Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—60.5%
|
|
|
|
Communication Services—4.3%
|
|
793
|
1
|
Adevinta ASA
|
$ 8,470
|
14,646
|
1
|
Alphabet, Inc., Class A
|
2,027,885
|
12,504
|
1
|
Alphabet, Inc., Class C
|
1,747,809
|
16,651
|
|
AT&T, Inc.
|
281,901
|
2
|
|
Auto Trader Group PLC
|
19
|
10,456
|
|
Bharti Airtel Ltd.
|
141,719
|
1
|
|
Bollore S.A.
|
7
|
646
|
1
|
CarGurus, Inc.
|
14,302
|
74
|
1
|
Cinemark Holdings, Inc.
|
1,288
|
1
|
|
Comcast Corp., Class A
|
43
|
100
|
|
Dentsu, Inc.
|
2,767
|
8,676
|
|
Deutsche Telekom AG, Class REG
|
206,221
|
91,100
|
|
Digi Swisscom Berhad
|
83,515
|
4,335
|
|
Electronic Arts, Inc.
|
604,646
|
324
|
|
Elisa Communications Oyj
|
14,594
|
3,875
|
|
Etihad Etisalat Co.
|
57,131
|
9,595
|
|
Fox Corp
|
285,835
|
563
|
1
|
Frontier Communications Parent, Inc.
|
13,332
|
440
|
|
Hellenic Telecommunication Organization S.A.
|
6,640
|
222
|
1
|
Imax Corp.
|
3,803
|
281
|
1
|
Iridium Communications, Inc.
|
8,135
|
27,036
|
|
Koninklijke KPN NV
|
98,830
|
2,717
|
|
KT Corp.
|
79,886
|
20,300
|
1
|
Kuaishou Technology
|
115,811
|
6,843
|
|
LG Uplus Corp.
|
53,073
|
4,436
|
1
|
Liberty Latin America Ltd.
|
28,923
|
43
|
1
|
Liberty Media Corp. OLD
|
1,659
|
3,208
|
1
|
Live Nation Entertainment, Inc.
|
311,112
|
860
|
1
|
Lumen Technologies, Inc.
|
1,393
|
5,809
|
1
|
Meta Platforms, Inc.
|
2,847,165
|
11,876
|
1
|
Mobile Telecommunications Co. Saudi Arabia
|
47,176
|
1,737
|
|
MTN Group Ltd.
|
7,565
|
6,678
|
|
NetEase, Inc.
|
143,949
|
87
|
1
|
Netflix, Inc.
|
52,454
|
185,100
|
|
Nippon Telegraph & Telephone Corp.
|
225,386
|
2,190
|
|
Quebecor, Inc., Class B
|
51,218
|
166
|
|
Realestate.com.au Ltd.
|
20,972
|
681
|
|
Shutterstock, Inc.
|
33,206
|
22,000
|
|
SoftBank Corp.
|
289,679
|
2,200
|
|
SoftBank Group Corp.
|
131,330
|
4,185
|
|
Spark New Zealand Ltd.
|
12,929
|
1,007
|
1
|
Spotify Technology S.A.
|
258,205
|
92
|
|
Swisscom AG
|
52,553
|
1,827
|
|
Tegna, Inc.
|
25,596
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Communication Services—continued
|
|
5,372
|
|
Telefonica Brasil
|
$ 58,874
|
1,430
|
|
Telenor ASA
|
15,646
|
11,479
|
|
Telstra Group LTD.
|
28,534
|
15,896
|
|
Tencent Holdings Ltd.
|
558,552
|
14,597
|
|
TIM S.A./Brazil
|
53,354
|
1,217
|
1
|
T-Mobile USA, Inc.
|
198,736
|
1,988
|
1
|
Trade Desk, Inc./The
|
169,835
|
9,789
|
|
Verizon Communications, Inc.
|
391,756
|
13,277
|
|
Vivendi S.A.
|
148,224
|
2,574
|
|
Vodafone Group PLC
|
2,266
|
13,469
|
|
WPP PLC
|
120,745
|
1,816
|
1
|
ZipRecruiter, Inc.
|
23,099
|
12,202
|
1
|
ZoomInfo Technologies, Inc.
|
204,505
|
|
|
TOTAL
|
12,374,258
|
|
|
Consumer Discretionary—7.0%
|
|
213
|
1
|
Abercrombie & Fitch Co., Class A
|
27,213
|
461
|
|
Academy Sports and Outdoors, Inc.
|
34,446
|
526
|
|
Acushnet Holdings Corp.
|
33,885
|
59
|
|
Adidas AG
|
11,938
|
44,608
|
1
|
Alibaba Group Holding Ltd.
|
413,757
|
22,631
|
1
|
Amazon.com, Inc.
|
4,000,256
|
1,086
|
|
American Eagle Outfitters, Inc.
|
25,792
|
628
|
1
|
Aptiv PLC
|
49,920
|
6,326
|
|
Aristocrat Leisure Ltd.
|
192,030
|
189,900
|
1
|
Asset World Corp. PCL
|
20,495
|
584
|
1
|
Atmus Filtration Technologies, Inc.
|
13,940
|
2,567
|
|
Bayerische Motoren Werke AG
|
303,165
|
2,664
|
|
Berkeley Group Holdings PLC
|
156,269
|
67
|
1
|
Birkenstock Holding Ltd.
|
3,351
|
192
|
|
Bloomin Brands, Inc.
|
5,219
|
169
|
1
|
Booking Holdings, Inc.
|
586,232
|
538
|
|
BorgWarner, Inc.
|
16,748
|
6,000
|
|
Bridgestone Corp.
|
258,472
|
667
|
|
BRP, Inc.
|
44,026
|
5,649
|
|
Burberry Group PLC
|
91,608
|
5,070
|
|
BYD Co. Ltd.
|
124,776
|
3,000
|
|
BYD Co. Ltd.
|
79,347
|
1,288
|
|
Canadian Tire Corp. Ltd.
|
131,063
|
337
|
1
|
Carvana Co.
|
25,588
|
18,526
|
|
Chongqing Changan Automobile Co. Ltd.
|
38,098
|
11,600
|
|
Chow Tai Fook Jewellery Group Ltd.
|
17,311
|
1,696
|
1
|
Churchill Capital Corp. IV
|
5,597
|
1,248
|
|
Cie Financiere Richemont S.A.
|
199,198
|
1
|
1
|
Coupang LLC
|
19
|
4,608
|
1
|
Custom Truck One Source, Inc.
|
29,583
|
633
|
1
|
Dave & Buster’s Entertainment, Inc.
|
39,081
|
49
|
|
D’ieteren Group
|
9,435
|
12
|
|
Dillards, Inc., Class A
|
4,977
|
3,000
|
|
Eclat Textile Co. Ltd.
|
51,295
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Consumer Discretionary—continued
|
|
2,489
|
1
|
Everi Holdings, Inc.
|
$ 29,520
|
2,171
|
|
Evolution AB
|
281,606
|
3,808
|
1
|
Expedia Group, Inc.
|
521,011
|
15,960
|
|
Feng Tay Enterprise Co. Ltd.
|
83,533
|
877
|
|
Ferrari NV
|
370,076
|
9,115
|
|
Ford Motor Co.
|
113,391
|
219
|
|
Ford Otomotiv Sanayi A.S.
|
7,131
|
10,000
|
|
Fuyao Glass Industry Group Co. Ltd.
|
50,167
|
3,189
|
|
General Motors Co.
|
130,685
|
540
|
|
Gentex Corp.
|
19,726
|
164
|
|
Gildan Activewear, Inc.
|
5,711
|
30,000
|
|
Great Wall Motor Co., Ltd.
|
33,996
|
568
|
1
|
Green Brick Partners, Inc.
|
33,228
|
118
|
|
Group 1 Automotive, Inc.
|
31,937
|
51,000
|
|
Haidilao International Holding Ltd.
|
93,060
|
12,200
|
|
Haier Smart Home Co. Ltd.
|
40,860
|
599
|
|
Hankook Tire Co. Ltd.
|
24,425
|
294
|
|
Harley-Davidson, Inc.
|
10,663
|
133
|
|
Hermes International
|
333,775
|
262
|
1
|
Hilton Grand Vacations, Inc.
|
11,759
|
3,388
|
|
Home Depot, Inc.
|
1,289,507
|
1,800
|
|
Huizhou Desay Sv Automotive Co.
|
25,680
|
386
|
|
Hyundai Motor Co.
|
72,802
|
14,572
|
|
Indian Hotels Co. Ltd.
|
103,404
|
6,122
|
|
Industria de Diseno Textil S.A.
|
271,324
|
4
|
|
Installed Building Products, Inc.
|
956
|
1,356
|
|
International Game Technology PLC
|
36,843
|
207
|
|
Jack in the Box, Inc.
|
15,111
|
5,231
|
1
|
JD.com, Inc.
|
59,194
|
266
|
|
Jumbo S.A.
|
7,774
|
479
|
|
KB HOME
|
31,820
|
1,226
|
|
Kia Corp.
|
115,312
|
1,099
|
|
La Francaise des Jeux SAEM
|
46,013
|
217
|
|
La-Z-Boy, Inc.
|
8,244
|
134
|
|
Lear Corp.
|
18,405
|
4,023
|
|
Lennar Corp., Class A
|
637,686
|
3,586
|
|
Lennar Corp., Class B
|
528,469
|
2,200
|
1
|
Li Auto, Inc.
|
50,271
|
406
|
1
|
Light & Wonder, Inc.
|
40,807
|
741
|
|
Lowe’s Cos., Inc.
|
178,336
|
383
|
|
LVMH Moet Hennessy Louis Vuitton S.A.
|
350,778
|
1
|
|
Magna International, Inc.
|
55
|
2,629
|
|
Marriott International, Inc., Class A
|
656,908
|
908
|
|
Maruti Suzuki India Ltd.
|
123,935
|
12,400
|
|
Mazda Motor Corp.
|
143,499
|
4,114
|
1
|
Meituan
|
41,747
|
2,380
|
|
Mercedes-Benz Group AG
|
189,570
|
262
|
|
Meritage Corp.
|
41,307
|
12,589
|
|
MGM Resorts International
|
544,852
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Consumer Discretionary—continued
|
|
7,224
|
|
Michelin, Class B
|
$ 267,792
|
9,600
|
1
|
MINISO Group Holding Ltd.
|
44,267
|
48,200
|
|
Minor International PCL
|
42,729
|
200
|
|
Momo.com, Inc.
|
2,814
|
1,105
|
|
Next PLC
|
116,342
|
151
|
1
|
ODP Corp./The
|
8,528
|
425
|
|
OPAP S.A.
|
7,743
|
118
|
1
|
O’Reilly Automotive, Inc.
|
128,316
|
1,945
|
1
|
Ozon Holdings PLC, ADR
|
0
|
26,400
|
|
Panasonic Holdings Corp.
|
248,837
|
932
|
1
|
Pandora A/S
|
150,456
|
314
|
|
Patrick Industries, Inc.
|
37,661
|
4,108
|
|
Pearson PLC
|
49,837
|
103
|
1
|
Phinia, Inc.
|
3,525
|
4,002
|
1
|
Prosus NV
|
116,858
|
399
|
|
Pulte Group, Inc.
|
43,244
|
764
|
1
|
QuantumScape Corp.
|
4,790
|
1,531
|
1
|
Rivian Automotive, Inc.
|
17,331
|
22,378
|
|
Samvardhana Motherson International Ltd.
|
32,212
|
12,700
|
|
Sekisui Chemical Co.
|
179,297
|
10,500
|
|
Sekisui House Ltd.
|
234,274
|
126
|
|
Signet Jewelers Ltd.
|
12,822
|
298
|
|
Six Flags Entertainment Corp.
|
7,551
|
10,966
|
|
Sona Blw Precision Forgings Ltd.
|
91,033
|
2,800
|
|
Sony Group Corp.
|
240,721
|
1
|
|
Starbucks Corp.
|
95
|
9,182
|
|
Tata Motors Ltd.
|
105,180
|
405
|
1
|
Taylor Morrison Home Corp.
|
22,927
|
6,420
|
1
|
Tesla, Inc.
|
1,296,070
|
1
|
|
The Wendy’s Co.
|
18
|
118
|
|
Thor Industries, Inc.
|
15,125
|
2,131
|
|
Titan Industries Ltd.
|
93,688
|
6,225
|
|
TJX Cos., Inc.
|
617,146
|
14,400
|
|
Toyota Motor Corp.
|
345,599
|
355
|
1
|
Tri Pointe Homes, Inc.
|
12,560
|
265
|
1
|
Ulta Beauty, Inc.
|
145,368
|
653
|
1
|
United Parks & Resorts, Inc.
|
33,532
|
427
|
|
Upbound Group, Inc.
|
14,416
|
256
|
1
|
Visteon Corp.
|
28,959
|
183
|
|
Winnebago Industries, Inc.
|
13,127
|
337
|
|
Worthington Industries, Inc.
|
20,934
|
28,000
|
|
Yadae Group Holdings Ltd.
|
43,981
|
1,429
|
|
Yum China Holding, Inc.
|
61,290
|
10,000
|
|
Zhongsheng Group Holdings
|
18,355
|
|
|
TOTAL
|
19,878,349
|
|
|
Consumer Staples—3.8%
|
|
3,800
|
|
Ajinomoto Co., Inc.
|
139,279
|
146,000
|
1
|
Alibaba Health Information Technology Ltd.
|
63,886
|
966
|
|
Alimentation Couche-Tard, Inc.
|
59,911
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Consumer Staples—continued
|
|
17,054
|
|
Altria Group, Inc.
|
$ 697,679
|
39,121
|
|
Ambev S.A.
|
99,001
|
1,979
|
|
Anheuser-Busch InBev NV
|
119,384
|
7,745
|
|
Arca Continental, S.A.B. de C.V.
|
83,492
|
2,009
|
1
|
Avenue Supermarts Ltd.
|
94,925
|
249
|
1
|
Bellring Brands, Inc.
|
14,181
|
3,852
|
|
Bid Corp. Ltd.
|
90,059
|
4,667
|
|
BIM Birlesik Magazalar AS
|
57,981
|
506
|
|
Cal-Maine Foods, Inc.
|
29,090
|
1,819
|
|
Carlsberg A/S, Class B
|
253,304
|
84
|
1
|
Chefs Warehouse, Inc.
|
3,193
|
1
|
|
Chocoladefabriken Lindt & Sprungli AG
|
120,107
|
40
|
|
Coca-Cola Bottling Co.
|
33,632
|
5,745
|
|
Coca-Cola Femsa S.A.B. de C.V.
|
55,973
|
1,000
|
|
Colgate-Palmolive Co.
|
86,520
|
1,205
|
|
Costco Wholesale Corp.
|
896,387
|
1,241
|
|
Danone S.A.
|
79,165
|
9,197
|
|
Diageo PLC
|
344,111
|
312
|
1
|
elf Beauty, Inc.
|
65,061
|
357
|
|
Energizer Holdings, Inc.
|
10,192
|
6,514
|
|
General Mills, Inc.
|
418,069
|
1,000
|
|
Guangdong Haid Group Co. Ltd.
|
5,995
|
931
|
|
Henkel AG & Co. KGAA
|
62,810
|
10,488
|
|
Imperial Brands PLC
|
226,108
|
33
|
|
Ingles Markets, Inc., Class A
|
2,541
|
14,417
|
|
ITC Ltd.
|
70,527
|
25,100
|
1
|
JD Health International, Inc.
|
95,776
|
642
|
|
Jeronimo Martins SGPS S.A.
|
15,349
|
2,000
|
|
Kao Corp.
|
76,067
|
24,785
|
1
|
Kenvue, Inc.
