Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: 36.7% | |
| | Australia: 0.3% |
350,000 | (1) | FMG Resources August 2006 Pty Ltd., 4.375%, 04/01/2031 | $ 381,075 | 0.1 |
100,000 | (1) | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | 108,814 | 0.0 |
675,000 | (1) | Santos Finance Ltd., 3.649%, 04/29/2031 | 700,442 | 0.2 |
| | | 1,190,331 | 0.3 |
| | | | |
| | Bermuda: 0.1% |
210,000 | (1) | Triton Container International Ltd., 3.150%, 06/15/2031 | 214,810 | 0.1 |
| | | | |
| | Brazil: 0.8% |
400,000 | (1),(2) | Itau Unibanco Holding SA/Cayman Island, 3.875%, 04/15/2031 | 397,378 | 0.1 |
250,000 | (1) | Klabin Austria GmbH, 3.200%, 01/12/2031 | 247,445 | 0.1 |
300,000 | (1) | Klabin Austria GmbH, 5.750%, 04/03/2029 | 342,681 | 0.1 |
400,000 | | MercadoLibre, Inc., 2.375%, 01/14/2026 | 401,504 | 0.1 |
200,000 | | MercadoLibre, Inc., 3.125%, 01/14/2031 | 196,071 | 0.0 |
250,000 | (1) | Minerva Luxembourg SA, 4.375%, 03/18/2031 | 245,937 | 0.0 |
400,000 | (1) | Natura Cosmeticos SA, 4.125%, 05/03/2028 | 411,784 | 0.1 |
550,000 | | Petrobras Global Finance BV, 5.600%, 01/03/2031 | 612,838 | 0.1 |
250,000 | | Suzano Austria GmbH, 5.000%, 01/15/2030 | 283,438 | 0.1 |
400,000 | | Vale Overseas Ltd., 3.750%, 07/08/2030 | 428,500 | 0.1 |
| | | 3,567,576 | 0.8 |
| | | | |
| | Canada: 0.7% |
465,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | 464,344 | 0.1 |
250,000 | (2) | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | 255,539 | 0.1 |
324,000 | | Canadian Imperial Bank of Commerce, 3.100%, 04/02/2024 | 345,449 | 0.1 |
220,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 231,844 | 0.0 |
205,000 | | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 255,850 | 0.1 |
239,000 | | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 259,294 | 0.1 |
430,000 | (1) | GFL Environmental, Inc., 3.500%, 09/01/2028 | 431,961 | 0.1 |
75,000 | (1) | GFL Environmental, Inc., 3.750%, 08/01/2025 | 77,156 | 0.0 |
200,000 | | Nutrien Ltd., 2.950%, 05/13/2030 | 215,214 | 0.0 |
450,000 | (1) | Petronas Energy Canada Ltd., 2.112%, 03/23/2028 | 458,398 | 0.1 |
135,000 | | Teck Resources Ltd., 6.000%, 08/15/2040 | 176,749 | 0.0 |
| | | 3,171,798 | 0.7 |
| | | | |
| | Chile: 0.5% |
200,000 | (1) | ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par, 4.050%, 04/27/2026 | 205,980 | 0.0 |
300,000 | (1) | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | 327,795 | 0.1 |
325,000 | (1) | Colbun SA, 3.150%, 03/06/2030 | 339,376 | 0.1 |
300,000 | (1) | Inversiones CMPC SA, 3.850%, 01/13/2030 | 321,743 | 0.1 |
725,000 | (1) | VTR Comunicaciones SpA, 4.375%, 04/15/2029 | 726,736 | 0.2 |
| | | 1,921,630 | 0.5 |
| | | | |
| | China: 0.3% |
350,000 | | Alibaba Group Holding Ltd., 2.125%, 02/09/2031 | 346,587 | 0.1 |
350,000 | | Alibaba Group Holding Ltd., 2.700%, 02/09/2041 | 336,633 | 0.0 |
720,000 | | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 780,275 | 0.2 |
| | | 1,463,495 | 0.3 |
| | | | |
| | Colombia: 0.4% |
250,000 | | Banco de Bogota SA, 6.250%, 05/12/2026 | 273,819 | 0.0 |
200,000 | | Bancolombia SA, 3.000%, 01/29/2025 | 202,250 | 0.0 |
325,000 | | Ecopetrol SA, 5.375%, 06/26/2026 | 357,061 | 0.1 |
250,000 | | Ecopetrol SA, 6.875%, 04/29/2030 | 302,162 | 0.1 |
300,000 | (1) | Oleoducto Central SA, 4.000%, 07/14/2027 | 310,224 | 0.1 |
300,000 | (1) | Promigas SA ESP / Gases del Pacifico SAC, 3.750%, 10/16/2029 | 299,381 | 0.1 |
| | | 1,744,897 | 0.4 |
| | | | |
| | Denmark: 0.1% |
336,000 | (1) | Danske Bank A/S, 5.375%, 01/12/2024 | 372,143 | 0.1 |
| | | | |
| | France: 0.7% |
215,000 | (1),(2) | BNP Paribas SA, 3.052%, 01/13/2031 | 229,811 | 0.0 |
1,200,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 1,257,702 | 0.3 |
335,000 | (1) | BPCE SA, 2.700%, 10/01/2029 | 356,149 | 0.1 |
728,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 810,035 | 0.2 |
250,000 | (1) | BPCE SA, 5.700%, 10/22/2023 | 276,259 | 0.1 |
| | | 2,929,956 | 0.7 |
| | | | |
| | Hong Kong: 0.1% |
400,000 | (1) | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | 413,341 | 0.1 |
CORPORATE BONDS/NOTES: (continued) | |
| | India: 0.3% |
300,000 | (1) | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | 316,757 | 0.1 |
300,000 | (1) | Indian Railway Finance Corp. Ltd., 3.249%, 02/13/2030 | 305,658 | 0.1 |
200,000 | (1),(2) | Network i2i Ltd., 3.975%, 12/31/2199 | 198,671 | 0.0 |
500,000 | (1) | Reliance Industries Ltd., 3.667%, 11/30/2027 | 548,154 | 0.1 |
| | | 1,369,240 | 0.3 |
| | | | |
| | Indonesia: 0.7% |
200,000 | (1) | Hutama Karya Persero PT, 3.750%, 05/11/2030 | 216,279 | 0.0 |
300,000 | (1) | Medco Bell Pte Ltd., 6.375%, 01/30/2027 | 301,704 | 0.1 |
350,000 | (1) | Pertamina Persero PT, 2.300%, 02/09/2031 | 337,394 | 0.1 |
400,000 | (3) | Pertamina Persero PT, 3.100%, 08/27/2030 | 413,723 | 0.1 |
225,000 | (1) | Pertamina Persero PT, 3.650%, 07/30/2029 | 241,895 | 0.0 |
750,000 | (1) | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | 796,631 | 0.2 |
425,000 | (1) | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | 493,997 | 0.1 |
225,000 | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 262,081 | 0.1 |
| | | 3,063,704 | 0.7 |
| | | | |
| | Ireland: 0.1% |
430,000 | | STERIS Irish FinCo UnLtd. Co., 2.700%, 03/15/2031 | 447,001 | 0.1 |
| | | | |
| | Israel: 0.1% |
325,000 | (1),(2) | Mizrahi Tefahot Bank Ltd., 3.077%, 04/07/2031 | 326,914 | 0.1 |
| | | | |
| | Italy: 0.1% |
340,000 | | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 457,208 | 0.1 |
| | | | |
| | Japan: 0.4% |
200,000 | | Mitsubishi UFJ Financial Group, Inc., 2.193%, 02/25/2025 | 208,777 | 0.0 |
255,000 | (1) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | 275,821 | 0.1 |
200,000 | | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | 210,503 | 0.1 |
766,000 | | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | 858,133 | 0.2 |
| | | 1,553,234 | 0.4 |
| | | | |
| | Kazakhstan: 0.4% |
200,000 | (1) | Development Bank of Kazakhstan JSC, 2.950%, 05/06/2031 | 200,070 | 0.0 |
675,000 | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 769,973 | 0.2 |
275,000 | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 327,973 | 0.1 |
325,000 | (1) | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | 332,488 | 0.1 |
| | | 1,630,504 | 0.4 |
| | | | |
| | Kuwait: 0.1% |
200,000 | (1) | Equate Petrochemical BV, 2.625%, 04/28/2028 | 203,196 | 0.0 |
200,000 | (1),(2) | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | 208,397 | 0.1 |
| | | 411,593 | 0.1 |
| | | | |
| | Malaysia: 0.0% |
200,000 | (1) | Genm Capital Labuan Ltd., 3.882%, 04/19/2031 | 201,452 | 0.0 |
| | | | |
| | Mexico: 1.0% |
700,000 | (1) | Alpek SAB de CV, 3.250%, 02/25/2031 | 712,162 | 0.2 |
300,000 | (1) | Alpek SAB de CV, 4.250%, 09/18/2029 | 330,312 | 0.1 |
400,000 | (1) | Cemex SAB de CV, 3.875%, 07/11/2031 | 414,926 | 0.1 |
200,000 | (1),(2) | Cemex SAB de CV, 5.125%, 12/31/2199 | 210,212 | 0.0 |
675,000 | (1) | Cemex SAB de CV, 5.200%, 09/17/2030 | 740,624 | 0.2 |
400,000 | (1) | Comision Federal de Electricidad, 4.677%, 02/09/2051 | 391,330 | 0.1 |
200,000 | | Petroleos Mexicanos, 4.500%, 01/23/2026 | 202,890 | 0.0 |
200,000 | | Petroleos Mexicanos, 5.500%, 06/27/2044 | 164,556 | 0.0 |
600,000 | | Petroleos Mexicanos, 5.950%, 01/28/2031 | 590,550 | 0.1 |
275,000 | (1) | Petroleos Mexicanos, 6.875%, 10/16/2025 | 303,171 | 0.1 |
200,000 | | Petroleos Mexicanos, 6.875%, 08/04/2026 | 220,366 | 0.1 |
| | | 4,281,099 | 1.0 |
| | | | |
| | Netherlands: 0.6% |
250,000 | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 280,532 | 0.0 |
355,000 | | ING Groep NV, 4.050%, 04/09/2029 | 412,589 | 0.1 |
530,000 | (1) | OCI NV, 4.625%, 10/15/2025 | 548,828 | 0.1 |
696,000 | | Shell International Finance BV, 3.250%, 05/11/2025 | 758,995 | 0.2 |
300,000 | | Shell International Finance BV, 4.000%, 05/10/2046 | 359,956 | 0.1 |
290,000 | (1) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | 308,294 | 0.1 |
| | | 2,669,194 | 0.6 |
| | | | |
| | Norway: 0.0% |
56,000 | | Equinor ASA, 3.125%, 04/06/2030 | 62,069 | 0.0 |
| | | | |
| | Panama: 0.3% |
500,000 | (1) | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | 518,627 | 0.1 |
500,000 | (1) | Banco Nacional de Panama, 2.500%, 08/11/2030 | 484,368 | 0.1 |
275,000 | (1) | ENA Master Trust, 4.000%, 05/19/2048 | 279,481 | 0.1 |
| | | 1,282,476 | 0.3 |
| | | | |
| | Peru: 0.7% |
375,000 | (1),(2) | Banco de Credito del Peru, 3.125%, 07/01/2030 | 366,937 | 0.1 |
450,000 | (1),(2) | Banco de Credito del Peru, 3.250%, 09/30/2031 | 437,819 | 0.1 |
450,000 | (1) | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | 457,614 | 0.1 |
300,000 | (1) | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | 295,656 | 0.1 |
225,000 | | Inkia Energy Ltd., 5.875%, 11/09/2027 | 230,310 | 0.0 |
675,000 | (1) | InRetail Consumer, 3.250%, 03/22/2028 | 661,780 | 0.1 |
300,000 | | Kallpa Generacion SA, 4.125%, 08/16/2027 | 306,816 | 0.1 |
375,000 | (1) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 388,184 | 0.1 |
| | | 3,145,116 | 0.7 |
| | | | |
| | Qatar: 0.2% |
275,000 | (1) | Ooredoo International Finance Ltd., 2.625%, 04/08/2031 | 282,571 | 0.1 |
400,000 | (1) | Qatar Petroleum, 3.125%, 07/12/2041 | 415,591 | 0.1 |
| | | 698,162 | 0.2 |
| | | | |
| | Russia: 0.6% |
250,000 | (1) | Evraz PLC, 5.250%, 04/02/2024 | 269,250 | 0.1 |
500,000 | (1) | Gazprom PJSC via Gaz Finance PLC, 2.950%, 01/27/2029 | 491,108 | 0.1 |
450,000 | (1) | Gazprom PJSC via Gaz Finance PLC, 3.250%, 02/25/2030 | 449,403 | 0.1 |
325,000 | (1),(2) | Gazprom PJSC via Gaz Finance PLC, 4.599%, 12/31/2199 | 339,649 | 0.1 |
300,000 | (1) | MMK International Capital DAC, 4.375%, 06/13/2024 | 321,265 | 0.1 |
250,000 | (1) | Severstal OAO Via Steel Capital SA, 3.150%, 09/16/2024 | 260,774 | 0.0 |
300,000 | (1) | Sibur Securities DAC, 2.950%, 07/08/2025 | 307,500 | 0.1 |
| | | 2,438,949 | 0.6 |
| | | | |
| | Saudi Arabia: 0.2% |
275,000 | (1) | SA Global Sukuk Ltd., 2.694%, 06/17/2031 | 282,399 | 0.1 |
200,000 | (1) | Saudi Arabian Oil Co., 2.250%, 11/24/2030 | 198,450 | 0.1 |
200,000 | (1) | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | 196,102 | 0.0 |
| | | 676,951 | 0.2 |
| | | | |
| | Singapore: 0.1% |
365,000 | (1),(2) | Oversea-Chinese Banking Corp. Ltd., 1.832%, 09/10/2030 | 367,393 | 0.1 |
| | | | |
| | South Africa: 0.1% |
300,000 | (1) | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | 325,972 | 0.1 |
