Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: 26.6% | |
| | Australia: 0.1% |
92,000 | (1) | CSL Finance PLC, 4.050%, 04/27/2029 | $ | 89,208 | 0.0 |
152,000 | (1) | CSL Finance PLC, 4.250%, 04/27/2032 | 148,105 | 0.1 |
39,000 | (1) | CSL Finance PLC, 4.625%, 04/27/2042 | 37,490 | 0.0 |
66,000 | (1) | CSL Finance PLC, 4.750%, 04/27/2052 | 64,694 | 0.0 |
28,000 | (1) | CSL Finance PLC, 4.950%, 04/27/2062 | 27,071 | 0.0 |
6,000 | | Rio Tinto Finance USA Ltd., 2.750%, 11/02/2051 | 4,300 | 0.0 |
| | | 370,868 | 0.1 |
| | | | |
| | Belgium: 0.2% |
178,000 | | Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide, Inc., 4.900%, 02/01/2046 | 173,953 | 0.0 |
286,000 | | Anheuser-Busch InBev Worldwide, Inc., 4.750%, 01/23/2029 | 290,732 | 0.1 |
229,000 | (1),(2) | KBC Group NV, 5.796%, 01/19/2029 | 232,497 | 0.1 |
| | | 697,182 | 0.2 |
| | | | |
| | Bermuda: 0.1% |
188,000 | (1) | Triton Container International Ltd., 3.150%, 06/15/2031 | 151,338 | 0.1 |
143,000 | | XLIT Ltd., 5.500%, 03/31/2045 | 145,648 | 0.0 |
| | | 296,986 | 0.1 |
| | | | |
| | Canada: 0.7% |
370,000 | (2) | Bank of Nova Scotia/The, 4.588%, 05/04/2037 | 333,875 | 0.1 |
59,000 | | Bank of Nova Scotia/The, 4.850%, 02/01/2030 | 59,156 | 0.0 |
97,000 | | Brookfield Finance LLC / Brookfield Finance, Inc., 3.450%, 04/15/2050 | 67,434 | 0.0 |
324,000 | | Canadian Imperial Bank of Commerce, 3.945%, 08/04/2025 | 318,994 | 0.1 |
200,000 | (1) | Cascades, Inc./Cascades USA, Inc., 5.375%, 01/15/2028 | 187,027 | 0.1 |
101,000 | | Cenovus Energy, Inc., 5.400%, 06/15/2047 | 97,682 | 0.1 |
76,000 | (2) | Enbridge, Inc., 7.375%, 01/15/2083 | 76,168 | 0.0 |
76,000 | (2) | Enbridge, Inc., 7.625%, 01/15/2083 | 78,454 | 0.0 |
220,000 | | Fortis, Inc./Canada, 3.055%, 10/04/2026 | 206,684 | 0.1 |
192,000 | (1) | Intact Financial Corp., 5.459%, 09/22/2032 | 196,292 | 0.1 |
36,000 | | Nutrien Ltd., 5.950%, 11/07/2025 | 37,099 | 0.0 |
225,000 | (1) | Open Text Holdings, Inc., 4.125%, 12/01/2031 | 183,087 | 0.1 |
52,000 | (1) | Rogers Communications, Inc., 3.800%, 03/15/2032 | 46,842 | 0.0 |
| | | 1,888,794 | 0.7 |
| | | | |
| | Cayman Islands: 0.0% |
114,750 | (1) | Seagate HDD Cayman, 9.625%, 12/01/2032 | 130,089 | 0.0 |
| | | | |
| | Chile: 0.2% |
300,000 | (1) | Celulosa Arauco y Constitucion SA, 4.250%, 04/30/2029 | 284,346 | 0.1 |
275,000 | (1) | Corp Nacional del Cobre de Chile, 5.125%, 02/02/2033 | 276,922 | 0.1 |
| | | 561,268 | 0.2 |
| | | | |
| | Colombia: 0.2% |
250,000 | | Ecopetrol SA, 6.875%, 04/29/2030 | 234,646 | 0.1 |
475,000 | | Ecopetrol SA, 8.875%, 01/13/2033 | 487,904 | 0.1 |
| | | 722,550 | 0.2 |
| | | | |
| | Denmark: 0.1% |
215,000 | (1),(2) | Danske Bank A/S, 3.244%, 12/20/2025 | 204,534 | 0.1 |
| | | | |
| | France: 0.6% |
231,000 | (1) | Banque Federative du Credit Mutuel SA, 4.935%, 01/26/2026 | 230,905 | 0.1 |
215,000 | (1),(2) | BNP Paribas SA, 3.052%, 01/13/2031 | 186,763 | 0.1 |
700,000 | (1) | BNP Paribas SA, 3.500%, 03/01/2023 | 699,302 | 0.2 |
728,000 | (1) | BPCE SA, 5.150%, 07/21/2024 | 720,495 | 0.2 |
| | | 1,837,465 | 0.6 |
| | | | |
| | Hong Kong: 0.0% |
200,000 | (1) | CK Hutchison International 21 Ltd., 2.500%, 04/15/2031 | 171,123 | 0.0 |
| | | | |
| | India: 0.2% |
300,000 | (1) | Reliance Industries Ltd., 2.875%, 01/12/2032 | 249,895 | 0.1 |
300,000 | (1) | Reliance Industries Ltd., 3.625%, 01/12/2052 | 217,686 | 0.1 |
| | | 467,581 | 0.2 |
| | | | |
| | Indonesia: 0.3% |
350,000 | (1) | Pertamina Persero PT, 2.300%, 02/09/2031 | 287,558 | 0.1 |
200,000 | (1) | Perusahaan Listrik Negara PT, 3.875%, 07/17/2029 | 185,150 | 0.1 |
425,000 | (1) | Perusahaan Listrik Negara PT, 5.375%, 01/25/2029 | 428,719 | 0.1 |
| | | 901,427 | 0.3 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | Israel: 0.1% |
300,000 | | Bank Hapoalim, 3.255%, 01/21/2032 | $ | 265,402 | 0.1 |
| | | | |
| | Italy: 0.1% |
250,000 | | Telecom Italia Capital SA, 7.721%, 06/04/2038 | 216,026 | 0.1 |
| | | | |
| | Japan: 0.1% |
200,000 | | Sumitomo Mitsui Financial Group, Inc., 5.766%, 01/13/2033 | 211,723 | 0.1 |
| | | | |
| | Kuwait: 0.1% |
200,000 | (1) | Equate Petrochemical BV, 2.625%, 04/28/2028 | 178,875 | 0.1 |
| | | | |
| | Malaysia: 0.2% |
500,000 | (1) | Misc Capital Two Labuan Ltd., 3.750%, 04/06/2027 | 463,083 | 0.2 |
| | | | |
| | Mexico: 0.5% |
475,000 | | Petroleos Mexicanos, 5.950%, 01/28/2031 | 380,876 | 0.2 |
387,000 | | Petroleos Mexicanos, 6.700%, 02/16/2032 | 321,765 | 0.1 |
675,000 | | Petroleos Mexicanos, 10.000%, 02/07/2033 | 659,475 | 0.2 |
| | | 1,362,116 | 0.5 |
| | | | |
| | Netherlands: 0.4% |
355,000 | | ING Groep NV, 4.050%, 04/09/2029 | 337,668 | 0.1 |
323,000 | | Shell International Finance BV, 3.875%, 11/13/2028 | 317,894 | 0.1 |
180,000 | | Shell International Finance BV, 4.000%, 05/10/2046 | 160,533 | 0.1 |
290,000 | (1) | Siemens Financieringsmaatschappij NV, 2.350%, 10/15/2026 | 269,065 | 0.1 |
| | | 1,085,160 | 0.4 |
| | | | |
| | New Zealand: 0.1% |
200,000 | (1),(2) | ASB Bank Ltd., 5.284%, 06/17/2032 | 193,131 | 0.1 |
| | | | |
| | Norway: 0.0% |
56,000 | | Equinor ASA, 3.125%, 04/06/2030 | 52,058 | 0.0 |
| | | | |
| | Panama: 0.2% |
250,000 | (1) | AES Panama Generation Holdings SRL, 4.375%, 05/31/2030 | 222,048 | 0.1 |
500,000 | (1) | Banco Nacional de Panama, 2.500%, 08/11/2030 | 410,610 | 0.1 |
| | | 632,658 | 0.2 |
| | | | |
| | Peru: 0.1% |
300,000 | (1) | Corp Financiera de Desarrollo SA, 2.400%, 09/28/2027 | 259,830 | 0.1 |
| | | | |
| | Saudi Arabia: 0.1% |
325,000 | (1) | EIG Pearl Holdings Sarl, 3.545%, 08/31/2036 | 283,441 | 0.1 |
| | | | |
| | South Korea: 0.1% |
225,000 | (1) | POSCO, 4.500%, 08/04/2027 | 220,689 | 0.1 |
| | | | |
| | Spain: 0.1% |
200,000 | (2) | Banco Santander SA, 3.225%, 11/22/2032 | 161,549 | 0.0 |
202,000 | | Caixabank SA, 6.208%, 01/18/2029 | 204,688 | 0.1 |
| | | 366,237 | 0.1 |
| | | | |
| | Switzerland: 0.3% |
456,000 | (1) | Credit Suisse AG, 6.500%, 08/08/2023 | 450,603 | 0.1 |
263,000 | | Credit Suisse AG/New York NY, 1.250%, 08/07/2026 | 221,275 | 0.1 |
200,000 | (1),(2) | UBS Group AG, 4.751%, 05/12/2028 | 196,709 | 0.1 |
| | | 868,587 | 0.3 |
| | | | |
| | Thailand: 0.2% |
300,000 | (1),(2) | Bangkok Bank PCL/Hong Kong, 5.000%, 12/31/2199 | 288,423 | 0.1 |
450,000 | (1),(3) | GC Treasury Center Co. Ltd., 2.980%, 03/18/2031 | 377,826 | 0.1 |
| | | 666,249 | 0.2 |
| | | | |
| | United Arab Emirates: 0.2% |
323,631 | (1) | Galaxy Pipeline Assets Bidco Ltd., 2.160%, 03/31/2034 | 280,065 | 0.1 |
289,959 | (1) | Galaxy Pipeline Assets Bidco Ltd., 2.940%, 09/30/2040 | 237,704 | 0.1 |
| | | 517,769 | 0.2 |
| | | | |
| | United Kingdom: 1.1% |
600,000 | (1) | Anglo American Capital PLC, 3.625%, 09/11/2024 | 585,538 | 0.2 |
199,000 | | BAT International Finance PLC, 4.448%, 03/16/2028 | 190,601 | 0.1 |
500,000 | (2) | HSBC Holdings PLC, 1.162%, 11/22/2024 | 482,164 | 0.2 |
217,000 | (2) | HSBC Holdings PLC, 2.999%, 03/10/2026 | 206,737 | 0.1 |
240,000 | (1) | LSEGA Financing PLC, 3.200%, 04/06/2041 | 190,342 | 0.1 |
750,000 | | Royalty Pharma PLC, 1.200%, 09/02/2025 | 680,630 | 0.2 |
458,000 | | Royalty Pharma PLC, 1.750%, 09/02/2027 | 398,321 | 0.1 |
111,000 | | Royalty Pharma PLC, 3.550%, 09/02/2050 | 78,362 | 0.0 |
245,000 | (1) | Vmed O2 UK Financing I PLC, 4.750%, 07/15/2031 | | 208,639 | 0.1 |
| | | 3,021,334 | 1.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: 19.9% |
107,000 | | AbbVie, Inc., 3.200%, 11/21/2029 | $ | 99,553 | 0.0 |
750,000 | | AbbVie, Inc., 3.800%, 03/15/2025 | 735,897 | 0.3 |
33,000 | | AbbVie, Inc., 4.050%, 11/21/2039 | 29,779 | 0.0 |
5,000 | | AbbVie, Inc., 4.300%, 05/14/2036 | 4,759 | 0.0 |
225,000 | (1) | ADT Security Corp./The, 4.125%, 08/01/2029 | 200,594 | 0.1 |
289,000 | | Advance Auto Parts, Inc., 3.900%, 04/15/2030 | 263,690 | 0.1 |
205,000 | | Advanced Micro Devices, Inc., 3.924%, 06/01/2032 | 196,179 | 0.1 |
170,000 | | Advanced Micro Devices, Inc., 4.393%, 06/01/2052 | 158,307 | 0.1 |
381,000 | (1) | AEP Texas, Inc., 3.850%, 10/01/2025 | 368,959 | 0.1 |
230,000 | (1) | Albertsons Cos, Inc. / Safeway, Inc. / New Albertsons L.P. / Albertsons LLC, 3.500%, 03/15/2029 | 198,735 | 0.1 |
51,000 | | Alleghany Corp., 3.250%, 08/15/2051 | 38,318 | 0.0 |
120,000 | | Alleghany Corp., 3.625%, 05/15/2030 | 113,769 | 0.0 |
3,000 | | Alleghany Corp., 4.900%, 09/15/2044 | 2,959 | 0.0 |
235,000 | (1) | Allison Transmission, Inc., 3.750%, 01/30/2031 | 199,092 | 0.1 |
193,000 | | Altria Group, Inc., 4.500%, 05/02/2043 | 153,842 | 0.1 |
119,000 | | Altria Group, Inc., 4.800%, 02/14/2029 | 117,822 | 0.0 |
130,000 | | Amazon.com, Inc., 2.100%, 05/12/2031 | 110,852 | 0.0 |
326,000 | | Amazon.com, Inc., 2.875%, 05/12/2041 | 257,329 | 0.1 |
89,000 | | Amazon.com, Inc., 3.600%, 04/13/2032 | 84,717 | 0.0 |
40,000 | | Amazon.com, Inc., 3.950%, 04/13/2052 | 35,483 | 0.0 |
61,000 | | Amazon.com, Inc., 4.100%, 04/13/2062 | 53,649 | 0.0 |
80,000 | | Amazon.com, Inc., 4.550%, 12/01/2027 | 81,052 | 0.0 |
106,000 | | Amazon.com, Inc., 4.700%, 12/01/2032 | 108,582 | 0.0 |
256,076 | | American Airlines 2015-2 Class A Pass Through Trust, 4.000%, 03/22/2029 | 212,691 | 0.1 |
113,950 | | American Airlines 2016-1 Class A Pass Through Trust, 4.100%, 07/15/2029 | 96,796 | 0.0 |
84,948 | | American Airlines 2016-1 Class AA Pass Through Trust, 3.575%, 07/15/2029 | 77,108 | 0.0 |
33,817 | | American Airlines 2016-2 Class A Pass Through Trust, 3.650%, 12/15/2029 | 28,691 | 0.0 |
94,504 | | American Airlines 2016-3 Class A Pass Through Trust, 3.250%, 04/15/2030 | 75,573 | 0.0 |
462,264 | | American Airlines 2021-1 Class A Pass Through Trust, 2.875%, 01/11/2036 | 382,236 | 0.1 |
87,000 | | American Electric Power Co., Inc., 3.250%, 03/01/2050 | 62,817 | 0.0 |
74,000 | (2) | American Electric Power Co., Inc., 3.875%, 02/15/2062 | 63,506 | 0.0 |
288,000 | (2) | American Express Co., 4.420%, 08/03/2033 | 279,823 | 0.1 |
81,000 | | American Homes 4 Rent L.P., 3.625%, 04/15/2032 | 72,074 | 0.0 |
50,000 | | American Homes 4 Rent L.P., 4.300%, 04/15/2052 | 40,801 | 0.0 |
99,000 | | American Honda Finance Corp., 4.700%, 01/12/2028 | 100,012 | 0.0 |
448,000 | | American International Group, Inc., 4.750%, 04/01/2048 | 428,373 | 0.2 |
603,000 | | American Tower Corp., 2.750%, 01/15/2027 | 556,110 | 0.2 |
72,000 | | American Tower Corp., 3.650%, 03/15/2027 | 68,440 | 0.0 |
98,000 | (1) | American Transmission Systems, Inc., 2.650%, 01/15/2032 | 83,500 | 0.0 |
245,000 | (1),(3) | ANGI Group LLC, 3.875%, 08/15/2028 | 188,199 | 0.1 |
135,000 | (1) | Antero Resources Corp., 5.375%, 03/01/2030 | 126,065 | 0.1 |
390,000 | | Apache Corp., 5.100%, 09/01/2040 | 341,065 | 0.1 |
21,000 | | Apple, Inc., 1.650%, 02/08/2031 | 17,431 | 0.0 |
32,000 | | Apple, Inc., 1.700%, 08/05/2031 | 26,356 | 0.0 |
67,000 | | Apple, Inc., 2.850%, 08/05/2061 | 46,716 | 0.0 |
65,000 | | Apple, Inc., 3.950%, 08/08/2052 | 58,463 | 0.0 |
29,000 | | Apple, Inc., 4.100%, 08/08/2062 | 25,991 | 0.0 |
210,000 | | Asbury Automotive Group, Inc., 4.750%, 03/01/2030 | 183,953 | 0.1 |
41,000 | | AT&T, Inc., 3.650%, 09/15/2059 | 30,112 | 0.0 |
148,000 | | AutoZone, Inc., 4.750%, 02/01/2033 | 147,081 | 0.1 |
55,000 | (3) | AvalonBay Communities, Inc., 5.000%, 02/15/2033 | 57,193 | 0.0 |
76,000 | | Avnet, Inc., 5.500%, 06/01/2032 | 74,988 | 0.0 |
368,000 | (2) | Bank of America Corp., 1.197%, 10/24/2026 | 331,934 | 0.1 |
