Shares
|
|
Description
|
Value ($)
|
|
|
COMMON STOCKS — 97.1%
|
|
|
|
Basic Materials — 2.7%
|
|
14,016
|
|
CF Industries Holdings, Inc.
|
972,991
|
99,319
|
|
Dow, Inc.
|
5,289,730
|
102,553
|
|
DuPont de Nemours, Inc.
|
7,326,387
|
28,135
|
|
Eastman Chemical Co.
|
2,355,462
|
82,507
|
|
International Paper Co.
|
2,624,548
|
24,652
|
|
Mosaic Co.
|
862,820
|
44,476
|
|
Newmont Corp.
|
1,897,346
|
15,739
|
|
Nucor Corp.
|
2,580,881
|
20,368
|
|
Steel Dynamics, Inc.
|
2,218,686
|
|
|
|
26,128,851
|
|
|
Communications — 16.6%
|
|
79,868
|
|
Airbnb, Inc. Class A*
|
10,235,883
|
55,299
|
|
Alphabet, Inc. Class A*
|
6,619,290
|
145,263
|
|
Alphabet, Inc. Class C*
|
17,572,465
|
236,509
|
|
Amazon.com, Inc. *
|
30,831,313
|
169,526
|
|
AT&T, Inc.
|
2,703,940
|
259
|
|
Booking Holdings, Inc. *
|
699,385
|
5,325
|
|
Charter Communications, Inc. Class A*
|
1,956,245
|
147,900
|
|
Cisco Systems, Inc.
|
7,652,346
|
255,752
|
|
Comcast Corp. Class A
|
10,626,496
|
18,833
|
|
eBay, Inc.
|
841,647
|
30,654
|
|
Fox Corp. Class A
|
1,042,236
|
19,213
|
|
Liberty Global PLC Class C*
|
341,415
|
2,717
|
|
MercadoLibre, Inc. *
|
3,218,558
|
32,852
|
|
Meta Platforms, Inc. Class A*
|
9,427,867
|
23,400
|
|
Motorola Solutions, Inc.
|
6,862,752
|
41,969
|
|
Netflix, Inc. *
|
18,486,925
|
42,151
|
|
T-Mobile U.S., Inc. *
|
5,854,774
|
14,800
|
|
Trade Desk, Inc. Class A*
|
1,142,856
|
103,292
|
|
Uber Technologies, Inc. *
|
4,459,116
|
189,000
|
|
Verizon Communications, Inc.
|
7,028,910
|
108,609
|
|
Walt Disney Co. *
|
9,696,611
|
|
|
|
157,301,030
|
|
|
Consumer, Cyclical — 10.5%
|
|
35,356
|
|
Alaska Air Group, Inc. *
|
1,880,232
|
17,781
|
|
Autoliv, Inc.
|
1,512,096
|
827
|
|
AutoZone, Inc. *
|
2,062,009
|
24,212
|
|
Best Buy Co., Inc.
|
1,984,174
|
606
|
|
Chipotle Mexican Grill, Inc. *
|
1,296,234
|
7,426
|
|
Costco Wholesale Corp.
|
3,998,010
|
11,600
|
|
Darden Restaurants, Inc.
|
1,938,128
|
85,208
|
|
Delta Air Lines, Inc.
|
4,050,788
|
31,245
|
|
Dollar General Corp.
|
5,304,776
|
46,000
|
|
Dollar Tree, Inc. *
|
6,601,000
|
132,189
|
|
Dr Ing hc F Porsche AG ADR
|
1,640,333
|
3,162
|
|
Ferguson PLC
|
497,414
|
Shares
|
|
Description
|
Value ($)
|
|
|
Consumer, Cyclical — continued
|
|
85,594
|
|
General Motors Co.
|
3,300,505
|
7,522
|
|
Home Depot, Inc.
|
2,336,634
|
5,224
|
|
Lennar Corp. Class A
|
654,620
|
6,566
|
|
Lithia Motors, Inc. Class A
|
1,996,786
|
22,533
|
|
LKQ Corp.
|
1,312,998
|
46,678
|
|
Lowe's Cos., Inc.
|
10,535,225
|
8,290
|
|
Lululemon Athletica, Inc. *
|
3,137,765
|
27,807
|
|
LVMH Moet Hennessy Louis Vuitton SE ADR
|
5,251,074
|
20,825
|
|
Magna International, Inc. (a)
|
1,175,363
|
14,319
|
|
Marriott International, Inc. Class A
|
2,630,257
|
13,910
|
|
Mobileye Global, Inc. Class A*(a)
|
534,422
|
49,456
|
|
NIKE, Inc. Class B
|
5,458,459
|
426
|
|
NVR, Inc. *
|
2,705,364
|
1,558
|
|
O'Reilly Automotive, Inc. *
|
1,488,358
|
26,777
|
|
PulteGroup, Inc.
|
2,080,037
|
19,750
|
|
Tapestry, Inc.
|
845,300
|
6,980
|
|
Target Corp.
|
920,662
|
37,508
|
|
Tesla, Inc. *
|
9,818,469
|
111,952
|
|
TJX Cos., Inc.
|
9,492,410
|
2,772
|
|
Ulta Beauty, Inc. *
|
1,304,489
|
|
|
|
99,744,391
|
|
|
Consumer, Non-cyclical — 20.9%
|
|
65,886
|
|
Abbott Laboratories
|
7,182,892
|
135,900
|
|
Adyen NV ADR*
|
2,349,711
|
7,078
|
|
Align Technology, Inc. *
|
2,503,064
|
152,312
|
|
Altria Group, Inc.
|
6,899,734
|
16,930
|
|
Amgen, Inc.
|
3,758,799
|
89,300
|
|
Archer-Daniels-Midland Co.
|
6,747,508
|
57,740
|
|
AstraZeneca PLC ADR
|
4,132,452
|
201,653
|
|
Baxter International, Inc.
|
9,187,311
|
39,219
|
|
Bristol-Myers Squibb Co.
|
2,508,055
|
50,068
|
|
Cardinal Health, Inc.
|
4,734,931
|
36,241
|
|
Cigna Group
|
10,169,225
|
243,979
|
|
Conagra Brands, Inc.
|
8,226,972
|
156,833
|
|
CVS Health Corp.
|
10,841,865
|
51,039
|
|
DENTSPLY SIRONA, Inc.
|
2,042,581
|
18,458
|
|
Dexcom, Inc. *
|
2,372,038
|
13,340
|
|
Eli Lilly & Co.
|
6,256,193
|
60,570
|
|
Exelixis, Inc. *
|
1,157,493
|
10,327
|
|
Gartner, Inc. *
|
3,617,651
|
52,737
|
|
Global Payments, Inc.
|
5,195,649
|
70,810
|
|
GSK PLC ADR
|
2,523,668
|
4,127
|
|
HCA Healthcare, Inc.
|
1,252,462
|
81,356
|
|
Hologic, Inc. *
|
6,587,395
|
26,177
|
|
Illumina, Inc. *
|
4,907,926
|
13,489
|
|
Ingredion, Inc.
|
1,429,160
|
8,480
|
|
Intuitive Surgical, Inc. *
|
2,899,651
|
16,651
|
|
Jazz Pharmaceuticals PLC *
|
2,064,225
|
Shares
|
|
Description
|
Value ($)
|
|
|
Consumer, Non-cyclical — continued
|
|
64,641
|
|
Johnson & Johnson
|
10,699,378
|
107,002
|
|
Kroger Co.
|
5,029,094
|
24,867
|
|
L'Oreal SA ADR(a)
|
2,320,588
|
3,797
|
|
McKesson Corp.
|
1,622,496
|
26,864
|
|
Medtronic PLC
|
2,366,718
|
59,800
|
|
Merck & Co., Inc.
|
6,900,322
|
2,541
|
|
Moody's Corp.
|
883,557
|
25,198
|
|
Novo Nordisk AS ADR
|
4,077,792
|
32,930
|
|
Organon & Co.
|
685,273
|
113,087
|
|
PayPal Holdings, Inc. *
|
7,546,296
|
52,428
|
|
Pfizer, Inc.
|
1,923,059
|
16,186
|
|
Quest Diagnostics, Inc.
|
2,275,104
|
6,743
|
|
S&P Global, Inc.
|
2,703,201
|
10,592
|
|
Thermo Fisher Scientific, Inc.
|
5,526,376
|
52,936
|
|
Tyson Foods, Inc. Class A
|
2,701,853
|
20,771
|
|
UnitedHealth Group, Inc.
|
9,983,373
|
1,072
|
|
Verisk Analytics, Inc.
|
242,304
|
7,031
|
|
Vertex Pharmaceuticals, Inc. *
|
2,474,279
|
118,970
|
|
Viatris, Inc.
|
1,187,321
|
28,204
|
|
Zoetis, Inc.
|
4,857,011
|
|
|
|
197,554,006
|
|
|
Energy — 4.0%
|
|
49,477
|
|
APA Corp.
|
1,690,629
|
92,258
|
|
BP PLC ADR
|
3,255,785
|
30,664
|
|
Canadian Natural Resources Ltd.
|
1,725,157
|
13,700
|
|
Chevron Corp.
|
2,155,695
|
100,441
|
|
ConocoPhillips
|
10,406,692
|
82,611
|
|
Coterra Energy, Inc.
|
2,090,058
|
33,574
|
|
Devon Energy Corp.
|
1,622,967
|
148,029
|
|
Marathon Oil Corp.
|
3,407,628
|
54,599
|
|
Marathon Petroleum Corp.
|
6,366,243
|
20,041
|
|
Schlumberger NV
|
984,414
|
42,413
|
|
Shell PLC ADR
|
2,560,897
|
18,276
|
|
Valero Energy Corp.
|
2,143,775
|
|
|
|
38,409,940
|
|
|
Financial — 14.4%
|
|
50,802
|
|
AerCap Holdings NV *
|
3,226,943
|
57,601
|
|
Allstate Corp.
|
6,280,813
|
5,801
|
|
American Express Co.
|
1,010,534
|
229,387
|
|
American International Group, Inc.
|
13,198,928
|
10,710
|
|
American Tower Corp. REIT
|
2,077,097
|
62,785
|
|
Bank of America Corp.
|
1,801,302
|
79,577
|
|
Bank of New York Mellon Corp.
|
3,542,768
|
11,481
|
|
Berkshire Hathaway, Inc. Class B*
|
3,915,021
|
6,329
|
|
Capital One Financial Corp.
|
692,203
|
35,144
|
|
Charles Schwab Corp.
|
1,991,962
|
136,146
|
|
Citigroup, Inc.
|
6,268,162
|
Shares
|
|
Description
|
Value ($)
|
|
|
Financial — continued
|
|
32,309
|
|
Discover Financial Services
|
3,775,307
|
161,044
|
|
Equitable Holdings, Inc.
|
4,373,955
|
110,600
|
|
Equity Residential REIT
|
7,296,282
|
26,505
|
|
Hartford Financial Services Group, Inc.
|
1,908,890
|
227,713
|
|
Host Hotels & Resorts, Inc. REIT
|
3,832,410
|
15,810
|
|
Howard Hughes Corp. *
|
1,247,725
|
25,490
|
|
JPMorgan Chase & Co.
|
3,707,266
|
38,319
|
|
Mastercard, Inc. Class A
|
15,070,863
|
6,495
|
|
MetLife, Inc.
|
367,162
|
5,941
|
|
Morgan Stanley
|
507,361
|
203,585
|
|
New York Community Bancorp, Inc.
|
2,288,295
|
20,989
|
|
Principal Financial Group, Inc.
|
1,591,806
|
10,629
|
|
Reinsurance Group of America, Inc.
|
1,474,136
|
19,074
|
|
Simon Property Group, Inc. REIT
|
2,202,666
|
19,697
|
|
State Street Corp.
|
1,441,426
|
108,221
|
|
Synchrony Financial
|
3,670,856
|
184,100
|
|
Truist Financial Corp.
|
5,587,435
|
186,400
|
|
U.S. Bancorp
|
6,158,656
|
64,159
|
|
Visa, Inc. Class A
|
15,236,479
|
100,561
|
|
Wells Fargo & Co.
|
4,291,944
|
110,634
|
|
Weyerhaeuser Co. REIT
|
3,707,345
|
10,196
|
|
Willis Towers Watson PLC
|
2,401,158
|
|
|
|
136,145,156
|
|
|
Industrial — 5.9%
|
|
28,133
|
|
3M Co.
|
2,815,832
|
47,889
|
|
Builders FirstSource, Inc. *
|
6,512,904
|
47,205
|
|
CH Robinson Worldwide, Inc.
|
4,453,792
|
5,759
|
|
Chart Industries, Inc. *(a)
|
920,231
|
36,232
|
|
Crown Holdings, Inc. (a)
|
3,147,474
|
47,597
|
|
Dover Corp.
|
7,027,697
|
10,505
|
|
Expeditors International of Washington, Inc.
|
1,272,471
|
12,954
|
|
FedEx Corp.
|
3,211,296
|
34,399
|
|
Honeywell International, Inc.
|
7,137,792
|
1,322
|
|
Lockheed Martin Corp.
|
608,622
|
38,078
|
|
Masco Corp.
|
2,184,916
|
15,000
|
|
Northrop Grumman Corp.
|
6,837,000
|
69,289
|
|
Raytheon Technologies Corp.
|
6,787,550
|
6,472
|
|
Stanley Black & Decker, Inc.
|
606,491
|
65,585
|
|
Vontier Corp.
|
2,112,493
|
|
|
|
55,636,561
|
|
|
Technology — 20.4%
|
|
24,238
|
|
Accenture PLC Class A
|
7,479,362
|
29,458
|
|
Adobe, Inc. *
|
14,404,667
|
55,571
|
|
Advanced Micro Devices, Inc. *
|
6,330,093
|
74,393
|
|
Apple, Inc.
|
14,430,010
|
3,365
|
|
ASML Holding NV ADR NYRS
|
2,438,784
|
25,774
|
|
Autodesk, Inc. *
|
5,273,618
|
Shares
|
|
Description
|
Value ($)
|
|
|
Technology — continued
|
|
13,682
|
|
Broadcom, Inc.
|
11,868,177
|
8,958
|
|
Cadence Design Systems, Inc. *
|
2,100,830
|
114,255
|
|
Cognizant Technology Solutions Corp. Class A
|
7,458,566
|
9,178
|
|
Crowdstrike Holdings, Inc. Class A*
|
1,347,973
|
19,163
|
|
Dell Technologies, Inc. Class C
|
1,036,910
|
43,915
|
|
DocuSign, Inc. *
|
2,243,617
|
6,155
|
|
Fair Isaac Corp. *
|
4,980,688
|
120,152
|
|
Fidelity National Information Services, Inc.
|
6,572,314
|
94,318
|
|
HP, Inc.
|
2,896,506
|
12,324
|
|
KLA Corp.
|
5,977,386
|
54,982
|
|
Micron Technology, Inc.
|
3,469,914
|
82,358
|
|
Microsoft Corp.
|
28,046,193
|
3,421
|
|
MongoDB, Inc. *
|
1,405,997
|
40,727
|
|
NVIDIA Corp.
|
17,228,336
|
72,500
|
|
Oracle Corp.
|
8,634,025
|
57,535
|
|
Salesforce, Inc. *
|
12,154,844
|
23,542
|
|
Seagate Technology Holdings PLC
|
1,456,544
|
25,570
|
|
ServiceNow, Inc. *
|
14,369,573
|
15,218
|
|
Snowflake, Inc. Class A*
|
2,678,064
|
25,706
|
|
Teradyne, Inc.
|
2,861,849
|
16,790
|
|
Workday, Inc. Class A*
|
3,792,693
|
|
|
|
192,937,533
|
|
|
Utilities — 1.7%
|
|
134,836
|
|
Edison International
|
9,364,360
|
61,841
|
|
FirstEnergy Corp.
|
2,404,378
|
80,550
|
|
NRG Energy, Inc.
|
3,011,764
|
40,444
|
|
UGI Corp.
|
1,090,775
|
|
|
|
15,871,277
|
|
|
TOTAL COMMON STOCKS (COST $798,589,451)
|
919,728,745
|
Par Value ($)
|
|
Description
|
Value ($)
|
|
|
Short-Term Investment — 0.1%
|
|
|
|
Mutual Fund - Securities Lending Collateral — 0.1%
|
|
787,310
|
|
State Street Institutional U.S. Government Money Market Fund Premier Class,
5.03%(b)(c)
|
787,310
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $787,310)
|
787,310
|
|
|
TOTAL INVESTMENTS — 97.2%
(Cost $799,376,761)
|
920,516,055
|
|
|
Other Assets and Liabilities (net) — 2.8%
|
26,544,833
|
|
|
NET ASSETS — 100.0%
|
$947,060,888
|
|
Notes to Schedule of Investments:
|
*
|
Non-income producing security.
|
(a)
|
All or a portion of this security is out on loan.
|
(b)
|
The rate disclosed is the 7-day net yield as of June 30, 2023.
|
(c)
|
Represents an investment of securities lending cash collateral.
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
Buys
|
|
|
|
|
57
|
S&P 500 E-mini Index
|
Sep 2023
|
$12,791,513
|
$399,760
|
3
|
S&P Mid 400 E-mini Index
|
Sep 2023
|
793,230
|
22,809
|
|
|
|
|
$422,569
|
Abbreviations
|
||
ADR
|
—
|
American Depository Receipt
|
NYRS
|
—
|
New York Registry Shares
|
REIT
|
—
|
Real Estate Investment Trust
|
Asset Class Summary (Unaudited)
|
% of Net Assets
|
Common Stocks
|
97.1
|
Futures Contracts
|
0.0*
|
Short-Term Investment
|
0.1
|
Other Assets and Liabilities (net)
|
2.8
|
|
100.0%
|
*
|
Amount rounds to zero.
|
Shares
|
|
Description
|
Value ($)
|
|
|
COMMON STOCKS — 98.5%
|
|
|
|
Basic Materials — 2.6%
|
|
98,826
|
|
ATI, Inc. *
|
4,371,074
|
42,800
|
|
Chemours Co.
|
1,578,892
|
17,400
|
|
Eastman Chemical Co.
|
1,456,728
|
257,761
|
|
Element Solutions, Inc.
|
4,949,011
|
40,682
|
|
FMC Corp.
|
4,244,760
|
80,900
|
|
Huntsman Corp.
|
2,185,918
|
20,900
|
|
Ingevity Corp. *
|
1,215,544
|
39,900
|
|
Koppers Holdings, Inc.
|
1,360,590
|
46,900
|
|
Mativ Holdings, Inc.
|
709,128
|
48,900
|
|
Mosaic Co.
|
1,711,500
|
22,179
|
|
Quaker Chemical Corp.
|
4,322,687
|
22,600
|
|
Reliance Steel & Aluminum Co.
|
6,137,934
|
51,621
|
|
RPM International, Inc.
|
4,631,952
|
39,300
|
|
Steel Dynamics, Inc.
|
4,280,949
|
18,800
|
|
Trinseo PLC
|
238,196
|
81,300
|
|
Tronox Holdings PLC, Class A
|
1,033,323
|
|
|
|
44,428,186
|
|
|
Communications — 2.6%
|
|
47,900
|
|
AMC Networks, Inc. Class A*
|
572,405
|
8,600
|
|
Cable One, Inc.
|
5,650,888
|
96,447
|
|
Ciena Corp. *
|
4,098,033
|
109,921
|
|
ePlus, Inc. *
|
6,188,552
|
34,528
|
|
F5, Inc. *
|
5,050,065
|
120,712
|
|
Liberty Latin America Ltd. Class A*
|
1,056,230
|
77,747
|
|
Liberty Latin America Ltd. Class C*
|
670,179
|
125,300
|
|
Lumen Technologies, Inc. (a)
|
283,178
|
17,400
|
|
Nexstar Media Group, Inc. Class A
|
2,897,970
|
21,960
|
|
Nice Ltd. ADR*(a)
|
4,534,740
|
48,550
|
|
Okta, Inc. *
|
3,366,943
|
9,700
|
|
Preformed Line Products Co.
|
1,514,170
|
210,309
|
|
TripAdvisor, Inc. *
|
3,467,996
|
107,961
|
|
Yelp, Inc. Class A*
|
3,930,860
|
|
|
|
43,282,209
|
|
|
Consumer, Cyclical — 17.0%
|
|
26,688
|
|
Advance Auto Parts, Inc.
|
1,876,166
|
53,700
|
|
Alaska Air Group, Inc. *
|
2,855,766
|
62,800
|
|
Allison Transmission Holdings, Inc.
|
3,545,688
|
133,400
|
|
American Axle & Manufacturing Holdings, Inc. *
|
1,103,218
|
309,413
|
|
BJ's Wholesale Club Holdings, Inc. *
|
19,496,113
|
89,400
|
|
Bloomin' Brands, Inc.
|
2,403,966
|
67,900
|
|
BorgWarner, Inc.
|
3,320,989
|
46,015
|
|
BRP, Inc. (a)
|
3,892,869
|
29,300
|
|
Brunswick Corp.
|
2,538,552
|
23,556
|
|
Burlington Stores, Inc. *
|
3,707,479
|
40,700
|
|
Capri Holdings Ltd. *
|
1,460,723
|
44,664
|
|
Carter's, Inc.
|
3,242,606
|
Shares
|
|
Description
|
Value ($)
|
|
|
Consumer, Cyclical — continued
|
|
14,054
|
|
Casey's General Stores, Inc.
|
3,427,490
|
21,085
|
|
Cavco Industries, Inc. *
|
6,220,075
|
42,640
|
|
Churchill Downs, Inc.
|
5,934,209
|
35,067
|
|
Columbia Sportswear Co.
|
2,708,575
|
50,915
|
|
Core & Main, Inc. Class A*
|
1,595,676
|
15,300
|
|
Crocs, Inc. *
|
1,720,332
|
22,650
|
|
Deckers Outdoor Corp. *
|
11,951,499
|
13,200
|
|
Dick's Sporting Goods, Inc.
|
1,744,908
|
45,962
|
|
Dorman Products, Inc. *
|
3,623,184
|
84,979
|
|
Five Below, Inc. *
|
16,701,773
|
49,900
|
|
Foot Locker, Inc. (a)
|
1,352,789
|
23,500
|
|
Genesco, Inc. *
|
588,440
|
118,335
|
|
Gentex Corp.
|
3,462,482
|
52,191
|
|
Gentherm, Inc. *
|
2,949,313
|
33,600
|
|
GMS, Inc. *
|
2,325,120
|
102,000
|
|
Goodyear Tire & Rubber Co. *
|
1,395,360
|
11,500
|
|
Group 1 Automotive, Inc.
|
2,968,150
|
20,000
|
|
Guess?, Inc.
|
389,000
|
51,900
|
|
Harley-Davidson, Inc.
|
1,827,399
|
47,600
|
|
Haverty Furniture Cos., Inc.
|
1,438,472
|
33,000
|
|
Hibbett, Inc.
|
1,197,570
|
4,400
|
|
Johnson Outdoors, Inc. Class A
|
270,380
|
47,700
|
|
Kohl's Corp.
|
1,099,485
|
61,300
|
|
La-Z-Boy, Inc.
|
1,755,632
|
272,079
|
|
Leslie's, Inc. *(a)
|
2,554,822
|
58,239
|
|
Light & Wonder, Inc. *
|
4,004,514
|
37,655
|
|
Lithia Motors, Inc. Class A
|
11,451,262
|
186,507
|
|
LKQ Corp.
|
10,867,763
|
94,700
|
|
Macy's, Inc.
|
1,519,935
|
80,700
|
|
MillerKnoll, Inc.
|
1,192,746
|
40,100
|
|
Movado Group, Inc.
|
1,075,883
|
17,798
|
|
MSC Industrial Direct Co., Inc. Class A
|
1,695,793
|
21,192
|
|
Murphy USA, Inc.
|
6,593,043
|
21,000
|
|
Nu Skin Enterprises, Inc. Class A
|
697,200
|
39,500
|
|
ODP Corp. *
|
1,849,390
|
41,187
|
|
Planet Fitness, Inc. Class A*
|
2,777,651
|
76,388
|
|
Polaris, Inc.
|
9,237,601
|
21,815
|
|
Pool Corp.
|
8,172,772
|
43,500
|
|
PulteGroup, Inc.
|
3,379,080
|
29,500
|
|
PVH Corp.
|
2,506,615
|
109,000
|
|
Qurate Retail, Inc. Series A*
|
107,888
|
124,451
|
|
Red Rock Resorts, Inc. Class A
|
5,821,818
|
81,900
|
|
Sally Beauty Holdings, Inc. *
|
1,011,465
|
82,464
|
|
Savers Value Village, Inc. *
|
1,954,397
|
36,400
|
|
ScanSource, Inc. *
|
1,075,984
|
26,156
|
|
SiteOne Landscape Supply, Inc. *
|
4,377,468
|
63,763
|
|
Skechers USA, Inc. Class A*
|
3,357,760
|
19,800
|
|
Sonic Automotive, Inc. Class A
|
943,866
|
156,410
|
|
Tapestry, Inc.
|
6,694,348
|
Shares
|
|
Description
|
Value ($)
|
|
|
Consumer, Cyclical — continued
|
|
165,660
|
|
Texas Roadhouse, Inc. Class A
|
18,600,305
|
15,000
|
|
Thor Industries, Inc.
|
1,552,500
|
47,400
|
|
Toll Brothers, Inc.
|
3,747,918
|
114,289
|
|
Topgolf Callaway Brands Corp. *
|
2,268,637
|
105,600
|
|
Tri Pointe Homes, Inc. *
|
3,470,016
|
46,250
|
|
UniFirst Corp.
|
7,169,213
|
56,300
|
|
United Airlines Holdings, Inc. *
|
3,089,181
|
28,922
|
|
Univar Solutions, Inc. *
|
1,036,564
|
14,280
|
|
Vail Resorts, Inc.
|
3,595,133
|
13,900
|
|
Veritiv Corp.
|
1,745,979
|
31,158
|
|
Visteon Corp. *
|
4,474,600
|
91,297
|
|
Wabash National Corp.
|
2,340,855
|
32,940
|
|
WESCO International, Inc.
|
5,898,236
|
21,200
|
|
Whirlpool Corp.
|
3,154,348
|
13,300
|
|
Williams-Sonoma, Inc.
|
1,664,362
|
37,200
|
|
Winnebago Industries, Inc.
|
2,480,868
|
|
|
|
289,301,227
|
|
|
Consumer, Non-cyclical — 23.1%
|
|
96,779
|
|
Acadia Healthcare Co., Inc. *
|
7,707,480
|
157,500
|
|
ACCO Brands Corp.
|
820,575
|
137,700
|
|
Albertsons Cos., Inc. Class A
|
3,004,614
|
524,001
|
|
Alight, Inc. Class A*
|
4,841,769
|
31,730
|
|
Apellis Pharmaceuticals, Inc. *
|
2,890,603
|
72,608
|
|
Ascendis Pharma AS ADR*
|
6,480,264
|
175,670
|
|
Avantor, Inc. *
|
3,608,262
|
32,937
|
|
Avery Dennison Corp.
|
5,658,577
|
56,434
|
|
Axonics, Inc. *
|
2,848,224
|
79,652
|
|
Azenta, Inc. *
|
3,718,155
|
135,706
|
|
Bausch & Lomb Corp. *
|
2,723,619
|
24,651
|
|
Bio-Rad Laboratories, Inc. Class A*
|
9,345,687
|
91,500
|
|
Booz Allen Hamilton Holding Corp. Class A
|
10,211,400
|
89,537
|
|
Bright Horizons Family Solutions, Inc. *
|
8,277,696
|
27,900
|
|
Bunge Ltd.
|
2,632,365
|
52,113
|
|
Catalent, Inc. *
|
2,259,620
|
108,200
|
|
Conagra Brands, Inc.
|
3,648,504
|
43,862
|
|
CONMED Corp.
|
5,960,407
|
553,534
|
|
CoreCivic, Inc. *
|
5,208,755
|
29,400
|
|
DaVita, Inc. *
|
2,953,818
|
60,000
|
|
Deluxe Corp.
|
1,048,800
|
73,613
|
|
Driven Brands Holdings, Inc. *
|
1,991,968
|
368,617
|
|
Dun & Bradstreet Holdings, Inc.
|
4,264,899
|
22,100
|
|
Emergent BioSolutions, Inc. *
|
162,435
|
87,198
|
|
Envista Holdings Corp. *
|
2,950,780
|
107,168
|
|
EVERTEC, Inc.
|
3,946,997
|
43,804
|
|
Exact Sciences Corp. *
|
4,113,196
|
77,000
|
|
Exelixis, Inc. *
|
1,471,470
|
24,940
|
|
FleetCor Technologies, Inc. *
|
6,261,935
|
140,210
|
|
Flywire Corp. *
|
4,352,118
|
Shares
|
|
Description
|
Value ($)
|
|
|
Consumer, Non-cyclical — continued
|
|
20,335
|
|
FTI Consulting, Inc. *
|
3,867,717
|
71,624
|
|
Globus Medical, Inc. Class A*
|
4,264,493
|
24,994
|
|
Grand Canyon Education, Inc. *
|
2,579,631
|
59,700
|
|
H&R Block, Inc.
|
1,902,639
|
100,833
|
|
Halozyme Therapeutics, Inc. *
|
3,637,046
|
35,260
|
|
HealthEquity, Inc. *
|
2,226,316
|
40,700
|
|
Herbalife Ltd. *
|
538,868
|
59,970
|
|
Hologic, Inc. *
|
4,855,771
|
35,480
|
|
ICON PLC ADR*
|
8,877,096
|
26,400
|
|
Incyte Corp. *
|
1,643,400
|
54,805
|
|
Ingles Markets, Inc. Class A
|
4,529,633
|
39,200
|
|
Ingredion, Inc.
|
4,153,240
|
27,140
|
|
Inspire Medical Systems, Inc. *
|
8,810,730
|
28,111
|
|
Insulet Corp. *
|
8,105,526
|
57,048
|
|
Integer Holdings Corp. *
|
5,055,023
|
82,134
|
|
Intra-Cellular Therapies, Inc. *
|
5,200,725
|
247,100
|
|
Ironwood Pharmaceuticals, Inc. Class A*
|
2,629,144
|
77,135
|
|
Jazz Pharmaceuticals PLC *
|
9,562,426
|
115,621
|
|
Krispy Kreme, Inc. (a)
|
1,703,097
|
26,989
|
|
Lancaster Colony Corp.
|
5,427,218
|
56,410
|
|
Lantheus Holdings, Inc. *
|
4,733,927
|
54,840
|
|
Legend Biotech Corp. ADR*
|
3,785,605
|
36,181
|
|
LivaNova PLC *
|
1,860,789
|
33,000
|
|
ManpowerGroup, Inc.
|
2,620,200
|
23,750
|
|
MarketAxess Holdings, Inc.
|
6,208,725
|
49,440
|
|
Masimo Corp. *
|
8,135,352
|
12,857
|
|
Molina Healthcare, Inc. *
|
3,873,043
|
138,421
|
|
Molson Coors Beverage Co. Class B
|
9,113,639
|
76,006
|
|
Natera, Inc. *
|
3,698,452
|
106,502
|
|
Neurocrine Biosciences, Inc. *
|
10,043,139
|
137,590
|
|
Option Care Health, Inc. *
|
4,470,299
|
217,229
|
|
Paragon 28, Inc. *
|
3,853,643
|
91,689
|
|
Patterson Cos., Inc.
|
3,049,576
|
76,740
|
|
Paylocity Holding Corp. *
|
14,160,832
|
87,217
|
|
Pediatrix Medical Group, Inc. *
|
1,239,354
|
91,200
|
|
Perdoceo Education Corp. *
|
1,119,024
|
150,646
|
|
Performance Food Group Co. *
|
9,074,915
|
78,535
|
|
Premier, Inc. Class A
|
2,172,278
|
25,700
|
|
Prestige Consumer Healthcare, Inc. *
|
1,527,351
|
60,300
|
|
PROG Holdings, Inc. *
|
1,936,836
|
50,911
|
|
PTC Therapeutics, Inc. *
|
2,070,550
|
71,200
|
|
Quanex Building Products Corp.
|
1,911,720
|
12,100
|
|
Quest Diagnostics, Inc.
|
1,700,776
|
30,240
|
|
RB Global, Inc.
|
1,814,400
|
22,020
|
|
Repligen Corp. *
|
3,114,949
|
184,471
|
|
Rocket Pharmaceuticals, Inc. *
|
3,665,439
|
272,627
|
|
Roivant Sciences Ltd. *
|
2,748,080
|
23,790
|
|
Sarepta Therapeutics, Inc. *
|
2,724,431
|
70,300
|
|
Select Medical Holdings Corp.
|
2,239,758
|
Shares
|
|
Description
|
Value ($)
|
|
|
Consumer, Non-cyclical — continued
|
|
99,426
|
|
Simply Good Foods Co. *
|
3,637,997
|
41,700
|
|
SpartanNash Co.
|
938,667
|
74,000
|
|
Sprouts Farmers Market, Inc. *
|
2,718,020
|
75,080
|
|
TransUnion
|
5,881,016
|
31,800
|
|
United Therapeutics Corp. *
|
7,019,850
|
22,800
|
|
Universal Health Services, Inc. Class B
|
3,597,156
|
61,200
|
|
Upbound Group, Inc.
|
1,905,156
|
67,785
|
|
Ventyx Biosciences, Inc. *
|
2,223,348
|
77,466
|
|
Vericel Corp. *
|
2,910,398
|
58,460
|
|
Viad Corp. *
|
1,571,405
|
198,700
|
|
Viatris, Inc.
|
1,983,026
|
67,212
|
|
WEX, Inc. *
|
12,237,289
|
211,165
|
|
WillScot Mobile Mini Holdings Corp. *
|
10,091,575
|
118,921
|
|
Xencor, Inc. *
|
2,969,457
|
|
|
|
393,286,173
|
|
|
Energy — 4.3%
|
|
98,000
|
|
APA Corp.
|
3,348,660
|
53,211
|
|
California Resources Corp.
|
2,409,926
|
253,722
|
|
ChampionX Corp.
|
7,875,531
|
18,476
|
|
Chesapeake Energy Corp. (a)
|
1,546,072
|
19,026
|
|
Chord Energy Corp.
|
2,926,199
|
18,100
|
|
Civitas Resources, Inc.
|
1,255,597
|
43,160
|
|
Diamondback Energy, Inc.
|
5,669,498
|
105,410
|
|
HF Sinclair Corp.
|
4,702,340
|
324,549
|
|
Magnolia Oil & Gas Corp. Class A
|
6,783,074
|
216,900
|
|
Marathon Oil Corp.
|
4,993,038
|
127,385
|
|
Matador Resources Co.
|
6,664,783
|
183,609
|
|
NOV, Inc.
|
2,945,088
|
207,759
|
|
Ovintiv, Inc.
|
7,909,385
|
12,600
|
|
PBF Energy, Inc. Class A
|
514,520
|
32,300
|
|
PDC Energy, Inc.
|
2,297,822
|
466,311
|
|
Permian Resources Corp. Class A
|
5,110,769
|
174,697
|
|
ProPetro Holding Corp. *
|
1,439,503
|
143,211
|
|
SM Energy Co.
|
4,529,764
|
10,298
|
|
Vitesse Energy, Inc.
|
230,675
|
|
|
|
73,152,244
|
|
|
Financial — 15.3%
|
|
61,839
|
|
Agree Realty Corp. REIT
|
4,043,652
|
61,500
|
|
Ally Financial, Inc.
|
1,661,115
|
81,800
|
|
American Assets Trust, Inc. REIT
|
1,570,560
|
74,915
|
|
American Equity Investment Life Holding Co.
|
3,903,821
|
21,900
|
|
American Financial Group, Inc.
|
2,600,625
|
44,750
|
|
Annaly Capital Management, Inc. REIT
|
895,448
|
128,400
|
|
Apple Hospitality REIT, Inc. REIT
|
1,940,124
|
107,300
|
|
Ares Capital Corp.
|
2,016,167
|
155,400
|
|
Associated Banc-Corp.
|
2,522,142
|
114,814
|
|
Atlantic Union Bankshares Corp. (a)
|
2,979,423
|
Shares
|
|
Description
|
Value ($)
|
|
|
Financial — continued
|
|
116,222
|
|
Axis Capital Holdings Ltd.
|
6,256,230
|
57,442
|
|
Axos Financial, Inc. *
|
2,265,512
|
35,400
|
|
Bank of NT Butterfield & Son Ltd.
|
968,544
|
373,616
|
|
Braemar Hotels & Resorts, Inc. REIT
|
1,501,936
|
177,700
|
|
Brandywine Realty Trust REIT
|
826,305
|
80,900
|
|
Brixmor Property Group, Inc. REIT
|
1,779,800
|
6,897
|
|
C&F Financial Corp.
|
370,369
|
329,213
|
|
Cannae Holdings, Inc. *
|
6,653,395
|
65,200
|
|
Cathay General Bancorp
|
2,098,788
|
99,300
|
|
Chimera Investment Corp. REIT (a)
|
572,961
|
50,200
|
|
Citizens Financial Group, Inc.
|
1,309,216
|
154,000
|
|
City Office REIT, Inc. REIT
|
857,780
|
69,107
|
|
CNA Financial Corp.
|
2,668,912
|
157,800
|
|
CNO Financial Group, Inc.
|
3,735,126
|
51,500
|
|
Comerica, Inc.
|
2,181,540
|
195,449
|
|
Easterly Government Properties, Inc. REIT Class A(a)
|
2,834,011
|
24,723
|
|
EastGroup Properties, Inc. REIT
|
4,291,913
|
71,700
|
|
EPR Properties REIT
|
3,355,560
|
77,200
|
|
Equitable Holdings, Inc.
|
2,096,752
|
35,100
|
|
Essent Group Ltd.
|
1,642,680
|
3,678
|
|
F&G Annuities & Life, Inc. (a)
|
91,141
|
166,640
|
|
Fidelity National Financial, Inc.
|
5,999,040
|
131,800
|
|
Fifth Third Bancorp
|
3,454,478
|
35,500
|
|
Financial Institutions, Inc.
|
558,770
|
33,000
|
|
First American Financial Corp.
|
1,881,660
|
78,400
|
|
First Busey Corp.
|
1,575,840
|
2,295
|
|
First Citizens BancShares, Inc. Class A
|
2,945,518
|
111,700
|
|
First Commonwealth Financial Corp.
|
1,413,005
|
134,300
|
|
FNB Corp.
|
1,536,392
|
209,166
|
|
Franklin Street Properties Corp. REIT Class C
|
303,291
|
152,993
|
|
FS KKR Capital Corp. (a)
|
2,934,406
|
912,540
|
|
Genworth Financial, Inc. Class A*
|
4,562,700
|
79,126
|
|
Glacier Bancorp, Inc.
|
2,466,357
|
123,600
|
|
Global Net Lease, Inc. REIT
|
1,270,608
|
44,642
|
|
Hamilton Lane, Inc. Class A
|
3,570,467
|
38,500
|
|
Hancock Whitney Corp.
|
1,477,630
|
79,956
|
|
Hanmi Financial Corp.
|
1,193,743
|
32,800
|
|
Heritage Insurance Holdings, Inc. *
|
126,280
|
138,200
|
|
Hope Bancorp, Inc.
|
1,163,644
|
86,500
|
|
Horizon Bancorp, Inc.
|
900,465
|
175,400
|
|
Host Hotels & Resorts, Inc. REIT
|
2,951,982
|
85,700
|
|
Independent Bank Corp.
|
1,453,472
|
64,000
|
|
Industrial Logistics Properties Trust REIT
|
211,200
|
87,500
|
|
Jefferies Financial Group, Inc.
|
2,902,375
|
159,800
|
|
KeyCorp
|
1,476,552
|
35,805
|
|
Kinsale Capital Group, Inc.
|
13,398,231
|
71,600
|
|
Kite Realty Group Trust REIT
|
1,599,544
|
37,700
|
|
Lincoln National Corp.
|
971,152
|
24,433
|
|
LPL Financial Holdings, Inc.
|
5,312,467
|
Shares
|
|
Description
|
Value ($)
|
|
|
Financial — continued
|
|
7,450
|
|
McGrath RentCorp
|
688,976
|
200,100
|
|
Medical Properties Trust, Inc. REIT (a)
|
1,852,926
|
176,200
|
|
MGIC Investment Corp.
|
2,782,198
|
72,024
|
|
National Storage Affiliates Trust REIT
|
2,508,596
|
139,500
|
|
Navient Corp.
|
2,591,910
|
179,000
|
|
Necessity Retail REIT, Inc. REIT
|
1,210,040
|
199,800
|
|
New Mountain Finance Corp. (a)
|
2,485,512
|
185,497
|
|
New York Community Bancorp, Inc.
|
2,084,986
|
253,266
|
|
Newmark Group, Inc. Class A
|
1,575,315
|
115,087
|
|
NMI Holdings, Inc. Class A*
|
2,971,546
|
74,941
|
|
Oaktree Specialty Lending Corp.
|
1,456,104
|
81,808
|
|
OceanFirst Financial Corp.
|
1,277,841
|
55,083
|
|
Office Properties Income Trust REIT
|
424,139
|
90,400
|
|
OFG Bancorp
|
2,357,632
|
46,100
|
|
Omega Healthcare Investors, Inc. REIT
|
1,414,809
|
26,400
|
|
OneMain Holdings, Inc.
|
1,153,416
|
209,079
|
|
Physicians Realty Trust REIT
|
2,925,015
|
195,700
|
|
Piedmont Office Realty Trust, Inc. REIT Class A
|
1,422,739
|
77,156
|
|
Pinnacle Financial Partners, Inc.
|
4,370,887
|
36,568
|
|
Piper Sandler Cos.,
|
4,726,780
|
25,500
|
|
Popular, Inc.
|
1,543,260
|
218,157
|
|
Radian Group, Inc.
|
5,515,009
|
156,700
|
|
Redwood Trust, Inc. REIT (a)
|
998,179
|
141,100
|
|
Regions Financial Corp.
|
2,514,402
|
28,819
|
|
Reinsurance Group of America, Inc.
|
3,996,907
|
117,600
|
|
Sabra Health Care REIT, Inc. REIT
|
1,384,152
|
33,500
|
|
Sandy Spring Bancorp, Inc.
|
759,780
|
153,100
|
|
Service Properties Trust REIT
|
1,330,439
|
73,987
|
|
StepStone Group, Inc. Class A
|
1,835,617
|
58,225
|
|
Stifel Financial Corp.
|
3,474,286
|
295,739
|
|
Summit Hotel Properties, Inc. REIT
|
1,925,261
|
78,738
|
|
Sun Communities, Inc. REIT
|
10,272,160
|
56,200
|
|
Synchrony Financial
|
1,906,304
|
147,000
|
|
Tanger Factory Outlet Centers, Inc. REIT
|
3,244,290
|
172,600
|
|
Uniti Group, Inc. REIT
|
797,412
|
22,700
|
|
Universal Insurance Holdings, Inc.
|
350,261
|
77,500
|
|
Unum Group
|
3,696,750
|
154,900
|
|
Valley National Bancorp
|
1,200,475
|
81,700
|
|
Veritex Holdings, Inc.
|
1,464,881
|
59,300
|
|
Victory Capital Holdings, Inc. Class A
|
1,870,322
|
122,799
|
|
Voya Financial, Inc.
|
8,805,916
|
129,900
|
|
Western Union Co.
|
1,523,727
|
7,316
|
|
White Mountains Insurance Group Ltd.
|
10,161,266
|
51,683
|
|
Wintrust Financial Corp.
|
3,753,219
|
77,100
|
|
Zions Bancorp NA
|
2,070,906
|
|
|
|
260,779,365
|
|
|
Government — 0.1%
|
|
68,600
|
|
Banco Latinoamericano de Comercio Exterior SA
|
1,513,316
|
Shares
|
|
Description
|
Value ($)
|
|
|
Industrial — 20.5%
|
|
17,900
|
|
Acuity Brands, Inc.
|
2,919,132
|
43,010
|
|
Advanced Energy Industries, Inc.
|
4,793,464
|
42,800
|
|
AGCO Corp.
|
5,624,776
|
430,000
|
|
Air Transport Services Group, Inc. *
|
8,114,100
|
42,100
|
|
Apogee Enterprises, Inc.
|
1,998,487
|
23,256
|
|
AptarGroup, Inc.
|
2,694,440
|
18,100
|
|
ArcBest Corp.
|
1,788,280
|
97,039
|
|
Argan, Inc.
|
3,824,307
|
71,716
|
|
Armstrong World Industries, Inc.
|
5,268,257
|
26,450
|
|
Arrow Electronics, Inc. *
|
3,788,433
|
142,510
|
|
Atkore, Inc. *
|
22,223,009
|
41,481
|
|
Axon Enterprise, Inc. *
|
8,093,773
|
118,872
|
|
AZEK Co., Inc. *
|
3,600,633
|
51,800
|
|
Berry Global Group, Inc.
|
3,332,812
|
21,600
|
|
Boise Cascade Co.
|
1,951,560
|
89,910
|
|
Builders FirstSource, Inc. *
|
12,227,760
|
111,585
|
|
Cognex Corp.
|
6,250,992
|
50,997
|
|
Coherent Corp. *(a)
|
2,599,827
|
89,422
|
|
Columbus McKinnon Corp.
|
3,635,004
|
48,503
|
|
Comfort Systems USA, Inc.
|
7,964,193
|
36,500
|
|
Covenant Logistics Group, Inc. Class A
|
1,599,795
|
39,777
|
|
Eagle Materials, Inc.
|
7,415,228
|
37,870
|
|
Encore Wire Corp.
|
7,041,169
|
47,746
|
|
Exponent, Inc.
|
4,455,657
|
91,372
|
|
Federal Signal Corp.
|
5,850,549
|
134,600
|
|
Flex Ltd. *
|
3,720,344
|
21,924
|
|
Forward Air Corp.
|
2,326,356
|
215,242
|
|
Gates Industrial Corp. PLC *
|
2,901,462
|
76,914
|
|
Gibraltar Industries, Inc. *
|
4,839,429
|
33,500
|
|
Greif, Inc. Class A
|
2,307,815
|
31,100
|
|
HEICO Corp.
|
5,502,834
|
191,058
|
|
Hexcel Corp.
|
14,524,229
|
31,100
|
|
Hillenbrand, Inc.
|
1,594,808
|
24,378
|
|
Hubbell, Inc. Class B
|
8,082,770
|
6,400
|
|
Huntington Ingalls Industries, Inc.
|
1,456,640
|
41,020
|
|
IDEX Corp.
|
8,829,965
|
70,254
|
|
Ingersoll Rand, Inc.
|
4,591,801
|
45,238
|
|
ITT, Inc.
|
4,216,634
|
53,500
|
|
Jabil, Inc.
|
5,774,255
|
62,143
|
|
Lincoln Electric Holdings, Inc.
|
12,343,464
|
22,100
|
|
Louisiana-Pacific Corp.
|
1,657,058
|
32,616
|
|
MasTec, Inc. *
|
3,847,710
|
154,761
|
|
MDU Resources Group, Inc.
|
3,240,695
|
20,725
|
|
Middleby Corp. *
|
3,063,777
|
72,305
|
|
Modine Manufacturing Co. *
|
2,387,511
|
14,700
|
|
Mohawk Industries, Inc. *
|
1,516,452
|
31,900
|
|
Moog, Inc. Class A
|
3,458,917
|
37,300
|
|
Mueller Industries, Inc.
|
3,255,544
|
95,398
|
|
Napco Security Technologies, Inc. (a)
|
3,305,541
|
Shares
|
|
Description
|
Value ($)
|
|
|
Industrial — continued
|
|
27,549
|
|
Nordson Corp.
|
6,837,111
|
64,000
|
|
O-I Glass, Inc. *
|
1,365,120
|
38,200
|
|
Owens Corning
|
4,985,100
|
66,000
|
|
Primoris Services Corp.
|
2,011,020
|
42,493
|
|
RBC Bearings, Inc. *
|
9,240,953
|
27,400
|
|
Ryder System, Inc.
|
2,323,246
|
29,900
|
|
Ryerson Holding Corp.
|
1,297,062
|
23,350
|
|
Saia, Inc. *
|
7,995,273
|
38,000
|
|
Sanmina Corp. *
|
2,290,260
|
126,773
|
|
Schneider National, Inc. Class B
|
3,640,921
|
31,600
|
|
Silgan Holdings, Inc.
|
1,481,724
|
12,200
|
|
Snap-on, Inc.
|
3,515,918
|
108,305
|
|
TD SYNNEX Corp.
|
10,180,670
|
32,509
|
|
Tetra Tech, Inc.
|
5,323,024
|
82,100
|
|
Textron, Inc.
|
5,552,423
|
18,700
|
|
Timken Co.
|
1,711,611
|
48,380
|
|
Toro Co.
|
4,917,827
|
58,987
|
|
TriMas Corp.
|
1,621,553
|
64,448
|
|
Trimble, Inc. *
|
3,411,877
|
81,767
|
|
Universal Logistics Holdings, Inc.
|
2,355,707
|
13,035
|
|
Valmont Industries, Inc.
|
3,793,837
|
120,700
|
|
Vishay Intertechnology, Inc.
|
3,548,580
|
190,636
|
|
Vontier Corp.
|
6,140,386
|
58,900
|
|
Westrock Co.
|
1,712,223
|
142,003
|
|
World Kinect Corp.
|
2,936,622
|
|
|
|
347,991,696
|
|
|
Technology — 11.2%
|
|
188,018
|
|
ACI Worldwide, Inc. *
|
4,356,377
|
58,284
|
|
Allegro MicroSystems, Inc. *
|
2,630,940
|
23,600
|
|
Amdocs Ltd.
|
2,332,860
|
136,400
|
|
Amkor Technology, Inc.
|
4,057,900
|
151,903
|
|
Box, Inc. Class A*
|
4,462,910
|
36,900
|
|
CSG Systems International, Inc.
|
1,946,106
|
55,280
|
|
CyberArk Software Ltd. *
|
8,641,922
|
16,500
|
|
Diodes, Inc. *
|
1,526,085
|
36,800
|
|
Donnelley Financial Solutions, Inc. *
|
1,675,504
|
19,800
|
|
Dropbox, Inc. Class A*
|
529,571
|
81,517
|
|
DXC Technology Co. *
|
2,178,134
|
89,450
|
|
Dynatrace, Inc. *
|
4,603,992
|
20,400
|
|
Ebix, Inc.
|
514,080
|
58,455
|
|
Entegris, Inc.
|
6,477,983
|
93,986
|
|
Evolent Health, Inc. Class A*
|
2,847,776
|
5,728
|
|
Fair Isaac Corp. *
|
4,635,155
|
108,950
|
|
Genpact Ltd.
|
4,093,252
|
30,111
|
|
Globant SA *
|
5,411,549
|
22,428
|
|
HubSpot, Inc. *
|
11,933,715
|
39,320
|
|
Impinj, Inc. *
|
3,525,038
|
16,699
|
|
IPG Photonics Corp. *
|
2,268,058
|
Shares
|
|
Description
|
Value ($)
|
|
|
Technology — continued
|
|
88,768
|
|
KBR, Inc.
|
5,775,246
|
75,250
|
|
Lumentum Holdings, Inc. *(a)
|
4,268,933
|
46,780
|
|
MACOM Technology Solutions Holdings, Inc. *
|
3,065,493
|
43,419
|
|
Manhattan Associates, Inc. *
|
8,678,590
|
6,812
|
|
Monolithic Power Systems, Inc.
|
3,680,047
|
228,222
|
|
NCR Corp. *
|
5,751,194
|
37,458
|
|
Nova Ltd. *(a)
|
4,393,823
|
114,853
|
|
PagerDuty, Inc. *
|
2,581,895
|
63,442
|
|
Parsons Corp. *
|
3,054,098
|
78,100
|
|
Photronics, Inc. *
|
2,014,199
|
76,200
|
|
Playtika Holding Corp. *
|
883,920
|
49,139
|
|
Power Integrations, Inc.
|
4,651,989
|
85,754
|
|
Privia Health Group, Inc. *
|
2,239,037
|
31,930
|
|
PTC, Inc. *
|
4,543,639
|
231,891
|
|
Pure Storage, Inc. Class A*
|
8,538,227
|
3,300
|
|
Qorvo, Inc. *
|
336,699
|
57,272
|
|
Rapid7, Inc. *
|
2,593,276
|
16,200
|
|
Seagate Technology Holdings PLC
|
1,002,294
|
55,758
|
|
Silicon Laboratories, Inc. *
|
8,795,267
|
20,500
|
|
Skyworks Solutions, Inc.
|
2,269,145
|
103,300
|
|
SMART Global Holdings, Inc. *
|
2,996,733
|
75,760
|
|
Smartsheet, Inc. Class A*
|
2,898,578
|
112,900
|
|
Tenable Holdings, Inc. *
|
4,916,795
|
38,080
|
|
Teradyne, Inc.
|
4,239,446
|
10,769
|
|
Tyler Technologies, Inc. *
|
4,484,965
|
80,033
|
|
Verra Mobility Corp. Class A*
|
1,578,251
|
36,655
|
|
Workiva, Inc. *
|
3,726,347
|
107,700
|
|
Xerox Holdings Corp.
|
1,603,653
|
15,894
|
|
Zebra Technologies Corp. Class A*
|
4,701,922
|
|
|
|
190,912,608
|
|
|
Utilities — 1.8%
|
|
44,082
|
|
IDACORP, Inc.
|
4,522,813
|
24,700
|
|
National Fuel Gas Co.
|
1,268,592
|
65,783
|
|
NorthWestern Corp.
|
3,733,843
|
94,200
|
|
NRG Energy, Inc.
|
3,522,138
|
74,107
|
|
Portland General Electric Co.
|
3,470,431
|
62,638
|
|
Southwest Gas Holdings, Inc.
|
3,986,909
|
359,910
|
|
Vistra Corp.
|
9,447,637
|
|
|
|
29,952,363
|
|
|
TOTAL COMMON STOCKS (COST $1,495,259,455)
|
1,674,599,387
|
Par Value ($)
|
|
Description
|
Value ($)
|
|
|
Short-Term Investment — 0.2%
|
|
|
|
Mutual Fund - Securities Lending Collateral — 0.2%
|
|
3,254,346
|
|
State Street Institutional U.S. Government Money Market Fund Premier Class,
5.03%(b)(c)
|
3,254,346
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $3,254,346)
|
3,254,346
|
|
|
TOTAL INVESTMENTS — 98.7%
(Cost $1,498,513,801)
|
1,677,853,733
|
|
|
Other Assets and Liabilities (net) — 1.3%
|
22,744,253
|
|
|
NET ASSETS — 100.0%
|
$1,700,597,986
|
|
Notes to Schedule of Investments:
|
*
|
Non-income producing security.
|
(a)
|
All or a portion of this security is out on loan.
|
(b)
|
The rate disclosed is the 7-day net yield as of June 30, 2023.
|
(c)
|
Represents an investment of securities lending cash collateral.
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
Buys
|
|
|
|
|
277
|
Russell 2000 E-mini Index
|
Sep 2023
|
$26,366,245
|
$155,125
|
87
|
S&P Mid 400 E-mini Index
|
Sep 2023
|
23,003,670
|
661,454
|
|
|
|
|
$816,579
|
Abbreviations
|
||
ADR
|
—
|
American Depository Receipt
|
REIT
|
—
|
Real Estate Investment Trust
|
Asset Class Summary (Unaudited)
|
% of Net Assets
|
Common Stocks
|
98.5
|
Futures Contracts
|
0.0*
|
Short-Term Investment
|
0.2
|
Other Assets and Liabilities (net)
|
1.3
|
|
100.0%
|
*
|
Amount rounds to zero.
|
Shares
|
|
Description
|
Value ($)
|
|
|
COMMON STOCKS — 96.2%
|
|
|
|
Australia — 3.7%
|
|
18,783
|
|
Ansell Ltd.
|
335,702
|
416,900
|
|
ANZ Group Holdings Ltd.
|
6,605,957
|
36,960
|
|
Aristocrat Leisure Ltd.
|
956,342
|
2,046,501
|
|
Aurizon Holdings Ltd.
|
5,355,737
|
681,000
|
|
Bank of Queensland Ltd.(a)
|
2,502,160
|
2,331,500
|
|
Beach Energy Ltd.
|
2,106,304
|
180,500
|
|
BHP Group Ltd.
|
5,381,540
|
464,742
|
|
BlueScope Steel Ltd.
|
6,406,753
|
254,532
|
|
Brambles Ltd.
|
2,447,974
|
88,773
|
|
Coles Group Ltd.
|
1,090,247
|
225,700
|
|
Elders Ltd.
|
994,511
|
194,900
|
|
Fortescue Metals Group Ltd.(a)
|
2,900,466
|
1,792,960
|
|
Glencore PLC
|
10,181,455
|
1,558,600
|
|
Harvey Norman Holdings Ltd.(a)
|
3,628,240
|
1,256,900
|
|
Helia Group Ltd.
|
2,901,295
|
408,800
|
|
Inghams Group Ltd.
|
716,781
|
86,000
|
|
JB Hi-Fi Ltd.(a)
|
2,512,881
|
1,489,800
|
|
Metcash Ltd.
|
3,741,489
|
1,454,500
|
|
Mirvac Group REIT
|
2,197,419
|
1,557,010
|
|
NEXTDC Ltd.*
|
13,122,319
|
72,922
|
|
Origin Energy Ltd.
|
407,331
|
78,500
|
|
Orora Ltd.
|
173,096
|
810,700
|
|
Perenti Ltd.*(a)
|
554,518
|
91,147
|
|
Qantas Airways Ltd.*
|
377,672
|
220,492
|
|
Rio Tinto Ltd.
|
16,955,990
|
90,636
|
|
Rio Tinto PLC
|
5,764,188
|
111,058
|
|
Rio Tinto PLC, ADR
|
7,089,943
|
1,011,400
|
|
Stockland REIT
|
2,725,601
|
662,097
|
|
Super Retail Group Ltd.
|
5,065,594
|
509,094
|
|
Treasury Wine Estates Ltd.
|
3,822,250
|
56,133
|
|
Viva Energy Group Ltd. 144A
|
113,007
|
222,222
|
|
Whitehaven Coal Ltd.
|
997,577
|
690,619
|
|
Woodside Energy Group Ltd.
|
15,981,746
|
130,193
|
|
Woolworths Group Ltd.
|
3,451,872
|
|
|
|
139,565,957
|
|
|
Austria — 0.4%
|
|
18,231
|
|
ams-OSRAM AG*
|
131,335
|
5,427
|
|
BAWAG Group AG* 144A
|
250,558
|
20,339
|
|
Erste Group Bank AG
|
714,048
|
145,742
|
|
OMV AG
|
6,174,218
|
9,905
|
|
Raiffeisen Bank International AG*
|
157,294
|
233,450
|
|
Wienerberger AG
|
7,148,605
|
|
|
|
14,576,058
|
|
|
Belgium — 0.4%
|
|
66,300
|
|
Ageas SA
|
2,686,606
|
177,164
|
|
Anheuser-Busch InBev SA
|
10,032,058
|
Shares
|
|
Description
|
Value ($)
|
|
|
Belgium — continued
|
|
21,907
|
|
Proximus SADP
|
163,218
|
34,200
|
|
Solvay SA
|
3,829,613
|
|
|
|
16,711,495
|
|
|
Brazil — 1.1%
|
|
1,219,100
|
|
Petroleo Brasileiro SA
|
8,364,886
|
242,278
|
|
Petroleo Brasileiro SA, ADR
|
3,350,705
|
732,427
|
|
Petroleo Brasileiro SA, Preferred ADR
|
9,060,122
|
430,900
|
|
Vale SA
|
5,736,401
|
147,652
|
|
Wheaton Precious Metals Corp.
|
6,392,581
|
217,206
|
|
Yara International ASA
|
7,683,728
|
|
|
|
40,588,423
|
|
|
Canada — 2.0%
|
|
136,811
|
|
Agnico Eagle Mines Ltd.
|
6,839,258
|
231,410
|
|
Canadian Pacific Kansas City Ltd.(a)
|
18,712,163
|
20,100
|
|
Canadian Tire Corp. Ltd. Class A (a)
|
2,751,190
|
186,833
|
|
Franco-Nevada Corp.
|
26,658,559
|
412,790
|
|
GFL Environmental, Inc.
|
16,016,252
|
30,500
|
|
Loblaw Cos. Ltd.
|
2,795,420
|
103,100
|
|
Suncor Energy, Inc.(a)
|
3,027,747
|
|
|
|
76,800,589
|
|
|
China — 1.2%
|
|
1,919,500
|
|
3SBio, Inc.*
|
1,931,637
|
5,072,000
|
|
Agricultural Bank of China Ltd. Class H
|
1,996,746
|
2,077,000
|
|
Bank of China Ltd. Class H
|
832,839
|
317,500
|
|
BYD Electronic International Co. Ltd.
|
966,242
|
15,454,000
|
|
China Construction Bank Corp. Class H *
|
10,020,491
|
1,310,000
|
|
China Medical System Holdings Ltd.
|
2,141,766
|
3,542,000
|
|
China Resources Cement Holdings Ltd.
|
1,464,226
|
1,602,000
|
|
CMOC Group Ltd. Class H
|
840,983
|
330,000
|
|
CSC Financial Co. Ltd. Class H 144A
|
341,611
|
574,000
|
|
Hengan International Group Co. Ltd.
|
2,420,059
|
4,884,000
|
|
Industrial & Commercial Bank of China Ltd. Class H
|
2,606,451
|
370,500
|
|
Kingboard Holdings Ltd.
|
1,015,250
|
1,940,000
|
|
Lee & Man Paper Manufacturing Ltd.
|
643,637
|
1,346,000
|
|
Lenovo Group Ltd.
|
1,406,319
|
1,334,500
|
|
Li Ning Co. Ltd.
|
7,216,606
|
628,600
|
|
Shanghai Pharmaceuticals Holding Co. Ltd. Class H
|
1,246,777
|
1,088,000
|
|
Xinyi Glass Holdings Ltd.
|
1,700,859
|
3,951,600
|
|
Yangzijiang Shipbuilding Holdings Ltd.
|
4,387,043
|
|
|
|
43,179,542
|
|
|
Denmark — 2.3%
|
|
387
|
|
AP Moller - Maersk AS Class A
|
675,222
|
2,065
|
|
AP Moller - Maersk AS Class B
|
3,632,235
|
181,400
|
|
Danske Bank AS*
|
4,416,891
|
71,900
|
|
DFDS AS
|
2,619,424
|
10,433
|
|
ISS AS
|
221,082
|
Shares
|
|
Description
|
Value ($)
|
|
|
Denmark — continued
|
|
93,561
|
|
Jyske Bank AS*
|
7,114,241
|
63,789
|
|
Novo Nordisk AS, ADR
|
10,322,974
|
273,384
|
|
Novo Nordisk AS Class B
|
44,146,543
|
115,327
|
|
Novozymes AS Class B
|
5,370,198
|
47,900
|
|
Pandora AS
|
4,279,602
|
70,496
|
|
Sydbank AS
|
3,258,817
|
|
|
|
86,057,229
|
|
|
Finland — 0.7%
|
|
67,500
|
|
Konecranes Oyj
|
2,713,206
|
1,062,500
|
|
Nokia Oyj
|
4,457,988
|
921,454
|
|
Nordea Bank Abp(b)
|
10,024,962
|
349,153
|
|
Nordea Bank Abp(b)
|
3,809,311
|
97,800
|
|
TietoEVRY Oyj
|
2,698,974
|
108,800
|
|
Valmet Oyj(a)
|
3,026,878
|
|
|
|
26,731,319
|
|
|
France — 8.7%
|
|
91,933
|
|
Air Liquide SA
|
16,478,917
|
107,790
|
|
Airbus SE
|
15,578,765
|
32,000
|
|
Arkema SA
|
3,017,992
|
146,709
|
|
AXA SA
|
4,333,508
|
302,889
|
|
BNP Paribas SA
|
19,129,804
|
158,600
|
|
Bouygues SA
|
5,325,726
|
55,604
|
|
Capgemini SE
|
10,531,761
|
475,873
|
|
Carrefour SA(a)
|
9,016,697
|
98,400
|
|
Cie de Saint-Gobain
|
5,993,177
|
278,358
|
|
Cie Generale des Etablissements Michelin SCA
|
8,227,110
|
456,200
|
|
Credit Agricole SA
|
5,418,374
|
234,592
|
|
Dassault Systemes SE
|
10,401,335
|
506,456
|
|
Engie SA
|
8,422,406
|
110,643
|
|
EssilorLuxottica SA
|
20,935,112
|
52,300
|
|
Ipsen SA
|
6,292,766
|
68,700
|
|
IPSOS
|
3,821,322
|
225,621
|
|
Legrand SA
|
22,377,878
|
22,461
|
|
L'Oreal SA
|
10,480,124
|
30,527
|
|
LVMH Moet Hennessy Louis Vuitton SE
|
28,803,839
|
125,400
|
|
Metropole Television SA
|
1,776,482
|
36,500
|
|
Nexity SA(a)
|
737,443
|
1,822,824
|
|
Orange SA*
|
21,316,391
|
86,002
|
|
Pernod Ricard SA(a)
|
18,997,742
|
35,500
|
|
Quadient SA
|
730,628
|
220,900
|
|
Rexel SA
|
5,460,983
|
44,300
|
|
Societe BIC SA
|
2,539,300
|
129,400
|
|
Societe Generale SA
|
3,367,908
|
18,000
|
|
Sopra Steria Group SACA
|
3,590,732
|
219,200
|
|
Television Francaise 1(a)
|
1,505,396
|
933,656
|
|
TotalEnergies SE(a)
|
53,500,326
|
|
|
|
328,109,944
|
Shares
|
|
Description
|
Value ($)
|
|
|
Georgia — 0.0%
|
|
45,361
|
|
Bank of Georgia Group PLC
|
1,687,339
|
|
|
Germany — 9.3%
|
|
37,564
|
|
adidas AG
|
7,284,390
|
20,800
|
|
Allianz SE
|
4,837,381
|
41,700
|
|
Aurubis AG
|
3,572,383
|
462,129
|
|
Bayer AG
|
25,544,571
|
284,258
|
|
Bayerische Motoren Werke AG
|
34,905,135
|
115,159
|
|
Beiersdorf AG
|
15,233,562
|
6,807
|
|
Continental AG
|
512,911
|
82,700
|
|
Covestro AG*
|
4,293,442
|
97,796
|
|
Daimler Truck Holding AG
|
3,520,458
|
97,298
|
|
Deutsche Boerse AG
|
17,966,125
|
355,244
|
|
Deutsche Lufthansa AG*
|
3,635,409
|
171,100
|
|
Deutsche Pfandbriefbank AG
|
1,251,656
|
334,651
|
|
Deutsche Post AG
|
16,338,826
|
857,862
|
|
Deutsche Telekom AG
|
18,695,344
|
3,323
|
|
Duerr AG
|
107,462
|
962,174
|
|
E.ON SE
|
12,261,950
|
113,400
|
|
Evonik Industries AG
|
2,155,117
|
23,299
|
|
Fresenius Medical Care AG & Co. KGaA
|
1,112,523
|
349,710
|
|
Fresenius SE & Co. KGaA
|
9,678,213
|
172,114
|
|
GEA Group AG
|
7,191,679
|
32,891
|
|
Henkel AG & Co. KGaA
|
2,314,561
|
541,070
|
|
Infineon Technologies AG
|
22,309,923
|
76,470
|
|
Knorr-Bremse AG
|
5,837,401
|
47,804
|
|
LEG Immobilien SE*
|
2,744,932
|
440,492
|
|
Mercedes-Benz Group AG
|
35,444,993
|
5,987
|
|
MTU Aero Engines AG
|
1,550,975
|
6,300
|
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
|
2,361,981
|
11,400
|
|
Rheinmetall AG
|
3,129,523
|
63,681
|
|
RWE AG
|
2,771,348
|
395,043
|
|
SAP SE
|
53,930,839
|
64,918
|
|
SAP SE, ADR
|
8,881,432
|
65,087
|
|
Symrise AG Class A
|
6,817,297
|
202,721
|
|
TAG Immobilien AG*
|
1,915,409
|
42,000
|
|
Talanx AG*
|
2,407,383
|
106,800
|
|
United Internet AG
|
1,503,536
|
209,438
|
|
Vonovia SE
|
4,088,425
|
61,811
|
|
Zalando SE*
|
1,778,058
|
|
|
|
349,886,553
|
|
|
Hong Kong — 0.6%
|
|
1,576,200
|
|
AIA Group Ltd.
|
16,081,026
|
15,600
|
|
ASMPT Ltd.
|
154,102
|
213,000
|
|
Pacific Basin Shipping Ltd.
|
64,902
|
9,510,000
|
|
Tongda Group Holdings Ltd.*
|
115,477
|
1,834,000
|
|
United Laboratories International Holdings Ltd.
|
1,534,279
|
Shares
|
|
Description
|
Value ($)
|
|
|
Hong Kong — continued
|
|
9,820,000
|
|
WH Group Ltd. 144A
|
5,218,241
|
|
|
|
23,168,027
|
|
|
Hungary — 0.2%
|
|
384,700
|
|
MOL Hungarian Oil & Gas PLC*
|
3,362,038
|
95,800
|
|
Richter Gedeon Nyrt
|
2,359,344
|
|
|
|
5,721,382
|
|
|
India — 0.5%
|
|
691,960
|
|
HDFC Bank Ltd.
|
14,371,221
|
1,172,100
|
|
Redington Ltd.
|
2,664,214
|
|
|
|
17,035,435
|
|
|
Indonesia — 0.0%
|
|
7,888,300
|
|
Golden Agri-Resources Ltd.
|
1,436,879
|
|
|
Ireland — 1.6%
|
|
3,409,969
|
|
AIB Group PLC(a)
|
14,343,734
|
1,186,579
|
|
Bank of Ireland Group PLC
|
11,334,562
|
192,691
|
|
CRH PLC
|
10,640,849
|
131,460
|
|
Kerry Group PLC Class A
|
12,824,420
|
83,845
|
|
Ryanair Holdings PLC, ADR*
|
9,273,257
|
|
|
|
58,416,822
|
|
|
Israel — 0.4%
|
|
209,233
|
|
Bank Hapoalim BM
|
1,713,945
|
316,972
|
|
Bank Leumi Le-Israel BM
|
2,372,033
|
126,656
|
|
Bezeq The Israeli Telecommunication Corp. Ltd.
|
154,893
|
23,882
|
|
Check Point Software Technologies Ltd.*
|
3,000,057
|
42,386
|
|
ICL Group Ltd.
|
231,802
|
233
|
|
Israel Corp. Ltd.
|
61,441
|
249,942
|
|
Israel Discount Bank Ltd. Class A
|
1,241,146
|
47,772
|
|
Mizrahi Tefahot Bank Ltd.
|
1,594,588
|
13,677
|
|
Nice Ltd., ADR*
|
2,824,300
|
210,300
|
|
Teva Pharmaceutical Industries Ltd.*
|
1,594,989
|
3,581
|
|
Wix.com Ltd.*
|
280,177
|
|
|
|
15,069,371
|
|
|
Italy — 3.0%
|
|
3,024,100
|
|
A2A SpA(a)
|
5,538,838
|
125,182
|
|
Assicurazioni Generali SpA
|
2,549,032
|
64,593
|
|
Azimut Holding SpA(a)
|
1,396,029
|
121,310
|
|
Banca Mediolanum SpA
|
1,099,650
|
27,085
|
|
Banca Popolare di Sondrio SpA
|
113,177
|
92,178
|
|
Banco BPM SpA
|
429,075
|
65,697
|
|
BPER Banca
|
200,238
|
214,551
|
|
Coca-Cola HBC AG*
|
6,399,600
|
1,662,873
|
|
Eni SpA
|
23,973,380
|
7,282
|
|
Eni SpA, ADR
|
209,649
|
56,230
|
|
Ferrari NV
|
18,405,491
|
Shares
|
|
Description
|
Value ($)
|
|
|
Italy — continued
|
|
3,387,194
|
|
Intesa Sanpaolo SpA
|
8,900,975
|
135,241
|
|
Iveco Group NV*
|
1,221,377
|
989,706
|
|
Leonardo SpA
|
11,242,376
|
340,700
|
|
Mediobanca Banca di Credito Finanziario SpA
|
4,084,832
|
3,369,800
|
|
MFE-MediaForEurope NV Class A (a)
|
1,879,212
|
501,000
|
|
Pirelli & C SpA*
|
2,480,320
|
262,370
|
|
Poste Italiane SpA(a) 144A
|
2,845,980
|
574,748
|
|
UniCredit SpA
|
13,400,775
|
729,363
|
|
Unipol Gruppo SpA
|
3,901,286
|
1,274,300
|
|
UnipolSai Assicurazioni SpA(a)
|
3,162,107
|
|
|
|
113,433,399
|
|
|
Japan — 21.6%
|
|
9,400
|
|
Advantest Corp.
|
1,257,177
|
40,500
|
|
Aeon Co. Ltd.
|
827,668
|
2,500
|
|
AEON REIT Investment Corp. REIT
|
2,692,336
|
247,000
|
|
AGC, Inc.(a)
|
8,874,885
|
37,100
|
|
Air Water, Inc.
|
514,756
|
4,900
|
|
Aisin Corp.
|
151,213
|
11,000
|
|
Ajinomoto Co., Inc.
|
437,245
|
52,000
|
|
Alpen Co. Ltd.(a)
|
713,209
|
133,800
|
|
Amada Co. Ltd.
|
1,319,225
|
101,000
|
|
Amano Corp.
|
2,129,954
|
106,600
|
|
Asahi Group Holdings Ltd.(a)
|
4,125,275
|
85,400
|
|
ASKA Pharmaceutical Holdings Co. Ltd.
|
856,483
|
343,400
|
|
Astellas Pharma, Inc.
|
5,108,668
|
89,200
|
|
Bandai Namco Holdings, Inc.
|
2,060,605
|
378,900
|
|
BayCurrent Consulting, Inc.
|
14,211,456
|
184,900
|
|
Brother Industries Ltd.
|
2,706,930
|
272,200
|
|
Canon, Inc.(a)
|
7,170,889
|
2,376
|
|
Canon, Inc., ADR
|
62,465
|
842,494
|
|
Chiba Bank Ltd.
|
5,102,823
|
397,100
|
|
Chubu Electric Power Co., Inc.
|
4,841,390
|
28,700
|
|
Chudenko Corp.
|
458,935
|
353,900
|
|
Citizen Watch Co. Ltd.
|
2,133,503
|
8,700
|
|
Coca-Cola Bottlers Japan Holdings, Inc.(a)
|
92,132
|
5,000
|
|
Cosmo Energy Holdings Co. Ltd.
|
136,590
|
261,600
|
|
Credit Saison Co. Ltd.
|
4,021,244
|
545,600
|
|
Daicel Corp.
|
4,887,801
|
354,500
|
|
Dai-ichi Life Holdings, Inc.
|
6,788,860
|
15,700
|
|
Daikin Industries Ltd.
|
3,199,436
|
118,900
|
|
Daiwa House Industry Co. Ltd.
|
3,137,250
|
71,400
|
|
Disco Corp.
|
11,277,056
|
52,800
|
|
Eagle Industry Co. Ltd.
|
643,285
|
275,800
|
|
EDION Corp.(a)
|
2,782,467
|
99,200
|
|
Electric Power Development Co. Ltd.
|
1,455,714
|
1,251,100
|
|
ENEOS Holdings, Inc.
|
4,279,539
|
16,200
|
|
Enplas Corp.
|
659,318
|
124,300
|
|
Ezaki Glico Co. Ltd.(a)
|
3,248,763
|
Shares
|
|
Description
|
Value ($)
|
|
|
Japan — continued
|
|
73,900
|
|
Fast Retailing Co. Ltd.
|
18,940,321
|
286,000
|
|
FUJIFILM Holdings Corp.
|
16,957,590
|
582,300
|
|
Fujikura Ltd.
|
4,884,758
|
39,400
|
|
Fujitsu Ltd.
|
5,071,288
|
195,000
|
|
Fukuoka Financial Group, Inc.
|
4,018,464
|
87,100
|
|
Furukawa Co. Ltd.
|
947,607
|
28,700
|
|
Futaba Industrial Co. Ltd.
|
105,633
|
418,794
|
|
Hachijuni Bank Ltd.
|
1,823,731
|
326,100
|
|
Hazama Ando Corp.(a)
|
2,433,165
|
86,800
|
|
Hirose Electric Co. Ltd.
|
11,533,816
|
110,000
|
|
Hitachi Ltd.
|
6,796,772
|
132,800
|
|
Hokkaido Electric Power Co., Inc.*
|
546,146
|
1,236,500
|
|
Honda Motor Co. Ltd.
|
37,290,873
|
60,743
|
|
Honda Motor Co. Ltd., ADR
|
1,841,120
|
57,700
|
|
Horiba Ltd.(a)
|
3,309,281
|
41,200
|
|
Hoya Corp.
|
4,906,562
|
69,900
|
|
Ichinen Holdings Co. Ltd.
|
657,302
|
12,800
|
|
Idemitsu Kosan Co. Ltd.
|
256,526
|
477,000
|
|
Inpex Corp.(a)
|
5,310,730
|
256,000
|
|
Isuzu Motors Ltd.
|
3,111,614
|
21,400
|
|
Ito En Ltd.
|
589,491
|
278,700
|
|
ITOCHU Corp.
|
11,065,018
|
2,800
|
|
Iwatani Corp.
|
147,867
|
56,900
|
|
Jaccs Co. Ltd.
|
1,990,687
|
90,800
|
|
Japan Airlines Co. Ltd.
|
1,969,214
|
111,500
|
|
Japan Aviation Electronics Industry Ltd.
|
2,331,856
|
108,700
|
|
Japan Petroleum Exploration Co. Ltd.
|
3,251,940
|
587,900
|
|
Japan Post Holdings Co. Ltd.
|
4,220,309
|
267,800
|
|
Japan Post Insurance Co. Ltd.
|
4,019,606
|
3,100
|
|
JTEKT Corp.
|
28,249
|
12,500
|
|
Kaken Pharmaceutical Co. Ltd.
|
313,116
|
106,500
|
|
Kamigumi Co. Ltd.
|
2,413,520
|
278,400
|
|
Kandenko Co. Ltd.
|
2,238,874
|
70,000
|
|
Kaneka Corp.(a)
|
1,961,390
|
282,500
|
|
Kanematsu Corp.
|
3,949,617
|
6,300
|
|
Kansai Electric Power Co., Inc.
|
79,021
|
171,100
|
|
Kansai Paint Co. Ltd.
|
2,514,597
|
129,700
|
|
Kao Corp.(a)
|
4,689,880
|
23,700
|
|
Kato Sangyo Co. Ltd.
|
650,448
|
411,300
|
|
Kawasaki Heavy Industries Ltd.
|
10,544,587
|
142,200
|
|
KDDI Corp.
|
4,387,513
|
40,500
|
|
Keyence Corp.
|
19,121,383
|
380,500
|
|
Kirin Holdings Co. Ltd.(a)
|
5,547,720
|
15,500
|
|
Kissei Pharmaceutical Co. Ltd.
|
310,522
|
76,200
|
|
Kohnan Shoji Co. Ltd.
|
1,852,509
|
31,200
|
|
Konica Minolta, Inc.
|
107,431
|
19,086
|
|
Kose Corp.
|
1,831,633
|
343,600
|
|
K's Holdings Corp.
|
2,993,640
|
147,700
|
|
Kuraray Co. Ltd.(a)
|
1,438,009
|
Shares
|
|
Description
|
Value ($)
|
|
|
Japan — continued
|
|
35,700
|
|
KYB Corp.
|
1,256,617
|
152,100
|
|
Kyocera Corp.
|
8,253,854
|
249,900
|
|
Lion Corp.(a)
|
2,325,695
|
3,100
|
|
Macnica Holdings, Inc.
|
129,199
|
564,500
|
|
Marubeni Corp.
|
9,627,785
|
63,400
|
|
Maxell Ltd.
|
704,874
|
35,000
|
|
Mazda Motor Corp.
|
341,485
|
1,127,200
|
|
Mebuki Financial Group, Inc.
|
2,691,002
|
96,700
|
|
Medipal Holdings Corp.
|
1,579,265
|
23,000
|
|
MEIJI Holdings Co. Ltd.
|
512,956
|
513,900
|
|
Mitsubishi Chemical Group Corp.
|
3,093,373
|
204,300
|
|
Mitsubishi Corp.
|
9,886,809
|
501,600
|
|
Mitsubishi Electric Corp.
|
7,037,149
|
196,500
|
|
Mitsubishi Gas Chemical Co., Inc.
|
2,862,884
|
682,200
|
|
Mitsubishi HC Capital, Inc.
|
4,058,135
|
89,500
|
|
Mitsubishi Heavy Industries Ltd.
|
4,180,218
|
38,500
|
|
Mitsubishi Motors Corp.
|
135,295
|
1,183,300
|
|
Mitsubishi UFJ Financial Group, Inc.
|
8,719,863
|
264,500
|
|
Mitsui & Co. Ltd.
|
9,935,655
|
92,400
|
|
Mitsui Chemicals, Inc.
|
2,726,168
|
505,500
|
|
Mitsui OSK Lines Ltd.(a)
|
12,076,650
|
51,600
|
|
Mixi, Inc.
|
959,551
|
613,900
|
|
Mizuho Financial Group, Inc.
|
9,354,457
|
91,200
|
|
Mizuho Leasing Co. Ltd.
|
2,982,096
|
31,500
|
|
Mochida Pharmaceutical Co. Ltd.
|
721,086
|
618,100
|
|
MonotaRO Co. Ltd.
|
7,863,274
|
131,000
|
|
MS&AD Insurance Group Holdings, Inc.
|
4,659,993
|
96,800
|
|
Murata Manufacturing Co. Ltd.
|
5,545,147
|
16,100
|
|
Nachi-Fujikoshi Corp.
|
457,960
|
5,800
|
|
Nagase & Co. Ltd.
|
96,263
|
31,800
|
|
NEC Corp.
|
1,543,588
|
111,900
|
|
NGK Insulators Ltd.
|
1,336,378
|
11,800
|
|
NHK Spring Co. Ltd.
|
86,258
|
207,400
|
|
Nippon Electric Glass Co. Ltd.(a)
|
3,650,141
|
12,400
|
|
NIPPON EXPRESS HOLDINGS, Inc.(a)
|
698,173
|
49,200
|
|
Nippon Gas Co. Ltd.
|
688,489
|
42,300
|
|
Nippon Sanso Holdings Corp.
|
917,932
|
126,900
|
|
Nippon Soda Co. Ltd.
|
4,571,508
|
324,100
|
|
Nippon Steel Corp.(a)
|
6,792,050
|
8,770,000
|
|
Nippon Telegraph & Telephone Corp.
|
10,374,268
|
216,900
|
|
Nippon Yusen KK(a)
|
4,812,064
|
130,000
|
|
Nishio Holdings Co. Ltd.
|
3,069,121
|
151,400
|
|
Nissan Motor Co. Ltd.
|
624,193
|
12,500
|
|
Nissin Foods Holdings Co. Ltd.
|
1,030,744
|
20,600
|
|
Niterra Co. Ltd.
|
409,196
|
42,300
|
|
Nitto Denko Corp.
|
3,130,280
|
1,934,900
|
|
Nomura Holdings, Inc.
|
7,331,199
|
302,600
|
|
Nomura Research Institute Ltd.
|
8,331,535
|
627,741
|
|
North Pacific Bank Ltd.
|
1,248,477
|
Shares
|
|
Description
|
Value ($)
|
|
|
Japan — continued
|
|
11,000
|
|
NS Solutions Corp.
|
306,999
|
61,800
|
|
NSK Ltd.
|
390,207
|
40,300
|
|
Obayashi Corp.
|
348,632
|
11,100
|
|
Obic Co. Ltd.
|
1,776,628
|
254,400
|
|
Ono Pharmaceutical Co. Ltd.
|
4,605,070
|
594,400
|
|
ORIX Corp.
|
10,852,674
|
169,800
|
|
Osaka Gas Co. Ltd.
|
2,600,416
|
72,000
|
|
Otsuka Holdings Co. Ltd.
|
2,634,459
|
151,800
|
|
Panasonic Holdings Corp.
|
1,856,459
|
30,200
|
|
Prima Meat Packers Ltd.
|
454,902
|
73,300
|
|
Renesas Electronics Corp.*
|
1,384,883
|
209,500
|
|
Rengo Co. Ltd.
|
1,290,823
|
3,069,100
|
|
Resona Holdings, Inc.
|
14,682,225
|
160,500
|
|
Ricoh Co. Ltd.
|
1,368,130
|
35,700
|
|
Rohm Co. Ltd.
|
3,368,690
|
612,400
|
|
Rohto Pharmaceutical Co. Ltd.
|
13,809,615
|
1,500
|
|
Sanken Electric Co. Ltd.
|
141,301
|
2,500
|
|
Sankyo Co. Ltd.
|
101,011
|
53,700
|
|
Sankyu, Inc.
|
1,775,949
|
145,900
|
|
Santen Pharmaceutical Co. Ltd.
|
1,238,743
|
8,400
|
|
Sanyo Chemical Industries Ltd.
|
247,708
|
40,100
|
|
Sawai Group Holdings Co. Ltd.
|
1,009,904
|
2,500
|
|
SCREEN Holdings Co. Ltd.
|
283,494
|
46,700
|
|
Sega Sammy Holdings, Inc.
|
997,724
|
15,000
|
|
Seibu Holdings, Inc.
|
154,334
|
165,600
|
|
Seiko Epson Corp.
|
2,567,066
|
145,900
|
|
Seino Holdings Co. Ltd.
|
2,074,821
|
110,600
|
|
Sekisui Chemical Co. Ltd.
|
1,597,198
|
45,900
|
|
Seven & i Holdings Co. Ltd.
|
1,981,325
|
418,400
|
|
Shimadzu Corp.
|
12,931,784
|
197,500
|
|
Shin-Etsu Chemical Co. Ltd.
|
6,553,366
|
86,300
|
|
Shionogi & Co. Ltd.
|
3,640,132
|
378,600
|
|
SKY Perfect JSAT Holdings, Inc.
|
1,506,667
|
21,200
|
|
SMC Corp.
|
11,763,402
|
345,840
|
|
Sojitz Corp.
|
7,665,806
|
109,400
|
|
Sompo Holdings, Inc.
|
4,896,279
|
145,000
|
|
Subaru Corp.
|
2,738,859
|
1,010,200
|
|
SUMCO Corp.(a)
|
14,274,322
|
19,600
|
|
Sumitomo Bakelite Co. Ltd.
|
816,122
|
93,000
|
|
Sumitomo Chemical Co. Ltd.
|
282,620
|
252,400
|
|
Sumitomo Corp.
|
5,353,711
|
81,000
|
|
Sumitomo Electric Industries Ltd.
|
992,282
|
217,100
|
|
Sumitomo Forestry Co. Ltd.(a)
|
5,270,174
|
175,500
|
|
Sumitomo Heavy Industries Ltd.(a)
|
4,207,524
|
182,300
|
|
Sumitomo Mitsui Financial Group, Inc.
|
7,789,694
|
158,100
|
|
Sumitomo Mitsui Trust Holdings, Inc.
|
5,647,824
|
330,400
|
|
Sumitomo Rubber Industries Ltd.(a)
|
3,211,294
|
24,400
|
|
Sumitomo Seika Chemicals Co. Ltd.
|
757,296
|
22,500
|
|
Suntory Beverage & Food Ltd.(a)
|
814,530
|
Shares
|
|
Description
|
Value ($)
|
|
|
Japan — continued
|
|
4,200
|
|
Suzuken Co. Ltd.
|
114,218
|
58,600
|
|
Suzuki Motor Corp.
|
2,125,914
|
18,100
|
|
Taisei Corp.
|
632,022
|
14,000
|
|
Takara Standard Co. Ltd.
|
178,824
|
231,900
|
|
Takeda Pharmaceutical Co. Ltd.
|
7,276,757
|
148,911
|
|
Takeda Pharmaceutical Co. Ltd., ADR
|
2,339,392
|
419,500
|
|
Teijin Ltd.
|
4,210,535
|
449,500
|
|
Terumo Corp.
|
14,272,215
|
29,900
|
|
Tohoku Electric Power Co., Inc.*
|
184,710
|
71,000
|
|
Tokio Marine Holdings, Inc.
|
1,636,610
|
178,300
|
|
Tokuyama Corp.
|
2,946,258
|
1,812,700
|
|
Tokyo Electric Power Co. Holdings, Inc.*
|
6,637,331
|
64,900
|
|
Tokyo Electron Ltd.
|
9,278,480
|
308,400
|
|
Tokyo Gas Co. Ltd.
|
6,726,622
|
85,000
|
|
Tokyo Seimitsu Co. Ltd.(a)
|
4,697,420
|
34,300
|
|
TOPPAN, Inc.
|
739,850
|
113,400
|
|
Toray Industries, Inc.
|
632,488
|
51,500
|
|
Tosoh Corp.
|
609,559
|
54,000
|
|
Towa Pharmaceutical Co. Ltd.
|
664,788
|
54,200
|
|
Toyo Ink SC Holdings Co. Ltd.(a)
|
819,259
|
8,100
|
|
Toyo Seikan Group Holdings Ltd.
|
119,437
|
240,400
|
|
Toyo Suisan Kaisha Ltd.
|
10,826,066
|
13,000
|
|
Toyota Tsusho Corp.
|
647,872
|
70,500
|
|
Trend Micro, Inc.
|
3,408,489
|
251,500
|
|
TS Tech Co. Ltd.
|
3,181,152
|
16,600
|
|
Tsubakimoto Chain Co.
|
423,760
|
13,300
|
|
UACJ Corp.
|
252,647
|
126,300
|
|
UBE Corp.
|
2,167,000
|
143,200
|
|
Ushio, Inc.
|
1,930,950
|
25,700
|
|
Valor Holdings Co. Ltd.
|
356,850
|
26,900
|
|
Warabeya Nichiyo Holdings Co. Ltd.