200,000 | | Sasol Financing USA LLC, 5.500%, 03/18/2031 | 208,800 | 0.0 |
| | | 534,772 | 0.1 |
| | | | |
| | South Korea: 0.2% |
275,000 | (1) | Kookmin Bank, 2.500%, 11/04/2030 | 277,761 | 0.1 |
300,000 | (1),(2) | Kookmin Bank, 4.350%, 12/31/2199 | 317,060 | 0.1 |
200,000 | (1),(2) | Shinhan Financial Group Co. Ltd., 2.875%, 12/31/2199 | 197,804 | 0.0 |
| | | 792,625 | 0.2 |
| | | | |
| | Switzerland: 0.7% |
456,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 503,766 | 0.1 |
1,000,000 | (1),(2) | Credit Suisse Group AG, 2.997%, 12/14/2023 | 1,032,130 | 0.2 |
604,000 | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | 645,342 | 0.2 |
1,000,000 | (1),(2) | UBS Group AG, 1.008%, 07/30/2024 | 1,007,711 | 0.2 |
| | | 3,188,949 | 0.7 |
| | | | |
| | Thailand: 0.2% |
500,000 | (1),(2) | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | 528,627 | 0.1 |
450,000 | (1) | GC Treasury Center Co. Ltd., 2.980%, 03/18/2031 | 462,960 | 0.1 |
| | | 991,587 | 0.2 |
| | | | |
| | Turkey: 0.3% |
275,000 | (1) | Akbank TAS, 6.800%, 02/06/2026 | 291,988 | 0.1 |
250,000 | (1) | Anadolu Efes Biracilik Ve Malt Sanayii AS, 3.375%, 06/29/2028 | 255,783 | 0.0 |
300,000 | (1) | Turkiye Vakiflar Bankasi TAO, 6.500%, 01/08/2026 | 308,687 | 0.1 |
400,000 | (1),(2) | Yapi ve Kredi Bankasi AS, 7.875%, 01/22/2031 | 419,090 | 0.1 |
| | | 1,275,548 | 0.3 |
| | | | |
| | United Arab Emirates: 0.3% |
300,000 | (1) | Abu Dhabi National Energy Co. PJSC, 2.000%, 04/29/2028 | 303,622 | 0.1 |
300,000 | | DP World Crescent Ltd., 4.848%, 09/26/2028 | 345,145 | 0.1 |
350,000 | (1) | Galaxy Pipeline Assets Bidco Ltd., 2.160%, 03/31/2034 | 347,417 | 0.1 |
300,000 | (1) | Galaxy Pipeline Assets Bidco Ltd., 2.940%, 09/30/2040 | 302,795 | 0.0 |
| | | 1,298,979 | 0.3 |
| | United Kingdom: 1.5% |
600,000 | (1) | Anglo American Capital PLC, 3.625%, 09/11/2024 | 649,480 | 0.1 |
241,000 | (1) | BAE Systems PLC, 3.400%, 04/15/2030 | 266,665 | 0.1 |
500,000 | (2) | HSBC Holdings PLC, 3.803%, 03/11/2025 | 537,697 | 0.1 |
1,490,000 | (2) | HSBC Holdings PLC, 3.973%, 05/22/2030 | 1,682,531 | 0.4 |
250,000 | | HSBC Holdings PLC, 4.300%, 03/08/2026 | 283,137 | 0.1 |
316,000 | (2) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 325,529 | 0.1 |
240,000 | (1) | LSEGA Financing PLC, 3.200%, 04/06/2041 | 257,883 | 0.1 |
200,000 | (2) | Natwest Group PLC, 4.519%, 06/25/2024 | 214,220 | 0.0 |
200,000 | (1) | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/2027 | 217,978 | 0.0 |
750,000 | (1) | Royalty Pharma PLC, 1.200%, 09/02/2025 | 750,736 | 0.2 |
497,000 | (1) | Royalty Pharma PLC, 1.750%, 09/02/2027 | 500,226 | 0.1 |
300,000 | (1) | Royalty Pharma PLC, 3.550%, 09/02/2050 | 305,026 | 0.1 |
500,000 | (1) | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | 511,230 | 0.1 |
| | | 6,502,338 | 1.5 |
| | | | |
| | United States: 23.5% |
120,000 | | AbbVie, Inc., 3.200%, 11/21/2029 | 131,876 | 0.0 |
750,000 | | AbbVie, Inc., 3.800%, 03/15/2025 | 822,199 | 0.2 |
43,000 | | AbbVie, Inc., 4.050%, 11/21/2039 | 50,811 | 0.0 |
361,000 | | AbbVie, Inc., 4.300%, 05/14/2036 | 436,662 | 0.1 |
225,000 | (1) | Academy Ltd., 6.000%, 11/15/2027 | 242,395 | 0.1 |
550,000 | | Activision Blizzard, Inc., 3.400%, 09/15/2026 | 609,799 | 0.1 |
322,000 | | Advance Auto Parts, Inc., 3.900%, 04/15/2030 | 361,489 | 0.1 |
381,000 | (1) | AEP Texas, Inc., 3.850%, 10/01/2025 | 417,472 | 0.1 |
59,000 | | Aetna, Inc., 2.800%, 06/15/2023 | 61,368 | 0.0 |
345,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 348,936 | 0.1 |
160,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 171,431 | 0.0 |
400,000 | | Alexandria Real Estate Equities, Inc., 2.000%, 05/18/2032 | 398,895 | 0.1 |
230,000 | (1) | Allison Transmission, Inc., 3.750%, 01/30/2031 | 229,465 | 0.1 |
250,000 | | Altria Group, Inc., 4.500%, 05/02/2043 | 274,316 | 0.1 |
130,000 | | Altria Group, Inc., 4.800%, 02/14/2029 | 152,300 | 0.0 |
386,000 | | Amazon.com, Inc., 2.100%, 05/12/2031 | 399,221 | 0.1 |
423,000 | | Amazon.com, Inc., 2.875%, 05/12/2041 | 446,051 | 0.1 |
287,716 | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | 284,548 | 0.1 |
47,997 | | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | 48,316 | 0.0 |
31,480 | | American Airlines 2016-2 Class A Pass Through Trust, 3.650%, 12/15/2029 | 30,733 | 0.0 |
74,151 | | American Airlines 2016-3 Class A Pass Through Trust, 3.250%, 04/15/2030 | 72,595 | 0.0 |
112,000 | | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 117,527 | 0.0 |
79,000 | | American International Group, Inc., 4.250%, 03/15/2029 | 92,060 | 0.0 |
50,000 | | American International Group, Inc., 4.500%, 07/16/2044 | 62,669 | 0.0 |
579,000 | | American International Group, Inc., 4.750%, 04/01/2048 | 759,984 | 0.2 |
655,000 | | American Tower Corp., 2.750%, 01/15/2027 | 698,214 | 0.2 |
200,000 | | AmerisourceBergen Corp., 3.450%, 12/15/2027 | 220,942 | 0.1 |
107,000 | | AmerisourceBergen Corp., 4.300%, 12/15/2047 | 127,453 | 0.0 |
330,000 | | Amgen, Inc., 3.200%, 11/02/2027 | 364,804 | 0.1 |
105,000 | (1) | AMN Healthcare, Inc., 4.000%, 04/15/2029 | 107,999 | 0.0 |
100,000 | (1) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 104,468 | 0.0 |
250,000 | | Amphenol Corp., 2.800%, 02/15/2030 | 268,318 | 0.1 |
465,000 | (1) | ANGI Group LLC, 3.875%, 08/15/2028 | 465,037 | 0.1 |
297,000 | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 381,477 | 0.1 |
310,000 | | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | 373,229 | 0.1 |
250,000 | | Anthem, Inc., 3.700%, 09/15/2049 | 286,317 | 0.1 |
435,000 | | Apache Corp., 5.100%, 09/01/2040 | 467,160 | 0.1 |
250,000 | | Apple, Inc., 2.650%, 05/11/2050 | 247,237 | 0.1 |
710,000 | | Apple, Inc., 2.650%, 02/08/2051 | 709,104 | 0.2 |
100,000 | | Apple, Inc., 2.700%, 08/05/2051 | 100,542 | 0.0 |
120,000 | | Apple, Inc., 2.850%, 08/05/2061 | 120,521 | 0.0 |
439,000 | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 465,406 | 0.1 |
385,000 | | Assurant, Inc., 2.650%, 01/15/2032 | 390,275 | 0.1 |
125,000 | | AT&T, Inc., 2.750%, 06/01/2031 | 131,697 | 0.0 |
71,000 | (1) | AT&T, Inc., 3.650%, 09/15/2059 | 73,540 | 0.0 |
568,000 | | AT&T, Inc., 4.300%, 02/15/2030 | 662,770 | 0.2 |
316,000 | (1),(3) | Athene Global Funding, 2.800%, 05/26/2023 | 329,239 | 0.1 |
250,000 | (1) | Athene Global Funding, 2.950%, 11/12/2026 | 269,426 | 0.1 |
400,000 | (2) | Bank of America Corp., 1.197%, 10/24/2026 | 399,712 | 0.1 |
398,000 | (2) | Bank of America Corp., 1.734%, 07/22/2027 | 405,105 | 0.1 |
246,000 | (2) | Bank of America Corp., 1.898%, 07/23/2031 | 242,238 | 0.1 |
224,000 | (2) | Bank of America Corp., 2.299%, 07/21/2032 | 226,536 | 0.1 |
679,000 | (2) | Bank of America Corp., 2.496%, 02/13/2031 | 700,698 | 0.2 |
933,000 | (2) | Bank of America Corp., 2.687%, 04/22/2032 | 974,429 | 0.2 |
236,000 | (2) | Bank of America Corp., 3.311%, 04/22/2042 | 254,287 | 0.1 |
162,000 | (2) | Bank of America Corp., 3.419%, 12/20/2028 | 178,123 | 0.0 |
250,000 | (2) | Bank of America Corp., 3.458%, 03/15/2025 | 267,026 | 0.1 |
465,000 | (2) | Bank of America Corp., 3.864%, 07/23/2024 | 494,871 | 0.1 |
200,000 | (2) | Bank of America Corp., 4.083%, 03/20/2051 | 242,726 | 0.1 |
316,000 | | Bank of America Corp., 4.183%, 11/25/2027 | 356,311 | 0.1 |
125,000 | (2) | Bank of America Corp., 4.330%, 03/15/2050 | 156,528 | 0.0 |
183,000 | | BAT Capital Corp., 2.259%, 03/25/2028 | 184,339 | 0.0 |
445,000 | (1) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 419,372 | 0.1 |
200,000 | | Becton Dickinson and Co., 3.363%, 06/06/2024 | 214,331 | 0.1 |
600,000 | (1) | Berry Global, Inc., 1.650%, 01/15/2027 | 601,461 | 0.1 |
250,000 | (1) | Berry Global, Inc., 5.625%, 07/15/2027 | 263,615 | 0.1 |
125,000 | (1) | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | 125,753 | 0.0 |
500,000 | | Boeing Co/The, 3.625%, 02/01/2031 | 545,929 | 0.1 |
99,000 | | Boeing Co/The, 5.150%, 05/01/2030 | 118,038 | 0.0 |
79,000 | | Boston Scientific Corp., 4.000%, 03/01/2029 | 91,194 | 0.0 |
56,000 | | BP Capital Markets America, Inc., 3.000%, 02/24/2050 | 55,462 | 0.0 |
766,000 | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 813,175 | 0.2 |
221,000 | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | 246,225 | 0.1 |
125,000 | | Brookfield Finance LLC, 3.450%, 04/15/2050 | 133,000 | 0.0 |
175,000 | (1) | Builders FirstSource, Inc., 4.250%, 02/01/2032 | 179,156 | 0.0 |
320,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 341,046 | 0.1 |
340,000 | | Bunge Ltd. Finance Corp., 2.750%, 05/14/2031 | 349,178 | 0.1 |
149,000 | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 178,522 | 0.0 |
210,000 | | CBRE Services, Inc., 2.500%, 04/01/2031 | 215,836 | 0.1 |
250,000 | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | 251,525 | 0.1 |
225,000 | | Centene Corp., 3.375%, 02/15/2030 | 235,072 | 0.1 |
205,000 | | Centene Corp., 4.625%, 12/15/2029 | 224,926 | 0.1 |
365,000 | | CenterPoint Energy, Inc., 4.250%, 11/01/2028 | 423,899 | 0.1 |
450,000 | | Central Garden & Pet Co., 4.125%, 10/15/2030 | 465,068 | 0.1 |
500,000 | | Cigna Corp., 3.050%, 10/15/2027 | 544,786 | 0.1 |
320,000 | | Cigna Corp., 3.200%, 03/15/2040 | 341,579 | 0.1 |
125,000 | | Cigna Corp., 3.400%, 03/15/2050 | 135,177 | 0.0 |
297,000 | | Cigna Corp., 4.375%, 10/15/2028 | 349,721 | 0.1 |
250,000 | | Cigna Corp., 4.500%, 02/25/2026 | 285,821 | 0.1 |
300,000 | | Cigna Corp., 4.800%, 08/15/2038 | 380,957 | 0.1 |
305,000 | | Citigroup, Inc., 4.125%, 07/25/2028 | 346,599 | 0.1 |
480,000 | | Citigroup, Inc., 4.000%, 08/05/2024 | 523,425 | 0.1 |
491,000 | | Citigroup, Inc., 5.500%, 09/13/2025 | 574,572 | 0.1 |
321,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 348,314 | 0.1 |
500,000 | | Comcast Corp., 2.350%, 01/15/2027 | 529,778 | 0.1 |
250,000 | | Comcast Corp., 3.750%, 04/01/2040 | 290,503 | 0.1 |
400,000 | | Comcast Corp., 4.150%, 10/15/2028 | 465,697 | 0.1 |
115,000 | | Comcast Corp., 4.250%, 01/15/2033 | 138,727 | 0.0 |
90,000 | | Comcast Corp., 5.650%, 06/15/2035 | 123,596 | 0.0 |
265,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 268,458 | 0.1 |
159,000 | | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 205,827 | 0.0 |
475,000 | (1) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | 486,236 | 0.1 |
79,000 | | Crown Castle International Corp., 4.150%, 07/01/2050 | 92,679 | 0.0 |