366,000 | (2) | Bank of America Corp., 1.734%, 07/22/2027 | 328,102 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
126,000 | (2) | Bank of America Corp., 1.898%, 07/23/2031 | $ | 101,958 | 0.0 |
86,000 | (2) | Bank of America Corp., 2.087%, 06/14/2029 | 74,987 | 0.0 |
74,000 | (2) | Bank of America Corp., 2.299%, 07/21/2032 | 60,282 | 0.0 |
341,000 | (2) | Bank of America Corp., 2.482%, 09/21/2036 | 266,389 | 0.1 |
175,000 | (2) | Bank of America Corp., 2.572%, 10/20/2032 | 144,830 | 0.1 |
263,000 | (2) | Bank of America Corp., 2.687%, 04/22/2032 | 222,214 | 0.1 |
44,000 | (2) | Bank of America Corp., 3.593%, 07/21/2028 | 41,603 | 0.0 |
155,000 | (2) | Bank of America Corp., 3.846%, 03/08/2037 | 135,265 | 0.1 |
465,000 | (2) | Bank of America Corp., 3.864%, 07/23/2024 | 462,263 | 0.2 |
84,000 | (2) | Bank of America Corp., 4.083%, 03/20/2051 | 72,446 | 0.0 |
430,000 | (2) | Bank of America Corp., 4.571%, 04/27/2033 | 415,914 | 0.2 |
650,000 | (2) | Bank of America Corp., 5.015%, 07/22/2033 | 650,180 | 0.2 |
59,000 | (2),(3) | Bank of America Corp., 6.204%, 11/10/2028 | 62,257 | 0.0 |
153,000 | (2) | Bank of New York Mellon Corp./The, 5.834%, 10/25/2033 | 165,824 | 0.1 |
225,000 | | Bath & Body Works, Inc., 6.750%, 07/01/2036 | 203,784 | 0.1 |
552,000 | | Berry Global, Inc., 1.650%, 01/15/2027 | 483,174 | 0.2 |
37,000 | (1) | Blackstone Holdings Finance Co. LLC, 2.000%, 01/30/2032 | 28,274 | 0.0 |
161,000 | (1) | Blackstone Holdings Finance Co. LLC, 2.850%, 08/05/2051 | 100,800 | 0.0 |
97,000 | (1) | Blackstone Holdings Finance Co. LLC, 6.200%, 04/22/2033 | 102,401 | 0.0 |
448,000 | | Boeing Co/The, 3.625%, 02/01/2031 | 410,749 | 0.2 |
88,000 | | Boeing Co/The, 5.150%, 05/01/2030 | 88,761 | 0.0 |
41,000 | | Brighthouse Financial, Inc., 4.700%, 06/22/2047 | 33,241 | 0.0 |
116,000 | | Bristol-Myers Squibb Co., 3.700%, 03/15/2052 | 98,235 | 0.0 |
90,000 | (1) | Broadcom, Inc., 4.926%, 05/15/2037 | 82,704 | 0.0 |
215,000 | (1) | Builders FirstSource, Inc., 5.000%, 03/01/2030 | 200,776 | 0.1 |
90,000 | | Burlington Northern Santa Fe LLC, 3.900%, 08/01/2046 | 78,564 | 0.0 |
141,000 | | Burlington Northern Santa Fe LLC, 4.450%, 01/15/2053 | 134,660 | 0.1 |
47,000 | (1) | Cargill, Inc., 2.125%, 04/23/2030 | 39,928 | 0.0 |
131,000 | (1) | Cargill, Inc., 2.125%, 11/10/2031 | 107,560 | 0.0 |
40,000 | (1) | Cargill, Inc., 4.375%, 04/22/2052 | 37,825 | 0.0 |
30,000 | (1) | Cargill, Inc., 5.125%, 10/11/2032 | 31,311 | 0.0 |
147,000 | | Centene Corp., 3.000%, 10/15/2030 | 125,907 | 0.1 |
135,000 | | Centene Corp., 4.625%, 12/15/2029 | 128,424 | 0.1 |
99,000 | | CenterPoint Energy, Inc., 4.250%, 11/01/2028 | 95,377 | 0.0 |
185,000 | | Central Garden & Pet Co., 4.125%, 10/15/2030 | 157,493 | 0.1 |
89,000 | | Charter Communications Operating LLC / Charter Communications Operating Capital, 2.250%, 01/15/2029 | 74,668 | 0.0 |
81,000 | (3) | Chubb INA Holdings, Inc., 1.375%, 09/15/2030 | 65,660 | 0.0 |
67,000 | | Chubb INA Holdings, Inc., 2.850%, 12/15/2051 | 48,558 | 0.0 |
28,000 | | Chubb INA Holdings, Inc., 3.050%, 12/15/2061 | 19,930 | 0.0 |
447,000 | | Cigna Corp., 3.050%, 10/15/2027 | 420,101 | 0.2 |
246,000 | | Cigna Corp., 3.200%, 03/15/2040 | 196,752 | 0.1 |
49,000 | | Cigna Corp., 3.400%, 03/15/2050 | 37,250 | 0.0 |
101,000 | | Cigna Corp., 4.800%, 08/15/2038 | 99,019 | 0.0 |
296,000 | (1) | Cleveland Electric Illuminating Co/The, 3.500%, 04/01/2028 | 276,986 | 0.1 |
165,000 | | Coca-Cola Co/The, 3.450%, 03/25/2030 | 157,624 | 0.1 |
73,000 | | Comcast Corp., 1.950%, 01/15/2031 | 61,162 | 0.0 |
193,000 | | Comcast Corp., 3.750%, 04/01/2040 | 170,721 | 0.1 |
103,000 | | Comcast Corp., 4.250%, 01/15/2033 | 100,989 | 0.0 |
67,000 | | Comcast Corp., 5.350%, 11/15/2027 | 69,841 | 0.0 |
80,000 | | Comcast Corp., 5.650%, 06/15/2035 | 87,319 | 0.0 |
30,000 | | Commonwealth Edison Co., 5.300%, 02/01/2053 | 32,024 | 0.0 |
75,000 | (1) | CommScope Technologies LLC, 5.000%, 03/15/2027 | 57,364 | 0.0 |
128,000 | | Connecticut Light and Power Co/The, 5.250%, 01/15/2053 | 137,246 | 0.1 |
50,000 | | Consumers Energy Co., 4.200%, 09/01/2052 | 45,696 | 0.0 |
169,000 | (1) | Corebridge Financial, Inc., 3.850%, 04/05/2029 | 157,860 | 0.1 |
103,000 | (1) | Corebridge Financial, Inc., 3.900%, 04/05/2032 | 93,914 | 0.0 |
215,000 | (1),(2) | Corebridge Financial, Inc., 6.875%, 12/15/2052 | 214,179 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
425,000 | (1) | Crestwood Midstream Partners L.P. / Crestwood Midstream Finance Corp., 5.625%, 05/01/2027 | $ | 406,727 | 0.1 |
59,000 | | Crown Castle International Corp., 4.150%, 07/01/2050 | 49,175 | 0.0 |
51,000 | | Crown Castle, Inc., 2.900%, 03/15/2027 | 47,456 | 0.0 |
74,000 | (3) | Crown Castle, Inc., 5.000%, 01/11/2028 | 74,907 | 0.0 |
200,000 | (1) | CSC Holdings LLC, 5.750%, 01/15/2030 | 126,255 | 0.1 |
82,000 | | CSX Corp., 4.500%, 11/15/2052 | 76,242 | 0.0 |
81,000 | | CSX Corp., 4.500%, 08/01/2054 | 74,218 | 0.0 |
122,000 | | Cummins, Inc., 1.500%, 09/01/2030 | 99,598 | 0.0 |
9,000 | | CVS Health Corp., 3.250%, 08/15/2029 | 8,265 | 0.0 |
5,000 | | CVS Health Corp., 4.125%, 04/01/2040 | 4,373 | 0.0 |
4,000 | | CVS Health Corp., 5.125%, 07/20/2045 | 3,857 | 0.0 |
210,000 | | Dana, Inc., 5.625%, 06/15/2028 | 198,026 | 0.1 |
220,000 | (1) | DaVita, Inc., 4.625%, 06/01/2030 | 185,585 | 0.1 |
110,000 | | Deere & Co., 3.100%, 04/15/2030 | 102,126 | 0.0 |
152,000 | (3) | Dell International LLC / EMC Corp., 5.750%, 02/01/2033 | 151,989 | 0.1 |
176,000 | | Dell International LLC / EMC Corp., 6.020%, 06/15/2026 | 181,084 | 0.1 |
129,023 | | Delta Air Lines 2015-1 Class B Pass Through Trust, 4.250%, 01/30/2025 | 127,875 | 0.1 |
100,000 | | Diamondback Energy, Inc., 6.250%, 03/15/2033 | 106,525 | 0.0 |
91,000 | | Diamondback Energy, Inc., 6.250%, 03/15/2053 | 95,332 | 0.0 |
92,000 | | Discovery Communications LLC, 5.300%, 05/15/2049 | 77,984 | 0.0 |
225,000 | | DISH DBS Corp., 5.125%, 06/01/2029 | 143,438 | 0.1 |
32,000 | | Dollar General Corp., 3.500%, 04/03/2030 | 29,536 | 0.0 |
181,000 | (2) | Dominion Energy, Inc., 4.350%, 12/31/2199 | 162,900 | 0.1 |
99,000 | (2) | Dominion Energy, Inc., 4.650%, 12/31/2199 | 92,852 | 0.0 |
134,000 | (3) | Dominion Energy, Inc., 5.375%, 11/15/2032 | 137,995 | 0.1 |
38,000 | (3) | Dow Chemical Co/The, 6.300%, 03/15/2033 | 41,903 | 0.0 |
61,000 | | Dow Chemical Co/The, 6.900%, 05/15/2053 | 72,405 | 0.0 |
305,000 | | DTE Electric Co., 2.250%, 03/01/2030 | 265,080 | 0.1 |
112,000 | | DTE Electric Co., 4.300%, 07/01/2044 | 103,187 | 0.0 |
3,000 | | Duke Energy Carolinas LLC, 3.700%, 12/01/2047 | 2,468 | 0.0 |
12,000 | | Duke Energy Carolinas LLC, 3.750%, 06/01/2045 | 10,081 | 0.0 |
3,000 | | Duke Energy Carolinas LLC, 4.250%, 12/15/2041 | 2,741 | 0.0 |
38,000 | | Duke Energy Carolinas LLC, 5.350%, 01/15/2053 | 40,204 | 0.0 |
921,000 | | Duke Energy Corp., 2.650%, 09/01/2026 | 861,745 | 0.3 |
107,000 | | Duke Energy Florida LLC, 2.400%, 12/15/2031 | 90,975 | 0.0 |
14,000 | | Duke Energy Florida LLC, 4.200%, 07/15/2048 | 12,468 | 0.0 |
43,000 | | Duke Energy Florida LLC, 5.950%, 11/15/2052 | 48,799 | 0.0 |
3,000 | | Duke Energy Progress LLC, 4.100%, 03/15/2043 | 2,668 | 0.0 |
41,000 | | Ecolab, Inc., 2.750%, 08/18/2055 | 27,132 | 0.0 |
61,000 | | Elevance Health, Inc., 4.750%, 02/15/2033 | 61,269 | 0.0 |
43,000 | | Elevance Health, Inc., 4.900%, 02/08/2026 | 43,046 | 0.0 |
87,000 | | Elevance Health, Inc., 5.125%, 02/15/2053 | 87,553 | 0.0 |
36,000 | | Elevance Health, Inc., 6.100%, 10/15/2052 | 41,038 | 0.0 |
134,000 | | Energy Transfer L.P., 4.250%, 04/01/2024 | 132,529 | 0.1 |
969,000 | | Energy Transfer L.P., 4.900%, 02/01/2024 | 965,388 | 0.3 |
375,000 | | Energy Transfer L.P., 5.400%, 10/01/2047 | 344,652 | 0.1 |
230,000 | | Energy Transfer L.P., 5.750%, 02/15/2033 | 236,655 | 0.1 |
286,000 | | Energy Transfer L.P. / Regency Energy Finance Corp., 4.500%, 11/01/2023 | 284,581 | 0.1 |
14,000 | | Entergy Arkansas LLC, 3.350%, 06/15/2052 | 10,654 | 0.0 |
41,000 | | Entergy Arkansas LLC, 4.200%, 04/01/2049 | 36,211 | 0.0 |
34,000 | (3) | Entergy Arkansas LLC, 5.150%, 01/15/2033 | 35,360 | 0.0 |
180,000 | | Entergy Corp., 2.800%, 06/15/2030 | 156,865 | 0.1 |
135,000 | | Essential Utilities, Inc., 2.704%, 04/15/2030 | 117,317 | 0.0 |
125,000 | | Evergy Kansas Central, Inc., 3.250%, 09/01/2049 | 94,543 | 0.0 |
74,000 | | Evergy Kansas Central, Inc., 4.125%, 03/01/2042 | 65,725 | 0.0 |
106,000 | | Eversource Energy, 1.400%, 08/15/2026 | 95,001 | 0.0 |
122,000 | | Eversource Energy, 2.900%, 03/01/2027 | 114,569 | 0.0 |
126,000 | | Extra Space Storage L.P., 2.350%, 03/15/2032 | 99,948 | 0.0 |
66,000 | | Exxon Mobil Corp., 2.995%, 08/16/2039 | 54,253 | 0.0 |
153,000 | | Exxon Mobil Corp., 3.452%, 04/15/2051 | 124,992 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
61,000 | (3) | FedEx Corp., 5.250%, 05/15/2050 | $ | 59,883 | 0.0 |
16,000 | | Florida Power & Light Co., 2.875%, 12/04/2051 | 11,656 | 0.0 |
108,000 | | Florida Power & Light Co., 4.125%, 02/01/2042 | 99,029 | 0.0 |
200,000 | | Ford Motor Credit Co. LLC, 5.113%, 05/03/2029 | 189,820 | 0.1 |
260,000 | | Freeport-McMoRan, Inc., 4.250%, 03/01/2030 | 242,963 | 0.1 |
265,000 | (1) | Gap, Inc./The, 3.875%, 10/01/2031 | 197,709 | 0.1 |
185,000 | (1) | GCI LLC, 4.750%, 10/15/2028 | 163,095 | 0.1 |
284,000 | (3) | General Mills, Inc., 2.875%, 04/15/2030 | 253,996 | 0.1 |
46,000 | | General Motors Financial Co., Inc., 5.000%, 04/09/2027 | 45,596 | 0.0 |
344,000 | | General Motors Financial Co., Inc., 5.250%, 03/01/2026 | 344,825 | 0.1 |
200,000 | (1),(3) | Gray Television, Inc., 7.000%, 05/15/2027 | 182,223 | 0.1 |
230,000 | (1) | H&E Equipment Services, Inc., 3.875%, 12/15/2028 | 202,725 | 0.1 |
51,000 | | HCA, Inc., 2.375%, 07/15/2031 | 41,468 | 0.0 |
27,000 | (1) | HCA, Inc., 3.125%, 03/15/2027 | 25,116 | 0.0 |
906,000 | | HCA, Inc., 4.125%, 06/15/2029 | 861,782 | 0.3 |
2,000 | (1) | HCA, Inc., 4.375%, 03/15/2042 | 1,704 | 0.0 |
167,000 | | HCA, Inc., 5.250%, 04/15/2025 | 167,246 | 0.1 |
245,000 | | HCA, Inc., 5.250%, 06/15/2026 | 245,402 | 0.1 |
175,000 | | Healthpeak Properties, Inc., 3.000%, 01/15/2030 | 155,615 | 0.1 |
200,000 | (1) | Hilcorp Energy I L.P. / Hilcorp Finance Co., 6.000%, 02/01/2031 | 185,690 | 0.1 |
24,000 | | Home Depot, Inc./The, 3.625%, 04/15/2052 | 20,053 | 0.0 |
90,000 | (3) | Home Depot, Inc./The, 4.500%, 09/15/2032 | 91,183 | 0.0 |
125,000 | (3) | Home Depot, Inc./The, 4.950%, 09/15/2052 | 128,937 | 0.1 |
52,000 | | Honeywell International, Inc., 5.000%, 02/15/2033 | 54,800 | 0.0 |
116,000 | (3) | HP, Inc., 2.650%, 06/17/2031 | 94,192 | 0.0 |
24,000 | | HP, Inc., 4.000%, 04/15/2029 | 22,686 | 0.0 |
34,000 | | Humana, Inc., 5.750%, 03/01/2028 | 35,517 | 0.0 |
230,000 | (1) | Ingevity Corp., 3.875%, 11/01/2028 | 201,880 | 0.1 |
27,000 | | Intel Corp., 3.250%, 11/15/2049 | 19,557 | 0.0 |
64,000 | | Intel Corp., 3.750%, 08/05/2027 | 62,610 | 0.0 |
59,000 | | Intel Corp., 4.750%, 03/25/2050 | 54,607 | 0.0 |
44,000 | | Intel Corp., 5.050%, 08/05/2062 | 41,294 | 0.0 |
69,000 | | Intercontinental Exchange, Inc., 2.100%, 06/15/2030 | 58,472 | 0.0 |
423,000 | | Intercontinental Exchange, Inc., 4.600%, 03/15/2033 | 420,412 | 0.2 |
86,000 | | International Business Machines Corp., 4.150%, 07/27/2027 | 85,344 | 0.0 |