|
414,807
|
4,200
|
|
Yakult Honsha Co. Ltd.
|
265,667
|
233,500
|
|
Yamaha Motor Co. Ltd.(a)
|
6,717,165
|
36,200
|
|
Yamaichi Electronics Co. Ltd.
|
599,379
|
273,600
|
|
Yokogawa Electric Corp.
|
5,012,693
|
192,600
|
|
Yokohama Rubber Co. Ltd.(a)
|
4,231,051
|
|
|
|
811,383,158
|
|
|
Malaysia — 0.1%
|
|
1,152,700
|
|
Tenaga Nasional Bhd
|
2,232,389
|
|
|
Malta — 0.0%
|
|
14,746
|
|
Kindred Group PLC, SDR
|
156,862
|
|
|
Netherlands — 5.2%
|
|
287,500
|
|
ABN AMRO Bank NV CVA, GDR
|
4,470,949
|
8,329
|
|
Adyen NV*(a)
|
14,428,301
|
666,700
|
|
Aegon NV
|
3,376,021
|
52,610
|
|
ASML Holding NV
|
38,075,871
|
Shares
|
|
Description
|
Value ($)
|
|
|
Netherlands — continued
|
|
19,619
|
|
ASML Holding NV, ADR NYRS
|
14,218,870
|
76,928
|
|
ASR Nederland NV
|
3,459,435
|
97,347
|
|
Euronext NV
|
6,620,169
|
11,954
|
|
Heineken Holding NV
|
1,039,212
|
354,041
|
|
ING Groep NV
|
4,780,297
|
318,100
|
|
Koninklijke Ahold Delhaize NV
|
10,848,348
|
313,837
|
|
NN Group NV
|
11,643,063
|
39,200
|
|
Randstad NV
|
2,065,526
|
585,583
|
|
Shell PLC(b)
|
17,622,794
|
1,160,192
|
|
Shell PLC(b)
|
34,579,841
|
241,967
|
|
Shell PLC, ADR
|
14,609,967
|
109,602
|
|
Wolters Kluwer NV
|
13,914,150
|
|
|
|
195,752,814
|
|
|
Norway — 0.4%
|
|
100,400
|
|
Austevoll Seafood ASA
|
695,013
|
172,500
|
|
DNB Bank ASA
|
3,231,052
|
113,576
|
|
Equinor ASA
|
3,305,524
|
29,191
|
|
Equinor ASA, ADR
|
852,669
|
20,143
|
|
Kongsberg Gruppen ASA
|
917,987
|
196,900
|
|
Mowi ASA
|
3,130,618
|
85,044
|
|
Norsk Hydro ASA
|
506,429
|
399,807
|
|
Orkla ASA
|
2,876,558
|
45,195
|
|
Telenor ASA
|
459,009
|
|
|
|
15,974,859
|
|
|
Philippines — 0.0%
|
|
468,180
|
|
Vista Land & Lifescapes, Inc.
|
14,439
|
|
|
Portugal — 0.2%
|
|
290,426
|
|
Banco Comercial Portugues SA Class R *
|
69,679
|
380,930
|
|
Galp Energia SGPS SA(a)
|
4,453,166
|
16,514
|
|
Jeronimo Martins SGPS SA
|
455,214
|
1,891,900
|
|
Sonae SGPS SA
|
1,860,697
|
|
|
|
6,838,756
|
|
|
Russia — 0.0%
|
|
3,792,080
|
|
Gazprom PJSC(c)(d)(e)
|
98,298
|
113,778
|
|
LUKOIL PJSC(c)(d)(e)
|
63,309
|
8,430
|
|
MMC Norilsk Nickel PJSC*(c)(d)(e)
|
18,838
|
18,119
|
|
Novatek PJSC(c)(d)(e)
|
2,490
|
169,349
|
|
Rosneft Oil Co. PJSC(c)(d)(e)
|
5,677
|
1,092,670
|
|
Sberbank of Russia PJSC(c)(d)(e)
|
15,871
|
296,674
|
|
Tatneft PJSC(c)(d)(e)
|
12,198
|
|
|
|
216,681
|
|
|
Singapore — 0.2%
|
|
390,100
|
|
Genting Singapore Ltd.
|
270,508
|
90,700
|
|
Jardine Cycle & Carriage Ltd.
|
2,339,377
|
259,300
|
|
United Overseas Bank Ltd.
|
5,371,532
|
Shares
|
|
Description
|
Value ($)
|
|
|
Singapore — continued
|
|
112,800
|
|
Venture Corp. Ltd.
|
1,231,163
|
|
|
|
9,212,580
|
|
|
South Africa — 0.3%
|
|
17,400
|
|
Anglo American Platinum Ltd.
|
783,861
|
379,068
|
|
Anglo American PLC
|
10,755,887
|
1,003,000
|
|
Old Mutual Ltd.(a)
|
649,260
|
91,344
|
|
Tiger Brands Ltd.(a)
|
808,375
|
|
|
|
12,997,383
|
|
|
South Korea — 1.3%
|
|
101,210
|
|
Doosan Bobcat, Inc.
|
4,527,499
|
1,496
|
|
Hyundai Mobis Co. Ltd.
|
265,227
|
17,844
|
|
Hyundai Motor Co.
|
2,807,652
|
143,403
|
|
Kia Corp.
|
9,669,798
|
503,127
|
|
Samsung Electronics Co. Ltd.
|
27,730,568
|
72,400
|
|
SK Telecom Co. Ltd.
|
2,557,617
|
|
|
|
47,558,361
|
|
|
Spain — 2.4%
|
|
161,629
|
|
Amadeus IT Group SA*
|
12,320,539
|
384,863
|
|
Banco Bilbao Vizcaya Argentaria SA
|
2,967,027
|
48,347
|
|
Banco Bilbao Vizcaya Argentaria SA, ADR
|
371,305
|
4,105,191
|
|
Banco Santander SA
|
15,229,462
|
102,501
|
|
Banco Santander SA, ADR
|
380,278
|
3,140,297
|
|
CaixaBank SA
|
13,023,097
|
349,727
|
|
Cellnex Telecom SA*
|
14,175,394
|
1,328,664
|
|
Iberdrola SA
|
17,351,670
|
20,191
|
|
Let's GOWEX SA*(c)(d)
|
—
|
1,599,120
|
|
Mapfre SA(a)
|
3,179,904
|
885,118
|
|
Repsol SA(a)
|
12,867,267
|
|
|
|
91,865,943
|
|
|
Sweden — 2.0%
|
|
13,641
|
|
Betsson AB Class B *
|
145,088
|
129,900
|
|
Boliden AB
|
3,754,469
|
339,427
|
|
Epiroc AB Class A
|
6,419,826
|
451,427
|
|
Essity AB Class B
|
11,997,898
|
537,896
|
|
H & M Hennes & Mauritz AB Class B
|
9,236,910
|
869,534
|
|
Hexagon AB Class B
|
10,690,871
|
490,442
|
|
Securitas AB Class B (a)
|
4,022,046
|
370,500
|
|
SKF AB Class B
|
6,442,805
|
313,995
|
|
Svenska Cellulosa AB SCA Class B
|
3,999,543
|
242,800
|
|
Swedbank AB Class A
|
4,094,584
|
2,292,411
|
|
Telia Co. AB
|
5,019,979
|
390,400
|
|
Volvo AB Class B
|
8,085,698
|
|
|
|
73,909,717
|
|
|
Switzerland — 5.7%
|
|
76,200
|
|
Adecco Group AG
|
2,488,329
|
Shares
|
|
Description
|
Value ($)
|
|
|
Switzerland — continued
|
|
8,200
|
|
Bucher Industries AG
|
3,619,074
|
264
|
|
Chocoladefabriken Lindt & Spruengli AG
|
3,317,755
|
116,108
|
|
Cie Financiere Richemont SA Class A
|
19,709,277
|
122,788
|
|
DSM-Firmenich AG*
|
13,211,440
|
10,698
|
|
Geberit AG
|
5,603,467
|
2,363
|
|
Givaudan SA
|
7,842,618
|
25,000
|
|
Helvetia Holding AG
|
3,385,708
|
198,824
|
|
Julius Baer Group Ltd.
|
12,542,034
|
18,615
|
|
Landis & Gyr Group AG*
|
1,598,449
|
34,545
|
|
Lonza Group AG
|
20,639,169
|
392,860
|
|
Novartis AG
|
39,668,066
|
44,167
|
|
Schindler Holding AG
|
10,365,940
|
105,775
|
|
SGS SA
|
9,994,800
|
55,583
|
|
Sika AG
|
15,905,103
|
25,598
|
|
Swatch Group AG
|
1,407,670
|
28,351
|
|
Swatch Group AG Bearer Shares
|
8,313,096
|
13,800
|
|
Swiss Life Holding AG
|
8,077,792
|
1,311,582
|
|
UBS Group AG
|
26,696,891
|
|
|
|
214,386,678
|
|
|
Taiwan — 1.3%
|
|
1,758,000
|
|
ASE Technology Holding Co. Ltd.
|
6,270,540
|
1,513,000
|
|
Chipbond Technology Corp.
|
3,073,261
|
1,714,000
|
|
Compeq Manufacturing Co. Ltd.
|
2,449,964
|
780,000
|
|
Hon Hai Precision Industry Co. Ltd.
|
2,839,008
|
95,000
|
|
MediaTek, Inc.
|
2,108,731
|
201,000
|
|
Novatek Microelectronics Corp.
|
2,769,136
|
512,000
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
9,541,288
|
157,259
|
|
Taiwan Semiconductor Manufacturing Co. Ltd., ADR
|
15,870,578
|
2,199,000
|
|
United Microelectronics Corp.
|
3,451,270
|
|
|
|
48,373,776
|
|
|
Thailand — 0.0%
|
|
10,006,800
|
|
Quality Houses PCL Class F
|
621,444
|
|
|
Turkey — 0.3%
|
|
663,400
|
|
BIM Birlesik Magazalar AS
|
4,346,263
|
280,700
|
|
Coca-Cola Icecek AS
|
2,845,102
|
383,195
|
|
Enerjisa Enerji AS 144A
|
517,994
|
161,943
|
|
Haci Omer Sabanci Holding AS
|
287,205
|
564,485
|
|
Turk Hava Yollari AO*
|
4,224,072
|
468,860
|
|
Turkiye Garanti Bankasi AS
|
580,087
|
211,559
|
|
Turkiye Is Bankasi AS Class C
|
114,796
|
|
|
|
12,915,519
|
|
|
United Kingdom — 9.8%
|
|
397,907
|
|
3i Group PLC
|
9,892,229
|
180,900
|
|
Associated British Foods PLC
|
4,593,348
|
179,810
|
|
AstraZeneca PLC
|
25,783,068
|
504,900
|
|
Aviva PLC
|
2,547,417
|
Shares
|
|
Description
|
Value ($)
|
|
|
United Kingdom — continued
|
|
827,033
|
|
B&M European Value Retail SA
|
5,868,553
|
485,400
|
|
BAE Systems PLC
|
5,733,291
|
482,200
|
|
Balfour Beatty PLC
|
2,091,976
|
4,950,607
|
|
Barclays PLC
|
9,680,498
|
558,142
|
|
Barclays PLC, ADR
|
4,386,996
|
280,200
|
|
Barratt Developments PLC
|
1,472,543
|
54,979
|
|
Bellway PLC
|
1,393,049
|
3,103,056
|
|
BP PLC
|
18,199,665
|
591,463
|
|
BP PLC, ADR
|
20,872,729
|
235,600
|
|
British American Tobacco PLC
|
7,824,685
|
1,821,700
|
|
BT Group PLC
|
2,837,295
|
2,196,700
|
|
Centrica PLC
|
3,463,115
|
759,500
|
|
CK Hutchison Holdings Ltd.
|
4,648,485
|
325,300
|
|
CNH Industrial NV
|
4,700,911
|
67,301
|
|
Coca-Cola Europacific Partners PLC
|
4,336,203
|
555,190
|
|
Compass Group PLC
|
15,546,991
|
529,600
|
|
Crest Nicholson Holdings PLC
|
1,270,946
|
48,071
|
|
Croda International PLC
|
3,439,230
|
992,500
|
|
Currys PLC
|
660,226
|
414,006
|
|
Diageo PLC
|
17,778,074
|
368,312
|
|
Hiscox Ltd.
|
5,120,490
|
2,746,400
|
|
HSBC Holdings PLC
|
21,468,074
|
647,328
|
|
IMI PLC
|
13,541,238
|
229,500
|
|
Imperial Brands PLC
|
5,080,741
|
151,235
|
|
Intertek Group PLC
|
8,217,784
|
1,581,400
|
|
J Sainsbury PLC
|
5,419,461
|
1,885,900
|
|
Kingfisher PLC
|
5,554,165
|
7,342,700
|
|
Lloyds Banking Group PLC
|
4,074,913
|
121,648
|
|
Lloyds Banking Group PLC, ADR
|
267,626
|
175,198
|
|
London Stock Exchange Group PLC
|
18,584,908
|
515,100
|
|
Man Group PLC
|
1,430,380
|
1,541,300
|
|
Marks & Spencer Group PLC*
|
3,774,770
|
1,868,480
|
|
Melrose Industries PLC
|
12,040,642
|
681,500
|
|
Mitchells & Butlers PLC*
|
1,768,362
|
4,786,447
|
|
NatWest Group PLC
|
14,711,708
|
328,544
|
|
Ocado Group PLC*(a)
|
2,376,116
|
542,990
|
|
Paragon Banking Group PLC
|
3,679,571
|
7,455
|
|
Playtech PLC*
|
55,920
|
568,456
|
|
QinetiQ Group PLC
|
2,559,425
|
167,650
|
|
Reckitt Benckiser Group PLC
|
12,603,964
|
332,100
|
|
Redrow PLC
|
1,863,389
|
192,666
|
|
RELX PLC(b)
|
6,430,013
|
87,667
|
|
RELX PLC(b)
|
2,922,599
|
32,882
|
|
RELX PLC, ADR
|
1,099,245
|
1,442,490
|
|
Rentokil Initial PLC
|
11,278,889
|
523,712
|
|
Smith & Nephew PLC
|
8,459,520
|
46,764
|
|
Spirax-Sarco Engineering PLC
|
6,166,294
|
114,695
|
|
Standard Chartered PLC
|
1,001,334
|
1,350,500
|
|
Taylor Wimpey PLC
|
1,765,920
|
Shares
|
|
Description
|
Value ($)
|
|
|
United Kingdom — continued
|
|
1,767,600
|
|
Tesco PLC
|
5,591,615
|
125,400
|
|
Vistry Group PLC
|
1,056,429
|
|
|
|
368,987,028
|
|
|
United States — 9.3%
|
|
74,581
|
|
Agilent Technologies, Inc.
|
8,968,365
|
78,507
|
|
Analog Devices, Inc.
|
15,293,949
|
20,374
|
|
ANSYS, Inc.*
|
6,728,921
|
103,202
|
|
Bruker Corp.
|
7,628,692
|
101,340
|
|
Cadence Design Systems, Inc.*
|
23,766,257
|
100,980
|
|
CSL Ltd.
|
18,672,209
|
412,221
|
|
Experian PLC
|
15,856,674
|
969,504
|
|
GSK PLC
|
17,144,204
|
520,618
|
|
GSK PLC, ADR
|
18,554,826
|
2,633,017
|
|
Haleon PLC
|
10,847,234
|
111,400
|
|
Holcim AG*
|
7,493,051
|
53,530
|
|
ICON PLC, ADR*
|
13,393,206
|
81,612
|
|
Janus Henderson Group PLC
|
2,223,927
|
674,400
|
|
JBS SA
|
2,440,925
|
236,060
|
|
Nestle SA
|
28,416,548
|
163,232
|
|
Roche Holding AG
|
49,905,266
|
43,248
|
|
Roche Holding AG, ADR
|
1,652,074
|
201,096
|
|
Sanofi
|
21,554,148
|
78,979
|
|
Sanofi, ADR
|
4,256,968
|
307,407
|
|
Schneider Electric SE
|
56,019,926
|
155,300
|
|
Signify NV
|
4,353,930
|
255,527
|
|
Stellantis NV(b)
|
4,490,390
|
177,711
|
|
Stellantis NV(b)
|
3,127,625
|
38,431
|
|
Stellantis NV(b)
|
674,080
|
39,890
|
|
Swiss Re AG
|
4,018,548
|
70,070
|
|
Tenaris SA
|
1,048,314
|
72,563
|
|
Tenaris SA, ADR
|
2,173,262
|
|
|
|
350,703,519
|
|
|
TOTAL COMMON STOCKS (COST $3,426,141,288)
|
3,622,277,669
|
Shares
|
|
Description
|
Value ($)
|
|
|
INVESTMENT COMPANIES — 0.3%
|
|
|
|
United States — 0.3%
|
|
2,742
|
|
iShares MSCI EAFE ETF
|
198,795
|
267,196
|
|
iShares MSCI Eurozone ETF
|
12,242,921
|
|
|
TOTAL INVESTMENT COMPANIES (COST $10,595,202)
|
12,441,716
|
Shares
|
|
Description
|
Value ($)
|
|
|
PREFERRED STOCKS — 0.9%
|
|
|
|
Brazil — 0.2%
|
|
1,162,400
|
|
Petroleo Brasileiro SA, 16.50%
|
7,115,604
|
|
|
Germany — 0.6%
|
|
5,781
|
|
Bayerische Motoren Werke AG, 8.22%
|
657,198
|
15,947
|
|
Henkel AG & Co. KGaA, 2.52%
|
1,274,517
|
61,000
|
|
Porsche Automobil Holding SE, 4.64%
|
3,668,399
|
414,900
|
|
Schaeffler AG, 7.91%
|
2,554,829
|
105,214
|
|
Volkswagen AG, 22.62%
|
14,109,503
|
|
|
|
22,264,446
|
|
|
South Korea — 0.1%
|
|
44,830
|
|
Samsung Electronics Co. Ltd., 1.82%
|
2,034,605
|
|
|
TOTAL PREFERRED STOCKS (COST $39,496,558)
|
31,414,655
|
|
|||
|
|
WARRANT — 0.0%
|
|
|
|
Switzerland — 0.0%
|
|
82,702
|
|
Cie Financiere Richemont SA Expires 11/22/23*
|
114,164
|
|
|
TOTAL WARRANT (COST $—)
|
114,164
|
Par Value ($)
|
|
Description
|
Value ($)
|
|
|
SHORT-TERM INVESTMENT — 2.8%
|
|
|
|
Mutual Fund - Securities Lending Collateral — 2.8%
|
|
106,743,834
|
|
State Street Institutional U.S. Government Money Market Fund Premier Class,
5.03%(f)(g)
|
106,743,834
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $106,743,834)
|
106,743,834
|
|
|
TOTAL INVESTMENTS — 100.2%
(Cost $3,582,976,882)
|
3,772,992,038
|
|
|
Other Assets and Liabilities (net) — (0.2)%
|
(8,368,093)
|
|
|
NET ASSETS — 100.0%
|
$3,764,623,945
|
|
Notes to Schedule of Investments:
|
*
|
Non-income producing security.
|
(a)
|
All or a portion of this security is out on loan.
|
(b)
|
Securities are traded on separate exchanges for the same entity.
|
(c)
|
Level 3 - significant unobservable inputs were used in determining the value of this security in
the Fund.
|
(d)
|
Securities fair valued by the Valuation Committee as approved by the Board of Trustees. The total
market value of the securities at period end is $216,681 which represents 0.0% of net assets. The
aggregate tax cost of these securities held at June 30, 2023 was $30,137,646.
|
(e)
|
Illiquid securities represent Russian securities impacted by the Russian/Ukraine crisis. The total
market value of the securities at period end is $216,681 which represents 0.0% of net assets. The
aggregate cost of these securities held at June 30, 2023 was $29,569,045.
|
(f)
|
The rate disclosed is the 7-day net yield as of June 30, 2023.
|
(g)
|
Represents an investment of securities lending cash collateral.
|
144A
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities
may be resold in transactions exempt from registration, normally to qualified institutional buyers.
The total market value of the securities at period end is $9,287,391 which represents 0.2% of net
assets.
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
Buy
|
|
|
|
|
403
|
MSCI EAFE Index
|
Sep 2023
|
$43,433,325
|
$336,168
|
Abbreviations
|
||
ADR
|
—
|
American Depository Receipt
|
CVA
|
—
|
Certificaten Van Aandelen
|
GDR
|
—
|
Global Depository Receipt
|
NYRS
|
—
|
New York Registry Shares
|
REIT
|
—
|
Real Estate Investment Trust
|
SDR
|
—
|
Swedish Depository Receipt
|
Industry Sector Summary (Unaudited)
|
% of Net Assets
|
Consumer, Non-cyclical
|
23.0
|
Financial
|
16.3
|
Industrial
|
15.2
|
Consumer, Cyclical
|
13.4
|
Technology
|
9.9
|
Energy
|
7.4
|
Basic Materials
|
6.6
|
Communications
|
3.3
|
Utilities
|
2.0
|
Investment Companies
|
0.3
|
Diversified
|
0.0*
|
Short-Term Investment
|
2.8
|
Other Assets and Liabilities (net)
|
(0.2)
|
|
100.0%
|
*
|
Amount rounds to zero.
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
DEBT OBLIGATIONS — 99.1%
|
|
|
|
Asset Backed Securities — 10.6%
|
|
251,000
|
|
ABPCI Direct Lending Fund ABS I Ltd., Series 2020-1A, Class A, 3.20%, due 12/20/30
144A
|
234,101
|
2,829,000
|
|
Aligned Data Centers Issuer LLC, Series 2021-1A, Class A2, 1.94%, due 08/15/46 144A
|
2,477,266
|
2,660,000
|
|
American Express Credit Account Master Trust, Series 2022-3, Class A, 3.75%, due
08/15/27
|
2,580,680
|
4,928
|
|
AmeriCredit Automobile Receivables Trust, Series 2019-1, Class C, 3.36%, due 02/18/25
|
4,922
|
122,046
|
|
AmeriCredit Automobile Receivables Trust, Series 2019-2, Class C, 2.74%, due 04/18/25
|
121,535
|
330,781
|
|
AmeriCredit Automobile Receivables Trust, Series 2019-3, Class C, 2.32%, due 07/18/25
|
327,631
|
400,000
|
|
AmeriCredit Automobile Receivables Trust, Series 2021-2, Class C, 1.01%, due 01/19/27
|
365,710
|
400,000
|
|
AmeriCredit Automobile Receivables Trust, Series 2021-3, Class C, 1.41%, due 08/18/27
|
361,425
|
700,000
|
|
AmeriCredit Automobile Receivables Trust, Series 2023-1, Class C, 5.80%, due 12/18/28
|
693,968
|
345,000
|
|
AMSR Trust, Series 2020-SFR4, Class A, 1.36%, due 11/17/37 144A
|
311,631
|
1,350,000
|
|
AMSR Trust, Series 2021-SFR1, Class A, 1.95%, due 06/17/38(b) 144A
|
1,140,065
|
1,529,000
|
|
AMSR Trust, Series 2021-SFR2, Class A, 1.53%, due 08/17/38 144A
|
1,342,748
|
2,742,000
|
|
AMSR Trust, Series 2022-SFR3, Class A, 4.00%, due 10/17/39 144A
|
2,555,483
|
313,000
|
|
Applebee's Funding LLC/IHOP Funding LLC, Series 2023-1A, Class A2, 7.82%, due
03/05/53 144A
|
309,137
|
198,758
|
|
Aqua Finance Trust, Series 2021-A, Class A, 1.54%, due 07/17/46 144A
|
175,703
|
927,765
|
|
Arbys Funding LLC, Series 2020-1A, Class A2, 3.24%, due 07/30/50 144A
|
821,074
|
547,388
|
|
ARI Fleet Lease Trust, Series 2020-A, Class A3, 1.80%, due 08/15/28 144A
|
544,508
|
3,206,639
|
|
Atlas Static Senior Loan Fund CLO I Ltd., Series 2022-1A, Class A, 7.59% (3 mo. USD
Term SOFR + 2.60%), due 07/15/30(c) 144A
|
3,210,166
|
866,000
|
|
Avis Budget Rental Car Funding AESOP LLC, Series 2019-3A, Class A, 2.36%, due
03/20/26 144A
|
818,342
|
610,000
|
|
Avis Budget Rental Car Funding AESOP LLC, Series 2020-1A, Class A, 2.33%, due
08/20/26 144A
|
567,816
|
1,838,000
|
|
BA Credit Card Trust, Series 2022-A2, Class A2, 5.00%, due 04/15/28
|
1,830,280
|
2,500,000
|
EUR
|
Barings Euro CLO DAC, Series 2015-1A, Class ARR, 4.24% (3 mo. EUR EURIBOR +
0.98%), due 07/25/35(c) 144A
|
2,631,689
|
1,250,000
|
EUR
|
BNPP AM Euro CLO DAC, Series 2018-1A, Class AR, 3.78% (3 mo. EUR EURIBOR
+ 0.60%), due 04/15/31(c) 144A
|
1,327,529
|
291,366
|
|
BRE Grand Islander Timeshare Issuer LLC, Series 2019-A, Class A, 3.28%, due
09/26/33 144A
|
273,965
|
3,021,000
|
|
Capital One Multi-Asset Execution Trust, Series 2023-A1, Class A, 4.42%, due 05/15/28
|
2,971,526
|
1,750,000
|
EUR
|
Carlyle Global Market Strategies Euro CLO Ltd., Series 2014-2A, Class AR1, 4.07% (3
mo. EUR EURIBOR + 0.75%), due 11/15/31(c) 144A
|
1,867,701
|
405,000
|
|
CarMax Auto Owner Trust, Series 2020-4, Class C, 1.30%, due 08/17/26
|
376,528
|
300,000
|
|
CarMax Auto Owner Trust, Series 2021-2, Class C, 1.34%, due 02/16/27
|
274,461
|
310,000
|
|
CarMax Auto Owner Trust, Series 2021-3, Class C, 1.25%, due 05/17/27
|
278,928
|
300,000
|
|
CarMax Auto Owner Trust, Series 2021-4, Class C, 1.38%, due 07/15/27
|
268,874
|
400,000
|
|
CarMax Auto Owner Trust, Series 2022-1, Class C, 2.20%, due 11/15/27
|
365,799
|
200,000
|
|
CarMax Auto Owner Trust, Series 2022-1, Class D, 2.47%, due 07/17/28
|
180,767
|
496,000
|
|
CARS-DB4 LP, Series 2020-1A, Class B1, 4.17%, due 02/15/50 144A
|
462,042
|
1,558,750
|
|
CF Hippolyta Issuer LLC, Series 2020-1, Class A1, 1.69%, due 07/15/60 144A
|
1,400,390
|
993,340
|
|
CF Hippolyta Issuer LLC, Series 2021-1A, Class A1, 1.53%, due 03/15/61 144A
|
861,930
|
2,456,574
|
|
CIFC Funding CLO Ltd., Series 2014-2RA, Class A1, 6.32% (3 mo. USD LIBOR +
1.05%), due 04/24/30(c) 144A
|
2,441,547
|
2,280,000
|
|
CIFC Funding CLO Ltd., Series 2015-1A, Class ARR, 6.38% (3 mo. USD LIBOR +
1.11%), due 01/22/31(c) 144A
|
2,259,040
|
1,200,000
|
|
Citibank Credit Card Issuance Trust, Series 2018-A7, Class A7, 3.96%, due 10/13/30
|
1,145,017
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
938,943
|
|
CLI Funding VI LLC, Series 2020-1A, Class A, 2.08%, due 09/18/45 144A
|
814,390
|
752,617
|
|
CLI Funding VIII LLC, Series 2021-1A, Class A, 1.64%, due 02/18/46 144A
|
642,468
|
644,550
|
|
CLI Funding VIII LLC, Series 2022-1A, Class A1, 2.72%, due 01/18/47 144A
|
548,730
|
145,623
|
|
Commonbond Student Loan Trust, Series 2017-BGS, Class A1, 2.68%, due 09/25/42
144A
|
131,817
|
2,250,000
|
|
Crown City CLO I, Series 2020-1A, Class A1AR, 6.44% (3 mo. USD LIBOR + 1.19%),
due 07/20/34(c) 144A
|
2,204,802
|
2,165,000
|
|
Crown Point CLO 11 Ltd., Series 2021-11A, Class A, 6.38% (3 mo. USD LIBOR +
1.12%), due 01/17/34(c) 144A
|
2,136,665
|
486,000
|
|
CyrusOne Data Centers Issuer I LLC, Series 2023-1A, Class A2, 4.30%, due 04/20/48
144A
|
434,697
|
449,000
|
|
DataBank Issuer, Series 2021-1A, Class A2, 2.06%, due 02/27/51 144A
|
394,070
|
85,275
|
|
DB Master Finance LLC, Series 2017-1A, Class A2II, 4.03%, due 11/20/47 144A
|
78,213
|
1,306,110
|
|
DB Master Finance LLC, Series 2021-1A, Class A23, 2.79%, due 11/20/51 144A
|
1,038,112
|
1,402,640
|
|
DB Master Finance LLC, Series 2021-1A, Class A2I, 2.05%, due 11/20/51 144A
|
1,225,004
|
152,000
|
|
Diamond Infrastructure Funding LLC, Series 2021-1A, Class C, 3.48%, due 04/15/49
144A
|
132,537
|
980,662
|
|
Domino's Pizza Master Issuer LLC, Series 2017-1A, Class A23, 4.12%, due 07/25/47
144A
|
905,428
|
3,522,120
|
|
Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I, 2.66%, due 04/25/51
144A
|
2,994,915
|
598,230
|
|
Driven Brands Funding LLC, Series 2020-2A, Class A2, 3.24%, due 01/20/51 144A
|
515,895
|
683,590
|
|
Driven Brands Funding LLC, Series 2021-1A, Class A2, 2.79%, due 10/20/51 144A
|
563,423
|
207,708
|
|
FirstKey Homes Trust, Series 2020-SFR1, Class A, 1.34%, due 08/17/37 144A
|
188,612
|
167,592
|
|
FirstKey Homes Trust, Series 2020-SFR2, Class A, 1.27%, due 10/19/37 144A
|
150,554
|
573,559
|
|
FirstKey Homes Trust, Series 2021-SFR1, Class A, 1.54%, due 08/17/38 144A
|
502,517
|
531,000
|
|
FirstKey Homes Trust, Series 2021-SFR1, Class D, 2.19%, due 08/17/38 144A
|
456,904
|
543,720
|
|
Five Guys Funding LLC, Series 2017-1A, Class A2, 4.60%, due 07/25/47 144A
|
531,727
|
305,000
|
|
Ford Credit Auto Owner Trust, Series 2020-C, Class C, 1.04%, due 05/15/28
|
282,988
|
300,000
|
|
Ford Credit Auto Owner Trust, Series 2022-A, Class C, 2.14%, due 07/15/29
|
274,970
|
2,282,000
|
|
Ford Credit Auto Owner Trust, Series 2022-B, Class A4, 3.93%, due 08/15/27
|
2,215,155
|
1,800,000
|
|
Ford Credit Auto Owner Trust, Series 2023-B, Class B, 5.56%, due 03/15/29
|
1,791,981
|
2,135,000
|
|
Ford Credit Floorplan Master Owner Trust A, Series 2023-1, Class A1, 4.92%, due
05/15/28 144A
|
2,114,233
|
1,296,165
|
|
Generate CLO 2 Ltd., Series 2A, Class AR, 6.42% (3 mo. USD LIBOR + 1.15%), due
01/22/31(c) 144A
|
1,286,576
|
3,500,000
|
|
Generate CLO 4 Ltd., Series 4A, Class A1R, 6.34% (3 mo. USD LIBOR + 1.09%), due
04/20/32(c) 144A
|
3,469,627
|
300,000
|
|
GM Financial Consumer Automobile Receivables Trust, Series 2021-1, Class C, 1.04%,
due 05/17/27
|
280,935
|
2,973,000
|
|
GMF Floorplan Owner Revolving Trust, Series 2023-2, Class A, 5.34%, due 06/17/30
144A
|
2,966,712
|
595,000
|
|
Golub Capital Partners ABS Funding Ltd., Series 2020-1A, Class A2, 3.21%, due
01/22/29 144A
|
554,917
|
564,000
|
|
Golub Capital Partners ABS Funding Ltd., Series 2021-1A, Class A2, 2.77%, due
04/20/29 144A
|
520,210
|
2,500,000
|
EUR
|
Grosvenor Place CLO DAC, Series 2022-1A, Class A, 5.41% (3 mo. EUR EURIBOR +
2.00%), due 11/24/35(c) 144A
|
2,726,674
|
596,000
|
|
HI-FI Music IP Issuer LP, Series 2022-1A, Class A2, 3.94%, due 02/01/62 144A
|
545,203
|
175,294
|
|
Hilton Grand Vacations Trust, Series 2018-AA, Class A, 3.54%, due 02/25/32 144A
|
168,824
|
71,536
|
|
Home Equity Asset Trust, Series 2003-8, Class M1, 6.23% (1 mo. USD LIBOR +
1.08%), due 04/25/34(c)
|
69,444
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
2,000,000
|
EUR
|
Invesco Euro CLO I DAC, Series 1A, Class A1R, 3.83% (3 mo. EUR EURIBOR +
0.65%), due 07/15/31(c) 144A
|
2,129,082
|
239,488
|
|
Jack in the Box Funding LLC, Series 2019-1A, Class A23, 4.97%, due 08/25/49 144A
|
215,527
|
627,900
|
|
Jack in the Box Funding LLC, Series 2022-1A, Class A2I, 3.45%, due 02/26/52 144A
|
558,097
|
167,130
|
|
JPMorgan Chase Bank NA - CACLN, Series 2021-3, Class B, 0.76%, due 02/26/29
144A
|
159,190
|
15,775
|
|
Laurel Road Prime Student Loan Trust, Series 2017-C, Class A2B, 2.81%, due 11/25/42
144A
|
15,537
|
2,528,000
|
EUR
|
Madison Park Euro Funding CLO XIV DAC, Series 14A, Class A1R, 3.98% (3 mo.
EUR EURIBOR + 0.80%), due 07/15/32(c) 144A
|
2,689,472
|
4,865,000
|
|
Madison Park Funding CLO XXXIII Ltd., Series 2019-33A, Class AR, 6.28% (3 mo.
USD Term SOFR + 1.29%), due 10/15/32(c) 144A
|
4,802,952
|
2,000,000
|
|
Madison Park Funding CLO XXXVIII Ltd., Series 2021-38A, Class A, 6.38% (3 mo.
USD LIBOR + 1.12%), due 07/17/34(c) 144A
|
1,964,962
|
375,000
|
|
MetroNet Infrastructure Issuer LLC, Series 2023-1A, Class A2, 6.56%, due 04/20/53
144A
|
365,408
|
1,195,682
|
|
MidOcean Credit CLO III, Series 2014-3A, Class A1R, 6.38% (3 mo. USD LIBOR +
1.12%), due 04/21/31(c) 144A
|
1,183,240
|
52,398
|
|
Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC10, Class M1, 6.17% (1 mo.
USD LIBOR + 1.02%), due 10/25/33(c)
|
51,710
|
13,436
|
|
Morgan Stanley ABS Capital I, Inc. Trust, Series 2003-NC7, Class M1, 6.20% (1 mo.
USD LIBOR + 1.05%), due 06/25/33(c)
|
13,367
|
36,502
|
|
MVW Owner Trust, Series 2018-1A, Class A, 3.45%, due 01/21/36 144A
|
35,522
|
60,357
|
|
Navient Private Education Loan Trust, Series 2016-AA, Class A2A, 3.91%, due 12/15/45
144A
|
58,297
|
294,849
|
|
Navient Private Education Refi Loan Trust, Series 2019-FA, Class A2, 2.60%, due
08/15/68 144A
|
270,632
|
319,060
|
|
Navient Private Education Refi Loan Trust, Series 2020-HA, Class A, 1.31%, due
01/15/69 144A
|
288,453
|
89,945
|
|
Navient Student Loan Trust, Series 2020-2A, Class A1A, 1.32%, due 08/26/69 144A
|
75,844
|
919,240
|
|
Neighborly Issuer LLC, Series 2021-1A, Class A2, 3.58%, due 04/30/51 144A
|
770,608
|
514,488
|
|
Neighborly Issuer LLC, Series 2022-1A, Class A2, 3.70%, due 01/30/52 144A
|
421,600
|
139,382
|
|
New Century Home Equity Loan Trust, Series 2003-A, Class A, 3.44% (1 mo. USD
LIBOR + 0.72%), due 10/25/33(c) 144A
|
133,902
|
1,045,000
|
|
New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class A1, 1.91%, due
10/20/61 144A
|
891,801
|
296,000
|
|
New Economy Assets Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, due
10/20/61 144A
|
247,200
|
2,643,000
|
|
NextGear Floorplan Master Owner Trust, Series 2022-1A, Class A2, 2.80%, due
03/15/27 144A
|
2,508,665
|
1,500,000
|
|
Northwoods Capital CLO 22 Ltd., Series 2020-22A, Class AR, 6.73% (3 mo. USD Term
SOFR + 1.45%), due 09/01/31(c) 144A
|
1,481,193
|
107,461
|
|
NRZ Excess Spread-Collateralized Notes, Series 2021-FHT1, Class A, 3.10%, due
07/25/26 144A
|
95,817
|
1,810,410
|
|
Oak Street Investment Grade Net Lease Fund, Series 2021-1A, Class A1, 1.48%, due
01/20/51 144A
|
1,588,073
|
721,876
|
|
Oak Street Investment Grade Net Lease Fund, Series 2021-2A, Class A1, 2.38%, due
11/20/51 144A
|
628,110
|
2,435,000
|
|
OCP CLO Ltd., Series 2015-9A, Class A1R2, 6.24% (3 mo. USD Term SOFR + 1.25%),
due 01/15/33(c) 144A
|
2,390,610
|
1,000,000
|
|
OFSI BSL XI CLO Ltd., Series 2022-11A, Class A1, 7.08% (3 mo. USD Term SOFR +
2.10%), due 07/18/31(c) 144A
|
997,774
|
58,359
|
|
Oxford Finance Funding LLC, Series 2019-1A, Class A2, 4.46%, due 02/15/27 144A
|
58,069
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
1,925,401
|
|
OZLM Funding IV CLO Ltd., Series 2013-4A, Class A1R, 6.52% (3 mo. USD LIBOR
+ 1.25%), due 10/22/30(c) 144A
|
1,915,778
|
618,790
|
|
OZLM XI CLO Ltd., Series 2015-11A, Class A1R, 6.55% (3 mo. USD LIBOR +
1.25%), due 10/30/30(c) 144A
|
615,774
|
2,000,000
|
|
Park Avenue Institutional Advisers CLO Ltd., Series 2018-1A, Class A1AR, 6.25% (3
mo. USD LIBOR + 1.00%), due 10/20/31(c) 144A
|
1,970,780
|
2,492,000
|
|
PFS Financing Corp., Series 2022-A, Class A, 2.47%, due 02/15/27 144A
|
2,358,324
|
1,325,776
|
|
Progress Residential Trust, Series 2019-SFR4, Class A, 2.69%, due 10/17/36 144A
|
1,271,766
|
1,014,458
|
|
Progress Residential Trust, Series 2020-SFR1, Class A, 1.73%, due 04/17/37 144A
|
941,932
|
1,351,940
|
|
Progress Residential Trust, Series 2021-SFR2, Class A, 1.55%, due 04/19/38 144A
|
1,203,633
|
316,000
|
|
Progress Residential Trust, Series 2021-SFR8, Class B, 1.68%, due 10/17/38 144A
|
274,427
|
1,566,822
|
|
Progress Residential Trust, Series 2022-SFR2, Class A, 2.95%, due 04/17/27 144A
|
1,414,086
|
3,218
|
|
Renaissance Home Equity Loan Trust, Series 2005-2, Class AF4, 5.43%, due 08/25/35
|
3,149
|
725,000
|
|
Romark CLO II Ltd., Series 2018-2A, Class A1, 6.43% (3 mo. USD LIBOR + 1.18%),
due 07/25/31(c) 144A
|
716,611
|
58,673
|
|
Santander Drive Auto Receivables Trust, Series 2020-4, Class C, 1.01%, due 01/15/26
|
58,441
|
810,000
|
|
Santander Drive Auto Receivables Trust, Series 2021-2, Class D, 1.35%, due 07/15/27
|
765,776
|
692,647
|
|
Santander Drive Auto Receivables Trust, Series 2021-3, Class C, 0.95%, due 09/15/27
|
678,522
|
900,000
|
|
Santander Drive Auto Receivables Trust, Series 2021-4, Class C, 1.26%, due 02/16/27
|
865,331
|
600,000
|
|
Santander Drive Auto Receivables Trust, Series 2022-1, Class C, 2.56%, due 04/17/28
|
573,306
|
1,550,000
|
|
Santander Drive Auto Receivables Trust, Series 2022-5, Class C, Class C, 4.74%, due
10/16/28
|
1,502,027
|
200,000
|
|
Santander Drive Auto Receivables Trust, Series 2023-1, Class C, 5.09%, due 05/15/30
|
194,971
|
635,250
|
|
Sesac Finance LLC, Series 2019-1, Class A2, 5.22%, due 07/25/49 144A
|
598,284
|
313,059
|
|
Silver Creek CLO Ltd., Series 2014-1A, Class AR, 6.49% (3 mo. USD LIBOR +
1.24%), due 07/20/30(c) 144A
|
311,687
|
377,772
|
|
SMB Private Education Loan Trust, Series 2019-B, Class A2A, 2.84%, due 06/15/37
144A
|
351,898
|
108,621
|
|
SMB Private Education Loan Trust, Series 2020-PTA, Class A2A, 1.60%, due 09/15/54
144A
|
96,390
|
57,955
|
|
SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07%, due 01/15/53
144A
|
49,592
|
616,037
|
|
Sonic Capital LLC, Series 2020-1A, Class A2I, 3.85%, due 01/20/50 144A
|
559,877
|
621,923
|
|
Sonic Capital LLC, Series 2021-1A, Class A2I, 2.19%, due 08/20/51 144A
|
500,711
|
474,749
|
|
Stack Infrastructure Issuer LLC, Series 2019-1A, Class A2, 4.54%, due 02/25/44 144A
|
467,596
|
547,000
|
|
Stack Infrastructure Issuer LLC, Series 2019-2A, Class A2, 3.08%, due 10/25/44 144A
|
519,064
|
2,178,000
|
|
Stack Infrastructure Issuer LLC, Series 2021-1A, Class A2, 1.88%, due 03/26/46 144A
|
1,908,692
|
214,933
|
|
Sunbird Engine Finance LLC, Series 2020-1A, Class A, 3.67%, due 02/15/45 144A
|
178,829
|
1,226,325
|
|
Taco Bell Funding LLC, Series 2021-1A, Class A2I, 1.95%, due 08/25/51 144A
|
1,057,832
|
1,864,605
|
|
Taco Bell Funding LLC, Series 2021-1A, Class A2II, 2.29%, due 08/25/51 144A
|
1,535,956
|
3,000,000
|
|
TCW CLO Ltd., Series 2019-2A, Class A1R, 6.33% (3 mo. USD Term SOFR + 1.28%),
due 10/20/32(c) 144A
|
2,956,794
|
346,948
|
|
TIF Funding II LLC, Series 2021-1A, Class A, 1.65%, due 02/20/46 144A
|
287,444
|
4,000,000
|
|
Tikehau U.S. CLO IV Ltd., Series 2023-1A, Class A1, 7.47% (3 mo. USD Term SOFR
+ 2.20%), due 07/15/34(c) 144A
|
4,002,884
|
2,860,000
|
|
Toyota Auto Receivables Owner Trust, Series 2023-A, Class A3, 4.63%, due 09/15/27
|
2,821,800
|
1,523,558
|
|
Tricon American Homes Trust, Series 2019-SFR1, Class A, 2.75%, due 03/17/38 144A
|
1,410,134
|
2,663,416
|
|
Tricon Residential Trust, Series 2022-SFR2, Class A, 4.85%, due 07/17/40 144A
|
2,573,933
|
1,500,000
|
|
Trimaran Cavu CLO Ltd., Series 2021-1A, Class A, 6.48% (3 mo. USD LIBOR +
1.21%), due 04/23/32(c) 144A
|
1,479,219
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
829,083
|
|
Triton Container Finance VIII LLC, Series 2020-1A, Class A, 2.11%, due 09/20/45
144A
|
711,625
|
679,350
|
|
Triton Container Finance VIII LLC, Series 2021-1A, Class A, 1.86%, due 03/20/46
144A
|
571,118
|
1,246,838
|
|
U.S. Small Business Administration, Series 2013-20H, Class 1, 3.16%, due 08/01/33
|
1,173,644
|
804,068
|
|
U.S. Small Business Administration, Series 2013-20L, Class 1, 3.38%, due 12/01/33
|
759,701
|
1,071,769
|
|
U.S. Small Business Administration, Series 2014-20C, Class 1, 3.21%, due 03/01/34
|
1,001,714
|
434,617
|
|
U.S. Small Business Administration, Series 2014-20D, Class 1, 3.11%, due 04/01/34
|
405,920
|
352,265
|
|
U.S. Small Business Administration, Series 2014-20I, Class 1, 2.92%, due 09/01/34
|
324,873
|
1,941,254
|
|
U.S. Small Business Administration, Series 2019-25F, Class 1, 2.77%, due 06/01/44
|
1,706,426
|
805,384
|
|
U.S. Small Business Administration, Series 2020-25D, Class 1, 1.77%, due 04/01/45
|
660,843
|
2,426,899
|
|
U.S. Small Business Administration, Series 2022-25D, Class 1, 3.50%, due 04/01/47
|
2,231,665
|
1,653,099
|
|
U.S. Small Business Administration, Series 2022-25E, Class 1, 3.94%, due 05/01/47
|
1,562,312
|
2,661,982
|
|
U.S. Small Business Administration, Series 2022-25G, Class 1, 3.93%, due 07/01/47
|
2,529,583
|
2,254,344
|
|
U.S. Small Business Administration, Series 2022-25J, Class 1, 5.04%, due 10/01/47
|
2,280,908
|
1,800,000
|
|
U.S. Small Business Administration, Series 2023-25D, Class 1, 4.48%, due 04/01/48
|
1,760,192
|
2,985,000
|
|
U.S. Small Business Administration, Series 2023-25E, Class 1, 4.62%, due 05/01/48
|
2,954,122
|
2,931,000
|
|
U.S. Small Business Administration, Series 2023-25F, Class 1, 4.93%, due 06/01/48
|
2,930,788
|
2,527,000
|
|
Vantage Data Centers LLC, Series 2020-1A, Class A2, 1.65%, due 09/15/45 144A
|
2,267,105
|
1,314,000
|
|
Vantage Data Centers LLC, Series 2020-2A, Class A2, 1.99%, due 09/15/45 144A
|
1,108,098
|
500,000
|
|
Venture XIX CLO Ltd., Series 2014-19A, Class ARR, 6.52% (3 mo. USD LIBOR +
1.26%), due 01/15/32(c) 144A
|
492,956
|
2,372,000
|
|
Verizon Master Trust, Series 2021-2, Class A, 0.99%, due 04/20/28
|
2,233,230
|
581,633
|
|
VR Funding LLC, Series 2020-1A, Class A, 2.79%, due 11/15/50 144A
|
506,083
|
500,000
|
|
Wellfleet CLO Ltd., Series 2018-3A, Class A1A, 6.50% (3 mo. USD LIBOR + 1.25%),
due 01/20/32(c) 144A
|
493,481
|
523,995
|
|
Wendy's Funding LLC, Series 2019-1A, Class A2I, 3.78%, due 06/15/49 144A
|
487,099
|
2,160,900
|
|
Wendy's Funding LLC, Series 2021-1A, Class A2I, 2.37%, due 06/15/51 144A
|
1,793,678
|
153,693
|
|
Willis Engine Structured Trust V, Series 2020-A, Class A, 3.23%, due 03/15/45 144A
|
128,718
|
158,612
|
|
World Omni Select Auto Trust, Series 2019-A, Class C, 2.38%, due 12/15/25
|
157,389
|
200,000
|
|
World Omni Select Auto Trust, Series 2021-A, Class C, 1.09%, due 11/15/27
|
181,312
|
564,938
|
|
Zaxby's Funding LLC, Series 2021-1A, Class A2, 3.24%, due 07/30/51 144A
|
472,624
|
|
|
|
178,013,024
|
|
|
Corporate Debt — 33.1%
|
|
225,000
|
|
1011778 BC ULC/New Red Finance, Inc., 3.88%, due 01/15/28 144A
|
205,899
|
960,000
|
|
1011778 BC ULC/New Red Finance, Inc., 4.00%, due 10/15/30 144A
|
822,751
|
1,636,000
|
|
AbbVie, Inc., 3.20%, due 11/21/29
|
1,480,440
|
300,000
|
|
AbbVie, Inc., 3.80%, due 03/15/25
|
291,832
|
65,000
|
|
AbbVie, Inc., 4.05%, due 11/21/39
|
56,626
|
400,000
|
|
AbbVie, Inc., 4.25%, due 11/21/49(d)
|
345,509
|
3,053,000
|
|
AbbVie, Inc., 4.50%, due 05/14/35
|
2,902,381
|
1,035,000
|
|
AbbVie, Inc., 4.55%, due 03/15/35
|
986,419
|
260,000
|
|
AbbVie, Inc., 4.70%, due 05/14/45
|
237,727
|
445,000
|
|
AbbVie, Inc., 4.75%, due 03/15/45
|
407,355
|
200,000
|
|
Abu Dhabi National Energy Co. PJSC, 2.00%, due 04/29/28 144A
|
178,139
|
272,000
|
|
AdaptHealth LLC, 5.13%, due 03/01/30 144A
|
220,584
|
1,340,000
|
|
Advocate Health & Hospitals Corp., 2.21%, due 06/15/30
|
1,125,514
|
125,000
|
|
AECOM, 5.13%, due 03/15/27
|
121,070
|
400,000
|
|
AEP Texas, Inc., 3.80%, due 10/01/47
|
303,430
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
315,000
|
|
AEP Transmission Co. LLC, 3.80%, due 06/15/49
|
252,738
|
642,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 1.75%, due 01/30/26
|
576,721
|
2,001,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 2.45%, due 10/29/26
|
1,788,738
|
980,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.00%, due 10/29/28
|
848,127
|
2,100,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.45%, due 04/03/26
|
2,007,254
|
388,491
|
|
AES Panama Generation Holdings SRL, 4.38%, due 05/31/30 144A
|
332,111
|
370,000
|
|
Aetna, Inc., 4.75%, due 03/15/44
|
328,201
|
197,000
|
|
Affinity Interactive, 6.88%, due 12/15/27 144A
|
173,537
|
600,714
|
|
Air Canada Pass-Through Trust, 3.60%, due 09/15/28 144A
|
558,428
|
199,750
|
|
Air Canada Pass-Through Trust, 3.70%, due 07/15/27 144A
|
185,588
|
206,183
|
|
Air Canada Pass-Through Trust, 4.13%, due 11/15/26 144A
|
192,864
|
301,000
|
|
Air Canada Pass-Through Trust, 10.50%, due 07/15/26 144A
|
323,428
|
388,000
|
|
Air Lease Corp., 2.10%, due 09/01/28
|
322,615
|
413,000
|
|
Air Lease Corp., 3.63%, due 12/01/27
|
377,174
|
340,000
|
|
Air Lease Corp., (MTN), 2.88%, due 01/15/26
|
314,718
|
1,177,000
|
|
Aker BP ASA, 2.00%, due 07/15/26(d) 144A
|
1,057,533
|
337,000
|
|
Aker BP ASA, 3.10%, due 07/15/31 144A
|
279,096
|
2,050,000
|
|
Aker BP ASA, 3.75%, due 01/15/30 144A
|
1,823,785
|
1,062,000
|
|
Aker BP ASA, 4.00%, due 01/15/31 144A
|
944,931
|
251,528
|
|
Alaska Airlines Pass-Through Trust, 8.00%, due 02/15/27 144A
|
251,750
|
300,000
|
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 3.50%, due
03/15/29 144A
|
259,982
|
292,000
|
|
Albion Financing 1 Sarl/Aggreko Holdings, Inc., 6.13%, due 10/15/26(d) 144A
|
274,765
|
2,895,000
|
|
Alexandria Real Estate Equities, Inc. REIT, 2.00%, due 05/18/32(d)
|
2,189,472
|
228,866
|
|
Alfa Desarrollo SpA, 4.55%, due 09/27/51 144A
|
168,149
|
847,000
|
|
Ally Financial, Inc., 5.13%, due 09/30/24
|
831,335
|
505,000
|
|
Ally Financial, Inc., 6.99% (SOFR + 3.26%), due 06/13/29(c)
|
499,183
|
416,000
|
|
Ally Financial, Inc., 7.10%, due 11/15/27
|
419,954
|
215,000
|
|
Altria Group, Inc., 3.40%, due 05/06/30
|
189,916
|
3,340,000
|
|
Amazon.com, Inc., 4.10%, due 04/13/62
|
2,879,014
|
1,780,000
|
|
Ameren Illinois Co., 4.95%, due 06/01/33
|
1,766,975
|
361,053
|
|
American Airlines Pass-Through Trust, 2.88%, due 01/11/36
|
302,565
|
553,446
|
|
American Airlines Pass-Through Trust, 3.15%, due 08/15/33
|
483,215
|
77,341
|
|
American Airlines Pass-Through Trust, 3.25%, due 04/15/30
|
65,607
|
1,290,465
|
|
American Airlines Pass-Through Trust, 3.38%, due 11/01/28
|
1,158,630
|
544,236
|
|
American Airlines Pass-Through Trust, 3.50%, due 08/15/33
|
444,601
|
156,083
|
|
American Airlines Pass-Through Trust, 3.58%, due 07/15/29
|
144,820
|
320,742
|
|
American Airlines Pass-Through Trust, 3.60%, due 04/15/31
|
271,108
|
352,870
|
|
American Airlines Pass-Through Trust, 3.65%, due 08/15/30
|
325,480
|
201,511
|
|
American Airlines Pass-Through Trust, 3.85%, due 08/15/29
|
171,813
|
586,370
|
|
American Airlines Pass-Through Trust, 3.95%, due 01/11/32
|
511,773
|
271,930
|
|
American Airlines Pass-Through Trust, 4.00%, due 08/15/30
|
235,960
|
535,911
|
|
American Airlines Pass-Through Trust, 4.10%, due 07/15/29
|
476,698
|
302,000
|
|
American Homes 4 Rent LP REIT, 4.25%, due 02/15/28
|
284,555
|
448,000
|
|
American Tower Corp. REIT, 1.60%, due 04/15/26
|
402,014
|
475,000
|
|
American Tower Corp. REIT, 3.55%, due 07/15/27
|
440,553
|
984,000
|
|
American Tower Corp. REIT, 3.80%, due 08/15/29
|
898,887
|
2,047,000
|
|
American Tower Trust #1 REIT, 5.49%, due 03/15/28 144A
|
2,051,475
|
420,000
|
|
AmeriGas Partners LP/AmeriGas Finance Corp., 5.50%, due 05/20/25
|
405,878
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
415,000
|
|
AmeriGas Partners LP/AmeriGas Finance Corp., 5.88%, due 08/20/26
|
390,723
|
630,000
|
|
AmerisourceBergen Corp., 2.80%, due 05/15/30
|
547,149
|
1,665,000
|
|
Amgen, Inc., 2.80%, due 08/15/41(d)
|
1,177,801
|
202,000
|
|
Amgen, Inc., 5.25%, due 03/02/30
|
202,557
|
645,000
|
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.70%, due 02/01/36
|
627,803
|
3,718,000
|
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, due
02/01/46(d)
|
3,556,760
|
410,000
|
|
Anheuser-Busch InBev Worldwide, Inc., 4.60%, due 04/15/48
|
380,966
|
387,000
|
|
Antero Midstream Partners LP/Antero Midstream Finance Corp., 5.38%, due 06/15/29
144A
|
359,980
|
550,000
|
|
Antero Midstream Partners LP/Antero Midstream Finance Corp., 7.88%, due 05/15/26
144A
|
558,328
|
114,000
|
|
Antero Resources Corp., 5.38%, due 03/01/30 144A
|
105,642
|
1,000,000
|
|
Apple, Inc., 3.85%, due 08/04/46
|
881,009
|
770,000
|
|
Apple, Inc., 4.10%, due 08/08/62
|
674,762
|
980,000
|
|
AptarGroup, Inc., 3.60%, due 03/15/32
|
841,513
|
2,015,000
|
|
Aptiv PLC/Aptiv Corp., 3.25%, due 03/01/32(d)
|
1,725,916
|
418,000
|
|
APX Group, Inc., 5.75%, due 07/15/29 144A
|
363,366
|
225,000
|
|
Aquarion Co., 4.00%, due 08/15/24 144A
|
220,335
|
774,000
|
|
Ares Capital Corp., 2.15%, due 07/15/26
|
671,772
|
509,000
|
|
Ares Capital Corp., 2.88%, due 06/15/28
|
421,545
|
305,000
|
|
Ares Capital Corp., 3.25%, due 07/15/25
|
282,275
|
568,000
|
|
Ares Capital Corp., 3.88%, due 01/15/26
|
527,034
|
181,000
|
|
Ares Capital Corp., 4.20%, due 06/10/24
|
176,733
|
75,000
|
|
Asbury Automotive Group, Inc., 4.63%, due 11/15/29 144A
|
66,655
|
280,000
|
|
Asbury Automotive Group, Inc., 4.75%, due 03/01/30
|
249,119
|
710,000
|
|
Ascension Health, 2.53%, due 11/15/29(d)
|
611,016
|
150,000
|
|
Ascension Health, 3.11%, due 11/15/39
|
117,445
|
551,000
|
|
Ascent Resources Utica Holdings LLC/ARU Finance Corp., 5.88%, due 06/30/29 144A
|
492,143
|
322,000
|
|
Ashtead Capital, Inc., 2.45%, due 08/12/31 144A
|
252,922
|
390,000
|
|
Ashtead Capital, Inc., 4.38%, due 08/15/27 144A
|
366,992
|
3,369,000
|
|
AT&T, Inc., 2.30%, due 06/01/27
|
3,031,572
|
247,000
|
|
AT&T, Inc., 2.55%, due 12/01/33
|
194,098
|
814,000
|
|
AT&T, Inc., 3.50%, due 06/01/41
|
625,684
|
2,345,000
|
|
AT&T, Inc., 3.50%, due 09/15/53
|
1,661,724
|
595,000
|
|
AT&T, Inc., 3.65%, due 09/15/59
|
414,674
|
305,000
|
|
AT&T, Inc., 4.50%, due 05/15/35
|
280,550
|
700,000
|
|
AT&T, Inc., 6.72% (3 mo. USD LIBOR + 1.18%), due 06/12/24(c)
|
706,189
|
346,000
|
|
Athene Holding Ltd., 3.50%, due 01/15/31
|
286,327
|
262,627
|
|
Atlantica Transmision Sur SA, 6.88%, due 04/30/43 144A
|
249,168
|
228,000
|
|
Autodesk, Inc., 2.85%, due 01/15/30
|
200,049
|
538,000
|
|
AutoNation, Inc., 4.75%, due 06/01/30
|
503,439
|
1,939,000
|
|
Aviation Capital Group LLC, 6.38%, due 07/15/30 144A
|
1,924,528
|
1,300,000
|
|
Bacardi Ltd., 4.70%, due 05/15/28 144A
|
1,258,106
|
1,037,000
|
|
BAE Systems PLC, 3.40%, due 04/15/30 144A
|
938,689
|
696,000
|
|
BAE Systems Holdings, Inc., 3.85%, due 12/15/25 144A
|
667,862
|
175,000
|
|
Ball Corp., 3.13%, due 09/15/31(d)
|
144,165
|
450,000
|
|
Ball Corp., 6.00%, due 06/15/29
|
447,188
|
200,000
|
|
Banco Santander SA, 1.85%, due 03/25/26
|
179,078
|
634,000
|
|
Banco Santander SA, 4.38%, due 04/12/28
|
598,438
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
265,000
|
|
Bank of America Corp., 1.66% (SOFR + 0.91%), due 03/11/27(c)
|
238,596
|
1,310,000
|
|
Bank of America Corp., 2.30% (SOFR + 1.22%), due 07/21/32(c)
|
1,048,152
|
1,015,000
|
|
Bank of America Corp., 2.59% (SOFR + 2.15%), due 04/29/31(c)
|
852,637
|
4,019,000
|
|
Bank of America Corp., 2.69% (SOFR + 1.32%), due 04/22/32(c)
|
3,332,378
|
910,000
|
|
Bank of America Corp., 3.85% (5 yr. CMT + 2.00%), due 03/08/37(c)
|
778,732
|
1,177,000
|
|
Bank of America Corp., 4.24% (3 mo. USD Term SOFR + 2.08%), due 04/24/38(c)
|
1,034,678
|
495,000
|
|
Bank of America Corp., 5.13% (3 mo. USD Term SOFR + 3.55%)(c)(e)
|
481,536
|
1,056,000
|
|
Bank of America Corp., 6.30% (3 mo. USD Term SOFR + 4.81%)(c)(d)(e)
|
1,058,376
|
2,790,000
|
|
Bank of America Corp., (MTN), 2.09% (SOFR + 1.06%), due 06/14/29(c)
|
2,382,164
|
2,330,000
|
|
Bank of America Corp., (MTN), 2.50% (3 mo. USD Term SOFR + 1.25%), due
02/13/31(c)
|
1,951,909
|
230,000
|
|
Bank of America Corp., (MTN), 2.88% (3 mo. USD Term SOFR + 1.45%), due
10/22/30(c)
|
198,205
|
744,000
|
|
Bank of America Corp., (MTN), 3.25%, due 10/21/27
|
693,687
|
1,145,000
|
|
Bank of America Corp., (MTN), 3.59% (3 mo. USD Term SOFR + 1.63%), due
07/21/28(c)
|
1,065,274
|
783,000
|
|
Bank of America Corp., (MTN), 3.95%, due 04/21/25
|
758,619
|
310,000
|
|
Bank of America Corp., (MTN), 4.27% (3 mo. USD Term SOFR + 1.57%), due
07/23/29(c)
|
294,356
|
159,000
|
|
Bank of America Corp., (MTN), 4.33% (3 mo. USD Term SOFR + 1.78%), due
03/15/50(c)
|
136,935
|
2,545,000
|
|
Bank of America Corp., (MTN), 4.95% (SOFR + 2.04%), due 07/22/28(c)
|
2,501,508
|
1,265,000
|
|
Barclays PLC, 3.93% (3 mo. USD LIBOR + 1.61%), due 05/07/25(c)
|
1,236,680
|
576,000
|
|
Barclays PLC, 4.38% (5 yr. CMT + 3.41%)(c)(e)
|
392,774
|
400,000
|
|
Barclays PLC, 4.97% (3 mo. USD LIBOR + 1.90%), due 05/16/29(c)
|
378,374
|
1,382,000
|
|
Barclays PLC, 5.30% (1 yr. CMT + 2.30%), due 08/09/26(c)
|
1,348,667
|
325,000
|
|
Barclays PLC, 8.00% (5 yr. CMT + 5.43%)(c)(e)
|
291,168
|
590,000
|
|
BAT Capital Corp., 3.56%, due 08/15/27
|
542,899
|
270,000
|
|
Bayer U.S. Finance II LLC, 4.20%, due 07/15/34 144A
|
238,804
|
335,000
|
|
Beacon Roofing Supply, Inc., 4.13%, due 05/15/29(d) 144A
|
296,842
|
605,000
|
|
Berkshire Hathaway Energy Co., 3.70%, due 07/15/30(d)
|
557,179
|
85,000
|
|
Berkshire Hathaway Energy Co., 5.95%, due 05/15/37
|
87,703
|
1,712,000
|
|
Berkshire Hathaway Energy Co., 6.13%, due 04/01/36
|
1,787,697
|
1,858,000
|
|
Blackstone Holdings Finance Co. LLC, 1.63%, due 08/05/28 144A
|
1,537,853
|
1,015,000
|
|
Blackstone Holdings Finance Co. LLC, 2.80%, due 09/30/50 144A
|
582,592
|
542,000
|
|
Blackstone Holdings Finance Co. LLC, 3.15%, due 10/02/27 144A
|
493,588
|
746,000
|
|
Blackstone Private Credit Fund, 2.35%, due 11/22/24
|
697,371
|
483,000
|
|
Blackstone Private Credit Fund, 2.70%, due 01/15/25
|
450,819
|
118,000
|
|
Blackstone Private Credit Fund, 3.25%, due 03/15/27
|
102,084
|
677,000
|
|
Blackstone Private Credit Fund, 4.00%, due 01/15/29
|
574,662
|
190,000
|
|
Block, Inc., 3.50%, due 06/01/31(d)
|
157,612
|
404,000
|
|
BlueLinx Holdings, Inc., 6.00%, due 11/15/29 144A
|
353,955
|
945,000
|
|
BNP Paribas SA, 1.68% (SOFR + 0.91%), due 06/30/27(c) 144A
|
833,662
|
260,000
|
|
BNP Paribas SA, 2.16% (SOFR + 1.22%), due 09/15/29(c) 144A
|
216,776
|
200,000
|
|
BNP Paribas SA, 2.22% (SOFR + 2.07%), due 06/09/26(c)(d) 144A
|
185,072
|
1,035,000
|
|
BNP Paribas SA, 3.13% (SOFR + 1.56%), due 01/20/33(c) 144A
|
850,091
|
280,000
|
|
BNP Paribas SA, 9.25% (5 yr. CMT + 4.97%)(c)(e) 144A
|
289,272
|
210,000
|
|
BOC Aviation USA Corp., 1.63%, due 04/29/24 144A
|
202,646
|
2,545,000
|
|
Boeing Co., 2.20%, due 02/04/26
|
2,336,893
|
362,000
|
|
Boeing Co., 3.20%, due 03/01/29
|
323,905
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
270,000
|
|
Boeing Co., 3.90%, due 05/01/49
|
206,633
|
325,000
|
|
Boeing Co., 3.95%, due 08/01/59(d)
|
240,331
|
1,070,000
|
|
Boeing Co., 5.04%, due 05/01/27
|
1,057,466
|
4,034,000
|
|
Boeing Co., 5.15%, due 05/01/30
|
3,997,696
|
470,000
|
|
Boeing Co., 5.81%, due 05/01/50(d)
|
468,683
|
598,000
|
|
Booking Holdings, Inc., 4.63%, due 04/13/30
|
583,115
|
645,000
|
|
BPCE SA, 4.50%, due 03/15/25 144A
|
619,316
|
282,000
|
|
Braskem Idesa SAPI, 6.99%, due 02/20/32(d) 144A
|
182,930
|
657,000
|
|
Braskem Netherlands Finance BV, 5.88%, due 01/31/50 144A
|
531,525
|
155,000
|
|
Bristol-Myers Squibb Co., 4.13%, due 06/15/39
|
141,464
|
136,962
|
|
British Airways Pass-Through Trust, 4.13%, due 03/20/33 144A
|
121,834
|
146,276
|
|
British Airways Pass-Through Trust, 4.25%, due 05/15/34 144A
|
133,691
|
136,014
|
|
British Airways Pass-Through Trust, 4.63%, due 12/20/25 144A
|
134,344
|
91,312
|
|
British Airways Pass-Through Trust, 8.38%, due 11/15/28 144A
|
92,124
|
1,055,000
|
|
Brixmor Operating Partnership LP REIT, 2.50%, due 08/16/31
|
820,272
|
584,000
|
|
Broadcom, Inc., 3.14%, due 11/15/35 144A
|
448,172
|
1,950,000
|
|
Broadcom, Inc., 3.19%, due 11/15/36 144A
|
1,474,814
|
1,719,000
|
|
Broadcom, Inc., 3.42%, due 04/15/33 144A
|
1,438,323
|
2,566,000
|
|
Broadcom, Inc., 4.11%, due 09/15/28
|
2,425,992
|
510,000
|
|
Broadcom, Inc., 4.75%, due 04/15/29
|
493,699
|
440,000
|
|
Broadcom, Inc., 4.93%, due 05/15/37 144A
|
398,449
|
1,521,000
|
|
Brookfield Finance, Inc., 2.72%, due 04/15/31(d)
|
1,247,125
|
212,000
|
|
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 5.00%, due
06/15/29 144A
|
170,029
|
482,000
|
|
Builders FirstSource, Inc., 4.25%, due 02/01/32 144A
|
419,973
|
42,000
|
|
Builders FirstSource, Inc., 5.00%, due 03/01/30 144A
|
39,313
|
305,000
|
|
Builders FirstSource, Inc., 6.38%, due 06/15/32 144A
|
303,359
|
450,000
|
|
C&W Senior Financing DAC, 6.88%, due 09/15/27 144A
|
393,030
|
357,000
|
|
Caesars Entertainment, Inc., 7.00%, due 02/15/30 144A
|
358,835
|
750,000
|
|
Calpine Corp., 3.75%, due 03/01/31 144A
|
608,304
|
509,000
|
|
Canadian Pacific Railway Co., 6.13%, due 09/15/15(f)
|
527,094
|
556,000
|
|
Cantor Fitzgerald LP, 4.88%, due 05/01/24 144A
|
544,113
|
2,095,000
|
|
Capital One Financial Corp., 3.30%, due 10/30/24
|
2,013,958
|
221,000
|
|
Capital One Financial Corp., 4.93% (SOFR + 2.06%), due 05/10/28(c)
|
209,850
|
153,000
|
|
CCM Merger, Inc., 6.38%, due 05/01/26 144A
|
148,592
|
210,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 5.38%, due 06/01/29 144A
|
190,055
|
184,000
|
|
CDW LLC/CDW Finance Corp., 3.25%, due 02/15/29
|
157,823
|
450,000
|
|
CDW LLC/CDW Finance Corp., 5.50%, due 12/01/24
|
447,449
|
204,000
|
|
Celulosa Arauco y Constitucion SA, 3.88%, due 11/02/27
|
187,653
|
450,000
|
|
Cemex SAB de CV, 3.88%, due 07/11/31 144A
|
379,194
|
369,000
|
|
Cemex SAB de CV, 5.20%, due 09/17/30 144A
|
345,543
|
145,000
|
|
Cenovus Energy, Inc., 3.75%, due 02/15/52
|
102,791
|
360,000
|
|
Cenovus Energy, Inc., 5.40%, due 06/15/47
|
326,413
|
163,000
|
|
Centene Corp., 2.45%, due 07/15/28
|
139,483
|
584,000
|
|
Centene Corp., 3.00%, due 10/15/30
|
487,206
|
279,000
|
|
Centene Corp., 3.38%, due 02/15/30
|
240,035
|
335,000
|
|
CenterPoint Energy, Inc., 3.70%, due 09/01/49
|
252,615
|
332,000
|
|
Century Communities, Inc., 3.88%, due 08/15/29 144A
|
288,105
|
643,000
|
|
Charles Schwab Corp., 5.64% (SOFR + 2.21%), due 05/19/29(c)
|
643,014
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
165,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
2.30%, due 02/01/32
|
125,000
|
990,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
2.80%, due 04/01/31
|
796,982
|
540,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
3.90%, due 06/01/52
|
353,850
|
1,022,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
4.20%, due 03/15/28
|
958,542
|
1,929,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
4.80%, due 03/01/50
|
1,457,014
|
325,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
5.38%, due 05/01/47
|
268,947
|
1,167,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
5.75%, due 04/01/48
|
999,947
|
3,009,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
6.38%, due 10/23/35
|
2,934,571
|
1,455,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
6.48%, due 10/23/45
|
1,368,844
|
869,000
|
|
Cheniere Energy Partners LP, 4.00%, due 03/01/31
|
766,101
|
797,000
|
|
Cheniere Energy Partners LP, 4.50%, due 10/01/29
|
732,169
|
643,000
|
|
Chevron Corp., 2.00%, due 05/11/27
|
584,243
|
407,000
|
|
Choice Hotels International, Inc., 3.70%, due 12/01/29
|
351,428
|
303,000
|
|
Choice Hotels International, Inc., 3.70%, due 01/15/31
|
256,251
|
1,935,000
|
|
Cigna Group, 3.40%, due 03/01/27
|
1,824,009
|
525,000
|
|
Citigroup, Inc., 2.56% (SOFR + 1.17%), due 05/01/32(c)
|
428,901
|
1,103,000
|
|
Citigroup, Inc., 3.20%, due 10/21/26
|
1,033,211
|
4,776,000
|
|
Citigroup, Inc., 3.40%, due 05/01/26
|
4,544,642
|
625,000
|
|
Citigroup, Inc., 3.52% (3 mo. USD Term SOFR + 1.41%), due 10/27/28(c)
|
580,976
|
340,000
|
|
Citigroup, Inc., 3.67% (3 mo. USD Term SOFR + 1.65%), due 07/24/28(c)
|
318,100
|
1,840,000
|
|
Citigroup, Inc., 3.89% (3 mo. USD Term SOFR + 1.82%), due 01/10/28(c)
|
1,744,802
|
1,400,000
|
|
Citigroup, Inc., 4.08% (3 mo. USD Term SOFR + 1.45%), due 04/23/29(c)
|
1,319,215
|
258,000
|
|
Citigroup, Inc., 4.40%, due 06/10/25
|
250,733
|
440,000
|
|
Citigroup, Inc., 4.41% (SOFR + 3.91%), due 03/31/31(c)
|
413,933
|
1,092,000
|
|
Citigroup, Inc., 4.60%, due 03/09/26
|
1,057,775
|
3,059,000
|
|
Citigroup, Inc., 4.70% (SOFR + 3.23%)(c)(d)(e)
|
2,635,023
|
639,000
|
|
Citigroup, Inc., 6.17% (SOFR + 2.66%), due 05/25/34(c)
|
644,915
|
746,000
|
|
Citigroup, Inc., 6.25% (3 mo. USD Term SOFR + 4.78%)(c)(e)
|
735,951
|
1,095,000
|
|
Citizens Financial Group, Inc., 3.25%, due 04/30/30(d)
|
895,936
|
247,000
|
|
CNA Financial Corp., 2.05%, due 08/15/30
|
197,789
|
230,000
|
|
CNO Financial Group, Inc., 5.25%, due 05/30/25
|
226,059
|
890,000
|
|
CNO Financial Group, Inc., 5.25%, due 05/30/29
|
843,001
|
111,000
|
|
CNX Resources Corp., 7.38%, due 01/15/31(d) 144A
|
108,126
|
18,000
|
|
Comcast Corp., 2.89%, due 11/01/51
|
12,078
|
429,000
|
|
Comcast Corp., 3.30%, due 04/01/27
|
405,937
|
1,307,000
|
|
Comcast Corp., 3.40%, due 04/01/30
|
1,201,706
|
5,000
|
|
Comcast Corp., 3.97%, due 11/01/47
|
4,147
|
5,000
|
|
Comcast Corp., 6.50%, due 11/15/35
|
5,609
|
1,090,000
|
|
Comision Federal de Electricidad, 4.69%, due 05/15/29 144A
|
982,231
|
969,000
|
|
CommonSpirit Health, 2.76%, due 10/01/24
|
933,043
|
357,000
|
|
CommonSpirit Health, 4.19%, due 10/01/49
|
289,984
|
350,000
|
|
Commonwealth Edison Co., 4.00%, due 03/01/48
|
293,114
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
250,000
|
|
Consensus Cloud Solutions, Inc., 6.50%, due 10/15/28 144A
|
213,975
|
95,000
|
|
Consolidated Edison Co. of New York, Inc., 4.30%, due 12/01/56
|
77,271
|
350,000
|
|
Consolidated Edison Co. of New York, Inc., 4.50%, due 12/01/45
|
305,613
|
385,000
|
|
Constellation Brands, Inc., 2.25%, due 08/01/31
|
314,841
|
352,000
|
|
Continental Resources, Inc., 4.90%, due 06/01/44
|
273,850
|
419,000
|
|
Coruripe Netherlands BV, 10.00%, due 02/10/27 144A
|
266,777
|
751,000
|
|
CoStar Group, Inc., 2.80%, due 07/15/30 144A
|
620,352
|
970,000
|
|
Cox Communications, Inc., 2.60%, due 06/15/31 144A
|
792,223
|
3,921,000
|
|
Cox Communications, Inc., 3.35%, due 09/15/26 144A
|
3,673,740
|
410,000
|
|
Credit Agricole SA, 2.81%, due 01/11/41 144A
|
271,301
|
1,069,000
|
|
Credit Agricole SA, 3.25%, due 01/14/30 144A
|
913,906
|
490,000
|
|
Credit Agricole SA, 7.88% (5 yr. USD Swap + 4.90%)(c)(e) 144A
|
485,891
|
861,000
|
|
Credit Suisse AG, 7.95%, due 01/09/25
|
878,904
|
328,000
|
|
Crown Castle, Inc. REIT, 3.80%, due 02/15/28
|
306,051
|
270,000
|
|
CSC Holdings LLC, 3.38%, due 02/15/31(d) 144A
|
183,022
|
347,000
|
|
CSI Compressco LP/CSI Compressco Finance, Inc., 7.50%, due 04/01/25(d) 144A
|
332,749
|
102,000
|
|
CSI Compressco LP/CSI Compressco Finance, Inc., 7.50%, due 04/01/25 144A
|
97,811
|
164,000
|
|
CVS Health Corp., 3.75%, due 04/01/30
|
150,530
|
635,000
|
|
CVS Health Corp., 4.78%, due 03/25/38
|
586,375
|
581,000
|
|
CVS Health Corp., 5.05%, due 03/25/48
|
535,947
|
130,000
|
|
CVS Health Corp., 5.13%, due 07/20/45
|
120,344
|
124,000
|
|
CVS Health Corp., 5.25%, due 01/30/31
|
123,650
|
343,000
|
|
CVS Health Corp., 5.30%, due 06/01/33
|
342,637
|
1,001,666
|
|
CVS Pass-Through Trust, 5.77%, due 01/10/33 144A
|
964,110
|
524,851
|
|
CVS Pass-Through Trust, 6.94%, due 01/10/30
|
535,036
|
1,486,231
|
|
CVS Pass-Through Trust, 7.51%, due 01/10/32 144A
|
1,550,965
|
181,000
|
|
DAE Funding LLC, 2.63%, due 03/20/25 144A
|
170,407
|
445,000
|
|
Dana, Inc., 4.50%, due 02/15/32(d)
|
369,848
|
585,000
|
|
Danske Bank AS, 6.47% (1 yr. CMT + 2.10%), due 01/09/26(c) 144A
|
583,928
|
624,000
|
|
DaVita, Inc., 3.75%, due 02/15/31 144A
|
499,704
|
611,000
|
|
DaVita, Inc., 4.63%, due 06/01/30 144A
|
525,208
|
127,000
|
|
Dealer Tire LLC/DT Issuer LLC, 8.00%, due 02/01/28 144A
|
115,849
|
250,000
|
|
Dell International LLC/EMC Corp., 4.90%, due 10/01/26
|
248,339
|
496,000
|
|
Dell International LLC/EMC Corp., 5.30%, due 10/01/29
|
492,689
|
1,188,255
|
|
Delta Air Lines Pass-Through Trust, 2.00%, due 12/10/29
|
1,047,135
|
538,000
|
|
Delta Air Lines, Inc., 4.38%, due 04/19/28(d)
|
506,171
|
741,525
|
|
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, due 10/20/28 144A
|
720,387
|
547,000
|
|
Deutsche Bank AG, 2.31% (SOFR + 1.22%), due 11/16/27(c)
|
470,453
|
753,000
|
|
Deutsche Bank AG, 3.74% (6 mo. USD SOFR + 2.26%), due 01/07/33(c)
|
552,729
|
427,000
|
|
Diamondback Energy, Inc., 3.13%, due 03/24/31(d)
|
365,962
|
865,000
|
|
Diamondback Energy, Inc., 3.25%, due 12/01/26
|
813,149
|
373,000
|
|
Digital Realty Trust LP REIT, 3.60%, due 07/01/29(d)
|
331,718
|
1,121,000
|
|
Digital Realty Trust LP REIT, 3.70%, due 08/15/27
|
1,031,076
|
208,000
|
|
Discover Financial Services, 4.10%, due 02/09/27
|
193,139
|
180,000
|
|
Dominion Energy, Inc., 2.85%, due 08/15/26
|
166,415
|
391,000
|
|
Dominion Energy, Inc., 3.38%, due 04/01/30
|
350,125
|
278,000
|
EUR
|
DP World Ltd., 2.38%, due 09/25/26 144A
|
286,564
|
355,000
|
|
DPL, Inc., 4.13%, due 07/01/25(d)
|
338,478
|
850,000
|
|
DTE Electric Co., 2.25%, due 03/01/30
|
726,654
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
1,410,898
|
|
DTE Electric Securitization Funding I LLC, 2.64%, due 12/01/27
|
1,332,318
|
2,290,000
|
|
DTE Energy Co., 1.05%, due 06/01/25
|
2,098,443
|
411,000
|
|
Duke Energy Carolinas LLC, 3.95%, due 03/15/48
|
336,070
|
145,000
|
|
Duke Energy Corp., 2.45%, due 06/01/30
|
121,911
|
435,000
|
|
Duke Energy Florida LLC, 3.40%, due 10/01/46
|
325,654
|
220,000
|
|
Duke Energy Ohio, Inc., 5.25%, due 04/01/33
|
221,744
|
200,000
|
|
Duke Energy Progress LLC, 3.70%, due 10/15/46
|
156,108
|
797,000
|
|
eBay, Inc., 2.70%, due 03/11/30
|
685,027
|
428,000
|
|
Ecopetrol SA, 6.88%, due 04/29/30
|
390,769
|
790,000
|
|
Ecopetrol SA, 8.63%, due 01/19/29(g)
|
792,804
|
207,000
|
|
Edgewell Personal Care Co., 4.13%, due 04/01/29 144A
|
180,840
|
212,000
|
|
Edgewell Personal Care Co., 5.50%, due 06/01/28 144A
|
200,616
|
575,000
|
|
Edison International, 5.25%, due 11/15/28
|
559,977
|
546,000
|
|
EIG Pearl Holdings Sarl, 3.55%, due 08/31/36 144A
|
466,822
|
190,000
|
|
El Paso Natural Gas Co. LLC, 8.38%, due 06/15/32(d)
|
218,104
|
409,000
|
|
Electricite de France SA, 9.13% (5 yr. CMT + 5.41%)(c)(e) 144A
|
420,444
|
300,000
|
|
Elevance Health, Inc., 3.60%, due 03/15/51
|
229,771
|
15,000
|
|
Elevance Health, Inc., 5.10%, due 01/15/44
|
14,268
|
47,000
|
|
Embraer Netherlands Finance BV, 5.05%, due 06/15/25
|
46,330
|
250,000
|
|
Embraer Overseas Ltd., 5.70%, due 09/16/23 144A
|
249,538
|
708,000
|
|
Emera U.S. Finance LP, 3.55%, due 06/15/26
|
669,885
|
496,000
|
|
Emerald Debt Merger Sub LLC, 6.63%, due 12/15/30 144A
|
492,280
|
577,000
|
|