400,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | 417,438 | 0.1 |
105,000 | | CSX Corp., 4.500%, 08/01/2054 | 136,766 | 0.0 |
136,000 | | Cummins, Inc., 1.500%, 09/01/2030 | 132,994 | 0.0 |
169,000 | | CVS Health Corp., 1.750%, 08/21/2030 | 165,756 | 0.0 |
500,000 | | CVS Health Corp., 3.250%, 08/15/2029 | 550,432 | 0.1 |
250,000 | | CVS Health Corp., 4.125%, 04/01/2040 | 296,604 | 0.1 |
717,000 | | CVS Health Corp., 4.300%, 03/25/2028 | 830,864 | 0.2 |
150,000 | | Dana, Inc., 5.375%, 11/15/2027 | 159,090 | 0.0 |
290,000 | | Dana, Inc., 5.625%, 06/15/2028 | 312,679 | 0.1 |
195,000 | (1) | DaVita, Inc., 3.750%, 02/15/2031 | 189,617 | 0.0 |
245,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 253,575 | 0.1 |
176,000 | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 211,970 | 0.1 |
148,651 | | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | 152,552 | 0.0 |
135,000 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 145,202 | 0.0 |
355,000 | | Discovery Communications LLC, 5.300%, 05/15/2049 | 458,162 | 0.1 |
250,000 | (1) | DISH DBS Corp., 5.125%, 06/01/2029 | 248,150 | 0.1 |
35,000 | | Dollar General Corp., 3.500%, 04/03/2030 | 39,277 | 0.0 |
180,000 | (2) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 192,915 | 0.0 |
786,000 | (3) | Dow Chemical Co/The, 2.100%, 11/15/2030 | 795,923 | 0.2 |
34,000 | | Dow Chemical Co/The, 5.550%, 11/30/2048 | 49,119 | 0.0 |
340,000 | | DTE Electric Co., 2.250%, 03/01/2030 | 354,945 | 0.1 |
146,000 | | DTE Electric Co., 4.300%, 07/01/2044 | 184,640 | 0.0 |
250,000 | | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | 272,616 | 0.1 |
250,000 | | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | 271,936 | 0.1 |
120,000 | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 130,702 | 0.0 |
140,000 | | Duke Energy Indiana LLC, 3.750%, 05/15/2046 | 162,216 | 0.0 |
1,000,000 | | Duke Energy Corp., 2.650%, 09/01/2026 | 1,066,296 | 0.2 |
455,000 | (1) | Element Solutions, Inc., 3.875%, 09/01/2028 | 465,167 | 0.1 |
286,000 | | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 306,524 | 0.1 |
134,000 | | Energy Transfer L.P., 4.250%, 04/01/2024 | 144,273 | 0.0 |
969,000 | | Energy Transfer L.P., 4.900%, 02/01/2024 | 1,054,313 | 0.2 |
500,000 | | Energy Transfer L.P., 5.400%, 10/01/2047 | 604,334 | 0.1 |
200,000 | | Entergy Corp., 2.800%, 06/15/2030 | 212,216 | 0.1 |
200,000 | | Entergy Louisiana LLC, 2.900%, 03/15/2051 | 204,217 | 0.0 |
151,000 | | Essential Utilities, Inc., 2.704%, 04/15/2030 | 160,061 | 0.0 |
162,000 | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 177,132 | 0.0 |
97,000 | | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 117,683 | 0.0 |
318,000 | | Exxon Mobil Corp., 2.610%, 10/15/2030 | 341,325 | 0.1 |
85,000 | | Exxon Mobil Corp., 2.995%, 08/16/2039 | 89,628 | 0.0 |
198,000 | | Exxon Mobil Corp., 3.452%, 04/15/2051 | 221,780 | 0.1 |
108,000 | | FedEx Corp., 4.050%, 02/15/2048 | 126,238 | 0.0 |
79,000 | | FedEx Corp., 5.250%, 05/15/2050 | 110,672 | 0.0 |
316,000 | | Fiserv, Inc., 3.200%, 07/01/2026 | 343,956 | 0.1 |
141,000 | | Florida Power & Light Co., 4.125%, 02/01/2042 | 176,411 | 0.0 |
200,000 | | FMC Corp., 3.200%, 10/01/2026 | 216,877 | 0.1 |
200,000 | | Ford Motor Credit Co. LLC, 4.000%, 11/13/2030 | 211,774 | 0.0 |
200,000 | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 226,729 | 0.1 |
435,000 | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 469,811 | 0.1 |
205,000 | (1) | GCI LLC, 4.750%, 10/15/2028 | 213,718 | 0.1 |
420,000 | | General Dynamics Corp., 3.500%, 04/01/2027 | 470,474 | 0.1 |
193,000 | | General Electric Co., 3.625%, 05/01/2030 | 218,241 | 0.1 |
91,000 | | General Electric Co., 6.750%, 03/15/2032 | 126,960 | 0.0 |
316,000 | | General Mills, Inc., 2.875%, 04/15/2030 | 340,385 | 0.1 |
382,000 | | General Motors Financial Co., Inc., 4.300%, 07/13/2025 | 424,315 | 0.1 |
430,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 460,825 | 0.1 |
475,000 | (1) | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | 471,528 | 0.1 |
435,000 | (1) | HAT Holdings I LLC / HAT Holdings II LLC, 3.375%, 06/15/2026 | 441,416 | 0.1 |
1,035,000 | | HCA, Inc., 4.125%, 06/15/2029 | 1,182,194 | 0.3 |
200,000 | | HCA, Inc., 5.250%, 04/15/2025 | 229,681 | 0.1 |
280,000 | | HCA, Inc., 5.250%, 06/15/2026 | 326,405 | 0.1 |
195,000 | | Healthpeak Properties, Inc., 3.000%, 01/15/2030 | 211,944 | 0.1 |
375,000 | | Hess Corp., 5.600%, 02/15/2041 | 470,477 | 0.1 |
535,000 | | Hormel Foods Corp., 1.700%, 06/03/2028 | 544,585 | 0.1 |
500,000 | (1) | Indigo Natural Resources LLC, 5.375%, 02/01/2029 | 522,327 | 0.1 |
250,000 | (1) | Infor, Inc., 1.750%, 07/15/2025 | 256,938 | 0.1 |
470,000 | (1) | Ingevity Corp., 3.875%, 11/01/2028 | 470,674 | 0.1 |
416,000 | | Intel Corp., 3.250%, 11/15/2049 | 447,641 | 0.1 |
79,000 | | Intel Corp., 4.750%, 03/25/2050 | 105,968 | 0.0 |
88,000 | | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | 89,055 | 0.0 |
250,000 | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 285,176 | 0.1 |
490,000 | (1) | J2 Global, Inc., 4.625%, 10/15/2030 | 521,255 | 0.1 |
333,000 | | Johnson & Johnson, 0.950%, 09/01/2027 | 330,424 | 0.1 |
50,000 | | Johnson & Johnson, 3.625%, 03/03/2037 | 59,459 | 0.0 |
520,000 | (2) | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 526,409 | 0.1 |
172,000 | (2) | JPMorgan Chase & Co., 1.953%, 02/04/2032 | 169,770 | 0.0 |
250,000 | (2) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 258,468 | 0.1 |
213,000 | (2) | JPMorgan Chase & Co., 2.580%, 04/22/2032 | 221,771 | 0.1 |
998,000 | | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 1,079,090 | 0.3 |
155,000 | (2) | JPMorgan Chase & Co., 3.157%, 04/22/2042 | 165,302 | 0.0 |
1,250,000 | (2) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 1,395,884 | 0.3 |
500,000 | | JPMorgan Chase & Co., 3.875%, 09/10/2024 | 544,582 | 0.1 |
129,000 | (2) | JPMorgan Chase & Co., 3.964%, 11/15/2048 | 153,124 | 0.0 |
229,000 | (2) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 274,130 | 0.1 |
530,000 | (2) | JPMorgan Chase & Co., 6.000%, 12/31/2199 | 560,806 | 0.1 |
193,000 | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 205,435 | 0.0 |
227,000 | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 249,147 | 0.1 |
215,000 | | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | 255,707 | 0.1 |
170,000 | | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | 250,324 | 0.1 |
126,000 | | Kroger Co/The, 4.650%, 01/15/2048 | 158,825 | 0.0 |
395,000 | (1) | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | 394,012 | 0.1 |
200,000 | (1) | Mars, Inc., 2.375%, 07/16/2040 | 195,984 | 0.0 |
450,000 | (1) | Match Group Holdings II LLC, 4.125%, 08/01/2030 | 471,854 | 0.1 |
428,000 | (1) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 456,963 | 0.1 |
190,000 | | MGM Resorts International, 5.500%, 04/15/2027 | 206,711 | 0.0 |
250,000 | | Mississippi Power Co., 4.250%, 03/15/2042 | 304,391 | 0.1 |
316,000 | | Mondelez International, Inc., 2.750%, 04/13/2030 | 337,668 | 0.1 |
250,000 | (2) | Morgan Stanley, 0.560%, 11/10/2023 | 250,497 | 0.1 |
817,000 | (2) | Morgan Stanley, 1.593%, 05/04/2027 | 829,626 | 0.2 |
245,000 | (2) | Morgan Stanley, 2.239%, 07/21/2032 | 247,347 | 0.1 |
750,000 | | Morgan Stanley, 3.125%, 07/27/2026 | 816,691 | 0.2 |
900,000 | (2) | Morgan Stanley, 3.622%, 04/01/2031 | 1,013,391 | 0.2 |
545,000 | | Morgan Stanley, 4.100%, 05/22/2023 | 580,210 | 0.1 |
500,000 | | Morgan Stanley, 4.875%, 11/01/2022 | 527,520 | 0.1 |
600,000 | | Mosaic Co/The, 3.250%, 11/15/2022 | 620,488 | 0.1 |
398,000 | | MPLX L.P., 4.000%, 03/15/2028 | 447,366 | 0.1 |
460,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | 472,650 | 0.1 |
500,000 | | Mylan, Inc., 4.200%, 11/29/2023 | 536,476 | 0.1 |
200,000 | | Mylan, Inc., 5.200%, 04/15/2048 | 252,040 | 0.1 |
310,000 | | National Rural Utilities Cooperative Finance Corp., 3.900%, 11/01/2028 | 357,569 | 0.1 |
220,000 | | Navient Corp., 5.000%, 03/15/2027 | 229,087 | 0.1 |
53,000 | | Newmont Corp., 3.700%, 03/15/2023 | 55,277 | 0.0 |
193,000 | | Northern States Power Co/MN, 3.600%, 09/15/2047 | 226,673 | 0.1 |
435,000 | (1) | Novelis Corp., 4.750%, 01/30/2030 | 463,777 | 0.1 |
35,000 | (1) | NRG Energy, Inc., 3.375%, 02/15/2029 | 34,913 | 0.0 |
185,000 | (1) | NRG Energy, Inc., 3.625%, 02/15/2031 | 186,651 | 0.0 |
533,000 | | NVIDIA Corp., 1.550%, 06/15/2028 | 537,600 | 0.1 |
455,000 | (1) | ON Semiconductor Corp., 3.875%, 09/01/2028 | 474,556 | 0.1 |
65,000 | | ONEOK, Inc., 3.100%, 03/15/2030 | 68,874 | 0.0 |
316,000 | | Oracle Corp., 2.800%, 04/01/2027 | 338,275 | 0.1 |
504,000 | | Oracle Corp., 2.950%, 05/15/2025 | 538,309 | 0.1 |
145,000 | | Oracle Corp., 3.950%, 03/25/2051 | 161,710 | 0.0 |
48,000 | | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 54,357 | 0.0 |
115,000 | | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | 134,956 | 0.0 |
500,000 | (1) | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 4.125%, 04/30/2028 | 513,358 | 0.1 |
195,000 | | Owl Rock Capital Corp., 3.400%, 07/15/2026 | 205,111 | 0.0 |
35,000 | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 33,949 | 0.0 |
28,000 | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 26,605 | 0.0 |
47,000 | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 47,007 | 0.0 |
200,000 | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 217,942 | 0.1 |
238,000 | | PECO Energy Co., 4.150%, 10/01/2044 | 300,675 | 0.1 |
84,000 | | Phillips 66, 3.850%, 04/09/2025 | 92,503 | 0.0 |
435,000 | (1) | Pilgrim's Pride Corp., 4.250%, 04/15/2031 | 463,136 | 0.1 |
301,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.600%, 11/01/2024 | 322,124 | 0.1 |
210,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.800%, 09/15/2030 | 228,115 | 0.1 |
500,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | 549,128 | 0.1 |
281,000 | | PNC Financial Services Group, Inc./The, 3.450%, 04/23/2029 | 317,451 | 0.1 |
110,000 | (1) | Post Holdings, Inc., 4.625%, 04/15/2030 | 112,210 | 0.0 |
320,000 | (1) | Post Holdings, Inc., 5.500%, 12/15/2029 | 342,837 | 0.1 |
520,000 | (1) | Prestige Brands, Inc., 3.750%, 04/01/2031 | 515,221 | 0.1 |
525,000 | (1) | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | 525,656 | 0.1 |
65,000 | | Puget Sound Energy, Inc., 3.250%, 09/15/2049 | 71,005 | 0.0 |
230,000 | (1) | Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.875%, 03/01/2031 | 235,152 | 0.1 |