70,000 | (3) | International Business Machines Corp., 4.400%, 07/27/2032 | 68,864 | 0.0 |
59,000 | | International Business Machines Corp., 4.750%, 02/06/2033 | 59,238 | 0.0 |
69,000 | (3) | International Business Machines Corp., 4.900%, 07/27/2052 | 67,132 | 0.0 |
43,000 | (1) | International Flavors & Fragrances, Inc., 3.268%, 11/15/2040 | 33,001 | 0.0 |
50,000 | | Interstate Power and Light Co., 3.100%, 11/30/2051 | 35,266 | 0.0 |
224,000 | | IPALCO Enterprises, Inc., 4.250%, 05/01/2030 | 207,343 | 0.1 |
87,000 | (3) | John Deere Capital Corp., 4.750%, 01/20/2028 | 88,883 | 0.0 |
135,000 | | Johnson & Johnson, 3.625%, 03/03/2037 | 126,089 | 0.1 |
447,000 | (2) | JPMorgan Chase & Co., 1.470%, 09/22/2027 | 396,186 | 0.1 |
138,000 | (2) | JPMorgan Chase & Co., 1.578%, 04/22/2027 | 124,081 | 0.1 |
230,000 | (2) | JPMorgan Chase & Co., 2.182%, 06/01/2028 | 206,370 | 0.1 |
55,000 | (2) | JPMorgan Chase & Co., 2.595%, 02/24/2026 | 52,340 | 0.0 |
386,000 | (2) | JPMorgan Chase & Co., 2.947%, 02/24/2028 | 358,391 | 0.1 |
919,000 | | JPMorgan Chase & Co., 2.950%, 10/01/2026 | 875,999 | 0.3 |
34,000 | (2) | JPMorgan Chase & Co., 2.963%, 01/25/2033 | 29,170 | 0.0 |
691,000 | (2) | JPMorgan Chase & Co., 3.782%, 02/01/2028 | 664,591 | 0.2 |
250,000 | (2) | JPMorgan Chase & Co., 5.717%, 09/14/2033 | 258,177 | 0.1 |
530,000 | (2),(3) | JPMorgan Chase & Co., 6.000%, 12/31/2199 | 529,338 | 0.2 |
227,000 | | Kinder Morgan Energy Partners L.P., 4.250%, 09/01/2024 | 224,277 | 0.1 |
133,000 | | Kinder Morgan, Inc., 5.200%, 06/01/2033 | 132,674 | 0.1 |
60,000 | | KLA Corp., 4.950%, 07/15/2052 | 60,333 | 0.0 |
62,000 | | KLA Corp., 5.250%, 07/15/2062 | 64,343 | 0.0 |
166,000 | | Kraft Heinz Foods Co., 4.625%, 10/01/2039 | 153,155 | 0.1 |
102,000 | | Kraft Heinz Foods Co., 6.875%, 01/26/2039 | 116,150 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
220,000 | (1) | Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp., 4.750%, 06/15/2029 | $ | 183,070 | 0.1 |
210,000 | (1) | Lamb Weston Holdings, Inc., 4.375%, 01/31/2032 | 188,347 | 0.1 |
50,000 | (1) | Liberty Mutual Group, Inc., 5.500%, 06/15/2052 | 49,758 | 0.0 |
45,000 | | Lockheed Martin Corp., 5.250%, 01/15/2033 | 48,052 | 0.0 |
68,000 | | Lockheed Martin Corp., 5.700%, 11/15/2054 | 77,332 | 0.0 |
32,000 | | Lockheed Martin Corp., 5.900%, 11/15/2063 | 37,526 | 0.0 |
73,000 | | Lowe's Cos, Inc., 4.250%, 04/01/2052 | 62,107 | 0.0 |
46,000 | | Lowe's Cos, Inc., 4.450%, 04/01/2062 | 38,908 | 0.0 |
154,000 | (1) | Mars, Inc., 2.375%, 07/16/2040 | 112,814 | 0.0 |
225,000 | (1) | Medline Borrower L.P., 3.875%, 04/01/2029 | 192,654 | 0.1 |
55,000 | | Meta Platforms, Inc., 3.500%, 08/15/2027 | 52,852 | 0.0 |
65,000 | | Meta Platforms, Inc., 3.850%, 08/15/2032 | 60,468 | 0.0 |
147,000 | | Meta Platforms, Inc., 4.450%, 08/15/2052 | 128,569 | 0.1 |
127,000 | | Meta Platforms, Inc., 4.650%, 08/15/2062 | 111,527 | 0.0 |
428,000 | (1) | Metropolitan Edison Co., 4.000%, 04/15/2025 | 413,157 | 0.2 |
67,000 | (3) | Mid-America Apartments L.P., 2.750%, 03/15/2030 | 59,837 | 0.0 |
193,000 | | Mississippi Power Co., 4.250%, 03/15/2042 | 167,014 | 0.1 |
190,000 | (2) | Morgan Stanley, 0.791%, 01/22/2025 | 181,292 | 0.1 |
250,000 | (2) | Morgan Stanley, 1.164%, 10/21/2025 | 233,048 | 0.1 |
118,000 | (2) | Morgan Stanley, 1.512%, 07/20/2027 | 105,332 | 0.0 |
436,000 | (2) | Morgan Stanley, 1.593%, 05/04/2027 | 391,715 | 0.1 |
210,000 | (2) | Morgan Stanley, 2.239%, 07/21/2032 | 170,931 | 0.1 |
123,000 | (2) | Morgan Stanley, 2.720%, 07/22/2025 | 118,803 | 0.0 |
1,090,000 | | Morgan Stanley, 3.125%, 07/27/2026 | 1,033,633 | 0.4 |
47,000 | (2) | Morgan Stanley, 3.591%, 07/22/2028 | 44,493 | 0.0 |
545,000 | | Morgan Stanley, 4.100%, 05/22/2023 | 543,675 | 0.2 |
436,000 | (2) | Morgan Stanley, 5.297%, 04/20/2037 | 423,174 | 0.2 |
292,000 | (2) | Morgan Stanley, 5.948%, 01/19/2038 | 298,704 | 0.1 |
36,000 | (2) | Morgan Stanley, 6.296%, 10/18/2028 | 38,083 | 0.0 |
744,000 | (2) | Morgan Stanley, 6.342%, 10/18/2033 | 818,598 | 0.3 |
366,000 | | MPLX L.P., 4.000%, 03/15/2028 | 351,723 | 0.1 |
215,000 | | MPT Operating Partnership L.P. / MPT Finance Corp., 3.500%, 03/15/2031 | 150,801 | 0.1 |
500,000 | | Mylan, Inc., 4.200%, 11/29/2023 | 495,446 | 0.2 |
155,000 | | Mylan, Inc., 5.200%, 04/15/2048 | 127,811 | 0.1 |
286,000 | | National Rural Utilities Cooperative Finance Corp., 3.900%, 11/01/2028 | 276,930 | 0.1 |
95,000 | | National Rural Utilities Cooperative Finance Corp., 4.150%, 12/15/2032 | 91,101 | 0.0 |
36,000 | (3) | National Rural Utilities Cooperative Finance Corp., 5.800%, 01/15/2033 | 38,864 | 0.0 |
200,000 | | Navient Corp., 5.000%, 03/15/2027 | 182,787 | 0.1 |
169,000 | (1) | Nestle Holdings, Inc., 1.250%, 09/15/2030 | 137,337 | 0.1 |
161,000 | (1) | Nestle Holdings, Inc., 4.125%, 10/01/2027 | 160,919 | 0.1 |
165,000 | (1) | Nestle Holdings, Inc., 4.700%, 01/15/2053 | 168,951 | 0.1 |
139,000 | (1) | New York Life Global Funding, 4.550%, 01/28/2033 | 139,506 | 0.1 |
96,000 | | NextEra Energy Capital Holdings, Inc., 4.255%, 09/01/2024 | 95,208 | 0.0 |
149,000 | | Northern States Power Co/MN, 3.600%, 09/15/2047 | 123,226 | 0.1 |
212,000 | | Northern Trust Corp., 6.125%, 11/02/2032 | 233,254 | 0.1 |
190,000 | (1) | Novelis Corp., 4.750%, 01/30/2030 | 172,238 | 0.1 |
60,000 | | Nucor Corp., 4.300%, 05/23/2027 | 59,470 | 0.0 |
50,000 | | NXP BV / NXP Funding LLC / NXP USA, Inc., 3.250%, 11/30/2051 | 34,199 | 0.0 |
37,000 | | Oklahoma Gas and Electric Co., 5.400%, 01/15/2033 | 38,737 | 0.0 |
200,000 | (3) | Olin Corp., 5.000%, 02/01/2030 | 189,310 | 0.1 |
131,000 | | Oncor Electric Delivery Co. LLC, 4.550%, 09/15/2032 | 132,476 | 0.1 |
291,000 | | Oracle Corp., 2.800%, 04/01/2027 | 269,516 | 0.1 |
504,000 | | Oracle Corp., 2.950%, 05/15/2025 | 484,403 | 0.2 |
166,000 | | Oracle Corp., 3.800%, 11/15/2037 | 139,734 | 0.1 |
43,000 | | Oracle Corp., 3.950%, 03/25/2051 | 33,469 | 0.0 |
72,000 | | Oracle Corp., 6.150%, 11/09/2029 | 76,995 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
49,000 | | Oracle Corp., 6.900%, 11/09/2052 | $ | 56,764 | 0.0 |
44,000 | | O'Reilly Automotive, Inc., 3.600%, 09/01/2027 | 42,427 | 0.0 |
106,000 | | O'Reilly Automotive, Inc., 4.350%, 06/01/2028 | 105,280 | 0.0 |
250,000 | (1) | Organon & Co. / Organon Foreign Debt Co-Issuer BV, 4.125%, 04/30/2028 | 226,425 | 0.1 |
27,000 | | Pacific Gas and Electric Co., 4.250%, 03/15/2046 | 20,424 | 0.0 |
22,000 | | Pacific Gas and Electric Co., 4.300%, 03/15/2045 | 16,834 | 0.0 |
36,000 | | Pacific Gas and Electric Co., 4.450%, 04/15/2042 | 28,724 | 0.0 |
48,000 | | Pacific Gas and Electric Co., 6.750%, 01/15/2053 | 50,354 | 0.0 |
133,000 | | PacifiCorp, 5.350%, 12/01/2053 | 142,229 | 0.1 |
200,000 | | Paramount Global, 4.375%, 03/15/2043 | 147,846 | 0.1 |
88,000 | (3) | Paramount Global, 4.950%, 01/15/2031 | 81,222 | 0.0 |
97,000 | (3) | Paramount Global, 4.950%, 05/19/2050 | 77,260 | 0.0 |
9,000 | | Paramount Global, 5.250%, 04/01/2044 | 7,331 | 0.0 |
29,000 | | Paramount Global, 5.850%, 09/01/2043 | 25,850 | 0.0 |
224,000 | (2) | PartnerRe Finance B LLC, 4.500%, 10/01/2050 | 200,475 | 0.1 |
48,000 | | PayPal Holdings, Inc., 2.300%, 06/01/2030 | 40,932 | 0.0 |
12,000 | | PayPal Holdings, Inc., 2.850%, 10/01/2029 | 10,811 | 0.0 |
16,000 | | PayPal Holdings, Inc., 4.400%, 06/01/2032 | 15,711 | 0.0 |
131,000 | | PayPal Holdings, Inc., 5.250%, 06/01/2062 | 129,420 | 0.1 |
116,000 | | PECO Energy Co., 4.150%, 10/01/2044 | 104,880 | 0.0 |
170,000 | | PepsiCo, Inc., 3.900%, 07/18/2032 | 166,195 | 0.1 |
84,000 | | Phillips 66, 3.850%, 04/09/2025 | 82,700 | 0.0 |
301,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 3.600%, 11/01/2024 | 293,808 | 0.1 |
136,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.700%, 06/15/2044 | 112,130 | 0.0 |
81,000 | | Plains All American Pipeline L.P. / PAA Finance Corp., 4.900%, 02/15/2045 | 68,324 | 0.0 |
145,000 | (2) | PNC Financial Services Group, Inc./The, 5.068%, 01/24/2034 | 146,375 | 0.1 |
200,000 | (1) | Post Holdings, Inc., 5.500%, 12/15/2029 | 185,698 | 0.1 |
225,000 | (1) | Prestige Brands, Inc., 3.750%, 04/01/2031 | 191,356 | 0.1 |
230,000 | (1) | Primo Water Holdings, Inc., 4.375%, 04/30/2029 | 200,967 | 0.1 |
43,000 | | Prologis L.P., 2.250%, 01/15/2032 | 35,993 | 0.0 |
87,000 | | Public Service Co. of New Hampshire, 5.150%, 01/15/2053 | 92,050 | 0.0 |
171,000 | | Public Service Enterprise Group, Inc., 2.450%, 11/15/2031 | 142,901 | 0.1 |
42,000 | | Public Storage, 1.950%, 11/09/2028 | 36,900 | 0.0 |
50,000 | | Puget Sound Energy, Inc., 3.250%, 09/15/2049 | 36,955 | 0.0 |
138,000 | | QUALCOMM, Inc., 6.000%, 05/20/2053 | 158,495 | 0.1 |
171,000 | | Raytheon Technologies Corp., 4.500%, 06/01/2042 | 164,305 | 0.1 |
29,000 | (1) | Regal Rexnord Corp., 6.300%, 02/15/2030 | 29,594 | 0.0 |
29,000 | (1) | Regal Rexnord Corp., 6.400%, 04/15/2033 | 29,764 | 0.0 |
32,000 | | Rexford Industrial Realty L.P., 2.150%, 09/01/2031 | 25,628 | 0.0 |
148,000 | | Reynolds American, Inc., 5.700%, 08/15/2035 | 141,811 | 0.1 |
76,000 | | Reynolds American, Inc., 6.150%, 09/15/2043 | 73,476 | 0.0 |
210,000 | (1) | Rocket Mortgage LLC / Rocket Mortgage Co-Issuer, Inc., 3.875%, 03/01/2031 | 171,322 | 0.1 |
135,000 | | Roper Technologies, Inc., 1.750%, 02/15/2031 | 108,422 | 0.0 |
31,000 | | Ross Stores, Inc., 4.700%, 04/15/2027 | 30,821 | 0.0 |
28,000 | | S&P Global, Inc., 1.250%, 08/15/2030 | 22,354 | 0.0 |
110,000 | (1) | S&P Global, Inc., 2.700%, 03/01/2029 | 99,778 | 0.0 |
73,000 | (1) | S&P Global, Inc., 2.900%, 03/01/2032 | 64,724 | 0.0 |
85,000 | (1) | S&P Global, Inc., 3.700%, 03/01/2052 | 71,841 | 0.0 |
150,000 | | Salesforce, Inc., 2.700%, 07/15/2041 | 113,263 | 0.0 |
124,000 | (1) | Sealed Air Corp., 1.573%, 10/15/2026 | 109,146 | 0.0 |
88,000 | | Selective Insurance Group, Inc., 5.375%, 03/01/2049 | 81,207 | 0.0 |
166,000 | (2) | Sempra Energy, 4.125%, 04/01/2052 | 145,556 | 0.1 |
230,000 | (1) | Sensata Technologies, Inc., 3.750%, 02/15/2031 | 195,543 | 0.1 |
215,000 | | Silgan Holdings, Inc., 4.125%, 02/01/2028 | 201,017 | 0.1 |
220,000 | (1) | Sinclair Television Group, Inc., 5.125%, 02/15/2027 | 194,737 | 0.1 |
200,000 | (1) | Sirius XM Radio, Inc., 5.500%, 07/01/2029 | 187,692 | 0.1 |
245,000 | (1) | Sonic Automotive, Inc., 4.875%, 11/15/2031 | 196,000 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
46,000 | | Southern California Edison Co., 3.650%, 02/01/2050 | $ | 36,224 | 0.0 |
85,000 | | Southern Co/The, 5.113%, 08/01/2027 | 86,528 | 0.0 |
32,000 | | Southwest Gas Corp., 4.050%, 03/15/2032 | 29,383 | 0.0 |
230,000 | (1) | Standard Industries, Inc./NJ, 4.375%, 07/15/2030 | 196,873 | 0.1 |
200,000 | (1) | Summit Materials LLC / Summit Materials Finance Corp., 5.250%, 01/15/2029 | 188,040 | 0.1 |
39,000 | | Targa Resources Corp., 6.250%, 07/01/2052 | 39,617 | 0.0 |
131,000 | (3) | Target Corp., 4.500%, 09/15/2032 | 132,262 | 0.1 |
147,000 | | Target Corp., 4.800%, 01/15/2053 | 148,739 | 0.1 |
215,000 | (1) | Tempur Sealy International, Inc., 4.000%, 04/15/2029 | 188,070 | 0.1 |
225,000 | | Tenet Healthcare Corp., 4.250%, 06/01/2029 | 200,672 | 0.1 |
66,000 | | Texas Instruments, Inc., 4.100%, 08/16/2052 | 62,964 | 0.0 |
98,000 | | Time Warner Cable LLC, 5.500%, 09/01/2041 | 88,244 | 0.0 |
6,000 | | Time Warner Cable LLC, 5.875%, 11/15/2040 | 5,630 | 0.0 |
9,000 | | T-Mobile USA, Inc., 2.050%, 02/15/2028 | 7,933 | 0.0 |
