| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Long-Term Investments 97.9% | |||||
| Commercial Mortgage-Backed Securities 7.5% | |||||
| BANK, Series 2019-BN16, Class A3 | 3.741 % | 02/15/52 | 200 | $191,514 | |
| Benchmark Mortgage Trust, Series 2019-B09, Class A4 | 3.751 | 03/15/52 | 200 | 191,592 | |
| CCUBS Commercial Mortgage Trust, Series 2017-C01, Class A3 | 3.283(cc) | 11/15/50 | 250 | 238,369 | |
| CFCRE Commercial Mortgage Trust, Series 2016-C07, Class A2 | 3.585 | 12/10/54 | 264 | 255,566 | |
| Citigroup Commercial Mortgage Trust, Series 2016-GC37, Class A3 | 3.050 | 04/10/49 | 137 | 134,080 | |
| Deutsche Bank Commercial Mortgage Trust, Series 2017-C06, Class A3 | 3.269 | 06/10/50 | 8 | 8,049 | |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP06, Class A4 | 3.224 | 07/15/50 | 100 | 95,489 | |
| Morgan Stanley Bank of America Merrill Lynch Trust, | |||||
| Series 2016-C29, Class A3 | 3.058 | 05/15/49 | 179 | 175,156 | |
| Series 2016-C31, Class A4 | 2.840 | 11/15/49 | 270 | 260,952 | |
| Wells Fargo Commercial Mortgage Trust, Series 2017-C40, Class A3 | 3.317 | 10/15/50 | 200 | 191,775 | |
| Total Commercial Mortgage-Backed Securities (cost $1,806,474) | 1,742,542 | ||||
| Corporate Bonds 89.5% | |||||
| Aerospace & Defense 0.9% | |||||
| Boeing Co. (The), | |||||
| Sr. Unsec’d. Notes | 3.200 | 03/01/29 | 30 | 27,420 | |
| Sr. Unsec’d. Notes | 5.930 | 05/01/60 | 145 | 135,478 | |
| HEICO Corp., Gtd. Notes | 5.350 | 08/01/33 | 50 | 50,386 | |
| 213,284 | |||||
| Agriculture 2.2% | |||||
| BAT Capital Corp. (United Kingdom), | |||||
| Gtd. Notes | 2.259 | 03/25/28 | 100 | 91,615 | |
| Gtd. Notes | 4.700 | 04/02/27 | 100 | 99,797 | |
| Imperial Brands Finance PLC (United Kingdom), Gtd. Notes, 144A, MTN | 5.500 | 02/01/30 | 200 | 203,614 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Agriculture (cont’d.) | |||||
| Philip Morris International, Inc., | |||||
| Sr. Unsec’d. Notes | 5.125 % | 02/13/31 | 15 | $15,140 | |
| Sr. Unsec’d. Notes | 5.375 | 02/15/33 | 100 | 101,341 | |
| 511,507 | |||||
| Airlines 0.6% | |||||
| Southwest Airlines Co., Sr. Unsec’d. Notes | 5.125 | 06/15/27 | 80 | 80,536 | |
| United Airlines, Inc., | |||||
| Sr. Sec’d. Notes, 144A | 4.375 | 04/15/26 | 40 | 39,300 | |
| Sr. Sec’d. Notes, 144A | 4.625 | 04/15/29 | 25 | 23,939 | |
| 143,775 | |||||
| Auto Manufacturers 2.1% | |||||
| Ford Motor Credit Co. LLC, Sr. Unsec’d. Notes | 4.950 | 05/28/27 | 200 | 197,715 | |
| General Motors Co., Sr. Unsec’d. Notes | 5.400 | 04/01/48 | 40 | 36,373 | |
| General Motors Financial Co., Inc., | |||||
| Sr. Unsec’d. Notes | 5.400 | 05/08/27 | 60 | 60,708 | |
| Sr. Unsec’d. Notes | 5.800 | 01/07/29 | 20 | 20,458 | |
| Stellantis Finance US, Inc., Gtd. Notes, 144A | 2.691 | 09/15/31 | 205 | 168,944 | |
| 484,198 | |||||
| Banks 24.6% | |||||
| Banco Santander SA (Spain), Sr. Non-Preferred Notes | 3.800 | 02/23/28 | 200 | 192,430 | |
| Bank of America Corp., | |||||
| Sr. Unsec’d. Notes | 2.572(ff) | 10/20/32 | 320 | 271,889 | |
| Sr. Unsec’d. Notes, MTN | 1.898(ff) | 07/23/31 | 305 | 257,366 | |
| Sr. Unsec’d. Notes, MTN | 2.087(ff) | 06/14/29 | 75 | 67,998 | |
| Sr. Unsec’d. Notes, MTN | 4.271(ff) | 07/23/29 | 240 | 234,985 | |
| Barclays PLC (United Kingdom), Sr. Unsec’d. Notes | 5.335(ff) | 09/10/35 | 200 | 195,385 | |
| BNP Paribas SA (France), Sr. Non-Preferred Notes, 144A | 2.159(ff) | 09/15/29 | 200 | 179,182 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Banks (cont’d.) | |||||
| BPCE SA (France), Sr. Non-Preferred Notes, 144A | 2.375 % | 01/14/25 | 250 | $248,673 | |
| Citigroup, Inc., | |||||
| Jr. Sub. Notes, Series V | 4.700(ff) | 01/30/25(oo) | 25 | 24,842 | |
| Sr. Unsec’d. Notes | 2.561(ff) | 05/01/32 | 155 | 132,563 | |
| Sr. Unsec’d. Notes | 4.412(ff) | 03/31/31 | 300 | 290,098 | |
| Sr. Unsec’d. Notes | 4.542(ff) | 09/19/30 | 110 | 107,758 | |
| Sub. Notes | 4.450 | 09/29/27 | 100 | 98,651 | |
| Comerica, Inc., Sr. Unsec’d. Notes | 5.982(ff) | 01/30/30 | 57 | 57,760 | |
| Goldman Sachs Group, Inc. (The), | |||||
| Sr. Unsec’d. Notes | 1.992(ff) | 01/27/32 | 65 | 54,140 | |
| Sr. Unsec’d. Notes | 2.908(ff) | 07/21/42 | 200 | 144,579 | |
| Sr. Unsec’d. Notes | 3.814(ff) | 04/23/29 | 20 | 19,280 | |
| Sr. Unsec’d. Notes | 5.016(ff) | 10/23/35 | 60 | 58,599 | |
| Huntington Bancshares, Inc., | |||||
| Sr. Unsec’d. Notes | 5.709(ff) | 02/02/35 | 40 | 40,480 | |
| Sr. Unsec’d. Notes | 6.208(ff) | 08/21/29 | 109 | 113,111 | |
| JPMorgan Chase & Co., | |||||
| Sr. Unsec’d. Notes | 1.953(ff) | 02/04/32 | 300 | 250,813 | |
| Sr. Unsec’d. Notes | 2.522(ff) | 04/22/31 | 150 | 132,452 | |
| Sr. Unsec’d. Notes | 2.545(ff) | 11/08/32 | 90 | 76,769 | |
| Sr. Unsec’d. Notes | 3.882(ff) | 07/24/38 | 35 | 30,433 | |
| Sr. Unsec’d. Notes | 4.452(ff) | 12/05/29 | 350 | 344,059 | |
| Sr. Unsec’d. Notes | 5.336(ff) | 01/23/35 | 25 | 25,222 | |
| Morgan Stanley, | |||||
| Sr. Unsec’d. Notes, GMTN | 2.239(ff) | 07/21/32 | 515 | 431,242 | |
| Sr. Unsec’d. Notes, GMTN | 4.431(ff) | 01/23/30 | 225 | 220,552 | |
| Sr. Unsec’d. Notes, MTN | 5.831(ff) | 04/19/35 | 65 | 67,588 | |
| PNC Financial Services Group, Inc. (The), Sr. Unsec’d. Notes | 6.875(ff) | 10/20/34 | 25 | 27,781 | |
| Societe Generale SA (France), | |||||
| Gtd. Notes, 144A | 2.797(ff) | 01/19/28 | 255 | 241,254 | |
| Sr. Non-Preferred Notes, 144A | 1.488(ff) | 12/14/26 | 200 | 191,254 | |
| Truist Financial Corp., | |||||
| Sr. Unsec’d. Notes, MTN | 5.711(ff) | 01/24/35 | 25 | 25,461 | |
| Sr. Unsec’d. Notes, MTN | 7.161(ff) | 10/30/29 | 30 | 32,163 | |
| UBS Group AG (Switzerland), Sr. Unsec’d. Notes, 144A | 1.305(ff) | 02/02/27 | 250 | 238,749 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Banks (cont’d.) | |||||
| Wells Fargo & Co., | |||||
| Sr. Unsec’d. Notes | 6.491 %(ff) | 10/23/34 | 35 | $37,873 | |
| Sr. Unsec’d. Notes, MTN | 2.393(ff) | 06/02/28 | 240 | 225,811 | |
| Sr. Unsec’d. Notes, MTN | 2.572(ff) | 02/11/31 | 410 | 363,117 | |
| 5,752,362 | |||||
| Beverages 1.3% | |||||
| Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc. (Belgium), Gtd. Notes | 4.900 | 02/01/46 | 185 | 172,076 | |
| Bacardi Ltd. (Bermuda), Gtd. Notes, 144A | 2.750 | 07/15/26 | 100 | 96,002 | |
| Constellation Brands, Inc., Sr. Unsec’d. Notes | 2.875 | 05/01/30 | 30 | 26,955 | |
| 295,033 | |||||
| Biotechnology 0.4% | |||||
| Amgen, Inc., | |||||
| Sr. Unsec’d. Notes | 5.600 | 03/02/43 | 70 | 70,139 | |
| Sr. Unsec’d. Notes | 5.750 | 03/02/63 | 30 | 30,007 | |
| 100,146 | |||||
| Building Materials 0.2% | |||||
| Martin Marietta Materials, Inc., | |||||
| Sr. Unsec’d. Notes | 5.150 | 12/01/34 | 25 | 24,808 | |
| Sr. Unsec’d. Notes | 5.500 | 12/01/54 | 15 | 14,690 | |
| 39,498 | |||||
| Chemicals 1.0% | |||||
| Dow Chemical Co. (The), Sr. Unsec’d. Notes | 5.250 | 11/15/41 | 30 | 28,383 | |
| DuPont de Nemours, Inc., | |||||
| Sr. Unsec’d. Notes | 4.725 | 11/15/28 | 30 | 29,982 | |
| Sr. Unsec’d. Notes | 5.419 | 11/15/48 | 5 | 5,220 | |
| FMC Corp., Sr. Unsec’d. Notes | 5.650 | 05/18/33 | 100 | 100,633 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Chemicals (cont’d.) | |||||