|
470,915
|
364
|
|
Kerry Group PLC
|
31,928
|
623
|
|
Kesko
|
11,901
|
15,700
|
|
Kirin Holdings Co. Ltd.
|
218,391
|
6,014
|
|
Koninklijke Ahold NV
|
178,909
|
404
|
|
Korea Tobacco & Ginseng Corp.
|
28,246
|
2,903
|
|
Kraft Heinz Co./The
|
102,418
|
2,902
|
|
Kroger Co.
|
143,968
|
1,683
|
|
Loblaw Cos., Ltd.
|
179,368
|
754
|
|
L’Oreal S.A.
|
360,891
|
1
|
|
Lotus Bakeries
|
9,407
|
8,903
|
|
Mondelez International, Inc.
|
650,542
|
10,220
|
1
|
Monster Beverage Corp.
|
604,002
|
1,060
|
|
Mowi ASA
|
20,449
|
5,652
|
|
Nestle S.A.
|
587,361
|
800
|
|
Nongfu Spring Co. Ltd.
|
4,546
|
1,593
|
|
Orkla ASA
|
11,416
|
136
|
|
PepsiCo, Inc.
|
22,486
|
60
|
|
PriceSmart, Inc.
|
5,048
|
1,594
|
|
Primo Water Corp.
|
25,839
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Consumer Staples—continued
|
|
5,366
|
|
Procter & Gamble Co.
|
$ 852,872
|
164
|
|
Salmar ASA
|
10,398
|
1,300
|
|
Shanxi Xinghuacun Fen Wine Factory Co. Ltd.
|
41,969
|
3,822
|
|
Shoprite Holdings Ltd.
|
51,456
|
82
|
|
SpartanNash Co.
|
1,728
|
244
|
1
|
Sprouts Farmers Market, Inc.
|
15,235
|
3,717
|
|
Sysco Corp.
|
300,966
|
1
|
|
Tata Global Beverages Ltd.
|
14
|
72,693
|
|
Tesco PLC
|
255,959
|
77
|
|
The Anderson’s, Inc.
|
4,257
|
6,194
|
|
The Coca-Cola Co.
|
371,764
|
2,400
|
|
Tsingtao Brewery Co. Ltd.
|
26,775
|
1,464
|
|
Unilever PLC
|
71,595
|
138
|
1
|
United Natural Foods, Inc.
|
2,154
|
1
|
|
United Spirits Ltd.
|
14
|
66
|
1
|
Vita Coco Co., Inc./The
|
1,723
|
9,900
|
|
WalMart, Inc.
|
580,239
|
39
|
|
Weis Markets, Inc.
|
2,533
|
4,333
|
|
Woolworth’s Ltd.
|
91,947
|
|
|
TOTAL
|
10,821,384
|
|
|
Energy—2.7%
|
|
723
|
|
Aker BP ASA
|
17,551
|
7,638
|
|
ARC Resources Ltd.
|
130,175
|
914
|
|
Ardmore Shipping Corp.
|
14,834
|
21,764
|
|
BP PLC
|
127,077
|
64
|
|
California Resources Corp.
|
3,339
|
2,230
|
|
Canadian Natural Resources Ltd.
|
155,343
|
4,260
|
|
Chevron Corp.
|
647,563
|
12,000
|
|
China Oilfield Services Ltd.
|
10,583
|
216
|
|
Chord Energy Corp.
|
35,089
|
6,674
|
|
ConocoPhillips
|
751,092
|
382
|
|
CONSOL Energy, Inc.
|
32,783
|
937
|
|
CVR Energy, Inc.
|
31,090
|
2,958
|
|
DHT Maritime, Inc.
|
32,006
|
22,200
|
|
ENEOS Holdings, Inc.
|
95,835
|
9,326
|
|
Eni SpA
|
143,596
|
2,053
|
|
Equinor ASA
|
50,502
|
4,072
|
|
Exxaro Resources Ltd.
|
37,731
|
5,995
|
|
Exxon Mobil Corp.
|
626,597
|
1,038
|
|
Galp Energia SGPS S.A.
|
16,346
|
249
|
1
|
Gulfport Energy Corp.
|
35,355
|
960
|
|
Helmerich & Payne, Inc.
|
36,854
|
430
|
|
Hyundai Robotics Co. Ltd.
|
22,867
|
4,008
|
|
Imperial Oil Ltd.
|
250,790
|
643
|
|
International Seaways, Inc.
|
34,034
|
1,800
|
|
Liberty Energy, Inc.
|
38,484
|
4,008
|
|
Marathon Petroleum Corp.
|
678,274
|
1,035
|
|
MOL Hungarian Oil & Gas PLC
|
8,235
|
152
|
|
Motor Oil (Hellas) Corinth Refineries S.A.
|
4,336
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Energy—continued
|
|
964
|
|
Neste Oyj
|
$ 26,427
|
336
|
|
OMV AG
|
14,804
|
6,134
|
|
ORLEN S.A.
|
95,234
|
1,369
|
|
Peabody Energy Corp.
|
33,910
|
91,177
|
|
PetroChina Co. Ltd.
|
72,035
|
57,700
|
|
PetroChina Co. Ltd.
|
70,898
|
17,329
|
|
Petroleo Brasileiro S.A.
|
143,691
|
4,620
|
|
Phillips 66
|
658,396
|
78,300
|
|
PT Adaro Energy Indonesia TBK
|
12,032
|
23,000
|
|
PTT Public Co. Ltd.
|
22,007
|
4,836
|
|
Reliance Industries Ltd.
|
171,181
|
15,701
|
|
Repsol S.A.
|
249,622
|
6,423
|
|
Santos Ltd.
|
29,582
|
528
|
|
Scorpio Tankers, Inc.
|
35,445
|
3,600
|
|
Shanxi Lu’an Environmental Energy Development Co. Ltd.
|
12,932
|
17,530
|
|
Shell PLC
|
543,987
|
7,975
|
|
Suncor Energy, Inc.
|
274,011
|
12,123
|
2
|
Tatneft
|
0
|
194
|
1
|
Teekay Corp.
|
1,469
|
97
|
|
Teekay Tankers Ltd., Class A
|
5,318
|
5,471
|
|
TotalEnergies SE
|
350,058
|
9,258
|
|
Tupras Turkiye Petrol Rafinerileri A.S.
|
47,931
|
1,466
|
1
|
US Silica Holdings, Inc.
|
16,859
|
4,515
|
|
Valero Energy Corp.
|
638,692
|
708
|
1
|
Vitesse Energy, Inc.
|
16,093
|
6,205
|
|
Woodside Energy Group Ltd.
|
122,522
|
|
|
TOTAL
|
7,733,497
|
|
|
Financials—9.8%
|
|
10,480
|
|
ABSA Group Ltd.
|
89,284
|
5,933
|
|
Aflac, Inc.
|
479,030
|
364
|
|
Ageas
|
15,428
|
18,000
|
|
AIA Group Ltd.
|
145,661
|
3,582
|
|
AIB Group PLC
|
16,602
|
6,024
|
|
Al Rajhi Bank
|
143,091
|
417
|
|
Allianz SE
|
114,416
|
5,163
|
|
Alpha Bank AE
|
9,689
|
1,533
|
1
|
AlTi Global, Inc.
|
8,983
|
1,099
|
|
Amalgamated Financial Corp.
|
25,365
|
1,906
|
1
|
Ambac Financial Group, Inc.
|
31,182
|
3,927
|
|
American Express Co.
|
861,662
|
1,574
|
|
Ameriprise Financial, Inc.
|
641,185
|
20,200
|
|
AMMB Holdings Bhd
|
18,474
|
12,771
|
|
Arab National Bank
|
94,933
|
1,006
|
1
|
AssetMark Financial Holdings, Inc.
|
35,562
|
4,130
|
|
Aviva PLC
|
23,338
|
10,188
|
|
AXA S.A.
|
362,272
|
1
|
|
Axis Bank Ltd.
|
13
|
28,865
|
|
B3 S.A. - Brasil Bolsa Balcao
|
74,498
|
1,529
|
|
Bajaj Finance Ltd.
|
119,628
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Financials—continued
|
|
10,245
|
|
Banco Bilbao Vizcaya Argentaria S.A.
|
$ 101,776
|
28,438
|
1
|
Banco Bradesco S.A.
|
70,364
|
21,309
|
|
Banco del Bajio S.A.
|
78,876
|
1,596
|
|
Banco Do Brasil S.A.
|
18,576
|
1,754,622
|
|
Banco Santander Chile S.A.
|
85,328
|
682
|
1
|
Bancorp, Inc., DE
|
30,445
|
25,732
|
|
Bank Hapoalim BM
|
246,286
|
7,453
|
|
Bank Leumi Le-Israel
|
62,448
|
818
|
|
Bank of America Corp.
|
28,237
|
171,388
|
|
Bank of China Ltd.
|
67,638
|
78,456
|
|
Bank of Communications Ltd.
|
51,396
|
2,408
|
|
Bank of Ireland Group PLC
|
20,979
|
723
|
|
Bank of Nova Scotia, Toronto
|
35,059
|
641
|
|
Banner Corp.
|
28,101
|
8,355
|
|
Banque Saudi Fransi
|
84,916
|
12,397
|
|
BB Seguridade Participacoes S.A.
|
83,144
|
5,575
|
1
|
Berkshire Hathaway, Inc., Class B
|
2,282,405
|
1
|
|
BNP Paribas S.A.
|
60
|
94,500
|
|
BOC Hong Kong (Holdings) Ltd.
|
250,109
|
1,398
|
|
Byline Bancorp, Inc.
|
29,134
|
3,732
|
1
|
Cantaloupe, Inc.
|
24,258
|
859
|
|
Capital City Bank Group, Inc.
|
24,353
|
623
|
|
Cathay Bancorp, Inc.
|
24,328
|
174,501
|
|
China Construction Bank Corp.
|
107,874
|
1,045
|
|
China Merchants Bank Co. Ltd.
|
4,059
|
19,600
|
|
China Pacific Insurance Group Co. Ltd.
|
37,277
|
32,600
|
|
CIMB Group Holdings Berhad
|
44,383
|
1
|
|
Citigroup, Inc.
|
56
|
16,554
|
|
Citizens Financial Group, Inc.
|
519,630
|
453
|
|
CNO Financial Group, Inc.
|
12,091
|
175
|
1
|
Coastal Financial Corp.
|
6,718
|
10,630
|
|
Commerzbank AG
|
122,923
|
2,160
|
|
Commonwealth Bank of Australia
|
163,617
|
21,943
|
|
Corebridge Financial, Inc.
|
544,845
|
9,090
|
|
Credit Agricole S.A.
|
123,072
|
12,200
|
|
DBS Group Holdings Ltd.
|
303,116
|
5,092
|
|
Discover Financial Services
|
614,604
|
2,112
|
|
DNB Bank ASA
|
42,236
|
5
|
1
|
Donnelley Financial Solutions, Inc.
|
323
|
3,200
|
|
East West Bancorp, Inc.
|
233,152
|
1,097
|
|
Enact Holdings, Inc.
|
30,409
|
756
|
|
Enterprise Financial Services Corp.
|
30,180
|
16,042
|
|
Equitable Holdings, Inc.
|
549,278
|
781
|
|
Erste Group Bank AG
|
31,168
|
214
|
|
Essent Group Ltd.
|
11,464
|
5,988
|
|
Eurobank Ergasias S.A.
|
12,371
|
245
|
|
Fairfax Financial Holdings Ltd.
|
261,507
|
159
|
|
Federal Agricultural Mortgage Association, Class C
|
28,440
|
1
|
|
Fifth Third Bancorp
|
34
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Financials—continued
|
|
1,904
|
|
First BanCorp
|
$ 32,330
|
769
|
|
First Financial Corp.
|
28,630
|
595
|
|
First Merchants Corp.
|
19,754
|
20,129
|
|
FirstRand Ltd.
|
68,005
|
1,551
|
1
|
Flywire Corp.
|
44,033
|
455
|
|
Gjensidige Forsikring ASA
|
7,184
|
3,514
|
|
Great-West Lifeco, Inc.
|
108,231
|
89
|
1
|
Green Dot Corp.
|
731
|
1,186
|
|
Greene County Bancorp, Inc.
|
33,872
|
200
|
|
Groupe Bruxelles Lambert S.A.
|
15,008
|
3,255
|
|
Grupo Financiero Banorte S.A. de C.V.
|
33,669
|
29,440
|
|
Grupo Financiero Inbursa, S.A. de C.V., Class O
|
89,455
|
1,859
|
|
Hana Financial Holdings
|
79,163
|
1,608
|
|
Hanmi Financial Corp.
|
24,297
|
6,638
|
|
Hartford Financial Services Group, Inc.
|
636,186
|
2,221
|
|
HDFC Bank Ltd.
|
37,535
|
3,144
|
|
Heritage Commerce Corp.
|
26,064
|
3,300
|
|
Hithink RoyalFlush Information Network Co. Ltd.
|
62,902
|
70,673
|
|
HSBC Holdings PLC
|
550,841
|
24,400
|
|
Huatai Securities Co. Ltd.
|
28,805
|
13,200
|
|
Huatai Securities Co. Ltd.
|
26,701
|
3,234
|
|
iA Financial Corp., Inc.
|
200,548
|
17,933
|
|
ICICI Bank Ltd.
|
227,344
|
4,374
|
|
ICICI Lombard General Insurance Co. Ltd.
|
90,953
|
4,696
|
|
IndusInd Bank Ltd.
|
83,549
|
21,123
|
|
ING Groep N.V.
|
289,935
|
49,233
|
|
Insurance Australia Group Ltd.
|
198,516
|
146
|
|
Jackson Financial, Inc.
|
8,037
|
4,704
|
|
JPMorgan Chase & Co.
|
875,226
|
2,003
|
|
Julius Baer Gruppe AG
|
107,236
|
2,227
|
|
KB Financial Group, Inc.
|
105,403
|
569
|
|
KBC Groupe
|
40,022
|
37,728
|
|
KeyCorp
|
538,379
|
174
|
|
Komercni Banka A.S.
|
6,056
|
5,919
|
|
Kotak Mahindra Bank Ltd.
|
121,383
|
3,502
|
1
|
LendingClub Corp.
|
28,401
|
524,795
|
|
Lloyds Banking Group PLC
|
308,713
|
2,481
|
|
Macquarie Group Ltd.
|
315,156
|
32,800
|
|
Malayan Banking BHD
|
65,882
|
13,410
|
|
Manulife Financial Corp.
|
318,267
|
6,017
|
1
|
Marqeta, Inc.
|
39,291
|
3,084
|
|
Mastercard, Inc.
|
1,464,160
|
1
|
|
Meritz Finance Holdings Co.
|
63
|
627
|
|
Meta Financial Group, Inc.
|
31,877
|
876
|
|
MetLife, Inc.
|
61,092
|
77,660
|
|
Metro Bank and Trust Co.
|
85,617
|
155
|
|
Midland States Bancorp, Inc.
|
3,774
|
48,100
|
|
Mitsubishi UFJ Financial Group, Inc.
|
494,112
|
1
|
|
Mizrahi Tefahot Bank Ltd.
|
40
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Financials—continued
|
|
10,600
|
|
Mizuho Financial Group, Inc.
|
$ 197,657
|
754
|
|
Moneta Money Bank AS
|
3,313
|
651
|
|
Moody’s Corp.
|
247,002
|
1
|
|
Morgan Stanley
|
86
|
792
|
|
Muenchener Rueckversicherungs-Gesellschaft AG
|
368,527
|
1,789
|
|
National Bank of Greece
|
14,007
|
50,068
|
|
Natwest Group PLC
|
151,219
|
900
|
|
New China Life Insurance Co. Ltd.