2,000 | | T-Mobile USA, Inc., 2.250%, 02/15/2026 | 1,857 | 0.0 |
12,000 | | T-Mobile USA, Inc., 3.000%, 02/15/2041 | 8,962 | 0.0 |
34,000 | | T-Mobile USA, Inc., 3.875%, 04/15/2030 | 31,863 | 0.0 |
90,000 | | Toyota Motor Credit Corp., 4.450%, 06/29/2029 | 90,643 | 0.0 |
120,000 | | Toyota Motor Credit Corp., 4.550%, 09/20/2027 | 121,151 | 0.0 |
173,000 | (2) | Truist Financial Corp., 5.122%, 01/26/2034 | 175,456 | 0.1 |
122,000 | | Union Pacific Corp., 3.500%, 02/14/2053 | 98,820 | 0.0 |
60,000 | (3) | Union Pacific Corp., 4.950%, 09/09/2052 | 61,473 | 0.0 |
68,000 | | Union Pacific Corp., 5.150%, 01/20/2063 | 70,508 | 0.0 |
181,000 | | UnitedHealth Group, Inc., 2.750%, 05/15/2040 | 140,539 | 0.1 |
94,000 | | UnitedHealth Group, Inc., 3.050%, 05/15/2041 | 75,198 | 0.0 |
25,000 | | UnitedHealth Group, Inc., 4.750%, 05/15/2052 | 24,793 | 0.0 |
274,000 | | UnitedHealth Group, Inc., 5.350%, 02/15/2033 | 292,231 | 0.1 |
71,000 | | UnitedHealth Group, Inc., 5.875%, 02/15/2053 | 81,406 | 0.0 |
66,000 | | UnitedHealth Group, Inc., 6.050%, 02/15/2063 | 77,306 | 0.0 |
99,773 | | US Airways 2012-1 Class A Pass Through Trust, 5.900%, 04/01/2026 | 97,165 | 0.0 |
21,897 | | US Airways 2012-2 Class A Pass Through Trust, 4.625%, 12/03/2026 | 20,288 | 0.0 |
300,000 | | Utah Acquisition Sub, Inc., 3.950%, 06/15/2026 | 286,186 | 0.1 |
56,000 | | Utah Acquisition Sub, Inc., 5.250%, 06/15/2046 | 46,816 | 0.0 |
94,000 | | Verizon Communications, Inc., 2.355%, 03/15/2032 | 77,491 | 0.0 |
18,000 | | Verizon Communications, Inc., 3.400%, 03/22/2041 | 14,511 | 0.0 |
15,000 | | Verizon Communications, Inc., 3.700%, 03/22/2061 | 11,423 | 0.0 |
105,000 | | Verizon Communications, Inc., 4.125%, 08/15/2046 | 91,201 | 0.0 |
9,000 | | Verizon Communications, Inc., 4.400%, 11/01/2034 | 8,664 | 0.0 |
17,000 | | Verizon Communications, Inc., 4.750%, 11/01/2041 | 16,385 | 0.0 |
154,000 | | Verizon Communications, Inc., 4.812%, 03/15/2039 | 149,125 | 0.1 |
215,000 | (1) | ViaSat, Inc., 5.625%, 04/15/2027 | 200,807 | 0.1 |
175,000 | | Viatris, Inc., 2.700%, 06/22/2030 | 144,355 | 0.1 |
27,000 | | Viatris, Inc., 3.850%, 06/22/2040 | 19,740 | 0.0 |
26,000 | | Viatris, Inc., 4.000%, 06/22/2050 | 18,050 | 0.0 |
100,000 | (1) | Vistra Operations Co. LLC, 5.125%, 05/13/2025 | 98,350 | 0.0 |
207,000 | | VMware, Inc., 1.400%, 08/15/2026 | 183,397 | 0.1 |
60,000 | | Walmart, Inc., 4.500%, 09/09/2052 | 60,398 | 0.0 |
168,000 | (1) | Warnermedia Holdings, Inc., 3.755%, 03/15/2027 | 157,540 | 0.1 |
40,000 | (1) | Warnermedia Holdings, Inc., 4.279%, 03/15/2032 | 35,633 | 0.0 |
22,000 | (1) | Warnermedia Holdings, Inc., 5.050%, 03/15/2042 | 18,810 | 0.0 |
14,000 | (1) | Warnermedia Holdings, Inc., 5.141%, 03/15/2052 | 11,647 | 0.0 |
22,000 | | WEC Energy Group, Inc., 5.000%, 09/27/2025 | 22,126 | 0.0 |
31,000 | | WEC Energy Group, Inc., 5.150%, 10/01/2027 | 31,707 | 0.0 |
61,000 | (2) | Wells Fargo & Co., 2.164%, 02/11/2026 | 57,577 | 0.0 |
280,000 | (2) | Wells Fargo & Co., 2.406%, 10/30/2025 | 267,403 | 0.1 |
92,000 | | Wells Fargo & Co., 3.000%, 10/23/2026 | 86,881 | 0.0 |
450,000 | | Western Midstream Operating L.P., 5.300%, 03/01/2048 | 394,234 | 0.1 |
230,000 | (1) | Wolverine World Wide, Inc., 4.000%, 08/15/2029 | 185,793 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
CORPORATE BONDS/NOTES: (continued) | |
| | United States: (continued) |
225,000 | (1) | Zayo Group Holdings, Inc., 4.000%, 03/01/2027 | $ | 179,222 | 0.1 |
| | | 56,532,385 | 19.9 |
| | | | |
| Total Corporate Bonds/Notes | | |
| (Cost $82,027,691) | 75,646,620 | 26.6 |
| | | |
COLLATERALIZED MORTGAGE OBLIGATIONS: 15.4% | |
| | United States: 15.4% |
271,146 | (2) | Adjustable Rate Mortgage Trust 2006-2 1A1, 3.248%, 05/25/2036 | 237,021 | 0.1 |
104,387 | | Alternative Loan Trust 2006-13T1 A9, 6.000%, 05/25/2036 | 53,898 | 0.0 |
151,152 | | Alternative Loan Trust 2007-23CB A3, 5.006%, (US0001M + 0.500%), 09/25/2037 | 68,216 | 0.0 |
334,842 | | CHL Mortgage Pass-Through Trust 2007-7 A7, 5.750%, 06/25/2037 | 183,227 | 0.1 |
1,400,000 | | Citigroup Commercial Mortgage Trust 2016-P4, 3.942%, 07/10/2049 | 1,239,000 | 0.4 |
284,791 | | CitiMortgage Alternative Loan Trust Series 2006-A3 1A7, 6.000%, 07/25/2036 | 256,354 | 0.1 |
782,458 | (1),(2) | COLT 2021-2 A1 Mortgage Loan Trust, 0.924%, 08/25/2066 | 643,192 | 0.2 |
317,222 | (1),(2) | COLT 2021-3 A1 Mortgage Loan Trust, 0.956%, 09/27/2066 | 258,672 | 0.1 |
67,515 | | Countrywide Alternative Loan Trust 2005-53T2 2A6, 5.006%, (US0001M + 0.500%), 11/25/2035 | 34,766 | 0.0 |
170,079 | (1),(2) | CSMC Trust 2015-2 B3, 3.889%, 02/25/2045 | 147,852 | 0.1 |
123,359 | (1),(2) | CSMC Trust 2015-3 B1, 3.843%, 03/25/2045 | 114,931 | 0.1 |
2,726,060 | (4) | Fannie Mae 2005-18 SC, 0.144%, (-1.000*US0001M + 4.650%), 03/25/2035 | 113,296 | 0.0 |
653,929 | (4) | Fannie Mae 2008-41 S, 2.294%, (-1.000*US0001M + 6.800%), 11/25/2036 | 71,643 | 0.0 |
2,000,398 | (4) | Fannie Mae 2009-106 SA, 1.744%, (-1.000*US0001M + 6.250%), 01/25/2040 | 170,541 | 0.1 |
20,279 | (1) | Fannie Mae Connecticut Avenue Securities 2019-R02 1M2, 6.806%, (US0001M + 2.300%), 08/25/2031 | 20,281 | 0.0 |
63,001 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2018-R07 1M2, 6.906%, (US0001M + 2.400%), 04/25/2031 | 63,091 | 0.0 |
26,749 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R01 2M2, 6.956%, (US0001M + 2.450%), 07/25/2031 | 26,788 | 0.0 |
3,980 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2019-R06 2M2, 6.606%, (US0001M + 2.100%), 09/25/2039 | 3,980 | 0.0 |
285,038 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-R01 1M2, 6.556%, (US0001M + 2.050%), 01/25/2040 | 285,211 | 0.1 |
1,000,000 | (1) | Fannie Mae Connecticut Avenue Securities Trust 2020-SBT1 2M2, 8.156%, (US0001M + 3.650%), 02/25/2040 | 1,008,621 | 0.4 |
99,751 | | Fannie Mae REMIC Trust 2003-22 BZ, 6.000%, 04/25/2033 | 103,603 | 0.0 |
75,605 | | Fannie Mae REMIC Trust 2005-74 DK, 5.977%, (-4.000*US0001M + 24.000%), 07/25/2035 | 79,237 | 0.0 |
80,481 | | Fannie Mae REMIC Trust 2006-104 ES, 10.921%, (-5.000*US0001M + 33.450%), 11/25/2036 | 111,131 | 0.0 |
978,464 | (4) | Fannie Mae REMIC Trust 2007-36 SN, 2.264%, (-1.000*US0001M + 6.770%), 04/25/2037 | 102,112 | 0.0 |
55,105 | | Fannie Mae REMIC Trust 2007-55 DS, 3.735%, (-2.500*US0001M + 15.000%), 06/25/2037 | 52,145 | 0.0 |
584,503 | (4) | Fannie Mae REMIC Trust 2008-53 FI, 1.594%, (-1.000*US0001M + 6.100%), 07/25/2038 | 43,465 | 0.0 |
407,349 | (4) | Fannie Mae REMIC Trust 2008-58 SM, 1.594%, (-1.000*US0001M + 6.100%), 07/25/2038 | 34,553 | 0.0 |
147,528 | | Fannie Mae REMIC Trust 2009-66 SL, 1.271%, (-3.333*US0001M + 15.833%), 09/25/2039 | 146,970 | 0.1 |
93,200 | | Fannie Mae REMIC Trust 2009-66 SW, 1.438%, (-3.333*US0001M + 16.000%), 09/25/2039 | 84,119 | 0.0 |
2,732,227 | (4) | Fannie Mae REMIC Trust 2010-123 SL, 1.564%, (-1.000*US0001M + 6.070%), 11/25/2040 | 214,744 | 0.1 |
2,692,489 | (4) | Fannie Mae REMIC Trust 2011-55 SK, 2.054%, (-1.000*US0001M + 6.560%), 06/25/2041 | 304,413 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |
| | United States: (continued) |
1,084,126 | (4) | Fannie Mae REMIC Trust 2011-86 NS, 1.444%, (-1.000*US0001M + 5.950%), 09/25/2041 | $ | 83,335 | 0.0 |
162,292 | (4) | Fannie Mae REMIC Trust 2012-10 US, 1.944%, (-1.000*US0001M + 6.450%), 02/25/2042 | 19,074 | 0.0 |
751,189 | (4) | Fannie Mae REMIC Trust 2012-24 HS, 2.044%, (-1.000*US0001M + 6.550%), 09/25/2040 | 20,301 | 0.0 |
506,428 | (4) | Fannie Mae REMIC Trust 2013-31 PI, 4.500%, 02/25/2043 | 35,891 | 0.0 |
4,748,548 | (4) | Fannie Mae REMICS 2015-34 DI, 6.500%, 06/25/2045 | 1,103,053 | 0.4 |
13,893,774 | (4) | Fannie Mae REMICS 2015-58 KI, 6.000%, 03/25/2037 | 2,649,419 | 0.9 |
6,903,036 | (4) | Fannie Mae REMICS 2015-59 SK, 1.144%, (-1.000*US0001M + 5.650%), 08/25/2045 | 594,400 | 0.2 |
12,328,208 | (4) | Fannie Mae REMICS 2016-54 SL, 1.494%, (-1.000*US0001M + 6.000%), 08/25/2046 | 1,472,253 | 0.5 |
380,826 | (4) | Fannie Mae Series 2007-9 SE, 1.574%, (-1.000*US0001M + 6.080%), 03/25/2037 | 27,511 | 0.0 |
684,758 | (4) | Fannie Mae Series 2013-44 DI, 3.000%, 05/25/2033 | 63,415 | 0.0 |
897,415 | (1),(2) | Flagstar Mortgage Trust 2018-2 B2, 4.027%, 04/25/2048 | 775,609 | 0.3 |
110,285 | (4) | Freddie Mac REMIC Trust 2303 SY, 4.241%, (-1.000*US0001M + 8.700%), 04/15/2031 | 13,028 | 0.0 |
729,569 | (4) | Freddie Mac REMIC Trust 2989 GU, 2.541%, (-1.000*US0001M + 7.000%), 02/15/2033 | 56,492 | 0.0 |
683,812 | (4) | Freddie Mac REMIC Trust 3271 SB, 1.591%, (-1.000*US0001M + 6.050%), 02/15/2037 | 58,562 | 0.0 |
2,145,797 | (4) | Freddie Mac REMIC Trust 3424 HI, 1.441%, (-1.000*US0001M + 5.900%), 04/15/2038 | 176,030 | 0.1 |
421,242 | (4) | Freddie Mac REMIC Trust 3632 IP, 5.000%, 02/15/2040 | 50,030 | 0.0 |
2,575,713 | (4) | Freddie Mac REMIC Trust 3856 KS, 2.091%, (-1.000*US0001M + 6.550%), 05/15/2041 | 270,464 | 0.1 |
453,725 | (4) | Freddie Mac REMIC Trust 3925 SD, 1.591%, (-1.000*US0001M + 6.050%), 07/15/2040 | 13,131 | 0.0 |
299,711 | (4) | Freddie Mac REMIC Trust 4077 SM, 2.241%, (-1.000*US0001M + 6.700%), 08/15/2040 | 2,873 | 0.0 |
551,950 | (4) | Freddie Mac REMIC Trust 4152 BI, 4.000%, 12/15/2041 | 42,331 | 0.0 |
857,287 | (4) | Freddie Mac REMIC Trust 4313 MI, 5.000%, 04/15/2039 | 94,388 | 0.0 |
1,442,371 | (4) | Freddie Mac REMICS 3693 SC, 2.041%, (-1.000*US0001M + 6.500%), 07/15/2040 | 173,620 | 0.1 |
557,283 | | Freddie Mac REMICS 3792 DS, 2.141%, (-1.000*US0001M + 6.600%), 11/15/2040 | 4,604 | 0.0 |
1,156,401 | (4) | Freddie Mac REMICS 4040 SW, 2.171%, (-1.000*US0001M + 6.630%), 05/15/2032 | 92,231 | 0.0 |
9,446,729 | (4) | Freddie Mac REMICS 4096 SB, 1.541%, (-1.000*US0001M + 6.000%), 08/15/2042 | 1,113,643 | 0.4 |
5,982,583 | (4) | Freddie Mac REMICS 4480 WS, 1.721%, (-1.000*US0001M + 6.180%), 06/15/2045 | 731,453 | 0.3 |
1,540,892 | (4) | Freddie Mac REMICS 4623 MS, 1.541%, (-1.000*US0001M + 6.000%), 10/15/2046 | 188,519 | 0.1 |
13,425,848 | (4) | Freddie Mac REMICS 4695 IO, 4.500%, 10/15/2041 | 2,523,312 | 0.9 |
1,286,162 | | Freddie Mac REMICS 4800 MZ, 4.000%, 06/15/2048 | 1,244,489 | 0.4 |
1,382,367 | | Freddie Mac REMICS 4879 ZA, 4.000%, 05/15/2049 | 1,323,941 | 0.5 |
110,045 | (1) | Freddie Mac STACR REMIC Trust 2020-HQA1 M2, 6.406%, (US0001M + 1.900%), 01/25/2050 | 109,811 | 0.0 |
204,663 | (1) | Freddie Mac Stacr Remic Trust 2020-HQA2 M2, 7.606%, (US0001M + 3.100%), 03/25/2050 | 209,278 | 0.1 |
700,000 | (1) | Freddie Mac STACR REMIC Trust 2021-HQA3 M2, 6.410%, (SOFR30A + 2.100%), 09/25/2041 | 629,377 | 0.2 |
1,000,000 | (1) | Freddie Mac STACR REMIC Trust 2022-DNA1 M1B, 6.160%, (SOFR30A + 1.850%), 01/25/2042 | 969,716 | 0.4 |
Principal Amount† | | | Value | Percentage of Net Assets |
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |
| | United States: (continued) |
1,100,000 | (1) | Freddie Mac STACR REMIC Trust 2022-HQA1 M2, 9.560%, (SOFR30A + 5.250%), 03/25/2042 | $ | 1,099,623 | 0.4 |
8,818,678 | (4) | Freddie Mac Strips 324 C21, 6.000%, 06/15/2039 | 1,920,370 | 0.7 |
168,856 | (2),(4) | Freddie Mac Strips 351 103, 4.000%, 01/15/2031 | 14,911 | 0.0 |
474,184 | (2),(4) | Freddie Mac Strips 351 200, 3.500%, 02/15/2046 | 61,697 | 0.0 |
3,275,215 | (4) | Freddie Mac Strips 351 C14, 3.500%, 02/15/2031 | 272,265 | 0.1 |
7,850,307 | (4) | Freddie Mac Strips 351 C22, 3.500%, 02/15/2046 | 1,434,599 | 0.5 |