| Yara International ASA (Brazil), | |||||
| Sr. Unsec’d. Notes, 144A | 3.148 % | 06/04/30 | 20 | $17,849 | |
| Sr. Unsec’d. Notes, 144A | 4.750 | 06/01/28 | 40 | 39,523 | |
| 221,590 | |||||
| Commercial Services 1.6% | |||||
| California Institute of Technology, Sr. Unsec’d. Notes | 4.700 | 11/01/2111 | 50 | 42,957 | |
| ERAC USA Finance LLC, Gtd. Notes, 144A | 4.900 | 05/01/33 | 150 | 148,442 | |
| Massachusetts Institute of Technology, Unsec’d. Notes | 3.885 | 07/01/2116 | 100 | 74,660 | |
| Trustees of the University of Pennsylvania (The), Sr. Unsec’d. Notes | 3.610 | 02/15/2119 | 160 | 108,660 | |
| 374,719 | |||||
| Computers 0.5% | |||||
| Accenture Capital, Inc., Gtd. Notes | 4.500 | 10/04/34 | 70 | 67,660 | |
| Leidos, Inc., | |||||
| Gtd. Notes | 2.300 | 02/15/31 | 35 | 29,826 | |
| Gtd. Notes | 4.375 | 05/15/30 | 30 | 28,926 | |
| 126,412 | |||||
| Distribution/Wholesale 0.3% | |||||
| LKQ Corp., Gtd. Notes | 6.250 | 06/15/33 | 75 | 77,402 | |
| Diversified Financial Services 1.5% | |||||
| Cantor Fitzgerald LP, Sr. Unsec’d. Notes, 144A | 7.200 | 12/12/28 | 50 | 52,338 | |
| Jefferies Financial Group, Inc., Sr. Unsec’d. Notes | 2.625 | 10/15/31 | 100 | 84,723 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Diversified Financial Services (cont’d.) | |||||
| LPL Holdings, Inc., Gtd. Notes | 6.750 % | 11/17/28 | 30 | $31,627 | |
| Nomura Holdings, Inc. (Japan), Sr. Unsec’d. Notes | 2.172 | 07/14/28 | 200 | 180,666 | |
| 349,354 | |||||
| Electric 9.6% | |||||
| AEP Texas, Inc., Sr. Unsec’d. Notes | 3.450 | 05/15/51 | 65 | 44,499 | |
| Commonwealth Edison Co., First Mortgage | 4.700 | 01/15/44 | 100 | 90,099 | |
| Dominion Energy South Carolina, Inc., First Mortgage | 4.600 | 06/15/43 | 150 | 133,826 | |
| Duke Energy Carolinas LLC, First Mortgage | 3.450 | 04/15/51 | 50 | 35,934 | |
| FirstEnergy Transmission LLC, Sr. Unsec’d. Notes, 144A | 5.450 | 07/15/44 | 100 | 96,961 | |
| Florida Power & Light Co., First Mortgage | 5.600 | 06/15/54 | 55 | 56,723 | |
| Liberty Utilities Finance GP 1, Gtd. Notes, 144A | 2.050 | 09/15/30 | 230 | 192,976 | |
| MidAmerican Energy Co., First Mortgage | 3.950 | 08/01/47 | 20 | 16,037 | |
| Mississippi Power Co., Sr. Unsec’d. Notes, Series 12-A | 4.250 | 03/15/42 | 140 | 118,855 | |
| NextEra Energy Capital Holdings, Inc., Gtd. Notes | 2.250 | 06/01/30 | 22 | 19,181 | |
| NRG Energy, Inc., Sr. Sec’d. Notes, 144A | 2.000 | 12/02/25 | 35 | 33,698 | |
| Pacific Gas & Electric Co., | |||||
| First Mortgage | 3.950 | 12/01/47 | 100 | 74,978 | |
| First Mortgage | 4.000 | 12/01/46 | 100 | 75,674 | |
| First Mortgage | 4.950 | 07/01/50 | 20 | 17,553 | |
| PacifiCorp, First Mortgage | 4.125 | 01/15/49 | 100 | 78,782 | |
| PPL Electric Utilities Corp., First Mortgage | 4.750 | 07/15/43 | 100 | 91,922 | |
| Progress Energy, Inc., Sr. Unsec’d. Notes | 7.000 | 10/30/31 | 190 | 211,307 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Electric (cont’d.) | |||||
| Public Service Co. of Colorado, First Mortgage | 5.750 % | 05/15/54 | 40 | $41,456 | |
| Public Service Electric & Gas Co., Sr. Sec’d. Notes, MTN | 3.650 | 09/01/42 | 75 | 59,683 | |
| Puget Energy, Inc., Sr. Sec’d. Notes | 3.650 | 05/15/25 | 400 | 396,322 | |
| Puget Sound Energy, Inc., First Mortgage | 2.893 | 09/15/51 | 20 | 12,713 | |
| San Diego Gas & Electric Co., First Mortgage | 4.300 | 04/01/42 | 75 | 64,402 | |
| Southern California Edison Co., First Ref. Mortgage | 5.500 | 03/15/40 | 200 | 200,544 | |
| Virginia Electric & Power Co., Sr. Unsec’d. Notes | 3.300 | 12/01/49 | 65 | 45,925 | |