Enbridge, Inc., 5.50% (3 mo. USD LIBOR + 3.42%), due 07/15/77(c)
|
514,595
|
740,000
|
|
Enbridge, Inc., 5.75% (5 yr. CMT + 5.31%), due 07/15/80(c)
|
669,178
|
572,000
|
|
Enbridge, Inc., 6.25% (3 mo. USD LIBOR + 3.64%), due 03/01/78(c)
|
527,315
|
166,000
|
|
Encompass Health Corp., 4.63%, due 04/01/31(d)
|
147,368
|
380,000
|
|
Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, due 01/30/28 144A
|
372,054
|
385,000
|
|
Energean Israel Finance Ltd., 4.50%, due 03/30/24(h) 144A
|
381,283
|
550,000
|
|
Energean Israel Finance Ltd., 4.88%, due 03/30/26(h) 144A
|
511,874
|
268,000
|
|
Energean Israel Finance Ltd., 5.38%, due 03/30/28(h) 144A
|
242,342
|
245,000
|
|
Energean Israel Finance Ltd., 5.88%, due 03/30/31(h) 144A
|
214,648
|
382,000
|
|
Energy Transfer LP, 4.20%, due 04/15/27
|
364,992
|
720,000
|
|
Energy Transfer LP, 5.15%, due 03/15/45
|
621,880
|
580,000
|
|
Energy Transfer LP, 5.25%, due 04/15/29
|
566,606
|
150,000
|
|
Energy Transfer LP, 5.30%, due 04/01/44
|
130,237
|
590,000
|
|
Energy Transfer LP, 5.30%, due 04/15/47
|
513,976
|
847,000
|
|
Energy Transfer LP, 5.40%, due 10/01/47
|
747,737
|
1,772,000
|
|
Energy Transfer LP, 5.50%, due 06/01/27
|
1,763,570
|
720,000
|
|
Energy Transfer LP, 6.25%, due 04/15/49
|
703,979
|
1,047,000
|
|
Energy Transfer LP, 6.50% (5 yr. CMT + 5.69%)(c)(e)
|
953,629
|
603,000
|
|
Energy Transfer LP, 7.13% (5 yr. CMT + 5.31%)(c)(e)
|
512,804
|
327,000
|
|
Enova International, Inc., 8.50%, due 09/15/25 144A
|
318,796
|
1,450,000
|
|
Enterprise Products Operating LLC, 4.90%, due 05/15/46
|
1,338,147
|
1,189,000
|
|
Enterprise Products Operating LLC, 5.25% (3 mo. USD Term SOFR + 3.29%), due
08/16/77(c)
|
1,042,703
|
100,000
|
|
EQM Midstream Partners LP, 7.50%, due 06/01/27 144A
|
101,054
|
66,000
|
|
EQM Midstream Partners LP, 7.50%, due 06/01/30 144A
|
66,850
|
375,000
|
|
Equifax, Inc., 5.10%, due 12/15/27
|
371,121
|
925,000
|
|
Essex Portfolio LP REIT, 1.70%, due 03/01/28
|
781,182
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
1,320,000
|
|
Eversource Energy, 2.90%, due 10/01/24
|
1,271,001
|
2,050,000
|
|
Eversource Energy, 2.90%, due 03/01/27
|
1,890,134
|
1,416,000
|
|
Exelon Corp., 3.35%, due 03/15/32
|
1,231,642
|
285,000
|
|
Exelon Corp., 4.70%, due 04/15/50
|
252,263
|
1,478,000
|
|
Exelon Corp., 5.10%, due 06/15/45
|
1,370,802
|
345,000
|
|
Expedia Group, Inc., 2.95%, due 03/15/31(d)
|
291,091
|
669,000
|
|
Expedia Group, Inc., 4.63%, due 08/01/27
|
648,939
|
173,000
|
|
Extra Space Storage LP REIT, 5.70%, due 04/01/28
|
172,988
|
1,000,000
|
|
Fairfax Financial Holdings Ltd., 5.63%, due 08/16/32
|
966,729
|
600,000
|
|
Falabella SA, 4.38%, due 01/27/25 144A
|
583,368
|
2,378,000
|
|
Ferguson Finance PLC, 3.25%, due 06/02/30 144A
|
2,066,533
|
2,130,000
|
|
Ferguson Finance PLC, 4.50%, due 10/24/28 144A
|
2,043,093
|
319,000
|
|
Fifth Third Bancorp, 8.57% (3 mo. USD LIBOR + 3.03%)(c)(d)(e)
|
287,131
|
601,000
|
|
First Quantum Minerals Ltd., 6.88%, due 10/15/27 144A
|
587,186
|
260,000
|
|
First Quantum Minerals Ltd., 7.50%, due 04/01/25 144A
|
260,042
|
274,000
|
|
First Quantum Minerals Ltd., 8.63%, due 06/01/31 144A
|
281,160
|
274,000
|
|
FirstEnergy Corp., 2.65%, due 03/01/30
|
231,330
|
157,000
|
|
FirstEnergy Corp., 3.40%, due 03/01/50
|
108,396
|
2,365,000
|
|
Florida Power & Light Co., 2.45%, due 02/03/32
|
1,991,479
|
350,000
|
|
Flowserve Corp., 3.50%, due 10/01/30
|
298,981
|
910,000
|
|
FMC Corp., 5.15%, due 05/18/26
|
895,778
|
266,000
|
|
Ford Motor Co., 3.25%, due 02/12/32
|
209,503
|
310,000
|
|
Ford Motor Co., 4.75%, due 01/15/43
|
238,658
|
313,000
|
|
Ford Motor Credit Co. LLC, 4.00%, due 11/13/30
|
267,766
|
766,000
|
|
Ford Motor Credit Co. LLC, 4.13%, due 08/17/27
|
700,158
|
920,000
|
|
Ford Motor Credit Co. LLC, 5.11%, due 05/03/29
|
854,104
|
1,167,000
|
|
Ford Motor Credit Co. LLC, 6.80%, due 05/12/28
|
1,169,336
|
529,000
|
|
Foundry JV Holdco LLC, 5.88%, due 01/25/34 144A
|
527,524
|
623,000
|
|
Freeport-McMoRan, Inc., 4.25%, due 03/01/30
|
574,678
|
474,000
|
|
Freeport-McMoRan, Inc., 4.63%, due 08/01/30
|
447,053
|
754,000
|
|
Freeport-McMoRan, Inc., 5.45%, due 03/15/43
|
704,081
|
1,036,000
|
|
Fresenius Medical Care U.S. Finance III, Inc., 2.38%, due 02/16/31 144A
|
786,658
|
213,000
|
|
Full House Resorts, Inc., 8.25%, due 02/15/28 144A
|
199,555
|
1,913,000
|
|
GA Global Funding Trust, 3.85%, due 04/11/25 144A
|
1,822,935
|
165,000
|
|
Gap, Inc., 3.63%, due 10/01/29 144A
|
116,762
|
260,000
|
|
Gap, Inc., 3.88%, due 10/01/31 144A
|
178,326
|
613,000
|
|
Gartner, Inc., 4.50%, due 07/01/28 144A
|
573,223
|
458,000
|
|
GCI LLC, 4.75%, due 10/15/28 144A
|
391,031
|
570,000
|
|
General Motors Co., 5.00%, due 04/01/35
|
517,108
|
756,000
|
|
General Motors Co., 5.40%, due 10/15/29(d)
|
737,706
|
283,000
|
|
General Motors Co., 5.40%, due 04/01/48
|
243,437
|
610,000
|
|
General Motors Co., 6.25%, due 10/02/43
|
597,218
|
2,916,000
|
|
General Motors Financial Co., Inc., 2.40%, due 10/15/28
|
2,470,959
|
1,060,000
|
|
General Motors Financial Co., Inc., 2.70%, due 06/10/31
|
846,140
|
605,000
|
|
General Motors Financial Co., Inc., 2.90%, due 02/26/25
|
574,391
|
495,000
|
|
General Motors Financial Co., Inc., 3.10%, due 01/12/32(d)
|
400,611
|
1,619,000
|
|
General Motors Financial Co., Inc., 3.60%, due 06/21/30
|
1,400,241
|
878,000
|
|
General Motors Financial Co., Inc., 6.00%, due 01/09/28
|
885,651
|
320,000
|
|
Georgia Power Co., 4.95%, due 05/17/33
|
316,037
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
427,000
|
|
Global Infrastructure Solutions, Inc., 5.63%, due 06/01/29 144A
|
348,499
|
465,000
|
|
Globo Comunicacao e Participacoes SA, 4.88%, due 01/22/30 144A
|
370,611
|
299,000
|
|
GLP Capital LP/GLP Financing II, Inc. REIT, 3.25%, due 01/15/32
|
241,722
|
271,000
|
|
GLP Capital LP/GLP Financing II, Inc. REIT, 4.00%, due 01/15/30
|
235,108
|
1,259,000
|
|
GLP Capital LP/GLP Financing II, Inc. REIT, 4.00%, due 01/15/31
|
1,089,615
|
709,000
|
|
GLP Capital LP/GLP Financing II, Inc. REIT, 5.38%, due 04/15/26
|
694,688
|
1,350,000
|
|
Goldman Sachs Group, Inc., 0.86% (SOFR + 0.61%), due 02/12/26(c)(d)
|
1,244,796
|
1,175,000
|
|
Goldman Sachs Group, Inc., 1.43% (SOFR + 0.80%), due 03/09/27(c)
|
1,050,453
|
1,100,000
|
|
Goldman Sachs Group, Inc., 1.54% (SOFR + 0.82%), due 09/10/27(c)
|
967,504
|
1,260,000
|
|
Goldman Sachs Group, Inc., 2.38% (SOFR + 1.25%), due 07/21/32(c)
|
1,009,769
|
1,875,000
|
|
Goldman Sachs Group, Inc., 2.62% (SOFR + 1.28%), due 04/22/32(c)
|
1,538,248
|
726,000
|
|
Goldman Sachs Group, Inc., 2.65% (SOFR + 1.26%), due 10/21/32(c)
|
592,022
|
920,000
|
|
Goldman Sachs Group, Inc., 3.10% (SOFR + 1.41%), due 02/24/33(c)(d)
|
777,589
|
1,200,000
|
|
Goldman Sachs Group, Inc., 3.27% (3 mo. USD Term SOFR + 1.46%), due
09/29/25(c)(d)
|
1,159,941
|
371,000
|
|
Goldman Sachs Group, Inc., 3.50%, due 01/23/25
|
358,158
|
215,000
|
|
Goldman Sachs Group, Inc., 3.75%, due 02/25/26
|
206,479
|
2,331,000
|
|
Goldman Sachs Group, Inc., 3.80%, due 03/15/30(d)
|
2,158,078
|
1,065,000
|
|
Goldman Sachs Group, Inc., 3.81% (3 mo. USD Term SOFR + 1.42%), due 04/23/29(c)
|
989,510
|
455,000
|
|
Goldman Sachs Group, Inc., 3.85%, due 01/26/27
|
432,887
|
367,000
|
|
Graphic Packaging International LLC, 3.50%, due 03/01/29 144A
|
321,417
|
365,000
|
|
Graphic Packaging International LLC, 4.13%, due 08/15/24
|
357,273
|
200,000
|
|
Greensaif Pipelines Bidco Sarl, 6.13%, due 02/23/38 144A
|
204,568
|
225,000
|
|
Greensaif Pipelines Bidco Sarl, 6.51%, due 02/23/42 144A
|
234,159
|
170,000
|
|
Group 1 Automotive, Inc., 4.00%, due 08/15/28 144A
|
149,857
|
500,000
|
|
H&E Equipment Services, Inc., 3.88%, due 12/15/28 144A
|
433,440
|
410,000
|
|
HCA, Inc., 4.38%, due 03/15/42 144A
|
339,998
|
432,000
|
|
HCA, Inc., 5.25%, due 06/15/26
|
427,430
|
220,000
|
|
HCA, Inc., 5.38%, due 02/01/25
|
218,189
|
275,000
|
|
HCA, Inc., (MTN), 7.75%, due 07/15/36
|
305,548
|
646,000
|
|
Healthpeak OP LLC REIT, 3.25%, due 07/15/26
|
602,149
|
190,000
|
|
Hershey Co., 4.50%, due 05/04/33
|
188,788
|
119,000
|
|
Hess Midstream Operations LP, 4.25%, due 02/15/30 144A
|
103,945
|
53,000
|
|
Hess Midstream Operations LP, 5.50%, due 10/15/30 144A
|
49,087
|
290,000
|
|
Hilcorp Energy I LP/Hilcorp Finance Co., 6.00%, due 04/15/30 144A
|
264,367
|
380,000
|
|
Hilcorp Energy I LP/Hilcorp Finance Co., 6.25%, due 04/15/32 144A
|
339,292
|
307,000
|
|
Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc,
4.88%, due 07/01/31 144A
|
257,879
|
392,000
|
|
Hilton Grand Vacations Borrower Escrow LLC/Hilton Grand Vacations Borrower Esc,
5.00%, due 06/01/29 144A
|
348,253
|
1,027,000
|
|
Home Depot, Inc., 3.30%, due 04/15/40
|
834,782
|
588,000
|
|
Home Depot, Inc., 3.63%, due 04/15/52
|
469,333
|
747,000
|
|
Host Hotels & Resorts LP REIT, 3.38%, due 12/15/29
|
639,029
|
440,000
|
|
Host Hotels & Resorts LP REIT, 3.50%, due 09/15/30
|
373,295
|
1,818,000
|
|
HSBC Holdings PLC, 7.39% (SOFR + 3.35%), due 11/03/28(c)
|
1,920,391
|
89,000
|
|
Hudbay Minerals, Inc., 4.50%, due 04/01/26 144A
|
82,961
|
458,000
|
|
Huntington Ingalls Industries, Inc., 4.20%, due 05/01/30
|
424,988
|
390,000
|
|
Huntsman International LLC, 2.95%, due 06/15/31
|
311,665
|
870,000
|
|
Huntsman International LLC, 4.50%, due 05/01/29
|
796,366
|
318,000
|
|
Hyatt Hotels Corp., 5.75%, due 04/23/30
|
318,430
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
295,000
|
|
Hyundai Capital America, 2.38%, due 10/15/27 144A
|
258,316
|
20,000
|
|
IHS Markit Ltd., 4.75%, due 08/01/28
|
19,435
|
240,000
|
|
Instituto Costarricense de Electricidad, 6.38%, due 05/15/43(d) 144A
|
203,004
|
120,000
|
|
Intel Corp., 5.63%, due 02/10/43
|
121,947
|
170,000
|
|
IPALCO Enterprises, Inc., 4.25%, due 05/01/30
|
153,988
|
136,000
|
|
Iron Mountain Information Management Services, Inc. REIT, 5.00%, due 07/15/32 144A
|
117,603
|
270,000
|
|
Iron Mountain, Inc. REIT, 4.88%, due 09/15/29(d) 144A
|
241,930
|
291,000
|
|
Iron Mountain, Inc. REIT, 5.25%, due 07/15/30 144A
|
262,479
|
165,000
|
|
Jacobs Entertainment, Inc., 6.75%, due 02/15/29 144A
|
147,832
|
1,050,000
|
|
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.00%, due 02/02/29
144A
|
893,025
|
447,000
|
|
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.63%, due 01/15/32
144A
|
363,098
|
125,000
|
|
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 3.75%, due 12/01/31
144A
|
102,712
|
282,000
|
|
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 5.13%, due 02/01/28
144A
|
271,007
|
775,000
|
|
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 5.75%, due 04/01/33(d)
144A
|
729,122
|
417,380
|
|
JetBlue Pass-Through Trust, 2.75%, due 11/15/33
|
355,870
|
2,000,000
|
|
JPMorgan Chase & Co., 2.07% (SOFR + 1.02%), due 06/01/29(c)
|
1,716,764
|
929,000
|
|
JPMorgan Chase & Co., 2.52% (SOFR + 2.04%), due 04/22/31(c)
|
786,298
|
760,000
|
|
JPMorgan Chase & Co., 2.58% (3 mo. USD Term SOFR + 1.25%), due 04/22/32(c)
|
631,540
|
990,000
|
|
JPMorgan Chase & Co., 2.96% (3 mo. USD Term SOFR + 2.52%), due 05/13/31(c)
|
849,344
|
815,000
|
|
JPMorgan Chase & Co., 2.96% (SOFR + 1.26%), due 01/25/33(c)
|
686,838
|
3,817,000
|
|
JPMorgan Chase & Co., 3.78% (3 mo. USD Term SOFR + 1.60%), due 02/01/28(c)
|
3,633,533
|
665,000
|
|
JPMorgan Chase & Co., 3.96% (3 mo. USD Term SOFR + 1.64%), due 11/15/48(c)
|
547,578
|
1,678,000
|
|
JPMorgan Chase & Co., 4.00% (3 mo. USD Term SOFR + 2.75%)(c)(e)
|
1,536,813
|
965,000
|
|
JPMorgan Chase & Co., 4.01% (3 mo. USD Term SOFR + 1.38%), due 04/23/29(c)
|
909,494
|
3,600,000
|
|
JPMorgan Chase & Co., 4.20% (3 mo. USD Term SOFR + 1.52%), due 07/23/29(c)
|
3,424,541
|
1,207,000
|
|
JPMorgan Chase & Co., 4.49% (3 mo. USD Term SOFR + 3.79%), due 03/24/31(c)
|
1,160,847
|
701,000
|
|
JPMorgan Chase & Co., 4.60% (3 mo. USD Term SOFR + 3.13%)(c)(e)
|
655,435
|
440,000
|
|
JPMorgan Chase & Co., 5.00% (3 mo. USD Term SOFR + 3.38%)(c)(e)
|
430,100
|
648,000
|
|
JPMorgan Chase & Co., 6.75% (3 mo. USD Term SOFR + 4.04%)(c)(e)
|
650,090
|
780,000
|
|
Kaiser Foundation Hospitals, 2.81%, due 06/01/41
|
573,690
|
80,000
|
|
KB Home, 4.00%, due 06/15/31
|
69,071
|
101,000
|
|
KB Home, 7.25%, due 07/15/30
|
102,399
|
308,000
|
|
Kinder Morgan Energy Partners LP, 7.75%, due 03/15/32
|
345,704
|
720,000
|
|
Kinder Morgan, Inc., 3.60%, due 02/15/51
|
500,080
|
1,291,000
|
|
KKR Group Finance Co. II LLC, 5.50%, due 02/01/43(d) 144A
|
1,179,569
|
257,000
|
|
KKR Group Finance Co. VII LLC, 3.63%, due 02/25/50 144A
|
177,176
|
283,000
|
|
KKR Group Finance Co. X LLC, 3.25%, due 12/15/51 144A
|
181,837
|
1,854,000
|
|
Kraft Heinz Foods Co., 4.38%, due 06/01/46
|
1,576,902
|
298,000
|
|
Kraft Heinz Foods Co., 4.88%, due 10/01/49(d)
|
272,138
|
314,000
|
|
Kraft Heinz Foods Co., 5.00%, due 06/04/42
|
294,023
|
397,000
|
|
Lam Research Corp., 2.88%, due 06/15/50
|
277,702
|
145,000
|
|
Lamb Weston Holdings, Inc., 4.13%, due 01/31/30 144A
|
129,737
|
485,000
|
|
Lamb Weston Holdings, Inc., 4.38%, due 01/31/32 144A
|
433,675
|
590,000
|
|
Lazard Group LLC, 4.38%, due 03/11/29(d)
|
548,239
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
470,000
|
|
Lehman Brothers Holdings Capital Trust VII, (MTN), 5.86% (3 mo. USD LIBOR +
0.84%)(c)(e)(i)(j)(k)
|
—
|
890,000
|
|
Lehman Brothers Holdings, Inc., 6.50%, due 07/19/17(i)(j)(k)
|
—
|
270,000
|
|
Lehman Brothers Holdings, Inc., (MTN), 6.75%, due 12/28/17(i)(j)(k)
|
—
|
661,000
|
|
Leviathan Bond Ltd., 6.50%, due 06/30/27(h) 144A
|
634,560
|
99,000
|
|
Leviathan Bond Ltd., 6.75%, due 06/30/30(h) 144A
|
92,473
|
450,000
|
|
Liberty Mutual Group, Inc., 3.95%, due 10/15/50 144A
|
329,743
|
429,000
|
|
Liberty Mutual Group, Inc., 4.13% (5 yr. CMT + 3.32%), due 12/15/51(c) 144A
|
337,943
|
3,324,000
|
|
Liberty Mutual Group, Inc., 4.57%, due 02/01/29 144A
|
3,137,772
|
2,434,000
|
|
Lincoln National Corp., 3.40%, due 01/15/31(d)
|
2,056,403
|
169,000
|
|
Lithia Motors, Inc., 3.88%, due 06/01/29 144A
|
147,025
|
169,000
|
|
Lithia Motors, Inc., 4.38%, due 01/15/31 144A
|
146,032
|
84,000
|
|
Lithia Motors, Inc., 4.63%, due 12/15/27 144A
|
78,546
|
185,000
|
|
LKQ Corp., 5.75%, due 06/15/28 144A
|
184,506
|
1,500,000
|
|
Lloyds Banking Group PLC, 2.44% (1 yr. CMT + 1.00%), due 02/05/26(c)
|
1,413,034
|
1,515,000
|
|
Lloyds Banking Group PLC, 4.45%, due 05/08/25
|
1,468,616
|
541,000
|
|
Lloyds Banking Group PLC, 7.50% (5 yr. USD Swap + 4.76%)(c)(e)
|
517,277
|
386,000
|
|
Lowe's Cos., Inc., 3.70%, due 04/15/46
|
294,086
|
1,253,000
|
|
Lowe's Cos., Inc., 5.63%, due 04/15/53(d)
|
1,253,249
|
284,000
|
|
LSC Communications, Inc., 8.75%, due 10/15/23(i)(j)(k)
|
324
|
970,000
|
|
Lubrizol Corp., 6.50%, due 10/01/34(d)
|
1,133,544
|
150,000
|
|
LYB International Finance BV, 4.88%, due 03/15/44
|
131,981
|
830,000
|
|
LYB International Finance III LLC, 4.20%, due 05/01/50
|
633,836
|
228,000
|
|
M&T Bank Corp., 5.13% (3 mo. USD LIBOR + 3.52%)(c)(e)
|
180,828
|
410,000
|
|
Macquarie Bank Ltd., 3.62%, due 06/03/30 144A
|
345,293
|
526,000
|
|
Macquarie Bank Ltd., 4.88%, due 06/10/25 144A
|
509,616
|
1,243,000
|
|
Macquarie Group Ltd., 1.34% (SOFR + 1.07%), due 01/12/27(c) 144A
|
1,107,018
|
199,000
|
|
Macy's Retail Holdings LLC, 5.88%, due 04/01/29(d) 144A
|
181,806
|
171,000
|
|
Macy's Retail Holdings LLC, 5.88%, due 03/15/30 144A
|
152,564
|
314,000
|
|
Macy's Retail Holdings LLC, 6.13%, due 03/15/32(d) 144A
|
275,122
|
75,000
|
|
Magellan Midstream Partners LP, 4.25%, due 09/15/46
|
55,471
|
215,000
|
|
Magellan Midstream Partners LP, 5.15%, due 10/15/43
|
182,784
|
1,255,000
|
|
Manulife Financial Corp., 3.70%, due 03/16/32(d)
|
1,141,772
|
560,000
|
|
MARB BondCo PLC, 3.95%, due 01/29/31 144A
|
401,301
|
588,000
|
|
Marriott International, Inc., 4.63%, due 06/15/30
|
563,433
|
960,000
|
|
Marriott International, Inc., 5.00%, due 10/15/27
|
953,033
|
400,000
|
|
Martin Marietta Materials, Inc., 2.50%, due 03/15/30
|
338,327
|
923,000
|
|
Marvell Technology, Inc., 2.45%, due 04/15/28
|
806,507
|
175,000
|
|
Masonite International Corp., 3.50%, due 02/15/30 144A
|
147,414
|
460,000
|
|
Massachusetts Institute of Technology, 4.68%, due 07/01/14(f)
|
429,573
|
1,255,000
|
|
Massachusetts Mutual Life Insurance Co., 3.38%, due 04/15/50 144A
|
901,137
|
1,615,000
|
|
Massachusetts Mutual Life Insurance Co., 5.67%, due 12/01/52 144A
|
1,648,916
|
294,000
|
|
MasTec, Inc., 4.50%, due 08/15/28(d) 144A
|
271,409
|
162,000
|
|
Match Group Holdings II LLC, 3.63%, due 10/01/31 144A
|
133,310
|
242,000
|
|
Match Group Holdings II LLC, 4.13%, due 08/01/30 144A
|
207,491
|
245,000
|
|
Mauser Packaging Solutions Holding Co., 7.88%, due 08/15/26 144A
|
243,674
|
396,710
|
|
MC Brazil Downstream Trading Sarl, 7.25%, due 06/30/31 144A
|
268,331
|
1,200,000
|
|
McDonald's Corp., (MTN), 4.20%, due 04/01/50
|
1,039,618
|
252,000
|
|
MDC Holdings, Inc., 2.50%, due 01/15/31
|
198,252
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
261,000
|
|
Meta Platforms, Inc., 4.80%, due 05/15/30
|
261,352
|
605,000
|
|
MetLife, Inc., 6.40%, due 12/15/66
|
604,583
|
4,827,000
|
|
Metropolitan Life Global Funding I, 3.30%, due 03/21/29 144A
|
4,360,642
|
445,000
|
|
Mexico City Airport Trust, 5.50%, due 07/31/47(d) 144A
|
389,295
|
788,000
|
|
MGM Resorts International, 4.75%, due 10/15/28
|
716,295
|
526,000
|
|
Michaels Cos., Inc., 5.25%, due 05/01/28(d) 144A
|
425,518
|
494,000
|
|
Michaels Cos., Inc., 7.88%, due 05/01/29 144A
|
333,450
|
1,625,000
|
|
Micron Technology, Inc., 4.19%, due 02/15/27
|
1,557,709
|
1,521,000
|
|
Micron Technology, Inc., 5.33%, due 02/06/29
|
1,498,369
|
285,000
|
|
MidAmerican Energy Co., 4.25%, due 07/15/49
|
242,793
|
825,000
|
|
Mid-Atlantic Interstate Transmission LLC, 4.10%, due 05/15/28 144A
|
780,744
|
467,000
|
|
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, due 05/01/29
144A
|
412,804
|
315,900
|
|
Millicom International Cellular SA, 6.25%, due 03/25/29 144A
|
283,495
|
380,000
|
|
Mohegan Tribal Gaming Authority, 8.00%, due 02/01/26 144A
|
363,261
|
1,250,000
|
|
Moody's Corp., 3.25%, due 05/20/50
|
896,947
|
940,000
|
|
Morgan Stanley, 2.48% (SOFR + 1.36%), due 09/16/36(c)
|
713,619
|
2,133,000
|
|
Morgan Stanley, 2.94% (SOFR + 1.29%), due 01/21/33(c)
|
1,774,116
|
1,185,000
|
|
Morgan Stanley, 3.59% (3 mo. USD LIBOR + 1.34%), due 07/22/28(c)
|
1,094,338
|
1,247,000
|
|
Morgan Stanley, 4.21% (SOFR + 1.61%), due 04/20/28(c)
|
1,198,954
|
762,000
|
|
Morgan Stanley, 5.16% (6 mo. USD SOFR + 1.59%), due 04/20/29(c)
|
753,265
|
520,000
|
|
Morgan Stanley, 6.34% (SOFR + 2.56%), due 10/18/33(c)
|
553,415
|
2,513,000
|
|
Morgan Stanley, (MTN), 2.24% (SOFR + 1.18%), due 07/21/32(c)(d)
|
1,998,329
|
1,755,000
|
|
Morgan Stanley, (MTN), 2.70% (SOFR + 1.14%), due 01/22/31(c)
|
1,493,348
|
1,301,000
|
|
Morgan Stanley, (MTN), 3.13%, due 07/27/26
|
1,218,980
|
2,461,000
|
|
Morgan Stanley, (MTN), 3.62% (SOFR + 3.12%), due 04/01/31(c)
|
2,218,866
|
910,000
|
|
Morgan Stanley, (MTN), 3.77% (3 mo. USD Term SOFR + 1.40%), due 01/24/29(c)
|
850,258
|
129,000
|
|
Morgan Stanley, (MTN), 4.43% (3 mo. USD Term SOFR + 1.89%), due 01/23/30(c)
|
122,839
|
999,000
|
|
Motorola Solutions, Inc., 2.30%, due 11/15/30
|
807,611
|
794,000
|
|
Motorola Solutions, Inc., 2.75%, due 05/24/31
|
650,967
|
257,000
|
|
Motorola Solutions, Inc., 4.60%, due 05/23/29
|
248,979
|
495,000
|
|
MPLX LP, 4.00%, due 03/15/28
|
466,837
|
117,000
|
|
MPLX LP, 4.13%, due 03/01/27
|
112,021
|
377,000
|
|
MPLX LP, 4.25%, due 12/01/27
|
358,285
|
370,000
|
|
MPLX LP, 4.50%, due 04/15/38
|
318,869
|
530,000
|
|
MPLX LP, 4.70%, due 04/15/48
|
435,743
|
370,000
|
|
MPLX LP, 4.95%, due 09/01/32
|
353,571
|
337,000
|
|
MPLX LP, 5.00%, due 03/01/33
|
322,939
|
105,000
|
|
MPLX LP, 5.20%, due 03/01/47
|
92,232
|
255,000
|
|
MPT Operating Partnership LP/MPT Finance Corp. REIT, 3.50%, due 03/15/31
|
175,957
|
410,000
|
|
MPT Operating Partnership LP/MPT Finance Corp. REIT, 5.00%, due 10/15/27(d)
|
345,338
|
678,000
|
|
MSCI, Inc., 3.63%, due 11/01/31(d) 144A
|
579,475
|
215,000
|
|
MTN Mauritius Investments Ltd., 4.76%, due 11/11/24 144A
|
209,840
|
695,000
|
|
Mylan, Inc., 5.40%, due 11/29/43
|
582,756
|
1,721,000
|
|
National Grid PLC, 5.81%, due 06/12/33
|
1,752,449
|
2,436,000
|
|
National Securities Clearing Corp., 5.00%, due 05/30/28 144A
|
2,423,874
|
159,000
|
|
Nationstar Mortgage Holdings, Inc., 5.13%, due 12/15/30(d) 144A
|
129,124
|
218,000
|
|
Nationstar Mortgage Holdings, Inc., 5.50%, due 08/15/28 144A
|
191,245
|
92,000
|
|
Nationstar Mortgage Holdings, Inc., 6.00%, due 01/15/27 144A
|
85,696
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
335,000
|
|
NatWest Group PLC, 3.75% (5 yr. CMT + 2.10%), due 11/01/29(c)
|
314,612
|
210,000
|
|
NatWest Group PLC, 5.08% (3 mo. USD LIBOR + 1.91%), due 01/27/30(c)
|
200,517
|
590,000
|
|
NatWest Group PLC, 6.00% (5 yr. CMT + 5.63%)(c)(d)(e)
|
547,225
|
904,000
|
|
NatWest Markets PLC, 1.60%, due 09/29/26 144A
|
793,350
|
449,000
|
|
NBM U.S. Holdings, Inc., 6.63%, due 08/06/29 144A
|
411,470
|
986,000
|
|
Netflix, Inc., 4.88%, due 04/15/28
|
976,070
|
89,000
|
|
Netflix, Inc., 5.38%, due 11/15/29 144A
|
89,415
|
787,000
|
|
Netflix, Inc., 5.88%, due 11/15/28
|
814,783
|
435,000
|
|
Newmont Corp., 2.25%, due 10/01/30
|
356,672
|
285,000
|
|
Newmont Corp., 2.80%, due 10/01/29
|
245,295
|
150,000
|
|
Newmont Corp., 5.45%, due 06/09/44
|
148,085
|
308,000
|
|
News Corp., 3.88%, due 05/15/29 144A
|
270,666
|
721,000
|
|
NextEra Energy Capital Holdings, Inc., 2.25%, due 06/01/30(d)
|
600,478
|
240,000
|
|
NextEra Energy Capital Holdings, Inc., 6.05%, due 03/01/25
|
241,009
|
422,000
|
|
NextEra Energy Operating Partners LP, 3.88%, due 10/15/26 144A
|
392,555
|
115,000
|
|
NextEra Energy Operating Partners LP, 4.50%, due 09/15/27 144A
|
106,939
|
505,000
|
|
Nippon Life Insurance Co., 2.75% (5 yr. CMT + 2.65%), due 01/21/51(c) 144A
|
416,205
|
145,000
|
|
NiSource, Inc., 1.70%, due 02/15/31
|
113,469
|
391,000
|
|
NiSource, Inc., 3.60%, due 05/01/30
|
352,574
|
122,000
|
|
NiSource, Inc., 5.25%, due 03/30/28
|
122,023
|
668,000
|
|
Nissan Motor Acceptance Co. LLC, 1.85%, due 09/16/26 144A
|
567,084
|
305,000
|
|
Nissan Motor Acceptance Co. LLC, 2.00%, due 03/09/26 144A
|
267,027
|
200,000
|
|
Nomura Holdings, Inc., 2.61%, due 07/14/31
|
158,863
|
970,000
|
|
Norfolk Southern Corp., 4.84%, due 10/01/41
|
898,665
|
195,000
|
|
Northern States Power Co., 3.60%, due 09/15/47
|
153,653
|
1,242,000
|
|
Northrop Grumman Corp., 5.25%, due 05/01/50
|
1,263,808
|
330,000
|
|
NOVA Chemicals Corp., 4.88%, due 06/01/24 144A
|
322,700
|
771,000
|
|
Novelis Corp., 4.75%, due 01/30/30 144A
|
685,929
|
651,000
|
|
NRG Energy, Inc., 2.45%, due 12/02/27 144A
|
549,159
|
80,000
|
|
NRG Energy, Inc., 3.38%, due 02/15/29 144A
|
65,505
|
264,000
|
|
NRG Energy, Inc., 3.63%, due 02/15/31 144A
|
206,333
|
929,000
|
|
NRG Energy, Inc., 3.88%, due 02/15/32 144A
|
716,873
|
412,000
|
|
NRG Energy, Inc., 4.45%, due 06/15/29 144A
|
364,543
|
140,000
|
|
NRG Energy, Inc., 5.25%, due 06/15/29 144A
|
125,318
|
640,000
|
|
NRG Energy, Inc., 5.75%, due 01/15/28(d)
|
607,098
|
532,000
|
|
NRG Energy, Inc., 7.00%, due 03/15/33 144A
|
537,123
|
406,000
|
|
NRG Energy, Inc., 10.25% (5 yr. CMT + 5.92%)(c)(e) 144A
|
383,258
|
250,000
|
|
NSTAR Electric Co., 3.10%, due 06/01/51(d)
|
175,799
|
355,000
|
|
Nutrien Ltd., 4.90%, due 06/01/43
|
318,921
|
2,786,000
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.70%, due 05/01/25
|
2,641,702
|
885,000
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc., 3.88%, due 06/18/26
|
850,499
|
3,517,000
|
|
Occidental Petroleum Corp., 6.43%, due 10/10/36(l)
|
1,872,764
|
506,000
|
|
Occidental Petroleum Corp., 6.45%, due 09/15/36
|
520,026
|
265,000
|
|
Occidental Petroleum Corp., 6.60%, due 03/15/46(d)
|
273,215
|
684,000
|
|
Occidental Petroleum Corp., 6.63%, due 09/01/30
|
711,360
|
336,000
|
|
OCI NV, 6.70%, due 03/16/33(d) 144A
|
328,678
|
133,000
|
|
OneMain Finance Corp., 3.88%, due 09/15/28
|
108,847
|
62,000
|
|
OneMain Finance Corp., 6.63%, due 01/15/28(d)
|
58,545
|
159,000
|
|
OneMain Finance Corp., 6.88%, due 03/15/25
|
157,576
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
200,000
|
|
OneMain Finance Corp., 8.25%, due 10/01/23(d)
|
200,930
|
213,000
|
|
OneMain Finance Corp., 9.00%, due 01/15/29
|
214,992
|
655,000
|
|
ONEOK, Inc., 3.10%, due 03/15/30
|
563,018
|
390,000
|
|
ONEOK, Inc., 4.45%, due 09/01/49
|
296,071
|
585,000
|
|
ONEOK, Inc., 4.95%, due 07/13/47
|
483,151
|
1,600,000
|
|
Oracle Corp., 1.65%, due 03/25/26
|
1,452,596
|
1,001,000
|
|
Oracle Corp., 2.95%, due 04/01/30
|
874,293
|
1,456,000
|
|
Oracle Corp., 3.95%, due 03/25/51
|
1,101,738
|
749,000
|
|
Oracle Corp., 4.30%, due 07/08/34
|
680,505
|
425,000
|
|
Organon & Co./Organon Foreign Debt Co.-Issuer BV, 4.13%, due 04/30/28 144A
|
377,658
|
307,000
|
|
Organon & Co./Organon Foreign Debt Co.-Issuer BV, 5.13%, due 04/30/31 144A
|
253,694
|
298,000
|
|
Oriflame Investment Holding PLC, 5.13%, due 05/04/26 144A
|
139,905
|
580,000
|
|
Ovintiv, Inc., 5.65%, due 05/15/25
|
575,658
|
191,000
|
|
Ovintiv, Inc., 5.65%, due 05/15/28(d)
|
187,359
|
192,000
|
|
Ovintiv, Inc., 6.25%, due 07/15/33(d)
|
189,499
|
83,000
|
|
Ovintiv, Inc., 7.20%, due 11/01/31
|
87,317
|
82,000
|
|
Owens Corning, 3.88%, due 06/01/30
|
74,995
|
621,000
|
|
Owens Corning, 3.95%, due 08/15/29
|
577,706
|
605,000
|
|
Owens Corning, 4.30%, due 07/15/47
|
496,000
|
160,000
|
|
Owens-Brockway Glass Container, Inc., 6.63%, due 05/13/27(d) 144A
|
158,631
|
170,000
|
|
Owens-Brockway Glass Container, Inc., 7.25%, due 05/15/31(d) 144A
|
172,338
|
490,000
|
|
Pacific Gas & Electric Co., 4.95%, due 07/01/50(d)
|
385,499
|
265,000
|
|
PacifiCorp, 2.70%, due 09/15/30
|
220,909
|
265,000
|
|
Pactiv Evergreen Group Issuer LLC/Pactiv Evergreen Group Issuer, Inc., 4.38%, due
10/15/28 144A
|
229,760
|
583,000
|
|
Pactiv Evergreen Group Issuer, Inc./Pactiv Evergreen Group Issuer LLC, 4.00%, due
10/15/27(d) 144A
|
516,241
|
267,000
|
|
Parkland Corp., 4.50%, due 10/01/29 144A
|
231,888
|
260,000
|
|
Parkland Corp., 4.63%, due 05/01/30 144A
|
225,690
|
415,000
|
|
PECO Energy Co., 3.05%, due 03/15/51
|
287,558
|
205,000
|
|
PECO Energy Co., 3.70%, due 09/15/47
|
162,684
|
580,000
|
|
Pennsylvania Electric Co., 3.60%, due 06/01/29 144A
|
527,170
|
32,000
|
|
Petroleos Mexicanos, 6.35%, due 02/12/48
|
19,385
|
875,000
|
|
Petroleos Mexicanos, 6.50%, due 03/13/27
|
779,167
|
255,000
|
|
Petroleos Mexicanos, 6.50%, due 06/02/41
|
162,160
|
488,000
|
|
Petroleos Mexicanos, 6.75%, due 09/21/47
|
306,890
|
380,000
|
|
Petroleos Mexicanos, 6.88%, due 08/04/26
|
355,206
|
293,000
|
|
Petroleos Mexicanos, 8.75%, due 06/02/29
|
265,368
|
2,138,009
|
|
PG&E Wildfire Recovery Funding LLC, 3.59%, due 06/01/32
|
2,027,203
|
827,000
|
|
PG&E Wildfire Recovery Funding LLC, 4.26%, due 06/01/38
|
787,968
|
2,169,000
|
|
PG&E Wildfire Recovery Funding LLC, 4.72%, due 06/01/39
|
2,109,958
|
797,000
|
|
Phillips 66 Co., 3.61%, due 02/15/25
|
769,433
|
145,000
|
|
Piedmont Natural Gas Co., Inc., 3.50%, due 06/01/29
|
131,496
|
665,000
|
|
Pilgrim's Pride Corp., 5.88%, due 09/30/27 144A
|
657,766
|
544,000
|
|
Pilgrim's Pride Corp., 6.25%, due 07/01/33
|
527,594
|
960,000
|
|
Plains All American Pipeline LP/PAA Finance Corp., 3.55%, due 12/15/29(d)
|
846,730
|
73,000
|
|
PNC Financial Services Group, Inc., 3.15%, due 05/19/27
|
67,480
|
922,000
|
|
PNC Financial Services Group, Inc., 3.40% (5 yr. CMT + 2.60%)(c)(e)
|
682,280
|
2,724,000
|
|
PNC Financial Services Group, Inc., 5.35% (SOFR + 1.62%), due 12/02/28(c)(d)
|
2,695,950
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
2,008,000
|
|
PNC Financial Services Group, Inc., 5.58% (SOFR + 1.84%), due 06/12/29(c)
|
2,000,003
|
474,000
|
|
PNC Financial Services Group, Inc., 6.25% (7 yr. CMT + 2.81%)(c)(d)(e)
|
426,719
|
427,000
|
|
PNC Financial Services Group, Inc., 8.54% (3 mo. USD LIBOR + 3.04%)(c)(e)
|
424,420
|
869,000
|
|
PNC Financial Services Group, Inc., 8.98% (3 mo. USD LIBOR + 3.68%)(c)(d)(e)
|
870,932
|
464,000
|
|
Popular, Inc., 7.25%, due 03/13/28
|
464,000
|
71,000
|
|
Prime Security Services Borrower LLC/Prime Finance, Inc., 3.38%, due 08/31/27 144A
|
62,690
|
206,000
|
|
Prime Security Services Borrower LLC/Prime Finance, Inc., 6.25%, due 01/15/28 144A
|
193,279
|
130,000
|
|
Providence St Joseph Health Obligated Group, 2.75%, due 10/01/26(d)
|
118,887
|
233,000
|
|
Prudential Financial, Inc., 5.13% (5 yr. CMT + 3.16%), due 03/01/52(c)
|
210,995
|
195,000
|
|
Public Service Electric & Gas Co., (MTN), 2.70%, due 05/01/50
|
130,836
|
445,000
|
|
Public Service Electric & Gas Co., (MTN), 3.00%, due 05/15/27
|
416,280
|
315,000
|
|
Public Service Electric & Gas Co., (MTN), 3.20%, due 05/15/29
|
285,488
|
2,250,000
|
|
Public Service Enterprise Group, Inc., 2.88%, due 06/15/24(d)
|
2,185,448
|
515,000
|
|
Public Storage REIT, 2.25%, due 11/09/31
|
421,234
|
379,000
|
|
Puget Energy, Inc., 2.38%, due 06/15/28
|
327,194
|
275,000
|
|
QatarEnergy, 2.25%, due 07/12/31 144A
|
230,988
|
372,000
|
|
Qorvo, Inc., 3.38%, due 04/01/31 144A
|
300,409
|
2,311,000
|
|
Raytheon Technologies Corp., 1.90%, due 09/01/31
|
1,846,567
|
120,000
|
|
Realty Income Corp. REIT, 2.85%, due 12/15/32(d)
|
97,777
|
350,000
|
|
Realty Income Corp. REIT, 3.25%, due 01/15/31(d)
|
306,340
|
395,000
|
|
Regal Rexnord Corp., 6.05%, due 02/15/26 144A
|
395,728
|
342,000
|
|
Regal Rexnord Corp., 6.40%, due 04/15/33 144A
|
341,943
|
450,000
|
|
Resorts World Las Vegas LLC/RWLV Capital, Inc., 4.63%, due 04/16/29(d) 144A
|
371,686
|
436,000
|
|
RHP Hotel Properties LP/RHP Finance Corp. REIT, 4.50%, due 02/15/29 144A
|
386,252
|
405,000
|
|
Roper Technologies, Inc., 1.40%, due 09/15/27
|
349,377
|
287,000
|
|
Royalty Pharma PLC, 1.75%, due 09/02/27
|
246,272
|
415,000
|
|
RPM International, Inc., 2.95%, due 01/15/32
|
329,114
|
2,404,000
|
|
Ryder System, Inc., (MTN), 5.25%, due 06/01/28
|
2,375,464
|
338,000
|
|
Sabine Pass Liquefaction LLC, 4.20%, due 03/15/28
|
320,542
|
832,000
|
|
Sabine Pass Liquefaction LLC, 4.50%, due 05/15/30
|
791,698
|
301,000
|
|
Sabine Pass Liquefaction LLC, 5.00%, due 03/15/27
|
296,457
|
403,000
|
|
Sabine Pass Liquefaction LLC, 5.88%, due 06/30/26
|
406,458
|
327,000
|
|
Sabre Global, Inc., 7.38%, due 09/01/25 144A
|
290,639
|
635,000
|
|
Sally Holdings LLC/Sally Capital, Inc., 5.63%, due 12/01/25
|
626,840
|
290,000
|
|
San Diego Gas & Electric Co., 4.15%, due 05/15/48
|
242,417
|
586,000
|
|
Santander Holdings USA, Inc., 2.49% (SOFR + 1.25%), due 01/06/28(c)
|
506,655
|
1,289,000
|
|
Santander Holdings USA, Inc., 3.24%, due 10/05/26
|
1,161,721
|
1,133,000
|
|
Santander Holdings USA, Inc., 3.45%, due 06/02/25
|
1,068,952
|
259,000
|
|
Santander Holdings USA, Inc., 4.40%, due 07/13/27
|
243,486
|
347,000
|
|
Sasol Financing USA LLC, 5.50%, due 03/18/31
|
273,567
|
415,000
|
|
Sasol Financing USA LLC, 5.88%, due 03/27/24
|
410,011
|
200,000
|
|
Sasol Financing USA LLC, 6.50%, due 09/27/28(d)
|
179,023
|
140,000
|
|
SBA Tower Trust REIT, 2.84%, due 01/15/50 144A
|
132,993
|
236,000
|
|
SBA Tower Trust REIT, 6.60%, due 01/15/28 144A
|
240,285
|
531,000
|
|
SBL Holdings, Inc., 5.00%, due 02/18/31 144A
|
411,651
|
2,216,000
|
|
Schlumberger Holdings Corp., 3.90%, due 05/17/28 144A
|
2,089,454
|
496,000
|
|
Sempra Energy, 5.50%, due 08/01/33
|
493,093
|
185,000
|
|
Sensata Technologies, Inc., 3.75%, due 02/15/31 144A
|
158,432
|
850,000
|
|
Simon Property Group LP REIT, 6.75%, due 02/01/40
|
926,106
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
424,000
|
|
Sirius XM Radio, Inc., 4.00%, due 07/15/28 144A
|
368,856
|
733,000
|
|
Sirius XM Radio, Inc., 5.00%, due 08/01/27 144A
|
680,810
|
270,000
|
|
SMBC Aviation Capital Finance DAC, 2.30%, due 06/15/28 144A
|
230,003
|
1,130,000
|
|
Societe Generale SA, 1.79% (1 yr. CMT + 1.00%), due 06/09/27(c) 144A
|
988,625
|
1,365,000
|
|
Societe Generale SA, 2.80% (1 yr. CMT + 1.30%), due 01/19/28(c) 144A
|
1,210,285
|
634,000
|
|
Societe Generale SA, 5.38% (5 yr. CMT + 4.51%)(c)(e) 144A
|
472,000
|
810,000
|
|
Societe Generale SA, 6.10% (SOFR + 1.05%), due 01/21/26(c) 144A
|
802,563
|
361,000
|
|
Societe Generale SA, 6.22% (1 yr. CMT + 3.20%), due 06/15/33(c)(d) 144A
|
336,376
|
1,034,000
|
|
Societe Generale SA, 6.45% (1 yr. CMT + 2.55%), due 01/10/29(c) 144A
|
1,036,611
|
250,000
|
|
Sotheby's, 7.38%, due 10/15/27(d) 144A
|
225,233
|
570,000
|
|
Southern California Edison Co., 3.45%, due 02/01/52
|
408,700
|
335,000
|
|
Southern California Edison Co., 4.00%, due 04/01/47
|
266,481
|
1,718,000
|
|
Southern Co., 3.25%, due 07/01/26
|
1,616,923
|
1,941,000
|
|
Southern Co., 4.85%, due 06/15/28
|
1,903,530
|
1,260,000
|
|
Southern Co. Gas Capital Corp., 2.45%, due 10/01/23
|
1,249,555
|
755,000
|
|
Southwest Airlines Co., 2.63%, due 02/10/30(d)
|
642,465
|
344,000
|
|
Southwestern Energy Co., 4.75%, due 02/01/32
|
303,670
|
1,701,000
|
|
Spirit Realty LP REIT, 2.10%, due 03/15/28
|
1,427,580
|
555,000
|
|
Sprint LLC, 7.13%, due 06/15/24
|
560,463
|
231,000
|
|
Stagwell Global LLC, 5.63%, due 08/15/29 144A
|
197,941
|
158,000
|
|
Standard Industries, Inc., 3.38%, due 01/15/31 144A
|
127,371
|
680,000
|
|
Standard Industries, Inc., 4.38%, due 07/15/30 144A
|
589,558
|
25,000
|
|
Standard Industries, Inc., 4.75%, due 01/15/28 144A
|
23,306
|
20,000
|
|
Standard Industries, Inc., 5.00%, due 02/15/27 144A
|
19,080
|
175,000
|
|
Starwood Property Trust, Inc. REIT, 3.63%, due 07/15/26 144A
|
150,813
|
200,000
|
|
State Grid Overseas Investment BVI Ltd., 3.50%, due 05/04/27 144A
|
191,383
|
330,000
|
|
State Street Corp., 3.15% (SOFR + 2.65%), due 03/30/31(c)
|
293,728
|
920,000
|
|
Steel Dynamics, Inc., 3.45%, due 04/15/30(d)
|
818,471
|
3,545,000
|
|
Stellantis Finance U.S., Inc., 1.71%, due 01/29/27 144A
|
3,108,165
|
605,000
|
|
Stellantis Finance U.S., Inc., 2.69%, due 09/15/31 144A
|
483,741
|
117,000
|
|
Sunoco LP/Sunoco Finance Corp., 4.50%, due 05/15/29
|
103,934
|
419,000
|
|
Sunoco LP/Sunoco Finance Corp., 4.50%, due 04/30/30
|
366,806
|
375,000
|
|
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., 6.00%, due 12/31/30 144A
|
330,840
|
900,000
|
|
Targa Resources Corp., 4.95%, due 04/15/52
|
744,731
|
597,000
|
|
Targa Resources Partners LP/Targa Resources Partners Finance Corp., 4.00%, due
01/15/32
|
516,877
|
140,000
|
|
Taylor Morrison Communities, Inc., 5.13%, due 08/01/30 144A
|
129,388
|
210,000
|
|
Taylor Morrison Communities, Inc., 5.88%, due 06/15/27 144A
|
206,450
|
150,000
|
|
Taylor Morrison Communities, Inc./Taylor Morrison Holdings II, Inc., 5.63%, due
03/01/24 144A
|
149,010
|
1,101,000
|
|
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/47 144A
|
911,789
|
38,000
|
|
Teachers Insurance & Annuity Association of America, 6.85%, due 12/16/39 144A
|
42,055
|
1,125,000
|
|
Teledyne Technologies, Inc., 2.75%, due 04/01/31(d)
|
940,417
|
213,000
|
|
Telesat Canada/Telesat LLC, 5.63%, due 12/06/26 144A
|
131,640
|
70,000
|
|
Tenet Healthcare Corp., 4.38%, due 01/15/30
|
63,235
|
70,000
|
|
T-Mobile USA, Inc., 2.88%, due 02/15/31
|
59,231
|
681,000
|
|
T-Mobile USA, Inc., 3.38%, due 04/15/29
|
615,589
|
2,669,000
|
|
T-Mobile USA, Inc., 3.50%, due 04/15/25
|
2,567,454
|
1,475,000
|
|
T-Mobile USA, Inc., 3.88%, due 04/15/30
|
1,359,752
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
1,065,000
|
|
T-Mobile USA, Inc., 4.50%, due 04/15/50
|
914,482
|
627,000
|
|
T-Mobile USA, Inc., 5.75%, due 01/15/54
|
648,096
|
1,595,000
|
|
Toll Brothers Finance Corp., 4.35%, due 02/15/28(d)
|
1,499,518
|
1,925,000
|
|
Toronto-Dominion Bank, 1.95%, due 01/12/27(d)
|
1,730,998
|
411,000
|
|
Total Play Telecomunicaciones SA de CV, 6.38%, due 09/20/28 144A
|
239,177
|
728,000
|
|
Total Play Telecomunicaciones SA de CV, 7.50%, due 11/12/25(d) 144A
|
517,515
|
1,903,000
|
|
Toyota Motor Credit Corp., (MTN), 3.00%, due 04/01/25
|
1,831,723
|
140,000
|
|
Transcontinental Gas Pipe Line Co. LLC, 3.95%, due 05/15/50
|
108,330
|
500,000
|
|
Transcontinental Gas Pipe Line Co. LLC, 4.60%, due 03/15/48
|
425,692
|
340,000
|
|
TransDigm, Inc., 5.50%, due 11/15/27
|
321,082
|
225,000
|
|
Travel & Leisure Co., 4.63%, due 03/01/30 144A
|
190,609
|
220,000
|
|
TriNet Group, Inc., 3.50%, due 03/01/29 144A
|
191,503
|
755,000
|
|
Truist Financial Corp., (MTN), 5.87% (6 mo. USD SOFR + 2.36%), due 06/08/34(c)
|
755,654
|
1,033,061
|
|
U.S. Airways Pass-Through Trust, 4.63%, due 12/03/26
|
969,292
|
91,864
|
|
U.S. Airways Pass-Through Trust, 5.90%, due 04/01/26
|
91,141
|
218,579
|
|
U.S. Airways Pass-Through Trust, 7.13%, due 04/22/25
|
218,281
|
1,931,000
|
|
U.S. Bancorp, 5.73% (SOFR + 1.43%), due 10/21/26(c)
|
1,930,708
|
938,000
|
|
U.S. Bancorp, 5.84% (6 mo. USD SOFR + 2.26%), due 06/12/34(c)(d)
|
945,218
|
688,000
|
|
Uber Technologies, Inc., 4.50%, due 08/15/29(d) 144A
|
634,524
|
490,000
|
|
Uber Technologies, Inc., 7.50%, due 09/15/27 144A
|
501,781
|
765,000
|
|
UBS Group AG, 1.49% (1 yr. CMT + 0.85%), due 08/10/27(c) 144A
|
657,530
|
375,000
|
|
UBS Group AG, 2.10% (1 yr. CMT + 1.00%), due 02/11/32(c) 144A
|
284,272
|
2,497,000
|
|
UBS Group AG, 4.13%, due 04/15/26(d) 144A
|
2,382,928
|
609,710
|
|
United Airlines Pass-Through Trust, 3.45%, due 01/07/30
|
527,739
|
494,572
|
|
United Airlines Pass-Through Trust, 3.65%, due 07/07/27
|
455,808
|
645,036
|
|
United Airlines Pass-Through Trust, 3.75%, due 03/03/28
|
606,394
|
1,994,985
|
|
United Airlines Pass-Through Trust, 4.00%, due 10/11/27
|
1,878,389
|
499,442
|
|
United Airlines Pass-Through Trust, 4.55%, due 02/25/33
|
445,716
|
239,885
|
|
United Airlines Pass-Through Trust, 4.60%, due 09/01/27
|
225,255
|
322,635
|
|
United Airlines Pass-Through Trust, 4.88%, due 07/15/27
|
308,238
|
613,000
|
|
United Airlines Pass-Through Trust, 5.80%, due 07/15/37
|
623,958
|
1,636,442
|
|
United Airlines Pass-Through Trust, 5.88%, due 04/15/29
|
1,624,413
|
622,000
|
|
United Airlines, Inc., 4.38%, due 04/15/26 144A
|
591,526
|
203,000
|
|
United Airlines, Inc., 4.63%, due 04/15/29 144A
|
185,150
|
175,000
|
|
United Rentals North America, Inc., 3.75%, due 01/15/32
|
148,411
|
321,000
|
|
United Rentals North America, Inc., 3.88%, due 11/15/27
|
300,057
|
167,000
|
|
United Rentals North America, Inc., 3.88%, due 02/15/31
|
144,739
|
575,000
|
|
United Rentals North America, Inc., 4.88%, due 01/15/28
|
547,705
|
465,000
|
|
United Rentals North America, Inc., 5.25%, due 01/15/30(d)
|
444,296
|
885,000
|
|
UnitedHealth Group, Inc., 3.05%, due 05/15/41
|
684,848
|
155,000
|
|
UnitedHealth Group, Inc., 3.25%, due 05/15/51(d)
|
115,785
|
120,000
|
|
UnitedHealth Group, Inc., 4.75%, due 05/15/52
|
113,948
|
1,213,000
|
|
UnitedHealth Group, Inc., 5.05%, due 04/15/53
|
1,206,579
|
553,000
|
|
Universal Health Services, Inc., 1.65%, due 09/01/26
|
483,725
|
550,000
|
|
Universal Health Services, Inc., 2.65%, due 10/15/30
|
449,614
|
120,000
|
|
University of Chicago, 2.76%, due 04/01/45
|
89,783
|
350,000
|
|
University of Southern California, 2.95%, due 10/01/51
|
249,349
|
513,000
|
|
Valvoline, Inc., 3.63%, due 06/15/31 144A
|
417,541
|
354,000
|
|
Var Energi ASA, 7.50%, due 01/15/28 144A
|
364,472
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
797,000
|
|
Var Energi ASA, 8.00%, due 11/15/32 144A
|
845,207
|
225,000
|
|
Varex Imaging Corp., 7.88%, due 10/15/27 144A
|
224,270
|
705,000
|
|
Vector Group Ltd., 5.75%, due 02/01/29 144A
|
614,232
|
203,000
|
|
Venture Global Calcasieu Pass LLC, 3.88%, due 08/15/29 144A
|
177,526
|
313,000
|
|
Venture Global Calcasieu Pass LLC, 4.13%, due 08/15/31 144A
|
269,611
|
365,000
|
|
VeriSign, Inc., 2.70%, due 06/15/31
|
304,022
|
878,000
|
|
Verisk Analytics, Inc., 3.63%, due 05/15/50
|
647,035
|
145,000
|
|
Verizon Communications, Inc., 1.68%, due 10/30/30
|
114,572
|
1,300,000
|
|
Verizon Communications, Inc., 2.55%, due 03/21/31
|
1,085,797
|
578,000
|
|
Verizon Communications, Inc., 2.88%, due 11/20/50
|
377,067
|
1,624,000
|
|
Verizon Communications, Inc., 3.55%, due 03/22/51
|
1,212,403
|
240,000
|
|
Viatris, Inc., 2.30%, due 06/22/27
|
209,814
|
497,000
|
|
Viatris, Inc., 2.70%, due 06/22/30
|
402,451
|
515,000
|
|
Viatris, Inc., 3.85%, due 06/22/40
|
356,309
|
631,000
|
|
Viatris, Inc., 4.00%, due 06/22/50
|
417,845
|
136,000
|
|
VICI Properties LP REIT, 5.13%, due 05/15/32
|
127,378
|
375,000
|
|
VICI Properties LP/VICI Note Co., Inc. REIT, 3.88%, due 02/15/29 144A
|
329,424
|
289,000
|
|
VICI Properties LP/VICI Note Co., Inc. REIT, 4.13%, due 08/15/30 144A
|
254,704
|
610,000
|
|
VICI Properties LP/VICI Note Co., Inc. REIT, 4.63%, due 12/01/29 144A
|
554,350
|
1,850,000
|
|
Virginia Electric & Power Co., 3.15%, due 01/15/26
|
1,763,777
|
460,000
|
|
Vistra Operations Co. LLC, 3.55%, due 07/15/24 144A
|
444,391
|
1,041,000
|
|
Vistra Operations Co. LLC, 3.70%, due 01/30/27 144A
|
954,017
|
1,101,000
|
|
Vistra Operations Co. LLC, 4.30%, due 07/15/29 144A
|
976,701
|
370,000
|
|
Vistra Operations Co. LLC, 5.00%, due 07/31/27 144A
|
346,659
|
321,000
|
|
Vodafone Group PLC, 5.63%, due 02/10/53
|
314,908
|
532,000
|
|
Vodafone Group PLC, 7.00% (5 yr. USD Swap + 4.87%), due 04/04/79(c)
|
546,460
|
102,000
|
|
Volcan Cia Minera SAA, 4.38%, due 02/11/26 144A
|
75,941
|
340,000
|
|
WakeMed, 3.29%, due 10/01/52
|
239,245
|
474,000
|
|
Warnermedia Holdings, Inc., 4.28%, due 03/15/32
|
420,598
|
576,000
|
|
Warnermedia Holdings, Inc., 5.05%, due 03/15/42
|
485,810
|
2,787,000
|
|
Warnermedia Holdings, Inc., 5.14%, due 03/15/52
|
2,271,156
|
1,637,000
|
|
Waste Management, Inc., 4.15%, due 04/15/32
|
1,561,181
|
1,557,000
|
|
Wells Fargo & Co., 5.88% (3 mo. USD LIBOR + 3.99%)(c)(e)
|
1,529,594
|
1,592,000
|
|
Wells Fargo & Co. (MTN), 2.39% (SOFR + 2.10%), due 06/02/28(c)
|
1,419,802
|
1,871,000
|
|
Wells Fargo & Co. (MTN), 2.57% (3 mo. USD Term SOFR + 1.26%), due 02/11/31(c)(d)
|
1,585,265
|
1,177,000
|
|
Wells Fargo & Co. (MTN), 2.88% (3 mo. USD Term SOFR + 1.43%), due 10/30/30(c)
|
1,017,543
|
1,517,000
|
|
Wells Fargo & Co. (MTN), 3.35% (SOFR + 1.50%), due 03/02/33(c)
|
1,298,921
|
3,670,000
|
|
Wells Fargo & Co. (MTN), 4.81% (SOFR + 1.98%), due 07/25/28(c)
|
3,590,335
|
514,000
|
|
Western Midstream Operating LP, 4.30%, due 02/01/30
|
461,957
|
128,000
|
|
Western Midstream Operating LP, 6.15%, due 04/01/33
|
129,187
|
350,000
|
|
William Carter Co., 5.63%, due 03/15/27 144A
|
339,934
|
597,000
|
|
Williams Cos., Inc., 3.75%, due 06/15/27
|
563,746
|
526,000
|
|
Williams Cos., Inc., 4.65%, due 08/15/32
|
498,444
|
530,000
|
|
Williams Cos., Inc., 5.40%, due 03/02/26
|
528,820
|
460,000
|
|
WMG Acquisition Corp., 3.88%, due 07/15/30(d) 144A
|
397,216
|
300,000
|
|
Wolverine World Wide, Inc., 4.00%, due 08/15/29(d) 144A
|
239,181
|
1,288,000
|
|
Workday, Inc., 3.50%, due 04/01/27
|
1,221,481
|
665,000
|
|
WP Carey, Inc. REIT, 2.25%, due 04/01/33
|
499,913
|
190,000
|
|
Wyndham Hotels & Resorts, Inc., 4.38%, due 08/15/28 144A
|
173,679
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
138,000
|
|
XHR LP REIT, 4.88%, due 06/01/29(d) 144A
|
118,459
|
50,000
|
|
XPO, Inc., 7.13%, due 06/01/31(d) 144A
|
50,441
|
610,000
|
|
Yale University, 2.40%, due 04/15/50(d)
|
403,431
|
1,070,000
|
|
Yamana Gold, Inc., 2.63%, due 08/15/31(d)
|
834,242
|
1,220,000
|
|
Yara International ASA, 4.75%, due 06/01/28 144A
|
1,160,055
|
319,000
|
|
Yum! Brands, Inc., 3.63%, due 03/15/31
|
275,884
|
213,000
|
|
Yum! Brands, Inc., 4.75%, due 01/15/30 144A
|
199,663
|
|
|
|
552,886,805
|
|
|
Mortgage Backed Securities - Private Issuers — 8.0%
|
|
153,602
|
|
Angel Oak Mortgage Trust CMO, Series 2020-R1, Class A1, 0.99%, due 04/25/53(b)
144A
|
138,319
|
235,128
|
|
Angel Oak Mortgage Trust CMO, Series 2021-2, Class A1, 0.99%, due 04/25/66(b) 144A
|
192,559
|
461,284
|
|
Angel Oak Mortgage Trust CMO, Series 2021-4, Class A1, 1.04%, due 01/20/65(b) 144A
|
367,945
|
451,551
|
|
Angel Oak Mortgage Trust CMO, Series 2021-5, Class A1, 0.95%, due 07/25/66(b) 144A
|
368,720
|
1,800,000
|
|
Arbor Multifamily Mortgage Securities Trust, Series 2020-MF1, Class A4, 2.50%, due
05/15/53 144A
|
1,521,466
|
2,500,000
|
|
Arbor Multifamily Mortgage Securities Trust, Series 2021-MF2, Class A4, 2.25%, due
06/15/54 144A
|
2,023,142
|
270,486
|
|
Arroyo Mortgage Trust CMO, Series 2021-1R, Class A1, 1.18%, due 10/25/48(b) 144A
|
217,147
|
217,000
|
|
BAMLL Commercial Mortgage Securities Trust, Series 2019-BPR, Class ENM, 3.84%,
due 11/05/32(b) 144A
|
117,315
|
1,004,069
|
|
BANK, Series 2019-BN20, Class A2, 2.76%, due 09/15/62
|
859,301
|
2,050,000
|
|
BANK, Series 2019-BN23, Class A2, 2.67%, due 12/15/52
|
1,757,091
|
1,806,000
|
|
BANK, Series 2020-BN26, Class A2, 2.04%, due 03/15/63
|
1,586,027
|
1,800,000
|
|
BANK, Series 2020-BN26, Class A3, 2.16%, due 03/15/63
|
1,478,297
|
869,000
|
|
BANK, Series 2020-BN30, Class A4, 1.93%, due 12/15/53
|
670,957
|
3,000,000
|
|
BANK, Series 2021-BN32, Class A4, 2.35%, due 04/15/54
|
2,486,811
|
2,300,000
|
|
BANK, Series 2021-BN34, Class A4, 2.16%, due 06/15/63
|
1,826,329
|
7,470,000
|
|
Bank5, Series 2023-5YR2, Class A3, 6.66%, due 06/15/28(g)
|
7,705,187
|
100,000
|
|
Barclays Commercial Mortgage Trust, Series 2019-C5, Class A2, 3.04%, due 11/15/52
|
95,834
|
3,000,000
|
|
BBCMS Mortgage Trust, Series 2018-TALL, Class A, 6.07% (1 mo. USD LIBOR +
0.87%), due 03/15/37(c) 144A
|
2,709,169
|
60,000
|
|
BBCMS Mortgage Trust, Series 2020-C6, Class A2, 2.69%, due 02/15/53
|
55,501
|
2,000,000
|
|
BBCMS Mortgage Trust, Series 2022-C14, Class A4, 2.69%, due 02/15/55
|
1,655,408
|
270,000
|
|
BBCMS Trust, Series 2015-SRCH, Class D, 5.12%, due 08/10/35(b) 144A
|
221,530
|
134,851
|
|
Bellemeade RE Ltd. CMO, Series 2021-2A, Class M1A, 6.27% (30 day USD SOFR
Average + 1.20%), due 06/25/31(c) 144A
|
134,185
|
124,075
|
|
Benchmark Mortgage Trust, Series 2019-B12, Class A2, 3.00%, due 08/15/52
|
119,183
|
120,000
|
|
Benchmark Mortgage Trust, Series 2019-B13, Class A2, 2.89%, due 08/15/57
|
115,624
|
1,350,000
|
|
Benchmark Mortgage Trust, Series 2019-B15, Class A4, 2.67%, due 12/15/72
|
1,125,852
|
600,000
|
|
Benchmark Mortgage Trust, Series 2020-B17, Class A4, 2.04%, due 03/15/53
|
479,355
|
1,200,000
|
|
Benchmark Mortgage Trust, Series 2020-B20, Class A2, 1.75%, due 10/15/53
|
1,093,313
|
1,800,000
|
|
Benchmark Mortgage Trust, Series 2020-IG3, Class A2, 2.48%, due 09/15/48 144A
|
1,697,574
|
3,039,000
|
|
Benchmark Mortgage Trust, Series 2021-B23, Class A2, 1.62%, due 02/15/54
|
2,682,839
|
1,700,000
|
|
Benchmark Mortgage Trust, Series 2021-B23, Class A4A1, 1.82%, due 02/15/54
|
1,299,593
|
900,000
|
|
Benchmark Mortgage Trust, Series 2021-B24, Class A3, 2.01%, due 03/15/54
|
758,340
|
1,750,000
|
|
Benchmark Mortgage Trust, Series 2021-B24, Class A4, 2.26%, due 03/15/54
|
1,399,239
|
1,250,000
|
|
Benchmark Mortgage Trust, Series 2021-B28, Class ASB, 1.98%, due 08/15/54
|
1,046,555
|
1,800,000
|
|
Benchmark Mortgage Trust, Series 2021-B31, Class A4, 2.42%, due 12/15/54
|
1,450,446
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
1,800,000
|
|
Benchmark Mortgage Trust, Series 2022-B33, Class A5, 3.46%, due 03/15/55
|
1,576,453
|
3,000,000
|
|
Benchmark Mortgage Trust, Series 2023-B39, Class A2, 6.79%, due 07/15/56(b)(g)
|
3,076,521
|
2,265,000
|
|
Benchmark Mortgage Trust, Series 2023-V2, Class A3, 5.81%, due 05/15/55(b)
|
2,277,766
|
176,000
|
|
BOCA Commercial Mortgage Trust, Series 2022-BOCA, Class B, 7.47% (1 mo. USD
Term SOFR + 2.32%), due 05/15/39(c) 144A
|
174,137
|
238,730
|
|
BRAVO Residential Funding Trust CMO, Series 2021-NQM1, Class A1, 0.94%, due
02/25/49(b) 144A
|
208,494
|
1,240,132
|
|
BX Commercial Mortgage Trust, Series 2019-XL, Class A, 6.18% (1 mo. USD Term
SOFR + 1.03%), due 10/15/36(c) 144A
|
1,232,995
|
1,516,000
|
|
BX Commercial Mortgage Trust, Series 2021-VOLT, Class A, 5.89% (1 mo. USD
LIBOR + 0.70%), due 09/15/36(c) 144A
|
1,468,831
|
472,000
|
|
BX Commercial Mortgage Trust, Series 2021-VOLT, Class C, 6.29% (1 mo. USD
LIBOR + 1.10%), due 09/15/36(c) 144A
|
449,207
|
537,000
|
|
BX Trust, Series 2022-CLS, Class A, 5.76%, due 10/13/27 144A
|
518,209
|
1,200,000
|
|
CD Mortgage Trust, Series 2019-CD8, Class A3, 2.66%, due 08/15/57
|
1,014,228
|
979,306
|
|
CF Mortgage Trust, Series 2020-P1, Class A1, 2.84%, due 04/15/25(b) 144A
|
925,809
|
585,267
|
|
CFCRE Commercial Mortgage Trust, Series 2016-C4, Class A3, 3.01%, due 05/10/58
|
543,028
|
2,307,919
|
|
CFCRE Commercial Mortgage Trust, Series 2016-C6, Class A2, 2.95%, due 11/10/49
|
2,110,413
|
233,000
|
|
CFK Trust, Series 2020-MF2, Class A, 2.39%, due 03/15/39 144A
|
202,387
|
27,500,000
|
|
Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class XB, 0.60%, due
05/10/47(b) 144A
|
75,452
|
330,000
|
|
Citigroup Commercial Mortgage Trust, Series 2019-C7, Class A3, 2.86%, due 12/15/72
|
282,794
|
811,000
|
|
Citigroup Commercial Mortgage Trust, Series 2019-SMRT, Class A, 4.15%, due
01/10/36 144A
|
805,568
|
360,000
|
|
Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.01%, due
06/10/28(b) 144A
|
360,013
|
336,684
|
|
COLT Mortgage Loan Trust CMO, Series 2021-2, Class A1, 0.92%, due 08/25/66(b)
144A
|
259,189
|
481,991
|
|
COLT Mortgage Loan Trust CMO, Series 2021-3, Class A1, 0.96%, due 09/27/66(b)
144A
|
375,057
|
340,134
|
|
COLT Mortgage Loan Trust CMO, Series 2021-HX1, Class A1, 1.11%, due 10/25/66(b)
144A
|
272,916
|
664,255
|
|
COLT Trust CMO, Series 2020-RPL1, Class A1, 1.39%, due 01/25/65(b) 144A
|
547,476
|
295,000
|
|
COMM Mortgage Trust, Series 2013-300P, Class D, 4.54%, due 08/10/30(b) 144A
|
231,944
|
786,835
|
|
COMM Mortgage Trust, Series 2015-CR25, Class A3, 3.51%, due 08/10/48
|
747,630
|
862,000
|
|
COMM Mortgage Trust, Series 2015-CR27, Class A4, 3.61%, due 10/10/48
|
813,178
|
190,000
|
|
COMM Mortgage Trust, Series 2017-PANW, Class A, 3.24%, due 10/10/29 144A
|
178,071
|
303,000
|
|
COMM Mortgage Trust, Series 2020-CBM, Class A2, 2.90%, due 02/10/37 144A
|
283,586
|
493,772
|
|
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class D, 6.79% (1 mo.
USD LIBOR + 1.60%), due 05/15/36(c) 144A
|
488,115
|
1,048,493
|
|
CSAIL Commercial Mortgage Trust, Series 2017-C8, Class A3, 3.13%, due 06/15/50
|
938,816
|
975,000
|
|
CSAIL Commercial Mortgage Trust, Series 2017-CX10, Class A4, 3.19%, due 11/15/50
|
884,604
|
1,050,000
|
|
CSAIL Commercial Mortgage Trust, Series 2019-C18, Class A3, 2.72%, due 12/15/52
|
897,899
|
1,813,271
|
|
CSAIL Commercial Mortgage Trust, Series 2021-C20, Class A2, 2.49%, due 03/15/54
|
1,502,134
|
290,264
|
|
CSMC Trust, Series 2020-NET, Class A, 2.26%, due 08/15/37 144A
|
260,033
|
221,188
|
|
CSMC Trust CMO, Series 2018-RPL9, Class A, 3.85%, due 09/25/57(b) 144A
|
207,530
|
720,722
|
|
CSMC Trust CMO, Series 2020-RPL6, Class A1, 2.69%, due 03/25/59(b) 144A
|
699,325
|
275,109
|
|
CSMC Trust CMO, Series 2021-NQM2, Class A1, 1.18%, due 02/25/66(b) 144A
|
229,475
|
246,893
|
|
CSMC Trust CMO, Series 2021-NQM3, Class A1, 1.02%, due 04/25/66(b) 144A
|
202,657
|
173,357
|
|
CSMC Trust CMO, Series 2021-NQM5, Class A1, 0.94%, due 05/25/66(b) 144A
|
134,783
|
451,908
|
|
CSMC Trust CMO, Series 2021-NQM6, Class A1, 1.17%, due 07/25/66(b) 144A
|
358,521
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
148,495
|
|
Ellington Financial Mortgage CMO, Series 2021-2, Class A1, 0.93%, due 06/25/66(b)
144A
|
118,163
|
334,525
|
|
Ellington Financial Mortgage Trust CMO, Series 2021-1, Class A1, 0.80%, due
02/25/66(b) 144A
|
278,634
|
539,401
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2022-DNA1,
Class M1A, 6.07% (30 day USD SOFR Average + 1.00%), due 01/25/42(c) 144A
|
530,275
|
390,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2022-DNA2,
Class M1B, 7.47% (30 day USD SOFR Average + 2.40%), due 02/25/42(c) 144A
|
385,786
|
380,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2022-DNA3,
Class M1B, 7.97% (30 day USD SOFR Average + 2.90%), due 04/25/42(c) 144A
|
379,848
|
287,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2022-DNA4,
Class M1B, 8.42% (30 day USD SOFR Average + 3.35%), due 05/25/42(c) 144A
|
290,570
|
382,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2022-DNA5,
Class M1B, 9.57% (30 day USD SOFR Average + 4.50%), due 06/25/42(c) 144A
|
401,570
|
2,016,515
|
|
Federal National Mortgage Association REMIC CMO, Series 2020-51, Class BA, 2.00%,
due 06/25/46
|
1,736,723
|
269,592
|
|
Flagstar Mortgage Trust CMO, Series 2020-2, Class A2, 3.00%, due 08/25/50(b) 144A
|
228,875
|
620,779
|
|
Flagstar Mortgage Trust CMO, Series 2021-1, Class A2, 2.50%, due 02/01/51(b) 144A
|
502,836
|
1,297,566
|
|
Flagstar Mortgage Trust CMO, Series 2021-6INV, Class A4, 2.50%, due 08/25/51(b)
144A
|
1,047,808
|
249,571
|
|
GCAT Trust CMO, Series 2021-NQM1, Class A1, 0.87%, due 01/25/66(b) 144A
|
208,700
|
213,162
|
|
GCAT Trust CMO, Series 2021-NQM2, Class A1, 1.04%, due 05/25/66(b) 144A
|
172,209
|
327,014
|
|
GCAT Trust CMO, Series 2021-NQM3, Class A1, 1.09%, due 05/25/66(b) 144A
|
264,711
|
373,916
|
|
GCAT Trust CMO, Series 2023-NQM2, Class A1, 5.84%, due 11/25/67(m) 144A
|
369,026
|
266,000
|
|
GS Mortgage Securities Corportation Trust, Series 2020-UPTN, Class A, 2.75%, due
02/10/37 144A
|
245,085
|
445,385
|
|
GS Mortgage Securities Corportation Trust, Series 2021-RENT, Class A, 5.86% (1 mo.
USD LIBOR + 0.70%), due 11/21/35(c) 144A
|
423,870
|
828,873
|
|
GS Mortgage Securities Trust, Series 2015-GC28, Class A4, 3.14%, due 02/10/48
|
802,431
|
2,636,551
|
|
GS Mortgage Securities Trust, Series 2015-GC30, Class A3, 3.12%, due 05/10/50
|
2,496,300
|
80,000
|
|
GS Mortgage Securities Trust, Series 2019-GC40, Class A2, 2.97%, due 07/10/52
|
77,087
|
1,600,000
|
|
GS Mortgage Securities Trust, Series 2020-GC47, Class A4, 2.12%, due 05/12/53
|
1,297,104
|
1,062,000
|
|
GS Mortgage Securities Trust, Series 2020-GSA2, Class A5, 2.01%, due 12/12/53
|
836,725
|
1,143,000
|
|
GS Mortgage Securities Trust, Series 2020-GSA2, Class AAB, 1.66%, due 12/12/53
|
986,714
|
1,900,000
|
|
GS Mortgage Securities Trust, Series 2021-GSA3, Class A4, 2.37%, due 12/15/54
|
1,530,931
|
145,754
|
|
GS Mortgage-Backed Securities Corp. Trust CMO, Series 2021-NQM1, Class A1,
1.02%, due 07/25/61(b) 144A
|
124,459
|
55,338
|
|
GS Mortgage-Backed Securities Trust CMO, Series 2020-NQM1, Class A1, 1.38%, due
09/27/60(b) 144A
|
50,152
|
190,602
|
|
Imperial Fund Mortgage Trust CMO, Series 2021-NQM1, Class A1, 1.07%, due
06/25/56(b) 144A
|
159,271
|
375,325
|
|
Imperial Fund Mortgage Trust CMO, Series 2023-NQM1, Class A1, 5.94%, due
02/25/68(m) 144A
|
370,059
|
190,000
|
|
IMT Trust, Series 2017-APTS, Class CFX, 3.61%, due 06/15/34(b) 144A
|
181,700
|
664,659
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2016-JP2, Class A3,
2.56%, due 08/15/49
|
608,583
|
357,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-NNN, Class AFX,
2.81%, due 01/16/37 144A
|
323,647
|
2,284,873
|
|
JP Morgan Mortgage Trust CMO, Series 2023-4, Class 1A4A, 5.50%, due 11/25/53(b)
144A
|
2,243,317
|
779,049
|
|
JPMCC Commercial Mortgage Securities Trust, Series 2017-JP6, Class A3, 3.11%, due
07/15/50
|
755,402
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
806,690
|
|
JPMCC Commercial Mortgage Securities Trust, Series 2019-COR5, Class A2, 3.15%,
due 06/13/52
|
786,152
|
677,282
|
|
JPMDB Commercial Mortgage Securities Trust, Series 2016-C2, Class A3A, 2.88%, due
06/15/49
|
629,884
|
1,225,264
|
|
JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4, 3.41%, due
03/15/50
|
1,137,684
|
253,000
|
|
KNDL Mortgage Trust, Series 2019-KNSQ, Class D, 6.69% (1 mo. USD LIBOR +
1.50%), due 05/15/36(c) 144A
|
249,940
|
1,553,164
|
|
Legacy Mortgage Asset Trust CMO, Series 2019-PR1, Class A1, 6.86%, due 09/25/59(m)
144A
|
1,536,782
|
732,991
|
|
Legacy Mortgage Asset Trust CMO, Series 2020-GS1, Class A1, 5.88%, due 10/25/59(m)
144A
|
720,921
|
76,019
|
|
Legacy Mortgage Asset Trust CMO, Series 2021-GS1, Class A1, 1.89%, due 10/25/66(m)
144A
|
71,225
|
526,872
|
|
Life Mortgage Trust, Series 2021-BMR, Class D, 6.66% (1 mo. USD Term SOFR +
1.51%), due 03/15/38(c) 144A
|
507,295
|
669,000
|
|
Life Mortgage Trust, Series 2022-BMR2, Class A1, 6.44% (1 mo. USD Term SOFR +
1.30%), due 05/15/39(c) 144A
|
655,650
|
358,172
|
|
MetLife Securitization Trust CMO, Series 2020-INV1, Class A2A, 2.50%, due
05/25/50(b) 144A
|
294,186
|
163,113
|
|
MFA Trust CMO, Series 2021-NQM1, Class A1, 1.15%, due 04/25/65(b) 144A
|
142,330
|
1,737,000
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A4,
3.31%, due 04/15/48
|
1,648,404
|
800,000
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C24, Class A4,
3.73%, due 05/15/48
|
759,848
|
1,562,383
|
|
Morgan Stanley Capital I Trust, Series 2016-UB11, Class A3, 2.53%, due 08/15/49
|
1,415,863
|
2,600,000
|
|
Morgan Stanley Capital I Trust, Series 2019-H6, Class A3, 3.16%, due 06/15/52
|
2,287,612
|
980,000
|
|
Morgan Stanley Capital I Trust, Series 2020-HR8, Class A4, 2.04%, due 07/15/53
|
786,000
|
1,725,000
|
|
Morgan Stanley Capital I Trust, Series 2021-L5, Class A4, 2.73%, due 05/15/54
|
1,429,895
|
145,000
|
|
Natixis Commercial Mortgage Securities Trust, Series 2018-285M, Class D, 3.92%, due
11/15/32(b) 144A
|
101,294
|
195,000
|
|
Natixis Commercial Mortgage Securities Trust, Series 2018-ALXA, Class C, 4.46%, due
01/15/43(b) 144A
|
162,229
|
158,356
|
|
New Residential Mortgage Loan Trust CMO, Series 2018-4A, Class A1S, 5.90% (1 mo.