6,058,585 | (4) | Freddie Mac Strips 351 C23, 4.000%, 02/15/2046 | 1,233,004 | 0.4 |
1,375,958 | (2),(4) | Freddie Mac Strips 351 C30, 2.500%, 02/15/2031 | 65,966 | 0.0 |
1,681,034 | (2),(4) | Freddie Mac Strips 351 C31, 3.000%, 02/15/2031 | 105,976 | 0.0 |
1,094,032 | (2),(4) | Freddie Mac Strips 351 C32, 3.500%, 02/15/2031 | 88,055 | 0.0 |
3,283,520 | (2),(4) | Freddie Mac Strips 351 C33, 4.000%, 02/15/2046 | 541,751 | 0.2 |
6,436,163 | (2),(4) | Freddie Mac Strips 351 C34, 3.500%, 02/15/2046 | 981,995 | 0.4 |
221,685 | (1),(2) | Galton Funding Mortgage Trust 2018-2 A51, 4.500%, 10/25/2058 | 213,495 | 0.1 |
167,882 | | Ginnie Mae Series 2007-8 SP, 7.504%, (-3.242*US0001M + 22.048%), 03/20/2037 | 206,033 | 0.1 |
11,991,196 | (4) | Ginnie Mae Series 2009-106 CM, 2.141%, (-1.000*US0001M + 6.600%), 01/16/2034 | 507,719 | 0.2 |
970,872 | (4) | Ginnie Mae Series 2010-116 NS, 2.191%, (-1.000*US0001M + 6.650%), 09/16/2040 | 80,362 | 0.0 |
139,930 | (4) | Ginnie Mae Series 2010-6 IA, 5.000%, 11/20/2039 | 8,565 | 0.0 |
737,450 | (4) | Ginnie Mae Series 2011-116 BI, 4.000%, 08/16/2026 | 23,512 | 0.0 |
25,340 | (4) | Ginnie Mae Series 2011-140 CI, 5.000%, 10/20/2040 | 150 | 0.0 |
868,262 | (4) | Ginnie Mae Series 2013-115 NI, 4.500%, 01/16/2043 | 109,721 | 0.0 |
418,191 | (4) | Ginnie Mae Series 2013-5 NI, 3.000%, 01/20/2028 | 17,789 | 0.0 |
9,364,133 | (4) | Ginnie Mae Series 2015-10 IX, 4.500%, 01/20/2045 | 1,831,727 | 0.7 |
961,788 | (4) | Ginnie Mae Series 2015-178 GI, 4.000%, 05/20/2044 | 83,800 | 0.0 |
3,925,964 | (4) | Ginnie Mae Series 2016-161 CI, 5.500%, 11/20/2046 | 728,454 | 0.3 |
6,497,392 | (4) | Ginnie Mae Series 2019-89 QI, 4.000%, 04/20/2046 | 990,529 | 0.4 |
168,917 | | GreenPoint Mortgage Funding Trust 2006-AR3 4A1, 4.926%, (US0001M + 0.210%), 04/25/2036 | 142,689 | 0.1 |
12,429 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ2 A1, 4.000%, 11/25/2049 | 11,967 | 0.0 |
16,469 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2019-PJ3 A1, 3.500%, 03/25/2050 | 15,569 | 0.0 |
837,289 | (1),(2) | GS Mortgage-Backed Securities Corp. Trust 2021-PJ3 A4, 2.500%, 08/25/2051 | 677,885 | 0.2 |
372,886 | (1),(2) | GS Mortgage-Backed Securities Trust 2022-PJ1 A4, 2.500%, 05/28/2052 | 304,218 | 0.1 |
1,485,249 | (1),(2) | GS Mortgage-Backed Securities Trust 2022-PJ6 A24, 3.000%, 01/25/2053 | 1,253,228 | 0.5 |
769,587 | (1),(2) | J.P. Morgan Mortgage Trust 2022-6 A3, 3.000%, 11/25/2052 | 672,842 | 0.2 |
372,446 | (1),(2) | JP Morgan Mortgage Trust 2019-8 A5, 3.500%, 03/25/2050 | 341,515 | 0.1 |
61,546 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A15, 3.500%, 05/25/2050 | 53,560 | 0.0 |
102,577 | (1),(2) | JP Morgan Mortgage Trust 2019-INV3 A3, 3.500%, 05/25/2050 | 92,544 | 0.0 |
2,009 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV2 A18, 4.000%, 12/25/2049 | 1,980 | 0.0 |
15,581 | (1),(2) | JP Morgan Mortgage Trust 2019-LTV3 A15, 3.500%, 03/25/2050 | 15,146 | 0.0 |
74,077 | (1),(2) | JP Morgan Mortgage Trust 2020-5 A15, 3.000%, 12/25/2050 | 62,908 | 0.0 |
475,581 | (1),(2) | JP Morgan Mortgage Trust 2022-4 A17A, 3.000%, 10/25/2052 | 400,991 | 0.2 |
319,736 | (1),(2) | Morgan Stanley Residential Mortgage Loan Trust 2021-2 A9, 2.500%, 05/25/2051 | 258,865 | 0.1 |
57,367 | (1),(2) | OBX 2019-INV2 A25 Trust, 4.000%, 05/27/2049 | 54,951 | 0.0 |
175,940 | (1),(2) | OBX 2020-INV1 A21 Trust, 3.500%, 12/25/2049 | 154,827 | 0.1 |
567,117 | (1),(2) | RATE Mortgage Trust 2021-HB1 A31, 2.500%, 12/25/2051 | 459,149 | 0.2 |
Principal Amount† | | | Value | Percentage of Net Assets |
COLLATERALIZED MORTGAGE OBLIGATIONS: (continued) | |
| | | United States: (continued) |
| 894,449 | (1),(2) | RCKT Mortgage Trust 2021-1 A1, 2.500%, 03/25/2051 | $ | 750,893 | 0.3 |
| 25,991 | (1),(2) | Sequoia Mortgage Trust 2018-CH1 A19, 4.000%, 03/25/2048 | 24,544 | 0.0 |
| 300,000 | (1),(2) | Sequoia Mortgage Trust 2020-4 A8, 2.500%, 11/25/2050 | 227,845 | 0.1 |
| 2,858 | (2) | Structured Asset Securities Corp. 2004-4XS 1A6, 5.045%, 02/25/2034 | 2,762 | 0.0 |
| 1,000,000 | (1),(2) | Verus Securitization Trust 2021-1 M1, 1.968%, 01/25/2066 | 666,811 | 0.2 |
| 6,558,555 | (2),(4) | WaMu Mortgage Pass-Through Certificates Series 2005-AR11 X, 4.460%, 08/25/2045 | 5,703 | 0.0 |
| 40,364 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR12 1A1, 3.808%, 10/25/2036 | 36,291 | 0.0 |
| 139,906 | (2) | WaMu Mortgage Pass-Through Certificates Series 2006-AR8 1A4, 3.681%, 08/25/2046 | 123,920 | 0.1 |
| 278,493 | (2) | WaMu Mortgage Pass-Through Certificates Series 2007-HY2 1A1, 3.381%, 12/25/2036 | 247,930 | 0.1 |
| 383,432 | | Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2005-11 A1, 5.750%, 01/25/2036 | 318,448 | 0.1 |
| 73,615 | | Wells Fargo Alternative Loan 2007-PA2 2A1, 4.936%, (US0001M + 0.430%), 06/25/2037 | 59,616 | 0.0 |
| 389,141 | (1),(2) | Wells Fargo Mortgage Backed Securities 2021-1 A17 Trust, 2.500%, 12/25/2050 | 313,777 | 0.1 |
| 293,965 | (1),(2) | WinWater Mortgage Loan Trust 2015-5 B4, 3.756%, 08/20/2045 | 257,220 | 0.1 |
| | | | | |
| | Total Collateralized Mortgage Obligations | | |
| | (Cost $49,078,601) | 43,845,319 | 15.4 |
| | | | |
SOVEREIGN BONDS: 18.5% | |
| | | Australia: 0.2% |
AUD | 837,000 | (1) | Queensland Treasury Corp., 1.750%, 07/20/2034 | 449,485 | 0.2 |
| | | | | |
| | | Brazil: 2.3% |
BRL | 2,805,000 | | Brazil Notas do Tesouro Nacional Serie B, 6.000%, 05/15/2055 | 2,117,537 | 0.7 |
BRL | 3,010,000 | | Brazil Notas do Tesouro Nacional Series B, 6.000%, 08/15/2050 | 2,321,979 | 0.8 |
BRL | 1,200,000 | | Brazil Notas do Tesouro Nacional Series F, 10.000%, 01/01/2027 | 2,191,116 | 0.8 |
| | | | 6,630,632 | 2.3 |
| | | | | |
| | | Canada: 0.2% |
CAD | 1,100,000 | | Canadian Government Bond, 2.000%, 12/01/2051 | 668,672 | 0.2 |
| | | | | |
| | | China: 8.6% |
CNY | 4,500,000 | | China Government Bond, 2.690%, 08/12/2026 | 667,570 | 0.2 |
CNY | 7,750,000 | | China Government Bond, 2.690%, 08/15/2032 | 1,126,309 | 0.4 |
CNY | 50,420,000 | | China Government Bond, 2.850%, 06/04/2027 | 7,505,425 | 2.6 |
CNY | 21,430,000 | | China Government Bond, 3.130%, 11/21/2029 | 3,237,302 | 1.1 |
CNY | 29,170,000 | | China Government Bond, 3.250%, 06/06/2026 | 4,417,042 | 1.6 |
CNY | 34,570,000 | | China Government Bond, 3.250%, 11/22/2028 | 5,266,480 | 1.8 |
CNY | 1,110,000 | | China Government Bond, 3.290%, 05/23/2029 | 170,163 | 0.1 |
CNY | 2,970,000 | | China Government Bond, 3.320%, 04/15/2052 | 443,615 | 0.2 |
CNY | 9,950,000 | | China Government Bond, 4.080%, 10/22/2048 | 1,679,510 | 0.6 |
| | | | 24,513,416 | 8.6 |
| | | | | |
| | | Colombia: 0.3% |
| 200,000 | | Colombia Government International Bond, 5.200%, 05/15/2049 | 141,458 | 0.0 |
| 425,000 | | Colombia Government International Bond, 7.500%, 02/02/2034 | 420,519 | 0.1 |
COP | 2,551,900,000 | | Colombian TES, 7.750%, 09/18/2030 | 431,367 | 0.2 |
| | | | 993,344 | 0.3 |
| | | | | |
| | | Germany: 0.0% |
EUR | 9,700 | | Bundesobligation, 2.120%, 04/14/2023 | 10,501 | 0.0 |
EUR | 60,000 | | Bundesrepublik Deutschland Bundesanleihe, 0.500%, 02/15/2028 | 59,863 | 0.0 |
EUR | 40,000 | | Bundesrepublik Deutschland Bundesanleihe, 1.000%, 08/15/2025 | 41,906 | 0.0 |
EUR | 30,000 | | Bundesrepublik Deutschland Bundesanleihe, 2.330%, 08/15/2026 | 30,065 | 0.0 |
| | | | 142,335 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
SOVEREIGN BONDS: (continued) | |
| | Indonesia: 0.4% |
IDR | 13,833,000,000 | | Indonesia Treasury Bond, 8.375%, 04/15/2039 | $ | 1,046,602 | 0.4 |
| | | | |
| | Italy: 0.5% |
EUR | 641,000 | (1) | Italy Buoni Poliennali Del Tesoro, 3.850%, 09/01/2049 | 644,818 | 0.2 |
EUR | 641,000 | (1) | Italy Buoni Poliennali Del Tesoro, 5.000%, 08/01/2034 | 741,779 | 0.3 |
| | | 1,386,597 | 0.5 |
| | | | |
| | Malaysia: 1.5% |
MYR | 18,342,000 | | Malaysia Government Bond, 3.828%, 07/05/2034 | 4,279,180 | 1.5 |
| | | | |
| | Mexico: 1.0% |
MXN | 50,700,000 | | Mexican Bonos, 7.750%, 05/29/2031 | 2,547,453 | 0.9 |
200,000 | (3) | Mexico Government International Bond, 3.250%, 04/16/2030 | 180,733 | 0.1 |
200,000 | | Mexico Government International Bond, 3.750%, 04/19/2071 | 134,775 | 0.0 |
| | | 2,862,961 | 1.0 |
| | | | |
| | Oman: 0.1% |
200,000 | | Oman Government International Bond, 6.000%, 08/01/2029 | 205,352 | 0.0 |
200,000 | (1) | Oman Government International Bond, 7.375%, 10/28/2032 | 223,657 | 0.1 |
| | | 429,009 | 0.1 |
| | | | |
| | Panama: 0.1% |
200,000 | (3) | Panama Government International Bond, 3.298%, 01/19/2033 | 167,439 | 0.1 |
| | | | |
| | Peru: 0.4% |
PEN | 4,000,000 | | Peru Government Bond, 6.350%, 08/12/2028 | 976,012 | 0.3 |
200,000 | | Peruvian Government International Bond, 1.862%, 12/01/2032 | 149,917 | 0.1 |
75,000 | | Peruvian Government International Bond, 5.625%, 11/18/2050 | 76,395 | 0.0 |
| | | 1,202,324 | 0.4 |
| | | | |
| | Portugal: 0.6% |
EUR | 1,664,000 | (1) | Portugal Obrigacoes do Tesouro OT, 2.250%, 04/18/2034 | 1,644,182 | 0.6 |
| | | | |
| | Republic Of Serbia: 0.1% |
200,000 | (1) | Serbia International Bond, 6.500%, 09/26/2033 | 200,745 | 0.1 |
| | | | |
| | Romania: 0.4% |
RON | 5,510,000 | | Romania Government Bond, 3.250%, 04/29/2024 | 1,171,121 | 0.4 |
| | | | |
| | Russia: 0.1% |
RUB | 47,938,000 | (5) | Russian Federal Bond - OFZ, 6.900%, 05/23/2029 | 129,726 | 0.1 |
200,000 | (5) | Russian Foreign Bond - Eurobond, 4.375%, 03/21/2029 | 36,000 | 0.0 |
| | | 165,726 | 0.1 |
| | | | |
| | Saudi Arabia: 0.1% |
200,000 | (1) | Saudi Government International Bond, 3.450%, 02/02/2061 | 145,147 | 0.1 |
| | | | |
| | South Africa: 0.2% |
475,000 | | Republic of South Africa Government International Bond, 4.850%, 09/30/2029 | 434,194 | 0.2 |
| | | | |
| | Spain: 0.8% |
EUR | 1,284,000 | (1) | Spain Government Bond, 1.450%, 04/30/2029 | 1,278,412 | 0.4 |
EUR | 1,092,000 | (1) | Spain Government Bond, 2.700%, 10/31/2048 | 1,006,435 | 0.4 |
| | | 2,284,847 | 0.8 |
| | | | |
| | Thailand: 0.5% |
THB | 1,200,000 | | Thailand Government Bond, 0.750%, 06/17/2024 | 35,887 | 0.0 |
THB | 41,793,000 | | Thailand Government Bond, 2.875%, 12/17/2028 | 1,316,467 | 0.5 |
| | | 1,352,354 | 0.5 |
| | | | |
| | Ukraine: 0.1% |
250,000 | (5) | Ukraine Government International Bond, 7.253%, 03/15/2035 | 50,334 | 0.0 |
525,000 | (5) | Ukraine Government International Bond, 7.375%, 09/25/2034 | 105,656 | 0.0 |
800,000 | (5) | Ukraine Government International Bond, 7.750%, 09/01/2027 | 176,278 | 0.1 |
| | | 332,268 | 0.1 |
| | | | |
| Total Sovereign Bonds | | |
| (Cost $57,122,920) | 52,502,580 | 18.5 |
| | | |
U.S. GOVERNMENT AGENCY OBLIGATIONS: 10.1% | |
| | Federal Home Loan Mortgage Corporation: 0.2%(6) |
464,320 | | 3.500%,01/01/2048 | 444,677 | 0.2 |
54,322 | | 4.000%,09/01/2045 | 53,641 | 0.0 |
46,437 | | 4.000%,09/01/2045 | 45,854 | 0.0 |
76,546 | | 4.000%,05/01/2046 | 75,570 | 0.0 |
| | | 619,742 | 0.2 |
Principal Amount† | | | Value | Percentage of Net Assets |
U.S. GOVERNMENT AGENCY OBLIGATIONS: (continued) | |
| | Federal National Mortgage Association: 0.5%(6) |
980,723 | | 3.500%,03/01/2043 | $ | 940,756 | 0.3 |
393,000 | (7) | 5.000%,02/15/2053 | 394,566 | 0.2 |
| | | 1,335,322 | 0.5 |
| | | | |
| | Government National Mortgage Association: 2.7% |
2,274,797 | | 2.500%,05/20/2051 | 2,036,284 | 0.7 |
383,226 | | 2.500%,05/20/2052 | 341,954 | 0.1 |
226,995 | | 2.500%,08/20/2052 | 202,688 | 0.1 |
2,697,000 | (7) | 3.000%,02/15/2053 | 2,478,711 | 0.9 |
82,400 | | 4.500%,08/20/2041 | 84,170 | 0.0 |
2,605,000 | (7) | 4.500%,02/15/2053 | 2,587,091 | 0.9 |
11,512 | | 5.500%,03/20/2039 | 12,109 | 0.0 |
| | | 7,743,007 | 2.7 |
| | | | |
| | Uniform Mortgage-Backed Securities: 6.7% |
6,224,000 | (7) | 2.000%,02/15/2053 | 5,233,995 | 1.9 |
42,402 | | 2.500%,06/01/2030 | 40,382 | 0.0 |
30,768 | | 2.500%,06/01/2030 | 29,303 | 0.0 |
19,259 | | 2.500%,07/01/2030 | 18,342 | 0.0 |
3,992,000 | (7) | 2.500%,02/15/2053 | 3,496,859 | 1.2 |
2,881,000 | (7) | 3.000%,02/15/2053 | 2,618,109 | 0.9 |
110,004 | | 3.500%,06/01/2034 | 107,613 | 0.0 |
3,791,000 | (7) | 3.500%,02/15/2053 | 3,556,204 | 1.3 |
49,191 | | 4.000%,05/01/2045 | 48,525 | 0.0 |
876,617 | | 4.000%,04/01/2049 | 860,399 | 0.3 |
2,755,000 | (7) | 4.000%,02/15/2053 | 2,661,158 | 0.9 |
141,881 | | 4.500%,12/01/2040 | 144,323 | 0.1 |
71,958 | | 4.500%,12/01/2040 | 73,197 | 0.0 |
235,029 | | 5.000%,05/01/2042 | 241,749 | 0.1 |
| | | 19,130,158 | 6.7 |
| | | | |
| Total U.S. Government Agency Obligations | | |
| (Cost $29,114,017) | 28,828,229 | 10.1 |
| | | |
U.S. TREASURY OBLIGATIONS: 8.5% | |
| | U.S. Treasury Bonds: 0.9% |
222,700 | | 2.875%,05/15/2052 | 191,974 | 0.1 |
658,400 | | 3.000%,08/15/2052 | 582,736 | 0.2 |
96,700 | | 3.250%,05/15/2042 | 89,750 | 0.0 |
1,619,000 | | 4.000%,11/15/2042 | 1,673,388 | 0.6 |
| | | 2,537,848 | 0.9 |
| | | | |
| | U.S. Treasury Notes: 7.6% |
542,500 | | 0.125%,05/31/2023 | 534,456 | 0.2 |
1,413,000 | | 0.125%,01/15/2024 | 1,352,624 | 0.5 |
771,000 | | 0.250%,06/15/2024 | 727,330 | 0.3 |
322,400 | | 0.500%,11/30/2023 | 311,267 | 0.1 |
1,055,800 | | 0.875%,01/31/2024 | 1,016,092 | 0.4 |
1,027,800 | | 1.250%,09/30/2028 | 904,624 | 0.3 |
439,000 | | 1.500%,01/31/2027 | 403,254 | 0.1 |
408,600 | | 1.500%,11/30/2028 | 363,766 | 0.1 |
151,000 | | 2.750%,08/15/2032 | 142,093 | 0.0 |
1,039,600 | | 2.875%,06/15/2025 | 1,012,798 | 0.4 |
3,065,000 | | 3.500%,01/31/2028 | 3,051,591 | 1.1 |
2,785,900 | | 3.500%,01/31/2030 | 2,776,323 | 1.0 |
2,268,000 | | 3.875%,01/15/2026 | 2,268,000 | 0.8 |
4,844,000 | | 4.125%,01/31/2025 | 4,838,891 | 1.7 |
1,726,500 | | 4.125%,11/15/2032 | 1,816,602 | 0.6 |
| | | 21,519,711 | 7.6 |
| | | | |
| Total U.S. Treasury Obligations | | |
| (Cost $24,282,473) | 24,057,559 | 8.5 |
| | | |
COMMERCIAL MORTGAGE-BACKED SECURITIES: 8.9% | |
| | United States: 8.9% |
500,000 | (2) | BANK 2017-BNK4 C, 4.372%, 05/15/2050 | 441,001 | 0.2 |
6,489,777 | (2),(4) | BANK 2017-BNK5 XA, 0.946%, 06/15/2060 | 196,903 | 0.1 |
958,118 | (2),(4) | BANK 2019-BNK16 XA, 0.941%, 02/15/2052 | 40,130 | 0.0 |
8,694,044 | (2),(4) | BBCMS Trust 2022-C17 XA, 1.152%, 09/15/2055 | 705,991 | 0.2 |
280,000 | (1) | Benchmark 2019-B9 D Mortgage Trust, 3.000%, 03/15/2052 | 186,329 | 0.1 |
1,413,769 | (2),(4) | Benchmark 2019-B9 XA Mortgage Trust, 1.031%, 03/15/2052 | 66,620 | 0.0 |
10,378,416 | (2),(4) | Benchmark 2020-B21 xa Mortgage Trust, 1.452%, 12/17/2053 | 794,206 | 0.3 |
6,434,259 | (2),(4) | Benchmark 2021-B23 XA Mortgage Trust, 1.272%, 02/15/2054 | 425,569 | 0.1 |
745,012 | (1) | BX Commercial Mortgage Trust 2021-21M E, 6.630%, (US0001M + 2.171%), 10/15/2036 | 727,178 | 0.3 |
1,888,000 | (1) | BX Commercial Mortgage Trust 2021-IRON E, 6.809%, (US0001M + 2.350%), 02/15/2038 | 1,786,801 | 0.6 |
500,000 | (1) | BX Trust 2021-LBA EJV, 6.460%, (US0001M + 2.000%), 02/15/2036 | 485,561 | 0.2 |
500,000 | (1) | BX Trust 2021-LBA EV, 6.460%, (US0001M + 2.000%), 02/15/2036 | 485,561 | 0.2 |
1,000,000 | (1) | BX Trust 2021-SDMF D, 5.846%, (US0001M + 1.387%), 09/15/2034 | 957,041 | 0.3 |
2,782,773 | (2),(4) | CD 2016-CD1 Mortgage Trust XA, 1.366%, 08/10/2049 | 95,349 | 0.0 |
8,581,000 | (2),(4) | Citigroup Commercial Mortgage Trust 2016-C2 XB, 0.833%, 08/10/2049 | 212,246 | 0.1 |
3,021,263 | (2),(4) | Citigroup Commercial Mortgage Trust 2017-C4 XA, 1.027%, 10/12/2050 | 109,962 | 0.0 |
14,017,485 | (1),(2),(4) | COMM 2012-LTRT XA, 0.787%, 10/05/2030 | 180,288 | 0.1 |
200,000 | (1),(2) | COMM 2013-CR10 E Mortgage Trust, 4.859%, 08/10/2046 | 186,609 | 0.1 |
5,916,042 | (2),(4) | COMM 2016-CR28 XA, 0.634%, 02/10/2049 | 94,840 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |
| | United States: (continued) |
350,000 | (1) | CSAIL 2020-C19 E Commercial Mortgage Trust, 2.500%, 03/15/2053 | $ | 207,625 | 0.1 |
960,000 | (1) | CSWF 2021-SOP2 D, 6.776%, (US0001M + 2.317%), 06/15/2034 | 871,304 | 0.3 |
530,000 | (1),(2) | DBJPM 16-C3 Mortgage Trust, 3.473%, 08/10/2049 | 388,943 | 0.1 |
26,432 | (1),(8) | DBUBS 2011-LC2A F Mortgage Trust, 4.000%, (US0001M + 3.650%), 07/10/2044 | 26,327 | 0.0 |
3,477,875 | | Freddie Mac Multifamily 2021-ML08-X-US Certificates Sustainability Bonds, 1.846%, 07/25/2037 | 487,595 | 0.2 |
7,083,694 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K122 X1, 0.881%, 11/25/2030 | 372,974 | 0.1 |
3,522,744 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K-1517 X1, 1.324%, 07/25/2035 | 373,569 | 0.1 |
5,533,353 | (2),(4) | Freddie Mac Multifamily Structured Pass Through Certificates K-1518 X1, 0.868%, 10/25/2035 | 411,223 | 0.1 |
25,632,485 | (2),(4) | Freddie Mac Multifamily Structured Pass Through CertificatesK151 X1, 0.377%, 04/25/2030 | 535,165 | 0.2 |
4,000,000 | (1),(9) | FREMF 2019-KG01 C Mortgage Trust, 0.000%, 05/25/2029 | 2,179,683 | 0.8 |
50,926,775 | (1),(4) | FREMF 2019-KG01 X2A Mortgage Trust, 0.100%, 04/25/2029 | 177,447 | 0.1 |
5,680,000 | (1),(4) | FREMF 2019-KG01 X2B Mortgage Trust, 0.100%, 05/25/2029 | 25,159 | 0.0 |
557,000 | (1),(2),(4) | GAM Resecuritization Trust 2022-FRR3 BK47, 2.030%, 11/27/2050 | 408,788 | 0.1 |
379,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 BK61, 1.220%, 01/29/2052 | 266,160 | 0.1 |
413,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 BK89, 1.900%, 01/27/2052 | 238,030 | 0.1 |
215,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 C728, 0.570%, 08/27/2050 | 183,855 | 0.1 |
220,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 CK47, 0.860%, 05/27/2048 | 176,775 | 0.1 |
266,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 CK61, 1.500%, 11/27/2049 | 177,993 | 0.1 |
186,000 | (1),(2),(4) | GAM Resecuritization Trust 2022-FRR3 CK71, 1.410%, 01/29/2052 | 124,846 | 0.0 |
216,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 CK89, 2.150%, 01/27/2052 | 115,736 | 0.0 |
215,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 D728, 0.610%, 01/29/2052 | 179,923 | 0.1 |
173,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 DK41, 0.680%, 10/27/2047 | 146,388 | 0.1 |
220,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 DK47, 0.950%, 05/27/2048 | 173,053 | 0.1 |
116,000 | (1),(10) | GAM Resecuritization Trust 2022-FRR3 EK41, 0.660%, 01/29/2052 | 95,820 | 0.0 |
1,250,000 | (1) | Great Wolf Trust 2019-WOLF C, 6.226%, (TSFR1M + 1.633%), 12/15/2036 | 1,211,053 | 0.4 |
1,760,000 | (1),(2) | GS Mortgage Securities Corp. Trust 2017-SLP E, 4.591%, 10/10/2032 | 1,683,582 | 0.6 |
4,004,590 | (2),(4) | GS Mortgage Securities Trust 2013-GC16 XA, 0.993%, 11/10/2046 | 27,437 | 0.0 |
7,476,086 | (2),(4) | GS Mortgage Securities Trust 2017-GS6 XA, 1.012%, 05/10/2050 | 260,595 | 0.1 |
600,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBD, 3.550%, 07/10/2052 | 582,779 | 0.2 |
460,000 | (1),(2) | GS Mortgage Securities Trust 2019-GC40 DBE, 3.550%, 07/10/2052 | 445,672 | 0.2 |
3,759,919 | (1),(2),(4) | LSTAR Commercial Mortgage Trust 2017-5 X, 0.793%, 03/10/2050 | 75,100 | 0.0 |
1,495,557 | (1) | Med Trust 2021-MDLN D, 6.460%, (US0001M + 2.000%), 11/15/2038 | 1,454,327 | 0.5 |
1,060,000 | (1),(2) | Morgan Stanley Bank of America Merrill Lynch Trust 2012-C6 E, 4.540%, 11/15/2045 | 873,789 | 0.3 |
21,550,000 | (1),(2),(4) | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19 XB, 0.429%, 12/15/2047 | 171,012 | 0.1 |
180,000 | (1) | RFM Reremic Trust 2022-FRR1 AB55, 1.060%, 03/28/2049 | 136,336 | 0.0 |
150,000 | (1),(2) | RFM Reremic Trust 2022-FRR1 AB60, 3.110%, 11/08/2049 | 119,242 | 0.0 |
230,000 | (1),(2) | RFM Reremic Trust 2022-FRR1 AB64, 2.940%, 03/01/2050 | 180,642 | 0.1 |
60,000 | (1),(9) | RFM Reremic Trust 2022-FRR1 CK55, 0.000%, 03/28/2049 | 43,203 | 0.0 |
Principal Amount† | | | Value | Percentage of Net Assets |
COMMERCIAL MORTGAGE-BACKED SECURITIES: (continued) | |
| | United States: (continued) |
70,000 | (1),(9) | RFM Reremic Trust 2022-FRR1 CK60, 0.000%, 11/08/2049 | $ | 46,816 | 0.0 |
70,000 | (1),(9) | RFM Reremic Trust 2022-FRR1 CK64, 0.000%, 03/01/2050 | 45,838 | 0.0 |
5,139,191 | (2),(4) | Wells Fargo Commercial Mortgage Trust 2020-C55 XA, 1.298%, 02/15/2053 | 330,704 | 0.1 |
630,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C11 F, 4.203%, 03/15/2045 | 492,344 | 0.2 |
250,000 | (1),(2) | WFRBS Commercial Mortgage Trust 2013-C14 D, 3.956%, 06/15/2046 | 156,363 | 0.1 |
4,012,557 | (2),(4) | WFRBS Commercial Mortgage Trust 2013-UBS1 XA, 0.906%, 03/15/2046 | 17,043 | 0.0 |
10,164,766 | (2),(4) | WFRBS Commercial Mortgage Trust 2014-C19 XA, 0.963%, 03/15/2047 | 72,907 | 0.0 |
300,000 | (1) | WFRBS Commercial Mortgage Trust 2014-C21 D, 3.497%, 08/15/2047 | 258,286 | 0.1 |
| | | | |
| Total Commercial Mortgage-Backed Securities | | |
| (Cost $27,251,881) | 25,207,636 | 8.9 |
| | | |
ASSET-BACKED SECURITIES: 9.8% | |
| | Cayman Islands: 1.0% |
650,000 | (1) | BlueMountain CLO XXXI Ltd. 2021-31A A1, 5.948%, (US0003M + 1.150%), 04/19/2034 | 641,234 | 0.2 |
500,000 | (1) | Galaxy XXII CLO Ltd. 2016-22A ARR, 5.992%, (US0003M + 1.200%), 04/16/2034 | 494,403 | 0.2 |
800,000 | (1) | Oaktree CLO 2019-1A A1R Ltd., 5.925%, (US0003M + 1.110%), 04/22/2030 | 793,426 | 0.3 |
1,000,000 | (1) | Sound Point CLO IX Ltd. 2015-2A ARRR, 6.018%, (US0003M + 1.210%), 07/20/2032 | 978,808 | 0.3 |
| | | 2,907,871 | 1.0 |
| | | | |
| | United States: 8.8% |
1,650,000 | (1) | AGL CLO 11 Ltd. 2021-11A AJ, 6.142%, (US0003M + 1.350%), 04/15/2034 | 1,606,747 | 0.6 |
250,000 | (1) | AIG CLO 2021-1A C, 6.565%, (US0003M + 1.750%), 04/22/2034 | 236,774 | 0.1 |
1,550,000 | (1) | Allegro CLO IV Ltd. 2016-1A CR2, 6.792%, (US0003M + 2.000%), 01/15/2030 | 1,502,734 | 0.5 |
500,000 | (1) | AMMC CLO 16 Ltd. 2015-16A CR2, 6.742%, (US0003M + 1.950%), 04/14/2029 | 491,003 | 0.2 |
400,000 | (1) | Apidos CLO XXIV 2016-24A BRR, 6.858%, (US0003M + 2.050%), 10/20/2030 | 385,673 | 0.1 |
300,000 | (1) | Ares XXVIIIR CLO Ltd. 2018-28RA A2, 6.192%, (US0003M + 1.400%), 10/17/2030 | 294,678 | 0.1 |
750,000 | (1) | Barings Clo Ltd. 2019-4A C, 7.592%, (US0003M + 2.800%), 01/15/2033 | 747,051 | 0.3 |
1,190,000 | (1) | BDS 2020-FL5 C Ltd., 6.647%, (TSFR1M + 2.050%), 02/16/2037 | 1,145,382 | 0.4 |
500,000 | (1) | BlueMountain CLO 2013-2A CR, 6.765%, (US0003M + 1.950%), 10/22/2030 | 475,206 | 0.2 |
250,000 | (1) | BlueMountain CLO Ltd. 2021-28A C, 6.792%, (US0003M + 2.000%), 04/15/2034 | 235,243 | 0.1 |
500,000 | (1) | BlueMountain CLO XXXI Ltd. 2021-31A A2, 6.198%, (US0003M + 1.400%), 04/19/2034 | 485,545 | 0.2 |
300,000 | (1) | Carlyle US Clo 2017-2A A2R Ltd., 6.408%, (US0003M + 1.600%), 07/20/2031 | 289,303 | 0.1 |
450,000 | (1) | Cedar Funding VIII Clo Ltd. 2017-8A A2R, 6.242%, (US0003M + 1.450%), 10/17/2034 | 436,990 | 0.2 |
750,000 | (1) | CIFC Funding 2013-IA BR Ltd., 7.192%, (US0003M + 2.400%), 07/16/2030 | 732,946 | 0.3 |
865,000 | (1) | CIFC Funding 2015-4A BR2 Ltd., 6.708%, (US0003M + 1.900%), 04/20/2034 | 823,644 | 0.3 |
367,102 | (2) | Citigroup Mortgage Loan Trust 2006-WF1 A2E, 4.643%, 03/25/2036 | 179,434 | 0.1 |
1,000,000 | (1) | Dryden 49 Senior Loan Fund 2017-49A CR, 6.845%, (US0003M + 2.050%), 07/18/2030 | 963,517 | 0.3 |
1,000,000 | (1) | Galaxy XV CLO Ltd. 2013-15A CRR, 6.642%, (US0003M + 1.850%), 10/15/2030 | 959,952 | 0.3 |
600,000 | (1) | Galaxy XXI CLO Ltd. 2015-21A CR, 6.558%, (US0003M + 1.750%), 04/20/2031 | 569,135 | 0.2 |
300,000 | (1) | Invesco US CLO 2023-1A A1R Ltd., 8.520%, (TSFR3M + 0.000%), 04/22/2035 | 300,750 | 0.1 |
Principal Amount† | | | Value | Percentage of Net Assets |
ASSET-BACKED SECURITIES: (continued) | |
| | United States: (continued) |
250,000 | (1) | Kayne CLO 10 Ltd. 2021-10A C, 6.565%, (US0003M + 1.750%), 04/23/2034 | $ | 236,023 | 0.1 |
400,000 | (1) | LCM XXIV Ltd. 24A CR, 6.708%, (US0003M + 1.900%), 03/20/2030 | 377,632 | 0.1 |
500,000 | (1) | Madison Park Funding XXXI Ltd. 2018-31A C, 6.965%, (US0003M + 2.150%), 01/23/2031 | 485,987 | 0.2 |
600,000 | (1) | MF1 2021-FL7 D Ltd., 7.020%, (US0001M + 2.550%), 10/16/2036 | 559,042 | 0.2 |
300,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-1 M2, 3.250%, 11/25/2058 | 284,540 | 0.1 |
300,000 | (1),(2) | Mill City Mortgage Loan Trust 2017-2 M2, 3.250%, 07/25/2059 | 275,247 | 0.1 |
1,100,000 | (1) | Neuberger Berman Loan Advisers CLO 30 Ltd. 2018-30A CR, 6.558%, (US0003M + 1.750%), 01/20/2031 | 1,048,115 | 0.4 |
600,000 | (1) | Neuberger Berman Loan Advisers Clo 40 Ltd. 2021-40A C, 6.542%, (US0003M + 1.750%), 04/16/2033 | 573,065 | 0.2 |
250,000 | (1) | Oak Hill Credit Partners 2021-8A C, 6.695%, (US0003M + 1.900%), 01/18/2034 | 239,463 | 0.1 |
1,000,000 | (1) | OCP CLO 2014-5 A BR Ltd., 6.622%, (US0003M + 1.800%), 04/26/2031 | 944,449 | 0.3 |
1,000,000 | (1) | Octagon Investment Partners XXI Ltd. 2014-1A BR3, 6.400%, (US0003M + 1.750%), 02/14/2031 | 951,167 | 0.3 |
1,000,000 | (1) | OHA Credit Partners VII Ltd. 2012-7A CR3, 6.475%, (US0003M + 1.800%), 02/20/2034 | 948,373 | 0.3 |
1,000,000 | (1) | Palmer Square CLO 2015-1A BR4 Ltd., 6.525%, (US0003M + 1.850%), 05/21/2034 | 951,163 | 0.3 |
1,000,000 | (1) | Recette Clo Ltd. 2015-1A CRR, 6.558%, (US0003M + 1.750%), 04/20/2034 | 935,686 | 0.3 |
650,000 | (1) | Shackleton 2019-15A CR CLO Ltd., 6.942%, (US0003M + 2.150%), 01/15/2032 | 623,398 | 0.2 |
1,000,000 | (1) | Sound Point Clo XV Ltd. 2017-1A CR, 6.865%, (US0003M + 2.050%), 01/23/2029 | 963,207 | 0.3 |
300,000 | (1) | Symphony CLO XXVI Ltd. 2021-26A CR, 6.808%, (US0003M + 2.000%), 04/20/2033 | 277,491 | 0.1 |
350,000 | (1) | TCI-Flatiron Clo 2018-1A CR Ltd., 6.552%, (US0003M + 1.750%), 01/29/2032 | 336,382 | 0.1 |
450,000 | (1) | TCW CLO 2021-1A C Ltd., 6.708%, (US0003M + 1.900%), 03/18/2034 | 424,930 | 0.2 |
600,000 | (1) | Venture XXVII CLO Ltd. 2017-27A CR, 7.108%, (US0003M + 2.300%), 07/20/2030 | 565,616 | 0.2 |
| | | 24,862,683 | 8.8 |
| | | | |
| Total Asset-Backed Securities | | |
| (Cost $28,802,643) | 27,770,554 | 9.8 |
| | | |
| | | Value | Percentage of Net Assets |
PURCHASED OPTIONS (11): 0.1% |
| Total Purchased Options | | |
| (Cost $330,965) | 222,121 | 0.1 |
| | | |
| Total Long-Term Investments | | |
| (Cost $298,011,191) | 278,080,618 | 97.9 |
| | | |
Principal Amount† | | | Value | Percentage of Net Assets |
SHORT-TERM INVESTMENTS: 8.0% |
| | Commercial Paper: 6.4% |
2,800,000 | | AT&T, Inc., 4.780%, 02/13/2023 | 2,795,240 | 1.0 |
1,000,000 | | Fiserv, Inc., 4.620%, 02/01/2023 | 999,873 | 0.3 |
3,500,000 | | Lowe's Cos, Inc., 4.600%, 02/01/2023 | 3,499,559 | 1.2 |
2,800,000 | | McKesson Corp., 4.660%, 02/03/2023 | 2,798,928 | 1.0 |
5,200,000 | | Sysco Corp., 4.620%, 02/01/2023 | 5,199,341 | 1.8 |
3,000,000 | | Tyson Foods, Inc., 4.600%, 02/01/2023 | 2,999,622 | 1.1 |
| | | |
| Total Commercial Paper | | |
| (Cost $18,294,864) | 18,292,563 | 6.4 |
| | | |
| | Repurchase Agreements: 1.3% |
1,000,000 | (12) | Bank of America Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $1,000,118, collateralized by various U.S. Government Agency Obligations, 0.010%-5.500%, Market Value plus accrued interest $1,020,000, due 02/25/32-09/01/61) | 1,000,000 | 0.3 |
Principal Amount† | | | Value | | Percentage of Net Assets |
SHORT-TERM INVESTMENTS: (continued) |
| | Repurchase Agreements (continued) |
1,000,000 | (12) | Citigroup, Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $1,000,118, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.686%, Market Value plus accrued interest $1,020,000, due 08/15/24-12/20/72) | $ | 1,000,000 | | 0.4 |
564,173 | (12) | Deutsche Bank Securities Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $564,239, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-7.250%, Market Value plus accrued interest $575,456, due 02/01/23-01/01/53) | 564,173 | | 0.2 |
1,000,000 | (12) | RBC Dominion Securities Inc., Repurchase Agreement dated 01/31/23, 4.30%, due 02/01/23 (Repurchase Amount $1,000,118, collateralized by various U.S. Government/U.S. Government Agency Obligations, 0.000%-6.000%, Market Value plus accrued interest $1,020,000, due 02/07/23-12/20/52) | 1,000,000 | | 0.4 |
| | | | |
| Total Repurchase Agreements | | | |
| (Cost $3,564,173) | 3,564,173 | | 1.3 |
| | | | |
Shares | | | Value | | Percentage of Net Assets |
| | Mutual Funds: 0.3% |
738,000 | (13) | Goldman Sachs Financial Square Government Fund - Institutional Shares, 4.230% | | | |
| | (Cost $738,000) | 738,000 | | 0.3 |
| | | | | |
| Total Short-Term Investments | | | |
| (Cost $22,597,037) | 22,594,736 | | 8.0 |
| | | | |
| Total Investments in Securities (Cost $320,608,228) | $ | 300,675,354 | | 105.9 |
| Liabilities in Excess of Other Assets | (16,650,003 | ) | (5.9) |
| Net Assets | $ | 284,025,351 | | 100.0 |
The following is a summary of the fair valuations according to the inputs used as of January 31, 2023 in valuing the assets and liabilities:
At January 31, 2023, the following forward foreign currency contracts were outstanding for Voya Global Bond Fund:
USD 2,321,727 | | CAD 3,158,250 | | BNP Paribas | | 02/03/23 | | $ | (51,930 | ) |
EUR 1,790,738 | | USD 1,942,070 | | BNP Paribas | | 02/03/23 | | | 4,841 | |
CAD 380,620 | | USD 283,623 | | BNP Paribas | | 02/03/23 | | | 2,441 | |
CAD 3,254,304 | | USD 2,432,148 | | BNP Paribas | | 02/03/23 | | | 13,701 | |
USD 2,426,115 | | NZD 3,880,373 | | BNP Paribas | | 02/03/23 | | | (82,184 | ) |
USD 422,355 | | MXN 8,172,083 | | BNP Paribas | | 03/03/23 | | | (9,550 | ) |
MXN 13,909,701 | | USD 727,694 | | BNP Paribas | | 03/03/23 | | | 7,451 | |
MXN 16,100,412 | | USD 844,213 | | BNP Paribas | | 03/03/23 | | | 6,714 | |
USD 2,205,000 | | BRL 11,475,614 | | BNP Paribas | | 03/03/23 | | | (44,703 | ) |
USD 2,234,763 | | AUD 3,163,201 | | BNP Paribas | | 03/17/23 | | | (24,993 | ) |
USD 2,677,697 | | GBP 2,170,541 | | BNP Paribas | | 03/17/23 | | | (10,306 | ) |
EUR 53,016,745 | | USD 57,717,104 | | BNP Paribas | | 03/17/23 | | | 690,088 | |
GBP 11,393,744 | | USD 14,045,479 | | BNP Paribas | | 03/17/23 | | | 64,563 | |
NZD 1,159,296 | | USD 736,016 | | Brown Brothers Harriman & Co. | | 02/03/23 | | | 13,361 | |
USD 276,907 | | JPY 36,563,198 | | Brown Brothers Harriman & Co. | | 02/03/23 | | | (4,028 | ) |
USD 721,844 | | DKK 4,946,164 | | Brown Brothers Harriman & Co. | | 02/03/23 | | | (8,724 | ) |
SGD 804,588 | | USD 605,824 | | Brown Brothers Harriman & Co. | | 03/03/23 | | | 6,941 | |
USD 330,157 | | CNY 2,228,560 | | Brown Brothers Harriman & Co. | | 03/03/23 | | | (486 | ) |
HKD 547,037 | | USD 70,168 | | Brown Brothers Harriman & Co. | | 03/03/23 | | | (297 | ) |
HUF 53,585,311 | | USD 144,531 | | Brown Brothers Harriman & Co. | | 03/10/23 | | | 2,673 | |
USD 12,597 | | ZAR 217,395 | | Brown Brothers Harriman & Co. | | 03/10/23 | | | 141 | |
DKK 4,946,164 | | USD 723,999 | | Brown Brothers Harriman & Co. | | 03/17/23 | | | 8,670 | |
USD 2,460,466 | | EUR 2,314,419 | | Citibank N.A. | | 02/03/23 | | | (55,796 | ) |
CAD 1,486,030 | | USD 1,105,944 | | Citibank N.A. | | 02/03/23 | | | 10,917 | |
CAD 2,962,095 | | USD 2,218,391 | | Citibank N.A. | | 02/03/23 | | | 7,841 | |
USD 677,192 | | NZD 1,044,817 | | Citibank N.A. | | 02/03/23 | | | 1,815 | |
USD 1,097,408 | | SEK 11,489,382 | | Citibank N.A. | | 02/03/23 | | | (14,843 | ) |
USD 1,161,347 | | JPY 154,367,228 | | Citibank N.A. | | 02/03/23 | | | (24,739 | ) |
USD 1,412,265 | | CHF 1,297,719 | | Citibank N.A. | | 02/03/23 | | | (15,840 | ) |
USD 2,179,366 | | EUR 2,053,742 | | Citibank N.A. | | 02/03/23 | | | (53,486 | ) |
EUR 648,184 | | USD 691,511 | | Citibank N.A. | | 02/03/23 | | | 13,202 | |
USD 1,325,158 | | NZD 2,087,804 | | Citibank N.A. | | 02/03/23 | | | (24,413 | ) |
USD 1,968,751 | | CHF 1,811,988 | | Citibank N.A. | | 02/03/23 | | | (10,681 | ) |
EUR 1,218,556 | | USD 1,327,417 | | Citibank N.A. | | 02/03/23 | | | (2,589 | ) |
EUR 614,563 | | USD 654,744 | | Citibank N.A. | | 02/03/23 | | | 13,416 | |
USD 777,248 | | GBP 645,751 | | Citibank N.A. | | 02/03/23 | | | (18,881 | ) |
USD 507,556 | | CAD 688,571 | | Citibank N.A. | | 02/03/23 | | | (9,956 | ) |
USD 4,230,711 | | BRL 22,479,840 | | Citibank N.A. | | 03/03/23 | | | (176,284 | ) |
USD 917,863 | | PEN 3,496,141 | | Citibank N.A. | | 03/03/23 | | | 10,828 | |
USD 112,000 | | BRL 580,416 | | Citibank N.A. | | 03/03/23 | | | (1,786 | ) |
ILS 1,073,195 | | USD 314,972 | | Citibank N.A. | | 03/10/23 | | | (3,705 | ) |
CHF 1,297,719 | | USD 1,418,657 | | Citibank N.A. | | 03/17/23 | | | 15,662 | |
SEK 11,489,382 | | USD 1,099,855 | | Citibank N.A. | | 03/17/23 | | | 14,865 | |
CAD 3,261,795 | | USD 2,396,352 | | Goldman Sachs International | | 02/03/23 | | | 55,127 | |
GBP 2,351,910 | | USD 2,820,199 | | Goldman Sachs International | | 02/03/23 | | | 79,408 | |
EUR 232,378 | | USD 245,927 | | Goldman Sachs International | | 02/03/23 | | | 6,717 | |
USD 362,777 | | JPY 47,354,698 | | Goldman Sachs International | | 02/03/23 | | | (1,074 | ) |
USD 2,555,324 | | NZD 3,993,692 | | Goldman Sachs International | | 02/03/23 | | | (26,225 | ) |
CHF 1,614,556 | | USD 1,751,278 | | Goldman Sachs International | | 02/03/23 | | | 12,478 | |
USD 2,138,546 | | CAD 2,861,214 | | Goldman Sachs International | | 02/03/23 | | | (11,867 | ) |
NZD 4,145,331 | | USD 2,619,620 | | Goldman Sachs International | | 02/03/23 | | | 59,949 | |
EUR 1,667,336 | | USD 1,778,014 | | Goldman Sachs International | | 02/03/23 | | | 34,733 | |
AUD 544,251 | | USD 374,883 | | Goldman Sachs International | | 02/03/23 | | | 9,291 | |
EUR 1,202,854 | | USD 1,303,850 | | Goldman Sachs International | | 02/03/23 | | | 3,907 | |
USD 314,929 | | CHF 290,388 | | Goldman Sachs International | | 02/03/23 | | | (2,294 | ) |
USD 2,259,852 | | JPY 289,335,667 | | Goldman Sachs International | | 02/03/23 | | | 36,733 | |
AUD 1,751,910 | | USD 1,212,154 | | Goldman Sachs International | | 02/03/23 | | | 24,480 | |
USD 829,992 | | CAD 1,119,097 | | Goldman Sachs International | | 02/03/23 | | | (11,091 | ) |
USD 1,726,550 | | EUR 1,636,929 | | Goldman Sachs International | | 02/03/23 | | | (53,137 | ) |
USD 359,273 | | CHF 330,818 | | Goldman Sachs International | | 02/03/23 | | | (2,116 | ) |
USD 4,561,465 | | CAD 6,107,779 | | Goldman Sachs International | | 02/03/23 | | | (28,980 | ) |
CAD 2,178,006 | | USD 1,628,196 | | Goldman Sachs International | | 02/03/23 | | | 8,735 | |
CAD 629,086 | | USD 469,924 | | Goldman Sachs International | | 02/03/23 | | | 2,880 | |
JPY 73,375,337 | | USD 558,312 | | Goldman Sachs International | | 02/03/23 | | | 5,470 | |
EUR 1,266,742 | | USD 1,335,795 | | Goldman Sachs International | | 02/03/23 | | | 41,422 | |
USD 2,225,349 | | BRL 11,416,595 | | Goldman Sachs International | | 03/03/23 | | | (12,784 | ) |
USD 1,028,687 | | MXN 19,447,495 | | Goldman Sachs International | | 03/03/23 | | | (10,786 | ) |
KRW 4,138,369,955 | | USD 3,326,557 | | HSBC Bank USA N.A. | | 03/10/23 | | | 33,104 | |
USD 321,091 | | JPY 41,294,099 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 3,807 | |
CAD 1,991,262 | | USD 1,490,722 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 5,858 | |
USD 515,539 | | GBP 421,240 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | $ | (3,797 | ) |
USD 1,286,946 | | NZD 2,018,435 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (17,784 | ) |
USD 1,842,858 | | CHF 1,704,942 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (19,636 | ) |
EUR 1,256,806 | | USD 1,361,172 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 5,242 | |
USD 1,244,703 | | AUD 1,807,776 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (31,365 | ) |
CHF 1,061,783 | | USD 1,152,127 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 7,775 | |
AUD 1,870,441 | | USD 1,294,818 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 25,483 | |
USD 1,845,784 | | CHF 1,724,040 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (37,573 | ) |
USD 7,133,506 | | CAD 9,510,694 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (22,772 | ) |
USD 1,637,518 | | CAD 2,208,653 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (22,448 | ) |
USD 2,755,746 | | EUR 2,587,592 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (57,513 | ) |
USD 1,967,865 | | EUR 1,834,368 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (26,481 | ) |
EUR 3,345,884 | | USD 3,578,875 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 58,809 | |
USD 2,028,562 | | EUR 1,870,680 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (5,263 | ) |
EUR 3,794,614 | | USD 4,122,364 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 3,184 | |
USD 288,182 | | CAD 394,059 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (7,982 | ) |
USD 465,823 | | NZD 746,246 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (16,555 | ) |
CHF 3,664,363 | | USD 3,928,766 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 74,218 | |
USD 2,633,048 | | AUD 3,775,728 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (32,153 | ) |
USD 2,842,358 | | GBP 2,355,728 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (61,956 | ) |
GBP 1,377,439 | | USD 1,700,119 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (1,911 | ) |
AUD 3,935,999 | | USD 2,657,200 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 121,132 | |
USD 391,916 | | GBP 328,748 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (13,388 | ) |
USD 3,878,545 | | EUR 3,591,102 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (25,742 | ) |
GBP 246,541 | | USD 304,926 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (972 | ) |
USD 1,250,742 | | EUR 1,145,640 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 5,189 | |
CAD 6,902,848 | | USD 5,045,195 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 142,804 | |
USD 1,615,903 | | NZD 2,491,970 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 5,077 | |
USD 946,515 | | EUR 887,597 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (18,491 | ) |
USD 1,965,769 | | CHF 1,814,477 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (16,382 | ) |
USD 1,645,288 | | EUR 1,544,382 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (33,781 | ) |
NZD 3,383,546 | | USD 2,147,821 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 39,326 | |
NOK 2,634,425 | | USD 265,566 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (1,627 | ) |
USD 1,222,285 | | NZD 1,943,937 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (34,289 | ) |
JPY 237,154,556 | | USD 1,799,216 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 22,968 | |
EUR 56,110,528 | | USD 59,613,334 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 1,390,677 | |
USD 3,566,039 | | CHF 3,280,199 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (17,281 | ) |
USD 235,910 | | EUR 217,078 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (100 | ) |
USD 1,055,176 | | NZD 1,630,744 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (4,726 | ) |
CHF 1,852,505 | | USD 2,026,901 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (3,208 | ) |
USD 332,501 | | JPY 43,769,890 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (3,807 | ) |
USD 1,508,770 | | GBP 1,237,259 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (16,614 | ) |
CHF 1,754,736 | | USD 1,910,749 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | 6,141 | |
CHF 1,741,936 | | USD 1,903,424 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (518 | ) |
USD 1,792,319 | | CAD 2,405,575 | | Morgan Stanley Capital Services LLC | | 02/03/23 | | | (15,648 | ) |
MXN 12,857,098 | | USD 664,274 | | Morgan Stanley Capital Services LLC | | 03/03/23 | | | 15,241 | |
PLN 2,478,659 | | USD 566,812 | | Morgan Stanley Capital Services LLC | | 03/10/23 | | | 3,919 | |
CZK 5,112,536 | | USD 230,377 | | Morgan Stanley Capital Services LLC | | 03/10/23 | | | 2,898 | |
CAD 3,113,252 | | USD 2,340,891 | | Morgan Stanley Capital Services LLC | | 03/17/23 | | | 2,252 | |
CAD 9,510,694 | | USD 7,135,307 | | Morgan Stanley Capital Services LLC | | 03/17/23 | | | 22,776 | |
EUR 1,903,350 | | USD 2,075,010 | | Morgan Stanley Capital Services LLC | | 03/17/23 | | | 21,861 | |
USD 4,619,005 | | AUD 6,552,612 | | Standard Chartered Bank | | 02/03/23 | | | (54,655 | ) |
JPY 4,663,671,339 | | USD 34,220,357 | | Standard Chartered Bank | | 02/03/23 | | | 1,613,107 | |
DKK 4,946,164 | | USD 706,635 | | Standard Chartered Bank | | 02/03/23 | | | 16,251 | |
NZD 630,389 | | USD 407,361 | | Standard Chartered Bank | | 02/03/23 | | | 2,360 | |
USD 300,239 | | NZD 473,051 | | Standard Chartered Bank | | 02/03/23 | | | (5,544 | ) |
USD 382,858 | | AUD 542,371 | | Standard Chartered Bank | | 02/03/23 | | | 11 | |
SEK 11,489,382 | | USD 1,106,868 | | Standard Chartered Bank | | 02/03/23 | | | (8,147 | ) |
CLP 153,647,743 | | USD 181,875 | | Standard Chartered Bank | | 03/03/23 | | | 10,319 | |
USD 585,129 | | THB 19,410,294 | | Standard Chartered Bank | | 03/03/23 | | | (4,551 | ) |
AUD 6,552,612 | | USD 4,626,504 | | Standard Chartered Bank | | 03/17/23 | | | 54,610 | |
USD 407,494 | | NZD 630,389 | | Standard Chartered Bank | | 03/17/23 | | | (2,372 | ) |
USD 1,340,033 | | AUD 1,987,775 | | State Street Bank and Trust Co. | | 02/03/23 | | | (63,093 | ) |
GBP 9,028,792 | | USD 10,973,073 | | State Street Bank and Trust Co. | | 02/03/23 | | | 158,283 | |
CHF 3,147,616 | | USD 3,390,002 | | State Street Bank and Trust Co. | | 02/03/23 | | | 48,483 | |
AUD 3,342,002 | | USD 2,241,232 | | State Street Bank and Trust Co. | | 02/03/23 | | | 117,811 | |
EUR 544,537 | | USD 579,732 | | State Street Bank and Trust Co. | | 02/03/23 | | | 12,295 | |
AUD 3,852,210 | | USD 2,588,777 | | State Street Bank and Trust Co. | | 02/03/23 | | | 130,410 | |
USD 1,787,305 | | CHF 1,658,750 | | State Street Bank and Trust Co. | | 02/03/23 | | | (24,730 | ) |
USD 1,412,517 | | JPY 186,152,925 | | State Street Bank and Trust Co. | | 02/03/23 | | | (17,795 | ) |
USD 364,099 | | CAD 496,067 | | State Street Bank and Trust Co. | | 02/03/23 | | $ | (8,732 | ) |
AUD 7,324 | | USD 5,145 | | State Street Bank and Trust Co. | | 02/03/23 | | | 25 | |
JPY 11,538,066 | | USD 87,786 | | State Street Bank and Trust Co. | | 02/03/23 | | | 867 | |
AUD 2,066,558 | | USD 1,377,923 | | State Street Bank and Trust Co. | | 02/03/23 | | | 80,813 | |
NZD 2,110,451 | | USD 1,316,955 | | State Street Bank and Trust Co. | | 02/03/23 | | | 47,254 | |
USD 1,578,198 | | GBP 1,310,905 | | State Street Bank and Trust Co. | | 02/03/23 | | | (37,981 | ) |
CAD 2,269,266 | | USD 1,676,468 | | State Street Bank and Trust Co. | | 02/03/23 | | | 29,052 | |
USD 2,624,202 | | AUD 3,858,856 | | State Street Bank and Trust Co. | | 02/03/23 | | | (99,676 | ) |
CHF 1,948,995 | | USD 2,106,019 | | State Street Bank and Trust Co. | | 02/03/23 | | | 23,082 | |
GBP 1,219,228 | | USD 1,469,684 | | State Street Bank and Trust Co. | | 02/03/23 | | | 33,470 | |
CAD 2,991,208 | | USD 2,212,935 | | State Street Bank and Trust Co. | | 02/03/23 | | | 35,178 | |
USD 2,108,286 | | CHF 1,949,761 | | State Street Bank and Trust Co. | | 02/03/23 | | | (21,651 | ) |
USD 1,328,614 | | NZD 2,116,098 | | State Street Bank and Trust Co. | | 02/03/23 | | | (39,246 | ) |
GBP 1,294,639 | | USD 1,559,070 | | State Street Bank and Trust Co. | | 02/03/23 | | | 37,055 | |
USD 2,115,807 | | CHF 1,947,386 | | State Street Bank and Trust Co. | | 02/03/23 | | | (11,535 | ) |
EUR 1,074,670 | | USD 1,146,864 | | State Street Bank and Trust Co. | | 02/03/23 | | | 21,530 | |
AUD 3,805,349 | | USD 2,595,369 | | State Street Bank and Trust Co. | | 02/03/23 | | | 90,740 | |
USD 428,827 | | NZD 686,245 | | State Street Bank and Trust Co. | | 02/03/23 | | | (14,766 | ) |
JPY 31,614,706 | | USD 242,675 | | State Street Bank and Trust Co. | | 02/03/23 | | | 238 | |
USD 914,637 | | GBP 737,659 | | State Street Bank and Trust Co. | | 02/03/23 | | | 5,196 | |
MXN 13,505,829 | | USD 709,220 | | State Street Bank and Trust Co. | | 03/03/23 | | | 4,580 | |
MXN 16,467,349 | | USD 870,234 | | State Street Bank and Trust Co. | | 03/03/23 | | | 86 | |
USD 702,496 | | MXN 13,333,809 | | State Street Bank and Trust Co. | | 03/03/23 | | | (2,213 | ) |
USD 1,425,667 | | MXN 27,562,515 | | State Street Bank and Trust Co. | | 03/03/23 | | | (31,047 | ) |
MXN 13,861,252 | | USD 725,029 | | State Street Bank and Trust Co. | | 03/03/23 | | | 7,556 | |
AUD 3,160,650 | | USD 2,234,763 | | State Street Bank and Trust Co. | | 03/17/23 | | | 23,170 | |
| | | | | | | | $ | 3,094,294 | |
At January 31, 2023, the following futures contracts were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following centrally cleared credit default swaps were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following centrally cleared interest rate swaps were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following OTC volatility swaps were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following OTC purchased foreign currency dual digital options were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following OTC purchased foreign currency options were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following OTC written foreign currency options were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following OTC written interest rate swaptions were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following OTC purchased forward premium swaptions were outstanding for Voya Global Bond Fund:
At January 31, 2023, the following OTC written forward premium swaptions were outstanding for Voya Global Bond Fund:
At January 31, 2023, 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: