|
448,404
|
|
4.50%, 05/14/35
|
838
|
809,200
|
|
4.70%, 05/14/45
|
728
|
650,276
|
|
4.85%, 06/15/44
|
99
|
90,786
|
|
4.88%, 11/14/48
|
488
|
438,765
|
|
5.40%, 03/15/54
|
387
|
371,695
|
|
5.50%, 03/15/64
|
840
|
808,576
|
|
5.60%, 03/15/55
|
245
|
242,126
|
|
5.65%, 03/15/66
|
345
|
339,324
|
|
Astrazeneca Finance LLC
|
|
|
|
4.88%, 03/03/33
|
398
|
403,747
|
|
5.00%, 02/26/34
|
35
|
35,443
|
|
AstraZeneca PLC
|
|
|
|
3.13%, 06/12/27
|
825
|
818,258
|
|
4.00%, 01/17/29
|
645
|
640,829
|
|
4.00%, 09/18/42
|
340
|
288,548
|
|
4.38%, 11/16/45
|
336
|
292,644
|
|
4.38%, 08/17/48
|
195
|
167,557
|
|
6.45%, 09/15/37
|
798
|
890,902
|
|
Becton Dickinson & Co., 4.67%, 06/06/47
|
505
|
441,956
|
|
Bristol-Myers Squibb Co.
|
|
|
|
2.55%, 11/13/50
|
434
|
255,204
|
|
3.25%, 08/01/42
|
398
|
301,246
|
|
3.70%, 03/15/52
|
431
|
314,264
|
|
3.90%, 03/15/62
|
448
|
320,590
|
|
4.25%, 10/26/49
|
928
|
752,533
|
|
4.35%, 11/15/47
|
355
|
295,755
|
|
4.50%, 03/01/44
|
325
|
283,401
|
|
4.55%, 02/20/48
|
372
|
318,399
|
|
4.63%, 05/15/44
|
80
|
70,913
|
|
5.00%, 08/15/45(a)
|
401
|
371,964
|
|
5.55%, 02/22/54
|
747
|
727,408
|
|
5.65%, 02/22/64(a)
|
185
|
181,999
|
|
6.40%, 11/15/63(a)
|
260
|
284,529
|
|
Cardinal Health, Inc.
|
|
|
|
3.41%, 06/15/27
|
1,309
|
1,296,886
|
|
4.37%, 06/15/47
|
252
|
206,571
|
|
4.50%, 09/15/30
|
170
|
168,519
|
|
4.60%, 03/15/43
|
104
|
90,077
|
|
4.90%, 09/15/45
|
259
|
229,306
|
|
5.00%, 11/15/29
|
165
|
166,947
|
|
5.15%, 09/15/35(a)
|
465
|
462,740
|
|
5.35%, 11/15/34
|
740
|
748,262
|
|
5.45%, 02/15/34
|
800
|
817,141
|
|
5.75%, 11/15/54
|
200
|
196,755
|
|
Cencora, Inc.
|
|
|
|
2.70%, 03/15/31
|
305
|
278,489
|
|
2.80%, 05/15/30
|
50
|
46,665
|
|
3.45%, 12/15/27
|
35
|
34,521
|
|
Security
|
Par
(000
)
|
Value
|
|
Pharmaceuticals (continued)
|
||
|
3.95%, 02/13/29(a)
|
$95
|
$93,601
|
|
4.25%, 11/15/30(a)
|
55
|
53,999
|
|
4.25%, 03/01/45
|
317
|
262,687
|
|
4.30%, 12/15/47
|
130
|
107,114
|
|
4.60%, 02/13/33
|
85
|
83,369
|
|
4.90%, 02/13/36
|
220
|
214,599
|
|
5.13%, 02/15/34(a)
|
592
|
594,063
|
|
5.65%, 02/13/56(a)
|
115
|
112,526
|
|
CVS Health Corp.
|
|
|
|
3.25%, 08/15/29
|
95
|
91,169
|
|
4.13%, 04/01/40
|
120
|
101,967
|
|
4.25%, 04/01/50
|
206
|
159,659
|
|
4.30%, 03/25/28
|
95
|
94,699
|
|
4.78%, 03/25/38
|
1,140
|
1,063,975
|
|
4.88%, 07/20/35
|
245
|
237,441
|
|
5.05%, 03/25/48
|
1,865
|
1,636,826
|
|
5.13%, 07/20/45
|
918
|
824,344
|
|
5.25%, 02/21/33
|
379
|
385,055
|
|
5.30%, 06/01/33(a)
|
175
|
177,353
|
|
5.30%, 12/05/43
|
322
|
298,580
|
|
5.63%, 02/21/53
|
380
|
355,313
|
|
5.88%, 06/01/53(a)
|
245
|
236,909
|
|
6.00%, 06/01/63
|
399
|
387,264
|
|
6.13%, 09/15/39(a)
|
286
|
296,272
|
|
Eli Lilly & Co.
|
|
|
|
2.25%, 05/15/50
|
35
|
19,891
|
|
2.50%, 09/15/60
|
845
|
455,708
|
|
3.38%, 03/15/29(a)
|
87
|
85,050
|
|
3.70%, 03/01/45
|
266
|
209,073
|
|
3.95%, 05/15/47
|
250
|
200,320
|
|
3.95%, 03/15/49
|
530
|
420,419
|
|
4.15%, 05/20/29
|
70
|
69,895
|
|
4.15%, 03/15/59
|
474
|
369,325
|
|
4.38%, 05/20/31
|
125
|
124,397
|
|
4.85%, 05/20/36
|
75
|
74,450
|
|
4.95%, 02/27/63
|
93
|
82,739
|
|
5.00%, 02/09/54
|
144
|
132,408
|
|
5.05%, 08/14/54
|
75
|
69,388
|
|
5.10%, 02/09/64
|
390
|
354,941
|
|
5.20%, 08/14/64(a)
|
205
|
189,586
|
|
5.50%, 02/12/55
|
50
|
49,534
|
|
5.55%, 03/15/37
|
212
|
223,195
|
|
5.60%, 02/12/65
|
65
|
63,664
|
|
5.65%, 10/15/65
|
50
|
49,764
|
|
GlaxoSmithKline Capital PLC, 3.38%, 06/01/29
|
35
|
34,085
|
|
GlaxoSmithKline Capital, Inc.
|
|
|
|
3.88%, 05/15/28
|
145
|
144,185
|
|
4.20%, 03/18/43
|
100
|
86,364
|
|
4.50%, 04/15/30
|
50
|
50,150
|
|
4.88%, 04/15/35(a)
|
50
|
49,719
|
|
5.38%, 04/15/34
|
100
|
103,568
|
|
6.38%, 05/15/38
|
639
|
705,904
|
|
Johnson & Johnson
|
|
|
|
2.45%, 09/01/60
|
806
|
438,148
|
|
3.50%, 01/15/48
|
160
|
121,345
|
|
3.70%, 03/01/46
|
423
|
338,015
|
|
3.75%, 03/03/47
|
357
|
284,374
|
|
4.38%, 12/05/33(a)
|
52
|
51,824
|
|
4.50%, 09/01/40
|
236
|
223,088
|
|
4.50%, 12/05/43(a)
|
222
|
205,519
|
|
4.85%, 05/15/41
|
208
|
203,392
|
|
Security
|
Par
(000
)
|
Value
|
|
Pharmaceuticals (continued)
|
||
|
4.95%, 05/15/33
|
$122
|
$126,419
|
|
5.85%, 07/15/38
|
221
|
240,096
|
|
5.95%, 08/15/37(a)
|
203
|
223,446
|
|
McKesson Corp.
|
|
|
|
3.95%, 02/16/28
|
160
|
158,957
|
|
4.65%, 05/30/30
|
95
|
95,255
|
|
4.95%, 05/30/32
|
100
|
101,204
|
|
5.10%, 07/15/33
|
729
|
740,844
|
|
5.25%, 05/30/35
|
95
|
96,750
|
|
Mead Johnson Nutrition Co., 4.60%, 06/01/44
|
260
|
226,005
|
|
Merck & Co., Inc.
|
|
|
|
2.45%, 06/24/50
|
235
|
137,177
|
|
2.75%, 12/10/51
|
494
|
302,065
|
|
2.90%, 12/10/61
|
796
|
460,244
|
|
3.40%, 03/07/29
|
120
|
117,206
|
|
3.60%, 09/15/42
|
340
|
271,079
|
|
3.70%, 02/10/45
|
709
|
555,406
|
|
3.90%, 03/07/39
|
27
|
23,796
|
|
4.00%, 03/07/49
|
227
|
179,604
|
|
4.15%, 05/18/43
|
507
|
430,031
|
|
4.30%, 05/17/30
|
25
|
24,881
|
|
4.50%, 05/17/33
|
290
|
287,799
|
|
5.15%, 05/17/63
|
395
|
357,929
|
|
5.70%, 12/04/65
|
145
|
143,059
|
|
6.50%, 12/01/33
|
382
|
423,467
|
|
6.55%, 09/15/37
|
172
|
192,975
|
|
Merck Sharp & Dohme Corp.
|
|
|
|
5.75%, 11/15/36
|
215
|
227,424
|
|
5.95%, 12/01/28(a)
|
150
|
156,037
|
|
Mylan, Inc., 5.20%, 04/15/48
|
99
|
81,361
|
|
Novartis Capital Corp.
|
|
|
|
2.20%, 08/14/30
|
245
|
223,907
|
|
2.75%, 08/14/50
|
582
|
368,233
|
|
3.80%, 09/18/29
|
780
|
766,506
|
|
4.00%, 09/18/31
|
200
|
195,998
|
|
4.00%, 11/20/45
|
280
|
231,335
|
|
4.10%, 03/16/29
|
255
|
253,563
|
|
4.10%, 11/05/30
|
90
|
88,589
|
|
4.20%, 09/18/34(a)
|
1,565
|
1,507,793
|
|
4.40%, 03/18/31
|
295
|
293,580
|
|
4.40%, 05/06/44
|
216
|
189,898
|
|
4.60%, 03/18/33
|
455
|
451,758
|
|
4.60%, 11/05/35
|
1,555
|
1,521,677
|
|
4.70%, 09/18/54
|
625
|
551,032
|
|
4.90%, 03/18/36
|
575
|
572,481
|
|
5.60%, 03/18/46
|
180
|
181,946
|
|
5.70%, 03/18/56
|
110
|
111,671
|
|
Pfizer Investment Enterprises Pte. Ltd.
|
|
|
|
4.75%, 05/19/33
|
826
|
821,068
|
|
5.30%, 05/19/53
|
1,012
|
949,395
|
|
5.34%, 05/19/63
|
1,373
|
1,265,714
|
|
Pfizer, Inc.
|
|
|
|
2.70%, 05/28/50
|
703
|
435,112
|
|
4.00%, 12/15/36(a)
|
150
|
138,112
|
|
4.00%, 03/15/49
|
368
|
290,649
|
|
4.13%, 12/15/46
|
266
|
218,626
|
|
4.20%, 09/15/48
|
262
|
214,152
|
|
4.40%, 05/15/44
|
35
|
30,487
|
|
7.20%, 03/15/39
|
282
|
329,707
|
|
Takeda Pharmaceutical Co. Ltd.
|
|
|
|
3.18%, 07/09/50
|
536
|
355,041
|
|
Security
|
Par
(000
)
|
Value
|
|
Pharmaceuticals (continued)
|
||
|
3.38%, 07/09/60
|
$657
|
$416,899
|
|
5.00%, 11/26/28
|
170
|
171,785
|
|
5.65%, 07/05/44
|
200
|
198,054
|
|
5.80%, 07/05/64
|
235
|
229,059
|
|
Utah Acquisition Sub, Inc., 5.25%, 06/15/46
|
109
|
91,355
|
|
Viatris, Inc., 4.00%, 06/22/50
|
507
|
346,109
|
|
Zoetis, Inc.