|
4,104
|
58
|
1
|
NMI Holdings, Inc.
|
1,745
|
7,284
|
|
Nordea Bank Abp
|
88,526
|
906
|
|
OFG Bancorp.
|
32,815
|
1,513
|
|
Old Second Bancorp, Inc.
|
20,320
|
902
|
|
Onex Corp.
|
67,174
|
13,400
|
|
ORIX Corp.
|
281,611
|
2,714
|
1
|
Oscar Health, Inc.
|
44,130
|
550
|
|
OTP Bank RT
|
26,374
|
10,385
|
|
Oversea-Chinese Banking Corp. Ltd.
|
100,596
|
202
|
|
Partners Group Holding AG
|
290,132
|
6,369
|
1
|
Payoneer Global, Inc.
|
30,953
|
1
|
1
|
PayPal Holdings, Inc.
|
60
|
128,000
|
|
People’s Insurance, Co. (Group) of China Ltd.
|
42,572
|
76,000
|
|
PICC Property and Casualty Co., Ltd., Class H
|
103,859
|
23,600
|
|
Ping An Bank Co. Ltd.
|
34,748
|
2,000
|
|
Ping An Insurance (Group) Co. of China Ltd.
|
8,907
|
14,700
|
|
Ping An Insurance (Group) Co. of China Ltd.
|
87,680
|
1,580
|
|
Piraeus Bank S.A.
|
6,950
|
79,000
|
|
Postal Savings Bank of China Co. Ltd.
|
41,713
|
1,561
|
|
Powszechny Zaklad Ubezpieczen S.A.
|
19,202
|
131
|
|
Preferred Bank Los Angeles, CA
|
9,412
|
4,200
|
|
PT Bank Central Asia
|
2,633
|
173,900
|
|
PT Bank Mandiri Tbk
|
77,239
|
158,200
|
|
PT Bank Negara Indonesia
|
60,267
|
365,300
|
|
PT Bank Rakyat Indonesia Tbk
|
141,821
|
17,000
|
|
Public Bank Berhad
|
15,770
|
23,142
|
|
QBE Insurance Group Ltd.
|
262,255
|
6,991
|
|
Rand Merchant Investment Holdings Ltd.
|
15,178
|
1,000
|
1
|
Remitly Global, Inc.
|
20,620
|
3,392
|
1
|
Repay Holdings Corp.
|
29,477
|
5,195
|
|
Royal Bank of Canada
|
504,514
|
1,024
|
|
Sampo Oyj, Class A
|
45,790
|
10,055
|
|
Saudi British Bank/The
|
110,764
|
142
|
1
|
Siriuspoint Ltd.
|
1,742
|
537
|
1
|
Skyward Specialty Insurance Group, Inc.
|
19,649
|
35
|
|
Sofina
|
7,976
|
693
|
|
Southern Missouri Bancorp, Inc.
|
29,716
|
6,864
|
|
Standard Bank Group Ltd.
|
72,199
|
9,797
|
|
State Bank of India
|
88,474
|
271
|
1
|
StoneX Group, Inc.
|
18,769
|
4,000
|
|
Sumitomo Mitsui Financial Group, Inc.
|
222,766
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Financials—continued
|
|
561
|
|
Swiss Re AG
|
$ 67,653
|
1
|
|
Synchrony Financial
|
41
|
13,866
|
|
Synovus Financial Corp.
|
526,076
|
907,700
|
|
Thai Military Bank
|
46,613
|
3,246
|
|
The National Commercial Bank
|
36,854
|
2,978
|
|
The Travelers Cos., Inc.
|
658,019
|
635
|
|
Tiptree, Inc.
|
11,119
|
964
|
|
Toronto Dominion Bank
|
57,883
|
15,875
|
|
U.S. Bancorp
|
666,115
|
7,414
|
|
UBS Group AG
|
211,530
|
6,670
|
|
UniCredit SpA
|
223,049
|
5,500
|
|
United Overseas Bank Ltd.
|
114,613
|
5,605
|
|
Visa, Inc., Class A
|
1,584,197
|
675
|
|
WestAmerica Bancorp.
|
30,854
|
2,340
|
|
Willis Towers Watson PLC
|
637,907
|
2,601
|
|
Woori Financial Group, Inc.
|
29,187
|
9
|
|
Zurich Insurance Group AG
|
4,786
|
|
|
TOTAL
|
27,915,276
|
|
|
Health Care—6.8%
|
|
8,231
|
|
Abbott Laboratories
|
976,526
|
959
|
|
AbbVie, Inc.
|
168,832
|
9,856
|
1,2
|
Achillion Pharmaceuticals, Inc.
|
4,534
|
8,241
|
1
|
Adaptive Biotechnologies Corp.
|
33,871
|
181
|
1
|
Addus Homecare Corp.
|
16,703
|
4,325
|
|
Agilent Technologies, Inc.
|
594,082
|
1,344
|
|
Alcon, Inc.
|
114,389
|
3,867
|
1
|
Alector, Inc.
|
26,953
|
1,127
|
1
|
Alx Oncology Holdings, Inc.
|
16,533
|
2,889
|
|
Amgen, Inc.
|
791,095
|
432
|
1
|
AMN Healthcare Services, Inc.
|
24,309
|
5,758
|
1
|
Amneal Pharmaceuticals, Inc.
|
31,784
|
133
|
1
|
Argenx SE
|
49,334
|
4,100
|
|
Astellas Pharma, Inc.
|
45,254
|
185
|
1
|
Astrana Health, Inc.
|
8,332
|
2,129
|
|
AstraZeneca PLC
|
269,555
|
1,947
|
1
|
AstraZeneca PLC, Rights
|
604
|
78,100
|
|
Bangkok Dusit Medical Services Public Co., Ltd.
|
62,183
|
389
|
1
|
Biogen, Inc.
|
84,409
|
674
|
|
Biomerieux
|
73,683
|
411
|
|
Bruker Corp.
|
35,568
|
3,541
|
1
|
CareDx, Inc.
|
37,676
|
1,727
|
|
Carl Zeiss Meditec AG
|
212,401
|
500
|
|
China Resources Sanjiu Medical & Pharmaceutical Co. Ltd.
|
3,821
|
3,835
|
|
Cipla Ltd.
|
68,249
|
100
|
|
Cochlear Ltd.
|
22,785
|
140
|
1
|
Corvel Corp.
|
34,160
|
119
|
|
CSL Ltd.
|
22,162
|
122,000
|
|
CSPC Pharmaceutical Group Ltd.
|
95,037
|
6,010
|
|
CVS Health Corp.
|
446,964
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Health Care—continued
|
|
4,164
|
1
|
Cytek Biosciences, Inc.
|
$ 32,063
|
841
|
|
Dr. Reddy’s Laboratories Ltd.
|
65,086
|
349
|
|
Ebos Group Ltd.
|
7,854
|
4,600
|
|
Eisai Co. Ltd.
|
191,448
|
1,573
|
|
Elevance Health, Inc.
|
788,466
|
2,771
|
|
Eli Lilly & Co.
|
2,088,447
|
926
|
|
Embecta Corp.
|
13,223
|
234
|
|
Ensign Group, Inc.
|
29,231
|
914
|
1
|
Entrada Therapeutics, Inc.
|
12,092
|
1,323
|
|
Fisher & Paykel Healthcare Corp. Ltd.
|
19,718
|
322
|
|
Gedeon Richter Rt
|
8,575
|
13,365
|
1
|
Geron Corp.
|
26,730
|
9,156
|
|
Gilead Sciences, Inc.
|
660,148
|
19,680
|
|
GSK PLC
|
413,341
|
114
|
1
|
Halozyme Therapeutics, Inc.
|
4,538
|
165
|
|
Hanmi Pharmaceutical Co. Ltd.
|
41,450
|
1,781
|
1
|
HilleVax, Inc.
|
32,325
|
3,616
|
1
|
Hims & Hers Health, Inc.
|
47,153
|
1,400
|
|
Hoya Corp.
|
182,616
|
533
|
|
Humana, Inc.
|
186,721
|
204
|
1
|
ImmunityBio, Inc.
|
965
|
1
|
1
|
Incyte Genomics, Inc.
|
58
|
307
|
1
|
Inmode Ltd.
|
6,754
|
2,180
|
1
|
Intuitive Surgical, Inc.
|
840,608
|
23
|
1
|
iRadimed Corp.
|
965
|
2,769
|
1
|
iTeos Therapeutics, Inc.
|
29,656
|
2,352
|
|
Johnson & Johnson
|
379,566
|
1,145
|
|
Koninklijke Philips NV
|
22,922
|
633
|
1
|
Lantheus Holdings, Inc.
|
41,386
|
7
|
|
LeMaitre Vascular, Inc.
|
490
|
15,707
|
1
|
Lyell Immunopharma, Inc.
|
45,864
|
7,582
|
1
|
Max Healthcare Institute Ltd.
|
71,850
|
5,954
|
1
|
MaxCyte, Inc.
|
27,388
|
10,195
|
|
Merck & Co., Inc.
|
1,296,294
|
292
|
|
Merck KGAA
|
49,819
|
189
|
1
|
Merit Medical Systems, Inc.
|
14,402
|
3,649
|
1
|
MiMedx Group, Inc.
|
29,776
|
4,902
|
|
Novartis AG
|
495,514
|
7,164
|
|
Novo Nordisk A/S
|
856,614
|
5,026
|
1
|
Omniab, Inc.
|
29,352
|
4,600
|
|
Ono Pharmaceutical Co. Ltd.
|
76,167
|
915
|
1
|
Option Care Health, Inc.
|
29,527
|
244
|
|
Orion Oyj
|
9,602
|
1,661
|
|
Owens & Minor, Inc.
|
40,412
|
228
|
1
|
PetIQ, Inc.
|
4,152
|
4,700
|
1
|
Prime Medicine, Inc.
|
40,561
|
958
|
1
|
Progyny, Inc.
|
34,986
|
5,202
|
1
|
Qiagen NV
|
222,594
|
3,378
|
1
|
Relay Therapeutics, Inc.
|
33,848
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Health Care—continued
|
|
887
|
|
Roche Holding AG
|
$ 232,491
|
96
|
1
|
Samsung Biologics Co. Ltd.
|
55,873
|
1,975
|
1
|
Sana Biotechnology, Inc.
|
19,829
|
3,550
|
|
Sanofi
|
337,285
|
1
|
1
|
Scilex Holding Co.
|
2
|
1,100
|
|
Shenzhen Mindray Bio-Medical Electronics Co. Ltd.
|
44,115
|
10,478
|
|
Sonic Healthcare Ltd.
|
202,809
|
758
|
|
Sonova Holding AG
|
233,620
|
775
|
|
Straumann Holding AG
|
122,417
|
7,738
|
1
|
Summit Therapeutics, Inc.
|
35,131
|
4,300
|
|
Terumo Corp.
|
167,815
|
2,306
|
|
The Cigna Group
|
775,139
|
2,142
|
1
|
Tyra Biosciences, Inc.
|
42,819
|
288
|
|
UCB S.A.
|
33,114
|
129
|
1
|
UFP Technologies, Inc.
|
26,872
|
3,173
|
|
UnitedHealth Group, Inc.
|
1,566,193
|
643
|
1
|
Veracyte, Inc.
|
15,143
|
1,794
|
1
|
Vertex Pharmaceuticals, Inc.
|
754,808
|
1,590
|
1
|
Vir Biotechnology, Inc.
|
17,872
|
507
|
1
|
Wave Life Sciences Ltd.
|
2,439
|
3,600
|
|
WuXi AppTec Co. Ltd.
|
27,334
|
6,100
|
|
Yunnan Baiyao Group Co. Ltd.
|
42,261
|
3,642
|
|
Zoetis, Inc.
|
722,318
|
|
|
TOTAL
|
19,432,804
|
|
|
Industrials—6.8%
|
|
63
|
|
A P Moller-Maersk A/S
|
85,347
|
2,804
|
|
ABB Ltd.
|
129,215
|
269
|
|
ABM Industries, Inc.
|
11,112
|
58
|
1
|
AerCap Holdings NV
|
4,476
|
305
|
|
Airbus Group SE
|
50,437
|
1,349
|
1
|
APi Group Corp.
|
47,282
|
258
|
|
Applied Industrial Technologies, Inc.
|
48,992
|
274
|
1
|
Atkore, Inc.
|
46,416
|
19,000
|
|
Atlas Copco AB, Class A
|
329,664
|
18,406
|
|
Atlas Copco AB, Class B
|
275,730
|
3,013
|
|
Auckland International Airport Ltd.
|
14,858
|
1,592
|
|
Automatic Data Processing, Inc.
|
399,799
|
193
|
|
AZZ, Inc.
|
14,050
|
314,200
|
|
Bangkok Expressway and Metro PCL
|
70,649
|
34
|
|
Barrett Business Services, Inc.
|
4,148
|
390
|
1
|
Beacon Roofing Supply, Inc.
|
33,497
|
757
|
|
Bidvest Group Ltd.
|
9,220
|
125
|
1
|
BlueLinx Holdings, Inc.
|
15,856
|
311
|
|
Boise Cascade Co.
|
42,268
|
6,032
|
|
Bouygues S.A.
|
238,475
|
16,488
|
|
Brambles Ltd.
|
161,579
|
2,396
|
|
Brenntag AG
|
218,471
|
1,335
|
|
Brookfield Business Corp.
|
30,518
|
400
|
1
|
Builders Firstsource, Inc.
|
78,072
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Industrials—continued
|
|
1,651
|
|
Canadian National Railway Co.
|
$ 214,071
|
2,897
|
|
Caterpillar, Inc.
|
967,482
|
574
|
1
|
CBIZ, Inc.
|
43,354
|
1,038
|
|
Cintas Corp.
|
652,497
|
2,500
|
|
CK Hutchison Holdings Ltd.
|
12,759
|
2,766
|
|
Compagnie de St. Gobain
|
213,102
|
63
|
|
Computershare Ltd.
|
1,064
|
1,600
|
|
Costamare, Inc.
|
18,192
|
289
|
|
CRA International, Inc.
|
38,304
|
19,087
|
|
CSX Corp.
|
724,161
|
1,882
|
|
Deere & Co.
|
687,024
|
1
|
|
Delta Air Lines, Inc.
|
42
|
541
|
|
Doosan Bobcat, Inc.
|
19,125
|
1,778
|
|
Emcor Group, Inc.
|
557,439
|
166
|
|
Encore Wire Corp.
|
40,006
|
1,067
|
|
Enerpac Tool Group Corp.
|
35,969
|
7,205
|
|
Epiroc AB
|
130,847
|
1,322
|
1
|
Exlservice Holding, Inc.
|
41,141
|
4,330
|
|
Expeditors International Washington, Inc.
|
517,868
|
1
|
|
Fastenal Co.
|
73
|
862
|
|
FedEx Corp.
|
214,612
|
3,101
|
|
Ferguson PLC
|
655,707
|
780
|
|
FTAI Aviation Ltd.
|
43,906
|
446
|
1
|
GMS, Inc.
|
39,832
|
1,050
|
|
Groupe Eurotunnel SE
|
17,927
|
830
|
|
GS Holdings Corp.
|
29,984
|
621
|
|
H&E Equipment Services, Inc.
|
35,080
|
50
|
|
Heidrick & Struggles International, Inc.
|
1,700
|
1,100
|
|
Hitachi Ltd.
|
92,686
|
785
|
1
|
Hub Group, Inc.
|
33,386
|
328
|
1
|
Huron Consulting Group, Inc.
|
32,187
|
63
|
|
Hyster-Yale Materials Handling, Inc.
