Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: 31.3% | |
| | Australia: 0.0% |
100,000 | (1) | Newcrest Finance Pty Ltd., 3.250%, 05/13/2030 | $ 110,347 | 0.0 |
| | | | |
| | Brazil: 0.7% |
400,000 | (1),(2) | Itau Unibanco Holding SA/Cayman Island, 3.875%, 04/15/2031 | 401,120 | 0.1 |
250,000 | (1) | Klabin Austria GmbH, 3.200%, 01/12/2031 | 249,472 | 0.1 |
300,000 | (1),(3) | Klabin Austria GmbH, 5.750%, 04/03/2029 | 346,800 | 0.1 |
400,000 | | MercadoLibre, Inc., 2.375%, 01/14/2026 | 403,500 | 0.1 |
200,000 | | MercadoLibre, Inc., 3.125%, 01/14/2031 | 201,128 | 0.0 |
550,000 | | Petrobras Global Finance BV, 5.600%, 01/03/2031 | 614,762 | 0.1 |
250,000 | | Suzano Austria GmbH, 5.000%, 01/15/2030 | 283,003 | 0.1 |
400,000 | | Vale Overseas Ltd., 3.750%, 07/08/2030 | 438,940 | 0.1 |
| | | 2,938,725 | 0.7 |
| | | | |
| | Canada: 0.6% |
465,000 | (1) | 1011778 BC ULC / New Red Finance, Inc., 4.000%, 10/15/2030 | 462,094 | 0.1 |
250,000 | (2) | Canadian Imperial Bank of Commerce, 2.606%, 07/22/2023 | 258,369 | 0.1 |
324,000 | | Canadian Imperial Bank of Commerce, 3.100%, 04/02/2024 | 349,913 | 0.1 |
220,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 232,787 | 0.0 |
365,000 | | Fairfax Financial Holdings Ltd., 4.850%, 04/17/2028 | 409,765 | 0.1 |
239,000 | | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 262,250 | 0.1 |
340,000 | (1) | GFL Environmental, Inc., 3.500%, 09/01/2028 | 335,009 | 0.1 |
75,000 | (1) | GFL Environmental, Inc., 3.750%, 08/01/2025 | 76,641 | 0.0 |
200,000 | | Nutrien Ltd., 2.950%, 05/13/2030 | 218,706 | 0.0 |
135,000 | | Teck Resources Ltd., 6.000%, 08/15/2040 | 168,688 | 0.0 |
| | | 2,774,222 | 0.6 |
| | | | |
| | Cayman Islands: 0.1% |
15,000 | (1) | Seagate HDD Cayman, 3.125%, 07/15/2029 | 14,560 | 0.0 |
430,000 | (1) | Seagate HDD Cayman, 3.375%, 07/15/2031 | 419,788 | 0.1 |
| | | 434,348 | 0.1 |
| | | | |
| | Chile: 0.2% |
300,000 | (1) | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | 336,975 | 0.1 |
325,000 | (1) | Colbun SA, 3.150%, 03/06/2030 | 349,415 | 0.1 |
300,000 | (1) | Inversiones CMPC SA, 3.850%, 01/13/2030 | 332,736 | 0.0 |
| | | 1,019,126 | 0.2 |
| | | | |
| | China: 0.4% |
720,000 | | Alibaba Group Holding Ltd., 3.600%, 11/28/2024 | 787,152 | 0.2 |
200,000 | | CNAC HK Finbridge Co. Ltd., 3.875%, 06/19/2029 | 202,459 | 0.0 |
300,000 | | CNAC HK Finbridge Co. Ltd., 5.125%, 03/14/2028 | 326,470 | 0.1 |
450,000 | | CNOOC Finance 2013 Ltd., 2.875%, 09/30/2029 | 463,667 | 0.1 |
| | | 1,779,748 | 0.4 |
| | | | |
| | Colombia: 0.4% |
250,000 | (3) | Banco de Bogota SA, 6.250%, 05/12/2026 | 283,438 | 0.0 |
200,000 | | Bancolombia SA, 3.000%, 01/29/2025 | 206,352 | 0.0 |
325,000 | | Ecopetrol SA, 5.375%, 06/26/2026 | 369,606 | 0.1 |
250,000 | | Ecopetrol SA, 6.875%, 04/29/2030 | 311,562 | 0.1 |
300,000 | (1) | Oleoducto Central SA, 4.000%, 07/14/2027 | 325,725 | 0.1 |
300,000 | (1) | Promigas SA ESP / Gases del Pacifico SAC, 3.750%, 10/16/2029 | 319,425 | 0.1 |
| | | 1,816,108 | 0.4 |
| | | | |
| | Denmark: 0.1% |
336,000 | (1) | Danske Bank A/S, 5.375%, 01/12/2024 | 378,601 | 0.1 |
| | | | |
| | France: 0.7% |
215,000 | (1),(2) | BNP Paribas SA, 3.052%, 01/13/2031 | 231,236 | 0.0 |
1,406,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 1,492,747 | 0.3 |
335,000 | (1) | BPCE SA, 2.700%, 10/01/2029 | 358,746 | 0.1 |
728,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 826,634 | 0.2 |
250,000 | (1) | BPCE SA, 5.700%, 10/22/2023 | 282,398 | 0.1 |
| | | 3,191,761 | 0.7 |
| | | | |
| | India: 0.3% |
300,000 | (1) | Adani Ports & Special Economic Zone Ltd., 4.375%, 07/03/2029 | 330,076 | 0.1 |
300,000 | (1) | Indian Railway Finance Corp. Ltd., 3.249%, 02/13/2030 | 316,050 | 0.1 |
500,000 | (1) | Reliance Industries Ltd., 3.667%, 11/30/2027 | 565,335 | 0.1 |
| | | 1,211,461 | 0.3 |
| | | | |
| | Indonesia: 0.7% |
200,000 | (1) | Hutama Karya Persero PT, 3.750%, 05/11/2030 | 221,178 | 0.0 |
300,000 | (1) | Medco Bell Pte Ltd., 6.375%, 01/30/2027 | 305,403 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | Indonesia: (continued) |
350,000 | | Pertamina Persero PT, 3.100%, 01/21/2030 | $ 373,282 | 0.1 |
400,000 | (3) | Pertamina Persero PT, 3.100%, 08/25/2030 | 425,920 | 0.1 |
225,000 | (1) | Pertamina Persero PT, 3.650%, 07/30/2029 | 248,400 | 0.0 |
750,000 | (1) | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | 820,875 | 0.2 |
425,000 | (1) | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | 510,451 | 0.1 |
225,000 | | Perusahaan Listrik Negara PT, 5.450%, 05/21/2028 | 269,965 | 0.1 |
| | | 3,175,474 | 0.7 |
| | | | |
| | Italy: 0.1% |
340,000 | | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 478,805 | 0.1 |
| | | | |
| | Japan: 0.3% |
200,000 | | Mitsubishi UFJ Financial Group, Inc., 2.193%, 02/25/2025 | 210,185 | 0.0 |
255,000 | (1) | Mizuho Bank Ltd., 3.200%, 03/26/2025 | 279,111 | 0.1 |
200,000 | | Sumitomo Mitsui Financial Group, Inc., 2.448%, 09/27/2024 | 212,993 | 0.0 |
766,000 | | Sumitomo Mitsui Financial Group, Inc., 3.784%, 03/09/2026 | 868,900 | 0.2 |
| | | 1,571,189 | 0.3 |
| | | | |
| | Kazakhstan: 0.3% |
675,000 | | KazMunayGas National Co. JSC, 4.750%, 04/19/2027 | 784,006 | 0.1 |
275,000 | | KazMunayGas National Co. JSC, 5.375%, 04/24/2030 | 338,434 | 0.1 |
325,000 | (1) | Tengizchevroil Finance Co. International Ltd., 3.250%, 08/15/2030 | 338,664 | 0.1 |
| | | 1,461,104 | 0.3 |
| | | | |
| | Kuwait: 0.0% |
200,000 | (1),(2) | NBK Tier 1 Financing 2 Ltd., 4.500%, 12/31/2199 | 207,200 | 0.0 |
| | | | |
| | Mexico: 0.8% |
300,000 | (1) | Alpek SAB de CV, 4.250%, 09/18/2029 | 323,183 | 0.1 |
400,000 | (1) | Cemex SAB de CV, 3.875%, 07/11/2031 | 401,000 | 0.1 |
675,000 | (1) | Cemex SAB de CV, 5.200%, 09/17/2030 | 734,906 | 0.2 |
500,000 | (1) | Orbia Advance Corp. SAB de CV, 4.875%, 09/19/2022 | 529,750 | 0.1 |
200,000 | | Petroleos Mexicanos, 4.500%, 01/23/2026 | 197,791 | 0.0 |
200,000 | | Petroleos Mexicanos, 5.500%, 06/27/2044 | 163,490 | 0.0 |
600,000 | | Petroleos Mexicanos, 5.950%, 01/28/2031 | 569,340 | 0.1 |
275,000 | (1) | Petroleos Mexicanos, 6.875%, 10/16/2025 | 300,025 | 0.1 |
200,000 | | Petroleos Mexicanos, 6.875%, 08/04/2026 | 214,750 | 0.1 |
| | | 3,434,235 | 0.8 |
| | | | |
| | Netherlands: 0.6% |
250,000 | | Cooperatieve Rabobank UA, 4.375%, 08/04/2025 | 286,036 | 0.0 |
355,000 | | ING Groep NV, 4.050%, 04/09/2029 | 417,607 | 0.1 |
530,000 | (1) | OCI NV, 4.625%, 10/15/2025 | 549,451 | 0.1 |
696,000 | | Shell International Finance BV, 3.250%, 05/11/2025 | 769,783 | 0.2 |
300,000 | | Shell International Finance BV, 4.000%, 05/10/2046 | 357,018 | 0.1 |
290,000 | (1) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | 311,628 | 0.1 |
| | | 2,691,523 | 0.6 |
| | | | |
| | Norway: 0.0% |
56,000 | | Equinor ASA, 3.125%, 04/06/2030 | 62,420 | 0.0 |
| | | | |
| | Panama: 0.3% |
500,000 | (1) | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | 539,350 | 0.1 |
500,000 | (1) | Banco Nacional de Panama, 2.500%, 08/11/2030 | 499,875 | 0.1 |
275,000 | (1),(3) | ENA Master Trust, 4.000%, 05/19/2048 | 296,395 | 0.1 |
| | | 1,335,620 | 0.3 |
| | | | |
| | Peru: 0.5% |
375,000 | (1),(2) | Banco de Credito del Peru, 3.125%, 07/01/2030 | 386,258 | 0.1 |
450,000 | (1) | Banco Internacional del Peru SAA Interbank, 3.250%, 10/04/2026 | 481,162 | 0.1 |
300,000 | (1) | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | 305,250 | 0.1 |
225,000 | | Inkia Energy Ltd., 5.875%, 11/09/2027 | 240,525 | 0.0 |
300,000 | | Kallpa Generacion SA, 4.125%, 08/16/2027 | 325,808 | 0.1 |
375,000 | (1) | Petroleos del Peru SA, 4.750%, 06/19/2032 | 427,841 | 0.1 |
| | | 2,166,844 | 0.5 |
| | | | |
| | Russia: 0.6% |
250,000 | (1) | ALROSA Finance SA, 4.650%, 04/09/2024 | 269,741 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | Russia: (continued) |
250,000 | (1) | Evraz PLC, 5.250%, 04/02/2024 | $ 273,006 | 0.1 |
500,000 | (1) | Gazprom PJSC via Gaz Finance PLC, 2.950%, 01/27/2029 | 498,594 | 0.1 |
450,000 | | Gazprom PJSC Via Gaz Finance PLC, 3.250%, 02/25/2030 | 455,472 | 0.1 |
325,000 | | Gazprom PJSC Via Gaz Finance PLC, 4.599%, 12/31/2199 | 335,334 | 0.1 |
300,000 | (1) | MMK International Capital DAC, 4.375%, 06/13/2024 | 324,060 | 0.1 |
250,000 | (1) | Severstal OAO Via Steel Capital SA, 3.150%, 09/16/2024 | 260,866 | 0.0 |
300,000 | (1) | Sibur Securities DAC, 2.950%, 07/08/2025 | 310,225 | 0.1 |
| | | 2,727,298 | 0.6 |
| | | | |
| | Saudi Arabia: 0.1% |
200,000 | (1) | Saudi Arabian Oil Co., 2.250%, 11/24/2030 | 200,018 | 0.1 |
200,000 | (1) | Saudi Arabian Oil Co., 3.250%, 11/24/2050 | 195,978 | 0.0 |
| | | 395,996 | 0.1 |
| | | | |
| | Singapore: 0.1% |
365,000 | (1),(2) | Oversea-Chinese Banking Corp. Ltd., 1.832%, 09/10/2030 | 369,738 | 0.1 |
| | | | |
| | South Africa: 0.1% |
300,000 | (1) | Gold Fields Orogen Holdings BVI Ltd., 5.125%, 05/15/2024 | 330,750 | 0.1 |
| | | | |
| | South Korea: 0.1% |
275,000 | (1) | Kookmin Bank, 2.500%, 11/04/2030 | 282,662 | 0.0 |
300,000 | (1),(2) | Kookmin Bank, 4.350%, 12/31/2199 | 316,109 | 0.1 |
| | | 598,771 | 0.1 |
| | | | |
| | Spain: 0.1% |
400,000 | | Banco Santander SA, 3.125%, 02/23/2023 | 421,179 | 0.1 |
| | | | |
| | Switzerland: 0.4% |
456,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 515,087 | 0.1 |
250,000 | (1),(2) | Credit Suisse Group AG, 2.997%, 12/14/2023 | 261,120 | 0.1 |
250,000 | (1),(2) | Credit Suisse Group AG, 4.194%, 04/01/2031 | 289,967 | 0.1 |
604,000 | | UBS AG/Stamford CT, 7.625%, 08/17/2022 | 667,043 | 0.1 |
200,000 | (1),(2) | UBS Group AG, 1.008%, 07/30/2024 | 201,858 | 0.0 |
| | | 1,935,075 | 0.4 |
| | | | |
| | Thailand: 0.1% |
500,000 | (1),(2) | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | 525,625 | 0.1 |
| | | | |
| | Turkey: 0.3% |
275,000 | (1) | Akbank T.A.S., 6.800%, 02/06/2026 | 294,218 | 0.1 |
200,000 | (1) | Turkiye Sinai Kalkinma Bankasi AS, 5.875%, 01/14/2026 | 201,976 | 0.0 |
300,000 | (1) | Turkiye Vakiflar Bankasi TAO, 6.500%, 01/08/2026 | 310,991 | 0.1 |
400,000 | (1),(2) | Yapi ve Kredi Bankasi AS, 7.875%, 01/22/2031 | 410,845 | 0.1 |
| | | 1,218,030 | 0.3 |
| | | | |
| | United Arab Emirates: 0.1% |
300,000 | | DP World Crescent Ltd., 4.848%, 09/26/2028 | 348,941 | 0.1 |
| | | | |
| | United Kingdom: 1.2% |
200,000 | (1) | Anglo American Capital PLC, 3.625%, 09/11/2024 | 219,428 | 0.0 |
241,000 | (1) | BAE Systems PLC, 3.400%, 04/15/2030 | 269,274 | 0.1 |
700,000 | (2) | HSBC Holdings PLC, 3.803%, 03/11/2025 | 763,023 | 0.2 |
990,000 | (2) | HSBC Holdings PLC, 3.973%, 05/22/2030 | 1,126,532 | 0.2 |
250,000 | | HSBC Holdings PLC, 4.300%, 03/08/2026 | 287,935 | 0.1 |
316,000 | (2) | Lloyds Banking Group PLC, 2.907%, 11/07/2023 | 329,160 | 0.1 |
200,000 | (2) | Natwest Group PLC, 4.519%, 06/25/2024 | 217,331 | 0.0 |
200,000 | (1) | Reckitt Benckiser Treasury Services PLC, 3.000%, 06/26/2027 | 222,526 | 0.0 |
1,003,000 | (1) | Royalty Pharma PLC, 1.200%, 09/02/2025 | 1,012,020 | 0.2 |
497,000 | (1) | Royalty Pharma PLC, 1.750%, 09/02/2027 | 507,740 | 0.1 |
300,000 | (1) | Royalty Pharma PLC, 3.550%, 09/02/2050 | 314,136 | 0.1 |
270,000 | (1) | Standard Chartered PLC, 5.300%, 01/09/2043 | 339,496 | 0.1 |
| | | 5,608,601 | 1.2 |
| | | | |
| | United States: 21.0% |
120,000 | | AbbVie, Inc., 3.200%, 11/21/2029 | 132,865 | 0.0 |
1,179,000 | | AbbVie, Inc., 3.800%, 03/15/2025 | 1,310,807 | 0.3 |