|
|
|
|
2.00%, 05/15/30
|
1,631
|
1,475,087
|
|
3.00%, 09/12/27
|
1,371
|
1,349,265
|
|
3.00%, 05/15/50
|
60
|
38,681
|
|
3.90%, 08/20/28
|
590
|
582,766
|
|
3.95%, 09/12/47
|
256
|
199,528
|
|
4.15%, 08/17/28
|
150
|
149,145
|
|
4.45%, 08/20/48
|
101
|
84,078
|
|
4.70%, 02/01/43
|
633
|
564,550
|
|
5.00%, 08/17/35(a)
|
1,480
|
1,463,311
|
|
5.60%, 11/16/32
|
1,213
|
1,262,771
|
|
|
|
62,560,976
|
|
Pipelines — 4.6%
|
||
|
Boardwalk Pipelines LP, 4.80%, 05/03/29
|
129
|
129,388
|
|
Cheniere Corpus Christi Holdings LLC
|
|
|
|
2.74%, 12/31/39
|
1,231
|
1,040,135
|
|
3.70%, 11/15/29
|
1,794
|
1,742,032
|
|
5.13%, 06/30/27
|
348
|
349,497
|
|
Cheniere Energy Partners LP
|
|
|
|
3.25%, 01/31/32
|
248
|
227,643
|
|
4.00%, 03/01/31
|
56
|
53,989
|
|
4.50%, 10/01/29
|
150
|
149,221
|
|
5.35%, 11/30/36(b)
|
80
|
80,001
|
|
5.95%, 06/30/33
|
286
|
299,680
|
|
6.05%, 11/30/56(b)
|
35
|
35,367
|
|
Cheniere Energy, Inc.
|
|
|
|
4.63%, 10/15/28
|
3,378
|
3,373,866
|
|
5.20%, 07/30/36(b)
|
370
|
364,970
|
|
5.65%, 04/15/34
|
1,820
|
1,873,926
|
|
6.00%, 07/30/56(b)
|
100
|
99,853
|
|
Columbia Pipeline Group, Inc., 5.80%, 06/01/45
|
31
|
30,683
|
|
DCP Midstream Operating LP
|
|
|
|
5.13%, 05/15/29
|
85
|
86,183
|
|
5.60%, 04/01/44
|
80
|
76,381
|
|
8.13%, 08/16/30
|
61
|
69,019
|
|
Enbridge Energy Partners LP
|
|
|
|
5.50%, 09/15/40(a)
|
30
|
29,453
|
|
7.38%, 10/15/45
|
209
|
242,381
|
|
Series B, 7.50%, 04/15/38(a)
|
167
|
194,005
|
|
Enbridge, Inc.
|
|
|
|
2.50%, 08/01/33
|
985
|
842,117
|
|
3.13%, 11/15/29
|
190
|
181,164
|
|
3.40%, 08/01/51
|
130
|
88,589
|
|
3.70%, 07/15/27
|
49
|
48,658
|
|
4.00%, 11/15/49
|
233
|
177,813
|
|
4.20%, 11/20/28
|
135
|
134,101
|
|
4.50%, 06/10/44
|
179
|
152,080
|
|
4.60%, 06/20/28
|
75
|
75,201
|
|
4.85%, 03/27/31
|
250
|
250,910
|
|
4.90%, 06/20/30
|
140
|
140,993
|
|
5.20%, 11/20/35
|
150
|
150,025
|
|
5.45%, 03/27/36
|
290
|
294,145
|
|
5.50%, 12/01/46
|
177
|
170,203
|
|
5.63%, 04/05/34
|
264
|
273,136
|
|
5.70%, 03/08/33
|
600
|
623,572
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
5.95%, 04/05/54
|
$276
|
$277,940
|
|
6.70%, 11/15/53
|
105
|
115,711
|
|
7.20%, 06/27/54, (5-year CMT + 2.97%)(c)
|
186
|
198,660
|
|
7.38%, 03/15/55, (5-year CMT + 3.12%)(a)(c)
|
222
|
234,728
|
|
Energy Transfer LP
|
|
|
|
4.15%, 09/15/29
|
265
|
261,006
|
|
4.90%, 03/15/35
|
122
|
119,258
|
|
5.00%, 05/15/44
|
1,040
|
918,050
|
|
5.00%, 05/15/50(a)
|
486
|
413,802
|
|
5.40%, 10/01/47
|
90
|
81,839
|
|
5.75%, 02/15/33
|
95
|
98,883
|
|
5.95%, 05/15/54
|
130
|
125,464
|
|
6.00%, 06/15/48
|
191
|
185,736
|
|
6.05%, 09/01/54
|
155
|
151,020
|
|
6.20%, 04/01/55
|
285
|
283,204
|
|
6.25%, 04/15/49
|
325
|
325,176
|
|
6.63%, 10/15/36
|
40
|
43,378
|
|
7.50%, 07/01/38
|
175
|
202,678
|
|
Enterprise Products Operating LLC
|
|
|
|
2.80%, 01/31/30
|
54
|
50,900
|
|
3.13%, 07/31/29
|
60
|
57,734
|
|
3.30%, 02/15/53
|
164
|
109,915
|
|
3.70%, 01/31/51
|
125
|
91,774
|
|
3.95%, 01/31/60
|
209
|
153,381
|
|
4.15%, 10/16/28
|
80
|
79,760
|
|
4.20%, 01/31/50
|
149
|
120,276
|
|
4.25%, 02/15/48
|
130
|
106,473
|
|
4.45%, 02/15/43
|
211
|
184,263
|
|
4.80%, 02/01/49
|
208
|
183,366
|
|
4.85%, 08/15/42
|
201
|
184,920
|
|
4.85%, 03/15/44
|
262
|
239,454
|
|
4.90%, 05/15/46
|
202
|
182,511
|
|
4.95%, 10/15/54
|
125
|
110,555
|
|
5.10%, 02/15/45
|
327
|
306,414
|
|
5.38%, 02/15/78, (3-mo. CME Term SOFR +
2.83%)(a)(c)
|
252
|
251,221
|
|
5.55%, 02/16/55
|
90
|
87,210
|
|
5.70%, 02/15/42
|
165
|
167,309
|
|
5.95%, 02/01/41
|
171
|
178,944
|
|
6.13%, 10/15/39
|
133
|
141,872
|
|
6.45%, 09/01/40
|
214
|
234,696
|
|
7.55%, 04/15/38
|
166
|
196,938
|
|
Series D, 6.88%, 03/01/33(a)
|
123
|
137,314
|
|
Series E, 5.25%, 08/16/77, (3-mo. CME Term
SOFR + 3.29%)(c)
|
219
|
218,508
|
|
Series H, 6.65%, 10/15/34(a)
|
79
|
87,514
|
|
Kinder Morgan Energy Partners LP
|
|
|
|
4.70%, 11/01/42
|
69
|
60,587
|
|
5.00%, 08/15/42
|
105
|
95,534
|
|
5.00%, 03/01/43
|
113
|
102,679
|
|
5.40%, 09/01/44
|
145
|
136,986
|
|
5.50%, 03/01/44
|
192
|
183,726
|
|
5.63%, 09/01/41
|
100
|
98,597
|
|
5.80%, 03/15/35
|
838
|
872,405
|
|
6.38%, 03/01/41
|
178
|
188,511
|
|
6.50%, 02/01/37
|
538
|
583,132
|
|
6.50%, 09/01/39
|
193
|
208,354
|
|
6.55%, 09/15/40
|
140
|
150,368
|
|
6.95%, 01/15/38
|
636
|
714,719
|
|
7.30%, 08/15/33
|
502
|
569,711
|
|
7.40%, 03/15/31
|
334
|
370,999
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
7.50%, 11/15/40
|
$90
|
$105,235
|
|
7.75%, 03/15/32
|
361
|
412,765
|
|
Kinder Morgan, Inc.
|
|
|
|
2.00%, 02/15/31
|
270
|
239,606
|
|
3.25%, 08/01/50
|
195
|
129,451
|
|
3.60%, 02/15/51
|
90
|
63,451
|
|
4.30%, 03/01/28(a)
|
509
|
508,895
|
|
4.80%, 02/01/33
|
560
|
555,530
|
|
5.00%, 02/01/29
|
125
|
126,616
|
|
5.05%, 02/15/46
|
325
|
293,688
|
|
5.10%, 08/01/29
|
140
|
142,166
|
|
5.15%, 06/01/30
|
95
|
97,021
|
|
5.20%, 06/01/33(a)
|
710
|
722,531
|
|
5.20%, 03/01/48
|
155
|
141,653
|
|
5.30%, 12/01/34
|
746
|
755,190
|
|
5.40%, 02/01/34
|
395
|
404,366
|
|
5.45%, 08/01/52
|
155
|
145,520
|
|
5.55%, 06/01/45
|
555
|
535,667
|
|
5.85%, 06/01/35
|
550
|
576,935
|
|
5.95%, 08/01/54(a)
|
275
|
276,116
|
|
7.75%, 01/15/32
|
623
|
712,722
|
|
7.80%, 08/01/31
|
363
|
413,073
|
|
MPLX LP
|
|
|
|
4.00%, 03/15/28
|
159
|
157,764
|
|
4.25%, 12/01/27
|
131
|
130,640
|
|
4.50%, 04/15/38
|
288
|
261,736
|
|
4.70%, 04/15/48
|
374
|
311,366
|
|
4.80%, 02/15/29
|
167
|
167,880
|
|
4.90%, 04/15/58
|
267
|
218,322
|
|
4.95%, 03/14/52
|
151
|
127,923
|
|
5.20%, 03/01/47
|
362
|
325,927
|
|
5.50%, 02/15/49
|
391
|
359,465
|
|
5.95%, 04/01/55
|
70
|
67,932
|
|
6.20%, 09/15/55
|
185
|
185,682
|
|
ONEOK Partners LP
|
|
|
|
6.13%, 02/01/41
|
155
|
158,433
|
|
6.20%, 09/15/43
|
276
|
280,690
|
|
6.65%, 10/01/36
|
377
|
410,263
|
|
6.85%, 10/15/37
|
338
|
370,553
|
|
ONEOK, Inc.
|
|
|
|
3.10%, 03/15/30(a)
|
368
|
347,649
|
|
3.25%, 06/01/30
|
285
|
269,336
|
|
3.40%, 09/01/29
|
272
|
261,371
|
|
3.95%, 03/01/50
|
140
|
101,181
|
|
4.00%, 07/13/27
|
545
|
542,959
|
|
4.20%, 10/03/47
|
105
|
80,866
|
|
4.25%, 09/15/46
|
127
|
99,340
|
|
4.35%, 03/15/29
|
475
|
471,670
|
|
4.45%, 09/01/49
|
43
|
34,745
|
|
4.50%, 03/15/50
|
72
|
56,367
|
|
4.55%, 07/15/28
|
1,027
|
1,027,459
|
|
4.85%, 02/01/49
|
105
|
88,080
|
|
4.95%, 10/15/32
|
115
|
114,634
|
|
4.95%, 07/13/47
|
122
|
104,858
|
|
5.05%, 11/01/34
|
1,095
|
1,076,814
|
|
5.15%, 10/15/43
|
43
|
38,894
|
|
5.38%, 06/01/29
|
835
|
849,226
|
|
5.40%, 10/15/35
|
170
|
170,604
|
|
5.65%, 11/01/28
|
235
|
240,434
|
|
5.65%, 09/01/34
|
658
|
673,581
|
|
5.70%, 11/01/54
|
420
|
391,616
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
5.80%, 11/01/30
|
$100
|
$103,714
|
|
5.85%, 11/01/64
|
150
|
140,787
|
|
6.00%, 06/15/35
|
200
|
207,951
|
|
6.05%, 09/01/33
|
538
|
565,527
|
|
6.10%, 11/15/32
|
353
|
372,731
|
|
6.25%, 10/15/55
|
380
|
381,478
|
|
6.35%, 01/15/31
|
355
|
375,680
|
|
6.63%, 09/01/53
|
165
|
173,345
|
|
7.15%, 01/15/51
|
65
|
71,627
|
|
Plains All American Pipeline LP/PAA Finance Corp.
|
|
|
|
3.55%, 12/15/29(a)
|
139
|
134,160
|
|
5.15%, 06/01/42
|
104
|
95,555
|
|
6.65%, 01/15/37
|
231
|
250,957
|
|
Sabine Pass Liquefaction LLC
|
|
|
|
4.20%, 03/15/28
|
524
|
521,890
|
|
4.50%, 05/15/30
|
161
|
160,015
|
|
Spectra Energy Partners LP
|
|
|
|
4.50%, 03/15/45
|
306
|
259,924
|
|
5.95%, 09/25/43(a)
|
258
|
259,748
|
|
Targa Resources Corp.
|
|
|
|
4.20%, 02/01/33
|
452
|
430,022
|
|
4.35%, 01/15/29
|
160
|
159,328
|
|
4.35%, 04/15/31(a)
|
100
|
97,967
|
|
4.90%, 09/15/30
|
210
|
211,323
|
|
4.95%, 04/15/52
|
215
|
184,799
|
|
5.40%, 07/30/36
|
195
|
195,134
|
|
5.50%, 02/15/35
|
90
|
91,438
|
|
5.55%, 08/15/35
|
275
|
279,055
|
|
5.65%, 02/15/36
|
315
|
321,885
|
|
6.05%, 05/15/56
|
65
|
64,548
|
|
6.13%, 03/15/33
|
145
|
153,441
|
|
6.13%, 05/15/55
|
190
|
190,733
|
|
6.25%, 07/01/52
|
75
|
76,222
|
|
6.50%, 03/30/34
|
479
|
519,518
|
|
6.50%, 02/15/53
|
213
|
224,002
|
|
Targa Resources Partners LP/Targa Resources
Partners Finance Corp.