USD LIBOR + 0.75%), due 01/25/48(c) 144A
|
153,916
|
217,468
|
|
NYMT Loan Trust CMO, Series 2022-CP1, Class A1, 2.04%, due 07/25/61 144A
|
194,957
|
127,250
|
|
OBX Trust CMO, Series 2020-EXP2, Class A3, 2.50%, due 05/25/60(b) 144A
|
105,084
|
297,491
|
|
OBX Trust CMO, Series 2021-NQM2, Class A1, 1.10%, due 05/25/61(b) 144A
|
231,989
|
494,689
|
|
OBX Trust CMO, Series 2021-NQM3, Class A1, 1.05%, due 07/25/61(b) 144A
|
374,270
|
444,376
|
|
Provident Funding Mortgage Trust CMO, Series 2020-F1, Class A2, 2.00%, due
01/25/36(b) 144A
|
387,844
|
1,685,581
|
|
PSMC Trust CMO, Series 2021-2, Class A3, 2.50%, due 05/25/51(b) 144A
|
1,465,084
|
1,051,136
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2018-2, Class MA, 3.50%, due
11/25/57
|
989,624
|
384,562
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2018-3, Class MA, 3.50%, due
08/25/57(b)
|
361,545
|
1,544,823
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2018-4, Class MA, 3.50%, due
03/25/58
|
1,449,774
|
643,266
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2019-1, Class MA, 3.50%, due
07/25/58
|
602,814
|
1,181,670
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2019-2, Class MA, 3.50%, due
08/25/58
|
1,104,439
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
907,212
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2019-4, Class MA, 3.00%, due
02/25/59
|
828,518
|
817,090
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2020-1, Class MA, 2.50%, due
08/25/59
|
738,863
|
2,082,033
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2022-1, Class MAU, 3.25%, due
11/25/61
|
1,887,745
|
264,646
|
|
Sequoia Mortgage Trust CMO, Series 2020-3, Class A4, 3.00%, due 04/25/50(b) 144A
|
251,371
|
1,659,505
|
|
Sequoia Mortgage Trust CMO, Series 2021-1, Class A1, 2.50%, due 03/25/51(b) 144A
|
1,344,213
|
510,000
|
|
SLG Office Trust, Series 2021-OVA, Class D, 2.85%, due 07/15/41 144A
|
380,045
|
518,390
|
|
Starwood Mortgage Residential Trust CMO, Series 2022-1, Class A1, 2.45%, due
12/25/66(b) 144A
|
438,395
|
172,000
|
|
Towd Point Mortgage Trust CMO, Series 2015-1, Class A5, 4.09%, due 10/25/53(b)
144A
|
167,704
|
48,841
|
|
Towd Point Mortgage Trust CMO, Series 2018-1, Class A1, 3.00%, due 01/25/58(b)
144A
|
46,940
|
268,751
|
|
Towd Point Mortgage Trust CMO, Series 2018-4, Class A1, 3.00%, due 06/25/58(b)
144A
|
245,601
|
34,381
|
|
Towd Point Mortgage Trust CMO, Series 2018-5, Class A1A, 3.25%, due 07/25/58(b)
144A
|
32,896
|
180,928
|
|
Towd Point Mortgage Trust CMO, Series 2018-6, Class A1A, 3.75%, due 03/25/58(b)
144A
|
175,249
|
289,041
|
|
Towd Point Mortgage Trust CMO, Series 2019-1, Class A1, 3.75%, due 03/25/58(b)
144A
|
271,799
|
241,450
|
|
Towd Point Mortgage Trust CMO, Series 2019-4, Class A1, 2.90%, due 10/25/59(b)
144A
|
222,100
|
111,571
|
|
Towd Point Mortgage Trust CMO, Series 2019-HY3, Class A1A, 6.15% (1 mo. USD
LIBOR + 1.00%), due 10/25/59(c) 144A
|
110,475
|
86,521
|
|
Towd Point Mortgage Trust CMO, Series 2020-4, Class A1, 1.75%, due 10/25/60 144A
|
75,624
|
554,199
|
|
UBS Commercial Mortgage Trust, Series 2017-C2, Class ASB, 3.26%, due 08/15/50
|
526,971
|
97,436
|
|
Verus Securitization Trust CMO, Series 2020-5, Class A1, 1.22%, due 05/25/65(m) 144A
|
88,038
|
345,157
|
|
Verus Securitization Trust CMO, Series 2021-3, Class A1, 1.05%, due 06/25/66(b) 144A
|
289,483
|
211,004
|
|
Verus Securitization Trust CMO, Series 2021-4, Class A1, 0.94%, due 07/25/66(b) 144A
|
165,897
|
502,962
|
|
Verus Securitization Trust CMO, Series 2021-5, Class A1, 1.01%, due 09/25/66(b) 144A
|
398,921
|
154,877
|
|
Verus Securitization Trust CMO, Series 2021-R1, Class A1, 0.82%, due 10/25/63(b)
144A
|
138,093
|
6,876
|
|
WaMu Mortgage Pass-Through Certificates Trust CMO, Series 2003-AR9, Class 1A7,
4.15%, due 09/25/33(b)
|
6,400
|
1,490,923
|
|
Wells Fargo Commercial Mortgage Trust, Series 2016-BNK1, Class A2, 2.40%, due
08/15/49
|
1,347,015
|
3,100,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2016-NXS6, Class A3, 2.64%, due
11/15/49
|
2,857,776
|
893,314
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class A4, 3.19%, due
07/15/50
|
816,500
|
1,590,090
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-RB1, Class A4, 3.37%, due
03/15/50
|
1,448,360
|
1,605,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A3, 1.94%, due
06/15/53
|
1,498,189
|
1,900,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class A3, 1.96%, due
04/15/54
|
1,607,391
|
800,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2021-C60, Class ASB, 2.13%, due
08/15/54
|
682,814
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
1,466,000
|
|
WFRBS Commercial Mortgage Trust, Series 2014-C23, Class A5, 3.92%, due 10/15/57
|
1,411,658
|
|
|
|
132,945,546
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — 28.0%
|
|
1,203,185
|
|
Federal Home Loan Mortgage Corp., Pool # 841542, 5.18%, (30 day USD SOFR
Average + 2.34%), due 02/01/53(c)
|
1,187,357
|
194,146
|
|
Federal Home Loan Mortgage Corp., Pool # A89870, 4.50%, due 11/01/39
|
192,065
|
127,997
|
|
Federal Home Loan Mortgage Corp., Pool # A96970, 4.00%, due 02/01/41
|
122,555
|
243,991
|
|
Federal Home Loan Mortgage Corp., Pool # C91908, 3.00%, due 01/01/37
|
225,791
|
189,770
|
|
Federal Home Loan Mortgage Corp., Pool # G06231, 4.00%, due 12/01/40
|
182,787
|
119,364
|
|
Federal Home Loan Mortgage Corp., Pool # G06409, 6.00%, due 11/01/39
|
124,158
|
62,005
|
|
Federal Home Loan Mortgage Corp., Pool # G06875, 5.50%, due 12/01/38
|
63,692
|
220,306
|
|
Federal Home Loan Mortgage Corp., Pool # G07021, 5.00%, due 09/01/39
|
222,275
|
431,291
|
|
Federal Home Loan Mortgage Corp., Pool # G07816, 4.50%, due 09/01/42
|
426,667
|
286,706
|
|
Federal Home Loan Mortgage Corp., Pool # G08537, 3.00%, due 07/01/43
|
259,322
|
173,044
|
|
Federal Home Loan Mortgage Corp., Pool # G08672, 4.00%, due 10/01/45
|
165,747
|
266,018
|
|
Federal Home Loan Mortgage Corp., Pool # G08726, 3.00%, due 10/01/46
|
239,215
|
42,669
|
|
Federal Home Loan Mortgage Corp., Pool # G08735, 4.50%, due 10/01/46
|
41,947
|
22,698
|
|
Federal Home Loan Mortgage Corp., Pool # G08748, 3.50%, due 02/01/47
|
21,040
|
328,250
|
|
Federal Home Loan Mortgage Corp., Pool # G08749, 4.00%, due 02/01/47
|
313,585
|
173,080
|
|
Federal Home Loan Mortgage Corp., Pool # G08771, 4.00%, due 07/01/47
|
165,312
|
162,206
|
|
Federal Home Loan Mortgage Corp., Pool # G08786, 4.50%, due 10/01/47
|
159,462
|
91,100
|
|
Federal Home Loan Mortgage Corp., Pool # G16177, 2.00%, due 01/01/32
|
82,742
|
607,548
|
|
Federal Home Loan Mortgage Corp., Pool # G16634, 3.00%, due 10/01/31
|
580,556
|
51,535
|
|
Federal Home Loan Mortgage Corp., Pool # G60359, 3.00%, due 12/01/45
|
46,610
|
226,568
|
|
Federal Home Loan Mortgage Corp., Pool # G60581, 3.50%, due 05/01/46
|
211,096
|
931,845
|
|
Federal Home Loan Mortgage Corp., Pool # G60722, 3.00%, due 10/01/46
|
835,869
|
335,774
|
|
Federal Home Loan Mortgage Corp., Pool # G60767, 3.50%, due 10/01/46
|
312,843
|
146,148
|
|
Federal Home Loan Mortgage Corp., Pool # G60788, 3.50%, due 12/01/46
|
136,167
|
615,819
|
|
Federal Home Loan Mortgage Corp., Pool # G60804, 4.50%, due 05/01/42
|
607,786
|
798,579
|
|
Federal Home Loan Mortgage Corp., Pool # G60934, 3.50%, due 06/01/45
|
748,574
|
957,499
|
|
Federal Home Loan Mortgage Corp., Pool # G60985, 3.00%, due 05/01/47
|
863,033
|
103,360
|
|
Federal Home Loan Mortgage Corp., Pool # G60989, 3.00%, due 12/01/46
|
92,712
|
73,040
|
|
Federal Home Loan Mortgage Corp., Pool # G61022, 3.00%, due 04/01/45
|
66,062
|
84,992
|
|
Federal Home Loan Mortgage Corp., Pool # G61581, 4.00%, due 08/01/48
|
81,178
|
531,985
|
|
Federal Home Loan Mortgage Corp., Pool # G61748, 3.50%, due 11/01/48
|
492,685
|
264,750
|
|
Federal Home Loan Mortgage Corp., Pool # G61995, 4.00%, due 11/01/44
|
254,762
|
64,417
|
|
Federal Home Loan Mortgage Corp., Pool # G67700, 3.50%, due 08/01/46
|
60,018
|
282,286
|
|
Federal Home Loan Mortgage Corp., Pool # G67701, 3.00%, due 10/01/46
|
254,525
|
173,952
|
|
Federal Home Loan Mortgage Corp., Pool # G67703, 3.50%, due 04/01/47
|
161,764
|
25,012
|
|
Federal Home Loan Mortgage Corp., Pool # G67708, 3.50%, due 03/01/48
|
23,125
|
161,149
|
|
Federal Home Loan Mortgage Corp., Pool # J24414, 2.50%, due 06/01/28
|
152,899
|
220,494
|
|
Federal Home Loan Mortgage Corp., Pool # J34888, 2.50%, due 07/01/31
|
204,775
|
520,568
|
|
Federal Home Loan Mortgage Corp., Pool # Q09224, 4.00%, due 07/01/42
|
501,405
|
76,137
|
|
Federal Home Loan Mortgage Corp., Pool # Q11218, 3.50%, due 09/01/42
|
71,413
|
166,608
|
|
Federal Home Loan Mortgage Corp., Pool # Q12052, 3.50%, due 10/01/42
|
156,271
|
476,630
|
|
Federal Home Loan Mortgage Corp., Pool # Q12862, 3.50%, due 11/01/42
|
447,224
|
184,191
|
|
Federal Home Loan Mortgage Corp., Pool # Q17792, 3.50%, due 05/01/43
|
172,548
|
432,896
|
|
Federal Home Loan Mortgage Corp., Pool # Q36815, 4.00%, due 10/01/45
|
413,113
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
48,625
|
|
Federal Home Loan Mortgage Corp., Pool # Q37986, 3.50%, due 12/01/45
|
45,304
|
361,245
|
|
Federal Home Loan Mortgage Corp., Pool # Q41918, 3.50%, due 07/01/46
|
336,576
|
406,172
|
|
Federal Home Loan Mortgage Corp., Pool # Q42618, 3.00%, due 08/01/46
|
364,240
|
62,673
|
|
Federal Home Loan Mortgage Corp., Pool # Q44399, 3.50%, due 11/01/46
|
58,094
|
805,795
|
|
Federal Home Loan Mortgage Corp., Pool # Q44455, 3.50%, due 11/01/46
|
748,368
|
176,633
|
|
Federal Home Loan Mortgage Corp., Pool # Q44963, 3.50%, due 12/01/46
|
164,151
|
567,762
|
|
Federal Home Loan Mortgage Corp., Pool # Q45741, 3.50%, due 01/01/47
|
526,968
|
29,458
|
|
Federal Home Loan Mortgage Corp., Pool # Q46015, 3.50%, due 02/01/47
|
27,282
|
14,932
|
|
Federal Home Loan Mortgage Corp., Pool # Q47384, 4.00%, due 04/01/47
|
14,273
|
58,721
|
|
Federal Home Loan Mortgage Corp., Pool # Q48463, 4.00%, due 06/01/47
|
56,172
|
46,370
|
|
Federal Home Loan Mortgage Corp., Pool # Q49494, 4.50%, due 07/01/47
|
45,585
|
187,800
|
|
Federal Home Loan Mortgage Corp., Pool # Q52312, 4.00%, due 11/01/47
|
179,371
|
145,805
|
|
Federal Home Loan Mortgage Corp., Pool # Q54957, 4.00%, due 03/01/48
|
139,417
|
126,897
|
|
Federal Home Loan Mortgage Corp., Pool # V60565, 3.00%, due 06/01/29
|
121,158
|
337,395
|
|
Federal Home Loan Mortgage Corp., Pool # V60599, 3.00%, due 09/01/29
|
322,084
|
421,493
|
|
Federal Home Loan Mortgage Corp., Pool # V82292, 4.00%, due 04/01/46
|
403,227
|
247,954
|
|
Federal Home Loan Mortgage Corp., Pool # V82848, 3.00%, due 12/01/46
|
222,319
|
33,034
|
|
Federal Home Loan Mortgage Corp., Pool # V82980, 3.50%, due 02/01/47
|
30,660
|
11,935,678
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates,
Series K106, Class X1, 1.48%, due 01/25/30(b) 144A
|
841,401
|
38,025
|
|
Federal Home Loan Mortgage Corp. Reference REMIC CMO, Series R007, Class ZA,
6.00%, due 05/15/36
|
39,130
|
1,000,000
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5250, Class NH, 3.00%, due
08/25/52
|
846,928
|
1,236,898
|
|
Federal Home Loan Mortgage Corp. REMIC CMO, Series 4682, Class KZ, 3.50%, due
09/15/46
|
1,132,017
|
1,167,284
|
|
Federal Home Loan Mortgage Corp. REMIC CMO, Series 4710, Class KZ, 3.50%, due
08/15/47
|
1,057,057
|
1,358,897
|
|
Federal Home Loan Mortgage Corp. REMIC CMO, Series 4739, Class Z, 3.50%, due
11/15/47
|
1,247,811
|
3,464,400
|
|
Federal Home Loan Mortgage Corp. REMIC CMO, Series 5202, Class TA, 2.50%, due
12/25/48
|
3,113,119
|
563,299
|
|
Federal National Mortgage Association, Pool # BM4377, 4.38%, (12 mo. USD LIBOR +
1.89%), due 04/01/38(c)
|
572,909
|
615,237
|
|
Federal National Mortgage Association, Pool # BM6482, 4.29%, (12 mo. USD LIBOR +
1.58%), due 04/01/47(c)
|
624,946
|
1,371,564
|
|
Federal National Mortgage Association REMIC, Series 2012-134, Class ZC, 2.50%, due
12/25/42
|
1,050,369
|
2,679
|
|
Federal National Mortgage Association REMIC, Series 2012-28, Class B, 6.50%, due
06/25/39
|
2,708
|
477,243
|
|
Federal National Mortgage Association REMIC CMO, Series 2011-59, Class NZ, 5.50%,
due 07/25/41
|
481,249
|
963,293
|
|
Federal National Mortgage Association REMIC CMO, Series 2017-66, Class BD,
Class BD, 3.00%, due 09/25/47
|
864,648
|
22,176
|
|
Federal National Mortgage Association-Aces, Series 2018-M10, Class A1, 3.47%, due
07/25/28(b)
|
21,948
|
123,464
|
|
Government National Mortgage Association, Pool # 004636, 4.50%, due 02/20/40
|
122,679
|
23,385
|
|
Government National Mortgage Association, Pool # 004678, 4.50%, due 04/20/40
|
23,237
|
139,351
|
|
Government National Mortgage Association, Pool # 004833, 4.00%, due 10/20/40
|
135,392
|
128,755
|
|
Government National Mortgage Association, Pool # 004977, 4.00%, due 03/20/41
|
125,095
|
329,974
|
|
Government National Mortgage Association, Pool # 004978, 4.50%, due 03/20/41
|
327,877
|
506,565
|
|
Government National Mortgage Association, Pool # 005055, 4.50%, due 05/20/41
|
503,345
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
259,279
|
|
Government National Mortgage Association, Pool # 734152, 4.00%, due 01/15/41
|
251,113
|
19,468
|
|
Government National Mortgage Association, Pool # 783637, 3.00%, due 06/20/42
|
17,781
|
1,677,823
|
|
Government National Mortgage Association, Pool # 784369, 4.00%, due 08/15/45
|
1,627,509
|
186,047
|
|
Government National Mortgage Association, Pool # 784605, 4.50%, due 01/15/42
|
183,943
|
3,105,903
|
|
Government National Mortgage Association, Pool # 785283, 2.50%, due 01/20/51
|
2,704,604
|
454,771
|
|
Government National Mortgage Association, Pool # 796468, 4.00%, due 09/20/42
|
441,836
|
109,963
|
|
Government National Mortgage Association, Pool # AL8626, 3.00%, due 08/15/45
|
99,115
|
706,588
|
|
Government National Mortgage Association, Pool # AV9421, 3.50%, due 11/20/46
|
662,435
|
445,990
|
|
Government National Mortgage Association, Pool # AY7555, 3.50%, due 04/20/47
|
417,826
|
191,437
|
|
Government National Mortgage Association, Pool # MA0462, 3.50%, due 10/20/42
|
180,379
|
28,499
|
|
Government National Mortgage Association, Pool # MA0624, 3.00%, due 12/20/42
|
26,056
|
128,639
|
|
Government National Mortgage Association, Pool # MA0625, 3.50%, due 12/20/42
|
121,223
|
72,522
|
|
Government National Mortgage Association, Pool # MA0698, 3.00%, due 01/20/43
|
66,324
|
245,723
|
|
Government National Mortgage Association, Pool # MA0851, 3.00%, due 03/20/43
|
224,783
|
197,845
|
|
Government National Mortgage Association, Pool # MA0852, 3.50%, due 03/20/43
|
186,787
|
41,379
|
|
Government National Mortgage Association, Pool # MA1156, 3.00%, due 07/20/43
|
37,906
|
135,434
|
|
Government National Mortgage Association, Pool # MA1376, 4.00%, due 10/20/43
|
131,330
|
60,123
|
|
Government National Mortgage Association, Pool # MA1599, 3.00%, due 01/20/44
|
55,075
|
123,917
|
|
Government National Mortgage Association, Pool # MA2371, 3.50%, due 11/20/44
|
116,309
|
100,701
|
|
Government National Mortgage Association, Pool # MA2372, 4.00%, due 11/20/44
|
97,436
|
90,753
|
|
Government National Mortgage Association, Pool # MA2825, 3.00%, due 05/20/45
|
82,792
|
209,212
|
|
Government National Mortgage Association, Pool # MA3310, 3.50%, due 12/20/45
|
195,472
|
84,663
|
|
Government National Mortgage Association, Pool # MA3377, 4.00%, due 01/20/46
|
81,470
|
126,147
|
|
Government National Mortgage Association, Pool # MA3455, 4.00%, due 02/20/46
|
121,390
|
237,885
|
|
Government National Mortgage Association, Pool # MA3456, 4.50%, due 02/20/46
|
235,932
|
206,294
|
|
Government National Mortgage Association, Pool # MA3596, 3.00%, due 04/20/46
|
187,919
|
393,212
|
|
Government National Mortgage Association, Pool # MA3803, 3.50%, due 07/20/46
|
368,516
|
290,783
|
|
Government National Mortgage Association, Pool # MA3873, 3.00%, due 08/20/46
|
264,366
|
472,272
|
|
Government National Mortgage Association, Pool # MA3936, 3.00%, due 09/20/46
|
429,705
|
135,423
|
|
Government National Mortgage Association, Pool # MA4004, 3.50%, due 10/20/46
|
126,916
|
80,591
|
|
Government National Mortgage Association, Pool # MA4071, 4.50%, due 11/20/46
|
79,822
|
71,199
|
|
Government National Mortgage Association, Pool # MA4125, 2.50%, due 12/20/46
|
62,512
|
112,304
|
|
Government National Mortgage Association, Pool # MA4263, 4.00%, due 02/20/47
|
107,752
|
176,125
|
|
Government National Mortgage Association, Pool # MA4585, 3.00%, due 07/20/47
|
160,155
|
165,687
|
|
Government National Mortgage Association, Pool # MA4586, 3.50%, due 07/20/47
|
155,305
|
423,605
|
|
Government National Mortgage Association, Pool # MA4720, 4.00%, due 09/20/47
|
407,897
|
121,454
|
|
Government National Mortgage Association, Pool # MA4838, 4.00%, due 11/20/47
|
116,649
|
485,043
|
|
Government National Mortgage Association, Pool # MA5019, 3.50%, due 02/20/48
|
454,031
|
58,843
|
|
Government National Mortgage Association, Pool # MA5021, 4.50%, due 02/20/48
|
57,683
|
20,195
|
|
Government National Mortgage Association, Pool # MA5079, 4.50%, due 03/20/48
|
19,797
|
237,572
|
|
Government National Mortgage Association, Pool # MA5264, 4.00%, due 06/20/48
|
226,991
|
136,988
|
|
Government National Mortgage Association, Pool # MA5397, 3.50%, due 08/20/48
|
128,217
|
137,906
|
|
Government National Mortgage Association, Pool # MA5466, 4.00%, due 09/20/48
|
131,658
|
112,515
|
|
Government National Mortgage Association, Pool # MA5467, 4.50%, due 09/20/48
|
110,046
|
48,628
|
|
Government National Mortgage Association, Pool # MA5530, 5.00%, due 10/20/48
|
48,505
|
81,155
|
|
Government National Mortgage Association, Pool # MA5762, 3.50%, due 02/20/49
|
75,814
|
77,323
|
|
Government National Mortgage Association, Pool # MA5817, 4.00%, due 03/20/49
|
73,982
|
272,902
|
|
Government National Mortgage Association, Pool # MA5874, 3.00%, due 04/20/49
|
247,071
|
530,078
|
|
Government National Mortgage Association, Pool # MA6038, 3.00%, due 07/20/49
|
478,701
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
491,325
|
|
Government National Mortgage Association, Pool # MA6090, 3.50%, due 08/20/49
|
458,178
|
190,137
|
|
Government National Mortgage Association, Pool # MA6338, 3.00%, due 12/20/49
|
171,278
|
440,516
|
|
Government National Mortgage Association, Pool # MA6409, 3.00%, due 01/20/50
|
397,767
|
55,846
|
|
Government National Mortgage Association, Pool # MA6865, 2.50%, due 09/20/50
|
48,665
|
255,811
|
|
Government National Mortgage Association, Pool # MA6931, 2.50%, due 10/20/50
|
222,791
|
194,438
|
|
Government National Mortgage Association, Pool # MA6995, 2.50%, due 11/20/50
|
169,340
|
373,989
|
|
Government National Mortgage Association, Pool # MA7254, 2.00%, due 03/20/51
|
315,806
|
381,750
|
|
Government National Mortgage Association, Pool # MA7367, 2.50%, due 05/20/51
|
331,980
|
456,409
|
|
Government National Mortgage Association, Pool # MA7471, 2.00%, due 07/20/51
|
385,271
|
1,671,053
|
|
Government National Mortgage Association, Pool # MA7534, 2.50%, due 08/20/51
|
1,450,282
|
610,367
|
|
Government National Mortgage Association, Pool # MA7588, 2.00%, due 09/20/51
|
514,626
|
1,918,676
|
|
Government National Mortgage Association, Pool # MA7589, 2.50%, due 09/20/51
|
1,664,638
|
466,875
|
|
Government National Mortgage Association, Pool # MA7649, 2.50%, due 10/20/51
|
404,926
|
1,910,357
|
|
Government National Mortgage Association, Pool # MA7650, 3.00%, due 10/20/51
|
1,714,298
|
437,764
|
|
Government National Mortgage Association, Pool # MA7706, 3.00%, due 11/20/51
|
392,679
|
585,966
|
|
Government National Mortgage Association, Pool # MA7767, 2.50%, due 12/20/51
|
508,024
|
967,953
|
|
Government National Mortgage Association, Pool # MA7936, 2.50%, due 03/20/52
|
838,927
|
3,199,945
|
|
Government National Mortgage Association, Pool # MA7937, 3.00%, due 03/20/52
|
2,863,498
|
1,923,988
|
|
Government National Mortgage Association, Pool # MA8150, 4.00%, due 07/20/52
|
1,821,584
|
1,992,234
|
|
Government National Mortgage Association, Pool # MA8201, 4.50%, due 08/20/52
|
1,925,783
|
481,969
|
|
Government National Mortgage Association, Pool # MA8491, 5.50%, due 12/20/52
|
480,226
|
3,402,863
|
|
Government National Mortgage Association, Pool # MA8642, 2.50%, due 02/20/53
|
2,954,324
|
745,010
|
|
Government National Mortgage Association, Pool # MA8726, 5.50%, due 03/20/53
|
742,168
|
1,177,149
|
|
Government National Mortgage Association REMIC CMO, Series 2018-135, Class Z,
3.50%, due 10/20/48
|
1,023,057
|
187,175
|
|
Uniform Mortgage-Backed Security, Pool # 745148, 5.00%, due 01/01/36
|
188,629
|
181,618
|
|
Uniform Mortgage-Backed Security, Pool # 932807, 4.00%, due 09/01/40
|
174,741
|
119,785
|
|
Uniform Mortgage-Backed Security, Pool # 983471, 5.50%, due 05/01/38
|
122,452
|
213,036
|
|
Uniform Mortgage-Backed Security, Pool # 985184, 5.50%, due 08/01/38
|
218,403
|
153,628
|
|
Uniform Mortgage-Backed Security, Pool # 995245, 5.00%, due 01/01/39
|
154,141
|
10,341
|
|
Uniform Mortgage-Backed Security, Pool # AB5369, 3.50%, due 06/01/42
|
9,689
|
307,361
|
|
Uniform Mortgage-Backed Security, Pool # AB6212, 3.00%, due 09/01/42
|
277,691
|
483,576
|
|
Uniform Mortgage-Backed Security, Pool # AB6802, 3.50%, due 11/01/42
|
453,057
|
137,291
|
|
Uniform Mortgage-Backed Security, Pool # AB7059, 2.50%, due 11/01/42
|
118,630
|
269,287
|
|
Uniform Mortgage-Backed Security, Pool # AB8703, 3.00%, due 03/01/38
|
242,660
|
107,692
|
|
Uniform Mortgage-Backed Security, Pool # AB9383, 4.00%, due 05/01/43
|
103,588
|
849,759
|
|
Uniform Mortgage-Backed Security, Pool # AB9659, 3.00%, due 06/01/43
|
767,704
|
1,785,014
|
|
Uniform Mortgage-Backed Security, Pool # AC3668, 4.50%, due 10/01/39
|
1,763,850
|
167,629
|
|
Uniform Mortgage-Backed Security, Pool # AD9153, 4.50%, due 08/01/40
|
165,644
|
130,917
|
|
Uniform Mortgage-Backed Security, Pool # AE0469, 6.00%, due 12/01/39
|
135,969
|
360,750
|
|
Uniform Mortgage-Backed Security, Pool # AH4404, 4.00%, due 01/01/41
|
347,082
|
71,860
|
|
Uniform Mortgage-Backed Security, Pool # AI1892, 5.00%, due 05/01/41
|
72,225
|
360,145
|
|
Uniform Mortgage-Backed Security, Pool # AI4815, 4.50%, due 06/01/41
|
354,939
|
296,136
|
|
Uniform Mortgage-Backed Security, Pool # AJ9278, 3.50%, due 12/01/41
|
277,444
|
147,436
|
|
Uniform Mortgage-Backed Security, Pool # AJ9317, 4.00%, due 01/01/42
|
141,894
|
311,675
|
|
Uniform Mortgage-Backed Security, Pool # AL0215, 4.50%, due 04/01/41
|
307,979
|
597,299
|
|
Uniform Mortgage-Backed Security, Pool # AL1895, 3.50%, due 06/01/42
|
561,081
|
373,109
|
|
Uniform Mortgage-Backed Security, Pool # AL2466, 4.00%, due 09/01/42
|
362,338
|
387,805
|
|
Uniform Mortgage-Backed Security, Pool # AL3000, 3.50%, due 12/01/42
|
362,885
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
436,744
|
|
Uniform Mortgage-Backed Security, Pool # AL3316, 3.50%, due 03/01/43
|
408,918
|
28,176
|
|
Uniform Mortgage-Backed Security, Pool # AL5939, 3.50%, due 09/01/43
|
26,398
|
595,693
|
|
Uniform Mortgage-Backed Security, Pool # AL6663, 4.00%, due 03/01/39
|
573,177
|
530,309
|
|
Uniform Mortgage-Backed Security, Pool # AL7594, 3.50%, due 08/01/45
|
493,659
|
509,332
|
|
Uniform Mortgage-Backed Security, Pool # AL8191, 4.00%, due 12/01/45
|
488,093
|
39,936
|
|
Uniform Mortgage-Backed Security, Pool # AL8673, 3.50%, due 06/01/46
|
37,166
|
43,817
|
|
Uniform Mortgage-Backed Security, Pool # AL9515, 3.50%, due 07/01/46
|
40,726
|
113,788
|
|
Uniform Mortgage-Backed Security, Pool # AL9657, 3.50%, due 01/01/47
|
105,489
|
68,038
|
|
Uniform Mortgage-Backed Security, Pool # AO4109, 4.00%, due 06/01/42
|
65,459
|
48,133
|
|
Uniform Mortgage-Backed Security, Pool # AQ3381, 3.00%, due 11/01/42
|
43,485
|
181,822
|
|
Uniform Mortgage-Backed Security, Pool # AQ7923, 3.00%, due 12/01/42
|
164,268
|
32,076
|
|
Uniform Mortgage-Backed Security, Pool # AR8749, 3.00%, due 03/01/43
|
28,981
|
309,277
|
|
Uniform Mortgage-Backed Security, Pool # AS5133, 3.50%, due 06/01/45
|
287,862
|
35,799
|
|
Uniform Mortgage-Backed Security, Pool # AS5593, 3.50%, due 08/01/45
|
33,320
|
9,818
|
|
Uniform Mortgage-Backed Security, Pool # AS6187, 3.50%, due 11/01/45
|
9,137
|
131,016
|
|
Uniform Mortgage-Backed Security, Pool # AS6188, 3.50%, due 11/01/45
|
121,929
|
77,290
|
|
Uniform Mortgage-Backed Security, Pool # AS6286, 4.00%, due 12/01/45
|
73,867
|
101,619
|
|
Uniform Mortgage-Backed Security, Pool # AS6304, 4.00%, due 12/01/45
|
97,128
|
160,661
|
|
Uniform Mortgage-Backed Security, Pool # AS6452, 3.50%, due 01/01/46
|
149,524
|
75,550
|
|
Uniform Mortgage-Backed Security, Pool # AS7010, 3.50%, due 04/01/46
|
70,149
|
112,087
|
|
Uniform Mortgage-Backed Security, Pool # AS7693, 2.00%, due 08/01/31
|
101,676
|
180,015
|
|
Uniform Mortgage-Backed Security, Pool # AS8073, 2.50%, due 10/01/46
|
154,331
|
35,053
|
|
Uniform Mortgage-Backed Security, Pool # AS8647, 3.00%, due 01/01/47
|
31,392
|
123,185
|
|
Uniform Mortgage-Backed Security, Pool # AZ3743, 3.50%, due 11/01/45
|
114,647
|
78,074
|
|
Uniform Mortgage-Backed Security, Pool # BC1489, 3.00%, due 08/01/46
|
70,193
|
29,191
|
|
Uniform Mortgage-Backed Security, Pool # BC9078, 4.00%, due 12/01/46
|
27,873
|
194,159
|
|
Uniform Mortgage-Backed Security, Pool # BC9468, 3.00%, due 06/01/46
|
174,690
|
418,616
|
|
Uniform Mortgage-Backed Security, Pool # BD7043, 4.00%, due 03/01/47
|
399,553
|
76,224
|
|
Uniform Mortgage-Backed Security, Pool # BD7118, 3.50%, due 04/01/47
|
70,758
|
31,573
|
|
Uniform Mortgage-Backed Security, Pool # BE2974, 4.00%, due 01/01/47
|
30,298
|
271,852
|
|
Uniform Mortgage-Backed Security, Pool # BE7192, 4.00%, due 03/01/47
|
259,692
|
2,987,866
|
|
Uniform Mortgage-Backed Security, Pool # BJ0104, 3.50%, due 10/01/47
|
2,759,415
|
420,258
|
|
Uniform Mortgage-Backed Security, Pool # BK1023, 4.50%, due 02/01/48
|
412,480
|
231,119
|
|
Uniform Mortgage-Backed Security, Pool # BK7611, 4.50%, due 09/01/48
|
226,298
|
123,564
|
|
Uniform Mortgage-Backed Security, Pool # BM1013, 3.50%, due 03/01/47
|
114,700
|
114,736
|
|
Uniform Mortgage-Backed Security, Pool # BM1277, 4.00%, due 05/01/47
|
109,498
|
673,734
|
|
Uniform Mortgage-Backed Security, Pool # BM1573, 3.50%, due 07/01/47
|
625,825
|
776,665
|
|
Uniform Mortgage-Backed Security, Pool # BM1972, 3.50%, due 10/01/37
|
735,386
|
517,987
|
|
Uniform Mortgage-Backed Security, Pool # BM3033, 3.00%, due 10/01/47
|
464,014
|
47,161
|
|
Uniform Mortgage-Backed Security, Pool # BM3077, 3.00%, due 11/01/47
|
42,254
|
188,450
|
|
Uniform Mortgage-Backed Security, Pool # BM3258, 3.00%, due 02/01/47
|
168,844
|
154,945
|
|
Uniform Mortgage-Backed Security, Pool # BM3286, 4.50%, due 11/01/47
|
154,640
|
373,811
|
|
Uniform Mortgage-Backed Security, Pool # BM3332, 3.50%, due 01/01/48
|
345,230
|
293,230
|
|
Uniform Mortgage-Backed Security, Pool # BM3491, 4.50%, due 01/01/38
|
286,466
|
136,629
|
|
Uniform Mortgage-Backed Security, Pool # BM3628, 3.50%, due 03/01/48
|
126,812
|
750,768
|
|
Uniform Mortgage-Backed Security, Pool # BM3641, 4.00%, due 04/01/48
|
717,219
|
9,509
|
|
Uniform Mortgage-Backed Security, Pool # BM4426, 3.50%, due 06/01/48
|
8,782
|
494,655
|
|
Uniform Mortgage-Backed Security, Pool # BM4896, 3.00%, due 02/01/47
|
446,931
|
650,865
|
|
Uniform Mortgage-Backed Security, Pool # BM5213, 3.00%, due 07/01/45
|
588,050
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
145,625
|
|
Uniform Mortgage-Backed Security, Pool # BM5293, 3.50%, due 02/01/49
|
134,489
|
47,492
|
|
Uniform Mortgage-Backed Security, Pool # BM5682, 3.50%, due 03/01/49
|
43,861
|
266,779
|
|
Uniform Mortgage-Backed Security, Pool # BM5694, 4.00%, due 06/01/48
|
254,518
|
104,133
|
|
Uniform Mortgage-Backed Security, Pool # BM5874, 4.00%, due 01/01/48
|
99,499
|
231,516
|
|
Uniform Mortgage-Backed Security, Pool # BM5950, 3.00%, due 11/01/48
|
208,644
|
8,647
|
|
Uniform Mortgage-Backed Security, Pool # BM5971, 3.50%, due 06/01/49
|
7,986
|
795,290
|
|
Uniform Mortgage-Backed Security, Pool # BN6216, 4.50%, due 03/01/49
|
773,474
|
204,852
|
|
Uniform Mortgage-Backed Security, Pool # BO1420, 3.50%, due 09/01/49
|
188,946
|
9,017
|
|
Uniform Mortgage-Backed Security, Pool # BO1439, 3.00%, due 10/01/49
|
8,009
|
390,562
|
|
Uniform Mortgage-Backed Security, Pool # BO5387, 3.50%, due 12/01/49
|
362,733
|
255,492
|
|
Uniform Mortgage-Backed Security, Pool # BP2898, 4.00%, due 03/01/50
|
242,322
|
530,000
|
|
Uniform Mortgage-Backed Security, Pool # BP3048, 3.00%, due 03/01/50
|
470,272
|
360,453
|
|
Uniform Mortgage-Backed Security, Pool # BP5462, 2.50%, due 06/01/50
|
310,452
|
285,441
|
|
Uniform Mortgage-Backed Security, Pool # BP5568, 3.00%, due 06/01/50
|
253,185
|
1,383,959
|
|
Uniform Mortgage-Backed Security, Pool # BP6618, 2.50%, due 08/01/50
|
1,181,977
|
5,503,439
|
|
Uniform Mortgage-Backed Security, Pool # BP9250, 2.50%, due 07/01/50
|
4,700,260
|
712,203
|
|
Uniform Mortgage-Backed Security, Pool # BQ3132, 2.00%, due 10/01/50
|
592,806
|
496,282
|
|
Uniform Mortgage-Backed Security, Pool # BQ3138, 2.50%, due 10/01/50
|
427,302
|
91,976
|
|
Uniform Mortgage-Backed Security, Pool # BU3058, 2.50%, due 12/01/51
|
78,157
|
937,260
|
|
Uniform Mortgage-Backed Security, Pool # BU8763, 3.00%, due 04/01/52
|
827,853
|
1,412,248
|
|
Uniform Mortgage-Backed Security, Pool # BV8474, 3.00%, due 05/01/52
|
1,259,154
|
496,270
|
|
Uniform Mortgage-Backed Security, Pool # BW0046, 5.00%, due 07/01/52
|
489,707
|
3,365,577
|
|
Uniform Mortgage-Backed Security, Pool # BW9918, 5.00%, due 10/01/52
|
3,313,657
|
4,063,519
|
|
Uniform Mortgage-Backed Security, Pool # BX9413, 5.00%, due 03/01/53
|
3,988,875
|
801,656
|
|
Uniform Mortgage-Backed Security, Pool # CA0623, 4.50%, due 10/01/47
|
789,174
|
493,703
|
|
Uniform Mortgage-Backed Security, Pool # CA0655, 3.50%, due 11/01/47
|
455,953
|
308,130
|
|
Uniform Mortgage-Backed Security, Pool # CA0855, 3.50%, due 12/01/47
|
284,571
|
13,172
|
|
Uniform Mortgage-Backed Security, Pool # CA1545, 4.00%, due 04/01/48
|
12,567
|
262,485
|
|
Uniform Mortgage-Backed Security, Pool # CA3828, 4.00%, due 07/01/49
|
250,201
|
634,095
|
|
Uniform Mortgage-Backed Security, Pool # CA3986, 5.00%, due 08/01/49
|
629,727
|
418,281
|
|
Uniform Mortgage-Backed Security, Pool # CA4149, 3.00%, due 09/01/49
|
372,144
|
33,348
|
|
Uniform Mortgage-Backed Security, Pool # CA4546, 3.00%, due 11/01/49
|
29,645
|
562,982
|
|
Uniform Mortgage-Backed Security, Pool # CA4831, 4.50%, due 12/01/49
|
547,713
|
477,971
|
|
Uniform Mortgage-Backed Security, Pool # CA5229, 3.00%, due 02/01/50
|
424,138
|
2,896,623
|
|
Uniform Mortgage-Backed Security, Pool # CA5354, 3.50%, due 03/01/50
|
2,674,444
|
566,949
|
|
Uniform Mortgage-Backed Security, Pool # CA5556, 3.50%, due 04/01/50
|
522,311
|
367,119
|
|
Uniform Mortgage-Backed Security, Pool # CA5571, 4.00%, due 04/01/50
|
349,408
|
5,007,059
|
|
Uniform Mortgage-Backed Security, Pool # CA6097, 3.50%, due 06/01/50
|
4,600,293
|
2,928,809
|
|
Uniform Mortgage-Backed Security, Pool # CA6635, 2.50%, due 08/01/50
|
2,522,542
|
1,197,646
|
|
Uniform Mortgage-Backed Security, Pool # CA6738, 3.00%, due 08/01/50
|
1,061,563
|
1,399,801
|
|
Uniform Mortgage-Backed Security, Pool # CA6777, 4.50%, due 08/01/50
|
1,356,064
|
369,994
|
|
Uniform Mortgage-Backed Security, Pool # CA6799, 2.00%, due 08/01/50
|
305,792
|
600,831
|
|
Uniform Mortgage-Backed Security, Pool # CA6871, 2.50%, due 08/01/35
|
550,194
|
1,361,987
|
|
Uniform Mortgage-Backed Security, Pool # CA6872, 2.50%, due 08/01/35
|
1,247,605
|
798,768
|
|
Uniform Mortgage-Backed Security, Pool # CA6909, 2.50%, due 09/01/50
|
687,125
|
3,655,673
|
|
Uniform Mortgage-Backed Security, Pool # CA8062, 2.50%, due 12/01/50
|
3,128,565
|
129,239
|
|
Uniform Mortgage-Backed Security, Pool # CA8895, 2.50%, due 02/01/51
|
110,248
|
157,261
|
|
Uniform Mortgage-Backed Security, Pool # CA9090, 2.50%, due 02/01/51
|
134,106
|
1,450,656
|
|
Uniform Mortgage-Backed Security, Pool # CA9227, 2.50%, due 02/01/51
|
1,242,452
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
6,017,959
|
|
Uniform Mortgage-Backed Security, Pool # CB0671, 2.50%, due 06/01/51
|
5,178,440
|
1,371,107
|
|
Uniform Mortgage-Backed Security, Pool # CB1273, 2.00%, due 08/01/51
|
1,124,438
|
552,961
|
|
Uniform Mortgage-Backed Security, Pool # CB2287, 2.50%, due 12/01/51
|
473,075
|
463,156
|
|
Uniform Mortgage-Backed Security, Pool # CB2858, 2.50%, due 02/01/52
|
396,259
|
478,658
|
|
Uniform Mortgage-Backed Security, Pool # CB3126, 3.50%, due 03/01/52
|
440,105
|
829,256
|
|
Uniform Mortgage-Backed Security, Pool # CB3158, 2.50%, due 03/01/52
|
708,464
|
2,177,374
|
|
Uniform Mortgage-Backed Security, Pool # CB3512, 4.00%, due 05/01/52
|
2,052,813
|
1,111,337
|
|
Uniform Mortgage-Backed Security, Pool # CB3865, 4.50%, due 06/01/52
|
1,075,469
|
449,969
|
|
Uniform Mortgage-Backed Security, Pool # CB4028, 4.50%, due 07/01/52
|
434,890
|
4,250,903
|
|
Uniform Mortgage-Backed Security, Pool # CB4088, 4.00%, due 07/01/52
|
4,018,078
|
1,286,978
|
|
Uniform Mortgage-Backed Security, Pool # CB4304, 4.50%, due 08/01/52
|
1,238,374
|
2,234,153
|
|
Uniform Mortgage-Backed Security, Pool # CB4337, 4.50%, due 08/01/52
|
2,166,909
|
2,074,470
|
|
Uniform Mortgage-Backed Security, Pool # CB4395, 4.50%, due 08/01/52
|
1,996,071
|
2,436,020
|
|
Uniform Mortgage-Backed Security, Pool # CB4620, 5.00%, due 09/01/52
|
2,388,882
|
384,809
|
|
Uniform Mortgage-Backed Security, Pool # CB4838, 5.00%, due 10/01/52
|
377,693
|
2,373,427
|
|
Uniform Mortgage-Backed Security, Pool # CB4908, 5.50%, due 10/01/52
|
2,379,844
|
1,845,739
|
|
Uniform Mortgage-Backed Security, Pool # CB5434, 5.00%, due 01/01/53
|
1,824,461
|
1,557,090
|
|
Uniform Mortgage-Backed Security, Pool # CB6059, 5.00%, due 04/01/53
|
1,533,834
|
1,340,881
|
|
Uniform Mortgage-Backed Security, Pool # CB6247, 5.00%, due 05/01/53
|
1,324,620
|
724,502
|
|
Uniform Mortgage-Backed Security, Pool # FM0030, 3.00%, due 02/01/49
|
648,693
|
194,802
|
|
Uniform Mortgage-Backed Security, Pool # FM1001, 3.50%, due 11/01/48
|
179,908
|
193,221
|
|
Uniform Mortgage-Backed Security, Pool # FM1266, 5.00%, due 07/01/49
|
192,367
|
144,107
|
|
Uniform Mortgage-Backed Security, Pool # FM1347, 3.00%, due 12/01/48
|
129,893
|
564,732
|
|
Uniform Mortgage-Backed Security, Pool # FM1467, 3.00%, due 12/01/47
|
513,012
|
590,804
|
|
Uniform Mortgage-Backed Security, Pool # FM1588, 3.00%, due 10/01/49
|
527,453
|
296,926
|
|
Uniform Mortgage-Backed Security, Pool # FM1715, 3.00%, due 12/01/45
|
268,266
|
402,500
|
|
Uniform Mortgage-Backed Security, Pool # FM1790, 3.00%, due 11/01/49
|
357,935
|
299,144
|
|
Uniform Mortgage-Backed Security, Pool # FM1864, 3.00%, due 11/01/49
|
265,990
|
3,024,664
|
|
Uniform Mortgage-Backed Security, Pool # FM2217, 3.00%, due 03/01/47
|
2,732,693
|
1,969,478
|
|
Uniform Mortgage-Backed Security, Pool # FM2226, 3.00%, due 09/01/46
|
1,779,342
|
810,463
|
|
Uniform Mortgage-Backed Security, Pool # FM2274, 4.00%, due 08/01/49
|
773,209
|
390,921
|
|
Uniform Mortgage-Backed Security, Pool # FM2336, 4.00%, due 01/01/50
|
372,546
|
413,734
|
|
Uniform Mortgage-Backed Security, Pool # FM2461, 3.50%, due 03/01/50
|
379,911
|
571,999
|
|
Uniform Mortgage-Backed Security, Pool # FM2570, 4.50%, due 04/01/48
|
565,224
|
385,368
|
|
Uniform Mortgage-Backed Security, Pool # FM2674, 4.00%, due 03/01/50
|
366,935
|
1,314,276
|
|
Uniform Mortgage-Backed Security, Pool # FM3250, 3.50%, due 05/01/50
|
1,213,419
|
739,447
|
|
Uniform Mortgage-Backed Security, Pool # FM4330, 2.50%, due 10/01/50
|
636,870
|
1,500,135
|
|
Uniform Mortgage-Backed Security, Pool # FM4532, 3.00%, due 09/01/50
|
1,331,093
|
2,928,577
|
|
Uniform Mortgage-Backed Security, Pool # FM4765, 2.00%, due 11/01/50
|
2,426,262
|
29,866
|
|
Uniform Mortgage-Backed Security, Pool # FM5035, 4.00%, due 07/01/50
|
28,442
|
2,468,130
|
|
Uniform Mortgage-Backed Security, Pool # FM5721, 3.00%, due 12/01/40
|
2,254,548
|
686,768
|
|
Uniform Mortgage-Backed Security, Pool # FM5875, 4.50%, due 04/01/50
|
670,554
|
1,003,557
|
|
Uniform Mortgage-Backed Security, Pool # FM5996, 4.50%, due 03/01/49
|
982,659
|
788,274
|
|
Uniform Mortgage-Backed Security, Pool # FM6273, 3.00%, due 12/01/34
|
742,474
|
2,014,925
|
|
Uniform Mortgage-Backed Security, Pool # FM6497, 2.00%, due 03/01/51
|
1,669,225
|
869,530
|
|
Uniform Mortgage-Backed Security, Pool # FM6585, 3.50%, due 11/01/40
|
810,712
|
777,618
|
|
Uniform Mortgage-Backed Security, Pool # FM7341, 4.00%, due 03/01/48
|
742,572
|
271,009
|
|
Uniform Mortgage-Backed Security, Pool # FM7441, 3.00%, due 05/01/51
|
238,978
|
1,176,189
|
|
Uniform Mortgage-Backed Security, Pool # FM7785, 4.00%, due 05/01/49
|
1,122,198
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
1,837,856
|
|
Uniform Mortgage-Backed Security, Pool # FM7794, 4.00%, due 01/01/50
|
1,749,827
|
581,958
|
|
Uniform Mortgage-Backed Security, Pool # FM8161, 2.50%, due 08/01/51
|
498,461
|
1,952,653
|
|
Uniform Mortgage-Backed Security, Pool # FM8216, 4.00%, due 11/01/48
|
1,860,184
|
1,583,983
|
|
Uniform Mortgage-Backed Security, Pool # FM8325, 2.50%, due 07/01/35
|
1,465,158
|
941,954
|
|
Uniform Mortgage-Backed Security, Pool # FM8422, 2.50%, due 08/01/51
|
801,787
|
938,253
|
|
Uniform Mortgage-Backed Security, Pool # FM8451, 2.50%, due 08/01/51
|
803,523
|
1,570,814
|
|
Uniform Mortgage-Backed Security, Pool # FM8603, 4.00%, due 09/01/49
|
1,498,714
|
1,623,051
|
|
Uniform Mortgage-Backed Security, Pool # FM9412, 2.50%, due 11/01/51
|
1,394,078
|
1,449,181
|
|
Uniform Mortgage-Backed Security, Pool # FM9461, 3.50%, due 11/01/51
|
1,325,602
|
404,531
|
|
Uniform Mortgage-Backed Security, Pool # FM9468, 2.50%, due 11/01/51
|
347,627
|
1,236,009
|
|
Uniform Mortgage-Backed Security, Pool # FM9674, 3.50%, due 06/01/49
|
1,141,606
|
1,011,161
|
|
Uniform Mortgage-Backed Security, Pool # FM9726, 2.50%, due 11/01/51
|
868,925
|
4,074,829
|
|
Uniform Mortgage-Backed Security, Pool # FM9728, 2.50%, due 11/01/51
|
3,488,458
|
570,959
|
|
Uniform Mortgage-Backed Security, Pool # FM9977, 4.00%, due 02/01/50
|
542,720
|
1,098,860
|
|
Uniform Mortgage-Backed Security, Pool # FS0027, 2.50%, due 11/01/51
|
944,286
|
1,201,464
|
|
Uniform Mortgage-Backed Security, Pool # FS0065, 4.50%, due 12/01/50
|
1,175,701
|
1,168,749
|
|
Uniform Mortgage-Backed Security, Pool # FS0194, 2.50%, due 01/01/52
|
998,910
|
2,370,291
|
|
Uniform Mortgage-Backed Security, Pool # FS0644, 3.00%, due 02/01/52
|
2,097,902
|
137,312
|
|
Uniform Mortgage-Backed Security, Pool # FS0703, 4.00%, due 01/01/49
|
130,965
|
2,198,843
|
|
Uniform Mortgage-Backed Security, Pool # FS0715, 3.00%, due 01/01/52
|
1,948,306
|
407,657
|
|
Uniform Mortgage-Backed Security, Pool # FS0717, 3.00%, due 02/01/52
|
360,089
|
469,940
|
|
Uniform Mortgage-Backed Security, Pool # FS1201, 3.00%, due 01/01/50
|
417,260
|
790,803
|
|
Uniform Mortgage-Backed Security, Pool # FS1205, 3.50%, due 04/01/52
|
722,895
|
1,403,540
|
|
Uniform Mortgage-Backed Security, Pool # FS1228, 3.00%, due 03/01/52
|
1,242,191
|
587,164
|
|
Uniform Mortgage-Backed Security, Pool # FS1285, 3.50%, due 02/01/52
|
541,668
|
435,287
|
|
Uniform Mortgage-Backed Security, Pool # FS1427, 3.00%, due 02/01/50
|
386,958
|
1,352,086
|
|
Uniform Mortgage-Backed Security, Pool # FS1590, 2.50%, due 04/01/52
|
1,154,207
|
362,729
|
|
Uniform Mortgage-Backed Security, Pool # FS1602, 4.00%, due 07/01/49
|
346,069
|
544,674
|
|
Uniform Mortgage-Backed Security, Pool # FS1624, 2.50%, due 10/01/51
|
466,363
|
238,736
|
|
Uniform Mortgage-Backed Security, Pool # FS1637, 4.00%, due 04/01/52
|
225,296
|
2,988,511
|
|
Uniform Mortgage-Backed Security, Pool # FS1938, 2.50%, due 02/01/52
|
2,555,305
|
1,410,733
|
|
Uniform Mortgage-Backed Security, Pool # FS1976, 4.00%, due 08/01/51
|
1,342,031
|
2,563,550
|
|
Uniform Mortgage-Backed Security, Pool # FS2167, 4.50%, due 06/01/52
|
2,477,639
|
2,631,051
|
|
Uniform Mortgage-Backed Security, Pool # FS2238, 4.00%, due 03/01/51
|
2,505,244
|
79,216
|
|
Uniform Mortgage-Backed Security, Pool # FS2354, 4.00%, due 06/01/52
|
75,208
|
287,237
|
|
Uniform Mortgage-Backed Security, Pool # FS2415, 4.50%, due 08/01/52
|
277,148
|
4,377,104
|
|
Uniform Mortgage-Backed Security, Pool # FS2616, 5.00%, due 08/01/52
|
4,327,328
|
1,738,817
|
|
Uniform Mortgage-Backed Security, Pool # FS2896, 4.50%, due 09/01/52
|
1,688,072
|
1,260,180
|
|
Uniform Mortgage-Backed Security, Pool # FS2920, 3.00%, due 07/01/36
|
1,180,315
|
525,779
|
|
Uniform Mortgage-Backed Security, Pool # FS2969, 4.50%, due 10/01/52
|
510,436
|
173,949
|
|
Uniform Mortgage-Backed Security, Pool # FS3045, 5.00%, due 10/01/52
|
171,379
|
1,427,492
|
|
Uniform Mortgage-Backed Security, Pool # FS3160, 3.00%, due 06/01/52
|
1,258,796
|
599,793
|
|
Uniform Mortgage-Backed Security, Pool # FS3276, 4.50%, due 12/01/37
|
588,572
|
397,248
|
|
Uniform Mortgage-Backed Security, Pool # FS3310, 4.50%, due 11/01/37
|
389,878
|
1,852,014
|
|
Uniform Mortgage-Backed Security, Pool # FS3359, 5.50%, due 12/01/52
|
1,861,874
|
707,090
|
|
Uniform Mortgage-Backed Security, Pool # FS3405, 5.50%, due 12/01/52
|
715,327
|
154,984
|
|
Uniform Mortgage-Backed Security, Pool # FS3407, 5.50%, due 12/01/52
|
155,379
|
203,284
|
|
Uniform Mortgage-Backed Security, Pool # FS3409, 5.50%, due 12/01/52
|
202,843
|
996,650
|
|
Uniform Mortgage-Backed Security, Pool # FS3417, 5.00%, due 12/01/52
|
981,927
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
234,231
|
|
Uniform Mortgage-Backed Security, Pool # FS3433, 5.50%, due 12/01/52
|
235,081
|
1,127,628
|
|
Uniform Mortgage-Backed Security, Pool # FS3434, 5.50%, due 12/01/52
|
1,130,677
|
4,239,381
|
|
Uniform Mortgage-Backed Security, Pool # FS3669, 4.00%, due 03/01/46
|
4,078,982
|
1,347,266
|
|
Uniform Mortgage-Backed Security, Pool # FS3811, 4.50%, due 12/01/52
|
1,298,345
|
2,439,105
|
|
Uniform Mortgage-Backed Security, Pool # FS4223, 4.50%, due 05/01/47
|
2,408,271
|
1,932,028
|
|
Uniform Mortgage-Backed Security, Pool # FS4300, 5.50%, due 04/01/53
|
1,930,992
|
1,249,385
|
|
Uniform Mortgage-Backed Security, Pool # FS4312, 4.50%, due 03/01/53
|
1,207,302
|
1,673,684
|
|
Uniform Mortgage-Backed Security, Pool # FS4758, 2.50%, due 01/01/36
|
1,537,019
|
73,906
|
|
Uniform Mortgage-Backed Security, Pool # MA2516, 3.00%, due 01/01/46
|
66,451
|
108,154
|
|
Uniform Mortgage-Backed Security, Pool # MA2781, 2.50%, due 10/01/46
|
93,115
|
18,557
|
|
Uniform Mortgage-Backed Security, Pool # MA2835, 4.00%, due 12/01/46
|
17,710
|
2,609,739
|
|
Uniform Mortgage-Backed Security, Pool # MA2863, 3.00%, due 01/01/47
|
2,339,817
|
1,896,861
|
|
Uniform Mortgage-Backed Security, Pool # MA2868, 2.50%, due 01/01/32
|
1,759,229
|
323,945
|
|
Uniform Mortgage-Backed Security, Pool # MA3058, 4.00%, due 07/01/47
|
309,860
|
406,963
|
|
Uniform Mortgage-Backed Security, Pool # MA3076, 2.50%, due 07/01/32
|
376,435
|
89,844
|
|
Uniform Mortgage-Backed Security, Pool # MA3087, 3.50%, due 08/01/47
|
83,093
|
436,107
|
|
Uniform Mortgage-Backed Security, Pool # MA3114, 2.50%, due 08/01/32
|
403,371
|
425,849
|
|
Uniform Mortgage-Backed Security, Pool # MA3124, 2.50%, due 09/01/32
|
393,900
|
86,233
|
|
Uniform Mortgage-Backed Security, Pool # MA3155, 3.00%, due 10/01/32
|
81,228
|
3,443,843
|
|
Uniform Mortgage-Backed Security, Pool # MA3182, 3.50%, due 11/01/47
|
3,180,535
|
144,169
|
|
Uniform Mortgage-Backed Security, Pool # MA3211, 4.00%, due 12/01/47
|
137,900
|
102,500
|
|
Uniform Mortgage-Backed Security, Pool # MA3238, 3.50%, due 01/01/48
|
94,840
|
260,246
|
|
Uniform Mortgage-Backed Security, Pool # MA3332, 3.50%, due 04/01/48
|
240,347
|
88,515
|
|
Uniform Mortgage-Backed Security, Pool # MA3364, 3.50%, due 05/01/33
|
84,866
|
57,430
|
|
Uniform Mortgage-Backed Security, Pool # MA3385, 4.50%, due 06/01/48
|
56,340
|
245,955
|
|
Uniform Mortgage-Backed Security, Pool # MA3414, 3.50%, due 07/01/48
|
227,147
|
77,292
|
|
Uniform Mortgage-Backed Security, Pool # MA3442, 3.50%, due 08/01/48
|
71,381
|
63,165
|
|
Uniform Mortgage-Backed Security, Pool # MA3521, 4.00%, due 11/01/48
|
60,201
|
631,475
|
|
Uniform Mortgage-Backed Security, Pool # MA3871, 3.00%, due 12/01/49
|
561,294
|
4,076,707
|
|
Uniform Mortgage-Backed Security, Pool # MA3937, 3.00%, due 02/01/50
|
3,622,777
|
129,746
|
|
Uniform Mortgage-Backed Security, Pool # MA3960, 3.00%, due 03/01/50
|
115,091
|
376,968
|
|
Uniform Mortgage-Backed Security, Pool # MA4014, 3.00%, due 05/01/35
|
353,083
|
732,236
|
|
Uniform Mortgage-Backed Security, Pool # MA4018, 2.00%, due 05/01/50
|
603,067
|
472,845
|
|
Uniform Mortgage-Backed Security, Pool # MA4048, 3.00%, due 06/01/50
|
419,493
|
127,961
|
|
Uniform Mortgage-Backed Security, Pool # MA4120, 2.50%, due 09/01/50
|
109,597
|
1,684,890
|
|
Uniform Mortgage-Backed Security, Pool # MA4158, 2.00%, due 10/01/50
|
1,388,734
|
419,931
|
|
Uniform Mortgage-Backed Security, Pool # MA4181, 1.50%, due 11/01/50
|
325,183
|
336,619
|
|
Uniform Mortgage-Backed Security, Pool # MA4204, 2.00%, due 12/01/40
|
288,816
|
765,943
|
|
Uniform Mortgage-Backed Security, Pool # MA4208, 2.00%, due 12/01/50
|
630,588
|
3,569,281
|
|
Uniform Mortgage-Backed Security, Pool # MA4209, 1.50%, due 12/01/50
|
2,763,935
|
514,437
|
|
Uniform Mortgage-Backed Security, Pool # MA4232, 2.00%, due 01/01/41
|
441,374
|
1,818,714
|
|
Uniform Mortgage-Backed Security, Pool # MA4237, 2.00%, due 01/01/51
|
1,497,222
|
528,263
|
|
Uniform Mortgage-Backed Security, Pool # MA4268, 2.00%, due 02/01/41
|
451,486
|
103,556
|
|
Uniform Mortgage-Backed Security, Pool # MA4281, 2.00%, due 03/01/51
|
84,943
|
3,279,110
|
|
Uniform Mortgage-Backed Security, Pool # MA4305, 2.00%, due 04/01/51
|
2,687,736
|
11,663,658
|
|
Uniform Mortgage-Backed Security, Pool # MA4325, 2.00%, due 05/01/51
|
9,560,903
|
1,551,623
|
|
Uniform Mortgage-Backed Security, Pool # MA4326, 2.50%, due 05/01/51
|
1,322,758
|
960,661
|
|
Uniform Mortgage-Backed Security, Pool # MA4329, 2.00%, due 05/01/36
|
852,475
|
291,593
|
|
Uniform Mortgage-Backed Security, Pool # MA4333, 2.00%, due 05/01/41
|
248,468
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
330,657
|
|
Uniform Mortgage-Backed Security, Pool # MA4356, 2.50%, due 06/01/51
|
281,679
|
431,073
|
|
Uniform Mortgage-Backed Security, Pool # MA4380, 3.00%, due 07/01/51
|
380,857
|
170,711
|
|
Uniform Mortgage-Backed Security, Pool # MA4398, 2.00%, due 08/01/51
|
139,718
|
464,285
|
|
Uniform Mortgage-Backed Security, Pool # MA4399, 2.50%, due 08/01/51
|
394,932
|
979,872
|
|
Uniform Mortgage-Backed Security, Pool # MA4414, 2.50%, due 09/01/51
|
834,065
|
3,655,607
|
|
Uniform Mortgage-Backed Security, Pool # MA4437, 2.00%, due 10/01/51
|
2,988,199
|
1,884,815
|
|
Uniform Mortgage-Backed Security, Pool # MA4493, 2.50%, due 12/01/51
|
1,602,203
|
3,039,464
|
|
Uniform Mortgage-Backed Security, Pool # MA4497, 2.00%, due 12/01/36
|
2,697,172
|
468,793
|
|
Uniform Mortgage-Backed Security, Pool # MA4512, 2.50%, due 01/01/52
|
397,894
|
457,442
|
|
Uniform Mortgage-Backed Security, Pool # MA4548, 2.50%, due 02/01/52
|
388,817
|
1,026,600
|
|
Uniform Mortgage-Backed Security, Pool # MA4549, 3.00%, due 02/01/52
|
904,913
|
484,848
|
|
Uniform Mortgage-Backed Security, Pool # MA4600, 3.50%, due 05/01/52
|
442,218
|
1,315,835
|
|
Uniform Mortgage-Backed Security, Pool # MA4644, 4.00%, due 05/01/52
|
1,236,371
|
3,822,024
|
|
Uniform Mortgage-Backed Security, Pool # MA4656, 4.50%, due 07/01/52
|
3,677,682
|
980,381
|
|
Uniform Mortgage-Backed Security, Pool # MA4686, 5.00%, due 06/01/52
|
962,313
|
3,959,667
|
|
Uniform Mortgage-Backed Security, Pool # MA4701, 4.50%, due 08/01/52
|
3,810,126
|
1,288,695
|
|
Uniform Mortgage-Backed Security, Pool # QA6367, 3.00%, due 01/01/50
|
1,149,133
|
799,826
|
|
Uniform Mortgage-Backed Security, Pool # QA7234, 3.00%, due 02/01/50
|
710,627
|
559,165
|
|
Uniform Mortgage-Backed Security, Pool # QA8518, 3.00%, due 04/01/50
|
496,862
|
203,345
|
|
Uniform Mortgage-Backed Security, Pool # QB0220, 3.00%, due 06/01/50
|
180,414
|
761,014
|
|
Uniform Mortgage-Backed Security, Pool # QB4847, 2.50%, due 10/01/50
|
650,891
|
755,712
|
|
Uniform Mortgage-Backed Security, Pool # QB6476, 2.50%, due 12/01/50
|
651,076
|
281,927
|
|
Uniform Mortgage-Backed Security, Pool # QC0039, 2.50%, due 03/01/51
|
242,427
|
1,475,371
|
|
Uniform Mortgage-Backed Security, Pool # QC4339, 2.00%, due 07/01/51
|
1,222,178
|
872,363
|
|
Uniform Mortgage-Backed Security, Pool # QC5189, 2.50%, due 08/01/51
|
742,015
|
434,084
|
|
Uniform Mortgage-Backed Security, Pool # QC6357, 2.50%, due 09/01/51
|
370,596
|
489,152
|
|
Uniform Mortgage-Backed Security, Pool # QD6056, 3.00%, due 02/01/52
|
434,483
|
130,740
|
|
Uniform Mortgage-Backed Security, Pool # QD9911, 2.50%, due 04/01/52
|
111,018
|
909,010
|
|
Uniform Mortgage-Backed Security, Pool # QE0375, 4.00%, due 04/01/52
|
862,514
|
73,374
|
|
Uniform Mortgage-Backed Security, Pool # QE1497, 4.00%, due 05/01/52
|
69,680
|
7,740,437
|
|
Uniform Mortgage-Backed Security, Pool # QG3341, 5.00%, due 05/01/53
|
7,588,912
|
2,390,825
|
|
Uniform Mortgage-Backed Security, Pool # QN1779, 2.50%, due 03/01/35
|
2,188,519
|
259,852
|
|
Uniform Mortgage-Backed Security, Pool # RA1343, 3.00%, due 09/01/49
|
231,058
|
1,657,904
|
|
Uniform Mortgage-Backed Security, Pool # RA1776, 3.00%, due 12/01/49
|
1,475,507
|
929,050
|
|
Uniform Mortgage-Backed Security, Pool # RA1860, 3.00%, due 12/01/49
|
825,617
|
502,688
|
|
Uniform Mortgage-Backed Security, Pool # RA2572, 3.50%, due 05/01/50
|
463,263
|
1,790,309
|
|
Uniform Mortgage-Backed Security, Pool # RA2790, 2.50%, due 06/01/50
|
1,528,985
|
1,750,826
|
|
Uniform Mortgage-Backed Security, Pool # RA2853, 2.50%, due 06/01/50
|
1,495,267
|
674,903
|
|
Uniform Mortgage-Backed Security, Pool # RA3206, 2.00%, due 08/01/50
|
556,338
|
988,388
|
|
Uniform Mortgage-Backed Security, Pool # RA4912, 3.00%, due 03/01/51
|
871,286
|
247,753
|
|
Uniform Mortgage-Backed Security, Pool # RA5286, 2.50%, due 05/01/51
|
210,885
|
3,809,169
|
|
Uniform Mortgage-Backed Security, Pool # RA5767, 2.50%, due 09/01/51
|
3,243,588
|
341,715
|
|
Uniform Mortgage-Backed Security, Pool # RA6432, 2.50%, due 12/01/51
|
290,428
|
1,658,393
|
|
Uniform Mortgage-Backed Security, Pool # RA6944, 3.50%, due 03/01/52
|
1,514,088
|
632,364
|
|
Uniform Mortgage-Backed Security, Pool # RA6951, 3.50%, due 03/01/52
|
580,011
|
3,911,027
|
|
Uniform Mortgage-Backed Security, Pool # RA7195, 3.50%, due 04/01/52
|
3,586,852
|
2,640,767
|
|
Uniform Mortgage-Backed Security, Pool # RA7942, 5.50%, due 09/01/52
|
2,655,238
|
1,933,952
|
|
Uniform Mortgage-Backed Security, Pool # RA8248, 5.00%, due 11/01/52
|
1,901,051
|
1,868,378
|
|
Uniform Mortgage-Backed Security, Pool # RB5111, 2.00%, due 05/01/41
|
1,597,102
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
5,006,469
|
|
Uniform Mortgage-Backed Security, Pool # SB0307, 2.50%, due 02/01/35
|
4,599,173
|
1,352,977
|
|
Uniform Mortgage-Backed Security, Pool # SB8189, 4.00%, due 11/01/37
|
1,307,579
|
355,649
|
|
Uniform Mortgage-Backed Security, Pool # SB8199, 4.50%, due 12/01/37
|
349,051
|
1,831,383
|
|
Uniform Mortgage-Backed Security, Pool # SB8205, 4.50%, due 01/01/38
|
1,797,120
|
477,872
|
|
Uniform Mortgage-Backed Security, Pool # SB8212, 4.50%, due 02/01/38
|
468,931
|
444,568
|
|
Uniform Mortgage-Backed Security, Pool # SB8510, 2.00%, due 02/01/36
|
396,798
|
932,165
|
|
Uniform Mortgage-Backed Security, Pool # SD0100, 3.00%, due 10/01/49
|
831,200
|
1,777,962
|
|
Uniform Mortgage-Backed Security, Pool # SD0499, 3.00%, due 08/01/50
|
1,587,170
|
1,196,447
|
|
Uniform Mortgage-Backed Security, Pool # SD0558, 2.50%, due 03/01/51
|
1,028,808
|
1,258,237
|
|
Uniform Mortgage-Backed Security, Pool # SD0619, 4.00%, due 07/01/50
|
1,197,355
|
1,069,659
|
|
Uniform Mortgage-Backed Security, Pool # SD0742, 2.50%, due 11/01/51
|
918,249
|
461,501
|
|
Uniform Mortgage-Backed Security, Pool # SD0815, 3.00%, due 01/01/52
|
410,327
|
462,921
|
|
Uniform Mortgage-Backed Security, Pool # SD0905, 3.00%, due 03/01/52
|
411,151
|
591,016
|
|
Uniform Mortgage-Backed Security, Pool # SD1050, 4.50%, due 07/01/52
|
571,209
|
3,139,431
|
|
Uniform Mortgage-Backed Security, Pool # SD1217, 2.00%, due 03/01/52
|
2,580,512
|
3,309,344
|
|
Uniform Mortgage-Backed Security, Pool # SD1265, 4.50%, due 06/01/52
|
3,191,478
|
1,474,587
|
|
Uniform Mortgage-Backed Security, Pool # SD1446, 4.50%, due 08/01/52
|
1,426,993
|
370,700
|
|
Uniform Mortgage-Backed Security, Pool # SD1454, 4.50%, due 08/01/52
|
359,194
|
1,855,242
|
|
Uniform Mortgage-Backed Security, Pool # SD1475, 4.50%, due 08/01/52
|
1,795,363
|
2,823,786
|
|
Uniform Mortgage-Backed Security, Pool # SD1483, 4.00%, due 08/01/52
|
2,680,777
|
1,015,570
|
|
Uniform Mortgage-Backed Security, Pool # SD1517, 4.50%, due 09/01/52
|
984,048
|
936,723
|
|
Uniform Mortgage-Backed Security, Pool # SD1606, 4.50%, due 09/01/52
|
905,330
|
1,014,431
|
|
Uniform Mortgage-Backed Security, Pool # SD1695, 5.00%, due 10/01/52
|
996,938
|
3,925,404
|
|
Uniform Mortgage-Backed Security, Pool # SD1809, 4.50%, due 09/01/52
|
3,798,709
|
503,971
|
|
Uniform Mortgage-Backed Security, Pool # SD1944, 5.00%, due 12/01/52
|
496,447
|
822,682
|
|
Uniform Mortgage-Backed Security, Pool # SD1999, 5.00%, due 12/01/52
|
808,495
|
1,016,967
|
|
Uniform Mortgage-Backed Security, Pool # SD2032, 5.00%, due 12/01/52
|
1,003,516
|
3,413,225
|
|
Uniform Mortgage-Backed Security, Pool # SD2172, 5.50%, due 02/01/53
|
3,411,149
|
1,815,354
|
|
Uniform Mortgage-Backed Security, Pool # SD2318, 5.00%, due 02/01/53
|
1,781,765
|
2,569,490
|
|
Uniform Mortgage-Backed Security, Pool # SD2381, 5.50%, due 03/01/53
|
2,576,040
|
3,294,522
|
|
Uniform Mortgage-Backed Security, Pool # SD7543, 2.50%, due 08/01/51
|
2,829,845
|
3,222,307
|
|
Uniform Mortgage-Backed Security, Pool # SD7544, 3.00%, due 07/01/51
|
2,870,095
|
2,587,755
|
|
Uniform Mortgage-Backed Security, Pool # SD7548, 2.50%, due 11/01/51
|
2,220,629
|
1,794,263
|
|
Uniform Mortgage-Backed Security, Pool # SD7551, 3.00%, due 01/01/52
|
1,596,017
|
2,758
|
|
Uniform Mortgage-Backed Security, Pool # SD8025, 3.50%, due 11/01/49
|
2,548
|
1,054,237
|
|
Uniform Mortgage-Backed Security, Pool # SD8075, 3.50%, due 07/01/50
|
970,467
|
4,348,796
|
|
Uniform Mortgage-Backed Security, Pool # SD8090, 2.00%, due 09/01/50
|
3,580,670
|
799,565
|
|
Uniform Mortgage-Backed Security, Pool # SD8104, 1.50%, due 11/01/50
|
619,159
|
390,942
|
|
Uniform Mortgage-Backed Security, Pool # SD8113, 2.00%, due 12/01/50
|
321,808
|
566,002
|
|
Uniform Mortgage-Backed Security, Pool # SD8121, 2.00%, due 01/01/51
|
465,971
|
34,713
|
|
Uniform Mortgage-Backed Security, Pool # SD8140, 2.00%, due 04/01/51
|
28,455
|
3,479,437
|
|
Uniform Mortgage-Backed Security, Pool # SD8141, 2.50%, due 04/01/51
|
2,969,295
|
1,023,104
|
|
Uniform Mortgage-Backed Security, Pool # SD8151, 2.50%, due 06/01/51
|
869,547
|
1,402,213
|
|
Uniform Mortgage-Backed Security, Pool # SD8183, 2.50%, due 12/01/51
|
1,191,963
|
5,481,386
|
|
Uniform Mortgage-Backed Security, Pool # SD8189, 2.50%, due 01/01/52
|
4,658,917
|
375,902
|
|
Uniform Mortgage-Backed Security, Pool # SD8221, 3.50%, due 06/01/52
|
342,899
|
2,974,230
|
|
Uniform Mortgage-Backed Security, Pool # SD8227, 4.00%, due 07/01/52
|
2,794,605
|
2,559,403
|
|
Uniform Mortgage-Backed Security, Pool # SD8231, 4.50%, due 07/01/52
|
2,462,813
|
5,360,592
|
|
Uniform Mortgage-Backed Security, Pool # SD8236, 3.50%, due 08/01/52
|
4,889,250
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
1,492,422
|
|
Uniform Mortgage-Backed Security, Pool # SD8237, 4.00%, due 08/01/52
|
1,402,134
|
472,418
|
|
Uniform Mortgage-Backed Security, Pool # SD8278, 6.00%, due 12/01/52
|
476,778
|
1,157,768
|
|
Uniform Mortgage-Backed Security, Pool # ZM1609, 2.00%, due 03/01/51
|
949,528
|
784,487
|
|
Uniform Mortgage-Backed Security, Pool # ZM1609, 3.50%, due 09/01/46
|
731,518
|
236,376
|
|
Uniform Mortgage-Backed Security, Pool # ZS4727, 4.00%, due 07/01/47
|
225,509
|
148,914
|
|
Uniform Mortgage-Backed Security, Pool # ZS4760, 4.00%, due 03/01/48
|
141,711
|
1,296,644
|
|
Uniform Mortgage-Backed Security, Pool # ZS4763, 3.50%, due 04/01/48
|
1,197,450
|
4,686,985
|
|
Uniform Mortgage-Backed Security, Pool # ZS7930, 3.00%, due 01/01/33
|
4,414,999
|
407,172
|
|
Uniform Mortgage-Backed Security, Pool # ZT0657, 6.00%, due 07/01/40
|
422,972
|
190,626
|
|
Uniform Mortgage-Backed Security, Pool # ZT1748, 5.00%, due 01/01/49
|
189,873
|
362,124
|
|
Uniform Mortgage-Backed Security, Pool # ZT2100, 3.00%, due 04/01/47
|
324,794
|
12,457,000
|
|
Uniform Mortgage-Backed Security TBA, 4.50%, due 07/13/53
|
11,977,211
|
11,903,000
|
|
Uniform Mortgage-Backed Security TBA, 5.00%, due 07/13/53
|
11,664,010
|
561,000
|
|
Uniform Mortgage-Backed Security TBA, 5.50%, due 07/13/53
|
558,326
|
|
|
|
468,418,584
|
|
|
Municipal Obligations — 1.1%
|
|
60,000
|
|
Alabama Economic Settlement Authority, 4.26%, due 09/15/32
|
57,186
|
355,000
|
|
Bay Area Toll Authority, 6.26%, due 04/01/49
|
421,519
|
1,525,000
|
|
California Health Facilities Financing Authority, 4.19%, due 06/01/37
|
1,426,875
|
1,300,000
|
|
Dallas Fort Worth International Airport, 1.93%, due 11/01/28
|
1,124,341
|
90,000
|
|
District of Columbia Water & Sewer Authority, 4.81%, due 10/01/14(f)
|
83,802
|
337,000
|
|
Golden State Tobacco Securitization Corp., 4.21%, due 06/01/50
|
252,810
|
1,447,413
|
|
Louisiana Local Government Environmental Facilities & Community Development
Authority, 3.62%, due 02/01/29
|
1,394,099
|
715,000
|
|
Michigan Finance Authority, 2.37%, due 09/01/49(b)
|
711,502
|
456,000
|
|
Michigan State University, 4.17%, due 08/15/22(f)
|
361,314
|
347,000
|
|
Municipal Electric Authority of Georgia, 6.64%, due 04/01/57
|
397,009
|
2,000
|
|
New Jersey Transportation Trust Fund Authority, 4.08%, due 06/15/39
|
1,768
|
980,000
|
|
New York City Transitional Finance Authority Future Tax Secured Revenue, 5.77%, due
08/01/36
|
1,030,817
|
1,350,000
|
|
New York State Urban Development Corp., 5.77%, due 03/15/39
|
1,413,656
|
2,195,000
|
|
Port Authority of New York & New Jersey, 1.09%, due 07/01/23
|
2,195,000
|
330,000
|
|
State Board of Administration Finance Corp., 1.71%, due 07/01/27
|
292,336
|
885,000
|
|
State of California, 7.50%, due 04/01/34
|
1,079,315
|
655,000
|
|
State of California, 7.55%, due 04/01/39
|
826,813
|
935,000
|
|
State of Connecticut, 3.98%, due 06/15/29
|
904,948
|
1,785,000
|
|
State of Connecticut, 4.51%, due 05/15/28
|
1,774,837
|
1,690,000
|
|
University of Michigan, 4.45%, due 04/01/22(f)
|
1,470,337
|
595,000
|
|
University of Virginia, 2.58%, due 11/01/51
|
396,854
|
185,000
|
|
University of Virginia, 4.18%, due 09/01/17(f)
|
150,862
|
|
|
|
17,768,000
|
|
|
Sovereign Debt Obligations — 0.3%
|
|
734,000
|
|
Argentina Government International Bonds, 3.50%, due 07/09/41
|
237,031
|
595,000
|
|
Bank Gospodarstwa Krajowego, 5.38%, due 05/22/33 144A
|
592,606
|
200,000
|
|
Bermuda Government International Bonds, 2.38%, due 08/20/30 144A
|
167,702
|
215,000
|
|
Export-Import Bank of India, 3.88%, due 02/01/28 144A
|
201,852
|
450,000
|
|
Indonesia Government International Bonds, 3.50%, due 01/11/28
|
425,066
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Sovereign Debt Obligations — continued
|
|
200,000
|
|
Japan Bank for International Cooperation, 3.38%, due 10/31/23
|
198,504
|
200,000
|
|
Japan Finance Organization for Municipalities, 1.75%, due 09/05/24 144A
|
191,307
|
200,000
|
|
Korea National Oil Corp., 4.75%, due 04/03/26 144A
|
196,240
|
205,000
|
|
Korea National Oil Corp., 4.88%, due 04/03/28 144A
|
203,106
|
290,000
|
|
Mexico Government International Bonds, 3.50%, due 02/12/34
|
243,620
|
45,000
|
|
Peruvian Government International Bonds, 2.78%, due 01/23/31
|
38,581
|
340,000
|
|
Province of Alberta, 1.30%, due 07/22/30
|
276,852
|
210,000
|
|
Province of Alberta, 3.30%, due 03/15/28
|
199,649
|
100,000
|
|
Province of Manitoba, 2.13%, due 06/22/26
|
92,788
|
220,000
|
|
Province of Quebec, 2.75%, due 04/12/27
|
205,789
|
671,000
|
|
Qatar Government International Bonds, 5.10%, due 04/23/48 144A
|
669,904
|
314,000
|
EUR
|
Saudi Government International Bonds, 0.75%, due 07/09/27 144A
|
303,689
|
789,000
|
|
Saudi Government International Bonds, 4.38%, due 04/16/29 144A
|
769,530
|
|
|
|
5,213,816
|
|
|
U.S. Government and Agency Obligations — 18.0%
|
|
75,000
|
|
Federal National Mortgage Association, 0.88%, due 08/05/30
|
60,328
|
210,000
|
|
Federal National Mortgage Association, 2.50%, due 02/05/24
|
206,293
|
310,000
|
|
Federal National Mortgage Association, 4.87%, due 03/17/31(l)
|
222,801
|
545,000
|
|
Federal National Mortgage Association, 6.63%, due 11/15/30
|
632,718
|
210,000
|
|
Tennessee Valley Authority, 1.50%, due 09/15/31
|
169,837
|
60,000
|
|
Tennessee Valley Authority, 7.13%, due 05/01/30
|
69,916
|
1,154,000
|
|
U.S. Treasury Bonds, 1.13%, due 08/15/40
|
742,933
|
6,965,000
|
|
U.S. Treasury Bonds, 1.25%, due 05/15/50
|
3,920,397
|
12,003,000
|
|
U.S. Treasury Bonds, 1.75%, due 08/15/41
|
8,441,485
|
3,390,000
|
|
U.S. Treasury Bonds, 1.88%, due 02/15/41
|
2,464,504
|
2,678,000
|
|
U.S. Treasury Bonds, 1.88%, due 02/15/51
|
1,774,593
|
243,200
|
|
U.S. Treasury Bonds, 1.88%, due 11/15/51
|
160,645
|
13,330,000
|
|
U.S. Treasury Bonds, 2.00%, due 11/15/41
|
9,766,828
|
6,850,000
|
|
U.S. Treasury Bonds, 2.00%, due 02/15/50
|
4,699,608
|
6,585,000
|
|
U.S. Treasury Bonds, 2.00%, due 08/15/51
|
4,491,176
|
23,745,000
|
|
U.S. Treasury Bonds, 2.25%, due 05/15/41(n)
|
18,306,375
|
4,530,000
|
|
U.S. Treasury Bonds, 2.25%, due 08/15/49
|
3,294,159
|
9,069,000
|
|
U.S. Treasury Bonds, 2.25%, due 02/15/52
|
6,557,666
|
18,970,000
|
|
U.S. Treasury Bonds, 2.38%, due 02/15/42
|
14,778,075
|
605,000
|
|
U.S. Treasury Bonds, 2.38%, due 11/15/49
|
452,131
|
70,000
|
|
U.S. Treasury Bonds, 2.50%, due 02/15/45
|
54,232
|
9,805,000
|
|
U.S. Treasury Bonds, 3.00%, due 02/15/49
|
8,298,439
|
32,905,000
|
|
U.S. Treasury Bonds, 3.00%, due 08/15/52
|
27,989,816
|
33,009,000
|
|
U.S. Treasury Bonds, 3.38%, due 08/15/42
|
29,977,587
|
2,669,000
|
|
U.S. Treasury Bonds, 3.38%, due 11/15/48
|
2,413,256
|
915,900
|
|
U.S. Treasury Bonds, 3.63%, due 08/15/43
|
860,159
|
11,809,000
|
|
U.S. Treasury Bonds, 3.63%, due 02/15/53
|
11,336,640
|
514,000
|
|
U.S. Treasury Bonds, 3.63%, due 05/15/53
|
494,083
|
13,816,000
|
|
U.S. Treasury Bonds, 3.88%, due 05/15/43
|
13,483,553
|
20,863,000
|
|
U.S. Treasury Bonds, 4.00%, due 11/15/42
|
20,739,126
|
6,135,000
|
|
U.S. Treasury Bonds, 4.00%, due 11/15/52
|
6,303,713
|
2,428,534
|
|
U.S. Treasury Inflation-Indexed Notes, 0.13%, due 01/15/30
|
2,179,402
|
13,736,000
|
|
U.S. Treasury Notes, 2.75%, due 08/15/32
|
12,595,000
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
U.S. Government and Agency Obligations — continued
|
|
9,672,000
|
|
U.S. Treasury Notes, 3.38%, due 05/15/33
|
9,328,946
|
24,813,000
|
|
U.S. Treasury Notes, 3.50%, due 01/31/28
|
24,098,657
|
112,000
|
|
U.S. Treasury Notes, 3.63%, due 05/31/28
|
109,559
|
16,493,000
|
|
U.S. Treasury Notes, 3.75%, due 05/31/30
|
16,264,933
|
456,000
|
|
U.S. Treasury Notes, 3.75%, due 06/30/30
|
449,819
|
15,060,000
|
|
U.S. Treasury Notes, 3.88%, due 04/30/25
|
14,768,212
|
5,929,000
|
|
U.S. Treasury STRIPS, 4.50%, due 08/15/30(l)
|
4,469,437
|
1,395,000
|
|
U.S. Treasury STRIPS, 5.47%, due 02/15/39(l)
|
743,797
|
2,310,000
|
|
U.S. Treasury STRIPS, 5.65%, due 02/15/40(l)
|
1,176,558
|
3,430,000
|
|
U.S. Treasury STRIPS, 5.77%, due 11/15/40(l)
|
1,690,044
|
1,695,000
|
|
U.S. Treasury STRIPS, 5.91%, due 02/15/41(l)
|
819,150
|
7,215,000
|
|
U.S. Treasury STRIPS, 6.06%, due 11/15/41(l)
|
3,366,000
|
1,975,000
|
|
U.S. Treasury STRIPS, 6.14%, due 05/15/42(l)
|
901,268
|
1,750,000
|
|
U.S. Treasury STRIPS, 6.22%, due 11/15/42(l)
|
781,813
|
4,925,000
|
|
U.S. Treasury STRIPS, 6.25%, due 02/15/43(l)
|
2,178,184
|
726,000
|
|
U.S. Treasury STRIPS, 6.35%, due 11/15/43(l)
|
311,294
|
2,395,000
|
|
U.S. Treasury STRIPS, 6.43%, due 08/15/44(l)(n)
|
998,220
|
|
|
|
300,393,365
|
|
|
TOTAL DEBT OBLIGATIONS (COST $1,790,120,381)
|
1,655,639,140
|
Shares
|
|
Description
|
Value ($)
|
|
|
COMMON STOCK — 0.0%
|
|
|
|
Industrial — 0.0%
|
|
924
|
|
Altera Infrastructure LP/Teekay Offshore Finance Corp.*(i)(k)
|
26,796
|
|
|
TOTAL COMMON STOCK (COST $234,312)
|
26,796
|
Par Value
|
|
Description
|
Value ($)
|
|
|
SHORT-TERM INVESTMENT — 1.5%
|
|
|
|
Mutual Fund - Securities Lending Collateral — 1.5%
|
|
24,598,625
|
|
State Street Institutional U.S. Government Money Market Fund Premier Class,
5.03%(o)(p)
|
24,598,625
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $24,598,625)
|
24,598,625
|
|
|
TOTAL INVESTMENTS BEFORE TBA SALE
COMMITMENTS — 100.6%
(Cost $1,814,953,318)
|
1,680,264,561
|
Par Value
|
|
Description
|
Value ($)
|
|
|
TBA SALE COMMITMENTS — (0.1)%
|
|
(1,500,000)
|
|
Uniform Mortgage-Backed Security TBA, 5.00%, due 07/13/53
|
(1,469,883)
|
|
|
TOTAL TBA SALE COMMITMENTS (PROCEEDS $1,475,859)
|
(1,469,883)
|
|
|
TOTAL INVESTMENTS NET OF TBA SALE
COMMITMENTS — 100.5%
(Cost $1,813,477,459)
|
1,678,794,678
|
|
|
Other Assets and Liabilities (net) — (0.5)%
|
(8,414,188)
|
|
|
NET ASSETS — 100.0%
|
$1,670,380,490
|
|
Notes to Schedule of Investments:
|
*
|
Non-income producing security.
|
(a)
|
Unless otherwise indicated, all par values are denominated in United States dollars ($).
|
(b)
|
Variable or floating rate security, which interest rate adjusts periodically based on changes in current
interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as
of period end.
|
(c)
|
Variable or floating rate note. Rate shown is as of June 30, 2023.
|
(d)
|
All or a portion of this security is out on loan.
|
(e)
|
Security is perpetual and has no stated maturity date.
|
(f)
|
Year of maturity is greater than 2100.
|
(g)
|
When-issued security.
|
(h)
|
Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts
from registration securities offered and sold outside the United States. Security may not be offered
or sold in the United States except pursuant to an exemption from, or in a transaction not subject
to, the registration requirements of the Securities Act of 1933.
|
(i)
|
Level 3 - significant unobservable inputs were used in determining the value of this security in
the Fund.
|
(j)
|
Security is currently in default.
|
(k)
|
Securities fair valued by the Valuation Committee as approved by the Board of Trustees. The total
market value of the securities at period end is $27,120 which represents 0.0% of net assets. The
aggregate tax cost of these securities held at June 30, 2023 was $1,799,867.
|
(l)
|
Interest rate presented is yield to maturity.
|
(m)
|
Step coupon security that pays an initial coupon rate for the first period and then a lower/higher
coupon rate for the following periods. Rate shown is current coupon rate.
|
(n)
|
All or a portion of this security is pledged for open futures and open centrally cleared swaps
collateral.
|
(o)
|
The rate disclosed is the 7-day net yield as of June 30, 2023.
|
(p)
|
Represents an investment of securities lending cash collateral.
|
144A
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities
may be resold in transactions exempt from registration, normally to qualified institutional buyers.
The total market value of the securities at period end is $316,169,072 which represents 18.9% of
net assets.
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
EUR
|
12,883,127
|
USD
|
14,062,668
|
07/05/23
|
Barclays Bank PLC
|
$(7,172
)
|
USD
|
14,082,549
|
EUR
|
12,883,128
|
08/02/23
|
Barclays Bank PLC
|
7,807
|
USD
|
13,893,399
|
EUR
|
12,883,127
|
07/05/23
|
JPMorgan Chase Bank N.A.
|
(162,098
)
|
|
|
|
|
|
|
$(161,463
)
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
Buys
|
|
|
|
|
318
|
U.S. Treasury Note 10-Year
|
Sep 2023
|
$35,700,469
|
$(604,971
)
|
76
|
U.S. Treasury Note 2-Year
|
Sep 2023
|
15,454,125
|
(201,792
)
|
369
|
U.S. Treasury Note 5-Year
|
Sep 2023
|
39,517,594
|
(666,855
)
|
|
|
|
|
$(1,473,618
)
|
Sales
|
|
|
|
|
324
|
U.S. Long Bond
|
Sep 2023
|
$41,117,625
|
$157,836
|
91
|
U.S. Ultra 10-Year
|
Sep 2023
|
10,777,812
|
174,954
|
2
|
U.S. Ultra Bond
|
Sep 2023
|
272,438
|
(2,316
)
|
|
|
|
|
$330,474
|
Payments
Received
by Fund
|
Payment
Frequency
|
Payments
Made
by Fund
|
Payment
Frequency
|
Maturity
Date
|
Upfront
Premiums
Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
4.95%
|
Annual
|
SOFR
|
Annual
|
03/08/25
|
$—
|
USD
|
3,816,000
|
$(3,906
)
|
$(3,906
)
|
5.09%
|
Annual
|
SOFR
|
Annual
|
03/10/25
|
—
|
USD
|
10,650,000
|
13,340
|
13,340
|
5.11%
|
Annual
|
SOFR
|
Annual
|
03/09/25
|
—
|
USD
|
4,664,000
|
7,460
|
7,460
|
|
|
|
|
|
|
|
|
|
$16,894
|
Currency Abbreviations
|
||
EUR
|
—
|
Euro
|
USD
|
—
|
U.S. Dollar
|
Abbreviations
|
||
CLO
|
—
|
Collateralized Loan Obligation
|
CMO
|
—
|
Collateralized Mortgage Obligation
|
CMT
|
—
|
Constant Maturity Treasury Index
|
EURIBOR
|
—
|
Euro Interbank Offered Rate
|
LIBOR
|
—
|
London Interbank Offered Rate
|
MTN
|
—
|
Medium Term Note
|
REIT
|
—
|
Real Estate Investment Trust
|
REMIC
|
—
|
Real Estate Mortgage Investment Conduit
|
SOFR
|
—
|
Secured Overnight Financing Rate
|
STACR
|
—
|
Structured Agency Credit Risk
|
STRIPS
|
—
|
Separate Trading of Registered Interest and Principal of Securities
|
TBA
|
—
|
To Be Announced
|
Asset Class Summary (Unaudited)
|
% of Net Assets
|
Debt Obligations
|
99.1
|
Equities
|
0.0*
|
Swaps
|
0.0*
|
Futures Contracts
|
(0.1)
|
TBA Sale Commitments
|
(0.1)
|
Forward Foreign Currency Contracts
|
(0.8)
|
Short-Term Investment
|
1.5
|
Other Assets and Liabilities (net)
|
0.4
|
|
100.0
|
*
|
Amount rounds to zero.
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
DEBT OBLIGATIONS — 95.4%
|
|
|
|
Asset Backed Securities — 6.9%
|
|
220,000
|
|
AB BSL CLO 4 Ltd., Series 2023-4A, Class A, 6.96% (3 mo. USD Term SOFR +
2.00%), due 04/20/36(b) 144A
|
220,788
|
649,589
|
|
Aegis Asset-Backed Securities Trust, Series 2005-5, Class M1, 5.80% (1 mo. USD
LIBOR + 0.65%), due 12/25/35(b)
|
583,098
|
255,000
|
|
AIG CLO Ltd., Series 2019-1A, Class BR, 6.83% (3 mo. USD Term SOFR + 1.85%),
due 04/18/35(b) 144A
|
246,011
|
500,000
|
|
AIMCO CLO 12 Ltd., Series 2020-12A, Class DR, 7.89% (3 mo. USD Term SOFR +
2.90%), due 01/17/32(b) 144A
|
473,587
|
650,000
|
|
Alinea CLO Ltd., Series 2018-1A, Class D, 8.35% (3 mo. USD LIBOR + 3.10%), due
07/20/31(b) 144A
|
611,371
|
1,000,000
|
|
AMMC CLO Ltd., Series 2022-27A, Class D, 10.61% (3 mo. USD Term SOFR +
6.01%), due 01/20/36(b) 144A
|
994,247
|
3,640,000
|
|
Anchorage Capital CLO 17 Ltd., Series 2021-17A, Class A1, 6.43% (3 mo. USD
LIBOR + 1.17%), due 07/15/34(b) 144A
|
3,563,080
|
300,000
|
|
Anchorage Capital CLO 3-R Ltd., Series 2014-3RA, Class E, 10.77% (3 mo. USD
LIBOR + 5.50%), due 01/28/31(b) 144A
|
255,173
|
1,000,000
|
|
Apex Credit CLO Ltd., Series 2019-1A, Class BR, 7.66% (3 mo. USD LIBOR +
2.40%), due 04/18/32(b) 144A
|
957,048
|
420,000
|
|
Apidos CLO XXII, Series 2015-22A, Class DR, 12.00% (3 mo. USD LIBOR + 6.75%),
due 04/20/31(b) 144A
|
394,358
|
850,000
|
|
Applebee's Funding LLC/IHOP Funding LLC, Series 2023-1A, Class A2, 7.82%, due
03/05/53 144A
|
839,510
|
250,000
|
|
ARES XXXIIR CLO Ltd., Series 2014-32RA, Class C, 8.22% (3 mo. USD LIBOR +
2.90%), due 05/15/30(b) 144A
|
225,707
|
810,000
|
|
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2006-HE5, Class M1,
2.71% (1 mo. USD LIBOR + 0.42%), due 07/25/36(b)
|
648,735
|
410,000
|
|
Avis Budget Rental Car Funding AESOP LLC, Series 2020-2A, Class C, 4.25%, due
02/20/27 144A
|
381,826
|
500,000
|
|
Bain Capital Credit CLO Ltd., Series 2021-4A, Class D, 8.35% (3 mo. USD LIBOR +
3.10%), due 10/20/34(b) 144A
|
449,095
|
550,000
|
|
Bain Capital Credit CLO Ltd., Series 2022-2A, Class D1, 8.72% (3 mo. USD Term
SOFR + 3.65%), due 04/22/35(b) 144A
|
500,442
|
1,050,000
|
|
Bain Capital Credit CLO Ltd., Series 2023-1A, Class AN, 6.57% (3 mo. USD Term
SOFR + 1.83%), due 04/16/36(b) 144A
|
1,050,669
|
500,000
|
|
Bain Capital Credit CLO Ltd., Series 2023-1A, Class D, 9.64% (3 mo. USD Term SOFR
+ 4.90%), due 04/16/36(b) 144A
|
497,106
|
1,000,000
|
|
Ballyrock CLO 19 Ltd., Series 2022-19A, Class D, 12.16% (3 mo. USD Term SOFR +
7.11%), due 04/20/35(b) 144A
|
928,002
|
275,000
|
|
Ballyrock CLO Ltd., Series 2018-1A, Class C, 8.40% (3 mo. USD LIBOR + 3.15%),
due 04/20/31(b) 144A
|
259,591
|
415,000
|
|
Ballyrock CLO Ltd., Series 2019-1A, Class A2R, 6.81% (3 mo. USD LIBOR + 1.55%),
due 07/15/32(b) 144A
|
406,167
|
250,000
|
|
Barings CLO Ltd., Series 2016-2A, Class ER2, 11.75% (3 mo. USD LIBOR + 6.50%),
due 01/20/32(b) 144A
|
223,504
|
850,000
|
|
BlueMountain CLO XXIX Ltd., Series 2020-29A, Class ER, 12.12% (3 mo. USD
LIBOR + 6.86%), due 07/25/34(b) 144A
|
781,391
|
250,000
|
|
Bristol Park CLO Ltd., Series 2016-1A, Class ER, 12.26% (3 mo. USD LIBOR +
7.00%), due 04/15/29(b) 144A
|
221,969
|
800,000
|
|
Buckhorn Park CLO Ltd., Series 2019-1A, Class AR, 6.38% (3 mo. USD LIBOR +
1.12%), due 07/18/34(b) 144A
|
787,227
|
650,000
|
|
Buckhorn Park CLO Ltd., Series 2019-1A, Class DR, 8.36% (3 mo. USD LIBOR +
3.10%), due 07/18/34(b) 144A
|
588,580
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
280,000
|
|
Canyon Capital CLO Ltd., Series 2021-1A, Class E, 11.67% (3 mo. USD LIBOR +
6.41%), due 04/15/34(b) 144A
|
249,322
|
500,000
|
|
Canyon CLO Ltd., Series 2020-1A, Class BR, 6.96% (3 mo. USD LIBOR + 1.70%),
due 07/15/34(b) 144A
|
485,525
|
255,000
|
|
Canyon CLO Ltd., Series 2021-4A, Class B, 6.96% (3 mo. USD LIBOR + 1.70%), due
10/15/34(b) 144A
|
248,300
|
1,300,000
|
|
Carlyle U.S. CLO Ltd., Series 2019-2A, Class DR, 11.76% (3 mo. USD LIBOR +
6.50%), due 07/15/32(b) 144A
|
1,208,051
|
1,475,000
|
|
Carlyle U.S. CLO Ltd., Series 2019-4A, Class A2R, 6.74% (3 mo. USD Term SOFR +
1.75%), due 04/15/35(b) 144A
|
1,426,652
|
510,000
|
|
Carlyle U.S. CLO Ltd., Series 2021-8A, Class B, 6.91% (3 mo. USD LIBOR + 1.65%),
due 10/15/34(b) 144A
|
497,192
|
1,060,000
|
|
CarVal CLO VII-C Ltd., Series 2023-1A, Class A1, 6.88% (3 mo. USD Term SOFR +
2.20%), due 01/20/35(b) 144A
|
1,060,980
|
750,000
|
|
Catskill Park CLO Ltd., Series 2017-1A, Class D, 11.25% (3 mo. USD LIBOR +
6.00%), due 04/20/29(b) 144A
|
626,047
|
1,020,000
|
|
CBAM CLO Ltd., Series 2018-6A, Class B2R, 7.35% (3 mo. USD Term SOFR +
2.36%), due 01/15/31(b) 144A
|
1,002,795
|
275,000
|
|
CIFC Funding CLO Ltd., Series 2012-2RA, Class B, 6.80% (3 mo. USD Term SOFR +
1.81%), due 01/20/28(b) 144A
|
270,430
|
250,000
|
|
CIFC Funding CLO Ltd., Series 2017-1A, Class D, 8.76% (3 mo. USD LIBOR +
3.50%), due 04/23/29(b) 144A
|
246,683
|
700,000
|
|
CIFC Funding CLO Ltd., Series 2017-3A, Class C, 8.90% (3 mo. USD LIBOR +
3.65%), due 07/20/30(b) 144A
|
668,670
|
750,000
|
|
CIFC Funding CLO Ltd., Series 2018-1A, Class C, 7.01% (3 mo. USD LIBOR +
1.75%), due 04/18/31(b) 144A
|
720,953
|
919,200
|
|
Driven Brands Funding LLC, Series 2019-1A, Class A2, 4.64%, due 04/20/49 144A
|
866,767
|
1,500,000
|
|
Dryden 64 CLO Ltd., Series 2018-64A, Class D, 7.91% (3 mo. USD LIBOR + 2.65%),
due 04/18/31(b) 144A
|
1,376,415
|
900,000
|
|
Dryden 70 CLO Ltd., Series 2018-70A, Class E, 11.31% (3 mo. USD LIBOR + 6.05%),
due 01/16/32(b) 144A
|
795,961
|
630,000
|
|
Eaton Vance CLO Ltd., Series 2020-2A, Class ER, 11.76% (3 mo. USD LIBOR +
6.50%), due 01/15/35(b) 144A
|
603,872
|
350,000
|
|
Elmwood CLO XI Ltd., Series 2021-4A, Class B, 6.85% (3 mo. USD LIBOR + 1.60%),
due 10/20/34(b) 144A
|
342,463
|
258,672
|
|
Falcon Aerospace Ltd., Series 2017-1, Class A, 4.58%, due 02/15/42(b) 144A
|
243,896
|
250,000
|
|
Fortress Credit BSL CLO XII Ltd., Series 2021-4A, Class E, 12.39% (3 mo. USD
LIBOR + 7.13%), due 10/15/34(b) 144A
|
218,854
|
1,290,000
|
|
FS Rialto Issuer CLO LLC, Series 2022-FL7, Class A, 7.99% (1 mo. USD Term SOFR
+ 2.90%), due 10/19/39(b) 144A
|
1,285,747
|
1,060,000
|
|
Generate CLO 7 Ltd., Series 7A, Class B1, 7.12% (3 mo. USD LIBOR + 1.85%), due
01/22/33(b) 144A
|
1,044,523
|
250,000
|
|
Gilbert Park CLO Ltd., Series 2017-1A, Class D, 8.21% (3 mo. USD LIBOR + 2.95%),
due 10/15/30(b) 144A
|
232,711
|
750,000
|
|
GoldenTree Loan Management U.S. CLO 3 Ltd., Series 2018-3A, Class D, 8.10% (3
mo. USD LIBOR + 2.85%), due 04/20/30(b) 144A
|
719,895
|
380,000
|
|
Golub Capital Partners CLO 53B Ltd., Series 2021-53A, Class E, 11.95% (3 mo. USD
LIBOR + 6.70%), due 07/20/34(b) 144A
|
355,541
|
220,000
|
|
Golub Capital Partners CLO 66B Ltd., Series 2023-66A, Class A, 6.93% (3 mo. USD
Term SOFR + 1.95%), due 04/25/36(b) 144A
|
219,506
|
250,000
|
|
Greenwood Park CLO Ltd., Series 2018-1A, Class E, 10.21% (3 mo. USD LIBOR +
4.95%), due 04/15/31(b) 144A
|
195,766
|
250,000
|
|
Greywolf CLO II Ltd., Series 2019-1RA, Class CR, 8.90% (3 mo. USD Term SOFR +
3.91%), due 04/17/34(b) 144A
|
230,556
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
255,000
|
|
Greywolf CLO VI Ltd., Series 2018-1A, Class A2, 6.96% (3 mo. USD Term SOFR +
1.89%), due 04/26/31(b) 144A
|
250,203
|
750,000
|
|
Greywolf CLO VI Ltd., Series 2018-1A, Class D, 11.08% (3 mo. USD Term SOFR +
6.01%), due 04/26/31(b) 144A
|
649,138
|
70,915
|
|
GSAA Home Equity Trust, Series 2007-7, Class A4, 5.69% (1 mo. USD LIBOR +
0.54%), due 07/25/37(b)
|
68,079
|
290,000
|
|
Halsey Point CLO I Ltd., Series 2019-1A, Class F, 13.45% (3 mo. USD LIBOR +
8.20%), due 01/20/33(b) 144A
|
247,436
|
200,000
|
|
Hayfin US CLO XII Ltd., Series 2018-9A, Class BR, 7.07% (3 mo. USD LIBOR +
1.80%), due 04/28/31(b) 144A
|
193,767
|
1,765,000
|
|
HPS Loan Management Ltd., Series 2023-18A, Class B, 8.21% (3 mo. USD Term SOFR
+ 2.95%), due 07/20/36(b) 144A
|
1,765,882
|
204,298
|
|
KeyCorp Student Loan Trust, Series 2005-A, Class 2C, 6.84% (3 mo. USD LIBOR +
1.30%), due 12/27/38(b)
|
193,811
|
400,000
|
|
KKR CLO 14 Ltd., Series 14, Class BR, 7.06% (3 mo. USD LIBOR + 1.80%), due
07/15/31(b) 144A
|
394,516
|
870,000
|
|
KREF CLO Ltd., Series 2022-FL3, Class A, 6.53% (1 mo. USD Term SOFR + 1.45%),
due 02/17/39(b) 144A
|
851,953
|
172,135
|
|
Long Beach Mortgage Loan Trust, Series 2005-1, Class M4, 6.43% (1 mo. USD LIBOR
+ 1.28%), due 02/25/35(b)
|
166,086
|
425,000
|
|
Madison Park Funding CLO XLVIII Ltd., Series 2017-25A, Class A2R, 6.91% (3 mo.