43,000 | | AbbVie, Inc., 4.050%, 11/21/2039 | 50,513 | 0.0 |
361,000 | | AbbVie, Inc., 4.300%, 05/14/2036 | 440,211 | 0.1 |
225,000 | (1) | Academy Ltd., 6.000%, 11/15/2027 | 237,656 | 0.1 |
550,000 | | Activision Blizzard, Inc., 3.400%, 09/15/2026 | 621,146 | 0.1 |
322,000 | | Advance Auto Parts, Inc., 3.900%, 04/15/2030 | 368,446 | 0.1 |
420,000 | | AECOM, 5.125%, 03/15/2027 | 470,904 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
59,000 | | Aetna, Inc., 2.800%, 06/15/2023 | $ 62,092 | 0.0 |
310,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 306,512 | 0.1 |
160,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 5.875%, 02/15/2028 | 172,834 | 0.0 |
230,000 | (1) | Allison Transmission, Inc., 3.750%, 01/30/2031 | 229,162 | 0.1 |
250,000 | | Altria Group, Inc., 4.500%, 05/02/2043 | 282,729 | 0.1 |
702,000 | | Altria Group, Inc., 4.800%, 02/14/2029 | 834,657 | 0.2 |
112,000 | | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 116,200 | 0.0 |
79,000 | | American International Group, Inc., 4.250%, 03/15/2029 | 93,739 | 0.0 |
350,000 | | American International Group, Inc., 4.500%, 07/16/2044 | 428,900 | 0.1 |
579,000 | | American International Group, Inc., 4.750%, 04/01/2048 | 742,966 | 0.2 |
655,000 | | American Tower Corp., 2.750%, 01/15/2027 | 707,107 | 0.2 |
200,000 | | AmerisourceBergen Corp., 3.450%, 12/15/2027 | 226,985 | 0.1 |
107,000 | | AmerisourceBergen Corp., 4.300%, 12/15/2047 | 128,460 | 0.0 |
330,000 | | Amgen, Inc., 3.200%, 11/02/2027 | 371,233 | 0.1 |
129,000 | | Amgen, Inc., 4.563%, 06/15/2048 | 167,343 | 0.0 |
105,000 | (1) | AMN Healthcare, Inc., 4.000%, 04/15/2029 | 107,494 | 0.0 |
100,000 | (1) | AMN Healthcare, Inc., 4.625%, 10/01/2027 | 104,062 | 0.0 |
250,000 | | Amphenol Corp., 2.800%, 02/15/2030 | 271,126 | 0.1 |
465,000 | (1) | ANGI Group LLC, 3.875%, 08/15/2028 | 464,128 | 0.1 |
297,000 | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 373,269 | 0.1 |
310,000 | | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | 376,662 | 0.1 |
373,000 | | Anthem, Inc., 3.700%, 09/15/2049 | 429,415 | 0.1 |
435,000 | | Apache Corp., 5.100%, 09/01/2040 | 441,279 | 0.1 |
154,000 | | Apple, Inc., 3.450%, 02/09/2045 | 176,490 | 0.0 |
439,000 | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 462,245 | 0.1 |
125,000 | | AT&T, Inc., 2.750%, 06/01/2031 | 130,753 | 0.0 |
221,000 | (1) | AT&T, Inc., 3.650%, 09/15/2059 | 213,156 | 0.0 |
568,000 | | AT&T, Inc., 4.300%, 02/15/2030 | 666,875 | 0.2 |
316,000 | (1) | Athene Global Funding, 2.800%, 05/26/2023 | 331,020 | 0.1 |
250,000 | (1) | Athene Global Funding, 2.950%, 11/12/2026 | 270,055 | 0.1 |
500,000 | (2) | Bank of America Corp., 1.197%, 10/24/2026 | 505,190 | 0.1 |
385,000 | (2) | Bank of America Corp., 1.898%, 07/23/2031 | 381,607 | 0.1 |
279,000 | (2) | Bank of America Corp., 2.496%, 02/13/2031 | 291,143 | 0.1 |
1,000,000 | (2) | Bank of America Corp., 3.419%, 12/20/2028 | 1,121,361 | 0.3 |
465,000 | (2) | Bank of America Corp., 3.864%, 07/23/2024 | 502,848 | 0.1 |
350,000 | (2) | Bank of America Corp., 4.083%, 03/20/2051 | 423,555 | 0.1 |
316,000 | | Bank of America Corp., 4.183%, 11/25/2027 | 362,424 | 0.1 |
125,000 | (2) | Bank of America Corp., 4.330%, 03/15/2050 | 156,858 | 0.0 |
183,000 | | BAT Capital Corp., 2.259%, 03/25/2028 | 187,234 | 0.0 |
445,000 | (1) | Bausch Health Cos, Inc., 5.250%, 01/30/2030 | 459,988 | 0.1 |
200,000 | | Becton Dickinson and Co., 3.363%, 06/06/2024 | 217,298 | 0.1 |
250,000 | (1) | Berry Global, Inc., 5.625%, 07/15/2027 | 266,406 | 0.1 |
99,000 | | Boeing Co/The, 5.150%, 05/01/2030 | 117,688 | 0.0 |
316,000 | | Booking Holdings, Inc., 4.500%, 04/13/2027 | 375,017 | 0.1 |
79,000 | | Boston Scientific Corp., 4.000%, 03/01/2029 | 91,637 | 0.0 |
750,000 | | Boston Scientific Corp., 4.550%, 03/01/2039 | 936,129 | 0.2 |
56,000 | | BP Capital Markets America, Inc., 3.000%, 02/24/2050 | 54,612 | 0.0 |
766,000 | | BP Capital Markets America, Inc., 3.216%, 11/28/2023 | 821,787 | 0.2 |
469,000 | | Bristol-Myers Squibb Co., 3.875%, 08/15/2025 | 531,633 | 0.1 |
200,000 | | Broadridge Financial Solutions, Inc., 2.900%, 12/01/2029 | 216,651 | 0.1 |
125,000 | | Brookfield Finance LLC, 3.450%, 04/15/2050 | 129,692 | 0.0 |
435,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 465,450 | 0.1 |
289,000 | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 352,081 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
45,000 | | Burlington Northern Santa Fe LLC, 4.450%, 03/15/2043 | $ 58,040 | 0.0 |
110,000 | | Carrier Global Corp., 2.722%, 02/15/2030 | 116,680 | 0.0 |
275,000 | | CDW LLC / CDW Finance Corp., 3.250%, 02/15/2029 | 277,013 | 0.1 |
225,000 | | Centene Corp., 3.375%, 02/15/2030 | 236,040 | 0.1 |
205,000 | | Centene Corp., 4.625%, 12/15/2029 | 227,550 | 0.1 |
365,000 | | CenterPoint Energy, Inc., 4.250%, 11/01/2028 | 429,767 | 0.1 |
450,000 | | Central Garden & Pet Co., 4.125%, 10/15/2030 | 471,276 | 0.1 |
500,000 | | Cigna Corp., 3.050%, 10/15/2027 | 556,632 | 0.1 |
835,000 | | Cigna Corp., 3.200%, 03/15/2040 | 897,584 | 0.2 |
279,000 | | Cigna Corp., 3.400%, 03/15/2050 | 303,338 | 0.1 |
297,000 | | Cigna Corp., 4.375%, 10/15/2028 | 353,327 | 0.1 |
325,000 | | Cigna Corp., 4.500%, 02/25/2026 | 378,375 | 0.1 |
300,000 | | Cigna Corp., 4.800%, 08/15/2038 | 382,176 | 0.1 |
305,000 | | Citigroup, Inc., 4.125%, 07/25/2028 | 350,197 | 0.1 |
480,000 | | Citigroup, Inc., 4.000%, 08/05/2024 | 531,231 | 0.1 |
491,000 | | Citigroup, Inc., 5.500%, 09/13/2025 | 585,497 | 0.1 |
321,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 340,574 | 0.1 |
193,000 | | Comcast Corp., 2.350%, 01/15/2027 | 206,920 | 0.0 |
300,000 | | Comcast Corp., 3.750%, 04/01/2040 | 350,043 | 0.1 |
400,000 | | Comcast Corp., 4.150%, 10/15/2028 | 474,614 | 0.1 |
115,000 | | Comcast Corp., 4.250%, 01/15/2033 | 140,954 | 0.0 |
90,000 | | Comcast Corp., 5.650%, 06/15/2035 | 125,286 | 0.0 |
475,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 471,734 | 0.1 |
159,000 | | Consolidated Edison Co. of New York, Inc., 4.625%, 12/01/2054 | 208,273 | 0.0 |
105,000 | | Consumers Energy Co., 3.100%, 08/15/2050 | 115,983 | 0.0 |
475,000 | (1) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | 458,194 | 0.1 |
79,000 | | Crown Castle International Corp., 4.150%, 07/01/2050 | 92,139 | 0.0 |
400,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | 429,880 | 0.1 |
105,000 | | CSX Corp., 4.500%, 08/01/2054 | 135,787 | 0.0 |
136,000 | | Cummins, Inc., 1.500%, 09/01/2030 | 133,608 | 0.0 |
84,000 | | Cummins, Inc., 2.600%, 09/01/2050 | 82,730 | 0.0 |
169,000 | | CVS Health Corp., 1.750%, 08/21/2030 | 166,588 | 0.0 |
500,000 | | CVS Health Corp., 3.250%, 08/15/2029 | 555,056 | 0.1 |
439,000 | | CVS Health Corp., 4.125%, 04/01/2040 | 512,147 | 0.1 |
717,000 | | CVS Health Corp., 4.300%, 03/25/2028 | 842,793 | 0.2 |
150,000 | | Dana, Inc., 5.375%, 11/15/2027 | 158,156 | 0.0 |
290,000 | | Dana, Inc., 5.625%, 06/15/2028 | 309,685 | 0.1 |
195,000 | (1) | DaVita, Inc., 3.750%, 02/15/2031 | 193,781 | 0.0 |
245,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 257,482 | 0.1 |
176,000 | (1) | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 212,562 | 0.0 |
156,547 | | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | 160,536 | 0.0 |
135,000 | (1) | Delta Air Lines, Inc. / SkyMiles IP Ltd., 4.500%, 10/20/2025 | 144,312 | 0.0 |
215,000 | | DISH DBS Corp., 5.875%, 11/15/2024 | 223,113 | 0.1 |
35,000 | | Dollar General Corp., 3.500%, 04/03/2030 | 39,792 | 0.0 |
180,000 | (2) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 189,900 | 0.0 |
136,000 | | Dow Chemical Co/The, 2.100%, 11/15/2030 | 137,192 | 0.0 |
125,000 | | Dow Chemical Co/The, 3.600%, 11/15/2050 | 134,859 | 0.0 |
34,000 | | Dow Chemical Co/The, 5.550%, 11/30/2048 | 48,135 | 0.0 |
340,000 | | DTE Electric Co., 2.250%, 03/01/2030 | 360,515 | 0.1 |
150,000 | | DTE Electric Co., 2.950%, 03/01/2050 | 159,923 | 0.0 |
146,000 | | DTE Electric Co., 4.300%, 07/01/2044 | 183,173 | 0.0 |
800,000 | | DTE Energy Co., 3.850%, 12/01/2023 | 865,983 | 0.2 |
250,000 | | Duke Energy Carolinas LLC, 2.950%, 12/01/2026 | 278,049 | 0.1 |
375,000 | | Duke Energy Carolinas LLC, 3.200%, 08/15/2049 | 408,788 | 0.1 |
120,000 | | Duke Energy Indiana LLC, 3.250%, 10/01/2049 | 130,152 | 0.0 |
140,000 | | Duke Energy Indiana LLC, 3.750%, 05/15/2046 | 161,182 | 0.0 |
500,000 | | Duke Energy Corp., 2.650%, 09/01/2026 | 540,807 | 0.1 |
455,000 | (1) | Element Solutions, Inc., 3.875%, 09/01/2028 | 458,958 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
225,000 | (1) | Emergent BioSolutions, Inc., 3.875%, 08/15/2028 | $ 231,393 | 0.1 |
220,000 | | Encompass Health Corp., 4.750%, 02/01/2030 | 237,002 | 0.1 |
969,000 | | Energy Transfer Operating L.P., 4.900%, 02/01/2024 | 1,062,444 | 0.2 |
286,000 | | Energy Transfer Partners L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 310,177 | 0.1 |
200,000 | | Entergy Corp., 2.800%, 06/15/2030 | 214,033 | 0.0 |
200,000 | | Entergy Louisiana LLC, 2.900%, 03/15/2051 | 205,436 | 0.0 |
240,000 | | Entergy Louisiana LLC, 4.200%, 04/01/2050 | 300,426 | 0.1 |
165,000 | (1) | EQM Midstream Partners L.P., 6.000%, 07/01/2025 | 172,808 | 0.0 |
455,000 | (1) | ESH Hospitality, Inc., 4.625%, 10/01/2027 | 465,797 | 0.1 |
151,000 | | Essential Utilities, Inc., 2.704%, 04/15/2030 | 161,947 | 0.0 |
162,000 | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 177,334 | 0.0 |
97,000 | | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 116,808 | 0.0 |
318,000 | | Exxon Mobil Corp., 2.610%, 10/15/2030 | 339,629 | 0.1 |
85,000 | | Exxon Mobil Corp., 2.995%, 08/16/2039 | 88,390 | 0.0 |
198,000 | | Exxon Mobil Corp., 3.452%, 04/15/2051 | 215,750 | 0.1 |
283,000 | | FedEx Corp., 4.050%, 02/15/2048 | 322,122 | 0.1 |
79,000 | | FedEx Corp., 5.250%, 05/15/2050 | 106,577 | 0.0 |
377,000 | | Fifth Third Bancorp, 8.250%, 03/01/2038 | 642,479 | 0.1 |
316,000 | | Fiserv, Inc., 3.200%, 07/01/2026 | 350,759 | 0.1 |
291,000 | | Florida Power & Light Co., 4.125%, 02/01/2042 | 362,043 | 0.1 |
200,000 | | FMC Corp., 3.200%, 10/01/2026 | 222,306 | 0.1 |
100,000 | | FMC Corp., 3.450%, 10/01/2029 | 112,199 | 0.0 |
200,000 | | Ford Motor Credit Co. LLC, 4.000%, 11/13/2030 | 205,250 | 0.0 |
200,000 | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 220,377 | 0.1 |
435,000 | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 471,975 | 0.1 |
205,000 | (1) | GCI LLC, 4.750%, 10/15/2028 | 214,033 | 0.0 |
420,000 | | General Dynamics Corp., 3.500%, 04/01/2027 | 479,785 | 0.1 |
193,000 | | General Electric Co., 3.625%, 05/01/2030 | 214,495 | 0.0 |
91,000 | | General Electric Co., 6.750%, 03/15/2032 | 126,220 | 0.0 |
316,000 | | General Mills, Inc., 2.875%, 04/15/2030 | 344,048 | 0.1 |
382,000 | | General Motors Financial Co., Inc., 4.300%, 07/13/2025 | 427,894 | 0.1 |
430,000 | (1) | Gray Television, Inc., 7.000%, 05/15/2027 | 470,506 | 0.1 |
475,000 | (1) | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | 473,290 | 0.1 |
500,000 | | HCA, Inc., 4.125%, 06/15/2029 | 573,735 | 0.1 |
200,000 | | HCA, Inc., 5.250%, 04/15/2025 | 233,397 | 0.1 |
280,000 | | HCA, Inc., 5.250%, 06/15/2026 | 331,219 | 0.1 |
195,000 | | Healthpeak Properties, Inc., 3.000%, 01/15/2030 | 212,266 | 0.0 |
85,000 | | Home Depot, Inc./The, 3.125%, 12/15/2049 | 92,150 | 0.0 |
480,000 | (1) | Indigo Natural Resources LLC, 5.375%, 02/01/2029 | 475,200 | 0.1 |