|
|
|
|
4.00%, 01/15/32
|
400
|
380,748
|
|
4.88%, 02/01/31
|
350
|
349,802
|
|
5.50%, 03/01/30
|
288
|
291,549
|
|
Tennessee Gas Pipeline Co. LLC
|
|
|
|
7.00%, 10/15/28
|
166
|
175,091
|
|
7.63%, 04/01/37
|
100
|
117,108
|
|
Texas Eastern Transmission LP, 7.00%, 07/15/32
|
504
|
557,024
|
|
TransCanada PipeLines Ltd.
|
|
|
|
4.10%, 04/15/30
|
173
|
169,420
|
|
4.63%, 03/01/34
|
498
|
482,575
|
|
4.88%, 05/15/48
|
10
|
8,874
|
|
5.10%, 03/15/49
|
212
|
198,336
|
|
5.60%, 03/31/34(a)
|
193
|
197,879
|
|
5.85%, 03/15/36
|
189
|
197,302
|
|
6.10%, 06/01/40(a)
|
131
|
137,120
|
|
6.20%, 10/15/37
|
325
|
345,336
|
|
7.25%, 08/15/38
|
188
|
215,676
|
|
7.63%, 01/15/39
|
347
|
410,606
|
|
Transcontinental Gas Pipe Line Co. LLC
|
|
|
|
3.95%, 05/15/50
|
183
|
139,529
|
|
4.00%, 03/15/28
|
108
|
107,119
|
|
4.45%, 08/01/42
|
110
|
95,631
|
|
4.60%, 03/15/48
|
187
|
158,459
|
|
5.40%, 08/15/41
|
103
|
99,649
|
|
Security
|
Par
(000
)
|
Value
|
|
Pipelines (continued)
|
||
|
Valero Energy Partners LP, 4.50%, 03/15/28
|
$251
|
$251,000
|
|
Western Midstream Operating LP
|
|
|
|
4.05%, 02/01/30
|
305
|
296,286
|
|
4.50%, 03/01/28
|
110
|
109,858
|
|
4.75%, 08/15/28
|
135
|
135,130
|
|
4.80%, 03/01/31
|
125
|
124,168
|
|
5.25%, 02/01/50(a)
|
223
|
194,766
|
|
5.30%, 03/01/48
|
166
|
144,634
|
|
5.45%, 11/15/34
|
198
|
198,219
|
|
5.45%, 04/01/44
|
85
|
77,684
|
|
5.50%, 12/15/35
|
90
|
89,647
|
|
5.50%, 08/15/48
|
95
|
84,165
|
|
6.15%, 04/01/33
|
657
|
691,111
|
|
Williams Companies, Inc.(The)
|
|
|
|
2.60%, 03/15/31
|
1,000
|
906,826
|
|
3.50%, 11/15/30
|
25
|
23,776
|
|
3.75%, 06/15/27
|
40
|
39,804
|
|
4.63%, 06/30/30
|
175
|
174,879
|
|
4.65%, 08/15/32
|
1,000
|
988,680
|
|
4.85%, 03/01/48
|
250
|
216,967
|
|
4.90%, 01/15/45
|
167
|
147,918
|
|
5.10%, 09/15/45
|
223
|
204,316
|
|
5.15%, 03/15/34
|
420
|
420,772
|
|
5.15%, 03/15/36(a)
|
400
|
395,039
|
|
5.30%, 09/30/35
|
240
|
240,345
|
|
5.30%, 08/15/52
|
70
|
63,995
|
|
5.40%, 03/04/44(a)
|
190
|
179,735
|
|
5.60%, 03/15/35
|
235
|
240,620
|
|
5.65%, 03/15/33
|
160
|
165,493
|
|
5.75%, 06/24/44
|
85
|
83,902
|
|
5.80%, 11/15/43
|
163
|
161,286
|
|
5.80%, 11/15/54
|
243
|
237,410
|
|
5.95%, 03/15/56
|
340
|
338,180
|
|
6.00%, 03/15/55
|
166
|
166,254
|
|
6.30%, 04/15/40
|
317
|
336,748
|
|
8.75%, 03/15/32(a)
|
141
|
167,707
|
|
Series A, 7.50%, 01/15/31
|
155
|
172,623
|
|
|
|
64,900,180
|
|
Private Equity — 0.0%
|
||
|
Brookfield Finance, Inc., 5.81%, 03/03/55
|
50
|
48,741
|
|
Real Estate — 0.2%
|
||
|
CBRE Services, Inc.
|
|
|
|
2.50%, 04/01/31
|
926
|
833,666
|
|
4.80%, 06/15/30
|
95
|
95,261
|
|
4.90%, 01/15/33
|
125
|
123,324
|
|
5.25%, 06/01/36
|
175
|
172,309
|
|
5.50%, 04/01/29
|
556
|
569,413
|
|
5.50%, 06/15/35
|
645
|
653,040
|
|
5.95%, 08/15/34
|
590
|
615,128
|
|
Jones Lang LaSalle, Inc., 6.88%, 12/01/28
|
5
|
5,249
|
|
|
|
3,067,390
|
|
Real Estate Investment Trusts — 4.6%
|
||
|
Agree LP
|
|
|
|
2.60%, 06/15/33
|
115
|
98,011
|
|
4.80%, 10/01/32
|
20
|
19,808
|
|
Alexandria Real Estate Equities, Inc.
|
|
|
|
1.88%, 02/01/33
|
318
|
258,804
|
|
2.00%, 05/18/32
|
198
|
166,588
|
|
2.75%, 12/15/29
|
68
|
63,422
|
|
2.95%, 03/15/34
|
145
|
123,057
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
3.38%, 08/15/31
|
$75
|
$69,178
|
|
3.55%, 03/15/52
|
115
|
78,960
|
|
3.95%, 01/15/28
|
143
|
141,641
|
|
4.00%, 02/01/50
|
219
|
162,342
|
|
4.50%, 07/30/29
|
353
|
349,595
|
|
4.70%, 07/01/30(a)
|
75
|
74,455
|
|
4.85%, 04/15/49
|
180
|
152,746
|
|
4.90%, 12/15/30
|
20
|
20,021
|
|
American Assets Trust LP, 3.38%, 02/01/31
|
404
|
367,090
|
|
American Homes 4 Rent LP
|
|
|
|
3.38%, 07/15/51
|
40
|
26,637
|
|
3.63%, 04/15/32(a)
|
180
|
167,340
|
|
4.30%, 04/15/52
|
27
|
20,981
|
|
4.90%, 02/15/29
|
31
|
31,182
|
|
American Tower Corp.
|
|
|
|
1.88%, 10/15/30
|
360
|
319,937
|
|
2.10%, 06/15/30
|
408
|
369,311
|
|
2.30%, 09/15/31
|
456
|
403,208
|
|
2.70%, 04/15/31
|
890
|
810,076
|
|
2.90%, 01/15/30
|
386
|
363,201
|
|
2.95%, 01/15/51
|
390
|
245,022
|
|
3.10%, 06/15/50
|
281
|
183,047
|
|
3.55%, 07/15/27
|
390
|
386,830
|
|
3.60%, 01/15/28
|
535
|
527,796
|
|
3.70%, 10/15/49
|
265
|
193,832
|
|
3.80%, 08/15/29
|
482
|
471,030
|
|
3.95%, 03/15/29
|
172
|
169,235
|
|
4.05%, 03/15/32
|
10
|
9,609
|
|
4.70%, 12/15/32
|
90
|
88,763
|
|
4.90%, 03/15/30
|
195
|
196,745
|
|
5.00%, 01/31/30
|
30
|
30,351
|
|
5.35%, 03/15/35
|
825
|
834,228
|
|
5.40%, 01/31/35
|
685
|
695,264
|
|
5.45%, 02/15/34
|
252
|
257,031
|
|
5.55%, 07/15/33
|
398
|
409,935
|
|
5.90%, 11/15/33
|
265
|
278,154
|
|
AvalonBay Communities, Inc.
|
|
|
|
2.30%, 03/01/30
|
42
|
38,761
|
|
3.20%, 01/15/28
|
38
|
37,328
|
|
3.30%, 06/01/29
|
77
|
74,425
|
|
3.90%, 10/15/46
|
96
|
75,157
|
|
4.15%, 07/01/47
|
85
|
68,565
|
|
4.35%, 04/15/48
|
20
|
16,565
|
|
5.00%, 02/15/33(a)
|
295
|
297,949
|
|
Boston Properties LP
|
|
|
|
2.45%, 10/01/33
|
655
|
539,910
|
|
2.55%, 04/01/32
|
316
|
275,273
|
|
2.90%, 03/15/30
|
131
|
122,143
|
|
3.25%, 01/30/31
|
392
|
363,983
|
|
3.40%, 06/21/29(a)
|
189
|
181,621
|
|
4.50%, 12/01/28
|
213
|
212,357
|
|
5.75%, 01/15/35(a)
|
245
|
247,562
|
|
6.50%, 01/15/34
|
213
|
225,637
|
|
Brixmor Operating Partnership LP
|
|
|
|
2.50%, 08/16/31
|
95
|
84,755
|
|
4.05%, 07/01/30
|
117
|
113,813
|
|
4.13%, 05/15/29
|
193
|
190,482
|
|
5.75%, 02/15/35
|
100
|
103,433
|
|
Camden Property Trust
|
|
|
|
2.80%, 05/15/30
|
19
|
17,770
|
|
3.15%, 07/01/29
|
52
|
49,900
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
3.35%, 11/01/49(a)
|
$19
|
$13,156
|
|
4.10%, 10/15/28
|
31
|
30,808
|
|
COPT Defense Properties LP
|
|
|
|
2.00%, 01/15/29
|
440
|
411,678
|
|
2.75%, 04/15/31
|
171
|
154,995
|
|
2.90%, 12/01/33
|
71
|
60,433
|
|
Cousins Properties LP, 5.88%, 10/01/34
|
120
|
122,976
|
|
Crown Castle, Inc.
|
|
|
|
2.10%, 04/01/31
|
412
|
362,144
|
|
2.25%, 01/15/31
|
273
|
243,129
|
|
2.50%, 07/15/31
|
382
|
339,923
|
|
3.10%, 11/15/29
|
185
|
175,513
|
|
3.25%, 01/15/51
|
364
|
239,414
|
|
3.30%, 07/01/30
|
402
|
379,382
|
|
3.65%, 09/01/27
|
242
|
239,738
|
|
3.80%, 02/15/28
|
1,504
|
1,486,070
|
|
4.00%, 11/15/49
|
207
|
154,242
|
|
4.15%, 07/01/50
|
238
|
184,098
|
|
4.30%, 02/15/29
|
1,194
|
1,183,689
|
|
4.75%, 05/15/47
|
270
|
228,073
|
|
4.80%, 09/01/28
|
253
|
254,325
|
|
5.00%, 01/11/28
|
535
|
539,055
|
|
5.10%, 05/01/33
|
659
|
654,498
|
|
5.20%, 02/15/49
|
151
|
135,569
|
|
5.60%, 06/01/29
|
385
|
394,378
|
|
5.80%, 03/01/34
|
287
|
296,226
|
|
CubeSmart LP
|
|
|
|
2.50%, 02/15/32
|
140
|
123,194
|
|
3.00%, 02/15/30
|
5
|
4,703
|
|
4.38%, 02/15/29(a)
|
30
|
29,817
|
|
Digital Realty Trust LP
|
|
|
|
3.60%, 07/01/29
|
3,100
|
3,010,389
|
|
3.70%, 08/15/27
|
3,222
|
3,194,636
|
|
4.45%, 07/15/28
|
3,325
|
3,320,799
|
|
5.55%, 01/15/28
|
1,966
|
1,998,288
|
|
DOC DR LLC
|
|
|
|
2.63%, 11/01/31
|
80
|
71,309
|
|
3.95%, 01/15/28
|
104
|
103,043
|
|
EPR Properties
|
|
|
|
3.60%, 11/15/31
|
50
|
45,739
|
|
4.95%, 04/15/28
|
210
|
210,336
|
|
Equinix Asia Financing Corp. Pte. Ltd., 4.40%,
03/15/31
|
2,035
|
1,998,870
|
|
Equinix Europe 2 Financing Corp. LLC
|
|
|
|
4.60%, 11/15/30
|
855
|
846,887
|
|
5.50%, 06/15/34
|
1,170
|
1,193,811
|
|
Equinix, Inc.