205,000 | (1) | Quicken Loans LLC, 5.250%, 01/15/2028 | 216,095 | 0.1 |
285,000 | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 364,302 | 0.1 |
210,000 | | Regeneron Pharmaceuticals, Inc., 1.750%, 09/15/2030 | 203,269 | 0.0 |
250,000 | | Regeneron Pharmaceuticals, Inc., 2.800%, 09/15/2050 | 235,939 | 0.1 |
150,000 | | RELX Capital, Inc., 3.000%, 05/22/2030 | 162,146 | 0.0 |
295,000 | | Reynolds American, Inc., 5.850%, 08/15/2045 | 369,311 | 0.1 |
250,000 | | Reynolds American, Inc., 6.150%, 09/15/2043 | 319,979 | 0.1 |
150,000 | | Roper Technologies, Inc., 1.750%, 02/15/2031 | 146,964 | 0.0 |
33,000 | | Ross Stores, Inc., 4.700%, 04/15/2027 | 38,542 | 0.0 |
291,000 | | salesforce.com, Inc., 1.950%, 07/15/2031 | 296,524 | 0.1 |
338,000 | | salesforce.com, Inc., 2.700%, 07/15/2041 | 346,121 | 0.1 |
430,000 | (1) | Seagate HDD Cayman, 3.375%, 07/15/2031 | 424,389 | 0.1 |
185,000 | (1) | Sealed Air Corp., 4.000%, 12/01/2027 | 197,719 | 0.0 |
114,000 | | Selective Insurance Group, Inc., 5.375%, 03/01/2049 | 146,781 | 0.0 |
455,000 | (1) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 459,084 | 0.1 |
700,000 | | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | 763,396 | 0.2 |
455,000 | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 472,643 | 0.1 |
460,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 459,395 | 0.1 |
430,000 | (1) | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | 471,523 | 0.1 |
60,000 | | Southern California Edison Co., 3.650%, 02/01/2050 | 61,403 | 0.0 |
365,000 | | Sprint Nextel Corp., 6.875%, 11/15/2028 | 471,346 | 0.1 |
220,000 | (1) | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | 213,619 | 0.1 |
320,000 | (1) | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | 330,035 | 0.1 |
240,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 242,902 | 0.1 |
220,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 233,944 | 0.1 |
150,000 | | TEGNA, Inc., 4.625%, 03/15/2028 | 154,745 | 0.0 |
295,000 | | TEGNA, Inc., 5.000%, 09/15/2029 | 308,704 | 0.1 |
235,000 | (1) | Tempur Sealy International, Inc., 4.000%, 04/15/2029 | 241,331 | 0.1 |
500,000 | (1) | Tenet Healthcare Corp., 4.250%, 06/01/2029 | 510,625 | 0.1 |
299,000 | | Time Warner Cable LLC, 5.875%, 11/15/2040 | 392,203 | 0.1 |
600,000 | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 614,607 | 0.1 |
385,000 | | T-Mobile USA, Inc., 3.000%, 02/15/2041 | 388,122 | 0.1 |
800,000 | | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 893,404 | 0.2 |
79,000 | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 89,469 | 0.0 |
300,000 | | UDR, Inc., 2.100%, 08/01/2032 | 295,516 | 0.1 |
220,000 | | United Rentals North America, Inc., 4.000%, 07/15/2030 | 228,830 | 0.1 |
215,000 | | United Rentals North America, Inc., 4.875%, 01/15/2028 | 227,336 | 0.1 |
713,000 | | UnitedHealth Group, Inc., 2.300%, 05/15/2031 | 742,169 | 0.2 |
357,000 | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | 383,254 | 0.1 |
122,611 | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 129,255 | 0.0 |
18,378 | | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 18,624 | 0.0 |
300,000 | | Utah Acquisition Sub, Inc., 3.950%, 06/15/2026 | 332,964 | 0.1 |
465,000 | (1) | Valvoline, Inc., 3.625%, 06/15/2031 | 463,649 | 0.1 |
125,000 | | Verizon Communications, Inc., 2.650%, 11/20/2040 | 122,550 | 0.0 |
227,000 | | Verizon Communications, Inc., 3.400%, 03/22/2041 | 245,881 | 0.1 |
228,000 | | Verizon Communications, Inc., 3.550%, 03/22/2051 | 248,858 | 0.1 |
335,000 | | Verizon Communications, Inc., 3.700%, 03/22/2061 | 371,436 | 0.1 |
250,000 | | Verizon Communications, Inc., 4.125%, 03/16/2027 | 286,602 | 0.1 |
175,000 | | Verizon Communications, Inc., 4.125%, 08/15/2046 | 208,773 | 0.0 |
200,000 | | Verizon Communications, Inc., 4.812%, 03/15/2039 | 257,553 | 0.1 |
615,000 | | ViacomCBS, Inc., 3.700%, 08/15/2024 | 664,472 | 0.2 |
445,000 | (1) | ViaSat, Inc., 5.625%, 04/15/2027 | 462,965 | 0.1 |
225,000 | | VMware, Inc., 1.400%, 08/15/2026 | 225,932 | 0.1 |
100,000 | | VMware, Inc., 1.800%, 08/15/2028 | 100,411 | 0.0 |
351,000 | | Walmart, Inc., 3.700%, 06/26/2028 | 403,517 | 0.1 |
350,000 | (2) | Wells Fargo & Co., 2.406%, 10/30/2025 | 366,152 | 0.1 |
100,000 | | Wells Fargo & Co., 3.000%, 10/23/2026 | 108,457 | 0.0 |
143,000 | | Welltower, Inc., 4.125%, 03/15/2029 | 164,986 | 0.0 |
500,000 | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 552,518 | 0.1 |
450,000 | (1) | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | 465,737 | 0.1 |
173,000 | | XLIT Ltd., 5.500%, 03/31/2045 | 239,666 | 0.1 |
470,000 | (1) | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | 468,238 | 0.1 |
| | | 100,220,389 | 23.5 |
| | | | |
| | Total Corporate Bonds/Notes | | |
| | (Cost $150,626,512) | 156,877,423 | 36.7 |
| | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 14.1% | | |
| | United States: 14.1% |
330,140 | (2) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.182%, 05/25/2036 | 322,102 | 0.1 |
316,863 | | Alternative Loan Trust 2005-51 3A2A, 1.397%, (12MTA + 1.290%), 11/20/2035 | 297,997 | 0.1 |
112,899 | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 76,231 | 0.0 |
170,594 | | Alternative Loan Trust 2007-23CB A3, 0.589%, (US0001M + 0.500%), 09/25/2037 | 73,367 | 0.0 |
379,302 | | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 277,488 | 0.1 |
367,322 | | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 368,571 | 0.1 |
78,537 | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.589%, (US0001M + 0.500%), 11/25/2035 | 42,814 | 0.0 |
158,491 | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.809%, (US0001M + 0.720%), 11/25/2035 | 156,880 | 0.0 |
242,929 | (1),(2) | CSMC Trust 2015-2 B3, 3.907%, 02/25/2045 | 247,277 | 0.1 |
176,576 | (1),(2) | CSMC Trust 2015-3 B1, 3.881%, 03/25/2045 | 178,716 | 0.0 |
3,771,816 | (4) | Fannie Mae 2005-18 SC, 4.561%, (-1.000*US0001M + 4.650%), 03/25/2035 | 511,084 | 0.1 |
941,171 | (4) | Fannie Mae 2008-41 S, 6.711%, (-1.000*US0001M + 6.800%), 11/25/2036 | 247,406 | 0.1 |
2,718,059 | (4) | Fannie Mae 2009-106 SA, 6.161%, (-1.000*US0001M + 6.250%), 01/25/2040 | 557,141 | 0.1 |
293,864 | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.739%, (US0001M + 3.650%), 09/25/2029 | 303,702 | 0.1 |
444,252 | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.089%, (US0001M + 3.000%), 10/25/2029 | 456,789 | 0.1 |
360,198 | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.589%, (US0001M + 2.500%), 05/25/2030 | 364,341 | 0.1 |
332,013 | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.089%, (US0001M + 2.000%), 03/25/2031 | 335,055 | 0.1 |
198,297 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.389%, (US0001M + 2.300%), 08/25/2031 | 199,897 | 0.1 |
328,777 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.489%, (US0001M + 2.400%), 04/25/2031 | 330,794 | 0.1 |
120,811 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.539%, (US0001M + 2.450%), 07/25/2031 | 121,517 | 0.0 |
252,319 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.189%, (US0001M + 2.100%), 09/25/2039 | 253,395 | 0.1 |
730,770 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.139%, (US0001M + 2.050%), 01/25/2040 | 735,121 | 0.2 |
1,000,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 3.739%, (US0001M + 3.650%), 02/25/2040 | 1,036,619 | 0.3 |
114,389 | | Fannie Mae REMIC Trust 2003-22 BZ, 6.000%, 04/25/2033 | 131,773 | 0.0 |
116,039 | | Fannie Mae REMIC Trust 2005-74 DK, 23.643%, (-4.000*US0001M + 24.000%), 07/25/2035 | 181,263 | 0.1 |
110,974 | | Fannie Mae REMIC Trust 2006-104 ES, 33.004%, (-5.000*US0001M + 33.450%), 11/25/2036 | 219,557 | 0.1 |
1,394,700 | (4) | Fannie Mae REMIC Trust 2007-36 SN, 6.681%, (-1.000*US0001M + 6.770%), 04/25/2037 | 296,560 | 0.1 |
91,466 | | Fannie Mae REMIC Trust 2007-55 DS, 14.777%, (-2.500*US0001M + 15.000%), 06/25/2037 | 116,606 | 0.0 |
726,571 | (4) | Fannie Mae REMIC Trust 2008-53 FI, 6.011%, (-1.000*US0001M + 6.100%), 07/25/2038 | 116,857 | 0.0 |
711,734 | (4) | Fannie Mae REMIC Trust 2008-58 SM, 6.011%, (-1.000*US0001M + 6.100%), 07/25/2038 | 136,928 | 0.0 |
147,528 | | Fannie Mae REMIC Trust 2009-66 SL, 15.499%, (-3.333*US0001M + 15.833%), 09/25/2039 | 271,932 | 0.1 |
93,200 | | Fannie Mae REMIC Trust 2009-66 SW, 15.666%, (-3.333*US0001M + 16.000%), 09/25/2039 | 173,365 | 0.0 |
3,843,912 | (4) | Fannie Mae REMIC Trust 2010-123 SL, 5.981%, (-1.000*US0001M + 6.070%), 11/25/2040 | 688,267 | 0.2 |
3,799,895 | (4) | Fannie Mae REMIC Trust 2011-55 SK, 6.471%, (-1.000*US0001M + 6.560%), 06/25/2041 | 891,627 | 0.2 |
1,615,085 | (4) | Fannie Mae REMIC Trust 2011-86 NS, 5.861%, (-1.000*US0001M + 5.950%), 09/25/2041 | 284,722 | 0.1 |
210,897 | (4) | Fannie Mae REMIC Trust 2012-10 US, 6.361%, (-1.000*US0001M + 6.450%), 02/25/2042 | 40,949 | 0.0 |
1,415,592 | (4) | Fannie Mae REMIC Trust 2012-24 HS, 6.461%, (-1.000*US0001M + 6.550%), 09/25/2040 | 158,239 | 0.0 |
863,863 | (4) | Fannie Mae REMIC Trust 2013-31 PI, 4.500%, 02/25/2043 | 66,736 | 0.0 |
1,426,105 | | Fannie Mae REMICS 2013-126 ZA, 4.000%, 07/25/2032 | 1,462,194 | 0.3 |
19,369,632 | (4) | Fannie Mae REMICS 2015-58 KI, 6.000%, 03/25/2037 | 4,016,357 | 0.9 |
17,308,525 | (4) | Fannie Mae REMICS 2016-54 SL, 5.911%, (-1.000*US0001M + 6.000%), 08/25/2046 | 3,695,211 | 0.9 |
649,101 | (4) | Fannie Mae Series 2007-9 SE, 5.991%, (-1.000*US0001M + 6.080%), 03/25/2037 | 120,472 | 0.0 |
983,181 | (4) | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | 92,133 | 0.0 |
932,305 | (1),(2) | Flagstar Mortgage Trust 2018-2 B2, 4.056%, 04/25/2048 | 944,618 | 0.2 |
196,134 | (4) | Freddie Mac REMIC Trust 2303 SY, 8.607%, (-1.000*US0001M + 8.700%), 04/15/2031 | 45,649 | 0.0 |
1,091,799 | (4) | Freddie Mac REMIC Trust 2989 GU, 6.907%, (-1.000*US0001M + 7.000%), 02/15/2033 | 223,415 | 0.1 |
955,608 | (4) | Freddie Mac REMIC Trust 3271 SB, 5.957%, (-1.000*US0001M + 6.050%), 02/15/2037 | 178,343 | 0.0 |
3,166,615 | (4) | Freddie Mac REMIC Trust 3424 HI, 5.807%, (-1.000*US0001M + 5.900%), 04/15/2038 | 715,132 | 0.2 |
709,340 | (4) | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | 93,679 | 0.0 |
3,924,679 | (4) | Freddie Mac REMIC Trust 3856 KS, 6.457%, (-1.000*US0001M + 6.550%), 05/15/2041 | 711,214 | 0.2 |
875,682 | (4) | Freddie Mac REMIC Trust 3925 SD, 5.957%, (-1.000*US0001M + 6.050%), 07/15/2040 | 92,985 | 0.0 |