USD LIBOR + 1.65%), due 04/25/29(b) 144A
|
418,987
|
250,000
|
|
Madison Park Funding CLO XXV Ltd., Series 2021-48A, Class B, 6.72% (3 mo. USD
LIBOR + 1.45%), due 04/19/33(b) 144A
|
244,972
|
1,405,000
|
|
Madison Park Funding CLO XXXIX Ltd., Series 2021-39A, Class D, 8.32% (3 mo.
USD LIBOR + 3.05%), due 10/22/34(b) 144A
|
1,318,973
|
400,000
|
|
Magnetite CLO XII Ltd., Series 2015-12A, Class ER, 10.94% (3 mo. USD LIBOR +
5.68%), due 10/15/31(b) 144A
|
362,858
|
500,000
|
|
Magnetite CLO XXII Ltd., Series 2019-22A, Class DR, 8.36% (3 mo. USD LIBOR +
3.10%), due 04/15/31(b) 144A
|
479,962
|
1,435,000
|
|
Magnetite CLO XXIV Ltd., Series 2019-24A, Class BR, 6.74% (3 mo. USD Term
SOFR + 1.75%), due 04/15/35(b) 144A
|
1,381,347
|
2,160,000
|
|
Magnetite CLO XXVII Ltd., Series 2020-27A, Class AR, 6.39% (3 mo. USD LIBOR +
1.14%), due 10/20/34(b) 144A
|
2,124,321
|
585,679
|
|
Magnolia Finance X DAC, Series 2020-1, 3.98%, due 08/13/24 144A
|
565,250
|
250,000
|
|
Marathon CLO 14 Ltd., Series 2019-2A, Class BA, 8.55% (3 mo. USD LIBOR +
3.30%), due 01/20/33(b) 144A
|
243,464
|
496,244
|
|
Midocean Credit CLO VIII, Series 2018-8A, Class A1R, 6.43% (3 mo. USD LIBOR +
1.05%), due 02/20/31(b) 144A
|
491,991
|
430,129
|
|
Mill City Solar Loan Ltd., Series 2019-1A, Class A, 4.34%, due 03/20/43 144A
|
383,741
|
602,599
|
|
Mosaic Solar Loan Trust, Series 2021-1A, Class D, 3.71%, due 12/20/46 144A
|
520,118
|
894,889
|
|
National Collegiate Student Loan Trust, Series 2007-2, Class A4, 5.44% (1 mo. USD
LIBOR + 0.29%), due 01/25/33(b)
|
826,260
|
370,000
|
|
Navient Private Education Refi Loan Trust, Series 2018-CA, Class B, 4.22%, due
06/16/42 144A
|
343,915
|
250,000
|
|
Neuberger Berman CLO XVIII Ltd., Series 2014-18A, Class DR2, 11.18% (3 mo. USD
LIBOR + 5.92%), due 10/21/30(b) 144A
|
222,631
|
250,000
|
|
Neuberger Berman Loan Advisers CLO 25 Ltd., Series 2017-25A, Class DR, 8.11% (3
mo. USD LIBOR + 2.85%), due 10/18/29(b) 144A
|
235,886
|
750,000
|
|
Neuberger Berman Loan Advisers CLO 33 Ltd., Series 2019-33A, Class DR, 8.16% (3
mo. USD LIBOR + 2.90%), due 10/16/33(b) 144A
|
703,228
|
500,000
|
|
Neuberger Berman Loan Advisers CLO 34 Ltd., Series 2019-34A, Class CR, 7.15% (3
mo. USD Term SOFR + 2.10%), due 01/20/35(b) 144A
|
476,391
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
2,805,000
|
|
Neuberger Berman Loan Advisers CLO 36 Ltd., Series 2020-36A, Class A1R, 6.50% (3
mo. USD LIBOR + 1.25%), due 04/20/33(b) 144A
|
2,780,784
|
480,000
|
|
Neuberger Berman Loan Advisers CLO 44 Ltd., Series 2021-44A, Class E, 11.26% (3
mo. USD LIBOR + 6.00%), due 10/16/34(b) 144A
|
448,248
|
700,000
|
|
Ocean Trails CLO IX, Series 2020-9A, Class CR, 7.81% (3 mo. USD LIBOR + 2.55%),
due 10/15/34(b) 144A
|
675,905
|
750,000
|
|
Ocean Trails CLO IX, Series 2020-9A, Class DR, 9.01% (3 mo. USD LIBOR + 3.75%),
due 10/15/34(b) 144A
|
680,914
|
650,000
|
|
Ocean Trails CLO X, Series 2020-10A, Class ER, 12.83% (3 mo. USD LIBOR +
7.57%), due 10/15/34(b) 144A
|
581,143
|
930,000
|
|
Ocean Trails CLO XIV Ltd., Series 2023-14A, Class A1, 6.78% (3 mo. USD Term
SOFR + 2.00%), due 01/20/35(b) 144A
|
928,909
|
1,285,000
|
|
OCP CLO Ltd., Series 2015-9A, Class BR2, 6.74% (3 mo. USD Term SOFR + 1.75%),
due 01/15/33(b) 144A
|
1,241,787
|
325,000
|
|
Octagon Investment Partners CLO 35 Ltd., Series 2018-1A, Class C, 7.85% (3 mo. USD
LIBOR + 2.60%), due 01/20/31(b) 144A
|
292,918
|
275,000
|
|
OHA Credit Funding CLO 2 Ltd., Series 2019-2A, Class BR, 6.86% (3 mo. USD
LIBOR + 1.60%), due 04/21/34(b) 144A
|
269,429
|
1,000,000
|
|
OHA Credit Funding CLO 4 Ltd., Series 2019-4A, Class BR, 6.92% (3 mo. USD
LIBOR + 1.65%), due 10/22/36(b) 144A
|
975,074
|
500,000
|
|
OHA Credit Funding CLO 7 Ltd., Series 2020-7A, Class AR, 6.33% (3 mo. USD Term
SOFR + 1.30%), due 02/24/37(b) 144A
|
490,351
|
850,000
|
|
Option One Mortgage Loan Trust, Series 2005-3, Class M4, 6.08% (1 mo. USD LIBOR
+ 0.93%), due 08/25/35(b)
|
672,159
|
250,000
|
|
Owl Rock CLO III Ltd., Series 2020-3A, Class A1L, 7.05% (3 mo. USD LIBOR +
1.80%), due 04/20/32(b) 144A
|
246,841
|
605,000
|
|
OZLM CLO XXIII Ltd., Series 2019-23A, Class B1R, 7.11% (3 mo. USD LIBOR +
1.85%), due 04/15/34(b) 144A
|
584,716
|
2,335,000
|
|
Palmer Square CLO Ltd., Series 2021-2A, Class A, 6.41% (3 mo. USD LIBOR +
1.15%), due 07/15/34(b) 144A
|
2,297,290
|
300,000
|
|
Palmer Square CLO Ltd., Series 2021-4A, Class B, 6.91% (3 mo. USD LIBOR +
1.65%), due 10/15/34(b) 144A
|
293,474
|
250,000
|
|
Palmer Square Loan Funding CLO Ltd., Series 2021-2A, Class A2, 6.63% (3 mo. USD
LIBOR + 1.25%), due 05/20/29(b) 144A
|
247,391
|
250,000
|
|
Palmer Square Loan Funding CLO Ltd., Series 2021-2A, Class B, 6.78% (3 mo. USD
LIBOR + 1.40%), due 05/20/29(b) 144A
|
244,558
|
890,000
|
|
Palmer Square Loan Funding CLO Ltd., Series 2022-3A, Class C, 10.39% (3 mo. USD
Term SOFR + 5.40%), due 04/15/31(b) 144A
|
893,353
|
250,000
|
|
Parallel CLO Ltd., Series 2017-1A, Class CR, 7.25% (3 mo. USD LIBOR + 2.00%), due
07/20/29(b) 144A
|
239,993
|
575,000
|
|
Park Avenue Institutional Advisers CLO Ltd., Series 2021-2A, Class B, 7.01% (3 mo.
USD LIBOR + 1.75%), due 07/15/34(b) 144A
|
553,955
|
390,000
|
|
Peace Park CLO Ltd., Series 2021-1A, Class E, 11.25% (3 mo. USD LIBOR + 6.00%),
due 10/20/34(b) 144A
|
356,651
|
438,150
|
|
Planet Fitness Master Issuer LLC, Series 2018-1A, Class A2II, 4.67%, due 09/05/48
144A
|
419,306
|
1,005,000
|
|
PPM CLO Ltd., Series 2018-1A, Class B2, 7.11% (3 mo. USD LIBOR + 1.85%), due
07/15/31(b) 144A
|
989,225
|
275,719
|
|
Renaissance Home Equity Loan Trust, Series 2003-2, Class A, 3.82% (1 mo. USD
LIBOR + 0.88%), due 08/25/33(b)
|
249,315
|
1,160,000
|
|
Residential Asset Securities Corporation Trust, Series 2006-KS2, Class M3, 5.77% (1
mo. USD LIBOR + 0.62%), due 03/25/36(b)
|
1,078,565
|
1,485,000
|
|
Rockford Tower CLO Ltd., Series 2018-1A, Class A, 6.48% (3 mo. USD LIBOR +
1.10%), due 05/20/31(b) 144A
|
1,470,509
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
325,000
|
|
Rockford Tower CLO Ltd., Series 2021-3A, Class B, 7.00% (3 mo. USD LIBOR +
1.75%), due 10/20/34(b) 144A
|
312,638
|
720,000
|
|
RR CLO 18 Ltd., Series 2021-18A, Class D, 11.51% (3 mo. USD LIBOR + 6.25%), due
10/15/34(b) 144A
|
687,421
|
180,000
|
|
Saranac CLO III Ltd., Series 2014-3A, Class DR, 8.77% (3 mo. USD LIBOR + 3.25%),
due 06/22/30(b) 144A
|
145,618
|
430,000
|
|
Sculptor CLO XXVI Ltd., Series 26A, Class E, 12.50% (3 mo. USD LIBOR + 7.25%),
due 07/20/34(b) 144A
|
380,361
|
515,000
|
|
Sixth Street CLO XVIII Ltd., Series 2021-18A, Class D, 8.15% (3 mo. USD LIBOR +
2.90%), due 04/20/34(b) 144A
|
481,885
|
63,000
|
|
SLM Private Credit Student Loan Trust, Series 2003-A, Class A3, 8.66%, due
06/15/32(c)
|
62,770
|
50,000
|
|
SLM Private Credit Student Loan Trust, Series 2003-B, Class A3, 8.65%, due 03/15/33(c)
|
51,960
|
636,379
|
|
SMB Private Education Loan Trust, Series 2021-A, Class D1, 3.86%, due 01/15/53
144A
|
579,654
|
1,500,000
|
|
SMB Private Education Loan Trust, Series 2023-B, Class B, 5.77%, due 10/16/56 144A
|
1,467,116
|
2,600,000
|
|
Sound Point CLO XXVII Ltd., Series 2020-2A, Class AR, 6.44% (3 mo. USD LIBOR +
1.18%), due 10/25/34(b) 144A
|
2,532,262
|
940,000
|
|
Southwick Park CLO LLC, Series 2019-4A, Class DR, 8.20% (3 mo. USD LIBOR +
2.95%), due 07/20/32(b) 144A
|
867,610
|
672,210
|
|
Stonepeak ABS, Series 2021-1A, Class A, 2.68%, due 02/28/33 144A
|
597,960
|
1,050,000
|
|
Sycamore Tree CLO Ltd., Series 2023-2A, Class A, 7.24% (3 mo. USD Term SOFR +
2.33%), due 04/20/35(b) 144A
|
1,052,754
|
930,000
|
|
Symphony CLO Ltd., Series 2022-37A, Class A1A, 6.55% (3 mo. USD Term SOFR +
2.30%), due 10/20/34(b) 144A
|
932,134
|
1,000,000
|
|
Symphony CLO XXV Ltd., Series 2021-25A, Class D, 8.87% (3 mo. USD LIBOR +
3.60%), due 04/19/34(b) 144A
|
953,105
|
280,000
|
|
TCI-Symphony CLO Ltd., Series 2016-1A, Class DR2, 8.34% (3 mo. USD LIBOR +
3.10%), due 10/13/32(b) 144A
|
260,727
|
800,000
|
|
TCI-Symphony CLO Ltd., Series 2016-1A, Class ER2, 11.99% (3 mo. USD LIBOR +
6.75%), due 10/13/32(b) 144A
|
691,074
|
3,715,000
|
|
THL Credit Wind River CLO Ltd., Series 2017-4A, Class B, 6.83% (3 mo. USD LIBOR
+ 1.45%), due 11/20/30(b) 144A
|
3,659,204
|
2,710,000
|
|
Trinitas CLO XVI Ltd., Series 2021-16A, Class A1, 6.43% (3 mo. USD LIBOR +
1.18%), due 07/20/34(b) 144A
|
2,663,326
|
650,000
|
|
TSTAT CLO Ltd., Series 2022-2A, Class C, 9.31% (3 mo. USD Term SOFR + 4.80%),
due 01/20/31(b) 144A
|
656,521
|
500,000
|
|
Venture 43 CLO Ltd., Series 2021-43A, Class D, 8.73% (3 mo. USD LIBOR + 3.47%),
due 04/15/34(b) 144A
|
429,918
|
1,500,000
|
|
Verde CLO Ltd., Series 2019-1A, Class DR, 8.51% (3 mo. USD LIBOR + 3.25%), due
04/15/32(b) 144A
|
1,402,351
|
250,000
|
|
Voya CLO Ltd., Series 2016-3A, Class A1R, 6.45% (3 mo. USD LIBOR + 1.19%), due
10/18/31(b) 144A
|
247,845
|
660,000
|
|
Voya CLO Ltd., Series 2017-2A, Class A2AR, 6.91% (3 mo. USD LIBOR + 1.65%),
due 06/07/30(b) 144A
|
646,701
|
260,000
|
|
Voya CLO Ltd., Series 2017-3A, Class DR, 12.20% (3 mo. USD LIBOR + 6.95%), due
04/20/34(b) 144A
|
236,499
|
350,000
|
|
Wellfleet CLO Ltd., Series 2017-2A, Class C, 8.65% (3 mo. USD LIBOR + 3.40%), due
10/20/29(b) 144A
|
316,602
|
255,000
|
|
Whitebox CLO I Ltd., Series 2019-1A, Class ANBR, 6.97% (3 mo. USD LIBOR +
1.70%), due 07/24/32(b) 144A
|
250,864
|
260,000
|
|
Whitebox CLO II Ltd., Series 2020-2A, Class A1R, 6.49% (3 mo. USD LIBOR +
1.22%), due 10/24/34(b) 144A
|
256,314
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Asset Backed Securities — continued
|
|
1,120,000
|
|
Whitebox CLO IV Ltd., Series 2023-4A, Class A1, 6.93% (3 mo. USD Term SOFR +
2.15%), due 04/20/36(b) 144A
|
1,123,100
|
410,000
|
|
Whitehorse CLO XII Ltd., Series 2018-12A, Class D, 8.91% (3 mo. USD LIBOR +
3.65%), due 10/15/31(b) 144A
|
365,247
|
250,000
|
|
Wind River CLO Ltd., Series 2021-4A, Class B, 6.90% (3 mo. USD LIBOR + 1.65%),
due 01/20/35(b) 144A
|
239,810
|
420,000
|
|
Z Capital Credit Partners CLO Ltd., Series 2021-1A, Class D, 9.46% (3 mo. USD
LIBOR + 4.20%), due 07/15/33(b) 144A
|
384,521
|
|
|
|
95,796,156
|
|
|
Bank Loans — 11.4%
|
|
1,954,178
|
|
19th Holdings Golf LLC, 2022 Term Loan B, 8.52% (1 mo. USD Term SOFR + 3.35%),
due 02/07/29(b)
|
1,908,987
|
400,000
|
|
Access CIG LLC, 2018 1st Lien Term Loan, 8.94% (1 mo. USD LIBOR + 3.75%), due
02/27/25(b)
|
395,800
|
1,160
|
|
ACProducts, Inc., 2021 Term Loan B, 9.78% (3 mo. USD LIBOR + 4.25%), due
05/17/28(b)
|
977
|
122,091
|
|
Acrisure LLC, 2020 Term Loan B, 8.69% (1 mo. USD LIBOR + 3.50%), due
02/15/27(b)
|
118,988
|
989,950
|
|
Acrisure LLC, 2021 First Lien Term Loan B, 9.43% (1 mo. USD LIBOR + 4.25%), due
02/15/27(b)
|
972,213
|
805,950
|
|
Acrisure LLC, 2022 Incremental Term Loan, 10.82% (3 mo. USD Term SOFR +
5.75%), due 02/15/27(b)
|
809,980
|
432,025
|
EUR
|
Adevinta ASA, EUR Term Loan B, 6.30% (3 mo. EUR EURIBOR + 2.75%), due
06/26/28(b)
|
470,161
|
136,653
|
EUR
|
Adevinta ASA, EUR Term Loan B, 6.35% (3 mo. EUR EURIBOR + 2.75%), due
06/26/28(b)
|
148,715
|
169,681
|
|
Adtalem Global Education Inc., 2021 Term Loan B, 9.19% (1 mo. USD LIBOR +
4.00%), due 08/12/28(b)
|
170,105
|
750,000
|
|
Agiliti Health, Inc., 2023 Term Loan, 8.16% (1 mo. USD Term SOFR + 3.00%), due
05/01/30(b)
|
747,656
|
775,918
|
|
Allen Media LLC, 2021 Term Loan B, 10.89% (3 mo. USD LIBOR + 5.50%), due
02/10/27(b)
|
671,945
|
1,555,778
|
|
Allied Universal Holdco LLC, 2021 USD Incremental Term Loan B, 8.95% (1 mo. USD
Term SOFR + 3.75%), due 05/12/28(b)
|
1,511,633
|
560,000
|
|
Allied Universal Holdco LLC, 2023 Term Loan B, 9.88% (3 mo. USD Term SOFR +
4.75%), due 05/12/28(b)
|
546,280
|
1,204,750
|
|
AllSpring Buyer LLC, Term Loan B, 8.53% (3 mo. USD LIBOR + 3.00%), due
11/01/28(b)
|
1,186,980
|
1,290,250
|
|
Amentum Government Services Holdings LLC, 2022 Term Loan, 9.15% (1 mo. USD
Term SOFR + 4.00%), due 02/15/29(b)
|
1,264,445
|
489,627
|
|
Amentum Government Services Holdings LLC, Term Loan B, 9.22% (1 mo. USD Term
SOFR + 4.00%), due 01/29/27(b)
|
483,506
|
1,710,562
|
|
American Airlines, Inc., 2021 Term Loan, 10.00% (3 mo. USD LIBOR + 4.75%), due
04/20/28(b)
|
1,751,799
|
1,282,053
|
|
AMG Advanced Metallurgical Group NV, 2018 Term Loan B, 8.72% (1 mo. USD Term
SOFR + 3.50%), due 11/30/28(b)
|
1,272,438
|
1,258,552
|
|
AmWINS Group, Inc., 2021 Term Loan B, 7.44% (1 mo. USD LIBOR + 2.25%), due
02/19/28(b)
|
1,247,969
|
992,506
|
|
AmWINS Group, Inc., 2023 Incremental Term Loan B TBD, due 02/19/28(d)
|
991,162
|
343,765
|
|
Anticimex International AB, 2021 USD Term Loan B1, 8.45% (3 mo. USD Term SOFR
+ 3.40%), due 11/16/28(b)
|
340,328
|
145,929
|
|
Apollo Commercial Real Estate Finance, Inc. REIT, 2021 Incremental Term Loan B1,
8.58% (1 mo. USD Term SOFR + 3.50%), due 03/11/28(b)
|
132,795
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Bank Loans — continued
|
|
1,471,207
|
|
Arctic Canadian Diamond Co. Ltd., 2nd Lien PIK Term Loan, 9.54% (3 mo. USD
LIBOR + 4.00%, 12.50% PIK), due 12/31/27(b)(e)(f)
|
1,294,368
|
1,305,940
|
EUR
|
Aruba Investments, Inc., 2020 EUR Term Loan, 7.42% (1 mo. EUR EURIBOR +
4.00%), due 11/24/27(b)
|
1,367,790
|
645,988
|
|
Aruba Investments, Inc., 2020 USD Term Loan, 9.19% (1 mo. USD LIBOR + 4.00%),
due 11/24/27(b)
|
627,415
|
900,000
|
|
Asurion LLC, 2021 Second Lien Term Loan B4, 10.40% (1 mo. USD LIBOR + 5.25%),
due 01/20/29(b)
|
759,825
|
494,224
|
|
Asurion LLC, 2021 Term Loan B9, 8.79% (3 mo. USD LIBOR + 3.25%), due
07/31/27(b)
|
470,594
|
608,429
|
|
Asurion LLC, 2022 Term Loan B10, 9.20% (1 mo. USD Term SOFR + 4.00%), due
08/19/28(b)
|
576,740
|
105,909
|
|
Athenahealth Group, Inc., 2022 Term Loan B, 8.59% (1 mo. USD Term SOFR +
3.50%), due 02/15/29(b)
|
101,578
|
1,476,730
|
|
Autokiniton US Holdings, Inc., 2021 Term Loan B, 9.58% (1 mo. USD Term SOFR +
4.50%), due 04/06/28(b)
|
1,470,638
|
1,240,000
|
|
Belron Finance US LLC, 2023 Term Loan, 7.83% (3 mo. USD Term SOFR + 2.75%),
due 04/18/29(b)
|
1,242,325
|
1,118,000
|
EUR
|
Belron Luxembourg Sarl, 2021 EUR Term Loan B, 5.71% (3 mo. EUR EURIBOR +
2.43%), due 04/13/28(b)
|
1,220,174
|
287,207
|
|
Brown Group Holding LLC, 2022 Incremental Term Loan B2, 8.86% (1 mo. USD Term
SOFR+ 3.75%), due 07/02/29(b)
|
287,002
|
823,574
|
|
Brown Group Holding LLC, 2022 Incremental Term Loan B2, 8.80% (3 mo. USD Term
SOFR + 3.75%), due 07/02/29(b)
|
822,986
|
31,342
|
|
Brown Group Holding LLC, 2022 Incremental Term Loan B2, 9.01% (3 mo. USD Term
SOFR + 3.75%), due 07/02/29(b)
|
31,320
|
497,288
|
|
Brown Group Holding LLC, Term Loan B, 7.70% (1 mo. USD Term SOFR + 2.50%),
due 06/07/28(b)
|
490,710
|
319,200
|
|
Caesars Entertainment Corp., Term Loan B, 8.45% (1 mo. USD Term SOFR + 3.25%),
due 02/06/30(b)
|
319,579
|
414,692
|
|
Camelot U.S. Acquisition LLC, 2020 Incremental Term Loan B, 8.22% (1 mo. USD
Term SOFR + 3.00%), due 10/30/26(b)
|
414,433
|
660,604
|
|
Camelot U.S. Acquisition LLC, Term Loan B, 8.22% (1 mo. USD Term SOFR +
3.00%), due 10/30/26(b)
|
660,191
|
1,768,545
|
|
Cano Health LLC, 2022 Term Loan, 9.20% (1 mo. USD Term SOFR + 4.00%), due
11/23/27(b)
|
1,492,210
|
559,252
|
|
Cardinal Parent, Inc., 2020 Term Loan B, 9.89% (3 mo. USD LIBOR + 4.50%), due
11/12/27(b)
|
496,336
|
858,446
|
EUR
|
Carnival Corp., EUR Term Loan B, 7.17% (1 mo. EUR EURIBOR + 3.75%), due
06/30/25(b)
|
932,858
|
794,230
|
|
Carriage Purchaser, Inc., 2021 Term Loan B, 9.49% (1 mo. USD Term SOFR + 4.25%),
due 09/30/28(b)
|
779,835
|
1,992,494
|
|
CDK Global, Inc., 2022 USD Term Loan B, 9.49% (3 mo. USD Term SOFR + 4.25%),
due 07/06/29(b)
|
1,989,097
|
1,000,454
|
|
Cengage Learning, Inc., 2021 Term Loan B TBD, due 07/14/26(d)
|
982,508
|
878,620
|
|
Chamberlain Group, Inc., Term Loan B, 8.45% (1 mo. USD Term SOFR + 3.25%), due
11/03/28(b)
|
860,132
|
1,490,000
|
|
Cinemark USA, Inc., 2023 Term Loan B, 8.83% (1 mo. USD Term SOFR + 3.75%), due
05/24/30(b)
|
1,485,810
|
2,455,783
|
|
Citadel Securities LP, 2021 Term Loan B, 7.72% (1 mo. USD Term SOFR + 2.50%),
due 02/02/28(b)
|
2,455,125
|
997,650
|
|
City Brewing Co. LLC, Closing Date Term Loan, 8.76% (3 mo. USD LIBOR + 3.50%),
due 04/05/28(b)
|
658,449
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Bank Loans — continued
|
|
900,000
|
|
Clarios Global LP, 2023 Incremental Term Loan, 8.85% (1 mo. USD Term SOFR +
3.75%), due 05/06/30(b)
|
897,750
|
972,238
|
|
Clear Channel Outdoor Holdings, Inc., Term Loan B, 8.81% (3 mo. USD Term SOFR +
3.50%), due 08/21/26(b)
|
931,439
|
160,000
|
|
Cloudera, Inc., 2021 Second Lien Term Loan, 11.08% (1 mo. USD Term SOFR +
6.00%), due 10/08/29(b)
|
145,600
|
722,700
|
|
Clydesdale Acquisition Holdings, Inc., Term Loan B, 9.38% (1 mo. USD Term SOFR +
4.18%), due 04/13/29(b)
|
712,694
|
2,099,944
|
|
CommScope, Inc., 2019 Term Loan B, 8.44% (1 mo. USD LIBOR + 3.25%), due
04/06/26(b)
|
2,018,571
|
175,968
|
|
CoreLogic, Inc., Term Loan, 8.75% (1 mo. USD LIBOR + 3.50%), due 06/02/28(b)
|
159,325
|
1,513,000
|
|
Crown Subsea Communications Holding, Inc., 2023 Incremental Term Loan, 10.52% (1
mo. USD Term SOFR + 5.25%), due 04/27/27(b)
|
1,516,783
|
591,905
|
|
CTC Holdings LP, Term Loan B, 10.34% (3 mo. USD Term SOFR + 5.00%), due
02/20/29(b)
|
580,066
|
1,705,621
|
|
DCert Buyer, Inc., 2019 Term Loan B, 9.26% (3 mo. USD Term SOFR + 4.00%), due
10/16/26(b)
|
1,696,561
|
915,200
|
|
DCert Buyer, Inc., 2021 2nd Lien Term Loan, 12.26% (3 mo. USD Term SOFR +
7.00%), due 02/19/29(b)
|
857,046
|
840,272
|
|
Deerfield Dakota Holding LLC, 2020 USD Term Loan B, 8.99% (3 mo. USD Term
SOFR + 3.75%), due 04/09/27(b)
|
816,376
|
288,100
|
|
Deerfield Dakota Holding LLC, 2021 USD 2nd Lien Term Loan, 12.29% (3 mo. USD
LIBOR + 6.75%), due 04/07/28(b)
|
271,174
|
2,757,606
|
|
DirecTV Financing LLC, Term Loan, 10.22% (1 mo. USD LIBOR + 5.00%), due
08/02/27(b)
|
2,701,960
|
1,655,318
|
|
Dun & Bradstreet Corp., Term Loan, 8.43% (1 mo. USD Term SOFR + 3.25%), due
02/06/26(b)
|
1,659,309
|
350,562
|
|
Electron BidCo, Inc., 2021 Term Loan, 8.22% (1 mo. USD Term SOFR + 3.00%), due
11/01/28(b)
|
349,598
|
1,096,633
|
|
Embecta Corp., Term Loan B, 8.34% (6 mo. USD Term SOFR + 3.00%), due
03/30/29(b)
|
1,090,293
|
224,839
|
|
Empire Today LLC, 2021 Term Loan B, 10.15% (1 mo. USD LIBOR + 5.00%), due
04/03/28(b)
|
178,934
|
531,807
|
|
Emrld Borrower LP, Term Loan B, 8.26% (3 mo. USD Term SOFR + 3.00%), due
05/31/30(b)
|
532,472
|
570,000
|
|
Emrld Borrower LP, Term Loan B TBD, due 05/31/30(d)
|
570,713
|
937,879
|
|
Endure Digital, Inc., Term Loan, 8.79% (3 mo. USD LIBOR + 3.50%), due 02/10/28(b)
|
870,469
|
337,725
|
|
EP Purchaser LLC, 2021 Term Loan B, 9.00% (3 mo. USD Term SOFR + 3.50%), due
11/06/28(b)
|
332,237
|
177,947
|
|
Equinox Holdings, Inc., 2020 Term Loan B2, 14.54% (3 mo. USD LIBOR + 9.00%),
due 03/08/24(b)
|
166,825
|
71,569
|
|
EyeCare Partners LLC, 2020 Term Loan, 9.25% (3 mo. USD Term SOFR + 3.75%), due
02/18/27(b)
|
53,251
|
440,000
|
|
EyeCare Partners LLC, 2021 2nd Lien Term Loan, 12.25% (3 mo. USD Term SOFR +
6.75%), due 11/15/29(b)
|
303,050
|
474,000
|
|
EyeCare Partners LLC, 2021 Incremental Term Loan, 9.25% (3 mo. USD Term SOFR +
3.75%), due 11/15/28(b)
|
349,338
|
995,000
|
|
EyeCare Partners LLC, 2022 Incremental Term Loan, 9.84% (3 mo. USD Term SOFR +
4.50%), due 11/15/28(b)
|
744,591
|
817,550
|
|
Fanatics Commerce Intermediate Holdco LLC, Term Loan B, 8.61% (3 mo. USD Term
SOFR + 3.25%), due 11/24/28(b)
|
816,273
|
190,000
|
|
First Brands Group LLC, 2021 2nd Lien Term Loan, 13.60% (3 mo. USD LIBOR +
8.50%), due 03/30/28(b)
|
172,900
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Bank Loans — continued
|
|
650,000
|
|
First Brands Group LLC, 2022 Incremental Term Loan, 10.25% (3 mo. USD Term
SOFR + 5.00%), due 03/30/27(b)
|
634,563
|
480,426
|
|
Focus Financial Partners LLC, 2021 Term Loan B4, 7.60% (1 mo. USD Term SOFR +
2.50%), due 06/30/28(b)
|
475,521
|
113,573
|
EUR
|
Froneri International Ltd., 2020 EUR Term Loan B1, 5.07% (6 mo. EUR EURIBOR +
2.13%), due 01/29/27(b)
|
120,914
|
652,099
|
|
Gainwell Acquisition Corp., Term Loan B, 9.24% (3 mo. USD Term SOFR + 4.00%),
due 10/01/27(b)
|
642,318
|
2,323,926
|
|
Garda World Security Corp., 2021 Term Loan B, 9.43% (1 mo. USD Term SOFR +
4.25%), due 10/30/26(b)
|
2,314,630
|
724,525
|
|
Garda World Security Corp., 2022 Term Loan B, 9.33% (1 mo. USD Term SOFR +
4.25%), due 02/01/29(b)
|
717,823
|
989,770
|
|
Genesee & Wyoming, Inc., Term Loan, 7.34% (3 mo. USD Term SOFR + 2.00%), due
12/30/26(b)
|
989,725
|
728,094
|
|
Geo Group, Inc., 2022 Tranche 1 Term Loan, TBD, due 03/23/27(d)
|
740,835
|
324,617
|
|
Global Medical Response, Inc., 2020 Term Loan B, 9.44% (1 mo. USD LIBOR +
4.25%), due 10/02/25(b)
|
185,496
|
868,436
|
|
Gray Television, Inc., 2021 Term Loan D, 8.27% (1 mo. USD Term SOFR + 3.00%),
due 12/01/28(b)
|
851,501
|
2,484,843
|
|
Great Outdoors Group LLC, 2021 Term Loan B1, 8.94% (1 mo. USD LIBOR + 3.75%),
due 03/06/28(b)
|
2,469,313
|
525,046
|
|
Greystone Select Financial LLC, Term Loan B, 10.27% (3 mo. USD LIBOR + 5.00%),
due 06/16/28(b)
|
498,794
|
1,464,000
|
|
Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, 7.41% (3 mo. USD
Term SOFR + 2.00%), due 11/15/27(b)
|
1,443,740
|
1,540,000
|
|
Harbor Freight Tools USA, Inc., 2021 Term Loan B, 7.97% (1 mo. USD Term SOFR +
2.75%), due 10/19/27(b)
|
1,521,713
|
377,150
|
|
Hayward Industries, Inc., 2022 Term Loan, 8.45% (1 mo. USD Term SOFR + 3.25%),
due 05/30/28(b)
|
371,139
|
179,550
|
|
Howden Group Holdings Ltd., 2023 USD Term Loan B, 9.10% (1 mo. USD Term SOFR
+ 4.00%), due 04/18/30(b)
|
179,438
|
988,383
|
|
Hudson River Trading LLC, 2021 Term Loan, 8.22% (1 mo. USD Term SOFR +
3.00%), due 03/20/28(b)
|
964,909
|
1,214,564
|
|
II-VI, Inc., 2022 Term Loan B, 7.97% (1 mo. USD Term SOFR + 2.75%), due
07/02/29(b)
|
1,215,575
|
620,500
|
|
Ingram Micro, Inc., 2021 Term Loan B, 9.04% (3 mo. USD LIBOR + 3.50%), due
06/30/28(b)
|
619,466
|
521,621
|
|
IXS Holdings, Inc., 2020 Term Loan B, 9.48% (3 mo. USD Term SOFR + 4.25%), due
03/05/27(b)
|
457,396
|
1,614,520
|
|
Jazz Financing Lux SARL, USD Term Loan, 8.86% (1 mo. USD LIBOR + 3.50%), due
05/05/28(b)
|
1,614,645
|
1,936,411
|
|
Jump Financial LLC, Term Loan B, 10.00% (3 mo. USD Term SOFR + 4.50%), due
08/07/28(b)
|
1,854,114
|
748,600
|
|
Knight Health Holdings LLC, Term Loan B, 10.44% (1 mo. USD LIBOR + 5.25%), due
12/23/28(b)
|
320,962
|
834,781
|
|
Lakeshore Intermediate LLC, Term Loan, 8.72% (1 mo. USD Term SOFR + 3.50%),
due 09/29/28(b)
|
830,607
|
300,847
|
|
Leslie's Poolmart, Inc., 2021 Term Loan B, 7.97% (1 mo. USD LIBOR + 2.75%), due
03/09/28(b)
|
300,513
|
1,072,500
|
|
LIDS Holdings, Inc., Term Loan, 10.87% (3 mo. USD Term SOFR + 5.50%), due
12/14/26(b)
|
1,008,150
|
476,000
|
EUR
|
Lonza Group AG, EUR Term Loan B, 7.52% (3 mo. EUR EURIBOR + 3.93%), due
07/03/28(b)
|
433,369
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Bank Loans — continued
|
|
689,500
|
|
LRS Holdings LLC, Term Loan B, 9.47% (1 mo. USD Term SOFR + 4.25%), due
08/31/28(b)
|
686,053
|
738,750
|
|
Magenta Buyer LLC, 2021 USD 1st Lien Term Loan, 10.03% (3 mo. USD LIBOR +
4.75%), due 07/27/28(b)
|
558,372
|
930,000
|
|
Magenta Buyer LLC, 2021 USD 2nd Lien Term Loan, 13.53% (3 mo. USD LIBOR +
8.25%), due 07/27/29(b)
|
613,800
|
2,463,583
|
|
MajorDrive Holdings IV LLC, Term Loan B, 9.50% (3 mo. USD LIBOR + 4.00%), due
06/01/28(b)
|
2,413,543
|
598,473
|
|
Mavis Tire Express Services Corp., 2021 Term Loan B, 9.22% (1 mo. USD Term SOFR
+ 4.00%), due 05/04/28(b)
|
593,611
|
539,631
|
|
McGraw-Hill Global Education Holdings LLC, 2021 Term Loan, 9.95% (1 mo. USD
LIBOR + 4.75%), due 07/28/28(b)
|
506,831
|
399,242
|
|
McGraw-Hill Global Education Holdings LLC, 2021 Term Loan, 10.33% (6 mo. USD
LIBOR + 4.75%), due 07/28/28(b)
|
374,976
|
942,628
|
|
Medline Borrower LP, USD Term Loan B, 8.35% (1 mo. USD Term SOFR + 3.25%),
due 10/23/28(b)
|
933,033
|
1,089,000
|
|
MH Sub I LLC, 2023 Term Loan, 9.35% (1 mo. USD Term SOFR + 4.25%), due
05/03/28(b)
|
1,044,986
|
798,561
|
|
Michaels Cos., Inc., 2021 Term Loan B, 9.75% (3 mo. USD LIBOR + 4.25%), due
04/15/28(b)
|
708,723
|
2,005,920
|
|
MKS Instruments, Inc., 2022 USD Term Loan B, 7.94% (1 mo. USD Term SOFR +
2.75%), due 08/17/29(b)
|
2,005,920
|
182,123
|
|
MRI Software LLC, 2020 Term Loan, 11.04% (3 mo. USD LIBOR + 5.50%), due
02/10/26(b)
|
177,115
|
315,863
|
|
MRI Software LLC, 2020 Term Loan B, 10.84% (3 mo. USD Term SOFR + 5.50%),
due 02/10/26(b)
|
303,229
|
1,502,308
|
|
NCL Corp. Ltd., 2022 Term Loan A3, Class C, 7.59% (3 mo. USD Term SOFR +
2.25%), due 01/02/25(b)
|
1,491,040
|
2,139,898
|
|
NCR Corp., 2019 Term Loan, 7.78% (3 mo. USD LIBOR + 2.50%), due 08/28/26(b)
|
2,127,861
|
1,350,000
|
|
Neptune Bidco U.S., Inc., 2022 USD Term Loan A TBD, due 04/11/29(d)
|
1,176,609
|
1,909,000
|
|
Neptune Bidco U.S., Inc., 2022 USD Term Loan B, 10.00% (3 mo. USD Term SOFR +
5.00%), due 04/11/29(b)
|
1,686,682
|
623,000
|
EUR
|
Olympus Water U.S. Holding Corp., 2021 EUR Term Loan B, 7.60% (3 mo. EUR
EURIBOR + 4.00%), due 11/09/28(b)
|
647,124
|
992,694
|
|
Olympus Water U.S. Holding Corp., 2021 USD Term Loan B, 9.25% (3 mo. USD Term
SOFR + 3.75%), due 11/09/28(b)
|
957,950
|
911,400
|
|
One Call Corp., 2021 Term Loan, 10.83% (3 mo. USD LIBOR + 5.50%), due
04/22/27(b)
|
660,765
|
796,117
|
EUR
|
Organon & Co., EUR Term Loan B, 6.49% (3 mo. EUR EURIBOR + 3.00%), due
06/02/28(b)
|
862,321
|
463,498
|
|
Oscar AcquisitionCo LLC, Term Loan B, 9.84% (3 mo. USD Term SOFR + 4.50%), due
04/29/29(b)
|
453,504
|
413,711
|
|
Pacific Bells LLC, Term Loan B, 10.04% (3 mo. USD LIBOR + 4.50%), due 11/10/28(b)
|
406,126
|
1,019,285
|
|
Parexel International Corp., 2021 1st Lien Term Loan, 8.44% (1 mo. USD LIBOR +
3.25%), due 11/15/28(b)
|
1,012,823
|
843,331
|
EUR
|
Paysafe Holdings (US) Corp., EUR Term Loan B2, 6.42% (1 mo. EUR EURIBOR +
3.00%), due 06/28/28(b)
|
866,404
|
1,073,529
|
|
PECF USS Intermediate Holding III Corp., Term Loan B, 9.52% (3 mo. USD LIBOR +
4.25%), due 12/15/28(b)
|
873,510
|
563,069
|
|
Peraton Corp., 2nd Lien Term Loan B1, 12.98% (3 mo. USD Term SOFR + 7.75%), due
02/01/29(b)
|
547,233
|
2,491,584
|
|
Peraton Corp., Term Loan B, 8.95% (1 mo. USD Term SOFR + 3.75%), due 02/01/28(b)
|
2,452,875
|
2,013,629
|
|
PetSmart, Inc., 2021 Term Loan B, 8.83% (1 mo. USD Term SOFR + 3.75%), due
02/11/28(b)
|
2,015,306
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Bank Loans — continued
|
|
989,848
|
|
Planview Parent, Inc., Term Loan, 9.50% (3 mo. USD Term SOFR + 4.00%), due
12/17/27(b)
|
943,139
|
893,250
|
|
Polyconcept Holding BV, Term Loan B, 10.60% (1 mo. USD Term SOFR + 5.50%), due
05/18/29(b)
|
849,257
|
161,211
|
|
Prime Security Services Borrower LLC, 2021 Term Loan, 7.94% (1 mo. USD LIBOR +
2.75%), due 09/23/26(b)
|
161,304
|
665,124
|
|
Proofpoint, Inc., 1st Lien Term Loan, 8.44% (1 mo. USD LIBOR + 3.25%), due
08/31/28(b)
|
651,729
|
602,375
|
|
Quikrete Holdings, Inc., 2021 Term Loan B1, 8.22% (1 mo. USD LIBOR + 3.00%), due
03/18/29(b)
|
603,504
|
1,032,631
|
|
R.R. Donnelley & Sons Co., 2023 Term Loan B, 12.45% (1 mo. USD Term SOFR +
7.25%), due 03/08/28(b)
|
1,027,790
|
9,407
|
|
R.R. Donnelley & Sons Co., 2023 Term Loan B, 14.50% (U.S. (Fed) Prime Rate +
6.25%), due 03/08/28(b)
|
9,363
|
784,485
|
|
Rackspace Technology Global, Inc., 2021 Term Loan B, 8.00% (1 mo. USD Term SOFR
+ 2.75%), due 02/15/28(b)
|
364,589
|
950,617
|
|
Rand Parent LLC, 2023 Term Loan B, 9.49% (3 mo. USD Term SOFR + 4.25%), due
03/17/30(b)
|
884,866
|
776,175
|
|
Redstone Holdco 2 LP, 2021 Term Loan, 10.01% (3 mo. USD LIBOR + 4.75%), due
04/27/28(b)
|
648,268
|
640,000
|
|
RegionalCare Hospital Partners Holdings, Inc., 2018 Term Loan B, 9.02% (3 mo. USD
LIBOR + 3.75%), due 11/16/25(b)
|
595,200
|
285,062
|
|
Resolute Investment Managers, Inc., 2020 Term Loan C, 9.77% (3 mo. USD LIBOR +
4.25%), due 04/30/24(b)
|
210,946
|
941,000
|
EUR
|
Roper Industrial Products Investment Co. LLC, EUR Term Loan, 8.85% (3 mo. EUR
EURIBOR + 5.25%), due 11/22/29(b)
|
1,010,377
|
1,545,000
|
|
Roper Industrial Products Investment Co. LLC, USD Term Loan, 9.74% (3 mo. USD
Term SOFR + 4.50%), due 11/22/29(b)
|
1,540,655
|
943,443
|
|
RVR Dealership Holdings LLC, Term Loan B, 8.97% (1 mo. USD Term SOFR +
3.75%), due 02/08/28(b)
|
879,761
|
3,800,226
|
|
Sedgwick Claims Management Services, Inc., 2023 Term Loan B, 8.85% (1 mo. USD
Term SOFR + 3.75%), due 02/17/28(b)
|
3,781,521
|
908,193
|
|
Sinclair Television Group, Inc., 2022 Term Loan B4, 8.95% (1 mo. USD Term SOFR +
3.75%), due 04/21/29(b)
|
687,956
|
618,974
|
|
SkyMiles IP Ltd., 2020 Skymiles Term Loan B, 8.80% (3 mo. USD Term SOFR +
3.75%), due 10/20/27(b)
|
643,578
|
845,729
|
|
Smyrna Ready Mix Concrete LLC, Term Loan B, 9.34% (1 mo. USD Term SOFR +
4.25%), due 04/02/29(b)
|
846,786
|
2,214,532
|
|
Solis IV BV, USD Term Loan B1, 8.67% (3 mo. USD Term SOFR + 3.50%), due
02/26/29(b)
|
2,111,419
|
760,000
|
|
Sotera Health Holdings LLC, 2023 Incremental Term Loan B, 8.82% (6 mo. USD Term
SOFR + 3.75%), due 12/11/26(b)
|
760,950
|
585,046
|
|
Spencer Spirit IH LLC, Term Loan B, 11.20% (1 mo. USD Term SOFR + 6.00%), due
06/19/26(b)
|
579,634
|
1,019,553
|
|
SPX Flow, Inc., 2022 Term Loan, 9.70% (1 mo. USD Term SOFR + 4.50%), due
04/05/29(b)
|
1,005,109
|
488,223
|
|
Station Casinos LLC, 2020 Term Loan B, 7.45% (1 mo. USD LIBOR + 2.25%), due
02/08/27(b)
|
487,482
|
470,800
|
|
Telenet Financing USD LLC, 2020 USD Term Loan AR, 7.19% (1 mo. USD LIBOR +
2.00%), due 04/30/28(b)
|
463,150
|
305,939
|
|
Thermostat Purchaser III, Inc., Term Loan, 9.91% (3 mo. USD Term SOFR + 4.50%),
due 08/31/28(b)
|
299,820
|
668,325
|
|
Topgolf Callaway Brands Corp., Term Loan B, 8.70% (1 mo. USD Term SOFR +
3.50%), due 03/15/30(b)
|
667,824
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Bank Loans — continued
|
|
744,801
|
|
Triton Water Holdings, Inc., Term Loan, 5.24% (3 mo. USD LIBOR + 0.00%), due
03/31/28(b)
|
722,644
|
182,979
|
|
TruGreen Ltd. Partnership, 2020 2nd Lien Term Loan, 13.77% (3 mo. USD LIBOR +
8.50%), due 11/02/28(b)
|
108,873
|
1,882,050
|
|
U.S. Renal Care, Inc., 2019 Term Loan B, 10.19% (1 mo. USD LIBOR + 5.00%), due
06/26/26(b)
|
878,291
|
1,596,372
|
|
Uber Technologies, Inc., 2023 Term Loan B, 8.03% (3 mo. USD Term SOFR + 2.75%),
due 03/03/30(b)
|
1,598,534
|
804,776
|
|
UFC Holdings LLC, 2021 Term Loan B, 8.05% (3 mo. USD LIBOR + 2.75%), due
04/29/26(b)
|
804,944
|
694,250
|
|
Ultimate Software Group, Inc., 2021 Term Loan, 8.27% (3 mo. USD Term SOFR +
3.25%), due 05/04/26(b)
|
682,263
|
757,064
|
|
United Airlines, Inc., 2021 Term Loan B, 9.29% (3 mo. USD LIBOR + 3.75%), due
04/21/28(b)
|
757,821
|
1,418,400
|
|
UST Holdings Ltd., Term Loan, 8.72% (1 mo. USD Term SOFR + 3.50%), due
11/20/28(b)
|
1,404,216
|
1,713,402
|
|
Verscend Holding Corp., 2021 Term Loan B, 9.22% (1 mo. USD LIBOR + 4.00%), due
08/27/25(b)
|
1,714,205
|
1,322,792
|
|
Vertex Aerospace Services Corp., 2021 First Lien Term Loan, 8.95% (1 mo. USD
LIBOR + 3.75%), due 12/06/28(b)
|
1,325,437
|
1,339,721
|
|
Vertiv Group Corp., 2021 Term Loan B, 7.94% (1 mo. USD LIBOR + 2.75%), due
03/02/27(b)
|
1,337,628
|
415,800
|
|
VFH Parent LLC, 2022 Term Loan B, 8.19% (1 mo. USD Term SOFR + 3.00%), due
01/13/29(b)
|
414,890
|
1,649,297
|
|
Virgin Media Bristol LLC, USD Term Loan N, 7.69% (1 mo. USD LIBOR + 2.50%),
due 01/31/28(b)
|
1,637,442
|
2,147,101
|
|
VM Consolidated, Inc., 2021 Term Loan B, 8.47% (1 mo. USD Term SOFR + 3.25%),
due 03/24/28(b)
|
2,151,126
|
320,000
|
|
VT Topco, Inc., 2021 2nd Lien Term Loan, 11.97% (1 mo. USD Term SOFR + 6.75%),
due 07/31/26(b)
|
305,600
|
374,839
|
|
VT Topco, Inc., 2021 Incremental Term Loan, 8.97% (1 mo. USD Term SOFR +
3.75%), due 08/01/25(b)
|
370,482
|
108,476
|
|
Western Dental Services, Inc., 2021 Delayed Draw Term Loan, 4.50% (1 mo. USD
LIBOR + 4.50%), due 08/18/28(b)
|
94,239
|
1,063,800
|
|
Western Dental Services, Inc., 2021 Term Loan B, 9.75% (1 mo. USD LIBOR + 4.50%),
due 08/18/28(b)
|
924,176
|
728,900
|
|
Worldwide Express Operations LLC, 2021 1st Lien Term Loan, 9.50% (3 mo. USD
Term SOFR + 4.00%), due 07/26/28(b)
|
693,252
|
1,728,902
|
|
WP CPP Holdings LLC, 2018 Term Loan, 9.03% (3 mo. USD LIBOR + 3.75%), due
04/30/25(b)
|
1,574,166
|
380,000
|
|
WP CPP Holdings LLC, 2019 2nd Lien Incremental Term Loan, 13.03% (3 mo. USD
LIBOR + 7.75%), due 04/30/26(b)
|
296,400
|
|
|
|
158,378,588
|
|
|
Convertible Debt — 1.0%
|
|
210,000
|
|
Array Technologies, Inc., 1.00%, due 12/01/28
|
240,765
|
265,000
|
|
Axon Enterprise, Inc., 0.50%, due 12/15/27 144A
|
283,417
|
1,380,000
|
|
Beauty Health Co., 1.25%, due 10/01/26 144A
|
1,089,337
|
235,000
|
|
BioMarin Pharmaceutical, Inc., 1.25%, due 05/15/27(g)
|
237,422
|
410,000
|
|
Block, Inc., 0.13%, due 03/01/25
|
388,475
|
155,000
|
|
Booking Holdings, Inc., 0.75%, due 05/01/25
|
233,089
|
200,000
|
|
Carnival Corp., 5.75%, due 12/01/27 144A
|
333,600
|
700,000
|
|
Cloudflare, Inc., 5.38%, due 08/15/26(h)
|
597,450
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Convertible Debt — continued
|
|
265,000
|
|
CyberArk Software Ltd., 0.00%, due 11/15/24(h)
|
301,437
|
255,000
|
|
Datadog, Inc., 0.13%, due 06/15/25
|
317,730
|
1,600,000
|
|
DISH Network Corp., 31.58%, due 12/15/25(h)
|
854,080
|
1,390,000
|
|
DraftKings Holdings, Inc., 6.67%, due 03/15/28(h)
|
1,050,840
|
310,000
|
|
Exact Sciences Corp., 0.38%, due 03/01/28
|
318,735
|
76,000
|
|
Gannett Co., Inc., 6.00%, due 12/01/27
|
58,926
|
285,000
|
|
Haemonetics Corp., 6.17%, due 03/01/26(h)
|
243,931
|
170,000
|
|
HubSpot, Inc., 0.38%, due 06/01/25
|
325,295
|
240,000
|
|
Lantheus Holdings, Inc., 2.63%, due 12/15/27 144A
|
312,142
|
225,000
|
|
Li Auto, Inc., 0.25%, due 05/01/28
|
307,800
|
470,000
|
|
Liberty Media Corp.-Liberty Formula One, 2.25%, due 08/15/27 144A
|
507,130
|
145,000
|
|
Liberty TripAdvisor Holdings, Inc., 0.50%, due 06/30/51 144A
|
114,478
|
255,000
|
|
Match Group Financeco 3, Inc., 2.00%, due 01/15/30 144A
|
230,131
|
85,000
|
|
MercadoLibre, Inc., 2.00%, due 08/15/28
|
232,773
|
215,000
|
|
MongoDB, Inc., 0.25%, due 01/15/26
|
428,441
|
225,000
|
|
Post Holdings, Inc., 2.50%, due 08/15/27 144A
|
227,970
|
160,000
|
|
Royal Caribbean Cruises Ltd., 6.00%, due 08/15/25 144A
|
352,480
|
245,000
|
|
Sarepta Therapeutics, Inc., 1.25%, due 09/15/27 144A
|
265,635
|
245,000
|
|
Sea Ltd., 2.38%, due 12/01/25
|
250,512
|
250,000
|
|
Shift4 Payments, Inc., 0.00%, due 12/15/25(h)
|
272,750
|
280,000
|
|
Splunk, Inc., 1.13%, due 06/15/27
|
242,900
|
3,460,000
|
|
Stem, Inc., 0.50%, due 12/01/28 144A
|
2,021,380
|
245,000
|
|
Uber Technologies, Inc., 3.63%, due 12/15/25(h)
|
224,671
|
380,000
|
|
Ziff Davis, Inc., 1.75%, due 11/01/26 144A
|
356,250
|
|
|
|
13,221,972
|
|
|
Corporate Debt — 37.2%
|
|
950,000
|
|
Abercrombie & Fitch Management Co., 8.75%, due 07/15/25(g) 144A
|
965,240
|
290,000
|
|
ABN AMRO Bank NV, 4.75%, due 07/28/25 144A
|
279,960
|
315,000
|
|
Abu Dhabi Crude Oil Pipeline LLC, 4.60%, due 11/02/47 144A
|
293,018
|
427,350
|
|
Accelerate360 Holdings LLC, 8.00%, due 03/01/28 144A
|
446,474
|
290,000
|
|
Acuris Finance U.S., Inc./Acuris Finance Sarl, 5.00%, due 05/01/28 144A
|
225,445
|
370,000
|
|
AdaptHealth LLC, 4.63%, due 08/01/29 144A
|
295,661
|
270,000
|
|
AdaptHealth LLC, 6.13%, due 08/01/28 144A
|
234,205
|
245,000
|
EUR
|
Adevinta ASA, 3.00%, due 11/15/27 144A
|
249,128
|
155,431
|
EUR
|
Adient Global Holdings Ltd., 3.50%, due 08/15/24(i)
|
166,618
|
355,000
|
|
Adtalem Global Education, Inc., 5.50%, due 03/01/28(g) 144A
|
322,571
|
880,000
|
|
Advanced Drainage Systems, Inc., 6.38%, due 06/15/30(g) 144A
|
871,570
|
580,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.30%, due 01/30/32
|
474,777
|
1,900,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 6.50%, due 07/15/25
|
1,910,631
|
250,000
|
|
AES Corp., 2.45%, due 01/15/31
|
202,217
|
678,868
|
|
AES Panama Generation Holdings SRL, 4.38%, due 05/31/30 144A
|
580,347
|
1,590,000
|
|
Air Canada, 3.88%, due 08/15/26 144A
|
1,475,127
|
1,015,000
|
|
Akbank TAS, 6.80%, due 02/06/26(g) 144A
|
971,000
|
570,000
|
|
Akumin Escrow, Inc., 7.50%, due 08/01/28 144A
|
376,035
|
470,000
|
|
Akumin, Inc., 7.00%, due 11/01/25 144A
|
384,827
|
4,110,000
|
|
Alibaba Group Holding Ltd., 3.15%, due 02/09/51
|
2,663,909
|
410,000
|
|
Allen Media LLC/Allen Media Co.-Issuer, Inc., 10.50%, due 02/15/28 144A
|
211,675
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
910,000
|
|
Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.63%, due 07/15/26
144A
|
864,712
|
240,000
|
|
Allison Transmission, Inc., 4.75%, due 10/01/27 144A
|
226,378
|
2,120,000
|
|
Altice France Holding SA, 10.50%, due 05/15/27 144A
|
1,286,172
|
470,000
|
|
AMC Entertainment Holdings, Inc., 7.50%, due 02/15/29(g) 144A
|
331,013
|
6,650,000
|
MXN
|
America Movil SAB de CV, 7.13%, due 12/09/24
|
364,654
|
686,565
|
|
American Airlines Pass-Through Trust, 4.95%, due 08/15/26
|
656,223
|
670,000
|
|
American Airlines, Inc., 7.25%, due 02/15/28(g) 144A
|
666,703
|
410,000
|
|
American Airlines, Inc., 11.75%, due 07/15/25 144A
|
449,945
|
820,000
|
|
American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.50%, due 04/20/26 144A
|
813,104
|
900,000
|
|
American Airlines, Inc./AAdvantage Loyalty IP Ltd., 5.75%, due 04/20/29 144A
|
874,691
|
453,220
|
|
American News Co. LLC, 8.50% (8.50% Cash or 10.00% PIK), due 09/01/26 144A
|
511,572
|
1,890,000
|
|
American Tower Corp. REIT, 2.70%, due 04/15/31
|
1,569,143
|
1,055,000
|
|
Ameriprise Financial, Inc., 4.50%, due 05/13/32
|
1,011,464
|
445,000
|
|
Anglo American Capital PLC, 2.88%, due 03/17/31 144A
|
367,737
|
365,000
|
|
Anglo American Capital PLC, 3.88%, due 03/16/29 144A
|
332,166
|
295,000
|
|
Anglo American Capital PLC, 3.95%, due 09/10/50 144A
|
219,267
|
685,000
|
|
AngloGold Ashanti Holdings PLC, 3.75%, due 10/01/30
|
588,523
|
2,255,000
|
|
Anheuser-Busch InBev Worldwide, Inc., 3.50%, due 06/01/30
|
2,098,895
|
380,000
|
|
Antares Holdings LP, 3.95%, due 07/15/26 144A
|
333,841
|
1,055,000
|
|
Antero Resources Corp., 7.63%, due 02/01/29(g) 144A
|
1,071,452
|
1,065,000
|
|
Aon Corp./Aon Global Holdings PLC, 5.00%, due 09/12/32
|
1,052,024
|
2,450,000
|
|
Apple, Inc., 4.00%, due 05/10/28
|
2,411,657
|
164,820
|
EUR
|
ARD Finance SA, 5.00% (5.00% Cash or 5.75% PIK), due 06/30/27(i)
|
139,831
|
750,000
|
|
ARD Finance SA, 6.50% (6.50% Cash or 7.25% PIK), due 06/30/27 144A
|
608,720
|
1,540,000
|
|
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC,
4.00%, due 09/01/29 144A
|
1,221,388
|
210,000
|
|
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC,
6.00%, due 06/15/27 144A
|
206,510
|
650,000
|
|
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc., 5.25%, due 04/30/25 144A
|
636,522
|
809,875
|
|
Ardonagh Midco 2 PLC, 11.50% (11.50% Cash or 12.75% PIK), due 01/15/27 144A
|
749,134
|
37,500,000
|
MXN
|
Asian Infrastructure Investment Bank, (MTN), 17.97%, due 02/08/38(h)(i)
|
568,343
|
557,000
|
|
AT&T, Inc., 3.50%, due 09/15/53
|
394,704
|
1,110,000
|
|
AT&T, Inc., 3.55%, due 09/15/55
|
777,887
|
450,000
|
|
AT&T, Inc., 3.65%, due 09/15/59
|
313,619
|
275,000
|
|
AT&T, Inc., 3.80%, due 12/01/57
|
199,328
|
2,275,000
|
|
AT&T, Inc., 5.40%, due 02/15/34
|
2,280,030
|
1,350,000
|
|
AthenaHealth Group, Inc., 6.50%, due 02/15/30(g) 144A
|
1,137,564
|
200,000
|
|
ATS Corp., 4.13%, due 12/15/28 144A
|
179,214
|
390,000
|
|
Australia & New Zealand Banking Group Ltd., 2.95% (5 yr. CMT + 1.29%), due
07/22/30(b) 144A
|
357,425
|
60,000
|
|
AutoNation, Inc., 4.75%, due 06/01/30
|
56,146
|
640,000
|
|
Aviation Capital Group LLC, 5.50%, due 12/15/24 144A
|
626,785
|
1,415,000
|
|
Avient Corp., 7.13%, due 08/01/30 144A
|
1,432,438
|
780,000
|
|
Avnet, Inc., 5.50%, due 06/01/32
|
741,265
|
650,000
|
|
Avolon Holdings Funding Ltd., 4.25%, due 04/15/26 144A
|
605,997
|
50,000
|
|
Avolon Holdings Funding Ltd., 5.13%, due 10/01/23 144A
|
49,803
|
400,000
|
|
B3 SA - Brasil Bolsa Balcao, 4.13%, due 09/20/31 144A
|
340,957
|
2,265,000
|
|
Bain Capital Specialty Finance, Inc., 2.55%, due 10/13/26
|
1,944,259
|
330,000
|
|
Ball Corp., 3.13%, due 09/15/31
|
271,854
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
200,000
|
EUR
|
Banco Bilbao Vizcaya Argentaria SA, 5.88% (5 yr. EUR Swap + 5.66%)(b)(i)(j)
|
216,468
|
400,000
|
EUR
|
Banco Bilbao Vizcaya Argentaria SA, 6.00% (5 yr. EUR Swap + 6.46%)(b)(i)(j)
|
410,559
|
1,290,000
|
|
Banco Mercantil del Norte SA, 7.50% (10 yr. CMT + 5.47%)(b)(j) 144A
|
1,121,231
|
800,000
|
|
Banco Santander SA, 4.18% (1 yr. CMT + 2.00%), due 03/24/28(b)
|
749,374
|
1,200,000
|
|
Banco Santander SA, 7.50% (5 yr. USD ICE Swap + 4.99%)(b)(i)(j)
|
1,148,226
|
4,720,000
|
|
Bank of America Corp., 5.20% (SOFR + 1.63%), due 04/25/29(b)
|
4,671,366
|
1,645,000
|
|
Bank of America Corp., 6.25% (3 mo. USD Term SOFR + 3.97%)(b)(j)
|
1,628,550
|
560,000
|
|
Barclays PLC, 3.33% (1 yr. CMT + 1.30%), due 11/24/42(b)
|
393,784
|
505,000
|
|
Barclays PLC, 5.30% (1 yr. CMT + 2.30%), due 08/09/26(b)
|
492,820
|
1,515,000
|
|
Barclays PLC, 6.13% (5 yr. CMT + 5.87%)(b)(j)
|
1,329,791
|
535,000
|
GBP
|
Barclays PLC, 6.38% (5 yr. UK Government Bond + 6.02%)(b)(i)(j)
|
588,723
|
2,430,000
|
|
Barclays PLC, 7.12% (SOFR + 3.57%), due 06/27/34(b)
|
2,430,402
|
350,000
|
|
Barclays PLC, 8.00% (5 yr. CMT + 5.67%)(b)(j)
|
331,590
|
700,000
|
|
Bath & Body Works, Inc., 5.25%, due 02/01/28(g)
|
666,123
|
290,000
|
|
Bath & Body Works, Inc., 6.63%, due 10/01/30(g) 144A
|
280,290
|
30,000
|
|
Bausch Health Americas, Inc., 9.25%, due 04/01/26 144A
|
25,308
|
80,000
|
|
Bausch Health Cos., Inc., 5.00%, due 01/30/28 144A
|
34,404
|
420,000
|
|
Bausch Health Cos., Inc., 5.50%, due 11/01/25(g) 144A
|
371,679
|
340,000
|
|
Bausch Health Cos., Inc., 6.13%, due 02/01/27 144A
|
218,059
|
150,000
|
|
Bausch Health Cos., Inc., 7.00%, due 01/15/28 144A
|
65,592
|
525,000
|
|
Baytex Energy Corp., 8.50%, due 04/30/30 144A
|
513,240
|
2,062,000
|
|
Berry Petroleum Co. LLC, 7.00%, due 02/15/26 144A
|
1,909,804
|
2,010,000
|
|
BGC Partners, Inc., 4.38%, due 12/15/25
|
1,856,625
|
840,000
|
|
BlackRock TCP Capital Corp., 2.85%, due 02/09/26(g)
|
755,649
|
2,105,000
|
|
Blackstone Private Credit Fund, 2.63%, due 12/15/26
|
1,792,773
|
2,680,000
|
|
Blackstone Secured Lending Fund, 2.85%, due 09/30/28
|
2,198,890
|
740,000
|
|
Blue Racer Midstream LLC/Blue Racer Finance Corp., 7.63%, due 12/15/25 144A
|
748,741
|
1,365,000
|
|
BNP Paribas SA, 4.50% (5 yr. CMT + 2.94%)(b)(j) 144A
|
971,334
|
1,930,000
|
|
BNP Paribas SA, 4.63% (5 yr. CMT + 3.20%)(b)(j) 144A
|
1,528,368
|
1,820,000
|
|
BNP Paribas SA, 7.75% (5 yr. CMT + 4.90%)(b)(j) 144A
|
1,766,128
|
2,075,000
|
|
Boeing Co., 5.71%, due 05/01/40
|
2,071,403
|
1,310,000
|
|
Bombardier, Inc., 7.88%, due 04/15/27 144A
|
1,308,468
|
1,200,000
|
|
Boyne USA, Inc., 4.75%, due 05/15/29 144A
|
1,082,470
|
440,000
|
|
Braskem Netherlands Finance BV, 4.50%, due 01/10/28 144A
|
404,526
|
2,325,000
|
|
Brighthouse Financial, Inc., 3.85%, due 12/22/51
|
1,474,008
|
805,000
|
|
British Telecommunications PLC, 9.63%, due 12/15/30(k)
|
991,013
|
1,075,000
|
|
Broadcom, Inc., 4.15%, due 04/15/32 144A
|
974,227
|
1,620,000
|
|
Brunswick Corp., 2.40%, due 08/18/31
|
1,243,101
|
900,000
|
|
Builders FirstSource, Inc., 4.25%, due 02/01/32 144A
|
784,183
|
800,000
|
|
Burford Capital Global Finance LLC, 6.88%, due 04/15/30 144A
|
730,051
|
630,000
|
|
Burford Capital Global Finance LLC, 9.25%, due 07/01/31(g) 144A
|
626,913
|
1,960,000
|
|
Caesars Entertainment, Inc., 4.63%, due 10/15/29(g) 144A
|
1,713,257
|
2,370,000
|
|
Caesars Entertainment, Inc., 7.00%, due 02/15/30 144A
|
2,382,182
|
1,175,000
|
|
Caesars Entertainment, Inc., 8.13%, due 07/01/27(g) 144A
|
1,203,898
|
125,000
|
|
Callon Petroleum Co., 6.38%, due 07/01/26(g)
|
121,954
|
815,000
|
|
Callon Petroleum Co., 7.50%, due 06/15/30(g) 144A
|
770,038
|
435,000
|
|
Callon Petroleum Co., 8.00%, due 08/01/28 144A
|
430,613
|
800,000
|
|
Carnival Corp., 4.00%, due 08/01/28 144A
|
709,936
|
1,220,000
|
|
Carnival Corp., 5.75%, due 03/01/27 144A
|
1,124,248
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
650,000
|
|
Carnival Corp., 10.50%, due 06/01/30 144A
|
690,155
|
250,000
|
|
Carriage Purchaser, Inc., 7.88%, due 10/15/29 144A
|
188,812
|
865,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 4.25%, due 02/01/31 144A
|
700,537
|
1,500,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 4.50%, due 05/01/32
|
1,199,148
|
245,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 4.75%, due 03/01/30 144A
|
209,716
|
1,770,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 7.38%, due 03/01/31 144A
|
1,725,849
|
770,000
|
|
Celulosa Arauco y Constitucion SA, 5.15%, due 01/29/50 144A
|
623,484
|
910,000
|
|
Cemex SAB de CV, 5.13% (5 yr. CMT + 4.53%)(b)(j) 144A
|
810,650
|
305,000
|
|
CenterPoint Energy Houston Electric LLC, 5.30%, due 04/01/53
|
312,258
|
1,640,000
|
|
Central Parent, Inc./CDK Global, Inc., 7.25%, due 06/15/29(g) 144A
|
1,623,289
|
100,000
|
|
Charles Schwab Corp., 2.90%, due 03/03/32
|
82,443
|
540,000
|
|
Charles Schwab Corp., 5.85% (6 mo. USD Term SOFR + 2.50%), due 05/19/34(b)
|
548,414
|
1,145,000
|
|
Chart Industries, Inc., 7.50%, due 01/01/30 144A
|
1,169,623
|
1,045,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
3.70%, due 04/01/51
|
661,110
|
1,495,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
3.90%, due 06/01/52
|
979,640
|
220,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
4.40%, due 04/01/33(g)
|
193,182
|
880,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
5.13%, due 07/01/49
|
693,036
|
330,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
5.38%, due 04/01/38
|
281,367
|
185,000
|
|
Chevron Corp., 3.08%, due 05/11/50
|
137,923
|
2,070,000
|
|
Chevron Phillips Chemical Co. LLC/Chevron Phillips Chemical Co. LP, 5.13%, due
04/01/25 144A
|
2,055,642
|
1,090,000
|
|
Chord Energy Corp., 6.38%, due 06/01/26 144A
|
1,081,640
|
1,220,000
|
|
CHS/Community Health Systems, Inc., 4.75%, due 02/15/31 144A
|
923,416
|
620,000
|
|
CHS/Community Health Systems, Inc., 6.13%, due 04/01/30 144A
|
370,050
|
500,000
|
|
CHS/Community Health Systems, Inc., 8.00%, due 03/15/26 144A
|
487,504
|
530,000
|
EUR
|
Cirsa Finance International Sarl, 4.50%, due 03/15/27 144A
|
530,624
|
1,515,000
|
|
Citigroup, Inc., 2.98% (6 mo. USD Term SOFR + 1.42%), due 11/05/30(b)
|
1,314,099
|
830,000
|
|
Citigroup, Inc., 4.00% (5 yr. CMT + 3.60%)(b)(j)
|
710,687
|
170,000
|
|
Citigroup, Inc., 6.30% (3 mo. USD Term SOFR + 3.68%)(b)(j)
|
165,963
|
1,075,000
|
|
Citigroup, Inc., 7.38% (5 yr. CMT + 3.21%)(b)(g)(j)
|
1,069,792
|
1,585,000
|
|
Citigroup, Inc., 9.55% (3 mo. USD LIBOR + 4.23%)(b)(g)(j)
|
1,594,510
|
1,600,000
|
|
Clarios Global LP/Clarios U.S. Finance Co., 8.50%, due 05/15/27(g) 144A
|
1,605,618
|
495,000
|
|
Clarivate Science Holdings Corp., 4.88%, due 07/01/29(g) 144A
|
439,625
|
1,150,000
|
|
Clearway Energy Operating LLC, 3.75%, due 02/15/31 144A
|
955,386
|
375,000
|
|
Clearway Energy Operating LLC, 3.75%, due 01/15/32 144A
|
305,836
|
235,000
|
|
Clearway Energy Operating LLC, 4.75%, due 03/15/28 144A
|
217,039
|
980,000
|
|
Clydesdale Acquisition Holdings, Inc., 8.75%, due 04/15/30 144A
|
866,147
|
960,000
|
|
Coca-Cola Icecek AS, 4.50%, due 01/20/29(g) 144A
|
858,432
|
1,125,000
|
|
Coherent Corp., 5.00%, due 12/15/29(g) 144A
|
1,016,781
|
635,000
|
|
Colombia Telecomunicaciones SA ESP, 4.95%, due 07/17/30 144A
|
472,038
|
380,000
|
|
Comcast Corp., 4.25%, due 10/15/30
|
366,167
|
1,070,000
|
|
Comerica Bank, 2.50%, due 07/23/24(g)
|
1,006,710
|
910,000
|
|
Comerica, Inc., 3.70%, due 07/31/23
|
907,329
|
530,000
|
|
Commercial Metals Co., 3.88%, due 02/15/31
|
454,663
|
1,600,000
|
EUR
|
Commerzbank AG, 6.13% (5 yr. EUR Swap + 6.36%)(b)(i)(j)
|
1,596,374
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
226,000
|
|
CommScope Technologies LLC, 6.00%, due 06/15/25(g) 144A
|
210,936
|
920,000
|
|
CommScope, Inc., 4.75%, due 09/01/29 144A
|
726,212
|
360,000
|
|
CommScope, Inc., 6.00%, due 03/01/26 144A
|
335,939
|
980,000
|
|
CommScope, Inc., 7.13%, due 07/01/28(g) 144A
|
697,084
|
660,000
|
|
Continental Resources, Inc., 5.75%, due 01/15/31 144A
|
627,683
|
400,000
|
EUR
|
Cooperatieve Rabobank UA, 4.63% (5 yr. EUR Swap + 4.10%)(b)(i)(j)
|
397,451
|
1,030,000
|
|
CoreCivic, Inc., 8.25%, due 04/15/26
|
1,040,300
|
260,000
|
|
Corp. Nacional del Cobre de Chile, 5.13%, due 02/02/33 144A
|
256,695
|
450,000
|
|
Country Garden Holdings Co. Ltd., 8.00%, due 01/27/24(i)
|
295,703
|
300,000
|
EUR
|
Credit Agricole SA, 4.00% (5 yr. EUR Swap + 4.37%)(b)(i)(j)
|
283,997
|
2,238,000
|
|
Credit Agricole SA, 4.75% (5 yr. CMT + 3.24%)(b)(j) 144A
|
1,784,805
|
1,160,000
|
|
Credit Agricole SA, 7.88% (5 yr. USD Swap + 4.90%)(b)(j) 144A
|
1,150,272
|
1,960,000
|
|
Credit Agricole SA, 8.13% (5 yr. USD Swap + 6.19%)(b)(j) 144A
|
1,971,025
|
250,000
|
|
Credit Suisse AG, 0.52%, due 08/09/23
|
248,179
|
1,230,000
|
|
Credit Suisse AG, 4.75%, due 08/09/24
|
1,202,561
|
2,425,000
|
|
Credit Suisse AG, 7.95%, due 01/09/25
|
2,475,425
|
450,000
|
|
Credit Suisse AG, (MTN), 3.63%, due 09/09/24
|
433,547
|
1,995,000
|
|
Crescent Energy Finance LLC, 7.25%, due 05/01/26 144A
|
1,874,123
|
1,170,000
|
|
Crowdstrike Holdings, Inc., 3.00%, due 02/15/29
|
1,009,986
|
1,045,000
|
|
Crown Castle, Inc., 5.10%, due 05/01/33
|
1,027,689
|
240,000
|
|
Crown Castle, Inc. REIT, 3.30%, due 07/01/30
|
212,299
|
300,000
|
|
CSC Holdings LLC, 5.50%, due 04/15/27 144A
|
250,021
|
450,000
|
|
CSC Holdings LLC, 5.75%, due 01/15/30 144A
|
213,113
|
1,150,000
|
|
CSC Holdings LLC, 6.50%, due 02/01/29 144A
|
930,794
|
820,000
|
|
CSC Holdings LLC, 7.50%, due 04/01/28 144A
|
468,640
|
2,120,000
|
|
CSC Holdings LLC, 11.25%, due 05/15/28(g) 144A
|
2,058,340
|
1,155,000
|
|
CVS Health Corp., 5.25%, due 02/21/33
|
1,151,022
|
1,550,000
|
|
CVS Health Corp., 5.30%, due 06/01/33
|
1,548,360
|
2,060,000
|
|
Danske Bank AS, 6.47% (1 yr. CMT + 2.10%), due 01/09/26(b) 144A
|
2,056,224
|
1,540,000
|
|
Darling Ingredients, Inc., 6.00%, due 06/15/30 144A
|
1,505,610
|
520,000
|
|
DCP Midstream Operating LP, 6.75%, due 09/15/37 144A
|
553,004
|
334,000
|
|
Dell International LLC/EMC Corp., 8.35%, due 07/15/46
|
409,995
|
660,000
|
|
Deutsche Bank AG, 3.73% (6 mo. USD Term SOFR + 2.76%), due 01/14/32(b)
|
499,491
|
830,000
|
|
Deutsche Bank AG, 3.74% (6 mo. USD SOFR + 2.26%), due 01/07/33(b)
|
609,249
|
1,200,000
|
|
Deutsche Bank AG, 4.79% (5 yr. USD Swap + 4.36%)(b)(i)(j)
|
945,132
|
830,000
|
|
Deutsche Bank AG, 6.72% (6 mo. USD Term SOFR + 3.18%), due 01/18/29(b)
|
831,826
|
975,000
|
|
Deutsche Bank AG, 7.08% (6 mo. USD Term SOFR + 3.65%), due 02/10/34(b)
|
902,319
|
200,000
|
|
Deutsche Bank AG, 7.50% (5 yr. USD Swap + 5.00%)(b)(j)
|
177,480
|
1,960,000
|
|
Directv Financing LLC/Directv Financing Co.-Obligor, Inc., 5.88%, due 08/15/27 144A
|
1,777,348
|
2,000,000
|
|
DISH DBS Corp., 5.13%, due 06/01/29
|
930,682
|
580,000
|
|
DISH DBS Corp., 5.75%, due 12/01/28 144A
|
432,482
|
2,020,000
|
|
DISH DBS Corp., 5.88%, due 11/15/24
|
1,769,281
|
185,000
|
|
Diversified Healthcare Trust REIT, 9.75%, due 06/15/25
|
177,671
|
740,000
|
|
DP World Ltd., 5.63%, due 09/25/48 144A
|
692,792
|
255,000
|
|
Dun & Bradstreet Corp., 5.00%, due 12/15/29(g) 144A
|
225,114
|
810,000
|
|
Earthstone Energy Holdings LLC, 9.88%, due 07/15/31 144A
|
801,718
|
1,460,000
|
|
Ecopetrol SA, 4.63%, due 11/02/31
|
1,128,383
|
3,435,000
|
|
Edison International, 5.25%, due 11/15/28
|
3,345,254
|
2,110,000
|
|
Eli Lilly & Co., 5.00%, due 02/27/26
|
2,112,025
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
705,000
|
EUR
|
Emerald Debt Merger Sub LLC, 6.38%, due 12/15/30 144A
|
768,767
|
410,000
|
|
Endeavor Energy Resources LP/EER Finance, Inc., 5.75%, due 01/30/28 144A
|
401,427
|
1,345,000
|
|
Endeavour Mining PLC, 5.00%, due 10/14/26 144A
|
1,196,377
|
755,000
|
|
Enel Finance America LLC, 2.88%, due 07/12/41 144A
|
497,501
|
980,000
|
|
Energean Israel Finance Ltd., 5.88%, due 03/30/31(i)
|
858,593
|
1,065,000
|
EUR
|
Energizer Gamma Acquisition BV, 3.50%, due 06/30/29 144A
|
939,793
|
180,000
|
|
Energy Transfer LP, 5.35%, due 05/15/45
|
157,565
|
210,000
|
|
Energy Transfer LP, 6.25%, due 04/15/49
|
205,327
|
270,000
|
|
Energy Transfer LP, 7.13% (5 yr. CMT + 5.31%)(b)(j)
|
229,614
|
230,000
|
|
Energy Transfer LP, 9.35% (3 mo. USD LIBOR + 4.03%)(b)(g)(j)
|
206,713
|
1,925,000
|
|
Entegris Escrow Corp., 5.95%, due 06/15/30 144A
|
1,847,282
|
1,235,000
|
|
Enterprise Products Operating LLC, 5.05%, due 01/10/26
|
1,233,367
|
1,015,000
|
|
Enterprise Products Operating LLC, 5.25% (3 mo. USD Term SOFR + 3.29%), due
08/16/77(b)
|
890,112
|
500,000
|
|
Enterprise Products Operating LLC, 5.38% (3 mo. USD Term SOFR + 2.83%), due
02/15/78(b)
|
414,885
|
265,000
|
|
EPR Properties REIT, 3.75%, due 08/15/29
|
215,763
|
150,000
|
|
EQM Midstream Partners LP, 6.00%, due 07/01/25 144A
|
148,479
|
140,000
|
|
EQM Midstream Partners LP, 6.50%, due 07/01/27 144A
|
138,219
|
800,000
|
|
EQM Midstream Partners LP, 7.50%, due 06/01/30 144A
|
810,301
|
630,000
|
|
EQT Corp., 7.00%, due 02/01/30(k)
|
660,196
|
1,250,000
|
|
Equifax, Inc., 5.10%, due 12/15/27
|
1,237,069
|
6,000,000
|
ZAR
|
Eskom Holdings SOC Ltd., (MTN), 7.50%, due 09/15/33
|
226,378
|
26,974,000,000
|
IDR
|
European Bank for Reconstruction & Development, 5.20%, due 05/28/24
|
1,784,953
|
6,232,400,000
|
IDR
|
European Bank for Reconstruction & Development, (MTN), 4.60%, due 12/09/25
|
404,706
|
33,450,000
|
MXN
|
European Investment Bank, (MTN), 4.25%, due 06/19/24
|
1,839,209
|
13,210,000
|
MXN
|
European Investment Bank, (MTN), 7.75%, due 01/30/25
|
735,194
|
1,081,000
|
|
FAGE International SA/FAGE USA Dairy Industry, Inc., 5.63%, due 08/15/26 144A
|
1,023,567
|
800,000
|
|
First Quantum Minerals Ltd., 6.88%, due 03/01/26(g) 144A
|
788,631
|
2,350,000
|
|
First Quantum Minerals Ltd., 6.88%, due 10/15/27 144A
|
2,295,985
|
1,440,000
|
|
First Quantum Minerals Ltd., 8.63%, due 06/01/31 144A
|
1,477,627
|
1,220,000
|
|
FirstCash, Inc., 5.63%, due 01/01/30 144A
|
1,103,763
|
380,000
|
|
FirstEnergy Corp., 2.65%, due 03/01/30
|
320,823
|
440,000
|
|
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, due 11/15/25(g) 144A
|
397,806
|
3,480,000
|
|
Foot Locker, Inc., 4.00%, due 10/01/29 144A
|
2,623,748
|
2,770,000
|
|
Ford Motor Co., 3.25%, due 02/12/32
|
2,181,664
|
1,930,000
|
|
Ford Motor Co., 6.10%, due 08/19/32(g)
|
1,872,353
|
1,020,000
|
|
Ford Motor Credit Co. LLC, 3.63%, due 06/17/31
|
837,109
|
660,000
|
|
Ford Motor Credit Co. LLC, 6.95%, due 03/06/26
|
664,154
|
1,855,000
|
|
Freeport Indonesia PT, 5.32%, due 04/14/32 144A
|
1,758,700
|
585,000
|
|
Freeport Indonesia PT, 6.20%, due 04/14/52 144A
|
528,758
|
300,000
|
|
Freeport Minerals Corp., 7.13%, due 11/01/27
|
312,750
|
455,000
|
|
Freeport-McMoRan, Inc., 4.63%, due 08/01/30
|
429,133
|
1,320,000
|
|
Freeport-McMoRan, Inc., 5.45%, due 03/15/43
|
1,232,608
|
1,030,000
|
|
Full House Resorts, Inc., 8.25%, due 02/15/28(g) 144A
|
964,986
|
1,348,787
|
|
Galaxy Pipeline Assets Bidco Ltd., 2.94%, due 09/30/40 144A
|
1,085,372
|
250,000
|
|
Gannett Holdings LLC, 6.00%, due 11/01/26(g) 144A
|
210,846
|
880,000
|
|
Gen Digital, Inc., 7.13%, due 09/30/30(g) 144A
|
882,265
|
360,000
|
|
General Motors Co., 6.60%, due 04/01/36
|
369,961
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
1,440,000
|
|
General Motors Financial Co., Inc., 5.00%, due 04/09/27
|
1,402,073
|
2,140,000
|
|
General Motors Financial Co., Inc., 5.40%, due 04/06/26
|
2,116,158
|
630,000
|
|
Genesis Energy LP/Genesis Energy Finance Corp., 8.88%, due 04/15/30
|
616,089
|
719,000
|
|
GEO Group, Inc., 10.50%, due 06/30/28
|
721,443
|
910,000
|
|
Georgia Power Co., 5.13%, due 05/15/52
|
885,584
|
2,280,000
|
|
GFL Environmental, Inc., 4.75%, due 06/15/29(g) 144A
|
2,085,690
|
390,000
|
|
GFL Environmental, Inc., 5.13%, due 12/15/26 144A
|
376,618
|
2,425,000
|
|
GGAM Finance Ltd., 8.00%, due 06/15/28 144A
|
2,428,625
|
1,457,168
|
|
Global Aircraft Leasing Co. Ltd., 6.50% (6.50% Cash or 7.25% PIK), due 09/15/24
144A
|
1,335,553
|
280,000
|
|
Global Atlantic Fin Co., 4.40%, due 10/15/29 144A
|
236,422
|
1,125,000
|
|
Gold Fields Orogen Holdings BVI Ltd., 6.13%, due 05/15/29 144A
|
1,138,993
|
965,000
|
|
Gray Escrow II, Inc., 5.38%, due 11/15/31(g) 144A
|
640,656
|
1,850,000
|
|
H&E Equipment Services, Inc., 3.88%, due 12/15/28 144A
|
1,603,729
|
1,870,000
|
|
Hawaiian Brand Intellectual Property Ltd./HawaiianMiles Loyalty Ltd., 5.75%, due
01/20/26 144A
|
1,771,783
|
80,000
|
|
Healthpeak OP LLC REIT, 3.50%, due 07/15/29
|
71,886
|
545,000
|
GBP
|
Heathrow Funding Ltd., (MTN), 6.75%, due 12/03/28(i)
|
691,982
|
780,000
|
|
Hertz Corp., 5.00%, due 12/01/29 144A
|
645,746
|
1,260,000
|
|
Highlands Holdings Bond Issuer Ltd./Highlands Holdings Bond Co.-Issuer, Inc., 7.63%
(7.63% Cash or 8.38% PIK), due 10/15/25 144A
|
1,165,994
|
560,000
|
|
Hilcorp Energy I LP/Hilcorp Finance Co., 6.25%, due 04/15/32 144A
|
500,010
|
570,000
|
|
Howard Midstream Energy Partners LLC, 6.75%, due 01/15/27 144A
|
543,467
|
560,000
|
|
Howard Midstream Energy Partners LLC, 8.88%, due 07/15/28(l) 144A
|
563,500
|
1,535,000
|
|
HSBC Holdings PLC, 4.60% (5 yr. CMT + 3.65%)(b)(g)(j)
|
1,172,356
|
665,000
|
|
HSBC Holdings PLC, 6.00% (5 yr. USD ICE Swap + 3.75%)(b)(j)
|
596,006
|
2,425,000
|
|
HSBC Holdings PLC, 6.55% (6 mo. USD Term SOFR + 2.98%), due 06/20/34(b)
|
2,417,071
|
2,140,000
|
|
HSBC Holdings PLC, 8.00% (5 yr. CMT + 3.86%)(b)(g)(j)
|
2,129,846
|
320,000
|
|
HSBC Holdings PLC, 8.11% (6 mo. USD Term SOFR + 4.25%), due 11/03/33(b)
|
355,441
|
2,130,000
|
|
HSBC USA, Inc., 5.63%, due 03/17/25
|
2,121,802
|
190,000
|
EUR
|
HSE Finance Sarl, 5.63%, due 10/15/26 144A
|
120,757
|
870,000
|
|
HTA Group Ltd., 7.00%, due 12/18/25 144A
|
825,543
|
1,015,000
|
|
Huarong Finance II Co. Ltd., (MTN), 5.00%, due 11/19/25(i)
|
937,310
|
260,000
|
|
Hudbay Minerals, Inc., 4.50%, due 04/01/26 144A
|
242,358
|
610,000
|
|
Hudbay Minerals, Inc., 6.13%, due 04/01/29(g) 144A
|
562,347
|
860,000
|
|
Humana, Inc., 5.88%, due 03/01/33
|
894,162
|
280,000
|
|
iHeartCommunications, Inc., 4.75%, due 01/15/28(g) 144A
|
211,438
|
320,000
|
|
iHeartCommunications, Inc., 5.25%, due 08/15/27 144A
|
245,142
|
145,000
|
|
iHeartCommunications, Inc., 6.38%, due 05/01/26
|
121,823
|
705,000
|
|
IHS Netherlands Holdco BV, 8.00%, due 09/18/27 144A
|
644,370
|
740,000
|
|
IHS Netherlands Holdco BV, 8.00%, due 09/18/27(i)
|
676,360
|
620,000
|
|
IIP Operating Partnership LP REIT, 5.50%, due 05/25/26
|
522,292
|
1,590,000
|
|
Iliad Holding SASU, 6.50%, due 10/15/26 144A
|
1,502,109
|
810,000
|
|
Illuminate Buyer LLC/Illuminate Holdings IV, Inc., 9.00%, due 07/01/28 144A
|
706,939
|
265,000
|
EUR
|
IMA Industria Macchine Automatiche SpA, 3.75%, due 01/15/28 144A
|
254,277
|
260,000
|
|
ING Groep NV, 5.75% (5 yr. CMT + 4.34%)(b)(j)
|
229,835
|
835,000
|
|
ING Groep NV, 6.50% (5 yr. USD Swap + 4.45%)(b)(j)
|
779,973
|
2,190,000
|
|
Intel Corp., 5.20%, due 02/10/33
|
2,211,885
|
1,855,000
|
|
International Business Machines Corp., 4.40%, due 07/27/32
|
1,779,242
|
38,940,000
|
MXN
|
International Finance Corp., (MTN), 7.75%, due 01/18/30
|
2,133,577
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
200,000
|
|
Intesa Sanpaolo SpA, 4.00%, due 09/23/29 144A
|
173,928
|
1,450,000
|
|
Intesa Sanpaolo SpA, 4.95% (1 yr. CMT + 2.75%), due 06/01/42(b) 144A
|
956,551
|
350,000
|
|
Intesa Sanpaolo SpA, 5.71%, due 01/15/26 144A
|
333,429
|
2,420,000
|
|
Intesa Sanpaolo SpA, 7.78% (1 yr. CMT + 3.90%), due 06/20/54(b) 144A
|
2,414,113
|
2,445,000
|
|
IQVIA, Inc., 6.50%, due 05/15/30 144A
|
2,472,196
|
1,059,000
|
|
Itau Unibanco Holding SA, 4.63% (5 yr. CMT + 3.22%)(b)(j) 144A
|
821,516
|
210,000
|
|
Jabil, Inc., 5.45%, due 02/01/29
|
208,507
|
1,195,000
|
|
Jackson Financial, Inc., 3.13%, due 11/23/31
|
928,726
|
690,000
|
|
Jane Street Group/JSG Finance, Inc., 4.50%, due 11/15/29(g) 144A
|
594,434
|
225,000
|
|
Jazz Securities DAC, 4.38%, due 01/15/29 144A
|
200,972
|
905,000
|
|
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc., 5.75%, due 04/01/33(g)
144A
|
851,427
|
1,045,000
|
|
John Deere Capital Corp., (MTN), 4.80%, due 01/09/26
|
1,041,613
|
1,155,000
|
|
JPMorgan Chase & Co., 4.32% (6 mo. USD Term SOFR + 1.56%), due 04/26/28(b)
|
1,115,536
|
2,520,000
|
|
JPMorgan Chase & Co., 4.91% (6 mo. USD Term SOFR + 2.08%), due 07/25/33(b)
|
2,463,453
|
1,450,000
|
|
JPMorgan Chase & Co., 5.72% (6 mo. USD Term SOFR + 2.58%), due 09/14/33(b)
|
1,471,725
|
460,000
|
|
KazMunayGas National Co. JSC, 4.75%, due 04/19/27 144A
|
437,301
|
1,005,000
|
|
Kosmos Energy Ltd., 7.13%, due 04/04/26 144A
|
884,742
|
100,000
|
|
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. REIT, 4.25%, due
02/01/27 144A
|
86,981
|
650,000
|
|
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp. REIT, 4.75%, due
06/15/29 144A
|
529,624
|
660,000
|
|
Las Vegas Sands Corp., 3.20%, due 08/08/24
|
639,667
|
800,000
|
|
Las Vegas Sands Corp., 3.50%, due 08/18/26
|
745,642
|
1,180,000
|
|
Latam Airlines Group SA, 13.38%, due 10/15/27(g) 144A
|
1,277,521
|
425,000
|
|
Lazard Group LLC, 4.38%, due 03/11/29
|
394,918
|
650,000
|
|
Legends Hospitality Holding Co. LLC/Legends Hospitality Co.-Issuer, Inc., 5.00%, due
02/01/26 144A
|
585,900
|
460,000
|
|
Leviathan Bond Ltd., 6.50%, due 06/30/27(i)
|
441,600
|
1,590,000
|
|
Liberty Mutual Group, Inc., 4.30%, due 02/01/61 144A
|
1,004,741
|
815,000
|
|
Liberty Mutual Group, Inc., 4.57%, due 02/01/29 144A
|
769,339
|
960,000
|
|
Liquid Telecommunications Financing PLC, 5.50%, due 09/04/26 144A
|
543,235
|
650,000
|
|
Lloyds Banking Group PLC, 7.50% (5 yr. USD Swap + 4.76%)(b)(j)
|
621,497
|
550,000
|
|
Lloyds Banking Group PLC, 8.00% (5 yr. CMT + 3.91%)(b)(j)
|
503,883
|
1,235,000
|
EUR
|
Lorca Telecom Bondco SA, 4.00%, due 09/18/27 144A
|
1,232,185
|
700,000
|
|
LPL Holdings, Inc., 4.00%, due 03/15/29 144A
|
614,819
|
2,155,000
|
|
Magna International, Inc., 5.98%, due 03/21/26
|
2,156,515
|
170,000
|
|
Matador Resources Co., 6.88%, due 04/15/28 144A
|
168,450
|
500,000
|
|
Match Group Holdings II LLC, 5.00%, due 12/15/27 144A
|
464,205
|
569,332
|
|
McClatchy Co. LLC, 11.00% (11.00% Cash or 12.50% PIK), due 07/15/27 144A
|
613,700
|
1,265,000
|
|
McCormick & Co., Inc., 4.95%, due 04/15/33(g)
|
1,242,170
|
1,565,000
|
|
Mclaren Finance PLC, 7.50%, due 08/01/26 144A
|
1,342,731
|
130,000
|
|
MDC Holdings, Inc., 6.00%, due 01/15/43
|
117,423
|
1,610,000
|
|
Medline Borrower LP, 5.25%, due 10/01/29(g) 144A
|
1,398,654
|
790,000
|
|
Medtronic Global Holdings SCA, 4.25%, due 03/30/28
|
771,568
|
1,620,000
|
|
MEG Energy Corp., 5.88%, due 02/01/29 144A
|
1,525,093
|
210,000
|
|
MEG Energy Corp., 7.13%, due 02/01/27(g) 144A
|
213,566
|
1,520,000
|
|
MEGlobal Canada ULC, 5.88%, due 05/18/30 144A
|
1,539,099
|
1,200,000
|
|
Melco Resorts Finance Ltd., 4.88%, due 06/06/25 144A
|
1,144,440
|
885,000
|
|
Melco Resorts Finance Ltd., 5.25%, due 04/26/26 144A
|
820,079
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
320,000
|
|
Melco Resorts Finance Ltd., 5.38%, due 12/04/29 144A
|
265,865
|
600,000
|
|
MercadoLibre, Inc., 3.13%, due 01/14/31
|
478,707
|
3,050,000
|
|
Merck & Co., Inc., 2.90%, due 12/10/61
|
2,022,678
|
1,685,000
|
|
MGM China Holdings Ltd., 5.88%, due 05/15/26(i)
|
1,607,035
|
550,000
|
|
Michaels Cos., Inc., 5.25%, due 05/01/28 144A
|
444,934
|
510,000
|
|
Michaels Cos., Inc., 7.88%, due 05/01/29 144A
|
344,250
|
560,000
|
|
Micron Technology, Inc., 3.37%, due 11/01/41
|
391,942
|
1,410,000
|
|
Micron Technology, Inc., 6.75%, due 11/01/29
|
1,466,583
|
710,000
|
|
Midcap Financial Issuer Trust, 6.50%, due 05/01/28 144A
|
632,741
|
880,000
|
|
Mileage Plus Holdings LLC/Mileage Plus Intellectual Property Assets Ltd., 6.50%, due
06/20/27 144A
|
882,989
|
747,000
|
|
Millicom International Cellular SA, 4.50%, due 04/27/31 144A
|
574,854
|
1,026,000
|
|
Millicom International Cellular SA, 6.25%, due 03/25/29(i)
|
920,754
|
504,000
|
|
Millicom International Cellular SA, 6.25%, due 03/25/29 144A
|
452,300
|
170,000
|
|
Minerals Technologies, Inc., 5.00%, due 07/01/28 144A
|
154,861
|
890,000
|
|
MIWD Holdco II LLC/MIWD Finance Corp., 5.50%, due 02/01/30(g) 144A
|
735,398
|
1,350,000
|
|
Mohegan Tribal Gaming Authority, 13.25%, due 12/15/27 144A
|
1,432,222
|
1,105,000
|
|
Moody's Corp., 2.75%, due 08/19/41
|
776,453
|
1,330,000
|
|
Morgan Stanley, 4.89% (6 mo. USD Term SOFR + 2.08%), due 07/20/33(b)
|
1,280,807
|
1,310,000
|
|
Morgan Stanley, 5.16% (6 mo. USD SOFR + 1.59%), due 04/20/29(b)
|
1,294,984
|
500,000
|
|
MPT Operating Partnership LP/MPT Finance Corp. REIT, 3.50%, due 03/15/31
|
345,014
|
500,000
|
|
MSCI, Inc., 3.88%, due 02/15/31 144A
|
433,713
|
1,120,000
|
GBP
|
NatWest Group PLC, 4.50% (5 yr. UK Government Bond + 3.99%)(b)(g)(j)
|
1,075,427
|
2,415,000
|
|
NatWest Group PLC, 5.81% (1 yr. CMT + 1.95%), due 09/13/29(b)
|
2,381,429
|
1,090,000
|
|
NatWest Group PLC, 6.02% (1 yr. CMT + 2.10%), due 03/02/34(b)
|
1,096,550
|
235,000
|
|
NBM U.S. Holdings, Inc., 7.00%, due 05/14/26 144A
|
228,112
|
2,050,000
|
|
NCL Corp. Ltd., 5.88%, due 03/15/26 144A
|
1,919,751
|
1,655,000
|
|
NCR Corp., 5.00%, due 10/01/28 144A
|
1,478,892
|
2,830,000
|
|
NCR Corp., 5.13%, due 04/15/29 144A
|
2,507,919
|
115,000
|
|
NCR Corp., 5.25%, due 10/01/30 144A
|
100,149
|
1,305,000
|
|
Neptune Bidco U.S., Inc., 9.29%, due 04/15/29 144A
|
1,199,455
|
990,000
|
|
Neptune Energy Bondco PLC, 6.63%, due 05/15/25 144A
|
989,168
|
1,065,000
|
|
Netflix, Inc., 5.88%, due 11/15/28
|
1,102,597
|
520,000
|
|
Newell Brands, Inc., 4.00%, due 12/01/24
|
500,340
|
660,000
|
|
Newell Brands, Inc., 4.70%, due 04/01/26(k)
|
620,585
|
400,000
|
|
Newell Brands, Inc., 5.88%, due 04/01/36(k)
|
335,023
|
1,850,000
|
|
Nexstar Media, Inc., 4.75%, due 11/01/28(g) 144A
|
1,606,966
|
1,235,000
|
|
Nexstar Media, Inc., 5.63%, due 07/15/27 144A
|
1,152,381
|
545,000
|
|
NextEra Energy Capital Holdings, Inc., 6.05%, due 03/01/25
|
547,292
|
1,020,000
|
|
NMI Holdings, Inc., 7.38%, due 06/01/25 144A
|
1,031,660
|
520,000
|
|
Noble Finance II LLC, 8.00%, due 04/15/30 144A
|
529,212
|
700,000
|
|
Northern Oil & Gas, Inc., 8.13%, due 03/01/28 144A
|
686,703
|
2,215,000
|
|
Northern Star Resources Ltd., 6.13%, due 04/11/33 144A
|
2,151,506
|
400,000
|
|
Northwest Acquisitions ULC/Dominion Finco, Inc., 7.13%, due 11/01/22(m)
|
24
|
160,000
|
EUR
|
Novelis Sheet Ingot GmbH, 3.38%, due 04/15/29 144A
|
153,795
|
395,000
|
|
NTT Finance Corp., 4.37%, due 07/27/27 144A
|
386,398
|
1,065,000
|
|
Nutrien Ltd., 4.90%, due 03/27/28
|
1,045,337
|
255,000
|
|
Nutrien Ltd., 5.80%, due 03/27/53
|
256,077
|
1,065,000
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc., 5.00%, due 01/15/33
|
1,023,157
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
1,790,000
|
|
Occidental Petroleum Corp., 4.40%, due 08/15/49
|
1,317,431
|
1,430,000
|
|
Occidental Petroleum Corp., 6.45%, due 09/15/36
|
1,469,639
|
240,000
|
|
Occidental Petroleum Corp., 7.15%, due 05/15/28
|
249,974
|
530,000
|
|
Occidental Petroleum Corp., 7.95%, due 06/15/39
|
601,274
|
1,150,000
|
|
OCP SA, 5.13%, due 06/23/51 144A
|
840,926
|
965,000
|
|
Olympus Water U.S. Holding Corp., 4.25%, due 10/01/28 144A
|
763,746
|
225,000
|
|
Olympus Water U.S. Holding Corp., 6.25%, due 10/01/29(g) 144A
|
162,945
|
790,000
|
EUR
|
Olympus Water U.S. Holding Corp., 9.63%, due 11/15/28 144A
|
829,569
|
1,390,000
|
|
Option Care Health, Inc., 4.38%, due 10/31/29 144A
|
1,224,859
|
565,000
|
|
Oracle Corp., 3.95%, due 03/25/51
|
427,529
|
2,155,000
|
|
Organon & Co./Organon Foreign Debt Co.-Issuer BV, 5.13%, due 04/30/31 144A
|
1,780,815
|
950,000
|
|
Outfront Media Capital LLC/Outfront Media Capital Corp., 4.63%, due 03/15/30 144A
|
792,709
|
390,000
|
|
Oversea-Chinese Banking Corp. Ltd., (MTN), 4.25%, due 06/19/24(i)
|
383,487
|
650,000
|
|
Pactiv LLC, 8.38%, due 04/15/27
|
659,009
|
1,315,000
|
|
Papa John's International, Inc., 3.88%, due 09/15/29(g) 144A
|
1,114,574
|
1,800,000
|
|
Park-Ohio Industries, Inc., 6.63%, due 04/15/27(g)
|
1,592,640
|
260,000
|
|
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, due 08/15/28
144A
|
237,700
|
525,000
|
|
Paysafe Finance PLC/Paysafe Holdings U.S. Corp., 4.00%, due 06/15/29(g) 144A
|
413,185
|
850,000
|
|
PECF USS Intermediate Holding III Corp., 8.00%, due 11/15/29 144A
|
479,086
|
1,990,000
|
|
Permian Resources Operating LLC, 5.88%, due 07/01/29 144A
|
1,876,641
|
530,000
|
|
Pertamina Geothermal Energy PT, 5.15%, due 04/27/28 144A
|
527,977
|
1,050,000
|
|
Petrobras Global Finance BV, 6.50%, due 07/03/33(l)
|
1,029,000
|
1,150,000
|
|
Petrobras Global Finance BV, 6.85%, due 06/05/15(n)
|
1,001,591
|
1,215,000
|
|
Petroleos Mexicanos, 6.70%, due 02/16/32
|
924,900
|
890,000
|
|
Petroleos Mexicanos, 10.00%, due 02/07/33 144A
|
816,016
|
7,056,900
|
MXN
|
Petroleos Mexicanos (GDN), 7.19%, due 09/12/24(i)
|
381,708
|
1,550,000
|
|
PetSmart, Inc./PetSmart Finance Corp., 4.75%, due 02/15/28 144A
|
1,434,176
|
1,500,000
|
|
PetSmart, Inc./PetSmart Finance Corp., 7.75%, due 02/15/29 144A
|
1,492,107
|
935,000
|
|
Phillips 66, 3.30%, due 03/15/52
|
642,424
|
1,090,000
|
|
Plains All American Pipeline LP, 9.43% (3 mo. USD LIBOR + 4.11%)(b)(j)
|
975,690
|
280,000
|
|
Playtika Holding Corp., 4.25%, due 03/15/29 144A
|
248,752
|
105,000
|
EUR
|
PLT VII Finance Sarl, 4.63%, due 01/05/26 144A
|
111,591
|
1,660,000
|
|
PM General Purchaser LLC, 9.50%, due 10/01/28 144A
|
1,626,183
|
610,000
|
|
PNC Financial Services Group, Inc., 5.07% (6 mo. USD Term SOFR + 1.93%), due
01/24/34(b)(g)
|
585,183
|
650,000
|
|
PNC Financial Services Group, Inc., 6.04% (6 mo. USD Term SOFR + 2.14%), due
10/28/33(b)
|
665,517
|
545,000
|
|
POSCO, 5.75%, due 01/17/28 144A
|
553,113
|
1,860,000
|
|
Precision Drilling Corp., 6.88%, due 01/15/29 144A
|
1,682,301
|
15,000
|
|
Precision Drilling Corp., 7.13%, due 01/15/26(g) 144A
|
14,830
|
110,000
|
|
Prime Security Services Borrower LLC/Prime Finance, Inc., 6.25%, due 01/15/28(g)
144A
|
103,207
|
280,000
|
|
Prosperous Ray Ltd., 4.63%, due 11/12/23(i)
|
278,699
|
1,350,000
|
|
Prosus NV, 3.06%, due 07/13/31 144A
|
1,056,028
|
1,045,000
|
|
Prosus NV, 4.03%, due 08/03/50 144A
|
657,374
|
1,685,000
|
|
Prosus NV, 4.19%, due 01/19/32 144A
|
1,419,863
|
590,000
|
|
QazaqGaz NC JSC, 4.38%, due 09/26/27(g) 144A
|
550,786
|
1,060,000
|
|
QVC, Inc., 4.38%, due 09/01/28
|
610,677
|
400,000
|
|
QVC, Inc., 5.45%, due 08/15/34
|
193,452
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
520,000
|
|
Rackspace Technology Global, Inc., 3.50%, due 02/15/28 144A
|
234,555
|
575,000
|
|
Radian Group, Inc., 6.63%, due 03/15/25
|
574,950
|
710,000
|
|
Radiology Partners, Inc., 9.25%, due 02/01/28 144A
|
259,496
|
1,210,000
|
|
Range Resources Corp., 4.75%, due 02/15/30 144A
|
1,085,691
|
2,640,000
|
|
Range Resources Corp., 8.25%, due 01/15/29
|
2,751,144
|
395,000
|
|
Republic Services, Inc., 5.00%, due 04/01/34
|
394,392
|
1,260,000
|
|
Revvity, Inc., 2.25%, due 09/15/31
|
1,011,822
|
2,250,000
|
|
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 3.63%, due 03/01/29 144A
|
1,893,292
|
190,000
|
|
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 3.88%, due 03/01/31 144A
|
154,234
|
250,000
|
|
Rocket Mortgage LLC/Rocket Mortgage Co.-Issuer, Inc., 4.00%, due 10/15/33 144A
|
195,798
|
450,000
|
|
Rockies Express Pipeline LLC, 7.50%, due 07/15/38 144A
|
411,287
|
1,920,000
|
EUR
|
Rolls-Royce PLC, 4.63%, due 02/16/26(i)
|
2,064,320
|
1,240,000
|
|
Royal Caribbean Cruises Ltd., 7.50%, due 10/15/27
|
1,246,855
|
460,000
|
|
Royal Caribbean Cruises Ltd., 9.25%, due 01/15/29 144A
|
490,515
|
144,000
|
|
Royal Caribbean Cruises Ltd., 11.50%, due 06/01/25 144A
|
152,914
|
1,935,000
|
|
Royal Caribbean Cruises Ltd., 11.63%, due 08/15/27 144A
|
2,106,013
|
1,150,000
|
|
Rumo Luxembourg Sarl, 4.20%, due 01/18/32 144A
|
919,586
|
590,000
|
GBP
|
Saga PLC, 5.50%, due 07/15/26(i)
|
566,136
|
1,380,000
|
|
Sally Holdings LLC/Sally Capital, Inc., 5.63%, due 12/01/25
|
1,362,267
|
230,000
|
|
Sands China Ltd., 2.80%, due 03/08/27(k)
|
199,797
|
200,000
|
|
Sands China Ltd., 3.35%, due 03/08/29(k)
|
166,858
|
200,000
|
|
Sands China Ltd., 5.63%, due 08/08/25(k)
|
195,248
|
240,000
|
|
Sands China Ltd., 5.90%, due 08/08/28(k)
|
228,996
|
420,000
|
|
Sasol Financing USA LLC, 5.50%, due 03/18/31
|
331,118
|
815,000
|
|
Saudi Arabian Oil Co., 3.25%, due 11/24/50 144A
|
567,118
|
1,225,000
|
|
Scientific Games International, Inc., 7.00%, due 05/15/28 144A
|
1,219,562
|
310,000
|
EUR
|
SCIL IV LLC/SCIL USA Holdings LLC, 4.38%, due 11/01/26 144A
|
305,648
|
460,000
|
|
SCIL IV LLC/SCIL USA Holdings LLC, 5.38%, due 11/01/26 144A
|
419,806
|
340,000
|
|
Seagate HDD Cayman, 4.09%, due 06/01/29
|
299,480
|
321,000
|
|
Seagate HDD Cayman, 4.88%, due 06/01/27
|
307,612
|
280,000
|
|
Sealed Air Corp./Sealed Air Corp. U.S., 6.13%, due 02/01/28 144A
|
278,241
|
545,000
|
|
Sempra Energy, 3.70%, due 04/01/29
|
498,378
|
905,000
|
|
SEPLAT Energy PLC, 7.75%, due 04/01/26 144A
|
762,933
|
810,000
|
|
Service Properties Trust REIT, 5.50%, due 12/15/27
|
712,945
|
470,000
|
|
Service Properties Trust REIT, 7.50%, due 09/15/25
|
461,962
|
1,140,000
|
|
Sinclair Television Group, Inc., 4.13%, due 12/01/30 144A
|
747,726
|
1,170,000
|
|
Smyrna Ready Mix Concrete LLC, 6.00%, due 11/01/28 144A
|
1,104,841
|
1,060,000
|
|
Societe Generale SA, 7.38% (5 yr. USD Swap + 4.30%)(b)(j) 144A
|
1,031,057
|
1,165,000
|
|
Societe Generale SA, 9.38% (5 yr. CMT + 5.39%)(b)(j) 144A
|
1,141,700
|
790,000
|
|
Southern Copper Corp., 7.50%, due 07/27/35
|
918,162
|
1,880,000
|
|
Southwestern Energy Co., 4.75%, due 02/01/32
|
1,659,592
|
1,056,000
|
|
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, due 09/20/25 144A
|
1,064,934
|
600,000
|
|
Spirit Loyalty Cayman Ltd./Spirit IP Cayman Ltd., 8.00%, due 09/20/25 144A
|
605,019
|
2,135,000
|
|
Standard Chartered PLC, 4.30% (5 yr. CMT + 3.14%)(b)(j) 144A
|
1,551,931
|
1,980,000
|
|
Standard Chartered PLC, 6.17% (1 yr. CMT + 2.05%), due 01/09/27(b) 144A
|
1,979,138
|
1,550,000
|
|
Starwood Property Trust, Inc. REIT, 4.38%, due 01/15/27 144A
|
1,336,387
|
1,030,000
|
|
Stellantis Finance U.S., Inc., 5.63%, due 01/12/28 144A
|
1,039,633
|
900,000
|
|
StoneMor, Inc., 8.50%, due 05/15/29 144A
|
760,185
|
1,319,000
|
|
StoneX Group, Inc., 8.63%, due 06/15/25 144A
|
1,333,318
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
1,655,000
|
|
Strathcona Resources Ltd., 6.88%, due 08/01/26(g) 144A
|
1,450,298
|
635,000
|
|
Studio City Finance Ltd., 6.00%, due 07/15/25(g) 144A
|
590,222
|
470,000
|
|
Studio City Finance Ltd., 6.50%, due 01/15/28 144A
|
392,958
|
240,000
|
|
Suburban Propane Partners LP/Suburban Energy Finance Corp., 5.00%, due 06/01/31(g)
144A
|
201,279
|
100,000
|
|
Summit Materials LLC/Summit Materials Finance Corp., 5.25%, due 01/15/29 144A
|
94,595
|
400,000
|
|
Summit Midstream Holdings LLC/Summit Midstream Finance Corp., 9.00%, due
10/15/26(k) 144A
|
388,930
|
1,583,000
|
|
Sunnova Energy Corp., 5.88%, due 09/01/26 144A
|
1,448,284
|
1,250,000
|
|
Suzano Austria GmbH, 3.13%, due 01/15/32(g)
|
1,001,466
|
990,000
|
|
Suzano Austria GmbH, 7.00%, due 03/16/47(g)(i)
|
998,848
|
360,000
|
|
Swire Pacific MTN Financing Ltd., (MTN), 4.50%, due 10/09/23(i)
|
358,818
|
1,185,000
|
|
Synchrony Financial, 4.88%, due 06/13/25
|
1,126,572
|
2,300,000
|
|
Take-Two Interactive Software, Inc., 4.95%, due 03/28/28
|
2,273,924
|
710,000
|
|
Talen Energy Supply LLC, 8.63%, due 06/01/30 144A
|
735,510
|
330,000
|
|
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., 6.00%, due 12/31/30 144A
|
291,139
|
45,000
|
|
Targa Resources Corp., 5.20%, due 07/01/27
|
44,207
|
515,000
|
|
Targa Resources Corp., 6.13%, due 03/15/33
|
526,490
|
60,000
|
|
Teck Resources Ltd., 6.00%, due 08/15/40
|
58,690
|
200,000
|
|
Telefonica Emisiones SA, 5.21%, due 03/08/47
|
174,101
|
1,450,000
|
|
Teva Pharmaceutical Finance Co. LLC, 6.15%, due 02/01/36
|
1,290,673
|
735,000
|
EUR
|
Teva Pharmaceutical Finance Netherlands II BV, 1.88%, due 03/31/27(i)
|
684,537
|
620,000
|
|
Teva Pharmaceutical Finance Netherlands III BV, 4.75%, due 05/09/27
|
574,320
|
1,070,000
|
|
Teva Pharmaceutical Finance Netherlands III BV, 8.13%, due 09/15/31(g)
|
1,122,784
|
690,000
|
GBP
|
Time Warner Cable LLC, 5.25%, due 07/15/42
|
695,440
|
300,000
|
|
Time Warner Cable LLC, 6.75%, due 06/15/39
|
288,510
|
2,460,000
|
|
Titan International, Inc., 7.00%, due 04/30/28
|
2,302,498
|
270,000
|
|
TKC Holdings, Inc., 6.88%, due 05/15/28 144A
|
237,911
|
2,455,000
|
|
T-Mobile USA, Inc., 4.80%, due 07/15/28
|
2,405,381
|
2,205,000
|
|
T-Mobile USA, Inc., 4.95%, due 03/15/28
|
2,171,016
|
550,000
|
|
TMS Issuer Sarl, 5.78%, due 08/23/32 144A
|
567,412
|
440,000
|
|
TopBuild Corp., 3.63%, due 03/15/29 144A
|
383,445
|
630,000
|
|
Toronto-Dominion Bank, 8.13% (5 yr. CMT + 4.08%), due 10/31/82(b)
|
641,579
|
1,100,000
|
|
TransAlta Corp., 6.50%, due 03/15/40
|
1,048,509
|
380,000
|
|
TransAlta Corp., 7.75%, due 11/15/29
|
391,592
|
2,155,000
|
|
TransCanada PipeLines Ltd., 6.20%, due 03/09/26
|
2,156,978
|
1,200,000
|
|
TransDigm, Inc., 6.25%, due 03/15/26 144A
|
1,195,215
|
250,000
|
|
TransDigm, Inc., 6.75%, due 08/15/28 144A
|
251,260
|
580,000
|
|
Transnet SOC Ltd., 8.25%, due 02/06/28 144A
|
564,775
|
420,000
|
|
Transocean, Inc., 8.75%, due 02/15/30 144A
|
426,760
|
340,000
|
|
Transportadora de Gas del Sur SA, 6.75%, due 05/02/25 144A
|
322,702
|
1,920,000
|
|
Triumph Group, Inc., 9.00%, due 03/15/28 144A
|
1,962,795
|
1,875,000
|
|
Truist Financial Corp., 6.05% (SOFR + 2.05%), due 06/08/27(b)
|
1,876,622
|
520,000
|
|
Truist Financial Corp., (MTN), 5.12% (6 mo. USD Term SOFR + 1.85%), due
01/26/34(b)
|
492,964
|
710,000
|
|
Truist Financial Corp., (MTN), 5.87% (6 mo. USD SOFR + 2.36%), due 06/08/34(b)
|
710,615
|
1,115,000
|
|
TSMC Global Ltd., 2.25%, due 04/23/31(i)
|
922,169
|
490,000
|
|
Turk Telekomunikasyon AS, 6.88%, due 02/28/25 144A
|
465,819
|
1,740,000
|
|
Tutor Perini Corp., 6.88%, due 05/01/25(g) 144A
|
1,445,251
|
540,000
|
|
U.S. Bancorp, 4.84% (6 mo. USD Term SOFR + 1.60%), due 02/01/34(b)(g)
|
504,656
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
710,000
|
|
U.S. Bancorp, 5.84% (6 mo. USD SOFR + 2.26%), due 06/12/34(b)
|
715,463
|
490,000
|
|
U.S. Renal Care, Inc., 10.63%, due 07/15/27 144A
|
124,950
|
640,000
|
|
UBS Group AG, 4.75% (1 yr. CMT + 1.75%), due 05/12/28(b) 144A
|
607,029
|
1,110,000
|
|
UBS Group AG, 4.99% (1 yr. CMT + 2.40%), due 08/05/33(b) 144A
|
1,029,051
|
1,955,000
|
|
UBS Group AG, 6.54% (6 mo. USD Term SOFR + 3.92%), due 08/12/33(b) 144A
|
2,003,902
|
1,120,000
|
|
UBS Group AG, 7.00% (5 yr. USD Swap + 4.34%)(b)(j) 144A
|
1,084,326
|
990,000
|
|
UniCredit SpA, 5.46% (5 yr. CMT + 4.75%), due 06/30/35(b) 144A
|
840,963
|
555,000
|
|
UniCredit SpA, 7.30% (5 yr. USD ICE Swap + 4.91%), due 04/02/34(b) 144A
|
523,311
|
54,800
|
|
United Airlines Pass-Through Trust, 4.88%, due 07/15/27
|
52,355
|
485,111
|
|
United Airlines Pass-Through Trust, 5.88%, due 04/15/29
|
481,545
|
100,000
|
|
United Airlines, Inc., 4.38%, due 04/15/26 144A
|
95,101
|
1,130,000
|
|
United Airlines, Inc., 4.63%, due 04/15/29 144A
|
1,030,637
|
1,860,000
|
|
United Parcel Service, Inc., 4.88%, due 03/03/33
|
1,880,479
|
270,000
|
|
United Rentals North America, Inc., 4.88%, due 01/15/28
|
257,183
|
1,380,000
|
|
United Rentals North America, Inc., 5.25%, due 01/15/30
|
1,318,557
|
520,000
|
|
United Rentals North America, Inc., 5.50%, due 05/15/27
|
512,244
|
3,540,000
|
|
United Rentals North America, Inc., 6.00%, due 12/15/29 144A
|
3,535,117
|
700,000
|
|
Upbound Group, Inc., 6.38%, due 02/15/29(g) 144A
|
621,932
|
290,000
|
|
Utah Acquisition Sub, Inc., 5.25%, due 06/15/46
|
228,839
|
540,000
|
|
Vale Overseas Ltd., 6.88%, due 11/10/39
|
565,720
|
500,000
|
|
Venture Global Calcasieu Pass LLC, 3.88%, due 11/01/33 144A
|
410,110
|
1,370,000
|
|
Venture Global Calcasieu Pass LLC, 6.25%, due 01/15/30 144A
|
1,360,242
|
700,000
|
|
Venture Global LNG, Inc., 8.38%, due 06/01/31 144A
|
706,655
|
420,000
|
|
Vericast Corp., 11.00%, due 09/15/26 144A
|
440,475
|
490,000
|
|
Verizon Communications, Inc., 2.85%, due 09/03/41
|
348,895
|
2,825,000
|
|
Vertiv Group Corp., 4.13%, due 11/15/28 144A
|
2,547,849
|
220,000
|
|
Viavi Solutions, Inc., 3.75%, due 10/01/29 144A
|
187,138
|
820,000
|
|
Viking Cruises Ltd., 9.13%, due 07/15/31 144A
|
829,004
|
100,000
|
|
Viking Cruises Ltd., 13.00%, due 05/15/25 144A
|
105,069
|
300,000
|
|
Viking Ocean Cruises Ship VII Ltd., 5.63%, due 02/15/29 144A
|
274,770
|
970,000
|
|
Viper Energy Partners LP, 5.38%, due 11/01/27 144A
|
931,901
|
300,000
|
|
Virgin Media Secured Finance PLC, 5.50%, due 05/15/29(g) 144A
|
271,648
|
1,070,000
|
|
VistaJet Malta Finance PLC/Vista Management Holding, Inc., 7.88%, due 05/01/27(g)
144A
|
962,331
|
1,000,000
|
|
VistaJet Malta Finance PLC/Vista Management Holding, Inc., 9.50%, due 06/01/28 144A
|
919,075
|
450,000
|
|
Vmed O2 U.K. Financing I PLC, 4.75%, due 07/15/31 144A
|
374,654
|
660,000
|
|
VOC Escrow Ltd., 5.00%, due 02/15/28 144A
|
606,151
|
730,000
|
|
VTR Comunicaciones SpA, 5.13%, due 01/15/28 144A
|
381,087
|
1,085,000
|
|
Warnermedia Holdings, Inc., 6.41%, due 03/15/26
|
1,086,144
|
315,000
|
|
Waste Connections, Inc., 2.95%, due 01/15/52
|
216,038
|
350,000
|
|
WEA Finance LLC/Westfield U.K. & Europe Finance PLC REIT, 4.75%, due 09/17/44
144A
|
246,485
|
1,395,000
|
|
Wells Fargo & Co., 5.39% (SOFR + 2.02%), due 04/24/34(b)
|
1,386,739
|
1,100,000
|
|
Western Midstream Operating LP, 3.35%, due 02/01/25(k)
|
1,052,458
|
1,110,000
|
|
Western Midstream Operating LP, 5.30%, due 03/01/48
|
928,288
|
1,035,000
|
|
Western Midstream Operating LP, 5.45%, due 04/01/44
|
875,948
|
60,000
|
|
Williams Cos., Inc., 8.75%, due 03/15/32(k)
|
71,269
|
3,700,000
|
|
Willis North America, Inc., 5.35%, due 05/15/33
|
3,610,559
|
560,000
|
|
Winnebago Industries, Inc., 6.25%, due 07/15/28 144A
|
549,466
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Corporate Debt — continued
|
|
360,000
|
|
WW International, Inc., 4.50%, due 04/15/29 144A
|
213,132
|
2,270,000
|
|
Wynn Macau Ltd., 4.88%, due 10/01/24(g) 144A
|
2,215,838
|
1,845,000
|
|
Wynn Macau Ltd., 5.63%, due 08/26/28 144A
|
1,611,921
|
340,000
|
|
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 7.13%, due 02/15/31 144A
|
338,246
|
1,500,000
|
|
XPO CNW, Inc., 6.70%, due 05/01/34
|
1,498,035
|
190,000
|
|
XPO Escrow Sub LLC, 7.50%, due 11/15/27 144A
|
194,319
|
180,000
|
|
Yamana Gold, Inc., 4.63%, due 12/15/27
|
169,991
|
460,000
|
|
YPF SA, 6.95%, due 07/21/27 144A
|
378,077
|
860,000
|
|
YPF SA, 8.50%, due 07/28/25 144A
|
791,837
|
350,350
|
|
YPF SA, 9.00%, due 02/12/26(k) 144A
|
348,176
|
85,000
|
|
Yum! Brands, Inc., 4.75%, due 01/15/30 144A
|
79,678
|
720,000
|
|
ZF North America Capital, Inc., 4.75%, due 04/29/25 144A
|
702,577
|
420,000
|
|
ZF North America Capital, Inc., 7.13%, due 04/14/30 144A
|
427,618
|
900,000
|
|
Ziff Davis, Inc., 4.63%, due 10/15/30 144A
|
780,370
|
240,000
|
|
ZipRecruiter, Inc., 5.00%, due 01/15/30 144A
|
204,598
|
|
|
|
518,452,486
|
|
|
Mortgage Backed Securities - Private Issuers — 5.6%
|
|
910,000
|
|
Angel Oak Mortgage Trust I LLC CMO, Series 2019-2, Class B1, 5.02%, due
03/25/49(c) 144A
|
875,783
|
355,000
|
|
BANK, Series 2020-BN25, Class AS, 2.84%, due 01/15/63
|
292,667
|
500,000
|
|
BANK, Series 2022-BNK44, Class D, 4.00%, due 11/15/32(c) 144A
|
287,972
|
870,000
|
|
BANK, Series 2023-BNK45, Class A5, 5.20%, due 02/15/56
|
866,864
|
280,000
|
|
Barclays Commercial Mortgage Trust, Series 2019-C5, Class A4, 3.06%, due 11/15/52
|
245,269
|
922,000
|
|
BBCCRE Trust, Series 2015-GTP, Class F, 4.71%, due 08/10/33(c) 144A
|
651,421
|
345,000
|
|
BBCMS Mortgage Trust, Series 2020-C6, Class AS, 2.84%, due 02/15/53
|
285,167
|
390,000
|
|
BBCMS Trust, Series 2018-CBM, Class D, 7.58% (1 mo. USD LIBOR + 2.39%), due
07/15/37(b) 144A
|
371,752
|
250,000
|
|
Benchmark Mortgage Trust, Series 2020-B16, Class AM, 2.94%, due 02/15/53(c)
|
205,953
|
1,000,000
|
|
BHMS Mortgage Trust, Series 2018-MZB, Class MZB, 11.83% (1 mo. USD LIBOR +
6.64%), due 07/15/25(b) 144A
|
879,401
|
860,000
|
|
BIG Commercial Mortgage Trust, Series 2022-BIG, Class F, 10.58% (1 mo. USD Term
SOFR + 5.44%), due 02/15/39(b) 144A
|
813,649
|
838,974
|
|
BRAVO Residential Funding Trust CMO, Series 2022-NQM1, Class A3, 4.09%, due
09/25/61(c) 144A
|
743,419
|
301,013
|
|
BRAVO Residential Funding Trust CMO, Series 2022-NQM2, Class A3, 5.24%, due
11/25/61(c) 144A
|
290,231
|
245,291
|
|
BRAVO Residential Funding Trust CMO, Series 2022-NQM3, Class A3, 5.50%, due
07/25/62(c) 144A
|
237,224
|
590,000
|
|
BX Commercial Mortgage Trust, Series 2019-IMC, Class E, 7.34% (1 mo. USD LIBOR
+ 2.15%), due 04/15/34(b) 144A
|
573,839
|
1,110,067
|
|
BX Commercial Mortgage Trust, Series 2021-21M, Class A, 5.92% (1 mo. USD LIBOR
+ 0.73%), due 10/15/36(b) 144A
|
1,076,326
|
890,000
|
|
BX Commercial Mortgage Trust, Series 2021-ACNT, Class A, 6.04% (1 mo. USD
LIBOR + 0.85%), due 11/15/38(b) 144A
|
868,767
|
1,280,000
|
|
BX Commercial Mortgage Trust, Series 2021-VINO, Class A, 5.85% (1 mo. USD
LIBOR + 0.65%), due 05/15/38(b) 144A
|
1,248,380
|
690,000
|
|
BX Commercial Mortgage Trust, Series 2021-VOLT, Class G, 8.04% (1 mo. USD
LIBOR + 2.85%), due 09/15/36(b) 144A
|
640,325
|
472,625
|
|
BX Commercial Mortgage Trust, Series 2021-XL2, Class J, 9.08% (1 mo. USD LIBOR
+ 3.89%), due 10/15/38(b) 144A
|
441,350
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
1,260,000
|
|
BX Commercial Mortgage Trust, Series 2022-AHP, Class A, 6.14% (1 mo. USD Term
SOFR + 0.99%), due 01/17/39(b) 144A
|
1,226,643
|
891,254
|
|
BX Commercial Mortgage Trust, Series 2022-LP2, Class G, 9.25% (1 mo. USD Term
SOFR + 4.11%), due 02/15/39(b) 144A
|
849,179
|
970,000
|
|
BX Commercial Mortgage Trust, Series 2023-VLT2, Class E, 11.02% (1 mo. USD Term
SOFR + 5.87%), due 06/15/40(b) 144A
|
971,264
|
950,000
|
|
BX Trust, Series 2018-BILT, Class B, 6.46% (1 mo. USD LIBOR + 1.27%), due
05/15/30(b) 144A
|
934,755
|
880,000
|
|
BX Trust, Series 2021-SDMF, Class F, 7.13% (1 mo. USD LIBOR + 1.94%), due
09/15/34(b) 144A
|
812,777
|
830,000
|
|
BX Trust, Series 2022-LBA6, Class D, 7.15% (1 mo. USD Term SOFR + 2.00%), due
01/15/39(b) 144A
|
800,701
|
500,000
|
|
Cantor Commercial Real Estate Lending, Series 2019-CF1, Class A2, 3.62%, due
05/15/52
|
474,264
|
227,717
|
|
CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D, 5.25%, due 12/15/47(c)
144A
|
206,084
|
425,000
|
|
CFK Trust, Series 2020-MF2, Class F, 3.57%, due 03/15/39(c) 144A
|
309,844
|
300,000
|
|
CGDB Commercial Mortgage Trust, Series 2019-MOB, Class A, 6.14% (1 mo. USD
LIBOR + 0.95%), due 11/15/36(b) 144A
|
295,657
|
931,403
|
|
CIM Trust, Series 2023-R4, Class A1, 5.00%, due 05/25/62(c) 144A
|
902,287
|
500,000
|
|
Citigroup Commercial Mortgage Trust, Series 2015-P1, Class C, 4.51%, due 09/15/48(c)
|
427,566
|
270,000
|
|
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.47%, due 10/12/50
|
248,234
|
305,000
|
|
COMM Mortgage Trust, Series 2012-CR3, Class B, 3.92%, due 10/15/45 144A
|
253,114
|
1,057,369
|
|
Credit Suisse Mortgage Capital Certificates, Series 2019-ICE4, Class F, 7.84% (1 mo.
USD LIBOR + 2.65%), due 05/15/36(b) 144A
|
1,034,059
|
450,000
|
|
CSMC OA LLC, Series 2014-USA, Class F, 4.37%, due 09/15/37 144A
|
183,009
|
300,000
|
|
CSMC Trust, Series 2019-UVIL, Class A, 3.16%, due 12/15/41 144A
|
252,259
|
1,050,000
|
|
CSMC Trust, Series 2020-TMIC, Class A, 8.69% (1 mo. USD LIBOR + 3.50%), due
12/15/35(b) 144A
|
1,048,181
|
931,651
|
|
CSMC Trust, Series 2022-RPL4, Class A1, 3.90%, due 04/25/62(c) 144A
|
856,310
|
932,038
|
|
DBGS Mortgage Trust, Series 2018-BIOD, Class D, 6.74% (1 mo. USD LIBOR +
1.55%), due 05/15/35(b) 144A
|
912,016
|
930,000
|
|
Ellington Financial Mortgage Trust CMO, Series 2020-1, Class B1, 5.12%, due
05/25/65(c) 144A
|
880,134
|
1,063,638
|
|
Ellington Financial Mortgage Trust CMO, Series 2023-1, Class A3, 6.54%, due
02/25/68(k) 144A
|
1,051,818
|
770,000
|
|
ELP Commercial Mortgage Trust, Series 2021-ELP, Class D, 6.71% (1 mo. USD LIBOR
+ 1.52%), due 11/15/38(b) 144A
|
740,160
|
472,232
|
|
Extended Stay America Trust, Series 2021-ESH, Class F, 8.89% (1 mo. USD LIBOR +
3.70%), due 07/15/38(b) 144A
|
450,171
|
209,639
|
|
Federal Home Loan Mortgage Corp. STACR Debt Notes CMO, Series 2017-SPI1,
Class B, 4.12%, due 09/25/47(c) 144A
|
136,146
|
910,000
|
|
Federal Home Loan Mortgage Corp. STACR Debt Notes CMO, Series 2021-DNA2,
Class B1, 8.47% (30 day USD Term SOFR Average + 3.40%), due 08/25/33(b) 144A
|
920,011
|
1,580,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2020-DNA1,
Class B1, 7.45% (1 mo. USD LIBOR + 2.30%), due 01/25/50(b) 144A
|
1,581,761
|
116,812
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2020-DNA2,
Class M2, 7.00% (1 mo. USD LIBOR + 1.85%), due 02/25/50(b) 144A
|
117,238
|
1,054,405
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2020-DNA3,
Class B1, 10.25% (1 mo. USD LIBOR + 5.10%), due 06/25/50(b) 144A
|
1,135,705
|
830,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2020-DNA5,
Class B1, 9.87% (30 day USD Term SOFR Average + 4.80%), due 10/25/50(b) 144A
|
895,127
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
1,060,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2020-DNA6,
Class B1, 8.07% (30 day USD Term SOFR Average + 3.00%), due 12/25/50(b) 144A
|
1,046,571
|
970,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA1,
Class B2, 9.82% (30 day USD Term SOFR Average + 4.75%), due 01/25/51(b) 144A
|
889,874
|
380,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA3,
Class B1, 8.57% (30 day USD Term SOFR Average + 3.50%), due 10/25/33(b) 144A
|
381,241
|
1,140,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA3,
Class M2, 7.17% (30 day USD Term SOFR Average + 2.10%), due 10/25/33(b) 144A
|
1,119,167
|
1,270,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA5,
Class B1, 8.12% (30 day USD Term SOFR Average + 3.05%), due 01/25/34(b) 144A
|
1,249,856
|
925,939
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA5,
Class M2, 6.72% (30 day USD Term SOFR Average + 1.65%), due 01/25/34(b) 144A
|
924,785
|
980,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA6,
Class B1, 8.47% (30 day USD Term SOFR Average + 3.40%), due 10/25/41(b) 144A
|
977,751
|
400,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA6,
Class M2, 6.57% (30 day USD Term SOFR Average + 1.50%), due 10/25/41(b) 144A
|
390,299
|
930,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA7,
Class B1, 8.72% (30 day USD Term SOFR Average + 3.65%), due 11/25/41(b) 144A
|
926,891
|
1,000,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2021-DNA7,
Class M2, 6.87% (30 day USD Term SOFR Average + 1.80%), due 11/25/41(b) 144A
|
964,608
|
1,090,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust CMO, Series 2022-DNA3,
Class M1B, 7.97% (30 day USD SOFR Average + 2.90%), due 04/25/42(b) 144A
|
1,089,563
|
440,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2017-C07, Class 1B1, 9.15% (1 mo. USD LIBOR + 4.00%), due 05/25/30(b) 144A
|
469,233
|
610,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2018-C01, Class 1B1, 8.70% (1 mo. USD LIBOR + 3.55%), due 07/25/30(b) 144A
|
643,065
|
492,500
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2018-C06, Class 1B1, 8.90% (1 mo. USD LIBOR + 3.75%), due 03/25/31(b) 144A
|
516,584
|
800,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2018-R07, Class 1B1, 9.50% (1 mo. USD LIBOR + 4.35%), due 04/25/31(b) 144A
|
851,250
|
920,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2019-R03, Class 1B1, 9.25% (1 mo. USD LIBOR + 4.10%), due 09/25/31(b) 144A
|
964,436
|
680,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2019-R07, Class 1B1, 8.55% (1 mo. USD LIBOR + 3.40%), due 10/25/39(b) 144A
|
685,805
|
260,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2020-R01, Class 1B1, 8.40% (1 mo. USD LIBOR + 3.25%), due 01/25/40(b) 144A
|
255,252
|
139,621
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2020-R01, Class 1M2, 7.20% (1 mo. USD LIBOR + 2.05%), due 01/25/40(b) 144A
|
140,224
|
2,280,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2021-R01, Class 1B1, 8.17% (30 day USD Term SOFR Average + 3.10%), due
10/25/41(b) 144A
|
2,252,690
|
800,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2021-R03, Class 1B1, 7.82% (30 day USD Term SOFR Average + 2.75%), due
12/25/41(b) 144A
|
779,246
|
1,000,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities CMO, Series
2022-R04, Class 1M2, 8.17% (30 day USD Term SOFR Average + 3.10%), due
03/25/42(b) 144A
|
1,011,025
|
510,000
|
|
GS Mortgage Securities Corp. Trust, Series 2018-LUAU, Class G, 9.64% (1 mo. USD
LIBOR + 4.45%), due 11/15/32(b) 144A
|
487,250
|
570,000
|
|
GS Mortgage Securities Corp. Trust, Series 2020-DUNE, Class A, 6.29% (1 mo. USD
LIBOR + 1.10%), due 12/15/36(b) 144A
|
561,120
|
265,000
|
|
GS Mortgage Securities Trust, Series 2011-GC5, Class D, 5.30%, due 08/10/44(c) 144A
|
86,723
|
280,000
|
|
GS Mortgage Securities Trust, Series 2014-GC22, Class D, 4.84%, due 06/10/47(c) 144A
|
210,430
|
720,000
|
|
GS Mortgage Securities Trust, Series 2015-GC32, Class D, 3.35%, due 07/10/48
|
595,472
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
151,755
|
|
HarborView Mortgage Loan Trust CMO, Series 2005-9, Class 2A1C, 6.06% (1 mo. USD
LIBOR + 0.90%), due 06/20/35(b)
|
138,215
|
1,390,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-PHMZ, Class M,
13.70% (1 mo. USD LIBOR + 8.51%), due 06/15/35(b) 144A
|
14
|
1,210,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2018-WPT, Class FFL,
8.31% (1 mo. USD LIBOR + 3.15%), due 07/05/33(b) 144A
|
986,346
|
530,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class E,
8.04% (1 mo. USD LIBOR + 2.85%), due 09/15/29(b) 144A
|
424,052
|
800,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2019-BKWD, Class F,
8.84% (1 mo. USD LIBOR + 3.65%), due 09/15/29(b) 144A
|
600,802
|
800,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-MKST, Class F,
8.29% (1 mo. USD LIBOR + 3.10%), due 12/15/36(b) 144A
|
234,506
|
760,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-NNN, Class GFX,
4.84%, due 01/16/37(c) 144A
|
579,474
|
810,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2021-HTL5, Class F,
9.46% (1 mo. USD LIBOR + 4.27%), due 11/15/38(b) 144A
|
764,881
|
1,030,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-ACB, Class D,
7.97% (30 day USD Term SOFR Average + 2.90%), due 03/15/39(b) 144A
|
982,832
|
537,498
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2022-NLP, Class D,
7.31% (1 mo. USD Term SOFR + 2.17%), due 04/15/37(b) 144A
|
489,692
|
625,479
|
|
KIND Trust, Series 2021-KIND, Class D, 7.56% (1 mo. USD Term SOFR + 2.41%),
due 08/15/38(b) 144A
|
582,392
|
1,105,194
|
|
Legacy Mortgage Asset Trust CMO, Series 2020-GS4, Class A1, 6.25%, due 02/25/60(k)
144A
|
1,095,462
|
164,584
|
|
Legacy Mortgage Asset Trust CMO, Series 2020-GS5, Class A1, 3.25%, due 06/25/60(k)
144A
|
161,726
|
532,445
|
|
Med Trust, Series 2021-MDLN, Class C, 6.99% (1 mo. USD LIBOR + 1.80%), due
11/15/38(b) 144A
|
514,196
|
577,230
|
|
Med Trust, Series 2021-MDLN, Class E, 8.34% (1 mo. USD LIBOR + 3.15%), due
11/15/38(b) 144A
|
547,275
|
1,741,641
|
|
Med Trust, Series 2021-MDLN, Class G, 10.44% (1 mo. USD LIBOR + 5.25%), due
11/15/38(b) 144A
|
1,638,917
|
890,000
|
|
MHC Commercial Mortgage Trust, Series 2021-MHC, Class A, 6.06% (1 mo. USD
Term SOFR + 0.92%), due 04/15/38(b) 144A
|
874,529
|
590,000
|
|
MHC Trust, Series 2021-MHC2, Class E, 7.21% (1 mo. USD Term SOFR + 2.06%),
due 05/15/38(b) 144A
|
570,471
|
320,000
|
|
Morgan Stanley Capital I Trust, Series 2018-MP, Class A, 4.42%, due 07/11/40(c) 144A
|
262,134
|
350,950
|
|
MSBAM Commercial Mortgage Securities Trust, Series 2012-CKSV, Class A2, 3.28%,
due 10/15/30 144A
|
277,601
|
490,000
|
|
MSWF Commercial Mortgage Trust, Series 2023-1, Class A4, 5.47%, due 05/15/56
|
491,615
|
461,389
|
|
Multifamily Connecticut Avenue Securities Trust, Series 2019-01, Class M10, 8.40% (1
mo. USD LIBOR + 3.25%), due 10/25/49(b) 144A
|
446,280
|
460,000
|
|
Multifamily Connecticut Avenue Securities Trust, Series 2020-01, Class M10, 8.90% (1
mo. USD LIBOR + 3.75%), due 03/25/50(b) 144A
|
442,017
|
320,000
|
|
Natixis Commercial Mortgage Securities Trust, Series 2019-MILE, Class A, 6.73% (1
mo. USD Term SOFR + 1.58%), due 07/15/36(b) 144A
|
301,391
|
372,816
|
|
New Residential Mortgage Loan Trust CMO, Series 2017-5A, Class B4, 5.25%, due
06/25/57(c) 144A
|
356,939
|
256,732
|
|
New Residential Mortgage Loan Trust CMO, Series 2019-RPL3, Class A1, 2.75%, due
07/25/59(c) 144A
|
237,131
|
435,727
|
|
OBX Trust CMO, Series 2022-NQM6, Class A1, 4.70%, due 07/25/62(k) 144A
|
421,952
|
665,843
|
|
OPG Trust, Series 2021-PORT, Class D, 6.32% (1 mo. USD LIBOR + 1.13%), due
10/15/36(b) 144A
|
632,081
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
71,148
|
|
PMT Credit Risk Transfer Trust CMO, Series 2019-3R, Class A, 8.88% (1 mo. USD
LIBOR + 3.70%), due 11/27/31(b) 144A
|
69,425
|
82,043
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2017-1, Class M1, 4.00%, due
01/25/56(c) 144A
|
81,029
|
308,416
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2017-2, Class M1, 4.00%, due
08/25/56(c) 144A
|
300,956
|
338,751
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2017-3, Class M1, 4.00%, due
07/25/56(c) 144A
|
333,698
|
415,000
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2018-3, Class M, 4.75%, due
08/25/57(c) 144A
|
363,056
|
280,000
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2019-1, Class M, 4.75%, due
07/25/58(c) 144A
|
250,520
|
790,000
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2019-3, Class M, 4.75%, due
10/25/58(c) 144A
|
710,268
|
560,000
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2019-4, Class M, 4.50%, due
02/25/59(c) 144A
|
470,065
|
370,000
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2020-1, Class M, 4.25%, due
08/25/59(c) 144A
|
314,491
|
640,000
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2020-2, Class M, 4.25%, due
11/25/59(c) 144A
|
548,653
|
590,000
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2020-3, Class M, 4.25%, due
05/25/60(c) 144A
|
501,887
|
500,000
|
|
Seasoned Credit Risk Transfer Trust CMO, Series 2021-1, Class M, 4.25%, due 09/25/60
144A
|
431,489
|
230,000
|
|
Starwood Retail Property Trust, Series 2014-STAR, Class C, 7.94% (1 mo. USD LIBOR
+ 2.75%), due 11/15/27(b)(f) 144A
|
84,866
|
900,000
|
|
Starwood Retail Property Trust, Series 2014-STAR, Class D, 8.69% (1 mo. USD LIBOR
+ 3.50%), due 11/15/27(b)(f) 144A
|
199,125
|
295,704
|
|
Structured Asset Mortgage Investments II Trust CMO, Series 2005-AR2, Class 2A2,
5.71% (1 mo. USD LIBOR + 0.56%), due 05/25/45(b)
|
223,127
|
766,336
|
|
Tharaldson Hotel Portfolio Trust, Series 2018-THL, Class E, 8.67% (1 mo. USD LIBOR
+ 3.48%), due 11/11/34(b) 144A
|
737,641
|
761,476
|
|
Tharaldson Hotel Portfolio Trust, Series 2018-THL, Class F, 9.44% (1 mo. USD LIBOR
+ 4.25%), due 11/11/34(b) 144A
|
729,970
|
940,000
|
|
Towd Point Mortgage Trust CMO, Series 2017-5, Class B1, 4.60% (1 mo. USD LIBOR
+ 1.80%), due 02/25/57(b) 144A
|
918,084
|
590,000
|
|
Towd Point Mortgage Trust CMO, Series 2019-4, Class B1B, 3.50%, due 10/25/59(c)
144A
|
426,227
|
259,994
|
|
UBS Commercial Mortgage Trust, Series 2017-C7, Class A3, 3.42%, due 12/15/50
|
239,796
|
241,361
|
|
WaMu Mortgage Pass-Through Certificates Trust CMO, Series 2005-AR1, Class A1B,
5.93% (1 mo. USD LIBOR + 0.78%), due 01/25/45(b)
|
225,319
|
465,331
|
|
WaMu Mortgage Pass-Through Certificates Trust CMO, Series 2005-AR6, Class 2A1A,
5.61% (1 mo. USD LIBOR + 0.46%), due 04/25/45(b)
|
455,080
|
340,261
|
|
WaMu Mortgage Pass-Through Certificates Trust CMO, Series 2006-AR16, Class 2A2,
3.44%, due 12/25/36(c)
|
296,982
|
530,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2014-LC18, Class B, 3.96%, due
12/15/47
|
495,105
|
1,190,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-C42, Class D, 2.80%, due
12/15/50(c) 144A
|
699,475
|
236,111
|
|
Wells Fargo Mortgage-Backed Securities Trust CMO, Series 2006-AR5, Class 2A1,
4.68%, due 04/25/36(c)
|
221,310
|
|
|
|
78,655,211
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — 0.0%
|
|
127,461
|
|
Federal National Mortgage Association, Pool # BM6224, 2.79%, due 01/01/35(c)
|
109,072
|
200,000
|
|
Federal National Mortgage Association, Pool # FS5059, 3.50%, due 11/01/48
|
186,141
|
|
|
|
295,213
|
|
|
Sovereign Debt Obligations — 33.3%
|
|
1,275,000
|
|
Abu Dhabi Government International Bonds, 3.13%, due 09/30/49(i)
|
936,467
|
940,000
|
|
Abu Dhabi Government International Bonds, 3.13%, due 09/30/49 144A
|
690,415
|
240,000
|
|
Angolan Government International Bonds, 8.75%, due 04/14/32 144A
|
202,578
|
935,000
|
|
Angolan Government International Bonds, (MTN), 8.00%, due 11/26/29(i)
|
794,727
|
5,505
|
|
Argentina Government International Bonds, 1.00%, due 07/09/29
|
1,796
|
327,438
|
|
Argentina Government International Bonds, 1.50%, due 07/09/46(k)
|
99,043
|
975,000
|
|
Bahrain Government International Bonds, (MTN), 5.63%, due 05/18/34(i)
|
851,628
|
870,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 2.30%, due 10/01/28(i)
|
942,125
|
2,780,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 2.50%, due 03/01/25
|
3,244,540
|
1,935,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 4.50%, due 03/01/26
|
2,371,828
|
1,275,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 4.70%, due 09/01/30(i)
|
1,545,608
|
580,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 5.00%, due 10/01/28(i)
|
717,420
|
115,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 5.00%, due 03/01/35
|
142,342
|
1,950,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 6.00%, due 04/01/33(i)
|
2,613,273
|
335,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 6.00%, due 01/01/43
|
462,193
|
550,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 7.00%, due 05/01/34(i)
|
795,593
|
1,000,000
|
|
Brazil Government International Bonds, 4.63%, due 01/13/28
|
971,991
|
1,960,000
|
|
Brazil Government International Bonds, 4.75%, due 01/14/50
|
1,447,858
|
4,354,000
|
BRL
|
Brazil Letras do Tesouro Nacional, 10.51%, due 07/01/25(h)
|
740,773
|
18,362,000
|
BRL
|
Brazil Letras do Tesouro Nacional, 10.56%, due 01/01/26(h)
|
2,984,190
|
33,500,000
|
BRL
|
Brazil Letras do Tesouro Nacional, 10.67%, due 01/01/25(h)
|
5,954,236
|
6,227,000
|
BRL
|
Brazil Letras do Tesouro Nacional, 11.21%, due 07/01/24(h)
|
1,157,091
|
39,387,000
|
BRL
|
Brazil Letras do Tesouro Nacional, 12.16%, due 01/01/24(h)
|
7,691,843
|
140,000
|
BRL
|
Brazil Notas do Tesouro Nacional Series B Notes, 6.00%, due 05/15/35
|
127,637
|
192,600
|
BRL
|
Brazil Notas do Tesouro Nacional Series B Notes, 6.00%, due 05/15/45
|
175,463
|
302,000
|
BRL
|
Brazil Notas do Tesouro Nacional Series B Notes, 6.00%, due 08/15/50
|
277,645
|
43,768,000
|
BRL
|
Brazil Notas do Tesouro Nacional Series F Notes, 10.00%, due 01/01/25
|
8,641,695
|
44,977,000
|
BRL
|
Brazil Notas do Tesouro Nacional Series F Notes, 10.00%, due 01/01/27
|
8,959,140
|
53,505,000
|
BRL
|
Brazil Notas do Tesouro Nacional Series F Notes, 10.00%, due 01/01/29
|
10,512,621
|
62,278,000
|
BRL
|
Brazil Notas do Tesouro Nacional Series F Notes, 10.00%, due 01/01/31
|
12,067,550
|
15,742,000
|
BRL
|
Brazil Notas do Tesouro Nacional Series F Notes, 10.00%, due 01/01/33
|
3,146,671
|
748,000
|
|
Chile Government International Bonds, 2.55%, due 01/27/32(g)
|
640,482
|
403,000
|
|
Chile Government International Bonds, 4.34%, due 03/07/42(g)
|
358,777
|
3,930,000
|
CNY
|
China Government Bonds, 2.68%, due 05/21/30
|
540,648
|
7,320,000
|
CNY
|
China Government Bonds, 2.85%, due 06/04/27
|
1,024,084
|
7,200,000
|
CNY
|
China Government Bonds, 2.88%, due 02/25/33
|
1,008,407
|
4,330,000
|
CNY
|
China Government Bonds, 3.02%, due 10/22/25
|
607,018
|
8,120,000
|
CNY
|
China Government Bonds, 3.13%, due 11/21/29
|
1,151,339
|
6,770,000
|
CNY
|
China Government Bonds, 3.27%, due 11/19/30
|
977,021
|
2,250,000
|
CNY
|
China Government Bonds, 3.28%, due 12/03/27
|
321,421
|
3,630,000
|
CNY
|
China Government Bonds, 3.29%, due 05/23/29
|
521,012
|
1,240,000
|
CNY
|
China Government Bonds, 3.72%, due 04/12/51
|
190,671
|
2,580,000
|
CNY
|
China Government Bonds, 3.81%, due 09/14/50
|
401,799
|
270,000
|
|
Ciudad Autonoma De Buenos Aires/Government Bonds, 7.50%, due 06/01/27(i)
|
253,873
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Sovereign Debt Obligations — continued
|
|
818,000
|
|
Colombia Government International Bonds, 3.13%, due 04/15/31
|
618,817
|
1,485,000
|
|
Colombia Government International Bonds, 4.13%, due 05/15/51
|
892,396
|
463,000
|
|
Colombia Government International Bonds, 7.50%, due 02/02/34
|
453,936
|
11,666,600,000
|
COP
|
Colombia TES, 5.75%, due 11/03/27
|
2,406,855
|
20,650,700,000
|
COP
|
Colombia TES, 6.00%, due 04/28/28
|
4,242,424
|
11,764,100,000
|
COP
|
Colombia TES, 6.25%, due 11/26/25
|
2,609,506
|
6,459,800,000
|
COP
|
Colombia TES, 6.25%, due 07/09/36
|
1,120,655
|
14,793,900,000
|
COP
|
Colombia TES, 7.00%, due 03/26/31
|
2,989,561
|
1,517,200,000
|
COP
|
Colombia TES, 7.00%, due 03/26/31
|
306,597
|
38,104,700,000
|
COP
|
Colombia TES, 7.00%, due 06/30/32
|
7,488,555
|
16,063,200,000
|
COP
|
Colombia TES, 7.25%, due 10/18/34
|
3,106,316
|
5,090,000,000
|
COP
|
Colombia TES, 7.25%, due 10/26/50
|
866,523
|
9,490,800,000
|
COP
|
Colombia TES, 7.50%, due 08/26/26
|
2,134,940
|
14,298,600,000
|
COP
|
Colombia TES, 7.75%, due 09/18/30
|
3,048,409
|
10,630,600,000
|
COP
|
Colombia TES, 9.25%, due 05/28/42
|
2,280,698
|
8,317,400,000
|
COP
|
Colombia TES, 10.00%, due 07/24/24
|
1,995,114
|
4,900,000,000
|
COP
|
Colombia TES, 13.25%, due 02/09/33
|
1,377,721
|
870,000
|
|
Costa Rica Government International Bonds, 7.00%, due 04/04/44(i)
|
850,022
|
22,210,000
|
CZK
|
Czech Republic Government Bonds, 0.95%, due 05/15/30(i)
|
814,597
|
15,220,000
|
CZK
|
Czech Republic Government Bonds, 1.00%, due 06/26/26(i)
|
623,523
|
22,780,000
|
CZK
|
Czech Republic Government Bonds, 1.20%, due 03/13/31
|
832,835
|
7,840,000
|
CZK
|
Czech Republic Government Bonds, 1.25%, due 02/14/25
|
337,424
|
23,730,000
|
CZK
|
Czech Republic Government Bonds, 1.50%, due 04/24/40
|
715,926
|
24,440,000
|
CZK
|
Czech Republic Government Bonds, 1.75%, due 06/23/32
|
914,669
|
29,590,000
|
CZK
|
Czech Republic Government Bonds, 2.00%, due 10/13/33
|
1,101,470
|
4,270,000
|
CZK
|
Czech Republic Government Bonds, 2.40%, due 09/17/25(i)
|
184,642
|
4,900,000
|
CZK
|
Czech Republic Government Bonds, 2.50%, due 08/25/28(i)
|
204,095
|
24,930,000
|
CZK
|
Czech Republic Government Bonds, 2.75%, due 07/23/29
|
1,042,358
|
57,340,000
|
CZK
|
Czech Republic Government Bonds, 3.50%, due 05/30/35
|
2,448,098
|
5,440,000
|
CZK
|
Czech Republic Government Bonds, 4.20%, due 12/04/36(i)
|
246,035
|
87,000,000
|
CZK
|
Czech Republic Government Bonds, 5.00%, due 09/30/30
|
4,148,878
|
100,500,000
|
CZK
|
Czech Republic Government Bonds, 5.50%, due 12/12/28
|
4,857,280
|
4,440,000
|
CZK
|
Czech Republic Government Bonds, 5.61%, due 12/12/24(h)
|
188,289
|
4,340,000
|
CZK
|
Czech Republic Government Bonds, 6.00%, due 02/26/26
|
205,173
|
580,000
|
|
Dominican Republic International Bonds, 4.88%, due 09/23/32(i)
|
495,114
|
350,000
|
|
Dominican Republic International Bonds, 5.50%, due 02/22/29 144A
|
328,360
|
510,000
|
|
Dominican Republic International Bonds, 5.50%, due 02/22/29(i)
|
478,468
|
1,005,000
|
|
Dominican Republic International Bonds, 6.00%, due 07/19/28 144A
|
982,013
|
910,000
|
|
Dominican Republic International Bonds, 6.00%, due 02/22/33 144A
|
841,462
|
430,000
|
|
Dominican Republic International Bonds, 7.05%, due 02/03/31 144A
|
429,349
|
7,061,000
|
EGP
|
Egypt Government Bonds, 14.66%, due 10/06/30
|
161,012
|
6,937,000
|
EGP
|
Egypt Government Bonds, 14.82%, due 07/06/31
|
158,233
|
1,599,000
|
|
Egypt Government International Bonds, 8.88%, due 05/29/50(i)
|
866,130
|
11,240,000
|
ZAR
|
European Investment Bank, (MTN), 8.50%, due 09/17/24(i)
|
592,354
|
920,000
|
|
Export-Import Bank of India, 5.50%, due 01/18/33 144A
|
917,082
|
1,035,000
|
|
Export-Import Bank of Korea, 5.00%, due 01/11/28
|
1,038,581
|
5,100,000,000
|
IDR
|
Export-Import Bank of Korea, (MTN), 8.00%, due 05/15/24(i)
|
344,235
|
490,000
|
|
Gabon Government International Bonds, 7.00%, due 11/24/31 144A
|
390,138
|
1,025,000
|
|
Guatemala Government Bonds, 4.88%, due 02/13/28(i)
|
977,495
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Sovereign Debt Obligations — continued
|
|
121,750,000
|
HUF
|
Hungary Government Bonds, 1.50%, due 04/22/26
|
293,150
|
191,110,000
|
HUF
|
Hungary Government Bonds, 2.00%, due 05/23/29
|
424,688
|
266,700,000
|
HUF
|
Hungary Government Bonds, 3.00%, due 10/27/27
|
649,884
|
325,920,000
|
HUF
|
Hungary Government Bonds, 3.00%, due 08/21/30
|
746,261
|
420,250,000
|
HUF
|
Hungary Government Bonds, 3.00%, due 10/27/38
|
803,346
|
599,720,000
|
HUF
|
Hungary Government Bonds, 3.00%, due 10/27/38
|
1,146,419
|
224,860,000
|
HUF
|
Hungary Government Bonds, 3.25%, due 10/22/31
|
510,474
|
259,610,000
|
HUF
|
Hungary Government Bonds, 4.00%, due 04/28/51
|
487,118
|
2,408,670,000
|
HUF
|
Hungary Government Bonds, 4.50%, due 03/23/28
|
6,186,910
|
1,435,190,000
|
HUF
|
Hungary Government Bonds, 4.75%, due 11/24/32
|
3,567,320
|
92,440,000
|
HUF
|
Hungary Government Bonds, 5.50%, due 06/24/25
|
250,580
|
177,690,000
|
HUF
|
Hungary Government Bonds, 6.75%, due 10/22/28
|
499,629
|
1,985,000
|
|
Hungary Government International Bonds, 6.13%, due 05/22/28 144A
|
2,017,886
|
672,000
|
|
Hungary Government International Bonds, 6.25%, due 09/22/32 144A
|
690,178
|
1,830,000
|
|
Indonesia Government International Bonds, 3.50%, due 01/11/28
|
1,728,600
|
895,000
|
|
Indonesia Government International Bonds, 3.55%, due 03/31/32
|
812,062
|
835,000
|
|
Indonesia Government International Bonds, 4.55%, due 01/11/28
|
825,972
|
17,850,000,000
|
IDR
|
Indonesia Treasury Bonds, 5.13%, due 04/15/27
|
1,170,406
|
14,660,000,000
|
IDR
|
Indonesia Treasury Bonds, 5.50%, due 04/15/26
|
973,134
|
7,852,000,000
|
IDR
|
Indonesia Treasury Bonds, 6.13%, due 05/15/28
|
526,610
|
23,108,000,000
|
IDR
|
Indonesia Treasury Bonds, 6.25%, due 06/15/36
|
1,527,770
|
7,396,000,000
|
IDR
|
Indonesia Treasury Bonds, 6.38%, due 08/15/28
|
503,540
|
66,547,000,000
|
IDR
|
Indonesia Treasury Bonds, 6.38%, due 04/15/32
|
4,460,890
|
35,803,000,000
|
IDR
|
Indonesia Treasury Bonds, 6.50%, due 06/15/25
|
2,416,975
|
75,394,000,000
|
IDR
|
Indonesia Treasury Bonds, 6.50%, due 02/15/31
|
5,074,261
|
57,124,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.00%, due 05/15/27
|
3,948,109
|
75,843,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.00%, due 02/15/33
|
5,326,361
|
26,200,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.13%, due 06/15/38
|
1,853,240
|
6,949,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.13%, due 06/15/42
|
485,431
|
20,771,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.13%, due 06/15/43
|
1,468,240
|
4,546,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.38%, due 05/15/48
|
322,564
|
22,149,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.50%, due 08/15/32
|
1,597,329
|
19,649,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.50%, due 05/15/38
|
1,422,892
|
52,408,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.50%, due 04/15/40
|
3,790,142
|
14,309,000,000
|
IDR
|
Indonesia Treasury Bonds, 8.25%, due 05/15/29
|
1,053,339
|
2,658,000,000
|
IDR
|
Indonesia Treasury Bonds, 8.25%, due 06/15/32
|
200,710
|
17,896,000,000
|
IDR
|
Indonesia Treasury Bonds, 8.25%, due 05/15/36
|
1,374,528
|
11,780,000,000
|
IDR
|
Indonesia Treasury Bonds, 8.38%, due 09/15/26
|
842,300
|
73,023,000,000
|
IDR
|
Indonesia Treasury Bonds, 8.38%, due 03/15/34
|
5,611,343
|
36,242,000,000
|
IDR
|
Indonesia Treasury Bonds, 8.38%, due 04/15/39
|
2,823,005
|
20,500,000,000
|
IDR
|
Indonesia Treasury Bonds, 8.75%, due 05/15/31
|
1,571,941
|
8,328,000,000
|
IDR
|
Indonesia Treasury Bonds, 9.00%, due 03/15/29
|
635,151
|
6,017,000,000
|
IDR
|
Indonesia Treasury Bonds, 9.50%, due 07/15/31
|
484,354
|
14,502,000,000
|
IDR
|
Indonesia Treasury Bonds, 11.00%, due 09/15/25
|
1,070,301
|
170,000
|
EUR
|
Ivory Coast Government International Bonds, 4.88%, due 01/30/32 144A
|
144,839
|
175,753
|
|
Ivory Coast Government International Bonds, 5.75%, due 12/31/32(i)(k)
|
164,392
|
740,000
|
|
Ivory Coast Government International Bonds, 6.13%, due 06/15/33(i)
|
650,257
|
1,110,000
|
|
Ivory Coast Government International Bonds, 6.38%, due 03/03/28(i)
|
1,074,206
|
820,000
|
|
Jordan Government International Bonds, 7.75%, due 01/15/28 144A
|
835,888
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Sovereign Debt Obligations — continued
|
|
510,000
|
|
Kazakhstan Government International Bonds, 5.13%, due 07/21/25(i)
|
525,300
|
13,221,000
|
MYR
|
Malaysia Government Bonds, 2.63%, due 04/15/31
|
2,597,556
|
25,657,000
|
MYR
|
Malaysia Government Bonds, 3.48%, due 06/14/24
|
5,506,922
|
1,921,000
|
MYR
|
Malaysia Government Bonds, 3.50%, due 05/31/27
|
409,387
|
15,605,000
|
MYR
|
Malaysia Government Bonds, 3.58%, due 07/15/32
|
3,274,215
|
18,659,000
|
MYR
|
Malaysia Government Bonds, 3.73%, due 06/15/28
|
4,015,228
|
3,943,000
|
MYR
|
Malaysia Government Bonds, 3.76%, due 05/22/40
|
804,241
|
13,033,000
|
MYR
|
Malaysia Government Bonds, 3.83%, due 07/05/34
|
2,744,580
|
2,226,000
|
MYR
|
Malaysia Government Bonds, 3.84%, due 04/15/33
|
474,126
|
23,555,000
|
MYR
|
Malaysia Government Bonds, 3.88%, due 03/14/25
|
5,086,984
|
2,586,000
|
MYR
|
Malaysia Government Bonds, 3.89%, due 03/15/27
|
558,709
|
26,999,000
|
MYR
|
Malaysia Government Bonds, 3.89%, due 08/15/29
|
5,815,477
|
14,726,000
|
MYR
|
Malaysia Government Bonds, 3.90%, due 11/30/26
|
3,190,004
|
6,866,000
|
MYR
|
Malaysia Government Bonds, 3.90%, due 11/16/27
|
1,485,997
|
5,705,000
|
MYR
|
Malaysia Government Bonds, 3.91%, due 07/15/26
|
1,236,787
|
1,322,000
|
MYR
|
Malaysia Government Bonds, 3.96%, due 09/15/25
|
285,892
|
2,011,000
|
MYR
|
Malaysia Government Bonds, 4.07%, due 06/15/50
|
420,050
|
624,000
|
MYR
|
Malaysia Government Bonds, 4.13%, due 04/15/32
|
135,699
|
1,205,000
|
MYR
|
Malaysia Government Bonds, 4.23%, due 06/30/31
|
264,533
|
11,727,000
|
MYR
|
Malaysia Government Bonds, 4.39%, due 04/15/26
|
2,572,996
|
1,280,000
|
MYR
|
Malaysia Government Bonds, 4.46%, due 03/31/53
|
286,845
|
1,621,000
|
MYR
|
Malaysia Government Bonds, 4.50%, due 04/15/30
|
363,135
|
2,355,000
|
MYR
|
Malaysia Government Bonds, 4.70%, due 10/15/42
|
543,634
|
1,597,000
|
MYR
|
Malaysia Government Bonds, 4.74%, due 03/15/46
|
368,466
|
5,176,000
|
MYR
|
Malaysia Government Bonds, 4.76%, due 04/07/37
|
1,184,332
|
2,243,000
|
MYR
|
Malaysia Government Bonds, 4.89%, due 06/08/38
|
527,301
|
56,489,000
|
MXN
|
Mexico Bonos, 5.00%, due 03/06/25
|
3,043,170
|
16,048,100
|
MXN
|
Mexico Bonos, 5.50%, due 03/04/27
|
834,468
|
93,089,300
|
MXN
|
Mexico Bonos, 5.75%, due 03/05/26
|
4,966,475
|
69,841,000
|
MXN
|
Mexico Bonos, 7.50%, due 06/03/27
|
3,876,368
|
77,796,400
|
MXN
|
Mexico Bonos, 7.50%, due 05/26/33
|
4,179,677
|
99,533,100
|
MXN
|
Mexico Bonos, 7.75%, due 05/29/31
|
5,492,384
|
16,886,900
|
MXN
|
Mexico Bonos, 7.75%, due 11/23/34
|
919,891
|
75,344,400
|
MXN
|
Mexico Bonos, 7.75%, due 11/13/42
|
3,943,472
|
25,000,000
|
MXN
|
Mexico Bonos, 8.00%, due 12/07/23
|
1,438,413
|
16,315,100
|
MXN
|
Mexico Bonos, 8.00%, due 09/05/24
|
920,690
|
98,333,100
|
MXN
|
Mexico Bonos, 8.00%, due 11/07/47
|
5,242,750
|
67,738,200
|
MXN
|
Mexico Bonos, 8.00%, due 07/31/53
|
3,584,451
|
8,178,800
|
MXN
|
Mexico Bonos, 8.00%, due 07/31/53
|
432,791
|
29,302,900
|
MXN
|
Mexico Bonos, 8.50%, due 05/31/29
|
1,693,317
|
19,187,000
|
MXN
|
Mexico Bonos, 8.50%, due 05/31/29
|
1,108,753
|
55,430,600
|
MXN
|
Mexico Bonos, 8.50%, due 11/18/38
|
3,151,146
|
48,920,000
|
MXN
|
Mexico Bonos, 8.50%, due 11/18/38
|
2,781,028
|
70,748,500
|
MXN
|
Mexico Bonos, 10.00%, due 12/05/24
|
4,097,566
|
2,735,000
|
MXN
|
Mexico Bonos, 10.00%, due 12/05/24
|
158,404
|
7,390,300
|
MXN
|
Mexico Bonos, 10.00%, due 11/20/36
|
476,671
|
1,220,000
|
|
Mexico Government International Bonds, 2.66%, due 05/24/31(g)
|
1,017,241
|
595,000
|
|
Mexico Government International Bonds, 4.88%, due 05/19/33
|
568,856
|
470,000
|
|
Mexico Government International Bonds, 6.34%, due 05/04/53
|
479,944
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Sovereign Debt Obligations — continued
|
|
7,183,484
|
MXN
|
Mexico Udibonos, 4.00%, due 11/30/28
|
409,574
|
45,528,794
|
MXN
|
Mexico Udibonos, 4.50%, due 12/04/25
|
2,587,465
|
15,665,571
|
MXN
|
Mexico Udibonos, 4.50%, due 11/22/35
|
942,283
|
320,000
|
|
Mongolia Government International Bonds, 8.65%, due 01/19/28 144A
|
322,800
|
1,495,000
|
|
Nigeria Government International Bonds, (MTN), 8.38%, due 03/24/29(i)
|
1,349,574
|
865,000
|
|
Oman Government International Bonds, 5.63%, due 01/17/28 144A
|
857,226
|
930,000
|
|
Panama Government International Bonds, 4.50%, due 04/01/56
|
700,730
|
390,000
|
|
Panama Government International Bonds, 6.40%, due 02/14/35
|
407,678
|
1,520,000
|
|
Paraguay Government International Bonds, 5.40%, due 03/30/50(i)
|
1,302,293
|
1,645,000
|
PEN
|
Peru Government Bonds, 5.35%, due 08/12/40
|
378,001
|
12,808,000
|
PEN
|
Peru Government Bonds, 5.40%, due 08/12/34
|
3,121,639
|
10,034,000
|
PEN
|
Peru Government Bonds, 5.94%, due 02/12/29
|
2,715,104
|
10,049,000
|
PEN
|
Peru Government Bonds, 6.15%, due 08/12/32
|
2,649,394
|
1,661,000
|
PEN
|
Peru Government Bonds, 6.90%, due 08/12/37
|
451,905
|
2,209,000
|
PEN
|
Peru Government Bonds, 6.95%, due 08/12/31
|
618,385
|
9,178,000
|
PEN
|
Peru Government Bonds, 7.30%, due 08/12/33 144A
|
2,605,845
|
740,000
|
|
Peruvian Government International Bonds, 2.78%, due 01/23/31
|
634,446
|
9,430,000
|
PEN
|
Peruvian Government International Bonds (GDN), 6.35%, due 08/12/28(i)
|
2,640,287
|
2,463,000
|
PEN
|
Peruvian Government International Bonds (GDN), 6.90%, due 08/12/37(i)
|
670,103
|
7,445,000
|
PEN
|
Peruvian Government International Bonds (GDN), 6.95%, due 08/12/31(i)
|
2,084,146
|
2,222,000
|
PEN
|
Peruvian Government International Bonds (GDN), 6.95%, due 08/12/31(i)
|
622,025
|
1,859,000
|
PEN
|
Peruvian Government International Bonds (GDN), 8.20%, due 08/12/26(i)
|
544,493
|
1,780,031
|
|
Provincia de Buenos Aires/Government Bonds, 5.25%, due 09/01/37(k) 144A
|
683,087
|
351,360
|
|
Provincia de Cordoba, 6.88%, due 12/10/25(k) 144A
|
265,277
|
1,020,000
|
|
Qatar Government International Bonds, 4.40%, due 04/16/50 144A
|
930,035
|
490,000
|
|
Qatar Government International Bonds, 4.82%, due 03/14/49 144A
|
471,926
|
400,000
|
|
Qatar Government International Bonds, 5.10%, due 04/23/48 144A
|
399,346
|
265,000
|
|
Republic of Kenya Government International Bonds, 8.00%, due 05/22/32(i)
|
224,539
|
6,793,000
|
PLN
|
Republic of Poland Government Bonds, 0.25%, due 10/25/26
|
1,404,127
|
7,637,000
|
PLN
|
Republic of Poland Government Bonds, 1.25%, due 10/25/30
|
1,402,120
|
21,424,000
|
PLN
|
Republic of Poland Government Bonds, 1.75%, due 04/25/32
|
3,850,356
|
17,124,000
|
PLN
|
Republic of Poland Government Bonds, 2.50%, due 07/25/26
|
3,846,436
|
3,743,000
|
PLN
|
Republic of Poland Government Bonds, 2.50%, due 07/25/27
|
817,980
|
3,002,000
|
PLN
|
Republic of Poland Government Bonds, 2.75%, due 04/25/28
|
650,569
|
18,389,000
|
PLN
|
Republic of Poland Government Bonds, 2.75%, due 10/25/29
|
3,860,968
|
1,395,000
|
PLN
|
Republic of Poland Government Bonds, 3.25%, due 07/25/25
|
326,788
|
5,989,000
|
PLN
|
Republic of Poland Government Bonds, 3.75%, due 05/25/27
|
1,377,649
|
2,034,000
|
PLN
|
Republic of Poland Government Bonds, 6.00%, due 10/25/33
|
511,360
|
11,540,000
|
PLN
|
Republic of Poland Government Bonds, 7.50%, due 07/25/28
|
3,067,813
|
14,732,506
|
ZAR
|
Republic of South Africa Government Bonds, 6.25%, due 03/31/36
|
497,901
|
66,146,391
|
ZAR
|
Republic of South Africa Government Bonds, 6.50%, due 02/28/41
|
2,075,473
|
116,041,407
|
ZAR
|
Republic of South Africa Government Bonds, 7.00%, due 02/28/31
|
4,918,995
|
147,770,172
|
ZAR
|
Republic of South Africa Government Bonds, 8.00%, due 01/31/30
|
6,912,824
|
60,707,459
|
ZAR
|
Republic of South Africa Government Bonds, 8.25%, due 03/31/32
|
2,701,448
|
107,434,854
|
ZAR
|
Republic of South Africa Government Bonds, 8.50%, due 01/31/37
|
4,349,715
|
83,477,821
|
ZAR
|
Republic of South Africa Government Bonds, 8.75%, due 01/31/44
|
3,244,107
|
167,034,014
|
ZAR
|
Republic of South Africa Government Bonds, 8.75%, due 02/28/48
|
6,418,757
|
75,780,000
|
ZAR
|
Republic of South Africa Government Bonds, 8.75%, due 02/28/48(g)
|
2,912,062
|
130,635,662
|
ZAR
|
Republic of South Africa Government Bonds, 8.88%, due 02/28/35
|
5,669,033
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Sovereign Debt Obligations — continued
|
|
50,785,231
|
ZAR
|
Republic of South Africa Government Bonds, 9.00%, due 01/31/40
|
2,068,642
|
83,863,111
|
ZAR
|
Republic of South Africa Government Bonds, 10.50%, due 12/21/26
|
4,615,606
|
940,000
|
|
Republic of South Africa Government International Bonds, 5.88%, due 04/20/32
|
834,638
|
1,100,000,000
|
UGX
|
Republic of Uganda Government Bonds, 14.00%, due 05/29/25
|
304,253
|
7,103,700,000
|
UGX
|
Republic of Uganda Government Bonds, 15.00%, due 05/20/32
|
1,961,287
|
3,140,000,000
|
UGX
|
Republic of Uganda Government Bonds, 16.00%, due 05/14/37
|
896,736
|
1,585,000
|
RON
|
Romania Government Bonds, 3.25%, due 06/24/26
|
319,798
|
1,500,000
|
RON
|
Romania Government Bonds, 3.65%, due 09/24/31
|
269,341
|
1,235,000
|
RON
|
Romania Government Bonds, 4.15%, due 10/24/30
|
232,140
|
1,840,000
|
RON
|
Romania Government Bonds, 4.25%, due 04/28/36
|
317,232
|
2,920,000
|
RON
|
Romania Government Bonds, 4.75%, due 10/11/34
|
542,146
|
995,000
|
RON
|
Romania Government Bonds, 4.85%, due 07/25/29
|
199,138
|
1,570,000
|
RON
|
Romania Government Bonds, 5.00%, due 02/12/29
|
318,830
|
1,560,000
|
RON
|
Romania Government Bonds, 5.80%, due 07/26/27
|
333,032
|
3,330,000
|
RON
|
Romania Government Bonds, 6.70%, due 02/25/32
|
732,098
|
2,405,000
|
RON
|
Romania Government Bonds, 8.25%, due 09/29/32
|
582,656
|
348,000
|
EUR
|
Romania Government International Bonds, 2.75%, due 02/26/26 144A
|
361,706
|
346,000
|
EUR
|
Romania Government International Bonds, 3.62%, due 05/26/30 144A
|
331,708
|
790,000
|
EUR
|
Romania Government International Bonds, 6.63%, due 09/27/29 144A
|
896,090
|
740,000
|
|
Romania Government International Bonds, 7.13%, due 01/17/33 144A
|
785,549
|
42,983,000
|
RUB
|
Russia Federal Bonds - OFZ, 5.70%, due 05/17/28(o)
|
187,300
|
52,609,000
|
RUB
|
Russia Federal Bonds - OFZ, 6.10%, due 07/18/35(o)
|
229,246
|
59,072,000
|
RUB
|
Russia Federal Bonds - OFZ, 6.90%, due 05/23/29(o)
|
257,409
|
86,446,000
|
RUB
|
Russia Federal Bonds - OFZ, 7.05%, due 01/19/28(o)
|
376,692
|
18,639,000
|
RUB
|
Russia Federal Bonds - OFZ, 7.10%, due 10/16/24(o)
|
81,220
|
32,547,000
|
RUB
|
Russia Federal Bonds - OFZ, 7.25%, due 05/10/34(o)
|
141,825
|
40,966,000
|
RUB
|
Russia Federal Bonds - OFZ, 7.65%, due 04/10/30(o)
|
178,511
|
60,698,000
|
RUB
|
Russia Federal Bonds - OFZ, 7.70%, due 03/23/33(o)
|
264,494
|
24,639,000
|
RUB
|
Russia Federal Bonds - OFZ, 7.70%, due 03/16/39(o)
|
107,365
|
72,599,000
|
RUB
|
Russia Federal Bonds - OFZ, 7.75%, due 09/16/26(o)
|
316,353
|
71,354,000
|
RUB
|
Russia Federal Bonds - OFZ, 8.15%, due 02/03/27(o)
|
310,928
|
29,262,000
|
RUB
|
Russia Federal Bonds - OFZ, 8.50%, due 09/17/31(o)
|
127,510
|
676,000
|
EUR
|
Serbia International Bonds, 1.00%, due 09/23/28 144A
|
572,128
|
535,000
|
|
Serbia International Bonds, 6.25%, due 05/26/28 144A
|
533,493
|
4,000,000
|
SGD
|
Singapore Government Bonds, 3.00%, due 09/01/24
|
2,929,028
|
36,621,000
|
THB
|
Thailand Government Bonds, 0.75%, due 09/17/24
|
1,016,216
|
47,734,564
|
THB
|
Thailand Government Bonds, 1.25%, due 03/12/28(i)
|
1,280,892
|
59,362,000
|
THB
|
Thailand Government Bonds, 2.00%, due 12/17/31
|
1,618,887
|
95,775,000
|
THB
|
Thailand Government Bonds, 2.13%, due 12/17/26
|
2,693,623
|
26,460,000
|
THB
|
Thailand Government Bonds, 2.35%, due 06/17/26
|
749,967
|
48,509,000
|
THB
|
Thailand Government Bonds, 2.65%, due 06/17/28
|
1,389,191
|
5,281,000
|
THB
|
Thailand Government Bonds, 2.75%, due 06/17/52
|
135,119
|
68,507,000
|
THB
|
Thailand Government Bonds, 3.35%, due 06/17/33
|
2,060,188
|
16,117,000
|
THB
|
Thailand Government Bonds, 3.39%, due 06/17/37
|
482,638
|
35,039,000
|
THB
|
Thailand Government Bonds, 3.45%, due 06/17/43
|
1,044,243
|
1,220,000
|
|
Turkey Government International Bonds, 9.38%, due 01/19/33
|
1,226,043
|
600,000
|
|
Turkiye Ihracat Kredi Bankasi AS, 9.38%, due 01/31/26 144A
|
598,454
|
34,687,831
|
UYU
|
Uruguay Government International Bonds, 3.88%, due 07/02/40
|
998,179
|
15,209,477
|
UYU
|
Uruguay Government International Bonds, 4.38%, due 12/15/28
|
429,569
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
Sovereign Debt Obligations — continued
|
|
7,884,000
|
UYU
|
Uruguay Government International Bonds, 8.50%, due 03/15/28(i)
|
201,134
|
|
|
|
463,896,700
|
|
|
U.S. Government and Agency Obligation — 0.0%
|
|
77,500
|
|
U.S. Treasury Notes, 0.13%, due 01/15/24(g)(p)
|
75,383
|
|
|
TOTAL DEBT OBLIGATIONS (COST $1,373,953,294)
|
1,328,771,709
|
Shares
|
|
Description
|
Value ($)
|
|
|
COMMON STOCKS — 0.0%
|
|
|
|
Energy — 0.0%
|
|
10
|
|
Amplify Energy Corp.*
|
68
|
|
|
Industrial — 0.0%
|
|
1,282
|
|
Arctic Canadian Diamond Co. Ltd.*(e)(f)
|
—
|
|
|
TOTAL COMMON STOCKS (COST $0)
|
68
|
|
|
CONVERTIBLE PREFERRED STOCK — 0.2%
|
|
|
|
Energy — 0.2%
|
|
103,220
|
|
MPLX LP, 9.54%(j)(k)
|
3,389,657
|
|
|
TOTAL CONVERTIBLE PREFERRED STOCK (COST $3,354,650)
|
3,389,657
|
Notional Value
|
|
Description
|
Value ($)
|
|
|
PURCHASED OPTIONS — 0.0%
|
|
|
|
PURCHASED CURRENCY OPTIONS — 0.0%
|
|
|
|
Call Option — 0.0%
|
|
5,200,000
|
|
USD/CAD Option with BNP Paribas S.A., Strike Price CAD 1.33, Expires 08/18/23
|
33,457
|
|
|
Put Option — 0.0%
|
|
10,750,000
|
|
USD/EUR Option with BNP Paribas S.A., Strike Price EUR 1.16, Expires 09/01/23
|
1,902
|
|
|
TOTAL PURCHASED CURRENCY OPTIONS
(PREMIUMS PAID $73,157)
|
35,359
|
Number of
Contracts
|
Notional
Value ($)
|
Description
|
Value ($)
|
|
|
PURCHASED FUTURES OPTIONS — 0.0%
|
|
|
|
Call Option — 0.0%
|
|
400
|
1,892,800
|
Euro 90-Day Futures with JPMorgan Chase Bank LLC, Strike Price $99.25, Expires
12/15/23
|
200
|
|
|
Put Options — 0.0%
|
|
3,000
|
13,351,140
|
S&P 500 E-mini Futures with JPMorgan Chase Bank LLC, Strike Price $3,800.00,
Expires 07/21/23
|
3,750
|
Number of
Contracts
|
Notional
Value ($)
|
Description
|
Value ($)
|
|
|
Put Options — continued
|
|
2,150
|
9,568,317
|
S&P 500 E-mini Futures with JPMorgan Chase Bank LLC, Strike Price $4,100.00,
Expires 09/15/23
|
50,525
|
1,800
|
8,010,684
|
S&P 500 E-mini Futures with JPMorgan Chase Bank LLC, Strike Price $3,900.00,
Expires 09/15/23
|
23,850
|
1,100
|
4,895,418
|
S&P 500 E-mini Futures with JPMorgan Chase Bank LLC, Strike Price $4,100.00,
Expires 12/15/23
|
66,275
|
|
|
TOTAL PURCHASED FUTURES OPTIONS
(PREMIUMS PAID $449,113)
|
144,600
|
|
|
TOTAL PURCHASED OPTIONS
(PREMIUMS PAID $522,270)
|
179,959
|
Par Value
|
|
Description
|
Value ($)
|
|
|
SHORT-TERM INVESTMENTS — 3.0%
|
|
|
|
Mutual Fund - Securities Lending Collateral — 2.9%
|
|
40,539,138
|
|
State Street Institutional U.S. Government Money Market Fund Premier Class,
5.03%(q)(r)
|
40,539,138
|
|
|
Sovereign Debt Obligation — 0.1%
|
|
59,391,000
|
UYU
|
Uruguay Monetary Regulation Bills, 10.52%, due 05/17/24(h)
|
1,451,656
|
|
|
TOTAL SHORT-TERM INVESTMENTS (COST $41,963,576)
|
41,990,794
|
|
|
TOTAL INVESTMENTS — 98.6%
(Cost $1,419,793,790)
|
1,374,332,187
|
|
|
Other Assets and Liabilities (net)(s) — 1.4%
|
19,134,094
|
|
|
NET ASSETS — 100.0%
|
$1,393,466,281
|
|
Notes to Schedule of Investments:
|
*
|
Non-income producing security.
|
(a)
|
Unless otherwise indicated, all par values are denominated in United States dollars ($).
|
(b)
|
Variable or floating rate note. Rate shown is as of June 30, 2023.
|
(c)
|
Variable or floating rate security, which interest rate adjusts periodically based on changes in current
interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as
of period end.
|
(d)
|
This position represents an unsettled loan commitment at period end. Certain details associated with
this purchase are not known prior to the settlement date, including coupon rate, which will be
adjusted on settlement date.
|
(e)
|
Level 3 - significant unobservable inputs were used in determining the value of this security in
the Fund.
|
(f)
|
Securities fair valued by the Valuation Committee as approved by the Board of Trustees. The total
market value of the securities at period end is $1,578,359 which represents 0.1% of net assets. The
aggregate tax cost of these securities held at June 30, 2023 was $2,430,507.
|
(g)
|
All or a portion of this security is out on loan.
|
(h)
|
Interest rate presented is yield to maturity.
|
(i)
|
Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts
from registration securities offered and sold outside the United States. Security may not be offered
or sold in the United States except pursuant to an exemption from, or in a transaction not subject
to, the registration requirements of the Securities Act of 1933.
|
(j)
|
Security is perpetual and has no stated maturity date.
|
(k)
|
Step coupon security that pays an initial coupon rate for the first period and then a lower/higher
coupon rate for the following periods. Rate shown is current coupon rate.
|
(l)
|
When-issued security.
|
(m)
|
Security is currently in default.
|
(n)
|
Year of maturity is greater than 2100.
|
(o)
|
Illiquid securities represent Russian securities impacted by the Russian/Ukraine crisis. The total
market value of the securities at period end is $2,578,853 which represents 0.0% of net assets. The
aggregate cost of these securities held at June 30, 2023 was $8,413,179.
|
(p)
|
All or a portion of this security is pledged for forward foreign currency contracts, OTC swaps,
and/or OTC options collateral.
|
(q)
|
The rate disclosed is the 7-day net yield as of June 30, 2023.
|
(r)
|
Represents an investment of securities lending cash collateral.
|
(s)
|
As of June 30, 2023, the value of unfunded loan commitments was $61,107 for the Fund. See
Notes to the Schedule of Investments.
|
144A
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities
may be resold in transactions exempt from registration, normally to qualified institutional buyers.
The total market value of the securities at period end is $462,612,304 which represents 33.2% of
net assets.
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
AUD
|
1,200,000
|
USD
|
817,171
|
07/13/23
|
Barclays Bank PLC
|
$(18,212
)
|
AUD
|
499,700
|
USD
|
334,628
|
07/13/23
|
Deutsche Bank AG
|
(1,928
)
|
AUD
|
1,976,296
|
USD
|
1,338,975
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(23,159
)
|
AUD
|
500,000
|
USD
|
332,642
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
257
|
AUD
|
17,414,351
|
USD
|
11,721,580
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
(125,458
)
|
AUD
|
560,000
|
USD
|
370,571
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
2,330
|
AUD
|
533,400
|
USD
|
362,427
|
07/13/23
|
The BNY Mellon
|
(7,289
)
|
BRL
|
18,746,622
|
USD
|
3,940,021
|
07/05/23
|
Bank of America, N.A.
|
(53,906
)
|
BRL
|
49,220,000
|
USD
|
10,095,752
|
07/05/23
|
Barclays Bank PLC
|
107,398
|
BRL
|
32,460,000
|
USD
|
6,739,087
|
07/05/23
|
Barclays Bank PLC
|
(10,232
)
|
BRL
|
2,360,000
|
USD
|
482,253
|
07/05/23
|
Citibank N.A.
|
6,968
|
BRL
|
11,000,000
|
USD
|
2,230,067
|
07/05/23
|
Goldman Sachs International
|
50,197
|
BRL
|
6,764,700
|
USD
|
1,403,698
|
07/05/23
|
Goldman Sachs International
|
(1,397
)
|
BRL
|
2,506,600
|
USD
|
488,419
|
07/05/23
|
HSBC Bank PLC
|
31,191
|
BRL
|
3,601,600
|
USD
|
748,005
|
07/05/23
|
HSBC Bank PLC
|
(1,406
)
|
BRL
|
3,676,000
|
USD
|
724,118
|
07/05/23
|
JPMorgan Chase Bank N.A.
|
37,905
|
BRL
|
61,942,422
|
USD
|
12,853,893
|
07/05/23
|
JPMorgan Chase Bank N.A.
|
(13,424
)
|
BRL
|
1,800,000
|
USD
|
373,314
|
08/02/23
|
JPMorgan Chase Bank N.A.
|
(1,993
)
|
BRL
|
4,439,000
|
USD
|
910,981
|
08/02/23
|
JPMorgan Chase Bank N.A.
|
4,736
|
BRL
|
55,934,400
|
USD
|
11,464,580
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
33,924
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
BRL
|
14,768,900
|
USD
|
3,061,889
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
$(25,827
)
|
BRL
|
4,946,300
|
USD
|
966,962
|
07/05/23
|
Morgan Stanley and Co. International PLC
|
58,391
|
BRL
|
18,700,000
|
USD
|
3,790,797
|
07/10/23
|
Morgan Stanley Capital Services, Inc.
|
82,099
|
BRL
|
4,575,758
|
USD
|
894,733
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
51,617
|
CAD
|
3,515,072
|
USD
|
2,607,775
|
07/18/23
|
BNP Paribas S.A.
|
49,120
|
CAD
|
454,500
|
USD
|
343,538
|
07/13/23
|
Citibank N.A.
|
(25
)
|
CAD
|
1,350,000
|
USD
|
1,009,289
|
07/13/23
|
HSBC Bank PLC
|
11,046
|
CAD
|
2,437,000
|
USD
|
1,834,131
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
7,762
|
CAD
|
891,000
|
USD
|
671,367
|
07/13/23
|
Toronto Dominion Bank
|
2,054
|
CHF
|
900,000
|
USD
|
1,004,027
|
07/13/23
|
Goldman Sachs International
|
2,749
|
CHF
|
1,776,600
|
USD
|
1,978,174
|
07/13/23
|
HSBC Bank PLC
|
9,203
|
CHF
|
1,382,100
|
USD
|
1,554,117
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(8,045
)
|
CHF
|
570,000
|
USD
|
631,124
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
6,501
|
CHF
|
430,000
|
USD
|
478,847
|
07/13/23
|
The BNY Mellon
|
2,169
|
CLP
|
557,130,105
|
USD
|
684,529
|
07/13/23
|
Bank of America, N.A.
|
9,347
|
CLP
|
1,773,744,900
|
USD
|
2,204,550
|
07/13/23
|
Barclays Bank PLC
|
4,553
|
CLP
|
1,071,991,000
|
USD
|
1,323,434
|
07/13/23
|
Citibank N.A.
|
11,673
|
CLP
|
2,610,892,000
|
USD
|
3,278,779
|
07/10/23
|
Deutsche Bank AG
|
(25,838
)
|
CLP
|
405,815,000
|
USD
|
500,018
|
07/13/23
|
HSBC Bank PLC
|
5,402
|
CLP
|
301,929,000
|
USD
|
375,247
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
789
|
CLP
|
2,220,193,200
|
USD
|
2,751,987
|
08/14/23
|
JPMorgan Chase Bank N.A.
|
1,404
|
CLP
|
1,121,195,900
|
USD
|
1,387,104
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
2,205
|
CLP
|
1,250,000,000
|
USD
|
1,552,217
|
09/20/23
|
Merrill Lynch International
|
(8,387
)
|
CLP
|
401,133,300
|
USD
|
496,526
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
3,064
|
CLP
|
368,588,900
|
USD
|
454,655
|
07/13/23
|
UBS AG
|
4,402
|
CNH
|
2,924,200
|
USD
|
406,668
|
07/13/23
|
Bank of America, N.A.
|
(4,459
)
|
CNH
|
19,640,000
|
USD
|
2,748,352
|
07/13/23
|
Bank of New York
|
(46,965
)
|
CNH
|
370,000
|
USD
|
52,589
|
07/13/23
|
Goldman Sachs International
|
(1,697
)
|
CNH
|
26,110,000
|
USD
|
3,629,388
|
09/20/23
|
Goldman Sachs International
|
(18,025
)
|
CNH
|
398,250
|
USD
|
55,137
|
07/13/23
|
HSBC Bank PLC
|
(360
)
|
CNH
|
28,295,649
|
USD
|
3,997,609
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(105,680
)
|
CNH
|
3,038,200
|
USD
|
443,300
|
08/14/23
|
JPMorgan Chase Bank N.A.
|
(24,363
)
|
CNH
|
55,730,200
|
USD
|
7,929,513
|
09/05/23
|
JPMorgan Chase Bank N.A.
|
(230,908
)
|
CNH
|
2,843,800
|
USD
|
392,308
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(1,157
)
|
CNH
|
21,620,000
|
USD
|
3,084,718
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
(109,846
)
|
CNH
|
49,390,000
|
USD
|
6,971,016
|
09/20/23
|
Standard Chartered Bank
|
(139,717
)
|
CNH
|
80,041,013
|
USD
|
11,601,648
|
07/13/23
|
UBS AG
|
(592,396
)
|
COP
|
4,071,518,900
|
USD
|
906,383
|
07/13/23
|
Bank of America, N.A.
|
66,534
|
COP
|
6,554,927,000
|
USD
|
1,507,134
|
07/13/23
|
Barclays Bank PLC
|
59,209
|
COP
|
26,528,910,000
|
USD
|
6,281,262
|
07/13/23
|
Citibank N.A.
|
57,997
|
COP
|
887,550,000
|
USD
|
212,106
|
07/13/23
|
Citibank N.A.
|
(20
)
|
COP
|
1,350,400,000
|
USD
|
319,452
|
07/13/23
|
Deutsche Bank AG
|
3,235
|
COP
|
2,788,100,000
|
USD
|
661,987
|
07/13/23
|
Goldman Sachs International
|
4,248
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
COP
|
11,830,000,000
|
USD
|
2,832,306
|
07/27/23
|
Goldman Sachs International
|
$(18,141
)
|
COP
|
1,490,802,250
|
USD
|
355,545
|
07/13/23
|
HSBC Bank PLC
|
692
|
COP
|
626,130,000
|
USD
|
151,060
|
07/13/23
|
HSBC Bank PLC
|
(1,442
)
|
COP
|
38,608,542,900
|
USD
|
9,184,900
|
07/24/23
|
JPMorgan Chase Bank N.A.
|
8,291
|
COP
|
2,912,453,000
|
USD
|
693,012
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
2,938
|
CZK
|
73,090,000
|
USD
|
3,314,673
|
07/13/23
|
Barclays Bank PLC
|
40,666
|
CZK
|
53,226,300
|
USD
|
2,416,233
|
07/13/23
|
Citibank N.A.
|
27,224
|
CZK
|
9,747,000
|
USD
|
449,476
|
07/13/23
|
Citibank N.A.
|
(2,021
)
|
CZK
|
10,194,000
|
USD
|
467,031
|
07/13/23
|
Deutsche Bank AG
|
944
|
CZK
|
105,102,345
|
USD
|
4,906,234
|
07/13/23
|
HSBC Bank PLC
|
(81,305
)
|
CZK
|
1,270,000
|
USD
|
58,182
|
07/13/23
|
HSBC Bank PLC
|
120
|
CZK
|
7,573,500
|
USD
|
349,303
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(1,627
)
|
CZK
|
10,400,000
|
USD
|
470,705
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
6,728
|
CZK
|
13,203,100
|
USD
|
602,108
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
4,006
|
CZK
|
40,280,000
|
USD
|
1,840,084
|
09/20/23
|
Standard Chartered Bank
|
3,703
|
EUR
|
800,000
|
USD
|
870,488
|
07/03/23
|
Bank of America, N.A.
|
2,312
|
EUR
|
860,000
|
USD
|
935,878
|
07/05/23
|
Bank of America, N.A.
|
2,382
|
EUR
|
266,000
|
USD
|
289,533
|
07/03/23
|
Barclays Bank PLC
|
673
|
EUR
|
800,000
|
USD
|
870,760
|
07/03/23
|
BNP Paribas S.A.
|
2,040
|
EUR
|
359,000
|
USD
|
390,792
|
07/05/23
|
BNP Paribas S.A.
|
877
|
EUR
|
370,000
|
USD
|
396,600
|
07/18/23
|
BNP Paribas S.A.
|
7,323
|
EUR
|
2,349,000
|
USD
|
2,557,192
|
07/03/23
|
Citibank N.A.
|
5,568
|
EUR
|
173,000
|
USD
|
188,351
|
07/05/23
|
Citibank N.A.
|
392
|
EUR
|
660,000
|
USD
|
718,443
|
07/03/23
|
Commonwealth Bank of Australia
|
1,617
|
EUR
|
2,789,600
|
USD
|
3,040,921
|
07/13/23
|
Deutsche Bank AG
|
3,691
|
EUR
|
80,000
|
USD
|
87,080
|
07/03/23
|
Goldman Sachs & Co.
|
200
|
EUR
|
1,762,610
|
USD
|
1,937,863
|
07/13/23
|
Goldman Sachs International
|
(14,124
)
|
EUR
|
1,900,000
|
USD
|
2,051,873
|
07/13/23
|
Goldman Sachs International
|
21,816
|
EUR
|
38,389,500
|
USD
|
41,967,380
|
07/13/23
|
HSBC Bank PLC
|
(68,495
)
|
EUR
|
8,453,500
|
USD
|
9,168,487
|
07/13/23
|
HSBC Bank PLC
|
57,790
|
EUR
|
1,300,000
|
USD
|
1,414,920
|
07/03/23
|
HSBC Bank USA, N.A.
|
3,380
|
EUR
|
2,710,800
|
USD
|
2,966,847
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(8,238
)
|
EUR
|
1,308,700
|
USD
|
1,419,313
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
9,022
|
EUR
|
860,000
|
USD
|
936,153
|
07/03/23
|
Morgan Stanley Capital Services, Inc.
|
2,107
|
EUR
|
3,070,000
|
USD
|
3,390,068
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
(38,595
)
|
EUR
|
77,000
|
USD
|
83,811
|
07/03/23
|
Standard Chartered Bank
|
196
|
EUR
|
610,000
|
USD
|
660,120
|
07/13/23
|
UBS AG
|
5,643
|
GBP
|
800,000
|
USD
|
991,266
|
07/13/23
|
Bank of America, N.A.
|
25,863
|
GBP
|
329,000
|
USD
|
419,109
|
07/13/23
|
HSBC Bank PLC
|
(814
)
|
GBP
|
600,000
|
USD
|
760,817
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
2,030
|
GBP
|
267,600
|
USD
|
340,797
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(567
)
|
GBP
|
1,326,100
|
USD
|
1,658,044
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
27,975
|
GBP
|
273,200
|
USD
|
348,053
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(703
)
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
GBP
|
460,000
|
USD
|
580,136
|
07/05/23
|
Standard Chartered Bank
|
$4,685
|
GBP
|
790,000
|
USD
|
983,070
|
07/13/23
|
UBS AG
|
21,345
|
GHS
|
16,710,000
|
USD
|
1,453,043
|
09/20/23
|
Merrill Lynch International
|
(56,160
)
|
HUF
|
172,768,200
|
USD
|
499,249
|
07/13/23
|
Barclays Bank PLC
|
4,956
|
HUF
|
262,370,800
|
USD
|
747,808
|
07/13/23
|
Deutsche Bank AG
|
17,892
|
HUF
|
158,936,000
|
USD
|
466,095
|
07/13/23
|
Deutsche Bank AG
|
(2,258
)
|
HUF
|
1,094,938,838
|
USD
|
3,173,766
|
07/13/23
|
Goldman Sachs International
|
21,694
|
HUF
|
923,700,000
|
USD
|
2,671,815
|
09/20/23
|
Goldman Sachs International
|
(20,463
)
|
HUF
|
832,209,600
|
USD
|
2,390,371
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
38,342
|
HUF
|
161,591,000
|
USD
|
472,280
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(694
)
|
HUF
|
446,895,700
|
USD
|
1,260,494
|
07/17/23
|
JPMorgan Chase Bank N.A.
|
42,333
|
HUF
|
1,169,342,100
|
USD
|
3,364,626
|
08/14/23
|
JPMorgan Chase Bank N.A.
|
19,813
|
HUF
|
1,627,278,400
|
USD
|
4,666,850
|
08/22/23
|
JPMorgan Chase Bank N.A.
|
34,179
|
HUF
|
330,000,000
|
USD
|
941,172
|
09/20/23
|
Standard Chartered Bank
|
6,047
|
HUF
|
247,223,600
|
USD
|
709,071
|
07/13/23
|
State Street Bank London
|
12,425
|
HUF
|
648,360,000
|
USD
|
1,875,208
|
07/13/23
|
UBS AG
|
16,960
|
IDR
|
1,530,590,000
|
USD
|
103,488
|
07/13/23
|
Bank of America, N.A.
|
(1,700
)
|
IDR
|
3,238,137,000
|
USD
|
216,017
|
07/13/23
|
Citibank N.A.
|
(672
)
|
IDR
|
49,273,499,000
|
USD
|
3,321,436
|
07/10/23
|
Deutsche Bank AG
|
(35,073
)
|
IDR
|
178,956,129,013
|
USD
|
11,982,340
|
07/13/23
|
Deutsche Bank AG
|
(81,255
)
|
IDR
|
43,225,619,000
|
USD
|
2,903,627
|
07/13/23
|
HSBC Bank PLC
|
(29,003
)
|
IDR
|
514,103,595
|
USD
|
34,140
|
07/13/23
|
HSBC Bank PLC
|
50
|
IDR
|
135,390,286,200
|
USD
|
9,109,830
|
07/05/23
|
JPMorgan Chase Bank N.A.
|
(79,295
)
|
IDR
|
13,771,353,300
|
USD
|
918,029
|
07/05/23
|
JPMorgan Chase Bank N.A.
|
520
|
IDR
|
5,274,123,600
|
USD
|
349,929
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
815
|
IDR
|
6,841,034,705
|
USD
|
454,113
|
07/13/23
|
Natwest Markets PLC
|
835
|
ILS
|
3,185,000
|
USD
|
872,368
|
07/13/23
|
HSBC Bank PLC
|
(13,949
)
|
ILS
|
485,200
|
USD
|
133,207
|
07/13/23
|
UBS AG
|
(2,436
)
|
INR
|
30,839,100
|
USD
|
375,928
|
07/13/23
|
Bank of America, N.A.
|
(212
)
|
INR
|
82,600,000
|
USD
|
999,552
|
07/13/23
|
Deutsche Bank AG
|
6,770
|
INR
|
441,337,586
|
USD
|
5,347,757
|
07/13/23
|
HSBC Bank PLC
|
29,092
|
INR
|
21,223,000
|
USD
|
258,568
|
07/13/23
|
HSBC Bank PLC
|
(6
)
|
INR
|
76,198,200
|
USD
|
922,530
|
07/12/23
|
JPMorgan Chase Bank N.A.
|
6,079
|
INR
|
860,180,000
|
USD
|
10,459,387
|
09/20/23
|
Merrill Lynch International
|
(2,543
)
|
JPY
|
266,351,200
|
USD
|
1,994,517
|
07/13/23
|
Barclays Bank PLC
|
(149,516
)
|
JPY
|
811,130,000
|
USD
|
6,057,231
|
07/18/23
|
Goldman Sachs & Co.
|
(434,318
)
|
JPY
|
414,112,100
|
USD
|
3,058,665
|
07/13/23
|
HSBC Bank PLC
|
(190,132
)
|
JPY
|
944,458,400
|
USD
|
6,909,801
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(367,586
)
|
JPY
|
246,675,000
|
USD
|
1,837,358
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(128,652
)
|
JPY
|
237,560,000
|
USD
|
1,760,670
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
(113,858
)
|
JPY
|
13,637,000
|
USD
|
97,935
|
07/13/23
|
State Street Bank London
|
(3,472
)
|
KRW
|
15,022,290,000
|
USD
|
11,442,241
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
(15,076
)
|
KZT
|
320,410,000
|
USD
|
690,911
|
09/20/23
|
Goldman Sachs International
|
6,980
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
KZT
|
162,335,500
|
USD
|
350,050
|
10/31/23
|
JPMorgan Chase Bank N.A.
|
$(5,427
)
|
MXN
|
42,597,800
|
USD
|
2,383,488
|
07/13/23
|
Barclays Bank PLC
|
96,452
|
MXN
|
4,059,372
|
USD
|
227,051
|
07/13/23
|
Deutsche Bank AG
|
9,276
|
MXN
|
23,680,000
|
USD
|
1,282,348
|
07/18/23
|
Goldman Sachs & Co.
|
94,898
|
MXN
|
9,900,000
|
USD
|
556,847
|
07/13/23
|
Goldman Sachs International
|
19,507
|
MXN
|
4,261,100
|
USD
|
238,283
|
07/13/23
|
HSBC Bank PLC
|
9,788
|
MXN
|
191,903,528
|
USD
|
11,046,852
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
125,300
|
MXN
|
226,647,400
|
USD
|
12,978,755
|
09/11/23
|
JPMorgan Chase Bank N.A.
|
66,459
|
MXN
|
43,429,600
|
USD
|
2,458,461
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
69,904
|
MXN
|
92,976,503
|
USD
|
5,049,514
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
358,070
|
MXN
|
32,100,000
|
USD
|
1,837,475
|
07/13/23
|
State Street Bank London
|
31,308
|
MXN
|
9,101,800
|
USD
|
502,888
|
07/13/23
|
Toronto Dominion Bank
|
26,996
|
MYR
|
19,488,160
|
USD
|
4,364,115
|
07/13/23
|
Barclays Bank PLC
|
(181,968
)
|
MYR
|
1,925,900
|
USD
|
412,231
|
09/13/23
|
Barclays Bank PLC
|
2,289
|
MYR
|
5,348,100
|
USD
|
1,165,934
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(18,236
)
|
MYR
|
2,990,000
|
USD
|
642,490
|
09/13/23
|
Morgan Stanley and Co. International PLC
|
1,060
|
NGN
|
321,400,000
|
USD
|
472,673
|
07/17/23
|
Citibank N.A.
|
(54,703
)
|
NGN
|
321,400,000
|
USD
|
449,510
|
09/18/23
|
Citibank N.A.
|
(44,894
)
|
NOK
|
4,863,800
|
USD
|
457,567
|
07/13/23
|
Citibank N.A.
|
(3,459
)
|
NOK
|
16,245,200
|
USD
|
1,518,256
|
07/10/23
|
Goldman Sachs International
|
(1,684
)
|
NOK
|
50,532,624
|
USD
|
4,920,052
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
(201,207
)
|
NOK
|
572,000
|
USD
|
53,007
|
07/13/23
|
The BNY Mellon
|
398
|
NZD
|
1,600,000
|
USD
|
972,395
|
07/13/23
|
Bank of America, N.A.
|
7,800
|
NZD
|
541,700
|
USD
|
335,228
|
07/13/23
|
Deutsche Bank AG
|
(3,371
)
|
NZD
|
610,800
|
USD
|
377,400
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(3,210
)
|
NZD
|
17,941
|
USD
|
11,276
|
07/18/23
|
JPMorgan Chase Bank N.A.
|
(285
)
|
NZD
|
1,300,000
|
USD
|
805,628
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(9,220
)
|
NZD
|
1,121,000
|
USD
|
685,313
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
1,436
|
NZD
|
576,000
|
USD
|
350,239
|
07/13/23
|
Toronto Dominion Bank
|
2,631
|
PEN
|
1,165,400
|
USD
|
315,527
|
07/13/23
|
Bank of America, N.A.
|
5,717
|
PEN
|
17,800,000
|
USD
|
4,869,375
|
07/13/23
|
Citibank N.A.
|
37,219
|
PEN
|
9,763,300
|
USD
|
2,670,633
|
07/14/23
|
JPMorgan Chase Bank N.A.
|
20,396
|
PEN
|
2,830,700
|
USD
|
776,204
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
4,083
|
PEN
|
19,260,000
|
USD
|
5,255,683
|
09/20/23
|
Standard Chartered Bank
|
25,877
|
PHP
|
54,790,000
|
USD
|
976,736
|
07/13/23
|
Barclays Bank PLC
|
13,848
|
PHP
|
146,970,940
|
USD
|
2,619,402
|
07/13/23
|
HSBC Bank PLC
|
37,782
|
PHP
|
190,819,300
|
USD
|
3,480,516
|
07/17/23
|
JPMorgan Chase Bank N.A.
|
(24,661
)
|
PHP
|
103,562,200
|
USD
|
1,857,851
|
08/08/23
|
JPMorgan Chase Bank N.A.
|
16,706
|
PHP
|
79,606,700
|
USD
|
1,422,691
|
08/22/23
|
JPMorgan Chase Bank N.A.
|
17,623
|
PHP
|
132,315,100
|
USD
|
2,337,929
|
09/06/23
|
JPMorgan Chase Bank N.A.
|
54,940
|
PHP
|
37,600,000
|
USD
|
667,673
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
12,122
|
PHP
|
24,037,600
|
USD
|
429,880
|
07/13/23
|
Natwest Markets PLC
|
4,712
|
PLN
|
3,300,000
|
USD
|
788,973
|
07/13/23
|
Bank of America, N.A.
|
22,920
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
PLN
|
19,702,200
|
USD
|
4,744,943
|
07/13/23
|
Barclays Bank PLC
|
$102,355
|
PLN
|
13,912,000
|
USD
|
3,324,015
|
07/10/23
|
Goldman Sachs & Co.
|
99,249
|
PLN
|
789,200
|
USD
|
192,580
|
07/13/23
|
Goldman Sachs International
|
1,586
|
PLN
|
27,980,000
|
USD
|
6,840,421
|
09/20/23
|
Goldman Sachs International
|
20,323
|
PLN
|
2,100,000
|
USD
|
497,868
|
07/13/23
|
HSBC Bank PLC
|
18,792
|
PLN
|
5,591,000
|
USD
|
1,348,415
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
27,130
|
PLN
|
38,765,500
|
USD
|
9,328,436
|
08/14/23
|
JPMorgan Chase Bank N.A.
|
193,384
|
PLN
|
5,577,500
|
USD
|
1,378,464
|
08/14/23
|
JPMorgan Chase Bank N.A.
|
(8,484
)
|
PLN
|
2,857,700
|
USD
|
693,689
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
9,386
|
PLN
|
15,570,000
|
USD
|
3,792,427
|
09/20/23
|
Standard Chartered Bank
|
25,363
|
PLN
|
32,712,518
|
USD
|
7,841,700
|
07/13/23
|
State Street Bank London
|
206,505
|
RON
|
21,609,300
|
USD
|
4,689,013
|
07/13/23
|
Deutsche Bank AG
|
63,669
|
RON
|
10,629,300
|
USD
|
2,317,575
|
07/13/23
|
Goldman Sachs International
|
20,200
|
RON
|
5,500,000
|
USD
|
1,197,949
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
11,704
|
RON
|
13,554,200
|
USD
|
2,925,243
|
09/05/23
|
JPMorgan Chase Bank N.A.
|
51,450
|
RON
|
2,120,000
|
USD
|
463,458
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
2,808
|
RON
|
1,978,000
|
USD
|
436,856
|
07/13/23
|
UBS AG
|
(1,821
)
|
SGD
|
2,720,000
|
USD
|
2,034,751
|
09/20/23
|
Goldman Sachs International
|
(19,115
)
|
SGD
|
3,760,000
|
USD
|
2,784,995
|
09/20/23
|
Goldman Sachs International
|
1,325
|
THB
|
765,032,413
|
USD
|
22,870,610
|
07/13/23
|
Barclays Bank PLC
|
(1,276,857
)
|
THB
|
11,300,000
|
USD
|
326,977
|
07/13/23
|
Goldman Sachs International
|
(8,024
)
|
THB
|
72,949,400
|
USD
|
2,122,362
|
07/13/23
|
HSBC Bank PLC
|
(63,298
)
|
THB
|
5,108,000
|
USD
|
144,323
|
09/13/23
|
HSBC Bank PLC
|
736
|
THB
|
14,252,700
|
USD
|
408,100
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(5,804
)
|
THB
|
127,669,000
|
USD
|
3,797,817
|
08/15/23
|
JPMorgan Chase Bank N.A.
|
(182,310
)
|
THB
|
566,199,000
|
USD
|
16,017,253
|
09/13/23
|
JPMorgan Chase Bank N.A.
|
61,855
|
THB
|
25,606,000
|
USD
|
759,259
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(36,505
)
|
THB
|
60,000,000
|
USD
|
1,740,513
|
09/20/23
|
Standard Chartered Bank
|
(35,483
)
|
THB
|
12,671,800
|
USD
|
359,734
|
07/13/23
|
UBS AG
|
(2,060
)
|
TRY
|
17,620,000
|
USD
|
689,048
|
09/20/23
|
Standard Chartered Bank
|
(37,219
)
|
TRY
|
18,300,000
|
USD
|
709,646
|
07/26/23
|
UBS AG
|
(11,806
)
|
TRY
|
32,150,000
|
USD
|
1,255,859
|
09/29/23
|
UBS AG
|
(73,947
)
|
TWD
|
23,954,400
|
USD
|
780,724
|
07/13/23
|
Bank of America, N.A.
|
(12,088
)
|
TWD
|
70,713,500
|
USD
|
2,302,377
|
07/13/23
|
HSBC Bank PLC
|
(33,360
)
|
TWD
|
61,844,700
|
USD
|
2,025,106
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(40,667
)
|
TWD
|
11,969,000
|
USD
|
383,915
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
140
|
TWD
|
18,464,600
|
USD
|
592,403
|
07/13/23
|
Natwest Markets PLC
|
79
|
UGX
|
3,494,750,000
|
USD
|
940,713
|
09/20/23
|
Standard Chartered Bank
|
(2,023
)
|
USD
|
1,982,864
|
AUD
|
2,989,700
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(7,675
)
|
USD
|
1,002,728
|
AUD
|
1,485,400
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
13,750
|
USD
|
2,604,775
|
AUD
|
3,780,000
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
87,693
|
USD
|
521,030
|
AUD
|
780,000
|
07/13/23
|
The BNY Mellon
|
1,707
|
USD
|
3,889,986
|
BRL
|
18,746,622
|
07/05/23
|
Bank of America, N.A.
|
3,871
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
USD
|
3,919,837
|
BRL
|
18,746,622
|
08/02/23
|
Bank of America, N.A.
|
$52,613
|
USD
|
6,303,164
|
BRL
|
30,700,000
|
07/05/23
|
Barclays Bank PLC
|
(60,850
)
|
USD
|
10,578,520
|
BRL
|
50,980,000
|
07/05/23
|
Barclays Bank PLC
|
10,525
|
USD
|
489,708
|
BRL
|
2,360,000
|
07/05/23
|
Citibank N.A.
|
487
|
USD
|
1,358,776
|
BRL
|
6,764,700
|
07/05/23
|
Goldman Sachs International
|
(43,525
)
|
USD
|
2,282,537
|
BRL
|
11,000,000
|
07/05/23
|
Goldman Sachs International
|
2,271
|
USD
|
2,500,163
|
BRL
|
12,087,000
|
09/05/23
|
Goldman Sachs International
|
22,406
|
USD
|
452,009
|
BRL
|
2,201,600
|
07/05/23
|
HSBC Bank PLC
|
(4,376
)
|
USD
|
810,633
|
BRL
|
3,906,600
|
07/05/23
|
HSBC Bank PLC
|
807
|
USD
|
11,505,869
|
BRL
|
57,685,622
|
07/05/23
|
JPMorgan Chase Bank N.A.
|
(452,178
)
|
USD
|
1,647,354
|
BRL
|
7,932,800
|
07/05/23
|
JPMorgan Chase Bank N.A.
|
2,911
|
USD
|
11,181,747
|
BRL
|
55,001,500
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
(124,980
)
|
USD
|
2,571,726
|
BRL
|
12,404,600
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
21,697
|
USD
|
4,156,429
|
BRL
|
20,300,000
|
09/05/23
|
Merrill Lynch International
|
(4,942
)
|
USD
|
2,316,998
|
BRL
|
11,300,000
|
09/05/23
|
Merrill Lynch International
|
570
|
USD
|
1,026,374
|
BRL
|
4,946,300
|
07/05/23
|
Morgan Stanley and Co. International PLC
|
1,021
|
USD
|
3,772,367
|
BRL
|
18,700,000
|
07/10/23
|
Morgan Stanley Capital Services, Inc.
|
(100,529
)
|
USD
|
824,909
|
BRL
|
4,170,000
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
(37,523
)
|
USD
|
441,341
|
BRL
|
2,133,000
|
09/05/23
|
Standard Chartered Bank
|
4,089
|
USD
|
3,576,356
|
CAD
|
4,782,205
|
07/18/23
|
BNP Paribas S.A.
|
(38,311
)
|
USD
|
3,475,418
|
CAD
|
4,685,000
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(65,523
)
|
USD
|
830,675
|
CAD
|
1,110,000
|
07/18/23
|
JPMorgan Chase Bank N.A.
|
(8,327
)
|
USD
|
1,039,809
|
CAD
|
1,384,700
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(6,752
)
|
USD
|
1,000,428
|
CHF
|
900,600
|
07/13/23
|
HSBC Bank PLC
|
(7,020
)
|
USD
|
992,949
|
CHF
|
898,800
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(12,485
)
|
USD
|
5,588,614
|
CHF
|
4,953,500
|
07/13/23
|
State Street Bank London
|
47,429
|
USD
|
334,272
|
CLP
|
268,300,000
|
07/13/23
|
Bank of America, N.A.
|
119
|
USD
|
1,709,994
|
CLP
|
1,361,082,500
|
07/13/23
|
Citibank N.A.
|
14,839
|
USD
|
3,254,665
|
CLP
|
2,610,892,000
|
07/10/23
|
Deutsche Bank AG
|
1,723
|
USD
|
1,322,349
|
CLP
|
1,057,503,007
|
07/13/23
|
HSBC Bank PLC
|
5,286
|
USD
|
2,309,785
|
CLP
|
1,829,211,100
|
08/14/23
|
JPMorgan Chase Bank N.A.
|
41,273
|
USD
|
2,274,955
|
CLP
|
1,827,493,900
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
10,451
|
USD
|
1,909,490
|
CLP
|
1,540,413,000
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(9,012
)
|
USD
|
1,080,879
|
CLP
|
866,241,900
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
2,021
|
USD
|
5,390,203
|
CNH
|
38,557,500
|
07/13/23
|
Goldman Sachs International
|
86,807
|
USD
|
201,680
|
CNH
|
1,432,000
|
07/13/23
|
HSBC Bank PLC
|
4,715
|
USD
|
3,423,900
|
CNH
|
24,151,400
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
101,993
|
USD
|
6,686,650
|
CNH
|
47,282,100
|
09/11/23
|
JPMorgan Chase Bank N.A.
|
151,806
|
USD
|
508,106
|
CNH
|
3,612,600
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
11,211
|
USD
|
1,907,616
|
CNH
|
13,050,000
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
111,961
|
USD
|
387,296
|
CNH
|
2,753,600
|
07/13/23
|
Toronto Dominion Bank
|
8,552
|
USD
|
1,164,326
|
CNY
|
8,209,400
|
07/13/23
|
State Street Bank London
|
33,208
|
USD
|
3,506,846
|
COP
|
15,610,881,600
|
07/13/23
|
Bank of America, N.A.
|
(223,477
)
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
USD
|
902,741
|
COP
|
4,173,704,200
|
07/13/23
|
Barclays Bank PLC
|
$(94,594
)
|
USD
|
2,292,315
|
COP
|
9,661,630,000
|
07/13/23
|
Citibank N.A.
|
(16,395
)
|
USD
|
348,891
|
COP
|
1,441,166,100
|
07/13/23
|
Citibank N.A.
|
4,515
|
USD
|
275,901
|
COP
|
1,170,000,000
|
09/20/23
|
Goldman Sachs International
|
1,416
|
USD
|
7,632,716
|
COP
|
35,147,359,095
|
07/13/23
|
HSBC Bank PLC
|
(765,978
)
|
USD
|
1,260,751
|
COP
|
5,740,200,000
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(110,908
)
|
USD
|
10,929,512
|
COP
|
46,021,507,200
|
07/24/23
|
JPMorgan Chase Bank N.A.
|
(28,801
)
|
USD
|
206,282
|
COP
|
880,000,000
|
09/20/23
|
Standard Chartered Bank
|
(168
)
|
USD
|
1,002,034
|
COP
|
4,452,038,000
|
07/13/23
|
UBS AG
|
(61,810
)
|
USD
|
753,639
|
COP
|
3,134,384,400
|
07/13/23
|
UBS AG
|
4,657
|
USD
|
43,553
|
CZK
|
960,000
|
07/13/23
|
Bank of America, N.A.
|
(518
)
|
USD
|
993,322
|
CZK
|
21,896,400
|
07/13/23
|
Citibank N.A.
|
(11,875
)
|
USD
|
771,906
|
CZK
|
16,700,000
|
07/13/23
|
Citibank N.A.
|
5,260
|
USD
|
311,514
|
CZK
|
6,753,300
|
07/13/23
|
Goldman Sachs International
|
1,491
|
USD
|
3,829,590
|
CZK
|
83,577,700
|
09/20/23
|
Goldman Sachs International
|
3,882
|
USD
|
3,319,427
|
CZK
|
72,642,300
|
09/20/23
|
Goldman Sachs International
|
(5,722
)
|
USD
|
4,368,700
|
CZK
|
96,591,900
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(65,540
)
|
USD
|
386,452
|
CZK
|
8,276,900
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
6,484
|
USD
|
264,743
|
CZK
|
5,780,000
|
09/20/23
|
Standard Chartered Bank
|
168
|
USD
|
547,796
|
CZK
|
12,050,900
|
07/13/23
|
State Street Bank London
|
(5,425
)
|
USD
|
710,497
|
CZK
|
15,300,000
|
07/13/23
|
State Street Bank London
|
8,120
|
USD
|
2,011,917
|
CZK
|
44,300,000
|
07/13/23
|
UBS AG
|
(21,761
)
|
USD
|
708,412
|
EGP
|
22,400,000
|
07/10/23
|
Goldman Sachs International
|
(14,241
)
|
USD
|
647,268
|
EGP
|
21,800,000
|
07/24/23
|
Goldman Sachs International
|
(48,418
)
|
USD
|
634,638
|
EGP
|
21,400,000
|
08/28/23
|
Goldman Sachs International
|
(29,886
)
|
USD
|
1,049,055
|
EGP
|
34,310,000
|
09/20/23
|
Standard Chartered Bank
|
6,962
|
USD
|
859,256
|
EUR
|
800,000
|
07/03/23
|
Bank of America, N.A.
|
(13,544
)
|
USD
|
924,672
|
EUR
|
860,000
|
07/05/23
|
Bank of America, N.A.
|
(13,588
)
|
USD
|
284,732
|
EUR
|
266,000
|
07/10/23
|
Bank of America, N.A.
|
(5,543
)
|
USD
|
757,029
|
EUR
|
705,000
|
07/12/23
|
Bank of America, N.A.
|
(12,381
)
|
USD
|
97,172
|
EUR
|
90,000
|
07/13/23
|
Bank of America, N.A.
|
(1,055
)
|
USD
|
1,313,520
|
EUR
|
1,200,000
|
07/13/23
|
Bank of America, N.A.
|
3,822
|
USD
|
1,891,380
|
EUR
|
1,713,942
|
07/18/23
|
Bank of America, N.A.
|
20,295
|
USD
|
1,309,871
|
EUR
|
1,199,000
|
07/20/23
|
Bank of America, N.A.
|
812
|
USD
|
871,704
|
EUR
|
800,000
|
07/31/23
|
Bank of America, N.A.
|
(2,205
)
|
USD
|
937,194
|
EUR
|
860,000
|
08/02/23
|
Bank of America, N.A.
|
(2,351
)
|
USD
|
285,971
|
EUR
|
266,000
|
07/03/23
|
Barclays Bank PLC
|
(4,235
)
|
USD
|
3,732,824
|
EUR
|
3,391,300
|
07/13/23
|
Barclays Bank PLC
|
31,508
|
USD
|
267,784
|
EUR
|
245,000
|
07/20/23
|
Barclays Bank PLC
|
295
|
USD
|
338,802
|
EUR
|
310,000
|
07/28/23
|
Barclays Bank PLC
|
213
|
USD
|
289,927
|
EUR
|
266,000
|
07/31/23
|
Barclays Bank PLC
|
(648
)
|
USD
|
860,016
|
EUR
|
800,000
|
07/03/23
|
BNP Paribas S.A.
|
(12,785
)
|
USD
|
385,261
|
EUR
|
359,000
|
07/05/23
|
BNP Paribas S.A.
|
(6,408
)
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
USD
|
2,087,282
|
EUR
|
1,948,000
|
07/18/23
|
BNP Paribas S.A.
|
$(39,320
)
|
USD
|
1,708,714
|
EUR
|
1,550,000
|
07/18/23
|
BNP Paribas S.A.
|
16,602
|
USD
|
871,954
|
EUR
|
800,000
|
07/31/23
|
BNP Paribas S.A.
|
(1,955
)
|
USD
|
391,332
|
EUR
|
359,000
|
08/02/23
|
BNP Paribas S.A.
|
(874
)
|
USD
|
2,526,446
|
EUR
|
2,349,000
|
07/03/23
|
Citibank N.A.
|
(36,313
)
|
USD
|
185,957
|
EUR
|
173,000
|
07/05/23
|
Citibank N.A.
|
(2,786
)
|
USD
|
2,560,702
|
EUR
|
2,349,000
|
07/31/23
|
Citibank N.A.
|
(5,313
)
|
USD
|
188,613
|
EUR
|
173,000
|
08/02/23
|
Citibank N.A.
|
(389
)
|
USD
|
709,060
|
EUR
|
660,000
|
07/03/23
|
Commonwealth Bank of Australia
|
(11,000
)
|
USD
|
719,430
|
EUR
|
660,000
|
07/31/23
|
Commonwealth Bank of Australia
|
(1,545
)
|
USD
|
6,076,264
|
EUR
|
5,514,400
|
07/13/23
|
Deutsche Bank AG
|
57,764
|
USD
|
1,176,128
|
EUR
|
1,072,000
|
07/24/23
|
Deutsche Bank AG
|
5,495
|
USD
|
86,022
|
EUR
|
80,000
|
07/03/23
|
Goldman Sachs & Co.
|
(1,258
)
|
USD
|
1,247,333
|
EUR
|
1,120,000
|
07/18/23
|
Goldman Sachs & Co.
|
24,646
|
USD
|
87,197
|
EUR
|
80,000
|
07/31/23
|
Goldman Sachs & Co.
|
(194
)
|
USD
|
2,779,903
|
EUR
|
2,536,900
|
07/13/23
|
Goldman Sachs International
|
11,092
|
USD
|
10,101,987
|
EUR
|
9,300,000
|
07/13/23
|
HSBC Bank PLC
|
(48,175
)
|
USD
|
2,876,678
|
EUR
|
2,626,700
|
07/13/23
|
HSBC Bank PLC
|
9,857
|
USD
|
1,399,164
|
EUR
|
1,300,000
|
07/03/23
|
HSBC Bank USA, N.A.
|
(19,136
)
|
USD
|
984,953
|
EUR
|
904,000
|
07/24/23
|
HSBC Bank USA, N.A.
|
(2,222
)
|
USD
|
1,416,850
|
EUR
|
1,300,000
|
07/31/23
|
HSBC Bank USA, N.A.
|
(3,252
)
|
USD
|
11,174,283
|
EUR
|
10,335,400
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(105,930
)
|
USD
|
10,311,338
|
EUR
|
9,435,300
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
13,508
|
USD
|
13,005,012
|
EUR
|
12,070,000
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(168,370
)
|
USD
|
922,359
|
EUR
|
860,000
|
07/03/23
|
Morgan Stanley Capital Services, Inc.
|
(15,902
)
|
USD
|
122,667
|
EUR
|
114,000
|
07/07/23
|
Morgan Stanley Capital Services, Inc.
|
(1,719
)
|
USD
|
551,904
|
EUR
|
505,000
|
07/28/23
|
Morgan Stanley Capital Services, Inc.
|
331
|
USD
|
937,436
|
EUR
|
860,000
|
07/31/23
|
Morgan Stanley Capital Services, Inc.
|
(2,016
)
|
USD
|
82,721
|
EUR
|
77,000
|
07/03/23
|
Standard Chartered Bank
|
(1,286
)
|
USD
|
932,610
|
EUR
|
850,000
|
07/24/23
|
Standard Chartered Bank
|
4,403
|
USD
|
83,927
|
EUR
|
77,000
|
07/31/23
|
Standard Chartered Bank
|
(187
)
|
USD
|
5,613,245
|
EUR
|
5,120,000
|
09/20/23
|
Standard Chartered Bank
|
5,892
|
USD
|
785,220
|
EUR
|
732,000
|
07/05/23
|
State Street Bank and Trust
|
(13,392
)
|
USD
|
797,892
|
EUR
|
732,000
|
08/02/23
|
State Street Bank and Trust
|
(1,814
)
|
USD
|
659,542
|
EUR
|
605,000
|
07/20/23
|
UBS AG
|
(993
)
|
USD
|
1,645,765
|
EUR
|
1,500,000
|
07/24/23
|
UBS AG
|
7,753
|
USD
|
706,206
|
GBP
|
554,000
|
07/24/23
|
Bank of America, N.A.
|
1,785
|
USD
|
713,896
|
GBP
|
560,000
|
07/24/23
|
BNP Paribas S.A.
|
1,847
|
USD
|
631,219
|
GBP
|
510,000
|
07/18/23
|
Goldman Sachs & Co.
|
(17,225
)
|
USD
|
989,866
|
GBP
|
798,900
|
07/13/23
|
Goldman Sachs International
|
(25,865
)
|
USD
|
1,017,983
|
GBP
|
808,100
|
07/13/23
|
HSBC Bank PLC
|
(9,445
)
|
USD
|
1,970,294
|
GBP
|
1,585,100
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(45,020
)
|
USD
|
7,656,798
|
GBP
|
6,139,928
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
(149,874
)
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
USD
|
574,534
|
GBP
|
460,000
|
07/05/23
|
Standard Chartered Bank
|
$(10,287
)
|
USD
|
580,263
|
GBP
|
460,000
|
08/02/23
|
Standard Chartered Bank
|
(4,675
)
|
USD
|
990,533
|
GBP
|
790,500
|
07/13/23
|
State Street Bank London
|
(14,518
)
|
USD
|
517,876
|
GBP
|
412,300
|
07/13/23
|
The BNY Mellon
|
(6,327
)
|
USD
|
1,242,896
|
HUF
|
437,400,000
|
07/13/23
|
Bank of America, N.A.
|
(33,608
)
|
USD
|
2,780,456
|
HUF
|
961,938,600
|
07/13/23
|
Goldman Sachs International
|
(26,857
)
|
USD
|
358,054
|
HUF
|
121,481,400
|
07/13/23
|
Goldman Sachs International
|
3,524
|
USD
|
2,950,752
|
HUF
|
1,017,949,700
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(20,023
)
|
USD
|
497,573
|
HUF
|
168,500,000
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
5,824
|
USD
|
4,492,035
|
HUF
|
1,567,290,000
|
08/22/23
|
JPMorgan Chase Bank N.A.
|
(35,693
)
|
USD
|
3,319,422
|
IDR
|
49,273,499,000
|
07/10/23
|
Deutsche Bank AG
|
33,059
|
USD
|
2,009,441
|
IDR
|
29,904,487,000
|
07/13/23
|
Deutsche Bank AG
|
20,709
|
USD
|
641,056
|
IDR
|
9,477,365,323
|
07/13/23
|
Goldman Sachs International
|
10,784
|
USD
|
4,682,978
|
IDR
|
69,403,797,464
|
07/13/23
|
HSBC Bank PLC
|
67,430
|
USD
|
9,986,228
|
IDR
|
149,161,639,500
|
07/05/23
|
JPMorgan Chase Bank N.A.
|
37,144
|
USD
|
469,318
|
IDR
|
6,981,109,160
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
5,055
|
USD
|
1,143,222
|
IDR
|
17,125,472,712
|
07/18/23
|
JPMorgan Chase Bank N.A.
|
1,089
|
USD
|
3,195,842
|
IDR
|
47,539,745,541
|
07/21/23
|
JPMorgan Chase Bank N.A.
|
25,385
|
USD
|
6,300,553
|
IDR
|
94,268,869,900
|
07/26/23
|
JPMorgan Chase Bank N.A.
|
13,921
|
USD
|
284,742
|
IDR
|
4,277,396,500
|
07/26/23
|
JPMorgan Chase Bank N.A.
|
(510
)
|
USD
|
917,295
|
IDR
|
13,771,353,300
|
08/04/23
|
JPMorgan Chase Bank N.A.
|
(1,035
)
|
USD
|
1,795,665
|
IDR
|
26,666,890,700
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
22,241
|
USD
|
5,000,000
|
IDR
|
74,454,050,000
|
07/13/23
|
Natwest Markets PLC
|
48,597
|
USD
|
508,557
|
INR
|
42,160,000
|
07/13/23
|
Citibank N.A.
|
(5,082
)
|
USD
|
1,001,147
|
INR
|
82,360,900
|
07/13/23
|
Deutsche Bank AG
|
(2,261
)
|
USD
|
3,138,826
|
INR
|
258,893,900
|
07/13/23
|
HSBC Bank PLC
|
(15,297
)
|
USD
|
307,785
|
INR
|
25,375,000
|
07/12/23
|
JPMorgan Chase Bank N.A.
|
(1,454
)
|
USD
|
1,780,676
|
JPY
|
246,350,000
|
07/13/23
|
Bank of America, N.A.
|
74,222
|
USD
|
2,717,033
|
JPY
|
359,732,979
|
07/18/23
|
Goldman Sachs & Co.
|
223,294
|
USD
|
101,125
|
JPY
|
13,982,000
|
07/13/23
|
Goldman Sachs International
|
4,273
|
USD
|
4,393,958
|
JPY
|
609,329,300
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
173,165
|
USD
|
3,963,309
|
KRW
|
5,027,458,000
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
139,019
|
USD
|
54,371
|
MXN
|
950,409
|
07/13/23
|
Bank of America, N.A.
|
(959
)
|
USD
|
1,824,316
|
MXN
|
32,638,385
|
07/13/23
|
Barclays Bank PLC
|
(75,811
)
|
USD
|
249,862
|
MXN
|
4,440,000
|
07/13/23
|
Deutsche Bank AG
|
(8,624
)
|
USD
|
2,239,577
|
MXN
|
40,010,000
|
07/18/23
|
Goldman Sachs & Co.
|
(87,435
)
|
USD
|
645,486
|
MXN
|
11,204,502
|
07/13/23
|
Goldman Sachs International
|
(6,813
)
|
USD
|
2,120,721
|
MXN
|
36,960,000
|
09/20/23
|
Goldman Sachs International
|
(2,978
)
|
USD
|
508,244
|
MXN
|
9,032,700
|
07/13/23
|
HSBC Bank PLC
|
(17,618
)
|
USD
|
8,866,475
|
MXN
|
156,815,904
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(262,963
)
|
USD
|
13,982,708
|
MXN
|
245,993,600
|
09/11/23
|
JPMorgan Chase Bank N.A.
|
(176,020
)
|
USD
|
5,931,208
|
MXN
|
103,000,400
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(65,222
)
|
USD
|
6,223,762
|
MXN
|
111,440,000
|
07/18/23
|
Morgan Stanley Capital Services, Inc.
|
(257,673
)
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
USD
|
7,135,281
|
MXN
|
128,270,803
|
07/13/23
|
State Street Bank London
|
$(332,329
)
|
USD
|
198,497
|
MXN
|
3,400,000
|
07/13/23
|
State Street Bank London
|
557
|
USD
|
948,096
|
MYR
|
4,334,900
|
07/13/23
|
Barclays Bank PLC
|
17,829
|
USD
|
2,209,586
|
MYR
|
10,163,800
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
28,442
|
USD
|
8,407,560
|
MYR
|
38,700,000
|
09/20/23
|
Standard Chartered Bank
|
70,412
|
USD
|
606,299
|
NOK
|
6,400,000
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
8,765
|
USD
|
2,516,763
|
NZD
|
4,114,500
|
07/13/23
|
Bank of America, N.A.
|
(3,870
)
|
USD
|
1,002,645
|
NZD
|
1,644,900
|
07/13/23
|
HSBC Bank PLC
|
(5,056
)
|
USD
|
836,030
|
PEN
|
3,100,000
|
07/13/23
|
Bank of America, N.A.
|
(18,489
)
|
USD
|
1,859,367
|
PEN
|
6,914,780
|
07/13/23
|
Barclays Bank PLC
|
(46,702
)
|
USD
|
1,499,881
|
PEN
|
5,524,300
|
07/13/23
|
Citibank N.A.
|
(22,899
)
|
USD
|
811,974
|
PEN
|
3,000,000
|
07/13/23
|
Deutsche Bank AG
|
(14,980
)
|
USD
|
3,039,128
|
PEN
|
11,100,000
|
07/13/23
|
Goldman Sachs International
|
(20,602
)
|
USD
|
660,480
|
PEN
|
2,420,000
|
09/20/23
|
Goldman Sachs International
|
(3,142
)
|
USD
|
2,029,675
|
PEN
|
7,429,900
|
07/14/23
|
JPMorgan Chase Bank N.A.
|
(18,206
)
|
USD
|
2,966,162
|
PEN
|
10,852,000
|
07/24/23
|
JPMorgan Chase Bank N.A.
|
(22,296
)
|
USD
|
747,360
|
PEN
|
2,760,000
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(13,438
)
|
USD
|
1,006,771
|
PHP
|
56,500,000
|
07/13/23
|
Bank of America, N.A.
|
(14,729
)
|
USD
|
653,046
|
PHP
|
36,914,734
|
07/13/23
|
Barclays Bank PLC
|
(14,360
)
|
USD
|
2,150,935
|
PHP
|
120,597,300
|
07/13/23
|
HSBC Bank PLC
|
(29,423
)
|
USD
|
3,001,978
|
PHP
|
168,456,000
|
09/06/23
|
JPMorgan Chase Bank N.A.
|
(44,486
)
|
USD
|
4,171,117
|
PHP
|
233,520,000
|
09/20/23
|
Merrill Lynch International
|
(50,847
)
|
USD
|
1,143,113
|
PHP
|
63,900,000
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(12,177
)
|
USD
|
339,641
|
PHP
|
18,956,900
|
07/13/23
|
Natwest Markets PLC
|
(3,093
)
|
USD
|
341,566
|
PHP
|
19,228,866
|
07/13/23
|
UBS AG
|
(6,085
)
|
USD
|
3,305,534
|
PLN
|
13,912,000
|
07/10/23
|
Goldman Sachs & Co.
|
(117,731
)
|
USD
|
1,205,448
|
PLN
|
4,994,000
|
07/13/23
|
Goldman Sachs International
|
(23,217
)
|
USD
|
1,378,572
|
PLN
|
5,667,500
|
07/13/23
|
HSBC Bank PLC
|
(15,795
)
|
USD
|
6,639,331
|
PLN
|
27,573,200
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(144,456
)
|
USD
|
10,645,938
|
PLN
|
44,219,050
|
08/14/23
|
JPMorgan Chase Bank N.A.
|
(215,417
)
|
USD
|
2,168,557
|
PLN
|
9,053,200
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(58,787
)
|
USD
|
626,090
|
PLN
|
2,613,000
|
07/13/23
|
State Street Bank London
|
(16,782
)
|
USD
|
743,259
|
PLN
|
3,085,800
|
07/13/23
|
The BNY Mellon
|
(15,936
)
|
USD
|
196,087
|
PLN
|
790,000
|
07/13/23
|
Toronto Dominion Bank
|
1,725
|
USD
|
173,285
|
PLN
|
700,000
|
07/13/23
|
UBS AG
|
1,065
|
USD
|
175,751
|
RON
|
790,000
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
2,001
|
USD
|
1,009,809
|
RON
|
4,635,800
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(9,775
)
|
USD
|
978,830
|
RON
|
4,508,000
|
09/05/23
|
JPMorgan Chase Bank N.A.
|
(11,190
)
|
USD
|
2,024,935
|
RON
|
9,344,300
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(30,222
)
|
USD
|
6,270,368
|
RON
|
28,174,000
|
07/13/23
|
UBS AG
|
73,866
|
USD
|
2,537,067
|
RON
|
11,710,000
|
07/13/23
|
UBS AG
|
(38,394
)
|
USD
|
2,777,019
|
SGD
|
3,760,000
|
07/03/23
|
Goldman Sachs International
|
(1,272
)
|
USD
|
7,848,036
|
SGD
|
10,480,000
|
09/20/23
|
Goldman Sachs International
|
81,909
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
USD
|
663,164
|
THB
|
22,861,900
|
07/13/23
|
Barclays Bank PLC
|
$17,866
|
USD
|
312,453
|
THB
|
10,908,377
|
09/20/23
|
Goldman Sachs International
|
2,468
|
USD
|
637,863
|
THB
|
21,963,800
|
07/13/23
|
HSBC Bank PLC
|
17,915
|
USD
|
735,538
|
THB
|
24,569,400
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
42,044
|
USD
|
15,928,296
|
THB
|
566,199,000
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(53,199
)
|
USD
|
3,327,869
|
THB
|
114,897,100
|
09/11/23
|
JPMorgan Chase Bank N.A.
|
65,600
|
USD
|
250,190
|
THB
|
8,741,623
|
09/20/23
|
Standard Chartered Bank
|
1,777
|
USD
|
7,711,016
|
THB
|
266,218,500
|
07/13/23
|
UBS AG
|
196,751
|
USD
|
684,219
|
TRY
|
17,620,000
|
09/20/23
|
Standard Chartered Bank
|
32,389
|
USD
|
1,257,087
|
TRY
|
32,150,000
|
09/29/23
|
UBS AG
|
75,175
|
USD
|
1,873,622
|
TWD
|
57,270,000
|
07/13/23
|
Barclays Bank PLC
|
35,973
|
USD
|
1,019,069
|
TWD
|
31,081,600
|
07/13/23
|
HSBC Bank PLC
|
21,739
|
USD
|
2,006,773
|
TWD
|
61,567,800
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
31,219
|
USD
|
6,942,200
|
TWD
|
211,390,000
|
09/20/23
|
Standard Chartered Bank
|
94,452
|
USD
|
607,296
|
TWD
|
18,562,000
|
07/13/23
|
UBS AG
|
11,689
|
USD
|
3,068,755
|
UGX
|
11,560,000,000
|
09/20/23
|
Standard Chartered Bank
|
(36,264
)
|
USD
|
1,755,051
|
ZAR
|
34,059,600
|
07/13/23
|
Bank of America, N.A.
|
(46,493
)
|
USD
|
818,160
|
ZAR
|
15,379,800
|
07/13/23
|
Barclays Bank PLC
|
4,663
|
USD
|
2,447,032
|
ZAR
|
48,068,300
|
07/13/23
|
Citibank N.A.
|
(95,488
)
|
USD
|
567,676
|
ZAR
|
10,570,000
|
07/13/23
|
Citibank N.A.
|
8,587
|
USD
|
8,958,815
|
ZAR
|
166,750,183
|
07/13/23
|
Goldman Sachs International
|
138,747
|
USD
|
4,191,498
|
ZAR
|
78,142,800
|
09/20/23
|
Goldman Sachs International
|
86,975
|
USD
|
988,521
|
ZAR
|
19,090,000
|
07/13/23
|
HSBC Bank PLC
|
(21,224
)
|
USD
|
1,004,587
|
ZAR
|
19,500,000
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(26,844
)
|
USD
|
704,910
|
ZAR
|
13,235,600
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
4,827
|
USD
|
7,305,551
|
ZAR
|
140,157,767
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
(78,933
)
|
USD
|
4,802,410
|
ZAR
|
95,785,500
|
09/11/23
|
JPMorgan Chase Bank N.A.
|
(233,475
)
|
USD
|
5,741,280
|
ZAR
|
107,456,000
|
09/11/23
|
JPMorgan Chase Bank N.A.
|
91,824
|
USD
|
2,568,130
|
ZAR
|
47,597,200
|
09/20/23
|
Merrill Lynch International
|
68,043
|
USD
|
2,136,115
|
ZAR
|
41,199,100
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(43,065
)
|
USD
|
985,857
|
ZAR
|
18,212,500
|
07/13/23
|
State Street Bank London
|
22,528
|
USD
|
372,809
|
ZAR
|
6,943,300
|
07/13/23
|
Toronto Dominion Bank
|
5,551
|
ZAR
|
25,387,356
|
USD
|
1,316,423
|
07/13/23
|
Bank of America, N.A.
|
26,413
|
ZAR
|
12,702,500
|
USD
|
690,218
|
07/13/23
|
Bank of America, N.A.
|
(18,333
)
|
ZAR
|
154,260,000
|
USD
|
8,338,439
|
07/13/23
|
Bank of New York
|
(179,026
)
|
ZAR
|
6,554,600
|
USD
|
355,993
|
07/13/23
|
Goldman Sachs International
|
(9,295
)
|
ZAR
|
11,461,244
|
USD
|
602,054
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
4,176
|
ZAR
|
18,067,000
|
USD
|
965,552
|
07/13/23
|
JPMorgan Chase Bank N.A.
|
(9,917
)
|
ZAR
|
89,358,900
|
USD
|
4,634,549
|
08/21/23
|
JPMorgan Chase Bank N.A.
|
73,498
|
ZAR
|
145,115,900
|
USD
|
7,751,512
|
09/11/23
|
JPMorgan Chase Bank N.A.
|
(122,102
)
|
ZAR
|
22,701,000
|
USD
|
1,213,677
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
(12,932
)
|
ZAR
|
12,765,100
|
USD
|
639,898
|
07/13/23
|
Morgan Stanley and Co. International PLC
|
35,298
|
ZAR
|
14,638,300
|
USD
|
760,762
|
07/13/23
|
State Street Bank London
|
13,515
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
ZAR
|
8,176,800
|
USD
|
437,983
|
07/13/23
|
Toronto Dominion Bank
|
$(5,480
)
|
|
|
|
|
|
|
$(5,769,799
)
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
Buys
|
|
|
|
|
31
|
10-Year Australian Bond Futures
|
Sep 2023
|
$2,397,233
|
$(29,678
)
|
34
|
3-Month SONIA
|
Sep 2023
|
10,245,625
|
(102,976
)
|
122
|
3-Month SONIA
|
Mar 2024
|
36,358,502
|
(441,309
)
|
194
|
3-Month SONIA
|
Dec 2023
|
57,991,711
|
(752,426
)
|
34
|
Long Gilt Futures
|
Sep 2023
|
4,119,431
|
(80,892
)
|
75
|
SOFR 90-Day
|
Mar 2025
|
17,995,312
|
(121,595
)
|
101
|
U.S. Long Bond
|
Sep 2023
|
12,817,531
|
(120,699
)
|
1,187
|
U.S. Treasury Note 10-Year
|
Sep 2023
|
133,259,297
|
(1,525,030
)
|
692
|
U.S. Treasury Note 2-Year
|
Sep 2023
|
140,713,875
|
(1,734,237
)
|
346
|
U.S. Treasury Note 5-Year
|
Sep 2023
|
37,054,437
|
(531,717
)
|
39
|
U.S. Ultra 10-Year
|
Sep 2023
|
4,619,063
|
(56,435
)
|
395
|
U.S. Ultra Bond
|
Sep 2023
|
53,806,406
|
562,926
|
|
|
|
|
$(4,934,068
)
|
Sales
|
|
|
|
|
32
|
SOFR 90-Day
|
Sep 2023
|
$7,582,400
|
$54,833
|
153
|
SOFR 90-Day
|
Mar 2024
|
36,199,800
|
200,441
|
169
|
U.S. Treasury Note 5-Year
|
Sep 2023
|
18,098,844
|
176,164
|
102
|
U.S. Ultra 10-Year
|
Sep 2023
|
12,080,625
|
102,973
|
|
|
|
|
$534,411
|
Type of Contract
|
Counterparty
|
Number of
Contracts
|
Notional
Value
|
Premiums
Received
|
Value at
June 30, 2023
|
PUT— S&P 500 E-mini
Futures Option
Strike @ $3,500.00
Expires 09/15/2023
|
JPMorgan Chase
Bank N.A.
|
1,800
|
$(8,010,684
)
|
$(76,199
)
|
$(9,900
)
|
PUT— S&P 500 E-mini
Futures Option
Strike @ $3,700.00
Expires 09/15/2023
|
JPMorgan Chase
Bank N.A.
|
2,150
|
(9,568,317
)
|
(31,760
)
|
(17,738
)
|
Type of Contract
|
Counterparty
|
Number of
Contracts
|
Notional
Value
|
Premiums
Received
|
Value at
June 30, 2023
|
PUT— S&P 500 E-mini
Futures Option
Strike @ $3,700.00
Expires 12/15/2023
|
JPMorgan Chase
Bank N.A.
|
1,100
|
$(4,895,418
)
|
$(41,754
)
|
$(31,075
)
|
Total Written Options
|
|
|
|
$(149,713
)
|
$(58,713
)
|
Payments
Received
by Fund
|
Payment
Frequency
|
Payments
Made by
Fund
|
Payment
Frequency
|
Maturity
Date
|
Counterparty
|
Upfront
Premiums
Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
8.97%
|
Monthly
|
1-Month TIIE
|
Monthly
|
03/01/30
|
UBS CME
|
$ —
|
MXN
|
(93,573,000)
|
$222,585
|
$222,585
|
11.37%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
HSBC Sec. New York
|
—
|
BRL
|
(3,512,004)
|
23,162
|
23,162
|
12.34%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/04/27
|
HSBC Sec. New York
|
—
|
BRL
|
(5,981,518)
|
61,512
|
61,512
|
12.41%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/04/27
|
JPMorgan Chase Bank N.A.
|
—
|
BRL
|
(4,597,489)
|
48,642
|
48,642
|
12.51%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/04/27
|
Goldman Sachs & Co.
|
—
|
BRL
|
(5,745,974)
|
63,427
|
63,427
|
12.74%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
HSBC Sec. New York
|
—
|
BRL
|
(3,360,353)
|
48,645
|
48,645
|
12.78%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/04/27
|
JPMorgan Chase Bank N.A.
|
—
|
BRL
|
(7,055,245)
|
85,648
|
85,648
|
|
|
|
|
|
|
$ 0
|
|
|
$553,621
|
$553,621
|
Payments
Received
by Fund
|
Payment
Frequency
|
Payments
Made
by Fund
|
Payment
Frequency
|
Maturity
Date
|
Upfront
Premiums
Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
7.20%
|
Monthly
|
1-Month TIIE
|
Monthly
|
07/17/24
|
$—
|
MXN
|
116,734,200
|
$(251,601
)
|
$(251,601
)
|
9.29%
|
Monthly
|
1-Month TIIE
|
Monthly
|
02/17/28
|
12
|
MXN
|
23,052,759
|
45,282
|
45,271
|
4.59%
|
Annual
|
6-Month PRIBOR
|
Semi-Annual
|
09/20/28
|
7
|
CZK
|
13,559,248
|
7,850
|
7,843
|
4.77%
|
Annual
|
6-Month PRIBOR
|
Semi-Annual
|
09/20/28
|
24
|
CZK
|
46,857,498
|
44,385
|
44,361
|
4.88%
|
Annual
|
6-Month PRIBOR
|
Semi-Annual
|
09/20/28
|
9
|
CZK
|
18,261,885
|
21,409
|
21,400
|
4.94%
|
Annual
|
6-Month PRIBOR
|
Semi-Annual
|
09/20/28
|
9
|
CZK
|
17,311,147
|
22,419
|
22,410
|
4.96%
|
Annual
|
6-Month PRIBOR
|
Semi-Annual
|
09/20/28
|
6
|
CZK
|
11,349,419
|
15,163
|
15,157
|
SOFR
|
Annual
|
3.15%
|
Annual
|
05/15/48
|
(4,472
)
|
USD
|
4,624,000
|
122,649
|
127,121
|
SOFR
|
Annual
|
3.05%
|
Annual
|
02/15/48
|
135,295
|
USD
|
3,862,000
|
169,687
|
34,392
|
SOFR
|
Annual
|
2.94%
|
Annual
|
01/19/53
|
—
|
USD
|
5,240,000
|
251,929
|
251,929
|
SOFR
|
Annual
|
2.60%
|
Annual
|
02/15/48
|
67,555
|
USD
|
595,000
|
70,346
|
2,791
|
3.35%
|
Annual
|
SOFR
|
Annual
|
01/19/28
|
—
|
USD
|
22,515,000
|
(592,367
)
|
(592,367
)
|
2.26%
|
Quarterly
|
Thai Baht Interest Rate Fixing
|
Quarterly
|
09/20/28
|
13
|
THB
|
40,296,453
|
(11,479
)
|
(11,492
)
|
2.52%
|
Quarterly
|
Thai Baht Interest Rate Fixing
|
Quarterly
|
03/15/28
|
15
|
THB
|
49,975,230
|
5,972
|
5,957
|
2.61%
|
Quarterly
|
Thai Baht Interest Rate Fixing
|
Quarterly
|
09/20/33
|
11
|
THB
|
20,728,949
|
(4,463
)
|
(4,474
)
|
2.65%
|
Quarterly
|
Thai Baht Interest Rate Fixing
|
Quarterly
|
09/20/33
|
16
|
THB
|
30,255,482
|
(3,631
)
|
(3,647
)
|
2.84%
|
Quarterly
|
Thai Baht Interest Rate Fixing
|
Quarterly
|
03/15/33
|
47
|
THB
|
94,898,043
|
39,780
|
39,732
|
3.27%
|
Quarterly
|
Thai Baht Interest Rate Fixing
|
Quarterly
|
03/15/33
|
9
|
THB
|
18,689,901
|
28,132
|
28,123
|
|
|
|
|
|
|
|
|
|
$(217,094
)
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Counterparty
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable
on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid/
(Received)
|
Value
|
19,780,000
|
USD
|
06/20/28
|
Morgan Stanley & Co.
|
(1.00%)
|
Quarterly
|
CDX.EM.S39**
|
$(249,629
)
|
$1,196,690
|
$947,061
|
730,000
|
EUR
|
12/20/24
|
Morgan Stanley & Co.
|
(1.00%)
|
Quarterly
|
Daimler AG, 1.40%,
01/12/24
|
11,124
|
(19,195
)
|
(8,071
)
|
Total Buy Protection
|
$(238,505
)
|
$1,177,495
|
$938,990
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Counterparty
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable
on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid/
(Received)
|
Value
|
730,000
|
EUR
|
12/20/24
|
Morgan Stanley & Co.
|
1.00%
|
Quarterly
|
Volkswagen
International Finance
N.V., 0.50%,
03/30/21 (Moody’s
rating: A3; S&P
rating: BBB+)
|
$(4,370
)
|
$9,254
|
$4,884
|
Total OTC Credit Default Swaps
|
$(242,875
)
|
$1,186,749
|
$943,874
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid
(Received)
|
Value
|
3,058,400
|
USD
|
06/20/28
|
(5.00%)
|
Quarterly
|
CDX.NA.HY.40***
|
$(97,104
)
|
$9,271
|
$(87,833
)
|
8,700,000
|
USD
|
06/20/28
|
(5.00%)
|
Quarterly
|
CDX.NA.HY.S40***
|
(183,296
)
|
(66,555
)
|
(249,851
)
|
9,725,000
|
USD
|
06/20/28
|
(5.00%)
|
Quarterly
|
CDX.NA.HY.S40***
|
(200,224
)
|
(79,064
)
|
(279,288
)
|
1,380,000
|
USD
|
06/20/26
|
(5.00%)
|
Quarterly
|
General Motors Co.
|
118,757
|
(264,657
)
|
(145,900
)
|
Total Buy Protection
|
$(361,867
)
|
$(401,005
)
|
$(762,872
)
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid
(Received)
|
Value
|
1,380,000
|
USD
|
06/20/26
|
5.00%
|
Quarterly
|
Ford Motor Co.
|
$(80,511
)
|
$196,911
|
$116,400
|
Total Centrally Cleared Credit Default Swaps
|
$(442,378
)
|
$(204,094
)
|
$(646,472
)
|
*
|
The maximum potential amount of future undiscounted payments that the Fund could be required to make under a credit default
swap
contract would be the notional amount of the contract. These potential amounts would be partially offset by any recovery values
of the
referenced debt obligation or net amounts received from the settlement of purchased protection credit default swap contracts
entered
into by the Fund for the same referenced debt obligation.
|
**
|
CDX.EM — Markit CDX Emerging Markets Index. Represents an index composed of fifteen (15) sovereign reference entities that
trade in the credit default swaps (CDS) market.
|
***
|
CDX.NA.HY — Markit North America High Yield CDS Index. Represents an index of single name credit default swaps (CDS). All of
the companies underlying the single name CDS within the index are rated BB and B.
|
Currency Abbreviations
|
||
AUD
|
—
|
Australian Dollar
|
BRL
|
—
|
Brazilian Real
|
CAD
|
—
|
Canadian Dollar
|
CHF
|
—
|
Swiss Franc
|
CLP
|
—
|
Chilean Peso
|
CNH
|
—
|
Chinese Yuan Renminbi
|
CNY
|
—
|
Chinese Yuan
|
COP
|
—
|
Colombian Peso
|
CZK
|
—
|
Czech Koruna
|
EGP
|
—
|
Egyptian Pound
|
EUR
|
—
|
Euro
|
GBP
|
—
|
United Kingdom Pound
|
GHS
|
—
|
New Ghanaian Cedi
|
HUF
|
—
|
Hungarian Forint
|
IDR
|
—
|
Indonesian Rupiah
|
ILS
|
—
|
Israel Shekel
|
INR
|
—
|
Indian Rupee
|
JPY
|
—
|
Japanese Yen
|
KRW
|
—
|
South Korean Won
|
KZT
|
—
|
Kazakhstani Tenge
|
MXN
|
—
|
Mexican Peso
|
MYR
|
—
|
Malaysian Ringgit
|
NGN
|
—
|
Nigeria Naira
|
NOK
|
—
|
Norwegian Krona
|
NZD
|
—
|
New Zealand Dollar
|
PEN
|
—
|
Peruvian Nuevo Sol
|
PHP
|
—
|
Philippines Peso
|
PLN
|
—
|
Polish Zloty
|
RON
|
—
|
Romanian New Leu
|
RUB
|
—
|
Russian Ruble
|
SGD
|
—
|
Singapore Dollar
|
THB
|
—
|
Thai Baht
|
TRY
|
—
|
Turkish New Lira
|
TWD
|
—
|
Taiwan Dollar
|
USD
|
—
|
U.S. Dollar
|
UYU
|
—
|
Uruguayan Peso
|
ZAR
|
—
|
South African Rand
|
Abbreviations
|
||
CDI
|
—
|
CREST Depository Interest
|
CLO
|
—
|
Collateralized Loan Obligation
|
CMO
|
—
|
Collateralized Mortgage Obligation
|
CMT
|
—
|
Constant Maturity Treasury Index
|
EURIBOR
|
—
|
Euro Interbank Offered Rate
|
GDN
|
—
|
Global Depository Note
|
ICE
|
—
|
Intercontinental Exchange
|
LIBOR
|
—
|
London Interbank Offered Rate
|
MTN
|
—
|
Medium Term Note
|
PIK
|
—
|
Payment In Kind
|
PRIBOR
|
—
|
Prague Interbank Offered Rate
|
REIT
|
—
|
Real Estate Investment Trust
|
REMIC
|
—
|
Real Estate Mortgage Investment Conduit
|
SOFR
|
—
|
Secured Overnight Financing Rate
|
SONIA
|
—
|
Sterling Overnight Index Average
|
STACR
|
—
|
Structured Agency Credit Risk
|
TBD
|
—
|
To Be Determined
|
TIIE
|
—
|
Mexican Interbank Equilibrium Interest Rate
|
Asset Class Summary (Unaudited)
|
% of Net Assets
|
Corporate Debt
|
37.2
|
Sovereign Debt Obligations
|
33.3
|
Bank Loans
|
11.4
|
Asset Backed Securities
|
6.9
|
Mortgage Backed Securities - Private Issuers
|
5.6
|
Convertible Debt
|
1.0
|
Convertible Preferred Stock
|
0.2
|
OTC Credit Default Swaps
|
0.1
|
OTC Interest Rate Swaps
|
0.0*
|
Mortgage Backed Securities - U.S. Government Agency Obligations
|
0.0*
|
Purchased Futures Options
|
0.0*
|
U.S. Government and Agency Obligation
|
0.0*
|
Purchased Currency Options
|
0.0*
|
Common Stocks
|
0.0*
|
Written Futures Options
|
0.0*
|
Centrally Cleared Interest Rate Swaps
|
0.0*
|
Centrally Cleared Credit Default Swaps
|
0.0*
|
Futures Contracts
|
(0.3)
|
Forward Foreign Currency Contracts
|
(0.4)
|
Short-Term Investments
|
3.0
|
Other Assets and Liabilities (net)
|
2.0
|
|
100.0%
|
*
|
Amount rounds to zero.
|
Shares
|
|
Description
|
Value ($)
|
|
|
COMMON STOCKS — 95.8%
|
|
|
|
Brazil — 8.7%
|
|
1,094,300
|
|
Ambev SA
|
3,495,681
|
3,141,600
|
|
B3 SA - Brasil Bolsa Balcao
|
9,514,672
|
2,119,779
|
|
Banco Bradesco SA
|
6,433,160
|
1,375,600
|
|
Banco BTG Pactual SA
|
8,968,205
|
1,080,200
|
|
Banco do Brasil SA
|
11,061,750
|
602,900
|
|
BB Seguridade Participacoes SA
|
3,845,612
|
1,190,000
|
|
Cielo SA
|
1,132,276
|
7,864,750
|
|
Dexco SA
|
13,613,321
|
2,190,200
|
|
Locaweb Servicos de Internet SA
|
3,895,505
|
12,484
|
|
MercadoLibre, Inc.*
|
14,788,546
|
480,200
|
|
PRIO SA*
|
3,691,089
|
2,471,594
|
|
Raia Drogasil SA
|
15,165,668
|
1,033,100
|
|
Rumo SA
|
4,754,316
|
2,259,800
|
|
TIM SA
|
6,848,730
|
1,053,200
|
|
TOTVS SA
|
6,545,385
|
221,500
|
|
Vale SA
|
2,948,742
|
1,938,300
|
|
Vibra Energia SA
|
7,252,553
|
2,050,800
|
|
WEG SA
|
16,048,445
|
|
|
|
140,003,656
|
|
|
Canada — 0.7%
|
|
76,680
|
|
Franco-Nevada Corp.
|
10,934,568
|
|
|
Chile — 0.4%
|
|
18,139,800
|
|
Banco de Chile
|
1,892,564
|
270,461
|
|
Cia Cervecerias Unidas SA, ADR(a)
|
4,389,582
|
|
|
|
6,282,146
|
|
|
China — 28.8%
|
|
5,343,200
|
|
Agricultural Bank of China Ltd. Class H
|
2,103,513
|
1,898,000
|
|
Air China Ltd. Class H *
|
1,356,320
|
188,000
|
|
Airtac International Group
|
6,219,054
|
1,918,091
|
|
Alibaba Group Holding Ltd.*
|
19,946,746
|
92,800
|
|
Alibaba Group Holding Ltd., ADR*
|
7,734,880
|
67,600
|
|
Anji Microelectronics Technology Shanghai Co. Ltd. Class A
|
1,544,506
|
296,000
|
|
ANTA Sports Products Ltd.
|
3,034,807
|
21,000
|
|
APT Medical, Inc. Class A
|
1,081,331
|
242,190
|
|
Autohome, Inc., ADR
|
7,062,260
|
50,780
|
|
Bafang Electric Suzhou Co. Ltd. Class A
|
490,582
|
2,881
|
|
Baidu, Inc., ADR*
|
394,438
|
1,092,600
|
|
Baidu, Inc. Class A *
|
18,674,327
|
19,007,000
|
|
Bank of China Ltd. Class H
|
7,621,459
|
1,627,400
|
|
Bank of Jiangsu Co. Ltd. Class A *
|
1,650,626
|
95,999
|
|
Bear Electric Appliance Co. Ltd. Class A
|
1,105,562
|
2,914,000
|
|
BOC Hong Kong Holdings Ltd.
|
8,918,332
|
8,812,000
|
|
China Construction Bank Corp. Class H *
|
5,713,768
|
5,336,400
|
|
China International Capital Corp. Ltd. Class H *
|
9,401,300
|
148,600
|
|
China Literature Ltd.*
|
626,324
|
Shares
|
|
Description
|
Value ($)
|
|
|
China — continued
|
|
1,233,000
|
|
China Longyuan Power Group Corp. Ltd. Class H
|
1,274,065
|
1,552,000
|
|
China Meidong Auto Holdings Ltd.(a)
|
1,798,324
|
2,718,000
|
|
China Mengniu Dairy Co. Ltd.*
|
10,249,807
|
1,404,000
|
|
China Merchants Bank Co. Ltd. Class H
|
6,384,431
|
1,561,400
|
|
China Pacific Insurance Group Co. Ltd. Class H
|
4,043,143
|
22,475,000
|
|
China Petroleum & Chemical Corp. Class H
|
13,220,033
|
858,000
|
|
China Resources Beer Holdings Co. Ltd.
|
5,671,818
|
280,000
|
|
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd. Class A
|
2,338,153
|
734,195
|
|
China Shenhua Energy Co. Ltd. Class H
|
2,252,438
|
35,800
|
|
China Tourism Group Duty Free Corp. Ltd. Class A
|
547,211
|
430,000
|
|
China Yuhua Education Corp. Ltd.*
|
48,418
|
75,300
|
|
Cloud Music, Inc.*(a)
|
798,982
|
255,304
|
|
Contemporary Amperex Technology Co. Ltd. Class A
|
8,062,110
|
736,078
|
|
East Money Information Co. Ltd. Class A
|
1,444,165
|
584,800
|
|
ENN Energy Holdings Ltd.
|
7,307,524
|
777,200
|
|
ENN Natural Gas Co. Ltd. Class A
|
2,035,129
|
4,776,600
|
|
Focus Media Information Technology Co. Ltd. Class A
|
4,480,203
|
791,299
|
|
Foshan Haitian Flavouring & Food Co. Ltd. Class A
|
5,103,304
|
660,679
|
|
Foxconn Industrial Internet Co. Ltd. Class A
|
2,298,265
|
367,200
|
|
Fuyao Glass Industry Group Co. Ltd. Class H
|
1,523,746
|
24,420
|
|
Gongniu Group Co. Ltd. Class A
|
323,374
|
5,608,500
|
|
Great Wall Motor Co. Ltd. Class H (a)
|
6,464,230
|
2,363,400
|
|
Haier Smart Home Co. Ltd. Class H
|
7,453,098
|
270,084
|
|
Hangzhou First Applied Material Co. Ltd. Class A
|
1,384,495
|
575,100
|
|
Hangzhou Tigermed Consulting Co. Ltd. Class H
|
3,286,730
|
439,142
|
|
Han's Laser Technology Industry Group Co. Ltd. Class A
|
1,586,297
|
1,255,000
|
|
HLA Group Corp. Ltd. Class A
|
1,188,740
|
397,360
|
|
Hongfa Technology Co. Ltd. Class A
|
1,744,619
|
549,800
|
|
Hualan Biological Engineering, Inc. Class A
|
1,696,944
|
392,954
|
|
Hubei Jumpcan Pharmaceutical Co. Ltd. Class A *
|
1,571,906
|
284,000
|
|
Hundsun Technologies, Inc. Class A
|
1,739,132
|
1,551,900
|
|
Industrial & Commercial Bank of China Ltd. Class A
|
1,031,207
|
4,224,500
|
|
Industrial & Commercial Bank of China Ltd. Class H
|
2,254,495
|
540,300
|
|
Inmyshow Digital Technology Group Co. Ltd. Class A
|
529,563
|
424,500
|
|
JD.com, Inc. Class A
|
7,221,169
|
195,000
|
|
Jiangsu King's Luck Brewery JSC Ltd. Class A
|
1,419,592
|
413,000
|
|
Jiangsu Yuyue Medical Equipment & Supply Co. Ltd. Class A
|
2,047,412
|
191,000
|
|
Jianmin Pharmaceutical Group Co. Ltd. Class A
|
2,035,946
|
377,997
|
|
Jiayou International Logistics Co. Ltd. Class A
|
818,363
|
352,782
|
|
Jinko Solar Co. Ltd. Class A *
|
684,585
|
17,422
|
|
JinkoSolar Holding Co. Ltd., ADR*(a)
|
773,188
|
435,000
|
|
Juneyao Airlines Co. Ltd. Class A *
|
925,227
|
76,466
|
|
KE Holdings, Inc., ADR*
|
1,135,520
|
707,000
|
|
Kingnet Network Co. Ltd. Class A *
|
1,528,049
|
94,000
|
|
Kingsoft Corp. Ltd.
|
371,846
|
58,313
|
|
Kweichow Moutai Co. Ltd. Class A
|
13,596,865
|
43,347
|
|
Leader Harmonious Drive Systems Co. Ltd. Class A
|
971,172
|
512,500
|
|
Longfor Group Holdings Ltd.
|
1,255,118
|
491,912
|
|
LONGi Green Energy Technology Co. Ltd. Class A
|
1,941,311
|
Shares
|
|
Description
|
Value ($)
|
|
|
China — continued
|
|
56,700
|
|
Luzhou Laojiao Co. Ltd. Class A
|
1,638,738
|
421,680
|
|
Meituan Class B *
|
6,627,492
|
891,300
|
|
Midea Group Co. Ltd. Class A
|
7,254,543
|
107,554
|
|
MINISO Group Holding Ltd., ADR
|
1,827,342
|
477,614
|
|
NARI Technology Co. Ltd. Class A
|
1,522,016
|
224,500
|
|
NetEase, Inc.
|
4,362,312
|
2,446,000
|
|
Netjoy Holdings Ltd.*(a)
|
247,437
|
150,100
|
|
New Oriental Education & Technology Group, Inc.*
|
593,668
|
17,933
|
|
New Oriental Education & Technology Group, Inc., ADR*
|
708,174
|
8,791,000
|
|
Nexteer Automotive Group Ltd.
|
4,592,423
|
38,340
|
|
Ningbo Deye Technology Co. Ltd. Class A
|
789,877
|
46,056
|
|
PDD Holdings, Inc., ADR*
|
3,184,312
|
3,282,000
|
|
People's Insurance Co. Group of China Ltd. Class H
|
1,192,625
|
9,200,600
|
|
PetroChina Co. Ltd. Class H
|
6,393,203
|
7,332,400
|
|
PICC Property & Casualty Co. Ltd. Class H
|
8,173,019
|
159,690
|
|
Ping An Insurance Group Co. of China Ltd. Class A
|
1,022,027
|
1,715,500
|
|
Ping An Insurance Group Co. of China Ltd. Class H
|
10,990,690
|
89,500
|
|
Remegen Co. Ltd. Class H *(a)
|
392,669
|
506,500
|
|
Sany Heavy Industry Co. Ltd. Class A
|
1,161,414
|
339,250
|
|
Shandong Gold Mining Co. Ltd. Class H
|
623,547
|
389,000
|
|
Shandong Sinocera Functional Material Co. Ltd. Class A
|
1,467,289
|
3,623,600
|
|
Shandong Weigao Group Medical Polymer Co. Ltd. Class H
|
4,752,282
|
142,600
|
|
Shanghai Moons' Electric Co. Ltd. Class A
|
1,585,205
|
840,392
|
|
Shanxi Lu'an Environmental Energy Development Co. Ltd. Class A
|
1,889,499
|
721,285
|
|
Shenzhen Envicool Technology Co. Ltd. Class A
|
2,973,533
|
404,400
|
|
Shenzhen Inovance Technology Co. Ltd. Class A
|
3,578,944
|
59,500
|
|
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. Class A
|
2,455,642
|
145,826
|
|
Shenzhen New Industries Biomedical Engineering Co. Ltd. Class A
|
1,184,250
|
275,900
|
|
Shenzhou International Group Holdings Ltd.
|
2,643,620
|
266,000
|
|
Shijiazhuang Yiling Pharmaceutical Co. Ltd. Class A
|
940,720
|
2,068,770
|
|
Sichuan Road & Bridge Group Co. Ltd. Class A
|
2,795,611
|
87,000
|
|
Silergy Corp.
|
1,087,800
|
311,687
|
|
Sinoseal Holding Co. Ltd. Class A
|
1,984,778
|
396,000
|
|
Sunac China Holdings Ltd.*
|
69,288
|
174,900
|
|
Sunny Optical Technology Group Co. Ltd.
|
1,757,548
|
68,614
|
|
Suzhou Everbright Photonics Co. Ltd. Class A
|
892,762
|
155,995
|
|
Suzhou Maxwell Technologies Co. Ltd. Class A
|
3,637,268
|
1,110,500
|
|
Tencent Holdings Ltd.
|
47,262,068
|
473,918
|
|
Tencent Music Entertainment Group, ADR*
|
3,497,515
|
141,975
|
|
Thunder Software Technology Co. Ltd. Class A
|
1,888,191
|
4,770,000
|
|
Tingyi Cayman Islands Holding Corp.
|
7,413,469
|
188,300
|
|
Tofflon Science & Technology Group Co. Ltd. Class A
|
589,717
|
499,200
|
|
Tongcheng Travel Holdings Ltd.*
|
1,047,623
|
148,900
|
|
Unisplendour Corp. Ltd. Class A
|
656,584
|
463,697
|
|
Venustech Group, Inc. Class A
|
1,902,458
|
228,800
|
|
Vipshop Holdings Ltd., ADR*
|
3,775,200
|
4,567,000
|
|
Weichai Power Co. Ltd. Class H
|
6,706,304
|
270,000
|
|
Wuxi Biologics Cayman, Inc.*
|
1,300,886
|
794,811
|
|
Wuxi Lead Intelligent Equipment Co. Ltd. Class A
|
3,963,235
|
Shares
|
|
Description
|
Value ($)
|
|
|
China — continued
|
|
83,900
|
|
Xiamen Faratronic Co. Ltd. Class A
|
1,586,325
|
3,477,000
|
|
Xinyi Glass Holdings Ltd.
|
5,435,557
|
530,900
|
|
Xuji Electric Co. Ltd. Class A
|
1,688,502
|
462,323
|
|
Yadea Group Holdings Ltd.
|
1,054,507
|
61,408
|
|
Yankershop Food Co. Ltd. Class A
|
719,861
|
115,631
|
|
Zhangzhou Pientzehuang Pharmaceutical Co. Ltd. Class A
|
4,581,517
|
129,000
|
|
Zhejiang Dingli Machinery Co. Ltd. Class A *
|
994,618
|
290,120
|
|
Zhejiang Huayou Cobalt Co. Ltd. Class A
|
1,837,527
|
219,800
|
|
Zhejiang Jiecang Linear Motion Technology Co. Ltd. Class A
|
652,824
|
231,100
|
|
Zhejiang Jingsheng Mechanical & Electrical Co. Ltd. Class A
|
2,261,900
|
636,528
|
|
Zhejiang Sanhua Intelligent Controls Co. Ltd. Class A
|
2,658,484
|
2,709,000
|
|
Zijin Mining Group Co. Ltd. Class H
|
3,997,440
|
|
|
|
461,007,476
|
|
|
Greece — 0.7%
|
|
153,837
|
|
JUMBO SA
|
4,226,694
|
397,365
|
|
OPAP SA
|
6,932,016
|
|
|
|
11,158,710
|
|
|
Hong Kong — 2.5%
|
|
445,800
|
|
AIA Group Ltd.
|
4,548,231
|
739,000
|
|
ASMPT Ltd.
|
7,300,095
|
508,000
|
|
Chow Sang Sang Holdings International Ltd.
|
567,100
|
4,754,000
|
|
Hang Lung Properties Ltd.
|
7,336,865
|
30,600
|
|
Hong Kong Exchanges & Clearing Ltd.
|
1,163,599
|
1,759,400
|
|
Hongkong Land Holdings Ltd.
|
6,873,770
|
16,221,000
|
|
Sino Biopharmaceutical Ltd.
|
7,060,132
|
1,732,000
|
|
Vinda International Holdings Ltd.
|
4,329,456
|
1,054,000
|
|
Vitasoy International Holdings Ltd.
|
1,314,882
|
|
|
|
40,494,130
|
|
|
Hungary — 0.6%
|
|
253,970
|
|
OTP Bank Nyrt
|
9,010,433
|
|
|
India — 13.2%
|
|
39,100
|
|
Apollo Hospitals Enterprise Ltd.
|
2,433,312
|
65,083
|
|
Asian Paints Ltd.
|
2,665,605
|
654,911
|
|
Aurobindo Pharma Ltd.
|
5,813,065
|
961,976
|
|
Axis Bank Ltd.
|
11,592,896
|
114,024
|
|
Bajaj Auto Ltd.
|
6,517,753
|
63,504
|
|
Bajaj Finance Ltd.
|
5,559,632
|
3,204,900
|
|
Bharat Electronics Ltd.
|
4,902,086
|
72,094
|
|
Britannia Industries Ltd.
|
4,418,595
|
302,000
|
|
Canara Bank
|
1,115,685
|
1,517,395
|
|
Cipla Ltd.
|
18,740,003
|
285,543
|
|
Colgate-Palmolive India Ltd.
|
5,888,330
|
222,300
|
|
Coromandel International Ltd.
|
2,572,247
|
163,610
|
|
Havells India Ltd.
|
2,558,447
|
410,965
|
|
HCL Technologies Ltd.
|
5,952,528
|
505,874
|
|
HDFC Bank Ltd.
|
10,506,427
|
Shares
|
|
Description
|
Value ($)
|
|
|
India — continued
|
|
71,614
|
|
Hindustan Unilever Ltd.
|
2,336,811
|
829,549
|
|
Housing Development Finance Corp. Ltd.
|
28,564,572
|
735,400
|
|
ICICI Bank Ltd.
|
8,399,636
|
588,697
|
|
IndusInd Bank Ltd.
|
9,904,170
|
484,464
|
|
Infosys Ltd.
|
7,866,090
|
234,104
|
|
InterGlobe Aviation Ltd.*
|
7,519,409
|
444,500
|
|
ITC Ltd.
|
2,449,280
|
335,972
|
|
Kotak Mahindra Bank Ltd.
|
7,551,424
|
73,335
|
|
Pidilite Industries Ltd.
|
2,330,836
|
334,033
|
|
Reliance Industries Ltd.
|
10,427,914
|
1,148,900
|
|
State Bank of India
|
8,034,964
|
352,171
|
|
Syngene International Ltd.
|
3,283,445
|
298,752
|
|
Tata Consultancy Services Ltd.
|
12,040,251
|
297,000
|
|
Tata Motors Ltd.*
|
2,158,354
|
45,256
|
|
Titan Co. Ltd.
|
1,688,126
|
539,232
|
|
UPL Ltd.
|
4,522,625
|
153,892
|
|
Varun Beverages Ltd.
|
1,514,194
|
243,044
|
|
Yes Bank Ltd.*
|
48,374
|
|
|
|
211,877,086
|
|
|
Indonesia — 2.8%
|
|
22,220,900
|
|
Astra International Tbk PT
|
10,124,594
|
30,548,700
|
|
Bank Central Asia Tbk PT
|
18,832,483
|
10,459,600
|
|
Bank Mandiri Persero Tbk PT
|
3,662,425
|
28,998,599
|
|
Bank Rakyat Indonesia Persero Tbk PT
|
10,540,711
|
8,365,500
|
|
Telkom Indonesia Persero Tbk PT
|
2,232,320
|
|
|
|
45,392,533
|
|
|
Italy — 0.8%
|
|
363,097
|
|
Coca-Cola HBC AG*
|
10,830,411
|
308,700
|
|
PRADA SpA
|
2,068,448
|
|
|
|
12,898,859
|
|
|
Japan — 0.5%
|
|
421,900
|
|
Nexon Co. Ltd.
|
8,071,003
|
|
|
Macau — 0.9%
|
|
1,493,000
|
|
Galaxy Entertainment Group Ltd.*
|
9,528,010
|
1,241,800
|
|
Sands China Ltd.*
|
4,249,705
|
|
|
|
13,777,715
|
|
|
Malaysia — 0.3%
|
|
4,126,100
|
|
Petronas Chemicals Group Bhd
|
5,314,090
|
|
|
Mexico — 5.1%
|
|
309,671
|
|
Credito Real SAB de CV SOFOM ER*
|
6,320
|
4,552,200
|
|
Fibra Uno Administracion SA de CV REIT
|
6,633,012
|
186,980
|
|
Fomento Economico Mexicano SAB de CV, ADR
|
20,724,863
|
293,850
|
|
Gruma SAB de CV Class B (a)
|
4,709,173
|
272,700
|
|
Grupo Aeroportuario del Pacifico SAB de CV Class B (a)
|
4,898,122
|
Shares
|
|
Description
|
Value ($)
|
|
|
Mexico — continued
|
|
37,000
|
|
Grupo Aeroportuario del Sureste SAB de CV Class B
|
1,032,281
|
1,344,500
|
|
Grupo Financiero Banorte SAB de CV Class O
|
11,039,474
|
397,000
|
|
Grupo Mexico SAB de CV Series B
|
1,905,081
|
3,019,300
|
|
Kimberly-Clark de Mexico SAB de CV Class A
|
6,723,248
|
162,906
|
|
Unifin Financiera SAB de CV*(a)
|
11,398
|
5,880,129
|
|
Wal-Mart de Mexico SAB de CV
|
23,276,404
|
|
|
|
80,959,376
|
|
|
Netherlands — 0.9%
|
|
159,499
|
|
Heineken Holding NV(a)
|
13,865,924
|
|
|
Peru — 0.3%
|
|
35,671
|
|
Credicorp Ltd.
|
5,266,466
|
|
|
Philippines — 1.2%
|
|
12,752,900
|
|
Ayala Land, Inc.
|
5,621,139
|
2,962,980
|
|
BDO Unibank, Inc.
|
7,390,505
|
2,264,280
|
|
Universal Robina Corp.
|
5,651,634
|
|
|
|
18,663,278
|
|
|
Poland — 0.5%
|
|
69,871
|
|
Dino Polska SA*
|
8,169,638
|
|
|
Portugal — 0.5%
|
|
309,011
|
|
Jeronimo Martins SGPS SA
|
8,517,988
|
|
|
Russia — 0.1%
|
|
214,920
|
|
Evraz PLC*(b)(c)(d)
|
5,465
|
7,610
|
|
Gazprom Neft PJSC(b)(c)(d)
|
340
|
1,043,282
|
|
Gazprom PJSC(b)(c)(d)
|
27,044
|
99,121
|
|
Globaltrans Investment PLC, GDR*(b)(c)(d)(e)
|
3,965
|
5,000
|
|
HeadHunter Group PLC, ADR*(b)(c)(d)
|
750
|
44,258
|
|
LSR Group PJSC*(b)(c)(d)
|
2,571
|
136,755
|
|
LUKOIL PJSC(b)(c)(d)
|
76,094
|
8,543
|
|
Magnit PJSC*(b)(c)(d)
|
2,959
|
4
|
|
Magnit PJSC, ADR*(b)(c)(d)(e)
|
0
|
984,659
|
|
Magnitogorsk Iron & Steel Works PJSC*(b)(c)(d)
|
5,319
|
16,459
|
|
MMC Norilsk Nickel PJSC*(b)(c)(d)
|
36,780
|
9
|
|
MMC Norilsk Nickel PJSC, ADR*(b)(c)(d)
|
2
|
126,700
|
|
Mobile TeleSystems PJSC, ADR*(b)(c)(d)
|
7,602
|
154,250
|
|
Novatek PJSC(b)(c)(d)
|
21,199
|
1,715,500
|
|
Novolipetsk Steel PJSC*(b)(c)(d)
|
35,939
|
5,323
|
|
PhosAgro PJSC(b)(c)(d)
|
3,060
|
103
|
|
PhosAgro PJSC, ADR(b)(c)(d)
|
19
|
2
|
|
PhosAgro PJSC, GDR*(b)(c)(d)(e)
|
0
|
443,510
|
|
Polymetal International PLC*
|
1,081,005
|
25,062
|
|
Polyus PJSC*(b)(c)(d)
|
31,150
|
4,954
|
|
Ros Agro PLC, GDR*(b)(c)(d)(e)
|
495
|
5,496,180
|
|
Sberbank of Russia PJSC(b)(c)(d)
|
79,833
|
Shares
|
|
Description
|
Value ($)
|
|
|
Russia — continued
|
|
105,511
|
|
Severstal PAO, ADR*(b)(c)(d)(e)
|
16,882
|
25,625,090
|
|
Surgutneftegas PJSC(b)(c)(d)
|
62,989
|
598,704
|
|
Tatneft PJSC(b)(c)(d)
|
24,617
|
8,773
|
|
TCS Group Holding PLC, GDR*(b)(c)(d)(e)(f)
|
3,158
|
16,391
|
|
TCS Group Holding PLC, GDR*(b)(c)(d)(e)(f)
|
6,088
|
47,122
|
|
X5 Retail Group NV, GDR*(b)(c)(d)(e)
|
5,655
|
|
|
|
1,540,980
|
|
|
Saudi Arabia — 0.3%
|
|
494,654
|
|
Saudi Arabian Oil Co.
|
4,256,063
|
|
|
Singapore — 0.4%
|
|
3,486,400
|
|
Singapore Telecommunications Ltd.
|
6,455,063
|
|
|
South Africa — 2.2%
|
|
399,520
|
|
Absa Group Ltd.
|
3,561,609
|
76,000
|
|
Bid Corp. Ltd.
|
1,663,049
|
21,625
|
|
Capitec Bank Holdings Ltd.
|
1,794,491
|
640,305
|
|
Clicks Group Ltd.(a)
|
8,870,367
|
705,300
|
|
FirstRand Ltd.
|
2,564,251
|
472,267
|
|
Gold Fields Ltd.
|
6,536,178
|
11,267,518
|
|
Growthpoint Properties, Ltd. REIT
|
6,955,908
|
131,559
|
|
Lewis Group Ltd.
|
276,501
|
150,400
|
|
Nedbank Group Ltd.
|
1,819,543
|
171,100
|
|
Standard Bank Group Ltd.
|
1,607,772
|
|
|
|
35,649,669
|
|
|
South Korea — 7.9%
|
|
77,495
|
|
Amorepacific Corp.(a)
|
5,740,623
|
10,232
|
|
Ecopro BM Co. Ltd.(a)
|
1,961,096
|
95,700
|
|
Hana Financial Group, Inc.
|
2,864,367
|
194,599
|
|
HL Mando Co. Ltd.
|
8,011,212
|
6,500
|
|
Hyundai Mobis Co. Ltd.
|
1,152,388
|
30,000
|
|
Hyundai Motor Co.
|
4,720,330
|
44,700
|
|
JYP Entertainment Corp.
|
4,452,190
|
66,300
|
|
KB Financial Group, Inc.
|
2,404,079
|
85,000
|
|
Kia Corp.
|
5,731,630
|
225,915
|
|
Korea Investment Holdings Co. Ltd.
|
8,915,634
|
10,900
|
|
L&F Co. Ltd.
|
2,044,206
|
47,000
|
|
LG Electronics, Inc.
|
4,547,706
|
6,700
|
|
LG Energy Solution Ltd.*
|
2,832,711
|
8,295
|
|
LG H&H Co. Ltd.
|
2,905,455
|
389,744
|
|
Samsung Electronics Co. Ltd.
|
21,481,301
|
300
|
|
Samsung Electronics Co. Ltd., GDR(e)(f)
|
415,800
|
3,105
|
|
Samsung Electronics Co. Ltd., GDR(a)(e)(f)
|
4,301,951
|
70,900
|
|
Samsung Engineering Co. Ltd.*
|
1,530,947
|
8,347
|
|
Samsung SDI Co. Ltd.
|
4,270,516
|
326,149
|
|
Shinhan Financial Group Co. Ltd.(a)
|
8,442,889
|
213,163
|
|
SK Hynix, Inc.(a)
|
18,795,520
|
Shares
|
|
Description
|
Value ($)
|
|
|
South Korea — continued
|
|
175,409
|
|
SK Telecom Co. Ltd.
|
6,196,534
|
18,000
|
|
SM Entertainment Co. Ltd.
|
1,461,803
|
118,800
|
|
Woori Financial Group, Inc.
|
1,066,916
|
|
|
|
126,247,804
|
|
|
Taiwan — 12.2%
|
|
223,500
|
|
Accton Technology Corp.
|
2,532,882
|
899,003
|
|
Advantech Co. Ltd.
|
11,848,775
|
449,100
|
|
Asia Vital Components Co. Ltd.
|
3,928,749
|
21,000
|
|
ASPEED Technology, Inc.
|
1,937,930
|
1,310,476
|
|
Bizlink Holding, Inc.
|
13,603,379
|
5,674,135
|
|
Cathay Financial Holding Co. Ltd.
|
7,889,647
|
445,103
|
|
Chailease Holding Co. Ltd.*
|
2,931,309
|
510,300
|
|
Delta Electronics, Inc.
|
5,674,170
|
4,298,605
|
|
E.Sun Financial Holding Co. Ltd.
|
3,603,049
|
38,000
|
|
eMemory Technology, Inc.
|
2,718,599
|
2,151,202
|
|
Fubon Financial Holding Co. Ltd.
|
4,217,241
|
100,700
|
|
Global Unichip Corp.
|
5,231,968
|
516,000
|
|
Gold Circuit Electronics Ltd.
|
2,432,955
|
1,015,000
|
|
Hiwin Technologies Corp.
|
7,769,621
|
113,000
|
|
Largan Precision Co. Ltd.
|
7,762,684
|
143,242
|
|
Lotes Co. Ltd.
|
3,972,389
|
271,000
|
|
Lotus Pharmaceutical Co. Ltd.*
|
2,849,985
|
680,000
|
|
MediaTek, Inc.
|
15,094,072
|
140,000
|
|
Novatek Microelectronics Corp.
|
1,928,751
|
1,361,000
|
|
Pegatron Corp.
|
3,277,344
|
7,692
|
|
Pharmally International Holding Co. Ltd.*(b)(c)
|
—
|
827,998
|
|
President Chain Store Corp.
|
7,510,405
|
1,776,424
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
33,104,244
|
378,433
|
|
Taiwan Semiconductor Manufacturing Co. Ltd., ADR
|
38,191,458
|
1,130,351
|
|
Uni-President Enterprises Corp.
|
2,773,423
|
25,000
|
|
Voltronic Power Technology Corp.
|
1,585,097
|
38,000
|
|
Wiwynn Corp.
|
1,744,449
|
|
|
|
196,114,575
|
|
|
Thailand — 2.2%
|
|
581,000
|
|
Bangkok Bank PCL Class F
|
2,851,333
|
5,443,300
|
|
Bangkok Dusit Medical Services PCL Class F
|
4,221,993
|
3,708,000
|
|
Krung Thai Bank PCL Class F
|
2,034,213
|
3,019,400
|
|
PTT Exploration & Production PCL Class F
|
12,816,567
|
601,700
|
|
SCB X PCL Class F
|
1,811,038
|
16,289,400
|
|
Thai Beverage PCL
|
6,992,990
|
12,504,700
|
|
Thai Union Group PCL Class F
|
4,557,422
|
|
|
|
35,285,556
|
|
|
Turkey — 0.2%
|
|
306,300
|
|
BIM Birlesik Magazalar AS
|
2,006,723
|
254,000
|
|
Turk Hava Yollari AO*
|
1,900,696
|
|
|
|
3,907,419
|
Shares
|
|
Description
|
Value ($)
|
|
|
United Arab Emirates — 0.1%
|
|
2,103,218
|
|
Abu Dhabi National Oil Co. for Distribution PJSC
|
2,235,931
|
|
|
United Kingdom — 0.5%
|
|
151,558
|
|
Unilever PLC
|
7,911,023
|
|
|
United States — 0.3%
|
|
29,487
|
|
Globant SA*
|
5,299,404
|
|
|
TOTAL COMMON STOCKS (COST $1,630,994,334)
|
1,536,568,562
|
|
|||
|
|
PREFERRED STOCKS — 0.7%
|
|
|
|
Brazil — 0.7%
|
|
2,765,600
|
|
Banco Bradesco SA, 6.13%
|
9,430,788
|
390,400
|
|
Cia Energetica de Minas Gerais, 8.78%
|
1,040,743
|
|
|
|
10,471,531
|
|
|
TOTAL PREFERRED STOCKS (COST $8,204,412)
|
10,471,531
|
Par Value ($)
|
|
Description
|
Value ($)
|
|
|
SHORT-TERM INVESTMENT — 1.8%
|
|
|
|
Mutual Fund - Securities Lending Collateral — 1.8%
|
|
29,642,930
|
|
State Street Institutional U.S. Government Money Market Fund Premier Class,
5.03%(g)(h)
|
29,642,930
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $29,642,930)
|
29,642,930
|
|
|
TOTAL INVESTMENTS — 98.3%
(Cost $1,668,841,676)
|
1,576,683,023
|
|
|
Other Assets and Liabilities (net) — 1.7%
|
27,027,452
|
|
|
NET ASSETS — 100.0%
|
$1,603,710,475
|
|
Notes to Schedule of Investments:
|
*
|
Non-income producing security.
|
(a)
|
All or a portion of this security is out on loan.
|
(b)
|
Level 3 - significant unobservable inputs were used in determining the value of this security in
the Fund.
|
(c)
|
Securities fair valued by the Valuation Committee as approved by the Board of Trustees. The total
market value of the securities at period end is $459,975 which represents 0.0% of net assets. The
aggregate tax cost of these securities held at June 30, 2023 was $85,582,055.
|
(d)
|
Illiquid securities represent Russian securities impacted by the Russian/Ukraine crisis. The total
market value of the securities at period end is $459,975 which represents 0.0% of net assets. The
aggregate cost of these securities held at June 30, 2023 was $85,541,075.
|
(e)
|
Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts
from registration securities offered and sold outside the United States. Security may not be offered
or sold in the United States except pursuant to an exemption from, or in a transaction not subject
to, the registration requirements of the Securities Act of 1933.
|
(f)
|
Securities are traded on separate exchanges for the same entity.
|
(g)
|
The rate disclosed is the 7-day net yield as of June 30, 2023.
|
(h)
|
Represents an investment of securities lending cash collateral.
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
Buy
|
|
|
|
|
543
|
MSCI Emerging Markets E-mini Index
|
Sep 2023
|
$27,092,985
|
$(300,405
)
|
Abbreviations
|
||
ADR
|
—
|
American Depository Receipt
|
GDR
|
—
|
Global Depository Receipt
|
REIT
|
—
|
Real Estate Investment Trust
|
Industry Sector Summary (Unaudited)
|
% of Net Assets
|
Financial
|
23.8
|
Consumer, Non-cyclical
|
16.6
|
Technology
|
15.2
|
Consumer, Cyclical
|
12.9
|
Communications
|
11.3
|
Industrial
|
8.3
|
Energy
|
4.4
|
Basic Materials
|
3.1
|
Utilities
|
0.9
|
Short-Term Investment
|
1.8
|
Other Assets and Liabilities (net)
|
1.7
|
|
100.0%
|
Shares
|
|
Description
|
Value ($)
|
|
|
COMMON STOCKS — 97.7%
|
|
|
|
Australia — 1.3%
|
|
116,244
|
|
ANZ Group Holdings Ltd.
|
1,841,935
|
22,038
|
|
BlueScope Steel Ltd.
|
303,807
|
233,796
|
|
Brambles Ltd.
|
2,248,545
|
159,478
|
|
Gold Road Resources Ltd.
|
159,111
|
10,177
|
|
Lottery Corp. Ltd.
|
34,879
|
121,825
|
|
Northern Star Resources Ltd.
|
988,240
|
17,473
|
|
Orica Ltd.
|
173,165
|
631,645
|
|
Perseus Mining Ltd.
|
700,926
|
696
|
|
Pro Medicus Ltd.
|
30,627
|
6,485
|
|
REA Group Ltd.
|
620,773
|
25,333
|
|
Rio Tinto PLC
|
1,611,106
|
6,971
|
|
Rio Tinto PLC, ADR(a)
|
445,029
|
2,509
|
|
SEEK Ltd.
|
36,376
|
228,927
|
|
Sonic Healthcare Ltd.
|
5,441,087
|
33,946
|
|
Telstra Group Ltd.
|
97,357
|
14,645
|
|
Transurban Group
|
139,392
|
|
|
|
14,872,355
|
|
|
Austria — 0.0%
|
|
14,180
|
|
Telekom Austria AG Class A *
|
104,939
|
|
|
Belgium — 0.0%
|
|
11
|
|
Deme Group NV
|
1,501
|
|
|
Bermuda — 0.2%
|
|
12,673
|
|
RenaissanceRe Holdings Ltd.
|
2,363,768
|
|
|
Brazil — 0.0%
|
|
12,423
|
|
Yara International ASA
|
439,467
|
|
|
Burkina Faso — 0.0%
|
|
15,319
|
|
Endeavour Mining PLC
|
368,761
|
|
|
Canada — 3.6%
|
|
64,800
|
|
Atco Ltd. Class I
|
1,931,390
|
44,821
|
|
BCE, Inc.(a)
|
2,043,389
|
6,100
|
|
Canadian National Railway Co.
|
739,514
|
140,539
|
|
Canadian Pacific Kansas City Ltd.
|
11,351,335
|
74,400
|
|
Canadian Utilities Ltd. Class A
|
1,929,087
|
100
|
|
Constellation Software, Inc.
|
207,426
|
541
|
|
E-L Financial Corp. Ltd.(a)
|
378,772
|
67,900
|
|
Empire Co. Ltd. Class A
|
1,930,910
|
6,100
|
|
Evertz Technologies Ltd.(a)
|
63,386
|
3,500
|
|
Franco-Nevada Corp.
|
499,403
|
23,100
|
|
George Weston Ltd.
|
2,734,118
|
13,900
|
|
Great-West Lifeco, Inc.(a)
|
404,106
|
7,100
|
|
Loblaw Cos. Ltd.
|
650,737
|
1,300
|
|
Manulife Financial Corp.
|
24,600
|
Shares
|
|
Description
|
Value ($)
|
|
|
Canada — continued
|
|
12,100
|
|
Metro, Inc.
|
684,165
|
29,000
|
|
National Bank of Canada
|
2,163,083
|
51,700
|
|
North West Co., Inc.(a)
|
1,226,813
|
70,400
|
|
Power Corp. of Canada(a)
|
1,897,196
|
12,900
|
|
Royal Bank of Canada
|
1,233,409
|
60,600
|
|
SSR Mining, Inc.
|
859,308
|
65,400
|
|
Stella-Jones, Inc.
|
3,371,689
|
33,100
|
|
Sun Life Financial, Inc.
|
1,727,479
|
99,500
|
|
TMX Group Ltd.
|
2,241,523
|
37,600
|
|
Winpak Ltd.
|
1,170,977
|
|
|
|
41,463,815
|
|
|
China — 0.7%
|
|
2,331,162
|
|
CITIC Telecom International Holdings Ltd.
|
893,560
|
151,000
|
|
Kerry Logistics Network Ltd.
|
178,559
|
74,202
|
|
NetEase, Inc., ADR
|
7,174,592
|
|
|
|
8,246,711
|
|
|
Denmark — 0.7%
|
|
314
|
|
AP Moller - Maersk AS Class B
|
552,311
|
13,602
|
|
Carlsberg AS Class B
|
2,174,428
|
3,623
|
|
DSV AS
|
762,317
|
5,349
|
|
Genmab AS*
|
2,029,790
|
15,392
|
|
Novo Nordisk AS Class B
|
2,485,528
|
1,211
|
|
Schouw & Co. AS
|
95,685
|
8,933
|
|
Spar Nord Bank AS
|
139,748
|
1,148
|
|
Sparekassen Sjaelland-Fyn AS
|
31,530
|
|
|
|
8,271,337
|
|
|
Finland — 0.3%
|
|
5,989
|
|
Elisa Oyj
|
319,827
|
48,702
|
|
Kemira Oyj
|
775,269
|
90,159
|
|
Nordea Bank Abp
|
980,885
|
675
|
|
Orion Oyj Class A
|
28,572
|
15,009
|
|
Orion Oyj Class B
|
622,722
|
9,317
|
|
TietoEVRY Oyj
|
257,120
|
|
|
|
2,984,395
|
|
|
France — 4.0%
|
|
18,023
|
|
Air Liquide SA
|
3,230,608
|
84,474
|
|
Airbus SE
|
12,208,930
|
1,035
|
|
Boiron SA
|
44,280
|
54
|
|
Christian Dior SE
|
47,931
|
4,479
|
|
Danone SA
|
274,409
|
1,590
|
|
Dassault Aviation SA
|
318,084
|
5,348
|
|
Dassault Systemes SE
|
237,119
|
3,979
|
|
Edenred
|
266,389
|
10,210
|
|
Eiffage SA
|
1,065,984
|
999
|
|
Hermes International
|
2,172,874
|
4,154
|
|
Interparfums SA
|
296,114
|
Shares
|
|
Description
|
Value ($)
|
|
|
France — continued
|
|
4,394
|
|
IPSOS
|
244,409
|
26,632
|
|
Legrand SA
|
2,641,455
|
3,852
|
|
L'Oreal SA
|
1,797,313
|
139,201
|
|
Orange SA
|
1,627,838
|
17,354
|
|
Rubis SCA
|
421,380
|
44,838
|
|
Safran SA
|
7,043,283
|
304
|
|
Savencia SA
|
19,308
|
4,673
|
|
Societe BIC SA
|
267,859
|
214
|
|
Societe LDC SA
|
27,089
|
1,108
|
|
Stef SA
|
131,504
|
1,556
|
|
Thales SA
|
232,872
|
540
|
|
Vetoquinol SA
|
53,848
|
94,494
|
|
Vinci SA
|
10,980,773
|
|
|
|
45,651,653
|
|
|
Georgia — 0.2%
|
|
55,445
|
|
Bank of Georgia Group PLC
|
2,062,444
|
|
|
Germany — 1.6%
|
|
3,480
|
|
Bayerische Motoren Werke AG
|
427,323
|
90,278
|
|
Beiersdorf AG
|
11,942,232
|
4,324
|
|
Deutsche Boerse AG
|
798,429
|
77,748
|
|
Deutsche Telekom AG
|
1,694,358
|
121,179
|
|
E.ON SE
|
1,544,306
|
14,573
|
|
GEA Group AG
|
608,924
|
509
|
|
KWS Saat SE & Co. KGaA
|
31,262
|
11,422
|
|
SAP SE
|
1,559,319
|
1,489
|
|
Wuestenrot & Wuerttembergische AG
|
25,492
|
|
|
|
18,631,645
|
|
|
Hong Kong — 0.7%
|
|
104,251
|
|
Bank of East Asia Ltd.
|
144,137
|
352,136
|
|
Dah Sing Banking Group Ltd.
|
263,007
|
342,000
|
|
Emperor International Holdings Ltd.
|
22,230
|
580,500
|
|
HK Electric Investments & HK Electric Investments Ltd.
|
347,508
|
1,620,000
|
|
HKT Trust & HKT Ltd.
|
1,886,660
|
16,000
|
|
Hong Kong Ferry Holdings Co. Ltd.
|
11,277
|
249,000
|
|
Langham Hospitality Investments & Langham Hospitality Investments Ltd.
|
32,144
|
12,000
|
|
Miramar Hotel & Investment
|
17,717
|
37,000
|
|
Nissin Foods Co. Ltd.
|
31,675
|
3,525,000
|
|
PCCW Ltd.
|
1,828,720
|
406,000
|
|
Power Assets Holdings Ltd.
|
2,129,393
|
300,000
|
|
Regal Hotels International Holdings Ltd.*
|
126,328
|
219,000
|
|
Regal Real Estate Investment Trust REIT(a)
|
30,227
|
110,855
|
|
SmarTone Telecommunications Holdings Ltd.
|
68,633
|
58,000
|
|
Transport International Holdings Ltd.
|
73,356
|
230,163
|
|
VTech Holdings Ltd.
|
1,512,314
|
3,000
|
|
Wing On Co. International Ltd.
|
4,977
|
|
|
|
8,530,303
|
Shares
|
|
Description
|
Value ($)
|
|
|
Israel — 1.0%
|
|
145,989
|
|
Bank Hapoalim BM
|
1,195,878
|
7,988
|
|
Bank Leumi Le-Israel BM
|
59,778
|
61,299
|
|
Check Point Software Technologies Ltd.*
|
7,700,380
|
27,984
|
|
First International Bank Of Israel Ltd.
|
1,089,453
|
3
|
|
Isracard Ltd.
|
12
|
1,300,245
|
|
Isramco Negev 2 LP
|
441,047
|
2,934
|
|
Nice Ltd., ADR*(a)
|
605,871
|
17,263
|
|
Radware Ltd.*
|
334,730
|
1,234
|
|
Rami Levy Chain Stores Hashikma Marketing 2006 Ltd.
|
72,920
|
803
|
|
Strauss Group Ltd.*
|
18,077
|
|
|
|
11,518,146
|
|
|
Italy — 0.0%
|
|
16,100
|
|
Ferretti SpA(a)
|
49,151
|
57,862
|
|
Snam SpA(a)
|
302,333
|
|
|
|
351,484
|
|
|
Japan — 4.4%
|
|
11,000
|
|
Amano Corp.
|
231,975
|
21,500
|
|
Anritsu Corp.
|
182,112
|
50,700
|
|
Arcs Co. Ltd.
|
866,322
|
17,200
|
|
Autobacs Seven Co. Ltd.
|
182,662
|
7,200
|
|
Axial Retailing, Inc.
|
181,082
|
3,500
|
|
Belc Co. Ltd.
|
155,851
|
7,200
|
|
Benesse Holdings, Inc.
|
91,925
|
12,100
|
|
Canon Marketing Japan, Inc.
|
301,129
|
18,400
|
|
Canon, Inc.(a)
|
484,733
|
4,000
|
|
Cawachi Ltd.
|
60,981
|
26,700
|
|
Chugin Financial Group, Inc.
|
161,002
|
13,300
|
|
COLOPL, Inc.(a)
|
60,109
|
30,400
|
|
COMSYS Holdings Corp.
|
600,167
|
11,900
|
|
Doshisha Co. Ltd.
|
191,634
|
19,389
|
|
Earth Corp.
|
681,930
|
50,400
|
|
Ezaki Glico Co. Ltd.(a)
|
1,317,278
|
4,800
|
|
Fujicco Co. Ltd.
|
62,711
|
19,200
|
|
FUJIFILM Holdings Corp.
|
1,138,412
|
18,900
|
|
Heiwado Co. Ltd.
|
282,397
|
43,000
|
|
House Foods Group, Inc.
|
956,454
|
29,100
|
|
Itochu Enex Co. Ltd.
|
256,443
|
137,901
|
|
Japan Tobacco, Inc.(a)
|
3,017,643
|
43,855
|
|
Kaken Pharmaceutical Co. Ltd.(a)
|
1,098,537
|
33,100
|
|
Kamigumi Co. Ltd.
|
750,117
|
19,100
|
|
Kao Corp.(a)
|
690,645
|
14,200
|
|
Kato Sangyo Co. Ltd.
|
389,720
|
33,600
|
|
Kewpie Corp.(a)
|
548,570
|
14,800
|
|
Kinden Corp.
|
200,097
|
6,500
|
|
Kirin Holdings Co. Ltd.(a)
|
94,771
|
1,900
|
|
Komeri Co. Ltd.
|
38,662
|
4,200
|
|
Kumagai Gumi Co. Ltd.
|
89,801
|
Shares
|
|
Description
|
Value ($)
|
|
|
Japan — continued
|
|
34,200
|
|
Kuraray Co. Ltd.(a)
|
332,972
|
64,300
|
|
Kyorin Pharmaceutical Co. Ltd.
|
779,620
|
13,000
|
|
Kyushu Railway Co.
|
278,809
|
36,700
|
|
Lawson, Inc.
|
1,627,601
|
20,300
|
|
Lintec Corp.
|
320,780
|
2,900
|
|
Maruichi Steel Tube Ltd.
|
66,594
|
1,700
|
|
McDonald's Holdings Co. Japan Ltd.
|
66,005
|
22,300
|
|
Megmilk Snow Brand Co. Ltd.
|
302,034
|
95,400
|
|
MEIJI Holdings Co. Ltd.
|
2,127,651
|
5,600
|
|
Miroku Jyoho Service Co. Ltd.
|
61,168
|
136,100
|
|
Mitsubishi Electric Corp.
|
1,909,402
|
26,600
|
|
Mitsubishi Shokuhin Co. Ltd.
|
687,227
|
34,200
|
|
Mizuho Financial Group, Inc.
|
521,131
|
28,800
|
|
Mochida Pharmaceutical Co. Ltd.
|
659,278
|
9,400
|
|
Morinaga & Co. Ltd.
|
293,898
|
700
|
|
Morinaga Milk Industry Co. Ltd.
|
22,895
|
3,300
|
|
NEC Corp.
|
160,184
|
32,200
|
|
Nichirei Corp.
|
686,951
|
4,600
|
|
Nikkon Holdings Co. Ltd.
|
91,861
|
68,100
|
|
Nippn Corp.
|
870,631
|
11,400
|
|
Nippon Kayaku Co. Ltd.
|
96,757
|
1,747,500
|
|
Nippon Telegraph & Telephone Corp.
|
2,067,165
|
7,000
|
|
Nisshin Oillio Group Ltd.
|
166,330
|
6,300
|
|
Nissin Foods Holdings Co. Ltd.
|
519,495
|
57,600
|
|
Okinawa Cellular Telephone Co.
|
1,198,708
|
64,200
|
|
Otsuka Holdings Co. Ltd.(a)
|
2,349,060
|
800
|
|
S&B Foods, Inc.
|
19,817
|
17,700
|
|
San-A Co. Ltd.
|
559,278
|
73,300
|
|
Sankyo Co. Ltd.
|
2,961,638
|
1,500
|
|
Sankyu, Inc.
|
49,608
|
19,500
|
|
Secom Co. Ltd.
|
1,318,200
|
4,600
|
|
Senko Group Holdings Co. Ltd.
|
33,083
|
24,700
|
|
Shinmaywa Industries Ltd.
|
232,104
|
18,159
|
|
Showa Sangyo Co. Ltd.(a)
|
337,751
|
9,800
|
|
SKY Perfect JSAT Holdings, Inc.
|
39,000
|
8,700
|
|
Socionext, Inc.(a)
|
1,270,802
|
188,800
|
|
SoftBank Corp.
|
2,016,425
|
167,000
|
|
Sumitomo Chemical Co. Ltd.
|
507,500
|
26,000
|
|
Sundrug Co. Ltd.
|
770,075
|
13,000
|
|
Takara Holdings, Inc.
|
105,683
|
134,700
|
|
Teijin Ltd.
|
1,351,988
|
29,500
|
|
Toho Holdings Co. Ltd.
|
542,233
|
1,611
|
|
TOKAI Holdings Corp.
|
10,059
|
16,200
|
|
Tokuyama Corp.
|
267,691
|
4,800
|
|
Toyo Ink SC Holdings Co. Ltd.(a)
|
72,554
|
37,900
|
|
Trend Micro, Inc.
|
1,832,365
|
7,100
|
|
Tsuruha Holdings, Inc.
|
528,190
|
1,500
|
|
Tv Tokyo Holdings Corp.
|
35,158
|
35,200
|
|
United Super Markets Holdings, Inc.
|
271,755
|
Shares
|
|
Description
|
Value ($)
|
|
|
Japan — continued
|
|
4,600
|
|
Valor Holdings Co. Ltd.
|
63,872
|
35,900
|
|
Vital KSK Holdings, Inc.(a)
|
222,142
|
23,700
|
|
Yamato Holdings Co. Ltd.
|
427,905
|
14,800
|
|
Yamazaki Baking Co. Ltd.
|
200,057
|
5,400
|
|
Yaoko Co. Ltd.
|
270,728
|
1,300
|
|
Zenkoku Hosho Co. Ltd.
|
45,166
|
|
|
|
49,992,906
|
|
|
Netherlands — 2.0%
|
|
22,486
|
|
ASML Holding NV
|
16,273,979
|
11,224
|
|
Flow Traders Ltd.
|
247,618
|
56,970
|
|
Koninklijke Ahold Delhaize NV
|
1,942,881
|
64,620
|
|
Shell PLC(b)
|
1,944,703
|
16,414
|
|
Shell PLC(b)
|
489,224
|
16,492
|
|
Wolters Kluwer NV
|
2,093,686
|
|
|
|
22,992,091
|
|
|
New Zealand — 0.3%
|
|
23,833
|
|
Auckland International Airport Ltd.*
|
124,675
|
27,463
|
|
Freightways Group Ltd.(a)
|
140,228
|
81,050
|
|
Genesis Energy Ltd.
|
135,744
|
584
|
|
Mainfreight Ltd.
|
25,808
|
791,811
|
|
Spark New Zealand Ltd.
|
2,470,737
|
|
|
|
2,897,192
|
|
|
Norway — 0.5%
|
|
32,706
|
|
DNB Bank ASA
|
612,608
|
63,340
|
|
Equinor ASA
|
1,843,452
|
7,744
|
|
Kongsberg Gruppen ASA
|
352,921
|
23,044
|
|
Norsk Hydro ASA
|
137,225
|
103,425
|
|
Orkla ASA
|
744,129
|
13,012
|
|
SpareBank 1 SMN
|
171,280
|
21,165
|
|
Sparebanken Vest
|
203,513
|
90,515
|
|
Telenor ASA
|
919,288
|
16,762
|
|
Veidekke ASA
|
179,923
|
|
|
|
5,164,339
|
|
|
Portugal — 0.0%
|
|
8,069
|
|
Jeronimo Martins SGPS SA
|
222,424
|
|
|
Singapore — 0.6%
|
|
13,600
|
|
Frasers Property Ltd.
|
8,598
|
12,000
|
|
Great Eastern Holdings Ltd.
|
156,557
|
44,804
|
|
Hong Leong Finance Ltd.
|
82,827
|
1,201,149
|
|
Netlink NBN Trust
|
759,098
|
227,800
|
|
Oversea-Chinese Banking Corp. Ltd.
|
2,074,181
|
11,100
|
|
SBS Transit Ltd.
|
21,351
|
1,888,801
|
|
Sheng Siong Group Ltd.
|
2,289,069
|
156,400
|
|
Singapore Airlines Ltd.(a)
|
827,144
|
4,200
|
|
Singapore Exchange Ltd.
|
29,882
|
Shares
|
|
Description
|
Value ($)
|
|
|
Singapore — continued
|
|
33,000
|
|
Singapore Land Group Ltd.
|
49,786
|
272,900
|
|
Singapore Technologies Engineering Ltd.
|
743,992
|
140,700
|
|
Singapore Telecommunications Ltd.
|
260,506
|
|
|
|
7,302,991
|
|
|
South Korea — 0.4%
|
|
3,146
|
|
Samsung Electronics Co. Ltd., GDR(c)
|
4,358,756
|
|
|
Spain — 1.1%
|
|
55,132
|
|
Aena SME SA
|
8,910,166
|
60,089
|
|
Cia de Distribucion Integral Logista Holdings SA
|
1,619,179
|
62,956
|
|
Industria de Diseno Textil SA
|
2,445,535
|
1,669
|
|
Redeia Corp. SA(a)
|
28,023
|
|
|
|
13,002,903
|
|
|
Sweden — 0.2%
|
|
3,901
|
|
AAK AB
|
73,286
|
10,075
|
|
Atea ASA*
|
146,702
|
46,637
|
|
Cloetta AB Class B
|
84,717
|
29,397
|
|
Swedish Orphan Biovitrum AB*(a)
|
572,478
|
46,520
|
|
Volvo AB Class B
|
963,490
|
|
|
|
1,840,673
|
|
|
Switzerland — 1.1%
|
|
60,510
|
|
ABB Ltd.
|
2,382,030
|
14,370
|
|
Alcon, Inc.
|
1,194,474
|
1,348
|
|
Banque Cantonale de Geneve
|
327,007
|
168
|
|
Basellandschaftliche Kantonalbank
|
167,525
|
1,719
|
|
Berner Kantonalbank AG
|
446,066
|
8,128
|
|
BKW AG
|
1,436,420
|
147
|
|
Chocoladefabriken Lindt & Spruengli AG
|
1,847,386
|
1,163
|
|
Emmi AG
|
1,121,711
|
15
|
|
Graubuendner Kantonalbank
|
27,916
|
164
|
|
Hiag Immobilien Holding AG
|
13,934
|
402
|
|
Huber & Suhner AG
|
33,152
|
30,391
|
|
Novartis AG
|
3,068,656
|
3,203
|
|
Sonova Holding AG
|
853,647
|
726
|
|
Swiss Prime Site AG
|
63,035
|
1
|
|
Warteck Invest AG
|
2,231
|
|
|
|
12,985,190
|
|
|
United Kingdom — 3.3%
|
|
556,743
|
|
BAE Systems PLC
|
6,575,957
|
23,586
|
|
BP PLC, ADR
|
832,350
|
49,329
|
|
Bunzl PLC
|
1,880,113
|
151,158
|
|
Diageo PLC
|
6,490,964
|
2,425
|
|
Games Workshop Group PLC
|
337,342
|
27,495
|
|
Grafton Group PLC
|
273,900
|
94,079
|
|
Imperial Brands PLC
|
2,082,749
|
49,894
|
|
Redde Northgate PLC
|
238,065
|
Shares
|
|
Description
|
Value ($)
|
|
|
United Kingdom — continued
|
|
84,456
|
|
RELX PLC
|
2,818,625
|
214,288
|
|
Sage Group PLC
|
2,519,954
|
277,233
|
|
Spirent Communications PLC
|
577,249
|
273,908
|
|
St. James's Place PLC
|
3,789,527
|
169,964
|
|
Unilever PLC
|
8,846,575
|
|
|
|
37,263,370
|
|
|
United States — 69.5%
|
|
100
|
|
3M Co.
|
10,009
|
45,600
|
|
Abbott Laboratories
|
4,971,312
|
26,500
|
|
AbbVie, Inc.
|
3,570,345
|
18,237
|
|
Accenture PLC Class A
|
5,627,573
|
4,100
|
|
Acuity Brands, Inc.
|
668,628
|
12,175
|
|
Adobe, Inc.*
|
5,953,453
|
56,000
|
|
Albertsons Cos., Inc. Class A
|
1,221,920
|
208,406
|
|
Alphabet, Inc. Class A *
|
24,946,198
|
68,800
|
|
Altria Group, Inc.
|
3,116,640
|
126,864
|
|
Amazon.com, Inc.*
|
16,537,991
|
39,371
|
|
Amdocs Ltd.
|
3,891,823
|
6,178
|
|
Ameren Corp.
|
504,557
|
32,113
|
|
American Electric Power Co., Inc.
|
2,703,915
|
15,500
|
|
American Express Co.
|
2,700,100
|
200
|
|
Ameriprise Financial, Inc.
|
66,432
|
20,600
|
|
AmerisourceBergen Corp.
|
3,964,058
|
15,400
|
|
Amgen, Inc.
|
3,419,108
|
346
|
|
ANSYS, Inc.*
|
114,273
|
37,100
|
|
Apple, Inc.
|
7,196,287
|
17,700
|
|
Arch Capital Group Ltd.*
|
1,324,845
|
42,600
|
|
Archer-Daniels-Midland Co.
|
3,218,856
|
9,200
|
|
Arrow Electronics, Inc.*
|
1,317,716
|
14,484
|
|
Arthur J Gallagher & Co.
|
3,180,252
|
20,700
|
|
AT&T, Inc.
|
330,165
|
38,382
|
|
Autodesk, Inc.*
|
7,853,341
|
62,368
|
|
Automatic Data Processing, Inc.
|
13,707,863
|
1,500
|
|
AutoNation, Inc.*
|
246,915
|
1,100
|
|
AutoZone, Inc.*
|
2,742,696
|
22,700
|
|
Axis Capital Holdings Ltd.
|
1,221,941
|
12,300
|
|
Bank of New York Mellon Corp.
|
547,596
|
47,385
|
|
Becton Dickinson & Co.
|
12,510,114
|
18,472
|
|
Berkshire Hathaway, Inc. Class B *
|
6,298,952
|
7,100
|
|
Biogen, Inc.*
|
2,022,435
|
9,800
|
|
BioMarin Pharmaceutical, Inc.*
|
849,464
|
15,379
|
|
Bio-Rad Laboratories, Inc. Class A *
|
5,830,486
|
12,300
|
|
BJ's Wholesale Club Holdings, Inc.*
|
775,023
|
5,688
|
|
Booking Holdings, Inc.*
|
15,359,477
|
71,355
|
|
Bristol-Myers Squibb Co.
|
4,563,152
|
7,300
|
|
Broadcom, Inc.
|
6,332,239
|
6,300
|
|
CACI International, Inc. Class A *
|
2,147,292
|
20,335
|
|
Cadence Design Systems, Inc.*
|
4,768,964
|
Shares
|
|
Description
|
Value ($)
|
|
|
United States — continued
|
|
13,600
|
|
Campbell Soup Co.
|
621,656
|
20,500
|
|
Cardinal Health, Inc.
|
1,938,685
|
13,500
|
|
Casey's General Stores, Inc.
|
3,292,380
|
90,653
|
|
Catalent, Inc.*
|
3,930,714
|
18,900
|
|
Cboe Global Markets, Inc.
|
2,608,389
|
7,400
|
|
CDW Corp.
|
1,357,900
|
23,600
|
|
CH Robinson Worldwide, Inc.
|
2,226,660
|
69,429
|
|
Charles Schwab Corp.
|
3,935,236
|
26,038
|
|
Charter Communications, Inc. Class A *
|
9,565,580
|
5,300
|
|
Chemed Corp.
|
2,870,851
|
16,200
|
|
Cheniere Energy, Inc.
|
2,468,232
|
34,800
|
|
Chevron Corp.
|
5,475,780
|
19,000
|
|
Chubb Ltd.
|
3,658,640
|
8,000
|
|
Cigna Group
|
2,244,800
|
21,100
|
|
Cirrus Logic, Inc.*
|
1,709,311
|
119,700
|
|
Cisco Systems, Inc.
|
6,193,278
|
18,600
|
|
Clean Harbors, Inc.*
|
3,058,398
|
27,083
|
|
CMS Energy Corp.
|
1,591,126
|
17,600
|
|
CNA Financial Corp.
|
679,712
|
86,400
|
|
Coca-Cola Co.
|
5,203,008
|
30,000
|
|
Colgate-Palmolive Co.
|
2,311,200
|
10,100
|
|
ConocoPhillips
|
1,046,461
|
30,749
|
|
Consolidated Edison, Inc.
|
2,779,710
|
23,933
|
|
Cooper Cos., Inc.
|
9,176,630
|
11,850
|
|
Costco Wholesale Corp.
|
6,379,803
|
10,500
|
|
Curtiss-Wright Corp.
|
1,928,430
|
30,400
|
|
CVS Health Corp.
|
2,101,552
|
18,700
|
|
Darden Restaurants, Inc.
|
3,124,396
|
6,300
|
|
Dell Technologies, Inc. Class C
|
340,893
|
11,800
|
|
Donaldson Co., Inc.
|
737,618
|
27,977
|
|
DTE Energy Co.
|
3,078,030
|
80,988
|
|
Electronic Arts, Inc.
|
10,504,144
|
23,696
|
|
Elevance Health, Inc.
|
10,527,896
|
16,167
|
|
Eli Lilly & Co.
|
7,582,000
|
13,300
|
|
Entergy Corp.
|
1,295,021
|
14,525
|
|
Equifax, Inc.
|
3,417,732
|
30,639
|
|
Estee Lauder Cos., Inc. Class A
|
6,016,887
|
9,514
|
|
Everest Re Group Ltd.
|
3,252,456
|
49,900
|
|
Evergy, Inc.
|
2,915,158
|
32,100
|
|
Expeditors International of Washington, Inc.
|
3,888,273
|
58,800
|
|
Exxon Mobil Corp.
|
6,306,300
|
13,605
|
|
FactSet Research Systems, Inc.
|
5,450,843
|
20,300
|
|
FirstEnergy Corp.
|
789,264
|
71,096
|
|
Fiserv, Inc.*
|
8,968,760
|
18,500
|
|
Flowers Foods, Inc.
|
460,280
|
121,265
|
|
Fox Corp. Class A
|
4,123,010
|
14,300
|
|
General Dynamics Corp.
|
3,076,645
|
9,300
|
|
General Mills, Inc.
|
713,310
|
34,929
|
|
Genpact Ltd.
|
1,312,283
|
Shares
|
|
Description
|
Value ($)
|
|
|
United States — continued
|
|
44,100
|
|
Gilead Sciences, Inc.
|
3,398,787
|
82,141
|
|
GSK PLC
|
1,452,539
|
26,089
|
|
GSK PLC, ADR
|
929,812
|
45,400
|
|
Hartford Financial Services Group, Inc.
|
3,269,708
|
51,300
|
|
Hawaiian Electric Industries, Inc.
|
1,857,060
|
1,600
|
|
Henry Schein, Inc.*
|
129,760
|
15,726
|
|
Hershey Co.
|
3,926,782
|
5,664
|
|
Home Depot, Inc.
|
1,759,465
|
1,300
|
|
Honeywell International, Inc.
|
269,750
|
3,550
|
|
Humana, Inc.
|
1,587,311
|
10,100
|
|
Huntington Ingalls Industries, Inc.
|
2,298,760
|
32,698
|
|
ICON PLC, ADR*
|
8,181,040
|
5,700
|
|
IDACORP, Inc.
|
584,820
|
21,131
|
|
Illumina, Inc.*
|
3,961,851
|
18,500
|
|
Incyte Corp.*
|
1,151,625
|
26,800
|
|
Ingredion, Inc.
|
2,839,460
|
88,119
|
|
Intercontinental Exchange, Inc.
|
9,964,497
|
6,500
|
|
International Business Machines Corp.
|
869,765
|
32,747
|
|
Intuit, Inc.
|
15,004,348
|
3,700
|
|
IQVIA Holdings, Inc.*
|
831,649
|
4,700
|
|
J M Smucker Co.
|
694,049
|
400
|
|
Jabil, Inc.
|
43,172
|
11,100
|
|
Jazz Pharmaceuticals PLC*
|
1,376,067
|
18,700
|
|
JB Hunt Transport Services, Inc.
|
3,385,261
|
91,714
|
|
Johnson & Johnson
|
15,180,501
|
12,900
|
|
JPMorgan Chase & Co.
|
1,876,176
|
15,500
|
|
Keysight Technologies, Inc.*
|
2,595,475
|
2,700
|
|
KLA Corp.
|
1,309,554
|
83,300
|
|
Kroger Co.
|
3,915,100
|
15,300
|
|
L3Harris Technologies, Inc.
|
2,995,281
|
12,300
|
|
Laboratory Corp. of America Holdings
|
2,968,359
|
15,300
|
|
Landstar System, Inc.
|
2,945,862
|
300
|
|
Littelfuse, Inc.
|
87,393
|
8,600
|
|
Lockheed Martin Corp.
|
3,959,268
|
5,800
|
|
Loews Corp.
|
344,404
|
4,500
|
|
Lowe's Cos., Inc.
|
1,015,650
|
3,100
|
|
LyondellBasell Industries NV Class A
|
284,673
|
10,900
|
|
Manhattan Associates, Inc.*
|
2,178,692
|
1,930
|
|
Markel Group, Inc.*
|
2,669,537
|
37,728
|
|
Mastercard, Inc. Class A
|
14,838,422
|
3,000
|
|
McDonald's Corp.
|
895,230
|
10,700
|
|
McKesson Corp.
|
4,572,217
|
57,934
|
|
Merck & Co., Inc.
|
6,685,004
|
100,005
|
|
Microsoft Corp.
|
34,055,703
|
6,300
|
|
Molina Healthcare, Inc.*
|
1,897,812
|
50,278
|
|
Moody's Corp.
|
17,482,666
|
200
|
|
Motorola Solutions, Inc.
|
58,656
|
110,986
|
|
Nestle SA
|
13,360,328
|
3,300
|
|
NewMarket Corp.
|
1,326,996
|
Shares
|
|
Description
|
Value ($)
|
|
|
United States — continued
|
|
67,751
|
|
Newmont Corp.
|
2,890,258
|
8,900
|
|
NiSource, Inc.
|
243,415
|
7,000
|
|
Northrop Grumman Corp.
|
3,190,600
|
54,600
|
|
OGE Energy Corp.
|
1,960,686
|
2,300
|
|
Old Dominion Freight Line, Inc.
|
850,425
|
85,800
|
|
Old Republic International Corp.
|
2,159,586
|
46,314
|
|
Oracle Corp.
|
5,515,534
|
2,800
|
|
O'Reilly Automotive, Inc.*
|
2,674,840
|
15,750
|
|
PACCAR, Inc.
|
1,317,488
|
14,800
|
|
Packaging Corp. of America
|
1,955,968
|
500
|
|
Penske Automotive Group, Inc.
|
83,315
|
32,748
|
|
PepsiCo, Inc.
|
6,065,585
|
128,134
|
|
Pfizer, Inc.
|
4,699,955
|
149,597
|
|
Philip Morris International, Inc.
|
14,603,659
|
42,080
|
|
Procter & Gamble Co.
|
6,385,219
|
2,100
|
|
PTC, Inc.*
|
298,830
|
3,700
|
|
Public Service Enterprise Group, Inc.
|
231,657
|
42,900
|
|
QIAGEN NV*
|
1,931,787
|
14,700
|
|
QUALCOMM, Inc.
|
1,749,888
|
7,100
|
|
Raytheon Technologies Corp.
|
695,516
|
4,150
|
|
Regeneron Pharmaceuticals, Inc.*
|
2,981,941
|
26,904
|
|
Republic Services, Inc. Class A
|
4,120,886
|
32,662
|
|
Roche Holding AG
|
9,985,823
|
8,400
|
|
Roper Technologies, Inc.
|
4,038,720
|
23,400
|
|
Royal Gold, Inc.
|
2,685,852
|
15,455
|
|
S&P Global, Inc.
|
6,195,755
|
1,600
|
|
Salesforce, Inc.*
|
338,016
|
13,300
|
|
Sanofi
|
1,425,539
|
59,800
|
|
Schneider National, Inc. Class B
|
1,717,456
|
17,800
|
|
Science Applications International Corp.
|
2,002,144
|
110
|
|
Seaboard Corp.
|
391,679
|
14,100
|
|
Sempra Energy
|
2,052,819
|
2,700
|
|
Service Corp. International
|
174,393
|
800
|
|
ServiceNow, Inc.*
|
449,576
|
16,600
|
|
Southern Co.
|
1,166,150
|
10,300
|
|
SS&C Technologies Holdings, Inc.
|
624,180
|
10,272
|
|
Synopsys, Inc.*
|
4,472,532
|
6,100
|
|
Target Corp.
|
804,590
|
14,700
|
|
Teradata Corp.*
|
785,127
|
14,000
|
|
Tetra Tech, Inc.
|
2,292,360
|
26,700
|
|
Texas Instruments, Inc.
|
4,806,534
|
39,500
|
|
Textron, Inc.
|
2,671,385
|
12,689
|
|
Thermo Fisher Scientific, Inc.
|
6,620,486
|
29,700
|
|
T-Mobile U.S., Inc.*
|
4,125,330
|
19,400
|
|
Travelers Cos., Inc.
|
3,369,004
|
5,650
|
|
Ulta Beauty, Inc.*
|
2,658,862
|
7,600
|
|
United Parcel Service, Inc. Class B
|
1,362,300
|
7,300
|
|
United Therapeutics Corp.*
|
1,611,475
|
31,425
|
|
UnitedHealth Group, Inc.
|
15,104,112
|
Shares
|
|
Description
|
Value ($)
|
|
|
United States — continued
|
|
47,073
|
|
VeriSign, Inc.*
|
10,637,086
|
135,312
|
|
Verizon Communications, Inc.
|
5,032,253
|
9,400
|
|
Vertex Pharmaceuticals, Inc.*
|
3,307,954
|
114,506
|
|
Visa, Inc. Class A
|
27,192,885
|
27,981
|
|
VMware, Inc. Class A *
|
4,020,590
|
25,700
|
|
W R Berkley Corp.
|
1,530,692
|
36,036
|
|
Walmart, Inc.
|
5,664,138
|
25,985
|
|
Waste Management, Inc.
|
4,506,319
|
35,800
|
|
WEC Energy Group, Inc.
|
3,158,992
|
1,000
|
|
White Mountains Insurance Group Ltd.
|
1,388,910
|
43,159
|
|
Xcel Energy, Inc.
|
2,683,195
|
19,100
|
|
Zoetis, Inc.
|
3,289,211
|
|
|
|
798,787,486
|
|
|
TOTAL COMMON STOCKS (COST $1,006,537,436)
|
1,122,673,045
|
|
|||
|
|
PREFERRED STOCKS — 0.1%
|
|
|
|
Germany — 0.1%
|
|
959
|
|
Dr Ing hc F Porsche AG, 0.89%
|
119,005
|
3,219
|
|
Fuchs Petrolub SE, 2.96%
|
127,156
|
4,923
|
|
Henkel AG & Co. KGaA, 2.52%
|
393,456
|
|
|
|
639,617
|
|
|
TOTAL PREFERRED STOCKS (COST $494,653)
|
639,617
|
Par Value ($)
|
|
Description
|
Value ($)
|
|
|
SHORT-TERM INVESTMENT — 0.8%
|
|
|
|
Mutual Fund - Securities Lending Collateral — 0.8%
|
|
9,530,503
|
|
State Street Institutional U.S. Government Money Market Fund Premier Class,
5.03%(d)(e)
|
9,530,503
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $9,530,503)
|
9,530,503
|
|
|
TOTAL INVESTMENTS — 98.6%
(Cost $1,016,562,592)
|
1,132,843,165
|
|
|
Other Assets and Liabilities (net) — 1.4%
|
16,379,476
|
|
|
NET ASSETS — 100.0%
|
$1,149,222,641
|
|
Notes to Schedule of Investments:
|
*
|
Non-income producing security.
|
(a)
|
All or a portion of this security is out on loan.
|
(b)
|
Securities are traded on separate exchanges for the same entity.
|
(c)
|
Security exempt from registration under Regulation S of the Securities Act of 1933, which exempts
from registration securities offered and sold outside the United States. Security may not be offered
or sold in the United States except pursuant to an exemption from, or in a transaction not subject
to, the registration requirements of the Securities Act of 1933.
|
(d)
|
The rate disclosed is the 7-day net yield as of June 30, 2023.
|
(e)
|
Represents an investment of securities lending cash collateral.
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
Buys
|
|
|
|
|
5
|
Canadian Dollar
|
Sep 2023
|
$378,150
|
$3,631
|
24
|
MSCI EAFE Index
|
Sep 2023
|
2,586,600
|
18,937
|
27
|
S&P 500 E-mini Index
|
Sep 2023
|
6,059,137
|
187,936
|
2
|
S&P/TSX 60 Index
|
Sep 2023
|
368,366
|
5,899
|
|
|
|
|
$216,403
|
Abbreviations
|
||
ADR
|
—
|
American Depository Receipt
|
GDR
|
—
|
Global Depository Receipt
|
REIT
|
—
|
Real Estate Investment Trust
|
Industry Sector Summary (Unaudited)
|
% of Net Assets
|
Consumer, Non-cyclical
|
34.7
|
Technology
|
16.7
|
Industrial
|
12.1
|
Communications
|
11.3
|
Financial
|
11.2
|
Consumer, Cyclical
|
4.8
|
Utilities
|
3.4
|
Energy
|
1.9
|
Basic Materials
|
1.7
|
Short-Term Investment
|
0.8
|
Other Assets and Liabilities (net)
|
1.4
|
|
100.0%
|
Fund
|
Investment Objective
|
Large Cap
|
Long-term total return, which includes capital
appreciation and income
|
Small/Mid Cap
|
Long-term total return, comprised primarily of
capital appreciation
|
Non-US Core Equity
|
Long-term total return, which includes capital
appreciation and income
|
Core Fixed
|
Total return, consisting of both current income and
capital appreciation
|
Opportunistic Fixed
|
Long-term total return, which includes capital
appreciation and income
|
Emerging Markets
|
Long-term total return, which includes capital
appreciation and income
|
Global Low Volatility
|
Long-term total return, which includes capital
appreciation and income
|
|
|
|
|
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Common Stocks
|
|
|
|
|
Australia
|
$7,089,943
|
$132,476,014
|
$—
|
$139,565,957
|
Austria
|
—
|
14,576,058
|
—
|
14,576,058
|
Belgium
|
—
|
16,711,495
|
—
|
16,711,495
|
Brazil
|
32,904,695
|
7,683,728
|
—
|
40,588,423
|
Canada
|
76,800,589
|
—
|
—
|
76,800,589
|
China
|
—
|
43,179,542
|
—
|
43,179,542
|
Denmark
|
10,322,974
|
75,734,255
|
—
|
86,057,229
|
Finland
|
—
|
26,731,319
|
—
|
26,731,319
|
France
|
—
|
328,109,944
|
—
|
328,109,944
|
Georgia
|
—
|
1,687,339
|
—
|
1,687,339
|
Germany
|
8,881,432
|
341,005,121
|
—
|
349,886,553
|
Hong Kong
|
—
|
23,168,027
|
—
|
23,168,027
|
Hungary
|
—
|
5,721,382
|
—
|
5,721,382
|
|
|
|
|
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
India
|
$—
|
$17,035,435
|
$—
|
$17,035,435
|
Indonesia
|
—
|
1,436,879
|
—
|
1,436,879
|
Ireland
|
9,273,257
|
49,143,565
|
—
|
58,416,822
|
Israel
|
6,104,534
|
8,964,837
|
—
|
15,069,371
|
Italy
|
209,649
|
113,223,750
|
—
|
113,433,399
|
Japan
|
4,242,977
|
807,140,181
|
—
|
811,383,158
|
Malaysia
|
—
|
2,232,389
|
—
|
2,232,389
|
Malta
|
—
|
156,862
|
—
|
156,862
|
Netherlands
|
28,828,837
|
166,923,977
|
—
|
195,752,814
|
Norway
|
852,669
|
15,122,190
|
—
|
15,974,859
|
Philippines
|
—
|
14,439
|
—
|
14,439
|
Portugal
|
—
|
6,838,756
|
—
|
6,838,756
|
Russia
|
—
|
—
|
216,681
|
216,681
|
Singapore
|
—
|
9,212,580
|
—
|
9,212,580
|
South Africa
|
—
|
12,997,383
|
—
|
12,997,383
|
South Korea
|
—
|
47,558,361
|
—
|
47,558,361
|
Spain
|
751,583
|
91,114,360
|
0*
|
91,865,943
|
Sweden
|
—
|
73,909,717
|
—
|
73,909,717
|
Switzerland
|
—
|
214,386,678
|
—
|
214,386,678
|
Taiwan
|
15,870,578
|
32,503,198
|
—
|
48,373,776
|
Thailand
|
—
|
621,444
|
—
|
621,444
|
Turkey
|
—
|
12,915,519
|
—
|
12,915,519
|
United Kingdom
|
30,962,799
|
338,024,229
|
—
|
368,987,028
|
United States
|
107,755,452
|
242,948,067
|
—
|
350,703,519
|
Total Common Stocks
|
340,851,968
|
3,281,209,020
|
216,681
|
3,622,277,669
|
Investment Companies
|
12,441,716
|
—
|
—
|
12,441,716
|
Preferred Stocks
|
|
|
|
|
Brazil
|
7,115,604
|
—
|
—
|
7,115,604
|
Germany
|
—
|
22,264,446
|
—
|
22,264,446
|
South Korea
|
—
|
2,034,605
|
—
|
2,034,605
|
Total Preferred Stocks
|
7,115,604
|
24,299,051
|
—
|
31,414,655
|
Warrant
|
114,164
|
—
|
—
|
114,164
|
Short-Term Investment
|
|
|
|
|
Mutual Fund - Securities Lending
Collateral
|
106,743,834
|
—
|
—
|
106,743,834
|
|
|
|
|
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Futures Contracts†
|
|
|
|
|
Buy
|
$336,168
|
$—
|
$—
|
$336,168
|
Total
|
$467,603,454
|
$3,305,508,071
|
$216,681
|
$3,773,328,206
|
*
|
Represents one or more Level 3 securities at $0 value as of June 30, 2023.
|
†
|
Futures contracts are valued at unrealized appreciation/depreciation.
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Debt Obligations
|
|
|
|
|
Asset Backed Securities
|
$—
|
$178,013,024
|
$—
|
$178,013,024
|
Corporate Debt
|
—
|
552,886,481
|
324
|
552,886,805
|
Mortgage Backed Securities - Private
Issuers
|
—
|
132,945,546
|
—
|
132,945,546
|
Mortgage Backed Securities -
U.S. Government Agency
Obligations
|
—
|
468,418,584
|
—
|
468,418,584
|
Municipal Obligations
|
—
|
17,768,000
|
—
|
17,768,000
|
Sovereign Debt Obligations
|
—
|
5,213,816
|
—
|
5,213,816
|
U.S. Government and Agency
Obligations
|
—
|
300,393,365
|
—
|
300,393,365
|
Total Debt Obligations
|
—
|
1,655,638,816
|
324
|
1,655,639,140
|
Common Stock
|
—
|
—
|
26,796
|
26,796
|
Short-Term Investment
|
|
|
|
|
Mutual Fund - Securities Lending
Collateral
|
24,598,625
|
—
|
—
|
24,598,625
|
Forward Foreign Currency Contract†
|
—
|
7,807
|
—
|
7,807
|
Futures Contracts†
|
|
|
|
|
Sales
|
332,790
|
—
|
—
|
332,790
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Swaps
|
|
|
|
|
Centrally Cleared Interest Rate
Swaps†
|
$—
|
$20,800
|
$—
|
$20,800
|
Total
|
$24,931,415
|
$1,655,667,423
|
$27,120
|
$1,680,625,958
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
TBA Sale Commitments
|
$—
|
$(1,469,883
)
|
$—
|
$(1,469,883
)
|
Forward Foreign Currency Contracts†
|
—
|
(169,270
)
|
—
|
(169,270
)
|
Futures Contracts†
|
|
|
|
|
Buys
|
(1,473,618
)
|
—
|
—
|
(1,473,618
)
|
Sales
|
(2,316
)
|
—
|
—
|
(2,316
)
|
Total Futures Contracts
|
(1,475,934
)
|
—
|
—
|
(1,475,934
)
|
Swaps
|
|
|
|
|
Centrally Cleared Interest Rate Swap†
|
—
|
(3,906
)
|
—
|
(3,906
)
|
Total
|
$(1,475,934
)
|
$(1,643,059
)
|
$—
|
$(3,118,993
)
|
†
|
Forward foreign currency contracts, Futures contracts and Centrally cleared swaps are valued at unrealized
appreciation/depreciation.
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Debt Obligations
|
|
|
|
|
Asset Backed Securities
|
$—
|
$95,796,156
|
$—
|
$95,796,156
|
Bank Loans
|
—
|
157,084,220
|
1,294,368
|
158,378,588
|
Convertible Debt
|
—
|
13,221,972
|
—
|
13,221,972
|
Corporate Debt
|
—
|
518,452,486
|
—
|
518,452,486
|
Mortgage Backed Securities - Private
Issuers
|
—
|
78,655,211
|
—
|
78,655,211
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Mortgage Backed Securities -
U.S. Government Agency
Obligations
|
$—
|
$295,213
|
$—
|
$295,213
|
Sovereign Debt Obligations
|
—
|
463,896,700
|
—
|
463,896,700
|
U.S. Government and Agency
Obligation
|
—
|
75,383
|
—
|
75,383
|
Total Debt Obligations
|
—
|
1,327,477,341
|
1,294,368
|
1,328,771,709
|
Common Stocks
|
|
|
|
|
Energy
|
68
|
—
|
—
|
68
|
Industrial
|
—
|
—
|
0*
|
—
|
Total Common Stocks
|
68
|
—
|
0
|
68
|
Convertible Preferred Stock
|
—
|
3,389,657
|
—
|
3,389,657
|
Short-Term Investments
|
|
|
|
|
Mutual Fund - Securities Lending
Collateral
|
40,539,138
|
—
|
—
|
40,539,138
|
Sovereign Debt Obligation
|
—
|
1,451,656
|
—
|
1,451,656
|
Total Short-Term Investments
|
40,539,138
|
1,451,656
|
—
|
41,990,794
|
Purchased Options
|
|
|
|
|
Purchased Currency Options
|
—
|
35,359
|
—
|
35,359
|
Purchased Futures Options
|
144,600
|
—
|
—
|
144,600
|
Total Purchased Options
|
144,600
|
35,359
|
—
|
179,959
|
Forward Foreign Currency Contracts†
|
—
|
7,024,951
|
—
|
7,024,951
|
Futures Contracts†
|
|
|
|
|
Buy
|
562,926
|
—
|
—
|
562,926
|
Sales
|
534,411
|
—
|
—
|
534,411
|
Total Futures Contracts
|
1,097,337
|
—
|
—
|
1,097,337
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Swaps
|
|
|
|
|
OTC Interest Rate Swaps
|
$—
|
$553,621
|
$—
|
$553,621
|
Centrally Cleared Interest Rate
Swaps†
|
—
|
646,487
|
—
|
646,487
|
OTC Credit Default Swaps
|
—
|
951,945
|
—
|
951,945
|
Centrally Cleared Credit Default
Swap†
|
—
|
118,757
|
—
|
118,757
|
Total Swaps
|
—
|
2,270,810
|
—
|
2,270,810
|
Total
|
$41,781,143
|
$1,341,649,774
|
$1,294,368
|
$1,384,725,285
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Forward Foreign Currency Contracts†
|
$—
|
$(12,794,750
)
|
$—
|
$(12,794,750
)
|
Futures Contracts†
|
|
|
|
|
Buys
|
(5,496,994
)
|
—
|
—
|
(5,496,994
)
|
Written Options
|
|
|
|
|
Written Futures Options
|
(58,713
)
|
—
|
—
|
(58,713
)
|
Swaps
|
|
|
|
|
Centrally Cleared Interest Rate
Swaps†
|
—
|
(863,581
)
|
—
|
(863,581
)
|
OTC Credit Default Swap
|
—
|
(8,071
)
|
—
|
(8,071
)
|
Centrally Cleared Credit Default
Swaps†
|
—
|
(561,135
)
|
—
|
(561,135
)
|
Total Swaps
|
—
|
(1,432,787
)
|
—
|
(1,432,787
)
|
Total
|
$(5,555,707
)
|
$(14,227,537
)
|
$—
|
$(19,783,244
)
|
*
|
Represents one or more Level 3 securities at $0 value as of June 30, 2023.
|
†
|
Forward foreign currency contracts, Futures contracts and Centrally cleared swaps are valued at unrealized
appreciation/depreciation.
|
|
|
|
|
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Common Stocks
|
|
|
|
|
Brazil
|
$140,003,656
|
$—
|
$—
|
$140,003,656
|
Canada
|
10,934,568
|
—
|
—
|
10,934,568
|
Chile
|
6,282,146
|
—
|
—
|
6,282,146
|
China
|
30,092,829
|
430,914,647
|
—
|
461,007,476
|
Greece
|
—
|
11,158,710
|
—
|
11,158,710
|
Hong Kong
|
—
|
40,494,130
|
—
|
40,494,130
|
Hungary
|
—
|
9,010,433
|
—
|
9,010,433
|
India
|
—
|
211,877,086
|
—
|
211,877,086
|
Indonesia
|
—
|
45,392,533
|
—
|
45,392,533
|
Italy
|
—
|
12,898,859
|
—
|
12,898,859
|
Japan
|
—
|
8,071,003
|
—
|
8,071,003
|
Macau
|
—
|
13,777,715
|
—
|
13,777,715
|
Malaysia
|
—
|
5,314,090
|
—
|
5,314,090
|
Mexico
|
80,959,376
|
—
|
—
|
80,959,376
|
Netherlands
|
—
|
13,865,924
|
—
|
13,865,924
|
Peru
|
5,266,466
|
—
|
—
|
5,266,466
|
Philippines
|
—
|
18,663,278
|
—
|
18,663,278
|
Poland
|
—
|
8,169,638
|
—
|
8,169,638
|
Portugal
|
—
|
8,517,988
|
—
|
8,517,988
|
Russia
|
—
|
1,081,005
|
459,975
|
1,540,980
|
Saudi Arabia
|
—
|
4,256,063
|
—
|
4,256,063
|
Singapore
|
—
|
6,455,063
|
—
|
6,455,063
|
South Africa
|
—
|
35,649,669
|
—
|
35,649,669
|
South Korea
|
415,800
|
125,832,004
|
—
|
126,247,804
|
Taiwan
|
38,191,458
|
157,923,117
|
0*
|
196,114,575
|
Thailand
|
9,107,539
|
26,178,017
|
—
|
35,285,556
|
Turkey
|
—
|
3,907,419
|
—
|
3,907,419
|
United Arab Emirates
|
—
|
2,235,931
|
—
|
2,235,931
|
United Kingdom
|
—
|
7,911,023
|
—
|
7,911,023
|
United States
|
5,299,404
|
—
|
—
|
5,299,404
|
Total Common Stocks
|
326,553,242
|
1,209,555,345
|
459,975
|
1,536,568,562
|
Preferred Stocks
|
10,471,531
|
—
|
—
|
10,471,531
|
|
|
|
|
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Short-Term Investment
|
|
|
|
|
Mutual Fund - Securities Lending
Collateral
|
$29,642,930
|
$—
|
$—
|
$29,642,930
|
Total
|
$366,667,703
|
$1,209,555,345
|
$459,975
|
$1,576,683,023
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Futures Contracts†
|
|
|
|
|
Buy
|
$(300,405
)
|
$—
|
$—
|
$(300,405
)
|
Total
|
$(300,405
)
|
$—
|
$—
|
$(300,405
)
|
*
|
Represents one or more Level 3 securities at $0 value as of June 30, 2023.
|
†
|
Futures contracts are valued at unrealized appreciation/depreciation.
|
|
|
|
|
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Common Stocks
|
|
|
|
|
Australia
|
$445,029
|
$14,427,326
|
$—
|
$14,872,355
|
Austria
|
—
|
104,939
|
—
|
104,939
|
Belgium
|
—
|
1,501
|
—
|
1,501
|
Bermuda
|
2,363,768
|
—
|
—
|
2,363,768
|
Brazil
|
—
|
439,467
|
—
|
439,467
|
Burkina Faso
|
—
|
368,761
|
—
|
368,761
|
Canada
|
41,463,815
|
—
|
—
|
41,463,815
|
China
|
7,174,592
|
1,072,119
|
—
|
8,246,711
|
Denmark
|
—
|
8,271,337
|
—
|
8,271,337
|
Finland
|
—
|
2,984,395
|
—
|
2,984,395
|
France
|
—
|
45,651,653
|
—
|
45,651,653
|
|
|
|
|
|
Description
|
Quoted Prices
in Active
Markets for
Identical
Assets
(Level 1)
|
Significant
Other
Observable
Inputs
(Level 2)
|
Significant
Unobservable
Inputs
(Level 3)
|
Total
|
Georgia
|
$—
|
$2,062,444
|
$—
|
$2,062,444
|
Germany
|
—
|
18,631,645
|
—
|
18,631,645
|
Hong Kong
|
4,977
|
8,525,326
|
—
|
8,530,303
|
Israel
|
8,640,981
|
2,877,165
|
—
|
11,518,146
|
Italy
|
—
|
351,484
|
—
|
351,484
|
Japan
|
—
|
49,992,906
|
—
|
49,992,906
|
Netherlands
|
—
|
22,992,091
|
—
|
22,992,091
|
New Zealand
|
—
|
2,897,192
|
—
|
2,897,192
|
Norway
|
—
|
5,164,339
|
—
|
5,164,339
|
Portugal
|
—
|
222,424
|
—
|
222,424
|
Singapore
|
—
|
7,302,991
|
—
|
7,302,991
|
South Korea
|
—
|
4,358,756
|
—
|
4,358,756
|
Spain
|
—
|
13,002,903
|
—
|
13,002,903
|
Sweden
|
—
|
1,840,673
|
—
|
1,840,673
|
Switzerland
|
—
|
12,985,190
|
—
|
12,985,190
|
United Kingdom
|
832,350
|
36,431,020
|
—
|
37,263,370
|
United States
|
772,563,257
|
26,224,229
|
—
|
798,787,486
|
Total Common Stocks
|
833,488,769
|
289,184,276
|
—
|
1,122,673,045
|
Preferred Stocks
|
—
|
639,617
|
—
|
639,617
|
Short-Term Investment
|
|
|
|
|
Mutual Fund - Securities Lending
Collateral
|
9,530,503
|
—
|
—
|
9,530,503
|
Futures Contracts†
|
|
|
|
|
Buys
|
216,403
|
—
|
—
|
216,403
|
Total
|
$843,235,675
|
$289,823,893
|
$—
|
$1,133,059,568
|
†
|
Futures contracts are valued at unrealized appreciation/depreciation.
|
Borrower
|
Par
|
Cost
|
Value
|
Unrealized
Gain (Loss)
|
Athenahealth Group, Inc.
|
$13,043
|
$13,043
|
$12,510
|
$(533
)
|
Thermostat Purchaser III, Inc.
|
49,431
|
49,527
|
48,443
|
(1,084
)
|
VT Topco, Inc.
|
156
|
156
|
154
|
(2
)
|
|
$62,630
|
$62,726
|
$61,107
|
$(1,619
)
|