|
|
|
|
1.55%, 03/15/28
|
305
|
289,943
|
|
1.80%, 07/15/27
|
101
|
98,153
|
|
2.00%, 05/15/28
|
105
|
100,250
|
|
2.15%, 07/15/30
|
1,607
|
1,449,812
|
|
2.50%, 05/15/31
|
785
|
704,662
|
|
2.95%, 09/15/51
|
236
|
148,233
|
|
3.00%, 07/15/50
|
312
|
199,544
|
|
3.20%, 11/18/29
|
795
|
759,033
|
|
3.40%, 02/15/52(a)
|
175
|
118,673
|
|
3.90%, 04/15/32
|
420
|
398,165
|
|
ERP Operating LP
|
|
|
|
1.85%, 08/01/31(a)
|
31
|
27,213
|
|
2.50%, 02/15/30
|
163
|
151,605
|
|
3.00%, 07/01/29
|
79
|
75,604
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
3.50%, 03/01/28
|
$192
|
$189,112
|
|
4.00%, 08/01/47(a)
|
32
|
25,488
|
|
4.15%, 12/01/28
|
103
|
102,373
|
|
4.50%, 06/01/45(a)
|
55
|
47,306
|
|
Essex Portfolio LP
|
|
|
|
2.65%, 03/15/32
|
255
|
226,014
|
|
2.65%, 09/01/50
|
35
|
20,501
|
|
4.00%, 03/01/29
|
55
|
54,178
|
|
Extra Space Storage LP
|
|
|
|
2.35%, 03/15/32
|
130
|
112,802
|
|
2.40%, 10/15/31
|
115
|
101,178
|
|
3.88%, 12/15/27
|
49
|
48,608
|
|
4.00%, 06/15/29
|
14
|
13,749
|
|
Federal Realty OP LP
|
|
|
|
3.20%, 06/15/29
|
671
|
643,448
|
|
3.25%, 07/15/27
|
360
|
355,312
|
|
3.50%, 06/01/30
|
685
|
653,236
|
|
4.50%, 12/01/44
|
203
|
174,509
|
|
5.38%, 05/01/28
|
655
|
664,695
|
|
GLP Capital LP/GLP Financing II, Inc.
|
|
|
|
3.25%, 01/15/32
|
140
|
125,605
|
|
4.00%, 01/15/30
|
143
|
137,653
|
|
4.00%, 01/15/31
|
112
|
105,960
|
|
5.30%, 01/15/29
|
251
|
252,697
|
|
Healthcare Realty Holdings LP
|
|
|
|
2.00%, 03/15/31
|
15
|
13,128
|
|
3.10%, 02/15/30
|
20
|
18,829
|
|
Healthpeak OP LLC
|
|
|
|
3.00%, 01/15/30
|
303
|
285,659
|
|
3.50%, 07/15/29(a)
|
249
|
240,539
|
|
4.75%, 01/15/33
|
10
|
9,804
|
|
5.38%, 02/15/35
|
165
|
166,175
|
|
6.75%, 02/01/41
|
156
|
170,115
|
|
Highwoods Realty LP
|
|
|
|
3.05%, 02/15/30
|
87
|
80,820
|
|
4.20%, 04/15/29
|
72
|
70,543
|
|
7.65%, 02/01/34
|
110
|
122,986
|
|
Host Hotels & Resorts LP
|
|
|
|
5.50%, 04/15/35
|
325
|
325,321
|
|
5.70%, 07/01/34
|
35
|
35,702
|
|
Series H, 3.38%, 12/15/29
|
267
|
253,963
|
|
Series I, 3.50%, 09/15/30
|
290
|
273,410
|
|
Series J, 2.90%, 12/15/31
|
124
|
110,728
|
|
Invitation Homes Operating Partnership LP
|
|
|
|
2.00%, 08/15/31
|
10
|
8,611
|
|
2.70%, 01/15/34
|
90
|
75,465
|
|
4.15%, 04/15/32
|
120
|
114,119
|
|
Kilroy Realty LP
|
|
|
|
2.50%, 11/15/32
|
357
|
295,884
|
|
3.05%, 02/15/30
|
245
|
225,550
|
|
4.25%, 08/15/29
|
391
|
378,969
|
|
4.75%, 12/15/28
|
55
|
54,497
|
|
Kimco Realty OP LLC
|
|
|
|
3.70%, 10/01/49
|
108
|
79,491
|
|
4.13%, 12/01/46
|
170
|
137,541
|
|
4.25%, 04/01/45(a)
|
140
|
116,850
|
|
4.45%, 09/01/47
|
88
|
73,622
|
|
4.60%, 02/01/33
|
210
|
207,261
|
|
Kite Realty Group Trust, 4.75%, 09/15/30
|
35
|
35,036
|
|
Mid-America Apartments LP
|
|
|
|
1.70%, 02/15/31
|
210
|
184,073
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
2.75%, 03/15/30(a)
|
$40
|
$37,517
|
|
3.95%, 03/15/29
|
30
|
29,584
|
|
NNN REIT, Inc.
|
|
|
|
2.50%, 04/15/30
|
27
|
24,927
|
|
3.00%, 04/15/52
|
65
|
40,506
|
|
3.10%, 04/15/50
|
83
|
53,308
|
|
3.50%, 04/15/51
|
75
|
52,403
|
|
4.30%, 10/15/28
|
12
|
11,947
|
|
4.80%, 10/15/48
|
31
|
26,926
|
|
5.60%, 10/15/33
|
25
|
25,692
|
|
Omega Healthcare Investors, Inc.
|
|
|
|
3.25%, 04/15/33(a)
|
334
|
295,782
|
|
3.38%, 02/01/31
|
182
|
168,982
|
|
3.63%, 10/01/29
|
270
|
259,431
|
|
Piedmont Operating Partnership LP
|
|
|
|
2.75%, 04/01/32
|
17
|
14,452
|
|
3.15%, 08/15/30
|
57
|
52,058
|
|
Prologis LP
|
|
|
|
2.13%, 10/15/50
|
145
|
77,545
|
|
3.00%, 04/15/50
|
393
|
258,200
|
|
3.88%, 09/15/28
|
251
|
248,245
|
|
4.38%, 09/15/48
|
265
|
218,989
|
|
4.63%, 01/15/33
|
245
|
242,415
|
|
4.75%, 06/15/33
|
340
|
337,502
|
|
4.88%, 06/15/28(a)
|
35
|
35,368
|
|
5.13%, 01/15/34(a)
|
159
|
160,669
|
|
5.25%, 05/15/35
|
440
|
445,882
|
|
5.25%, 06/15/53
|
5
|
4,728
|
|
5.25%, 03/15/54
|
270
|
254,661
|
|
Public Storage Operating Co.
|
|
|
|
2.25%, 11/09/31(a)
|
265
|
235,268
|
|
2.30%, 05/01/31
|
60
|
53,938
|
|
Realty Income Corp.
|
|
|
|
1.80%, 03/15/33(a)
|
235
|
194,223
|
|
2.85%, 12/15/32
|
325
|
288,119
|
|
3.25%, 06/15/29
|
5
|
4,819
|
|
3.25%, 01/15/31
|
115
|
108,202
|
|
3.65%, 01/15/28
|
45
|
44,539
|
|
4.90%, 07/15/33
|
65
|
64,774
|
|
5.63%, 10/13/32
|
380
|
395,421
|
|
Regency Centers LP
|
|
|
|
2.95%, 09/15/29
|
119
|
113,359
|
|
4.13%, 03/15/28
|
90
|
89,616
|
|
4.40%, 02/01/47(a)
|
158
|
132,693
|
|
4.50%, 03/15/33
|
35
|
34,111
|
|
4.65%, 03/15/49
|
117
|
100,293
|
|
5.00%, 07/15/32
|
35
|
35,345
|
|
5.10%, 01/15/35
|
60
|
60,048
|
|
Sabra Health Care LP
|
|
|
|
3.20%, 12/01/31
|
121
|
109,818
|
|
3.90%, 10/15/29(a)
|
73
|
70,742
|
|
Simon Property Group LP
|
|
|
|
2.20%, 02/01/31(a)
|
170
|
152,850
|
|
2.25%, 01/15/32
|
240
|
210,257
|
|
2.45%, 09/13/29
|
180
|
168,739
|
|
2.65%, 07/15/30
|
80
|
74,356
|
|
2.65%, 02/01/32
|
155
|
138,501
|
|
3.25%, 09/13/49
|
391
|
268,575
|
|
3.80%, 07/15/50
|
51
|
38,121
|
|
4.25%, 10/01/44
|
190
|
158,077
|
|
4.25%, 11/30/46
|
156
|
128,304
|
|
Security
|
Par
(000
)
|
Value
|
|
Real Estate Investment Trusts (continued)
|
||
|
4.75%, 03/15/42
|
$165
|
$149,870
|
|
5.50%, 03/08/33
|
363
|
376,322
|
|
6.75%, 02/01/40
|
218
|
245,668
|
|
Sun Communities Operating LP, 4.20%, 04/15/32
|
65
|
62,322
|
|
UDR, Inc.
|
|
|
|
1.90%, 03/15/33
|
260
|
214,025
|
|
2.10%, 08/01/32
|
30
|
25,443
|
|
2.10%, 06/15/33
|
65
|
53,876
|
|
3.00%, 08/15/31
|
80
|
73,470
|
|
3.10%, 11/01/34
|
43
|
36,834
|
|
3.20%, 01/15/30
|
46
|
43,832
|
|
4.40%, 01/26/29
|
36
|
35,892
|
|
Ventas Realty LP
|
|
|
|
2.50%, 09/01/31
|
184
|
163,785
|
|
3.00%, 01/15/30
|
172
|
162,221
|
|
4.00%, 03/01/28
|
101
|
100,138
|
|
4.38%, 02/01/45
|
100
|
83,904
|
|
4.40%, 01/15/29
|
206
|
205,172
|
|
4.75%, 11/15/30
|
275
|
275,023
|
|
4.88%, 04/15/49
|
185
|
160,738
|
|
5.70%, 09/30/43
|
106
|
105,191
|
|
VICI Properties LP
|
|
|
|
4.75%, 02/15/28
|
457
|
457,797
|
|
4.95%, 02/15/30
|
284
|
284,031
|
|
5.13%, 05/15/32
|
440
|
436,981
|
|
5.63%, 05/15/52
|
195
|
179,070
|
|
6.13%, 04/01/54(a)
|
60
|
58,902
|
|
Welltower OP LLC
|
|
|
|
2.05%, 01/15/29
|
139
|
130,838
|
|
2.75%, 01/15/31
|
215
|
198,102
|
|
2.75%, 01/15/32
|
460
|
414,841
|
|
2.80%, 06/01/31
|
330
|
303,074
|
|
3.10%, 01/15/30
|
295
|
280,390
|
|
4.13%, 03/15/29
|
220
|
218,196
|
|
4.25%, 04/15/28(a)
|
154
|
153,771
|
|
4.95%, 09/01/48
|
185
|
169,753
|
|
5.13%, 07/01/35
|
125
|
125,738
|
|
6.50%, 03/15/41
|
242
|
267,432
|
|
Weyerhaeuser Co.
|
|
|
|
4.00%, 11/15/29
|
336
|
329,011
|
|
4.00%, 04/15/30
|
365
|
355,343
|
|
6.95%, 10/01/27
|
314
|
323,228
|
|
7.38%, 03/15/32(a)
|
795
|
889,410
|
|
WP Carey, Inc.
|
|
|
|
2.25%, 04/01/33
|
125
|
104,650
|
|
3.85%, 07/15/29
|
117
|
114,404
|
|
|
|
65,366,705
|
|
Retail — 2.4%
|
||
|
AutoNation, Inc.
|
|
|
|
3.80%, 11/15/27
|
156
|
154,328
|
|
3.85%, 03/01/32
|
141
|
131,765
|
|
4.45%, 01/15/29
|
100
|
99,115
|
|
4.75%, 06/01/30
|
314
|
312,410
|
|
5.89%, 03/15/35
|
745
|
760,776
|
|
AutoZone, Inc.
|
|
|
|
3.75%, 04/18/29(a)
|
74
|
72,484
|
|
6.55%, 11/01/33
|
25
|
27,139
|
|
Best Buy Co., Inc.
|
|
|
|
1.95%, 10/01/30(a)
|
2,538
|
2,261,074
|
|
4.45%, 10/01/28(a)
|
2,394
|
2,394,180
|
|
Costco Wholesale Corp., 1.60%, 04/20/30
|
73
|
66,152
|
|
Security
|
Par
(000
)
|
Value
|
|
Retail (continued)
|
||
|
Darden Restaurants, Inc., 4.55%, 02/15/48(a)
|
$61
|
$49,922
|
|
Dollar General Corp.
|
|
|
|
3.50%, 04/03/30
|
15
|
14,293
|
|
4.13%, 05/01/28
|
20
|
19,832
|
|
4.13%, 04/03/50
|
72
|
55,318
|
|
Dollar Tree, Inc.
|
|
|
|
3.38%, 12/01/51
|
90
|
59,723
|
|
4.20%, 05/15/28
|
65
|
64,635
|
|
Ferguson Enterprises, Inc.
|
|
|
|
4.35%, 03/15/31(a)
|
75
|
73,781
|
|
5.00%, 10/03/34
|
1,040
|
1,032,009
|
|
Genuine Parts Co., 6.88%, 11/01/33
|
50
|
54,112
|
|
Home Depot, Inc.(The)
|
|
|
|
1.88%, 09/15/31
|
125
|
109,559
|
|
2.38%, 03/15/51
|
200
|
112,779
|
|
2.70%, 04/15/30
|
292
|
274,565
|
|
2.75%, 09/15/51
|
270
|
163,982
|
|
2.80%, 09/14/27
|
325
|
319,767
|
|
2.95%, 06/15/29
|
1,306
|
1,255,933
|
|
3.13%, 12/15/49
|
252
|
168,221
|
|
3.25%, 04/15/32(a)
|
610
|
568,792
|
|
3.35%, 04/15/50
|
247
|
171,882
|
|
3.50%, 09/15/56
|
366
|
251,078
|
|
3.63%, 04/15/52
|
230
|
165,327
|
|
3.75%, 09/15/28
|
95
|
94,135
|
|
3.90%, 12/06/28
|
953
|
947,268
|
|
3.90%, 06/15/47
|
333
|
259,687
|
|
3.95%, 09/15/30
|
120
|
117,935
|
|
4.20%, 04/01/43
|
326
|
277,267
|
|
4.25%, 04/01/46
|
428
|
356,514
|
|
4.40%, 03/15/45
|
353
|
301,191
|
|
4.50%, 09/15/32
|
405
|
403,277
|
|
4.50%, 12/06/48
|
377
|
319,871
|
|
4.65%, 09/15/35
|
125
|
121,860
|
|
4.88%, 02/15/44
|
362
|
331,210
|
|
4.95%, 06/25/34
|
430
|
432,113
|
|
4.95%, 09/15/52
|
90
|
80,786
|
|
5.40%, 09/15/40(a)
|
357
|
360,283
|
|
5.40%, 06/25/64
|
205
|
193,385
|
|
5.88%, 12/16/36
|
836
|
888,791
|
|
5.95%, 04/01/41
|
225
|
238,384
|
|
Lowe's Companies, Inc.
|
|
|
|
1.70%, 10/15/30
|
275
|
243,255
|
|
2.63%, 04/01/31(a)
|
411
|
374,827
|
|
3.00%, 10/15/50
|
330
|
207,372
|
|
3.65%, 04/05/29
|
155
|
151,587
|
|
3.70%, 04/15/46
|
342
|
256,094
|
|
3.75%, 04/01/32
|
515
|
488,047
|
|
4.05%, 05/03/47
|
542
|
422,648
|
|
4.25%, 03/15/31
|
255
|
250,236
|
|
4.25%, 04/01/52
|
299
|
233,583
|
|
4.38%, 09/15/45(a)
|
285
|
236,197
|
|
4.45%, 04/01/62
|
441
|
341,621
|
|
4.50%, 04/15/30
|
257
|
256,836
|
|
4.50%, 10/15/32
|
245
|
240,164
|
|
4.55%, 04/05/49
|
137
|
113,303
|
|
4.65%, 04/15/42(a)
|
371
|
331,434
|
|
4.85%, 10/15/35(a)
|
765
|
745,878
|
|
5.00%, 04/15/33
|
395
|
397,567
|
|
5.00%, 04/15/40
|
54
|
51,342
|
|
5.13%, 04/15/50
|
205
|
183,446
|
|
Security
|
Par
(000
)
|
Value
|
|
Retail (continued)
|
||
|
5.50%, 10/15/35(a)
|
$293
|
$301,280
|
|
5.63%, 04/15/53(a)
|
141
|
135,303
|
|
5.80%, 09/15/62
|
182
|
176,854
|
|
5.85%, 04/01/63
|
275
|
267,982
|
|
6.50%, 03/15/29(a)
|
112
|
117,895
|
|
McDonald's Corp.
|
|
|
|
2.13%, 03/01/30
|
148
|
135,907
|
|
2.63%, 09/01/29
|
31
|
29,377
|
|
3.60%, 07/01/30
|
15
|
14,540
|
|
3.63%, 09/01/49
|
359
|
260,557
|
|
3.70%, 02/15/42
|
29
|
23,345
|
|
3.80%, 04/01/28
|
25
|
24,798
|
|
4.20%, 04/01/50
|
192
|
153,146
|
|
4.45%, 03/01/47
|
218
|
183,558
|
|
4.45%, 09/01/48
|
117
|
97,850
|
|
4.60%, 05/26/45
|
244
|
211,774
|
|
4.70%, 12/09/35
|
30
|
29,402
|
|
4.88%, 07/15/40(a)
|
153
|
144,237
|
|
4.88%, 12/09/45
|
527
|
474,508
|
|
5.15%, 09/09/52(a)
|
115
|
105,138
|
|
5.70%, 02/01/39
|
80
|
82,971
|
|
6.30%, 10/15/37
|
277
|
302,023
|
|
6.30%, 03/01/38
|
202
|
220,080
|
|
O'Reilly Automotive, Inc., 4.20%, 04/01/30
|
49
|
48,292
|
|
Starbucks Corp.
|
|
|
|
2.25%, 03/12/30
|
61
|
56,044
|
|
3.35%, 03/12/50
|
160
|
109,073
|
|
3.50%, 03/01/28
|
75
|
73,961
|
|
3.50%, 11/15/50(a)
|
319
|
222,725
|
|
3.55%, 08/15/29(a)
|
5
|
4,877
|
|
3.75%, 12/01/47
|
190
|
141,376
|
|
4.30%, 06/15/45
|
129
|
106,293
|
|
4.45%, 08/15/49
|
298
|
245,114
|
|
4.50%, 11/15/48
|
94
|
78,179
|
|
Target Corp.
|
|
|
|
2.35%, 02/15/30
|
156
|
145,023
|
|
2.65%, 09/15/30
|
50
|
46,411
|
|
3.38%, 04/15/29
|
242
|
236,170
|
|
3.63%, 04/15/46
|
411
|
310,076
|
|
3.90%, 11/15/47
|
52
|
40,413
|
|
4.00%, 07/01/42
|
475
|
397,716
|
|
4.50%, 09/15/32(a)
|
261
|
261,397
|
|
6.35%, 11/01/32
|
460
|
501,650
|
|
6.50%, 10/15/37
|
327
|
362,554
|
|
7.00%, 01/15/38
|
205
|
237,008
|
|
TJX Companies, Inc.(The)
|
|
|
|
3.88%, 04/15/30
|
50
|
49,093
|
|
4.50%, 04/15/50
|
219
|
187,101
|
|
Tractor Supply Co.
|
|
|
|
1.75%, 11/01/30
|
2,017
|
1,778,728
|
|
5.25%, 05/15/33
|
2,092
|
2,102,641
|
|
|
|
33,748,767
|
|
Semiconductors — 3.2%
|
||
|
Analog Devices, Inc.
|
|
|
|
2.10%, 10/01/31
|
240
|
211,966
|
|
4.25%, 06/15/28
|
170
|
169,881
|
|
4.50%, 06/15/30
|
170
|
169,844
|
|
5.05%, 04/01/34
|
1,160
|
1,180,267
|
|
5.30%, 04/01/54
|
30
|
28,754
|
|
Applied Materials, Inc.
|
|
|
|
1.75%, 06/01/30
|
657
|
591,630
|
|
Security
|
Par
(000
)
|
Value
|
|
Semiconductors (continued)
|
||
|
2.75%, 06/01/50
|
$310
|
$197,343
|
|
4.00%, 01/15/31
|
115
|
112,553
|
|
4.35%, 04/01/47
|
336
|
286,501
|
|
4.60%, 01/15/36
|
275
|
266,942
|
|
4.80%, 06/15/29
|
598
|
606,221
|
|
5.10%, 10/01/35(a)
|
981
|
994,365
|
|
5.85%, 06/15/41
|
287
|
302,069
|
|
Broadcom, Inc.
|
|
|
|
2.60%, 02/15/33
|
115
|
100,296
|
|
3.14%, 11/15/35(b)
|
901
|
766,852
|
|
3.19%, 11/15/36(b)
|
574
|
480,393
|
|
3.42%, 04/15/33
|
451
|
412,113
|
|
3.47%, 04/15/34
|
482
|
434,067
|
|
3.50%, 02/15/41
|
495
|
396,155
|
|
3.75%, 02/15/51
|
236
|
176,763
|
|
4.15%, 11/15/30
|
133
|
130,697
|
|
4.15%, 04/15/32(b)
|
160
|
154,598
|
|
4.20%, 10/15/30
|
55
|
54,157
|
|
4.30%, 01/15/31
|
70
|
69,168
|
|
4.30%, 11/15/32
|
309
|
300,106
|
|
4.60%, 07/15/30
|
160
|
159,967
|
|
4.60%, 01/15/33(a)
|
150
|
147,740
|
|
4.80%, 10/15/34
|
165
|
162,301
|
|
4.80%, 02/15/36
|
415
|
403,753
|
|
4.90%, 02/15/38
|
400
|
386,245
|
|
4.93%, 05/15/37(b)
|
680
|
660,374
|
|
4.95%, 01/15/36
|
60
|
59,258
|
|
5.00%, 04/15/30
|
378
|
383,381
|
|
5.20%, 07/15/35
|
480
|
482,403
|
|
5.70%, 01/15/56
|
165
|
164,511
|
|
Intel Corp.
|
|
|
|
1.60%, 08/12/28
|
1,054
|
991,972
|
|
2.00%, 08/12/31
|
286
|
249,603
|
|
2.45%, 11/15/29
|
235
|
218,894
|
|
3.05%, 08/12/51
|
376
|
235,759
|
|
3.10%, 02/15/60
|
147
|
84,657
|
|
3.20%, 08/12/61
|
48
|
28,107
|
|
3.25%, 11/15/49
|
388
|
254,249
|
|
3.73%, 12/08/47
|
293
|
212,377
|
|
3.75%, 08/05/27
|
618
|
614,189
|
|
3.90%, 03/25/30
|
152
|
147,794
|
|
4.00%, 08/05/29
|
350
|
344,041
|
|
4.00%, 12/15/32
|
390
|
368,815
|
|
4.10%, 05/19/46
|
191
|
148,643
|
|
4.10%, 05/11/47
|
148
|
114,075
|
|
4.15%, 08/05/32
|
110
|
105,710
|
|
4.25%, 12/15/42(a)
|
137
|
113,483
|
|
4.65%, 06/01/31
|
520
|
516,003
|
|
4.75%, 03/25/50
|
544
|
451,655
|
|
4.80%, 10/01/41
|
310
|
277,648
|
|
4.88%, 02/10/28
|
181
|
182,183
|
|
4.90%, 07/29/45(a)
|
385
|
336,141
|
|
4.90%, 08/05/52
|
245
|
207,113
|
|
4.95%, 03/25/60
|
184
|
153,429
|
|
5.00%, 08/15/33
|
530
|
528,400
|
|
5.05%, 08/05/62
|
127
|
106,457
|
|
5.13%, 02/10/30
|
225
|
228,399
|
|
5.15%, 02/21/34(a)
|
415
|
416,682
|
|
5.20%, 02/10/33
|
890
|
901,705
|
|
5.30%, 05/15/36
|
485
|
484,425
|
|
5.70%, 02/10/53
|
359
|
340,386
|
|
Security
|
Par
(000
)
|
Value
|
|
Semiconductors (continued)
|
||
|
5.90%, 02/10/63
|
$140
|
$134,755
|
|
6.13%, 05/15/56
|
575
|
578,708
|
|
6.20%, 05/15/66
|
425
|
427,133
|
|
KLA Corp.
|
|
|
|
3.30%, 03/01/50
|
63
|
43,497
|
|
4.95%, 07/15/52
|
35
|
31,705
|
|
5.00%, 03/15/49
|
25
|
22,927
|
|
5.25%, 07/15/62
|
125
|
115,354
|
|
Lam Research Corp.