|
3,709
|
5,453
|
1
|
Hyundai Merchant Marine Co., Ltd.
|
74,825
|
485
|
|
IMCD Group NV
|
73,912
|
7,200
|
|
Itochu Corp.
|
313,773
|
1,776
|
1
|
JELD-WEN Holding, Inc.
|
32,323
|
3,800
|
|
Kawasaki Kisen Kaisha Ltd.
|
182,917
|
351
|
|
Kingspan Group PLC
|
31,699
|
1,235
|
|
Koc Holding A.S.
|
6,648
|
3,200
|
|
Komatsu Ltd.
|
92,829
|
773
|
|
Kone OYJ, Class B
|
37,840
|
199
|
|
Kongsberg Gruppen ASA
|
12,677
|
2,697
|
|
Korean Air Co. Ltd.
|
46,653
|
623
|
|
Korn Ferry
|
39,660
|
723
|
|
Kuehne & Nagel International AG
|
243,414
|
7,569
|
|
Lifco AB
|
201,959
|
1,632
|
|
Lockheed Martin Corp.
|
698,888
|
1,400
|
|
Marubeni Corp.
|
23,140
|
370
|
1
|
Masonite International Corp.
|
48,189
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Industrials—continued
|
|
135
|
|
Maximus, Inc.
|
$ 11,294
|
17,996
|
|
Melrose Industries PLC
|
144,362
|
32,300
|
|
Metallurgical Corp of China Ltd.
|
14,904
|
1,515
|
|
Metso Corp.
|
16,183
|
19,800
|
|
Mitsubishi Corp.
|
424,154
|
14,000
|
|
Mitsubishi Electric Corp.
|
221,438
|
8,000
|
|
Mitsui & Co.
|
350,544
|
26
|
1
|
MYR Group, Inc.
|
4,224
|
230
|
|
Mytilineos Holdings S.A.
|
8,949
|
3,464
|
|
NIBE Industrier AB
|
19,403
|
1,415
|
|
Northrop Grumman Corp.
|
652,343
|
9,600
|
|
Obayashi Corp.
|
93,089
|
199
|
|
Old Dominion Freight Lines, Inc.
|
88,054
|
1,910
|
|
Owens Corning, Inc.
|
286,080
|
191
|
1
|
P.A.M. Transportation Services, Inc.
|
3,537
|
5,631
|
|
PACCAR, Inc.
|
624,422
|
1,529
|
|
Polycab India Ltd.
|
87,708
|
2
|
|
Preformed Line Products Co.
|
275
|
547
|
|
Primoris Services Corp.
|
21,612
|
52,800
|
|
PT Astra International Tbk
|
17,582
|
935
|
|
Randstand NV
|
51,608
|
9,244
|
|
Relx PLC
|
405,402
|
16,126
|
1
|
Rumo S.A.
|
73,703
|
336
|
|
Rush Enterprises, Inc., Class B
|
16,945
|
15,900
|
|
S.F Holding Co. Ltd.
|
84,455
|
731
|
|
Safran S.A.
|
153,145
|
799
|
1
|
Saia, Inc.
|
459,745
|
198
|
|
Schneider Electric S.A.
|
44,944
|
15,100
|
|
SG Holdings Co. Ltd.
|
189,445
|
2,353
|
|
Siemens AG
|
465,376
|
76
|
|
Simpson Manufacturing Co., Inc.
|
15,860
|
548
|
|
SK Holdings Co. Ltd., Class A
|
79,227
|
5,138
|
|
Smith (A.O.) Corp.
|
425,940
|
8,155
|
|
Smiths Group PLC
|
165,650
|
12
|
|
Standex International Corp.
|
2,076
|
261
|
1
|
Sterling Construction Co., Inc.
|
27,833
|
1,700
|
|
Sungrow Power Supply Co., Ltd.
|
20,622
|
635
|
|
Terex Corp.
|
36,417
|
217
|
|
Textainer Group Holdings Ltd.
|
10,828
|
1,690
|
|
TFI International, Inc.
|
249,699
|
775
|
|
Thomson Reuters Corp.
|
122,342
|
804
|
1
|
Titan International, Inc.
|
10,259
|
1,900
|
|
Toppan Holdings, Inc.
|
45,299
|
2,582
|
|
Trane Technologies PLC
|
728,047
|
325
|
1
|
TriNet Group, Inc.
|
41,603
|
813
|
|
Universal Truckload Services, Inc.
|
27,504
|
1
|
1
|
Veralto Corp.
|
86
|
2,405
|
|
Verisk Analytics, Inc.
|
581,770
|
2,773
|
|
Vinci S.A.
|
355,007
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Industrials—continued
|
|
2,000
|
|
Voltronic Power Technology Corp.
|
$ 101,243
|
1,078
|
|
Wartsila OYJ, Class B
|
16,687
|
13,719
|
|
Weg S.A.
|
101,255
|
2,000
|
|
Weichai Power Co. Ltd.
|
4,693
|
47,000
|
|
Weichai Power Co. Ltd., Class H
|
92,556
|
9,600
|
1
|
Willscot Corp.
|
458,400
|
|
|
TOTAL
|
19,392,541
|
|
|
Information Technology—14.0%
|
|
2,173
|
|
Accenture PLC
|
814,397
|
4,000
|
|
Accton Technology Corp.
|
65,798
|
1,633
|
1
|
ACM Research, Inc.
|
50,492
|
229
|
1
|
Adobe, Inc.
|
128,304
|
644
|
1
|
Advanced Micro Devices, Inc.
|
123,989
|
303
|
1
|
Agilysys, Inc.
|
23,573
|
595
|
1
|
Alarm.com Holdings, Inc.
|
45,036
|
1,194
|
|
Amkor Technology, Inc.
|
37,038
|
179
|
1
|
AppFolio, Inc.
|
43,334
|
35,411
|
|
Apple, Inc.
|
6,400,538
|
1,943
|
|
Applied Materials, Inc.
|
391,748
|
5,013
|
1
|
AppLovin Corp.
|
299,376
|
16,000
|
|
ASE Industrial Holding Co. Ltd.
|
70,167
|
1,045
|
|
ASML Holding N.V.
|
988,696
|
201
|
1
|
Axcelis Technologies, Inc.
|
22,647
|
6,600
|
|
Azbil Corp.
|
193,827
|
201
|
|
Badger Meter, Inc.
|
31,897
|
30
|
|
Bel Fuse, Inc.
|
1,559
|
115
|
|
Belden, Inc.
|
9,796
|
610
|
1
|
Blackline, Inc.
|
34,605
|
1,222
|
|
Broadcom, Inc.
|
1,589,199
|
6,700
|
|
Brother Industries Ltd.
|
112,326
|
19,500
|
|
BYD Electronic International Co. Ltd.
|
73,411
|
2,061
|
1
|
CGI, Inc., Class A
|
236,632
|
68,000
|
|
Chinasoft International Ltd.
|
44,146
|
19,422
|
|
Cisco Systems, Inc.
|
939,442
|
714
|
1
|
Clear Secure, Inc.
|
13,744
|
7,891
|
|
Cognizant Technology Solutions Corp.
|
623,547
|
1,219
|
|
Dassault Systemes S.A.
|
56,962
|
6,400
|
|
Delta Electronics (Thailand) PLC
|
12,797
|
12,000
|
|
Delta Electronics, Inc.
|
111,600
|
1
|
1
|
DocuSign, Inc.
|
53
|
9,699
|
1
|
Dropbox, Inc.
|
232,291
|
9,636
|
1
|
Dynatrace Holdings LLC
|
477,464
|
1,000
|
|
eMemory Technology, Inc.
|
85,966
|
225
|
1
|
Fabrinet
|
48,503
|
1
|
1
|
Fortinet, Inc.
|
69
|
1,500
|
|
Fujitsu Ltd.
|
233,980
|
6,642
|
1
|
Gitlab, Inc.
|
479,021
|
1,000
|
|
Global Unichip Corp.
|
50,450
|
5,000
|
|
Globalwafers Co. Ltd.
|
88,381
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Information Technology—continued
|
|
9,116
|
1
|
HashiCorp, Inc.
|
$ 237,654
|
6,000
|
|
Hon Hai Precision Industry Co. Ltd.
|
19,560
|
36
|
1
|
Ichor Holdings Ltd.
|
1,541
|
7,880
|
|
Infineon Technologies AG
|
282,077
|
10,597
|
|
Infosys Ltd.
|
213,210
|
162
|
1
|
Insight Enterprises, Inc.
|
30,456
|
20,000
|
|
Inventec Co. Ltd.
|
34,671
|
7,480
|
|
Ja Solar Technology Co. Ltd.
|
19,551
|
3,140
|
|
Jabil, Inc.
|
452,443
|
6,503
|
|
Jinko Solar Co Ltd.
|
7,995
|
933
|
|
Lam Research Corp.
|
875,387
|
7,693
|
1
|
Lattice Semiconductor Corp.
|
589,361
|
11,400
|
|
Lens Technology Co. Ltd.
|
19,195
|
24,000
|
|
Lite-On Technology Corp.
|
82,954
|
661
|
1
|
LiveRamp Holdings, Inc.
|
23,122
|
794
|
|
Logitech International S.A.
|
70,060
|
11,600
|
|
LONGi Green Energy Technology Co. Ltd.
|
34,255
|
152
|
|
LTIMindtree Ltd.
|
9,789
|
592
|
1
|
Marathon Patent Group, Inc.
|
15,333
|
6,000
|
|
MediaTek, Inc.
|
215,697
|
5,965
|
|
Microchip Technology, Inc.
|
501,895
|
1
|
|
Micron Technology, Inc.
|
91
|
16,667
|
|
Microsoft Corp.
|
6,894,138
|
10,000
|
|
Nan Ya Printed Circuit Board Corp.
|
67,006
|
12,184
|
|
Nokia Oyj
|
42,982
|
3,200
|
|
Nomura Research Institute Ltd.
|
89,933
|
1
|
1
|
Nutanix, Inc.
|
63
|
5,949
|
|
NVIDIA Corp.
|
4,706,373
|
1
|
1
|
Okta, Inc.
|
107
|
2,229
|
1
|
Palo Alto Networks, Inc.
|
692,216
|
546
|
1
|
PDF Solutions, Inc.
|
18,559
|
511
|
1
|
Perficient, Inc.
|
33,149
|
1,090
|
1
|
Photronics, Inc.
|
31,381
|
7,000
|
|
Prime View International Co., Ltd.
|
54,305
|
619
|
|
Progress Software Corp.
|
33,030
|
6,080
|
|
Qualcomm, Inc.
|
959,363
|
244
|
1
|
Qualys, Inc.
|
41,934
|
16,000
|
|
Quanta Computer, Inc.
|
116,874
|
27,300
|
|
Ricoh Co. Ltd.
|
226,593
|
5,317
|
|
Sage Group PLC/The
|
83,726
|
362
|
1
|
Salesforce, Inc.
|
111,793
|
12,391
|
|
Samsung Electronics Co. Ltd.
|
680,192
|
39
|
|
Samsung SDI Co. Ltd.
|
11,076
|
450
|
|
Samsung SDS Co. Ltd.
|
54,156
|
453
|
1
|
Sanmina Corp.
|
28,630
|
1,343
|
|
SAP SE
|
250,959
|
14,509
|
1
|
SentinelOne, Inc.
|
408,718
|
758
|
1
|
Shenzhen Transsion Holdings Co., Ltd.
|
16,722
|
2,812
|
1
|
Shopify, Inc.
|
214,845
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Information Technology—continued
|
|
1,521
|
|
SK Hynix, Inc.
|
$ 180,236
|
361
|
1
|
SMART Global Holdings, Inc.
|
7,678
|
7,946
|
1
|
Smartsheet, Inc.
|
335,401
|
3,376
|
1
|
Snowflake, Inc.
|
635,633
|
1,618
|
1
|
Sprinklr, Inc.
|
21,083
|
239
|
1
|
SPS Commerce, Inc.
|
44,253
|
3,253
|
|
STMicroelectronics N.V.
|
147,888
|
166
|
1
|
Super Micro Computer, Inc.
|
143,776
|
53,122
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
1,155,270
|
3,723
|
|
Tata Consultancy Services Ltd.
|
184,992
|
892
|
|
Tata Elxsi Ltd.
|
85,308
|
1
|
|
TD SYNNEX Corp.
|
104
|
1,273
|
1
|
Teradata Corp.
|
47,890
|
2,200
|
|
Tokyo Electron Ltd.
|
544,043
|
5,346
|
|
Trina Solar Co. Ltd.
|
18,637
|
1
|
1
|
Twilio, Inc.
|
60
|
23,404
|
1
|
UiPath, Inc.
|
555,845
|
1,000
|
|
Unimicron Technology Corp.
|
5,661
|
74,568
|
|
United Microelectronics Corp.
|
114,794
|
1,039
|
1
|
Veeco Instruments, Inc.
|
37,622
|
1,542
|
|
Vishay Intertechnology, Inc.
|
33,538
|
1
|
|
Wisetech Global Ltd.
|
62
|
28,000
|
|
WPG Holdings Co., Ltd.
|
82,313
|
318
|
1
|
Xero Ltd.
|
26,370
|
8,601
|
1
|
Zoom Video Communications, Inc.
|
608,349
|
11,800
|
|
ZTE Corp.
|
26,665
|
|
|
TOTAL
|
39,935,392
|
|
|
Materials—2.3%
|
|
95
|
|
Air Liquide S.A.
|
19,305
|
44,236
|
|
Alrosa AO
|
0
|
8,655
|
|
ArcelorMittal S.A.
|
225,857
|
1,300
|
|
Asahi Kasei Corp.
|
9,050
|
1,370
|
|
Asian Paints (India) Ltd.
|
46,889
|
9,220
|
|
Berger Paints India Ltd.
|
68,820
|
7,808
|
1
|
Berry Global Group, Inc.
|
454,504
|
11,648
|
|
BHP Billiton Ltd.
|
334,577
|
3,401
|
|
Cherepovets MK Severstal
|
0
|
21,877
|
|
China Hongqiao Group Ltd.
|
16,970
|
13,614
|
1
|
Cleveland-Cliffs, Inc.
|
283,171
|
3,000
|
|
CMOC Group Ltd.
|
1,857
|
2,863
|
|
Companhia Vale Do Rio Doce
|
38,581
|
844
|
1
|
Constellium SE
|
16,365
|
1
|
|
Corteva, Inc.
|
53
|
4,524
|
|
CRH PLC
|
375,758
|
10,893
|
|
Dow, Inc.
|
608,701
|
7
|
1
|
DSM-Firmenich AG
|
750
|
1
|
|
DuPont de Nemours, Inc.
|
69
|
5,107
|
1,2
|
Ferroglobe Representation & Warranty Insurance Trust
|
0
|
8,400
|
|
Ganfeng Lithium Group Co Ltd.
|
27,778
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Materials—continued
|
|
5
|
|
Givaudan S.A.
|
$ 20,992
|
32,959
|
|
Glencore PLC
|
156,406
|
3,454
|
|
Grasim Industries Ltd.
|
91,415
|
478
|
|
Greif, Inc.
|
30,602
|
468
|
|
Hawkins, Inc.
|
32,877
|
2,329
|
|
Heidelberg Materials AG
|
225,860
|
3,637
|
|
Holcim Ltd.
|
296,704
|
1,207
|
|
Hyundai Steel Co.
|
32,651
|
6,885
|
|
Independence Group NL
|
35,729
|
41
|
|
Innospec, Inc.
|
5,095
|
6,490
|
1
|
James Hardie Industries PLC, GDR
|
256,915
|
200
|
|
JFE Holdings, Inc.
|
3,280
|
40,019
|
|
Kinross Gold Corp.
|
195,797
|
30
|
|
L.G. Chemical Ltd.
|
10,242
|
2,032
|
|
Luberef
|
91,111
|
9,400
|
|
Mitsubishi Chemical Holdings Corp.
|
53,908
|
27,700
|
|
Nippon Paint Holdings Co. Ltd.
|
206,473
|
362
|
|
Norilsk Nickel
|
0
|
3,054
|
|
Norsk Hydro ASA
|
15,722
|
23,929
|
2
|
Novolipetski Metallurgicheski Komb OAO
|
0
|
3,346
|
|
Nucor Corp.
|
643,436
|
1,955
|
|
Nutrien Ltd.
|
102,046
|
2,106
|
|
Oci NV
|
55,510
|
280
|
|
Olympic Steel, Inc.
|
19,046
|
2,099
|
|
Pactiv Evergreen, Inc.
|
30,960
|
2,034
|
|
PI Industries Ltd.
|
90,714
|
4
|
|
Polymetal International PLC
|
0
|
274
|
|
Polyus PJSC
|
0
|
253
|
|
POSCO Holdings, Inc.
|
82,270
|
3,258
|
1
|
PQ Group Holdings, Inc.
|
31,440
|
4,315
|
|
Queen’s Road Capital Investment Ltd.
|
2,671
|
455
|
|
Reliance, Inc.
|
146,155
|
575
|
1,2
|
Resolute Forest Products, Rights
|
816
|
859
|
|
Rio Tinto PLC
|
55,126
|
66,277
|
1
|
Rusal
|
0
|
920
|
|
Ryerson Holding Corp.
|
29,054
|
1,790
|
|
Saudi Arabian Fertilizers Co.
|
59,757
|
3,700
|
|
Shin-Etsu Chemical Co. Ltd.
|
158,030
|
596
|
|
Smurfit Kappa Group PLC
|
25,437
|
3,958
|
|
Steel Dynamics, Inc.
|
529,659
|
1,330
|
|
Stora Enso Oyj, Class R
|
16,824
|
2,962
|
|
SunCoke Energy, Inc.
|
31,723
|
1,746
|
|
Suzano Papel e Celulose S.A.
|
19,792
|
168
|
1
|
Syensqo S.A.
|
15,006
|
479
|
|
Umicore S.A.
|
9,997
|
1,211
|
|
UPM - Kymmene Oyj
|
40,511
|
266
|
|
Va Stahl Ag
|
7,271
|
1,107
|
|
West Fraser Timber Co. Ltd.
|
89,089
|
1,050
|
1
|
Worthington Steel, Inc.
|
33,243
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Materials—continued
|
|
378
|
|
Yara International ASA
|
$ 11,755
|
42,800
|
|
Zhongjin Gold Corp Ltd.
|
62,038
|
20,000
|
|
Zijin Mining Group Co. Ltd.
|
36,554
|
|
|
TOTAL
|
6,726,764
|
|
|
Real Estate—1.5%
|
|
1,203
|
1
|
Apartment Investment & Management Co., Class A
|
8,878
|
2,559
|
|
Armada Hoffler Properties, Inc.
|
26,051
|
3,070
|
|
Avalonbay Communities, Inc.
|
543,482
|
2,166
|
|
Broadstone Net Lease, Inc.
|
32,295
|
1,080
|
|
Chatham Lodging Trust
|
11,016
|
115,000
|
|
China Overseas Property Holdings Ltd.
|
97,258
|
3,800
|
|
China Resources Mixc Lifestyle Services Ltd.
|
11,583
|
45,500
|
|
CK Asset Holdings Ltd.
|
211,003
|
6,742
|
1
|
CoStar Group, Inc.
|
586,756
|
118
|
|
Covivio
|
5,302
|
4,015
|
|
Crown Castle, Inc.
|
441,409
|
100
|
|
Daito Trust Construction Co. Ltd.
|
11,864
|
1,002
|
|
DigitalBridge Group, Inc.
|
18,407
|
1
|
|
DLF Ltd.
|
11
|
841
|
|
Equinix, Inc.
|
747,498
|
50,570
|
|
Fibra Uno Administracion S.A.
|
91,146
|
36
|
|
FirstService Corp.
|
5,924
|
34
|
|
Gecina S.A.
|
3,284
|
623
|
|
Global Medical REIT, Inc.
|
5,576
|
3,442
|
|
Global Net Lease, Inc.
|
24,817
|
10,584
|
|
Goodman Group
|
206,123
|
10,546
|
|
Invitation Homes, Inc.
|
359,302
|
766
|
|
Klepierre S.A.
|
19,453
|
2,690
|
|
Land Securities Group PLC
|
21,062
|
481
|
|
LEG Immobilien SE
|
35,389
|
3,912
|
|
LXP Industrial Trust
|
33,878
|
1
|
1
|
Macrotech Developers Ltd.
|
14
|
17,300
|
|
Mitsubishi Estate Co. Ltd.
|
265,978
|
1,844
|
1
|
Opendoor Technologies, Inc.
|
5,679
|
2,960
|
|
Physicians Realty Trust
|
33,241
|
1,697
|
|
ProLogis, Inc.
|
226,159
|
406
|
|
Ryman Hospitality Properties, Inc.
|
48,103
|
3,866
|
|
Service Properties Trust
|
26,289
|
19,500
|
|
Swire Pacific Ltd., Class A
|
161,863
|
1,801
|
|
UMH Properties, Inc.
|
27,735
|
177
|
|
Vonovia SE
|
4,939
|
403
|
|
Warehouses De Pauw SCA
|
10,760
|
2,236
|
|
Whitestone Project
|
27,547
|
|
|
TOTAL
|
4,397,074
|
|
|
Utilities—1.5%
|
|
27,567
|
|
AES Corp.
|
419,018
|
1,072
|
|
Algonquin Power & Utilities Corp.
|
6,264
|
308
|
|
Allete, Inc.
|
17,445
|
72
|
|
AltaGas Ltd.
|
1,543
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COMMON STOCKS—continued
|
|
|
|
Utilities—continued
|
|
1
|
|
American Electric Power Co., Inc.
|
$ 85
|
420
|
|
Black Hills Corp.
|
21,853
|
371
|
|
CEZ A.S.
|
12,678
|
22,000
|
|
China Resources Power Holdings Co. Ltd.
|
47,566
|
2,100
|
|
Chubu Electric Power Co., Inc.
|
26,162
|
10,527
|
|
E.On AG
|
134,399
|
702
|
|
EDP Renovaveis S.A.
|
9,556
|
67
|
|
Elia System Operator S.A./NV
|
7,439
|
48,395
|
|
Enel SpA
|
308,017
|
7,143
|
|
Energias de Portugal S.A.
|
28,402
|
8,598
|
|
Engie
|
137,893
|
4,886
|
|
Engie Brasil Energia S.A.
|
41,301
|
1,800
|
|
ENN Ecological Holdings Co. Ltd.
|
4,679
|
1
|
|
Exelon Corp.
|
36
|
10
|
|
Fortis, Inc. / Canada
|
386
|
1,023
|
|
Fortum Oyj
|
12,779
|
62,000
|
|
Huaneng Power International, Inc.
|
34,883
|
14,200
|
|
Huaneng Power International, Inc.
|
17,413
|
3,631
|
|
Hydro One Ltd.
|
108,222
|
30,986
|
|
Iberdrola S.A.
|
355,735
|
86
|
|
Korea Electric Power Corp.
|
1,603
|
2,600
|
|
Manila Electric Co.
|
18,040
|
2,941
|
|
Meridian Energy Ltd.
|
10,718
|
1,581
|
|
Mighty River Power Ltd.
|
6,429
|
11,577
|
|
National Grid-SP PLC
|
151,664
|
9,021
|
|
NRG Energy, Inc.
|
499,042
|
155
|
|
Oesterreichische Elektrizitaetswirtschafts AG
|
11,209
|
4,531
|
|
OGE Energy Corp.
|
149,115
|
1,181,504
|
|
OJSC Inter Rao Ues
|
0
|
572
|
|
ONE Gas, Inc.
|
34,091
|
10,385
|
|
Origin Energy Ltd.
|
60,729
|
422
|
|
Otter Tail Corp.
|
38,174
|
16,853
|
1
|
PGE S.A.
|
33,656
|
7,774
|
|
Pinnacle West Capital Corp.
|
531,197
|
312
|
|
PNM Resources, Inc.
|
11,391
|
482
|
1
|
Public Power Corp.
|
6,279
|
2,483
|
|
SSE PLC
|
50,959
|
2,600
|
|
Tokyo Gas Co. Ltd.
|
56,902
|
596
|
|
Unitil Corp.
|
30,372
|
13,457
|
|
Vistra Corp.
|
733,945
|
|
|
TOTAL
|
4,189,269
|
|
|
TOTAL COMMON STOCKS
(IDENTIFIED COST $133,524,642)
|
172,796,608
|
|
|
FOREIGN GOVERNMENTS/AGENCIES—8.3%
|
|
|
|
Sovereign—8.3%
|
|
AUD 350,000
|
|
Australia, Government of, Sr. Unsecd. Note, Series 148, 2.750%, 11/21/2027
|
219,891
|
400,000
|
|
Australia, Government of, Sr. Unsecd. Note, Series 155, 2.500%, 5/21/2030
|
240,125
|
EUR 180,000
|
|
Belgium, Government of, Series 74, 0.800%, 6/22/2025
|
188,402
|
600,000
|
|
Belgium, Government of, Sr. Unsecd. Note, Series 86, 1.250%, 4/22/2033
|
566,450
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
FOREIGN GOVERNMENTS/AGENCIES—continued
|
|
|
|
Sovereign—continued
|
|
BRL 1,250,000
|
|
Brazil, Government of, Unsecd. Note, Series NTNF, 10.000%, 1/1/2027
|
$ 255,081
|
EUR 300,000
|
|
Bundesrepublik Deutschland, Unsecd. Note, 2.100%, 11/15/2029
|
319,053
|
350,000
|
|
Buoni Poliennali del Tes, Sr. Unsecd. Note, 5.000%, 8/1/2039
|
413,573
|
CAD 350,000
|
|
Canada, Government of, 5.750%, 6/1/2033
|
303,187
|
480,000
|
|
Canada, Government of, Series WL43, 5.750%, 6/1/2029
|
391,236
|
200,000
|
|
Canada, Government of, Unsecd. Note, 1.250%, 3/1/2027
|
136,875
|
460,000
|
|
Canada, Government of, Unsecd. Note, 2.250%, 6/1/2025
|
329,967
|
EUR 606,000
|
|
France, Government of, 0.500%, 5/25/2025
|
633,117
|
100,000
|
|
France, Government of, 5.750%, 10/25/2032
|
131,814
|
150,000
|
|
France, Government of, Bond, 4.500%, 4/25/2041
|
190,197
|
600,000
|
|
France, Government of, O.A.T., 5.500%, 4/25/2029
|
732,912
|
300,000
|
|
France, Government of, Unsecd. Note, 1.000%, 5/25/2027
|
306,520
|
450,000
|
|
France, Government of, Unsecd. Note, 1.250%, 5/25/2036
|
398,798
|
200,000
|
|
France, Government of, Unsecd. Note, 1.750%, 5/25/2066
|
145,698
|
300,000
|
|
France, Government of, Unsecd. Note, 1.750%, 6/25/2039
|
271,184
|
300,000
|
|
France, Government of, Unsecd. Note, 2.500%, 5/25/2030
|
320,280
|
840,000
|
|
Germany, Government of, 0.250%, 2/15/2027
|
847,362
|
450,000
|
|
Germany, Government of, Bond, Series 03, 4.750%, 7/4/2034
|
588,456
|
300,000
|
|
Germany, Government of, Bond, Series 08, 4.750%, 7/4/2040
|
417,461
|
500,000
|
|
Germany, Government of, Unsecd. Note, 0.500%, 2/15/2025
|
525,752
|
480,000
|
|
Italy, Government of, Sr. Unsecd. Note, 1.650%, 3/1/2032
|
449,485
|
600,000
|
|
Italy, Government of, Sr. Unsecd. Note, 4.750%, 9/1/2028
|
687,586
|
825,000
|
|
Italy, Government of, Unsecd. Note, 1.600%, 6/1/2026
|
859,583
|
208,000
|
|
Italy, Government of, Unsecd. Note, 3.250%, 9/1/2046
|
193,430
|
JPY 80,000,000
|
|
Japan (40 Year issue), Sr. Unsecd. Note, Series 12, 0.500%, 3/20/2059
|
358,255
|
72,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 114, 2.100%, 12/20/2029
|
527,633
|
140,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 122, 1.800%, 9/20/2030
|
1,016,700
|
215,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 153, 1.300%, 6/20/2035
|
1,506,033
|
60,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 351, 0.100%, 6/20/2028
|
396,592
|
90,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 44, 1.700%, 9/20/2044
|
623,979
|
90,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 58, 0.800%, 3/20/2048
|
506,160
|
90,000,000
|
|
Japan, Government of, Sr. Unsecd. Note, Series 92, 2.100%, 12/20/2026
|
632,125
|
$ 30,000
|
|
Mexico, Government of, Series MTNA, 6.750%, 9/27/2034
|
31,600
|
MXN 15,000,000
|
|
Mexico, Government of, Sr. Unsecd. Note, Series M, 5.750%, 3/5/2026
|
812,438
|
EUR 370,000
|
|
Netherlands, Government of, Unsecd. Note, 2.500%, 1/15/2033
|
395,643
|
60,000
|
|
Netherlands, Government of, Unsecd. Note, 2.750%, 1/15/2047
|
64,555
|
80,000
|
|
Netherlands, Government of, Unsecd. Note, 3.750%, 1/15/2042
|
97,645
|
250,000
|
|
Spain, Government of, 4.200%, 1/31/2037
|
291,113
|
600,000
|
|
Spain, Government of, Sr. Unsecd. Note, 1.500%, 4/30/2027
|
619,948
|
640,000
|
|
Spain, Government of, Sr. Unsecd. Note, 1.950%, 7/30/2030
|
649,830
|
780,000
|
|
Spain, Government of, Sr. Unsecd. Note, 2.750%, 10/31/2024
|
837,628
|
100,000
|
|
Spain, Government of, Sr. Unsecd. Note, 2.900%, 10/31/2046
|
94,257
|
GBP 700,000
|
|
United Kingdom, Government of, 2.750%, 9/7/2024
|
874,307
|
630,000
|
|
United Kingdom, Government of, 3.250%, 1/22/2044
|
662,522
|
270,000
|
|
United Kingdom, Government of, Bond, 4.250%, 3/7/2036
|
341,843
|
480,000
|
|
United Kingdom, Government of, Unsecd. Deb., 1.625%, 10/22/2028
|
545,389
|
600,000
|
|
United Kingdom, Government of, Unsecd. Note, 1.500%, 7/22/2047
|
427,995
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
FOREIGN GOVERNMENTS/AGENCIES—continued
|
|
|
|
Sovereign—continued
|
|
GBP 220,000
|
|
United Kingdom, Government of, Unsecd. Note, 4.250%, 6/7/2032
|
$ 282,752
|
|
|
TOTAL FOREIGN GOVERNMENTS/AGENCIES
(IDENTIFIED COST $26,891,000)
|
23,660,417
|
|
|
CORPORATE BONDS—5.9%
|
|
|
|
Capital Goods - Aerospace & Defense—0.3%
|
|
$ 145,000
|
|
Huntington Ingalls Industries, Inc., Sr. Unsecd. Note, Series WI, 3.844%, 5/1/2025
|
142,126
|
300,000
|
|
Leidos, Inc., Sr. Unsecd. Note, Series WI, 2.300%, 2/15/2031
|
246,065
|
215,000
|
|
Leidos, Inc., Sr. Unsecd. Note, Series WI, 3.625%, 5/15/2025
|
210,101
|
90,000
|
|
Lockheed Martin Corp., Sr. Unsecd. Note, 3.550%, 1/15/2026
|
87,737
|
90,000
|
3
|
Textron Financial Corp., Jr. Sub. Note, 144A, 7.303% (CME Term SOFR 3 Month +1.996%),
2/15/2042
|
77,981
|
|
|
TOTAL
|
764,010
|
|
|
Capital Goods - Building Materials—0.1%
|
|
125,000
|
|
Allegion PLC, Sr. Unsecd. Note, 3.500%, 10/1/2029
|
114,306
|
85,000
|
|
Carrier Global Corp., Sr. Unsecd. Note, 6.200%, 3/15/2054
|
92,846
|
|
|
TOTAL
|
207,152
|
|
|
Capital Goods - Construction Machinery—0.2%
|
|
315,000
|
|
Ashtead Capital, Inc., Sr. Unsecd. Note, 144A, 2.450%, 8/12/2031
|
253,731
|
205,000
|
|
Ashtead Capital, Inc., Sr. Unsecd. Note, 144A, 5.550%, 5/30/2033
|
200,677
|
195,000
|
|
Deere & Co., Sr. Unsecd. Note, 2.750%, 4/15/2025
|
190,014
|
|
|
TOTAL
|
644,422
|
|
|
Capital Goods - Diversified Manufacturing—0.0%
|
|
75,000
|
|
Lennox International, Inc., Sr. Unsecd. Note, 1.700%, 8/1/2027
|
67,189
|
50,000
|
|
Wabtec Corp., Sr. Unsecd. Note, 5.611%, 3/11/2034
|
50,240
|
|
|
TOTAL
|
117,429
|
|
|
Communications - Cable & Satellite—0.0%
|
|
30,000
|
|
Charter Communications Operating, LLC/Charter Communications Operating Capital Corp.,
5.050%, 3/30/2029
|
28,715
|
|
|
Communications - Media & Entertainment—0.0%
|
|
20,000
|
|
Discovery Communications LLC, Sr. Unsecd. Note, 4.900%, 3/11/2026
|
19,700
|
70,000
|
|
Grupo Televisa S.A., Sr. Unsecd. Note, 6.125%, 1/31/2046
|
68,532
|
|
|
TOTAL
|
88,232
|
|
|
Communications - Telecom Wireless—0.2%
|
|
330,000
|
|
Crown Castle, Inc., Sr. Unsecd. Note, 5.000%, 1/11/2028
|
325,201
|
80,000
|
|
T-Mobile USA, Inc., 2.250%, 11/15/2031
|
64,941
|
300,000
|
|
T-Mobile USA, Inc., Series WI, 3.400%, 10/15/2052
|
208,547
|
|
|
TOTAL
|
598,689
|
|
|
Communications - Telecom Wirelines—0.1%
|
|
364,000
|
|
AT&T, Inc., Sr. Unsecd. Note, 3.550%, 9/15/2055
|
248,225
|
|
|
Consumer Cyclical - Automotive—0.2%
|
|
200,000
|
|
Ford Motor Credit Co. LLC, Sr. Unsecd. Note, 6.050%, 3/5/2031
|
199,222
|
70,000
|
|
General Motors Co., Sr. Unsecd. Note, 4.200%, 10/1/2027
|
67,567
|
235,000
|
|
General Motors Financial Co., Inc., Sr. Unsecd. Note, 3.100%, 1/12/2032
|
196,419
|
145,000
|
|
General Motors Financial Co., Inc., Sr. Unsecd. Note, 5.750%, 2/8/2031
|
144,645
|
|
|
TOTAL
|
607,853
|
|
|
Consumer Cyclical - Retailers—0.3%
|
|
600,000
|
|
Advance Auto Parts, Inc., Sr. Unsecd. Note, Series WI, 3.900%, 4/15/2030
|
536,259
|
225,000
|
|
AutoNation, Inc., Sr. Unsecd. Note, 4.750%, 6/1/2030
|
214,156
|
|
|
TOTAL
|
750,415
|
|
|
Consumer Cyclical - Services—0.0%
|
|
130,000
|
|
Visa, Inc., Sr. Unsecd. Note, 3.150%, 12/14/2025
|
126,079
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
CORPORATE BONDS—continued
|
|
|
|
Consumer Non-Cyclical - Health Care—0.3%
|
|
$ 39,153
|
|
CVS Health Corp., Pass Thru Cert., 144A, 5.298%, 1/11/2027
|
$ 38,760
|
105,000
|
|
GE Healthcare Holding LLC, Sr. Unsecd. Note, 6.377%, 11/22/2052
|
116,687
|
250,000
|
|
HCA, Inc., Sr. Unsecd. Note, 5.500%, 6/1/2033
|
248,608
|
400,000
|
|
PerkinElmer, Inc., Sr. Unsecd. Note, 3.300%, 9/15/2029
|
360,321
|
|
|
TOTAL
|
764,376
|
|
|
Consumer Non-Cyclical - Pharmaceuticals—0.0%
|
|
90,000
|
|
Gilead Sciences, Inc., Sr. Unsecd. Note, 3.650%, 3/1/2026
|
87,409
|
|
|
Consumer Non-Cyclical - Tobacco—0.5%
|
|
145,000
|
|
BAT Capital Corp., Sr. Unsecd. Note, 6.000%, 2/20/2034
|
143,546
|
EUR 520,000
|
|
Philip Morris International, Inc., Sr. Unsecd. Note, 2.875%, 5/14/2029
|
539,243
|
$ 450,000
|
|
Philip Morris International, Inc., Sr. Unsecd. Note, 5.750%, 11/17/2032
|
459,203
|
200,000
|
|
Reynolds American, Inc., Sr. Unsecd. Note, 5.850%, 8/15/2045
|
181,856
|
|
|
TOTAL
|
1,323,848
|
|
|
Energy - Independent—0.0%
|
|
85,000
|
|
Ovintiv, Inc., Sr. Unsecd. Note, 7.100%, 7/15/2053
|
92,921
|
|
|
Energy - Integrated—0.0%
|
|
35,000
|
|
Petro-Canada, Deb., 7.000%, 11/15/2028
|
37,421
|
|
|
Energy - Midstream—0.4%
|
|
130,000
|
|
Boardwalk Pipeline Partners LP, Sr. Unsecd. Note, 3.600%, 9/1/2032
|
113,081
|
325,000
|
|
Energy Transfer LP, Sr. Unsecd. Note, 4.050%, 3/15/2025
|
319,857
|
80,000
|
|
MPLX LP, Sr. Unsecd. Note, 4.125%, 3/1/2027
|
77,603
|
190,000
|
|
ONEOK, Inc., Sr. Unsecd. Note, 6.100%, 11/15/2032
|
197,086
|
70,000
|
|
Targa Resources, Inc., Sr. Unsecd. Note, 4.200%, 2/1/2033
|
63,042
|
250,000
|
|
Targa Resources, Inc., Sr. Unsecd. Note, 6.250%, 7/1/2052
|
253,621
|
|
|
TOTAL
|
1,024,290
|
|
|
Financial Institution - Banking—1.1%
|
|
500,000
|
|
Bank of America Corp., Sr. Unsecd. Note, 2.687%, 4/22/2032
|
418,911
|
100,000
|
|
Bank of America Corp., Sr. Unsecd. Note, Series MTN, 4.875%, 4/1/2044
|
94,629
|
300,000
|
|
Bank of America Corp., Sub. Note, Series MTN, 4.000%, 1/22/2025
|
295,707
|
115,000
|
|
Citigroup, Inc., Sr. Unsecd. Note, 3.057%, 1/25/2033
|
96,593
|
300,000
|
|
Citigroup, Inc., Sr. Unsecd. Note, 3.785%, 3/17/2033
|
265,553
|
250,000
|
|
Citizens Bank N.A., Sr. Unsecd. Note, Series BKNT, 3.750%, 2/18/2026
|
239,669
|
250,000
|
|
Compass Bank, Birmingham, Sub. Note, Series BKNT, 3.875%, 4/10/2025
|
245,303
|
250,000
|
|
FNB Corp. (PA), Sr. Unsecd. Note, 5.150%, 8/25/2025
|
245,557
|
100,000
|
3
|
JPMorgan Chase & Co., Series S, 6.750%, 8/1/2072
|
100,610
|
100,000
|
3
|
KeyCorp, Sr. Unsecd. Note, 6.401% (SOFR +2.420%), 3/6/2035
|
100,330
|
70,000
|
|
Morgan Stanley, Sr. Unsecd. Note, Series MTN, 1.794%, 2/13/2032
|
55,441
|
200,000
|
|
PNC Financial Services Group, Inc., Sr. Unsecd. Note, 5.582%, 6/12/2029
|
201,177
|
11,587
|
2
|
Regional Diversified Funding, 144A, 9.250%, 3/15/2030
|
4,867
|
225,000
|
|
Truist Financial Corp., Sr. Unsecd. Note, Series MTN, 5.867%, 6/8/2034
|
225,089
|
250,000
|
|
US Bancorp, Sr. Unsecd. Note, 5.836%, 6/12/2034
|
252,578
|
300,000
|
|
US Bancorp, Sr. Unsecd. Note, Series MTN, 1.375%, 7/22/2030
|
237,689
|
|
|
TOTAL
|
3,079,703
|
|
|
Financial Institution - Broker/Asset Mgr/Exchange—0.1%
|
|
140,000
|
|
Invesco Finance PLC, Sr. Unsecd. Note, 3.750%, 1/15/2026
|
136,109
|
70,000
|
|
TIAA Asset Management Finance Co. LLC, Sr. Unsecd. Note, 144A, 4.125%, 11/1/2024
|
69,217
|
|
|
TOTAL
|
205,326
|
|
|
Financial Institution - Finance Companies—0.1%
|
|
220,000
|
|
Air Lease Corp., Sr. Unsecd. Note, 5.850%, 12/15/2027
|
222,847
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
CORPORATE BONDS—continued
|
|
|
|
Financial Institution - Insurance - Life—0.1%
|
|
$ 160,000
|
|
AIA Group Ltd., Sr. Unsecd. Note, 144A, 4.950%, 4/4/2033
|
$ 159,766
|
10,000
|
3
|
MetLife, Inc., Jr. Sub. Note, 10.750% (3-month USLIBOR +7.548%), 8/1/2039
|
13,472
|
|
|
TOTAL
|
173,238
|
|
|
Financial Institution - Insurance - P&C—0.0%
|
|
75,000
|
|
Nationwide Mutual Insurance Co., Sub., 144A, 4.350%, 4/30/2050
|
59,349
|
|
|
Financial Institution - REIT - Apartment—0.0%
|
|
140,000
|
|
UDR, Inc., Sr. Unsecd. Note, Series MTN, 2.950%, 9/1/2026
|
131,973
|
|
|
Financial Institution - REIT - Healthcare—0.1%
|
|
500,000
|
|
Welltower, Inc., Sr. Unsecd. Note, 2.750%, 1/15/2032
|
416,240
|
|
|
Financial Institution - REIT - Other—0.1%
|
|
160,000
|
|
WP Carey, Inc., Sr. Unsecd. Note, 4.600%, 4/1/2024
|
159,754
|
|
|
Financial Institution - REITs—0.0%
|
|
70,000
|
|
Camden Property Trust, Sr. Unsecd. Note, 2.800%, 5/15/2030
|
61,578
|
|
|
Food Products—0.0%
|
|
INR 73,689
|
|
Britannia Industries Ltd., Unsecd. Note, Series N3, 5.500%, 6/3/2024
|
881
|
|
|
Foreign-Local-Government—0.0%
|
|
$ 50,000
|
|
Quebec, Province of, Note, Series MTNA, 7.035%, 3/10/2026
|
52,100
|
|
|
Municipal Services—0.0%
|
|
100,000
|
|
Camp Pendleton & Quantico Housing LLC, Sec. Fac. Bond, 5.572%, 10/1/2050
|
93,905
|
|
|
Sovereign—0.1%
|
|
JPY 30,000,000
|
|
KFW, 2.050%, 2/16/2026
|
207,227
|
|
|
Technology—0.5%
|
|
$ 45,000
|
|
Broadcom, Inc., Sr. Unsecd. Note, 144A, 3.750%, 2/15/2051
|
33,669
|
250,000
|
|
CDW LLC / CDW Finance, Sr. Unsecd. Note, 2.670%, 12/1/2026
|
231,815
|
75,000
|
|
Concentrix Corp., Sr. Unsecd. Note, 6.650%, 8/2/2026
|
76,104
|
320,000
|
|
Dell International LLC / EMC Corp., Sr. Unsecd. Note, 6.020%, 6/15/2026
|
323,603
|
280,000
|
|
Intel Corp., Sr. Unsecd. Note, 3.400%, 3/25/2025
|
274,659
|
500,000
|
|
Oracle Corp., Sr. Unsecd. Note, 6.250%, 11/9/2032
|
528,335
|
|
|
TOTAL
|
1,468,185
|
|
|
Technology Services—0.1%
|
|
270,000
|
|
Global Payments, Inc., Sr. Unsecd. Note, 2.900%, 11/15/2031
|
225,529
|
|
|
Transportation - Airlines—0.1%
|
|
140,000
|
|
Southwest Airlines Co., Sr. Unsecd. Note, 5.250%, 5/4/2025
|
139,646
|
|
|
Transportation - Services—0.1%
|
|
62,000
|
|
Enterprise Rent-A-Car USA Finance Co., Sr. Unsecd. Note, 144A, 3.850%, 11/15/2024
|
61,215
|
180,000
|
|
Penske Truck Leasing Co. LP & PTL Finance Corp., Sr. Unsecd. Note, 144A, 5.550%, 5/1/2028
|
181,195
|
160,000
|
|
United Parcel Service, Inc., Sr. Unsecd. Note, 3.900%, 4/1/2025
|
157,859
|
|
|
TOTAL
|
400,269
|
|
|
Utility - Electric—0.6%
|
|
150,000
|
|
Alabama Power Co., Sr. Unsecd. Note, 3.000%, 3/15/2052
|
100,153
|
185,000
|
|
Ameren Corp., Sr. Unsecd. Note, 1.950%, 3/15/2027
|
169,201
|
275,000
|
|
Electricite de France S.A., Sr. Unsecd. Note, 144A, 4.500%, 9/21/2028
|
266,653
|
190,000
|
|
Emera US Finance LP, Sr. Unsecd. Note, 4.750%, 6/15/2046
|
155,746
|
300,000
|
|
Exelon Corp., Sr. Unsecd. Note, 3.400%, 4/15/2026
|
288,941
|
160,000
|
|
Florida Power & Light Co., Sec. Fac. Bond, 2.850%, 4/1/2025
|
156,068
|
140,000
|
|
National Rural Utilities Cooperative Finance Corp., Sr. Sub. Note, 5.250%, 4/20/2046
|
136,285
|
200,000
|
|
NiSource Finance Corp., Sr. Unsecd. Note, 3.950%, 3/30/2048
|
154,023
|
155,000
|
|
WEC Energy Group, Inc., Sr. Unsecd. Note, 2.200%, 12/15/2028
|
136,301
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
CORPORATE BONDS—continued
|
|
|
|
Utility - Electric—continued
|
|
$ 125,000
|
|
Wisconsin Electric Power Co., Sr. Unsecd. Note, 4.300%, 12/15/2045
|
$ 102,665
|
|
|
TOTAL
|
1,666,036
|
|
|
Utility - Natural Gas—0.2%
|
|
495,000
|
|
National Fuel Gas Co., Sr. Unsecd. Note, 5.500%, 1/15/2026
|
493,570
|
|
|
Utility - Other—0.0%
|
|
105,000
|
|
National Grid-SP PLC, Sr. Unsecd. Note, 5.602%, 6/12/2028
|
106,378
|
|
|
TOTAL CORPORATE BONDS
(IDENTIFIED COST $18,104,555)
|
16,875,220
|
|
|
ASSET-BACKED SECURITIES—1.2%
|
|
|
|
Auto Receivables—0.6%
|
|
200,000
|
|
Ford Credit Auto Owner Trust/Ford Credit 2023-2, Class SUB, 5.920%, 2/15/2036
|
206,564
|
150,000
|
|
Huntington Auto Trust 2024-1A, Class A3, 5.230%, 1/16/2029
|
150,504
|
100,000
|
|
Navistar Financial Dealer Note Master Trust 2023-1, Class A, 6.180%, 8/25/2028
|
99,951
|
128,536
|
|
Santander Bank Auto Credit-Linked Notes 2023-A, Class C, 6.736%, 6/15/2033
|
128,790
|
300,000
|
|
Santander Drive Auto Receivables Trust 2023-1, Class C, 5.090%, 5/15/2030
|
295,561
|
175,000
|
|
SFS Auto Receivables Securitization Trust 2023-1A, Class C, 5.970%, 2/20/2031
|
174,458
|
200,000
|
|
Tesla Auto Lease Trust 2023-A, Class B, 6.410%, 7/20/2027
|
201,844
|
171,496
|
|
Toyota Auto Receivables Owner Trust 2020-B, Class A4, 1.660%, 9/15/2025
|
171,252
|
285,000
|
|
World Omni Auto Receivables Trust 2021-A, Class C, 0.890%, 8/16/2027
|
270,942
|
|
|
TOTAL
|
1,699,866
|
|
|
Credit Card—0.1%
|
|
500,000
|
|
Master Credit Card Trust 2022-2A, Class C, 2.730%, 7/21/2028
|
446,928
|
|
|
Equipment Lease—0.3%
|
|
175,000
|
|
DLLMT LLC 2023-1A, Class A4, 5.350%, 3/20/2031
|
173,747
|
550,000
|
|
HPEFS Equipment Trust 2022-1A, Class C, 1.960%, 5/21/2029
|
536,090
|
200,000
|
|
Kubota Credit Owner Trust 2023-2A, Class A4, 5.230%, 6/15/2028
|
198,677
|
|
|
TOTAL
|
908,514
|
|
|
Other—0.1%
|
|
200,000
|
|
PFS Financing Corp. 2023-B, Class A, 5.270%, 5/15/2028
|
200,674
|
|
|
Student Loans—0.1%
|
|
63,401
|
|
Navient Student Loan Trust 2021-A, Class A, 0.840%, 5/15/2069
|
55,402
|
216,147
|
|
Navient Student Loan Trust 2021-GA, Class A, 1.580%, 4/15/2070
|
186,604
|
|
|
TOTAL
|
242,006
|
|
|
TOTAL ASSET-BACKED SECURITIES
(IDENTIFIED COST $3,613,725)
|
3,497,988
|
|
|
U.S. TREASURIES—0.7%
|
|
|
|
U.S. Treasury Bond—0.1%
|
|
350,000
|
|
United States Treasury Bond, 1.875%, 11/15/2051
|
208,469
|
3,000
|
|
United States Treasury Bond, 3.000%, 11/15/2045
|
2,363
|
25,000
|
|
United States Treasury Bond, 3.250%, 5/15/2042
|
21,023
|
100,000
|
|
United States Treasury Bond, 4.250%, 2/15/2054
|
98,078
|
|
|
TOTAL
|
329,933
|
|
|
U.S. Treasury Note—0.6%
|
|
900,000
|
|
United States Treasury Note, 4.000%, 1/31/2029
|
889,664
|
855,000
|
|
United States Treasury Note, 4.000%, 2/15/2034
|
838,301
|
100,000
|
|
United States Treasury Note, 4.250%, 2/28/2029
|
100,023
|
|
|
TOTAL
|
1,827,988
|
|
|
TOTAL U.S. TREASURIES
(IDENTIFIED COST $2,268,773)
|
2,157,921
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
COLLATERALIZED MORTGAGE OBLIGATIONS—0.4%
|
|
|
|
Commercial Mortgage—0.2%
|
|
$ 125,000
|
|
Bank 2023-BNK46, Class A4, 5.745%, 8/15/2056
|
$ 130,070
|
255,000
|
|
Bank, Class A4, 3.488%, 11/15/2050
|
236,309
|
300,000
|
|
JPMDB Commercial Mortgage Securities Trust 2016-C4, Class A3, 3.141%, 12/15/2049
|
276,345
|
|
|
TOTAL
|
642,724
|
|
|
Federal Home Loan Mortgage Corporation—0.1%
|
|
250,000
|
|
Federal Home Loan Mortgage Corp. REMIC, Series K-161, Class A2, 4.900%, 10/25/2033
|
252,143
|
|
|
Non-Agency Mortgage—0.1%
|
|
329,144
|
|
GS Mortgage-Backed Securities Trust 2023-PJ1, Class A4, 3.500%, 2/25/2053
|
283,835
|
|
|
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS
(IDENTIFIED COST $1,241,587)
|
1,178,702
|
|
|
COMMERCIAL MORTGAGE-BACKED SECURITIES—0.4%
|
|
|
|
Commercial Mortgage—0.1%
|
|
150,000
|
|
BMO Mortgage Trust 2023-5C1, Class A3, 6.534%, 8/15/2056
|
157,195
|
200,000
|
|
BMO Mortgage Trust 2023-C4, Class A5, 5.116%, 2/15/2056
|
199,500
|
|
|
TOTAL
|
356,695
|
|
|
Federal Home Loan Mortgage Corporation—0.3%
|
|
25,031
|
|
Federal Home Loan Mortgage Corp. REMIC, Series K055, Class A1, 2.263%, 4/25/2025
|
24,635
|
500,000
|
|
Federal Home Loan Mortgage Corp. REMIC, Series K737, Class A2, 2.525%, 10/25/2026
|
472,995
|
200,000
|
|
Federal Home Loan Mortgage Corp. REMIC, Series K754, Class A2, 4.940%, 11/25/2030
|
201,469
|
|
|
TOTAL
|
699,099
|
|
|
TOTAL COMMERCIAL MORTGAGE-BACKED SECURITIES
(IDENTIFIED COST $1,102,551)
|
1,055,794
|
|
|
GOVERNMENT AGENCIES—0.3%
|
|
|
|
Agency—0.1%
|
|
200,000
|
|
Federal Home Loan Bank System Notes, 0.500%, 4/14/2025
|
190,228
|
|
|
Federal National Mortgage Association—0.2%
|
|
635,000
|
|
Federal National Mortgage Association Notes, 0.625%, 4/22/2025
|
604,792
|
|
|
TOTAL GOVERNMENT AGENCIES
(IDENTIFIED COST $834,970)
|
795,020
|
|
|
MORTGAGE-BACKED SECURITIES—0.0%
|
|
|
|
Federal Home Loan Mortgage Corporation—0.0%
|
|
392
|
|
Federal Home Loan Mortgage Corp., Pool C00592, 7.000%, 3/1/2028
|
402
|
361
|
|
Federal Home Loan Mortgage Corp., Pool C00896, 7.500%, 12/1/2029
|
374
|
638
|
|
Federal Home Loan Mortgage Corp., Pool C19588, 6.500%, 12/1/2028
|
652
|
304
|
|
Federal Home Loan Mortgage Corp., Pool C25621, 6.500%, 5/1/2029
|
311
|
541
|
|
Federal Home Loan Mortgage Corp., Pool C76361, 6.000%, 2/1/2033
|
555
|
852
|
|
Federal Home Loan Mortgage Corp., Pool G01444, 6.500%, 8/1/2032
|
881
|
|
|
TOTAL
|
3,175
|
|
|
Federal National Mortgage Association—0.0%
|
|
396
|
|
Federal National Mortgage Association, Pool 251697, 6.500%, 5/1/2028
|
403
|
1,741
|
|
Federal National Mortgage Association, Pool 252334, 6.500%, 2/1/2029
|
1,752
|
1,223
|
|
Federal National Mortgage Association, Pool 254905, 6.000%, 10/1/2033
|
1,256
|
18
|
|
Federal National Mortgage Association, Pool 303168, 9.500%, 2/1/2025
|
18
|
74
|
|
Federal National Mortgage Association, Pool 323159, 7.500%, 4/1/2028
|
76
|
510
|
|
Federal National Mortgage Association, Pool 323640, 7.500%, 4/1/2029
|
521
|
2,088
|
|
Federal National Mortgage Association, Pool 545993, 6.000%, 11/1/2032
|
2,132
|
857
|
|
Federal National Mortgage Association, Pool 555272, 6.000%, 3/1/2033
|
875
|
398
|
|
Federal National Mortgage Association, Pool 713974, 5.500%, 7/1/2033
|
405
|
1,707
|
|
Federal National Mortgage Association, Pool 721502, 5.000%, 7/1/2033
|
1,703
|
|
|
TOTAL
|
9,141
|
Shares,
Principal
Amount
or Contracts
|
|
|
Value
|
|
|
MORTGAGE-BACKED SECURITIES—continued
|
|
|
|
Government National Mortgage Association—0.0%
|
|
$ 1,953
|
|
Government National Mortgage Association, Pool 2796, 7.000%, 8/20/2029
|
$ 1,999
|
1,230
|
|
Government National Mortgage Association, Pool 3040, 7.000%, 2/20/2031
|
1,267
|
3,108
|
|
Government National Mortgage Association, Pool 3188, 6.500%, 1/20/2032
|
3,178
|
4,383
|
|
Government National Mortgage Association, Pool 3239, 6.500%, 5/20/2032
|
4,490
|
506
|
|
Government National Mortgage Association, Pool 451522, 7.500%, 10/15/2027
|
515
|
119
|
|
Government National Mortgage Association, Pool 462739, 7.500%, 5/15/2028
|
121
|
52
|
|
Government National Mortgage Association, Pool 464835, 6.500%, 9/15/2028
|
53
|
921
|
|
Government National Mortgage Association, Pool 469699, 7.000%, 11/15/2028
|
937
|
807
|
|
Government National Mortgage Association, Pool 486760, 6.500%, 12/15/2028
|
819
|
289
|
|
Government National Mortgage Association, Pool 780453, 7.500%, 12/15/2025
|
291
|
293
|
|
Government National Mortgage Association, Pool 780584, 7.000%, 6/15/2027
|
294
|
|
|
TOTAL
|
13,964
|
|
|
TOTAL MORTGAGE-BACKED SECURITIES
(IDENTIFIED COST $25,955)
|
26,280
|
|
|
PURCHASED CALL OPTIONS—0.0%
|
|
1,600,000
|
|
BNP NZD CALL/USD PUT (CALL-Option), Notional Amount $47,936,000, Exercise Price $0.615,
Expiration Date 3/7/2024
|
4,970
|
2,600,000
|
|
BNP USD CALL/CHF PUT (CALL-Option), Notional Amount $77,896,000, Exercise Price $0.8663,
Expiration
Date 4/12/2024
|
49,813
|
|
|
TOTAL PURCHASED CALL OPTIONS
(IDENTIFIED COST $18,812)
|
54,783
|
|
|
PURCHASED PUT OPTION—0.0%
|
|
100,000
|
|
UBS CHF PUT/JPY CALL (PUT-Option), Notional Amount $2,845,000, Exercise Price $160,
Expiration Date 7/5/2024
(IDENTIFIED COST $1,266)
|
500
|
|
|
INVESTMENT COMPANIES—22.2%
|
|
2,442
|
|
Bank Loan Core Fund
|
21,344
|
2,985,446
|
|
Emerging Markets Core Fund
|
24,779,203
|
17,237,693
|
|
Federated Hermes Institutional Prime Value Obligations Fund, Institutional Shares,
5.38%4
|
17,241,140
|
344,443
|
5
|
High Yield Bond Core Fund
|
1,901,324
|
1,865,367
|
|
Mortgage Core Fund
|
15,314,665
|
466,154
|
|
Project and Trade Finance Core Fund
|
4,111,481
|
|
|
TOTAL INVESTMENT COMPANIES
(IDENTIFIED COST $62,475,989)
|
63,369,157
|
|
|
TOTAL INVESTMENT IN SECURITIES—99.9%
(IDENTIFIED COST $250,103,825)
|
285,468,390
|
|
|
OTHER ASSETS AND LIABILITIES - NET—0.1%6
|
291,421
|
|
|
TOTAL NET ASSETS—100%
|
$285,759,811
|
Description
|
Number of
Contracts
|
Notional
Value
|
Expiration
Date
|
Value and
Unrealized
Appreciation
(Depreciation)
|
Long Futures:
|
|
|
|
|
EURO-BUND Long Futures
|
3
|
$430,104
|
March 2024
|
$(2,309)
|
GILT Long Futures
|
1
|
$123,819
|
June 2024
|
$390
|
United States Treasury Bond Long Futures
|
2
|
$238,500
|
June 2024
|
$750
|
United States Treasury Notes 2-Year Long Futures
|
11
|
$2,252,250
|
June 2024
|
$1,891
|
United States Treasury Notes 5-Year Long Futures
|
70
|
$7,483,438
|
June 2024
|
$5,932
|
United States Treasury Notes 10-Year Ultra Long Futures
|
11
|
$1,255,891
|
June 2024
|
$4,550
|
United States Treasury Ultra Bond Long Futures
|
10
|
$1,278,750
|
June 2024
|
$(2,233)
|
Short Futures:
|
|
|
|
|
United States Treasury Notes 10-Year Short Futures
|
5
|
$552,188
|
June 2024
|
$265
|
NET UNREALIZED APPRECIATION ON FUTURES CONTRACTS
|
$9,236
|
Settlement
Date
|
Counterparty
|
Foreign
Currency
Units to
Deliver/Receive
|
In
Exchange
For
|
Net Unrealized
Appreciation/
(Depreciation)
|
|
Contracts Purchased:
|
|
|
|
|
|
3/21/2024
|
HSBC BANKUSA
|
1,600,000
|
CNY
|
$226,568
|
$(3,771)
|
3/21/2024
|
Bank Of America, N.A.
|
900,000
|
EUR
|
$966,692
|
$6,693
|
3/21/2024
|
JPMorgan Chase Bank, N.A.
|
1,328,913
|
EUR
|
212,516,758 JPY
|
$(8,851)
|
3/21/2024
|
Morgan Stanley Capital
|
1,800,000
|
EUR
|
$1,930,150
|
$16,620
|
3/21/2024
|
JPMorgan Chase Bank, N.A.
|
400,000
|
GBP
|
$505,214
|
$(245)
|
3/21/2024
|
Morgan Stanley Capital
|
400,000
|
GBP
|
$504,142
|
$828
|
3/21/2024
|
Morgan Stanley Capital
|
430,369,110
|
JPY
|
$3,060,000
|
$(181,708)
|
3/21/2024
|
Barclays Bank PLC
|
127,895,282
|
JPY
|
828,913 EUR
|
$(39,546)
|
3/21/2024
|
Morgan Stanley Capital
|
49,771,428
|
JPY
|
$350,000
|
$(17,131)
|
3/21/2024
|
Morgan Stanley Capital
|
78,746,260
|
JPY
|
500,000 EUR
|
$(16,725)
|
3/21/2024
|
Citibank N.A.
|
152,677,800
|
JPY
|
900,000 CHF
|
$7,138
|
4/16/2024
|
Credit Agricole CIB
|
696,146
|
CHF
|
$820,000
|
$(29,156)
|
4/16/2024
|
Citibank N.A.
|
264,434
|
CHF
|
$300,000
|
$406
|
4/16/2024
|
State Street Bank & Trust Co.
|
742,996
|
CHF
|
$850,000
|
$(5,933)
|
4/23/2024
|
Bank Of America, N.A.
|
113,317
|
AUD
|
$75,022
|
$(1,252)
|
4/23/2024
|
Bank Of America, N.A.
|
113,627
|
AUD
|
$75,071
|
$(1,099)
|
4/23/2024
|
BNP Paribas SA
|
107,713
|
AUD
|
$70,416
|
$(294)
|
4/23/2024
|
Bank Of America, N.A.
|
89,446
|
AUD
|
$58,338
|
$(109)
|
4/23/2024
|
BNP Paribas SA
|
230,270
|
CAD
|
$171,718
|
$(1,912)
|
4/23/2024
|
BNP Paribas SA
|
231,265
|
CAD
|
$171,757
|
$(1,218)
|
4/23/2024
|
State Street Bank & Trust Co.
|
217,162
|
CAD
|
$161,182
|
$(1,042)
|
4/23/2024
|
BNP Paribas SA
|
181,183
|
CAD
|
$133,661
|
$(53)
|
4/23/2024
|
Bank Of America, N.A.
|
67,298
|
CHF
|
$78,731
|
$(2,220)
|
4/23/2024
|
Bank Of America, N.A.
|
67,782
|
CHF
|
$78,719
|
$(1,658)
|
4/23/2024
|
BNP Paribas SA
|
64,460
|
CHF
|
$73,660
|
$(376)
|
4/23/2024
|
The Bank Of New York Mellon
|
53,753
|
CHF
|
$61,460
|
$(348)
|
4/23/2024
|
Citibank N.A.
|
384,813
|
CHF
|
$450,000
|
$(12,509)
|
4/23/2024
|
Citibank N.A.
|
444,404
|
EUR
|
$485,267
|
$(3,977)
|
4/23/2024
|
BNP Paribas SA
|
444,485
|
EUR
|
$485,033
|
$(3,654)
|
4/23/2024
|
Bank Of America, N.A.
|
349,797
|
EUR
|
$379,874
|
$(1,043)
|
Settlement
Date
|
Counterparty
|
Foreign
Currency
Units to
Deliver/Receive
|
In
Exchange
For
|
Net Unrealized
Appreciation/
(Depreciation)
|
|
4/23/2024
|
Morgan Stanley Capital
|
421,393
|
EUR
|
$454,953
|
$1,416
|
4/23/2024
|
Bank Of America, N.A.
|
129,643
|
GBP
|
$165,379
|
$(1,682)
|
4/23/2024
|
Citibank N.A.
|
130,472
|
GBP
|
$165,430
|
$(687)
|
4/23/2024
|
Bank Of America, N.A.
|
102,448
|
GBP
|
$129,671
|
$(313)
|
4/23/2024
|
Bank Of America, N.A.
|
123,358
|
GBP
|
$155,256
|
$504
|
4/23/2024
|
State Street Bank & Trust Co.
|
31,086,666
|
JPY
|
$213,207
|
$(4,231)
|
4/23/2024
|
Credit Agricole CIB
|
31,191,966
|
JPY
|
$213,525
|
$(3,841)
|
4/23/2024
|
Bank Of America, N.A.
|
24,792,291
|
JPY
|
$166,834
|
$(171)
|
4/23/2024
|
Bank Of America, N.A.
|
29,707,268
|
JPY
|
$199,585
|
$118
|
4/23/2024
|
Morgan Stanley Capital
|
1,924,478
|
MXN
|
$111,802
|
$217
|
4/23/2024
|
Bank Of America, N.A.
|
2,297,104
|
MXN
|
$133,238
|
$470
|
4/23/2024
|
Morgan Stanley Capital
|
2,459,359
|
MXN
|
$141,474
|
$1,679
|
4/23/2024
|
Morgan Stanley Capital
|
2,459,100
|
MXN
|
$141,334
|
$1,804
|
Contracts Sold:
|
|
|
|
|
|
3/21/2024
|
Citibank N.A.
|
900,000
|
CHF
|
152,677,800 JPY
|
$(5,581)
|
3/21/2024
|
JPMorgan Chase Bank, N.A.
|
800,000
|
EUR
|
$863,427
|
$(1,805)
|
3/21/2024
|
Barclays Bank PLC
|
828,913
|
EUR
|
127,895,282 JPY
|
$(1,597)
|
3/21/2024
|
Morgan Stanley Capital
|
500,000
|
EUR
|
78,746,260 JPY
|
$2,608
|
3/21/2024
|
JPMorgan Chase Bank, N.A.
|
1,500,000
|
EUR
|
$1,628,608
|
$6,299
|
3/21/2024
|
Barclays Bank PLC
|
1,500,000
|
EUR
|
$1,645,398
|
$23,090
|
3/21/2024
|
JPMorgan Chase Bank, N.A.
|
400,000
|
GBP
|
$506,245
|
$1,275
|
3/21/2024
|
Barclays Bank PLC
|
850,000
|
GBP
|
$1,077,783
|
$4,722
|
3/21/2024
|
The Bank Of New York Mellon
|
97,258,915
|
JPY
|
$650,000
|
$(464)
|
3/21/2024
|
JPMorgan Chase Bank, N.A.
|
212,516,758
|
JPY
|
1,328,913 EUR
|
$24,819
|
3/21/2024
|
Morgan Stanley Capital
|
15,774,424
|
MXN
|
$900,000
|
$(22,980)
|
4/16/2024
|
JPMorgan Chase Bank, N.A.
|
263,444
|
CHF
|
$300,000
|
$720
|
4/23/2024
|
The Bank Of New York Mellon
|
107,713
|
AUD
|
$70,706
|
$584
|
4/23/2024
|
Morgan Stanley Capital
|
113,317
|
AUD
|
$74,495
|
$725
|
4/23/2024
|
JPMorgan Chase Bank, N.A.
|
178,891
|
AUD
|
$117,299
|
$840
|
4/23/2024
|
Morgan Stanley Capital
|
113,627
|
AUD
|
$75,172
|
$1,200
|
4/23/2024
|
Bank Of America, N.A.
|
217,162
|
CAD
|
$160,721
|
$582
|
4/23/2024
|
JPMorgan Chase Bank, N.A.
|
362,367
|
CAD
|
$268,638
|
$1,422
|
4/23/2024
|
Citibank N.A.
|
231,265
|
CAD
|
$171,978
|
$1,439
|
4/23/2024
|
BNP Paribas SA
|
230,270
|
CAD
|
$171,851
|
$2,046
|
4/23/2024
|
Bank Of America, N.A.
|
64,460
|
CHF
|
$73,581
|
$297
|
4/23/2024
|
JPMorgan Chase Bank, N.A.
|
107,506
|
CHF
|
$122,662
|
$439
|
4/23/2024
|
Morgan Stanley Capital
|
67,782
|
CHF
|
$79,222
|
$2,161
|
4/23/2024
|
Citibank N.A.
|
67,298
|
CHF
|
$78,708
|
$2,197
|
4/23/2024
|
Citibank N.A.
|
384,912
|
CHF
|
$450,000
|
$12,397
|
4/23/2024
|
BNP Paribas SA
|
421,393
|
EUR
|
$456,623
|
$253
|
4/23/2024
|
JPMorgan Chase Bank, N.A.
|
699,593
|
EUR
|
$758,074
|
$413
|
4/23/2024
|
Morgan Stanley Capital
|
444,485
|
EUR
|
$482,432
|
$1,053
|
4/23/2024
|
BNP Paribas SA
|
444,404
|
EUR
|
$486,327
|
$5,036
|
4/23/2024
|
Morgan Stanley Capital
|
123,358
|
GBP
|
$155,754
|
$(7)
|
4/23/2024
|
JPMorgan Chase Bank, N.A.
|
204,896
|
GBP
|
$258,768
|
$52
|
4/23/2024
|
Morgan Stanley Capital
|
129,643
|
GBP
|
$164,593
|
$896
|
4/23/2024
|
Bank Of America, N.A.
|
130,472
|
GBP
|
$166,323
|
$1,580
|
4/23/2024
|
Morgan Stanley Capital
|
49,584,582
|
JPY
|
$332,366
|
$(960)
|
4/23/2024
|
Bank Of America, N.A.
|
29,707,268
|
JPY
|
$199,884
|
$181
|
4/23/2024
|
Morgan Stanley Capital
|
31,086,666
|
JPY
|
$212,994
|
$4,018
|
4/23/2024
|
Goldman Sachs Bank
|
31,191,966
|
JPY
|
$214,799
|
$5,115
|
Settlement
Date
|
Counterparty
|
Foreign
Currency
Units to
Deliver/Receive
|
In
Exchange
For
|
Net Unrealized
Appreciation/
(Depreciation)
|
|
4/23/2024
|
Bank Of America, N.A.
|
2,459,100
|
MXN
|
$140,934
|
$(2,204)
|
4/23/2024
|
Morgan Stanley Capital
|
3,848,957
|
MXN
|
$222,722
|
$(1,316)
|
4/23/2024
|
JPMorgan Chase Bank, N.A.
|
2,459,359
|
MXN
|
$141,954
|
$(1,199)
|
4/23/2024
|
Bank Of America, N.A.
|
2,297,104
|
MXN
|
$133,265
|
$(444)
|
NET UNREALIZED DEPRECIATION ON FOREIGN EXCHANGE CONTRACTS
|
$(238,960)
|
Affiliates
|
Value as of
11/30/2023
|
Purchases
at Cost
|
Proceeds
from Sales
|
Change in
Unrealized
Appreciation/
Depreciation
|
Net
Realized
Gain/
(Loss)
|
Value as of
2/29/2024
|
Shares
Held as of
2/29/2024
|
Dividend
Income
|
Bank Loan Core Fund
|
$20,785
|
$487
|
$—
|
$72
|
$—
|
$21,344
|
2,442
|
$487
|
Emerging Markets Core Fund
|
$26,209,549
|
$615,420
|
$(3,000,000)
|
$1,353,098
|
$(398,864)
|
$24,779,203
|
2,985,446
|
$615,420
|
Federated Hermes Institutional Prime Value Obli-
gations Fund, Institutional Shares
|
$10,583,106
|
$23,183,721
|
$(16,524,461)
|
$(5,061)
|
$3,835
|
$17,241,140
|
17,237,693
|
$118,998
|
High Yield Bond Core Fund
|
$1,952,456
|
$32,154
|
$(123,000)
|
$42,383
|
$(2,669)
|
$1,901,324
|
344,443
|
$32,182
|
Mortgage Core Fund
|
$18,024,966
|
$190,175
|
$(3,165,200)
|
$652,525
|
$(387,801)
|
$15,314,665
|
1,865,367
|
$190,175
|
Project and Trade Finance Core Fund
|
$4,026,368
|
$71,230
|
$—
|
$13,883
|
$—
|
$4,111,481
|
466,154
|
$71,230
|
TOTAL OF AFFILIATED TRANSACTIONS
|
$60,817,230
|
$24,093,187
|
$(22,812,661)
|
$2,056,900
|
$(785,499)
|
$63,369,157
|
22,901,545
|
$1,028,492
|
1
|
Non-income-producing security.
|
2
|
Market quotations and price valuations are not available. Fair value determined using
significant unobservable inputs in accordance with procedures established
by and under the supervision of the Fund’s Adviser acting through its Valuation Committee.
|
3
|
Floating/variable note with current rate and current maturity or next reset date shown.
|
4
|
7-day net yield.
|
5
|
The High Yield Bond Core Fund is a diversified portfolio of below investment grade
bonds.
|
6
|
Assets, other than investments in securities, less liabilities.
|
Valuation Inputs
|
||||
|
Level 1—
Quoted
Prices
|
Level 2—
Other
Significant
Observable
Inputs
|
Level 3—
Significant
Unobservable
Inputs
|
Total
|
Equity Securities:
|
|
|
|
|
Common Stocks
|
|
|
|
|
Domestic
|
$114,424,518
|
$373,494
|
$5,350
|
$114,803,362
|
International
|
6,929,061
|
51,064,185
|
—
|
57,993,246
|
Debt Securities:
|
|
|
|
|
Foreign Governments/Agencies
|
—
|
23,660,417
|
—
|
23,660,417
|
Corporate Bonds
|
—
|
16,875,220
|
—
|
16,875,220
|
Asset-Backed Securities
|
—
|
3,497,988
|
—
|
3,497,988
|
U.S. Treasuries
|
—
|
2,157,921
|
—
|
2,157,921
|
Collateralized Mortgage Obligations
|
—
|
1,178,702
|
—
|
1,178,702
|
Commercial Mortgage-Backed Securities
|
—
|
1,055,794
|
—
|
1,055,794
|
Government Agencies
|
—
|
795,020
|
—
|
795,020
|
Mortgage-Backed Securities
|
—
|
26,280
|
—
|
26,280
|
Purchased Call Options
|
—
|
54,783
|
—
|
54,783
|
Purchased Put Option
|
—
|
500
|
—
|
500
|
Investment Companies1
|
59,257,676
|
—
|
—
|
63,369,157
|
TOTAL SECURITIES
|
$180,611,255
|
$100,740,304
|
$5,350
|
$285,468,390
|
Other Financial Instruments:
|
|
|
|
|
Assets
|
|
|
|
|
Futures Contracts
|
$13,778
|
$—
|
$—
|
$13,778
|
Foreign Exchange Contracts
|
—
|
146,352
|
—
|
146,352
|
Liabilities
|
|
|
|
|
Futures Contracts
|
(4,542)
|
—
|
—
|
(4,542)
|
Foreign Exchange Contracts
|
—
|
(385,312)
|
—
|
(385,312)
|
TOTAL OTHER FINANCIAL INSTRUMENTS
|
$9,236
|
$(238,960)
|
$—
|
$(229,724)
|
1
|
As permitted by U.S. generally accepted accounting principles, an Investment Company
valued at $4,111,481 is measured at fair value using the NAV per share
practical expedient and has not been categorized in the chart above but is included
in the Total column. The price of shares redeemed of Project and Trade
Finance Core Fund (PTCORE), a portfolio of Federated Hermes Core Trust III, may be
determined as of the closing NAV of the fund up to twenty-four days after
receipt of a shareholder redemption request. The investment objective of PTCORE is
to provide total return. Copies of the PTCORE financial statements are
available on the EDGAR database on the SEC’s website or upon request from the Fund.
|
The following acronym(s) are used throughout this portfolio:
|
|
|
ADR
|
—American Depositary Receipt
|
|
AUD
|
—Australian Dollar
|
|
BKNT
|
—Bank Notes
|
|
BRL
|
—Brazilian Real
|
|
CAD
|
—Canadian Dollar
|
|
CHF
|
—Swiss Franc
|
|
CNY
|
—Chinese Yuan Renminbi
|
|
EUR
|
—Euro
|
|
GBP
|
—British Pound
|
|
GDR
|
—Global Depository Receipt
|
|
INR
|
—Indian Rupee
|
|
JPY
|
—Japanese Yen
|
|
LIBOR
|
—London Interbank Offered Rate
|
|
MTN
|
—Medium Term Note
|
|
MXN
|
—Mexican Peso
|
|
PLC
|
—Public Limited Company
|
|
REIT
|
—Real Estate Investment Trust
|
|
REMIC
|
—Real Estate Mortgage Investment Conduit
|
|
SOFR
|
—Secured Overnight Financing Rate
|
|
USD
|
—United States Dollar
|