| Vistra Operations Co. LLC, Sr. Sec’d. Notes, 144A | 3.700 | 01/30/27 | 45 | 43,717 | |
| 2,253,767 | |||||
| Electronics 0.4% | |||||
| Honeywell International, Inc., | |||||
| Sr. Unsec’d. Notes | 5.250 | 03/01/54 | 50 | 49,689 | |
| Sr. Unsec’d. Notes | 5.350 | 03/01/64 | 50 | 49,798 | |
| 99,487 | |||||
| Engineering & Construction 0.7% | |||||
| Mexico City Airport Trust (Mexico), Sr. Sec’d. Notes, 144A | 5.500 | 07/31/47 | 200 | 166,438 | |
| Entertainment 0.6% | |||||
| Warnermedia Holdings, Inc., | |||||
| Gtd. Notes | 5.050 | 03/15/42 | 45 | 35,954 | |
| Gtd. Notes | 5.141 | 03/15/52 | 130 | 97,903 | |
| 133,857 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Foods 1.1% | |||||
| JBS USA Holding Lux Sarl/JBS USA Food Co./JBS Lux Co. Sarl, | |||||
| Gtd. Notes | 3.000 % | 02/02/29 | 35 | $32,039 | |
| Gtd. Notes | 3.000 | 05/15/32 | 55 | 46,242 | |
| Mars, Inc., Sr. Unsec’d. Notes, 144A | 2.375 | 07/16/40 | 20 | 13,683 | |
| Smithfield Foods, Inc., Sr. Unsec’d. Notes, 144A | 2.625 | 09/13/31 | 205 | 169,030 | |
| 260,994 | |||||
| Gas 0.3% | |||||
| CenterPoint Energy Resources Corp., Sr. Unsec’d. Notes | 5.400 | 07/01/34 | 40 | 40,443 | |
| Southern California Gas Co., First Mortgage | 5.050 | 09/01/34 | 40 | 39,888 | |
| 80,331 | |||||
| Hand/Machine Tools 0.1% | |||||
| Regal Rexnord Corp., Gtd. Notes | 6.050 | 02/15/26 | 30 | 30,303 | |
| Healthcare-Services 3.7% | |||||
| AHS Hospital Corp., Sr. Unsec’d. Notes, Series 2021 | 2.780 | 07/01/51 | 30 | 19,463 | |
| Cigna Group (The), Gtd. Notes | 4.900 | 12/15/48 | 30 | 26,593 | |
| Elevance Health, Inc., | |||||
| Sr. Unsec’d. Notes | 4.625 | 05/15/42 | 100 | 88,270 | |
| Sr. Unsec’d. Notes | 5.850 | 11/01/64 | 50 | 50,522 | |
| HCA, Inc., | |||||
| Gtd. Notes | 3.125 | 03/15/27 | 40 | 38,466 | |
| Gtd. Notes | 5.450 | 09/15/34 | 25 | 24,824 | |
| Laboratory Corp. of America Holdings, Gtd. Notes | 4.800 | 10/01/34 | 75 | 72,256 | |
| Mayo Clinic, Unsec’d. Notes | 3.774 | 11/15/43 | 85 | 70,457 | |
| Piedmont Healthcare, Inc., Sec’d. Notes, Series 2042 | 2.719 | 01/01/42 | 55 | 38,948 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Healthcare-Services (cont’d.) | |||||
| Sentara Health, Sr. Unsec’d. Notes, Series 2021 | 2.927 % | 11/01/51 | 100 | $66,627 | |
| Texas Health Resources, Sec’d. Notes | 4.330 | 11/15/55 | 130 | 112,823 | |
| UnitedHealth Group, Inc., | |||||
| Sr. Unsec’d. Notes | 3.050 | 05/15/41 | 80 | 59,725 | |
| Sr. Unsec’d. Notes | 3.250 | 05/15/51 | 90 | 62,766 | |
| Sr. Unsec’d. Notes | 4.750 | 05/15/52 | 45 | 40,615 | |
| Sr. Unsec’d. Notes | 5.750 | 07/15/64 | 25 | 25,474 | |
| Sr. Unsec’d. Notes | 6.875 | 02/15/38 | 55 | 63,670 | |
| 861,499 | |||||
| Housewares 0.4% | |||||
| Newell Brands, Inc., Sr. Unsec’d. Notes | 4.000 | 12/01/24 | 100 | 99,873 | |
| Insurance 3.0% | |||||
| Arch Capital Finance LLC, Gtd. Notes | 5.031 | 12/15/46 | 50 | 45,552 | |
| CNA Financial Corp., Sr. Unsec’d. Notes | 3.900 | 05/01/29 | 80 | 77,088 | |
| Corebridge Financial, Inc., Sr. Unsec’d. Notes | 3.650 | 04/05/27 | 45 | 43,843 | |
| Everest Reinsurance Holdings, Inc., | |||||
| Sr. Unsec’d. Notes | 3.125 | 10/15/52 | 95 | 60,167 | |
| Sr. Unsec’d. Notes | 3.500 | 10/15/50 | 60 | 41,466 | |
| Fairfax Financial Holdings Ltd. (Canada), | |||||
| Sr. Unsec’d. Notes | 5.625 | 08/16/32 | 90 | 91,357 | |
| Sr. Unsec’d. Notes | 6.000 | 12/07/33 | 37 | 38,046 | |
| Sr. Unsec’d. Notes | 6.350 | 03/22/54 | 25 | 25,988 | |
| Liberty Mutual Group, Inc., Gtd. Notes, 144A | 5.500 | 06/15/52 | 50 | 47,032 | |
| Marsh & McLennan Cos., Inc., Sr. Unsec’d. Notes | 5.000 | 03/15/35 | 150 | 149,450 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Insurance (cont’d.) | |||||
| MetLife, Inc., Sr. Unsec’d. Notes | 5.000 % | 07/15/52 | 30 | $28,071 | |
| Unum Group, Sr. Unsec’d. Notes | 6.000 | 06/15/54 | 55 | 55,697 | |
| 703,757 | |||||
| Internet 0.3% | |||||
| Meta Platforms, Inc., Sr. Unsec’d. Notes | 5.400 | 08/15/54 | 20 | 20,067 | |
| Uber Technologies, Inc., Sr. Unsec’d. Notes | 4.800 | 09/15/34 | 40 | 38,750 | |
| 58,817 | |||||
| Machinery-Diversified 0.3% | |||||
| Flowserve Corp., Sr. Unsec’d. Notes | 2.800 | 01/15/32 | 55 | 46,668 | |
| Ingersoll Rand, Inc., Sr. Unsec’d. Notes | 5.700 | 08/14/33 | 10 | 10,374 | |
| Westinghouse Air Brake Technologies Corp., Gtd. Notes | 5.611 | 03/11/34 | 20 | 20,555 | |
| 77,597 | |||||
| Media 1.9% | |||||
| Charter Communications Operating LLC/Charter Communications Operating Capital, | |||||
| Sr. Sec’d. Notes | 3.500 | 03/01/42 | 15 | 10,129 | |
| Sr. Sec’d. Notes | 5.125 | 07/01/49 | 20 | 15,685 | |
| Sr. Sec’d. Notes | 5.375 | 04/01/38 | 130 | 115,717 | |
| Sr. Sec’d. Notes | 6.384 | 10/23/35 | 30 | 29,992 | |
| Comcast Corp., Gtd. Notes | 5.500 | 05/15/64 | 130 | 126,659 | |
| Cox Communications, Inc., | |||||
| Gtd. Notes, 144A | 1.800 | 10/01/30 | 25 | 20,578 | |
| Gtd. Notes, 144A | 2.950 | 10/01/50 | 35 | 20,952 | |
| Gtd. Notes, 144A | 5.450 | 09/01/34 | 25 | 24,377 | |
| Sr. Unsec’d. Notes, 144A | 2.600 | 06/15/31 | 60 | 50,612 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Media (cont’d.) | |||||
| Discovery Communications LLC, Gtd. Notes | 3.950 % | 06/15/25 | 28 | $27,745 | |
| 442,446 | |||||
| Mining 1.7% | |||||
| Barrick North America Finance LLC (Canada), Gtd. Notes | 7.500 | 09/15/38 | 75 | 87,265 | |
| Freeport-McMoRan, Inc., Gtd. Notes | 4.375 | 08/01/28 | 200 | 194,926 | |
| Newmont Corp., Gtd. Notes | 2.800 | 10/01/29 | 75 | 68,656 | |
| Newmont Corp./Newcrest Finance Pty Ltd., Gtd. Notes | 5.350 | 03/15/34 | 45 | 45,773 | |
| 396,620 | |||||
| Miscellaneous Manufacturing 0.3% | |||||
| Pentair Finance Sarl, Gtd. Notes | 4.500 | 07/01/29 | 65 | 63,279 | |
| Oil & Gas 2.4% | |||||
| Aker BP ASA (Norway), Sr. Unsec’d. Notes, 144A | 4.000 | 01/15/31 | 150 | 139,792 | |
| Canadian Natural Resources Ltd. (Canada), | |||||
| Sr. Unsec’d. Notes | 5.850 | 02/01/35 | 10 | 10,122 | |
| Sr. Unsec’d. Notes | 6.250 | 03/15/38 | 50 | 51,975 | |
| Cenovus Energy, Inc. (Canada), | |||||
| Sr. Unsec’d. Notes | 2.650 | 01/15/32 | 40 | 33,463 | |
| Sr. Unsec’d. Notes | 5.250 | 06/15/37 | 21 | 19,993 | |
| Sr. Unsec’d. Notes | 5.400 | 06/15/47 | 9 | 8,331 | |
| ConocoPhillips Co., Gtd. Notes | 4.300 | 11/15/44 | 55 | 47,022 | |
| Devon Energy Corp., Sr. Unsec’d. Notes | 5.000 | 06/15/45 | 55 | 47,139 | |
| Diamondback Energy, Inc., | |||||
| Gtd. Notes | 4.400 | 03/24/51 | 45 | 36,090 | |
| Gtd. Notes | 6.250 | 03/15/33 | 75 | 79,028 | |
| Helmerich & Payne, Inc., Sr. Unsec’d. Notes | 2.900 | 09/29/31 | 4 | 3,356 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Oil & Gas (cont’d.) | |||||
| Occidental Petroleum Corp., Sr. Unsec’d. Notes | 5.550 % | 10/01/34 | 25 | $24,611 | |
| Permian Resources Operating LLC, Gtd. Notes, 144A | 6.250 | 02/01/33 | 25 | 24,821 | |
| Petroleos Mexicanos (Mexico), Gtd. Notes | 6.350 | 02/12/48 | 60 | 40,980 | |
| 566,723 | |||||
| Packaging & Containers 1.0% | |||||
| AptarGroup, Inc., Sr. Unsec’d. Notes | 3.600 | 03/15/32 | 20 | 17,977 | |
| Berry Global, Inc., Sr. Sec’d. Notes | 1.570 | 01/15/26 | 80 | 76,785 | |
| Graphic Packaging International LLC, Sr. Sec’d. Notes, 144A | 1.512 | 04/15/26 | 75 | 70,838 | |
| Sealed Air Corp., Sr. Sec’d. Notes, 144A | 1.573 | 10/15/26 | 85 | 79,352 | |
| 244,952 | |||||
| Pharmaceuticals 1.2% | |||||
| AbbVie, Inc., | |||||
| Sr. Unsec’d. Notes | 4.050 | 11/21/39 | 95 | 83,352 | |
| Sr. Unsec’d. Notes | 4.250 | 11/21/49 | 20 | 16,970 | |
| Sr. Unsec’d. Notes | 4.400 | 11/06/42 | 60 | 53,600 | |
| Utah Acquisition Sub, Inc., | |||||
| Gtd. Notes | 3.950 | 06/15/26 | 85 | 83,598 | |
| Gtd. Notes | 5.250 | 06/15/46 | 20 | 16,941 | |
| Viatris, Inc., Gtd. Notes | 3.850 | 06/22/40 | 25 | 18,706 | |
| 273,167 | |||||
| Pipelines 8.3% | |||||
| Boardwalk Pipelines LP, Gtd. Notes | 3.400 | 02/15/31 | 100 | 89,887 | |
| Colonial Enterprises, Inc., Gtd. Notes, 144A | 3.250 | 05/15/30 | 90 | 81,918 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Pipelines (cont’d.) | |||||
| Columbia Pipelines Operating Co. LLC, Sr. Unsec’d. Notes, 144A | 6.036 % | 11/15/33 | 70 | $72,457 | |
| DCP Midstream Operating LP, Gtd. Notes | 5.125 | 05/15/29 | 250 | 251,607 | |
| El Paso Natural Gas Co. LLC, Gtd. Notes, 144A | 3.500 | 02/15/32 | 95 | 82,920 | |
| Energy Transfer LP, | |||||
| Sr. Unsec’d. Notes | 5.400 | 10/01/47 | 150 | 136,724 | |
| Sr. Unsec’d. Notes | 6.250 | 04/15/49 | 60 | 60,981 | |
| Sr. Unsec’d. Notes | 6.550 | 12/01/33 | 55 | 59,034 | |
| Sr. Unsec’d. Notes, Series 20Y | 5.800 | 06/15/38 | 15 | 14,986 | |
| EnLink Midstream LLC, Gtd. Notes, 144A | 6.500 | 09/01/30 | 25 | 26,326 | |
| Enterprise Products Operating LLC, | |||||
| Gtd. Notes | 4.800 | 02/01/49 | 40 | 35,822 | |
| Gtd. Notes | 4.850 | 03/15/44 | 100 | 91,660 | |
| Gtd. Notes | 5.550 | 02/16/55 | 10 | 9,915 | |
| Florida Gas Transmission Co. LLC, Sr. Unsec’d. Notes, 144A | 2.300 | 10/01/31 | 100 | 82,502 | |
| Kinder Morgan, Inc., Sr. Unsec’d. Notes | 5.100 | 08/01/29 | 140 | 140,576 | |
| MPLX LP, | |||||
| Sr. Unsec’d. Notes | 4.000 | 03/15/28 | 45 | 43,791 | |
| Sr. Unsec’d. Notes | 4.950 | 03/14/52 | 80 | 68,701 | |
| Sr. Unsec’d. Notes | 5.200 | 12/01/47 | 75 | 66,688 | |
| ONEOK, Inc., | |||||
| Gtd. Notes | 3.100 | 03/15/30 | 45 | 40,912 | |
| Gtd. Notes | 4.350 | 03/15/29 | 2 | 1,948 | |
| Gtd. Notes | 4.500 | 03/15/50 | 30 | 24,225 | |
| Gtd. Notes | 4.950 | 07/13/47 | 50 | 42,963 | |
| Gtd. Notes | 5.650 | 11/01/28 | 10 | 10,266 | |
| Gtd. Notes | 6.625 | 09/01/53 | 40 | 43,062 | |
| Targa Resources Corp., | |||||
| Gtd. Notes | 4.950 | 04/15/52 | 20 | 17,377 | |
| Gtd. Notes | 5.500 | 02/15/35 | 50 | 49,862 | |
| Gtd. Notes | 6.125 | 03/15/33 | 40 | 41,799 | |
| Transcontinental Gas Pipe Line Co. LLC, Sr. Unsec’d. Notes | 3.950 | 05/15/50 | 80 | 61,384 | |
| Western Midstream Operating LP, Sr. Unsec’d. Notes | 6.350 | 01/15/29 | 65 | 67,651 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Pipelines (cont’d.) | |||||
| Williams Cos., Inc. (The), | |||||
| Sr. Unsec’d. Notes | 4.650 % | 08/15/32 | 105 | $101,329 | |
| Sr. Unsec’d. Notes | 5.300 | 08/15/52 | 30 | 28,070 | |
| 1,947,343 | |||||
| Real Estate 0.8% | |||||
| Ontario Teachers’ Cadillac Fairview Properties Trust (Canada), Sr. Unsec’d. Notes, 144A | 4.125 | 02/01/29 | 200 | 193,183 | |
| Real Estate Investment Trusts (REITs) 6.2% | |||||
| Alexandria Real Estate Equities, Inc., Gtd. Notes | 5.250 | 05/15/36 | 20 | 19,695 | |
| American Tower Corp., | |||||
| Sr. Unsec’d. Notes | 3.550 | 07/15/27 | 40 | 38,735 | |
| Sr. Unsec’d. Notes | 5.200 | 02/15/29 | 85 | 85,919 | |
| Brixmor Operating Partnership LP, | |||||
| Sr. Unsec’d. Notes | 4.050 | 07/01/30 | 15 | 14,202 | |
| Sr. Unsec’d. Notes | 4.125 | 06/15/26 | 200 | 197,330 | |
| Broadstone Net Lease LLC, Gtd. Notes | 2.600 | 09/15/31 | 160 | 132,779 | |
| Crown Castle, Inc., | |||||
| Sr. Unsec’d. Notes | 4.800 | 09/01/28 | 100 | 99,449 | |
| Sr. Unsec’d. Notes | 5.600 | 06/01/29 | 30 | 30,767 | |
| CubeSmart LP, Gtd. Notes | 2.250 | 12/15/28 | 50 | 45,154 | |
| GLP Capital LP/GLP Financing II, Inc., | |||||
| Gtd. Notes | 4.000 | 01/15/31 | 170 | 155,970 | |
| Gtd. Notes | 5.250 | 06/01/25 | 60 | 59,914 | |
| Phillips Edison Grocery Center Operating Partnership I LP, Gtd. Notes | 2.625 | 11/15/31 | 115 | 96,494 | |
| Prologis LP, | |||||
| Sr. Unsec’d. Notes | 1.750 | 02/01/31 | 100 | 83,748 | |
| Sr. Unsec’d. Notes | 5.250 | 03/15/54 | 35 | 33,742 | |
| Sun Communities Operating LP, | |||||
| Gtd. Notes | 2.300 | 11/01/28 | 85 | 76,371 | |
| Gtd. Notes | 5.500 | 01/15/29 | 25 | 25,235 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Real Estate Investment Trusts (REITs) (cont’d.) | |||||
| VICI Properties LP, Sr. Unsec’d. Notes | 4.750 % | 02/15/28 | 110 | $108,978 | |
| Welltower OP LLC, Gtd. Notes | 2.800 | 06/01/31 | 100 | 88,083 | |
| WP Carey, Inc., Sr. Unsec’d. Notes | 2.250 | 04/01/33 | 65 | 51,543 | |
| 1,444,108 | |||||
| Retail 0.8% | |||||
| Alimentation Couche-Tard, Inc. (Canada), | |||||
| Gtd. Notes, 144A | 3.625 | 05/13/51 | 60 | 42,511 | |
| Gtd. Notes, 144A | 5.267 | 02/12/34 | 10 | 9,853 | |
| AutoNation, Inc., Sr. Unsec’d. Notes | 4.750 | 06/01/30 | 100 | 97,463 | |
| Home Depot, Inc. (The), Sr. Unsec’d. Notes | 4.950 | 06/25/34 | 45 | 45,053 | |
| 194,880 | |||||
| Semiconductors 1.5% | |||||
| Broadcom, Inc., Sr. Unsec’d. Notes, 144A | 3.419 | 04/15/33 | 303 | 267,288 | |
| Intel Corp., | |||||
| Sr. Unsec’d. Notes | 4.900 | 08/05/52 | 20 | 16,583 | |
| Sr. Unsec’d. Notes | 5.600 | 02/21/54 | 35 | 32,423 | |
| Sr. Unsec’d. Notes | 5.700 | 02/10/53 | 31 | 28,919 | |
| 345,213 | |||||
| Shipbuilding 0.4% | |||||
| Huntington Ingalls Industries, Inc., Gtd. Notes | 3.483 | 12/01/27 | 100 | 96,177 | |
| Software 0.8% | |||||
| Oracle Corp., | |||||
| Sr. Unsec’d. Notes | 3.600 | 04/01/50 | 90 | 64,860 | |
| Sr. Unsec’d. Notes | 3.900 | 05/15/35 | 45 | 39,943 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Software (cont’d.) | |||||
| Oracle Corp., (cont’d.) | |||||
| Sr. Unsec’d. Notes | 4.000 % | 07/15/46 | 60 | $47,058 | |
| Sr. Unsec’d. Notes | 6.900 | 11/09/52 | 20 | 22,991 | |
| 174,852 | |||||
| Telecommunications 4.0% | |||||
| AT&T, Inc., | |||||
| Sr. Unsec’d. Notes | 3.550 | 09/15/55 | 80 | 55,538 | |
| Sr. Unsec’d. Notes | 3.650 | 06/01/51 | 120 | 87,201 | |
| Sr. Unsec’d. Notes | 3.800 | 12/01/57 | 105 | 75,250 | |
| Motorola Solutions, Inc., Sr. Unsec’d. Notes | 2.750 | 05/24/31 | 150 | 131,058 | |
| Rogers Communications, Inc. (Canada), | |||||
| Gtd. Notes | 3.800 | 03/15/32 | 100 | 91,236 | |
| Gtd. Notes | 5.300 | 02/15/34 | 20 | 19,826 | |
| T-Mobile USA, Inc., | |||||
| Gtd. Notes | 2.050 | 02/15/28 | 110 | 100,989 | |
| Gtd. Notes | 2.550 | 02/15/31 | 95 | 82,591 | |
| Gtd. Notes | 3.875 | 04/15/30 | 110 | 104,492 | |
| Verizon Communications, Inc., | |||||
| Sr. Unsec’d. Notes | 2.355 | 03/15/32 | 80 | 66,753 | |
| Sr. Unsec’d. Notes | 2.650 | 11/20/40 | 175 | 122,324 | |
| 937,258 | |||||
| Trucking & Leasing 0.5% | |||||
| Penske Truck Leasing Co. LP/PTL Finance Corp., | |||||
| Sr. Unsec’d. Notes, 144A | 1.700 | 06/15/26 | 90 | 85,502 | |
| Sr. Unsec’d. Notes, 144A(a) | 5.250 | 07/01/29 | 30 | 30,269 | |
| 115,771 | |||||
| Total Corporate Bonds (cost $22,775,029) | 20,951,972 | ||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Municipal Bonds 0.7% | |||||
| California 0.3% | |||||
| Regents of the University of California Medical Center Pooled Revenue, Taxable, Revenue Bonds, Series Q | 4.563 % | 05/15/53 | 60 | $53,607 | |
| Maryland 0.2% | |||||
| Maryland Economic Development Corp., Taxable, Revenue Bonds | 5.433 | 05/31/56 | 50 | 49,875 | |
| Michigan 0.2% | |||||
| University of Michigan, Taxable, Revenue Bonds, Series A | 4.454 | 04/01/2122 | 60 | 50,028 | |
| Total Municipal Bonds (cost $163,464) | 153,510 | ||||
| U.S. Treasury Obligation(k) 0.2% | |||||
| U.S. Treasury Notes (cost $55,774) | 3.875 | 08/15/34 | 55 | 53,212 | |
| Total Long-Term Investments (cost $24,800,741) | 22,901,236 | ||||
| Shares | |||||
| Short-Term Investments 1.3% | |||||
| Affiliated Mutual Funds | |||||
| PGIM Core Government Money Market Fund (7-day effective yield 5.011%)(wb) | 270,676 | 270,676 | |||
| PGIM Institutional Money Market Fund (7-day effective yield 5.096%) (cost $30,126; includes $29,387 of cash collateral for securities on loan)(b)(wb) | 30,141 | 30,126 | |||
| Total Short-Term Investments (cost $300,802) | 300,802 | ||||
| TOTAL INVESTMENTS 99.2% (cost $25,101,543) | 23,202,038 | ||||
| Other assets in excess of liabilities(z) 0.8% | 196,748 | ||||
| Net Assets 100.0% | $23,398,786 | ||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| 144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. | |
| A—Annual payment frequency for swaps | |
| GMTN—Global Medium Term Note | |
| LP—Limited Partnership | |
| MTN—Medium Term Note | |
| REITs—Real Estate Investment Trust | |
| SOFR—Secured Overnight Financing Rate |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| (a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $28,840; cash collateral of $29,387 (included in liabilities) was received with which the Fund purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Fund may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
| (b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of October 31, 2024. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |
| (z) | Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments: |
| Futures contracts outstanding at October 31, 2024: | ||||||||
| Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
| Long Positions: | ||||||||
| 4 | 2 Year U.S. Treasury Notes | Dec. 2024 | $823,781 | $(6,728) | ||||
| 1 | 5 Year U.S. Treasury Notes | Dec. 2024 | 107,234 | (2,486) | ||||
| 8 | 10 Year U.S. Ultra Treasury Notes | Dec. 2024 | 910,000 | (36,697) | ||||
| 2 | 20 Year U.S. Treasury Bonds | Dec. 2024 | 235,938 | (13,159) | ||||
| 3 | 30 Year U.S. Ultra Treasury Bonds | Dec. 2024 | 376,875 | (23,848) | ||||
| (82,918) | ||||||||
| Short Position: | ||||||||
| 14 | 10 Year U.S. Treasury Notes | Dec. 2024 | 1,546,563 | 51,901 | ||||
| $(31,017) | ||||||||
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at October 31, 2024 | Unrealized Appreciation (Depreciation) | ||||||||
| Centrally Cleared Interest Rate Swap Agreements: | ||||||||||||||
| 340 | 05/13/27 | 4.497%(A) | 1 Day SOFR(2)(A)/ 4.900% | $107 | $3,583 | $3,476 | ||||||||
| 210 | 05/13/29 | 4.253%(A) | 1 Day SOFR(1)(A)/ 4.900% | (223) | (2,859) | (2,636) | ||||||||
| $(116) | $724 | $840 | ||||||||||||
| (1) | The Fund pays the fixed rate and receives the floating rate. |
| (2) | The Fund pays the floating rate and receives the fixed rate. |