|
|
|
|
1.90%, 06/15/30
|
1,065
|
965,165
|
|
2.88%, 06/15/50
|
346
|
221,397
|
|
3.13%, 06/15/60
|
198
|
122,174
|
|
4.00%, 03/15/29
|
1,037
|
1,027,942
|
|
4.88%, 03/15/49
|
259
|
235,315
|
|
Marvell Technology, Inc.
|
|
|
|
2.95%, 04/15/31
|
85
|
78,306
|
|
5.30%, 04/15/36
|
200
|
200,215
|
|
5.95%, 09/15/33
|
80
|
84,422
|
|
Micron Technology, Inc.
|
|
|
|
2.70%, 04/15/32
|
293
|
262,928
|
|
3.48%, 11/01/51
|
314
|
223,844
|
|
NVIDIA Corp.
|
|
|
|
2.00%, 06/15/31
|
1,758
|
1,574,512
|
|
2.85%, 04/01/30(a)
|
2,324
|
2,204,777
|
|
NXP BV/NXP Funding LLC, 5.55%, 12/01/28
|
1,890
|
1,931,804
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc.
|
|
|
|
2.50%, 05/11/31
|
797
|
716,153
|
|
2.65%, 02/15/32
|
355
|
315,364
|
|
3.13%, 02/15/42(a)
|
52
|
37,744
|
|
3.25%, 05/11/41
|
245
|
186,028
|
|
3.25%, 11/30/51(a)
|
240
|
158,842
|
|
3.40%, 05/01/30
|
410
|
391,303
|
|
4.30%, 08/19/28
|
530
|
527,918
|
|
4.30%, 06/18/29
|
1,138
|
1,128,063
|
|
4.40%, 06/01/27
|
255
|
255,297
|
|
4.85%, 08/19/32
|
75
|
74,363
|
|
5.00%, 01/15/33
|
529
|
528,683
|
|
5.25%, 08/19/35
|
495
|
496,092
|
|
Qorvo, Inc., 4.38%, 10/15/29
|
55
|
53,906
|
|
QUALCOMM, Inc.
|
|
|
|
4.30%, 05/20/47
|
285
|
236,278
|
|
4.50%, 05/20/52(a)
|
265
|
221,345
|
|
4.65%, 05/20/35(a)
|
210
|
207,316
|
|
4.80%, 05/20/45
|
256
|
230,698
|
|
6.00%, 05/20/53(a)
|
190
|
196,760
|
|
Texas Instruments, Inc.
|
|
|
|
1.75%, 05/04/30
|
974
|
880,588
|
|
1.90%, 09/15/31
|
735
|
646,570
|
|
2.25%, 09/04/29
|
1,078
|
1,009,764
|
|
2.70%, 09/15/51
|
373
|
228,290
|
|
2.90%, 11/03/27(a)
|
588
|
578,623
|
|
3.65%, 08/16/32
|
562
|
535,348
|
|
3.88%, 03/15/39
|
158
|
139,323
|
|
4.15%, 05/15/48
|
509
|
421,715
|
|
4.60%, 02/15/28(a)
|
839
|
844,686
|
|
4.60%, 02/08/29
|
410
|
414,501
|
|
4.85%, 02/08/34
|
665
|
671,032
|
|
4.90%, 03/14/33(a)
|
340
|
346,155
|
|
TSMC Arizona Corp.
|
|
|
|
2.50%, 10/25/31
|
466
|
422,904
|
|
3.13%, 10/25/41
|
20
|
16,298
|
|
Security
|
Par
(000
)
|
Value
|
|
Semiconductors (continued)
|
||
|
3.25%, 10/25/51
|
$332
|
$250,072
|
|
4.13%, 04/22/29
|
143
|
142,332
|
|
4.25%, 04/22/32
|
305
|
302,573
|
|
4.50%, 04/22/52
|
290
|
270,498
|
|
|
|
45,536,933
|
|
Shipbuilding — 0.1%
|
||
|
Huntington Ingalls Industries, Inc.
|
|
|
|
2.04%, 08/16/28
|
425
|
402,522
|
|
3.48%, 12/01/27
|
124
|
122,201
|
|
4.20%, 05/01/30
|
413
|
404,247
|
|
5.35%, 01/15/30
|
50
|
50,972
|
|
5.75%, 01/15/35
|
30
|
31,072
|
|
|
|
1,011,014
|
|
Software — 3.8%
|
||
|
Adobe, Inc.
|
|
|
|
2.30%, 02/01/30
|
3,334
|
3,088,614
|
|
4.80%, 04/04/29
|
25
|
25,311
|
|
4.95%, 04/04/34(a)
|
525
|
524,420
|
|
5.30%, 01/17/35(a)
|
355
|
361,104
|
|
Autodesk, Inc.
|
|
|
|
2.40%, 12/15/31
|
1,510
|
1,331,048
|
|
2.85%, 01/15/30
|
930
|
873,852
|
|
3.50%, 06/15/27
|
1,103
|
1,093,269
|
|
5.30%, 06/15/35
|
435
|
434,993
|
|
Broadridge Financial Solutions, Inc.
|
|
|
|
2.60%, 05/01/31
|
922
|
824,177
|
|
2.90%, 12/01/29
|
729
|
683,569
|
|
5.75%, 05/15/36
|
125
|
125,458
|
|
Cadence Design Systems, Inc.
|
|
|
|
4.20%, 09/10/27
|
500
|
499,165
|
|
4.30%, 09/10/29
|
1,160
|
1,153,154
|
|
4.70%, 09/10/34
|
1,155
|
1,138,006
|
|
Concentrix Corp., 6.85%, 08/02/33(a)
|
85
|
77,624
|
|
Fidelity National Information Services, Inc.
|
|
|
|
4.50%, 08/15/46
|
32
|
25,950
|
|
5.10%, 07/15/32(a)
|
565
|
567,009
|
|
Fiserv, Inc.
|
|
|
|
3.50%, 07/01/29(a)
|
30
|
28,845
|
|
4.40%, 07/01/49
|
423
|
324,409
|
|
4.55%, 02/15/31
|
50
|
48,994
|
|
5.25%, 08/11/35(a)
|
55
|
53,828
|
|
Intuit, Inc.
|
|
|
|
1.35%, 07/15/27
|
500
|
484,529
|
|
1.65%, 07/15/30(a)
|
1,030
|
915,359
|
|
5.13%, 09/15/28
|
795
|
807,055
|
|
5.20%, 09/15/33(a)
|
1,335
|
1,349,935
|
|
5.50%, 09/15/53(a)
|
407
|
367,398
|
|
Microsoft Corp.
|
|
|
|
2.53%, 06/01/50
|
471
|
283,642
|
|
2.68%, 06/01/60
|
446
|
250,032
|
|
2.92%, 03/17/52
|
815
|
524,478
|
|
3.04%, 03/17/62
|
210
|
128,752
|
|
3.45%, 08/08/36(a)
|
543
|
487,810
|
|
3.50%, 02/12/35(a)
|
1,489
|
1,384,370
|
|
3.50%, 11/15/42
|
116
|
93,664
|
|
3.95%, 08/08/56
|
518
|
396,223
|
|
4.00%, 02/12/55(a)
|
466
|
362,281
|
|
4.10%, 02/06/37(a)
|
520
|
493,743
|
|
4.20%, 11/03/35(a)
|
275
|
268,757
|
|
4.25%, 02/06/47
|
309
|
264,404
|
|
Security
|
Par
(000
)
|
Value
|
|
Software (continued)
|
||
|
4.45%, 11/03/45
|
$125
|
$111,746
|
|
4.50%, 10/01/40
|
155
|
148,132
|
|
4.50%, 02/06/57
|
391
|
333,844
|
|
5.30%, 02/08/41(a)
|
230
|
236,208
|
|
Oracle Corp.
|
|
|
|
2.95%, 04/01/30
|
125
|
115,238
|
|
3.25%, 05/15/30
|
192
|
179,167
|
|
3.60%, 04/01/40
|
525
|
388,482
|
|
3.60%, 04/01/50
|
765
|
476,038
|
|
3.65%, 03/25/41
|
565
|
412,594
|
|
3.80%, 11/15/37
|
207
|
167,916
|
|
3.85%, 07/15/36
|
434
|
363,875
|
|
3.85%, 04/01/60
|
812
|
489,783
|
|
3.90%, 05/15/35
|
462
|
397,384
|
|
3.95%, 03/25/51
|
649
|
425,751
|
|
4.00%, 07/15/46
|
791
|
549,084
|
|
4.00%, 11/15/47(a)
|
565
|
385,662
|
|
4.10%, 03/25/61
|
429
|
271,936
|
|
4.13%, 05/15/45
|
481
|
341,620
|
|
4.20%, 09/27/29
|
105
|
102,343
|
|
4.30%, 07/08/34
|
630
|
569,005
|
|
4.38%, 05/15/55
|
462
|
316,510
|
|
4.50%, 07/08/44
|
285
|
216,943
|
|
4.90%, 02/06/33
|
240
|
230,463
|
|
5.20%, 09/26/35
|
450
|
427,899
|
|
5.38%, 07/15/40
|
530
|
477,341
|
|
5.38%, 09/27/54
|
535
|
428,759
|
|
5.50%, 08/03/35
|
5
|
4,849
|
|
5.50%, 09/27/64
|
530
|
418,192
|
|
5.55%, 02/06/53
|
356
|
294,271
|
|
5.70%, 02/04/36
|
1,200
|
1,179,076
|
|
5.88%, 09/26/45
|
70
|
62,504
|
|
5.95%, 09/26/55
|
915
|
800,081
|
|
6.00%, 08/03/55(a)
|
295
|
257,716
|
|
6.10%, 09/26/65
|
520
|
447,475
|
|
6.13%, 07/08/39
|
300
|
295,206
|
|
6.13%, 08/03/65
|
205
|
177,348
|
|
6.25%, 11/09/32
|
485
|
502,166
|
|
6.50%, 04/15/38
|
414
|
424,279
|
|
6.55%, 02/04/46
|
40
|
38,517
|
|
6.70%, 02/04/56
|
1,010
|
972,699
|
|
6.85%, 02/04/66
|
330
|
316,898
|
|
6.90%, 11/09/52
|
455
|
447,522
|
|
Paychex, Inc., 5.60%, 04/15/35(a)
|
15
|
15,134
|
|
Roper Technologies, Inc., 2.95%, 09/15/29(a)
|
6
|
5,684
|
|
Salesforce, Inc.
|
|
|
|
2.70%, 07/15/41
|
35
|
24,129
|
|
2.90%, 07/15/51
|
429
|
253,585
|
|
3.70%, 04/11/28
|
5,036
|
4,978,689
|
|
5.55%, 03/15/36
|
1,045
|
1,051,323
|
|
6.55%, 03/15/56
|
510
|
520,306
|
|
6.70%, 03/15/66
|
425
|
440,750
|
|
ServiceNow, Inc.
|
|
|
|
1.40%, 09/01/30
|
2,696
|
2,367,541
|
|
4.25%, 05/15/28(a)
|
60
|
59,995
|
|
4.70%, 08/15/31(a)
|
1,080
|
1,079,699
|
|
5.05%, 05/15/33
|
85
|
85,376
|
|
5.40%, 05/15/36
|
210
|
211,608
|
|
Series ., 6.30%, 05/15/56(a)
|
35
|
36,095
|
|
Synopsys, Inc.
|
|
|
|
4.85%, 04/01/30
|
940
|
945,038
|
|
Security
|
Par
(000
)
|
Value
|
|
Software (continued)
|
||
|
5.00%, 04/01/32
|
$905
|
$910,721
|
|
5.15%, 04/01/35
|
1,360
|
1,357,389
|
|
5.70%, 04/01/55
|
345
|
336,429
|
|
VMware LLC, 4.70%, 05/15/30
|
796
|
798,448
|
|
Workday, Inc.
|
|
|
|
3.70%, 04/01/29
|
828
|
807,195
|
|
3.80%, 04/01/32
|
850
|
793,859
|
|
|
|
54,426,746
|
|
Telecommunications — 3.6%
|
||
|
America Movil SAB de CV
|
|
|
|
2.88%, 05/07/30
|
140
|
130,457
|
|
4.38%, 07/16/42
|
125
|
108,374
|
|
4.38%, 04/22/49
|
302
|
249,225
|
|
4.70%, 07/21/32
|
285
|
280,998
|
|
6.13%, 11/15/37
|
163
|
171,180
|
|
6.13%, 03/30/40
|
540
|
564,909
|
|
6.38%, 03/01/35
|
225
|
243,486
|
|
AT&T, Inc.
|
|
|
|
3.30%, 02/01/52
|
390
|
248,483
|
|
3.50%, 09/15/53
|
1,345
|
889,345
|
|
3.50%, 02/01/61
|
280
|
174,111
|
|
3.55%, 09/15/55
|
1,475
|
962,387
|
|
3.65%, 06/01/51
|
580
|
399,797
|
|
3.65%, 09/15/59
|
1,221
|
796,648
|
|
3.80%, 12/01/57
|
1,174
|
797,388
|
|
3.85%, 06/01/60
|
387
|
261,889
|
|
4.10%, 02/15/28
|
180
|
179,268
|
|
4.30%, 02/15/30
|
40
|
39,624
|
|
4.30%, 12/15/42
|
365
|
304,027
|
|
4.35%, 03/01/29
|
5
|
4,987
|
|
4.35%, 06/15/45
|
122
|
99,031
|
|
4.50%, 05/15/35(a)
|
733
|
695,682
|
|
4.50%, 03/09/48
|
311
|
251,534
|
|
4.55%, 03/09/49
|
246
|
198,617
|
|
4.75%, 05/15/46
|
563
|
478,520
|
|
4.80%, 06/15/44
|
60
|
51,932
|
|
4.85%, 03/01/39
|
346
|
322,772
|
|
4.85%, 07/15/45
|
50
|
43,498
|
|
4.90%, 08/15/37(a)
|
30
|
28,830
|
|
5.15%, 03/15/42(a)
|
57
|
52,501
|
|
5.15%, 11/15/46
|
250
|
224,361
|
|
5.15%, 02/15/50
|
306
|
269,261
|
|
5.25%, 03/01/37
|
719
|
713,163
|
|
5.35%, 09/01/40
|
282
|
274,303
|
|
5.45%, 03/01/47
|
286
|
265,521
|
|
5.55%, 08/15/41
|
167
|
162,665
|
|
5.65%, 02/15/47
|
154
|
148,216
|
|
5.70%, 03/01/57(a)
|
212
|
201,263
|
|
6.00%, 08/15/40
|
233
|
238,378
|
|
6.00%, 04/30/56
|
10
|
9,817
|
|
6.20%, 10/30/56
|
70
|
70,437
|
|
6.30%, 01/15/38
|
145
|
154,189
|
|
6.30%, 10/30/66
|
220
|
220,846
|
|
6.38%, 03/01/41
|
255
|
269,821
|
|
6.55%, 02/15/39(a)
|
60
|
65,165
|
|
Bell Telephone Co. of Canada or Bell Canada
|
|
|
|
3.65%, 08/15/52
|
60
|
41,795
|
|
4.30%, 07/29/49
|
43
|
34,078
|
|
4.46%, 04/01/48
|
68
|
56,767
|
|
Series US-4, 3.65%, 03/17/51
|
25
|
17,591
|
|
Series US-6, 3.20%, 02/15/52
|
5
|
3,223
|
|
Security
|
Par
(000
)
|
Value
|
|
Telecommunications (continued)
|
||
|
British Telecommunications PLC
|
|
|
|
5.13%, 12/04/28
|
$497
|
$502,802
|
|
9.63%, 12/15/30
|
1,516
|
1,804,816
|
|
Cisco Systems, Inc.
|
|
|
|
4.75%, 02/24/30
|
100
|
101,278
|
|
5.30%, 02/26/54(a)
|
409
|
388,819
|
|
5.35%, 02/26/64
|
75
|
70,508
|
|
5.50%, 01/15/40
|
684
|
699,924
|
|
5.50%, 02/24/55
|
50
|
48,928
|
|
5.90%, 02/15/39
|
732
|
778,889
|
|
Corning, Inc.
|
|
|
|
4.38%, 11/15/57
|
378
|
303,109
|
|
4.70%, 03/15/37
|
40
|
38,450
|
|
5.45%, 11/15/79
|
80
|
73,725
|
|
Deutsche Telekom International Finance BV,
8.75%, 06/15/30
|
372
|
420,709
|
|
Juniper Networks, Inc.
|
|
|
|
3.75%, 08/15/29
|
72
|
69,861
|
|
5.95%, 03/15/41
|
140
|
140,276
|
|
Koninklijke KPN NV, 8.38%, 10/01/30
|
2,771
|
3,165,508
|
|
Motorola Solutions, Inc.
|
|
|
|
2.30%, 11/15/30
|
75
|
67,752
|
|
4.60%, 02/23/28
|
264
|
265,092
|
|
4.60%, 05/23/29
|
282
|
282,423
|
|
5.55%, 08/15/35
|
120
|
122,502
|
|
5.60%, 06/01/32
|
105
|
108,495
|
|
Nokia OYJ
|
|
|
|
4.38%, 06/12/27
|
1,835
|
1,828,205
|
|
6.63%, 05/15/39
|
188
|
199,641
|
|
Orange SA
|
|
|
|
5.38%, 01/13/42
|
238
|
230,933
|
|
5.50%, 02/06/44
|
191
|
186,910
|
|
9.00%, 03/01/31
|
1,002
|
1,176,982
|
|
Rogers Communications, Inc.
|
|
|
|
3.70%, 11/15/49
|
324
|
234,173
|
|
4.30%, 02/15/48
|
290
|
228,146
|
|
4.35%, 05/01/49(a)
|
245
|
193,746
|
|
4.50%, 03/15/43(a)
|
149
|
124,257
|
|
4.55%, 03/15/52
|
204
|
162,108
|
|
5.00%, 03/15/44
|
287
|
254,896
|
|
5.45%, 10/01/43
|
200
|
187,038
|
|
7.50%, 08/15/38
|
274
|
312,341
|
|
Sprint Capital Corp., 8.75%, 03/15/32
|
275
|
326,005
|
|
Telefonica Emisiones SA
|
|
|
|
4.67%, 03/06/38
|
75
|
68,454
|
|
4.90%, 03/06/48
|
213
|
180,687
|
|
5.21%, 03/08/47
|
519
|
461,157
|
|
5.52%, 03/01/49
|
165
|
151,544
|
|
7.05%, 06/20/36
|
614
|
680,877
|
|
Telefonica Europe BV, 8.25%, 09/15/30
|
426
|
480,480
|
|
TELUS Corp.
|
|
|
|
3.70%, 09/15/27
|
821
|
812,758
|
|
4.60%, 11/16/48(a)
|
20
|
16,702
|
|
T-Mobile USA, Inc.
|
|
|
|
2.63%, 02/15/29
|
60
|
57,153
|
|
2.88%, 02/15/31
|
540
|
497,948
|
|
3.00%, 02/15/41(a)
|
210
|
156,144
|
|
3.30%, 02/15/51
|
811
|
536,480
|
|
3.40%, 10/15/52
|
655
|
435,151
|
|
3.50%, 04/15/31
|
910
|
862,100
|
|
3.60%, 11/15/60
|
669
|
440,308
|
|
Security
|
Par
(000
)
|
Value
|
|
Telecommunications (continued)
|
||
|
3.88%, 04/15/30(a)
|
$537
|
$522,568
|
|
4.38%, 04/15/40
|
360
|
319,360
|
|
4.50%, 04/15/50
|
913
|
744,284
|
|
5.20%, 01/15/33
|
104
|
105,768
|
|
5.65%, 01/15/53
|
225
|
214,453
|
|
5.80%, 09/15/62
|
216
|
209,899
|
|
Verizon Communications, Inc.
|
|
|
|
2.36%, 03/15/32
|
505
|
443,381
|
|
2.55%, 03/21/31
|
395
|
360,377
|
|
2.65%, 11/20/40(a)
|
430
|
305,835
|
|
2.88%, 11/20/50
|
473
|
292,418
|
|
2.99%, 10/30/56
|
832
|
493,533
|
|
3.00%, 11/20/60(a)
|
542
|
315,471
|
|
3.15%, 03/22/30
|
25
|
23,817
|
|
3.40%, 03/22/41
|
35
|
27,242
|
|
3.55%, 03/22/51
|
752
|
528,911
|
|
3.70%, 03/22/61(a)
|
816
|
551,747
|
|
3.85%, 11/01/42
|
208
|
167,727
|
|
3.88%, 02/08/29
|
57
|
56,371
|
|
4.00%, 03/22/50
|
60
|
45,995
|
|
4.02%, 12/03/29
|
119
|
117,294
|
|
4.13%, 08/15/46(a)
|
210
|
168,824
|
|
4.27%, 01/15/36(a)
|
953
|
883,655
|
|
4.33%, 09/21/28(a)
|
121
|
121,013
|
|
4.40%, 11/01/34
|
716
|
682,042
|
|
4.50%, 08/10/33
|
772
|
750,570
|
|
4.52%, 09/15/48
|
510
|
423,811
|
|
4.67%, 03/15/55
|
405
|
333,740
|
|
4.75%, 11/01/41
|
306
|
276,305
|
|
4.81%, 03/15/39
|
437
|
409,605
|
|
4.86%, 08/21/46
|
752
|
662,713
|
|
5.00%, 01/15/36
|
45
|
44,166
|
|
5.01%, 04/15/49
|
208
|
183,501
|
|
5.01%, 08/21/54
|
390
|
340,344
|
|
5.25%, 03/16/37
|
841
|
835,503
|
|
5.40%, 07/02/37
|
74
|
74,257
|
|
5.50%, 03/16/47(a)
|
552
|
529,112
|
|
5.85%, 09/15/35
|
150
|
157,488
|
|
5.88%, 11/30/55
|
290
|
285,141
|
|
6.00%, 11/30/65
|
645
|
635,569
|
|
6.40%, 09/15/33
|
135
|
146,359
|
|
6.55%, 09/15/43
|
335
|
362,507
|
|
7.75%, 12/01/30
|
140
|
157,078
|
|
Vodafone Group PLC
|
|
|
|
4.25%, 09/17/50
|
266
|
206,350
|
|
4.38%, 02/19/43
|
350
|
295,933
|
|
4.88%, 06/19/49
|
399
|
341,792
|
|
5.00%, 05/30/38(a)
|
140
|
137,047
|
|
5.25%, 05/30/48
|
578
|
524,843
|
|
6.15%, 02/27/37
|
287
|
308,372
|
|
6.25%, 11/30/32
|
407
|
434,487
|
|
7.88%, 02/15/30
|
641
|
711,112
|
|
|
|
50,677,240
|
|
Toys, Games & Hobbies — 0.2%
|
||
|
Hasbro, Inc.
|
|
|
|
3.50%, 09/15/27
|
627
|
619,658
|
|
3.90%, 11/19/29
|
1,155
|
1,126,116
|
|
4.65%, 03/12/31(a)
|
35
|
34,612
|
|
6.05%, 05/14/34
|
464
|
484,944
|
|
6.35%, 03/15/40
|
45
|
47,028
|
|
Security
|
Par
(000
)
|
Value
|
|
Toys, Games & Hobbies (continued)
|
||
|
Mattel, Inc., 5.45%, 11/01/41
|
$35
|
$32,129
|
|
|
|
2,344,487
|
|
Transportation — 2.0%
|
||
|
Burlington Northern Santa Fe LLC
|
|
|
|
3.05%, 02/15/51
|
369
|
240,083
|
|
3.55%, 02/15/50
|
323
|
234,049
|
|
3.90%, 08/01/46
|
160
|
126,066
|
|
4.05%, 06/15/48
|
225
|
178,973
|
|
4.13%, 06/15/47
|
205
|
166,533
|
|
4.15%, 12/15/48
|
224
|
181,129
|
|
4.38%, 09/01/42
|
18
|
15,820
|
|
4.40%, 03/15/42
|
10
|
8,870
|
|
4.70%, 09/01/45
|
118
|
105,277
|
|
4.90%, 04/01/44
|
30
|
27,797
|
|
4.95%, 09/15/41
|
15
|
14,364
|
|
5.05%, 03/01/41(a)
|
45
|
43,921
|
|
5.40%, 06/01/41
|
45
|
45,266
|
|
5.75%, 05/01/40
|
56
|
58,469
|
|
6.15%, 05/01/37
|
30
|
32,796
|
|
6.20%, 08/15/36
|
20
|
21,872
|
|
Canadian National Railway Co.
|
|
|
|
2.45%, 05/01/50
|
527
|
309,603
|
|
3.20%, 08/02/46
|
471
|
334,388
|
|
3.65%, 02/03/48
|
479
|
360,432
|
|
4.35%, 05/12/29
|
75
|
74,827
|
|
4.45%, 01/20/49
|
315
|
267,048
|
|
4.75%, 11/12/35(a)
|
75
|
73,818
|
|
4.95%, 05/12/36
|
100
|
99,533
|
|
6.20%, 06/01/36
|
233
|
252,987
|
|
6.25%, 08/01/34
|
223
|
243,281
|
|
6.38%, 11/15/37
|
252
|
278,682
|
|
6.90%, 07/15/28(a)
|
60
|
63,101
|
|
Canadian Pacific Railway Co.
|
|
|
|
2.05%, 03/05/30
|
117
|
106,882
|
|
3.10%, 12/02/51
|
688
|
449,105
|
|
4.00%, 06/01/28
|
20
|
19,849
|
|
4.20%, 11/15/69
|
159
|
118,417
|
|
4.80%, 09/15/35
|
153
|
151,149
|
|
4.80%, 08/01/45
|
195
|
175,369
|
|
5.95%, 05/15/37
|
76
|
80,649
|
|
6.13%, 09/15/2115
|
226
|
233,706
|
|
7.13%, 10/15/31
|
87
|
96,409
|
|
CH Robinson Worldwide, Inc., 4.20%, 04/15/28
|
2,894
|
2,873,307
|
|
CSX Corp.
|
|
|
|
2.40%, 02/15/30
|
298
|
276,661
|
|
3.25%, 06/01/27
|
10
|
9,905
|
|
3.35%, 09/15/49
|
199
|
139,250
|
|
3.80%, 03/01/28
|
53
|
52,580
|
|
3.80%, 11/01/46
|
301
|
233,042
|
|
3.80%, 04/15/50
|
198
|
149,992
|
|
3.95%, 05/01/50
|
274
|
211,613
|
|
4.10%, 03/15/44
|
233
|
193,508
|
|
4.25%, 03/15/29
|
273
|
271,906
|
|
4.25%, 11/01/66
|
297
|
226,100
|
|
4.30%, 03/01/48
|
309
|
254,723
|
|
4.40%, 03/01/43
|
194
|
169,928
|
|
4.50%, 03/15/49
|
188
|
157,994
|
|
4.50%, 08/01/54
|
222
|
184,986
|
|
4.65%, 03/01/68
|
80
|
65,692
|
|
4.75%, 05/30/42
|
169
|
155,370
|
|
4.75%, 11/15/48
|
214
|
189,694
|
|
Security
|
Par
(000
)
|
Value
|
|
Transportation (continued)
|
||
|
5.50%, 04/15/41
|
$168
|
$169,197
|
|
6.00%, 10/01/36(a)
|
121
|
129,636
|
|
6.15%, 05/01/37
|
250
|
270,086
|
|
6.22%, 04/30/40
|
150
|
162,412
|
|
FedEx Corp.
|
|
|
|
3.10%, 08/05/29
|
159
|
152,261
|
|
3.25%, 05/15/41
|
30
|
22,760
|
|
4.25%, 05/15/30
|
93
|
91,839
|
|
4.75%, 11/15/45
|
308
|
264,205
|
|
4.95%, 10/17/48
|
5
|
4,406
|
|
5.25%, 05/15/50(a)
|
200
|
184,732
|
|
GXO Logistics, Inc.
|
|
|
|
2.65%, 07/15/31
|
667
|
591,357
|
|
6.50%, 05/06/34
|
40
|
41,845
|
|
Norfolk Southern Corp.
|
|
|
|
2.55%, 11/01/29
|
163
|
153,146
|
|
2.90%, 08/25/51
|
220
|
136,914
|
|
3.16%, 05/15/55
|
250
|
159,555
|
|
3.40%, 11/01/49
|
214
|
148,880
|
|
3.70%, 03/15/53
|
125
|
89,451
|
|
3.80%, 08/01/28
|
360
|
355,886
|
|
3.94%, 11/01/47
|
359
|
279,266
|
|
3.95%, 10/01/42
|
183
|
150,276
|
|
4.05%, 08/15/52
|
455
|
350,086
|
|
4.10%, 05/15/49
|
131
|
102,600
|
|
4.10%, 05/15/2121
|
168
|
115,941
|
|
4.15%, 02/28/48
|
263
|
211,869
|
|
4.45%, 06/15/45
|
148
|
127,146
|
|
4.65%, 01/15/46
|
153
|
134,135
|
|
4.84%, 10/01/41(a)
|
308
|
286,443
|
|
5.10%, 08/01/2118
|
95
|
81,700
|
|
Ryder System, Inc.
|
|
|
|
4.30%, 06/15/27
|
63
|
62,936
|
|
4.30%, 12/01/30(a)
|
840
|
826,136
|
|
4.85%, 06/15/30
|
125
|
125,902
|
|
4.90%, 12/01/29
|
35
|
35,288
|
|
4.95%, 09/01/29
|
590
|
596,492
|
|
5.00%, 03/15/30
|
595
|
602,487
|
|
5.25%, 06/01/28
|
1,043
|
1,058,194
|
|
5.38%, 03/15/29
|
145
|
148,168
|
|
5.50%, 06/01/29
|
367
|
376,099
|
|
5.65%, 03/01/28(a)
|
475
|
484,833
|
|
6.30%, 12/01/28
|
530
|
551,541
|
|
6.60%, 12/01/33
|
1,168
|
1,278,347
|
|
Union Pacific Corp.
|
|
|
|
2.95%, 03/10/52
|
210
|
133,133
|
|
2.97%, 09/16/62
|
247
|
144,392
|
|
3.25%, 02/05/50
|
519
|
356,795
|
|
3.35%, 08/15/46
|
308
|
221,331
|
|
3.38%, 02/01/35(a)
|
100
|
89,282
|
|
3.50%, 02/14/53
|
264
|
185,757
|
|
3.55%, 08/15/39
|
55
|
46,393
|
|
3.55%, 05/20/61
|
139
|
93,644
|
|
3.60%, 09/15/37
|
15
|
13,183
|
|
3.75%, 02/05/70
|
260
|
176,186
|
|
3.80%, 10/01/51
|
391
|
293,250
|
|
3.80%, 04/06/71(a)
|
216
|
148,600
|
|
3.84%, 03/20/60
|
331
|
238,631
|
|
3.85%, 02/14/72(a)
|
142
|
98,675
|
|
3.88%, 02/01/55
|
258
|
191,819
|
|
3.95%, 09/10/28
|
20
|
19,864
|
|
Security
|
Par
(000
)
|
Value
|
|
Transportation (continued)
|
||
|
3.95%, 08/15/59
|
$273
|
$200,819
|
|
4.00%, 04/15/47
|
158
|
125,006
|
|
4.05%, 11/15/45
|
202
|
163,269
|
|
4.05%, 03/01/46(a)
|
270
|
217,931
|
|
4.10%, 09/15/67
|
256
|
188,477
|
|
4.30%, 03/01/49
|
253
|
207,905
|
|
4.50%, 09/10/48
|
268
|
226,120
|
|
6.63%, 02/01/29
|
58
|
61,400
|
|
United Parcel Service, Inc.
|
|
|
|
2.50%, 09/01/29
|
35
|
33,021
|
|
3.40%, 03/15/29
|
27
|
26,338
|
|
3.40%, 11/15/46
|
197
|
141,392
|
|
3.40%, 09/01/49(a)
|
317
|
222,711
|
|
3.63%, 10/01/42
|
146
|
115,627
|
|
3.75%, 11/15/47
|
450
|
341,119
|
|
4.25%, 03/15/49
|
336
|
271,480
|
|
4.45%, 04/01/30
|
117
|
117,398
|
|
4.88%, 11/15/40
|
393
|
373,064
|
|
5.20%, 04/01/40(a)
|
215
|
212,739
|
|
5.30%, 04/01/50
|
200
|
189,116
|
|
6.20%, 01/15/38
|
744
|
807,931
|
|
|
|
28,915,022
|
|
Trucking & Leasing — 0.2%
|
||
|
GATX Corp.
|
|
|
|
1.90%, 06/01/31
|
15
|
13,087
|
|
3.10%, 06/01/51
|
212
|
134,808
|
|
3.50%, 03/15/28
|
84
|
82,564
|
|
3.50%, 06/01/32
|
260
|
240,455
|
|
4.55%, 11/07/28(a)
|
128
|
127,817
|
|
4.70%, 04/01/29
|
158
|
158,357
|
|
4.90%, 03/15/33(a)
|
375
|
373,592
|
|
5.20%, 03/15/44(a)
|
142
|
131,009
|
|
5.45%, 09/15/33
|
285
|
289,037
|
|
5.50%, 06/15/35
|
65
|
65,716
|
|
6.05%, 03/15/34
|
522
|
549,757
|
|
6.05%, 06/05/54(a)
|
485
|
489,896
|
|
6.90%, 05/01/34
|
417
|
459,947
|
|
|
|
3,116,042
|
|
Water — 0.2%
|
||
|
American Water Capital Corp.
|
|
|
|
2.80%, 05/01/30
|
116
|
108,724
|
|
2.95%, 09/01/27
|
28
|
27,574
|
|
3.45%, 06/01/29(a)
|
25
|
24,290
|
|
3.45%, 05/01/50
|
437
|
306,526
|
|
3.75%, 09/01/28
|
124
|
122,316
|
|
3.75%, 09/01/47
|
129
|
97,968
|
|
4.00%, 12/01/46
|
226
|
177,556
|
|
4.15%, 06/01/49
|
296
|
233,806
|
|
4.20%, 09/01/48
|
289
|
231,978
|
|
4.30%, 12/01/42
|
122
|
105,892
|
|
6.59%, 10/15/37
|
237
|
265,748
|
|
Essential Utilities, Inc.
|
|
|
|
2.70%, 04/15/30
|
149
|
138,470
|
|
3.35%, 04/15/50
|
281
|
189,253
|
|
3.57%, 05/01/29
|
109
|
105,787
|
|
4.28%, 05/01/49
|
318
|
253,380
|
|
5.13%, 03/15/36
|
50
|
49,240
|
|
5.30%, 05/01/52
|
287
|
262,091
|
|
Security
|
Par
(000
)
|
Value
|
|
Water (continued)
|
||
|
United Utilities PLC, 6.88%, 08/15/28
|
$73
|
$76,373
|
|
|
|
2,776,972
|
|
Total Long-Term Investments — 98.6%
(Cost: $1,479,766,605)
|
1,403,495,146
|
|
|
|
Shares
|
|
|
Short-Term Securities
|
||
|
Money Market Funds — 7.7%
|
||
|
BlackRock Cash Funds: Institutional, SL Agency
Shares, 3.76%(e)(f)(g)
|
108,499,687
|
108,532,237
|
|
BlackRock Cash Funds: Treasury, SL Agency
Shares, 3.58%(e)(f)
|
1,930,000
|
1,930,000
|
|
Total Short-Term Securities — 7.7%
(Cost: $110,440,892)
|
110,462,237
|
|
|
Total Investments — 106.3%
(Cost: $1,590,207,497)
|
1,513,957,383
|
|
|
Liabilities in Excess of Other Assets — (6.3)%
|
(90,341,091
)
|
|
|
Net Assets — 100.0%
|
$1,423,616,292
|
|
|
(a)
|
All or a portion of this security is on loan.
|
|
(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)
|
Variable rate security. Interest rate resets periodically. The rate shown is the effective
interest rate as of period end. Security description also includes the reference rate
and spread if published and available.
|
|
(d)
|
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.
|
|
(e)
|
Affiliate of the Fund.
|
|
(f)
|
Annualized 7-day yield as of period end.
|
|
(g)
|
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
|
$101,198,992
|
$7,354,817
(a)
|
$—
|
$(10,195
)
|
$(11,377
)
|
$108,532,237
|
108,499,687
|
$62,406
(b)
|
$—
|
|
BlackRock Cash Funds: Treasury, SL
Agency Shares
|
8,610,000
|
—
|
(6,680,000
)(a)
|
—
|
—
|
1,930,000
|
1,930,000
|
36,019
|
—
|
|
|
|
|
|
$(10,195)
|
$(11,377)
|
$110,462,237
|
|
$98,425
|
$—
|
|
(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
|
|
|
|
|
|
Corporate Bonds & Notes
|
$—
|
$1,403,495,146
|
$—
|
$1,403,495,146
|
|
Short-Term Securities
|
|
|
|
|
|
Money Market Funds
|
110,462,237
|
—
|
—
|
110,462,237
|
|
|
$110,462,237
|
$1,403,495,146
|
$—
|
$1,513,957,383
|
|
Portfolio Abbreviation
|
|
|
CME
|
Chicago Mercantile Exchange
|
|
CMT
|
Constant Maturity Treasury
|
|
REIT
|
Real Estate Investment Trust
|
|
SOFR
|
Secured Overnight Financing Rate
|