250,000 | (1) | Infor, Inc., 1.750%, 07/15/2025 | 258,358 | 0.1 |
470,000 | (1) | Ingevity Corp., 3.875%, 11/01/2028 | 472,108 | 0.1 |
416,000 | | Intel Corp., 3.250%, 11/15/2049 | 449,627 | 0.1 |
79,000 | | Intel Corp., 4.750%, 03/25/2050 | 106,507 | 0.0 |
88,000 | | Intercontinental Exchange, Inc., 3.000%, 06/15/2050 | 89,047 | 0.0 |
260,000 | | Intercontinental Exchange, Inc., 4.250%, 09/21/2048 | 318,471 | 0.1 |
200,000 | | Interstate Power and Light Co., 2.300%, 06/01/2030 | 209,877 | 0.0 |
250,000 | (1) | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 286,423 | 0.1 |
445,000 | (1) | J2 Global, Inc., 4.625%, 10/15/2030 | 465,859 | 0.1 |
332,000 | | Johnson & Johnson, 0.550%, 09/01/2025 | 332,099 | 0.1 |
333,000 | | Johnson & Johnson, 0.950%, 09/01/2027 | 333,273 | 0.1 |
93,000 | | Johnson & Johnson, 2.100%, 09/01/2040 | 91,007 | 0.0 |
91,000 | | Johnson & Johnson, 2.250%, 09/01/2050 | 87,827 | 0.0 |
245,000 | | Johnson & Johnson, 3.400%, 01/15/2038 | 284,447 | 0.1 |
50,000 | | Johnson & Johnson, 3.625%, 03/03/2037 | 59,829 | 0.0 |
250,000 | (2) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 262,704 | 0.1 |
385,000 | (2) | JPMorgan Chase & Co., 2.522%, 04/22/2031 | 404,422 | 0.1 |
998,000 | | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 1,101,046 | 0.2 |
500,000 | | JPMorgan Chase & Co., 3.875%, 09/10/2024 | 556,751 | 0.1 |
129,000 | (2) | JPMorgan Chase & Co., 3.964%, 11/15/2048 | 156,112 | 0.0 |
229,000 | (2) | JPMorgan Chase & Co., 4.493%, 03/24/2031 | 275,758 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | | |
| | United States: (continued) |
115,000 | (2) | JPMorgan Chase & Co., 4.600%, 12/31/2199 | $ 118,479 | 0.0 |
530,000 | (2) | JPMorgan Chase & Co., 6.000%, 12/31/2199 | 555,564 | 0.1 |
385,000 | | Keurig Dr Pepper, Inc., 4.057%, 05/25/2023 | 416,410 | 0.1 |
161,000 | | Kimco Realty Corp., 3.700%, 10/01/2049 | 173,556 | 0.0 |
227,000 | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 252,554 | 0.1 |
215,000 | | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | 234,480 | 0.1 |
170,000 | | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | 234,209 | 0.1 |
126,000 | | Kroger Co/The, 4.650%, 01/15/2048 | 160,894 | 0.0 |
198,000 | | Lowe's Cos, Inc., 2.500%, 04/15/2026 | 213,312 | 0.0 |
120,000 | | Lowe's Cos, Inc., 4.050%, 05/03/2047 | 143,408 | 0.0 |
200,000 | (1) | Mars, Inc., 2.375%, 07/16/2040 | 199,493 | 0.0 |
450,000 | (1) | Match Group Holdings II LLC, 4.125%, 08/01/2030 | 465,039 | 0.1 |
70,000 | | McDonald's Corp., 3.625%, 05/01/2043 | 79,312 | 0.0 |
85,000 | | McDonald's Corp., 3.625%, 09/01/2049 | 96,160 | 0.0 |
428,000 | (1) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 465,577 | 0.1 |
190,000 | | MGM Resorts International, 5.500%, 04/15/2027 | 206,031 | 0.0 |
230,000 | (1) | Michaels Stores, Inc., 4.750%, 10/01/2027 | 236,095 | 0.1 |
250,000 | | Mississippi Power Co., 4.250%, 03/15/2042 | 295,917 | 0.1 |
316,000 | | Mondelez International, Inc., 2.750%, 04/13/2030 | 341,953 | 0.1 |
500,000 | | Morgan Stanley, 3.125%, 07/27/2026 | 553,944 | 0.1 |
740,000 | (2) | Morgan Stanley, 3.622%, 04/01/2031 | 843,246 | 0.2 |
545,000 | | Morgan Stanley, 4.100%, 05/22/2023 | 588,555 | 0.1 |
500,000 | | Morgan Stanley, 4.875%, 11/01/2022 | 537,867 | 0.1 |
600,000 | | Mosaic Co/The, 3.250%, 11/15/2022 | 626,218 | 0.1 |
398,000 | | MPLX L.P., 4.000%, 03/15/2028 | 453,125 | 0.1 |
460,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | 465,152 | 0.1 |
500,000 | | Mylan, Inc., 4.200%, 11/29/2023 | 545,136 | 0.1 |
200,000 | | Mylan, Inc., 5.200%, 04/15/2048 | 260,037 | 0.1 |
310,000 | | National Rural Utilities Cooperative Finance Corp., 3.900%, 11/01/2028 | 361,417 | 0.1 |
220,000 | | Navient Corp., 5.000%, 03/15/2027 | 223,329 | 0.1 |
53,000 | | Newmont Corp., 3.700%, 03/15/2023 | 55,886 | 0.0 |
193,000 | | Northern States Power Co/MN, 3.600%, 09/15/2047 | 230,153 | 0.1 |
435,000 | (1) | Novelis Corp., 4.750%, 01/30/2030 | 457,566 | 0.1 |
70,000 | (1) | NRG Energy, Inc., 3.375%, 02/15/2029 | 71,734 | 0.0 |
385,000 | (1) | NRG Energy, Inc., 3.625%, 02/15/2031 | 401,122 | 0.1 |
205,000 | | NVIDIA Corp., 3.500%, 04/01/2040 | 236,108 | 0.1 |
455,000 | (1) | ON Semiconductor Corp., 3.875%, 09/01/2028 | 472,062 | 0.1 |
65,000 | | ONEOK, Inc., 3.100%, 03/15/2030 | 67,586 | 0.0 |
316,000 | | Oracle Corp., 2.800%, 04/01/2027 | 345,747 | 0.1 |
504,000 | | Oracle Corp., 2.950%, 05/15/2025 | 548,502 | 0.1 |
105,000 | | Oracle Corp., 3.600%, 04/01/2040 | 118,321 | 0.0 |
48,000 | | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 54,728 | 0.0 |
115,000 | | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | 135,559 | 0.0 |
195,000 | | Owl Rock Capital Corp., 3.400%, 07/15/2026 | 200,008 | 0.0 |
35,000 | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 36,718 | 0.0 |
28,000 | (3) | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 29,444 | 0.0 |
47,000 | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 50,064 | 0.0 |
200,000 | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 218,419 | 0.1 |
238,000 | | PECO Energy Co., 4.150%, 10/01/2044 | 295,630 | 0.1 |
300,000 | (1) | PetSmart, Inc., 5.875%, 06/01/2025 | 309,562 | 0.1 |
481,000 | | Philip Morris International, Inc., 3.875%, 08/21/2042 | 549,890 | 0.1 |
84,000 | | Phillips 66, 3.850%, 04/09/2025 | 93,785 | 0.0 |
435,000 | (1) | Pilgrim's Pride Corp., 5.875%, 09/30/2027 | 463,471 | 0.1 |
301,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.600%, 11/01/2024 | 323,294 | 0.1 |
281,000 | | PNC Financial Services Group, Inc./The, 3.450%, 04/23/2029 | 321,541 | 0.1 |
110,000 | (1) | Post Holdings, Inc., 4.625%, 04/15/2030 | 114,149 | 0.0 |
320,000 | (1) | Post Holdings, Inc., 5.500%, 12/15/2029 | 347,998 | 0.1 |
65,000 | | Puget Sound Energy, Inc., 3.250%, 09/15/2049 | 70,033 | 0.0 |
230,000 | (1) | Quicken Loans LLC / Quicken Loans Co-Issuer, Inc., 3.875%, 03/01/2031 | 233,737 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | | |
| | United States: (continued) |
205,000 | (1) | Quicken Loans LLC, 5.250%, 01/15/2028 | $ 219,222 | 0.1 |
285,000 | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 362,341 | 0.1 |
150,000 | | RELX Capital, Inc., 3.000%, 05/22/2030 | 163,484 | 0.0 |
339,000 | | Reynolds American, Inc., 6.150%, 09/15/2043 | 437,610 | 0.1 |
150,000 | | Roper Technologies, Inc., 1.750%, 02/15/2031 | 147,433 | 0.0 |
33,000 | | Ross Stores, Inc., 4.700%, 04/15/2027 | 38,786 | 0.0 |
185,000 | (1) | Sealed Air Corp., 4.000%, 12/01/2027 | 197,025 | 0.0 |
114,000 | | Selective Insurance Group, Inc., 5.375%, 03/01/2049 | 144,400 | 0.0 |
455,000 | (1) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 467,531 | 0.1 |
700,000 | | Shire Acquisitions Investments Ireland DAC, 3.200%, 09/23/2026 | 778,097 | 0.2 |
455,000 | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 473,200 | 0.1 |
460,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 465,462 | 0.1 |
430,000 | (1) | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | 468,700 | 0.1 |
60,000 | | Southern California Edison Co., 3.650%, 02/01/2050 | 64,727 | 0.0 |
365,000 | | Sprint Nextel Corp., 6.875%, 11/15/2028 | 469,253 | 0.1 |
220,000 | (1) | Standard Industries, Inc./NJ, 3.375%, 01/15/2031 | 217,569 | 0.1 |
320,000 | (1) | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | 340,091 | 0.1 |
240,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.125%, 06/01/2025 | 245,375 | 0.1 |
220,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 231,825 | 0.1 |
134,000 | | Sunoco Logistics Partners Operations L.P., 4.250%, 04/01/2024 | 145,467 | 0.0 |
150,000 | (1) | TEGNA, Inc., 4.625%, 03/15/2028 | 152,136 | 0.0 |
295,000 | | TEGNA, Inc., 5.000%, 09/15/2029 | 307,257 | 0.1 |
445,000 | (1) | Tenet Healthcare Corp., 5.125%, 11/01/2027 | 470,080 | 0.1 |
70,000 | | Texas Instruments, Inc., 3.875%, 03/15/2039 | 85,704 | 0.0 |
299,000 | | Time Warner Cable LLC, 5.875%, 11/15/2040 | 390,751 | 0.1 |
200,000 | (1) | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 205,162 | 0.0 |
385,000 | (1) | T-Mobile USA, Inc., 3.000%, 02/15/2041 | 379,754 | 0.1 |
1,016,000 | (1) | T-Mobile USA, Inc., 3.750%, 04/15/2027 | 1,142,807 | 0.3 |
79,000 | (1) | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 89,303 | 0.0 |
300,000 | | UDR, Inc., 2.100%, 08/01/2032 | 299,972 | 0.1 |
370,000 | | Union Electric Co., 3.250%, 10/01/2049 | 409,690 | 0.1 |
135,000 | | United Parcel Service, Inc., 3.400%, 09/01/2049 | 153,483 | 0.0 |
220,000 | | United Rentals North America, Inc., 4.000%, 07/15/2030 | 232,309 | 0.1 |
215,000 | | United Rentals North America, Inc., 4.875%, 01/15/2028 | 228,760 | 0.1 |
130,663 | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 132,956 | 0.0 |
300,000 | | Utah Acquisition Sub, Inc., 3.950%, 06/15/2026 | 341,545 | 0.1 |
465,000 | (1) | Valvoline, Inc., 3.625%, 06/15/2031 | 467,325 | 0.1 |
500,000 | | Verizon Communications, Inc., 2.650%, 11/20/2040 | 488,046 | 0.1 |
250,000 | | Verizon Communications, Inc., 4.125%, 03/16/2027 | 293,543 | 0.1 |
175,000 | | Verizon Communications, Inc., 4.125%, 08/15/2046 | 205,947 | 0.0 |
200,000 | | Verizon Communications, Inc., 4.812%, 03/15/2039 | 254,125 | 0.1 |
615,000 | | ViacomCBS, Inc., 3.700%, 08/15/2024 | 673,260 | 0.2 |
339,000 | | ViacomCBS, Inc., 4.375%, 03/15/2043 | 393,820 | 0.1 |
445,000 | (1) | ViaSat, Inc., 5.625%, 04/15/2027 | 468,641 | 0.1 |
200,000 | (1) | Viatris, Inc., 3.850%, 06/22/2040 | 221,145 | 0.1 |
316,000 | | VMware, Inc., 4.650%, 05/15/2027 | 367,117 | 0.1 |
351,000 | | Walmart, Inc., 3.700%, 06/26/2028 | 409,058 | 0.1 |
134,000 | | Walt Disney Co/The, 5.400%, 10/01/2043 | 189,158 | 0.0 |
350,000 | (2) | Wells Fargo & Co., 2.406%, 10/30/2025 | 369,938 | 0.1 |
328,000 | | Wells Fargo & Co., 3.000%, 10/23/2026 | 360,977 | 0.1 |
143,000 | | Welltower, Inc., 4.125%, 03/15/2029 | 165,072 | 0.0 |
225,000 | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 231,188 | 0.1 |
400,000 | | WPX Energy, Inc., 5.750%, 06/01/2026 | 420,150 | 0.1 |
450,000 | (1) | WR Grace & Co-Conn, 4.875%, 06/15/2027 | 472,475 | 0.1 |
450,000 | (1) | Wyndham Hotels & Resorts, Inc., 4.375%, 08/15/2028 | 455,344 | 0.1 |
173,000 | | XLIT Ltd., 5.500%, 03/31/2045 | 237,777 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | | |
| | United States: (continued) | | |
470,000 | (1) | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | $ 471,939 | 0.1 |
| | | 94,544,695 | 21.0 |
| | Total Corporate Bonds/Notes | | |
| | (Cost $133,368,421) | 141,263,560 | 31.3 |
| | | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 10.5% | | |
| | United States: 10.5% | | |
376,251 | (2) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.871%, 05/25/2036 | 366,067 | 0.1 |
339,269 | | Alternative Loan Trust 2005-51 3A2A, 1.789%, (12MTA + 1.290%), 11/20/2035 | 319,047 | 0.1 |
117,309 | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 80,520 | 0.0 |
180,899 | | Alternative Loan Trust 2007-23CB A3, 0.630%, (US0001M + 0.500%), 09/25/2037 | 79,482 | 0.0 |
406,674 | | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 304,998 | 0.1 |
407,977 | | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 407,450 | 0.1 |
83,627 | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 0.630%, (US0001M + 0.500%), 11/25/2035 | 44,415 | 0.0 |
177,029 | | Countrywide Asset-Backed Certificates 2005-IM1 M1, 0.850%, (US0001M + 0.720%), 11/25/2035 | 174,712 | 0.0 |
290,488 | (1),(2) | CSMC Trust 2015-2 B3, 3.918%, 02/25/2045 | 302,943 | 0.1 |
212,313 | (1),(2) | CSMC Trust 2015-3 B1, 3.913%, 03/25/2045 | 215,378 | 0.1 |
4,217,207 | (4) | Fannie Mae 2005-18 SC, 4.520%, (-1.000*US0001M + 4.650%), 03/25/2035 | 602,374 | 0.1 |
1,110,117 | (4) | Fannie Mae 2008-41 S, 6.670%, (-1.000*US0001M + 6.800%), 11/25/2036 | 288,833 | 0.1 |
3,036,365 | (4) | Fannie Mae 2009-106 SA, 6.120%, (-1.000*US0001M + 6.250%), 01/25/2040 | 527,948 | 0.1 |
299,422 | | Fannie Mae Connecticut Avenue Securities 2017-C02 2M2, 3.780%, (US0001M + 3.650%), 09/25/2029 | 309,046 | 0.1 |
453,340 | | Fannie Mae Connecticut Avenue Securities 2017-C03 1M2, 3.130%, (US0001M + 3.000%), 10/25/2029 | 464,179 | 0.1 |
365,717 | | Fannie Mae Connecticut Avenue Securities 2017-C07 2M2, 2.630%, (US0001M + 2.500%), 05/25/2030 | 369,617 | 0.1 |
337,440 | | Fannie Mae Connecticut Avenue Securities 2018-C06 1M2, 2.130%, (US0001M + 2.000%), 03/25/2031 | 339,116 | 0.1 |
364,453 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 2.430%, (US0001M + 2.300%), 08/25/2031 | 366,654 | 0.1 |
571,662 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 2.530%, (US0001M + 2.400%), 04/25/2031 | 575,719 | 0.1 |
186,359 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 2.580%, (US0001M + 2.450%), 07/25/2031 | 187,605 | 0.0 |
496,758 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 2.230%, (US0001M + 2.100%), 09/25/2039 | 499,842 | 0.1 |
1,000,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 2.180%, (US0001M + 2.050%), 01/25/2040 | 1,005,346 | 0.2 |
118,623 | | Fannie Mae REMIC Trust 2003-22 BZ, 6.000%, 04/25/2033 | 137,053 | 0.0 |
120,513 | | Fannie Mae REMIC Trust 2005-74 DK, 23.480%, (-4.000*US0001M + 24.000%), 07/25/2035 | 195,599 | 0.0 |
125,350 | | Fannie Mae REMIC Trust 2006-104 ES, 32.710%, (-5.000*US0001M + 33.450%), 11/25/2036 | 249,879 | 0.1 |
1,574,997 | (4) | Fannie Mae REMIC Trust 2007-36 SN, 6.640%, (-1.000*US0001M + 6.770%), 04/25/2037 | 346,464 | 0.1 |
114,109 | | Fannie Mae REMIC Trust 2007-55 DS, 14.675%, (-2.500*US0001M + 15.000%), 06/25/2037 | 144,656 | 0.0 |
775,237 | (4) | Fannie Mae REMIC Trust 2008-53 FI, 5.970%, (-1.000*US0001M + 6.100%), 07/25/2038 | 135,901 | 0.0 |
829,885 | (4) | Fannie Mae REMIC Trust 2008-58 SM, 5.970%, (-1.000*US0001M + 6.100%), 07/25/2038 | 180,295 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |
| | United States: (continued) |
147,528 | | Fannie Mae REMIC Trust 2009-66 SL, 15.353%, (-3.333*US0001M + 15.833%), 09/25/2039 | $ 283,172 | 0.1 |
93,200 | | Fannie Mae REMIC Trust 2009-66 SW, 15.520%, (-3.333*US0001M + 16.000%), 09/25/2039 | 180,543 | 0.0 |
4,471,977 | (4) | Fannie Mae REMIC Trust 2010-123 SL, 5.940%, (-1.000*US0001M + 6.070%), 11/25/2040 | 852,192 | 0.2 |
4,277,470 | (4) | Fannie Mae REMIC Trust 2011-55 SK, 6.430%, (-1.000*US0001M + 6.560%), 06/25/2041 | 1,063,270 | 0.2 |
1,799,315 | (4) | Fannie Mae REMIC Trust 2011-86 NS, 5.820%, (-1.000*US0001M + 5.950%), 09/25/2041 | 348,788 | 0.1 |
326,422 | (4) | Fannie Mae REMIC Trust 2012-10 US, 6.302%, (-1.000*US0001M + 6.450%), 02/25/2042 | 48,974 | 0.0 |
1,823,647 | (4) | Fannie Mae REMIC Trust 2012-24 HS, 6.420%, (-1.000*US0001M + 6.550%), 09/25/2040 | 206,294 | 0.1 |
1,043,044 | (4) | Fannie Mae REMIC Trust 2013-31 PI, 4.500%, 02/25/2043 | 90,889 | 0.0 |
1,397,913 | | Fannie Mae REMICS 2013-126 ZA, 4.000%, 07/25/2032 | 1,455,506 | 0.3 |
773,164 | (4) | Fannie Mae Series 2007-9 SE, 5.950%, (-1.000*US0001M + 6.080%), 03/25/2037 | 147,607 | 0.0 |
1,173,002 | (4) | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | 118,292 | 0.0 |
943,465 | (1),(2) | Flagstar Mortgage Trust 2018-2 B2, 4.057%, 04/25/2048 | 999,130 | 0.2 |
204,469 | (4) | Freddie Mac REMIC Trust 2303 SY, 8.574%, (-1.000*US0001M + 8.700%), 04/15/2031 | 53,642 | 0.0 |
1,229,606 | (4) | Freddie Mac REMIC Trust 2989 GU, 6.874%, (-1.000*US0001M + 7.000%), 02/15/2033 | 267,262 | 0.1 |
1,032,798 | (4) | Freddie Mac REMIC Trust 3271 SB, 5.924%, (-1.000*US0001M + 6.050%), 02/15/2037 | 207,726 | 0.1 |
3,741,999 | (4) | Freddie Mac REMIC Trust 3424 HI, 5.774%, (-1.000*US0001M + 5.900%), 04/15/2038 | 853,856 | 0.2 |
844,655 | (4) | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | 113,598 | 0.0 |
4,628,798 | (4) | Freddie Mac REMIC Trust 3856 KS, 6.424%, (-1.000*US0001M + 6.550%), 05/15/2041 | 876,536 | 0.2 |
1,265,899 | (4) | Freddie Mac REMIC Trust 3925 SD, 5.924%, (-1.000*US0001M + 6.050%), 07/15/2040 | 137,322 | 0.0 |
974,462 | (4) | Freddie Mac REMIC Trust 3946 SE, 6.524%, (-1.000*US0001M + 6.650%), 02/15/2041 | 84,747 | 0.0 |
2,386,445 | (4) | Freddie Mac REMIC Trust 4077 SM, 6.574%, (-1.000*US0001M + 6.700%), 08/15/2040 | 211,923 | 0.1 |
940,540 | (4) | Freddie Mac REMIC Trust 4152 BI, 4.000%, 12/15/2041 | 106,744 | 0.0 |
1,619,242 | (4) | Freddie Mac REMIC Trust 4313 MI, 5.000%, 04/15/2039 | 236,632 | 0.1 |
2,386,675 | (4) | Freddie Mac REMICS 3693 SC, 6.374%, (-1.000*US0001M + 6.500%), 07/15/2040 | 508,432 | 0.1 |
2,902,339 | | Freddie Mac REMICS 3792 DS, 6.474%, (-1.000*US0001M + 6.600%), 11/15/2040 | 212,603 | 0.1 |
2,104,068 | (4) | Freddie Mac REMICS 4040 SW, 6.504%, (-1.000*US0001M + 6.630%), 05/15/2032 | 417,245 | 0.1 |
2,250,876 | (4) | Freddie Mac REMICS 4623 MS, 5.874%, (-1.000*US0001M + 6.000%), 10/15/2046 | 529,196 | 0.1 |
2,224,732 | | Freddie Mac REMICS 4800 MZ, 4.000%, 06/15/2048 | 2,414,109 | 0.5 |
1,608,575 | | Freddie Mac REMICS 4879 ZA, 4.000%, 05/15/2049 | 1,791,790 | 0.4 |
283,691 | (1) | Freddie Mac STACR 2019-HQA3 M2, 1.980%, (US0001M + 1.850%), 09/27/2049 | 284,290 | 0.1 |
700,000 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 2.030%, (US0001M + 1.900%), 01/25/2050 | 703,568 | 0.2 |
500,000 | (1) | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 3.230%, (US0001M + 3.100%), 03/25/2050 | 510,427 | 0.1 |
400,000 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA3 M2, 3.730%, (US0001M + 3.600%), 07/25/2050 | 407,626 | 0.1 |
325,317 | (1) | Freddie Mac STACR Trust 2019-DNA3 M2, 2.180%, (US0001M + 2.050%), 07/25/2049 | 326,634 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |
| | United States: (continued) |
173,766 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2015-DNA2 M3, 4.030%, (US0001M + 3.900%), 12/25/2027 | $ 176,504 | 0.0 |
1,273,558 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2016-DNA4 M3, 3.930%, (US0001M + 3.800%), 03/25/2029 | 1,328,417 | 0.3 |
554,982 | | Freddie Mac Structured Agency Credit Risk Debt Notes 2017-HQA2 M2, 2.780%, (US0001M + 2.650%), 12/25/2029 | 563,675 | 0.1 |
60,130 | (2) | Freddie Mac Whole Loan Securities Trust 2016-SC02 M1, 3.609%, 10/25/2046 | 61,352 | 0.0 |
900,000 | (1),(2) | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | 950,092 | 0.2 |
270,070 | | Ginnie Mae Series 2007-8 SP, 21.624%, (-3.242*US0001M + 22.049%), 03/20/2037 | 447,199 | 0.1 |
22,436,999 | (4) | Ginnie Mae Series 2009-106 CM, 6.471%, (-1.000*US0001M + 6.600%), 01/16/2034 | 3,451,733 | 0.8 |
1,581,947 | (4) | Ginnie Mae Series 2010-116 NS, 6.521%, (-1.000*US0001M + 6.650%), 09/16/2040 | 306,498 | 0.1 |
351,691 | (4) | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | 29,414 | 0.0 |
2,147,939 | (4) | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | 134,238 | 0.0 |
463,295 | (4) | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | 27,858 | 0.0 |
1,367,553 | (4) | Ginnie Mae Series 2013-115 NI, 4.500%, 01/16/2043 | 203,698 | 0.1 |
940,916 | (4) | Ginnie Mae Series 2013-5 NI, 3.000%, 01/20/2028 | 58,211 | 0.0 |
19,645,031 | (4) | Ginnie Mae Series 2015-10 IX, 4.500%, 01/20/2045 | 2,967,908 | 0.7 |
2,250,181 | (4) | Ginnie Mae Series 2015-178 GI, 4.000%, 05/20/2044 | 198,661 | 0.0 |
12,048,318 | (4) | Ginnie Mae Series 2019-89 QI, 4.000%, 04/20/2046 | 1,623,365 | 0.4 |
320,002 | | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 0.550%, (US0001M + 0.210%), 04/25/2036 | 310,529 | 0.1 |
74,159 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 75,778 | 0.0 |
125,067 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | 128,974 | 0.0 |
166,070 | (1),(2) | JP Morgan Mortgage Trust 2017-3 1A13, 3.500%, 08/25/2047 | 169,373 | 0.0 |
364,544 | (1),(2) | JP Morgan Mortgage Trust 2017-3 B1, 3.792%, 08/25/2047 | 382,959 | 0.1 |
1,000,000 | (1),(2) | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | 1,042,120 | 0.2 |
192,498 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A15, 3.500%, 05/25/2050 | 199,168 | 0.0 |
320,830 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A3, 3.500%, 05/25/2050 | 333,721 | 0.1 |
73,076 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 75,394 | 0.0 |
322,593 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV3 A15, 3.500%, 12/31/2049 | 330,539 | 0.1 |
264,606 | (1),(2) | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | 270,048 | 0.1 |
346,399 | (1),(2) | JP Morgan Mortgage Trust 2020-5 B1, 3.719%, 12/25/2050 | 367,313 | 0.1 |
253,777 | | Lehman XS Trust Series 2005-5N 1A2, 0.490%, (US0001M + 0.360%), 11/25/2035 | 235,776 | 0.1 |
230,395 | (1),(2) | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 236,566 | 0.1 |
588,560 | (1),(2) | OBX 2020-INV1 A21 Trust, 3.500%, 05/25/2049 | 605,221 | 0.1 |
191,496 | (1),(2) | Sequoia Mortgage Trust 2014-3 B3, 3.933%, 10/25/2044 | 198,387 | 0.0 |
224,716 | (1),(2) | Sequoia Mortgage Trust 2016-3 A11, 3.000%, 11/25/2046 | 228,257 | 0.1 |
123,848 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 02/25/2048 | 127,779 | 0.0 |
300,000 | (1),(2) | Sequoia Mortgage Trust 2020-4 A8, 2.500%, 11/25/2050 | 308,748 | 0.1 |
6,174 | (2),(5) | Structured Asset Securities Corp. 2004-4XS 1A6, 5.050%, 02/25/2034 | 6,210 | 0.0 |
9,008,252 | (2),(4) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 1.924%, 08/25/2045 | 394,686 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |
| | United States: (continued) |
57,528 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.052%, 10/25/2036 | $ 57,217 | 0.0 |
197,159 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.108%, 08/25/2046 | 191,452 | 0.0 |
406,742 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.318%, 12/25/2036 | 414,310 | 0.1 |
133,915 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY4 1A1, 3.198%, 04/25/2037 | 124,616 | 0.0 |
562,617 | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 540,352 | 0.1 |
117,992 | | Wells Fargo Alternative Loan 2007-PA2 2A1, 0.560%, (US0001M + 0.430%), 06/25/2037 | 95,589 | 0.0 |
402,426 | (1),(2) | Wells Fargo Mortgage Backed Securities 2020-4 A17 Trust, 3.000%, 07/25/2050 | 411,064 | 0.1 |
475,117 | (1),(2) | WinWater Mortgage Loan Trust 2015-5 B4, 3.754%, 08/20/2045 | 496,039 | 0.1 |
| | | | |
| | Total Collateralized Mortgage Obligations | | |
| | (Cost $42,812,380) | 47,158,711 | 10.5 |
| | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 8.7% | |
| | Federal Home Loan Mortgage Corporation: 0.3%(6) |
946,845 | | 3.500%,01/01/2048 | 1,021,858 | 0.2 |
124,014 | | 4.000%,09/01/2045 | 135,088 | 0.0 |
106,944 | | 4.000%,09/01/2045 | 116,777 | 0.0 |
171,196 | | 4.000%,05/01/2046 | 185,925 | 0.1 |
| | | 1,459,648 | 0.3 |
| | | | |
| | Federal National Mortgage Association: 0.4%(6) |
1,712,241 | | 3.500%,03/01/2043 | 1,872,726 | 0.4 |
| | | | |
| | Government National Mortgage Association: 2.9% |
2,470,000 | (7) | 2.000%,02/01/2051 | 2,565,519 | 0.6 |
9,863,000 | (7) | 3.000%,03/19/2050 | 10,339,198 | 2.3 |
136,222 | | 4.500%,08/20/2041 | 152,959 | 0.0 |
17,400 | | 5.500%,03/20/2039 | 20,383 | 0.0 |
| | | 13,078,059 | 2.9 |
| | | | |
| | Uniform Mortgage-Backed Securities: 5.1% |
6,639,000 | (7) | 2.000%,03/01/2051 | 6,844,394 | 1.5 |
76,888 | | 2.500%,06/01/2030 | 81,662 | 0.0 |
53,839 | | 2.500%,06/01/2030 | 57,251 | 0.0 |
33,568 | | 2.500%,07/01/2030 | 35,676 | 0.0 |
10,959,000 | (7) | 2.500%,03/12/2050 | 11,548,474 | 2.6 |
217,901 | | 3.500%,06/01/2034 | 234,804 | 0.1 |
943,328 | | 3.500%,09/01/2049 | 1,004,326 | 0.2 |
114,434 | | 4.000%,05/01/2045 | 125,062 | 0.0 |
1,924,394 | | 4.000%,04/01/2049 | 2,093,707 | 0.5 |
225,660 | | 4.500%,12/01/2040 | 254,001 | 0.1 |
109,349 | | 4.500%,12/01/2040 | 123,084 | 0.0 |
200,332 | | 5.000%,05/01/2041 | 232,954 | 0.1 |
129,877 | | 5.000%,06/01/2041 | 149,172 | 0.0 |
| | | 22,784,567 | 5.1 |
| | | | |
| | Total U.S. Government Agency Obligations | | |
| | (Cost $38,932,157) | 39,195,000 | 8.7 |
| | | |
SOVEREIGN BONDS: 16.3% | |
| | Argentina: 0.1% |
1,471,589 | (5) | Argentine Republic Government International Bond, 0.125% (Step Rate @ 0.500% on 0), 07/09/2030 | 566,562 | 0.1 |
172,561 | (5) | Argentine Republic Government International Bond, 0.125% (Step Rate @ 1.125% on 0), 07/09/2035 | 59,447 | 0.0 |
95,041 | | Argentine Republic Government International Bond, 1.000%, 07/09/2029 | 39,632 | 0.0 |
| | | 665,641 | 0.1 |
| | | | |
| | Australia: 0.1% |
AUD 837,000 | (1) | Queensland Treasury Corp., 1.750%, 07/20/2034 | 638,112 | 0.1 |
| | | | |
| | Canada: 0.2% |
CAD 880,000 | | Canadian Government Bond, 3.500%, 12/01/2045 | 990,231 | 0.2 |
| | | | |
| | China: 4.6% |
CNY 27,370,000 | | China Government Bond, 2.850%, 06/04/2027 | 4,157,282 | 0.9 |
CNY 29,170,000 | | China Government Bond, 3.250%, 06/06/2026 | 4,572,648 | 1.0 |
CNY 65,490,000 | | China Government Bond, 3.250%, 11/22/2028 | 10,190,142 | 2.3 |
CNY 1,110,000 | | China Government Bond, 3.290%, 05/23/2029 | 173,292 | 0.0 |
CNY 9,950,000 | | China Government Bond, 4.080%, 10/22/2048 | 1,622,548 | 0.4 |
| | | 20,715,912 | 4.6 |
| | | | |
| | Colombia: 0.3% |
600,000 | | Colombia Government International Bond, 3.000%, 01/30/2030 | 619,125 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
SOVEREIGN BONDS: (continued) | |
| | Colombia: (continued) |
COP 2,551,900,000 | | Colombian TES, 7.750%, 09/18/2030 | $ 832,275 | 0.2 |
| | | 1,451,400 | 0.3 |
| | | | |
| | Croatia: 0.2% |
EUR 300,000 | | Croatia Government International Bond, 1.125%, 06/19/2029 | 381,841 | 0.1 |
300,000 | | Croatia Government International Bond, 6.375%, 03/24/2021 | 302,677 | 0.1 |
| | | 684,518 | 0.2 |
| | | | |
| | Dominican Republic: 0.4% |
925,000 | (1),(3) | Dominican Republic International Bond, 4.500%, 01/30/2030 | 970,556 | 0.2 |
200,000 | (1) | Dominican Republic International Bond, 4.875%, 09/23/2032 | 214,050 | 0.1 |
200,000 | (1) | Dominican Republic International Bond, 5.300%, 01/21/2041 | 207,250 | 0.0 |
461,000 | (1) | Dominican Republic International Bond, 6.600%, 01/28/2024 | 522,611 | 0.1 |
| | | 1,914,467 | 0.4 |
| | | | |
| | Ecuador: 0.0% |
37,800 | (1),(5) | Ecuador Government International Bond, 0.500% (Step Rate @ 5.000% on 0), 07/31/2030 | 20,317 | 0.0 |
99,060 | (1),(5) | Ecuador Government International Bond, 0.500% (Step Rate @ 1.000% on 0), 07/31/2035 | 45,568 | 0.0 |
45,400 | (1),(5) | Ecuador Government International Bond, 0.500% (Step Rate @ 0.500% on 0), 07/31/2040 | 19,976 | 0.0 |
| | | 85,861 | 0.0 |
| | | | |
| | Egypt: 0.4% |
300,000 | (1) | Egypt Government International Bond, 4.550%, 11/20/2023 | 312,109 | 0.1 |
600,000 | | Egypt Government International Bond, 6.588%, 02/21/2028 | 653,323 | 0.1 |
325,000 | | Egypt Government International Bond, 7.500%, 01/31/2027 | 377,407 | 0.1 |
450,000 | (1) | Egypt Government International Bond, 7.625%, 05/29/2032 | 500,085 | 0.1 |
| | | 1,842,924 | 0.4 |
| | | | |
| | Germany: 0.1% |
EUR 120,000 | | Bundesobligation, -0.660%, 10/08/2021 | 146,282 | 0.1 |
EUR 9,700 | | Bundesobligation, -0.760%, 04/14/2023 | 11,971 | 0.0 |
EUR 60,000 | | Bundesrepublik Deutschland Bundesanleihe, 0.500%, 02/15/2028 | 79,072 | 0.0 |
EUR 30,000 | | Bundesrepublik Deutschland Bundesanleihe, -0.740%, 08/15/2026 | 37,938 | 0.0 |
EUR 40,000 | | Bundesrepublik Deutschland Bundesanleihe, 1.000%, 08/15/2025 | 52,497 | 0.0 |
| | | 327,760 | 0.1 |
| | | | |
| | Ghana: 0.1% |
450,000 | (1) | Ghana Government International Bond, 6.375%, 02/11/2027 | 467,143 | 0.1 |
| | | | |
| | Indonesia: 1.6% |
IDR 13,833,000,000 | | Indonesia Treasury Bond, 8.375%, 04/15/2039 | 1,128,193 | 0.2 |
IDR 68,047,000,000 | | Indonesia Treasury Bond, 8.750%, 05/15/2031 | 5,655,225 | 1.3 |
200,000 | | Perusahaan Penerbit SBSN Indonesia III, 4.450%, 02/20/2029 | 234,740 | 0.1 |
| | | 7,018,158 | 1.6 |
| | | | |
| | Italy: 0.5% |
EUR 641,000 | (1) | Italy Buoni Poliennali Del Tesoro, 3.850%, 09/01/2049 | 1,205,565 | 0.3 |
EUR 641,000 | (1) | Italy Buoni Poliennali Del Tesoro, 5.000%, 08/01/2034 | 1,183,057 | 0.2 |
| | | 2,388,622 | 0.5 |
| | | | |
| | Ivory Coast: 0.2% |
EUR 200,000 | (1) | Ivory Coast Government International Bond, 4.875%, 01/30/2032 | 250,416 | 0.1 |
424,167 | (2),(5) | Ivory Coast Government International Bond, 5.750%, 12/31/2032 | 431,068 | 0.1 |
| | | 681,484 | 0.2 |
| | | | |
| | Jordan: 0.1% |
200,000 | (1) | Jordan Government International Bond, 5.850%, 07/07/2030 | 220,393 | 0.1 |
| | | | |
| | Kenya: 0.1% |
250,000 | (1) | Kenya Government International Bond, 7.000%, 05/22/2027 | 276,875 | 0.1 |
| | | | |
| | Mexico: 0.1% |
200,000 | (3) | Mexico Government International Bond, 3.250%, 04/16/2030 | 212,320 | 0.1 |
200,000 | | Mexico Government International Bond, 3.750%, 04/19/2071 | 187,500 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
SOVEREIGN BONDS: (continued) | |
| | Mexico: (continued) |
5,000 | | Mexico Government International Bond, 4.000%, 10/02/2023 | $ 5,473 | 0.0 |
| | | 405,293 | 0.1 |
| | | | |
| | Morocco: 0.1% |
200,000 | (1),(3) | Morocco Government International Bond, 2.375%, 12/15/2027 | 201,250 | 0.0 |
200,000 | (1) | Morocco Government International Bond, 3.000%, 12/15/2032 | 201,718 | 0.0 |
200,000 | | Morocco Government International Bond, 4.250%, 12/11/2022 | 211,039 | 0.1 |
| | | 614,007 | 0.1 |
| | | | |
| | Nigeria: 0.0% |
200,000 | | Nigeria Government International Bond, 7.875%, 02/16/2032 | 219,444 | 0.0 |
| | | | |
| | Oman: 0.1% |
200,000 | | Oman Government International Bond, 6.000%, 08/01/2029 | 210,291 | 0.0 |
200,000 | (1) | Oman Government International Bond, 6.750%, 10/28/2027 | 221,526 | 0.0 |
200,000 | (1) | Oman Government International Bond, 7.375%, 10/28/2032 | 227,619 | 0.1 |
| | | 659,436 | 0.1 |
| | | | |
| | Panama: 0.2% |
200,000 | | Panama Government International Bond, 3.875%, 03/17/2028 | 226,471 | 0.1 |
315,000 | | Panama Government International Bond, 6.700%, 01/26/2036 | 452,594 | 0.1 |
| | | 679,065 | 0.2 |
| | | | |
| | Peru: 1.6% |
PEN 4,000,000 | | Peru Government Bond, 6.350%, 08/12/2028 | 1,380,247 | 0.3 |
PEN 8,617,000 | | Peru Government Bond, 6.900%, 08/12/2037 | 2,882,924 | 0.6 |
200,000 | | Peruvian Government International Bond, 1.862%, 12/01/2032 | 197,677 | 0.1 |
200,000 | | Peruvian Government International Bond, 2.780%, 12/01/2060 | 193,202 | 0.1 |
75,000 | | Peruvian Government International Bond, 5.625%, 11/18/2050 | 114,322 | 0.0 |
PEN 6,609,000 | | Peruvian Government International Bond, 6.950%, 08/12/2031 | 2,335,978 | 0.5 |
| | | 7,104,350 | 1.6 |
| | | | |
| | Portugal: 0.6% |
EUR 1,664,000 | (1) | Portugal Obrigacoes do Tesouro OT, 2.250%, 04/18/2034 | 2,534,830 | 0.6 |
| | | | |
| | Romania: 1.7% |
RON 5,510,000 | | Romania Government Bond, 3.250%, 04/29/2024 | 1,423,722 | 0.3 |
RON 17,920,000 | | Romania Government Bond, 5.800%, 07/26/2027 | 5,381,895 | 1.2 |
EUR 200,000 | (1) | Romanian Government International Bond, 2.625%, 12/02/2040 | 253,775 | 0.1 |
480,000 | (1) | Romanian Government International Bond, 3.000%, 02/14/2031 | 510,022 | 0.1 |
| | | 7,569,414 | 1.7 |
| | | | |
| | Russia: 0.3% |
RUB 47,938,000 | | Russian Federal Bond - OFZ, 6.900%, 05/23/2029 | 666,058 | 0.1 |
200,000 | | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 231,016 | 0.1 |
400,000 | (1) | Russian Foreign Bond - Eurobond, 4.875%, 09/16/2023 | 440,546 | 0.1 |
| | | 1,337,620 | 0.3 |
| | | | |
| | Saudi Arabia: 0.2% |
200,000 | (1) | KSA Sukuk Ltd., 3.628%, 04/20/2027 | 224,500 | 0.1 |
400,000 | (1) | Saudi Government International Bond, 2.250%, 02/02/2033 | 395,700 | 0.1 |
200,000 | (1) | Saudi Government International Bond, 3.450%, 02/02/2061 | 198,553 | 0.0 |
| | | 818,753 | 0.2 |
| | | | |
| | South Africa: 0.3% |
250,000 | | Republic of South Africa Government International Bond, 4.300%, 10/12/2028 | 254,945 | 0.1 |
900,000 | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 933,872 | 0.2 |
| | | 1,188,817 | 0.3 |
| | | | |
| | Spain: 0.8% |
EUR 1,284,000 | (1) | Spain Government Bond, 1.450%, 04/30/2029 | 1,751,629 | 0.4 |
EUR 1,092,000 | (1) | Spain Government Bond, 2.700%, 10/31/2048 | 1,912,266 | 0.4 |
| | | 3,663,895 | 0.8 |
| | | | |
| | Sri Lanka: 0.0% |
200,000 | (1) | Sri Lanka Government International Bond, 6.825%, 07/18/2026 | 123,500 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
SOVEREIGN BONDS: (continued) | |
| | Turkey: 0.3% |
800,000 | | Turkey Government International Bond, 4.875%, 10/09/2026 | $ 812,451 | 0.2 |
200,000 | | Turkey Government International Bond, 5.600%, 11/14/2024 | 210,850 | 0.0 |
461,000 | | Turkey Government International Bond, 7.375%, 02/05/2025 | 515,490 | 0.1 |
| | | 1,538,791 | 0.3 |
| | | | |
| | Ukraine: 0.4% |
250,000 | | Ukraine Government International Bond, 7.253%, 03/15/2033 | 266,855 | 0.1 |
525,000 | | Ukraine Government International Bond, 7.375%, 09/25/2032 | 564,753 | 0.1 |
800,000 | | Ukraine Government International Bond, 7.750%, 09/01/2025 | 895,520 | 0.2 |
| | | 1,727,128 | 0.4 |
| | | | |
| | United Kingdom: 0.6% |
GBP 700,000 | | United Kingdom Gilt, 1.750%, 01/22/2049 | 1,165,839 | 0.3 |
GBP 1,100,000 | | United Kingdom Gilt, 4.000%, 03/07/2022 | 1,575,175 | 0.3 |
| | | 2,741,014 | 0.6 |
| | | | |
| | Uruguay: 0.0% |
75,000 | | Uruguay Government International Bond, 4.375%, 10/27/2027 | 87,904 | 0.0 |
| | | | |
| Total Sovereign Bonds | | |
| (Cost $68,456,019) | 73,382,762 | 16.3 |
| | | |
U.S. TREASURY OBLIGATIONS: 6.8% | |
| | U.S. Treasury Bonds: 0.8% |
7,000 | | 1.250%,05/15/2050 | 6,060 | 0.0 |
270,000 | | 1.375%,11/15/2040 | 257,323 | 0.0 |
3,988,000 | | 1.375%,08/15/2050 | 3,564,586 | 0.8 |
| | | 3,827,969 | 0.8 |
| | | | |
| | U.S. Treasury Notes: 6.0% |
66,000 | | 0.125%,12/31/2022 | 66,018 | 0.0 |
1,000 | | 0.125%,10/15/2023 | 999 | 0.0 |
4,294,600 | | 0.375%,12/31/2025 | 4,285,541 | 1.0 |
4,475,800 | | 0.875%,11/15/2030 | 4,392,229 | 1.0 |
2,152,000 | | 1.750%,03/31/2022 | 2,193,695 | 0.5 |
184,000 | | 0.125%,01/31/2023 | 184,050 | 0.0 |
884,000 | | 0.125%,01/15/2024 | 882,792 | 0.2 |
3,815,800 | | 0.375%,01/31/2026 | 3,805,217 | 0.8 |
55,000 | | 0.375%,09/30/2027 | 53,801 | 0.0 |
2,116,600 | | 0.625%,12/31/2027 | 2,098,741 | 0.5 |
8,908,200 | | 0.750%,01/31/2028 | 8,908,068 | 2.0 |
| | | 26,871,151 | 6.0 |
| | | | |
| Total U.S. Treasury Obligations | | |
| (Cost $30,909,874) | 30,699,120 | 6.8 |
| | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.0% | |
| | United States: 8.0% |
7,642,475 | (2),(4) | BANK 2017-BNK5 XA, 1.065%, 06/15/2060 | 349,012 | 0.1 |
989,533 | (2),(4) | BANK 2019-BNK16 XA, 0.961%, 02/15/2052 | 62,043 | 0.0 |
620,000 | (1) | BBCMS 2018-TALL C Mortgage Trust, 1.248%, (US0001M + 1.121%), 03/15/2037 | 611,412 | 0.1 |
20,130,704 | (2),(4) | Benchmark 2018-B2 XA Mortgage Trust, 0.416%, 02/15/2051 | 428,754 | 0.1 |
280,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 267,242 | 0.1 |
1,431,179 | (2),(4) | Benchmark 2019-B9 XA Mortgage Trust, 1.043%, 03/15/2052 | 102,584 | 0.0 |
300,000 | (1) | Benchmark 2020-B18 AGNE Mortgage Trust, 3.759%, 08/15/2053 | 306,645 | 0.1 |
1,000,000 | (1) | Benchmark 2020-B18 AGNF Mortgage Trust, 4.139%, 07/15/2053 | 1,007,520 | 0.2 |
10,422,843 | (2),(4) | Benchmark 2020-B21 xa Mortgage Trust, 1.459%, 12/15/2053 | 1,176,463 | 0.3 |
230,679 | (1) | BX Commercial Mortgage Trust 2019-XL J, 2.776%, (US0001M + 2.650%), 10/15/2036 | 231,819 | 0.1 |
419,616 | (1) | BX Commercial Mortgage Trust 2020-BXLP G, 2.626%, (US0001M + 2.500%), 12/15/2029 | 421,669 | 0.1 |
160,000 | (1) | BX Commercial Mortgage Trust 2020-VKNG E, 2.227%, (US0001M + 2.100%), 10/15/2037 | 161,662 | 0.0 |
100,000 | (1),(2) | BX Trust 2019-OC11 E, 4.076%, 12/09/2041 | 103,907 | 0.0 |
890,000 | (1),(2) | CALI Mortgage Trust 2019-101C E, 4.324%, 03/10/2039 | 925,270 | 0.2 |
3,264,969 | (2),(4) | CD 2016-CD1 Mortgage Trust XA, 1.386%, 08/10/2049 | 178,706 | 0.0 |
360,000 | (1),(2) | Citigroup Commercial Mortgage Trust 2016-C2 E, 4.436%, 08/10/2049 | 282,203 | 0.1 |
8,581,000 | (2),(4) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.842%, 08/10/2049 | 357,829 | 0.1 |
3,441,846 | (2),(4) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.085%, 10/12/2050 | 168,257 | 0.0 |
15,929,031 | (1),(2),(4) | COMM 2012-LTRT XA, 0.883%, 10/05/2030 | 171,213 | 0.0 |
200,000 | (1),(2) | COMM 2013-CR10 E Mortgage Trust, 4.789%, 08/10/2046 | 183,328 | 0.0 |
300,000 | (2) | COMM 2016-COR1 C, 4.381%, 10/10/2049 | 323,986 | 0.1 |
6,795,525 | (2),(4) | COMM 2016-CR28 XA, 0.697%, 02/10/2049 | 176,365 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |
| | United States: (continued) |
540,000 | (1) | Credit Suisse Mortgage Capital Certificates 2019-ICE4 C, 1.556%, (US0001M + 1.430%), 05/15/2036 | $ 541,657 | 0.1 |
150,000 | (1),(2) | Credit Suisse Mortgage Capital Certificates 2020-NET C, 3.526%, 08/15/2037 | 158,466 | 0.0 |
530,000 | (1),(2) | DBJPM 16-C3 Mortgage Trust, 3.490%, 08/10/2049 | 433,987 | 0.1 |
204,208 | (1),(2),(4) | DBUBS 2011-LC1A XA, 0.533%, 11/10/2046 | 24 | 0.0 |
650,000 | (1),(2) | DBUBS 2011-LC2 E Mortgage Trust, 5.433%, 07/10/2044 | 548,123 | 0.1 |
540,000 | (1) | DBUBS 2011-LC2A F Mortgage Trust, 3.794%, (US0001M + 3.650%), 07/10/2044 | 406,460 | 0.1 |
1,470,000 | (1),(2) | DBUBS 2017-BRBK F Mortgage Trust, 3.530%, 10/10/2034 | 1,506,870 | 0.3 |
910,000 | (1),(2) | Del Amo Fashion Center Trust 2017-AMO C, 3.636%, 06/05/2035 | 807,432 | 0.2 |
170,000 | (1),(2) | Fontainebleau Miami Beach Trust 2019-FBLU F, 3.963%, 12/10/2036 | 172,220 | 0.0 |
507,974 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K013 X3, 2.978%, 01/25/2043 | 230 | 0.0 |
9,796,836 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K118 X1, 0.962%, 09/25/2030 | 801,320 | 0.2 |
7,109,162 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.884%, 11/25/2030 | 538,814 | 0.1 |
3,598,552 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.334%, 07/25/2035 | 552,884 | 0.1 |
5,595,042 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.874%, 10/25/2035 | 556,253 | 0.1 |
26,606,765 | (2),(4) | Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1, 0.404%, 04/25/2030 | 757,542 | 0.2 |
400,000 | (1),(2) | Grace Trust 2020-GRCE E, 2.680%, 12/10/2040 | 385,083 | 0.1 |
1,760,000 | (1),(2) | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.591%, 10/10/2032 | 1,732,026 | 0.4 |
647,750 | (1) | GS Mortgage Securities Corp. Trust 2019-BOCA A, 1.326%, (US0001M + 1.200%), 06/15/2038 | 650,385 | 0.1 |
220,000 | (1) | GS Mortgage Securities Trust 2013-GC16 G, 3.500%, 11/10/2046 | 112,352 | 0.0 |
4,251,058 | (2),(4) | GS Mortgage Securities Trust 2013-GC16 XA, 1.022%, 11/10/2046 | 99,691 | 0.0 |
7,700,184 | (2),(4) | GS Mortgage Securities Trust 2017-GS6 XA, 1.034%, 05/10/2050 | 429,384 | 0.1 |
600,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | 568,988 | 0.1 |
460,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | 419,764 | 0.1 |
540,000 | (1),(2) | GS Mortgage Securities Trust 2020-GC45 SWC, 3.219%, 12/13/2039 | 496,498 | 0.1 |
3,350,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Corp. 2018-AON D, 4.613%, 07/05/2031 | 3,542,126 | 0.8 |
200,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C4 G, 3.873%, 07/15/2046 | 192,750 | 0.0 |
730,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 B, 5.424%, 08/15/2046 | 739,624 | 0.2 |
2,120,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2011-C5 E, 4.000%, 08/15/2046 | 1,569,485 | 0.4 |
9,153,209 | (2),(4) | JP Morgan Chase Commercial Mortgage Securities Trust 2012-CIBX XA, 1.470%, 06/15/2045 | 64,538 | 0.0 |
420,000 | (1),(2) | JP Morgan Chase Commercial Mortgage Securities Trust 2020-LOOP E, 3.862%, 12/05/2038 | 383,746 | 0.1 |
735,000 | (2) | JPMBB Commercial Mortgage Securities Trust 2014-C18 AS, 4.439%, 02/15/2047 | 806,329 | 0.2 |
1,205,257 | (1) | KKR Industrial Portfolio Trust 2020-AIP C, 1.760%, (US0001M + 1.633%), 03/15/2037 | 1,212,415 | 0.3 |
240,000 | (1),(2) | LSTAR Commercial Mortgage Trust 2015-3 D, 3.185%, 04/20/2048 | 232,086 | 0.1 |
4,714,039 | (1),(2),(4) | LSTAR Commercial Mortgage Trust 2017-5 X, 0.986%, 03/10/2050 | 143,270 | 0.0 |
1,320,000 | (1),(2) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.606%, 11/15/2045 | 1,198,853 | 0.3 |
Principal Amount† | | | Value | Percentage of Net Assets |
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |
| | United States: (continued) |
21,550,000 | (1),(2),(4) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.457%, 12/15/2047 | $ 366,686 | 0.1 |
250,000 | (1) | MRCD 2019-PARK E Mortgage Trust, 2.718%, 12/15/2036 | 250,141 | 0.1 |
200,000 | (1),(2) | UBS-Barclays Commercial Mortgage Trust 2012-C4 D, 4.470%, 12/10/2045 | 120,356 | 0.0 |
340,000 | (1),(2) | UBS-Barclays Commercial Mortgage Trust 2012-C4 E, 4.470%, 12/10/2045 | 176,136 | 0.0 |
5,198,861 | (2),(4) | Wells Fargo Commercial Mortgage Trust 2020-C55 XA, 1.310%, 02/15/2053 | 487,279 | 0.1 |
1,360,000 | (1),(2) | West Town Mall Trust 2017-KNOX E, 4.346%, 07/05/2030 | 1,274,506 | 0.3 |
730,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2011-C5 B, 5.656%, 11/15/2044 | 744,667 | 0.2 |
630,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.256%, 03/15/2045 | 459,283 | 0.1 |
330,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C14 D, 3.973%, 06/15/2046 | 280,325 | 0.1 |
4,700,359 | (2),(4) | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.962%, 03/15/2046 | 105,216 | 0.0 |
14,368,727 | (2),(4) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 1.015%, 03/15/2047 | 323,868 | 0.1 |
730,000 | (2) | WFRBS Commercial Mortgage Trust 2014-LC14 C, 4.344%, 03/15/2047 | 759,419 | 0.2 |
| | | | |
| Total Commercial Mortgage-Backed Securities | | |
| (Cost $37,308,215) | 36,107,446 | 8.0 |
| | | |
ASSET-BACKED SECURITIES: 5.5% | |
| | United States: 5.5% |
500,000 | (1) | AMMC CLO 16 Ltd. 2015-16A CR2, 2.152%, (US0003M + 1.950%), 04/14/2029 | 500,049 | 0.1 |
300,000 | (1) | Ares XXVIIIR CLO Ltd. 2018-28RA A2, 1.623%, (US0003M + 1.400%), 10/17/2030 | 300,092 | 0.1 |
750,000 | (1) | Barings Clo Ltd. 2019-4A C, 3.041%, (US0003M + 2.800%), 01/15/2033 | 755,232 | 0.2 |
1,190,000 | (1) | BDS 2020-FL5 C Ltd., 2.180%, (US0001M + 2.050%), 02/16/2037 | 1,187,753 | 0.3 |
1,550,000 | (1) | BDS 2020-FL5 D Ltd., 2.630%, (US0001M + 2.500%), 02/16/2037 | 1,542,669 | 0.3 |
500,000 | (1) | BlueMountain CLO 2013-2A CR, 2.172%, (US0003M + 1.950%), 10/22/2030 | 496,118 | 0.1 |
250,000 | (1) | BlueMountain CLO Ltd. 2021-28A C, 2.202%, (US0003M + 2.000%), 04/15/2034 | 250,027 | 0.1 |
750,000 | (1) | CIFC Funding 2013-IA BR Ltd., 2.623%, (US0003M + 2.400%), 07/16/2030 | 750,428 | 0.2 |
800,000 | (1) | CIFC Funding 2020-2A A1 Ltd., 1.874%, (US0003M + 1.650%), 08/24/2032 | 803,438 | 0.2 |
433,718 | (2),(5) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.820%, 03/25/2036 | 280,151 | 0.1 |
600,000 | (1) | Clear Creek CLO 2015-1A CR, 2.174%, (US0003M + 1.950%), 10/20/2030 | 600,025 | 0.1 |
1,100,000 | (1) | Elevation CLO 2014-2A A1R Ltd., 1.471%, (US0003M + 1.230%), 10/15/2029 | 1,100,136 | 0.2 |
1,000,000 | (1) | Galaxy XV CLO Ltd. 2013-15A CR, 2.241%, (US0003M + 2.000%), 10/15/2030 | 1,000,037 | 0.2 |
600,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A CR, 1.974%, (US0003M + 1.750%), 04/20/2031 | 594,943 | 0.1 |
400,494 | (1) | Invitation Homes 2017-SFR2 A Trust, 0.979%, (US0001M + 0.850%), 12/17/2036 | 401,509 | 0.1 |
1,000,000 | (1) | Jay Park CLO Ltd. 2016-1A BR, 2.224%, (US0003M + 2.000%), 10/20/2027 | 1,000,894 | 0.2 |
350,000 | (1) | LCM XIV L.P. 14A AR, 1.263%, (US0003M + 1.040%), 07/20/2031 | 349,742 | 0.1 |
2,050,000 | (1) | LCM XXIV Ltd. 24A C, 2.474%, (US0003M + 2.250%), 03/20/2030 | 2,050,359 | 0.4 |
900,000 | (1) | Madison Park Funding XXI Ltd. 2016-21A BR, 3.091%, (US0003M + 2.850%), 10/15/2032 | 902,615 | 0.2 |
500,000 | (1) | Madison Park Funding XXXI Ltd. 2018-31A C, 2.359%, (US0003M + 2.150%), 01/23/2031 | 500,115 | 0.1 |
550,000 | (1) | Marble Point CLO XIV Ltd. 2018-2A A1R, 1.504%, (US0003M + 1.280%), 01/20/2032 | 550,061 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
ASSET-BACKED SECURITIES: (continued) | |
| | United States: (continued) |
300,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | $ 325,679 | 0.1 |
300,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 321,451 | 0.1 |
600,000 | (1) | Neuberger Berman Loan Advisers Clo 40 Ltd. 2021-40A C, 1.952%, (US0003M + 1.750%), 04/15/2033 | 600,000 | 0.1 |
250,000 | (1) | Oak Hill Credit Partners 2021-8A C, 2.102%, (US0003M + 1.900%), 01/18/2034 | 250,000 | 0.1 |
1,000,000 | (1) | OCP CLO 2014-5 A BR Ltd., 2.015%, (US0003M + 1.800%), 04/26/2031 | 995,125 | 0.2 |
450,000 | (1) | Octagon Investment Partners 30 Ltd. 2017-1A BR, 2.152%, (US0003M + 1.950%), 03/17/2030 | 450,049 | 0.1 |
1,220,000 | (1) | Octagon Investment Partners 31 Ltd. 2017-1A CR, 2.252%, (US0003M + 2.050%), 07/20/2030 | 1,220,129 | 0.3 |
800,000 | (1) | Palmer Square CLO 2020-2A A1A Ltd., 1.941%, (US0003M + 1.700%), 07/15/2031 | 802,326 | 0.2 |
250,000 | (1) | Palmer Square Loan Funding 2018-1A C Ltd., 2.091%, (US0003M + 1.850%), 04/15/2026 | 243,463 | 0.0 |
1,240,000 | (1) | Progress Residential 2018-SFR2 E Trust, 4.656%, 08/17/2035 | 1,265,352 | 0.3 |
650,000 | (1) | Shackleton 2019-15A CR CLO Ltd., 2.352%, (US0003M + 2.150%), 01/15/2032 | 650,000 | 0.1 |
600,000 | (1) | Shackleton CLO Ltd. 2019-15A C, 3.041%, (US0003M + 2.800%), 01/15/2030 | 600,803 | 0.1 |
900,000 | (1) | Sound Point Clo XIV Ltd. 2016-3A CR, 2.252%, (US0003M + 2.050%), 01/23/2029 | 900,097 | 0.2 |
500,000 | (1) | THL Credit Wind River 2016-1A CR CLO Ltd., 2.341%, (US0003M + 2.100%), 07/15/2028 | 500,029 | 0.1 |
| | | | |
| | Total Asset-Backed Securities | | |
| | (Cost $24,780,970) | 25,040,896 | 5.5 |
| | | |
PURCHASED OPTIONS (8): 0.1% |
| Total Purchased Options | | |
| (Cost $281,433) | 283,969 | 0.1 |
| | | |
| Total Long-Term Investments | | |
| (Cost $376,849,469) | 393,131,464 | 87.2 |
| | | |
SHORT-TERM INVESTMENTS: 9.8% |
| | Commercial Paper: 5.0% |
4,000,000 | | American Electric Power Co., 0.230%, 04/05/2021 | 3,998,390 | 0.9 |
2,500,000 | | American Honda Finance Corp., 0.270%, 03/16/2021 | 2,499,185 | 0.5 |
2,000,000 | | Concord Minutemen Capital Co. LLC, 0.170%, 03/01/2021 | 1,999,723 | 0.4 |
4,000,000 | | Consolidated Edison Company, 0.210%, 02/22/2021 | 3,999,485 | 0.9 |
1,000,000 | | Duke Energy Corp., 0.240%, 03/18/2021 | 999,701 | 0.2 |
3,000,000 | | Enbridge (US) Inc., 0.230%, 02/04/2021 | 2,999,925 | 0.7 |
1,000,000 | | Entergy Corp., 0.270%, 03/15/2021 | 999,688 | 0.2 |
2,500,000 | | Simon Property Group L.P., 0.120%, 03/01/2021 | 2,499,761 | 0.5 |
3,000,000 | | UnitedHealth Group, Inc., 0.190%, 03/30/2021 | 2,999,100 | 0.7 |
| | | |
| | Total Commercial Paper | | |
| | (Cost $22,994,808) | 22,994,958 | 5.0 |
| | | |
| | Repurchase Agreements: 0.5% |
1,000,000 | (9) | Citigroup, Inc., Repurchase Agreement dated 01/29/21, 0.06%, due 02/01/21 (Repurchase Amount $1,000,005, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.375%-8.500%, Market Value plus accrued interest $1,020,000, due 02/01/23-01/01/59) | 1,000,000 | 0.2 |
205,524 | (9) | Nomura Securities, Repurchase Agreement dated 01/29/21, 0.06%, due 02/01/21 (Repurchase Amount $205,525, collateralized by various U.S. Government Agency Obligations, 2.101%-6.000%, Market Value plus accrued interest $209,634, due 09/01/25-10/20/68) | 205,524 | 0.1 |
The following is a summary of the fair valuations according to the inputs used as of January 31, 2021 in valuing the assets and liabilities:
At January 31, 2021, the following forward foreign currency contracts were outstanding for Voya Global Bond Fund:
USD 4,429,961 | | CHF 3,943,404 | | Brown Brothers Harriman & Co. | | 02/05/21 | | $ | 2,563 | |
AUD 499,148 | | USD 367,905 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | 13,575 | |
USD 1,964,386 | | NOK 16,962,680 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (15,955 | ) |
CHF 3,337,809 | | USD 3,802,687 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (55,211 | ) |
USD 3,746,950 | | AUD 4,903,197 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | 10,429 | |
GBP 406,676 | | USD 548,575 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | 8,637 | |
JPY 3,755,001 | | USD 36,342 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (492 | ) |
GBP 910,793 | | USD 1,230,485 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | 17,450 | |
GBP 1,012,063 | | USD 1,361,590 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | 25,102 | |
EUR 738,242 | | USD 897,680 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (1,733 | ) |
USD 4,919,138 | | CAD 6,264,842 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | 19,907 | |
NZD 2,472,156 | | USD 1,787,785 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (11,286 | ) |
JPY 2,181,493 | | USD 20,922 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (94 | ) |
USD 2,900,051 | | AUD 3,832,694 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (29,135 | ) |
USD 1,994,176 | | SEK 16,700,543 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (4,440 | ) |
EUR 5,298,540 | | USD 6,519,313 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | (88,890 | ) |
NOK 15,294,498 | | USD 1,783,226 | | Brown Brothers Harriman & Co. | | 02/05/21 | | | 2,360 | |
TRY 15,120,443 | | USD 1,987,270 | | Brown Brothers Harriman & Co. | | 03/05/21 | | | 54,919 | |
USD 111 | | TRY 831 | | Brown Brothers Harriman & Co. | | 03/05/21 | | | (2 | ) |
CHF 1,151,915 | | USD 1,305,887 | | CIBC World Markets Corp. | | 02/05/21 | | | (12,591 | ) |
CLP 66,699,868 | | USD 89,481 | | Citibank N.A. | | 02/05/21 | | | 1,295 | |
USD 1,996,800 | | EUR 1,624,722 | | Citibank N.A. | | 02/05/21 | | | 25,002 | |
USD 239,889 | | EUR 198,004 | | Citibank N.A. | | 02/05/21 | | | (413 | ) |
AUD 2,180,395 | | USD 1,616,068 | | Citibank N.A. | | 02/05/21 | | | 50,327 | |
USD 1,206,092 | | SEK 10,173,467 | | Citibank N.A. | | 02/05/21 | | | (11,405 | ) |
USD 1,011,359 | | EUR 831,625 | | Citibank N.A. | | 02/05/21 | | | 2,080 | |
NZD 904,254 | | USD 637,023 | | Citibank N.A. | | 02/05/21 | | | 12,777 | |
JPY 76,642,550 | | USD 734,209 | | Citibank N.A. | | 02/05/21 | | | (2,485 | ) |
USD 1,607,713 | | RON 6,385,749 | | Citibank N.A. | | 03/05/21 | | | 19,387 | |
USD 2,686,208 | | CHF 2,385,201 | | Commonwealth Bank of Australia | | 02/05/21 | | | 8,259 | |
USD 1,607,847 | | RON 6,385,749 | | Credit Suisse International | | 03/05/21 | | | 19,521 | |
GBP 1,170,085 | | USD 1,588,220 | | Deutsche Bank AG | | 02/05/21 | | | 14,988 | |
USD 614,746 | | GBP 460,144 | | Deutsche Bank AG | | 02/05/21 | | | (15,727 | ) |
GBP 426,248 | | USD 574,707 | | Deutsche Bank AG | | 02/05/21 | | | 9,322 | |
GBP 6,125 | | USD 8,387 | | Deutsche Bank AG | | 02/05/21 | | | 6 | |
USD 1,679,715 | | NOK 14,275,397 | | Deutsche Bank AG | | 02/05/21 | | | 13,107 | |
USD 1,779,904 | | NZD 2,451,626 | | Deutsche Bank AG | | 02/05/21 | | | 18,158 | |
USD 766,802 | | JPY 79,008,276 | | Deutsche Bank AG | | 02/05/21 | | | 12,492 | |
USD 1,181,470 | | EUR 968,908 | | Deutsche Bank AG | | 02/05/21 | | | 5,582 | |
USD 1,464,409 | | NZD 2,042,535 | | Deutsche Bank AG | | 02/05/21 | | | (3,362 | ) |
CAD 4,492,401 | | USD 3,525,000 | | Deutsche Bank AG | | 02/05/21 | | | (11,853 | ) |
USD 1,616,672 | | AUD 2,083,947 | | Deutsche Bank AG | | 02/05/21 | | | 23,988 | |
CAD 2,057,569 | | USD 1,617,042 | | Deutsche Bank AG | | 02/05/21 | | | (7,982 | ) |
USD 831,385 | | NOK 7,100,208 | | Goldman Sachs International | | 02/05/21 | | | 2,457 | |
USD 4,431,080 | | CAD 5,617,471 | | Goldman Sachs International | | 02/05/21 | | | 38,107 | |
USD 2,209 | | JPY 229,646 | | Goldman Sachs International | | 02/05/21 | | | 16 | |
USD 940,068 | | SEK 7,799,660 | | Goldman Sachs International | | 02/05/21 | | | 6,654 | |
USD 1,580,745 | | AUD 2,039,630 | | Goldman Sachs International | | 02/05/21 | | | 21,931 | |
SEK 10,592,959 | | USD 1,247,194 | | Goldman Sachs International | | 02/05/21 | | | 20,505 | |
EUR 70,582,224 | | USD 84,755,050 | | Goldman Sachs International | | 02/05/21 | | | 905,071 | |
JPY 391,315,695 | | USD 3,793,933 | | Goldman Sachs International | | 02/05/21 | | | (57,951 | ) |
USD 1,014,739 | | SEK 8,476,156 | | Goldman Sachs International | | 02/05/21 | | | 366 | |
DKK 4,946,164 | | USD 797,221 | | Goldman Sachs International | | 02/05/21 | | | 9,883 | |
USD 1,195,303 | | EUR 974,235 | | Goldman Sachs International | | 02/05/21 | | | 12,950 | |
USD 1,607,668 | | RON 6,385,749 | | Goldman Sachs International | | 03/05/21 | | | 19,342 | |
USD 422,665 | | CHF 382,075 | | HSBC Bank USA N.A. | | 02/05/21 | | | (6,303 | ) |
SEK 9,418,883 | | USD 1,148,634 | | HSBC Bank USA N.A. | | 02/05/21 | | | (21,442 | ) |
JPY 307,295,270 | | USD 2,962,473 | | JPMorgan Chase Bank N.A. | | 02/05/21 | | | (28,654 | ) |
CAD 2,231,708 | | USD 1,758,224 | | JPMorgan Chase Bank N.A. | | 02/05/21 | | | (12,984 | ) |
NOK 17,888,010 | | USD 2,107,210 | | JPMorgan Chase Bank N.A. | | 02/05/21 | | | (18,839 | ) |
USD 1,303,199 | | CAD 1,659,596 | | JPMorgan Chase Bank N.A. | | 02/05/21 | | | 5,362 | |
USD 1,695,588 | | EUR 1,402,779 | | JPMorgan Chase Bank N.A. | | 02/05/21 | | | (6,855 | ) |
CLP 1,545,989,683 | | USD 2,104,189 | | JPMorgan Chase Bank N.A. | | 04/09/21 | | | 3,589 | |
USD 1,259,734 | | EUR 1,034,348 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | 4,427 | |
SEK 11,559,694 | | USD 1,377,731 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | 5,661 | |
SEK 9,521,511 | | USD 1,161,465 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (21,991 | ) |
USD 2,411,388 | | EUR 1,976,204 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | 13,024 | |
CHF 1,071,524 | | USD 1,206,096 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (3,058 | ) |
USD 863,631 | | SEK 7,286,437 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (8,364 | ) |
SEK 8,816,357 | | USD 1,071,547 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (16,461 | ) |
CAD 15,400 | | USD 12,026 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | $ | 17 | |
CAD 914,992 | | USD 724,024 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (8,483 | ) |
CAD 4,320,472 | | USD 3,406,179 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (27,485 | ) |
EUR 1,308,418 | | USD 1,566,117 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | 21,807 | |
GBP 884,572 | | USD 1,187,461 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | 24,546 | |
USD 996,371 | | CAD 1,275,132 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (807 | ) |
GBP 1,766,655 | | USD 2,419,600 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (5,983 | ) |
CAD 3,043,603 | | USD 2,390,261 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (10,103 | ) |
NZD 1,560,419 | | USD 1,097,161 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | 24,161 | |
CHF 1,318,347 | | USD 1,489,892 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (9,737 | ) |
EUR 1,920,206 | | USD 2,362,356 | | Morgan Stanley Capital Services LLC | | 02/05/21 | | | (31,952 | ) |
CNY 38,203,263 | | USD 5,905,821 | | Morgan Stanley Capital Services LLC | | 03/05/21 | | | 3,566 | |
USD 1,758,915 | | IDR 24,519,268,540 | | Morgan Stanley Capital Services LLC | | 03/05/21 | | | 17,581 | |
CZK 5,112,536 | | USD 240,517 | | Morgan Stanley Capital Services LLC | | 03/05/21 | | | (2,111 | ) |
ILS 1,073,195 | | USD 334,846 | | Morgan Stanley Capital Services LLC | | 03/05/21 | | | (7,849 | ) |
PEN 7,891,930 | | USD 2,176,069 | | RBC Capital Markets Corp. | | 02/05/21 | | | (6,615 | ) |
PEN 7,891,930 | | USD 2,165,495 | | RBC Capital Markets Corp. | | 02/05/21 | | | 3,959 | |
USD 123 | | PEN 449 | | RBC Capital Markets Corp. | | 02/05/21 | | | – | |
SEK 11,375,629 | | USD 1,362,559 | | RBC Capital Markets Corp. | | 02/05/21 | | | (1,195 | ) |
EUR 1,633,232 | | USD 1,987,697 | | RBC Capital Markets Corp. | | 02/05/21 | | | (5,572 | ) |
USD 1,761,809 | | CAD 2,257,041 | | RBC Capital Markets Corp. | | 02/05/21 | | | (3,242 | ) |
EUR 881,797 | | USD 1,078,625 | | RBC Capital Markets Corp. | | 02/05/21 | | | (8,457 | ) |
BRL 467,160 | | USD 90,617 | | Standard Chartered Bank | | 02/05/21 | | | (5,242 | ) |
USD 755,247 | | EUR 616,011 | | Standard Chartered Bank | | 02/05/21 | | | 7,644 | |
USD 4,090,734 | | GBP 3,074,908 | | Standard Chartered Bank | | 02/05/21 | | | (122,392 | ) |
USD 1,141,293 | | NZD 1,612,004 | | Standard Chartered Bank | | 02/05/21 | | | (17,098 | ) |
USD 822,635 | | COP 2,859,724,414 | | Standard Chartered Bank | | 02/05/21 | | | 21,454 | |
CHF 1,081,867 | | USD 1,217,911 | | Standard Chartered Bank | | 02/05/21 | | | (3,261 | ) |
USD 1,071,724 | | GBP 800,921 | | Standard Chartered Bank | | 02/05/21 | | | (25,668 | ) |
AUD 2,335,132 | | USD 1,734,714 | | Standard Chartered Bank | | 02/05/21 | | | 49,940 | |
USD 1,758,915 | | IDR 24,519,268,540 | | Standard Chartered Bank | | 03/05/21 | | | 17,581 | |
PHP 19,970 | | USD 415 | | Standard Chartered Bank | | 03/05/21 | | | – | |
THB 26,787,149 | | USD 897,554 | | Standard Chartered Bank | | 03/05/21 | | | (2,653 | ) |
USD 1,758,915 | | IDR 24,519,268,540 | | Standard Chartered Bank | | 03/05/21 | | | 17,581 | |
USD 4,661,722 | | CNY 30,129,547 | | Standard Chartered Bank | | 03/05/21 | | | 1,200 | |
CNY 14,018,719 | | USD 2,170,981 | | Standard Chartered Bank | | 03/05/21 | | | (2,527 | ) |
USD 312,422 | | RUB 23,287,755 | | Standard Chartered Bank | | 03/05/21 | | | 5,374 | |
HUF 53,599,022 | | USD 182,797 | | Standard Chartered Bank | | 03/05/21 | | | (666 | ) |
CNY 18,679,349 | | USD 2,893,000 | | Standard Chartered Bank | | 03/05/21 | | | (14,360 | ) |
CHF 1,405,705 | | USD 1,587,368 | | State Street Bank and Trust Co. | | 02/05/21 | | | (9,133 | ) |
CHF 4,481,716 | | USD 5,074,464 | | State Street Bank and Trust Co. | | 02/05/21 | | | (42,684 | ) |
NOK 14,244,405 | | USD 1,665,459 | | State Street Bank and Trust Co. | | 02/05/21 | | | (2,468 | ) |
USD 1,602,288 | | CAD 2,052,132 | | State Street Bank and Trust Co. | | 02/05/21 | | | (2,520 | ) |
USD 3,345,810 | | AUD 4,309,144 | | State Street Bank and Trust Co. | | 02/05/21 | | | 52,491 | |
USD 1,312,695 | | GBP 962,946 | | State Street Bank and Trust Co. | | 02/05/21 | | | (6,698 | ) |
AUD 4,078,695 | | USD 3,101,542 | | State Street Bank and Trust Co. | | 02/05/21 | | | 15,654 | |
SEK 10,939,810 | | USD 1,338,426 | | State Street Bank and Trust Co. | | 02/05/21 | | | (29,219 | ) |
NZD 911,602 | | USD 646,928 | | State Street Bank and Trust Co. | | 02/05/21 | | | 8,152 | |
AUD 3,258,230 | | USD 2,480,369 | | State Street Bank and Trust Co. | | 02/05/21 | | | 9,776 | |
NOK 11,746,019 | | USD 1,387,666 | | State Street Bank and Trust Co. | | 02/05/21 | | | (16,355 | ) |
GBP 887,801 | | USD 1,211,090 | | State Street Bank and Trust Co. | | 02/05/21 | | | 5,342 | |
NZD 1,859,844 | | USD 1,349,823 | | State Street Bank and Trust Co. | | 02/05/21 | | | (13,334 | ) |
CHF 1,045,603 | | USD 1,177,109 | | State Street Bank and Trust Co. | | 02/05/21 | | | (3,174 | ) |
USD 3,149,195 | | CHF 2,786,503 | | State Street Bank and Trust Co. | | 02/05/21 | | | 20,691 | |
USD 941,326 | | JPY 97,723,259 | | State Street Bank and Trust Co. | | 02/05/21 | | | 8,339 | |
USD 2,052,591 | | GBP 1,505,913 | | State Street Bank and Trust Co. | | 02/05/21 | | | (10,756 | ) |
NOK 18,641,643 | | USD 2,210,695 | | State Street Bank and Trust Co. | | 02/05/21 | | | (34,340 | ) |
NZD 1,487,886 | | USD 1,056,374 | | State Street Bank and Trust Co. | | 02/05/21 | | | 12,825 | |
SEK 17,551,087 | | USD 2,125,933 | | State Street Bank and Trust Co. | | 02/05/21 | | | (25,530 | ) |
USD 3,420,146 | | CAD 4,342,323 | | State Street Bank and Trust Co. | | 02/05/21 | | | 24,363 | |
USD 1,057,245 | | SEK 8,700,697 | | State Street Bank and Trust Co. | | 02/05/21 | | | 16,000 | |
USD 1,267,805 | | NZD 1,738,685 | | State Street Bank and Trust Co. | | 02/05/21 | | | 18,380 | |
USD 3,761,891 | | NZD 5,251,471 | | State Street Bank and Trust Co. | | 02/05/21 | | | (11,831 | ) |
GBP 2,332,181 | | USD 3,187,869 | | State Street Bank and Trust Co. | | 02/05/21 | | | 7,600 | |
CAD 2,122,209 | | USD 1,660,671 | | State Street Bank and Trust Co. | | 02/05/21 | | | (1,062 | ) |
USD 2,746,622 | | JPY 286,052,368 | | State Street Bank and Trust Co. | | 02/05/21 | | | 15,613 | |
USD 4,120,105 | | GBP 3,048,159 | | State Street Bank and Trust Co. | | 02/05/21 | | | (56,371 | ) |
USD 1,050,448 | | CHF 930,544 | | State Street Bank and Trust Co. | | 02/05/21 | | | 5,694 | |
COP 2,859,724,414 | | USD 796,734 | | State Street Bank and Trust Co. | | 02/05/21 | | | 4,447 | |
GBP 489,723 | | USD 661,119 | | State Street Bank and Trust Co. | | 02/05/21 | | | 9,882 | |
USD 685,608 | | NZD 965,585 | | State Street Bank and Trust Co. | | 02/05/21 | | $ | (8,264 | ) |
CAD 4,831,189 | | USD 3,800,432 | | State Street Bank and Trust Co. | | 02/05/21 | | | (22,347 | ) |
USD 1,519,468 | | GBP 1,114,104 | | State Street Bank and Trust Co. | | 02/05/21 | | | (7,036 | ) |
USD 2,903,452 | | EUR 2,386,755 | | State Street Bank and Trust Co. | | 02/05/21 | | | 6,834 | |
NZD 3,149,270 | | USD 2,275,445 | | State Street Bank and Trust Co. | | 02/05/21 | | | (12,370 | ) |
AUD 2,386,250 | | USD 1,848,400 | | State Street Bank and Trust Co. | | 02/05/21 | | | (24,677 | ) |
USD 1,010,174 | | CAD 1,294,487 | | State Street Bank and Trust Co. | | 02/05/21 | | | (2,140 | ) |
USD 3,644,595 | | AUD 4,680,869 | | State Street Bank and Trust Co. | | 02/05/21 | | | 67,180 | |
USD 1,366,925 | | SEK 11,353,015 | | State Street Bank and Trust Co. | | 02/05/21 | | | 8,267 | |
USD 19,351 | | JPY 2,012,409 | | State Street Bank and Trust Co. | | 02/05/21 | | | 138 | |
AUD 1,058,814 | | USD 823,077 | | State Street Bank and Trust Co. | | 02/05/21 | | | (13,864 | ) |
USD 1,343,761 | | GBP 990,683 | | State Street Bank and Trust Co. | | 02/05/21 | | | (13,636 | ) |
CAD 7,246,170 | | USD 5,717,801 | | State Street Bank and Trust Co. | | 02/05/21 | | | (51,153 | ) |
USD 1,419,304 | | CAD 1,812,022 | | State Street Bank and Trust Co. | | 02/05/21 | | | 2,267 | |
MXN 17,891,687 | | USD 896,773 | | State Street Bank and Trust Co. | | 02/05/21 | | | (24,231 | ) |
USD 638,696 | | NOK 5,667,431 | | State Street Bank and Trust Co. | | 02/05/21 | | | (22,960 | ) |
GBP 1,086,667 | | USD 1,484,301 | | State Street Bank and Trust Co. | | 02/05/21 | | | 4,610 | |
USD 1,771,109 | | CAD 2,297,745 | | State Street Bank and Trust Co. | | 02/05/21 | | | (25,773 | ) |
NZD 4,108,375 | | USD 2,922,866 | | State Street Bank and Trust Co. | | 02/05/21 | | | 29,424 | |
SEK 11,503,385 | | USD 1,379,357 | | State Street Bank and Trust Co. | | 02/05/21 | | | (2,704 | ) |
AUD 9,498,101 | | USD 7,308,266 | | State Street Bank and Trust Co. | | 02/05/21 | | | (49,219 | ) |
NOK 15,318,294 | | USD 1,788,416 | | State Street Bank and Trust Co. | | 02/05/21 | | | (7,034 | ) |
USD 1,074,398 | | CAD 1,387,524 | | State Street Bank and Trust Co. | | 02/05/21 | | | (10,673 | ) |
NZD 2,826,149 | | USD 1,987,006 | | State Street Bank and Trust Co. | | 02/05/21 | | | 43,873 | |
JPY 4,523,558,547 | | USD 43,460,110 | | State Street Bank and Trust Co. | | 02/05/21 | | | (272,647 | ) |
NZD 918,942 | | USD 659,818 | | State Street Bank and Trust Co. | | 02/05/21 | | | 537 | |
USD 1,579,268 | | GBP 1,155,386 | | State Street Bank and Trust Co. | | 02/05/21 | | | (3,800 | ) |
USD 1,103,571 | | JPY 114,558,003 | | State Street Bank and Trust Co. | | 02/05/21 | | | 9,859 | |
SEK 4,729,041 | | USD 570,985 | | State Street Bank and Trust Co. | | 02/05/21 | | | (5,043 | ) |
USD 1,663,925 | | SEK 14,154,342 | | State Street Bank and Trust Co. | | 02/05/21 | | | (29,978 | ) |
USD 1,749,514 | | NOK 14,946,059 | | State Street Bank and Trust Co. | | 02/05/21 | | | 4,607 | |
EUR 428,044 | | USD 517,719 | | State Street Bank and Trust Co. | | 02/05/21 | | | 1,765 | |
USD 2,379,814 | | CHF 2,138,547 | | State Street Bank and Trust Co. | | 02/05/21 | | | (21,209 | ) |
GBP 1,701,403 | | USD 2,272,408 | | State Street Bank and Trust Co. | | 02/05/21 | | | 58,793 | |
USD 1,646,774 | | PEN 5,918,836 | | State Street Bank and Trust Co. | | 02/05/21 | | | 19,715 | |
USD 1,646,774 | | PEN 5,918,836 | | State Street Bank and Trust Co. | | 02/05/21 | | | 19,715 | |
USD 1,646,774 | | PEN 5,918,836 | | State Street Bank and Trust Co. | | 02/05/21 | | | 19,715 | |
USD 1,646,774 | | PEN 5,918,836 | | State Street Bank and Trust Co. | | 02/05/21 | | | 19,715 | |
EUR 1,036,191 | | USD 1,256,026 | | State Street Bank and Trust Co. | | 02/05/21 | | | 1,518 | |
CHF 1,087,605 | | USD 1,223,093 | | State Street Bank and Trust Co. | | 02/05/21 | | | (2,000 | ) |
EUR 816,783 | | USD 997,306 | | State Street Bank and Trust Co. | | 02/05/21 | | | (6,040 | ) |
USD 55,799 | | EUR 45,977 | | State Street Bank and Trust Co. | | 02/05/21 | | | – | |
CHF 1,054,065 | | USD 1,179,350 | | State Street Bank and Trust Co. | | 02/05/21 | | | 4,086 | |
NOK 9,374,565 | | USD 1,059,818 | | State Street Bank and Trust Co. | | 02/05/21 | | | 34,634 | |
USD 1,077,082 | | GBP 784,891 | | State Street Bank and Trust Co. | | 02/05/21 | | | 1,653 | |
USD 2,252,952 | | NZD 3,193,073 | | State Street Bank and Trust Co. | | 02/05/21 | | | (41,599 | ) |
GBP 849,564 | | USD 1,143,823 | | State Street Bank and Trust Co. | | 02/05/21 | | | 20,219 | |
HKD 547,037 | | USD 70,575 | | State Street Bank and Trust Co. | | 03/05/21 | | | (17 | ) |
CNY 10,530,005 | | USD 1,627,491 | | State Street Bank and Trust Co. | | 03/05/21 | | | 1,319 | |
KRW 4,387,215,010 | | USD 4,054,390 | | State Street Bank and Trust Co. | | 03/05/21 | | | (131,123 | ) |
USD 1,607,784 | | RON 6,385,749 | | State Street Bank and Trust Co. | | 03/05/21 | | | 19,458 | |
SGD 804,588 | | USD 611,045 | | State Street Bank and Trust Co. | | 03/05/21 | | | (5,377 | ) |
PLN 2,478,659 | | USD 671,078 | | State Street Bank and Trust Co. | | 03/05/21 | | | (5,446 | ) |
USD 14,870 | | ZAR 217,395 | | State Street Bank and Trust Co. | | 03/05/21 | | | 557 | |
MYR 2,951,127 | | USD 737,597 | | State Street Bank and Trust Co. | | 03/05/21 | | | (10,381 | ) |
USD 795,006 | | COP 2,859,724,414 | | State Street Bank and Trust Co. | | 04/09/21 | | | (4,287 | ) |
USD 2,165,344 | | PEN 7,891,930 | | State Street Bank and Trust Co. | | 04/09/21 | | | (3,961 | ) |
CLP 66,699,868 | | USD 90,012 | | State Street Bank and Trust Co. | | 04/09/21 | | | 822 | |
BRL 467,160 | | USD 85,914 | | State Street Bank and Trust Co. | | 04/09/21 | | | (692 | ) |
USD 2,165,079 | | PEN 7,891,930 | | State Street Bank and Trust Co. | | 04/09/21 | | | (4,225 | ) |
MXN 17,891,687 | | USD 874,309 | | State Street Bank and Trust Co. | | 04/09/21 | | | (7,789 | ) |
USD 2,175,829 | | PEN 7,891,930 | | State Street Bank and Trust Co. | | 04/09/21 | | | 6,524 | |
SEK 7,612,701 | | USD 914,374 | | The Bank of New York Mellon | | 02/05/21 | | | (3,334 | ) |
USD 3,159,514 | | NZD 4,417,542 | | The Bank of New York Mellon | | 02/05/21 | | | (14,945 | ) |
USD 86,085 | | BRL 467,160 | | The Bank of New York Mellon | | 02/05/21 | | | 710 | |
CHF 590,995 | | USD 672,829 | | The Bank of New York Mellon | | 02/05/21 | | | (9,298 | ) |
GBP 2,305,731 | | USD 3,168,387 | | The Bank of New York Mellon | | 02/05/21 | | | (9,159 | ) |
AUD 7,324 | | USD 5,632 | | The Bank of New York Mellon | | 02/05/21 | | | (34 | ) |
USD 34,247 | | JPY 3,570,925 | | The Bank of New York Mellon | | 02/05/21 | | | 155 | |
EUR 1,100,980 | | USD 1,357,731 | | The Bank of New York Mellon | | 02/05/21 | | | (21,558 | ) |
At January 31, 2021, the following centrally cleared interest rate swaps were outstanding for Voya Global Bond Fund:
At January 31, 2021, the following OTC total return swaps were outstanding for Voya Global Bond Fund:
At January 31, 2021, the following OTC purchased credit default swaptions were outstanding for Voya Global Bond Fund:
At January 31, 2021, the following OTC purchased foreign currency options were outstanding for Voya Global Bond Fund:
At January 31, 2021, the following OTC written foreign currency options were outstanding for Voya Global Bond Fund:
At January 31, 2021, the following OTC purchased interest rate swaptions were outstanding for Voya Global Bond Fund:
At January 31, 2021, the following OTC written interest rate swaptions were outstanding for Voya Global Bond Fund:
At January 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:
Cost for federal income tax purposes was $424,387,073.