590,854 | (4) | Freddie Mac REMIC Trust 3946 SE, 6.557%, (-1.000*US0001M + 6.650%), 02/15/2041 | 29,462 | 0.0 |
1,421,286 | (4) | Freddie Mac REMIC Trust 4077 SM, 6.607%, (-1.000*US0001M + 6.700%), 08/15/2040 | 92,195 | 0.0 |
824,933 | (4) | Freddie Mac REMIC Trust 4152 BI, 4.000%, 12/15/2041 | 76,904 | 0.0 |
1,342,108 | (4) | Freddie Mac REMIC Trust 4313 MI, 5.000%, 04/15/2039 | 192,230 | 0.1 |
1,996,444 | (4) | Freddie Mac REMICS 3693 SC, 6.407%, (-1.000*US0001M + 6.500%), 07/15/2040 | 442,052 | 0.1 |
2,115,300 | | Freddie Mac REMICS 3792 DS, 6.507%, (-1.000*US0001M + 6.600%), 11/15/2040 | 130,507 | 0.0 |
1,737,713 | (4) | Freddie Mac REMICS 4040 SW, 6.537%, (-1.000*US0001M + 6.630%), 05/15/2032 | 332,769 | 0.1 |
2,018,030 | (4) | Freddie Mac REMICS 4623 MS, 5.907%, (-1.000*US0001M + 6.000%), 10/15/2046 | 431,934 | 0.1 |
2,269,599 | | Freddie Mac REMICS 4800 MZ, 4.000%, 06/15/2048 | 2,417,470 | 0.6 |
1,641,016 | | Freddie Mac REMICS 4879 ZA, 4.000%, 05/15/2049 | 1,798,684 | 0.4 |
283,691 | (1) | Freddie Mac STACR 2019-HQA3 M2, 1.939%, (US0001M + 1.850%), 09/25/2049 | 284,880 | 0.1 |
435,642 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 1.989%, (US0001M + 1.900%), 01/25/2050 | 437,281 | 0.1 |
482,563 | (1) | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.189%, (US0001M + 3.100%), 03/25/2050 | 489,707 | 0.1 |
235,239 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.689%, (US0001M + 3.600%), 07/25/2050 | 237,166 | 0.1 |
325,317 | (1) | Freddie Mac STACR Trust 2019-DNA3 M2, 2.139%, (US0001M + 2.050%), 07/25/2049 | 328,984 | 0.1 |
271,643 | (2),(4) | Freddie Mac Strips 351 103, 4.000%, 01/15/2031 | 28,834 | 0.0 |
734,048 | (2),(4) | Freddie Mac Strips 351 200, 3.500%, 02/15/2046 | 76,991 | 0.0 |
5,357,113 | (4) | Freddie Mac Strips 351 C14, 3.500%, 02/15/2031 | 525,396 | 0.1 |
10,418,741 | (4) | Freddie Mac Strips 351 C22, 3.500%, 02/15/2046 | 1,635,165 | 0.4 |
8,638,575 | (4) | Freddie Mac Strips 351 C23, 4.000%, 02/15/2046 | 1,465,251 | 0.4 |
2,164,406 | (2),(4) | Freddie Mac Strips 351 C30, 2.500%, 02/15/2031 | 134,000 | 0.0 |
2,633,633 | (2),(4) | Freddie Mac Strips 351 C31, 3.000%, 02/15/2031 | 202,255 | 0.1 |
1,690,173 | (2),(4) | Freddie Mac Strips 351 C32, 3.500%, 02/15/2031 | 178,179 | 0.0 |
4,956,528 | (2),(4) | Freddie Mac Strips 351 C33, 4.000%, 02/15/2046 | 642,852 | 0.2 |
9,136,652 | (2),(4) | Freddie Mac Strips 351 C34, 3.500%, 02/15/2046 | 1,066,853 | 0.3 |
165,535 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 3.989%, (US0001M + 3.900%), 12/25/2027 | 167,526 | 0.0 |
1,250,132 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 3.889%, (US0001M + 3.800%), 03/25/2029 | 1,295,653 | 0.3 |
544,855 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.739%, (US0001M + 2.650%), 12/25/2029 | 554,124 | 0.1 |
29,558 | (2) | Freddie Mac Whole Loan Securities Trust 2016-SC02 M1, 3.632%, 10/25/2046 | 29,873 | 0.0 |
900,000 | (1),(2) | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | 924,829 | 0.2 |
236,426 | | Ginnie Mae Series 2007-8 SP, 21.777%, (-3.242*US0001M + 22.048%), 03/20/2037 | 386,578 | 0.1 |
19,107,352 | (4) | Ginnie Mae Series 2009-106 CM, 6.509%, (-1.000*US0001M + 6.600%), 01/16/2034 | 2,648,336 | 0.6 |
1,403,258 | (4) | Ginnie Mae Series 2010-116 NS, 6.559%, (-1.000*US0001M + 6.650%), 09/16/2040 | 253,607 | 0.1 |
261,335 | (4) | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | 21,213 | 0.0 |
1,722,449 | (4) | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | 93,057 | 0.0 |
292,463 | (4) | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | 9,557 | 0.0 |
1,219,614 | (4) | Ginnie Mae Series 2013-115 NI, 4.500%, 01/16/2043 | 170,813 | 0.0 |
769,321 | (4) | Ginnie Mae Series 2013-5 NI, 3.000%, 01/20/2028 | 42,986 | 0.0 |
15,205,989 | (4) | Ginnie Mae Series 2015-10 IX, 4.500%, 01/20/2045 | 2,709,368 | 0.6 |
1,753,197 | (4) | Ginnie Mae Series 2015-178 GI, 4.000%, 05/20/2044 | 123,167 | 0.0 |
5,492,921 | (4) | Ginnie Mae Series 2016-161 CI, 5.500%, 11/20/2046 | 1,075,596 | 0.3 |
9,874,553 | (4) | Ginnie Mae Series 2019-89 QI, 4.000%, 04/20/2046 | 1,195,032 | 0.3 |
296,437 | | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 0.509%, (US0001M + 0.210%), 04/25/2036 | 290,454 | 0.1 |
38,187 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 38,377 | 0.0 |
60,193 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | 61,062 | 0.0 |
975,243 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 A4, 2.500%, 08/25/2051 | 990,396 | 0.2 |
98,650 | (1),(2) | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | 100,134 | 0.0 |
358,322 | (1),(2) | JP Morgan Mortgage Trust 2017-3 B1, 3.717%, 08/25/2047 | 371,145 | 0.1 |
944,205 | (1),(2) | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | 958,242 | 0.2 |
125,037 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A15, 3.500%, 05/25/2050 | 127,371 | 0.0 |
208,395 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A3, 3.500%, 05/25/2050 | 212,977 | 0.1 |
30,611 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 30,871 | 0.0 |
143,734 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV3 A15, 3.500%, 03/25/2050 | 145,355 | 0.0 |
150,295 | (1),(2) | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | 152,832 | 0.0 |
342,677 | (1),(2) | JP Morgan Mortgage Trust 2020-5 B1, 3.664%, 12/25/2050 | 359,654 | 0.1 |
1,000,000 | (1),(2) | JP Morgan Mortgage Trust 2021-3 A5, 2.500%, 07/01/2051 | 1,029,950 | 0.2 |
253,777 | | Lehman XS Trust Series 2005-5N 1A2, 0.449%, (US0001M + 0.360%), 11/25/2035 | 239,465 | 0.1 |
396,042 | (1),(2) | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | 401,905 | 0.1 |
130,549 | (1),(2) | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 132,550 | 0.0 |
356,517 | (1),(2) | OBX 2020-INV1 A21 Trust, 3.500%, 12/25/2049 | 362,622 | 0.1 |
1,071,408 | (1),(2) | RCKT Mortgage Trust 2021-1 A1, 2.500%, 03/25/2051 | 1,098,574 | 0.3 |
134,339 | (1),(2) | Sequoia Mortgage Trust 2014-3 B3, 3.987%, 10/25/2044 | 136,960 | 0.0 |
79,854 | (1),(2) | Sequoia Mortgage Trust 2016-3 A11, 3.000%, 11/25/2046 | 80,083 | 0.0 |
70,661 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 71,579 | 0.0 |
300,000 | (1),(2) | Sequoia Mortgage Trust 2020-4 A8, 2.500%, 11/25/2050 | 310,907 | 0.1 |
5,695 | (2),(5) | Structured Asset Securities Corp. 2004-4XS 1A6, 5.050%, 02/25/2034 | 5,705 | 0.0 |
1,000,000 | (1),(2) | Verus Securitization Trust 2021-1 M1, 1.968%, 01/25/2066 | 996,709 | 0.2 |
9,008,252 | (2),(4) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.783%, 08/25/2045 | 402,596 | 0.1 |
49,978 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.053%, 10/25/2036 | 50,243 | 0.0 |
170,377 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 2.955%, 08/25/2046 | 169,661 | 0.0 |
358,616 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 2.996%, 12/25/2036 | 359,628 | 0.1 |
119,548 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 2.718%, 04/25/2037 | 113,853 | 0.0 |
488,218 | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 473,843 | 0.1 |
102,720 | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.519%, (US0001M + 0.430%), 06/25/2037 | 82,135 | 0.0 |
476,249 | (1),(2) | Wells Fargo Mortgage Backed Securities 2021-1 A17 Trust, 2.500%, 12/25/2050 | 483,949 | 0.1 |
394,620 | (1),(2) | WinWater Mortgage Loan Trust 2015-5 B4, 3.768%, 08/20/2045 | 394,478 | 0.1 |
| | | | |
| | Total Collateralized Mortgage Obligations | | |
| | (Cost $57,805,307) | 60,276,668 | 14.1 |
| |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.2% | |
| | Federal Home Loan Mortgage Corporation: 0.2%(6) |
702,569 | | 3.500%,01/01/2048 | 755,504 | 0.2 |
87,123 | | 4.000%,09/01/2045 | 94,762 | 0.0 |
73,614 | | 4.000%,09/01/2045 | 79,946 | 0.0 |
124,820 | | 4.000%,05/01/2046 | 135,334 | 0.0 |
| | | 1,065,546 | 0.2 |
| | | | |
| | Federal National Mortgage Association: 0.4%(6) |
1,435,330 | | 3.500%,03/01/2043 | 1,566,101 | 0.4 |
| | | | |
| | Government National Mortgage Association: 2.9% |
3,220,000 | (7) | 2.500%,09/15/2051 | 3,341,379 | 0.8 |
8,450,000 | (7) | 3.000%,09/15/2051 | 8,829,590 | 2.1 |
114,486 | | 4.500%,08/20/2041 | 127,621 | 0.0 |
15,369 | | 5.500%,03/20/2039 | 18,093 | 0.0 |
| | | 12,316,683 | 2.9 |
| | | | |
| | Uniform Mortgage-Backed Securities: 4.7% |
10,039,000 | (7) | 2.000%,09/15/2051 | 10,218,212 | 2.4 |
65,651 | | 2.500%,06/01/2030 | 69,226 | 0.0 |
46,119 | | 2.500%,06/01/2030 | 48,646 | 0.0 |
27,999 | | 2.500%,07/01/2030 | 29,486 | 0.0 |
6,439,000 | (7) | 2.500%,09/15/2051 | 6,693,793 | 1.6 |
171,740 | | 3.500%,06/01/2034 | 185,833 | 0.0 |
600,000 | (7) | 3.500%,09/15/2051 | 634,664 | 0.2 |
84,510 | | 4.000%,05/01/2045 | 92,189 | 0.0 |
1,393,021 | | 4.000%,04/01/2049 | 1,509,838 | 0.4 |
172,366 | | 4.500%,12/01/2040 | 190,603 | 0.0 |
107,289 | | 4.500%,12/01/2040 | 119,893 | 0.0 |
188,459 | | 5.000%,05/01/2041 | 215,427 | 0.1 |
118,567 | | 5.000%,06/01/2041 | 134,214 | 0.0 |
| | | 20,142,024 | 4.7 |
| | | | |
| | Total U.S. Government Agency Obligations | | |
| | (Cost $34,894,497) | 35,090,354 | 8.2 |
SOVEREIGN BONDS: (continued) | |
95,041 | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | 36,686 | 0.0 |
| | | 631,371 | 0.1 |
| | | | |
| | Australia: 0.1% |
AUD | 837,000 | (1) | Queensland Treasury Corp., 1.750%, 07/20/2034 | 611,222 | 0.1 |
| | | | |
| | Canada: 0.2% |
CAD | 880,000 | | Canadian Government Bond, 3.500%, 12/01/2045 | 957,878 | 0.2 |
| | | | |
| | China: 5.4% |
CNY | 50,420,000 | | China Government Bond, 2.850%, 06/04/2027 | 7,843,297 | 1.8 |
CNY | 21,430,000 | | China Government Bond, 3.130%, 11/21/2029 | 3,370,831 | 0.8 |
CNY | 29,170,000 | | China Government Bond, 3.250%, 06/06/2026 | 4,631,831 | 1.1 |
CNY | 34,570,000 | | China Government Bond, 3.250%, 11/22/2028 | 5,485,350 | 1.3 |
CNY | 1,110,000 | | China Government Bond, 3.290%, 05/23/2029 | 176,176 | 0.0 |
CNY | 9,950,000 | | China Government Bond, 4.080%, 10/22/2048 | 1,697,624 | 0.4 |
| | | 23,205,109 | 5.4 |
| | | | |
| | Colombia: 0.3% |
600,000 | (3) | Colombia Government International Bond, 3.000%, 01/30/2030 | 589,347 | 0.1 |
COP | 2,551,900,000 | | Colombian TES, 7.750%, 09/18/2030 | 693,434 | 0.2 |
| | | 1,282,781 | 0.3 |
| | | | |
| | Croatia: 0.1% |
EUR | 300,000 | | Croatia Government International Bond, 1.125%, 06/19/2029 | 369,663 | 0.1 |
| | | | |
| | Dominican Republic: 0.3% |
925,000 | (1) | Dominican Republic International Bond, 4.500%, 01/30/2030 | 949,984 | 0.2 |
200,000 | (1) | Dominican Republic International Bond, 4.875%, 09/23/2032 | 208,002 | 0.1 |
200,000 | (1) | Dominican Republic International Bond, 5.300%, 01/21/2041 | 203,300 | 0.0 |
| | | 1,361,286 | 0.3 |
| | | | |
| | Egypt: 0.5% |
300,000 | (1) | Egypt Government International Bond, 4.550%, 11/20/2023 | 311,119 | 0.1 |
400,000 | (1) | Egypt Government International Bond, 5.875%, 02/16/2031 | 386,100 | 0.1 |
600,000 | | Egypt Government International Bond, 6.588%, 02/21/2028 | 629,552 | 0.1 |
325,000 | | Egypt Government International Bond, 7.500%, 01/31/2027 | 361,183 | 0.1 |
450,000 | (1) | Egypt Government International Bond, 7.625%, 05/29/2032 | 476,321 | 0.1 |
| | | 2,164,275 | 0.5 |
| | | | |
| | Germany: 0.1% |
EUR | 120,000 | | Bundesobligation, -0.640%, 10/08/2021 | 142,523 | 0.1 |
EUR | 9,700 | | Bundesobligation, -0.780%, 04/14/2023 | 11,662 | 0.0 |
EUR | 60,000 | | Bundesrepublik Deutschland Bundesanleihe, 0.500%, 02/15/2028 | 76,885 | 0.0 |
EUR | 30,000 | | Bundesrepublik Deutschland Bundesanleihe, -0.770%, 08/15/2026 | 36,999 | 0.0 |
EUR | 40,000 | | Bundesrepublik Deutschland Bundesanleihe, 1.000%, 08/15/2025 | 50,991 | 0.0 |
| | | 319,060 | 0.1 |
| | | | |
| | Ghana: 0.1% |
450,000 | (1) | Ghana Government International Bond, 6.375%, 02/11/2027 | 443,419 | 0.1 |
| | | | |
| | Indonesia: 0.3% |
IDR | 13,833,000,000 | | Indonesia Treasury Bond, 8.375%, 04/15/2039 | 1,077,467 | 0.2 |
200,000 | | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | 230,508 | 0.1 |
| | | 1,307,975 | 0.3 |
| | | | |
| | Italy: 0.5% |
EUR | 641,000 | (1) | Italy Buoni Poliennali Del Tesoro, 3.850%, 09/01/2049 | 1,149,896 | 0.3 |
EUR | 641,000 | (1) | Italy Buoni Poliennali Del Tesoro, 5.000%, 08/01/2034 | 1,143,482 | 0.2 |
| | | 2,293,378 | 0.5 |
| | | | |
| | Ivory Coast: 0.2% |
EUR | 200,000 | (1) | Ivory Coast Government International Bond, 4.875%, 01/30/2032 | 240,279 | 0.1 |
409,167 | (2),(5) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 415,067 | 0.1 |
| | | 655,346 | 0.2 |
| | | | |
| | Jordan: 0.1% |
200,000 | (1) | Jordan Government International Bond, 5.850%, 07/07/2030 | 207,690 | 0.1 |
| | | | |
| | Kenya: 0.1% |
250,000 | (1) | Kenya Government International Bond, 7.000%, 05/22/2027 | 273,843 | 0.1 |
| | Malaysia: 1.0% |
MYR 18,342,000 | | Malaysia Government Bond, 3.828%, 07/05/2034 | 4,367,514 | 1.0 |
| | | | |
| | Mexico: 0.1% |
200,000 | (3) | Mexico Government International Bond, 3.250%, 04/16/2030 | 208,702 | 0.1 |
200,000 | | Mexico Government International Bond, 3.750%, 04/19/2071 | 185,014 | 0.0 |
2,000 | | Mexico Government International Bond, 4.000%, 10/02/2023 | 2,166 | 0.0 |
| | | 395,882 | 0.1 |
| | | | |
| | Morocco: 0.1% |
200,000 | (1) | Morocco Government International Bond, 2.375%, 12/15/2027 | 197,500 | 0.0 |
200,000 | (1) | Morocco Government International Bond, 3.000%, 12/15/2032 | 194,940 | 0.0 |
200,000 | | Morocco Government International Bond, 4.250%, 12/11/2022 | 209,990 | 0.1 |
| | | 602,430 | 0.1 |
| | | | |
| | Nigeria: 0.1% |
200,000 | | Nigeria Government International Bond, 7.875%, 02/16/2032 | 214,702 | 0.1 |
| | | | |
| | Oman: 0.1% |
200,000 | | Oman Government International Bond, 6.000%, 08/01/2029 | 213,494 | 0.0 |
200,000 | (1) | Oman Government International Bond, 7.375%, 10/28/2032 | 229,392 | 0.1 |
| | | 442,886 | 0.1 |
| | | | |
| | Panama: 0.2% |
200,000 | | Panama Government International Bond, 3.875%, 03/17/2028 | 220,679 | 0.1 |
315,000 | | Panama Government International Bond, 6.700%, 01/26/2036 | 431,331 | 0.1 |
| | | 652,010 | 0.2 |
| | | | |
| | Peru: 0.4% |
PEN 4,000,000 | | Peru Government Bond, 6.350%, 08/12/2028 | 1,041,781 | 0.3 |
200,000 | | Peruvian Government International Bond, 1.862%, 12/01/2032 | 183,146 | 0.1 |
200,000 | | Peruvian Government International Bond, 2.780%, 12/01/2060 | 172,700 | 0.0 |
75,000 | (3) | Peruvian Government International Bond, 5.625%, 11/18/2050 | 101,818 | 0.0 |
| | | 1,499,445 | 0.4 |
| | | | |
| | Portugal: 0.6% |
EUR 1,664,000 | (1) | Portugal Obrigacoes do Tesouro OT, 2.250%, 04/18/2034 | 2,442,207 | 0.6 |
| | | | |
| | Romania: 0.5% |
RON 5,510,000 | | Romania Government Bond, 3.250%, 04/29/2024 | 1,350,381 | 0.3 |
EUR 200,000 | (1) | Romanian Government International Bond, 2.625%, 12/02/2040 | 232,843 | 0.1 |
480,000 | (1) | Romanian Government International Bond, 3.000%, 02/14/2031 | 499,598 | 0.1 |
| | | 2,082,822 | 0.5 |
| | | | |
| | Russia: 0.3% |
RUB 47,938,000 | | Russian Federal Bond - OFZ, 6.900%, 05/23/2029 | 662,804 | 0.2 |
200,000 | | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 227,388 | 0.0 |
400,000 | (1) | Russian Foreign Bond - Eurobond, 4.875%, 09/16/2023 | 434,851 | 0.1 |
| | | 1,325,043 | 0.3 |
| | | | |
| | Saudi Arabia: 0.2% |
200,000 | (1) | KSA Sukuk Ltd., 3.628%, 04/20/2027 | 220,986 | 0.1 |
400,000 | (1) | Saudi Government International Bond, 2.250%, 02/02/2033 | 393,199 | 0.1 |
200,000 | (1) | Saudi Government International Bond, 3.450%, 02/02/2061 | 200,884 | 0.0 |
| | | 815,069 | 0.2 |
| | | | |
| | South Africa: 0.3% |
250,000 | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | 258,525 | 0.1 |
900,000 | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 953,280 | 0.2 |
| | | 1,211,805 | 0.3 |
| | | | |
| | Spain: 0.8% |
EUR 1,284,000 | (1) | Spain Government Bond, 1.450%, 04/30/2029 | 1,700,192 | 0.4 |
EUR 1,092,000 | (1) | Spain Government Bond, 2.700%, 10/31/2048 | 1,784,713 | 0.4 |
| | | 3,484,905 | 0.8 |
| | | | |
| | Sri Lanka: 0.0% |
200,000 | (1) | Sri Lanka Government International Bond, 6.825%, 07/18/2026 | 127,500 | 0.0 |
| | | | |
| | Thailand: 0.3% |
THB 41,793,000 | | Thailand Government Bond, 2.875%, 12/17/2028 | 1,423,591 | 0.3 |
| | Turkey: 0.4% |
800,000 | | Turkey Government International Bond, 4.875%, 10/09/2026 | 790,343 | 0.2 |
200,000 | | Turkey Government International Bond, 5.600%, 11/14/2024 | 206,679 | 0.1 |
461,000 | | Turkey Government International Bond, 7.375%, 02/05/2025 | 501,318 | 0.1 |
| | | 1,498,340 | 0.4 |
| | | | |
| | Ukraine: 0.4% |
250,000 | | Ukraine Government International Bond, 7.253%, 03/15/2033 | 258,435 | 0.1 |
525,000 | | Ukraine Government International Bond, 7.375%, 09/25/2032 | 547,617 | 0.1 |
800,000 | | Ukraine Government International Bond, 7.750%, 09/01/2025 | 871,477 | 0.2 |
| | | 1,677,529 | 0.4 |
| | | | |
| | United Kingdom: 0.6% |
GBP 700,000 | | United Kingdom Gilt, 1.750%, 01/22/2049 | 1,148,914 | 0.3 |
GBP 1,100,000 | | United Kingdom Gilt, 4.000%, 03/07/2022 | 1,565,335 | 0.3 |
| | | 2,714,249 | 0.6 |
| | | | |
| | Uruguay: 0.0% |
75,000 | | Uruguay Government International Bond, 4.375%, 10/27/2027 | 86,422 | 0.0 |
| | | | |
| Total Sovereign Bonds | | |
| (Cost $60,768,367) | 63,148,647 | 14.8 |
| | | |
U.S. TREASURY OBLIGATIONS: 5.3% | |
| | U.S. Treasury Bonds: 0.8% |
3,600 | | 1.625%,11/15/2050 | 3,366 | 0.0 |
3,167,000 | | 1.875%,02/15/2051 | 3,145,474 | 0.7 |
310,000 | | 2.250%,05/15/2041 | 333,081 | 0.1 |
| | | 3,481,921 | 0.8 |
| | | | |
| | U.S. Treasury Notes: 4.5% |
3,565,000 | | 0.125%,05/31/2023 | 3,562,772 | 0.8 |
1,061,000 | | 0.125%,06/30/2023 | 1,060,275 | 0.2 |
7,228,000 | | 0.125%,07/31/2023 | 7,218,965 | 1.7 |
771,000 | | 0.250%,06/15/2024 | 769,373 | 0.2 |
2,438,000 | | 0.875%,06/30/2026 | 2,460,285 | 0.6 |
219,700 | | 1.125%,02/15/2031 | 217,829 | 0.1 |
2,836,000 | | 1.250%,06/30/2028 | 2,884,744 | 0.7 |
703,600 | | 1.625%,05/15/2031 | 729,490 | 0.2 |
| | | 18,903,733 | 4.5 |
| | | | |
| Total U.S. Treasury Obligations | | |
| (Cost $21,940,299) | 22,385,654 | 5.3 |
| | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 9.7% | |
| | United States: 9.7% |
7,590,899 | (2),(4) | BANK 2017-BNK5 XA, 1.052%, 06/15/2060 | 319,783 | 0.1 |
986,061 | (2),(4) | BANK 2019-BNK16 XA, 0.958%, 02/15/2052 | 58,333 | 0.0 |
4,362 | (2),(4) | Benchmark 2018-B2 XA Mortgage Trust, 0.411%, 02/15/2051 | 86 | 0.0 |
280,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 274,628 | 0.1 |
1,427,627 | (2),(4) | Benchmark 2019-B9 XA Mortgage Trust, 1.041%, 03/15/2052 | 96,075 | 0.0 |
300,000 | (1) | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 07/15/2053 | 309,540 | 0.1 |
1,316,000 | (1) | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | 1,345,922 | 0.3 |
10,415,757 | (2),(4) | Benchmark 2020-B21 xa Mortgage Trust, 1.458%, 12/17/2053 | 1,127,014 | 0.3 |
6,470,094 | (2),(4) | Benchmark 2021-B23 XA Mortgage Trust, 1.279%, 02/15/2054 | 624,013 | 0.1 |
160,000 | (1) | BX Commercial Mortgage Trust 2020-VKNG E, 2.193%, (US0001M + 2.100%), 10/15/2037 | 160,588 | 0.0 |
1,888,000 | (1) | BX Commercial Mortgage Trust 2021-IRON E, 2.443%, (US0001M + 2.350%), 02/15/2038 | 1,901,394 | 0.4 |
100,000 | (1),(2) | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | 106,844 | 0.0 |
890,000 | (1),(2) | CALI Mortgage Trust 2019-101C E, 4.324%, 03/10/2039 | 913,517 | 0.2 |
2,996,386 | (2),(4) | CD 2016-CD1 Mortgage Trust XA, 1.391%, 08/10/2049 | 169,322 | 0.0 |
360,000 | (1),(2) | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.434%, 08/10/2049 | 283,398 | 0.1 |
8,581,000 | (2),(4) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.840%, 08/10/2049 | 336,849 | 0.1 |
3,425,022 | (2),(4) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.083%, 10/12/2050 | 164,105 | 0.0 |
15,600,202 | (1),(2),(4) | COMM 2012-LTRT XA, 0.860%, 10/05/2030 | 90,074 | 0.0 |
200,000 | (1),(2) | COMM 2013-CR10 E Mortgage Trust, 4.900%, 08/10/2046 | 197,795 | 0.0 |
300,000 | (2) | COMM 2016-COR1 C, 4.365%, 10/10/2049 | 327,269 | 0.1 |
6,641,874 | (2),(4) | COMM 2016-CR28 XA, 0.697%, 02/10/2049 | 164,767 | 0.0 |
150,000 | (1),(2) | Credit Suisse Mortgage Capital Certificates 2020-NET C, 3.526%, 08/15/2037 | 159,545 | 0.0 |
1,600,000 | (1) | CSWF 2021-SOP2 D, 2.410%, (US0001M + 2.317%), 06/15/2034 | 1,599,944 | 0.4 |
503,178 | (1) | DBUBS 2011-LC2A F Mortgage Trust, 3.750%, (US0001M + 3.650%), 07/10/2044 | 407,574 | 0.1 |
1,470,000 | (1),(2) | DBUBS 2017-BRBK F Mortgage Trust, 3.530%, 10/10/2034 | 1,500,540 | 0.4 |
910,000 | (1),(2) | Del Amo Fashion Center Trust 2017-AMO C, 3.636%, 06/05/2035 | 819,615 | 0.2 |
530,000 | (1),(2) | DBJPM 16-C3 Mortgage Trust, 3.504%, 08/10/2049 | 456,577 | 0.1 |
100,000 | (1) | Extended Stay America Trust 2021-ESH F, 3.794%, (US0001M + 3.700%), 07/15/2038 | 101,031 | 0.0 |
170,000 | (1),(2) | Fontainebleau Miami Beach Trust 2019-FBLU F, 3.963%, 12/10/2036 | 174,173 | 0.0 |
3,544,683 | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | 681,374 | 0.2 |
9,787,168 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K118 X1, 0.961%, 09/25/2030 | 749,615 | 0.2 |
7,104,771 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.883%, 11/25/2030 | 504,767 | 0.1 |
3,597,364 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.334%, 07/25/2035 | 530,577 | 0.1 |
5,582,454 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.873%, 10/25/2035 | 522,796 | 0.1 |
26,435,060 | (2),(4) | Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1, 0.398%, 04/25/2030 | 724,154 | 0.2 |
4,000,000 | (1),(8) | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | 2,495,686 | 0.6 |
51,058,899 | (1),(4) | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | 235,841 | 0.1 |
5,680,000 | (1),(4) | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | 33,526 | 0.0 |
400,000 | (1),(2) | Grace Trust 2020-GRCE E, 2.680%, 12/10/2040 | 389,110 | 0.1 |
1,760,000 | (1),(2) | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.591%, 10/10/2032 | 1,759,028 | 0.4 |
220,000 | (1) | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | 123,442 | 0.0 |
4,189,179 | (2),(4) | GS Mortgage Securities Trust 2013-GC16 XA, 1.015%, 11/10/2046 | 82,863 | 0.0 |
7,677,198 | (2),(4) | GS Mortgage Securities Trust 2017-GS6 XA, 1.029%, 05/10/2050 | 402,040 | 0.1 |
600,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | 614,126 | 0.1 |
460,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | 461,286 | 0.1 |
540,000 | (1),(2) | GS Mortgage Securities Trust 2020-GC45 SWC, 3.219%, 12/13/2039 | 549,113 | 0.1 |
3,350,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Corp. 2018-AON D, 4.613%, 07/05/2031 | 3,502,302 | 0.8 |
200,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 198,490 | 0.1 |
705,842 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.435%, 08/15/2046 | 705,250 | 0.2 |
2,120,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 E, 4.000%, 08/15/2046 | 1,580,898 | 0.4 |
4,473,394 | (2),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.239%, 06/15/2045 | 16,944 | 0.0 |
420,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | 416,877 | 0.1 |
1,205,257 | (1) | KKR Industrial Portfolio Trust 2020-AIP C, 1.726%, (US0001M + 1.633%), 03/15/2037 | 1,209,381 | 0.3 |
240,000 | (1),(2) | LSTAR Commercial Mortgage Trust 2015-3 D, 3.183%, 04/20/2048 | 238,136 | 0.1 |
4,690,837 | (1),(2),(4) | LSTAR Commercial Mortgage Trust 2017-5 X, 0.982%, 03/10/2050 | 126,019 | 0.0 |
436,000 | (1) | MF1 Multifamily Housing Mortgage Loan Trust 2021-FL5 D, 2.659%, (SOFR30A + 2.500%), 07/15/2036 | 436,544 | 0.1 |
900,000 | (1) | MHC Commercial Mortgage Trust 2021-MHC F, 2.694%, (US0001M + 2.601%), 04/15/2038 | 909,159 | 0.2 |
1,320,000 | (1),(2) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.604%, 11/15/2045 | 1,263,522 | 0.3 |
21,550,000 | (1),(2),(4) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.443%, 12/15/2047 | 333,975 | 0.1 |
250,000 | (1) | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | 250,955 | 0.1 |
200,000 | (1),(2) | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.463%, 12/10/2045 | 173,484 | 0.0 |
340,000 | (1),(2) | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.463%, 12/10/2045 | 205,195 | 0.1 |
5,185,798 | (2),(4) | Wells Fargo Commercial Mortgage Trust 2020-C55 XA, 1.307%, 02/15/2053 | 473,553 | 0.1 |
1,360,000 | (1),(2) | West Town Mall Trust 2017-KNOX E, 4.346%, 07/05/2030 | 1,306,568 | 0.3 |
730,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2011-C5 B, 5.679%, 11/15/2044 | 731,707 | 0.2 |
630,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.240%, 03/15/2045 | 497,694 | 0.1 |
330,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C14 D, 3.969%, 06/15/2046 | 298,022 | 0.1 |
4,616,085 | (2),(4) | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.953%, 03/15/2046 | 84,189 | 0.0 |
14,139,104 | (2),(4) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 1.010%, 03/15/2047 | 268,206 | 0.1 |
300,000 | (1) | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | 282,521 | 0.1 |
730,000 | (2) | WFRBS Commercial Mortgage Trust 2014-LC14 C, 4.344%, 03/15/2047 | 772,436 | 0.2 |
| | | | |
| Total Commercial Mortgage-Backed Securities | | |
| (Cost $41,719,751) | 41,331,686 | 9.7 |
| | | |
ASSET-BACKED SECURITIES: 9.5% | |
| | United States: 9.5% |
1,650,000 | (1) | AGL CLO 11 Ltd. 2021-11A AJ, 1.526%, (US0003M + 1.350%), 04/15/2034 | 1,651,681 | 0.4 |
250,000 | (1) | AIG CLO 2021-1A C, 1.934%, (US0003M + 1.750%), 04/22/2034 | 250,080 | 0.1 |
1,550,000 | (1) | Allegro CLO IV Ltd. 2016-1A CR2, 2.146%, (US0003M + 2.000%), 01/15/2030 | 1,550,225 | 0.4 |
500,000 | (1) | AMMC CLO 16 Ltd. 2015-16A CR2, 2.083%, (US0003M + 1.950%), 04/14/2029 | 495,827 | 0.1 |
400,000 | (1) | Apidos CLO XXIV 2016-24A BRR, 2.184%, (US0003M + 2.050%), 10/20/2030 | 399,266 | 0.1 |
300,000 | (1) | Ares XXVIIIR CLO Ltd. 2018-28RA A2, 1.534%, (US0003M + 1.400%), 10/17/2030 | 300,119 | 0.1 |
750,000 | (1) | Barings Clo Ltd. 2019-4A C, 2.926%, (US0003M + 2.800%), 01/15/2033 | 751,699 | 0.2 |
1,190,000 | (1) | BDS 2020-FL5 C Ltd., 2.212%, (SOFR30A + 2.050%), 02/16/2037 | 1,188,895 | 0.3 |
510,000 | (1) | Benefit Street Partners CLO X Ltd. 2016-10A BRR, 2.284%, (US0003M + 2.150%), 04/20/2034 | 507,540 | 0.1 |
500,000 | (1) | BlueMountain CLO 2013-2A CR, 2.088%, (US0003M + 1.950%), 10/22/2030 | 496,033 | 0.1 |
250,000 | (1) | BlueMountain CLO Ltd. 2021-28A C, 2.126%, (US0003M + 2.000%), 04/15/2034 | 249,002 | 0.1 |
500,000 | (1) | BlueMountain CLO XXXI Ltd. 2021-31A A2, 1.576%, (US0003M + 1.400%), 04/19/2034 | 500,511 | 0.1 |
850,000 | (1) | BlueMountain Fuji US Clo I Ltd. 2017-1A CR, 2.384%, (US0003M + 2.250%), 07/20/2029 | 848,737 | 0.2 |
2,000,000 | (1) | Carlyle Global Market Strategies CLO 2016-1 Ltd. 2016-1A A1R2, 1.274%, (US0003M + 1.140%), 04/20/2034 | 2,001,722 | 0.5 |
300,000 | (1) | Carlyle US Clo 2017-2A A2R Ltd., 1.734%, (US0003M + 1.600%), 07/20/2031 | 300,040 | 0.1 |
700,000 | (1) | Carlyle US Clo 2017-2A CR Ltd., 1.534%, (US0003M + 1.400%), 07/20/2031 | 700,094 | 0.2 |
750,000 | (1) | CIFC Funding 2013-IA BR Ltd., 2.526%, (US0003M + 2.400%), 07/16/2030 | 750,510 | 0.2 |
865,000 | (1) | CIFC Funding 2015-4A BR2 Ltd., 2.034%, (US0003M + 1.900%), 04/20/2034 | 864,292 | 0.2 |
800,000 | (1) | CIFC Funding 2020-2A A1 Ltd., 1.784%, (US0003M + 1.650%), 08/24/2032 | 801,508 | 0.2 |
401,428 | (2),(5) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.873%, 03/25/2036 | 246,882 | 0.1 |
600,000 | (1) | Clear Creek CLO 2015-1A CR, 2.084%, (US0003M + 1.950%), 10/20/2030 | 599,998 | 0.1 |
1,000,000 | (1) | Dryden 49 Senior Loan Fund 2017-49A CR, 2.184%, (US0003M + 2.050%), 07/18/2030 | 1,001,126 | 0.2 |
500,000 | (1) | Elmwood CLO IX Ltd. 2021-2A A, 1.269%, (US0003M + 1.130%), 07/20/2034 | 500,407 | 0.1 |
1,000,000 | (1) | Galaxy XV CLO Ltd. 2013-15A CRR, 1.976%, (US0003M + 1.850%), 10/15/2030 | 1,000,060 | 0.2 |
600,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A CR, 1.884%, (US0003M + 1.750%), 04/20/2031 | 592,969 | 0.1 |
250,000 | (1) | Kayne CLO 10 Ltd. 2021-10A C, 1.944%, (US0003M + 1.750%), 04/23/2034 | 248,167 | 0.1 |
350,000 | (1) | LCM XIV L.P. 14A AR, 1.174%, (US0003M + 1.040%), 07/20/2031 | 350,613 | 0.1 |
400,000 | (1) | LCM XXIV Ltd. 24A CR, 2.034%, (US0003M + 1.900%), 03/20/2030 | 399,181 | 0.1 |
900,000 | (1) | Madison Park Funding XXI Ltd. 2016-21A BR, 2.976%, (US0003M + 2.850%), 10/15/2032 | 900,702 | 0.2 |
500,000 | (1) | Madison Park Funding XXXI Ltd. 2018-31A C, 2.288%, (US0003M + 2.150%), 01/23/2031 | 500,143 | 0.1 |
550,000 | (1) | Marble Point CLO XIV Ltd. 2018-2A A1R, 1.414%, (US0003M + 1.280%), 01/20/2032 | 550,674 | 0.1 |
300,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 317,233 | 0.1 |
300,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 317,767 | 0.1 |
1,100,000 | (1) | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 1.884%, (US0003M + 1.750%), 01/20/2031 | 1,097,933 | 0.3 |
600,000 | (1) | Neuberger Berman Loan Advisers Clo 40 Ltd. 2021-40A C, 1.876%, (US0003M + 1.750%), 04/16/2033 | 600,041 | 0.1 |
250,000 | (1) | Oak Hill Credit Partners 2021-8A C, 2.088%, (US0003M + 1.900%), 01/18/2034 | 249,796 | 0.1 |
750,000 | (1) | Oaktree CLO Ltd. 2021-1A A1, 1.306%, (US0003M + 1.160%), 07/15/2034 | 750,440 | 0.2 |
1,000,000 | (1) | OCP CLO 2014-5 A BR Ltd., 1.925%, (US0003M + 1.800%), 04/26/2031 | 993,541 | 0.2 |
450,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.084%, (US0003M + 1.950%), 03/17/2030 | 448,647 | 0.1 |
900,000 | (1) | Octagon Investment Partners XIV Ltd. 2012-1A BRR, 2.226%, (US0003M + 2.100%), 07/15/2029 | 898,139 | 0.2 |
1,000,000 | (1) | Octagon Investment Partners XXI Ltd. 2014-1A BR3, 1.904%, (US0003M + 1.750%), 02/14/2031 | 995,560 | 0.2 |
1,000,000 | (1) | OHA Credit Partners VII Ltd. 2012-7A CR3, 1.955%, (US0003M + 1.800%), 02/20/2034 | 997,583 | 0.2 |
1,000,000 | (1) | Palmer Square CLO 2015-1A BR4 Ltd., 1.975%, (US0003M + 1.850%), 05/21/2034 | 1,000,170 | 0.2 |
800,000 | (1) | Palmer Square CLO 2020-2A A1A Ltd., 1.826%, (US0003M + 1.700%), 07/15/2031 | 801,210 | 0.2 |
3,000,000 | (1) | Palmer Square CLO Ltd. 2021-2A A, 1.256%, (US0003M + 1.150%), 07/15/2034 | 3,003,513 | 0.7 |
1,000,000 | (1) | Recette Clo Ltd. 2015-1A CRR, 1.938%, (US0003M + 1.750%), 04/20/2034 | 997,543 | 0.2 |
450,000 | (1) | Riserva Clo Ltd. 2016-3A ARR, 1.194%, (US0003M + 1.060%), 01/18/2034 | 450,066 | 0.1 |
650,000 | (1) | Shackleton 2019-15A CR CLO Ltd., 2.276%, (US0003M + 2.150%), 01/15/2032 | 647,234 | 0.1 |
900,000 | (1) | Sound Point Clo XIV Ltd. 2016-3A CR, 2.188%, (US0003M + 2.050%), 01/23/2029 | 897,797 | 0.2 |
1,000,000 | (1) | Sound Point Clo XV Ltd. 2017-1A CR, 2.188%, (US0003M + 2.050%), 01/23/2029 | 1,000,166 | 0.2 |
300,000 | (1) | Symphony CLO XXVI Ltd. 2021-26A CR, 2.134%, (US0003M + 2.000%), 04/20/2033 | 298,670 | 0.1 |
350,000 | (1) | TCI-Flatiron Clo 2018-1A CR Ltd., 1.880%, (US0003M + 1.750%), 01/29/2032 | 350,158 | 0.1 |
450,000 | (1) | TCW CLO 2021-1A C Ltd., 2.034%, (US0003M + 1.900%), 03/18/2034 | 449,634 | 0.1 |
500,000 | (1) | THL Credit Wind River 2016-1A CR CLO Ltd., 2.226%, (US0003M + 2.100%), 07/15/2028 | 500,168 | 0.1 |
600,000 | (1) | Venture XXVII CLO Ltd. 2017-27A CR, 2.434%, (US0003M + 2.300%), 07/20/2030 | 597,836 | 0.1 |
550,000 | (1) | Wellman Park CLO Ltd. 2021-1A A, 1.246%, (US0003M + 1.100%), 07/15/2034 | 550,106 | 0.1 |
| | | | |
| Total Asset-Backed Securities | | |
| (Cost $40,618,621) | 40,709,654 | 9.5 |
| | | |
| | | Value | Percentage of Net Assets |
PURCHASED OPTIONS (9): 0.0% |
| Total Purchased Options | | |
| (Cost $157,930) | 123,556 | 0.0 |
| | | |
| Total Long-Term Investments | | |
| (Cost $408,531,284) | 419,943,642 | 98.3 |
| | | |
Principal Amount† | | | Value | Percentage of Net Assets |
SHORT-TERM INVESTMENTS: 8.8% |
| | Commercial Paper: 6.2% |
4,000,000 | | American Electric Power Co., 0.160%, 08/05/2021 | 3,999,912 | 0.9 |
5,500,000 | | Consolidated Edison Co. of New York, Inc., 0.140%, 08/02/2021 | 5,499,958 | 1.3 |
4,000,000 | | Fiserv, Inc., 0.170%, 08/12/2021 | 3,999,775 | 0.9 |
4,000,000 | | Fiserv, Inc., 0.220%, 08/02/2021 | 3,999,951 | 1.0 |
4,000,000 | | PPG Industries, Inc., 0.150%, 08/13/2021 | 3,999,787 | 0.9 |
2,000,000 | | UnitedHealth Group, Inc., 0.140%, 08/13/2021 | 1,999,902 | 0.5 |
3,000,000 | | Waste Management, Inc., 0.150%, 08/13/2021 | 2,999,840 | 0.7 |
| | | |
| Total Commercial Paper | | |
| (Cost $26,499,361) | 26,499,125 | 6.2 |
| | | |
| | Repurchase Agreements: 0.5% |
298,790 | (10) | Citigroup, Inc., Repurchase Agreement dated 07/30/21, 0.06%, due 08/02/21 (Repurchase Amount $298,791, collateralized by various U.S. Government/U.S. Government Agency Obligations, 1.625%-5.000%, Market Value plus accrued interest $304,766, due 03/31/22-07/20/51) | 298,790 | 0.1 |
1,000,000 | (10) | Industrial & Comm. Bank of China, Repurchase Agreement dated 07/30/21, 0.05%, due 08/02/21 (Repurchase Amount $1,000,004, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-9.500%, Market Value plus accrued interest $1,020,000, due 08/12/21-05/01/50) | 1,000,000 | 0.2 |
1,000,000 | (10) | RBC Dominion Securities Inc., Repurchase Agreement dated 07/30/21, 0.05%, due 08/02/21 (Repurchase Amount $1,000,004, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.250%-7.500%, Market Value plus accrued interest $1,020,000, due 04/15/24-04/01/53) | 1,000,000 | 0.2 |
| | | |
| Total Repurchase Agreements | | |
| (Cost $2,298,790) | 2,298,790 | 0.5 |
At July 31, 2021, the following forward foreign currency contracts were outstanding for Voya Global Bond Fund: |
|
Currency Purchased | | Currency Sold | | Counterparty | | Settlement Date | | | Unrealized Appreciation (Depreciation) | |
KRW 5,640,722,848 | | USD 5,046,272 | | Barclays Bank PLC | | 08/06/21 | | $ | (143,790 | ) |
USD 2,958,338 | | EUR 2,509,332 | | Barclays Bank PLC | | 08/27/21 | | | (19,780 | ) |
NOK 39,855,368 | | USD 4,451,543 | | Barclays Bank PLC | | 08/27/21 | | | 60,054 | |
CAD 1,608,088 | | USD 1,275,133 | | Barclays Bank PLC | | 08/27/21 | | | 13,780 | |
USD 2,197,601 | | SEK 19,098,738 | | Barclays Bank PLC | | 08/27/21 | | | (21,449 | ) |
HUF 53,585,311 | | USD 185,245 | | BNP Paribas | | 08/06/21 | | | (8,059 | ) |
CZK 5,112,536 | | USD 243,759 | | BNP Paribas | | 08/06/21 | | | (5,964 | ) |
AUD 27,340,470 | | USD 20,386,760 | | BNP Paribas | | 08/27/21 | | | (320,301 | ) |
SEK 62,582,861 | | USD 7,240,957 | | BNP Paribas | | 08/27/21 | | | 30,438 | |
NOK 27,108,038 | | USD 3,103,275 | | BNP Paribas | | 08/27/21 | | | (34,666 | ) |
USD 6,544,774 | | NOK 57,338,031 | | BNP Paribas | | 08/27/21 | | | 54,153 | |
USD 2,113,624 | | GBP 1,520,314 | | BNP Paribas | | 08/27/21 | | | 257 | |
USD 4,388,554 | | NZD 6,292,059 | | BNP Paribas | | 08/27/21 | | | 5,176 | |
USD 8,136,744 | | AUD 11,097,563 | | BNP Paribas | | 08/27/21 | | | (8,280 | ) |
USD 2,756,478 | | EUR 2,333,783 | | BNP Paribas | | 08/27/21 | | | (13,295 | ) |
SEK 19,427,493 | | USD 2,234,766 | | BNP Paribas | | 08/27/21 | | | 22,481 | |
USD 3,239,320 | | EUR 2,750,781 | | BNP Paribas | | 08/27/21 | | | (25,354 | ) |
CAD 2,728,856 | | USD 2,172,951 | | BNP Paribas | | 08/27/21 | | | 14,278 | |
GBP 13,708,236 | | USD 18,965,613 | | BNP Paribas | | 08/27/21 | | | 90,012 | |
CAD 3,364,154 | | USD 2,653,610 | | BNP Paribas | | 08/27/21 | | | 42,821 | |
JPY 579,149,772 | | USD 5,293,971 | | BNP Paribas | | 08/27/21 | | | (13,852 | ) |
NZD 2,896,652 | | USD 2,020,545 | | BNP Paribas | | 08/27/21 | | | (2,585 | ) |
CLP 153,647,743 | | USD 203,120 | | BNP Paribas | | 09/10/21 | | | (891 | ) |
CLP 153,647,743 | | USD 203,120 | | BNP Paribas | | 09/10/21 | | | (891 | ) |
USD 1,039,508 | | MXN 21,106,560 | | BNP Paribas | | 09/10/21 | | | (15,245 | ) |
HKD 547,037 | | USD 70,485 | | Brown Brothers Harriman & Co. | | 08/06/21 | | | (91 | ) |
NOK 9,644,925 | | USD 1,091,797 | | Brown Brothers Harriman & Co. | | 08/27/21 | | | 1 | |
EUR 2,229,822 | | USD 2,632,861 | | Brown Brothers Harriman & Co. | | 08/27/21 | | | 13,530 | |
AUD 2,688,995 | | USD 1,989,466 | | Brown Brothers Harriman & Co. | | 08/27/21 | | | (15,886 | ) |
DKK 4,946,164 | | USD 784,801 | | Brown Brothers Harriman & Co. | | 08/27/21 | | | 4,276 | |
USD 1,643,357 | | EUR 1,381,506 | | Brown Brothers Harriman & Co. | | 08/27/21 | | | 3,762 | |
NZD 2,289,937 | | USD 1,592,265 | | Brown Brothers Harriman & Co. | | 08/27/21 | | | 3,026 | |
USD 2,399,678 | | NZD 3,462,499 | | Brown Brothers Harriman & Co. | | 08/27/21 | | | (12,480 | ) |
ILS 1,073,195 | | USD 330,915 | | Citibank N.A. | | 08/06/21 | | | 1,091 | |
CNY 35,539,620 | | USD 5,531,582 | | Citibank N.A. | | 08/06/21 | | | (28,996 | ) |
NOK 59,006,586 | | USD 6,559,268 | | Citibank N.A. | | 08/27/21 | | | 120,232 | |
AUD 7,324 | | USD 5,401 | | Citibank N.A. | | 08/27/21 | | | (26 | ) |
NOK 48,136,079 | | USD 5,461,940 | | Citibank N.A. | | 08/27/21 | | | (12,973 | ) |
USD 1,474,967 | | NZD 2,131,657 | | Citibank N.A. | | 08/27/21 | | | (10,056 | ) |
MXN 21,106,560 | | USD 1,051,644 | | Citibank N.A. | | 09/10/21 | | | 3,109 | |
MXN 21,106,560 | | USD 1,051,644 | | Citibank N.A. | | 09/10/21 | | | 3,109 | |
USD 744,423 | | COP 2,859,724,414 | | Citibank N.A. | | 09/10/21 | | | 8,550 | |
USD 744,423 | | COP 2,859,724,414 | | Citibank N.A. | | 09/10/21 | | | 8,550 | |
JPY 3,095,759 | | USD 28,117 | | Deutsche Bank AG | | 08/27/21 | | | 107 | |
USD 3,198,485 | | MYR 13,138,758 | | Goldman Sachs International | | 08/06/21 | | | 86,686 | |
USD 1,471,273 | | PEN 5,779,639 | | Goldman Sachs International | | 09/10/21 | | | 48,289 | |
USD 1,471,273 | | PEN 5,779,639 | | Goldman Sachs International | | 09/10/21 | | | 48,289 | |
TRY 342,815 | | USD 39,892 | | HSBC Bank USA N.A. | | 08/06/21 | | | 730 | |
PHP 19,970 | | USD 415 | | HSBC Bank USA N.A. | | 08/06/21 | | | (15 | ) |
BRL 467,160 | | USD 89,291 | | HSBC Bank USA N.A. | | 09/10/21 | | | (65 | ) |
BRL 467,160 | | USD 89,291 | | HSBC Bank USA N.A. | | 09/10/21 | | | (65 | ) |
USD 856,031 | | RON 3,479,159 | | JPMorgan Chase Bank N.A. | | 08/06/21 | | | 16,739 | |
USD 201,841 | | CLP 153,647,743 | | JPMorgan Chase Bank N.A. | | 09/10/21 | | | (388 | ) |
COP 2,859,724,414 | | USD 739,042 | | JPMorgan Chase Bank N.A. | | 09/10/21 | | | (3,169 | ) |
USD 87,993 | | BRL 467,160 | | JPMorgan Chase Bank N.A. | | 09/10/21 | | | (1,232 | ) |
PLN 2,478,659 | | USD 666,369 | | Morgan Stanley Capital Services LLC | | 08/06/21 | | | (22,972 | ) |
USD 15,717 | | ZAR 217,395 | | Morgan Stanley Capital Services LLC | | 08/06/21 | | | 885 | |
CHF 1,861,034 | | USD 2,029,355 | | Morgan Stanley Capital Services LLC | | 08/27/21 | | | 26,377 | |
USD 1,821,378 | | SEK 15,815,088 | | Morgan Stanley Capital Services LLC | | 08/27/21 | | | (16,150 | ) |
USD 751,459 | | NOK 6,669,884 | | Morgan Stanley Capital Services LLC | | 08/27/21 | | | (3,567 | ) |
USD 1,917,422 | | NOK 16,729,385 | | Morgan Stanley Capital Services LLC | | 08/27/21 | | | 23,668 | |
NOK 8,763,557 | | USD 990,915 | | Morgan Stanley Capital Services LLC | | 08/27/21 | | | 1,113 | |
USD 1,209,681 | | AUD 1,638,794 | | Morgan Stanley Capital Services LLC | | 08/27/21 | | | 6,893 | |
USD 320,115 | | RUB 23,287,755 | | Standard Chartered Bank | | 08/06/21 | | | 1,827 | |
SGD 804,588 | | USD 606,612 | | Standard Chartered Bank | | 08/06/21 | | | (12,800 | ) |
IDR 4,978,638,523 | | USD 347,670 | | Standard Chartered Bank | | 08/06/21 | | | (3,477 | ) |
USD 623,027 | | THB 19,410,294 | | Standard Chartered Bank | | 08/06/21 | | | 32,476 | |
EUR 79,881,502 | | USD 94,309,412 | | Standard Chartered Bank | | 08/27/21 | | | 495,306 | |
CAD 10,252,668 | | USD 8,195,722 | | Standard Chartered Bank | | 08/27/21 | | | 21,980 | |
JPY 5,095,432,452 | | USD 46,120,600 | | Standard Chartered Bank | | 08/27/21 | | | 334,545 | |
USD 4,906,875 | | NZD 7,061,920 | | Standard Chartered Bank | | 08/27/21 | | | (12,829 | ) |
PEN 5,779,639 | | USD 1,459,099 | | Standard Chartered Bank | | 09/10/21 | | | (36,116 | ) |
AUD 3,917,513 | | USD 2,873,154 | | State Street Bank and Trust Co. | | 08/27/21 | | | 2,093 | |
USD 1,486,752 | | SEK 12,701,257 | | State Street Bank and Trust Co. | | 08/27/21 | | | 11,015 | |
GBP 1,494,724 | | USD 2,071,662 | | State Street Bank and Trust Co. | | 08/27/21 | | | 6,132 | |
NZD 1,703,742 | | USD 1,186,176 | | State Street Bank and Trust Co. | | 08/27/21 | | | 739 | |
GBP 4,095,133 | | USD 5,599,315 | | State Street Bank and Trust Co. | | 08/27/21 | | | 93,272 | |
USD 1,549,027 | | SEK 13,354,795 | | State Street Bank and Trust Co. | | 08/27/21 | | | (2,643 | ) |
CAD 2,700,627 | | USD 2,147,801 | | State Street Bank and Trust Co. | | 08/27/21 | | | 16,802 | |
USD 2,402,615 | | GBP 1,762,987 | | State Street Bank and Trust Co. | | 08/27/21 | | | (48,088 | ) |
USD 1,063,986 | | GBP 772,952 | | State Street Bank and Trust Co. | | 08/27/21 | | | (10,484 | ) |
GBP 1,565,354 | | USD 2,162,257 | | State Street Bank and Trust Co. | | 08/27/21 | | | 13,720 | |
USD 1,633,605 | | AUD 2,183,871 | | State Street Bank and Trust Co. | | 08/27/21 | | | 30,759 | |
| | | | | | | | $ | 934,158 | |
At July 31, 2021, the following OTC total return swaps were outstanding for Voya Global Bond Fund:
At July 31, 2021, the following OTC written foreign currency options were outstanding for Voya Global Bond Fund:
At July 31, 2021, the following OTC written interest rate swaptions were outstanding for Voya Global Bond Fund:
At July 31, 2021, the aggregate cost of securities and other investments and the composition of unrealized appreciation and depreciation of securities and other investments on a tax basis were: