Shares or Principal Amount | Value | ||||
COMMON STOCKS – 96.8% | |||||
Communication services – 7.8% | |||||
Diversified telecommunication services – 0.9% | |||||
AT&T, Inc. | 1,462,945 | $ | 22,441,576 | ||
Lumen Technologies, Inc. (A) | 200,501 | 1,459,647 | |||
Verizon Communications, Inc. | 861,646 | 32,716,699 | |||
56,617,922 | |||||
Entertainment – 1.3% | |||||
Activision Blizzard, Inc. | 146,154 | 10,865,088 | |||
Electronic Arts, Inc. | 54,234 | 6,275,416 | |||
Live Nation Entertainment, Inc. (B) | 28,794 | 2,189,496 | |||
Netflix, Inc. (B) | 91,602 | 21,566,775 | |||
Take-Two Interactive Software, Inc. (B) | 32,497 | 3,542,173 | |||
The Walt Disney Company (B) | 374,764 | 35,351,488 | |||
Warner Brothers Discovery, Inc. (A)(B) | 449,536 | 5,169,664 | |||
84,960,100 | |||||
Interactive media and services – 4.6% | |||||
Alphabet, Inc., Class A (B) | 1,232,200 | 117,859,930 | |||
Alphabet, Inc., Class C (B) | 1,101,760 | 105,934,224 | |||
Match Group, Inc. (B) | 58,231 | 2,780,530 | |||
Meta Platforms, Inc., Class A (B) | 468,731 | 63,597,422 | |||
Twitter, Inc. (B) | 138,228 | 6,059,916 | |||
296,232,022 | |||||
Media – 0.7% | |||||
Charter Communications, Inc., Class A (B) | 22,744 | 6,899,392 | |||
Comcast Corp., Class A | 905,632 | 26,562,187 | |||
DISH Network Corp., Class A (B) | 50,596 | 699,743 | |||
Fox Corp., Class A | 61,669 | 1,892,005 | |||
Fox Corp., Class B | 30,146 | 859,161 | |||
News Corp., Class A | 79,517 | 1,201,502 | |||
News Corp., Class B | 24,750 | 381,645 | |||
Omnicom Group, Inc. | 41,579 | 2,623,219 | |||
Paramount Global, Class B | 104,197 | 1,983,911 | |||
The Interpublic Group of Companies, Inc. | 80,005 | 2,048,128 | |||
45,150,893 | |||||
Wireless telecommunication services – 0.3% | |||||
T-Mobile US, Inc. (B) | 123,839 | 16,615,479 | |||
499,576,416 | |||||
Consumer discretionary – 11.3% | |||||
Auto components – 0.1% | |||||
Aptiv PLC (B) | 56,377 | 4,409,245 | |||
BorgWarner, Inc. | 48,739 | 1,530,405 | |||
5,939,650 | |||||
Automobiles – 2.6% | |||||
Ford Motor Company | 813,554 | 9,111,805 | |||
General Motors Company | 300,814 | 9,653,121 | |||
Tesla, Inc. (B) | 547,321 | 145,176,887 | |||
163,941,813 | |||||
Distributors – 0.1% | |||||
Genuine Parts Company | 29,109 | 4,346,556 | |||
LKQ Corp. | 52,205 | 2,461,466 | |||
Pool Corp. | 8,151 | 2,593,730 | |||
9,401,752 | |||||
Hotels, restaurants and leisure – 1.8% | |||||
Booking Holdings, Inc. (B) | 8,160 | 13,408,594 | |||
Caesars Entertainment, Inc. (B) | 43,381 | 1,399,471 | |||
Carnival Corp. (B) | 204,326 | 1,436,412 | |||
Chipotle Mexican Grill, Inc. (B) | 5,710 | 8,580,760 | |||
Darden Restaurants, Inc. | 25,083 | 3,168,485 | |||
Domino's Pizza, Inc. | 7,491 | 2,323,708 | |||
Expedia Group, Inc. (B) | 30,716 | 2,877,782 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
Hilton Worldwide Holdings, Inc. | 56,644 | $ | 6,832,399 | ||
Las Vegas Sands Corp. (B) | 66,307 | 2,487,839 | |||
Marriott International, Inc., Class A | 56,869 | 7,969,622 | |||
McDonald's Corp. | 151,330 | 34,917,884 | |||
MGM Resorts International | 67,405 | 2,003,277 | |||
Norwegian Cruise Line Holdings, Ltd. (B) | 86,884 | 987,002 | |||
Royal Caribbean Cruises, Ltd. (B) | 45,556 | 1,726,572 | |||
Starbucks Corp. | 236,463 | 19,924,372 | |||
Wynn Resorts, Ltd. (B) | 21,395 | 1,348,527 | |||
Yum! Brands, Inc. | 58,338 | 6,203,663 | |||
117,596,369 | |||||
Household durables – 0.3% | |||||
D.R. Horton, Inc. | 64,277 | 4,329,056 | |||
Garmin, Ltd. | 32,423 | 2,603,891 | |||
Lennar Corp., A Shares | 53,242 | 3,969,191 | |||
Mohawk Industries, Inc. (B) | 11,154 | 1,017,133 | |||
Newell Brands, Inc. | 76,953 | 1,068,877 | |||
NVR, Inc. (B) | 631 | 2,515,847 | |||
PulteGroup, Inc. | 47,772 | 1,791,450 | |||
Whirlpool Corp. | 11,579 | 1,560,965 | |||
18,856,410 | |||||
Internet and direct marketing retail – 3.3% | |||||
Amazon.com, Inc. (B) | 1,821,373 | 205,815,149 | |||
eBay, Inc. | 111,768 | 4,114,180 | |||
Etsy, Inc. (B) | 25,727 | 2,576,045 | |||
212,505,374 | |||||
Leisure products – 0.0% | |||||
Hasbro, Inc. | 26,306 | 1,773,551 | |||
Multiline retail – 0.5% | |||||
Dollar General Corp. | 46,932 | 11,257,110 | |||
Dollar Tree, Inc. (B) | 43,370 | 5,902,657 | |||
Target Corp. | 95,641 | 14,192,168 | |||
31,351,935 | |||||
Specialty retail – 2.2% | |||||
Advance Auto Parts, Inc. | 12,162 | 1,901,407 | |||
AutoZone, Inc. (B) | 3,998 | 8,563,436 | |||
Bath & Body Works, Inc. | 48,039 | 1,566,071 | |||
Best Buy Company, Inc. | 40,801 | 2,584,335 | |||
CarMax, Inc. (B) | 33,117 | 2,186,384 | |||
Lowe's Companies, Inc. | 131,323 | 24,663,773 | |||
O'Reilly Automotive, Inc. (B) | 13,095 | 9,210,368 | |||
Ross Stores, Inc. | 71,064 | 5,988,563 | |||
The Home Depot, Inc. | 211,157 | 58,266,663 | |||
The TJX Companies, Inc. | 241,617 | 15,009,248 | |||
Tractor Supply Company | 22,519 | 4,185,832 | |||
Ulta Beauty, Inc. (B) | 10,646 | 4,271,069 | |||
138,397,149 | |||||
Textiles, apparel and luxury goods – 0.4% | |||||
NIKE, Inc., Class B | 259,778 | 21,592,747 | |||
Ralph Lauren Corp. | 8,432 | 716,130 | |||
Tapestry, Inc. | 50,676 | 1,440,719 | |||
VF Corp. | 69,554 | 2,080,360 | |||
25,829,956 | |||||
725,593,959 | |||||
Consumer staples – 6.7% | |||||
Beverages – 1.8% | |||||
Brown-Forman Corp., Class B | 37,138 | 2,472,277 | |||
Constellation Brands, Inc., Class A | 32,622 | 7,492,621 | |||
Keurig Dr. Pepper, Inc. | 174,652 | 6,256,035 | |||
Molson Coors Beverage Company, Class B | 38,292 | 1,837,633 |
1 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Beverages (continued) | |||||
Monster Beverage Corp. (B) | 79,077 | $ | 6,876,536 | ||
PepsiCo, Inc. | 283,586 | 46,298,250 | |||
The Coca-Cola Company | 799,604 | 44,793,816 | |||
116,027,168 | |||||
Food and staples retailing – 1.5% | |||||
Costco Wholesale Corp. | 90,920 | 42,938,788 | |||
Sysco Corp. | 103,982 | 7,352,567 | |||
The Kroger Company | 134,353 | 5,877,944 | |||
Walgreens Boots Alliance, Inc. | 145,925 | 4,582,045 | |||
Walmart, Inc. | 292,820 | 37,978,754 | |||
98,730,098 | |||||
Food products – 1.1% | |||||
Archer-Daniels-Midland Company | 114,499 | 9,211,445 | |||
Campbell Soup Company | 41,270 | 1,944,642 | |||
Conagra Brands, Inc. | 97,630 | 3,185,667 | |||
General Mills, Inc. | 123,229 | 9,440,574 | |||
Hormel Foods Corp. | 60,258 | 2,738,124 | |||
Kellogg Company | 51,964 | 3,619,812 | |||
Lamb Weston Holdings, Inc. | 29,496 | 2,282,400 | |||
McCormick & Company, Inc. | 52,366 | 3,732,125 | |||
Mondelez International, Inc., Class A | 281,600 | 15,440,128 | |||
The Hershey Company | 30,173 | 6,652,241 | |||
The J.M. Smucker Company | 22,021 | 3,025,906 | |||
The Kraft Heinz Company | 163,811 | 5,463,097 | |||
Tyson Foods, Inc., Class A (A) | 59,923 | 3,950,723 | |||
70,686,884 | |||||
Household products – 1.4% | |||||
Church & Dwight Company, Inc. | 49,908 | 3,565,428 | |||
Colgate-Palmolive Company | 171,449 | 12,044,292 | |||
Kimberly-Clark Corp. | 69,567 | 7,829,070 | |||
The Clorox Company | 24,962 | 3,204,871 | |||
The Procter & Gamble Company | 490,591 | 61,937,114 | |||
88,580,775 | |||||
Personal products – 0.2% | |||||
The Estee Lauder Companies, Inc., Class A | 47,941 | 10,350,462 | |||
Tobacco – 0.7% | |||||
Altria Group, Inc. | 370,520 | 14,961,598 | |||
Philip Morris International, Inc. | 318,609 | 26,447,733 | |||
41,409,331 | |||||
425,784,718 | |||||
Energy – 4.5% | |||||
Energy equipment and services – 0.3% | |||||
Baker Hughes Company | 208,583 | 4,371,900 | |||
Halliburton Company | 186,510 | 4,591,876 | |||
Schlumberger NV | 289,398 | 10,389,388 | |||
19,353,164 | |||||
Oil, gas and consumable fuels – 4.2% | |||||
APA Corp. | 66,921 | 2,288,029 | |||
Chevron Corp. | 370,110 | 53,173,704 | |||
ConocoPhillips | 261,651 | 26,777,363 | |||
Coterra Energy, Inc. | 162,412 | 4,242,201 | |||
Devon Energy Corp. | 134,626 | 8,095,061 | |||
Diamondback Energy, Inc. | 36,577 | 4,406,065 | |||
EOG Resources, Inc. | 120,212 | 13,431,287 | |||
EQT Corp. | 77,527 | 3,159,225 | |||
Exxon Mobil Corp. | 856,462 | 74,777,697 | |||
Hess Corp. | 57,360 | 6,251,666 | |||
Kinder Morgan, Inc. | 408,568 | 6,798,572 | |||
Marathon Oil Corp. | 139,422 | 3,148,149 | |||
Marathon Petroleum Corp. | 102,524 | 10,183,709 | |||
Occidental Petroleum Corp. | 153,191 | 9,413,587 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
ONEOK, Inc. | 92,730 | $ | 4,751,485 | ||
Phillips 66 | 98,512 | 7,951,889 | |||
Pioneer Natural Resources Company | 49,076 | 10,626,426 | |||
The Williams Companies, Inc. | 249,055 | 7,130,445 | |||
Valero Energy Corp. | 80,975 | 8,652,179 | |||
265,258,739 | |||||
284,611,903 | |||||
Financials – 10.7% | |||||
Banks – 3.6% | |||||
Bank of America Corp. | 1,436,241 | 43,374,478 | |||
Citigroup, Inc. | 397,889 | 16,580,035 | |||
Citizens Financial Group, Inc. | 101,165 | 3,476,029 | |||
Comerica, Inc. | 27,221 | 1,935,413 | |||
Fifth Third Bancorp | 140,392 | 4,486,928 | |||
First Republic Bank | 37,019 | 4,832,830 | |||
Huntington Bancshares, Inc. | 300,118 | 3,955,555 | |||
JPMorgan Chase & Co. | 602,806 | 62,993,227 | |||
KeyCorp | 193,106 | 3,093,558 | |||
M&T Bank Corp. | 36,417 | 6,421,045 | |||
Regions Financial Corp. | 194,015 | 3,893,881 | |||
Signature Bank | 13,027 | 1,967,077 | |||
SVB Financial Group (B) | 12,285 | 4,125,057 | |||
The PNC Financial Services Group, Inc. | 84,270 | 12,591,623 | |||
Truist Financial Corp. | 271,312 | 11,812,924 | |||
U.S. Bancorp | 278,463 | 11,227,628 | |||
Wells Fargo & Company | 779,948 | 31,369,509 | |||
Zions Bancorp NA | 29,664 | 1,508,711 | |||
229,645,508 | |||||
Capital markets – 2.9% | |||||
Ameriprise Financial, Inc. | 22,323 | 5,624,280 | |||
BlackRock, Inc. | 30,976 | 17,045,473 | |||
Cboe Global Markets, Inc. | 21,672 | 2,543,643 | |||
CME Group, Inc. | 73,928 | 13,094,867 | |||
FactSet Research Systems, Inc. | 7,673 | 3,070,044 | |||
Franklin Resources, Inc. | 57,236 | 1,231,719 | |||
Intercontinental Exchange, Inc. | 114,464 | 10,341,822 | |||
Invesco, Ltd. | 93,603 | 1,282,361 | |||
MarketAxess Holdings, Inc. | 7,724 | 1,718,513 | |||
Moody's Corp. | 32,450 | 7,888,920 | |||
Morgan Stanley | 275,053 | 21,731,938 | |||
MSCI, Inc. | 16,467 | 6,945,616 | |||
Nasdaq, Inc. | 69,174 | 3,920,782 | |||
Northern Trust Corp. | 42,357 | 3,624,065 | |||
Raymond James Financial, Inc. | 39,881 | 3,941,040 | |||
S&P Global, Inc. | 70,027 | 21,382,744 | |||
State Street Corp. | 76,224 | 4,635,181 | |||
T. Rowe Price Group, Inc. | 45,897 | 4,819,644 | |||
The Bank of New York Mellon Corp. | 151,012 | 5,816,982 | |||
The Charles Schwab Corp. | 313,769 | 22,550,578 | |||
The Goldman Sachs Group, Inc. | 70,230 | 20,580,902 | |||
183,791,114 | |||||
Consumer finance – 0.5% | |||||
American Express Company | 123,264 | 16,629,546 | |||
Capital One Financial Corp. | 78,834 | 7,266,130 | |||
Discover Financial Services | 56,676 | 5,152,982 | |||
Synchrony Financial | 99,006 | 2,790,979 | |||
31,839,637 | |||||
Diversified financial services – 1.6% | |||||
Berkshire Hathaway, Inc., Class B (B) | 370,955 | 99,052,404 | |||
Insurance – 2.1% | |||||
Aflac, Inc. | 118,031 | 6,633,342 | |||
American International Group, Inc. | 156,139 | 7,413,480 | |||
Aon PLC, Class A | 43,133 | 11,554,037 |
2 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Insurance (continued) | |||||
Arthur J. Gallagher & Company | 43,308 | $ | 7,415,196 | ||
Assurant, Inc. | 10,821 | 1,571,967 | |||
Brown & Brown, Inc. | 47,508 | 2,873,284 | |||
Chubb, Ltd. | 85,678 | 15,583,115 | |||
Cincinnati Financial Corp. | 32,704 | 2,929,297 | |||
Everest Re Group, Ltd. | 8,104 | 2,126,814 | |||
Globe Life, Inc. | 19,021 | 1,896,394 | |||
Lincoln National Corp. | 31,906 | 1,400,992 | |||
Loews Corp. | 41,311 | 2,058,940 | |||
Marsh & McLennan Companies, Inc. | 102,116 | 15,244,898 | |||
MetLife, Inc. | 137,506 | 8,357,615 | |||
Principal Financial Group, Inc. | 47,711 | 3,442,349 | |||
Prudential Financial, Inc. | 76,340 | 6,548,445 | |||
The Allstate Corp. | 55,230 | 6,877,792 | |||
The Hartford Financial Services Group, Inc. | 67,332 | 4,170,544 | |||
The Progressive Corp. | 120,682 | 14,024,455 | |||
The Travelers Companies, Inc. | 48,337 | 7,405,228 | |||
W.R. Berkley Corp. | 42,759 | 2,761,376 | |||
Willis Towers Watson PLC | 22,937 | 4,608,961 | |||
136,898,521 | |||||
681,227,184 | |||||
Health care – 14.6% | |||||
Biotechnology – 2.2% | |||||
AbbVie, Inc. | 363,456 | 48,779,430 | |||
Amgen, Inc. | 109,893 | 24,769,882 | |||
Biogen, Inc. (B) | 29,625 | 7,909,875 | |||
Gilead Sciences, Inc. | 258,205 | 15,928,666 | |||
Incyte Corp. (B) | 38,153 | 2,542,516 | |||
Moderna, Inc. (B) | 69,149 | 8,176,869 | |||
Regeneron Pharmaceuticals, Inc. (B) | 21,964 | 15,130,341 | |||
Vertex Pharmaceuticals, Inc. (B) | 52,834 | 15,297,556 | |||
138,535,135 | |||||
Health care equipment and supplies – 2.6% | |||||
Abbott Laboratories | 360,027 | 34,836,213 | |||
ABIOMED, Inc. (B) | 9,224 | 2,265,968 | |||
Align Technology, Inc. (B) | 14,935 | 3,093,188 | |||
Baxter International, Inc. | 104,503 | 5,628,532 | |||
Becton, Dickinson and Company | 58,373 | 13,007,256 | |||
Boston Scientific Corp. (B) | 294,854 | 11,419,695 | |||
Dentsply Sirona, Inc. | 44,422 | 1,259,364 | |||
DexCom, Inc. (B) | 81,405 | 6,556,359 | |||
Edwards Lifesciences Corp. (B) | 126,695 | 10,468,808 | |||
Hologic, Inc. (B) | 51,523 | 3,324,264 | |||
IDEXX Laboratories, Inc. (B) | 17,292 | 5,633,734 | |||
Intuitive Surgical, Inc. (B) | 73,313 | 13,741,789 | |||
Medtronic PLC | 273,077 | 22,050,968 | |||
ResMed, Inc. | 30,161 | 6,584,146 | |||
STERIS PLC | 20,277 | 3,371,660 | |||
Stryker Corp. | 69,077 | 13,990,856 | |||
Teleflex, Inc. | 9,513 | 1,916,489 | |||
The Cooper Companies, Inc. | 10,010 | 2,641,639 | |||
Zimmer Biomet Holdings, Inc. | 43,618 | 4,560,262 | |||
166,351,190 | |||||
Health care providers and services – 3.5% | |||||
AmerisourceBergen Corp. | 31,934 | 4,321,628 | |||
Cardinal Health, Inc. | 55,128 | 3,675,935 | |||
Centene Corp. (B) | 117,388 | 9,133,960 | |||
Cigna Corp. | 62,659 | 17,385,993 | |||
CVS Health Corp. | 269,686 | 25,719,954 | |||
DaVita, Inc. (B) | 11,456 | 948,213 | |||
Elevance Health, Inc. | 49,267 | 22,379,042 | |||
HCA Healthcare, Inc. | 44,224 | 8,127,929 | |||
Henry Schein, Inc. (B) | 28,393 | 1,867,408 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care providers and services (continued) | |||||
Humana, Inc. | 26,119 | $ | 12,672,678 | ||
Laboratory Corp. of America Holdings | 18,832 | 3,856,982 | |||
McKesson Corp. | 29,746 | 10,109,773 | |||
Molina Healthcare, Inc. (B) | 11,851 | 3,908,934 | |||
Quest Diagnostics, Inc. | 24,409 | 2,994,740 | |||
UnitedHealth Group, Inc. | 192,309 | 97,123,737 | |||
Universal Health Services, Inc., Class B | 13,560 | 1,195,721 | |||
225,422,627 | |||||
Life sciences tools and services – 1.8% | |||||
Agilent Technologies, Inc. | 61,676 | 7,496,718 | |||
Bio-Rad Laboratories, Inc., Class A (B) | 4,368 | 1,822,068 | |||
Bio-Techne Corp. | 7,905 | 2,245,020 | |||
Charles River Laboratories International, Inc. (B) | 10,243 | 2,015,822 | |||
Danaher Corp. | 134,538 | 34,749,820 | |||
Illumina, Inc. (B) | 32,548 | 6,209,833 | |||
IQVIA Holdings, Inc. (B) | 38,295 | 6,936,756 | |||
Mettler-Toledo International, Inc. (B) | 4,590 | 4,976,111 | |||
PerkinElmer, Inc. | 25,714 | 3,094,166 | |||
Thermo Fisher Scientific, Inc. | 80,501 | 40,829,302 | |||
Waters Corp. (B) | 12,472 | 3,361,578 | |||
West Pharmaceutical Services, Inc. | 15,037 | 3,700,305 | |||
117,437,499 | |||||
Pharmaceuticals – 4.5% | |||||
Bristol-Myers Squibb Company | 438,812 | 31,195,145 | |||
Catalent, Inc. (B) | 36,817 | 2,664,078 | |||
Eli Lilly & Company | 162,050 | 52,398,868 | |||
Johnson & Johnson | 540,230 | 88,251,973 | |||
Merck & Company, Inc. | 520,478 | 44,823,565 | |||
Organon & Company | 51,529 | 1,205,779 | |||
Pfizer, Inc. | 1,153,210 | 50,464,470 | |||
Viatris, Inc. | 245,795 | 2,094,173 | |||
Zoetis, Inc. | 96,332 | 14,285,072 | |||
287,383,123 | |||||
935,129,574 | |||||
Industrials – 7.6% | |||||
Aerospace and defense – 1.6% | |||||
General Dynamics Corp. | 46,184 | 9,798,859 | |||
Howmet Aerospace, Inc. | 74,604 | 2,307,502 | |||
Huntington Ingalls Industries, Inc. | 8,159 | 1,807,219 | |||
L3Harris Technologies, Inc. | 39,494 | 8,208,038 | |||
Lockheed Martin Corp. | 48,512 | 18,739,700 | |||
Northrop Grumman Corp. | 29,993 | 14,106,308 | |||
Raytheon Technologies Corp. | 304,129 | 24,896,000 | |||
Textron, Inc. | 43,406 | 2,528,834 | |||
The Boeing Company (B) | 114,967 | 13,920,204 | |||
TransDigm Group, Inc. | 10,642 | 5,585,134 | |||
101,897,798 | |||||
Air freight and logistics – 0.6% | |||||
CH Robinson Worldwide, Inc. | 25,339 | 2,440,399 | |||
Expeditors International of Washington, Inc. | 33,174 | 2,929,596 | |||
FedEx Corp. | 49,433 | 7,339,318 | |||
United Parcel Service, Inc., Class B | 150,267 | 24,274,131 | |||
36,983,444 | |||||
Airlines – 0.2% | |||||
Alaska Air Group, Inc. (B) | 25,454 | 996,524 | |||
American Airlines Group, Inc. (A)(B) | 131,599 | 1,584,452 | |||
Delta Air Lines, Inc. (B) | 130,066 | 3,649,652 | |||
Southwest Airlines Company (B) | 123,865 | 3,819,997 |
3 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Airlines (continued) | |||||
United Airlines Holdings, Inc. (B) | 65,776 | $ | 2,139,693 | ||
12,190,318 | |||||
Building products – 0.4% | |||||
A.O. Smith Corp. | 27,073 | 1,315,206 | |||
Allegion PLC | 18,231 | 1,634,956 | |||
Carrier Global Corp. | 174,418 | 6,202,304 | |||
Fortune Brands Home & Security, Inc. | 25,750 | 1,382,518 | |||
Johnson Controls International PLC | 141,647 | 6,971,865 | |||
Masco Corp. | 46,384 | 2,165,669 | |||
Trane Technologies PLC | 47,444 | 6,870,366 | |||
26,542,884 | |||||
Commercial services and supplies – 0.5% | |||||
Cintas Corp. | 17,789 | 6,905,512 | |||
Copart, Inc. (B) | 44,507 | 4,735,545 | |||
Republic Services, Inc. | 41,775 | 5,683,071 | |||
Rollins, Inc. | 46,008 | 1,595,557 | |||
Waste Management, Inc. | 77,464 | 12,410,507 | |||
31,330,192 | |||||
Construction and engineering – 0.0% | |||||
Quanta Services, Inc. | 29,864 | 3,804,375 | |||
Electrical equipment – 0.5% | |||||
AMETEK, Inc. | 46,994 | 5,329,590 | |||
Eaton Corp. PLC | 81,970 | 10,931,519 | |||
Emerson Electric Company | 121,506 | 8,896,669 | |||
Generac Holdings, Inc. (B) | 12,830 | 2,285,536 | |||
Rockwell Automation, Inc. | 23,583 | 5,072,939 | |||
32,516,253 | |||||
Industrial conglomerates – 0.8% | |||||
3M Company | 113,820 | 12,577,110 | |||
General Electric Company | 225,488 | 13,959,962 | |||
Honeywell International, Inc. | 138,400 | 23,108,648 | |||
49,645,720 | |||||
Machinery – 1.6% | |||||
Caterpillar, Inc. | 108,378 | 17,782,662 | |||
Cummins, Inc. | 29,189 | 5,940,253 | |||
Deere & Company | 57,117 | 19,070,795 | |||
Dover Corp. | 29,261 | 3,411,247 | |||
Fortive Corp. | 72,845 | 4,246,864 | |||
IDEX Corp. | 15,447 | 3,087,083 | |||
Illinois Tool Works, Inc. | 57,571 | 10,400,201 | |||
Ingersoll Rand, Inc. | 82,354 | 3,562,634 | |||
Nordson Corp. | 11,195 | 2,376,363 | |||
Otis Worldwide Corp. | 86,745 | 5,534,331 | |||
PACCAR, Inc. | 72,142 | 6,037,564 | |||
Parker-Hannifin Corp. | 26,231 | 6,356,034 | |||
Pentair PLC | 33,712 | 1,369,719 | |||
Snap-on, Inc. | 10,970 | 2,208,810 | |||
Stanley Black & Decker, Inc. | 31,148 | 2,342,641 | |||
Wabtec Corp. | 36,896 | 3,001,490 | |||
Xylem, Inc. | 36,619 | 3,199,036 | |||
99,927,727 | |||||
Professional services – 0.4% | |||||
CoStar Group, Inc. (B) | 81,455 | 5,673,341 | |||
Equifax, Inc. | 25,489 | 4,369,579 | |||
Jacobs Solutions, Inc. | 26,487 | 2,873,575 | |||
Leidos Holdings, Inc. | 28,774 | 2,516,862 | |||
Nielsen Holdings PLC | 72,928 | 2,021,564 | |||
Robert Half International, Inc. | 22,758 | 1,740,987 | |||
Verisk Analytics, Inc. | 32,062 | 5,467,533 | |||
24,663,441 | |||||
Road and rail – 0.8% | |||||
CSX Corp. | 440,523 | 11,735,533 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Road and rail (continued) | |||||
JB Hunt Transport Services, Inc. | 17,105 | $ | 2,675,564 | ||
Norfolk Southern Corp. | 48,477 | 10,163,203 | |||
Old Dominion Freight Line, Inc. | 19,067 | 4,743,298 | |||
Union Pacific Corp. | 128,025 | 24,941,831 | |||
54,259,429 | |||||
Trading companies and distributors – 0.2% | |||||
Fastenal Company | 116,818 | 5,378,301 | |||
United Rentals, Inc. (B) | 14,244 | 3,847,589 | |||
W.W. Grainger, Inc. | 9,308 | 4,553,381 | |||
13,779,271 | |||||
487,540,852 | |||||
Information technology – 25.5% | |||||
Communications equipment – 0.8% | |||||
Arista Networks, Inc. (B) | 50,654 | 5,718,330 | |||
Cisco Systems, Inc. | 851,220 | 34,048,800 | |||
F5, Inc. (B) | 12,259 | 1,774,245 | |||
Juniper Networks, Inc. | 66,088 | 1,726,219 | |||
Motorola Solutions, Inc. | 34,416 | 7,708,152 | |||
50,975,746 | |||||
Electronic equipment, instruments and components – 0.6% | |||||
Amphenol Corp., Class A | 121,584 | 8,141,265 | |||
CDW Corp. | 27,947 | 4,361,968 | |||
Corning, Inc. | 156,177 | 4,532,257 | |||
Keysight Technologies, Inc. (B) | 36,635 | 5,764,884 | |||
TE Connectivity, Ltd. | 65,586 | 7,238,071 | |||
Teledyne Technologies, Inc. (B) | 9,473 | 3,196,853 | |||
Trimble, Inc. (B) | 51,143 | 2,775,531 | |||
Zebra Technologies Corp., Class A (B) | 10,854 | 2,843,857 | |||
38,854,686 | |||||
IT services – 4.2% | |||||
Accenture PLC, Class A | 129,766 | 33,388,792 | |||
Akamai Technologies, Inc. (B) | 33,096 | 2,658,271 | |||
Automatic Data Processing, Inc. | 85,376 | 19,311,197 | |||
Broadridge Financial Solutions, Inc. | 24,429 | 3,525,593 | |||
Cognizant Technology Solutions Corp., Class A | 106,830 | 6,136,315 | |||
DXC Technology Company (B) | 46,270 | 1,132,690 | |||
EPAM Systems, Inc. (B) | 11,890 | 4,306,439 | |||
Fidelity National Information Services, Inc. | 125,633 | 9,494,086 | |||
Fiserv, Inc. (B) | 131,472 | 12,301,835 | |||
FleetCor Technologies, Inc. (B) | 15,248 | 2,686,240 | |||
Gartner, Inc. (B) | 16,169 | 4,473,801 | |||
Global Payments, Inc. | 56,989 | 6,157,661 | |||
IBM Corp. | 185,549 | 22,045,077 | |||
Jack Henry & Associates, Inc. | 15,098 | 2,751,912 | |||
Mastercard, Inc., Class A | 175,249 | 49,830,301 | |||
Paychex, Inc. | 66,216 | 7,430,097 | |||
PayPal Holdings, Inc. (B) | 237,743 | 20,462,540 | |||
VeriSign, Inc. (B) | 19,019 | 3,303,600 | |||
Visa, Inc., Class A | 336,002 | 59,690,755 | |||
271,087,202 | |||||
Semiconductors and semiconductor equipment – 4.7% | |||||
Advanced Micro Devices, Inc. (B) | 331,029 | 20,973,997 | |||
Analog Devices, Inc. | 106,348 | 14,818,530 | |||
Applied Materials, Inc. | 178,803 | 14,649,330 | |||
Broadcom, Inc. | 82,958 | 36,834,182 | |||
Enphase Energy, Inc. (B) | 27,835 | 7,723,377 | |||
Intel Corp. | 843,800 | 21,744,726 | |||
KLA Corp. | 29,137 | 8,817,730 | |||
Lam Research Corp. | 28,153 | 10,303,998 | |||
Microchip Technology, Inc. | 114,171 | 6,967,856 | |||
Micron Technology, Inc. | 226,250 | 11,335,125 |
4 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Semiconductors and semiconductor equipment (continued) | |||||
Monolithic Power Systems, Inc. | 9,143 | $ | 3,322,566 | ||
NVIDIA Corp. | 514,601 | 62,467,415 | |||
NXP Semiconductors NV | 53,890 | 7,949,314 | |||
ON Semiconductor Corp. (B) | 89,060 | 5,551,110 | |||
Qorvo, Inc. (B) | 21,005 | 1,668,007 | |||
Qualcomm, Inc. | 231,200 | 26,120,976 | |||
Skyworks Solutions, Inc. | 33,567 | 2,862,258 | |||
SolarEdge Technologies, Inc. (B) | 11,411 | 2,641,190 | |||
Teradyne, Inc. | 31,903 | 2,397,510 | |||
Texas Instruments, Inc. | 187,737 | 29,057,933 | |||
298,207,130 | |||||
Software – 8.3% | |||||
Adobe, Inc. (B) | 96,169 | 26,465,709 | |||
ANSYS, Inc. (B) | 17,735 | 3,931,850 | |||
Autodesk, Inc. (B) | 44,719 | 8,353,509 | |||
Cadence Design Systems, Inc. (B) | 56,257 | 9,194,082 | |||
Ceridian HCM Holding, Inc. (B) | 31,527 | 1,761,729 | |||
Citrix Systems, Inc. | 25,251 | 2,623,579 | |||
Fortinet, Inc. (B) | 134,498 | 6,607,887 | |||
Intuit, Inc. | 57,906 | 22,428,152 | |||
Microsoft Corp. | 1,532,535 | 356,927,402 | |||
NortonLifeLock, Inc. | 124,474 | 2,506,906 | |||
Oracle Corp. | 311,962 | 19,051,519 | |||
Paycom Software, Inc. (B) | 10,145 | 3,347,749 | |||
PTC, Inc. (B) | 21,473 | 2,246,076 | |||
Roper Technologies, Inc. | 21,939 | 7,890,142 | |||
salesforce.com, Inc. (B) | 204,477 | 29,411,972 | |||
ServiceNow, Inc. (B) | 41,513 | 15,675,724 | |||
Synopsys, Inc. (B) | 31,538 | 9,635,174 | |||
Tyler Technologies, Inc. (B) | 8,672 | 3,013,520 | |||
531,072,681 | |||||
Technology hardware, storage and peripherals – 6.9% | |||||
Apple, Inc. | 3,104,256 | 429,008,179 | |||
Hewlett Packard Enterprise Company | 265,437 | 3,179,935 | |||
HP, Inc. | 186,908 | 4,657,747 | |||
NetApp, Inc. | 45,532 | 2,816,154 | |||
Seagate Technology Holdings PLC | 40,066 | 2,132,713 | |||
Western Digital Corp. (B) | 62,664 | 2,039,713 | |||
443,834,441 | |||||
1,634,031,886 | |||||
Materials – 2.4% | |||||
Chemicals – 1.7% | |||||
Air Products & Chemicals, Inc. | 45,280 | 10,538,014 | |||
Albemarle Corp. | 24,215 | 6,403,415 | |||
Celanese Corp. | 20,481 | 1,850,254 | |||
CF Industries Holdings, Inc. | 40,911 | 3,937,684 | |||
Corteva, Inc. | 147,092 | 8,406,308 | |||
Dow, Inc. | 148,163 | 6,508,801 | |||
DuPont de Nemours, Inc. | 103,061 | 5,194,274 | |||
Eastman Chemical Company | 25,492 | 1,811,207 | |||
Ecolab, Inc. | 50,589 | 7,306,063 | |||
FMC Corp. | 26,159 | 2,765,006 | |||
International Flavors & Fragrances, Inc. | 52,304 | 4,750,772 | |||
Linde PLC | 102,423 | 27,612,217 | |||
LyondellBasell Industries NV, Class A | 51,990 | 3,913,807 | |||
PPG Industries, Inc. | 48,244 | 5,340,128 | |||
The Mosaic Company | 70,776 | 3,420,604 | |||
The Sherwin-Williams Company | 48,487 | 9,927,713 | |||
109,686,267 | |||||
Construction materials – 0.1% | |||||
Martin Marietta Materials, Inc. | 12,678 | 4,083,457 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Construction materials (continued) | |||||
Vulcan Materials Company | 26,967 | $ | 4,252,966 | ||
8,336,423 | |||||
Containers and packaging – 0.3% | |||||
Amcor PLC | 313,377 | 3,362,535 | |||
Avery Dennison Corp. | 16,846 | 2,740,844 | |||
Ball Corp. | 64,012 | 3,093,060 | |||
International Paper Company | 74,983 | 2,376,961 | |||
Packaging Corp. of America | 19,308 | 2,168,095 | |||
Sealed Air Corp. | 30,466 | 1,356,042 | |||
Westrock Company | 50,720 | 1,566,741 | |||
16,664,278 | |||||
Metals and mining – 0.3% | |||||
Freeport-McMoRan, Inc. | 293,856 | 8,031,084 | |||
Newmont Corp. | 162,427 | 6,826,807 | |||
Nucor Corp. | 53,904 | 5,767,189 | |||
20,625,080 | |||||
155,312,048 | |||||
Real estate – 2.7% | |||||
Equity real estate investment trusts – 2.6% | |||||
Alexandria Real Estate Equities, Inc. | 30,474 | 4,272,150 | |||
American Tower Corp. | 95,865 | 20,582,216 | |||
AvalonBay Communities, Inc. | 29,042 | 5,349,246 | |||
Boston Properties, Inc. | 28,885 | 2,165,508 | |||
Camden Property Trust | 22,220 | 2,654,179 | |||
Crown Castle, Inc. | 89,071 | 12,875,213 | |||
Digital Realty Trust, Inc. | 58,961 | 5,847,752 | |||
Duke Realty Corp. | 78,185 | 3,768,517 | |||
Equinix, Inc. | 18,763 | 10,673,145 | |||
Equity Residential | 69,260 | 4,655,657 | |||
Essex Property Trust, Inc. | 13,219 | 3,202,038 | |||
Extra Space Storage, Inc. | 27,908 | 4,819,991 | |||
Federal Realty Investment Trust | 15,584 | 1,404,430 | |||
Healthpeak Properties, Inc. | 109,548 | 2,510,840 | |||
Host Hotels & Resorts, Inc. | 145,119 | 2,304,490 | |||
Invitation Homes, Inc. | 119,812 | 4,046,051 | |||
Iron Mountain, Inc. | 58,834 | 2,586,931 | |||
Kimco Realty Corp. | 124,700 | 2,295,727 | |||
Mid-America Apartment Communities, Inc. | 23,582 | 3,656,861 | |||
Prologis, Inc. | 151,717 | 15,414,447 | |||
Public Storage | 32,497 | 9,515,447 | |||
Realty Income Corp. | 127,194 | 7,402,691 | |||
Regency Centers Corp. | 31,075 | 1,673,389 | |||
SBA Communications Corp. | 22,267 | 6,338,302 | |||
Simon Property Group, Inc. | 66,792 | 5,994,582 | |||
UDR, Inc. | 63,785 | 2,660,472 | |||
Ventas, Inc. | 81,016 | 3,254,413 | |||
VICI Properties, Inc. | 198,135 | 5,914,330 | |||
Vornado Realty Trust | 32,316 | 748,439 | |||
Welltower, Inc. | 95,526 | 6,144,232 | |||
Weyerhaeuser Company | 152,398 | 4,352,487 | |||
169,084,173 | |||||
Real estate management and development – 0.1% | |||||
CBRE Group, Inc., Class A (B) | 66,146 | 4,465,516 | |||
173,549,689 | |||||
Utilities – 3.0% | |||||
Electric utilities – 2.0% | |||||
Alliant Energy Corp. | 50,866 | 2,695,389 | |||
American Electric Power Company, Inc. | 106,150 | 9,176,668 | |||
Constellation Energy Corp. | 67,797 | 5,640,032 | |||
Duke Energy Corp. | 158,331 | 14,727,950 | |||
Edison International | 79,137 | 4,477,571 | |||
Entergy Corp. | 41,518 | 4,177,956 |
5 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electric utilities (continued) | |||||
Evergy, Inc. | 46,606 | $ | 2,768,396 | ||
Eversource Energy | 71,349 | 5,562,368 | |||
Exelon Corp. | 203,183 | 7,611,235 | |||
FirstEnergy Corp. | 111,246 | 4,116,102 | |||
NextEra Energy, Inc. | 404,033 | 31,680,228 | |||
NRG Energy, Inc. | 49,752 | 1,904,009 | |||
PG&E Corp. (B) | 346,020 | 4,325,250 | |||
Pinnacle West Capital Corp. | 22,924 | 1,478,827 | |||
PPL Corp. | 153,553 | 3,892,569 | |||
The Southern Company | 218,505 | 14,858,340 | |||
Xcel Energy, Inc. | 112,421 | 7,194,944 | |||
126,287,834 | |||||
Gas utilities – 0.0% | |||||
Atmos Energy Corp. | 28,557 | 2,908,530 | |||
Independent power and renewable electricity producers – 0.0% | |||||
The AES Corp. | 135,441 | 3,060,967 | |||
Multi-utilities – 0.9% | |||||
Ameren Corp. | 53,719 | 4,327,065 | |||
CenterPoint Energy, Inc. | 129,183 | 3,640,377 | |||
CMS Energy Corp. | 58,874 | 3,428,822 | |||
Consolidated Edison, Inc. | 73,190 | 6,276,774 | |||
Dominion Energy, Inc. | 170,734 | 11,799,427 | |||
DTE Energy Company | 39,381 | 4,530,784 | |||
NiSource, Inc. | 82,279 | 2,072,608 | |||
Public Service Enterprise Group, Inc. | 102,761 | 5,778,251 | |||
Sempra Energy | 64,905 | 9,731,856 | |||
WEC Energy Group, Inc. | 64,114 | 5,733,715 | |||
57,319,679 | |||||
Water utilities – 0.1% | |||||
American Water Works Company, Inc. | 37,778 | 4,917,184 | |||
194,494,194 | |||||
TOTAL COMMON STOCKS (Cost $2,904,263,855) | $ | 6,196,852,423 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS – 3.3% | |||||
Short-term funds – 3.3% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 21,113,591 | $ | 210,967,000 | ||
TOTAL SHORT-TERM INVESTMENTS (Cost $210,981,570) | $ | 210,967,000 | |||
Total Investments (500 Index Trust) (Cost $3,115,245,425) – 100.1% | $ | 6,407,819,423 | |||
Other assets and liabilities, net – (0.1%) | (7,784,599) | ||||
TOTAL NET ASSETS – 100.0% | $ | 6,400,034,824 |
Security Abbreviations and Legend | |
(A) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $3,990,382. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $786,814 in the form of U.S. Treasuries was pledged to the fund. |
(B) | Non-income producing security. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $3,325,356. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
S&P 500 E-Mini Index Futures | 1,156 | Long | Dec 2022 | $232,017,803 | $208,166,700 | $(23,851,103) |
$(23,851,103) |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 37.8% | |||||
U.S. Government – 15.7% | |||||
U.S. Treasury Bonds | |||||
1.250%, 05/15/2050 | $ | 2,000,000 | $ | 1,119,375 | |
1.625%, 11/15/2050 | 6,500,000 | 4,035,586 | |||
1.875%, 02/15/2041 | 6,000,000 | 4,249,922 | |||
2.000%, 08/15/2051 | 3,000,000 | 2,049,141 | |||
2.250%, 05/15/2041 | 3,000,000 | 2,267,930 | |||
2.500%, 02/15/2045 | 7,566,000 | 5,768,188 | |||
2.875%, 05/15/2052 | 24,309,000 | 20,385,375 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government (continued) | |||||
U.S. Treasury Bonds (continued) | |||||
3.000%, 02/15/2047 to 08/15/2052 | $ | 4,060,000 | $ | 3,411,607 | |
3.375%, 08/15/2042 | 9,817,000 | 8,892,055 | |||
U.S. Treasury Notes | |||||
1.125%, 02/15/2031 | 3,000,000 | 2,429,180 | |||
1.375%, 11/15/2031 | 4,000,000 | 3,250,000 | |||
1.625%, 05/15/2031 | 3,000,000 | 2,518,125 | |||
2.375%, 05/15/2027 | 6,000,000 | 5,561,250 |
6 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government (continued) | |||||
U.S. Treasury Notes (continued) | |||||
2.750%, 08/15/2032 | $ | 8,546,000 | $ | 7,814,249 | |
2.875%, 08/15/2028 | 7,000,000 | 6,567,148 | |||
3.125%, 08/31/2027 to 08/31/2029 | 958,000 | 916,920 | |||
3.500%, 09/15/2025 | 4,529,000 | 4,436,651 | |||
85,672,702 | |||||
U.S. Government Agency – 22.1% | |||||
Federal Home Loan Mortgage Corp. | |||||
2.000%, 11/01/2051 to 01/01/2052 | 1,246,676 | 1,013,458 | |||
2.500%, 08/01/2050 to 12/01/2051 | 2,091,984 | 1,770,044 | |||
3.000%, 03/01/2043 to 12/01/2049 | 4,909,754 | 4,352,825 | |||
3.500%, 10/01/2046 to 04/01/2052 | 14,118,618 | 12,895,277 | |||
4.000%, 01/01/2041 to 05/01/2052 | 636,979 | 606,314 | |||
4.500%, 09/01/2023 to 08/01/2052 | 1,641,828 | 1,597,505 | |||
4.500%, 08/01/2052 to 09/01/2052 (A) | 2,180,666 | 2,084,035 | |||
Federal National Mortgage Association | |||||
2.000%, 09/01/2050 to 02/01/2052 | 4,692,326 | 3,828,236 | |||
2.459%, 04/01/2034 (B) | 999,886 | 830,082 | |||
2.500%, 09/01/2050 to 03/01/2052 | 9,016,890 | 7,616,635 | |||
3.000%, 01/01/2043 to 03/01/2052 | 30,703,149 | 26,993,898 | |||
3.372%, (6 month LIBOR + 2.122%), 07/01/2033 (C) | 14,784 | 15,131 | |||
3.500%, 06/01/2042 to 05/01/2052 | 21,529,550 | 19,613,328 | |||
3.768%, (12 month LIBOR + 1.608%), 08/01/2034 (C) | 134,114 | 135,973 | |||
4.000%, 10/01/2025 to 06/01/2052 | 23,570,617 | 22,090,388 | |||
4.000%, 07/01/2052 (A) | 301,927 | 281,501 | |||
4.500%, TBA (A) | 4,014,000 | 3,818,944 | |||
4.500%, 05/01/2041 to 08/01/2052 | 1,642,827 | 1,593,646 | |||
4.500%, 06/01/2052 to 08/01/2052 (A) | 3,029,782 | 2,891,307 | |||
5.000%, TBA (A) | 2,463,000 | 2,396,421 | |||
5.000%, 12/01/2034 to 02/01/2036 | 958,816 | 962,330 | |||
5.500%, 09/01/2034 to 01/01/2037 | 1,255,295 | 1,284,609 | |||
6.000%, 05/01/2035 to 02/01/2036 | 929,883 | 964,809 | |||
7.000%, 09/01/2031 to 06/01/2032 | 77,678 | 82,534 | |||
7.500%, 09/01/2029 to 08/01/2031 | 10,956 | 11,535 | |||
Government National Mortgage Association | |||||
4.000%, 02/15/2041 | 764,832 | 736,930 | |||
5.000%, 04/15/2035 | 129,443 | 129,135 | |||
5.500%, 03/15/2035 | 44,721 | 45,553 | |||
6.000%, 03/15/2033 to 06/15/2033 | 100,515 | 103,936 | |||
6.500%, 09/15/2028 to 08/15/2031 | 14,932 | 15,400 | |||
7.000%, 04/15/2029 | 20,752 | 21,545 | |||
8.000%, 10/15/2026 | 9,581 | 9,951 | |||
120,793,215 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $233,318,993) | $ | 206,465,917 | |||
FOREIGN GOVERNMENT OBLIGATIONS – 0.7% | |||||
Argentina – 0.1% | |||||
Republic of Argentina 3.500%, (3.500% to 7-9-29, then 4.875% thereafter), 07/09/2041 | 1,219,000 | 259,841 | |||
Republic of Argentina, GDP-Linked Note 7.393%, 12/15/2035 (D)* | ARS | 19,532,033 | 1,246 | ||
261,087 | |||||
Germany – 0.2% | |||||
Federal Republic of Germany 6.250%, 01/04/2030 | EUR | 725,000 | 910,690 | ||
Mexico – 0.1% | |||||
Government of Mexico 8.000%, 12/07/2023 | MXN | 11,861,100 | 571,214 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Panama – 0.1% | |||||
Republic of Panama | |||||
8.875%, 09/30/2027 | $ | 344,000 | $ | 392,718 | |
9.375%, 04/01/2029 | 130,000 | 151,032 | |||
543,750 | |||||
Qatar – 0.1% | |||||
State of Qatar | |||||
3.375%, 03/14/2024 (E) | 323,000 | 316,136 | |||
5.103%, 04/23/2048 (E) | 255,000 | 246,542 | |||
562,678 | |||||
Saudi Arabia – 0.1% | |||||
Kingdom of Saudi Arabia 4.375%, 04/16/2029 (E) | 601,000 | 587,603 | |||
United Kingdom – 0.0% | |||||
Government of United Kingdom 6.000%, 12/07/2028 | GBP | 85,000 | 102,737 | ||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $4,491,641) | $ | 3,539,759 | |||
CORPORATE BONDS – 41.1% | |||||
Communication services – 4.0% | |||||
AMC Entertainment Holdings, Inc. 10.000%, 06/15/2026 (E) | $ | 137,000 | 93,503 | ||
AT&T, Inc. | |||||
3.500%, 06/01/2041 | 484,000 | 348,617 | |||
3.650%, 06/01/2051 | 612,000 | 413,441 | |||
4.350%, 06/15/2045 | 285,000 | 220,258 | |||
7.625%, 04/15/2031 | 451,000 | 481,414 | |||
C&W Senior Financing DAC 6.875%, 09/15/2027 (E) | 249,000 | 203,381 | |||
Cable One, Inc. 4.000%, 11/15/2030 (E) | 126,000 | 98,080 | |||
CCO Holdings LLC 4.500%, 06/01/2033 (E) | 210,000 | 155,142 | |||
Charter Communications Operating LLC | |||||
2.800%, 04/01/2031 | 400,000 | 302,379 | |||
3.900%, 06/01/2052 | 236,000 | 146,110 | |||
4.200%, 03/15/2028 | 581,000 | 521,613 | |||
4.800%, 03/01/2050 | 557,000 | 401,814 | |||
5.750%, 04/01/2048 | 643,000 | 518,972 | |||
6.484%, 10/23/2045 | 505,000 | 444,696 | |||
Comcast Corp. | |||||
3.969%, 11/01/2047 | 633,000 | 483,995 | |||
3.999%, 11/01/2049 | 761,000 | 583,128 | |||
Connect Finco SARL 6.750%, 10/01/2026 (E) | 301,000 | 263,240 | |||
Deutsche Telekom International Finance BV 8.750%, 06/15/2030 | 758,000 | 868,437 | |||
Fox Corp. 3.500%, 04/08/2030 | 400,000 | 343,059 | |||
GCI LLC 4.750%, 10/15/2028 (E) | 175,000 | 145,295 | |||
Globo Comunicacao e Participacoes SA 4.875%, 01/22/2030 (E) | 400,000 | 301,000 | |||
Level 3 Financing, Inc. 3.400%, 03/01/2027 (E) | 377,000 | 315,738 | |||
Lions Gate Capital Holdings LLC 5.500%, 04/15/2029 (E) | 289,000 | 215,305 | |||
Live Nation Entertainment, Inc. 4.750%, 10/15/2027 (E) | 156,000 | 135,437 | |||
Lumen Technologies, Inc. 7.600%, 09/15/2039 | 1,000,000 | 679,270 | |||
Match Group Holdings II LLC | |||||
3.625%, 10/01/2031 (E) | 81,000 | 61,155 |
7 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Communication services (continued) | |||||
Match Group Holdings II LLC (continued) | |||||
4.125%, 08/01/2030 (E) | $ | 234,000 | $ | 192,173 | |
Millicom International Cellular SA 6.250%, 03/25/2029 (E) | 214,200 | 181,697 | |||
MTN Mauritius Investments, Ltd. 4.755%, 11/11/2024 (E) | 140,000 | 133,809 | |||
Netflix, Inc. | |||||
4.375%, 11/15/2026 | 700,000 | 660,825 | |||
4.875%, 04/15/2028 | 562,000 | 525,984 | |||
4.875%, 06/15/2030 (E) | 277,000 | 253,133 | |||
5.375%, 11/15/2029 (E) | 120,000 | 112,800 | |||
5.875%, 11/15/2028 | 487,000 | 475,205 | |||
News Corp. | |||||
3.875%, 05/15/2029 (E) | 209,000 | 177,412 | |||
5.125%, 02/15/2032 (E) | 107,000 | 93,893 | |||
Paramount Global 4.375%, 03/15/2043 | 642,000 | 427,794 | |||
Playtika Holding Corp. 4.250%, 03/15/2029 (E) | 57,000 | 45,585 | |||
Radiate Holdco LLC 6.500%, 09/15/2028 (E) | 225,000 | 156,938 | |||
Sirius XM Radio, Inc. | |||||
4.000%, 07/15/2028 (E) | 357,000 | 303,657 | |||
5.000%, 08/01/2027 (E) | 373,000 | 342,228 | |||
Sprint Capital Corp. 6.875%, 11/15/2028 | 400,000 | 411,000 | |||
Sprint Corp. 7.875%, 09/15/2023 | 261,000 | 263,666 | |||
Stagwell Global LLC 5.625%, 08/15/2029 (E) | 523,000 | 430,204 | |||
Switch, Ltd. 3.750%, 09/15/2028 (E) | 81,000 | 80,494 | |||
Take-Two Interactive Software, Inc. 3.550%, 04/14/2025 | 187,000 | 179,424 | |||
Telecom Argentina SA 8.000%, 07/18/2026 (E) | 114,000 | 99,392 | |||
Telefonica Emisiones SA 5.213%, 03/08/2047 | 477,000 | 362,884 | |||
Telesat Canada 5.625%, 12/06/2026 (E) | 112,000 | 53,514 | |||
Time Warner Cable LLC 5.500%, 09/01/2041 | 450,000 | 353,212 | |||
Time Warner Entertainment Company LP 8.375%, 07/15/2033 | 300,000 | 320,027 | |||
T-Mobile USA, Inc. | |||||
2.875%, 02/15/2031 | 59,000 | 47,545 | |||
3.375%, 04/15/2029 | 372,000 | 321,401 | |||
3.875%, 04/15/2030 | 985,000 | 873,710 | |||
4.500%, 04/15/2050 | 300,000 | 240,166 | |||
Total Play Telecomunicaciones SA de CV | |||||
6.375%, 09/20/2028 (E) | 278,000 | 197,389 | |||
7.500%, 11/12/2025 (E) | 480,000 | 408,000 | |||
Townsquare Media, Inc. 6.875%, 02/01/2026 (E) | 102,000 | 93,235 | |||
Twitter, Inc. 3.875%, 12/15/2027 (E) | 124,000 | 116,278 | |||
Univision Communications, Inc. | |||||
4.500%, 05/01/2029 (E) | 111,000 | 90,517 | |||
7.375%, 06/30/2030 (E) | 30,000 | 28,629 | |||
Verizon Communications, Inc. | |||||
4.272%, 01/15/2036 | 1,311,000 | 1,118,604 | |||
4.329%, 09/21/2028 | 697,000 | 655,824 | |||
4.522%, 09/15/2048 | 978,000 | 811,458 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Communication services (continued) | |||||
Verizon Communications, Inc. (continued) | |||||
4.672%, 03/15/2055 | $ | 397,000 | $ | 331,264 | |
5.012%, 08/21/2054 | 335,000 | 296,330 | |||
Videotron, Ltd. 3.625%, 06/15/2029 (E) | 171,000 | 138,508 | |||
Vodafone Group PLC 7.000%, (7.000% to 1-4-29, then 5 Year U.S. Swap Rate + 4.873%), 04/04/2079 | 277,000 | 263,593 | |||
WMG Acquisition Corp. | |||||
3.000%, 02/15/2031 (E) | 358,000 | 271,779 | |||
3.875%, 07/15/2030 (E) | 287,000 | 235,130 | |||
21,920,789 | |||||
Consumer discretionary – 4.3% | |||||
Affinity Gaming 6.875%, 12/15/2027 (E) | 159,000 | 129,617 | |||
Amazon.com, Inc. 4.050%, 08/22/2047 | 385,000 | 325,122 | |||
Asbury Automotive Group, Inc. | |||||
4.625%, 11/15/2029 (E) | 50,000 | 39,969 | |||
4.750%, 03/01/2030 | 175,000 | 136,672 | |||
AutoNation, Inc. 4.750%, 06/01/2030 | 166,000 | 145,975 | |||
AutoZone, Inc. 3.125%, 04/21/2026 | 535,000 | 502,771 | |||
Booking Holdings, Inc. 4.625%, 04/13/2030 | 406,000 | 381,573 | |||
Brinker International, Inc. 3.875%, 05/15/2023 | 740,000 | 727,015 | |||
Brookfield Residential Properties, Inc. 5.000%, 06/15/2029 (E) | 154,000 | 114,002 | |||
Caesars Resort Collection LLC 5.750%, 07/01/2025 (E) | 116,000 | 111,928 | |||
CCM Merger, Inc. 6.375%, 05/01/2026 (E) | 139,000 | 126,844 | |||
Century Communities, Inc. | |||||
3.875%, 08/15/2029 (E) | 266,000 | 204,155 | |||
6.750%, 06/01/2027 | 232,000 | 216,784 | |||
Choice Hotels International, Inc. 3.700%, 12/01/2029 to 01/15/2031 | 445,000 | 372,684 | |||
Dealer Tire LLC 8.000%, 02/01/2028 (E) | 122,000 | 107,363 | |||
Dollar Tree, Inc. 4.200%, 05/15/2028 | 616,000 | 573,906 | |||
eBay, Inc. 2.700%, 03/11/2030 | 439,000 | 357,745 | |||
Empire Communities Corp. 7.000%, 12/15/2025 (E) | 75,000 | 62,234 | |||
Expedia Group, Inc. | |||||
2.950%, 03/15/2031 | 293,000 | 227,303 | |||
4.625%, 08/01/2027 | 409,000 | 384,093 | |||
5.000%, 02/15/2026 | 1,090,000 | 1,071,784 | |||
Ford Motor Company 3.250%, 02/12/2032 | 177,000 | 127,498 | |||
Ford Motor Credit Company LLC | |||||
4.000%, 11/13/2030 | 225,000 | 175,500 | |||
4.125%, 08/17/2027 | 346,000 | 297,733 | |||
4.134%, 08/04/2025 | 909,000 | 824,963 | |||
5.113%, 05/03/2029 | 532,000 | 461,616 | |||
Full House Resorts, Inc. 8.250%, 02/15/2028 (E) | 134,000 | 120,617 | |||
GEMS MENASA Cayman, Ltd. 7.125%, 07/31/2026 (E) | 221,000 | 207,252 |
8 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
General Motors Company 5.400%, 10/15/2029 to 04/01/2048 | $ | 507,000 | $ | 447,663 | |
General Motors Financial Company, Inc. | |||||
2.400%, 10/15/2028 | 805,000 | 636,211 | |||
3.600%, 06/21/2030 | 786,000 | 636,676 | |||
Group 1 Automotive, Inc. 4.000%, 08/15/2028 (E) | 44,000 | 35,429 | |||
Hilton Domestic Operating Company, Inc. 3.625%, 02/15/2032 (E) | 180,000 | 137,862 | |||
Hilton Grand Vacations Borrower Escrow LLC | |||||
4.875%, 07/01/2031 (E) | 187,000 | 142,786 | |||
5.000%, 06/01/2029 (E) | 238,000 | 192,090 | |||
Hyatt Hotels Corp. | |||||
3.375%, 07/15/2023 | 660,000 | 653,169 | |||
6.000%, 04/23/2030 | 176,000 | 170,605 | |||
Hyundai Capital America | |||||
1.000%, 09/17/2024 (E) | 409,000 | 373,634 | |||
1.800%, 10/15/2025 (E) | 201,000 | 178,761 | |||
2.375%, 10/15/2027 (E) | 201,000 | 167,800 | |||
Jacobs Entertainment, Inc. 6.750%, 02/15/2029 (E) | 104,000 | 88,984 | |||
KB Home | |||||
4.000%, 06/15/2031 | 215,000 | 157,971 | |||
7.250%, 07/15/2030 | 56,000 | 50,820 | |||
Ken Garff Automotive LLC 4.875%, 09/15/2028 (E) | 169,000 | 138,122 | |||
LCM Investments Holdings II LLC 4.875%, 05/01/2029 (E) | 96,000 | 74,339 | |||
Lithia Motors, Inc. | |||||
3.875%, 06/01/2029 (E) | 101,000 | 81,053 | |||
4.375%, 01/15/2031 (E) | 101,000 | 82,697 | |||
4.625%, 12/15/2027 (E) | 50,000 | 43,430 | |||
Macy's Retail Holdings LLC | |||||
5.875%, 04/01/2029 to 03/15/2030 (E) | 89,000 | 71,215 | |||
6.125%, 03/15/2032 (E) | 34,000 | 26,033 | |||
Marriott International, Inc. | |||||
3.125%, 06/15/2026 | 1,169,000 | 1,078,289 | |||
4.625%, 06/15/2030 | 308,000 | 278,334 | |||
McDonald's Corp. | |||||
3.600%, 07/01/2030 | 500,000 | 449,610 | |||
4.200%, 04/01/2050 | 500,000 | 400,995 | |||
MDC Holdings, Inc. 2.500%, 01/15/2031 | 155,000 | 103,583 | |||
Mercedes-Benz Finance North America LLC 3.500%, 08/03/2025 (E) | 160,000 | 152,766 | |||
MGM Resorts International 4.750%, 10/15/2028 | 387,000 | 323,860 | |||
Midwest Gaming Borrower LLC 4.875%, 05/01/2029 (E) | 243,000 | 200,177 | |||
Mohegan Gaming & Entertainment 8.000%, 02/01/2026 (E) | 298,000 | 248,720 | |||
NCL Corp., Ltd. 3.625%, 12/15/2024 (E) | 700,000 | 588,669 | |||
New Red Finance, Inc. 4.000%, 10/15/2030 (E) | 553,000 | 435,532 | |||
NIKE, Inc. | |||||
2.750%, 03/27/2027 | 500,000 | 459,450 | |||
2.850%, 03/27/2030 | 500,000 | 434,363 | |||
Nissan Motor Acceptance Company LLC 1.125%, 09/16/2024 (E) | 205,000 | 186,303 | |||
Premier Entertainment Sub LLC 5.625%, 09/01/2029 (E) | 139,000 | 96,221 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
Resorts World Las Vegas LLC 4.625%, 04/16/2029 (E) | $ | 300,000 | $ | 228,255 | |
Royal Caribbean Cruises, Ltd. 9.125%, 06/15/2023 (E) | 122,000 | 124,135 | |||
Service Corp. International 4.000%, 05/15/2031 | 259,000 | 208,285 | |||
Specialty Building Products Holdings LLC 6.375%, 09/30/2026 (E) | 27,000 | 22,341 | |||
Target Corp. 2.250%, 04/15/2025 | 500,000 | 471,569 | |||
The Home Depot, Inc. | |||||
2.500%, 04/15/2027 | 500,000 | 453,998 | |||
2.700%, 04/15/2030 | 500,000 | 427,045 | |||
The TJX Companies, Inc. | |||||
3.875%, 04/15/2030 | 400,000 | 366,662 | |||
4.500%, 04/15/2050 | 400,000 | 352,479 | |||
Travel + Leisure Company | |||||
4.625%, 03/01/2030 (E) | 101,000 | 79,834 | |||
6.000%, 04/01/2027 | 700,000 | 630,798 | |||
6.600%, 10/01/2025 | 147,000 | 143,381 | |||
Wyndham Hotels & Resorts, Inc. 4.375%, 08/15/2028 (E) | 133,000 | 116,910 | |||
Yum! Brands, Inc. | |||||
3.625%, 03/15/2031 | 252,000 | 201,398 | |||
4.750%, 01/15/2030 (E) | 131,000 | 114,482 | |||
5.350%, 11/01/2043 | 600,000 | 476,438 | |||
6.875%, 11/15/2037 | 292,000 | 291,247 | |||
23,268,197 | |||||
Consumer staples – 1.7% | |||||
Advantage Sales & Marketing, Inc. 6.500%, 11/15/2028 (E) | 296,000 | 234,331 | |||
Anheuser-Busch InBev Worldwide, Inc. | |||||
4.439%, 10/06/2048 | 730,000 | 592,193 | |||
4.600%, 04/15/2048 | 269,000 | 222,769 | |||
BRF SA 5.750%, 09/21/2050 (E) | 285,000 | 196,376 | |||
Bunge, Ltd. Finance Corp. 3.250%, 08/15/2026 | 500,000 | 459,622 | |||
Coruripe Netherlands BV 10.000%, 02/10/2027 (E) | 260,000 | 222,300 | |||
Edgewell Personal Care Company | |||||
4.125%, 04/01/2029 (E) | 164,000 | 136,120 | |||
5.500%, 06/01/2028 (E) | 183,000 | 163,627 | |||
Fomento Economico Mexicano SAB de CV 4.375%, 05/10/2043 | 1,000,000 | 806,024 | |||
General Mills, Inc. 2.875%, 04/15/2030 | 400,000 | 339,883 | |||
JBS USA LUX SA | |||||
3.625%, 01/15/2032 (E) | 271,000 | 211,719 | |||
3.750%, 12/01/2031 (E) | 86,000 | 68,846 | |||
5.125%, 02/01/2028 (E) | 155,000 | 145,277 | |||
5.750%, 04/01/2033 (E) | 424,000 | 382,931 | |||
Keurig Dr. Pepper, Inc. 3.200%, 05/01/2030 | 560,000 | 476,452 | |||
Kraft Heinz Foods Company | |||||
4.375%, 06/01/2046 | 452,000 | 351,384 | |||
4.875%, 10/01/2049 | 80,000 | 65,935 | |||
5.000%, 06/04/2042 | 175,000 | 152,012 | |||
5.500%, 06/01/2050 | 272,000 | 244,685 | |||
MARB BondCo PLC 3.950%, 01/29/2031 (E) | 308,000 | 222,915 | |||
NBM US Holdings, Inc. 6.625%, 08/06/2029 (E) | 274,000 | 249,991 |
9 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer staples (continued) | |||||
Oriflame Investment Holding PLC 5.125%, 05/04/2026 (E) | $ | 270,000 | $ | 155,250 | |
PepsiCo, Inc. 2.750%, 03/19/2030 | 500,000 | 433,431 | |||
Post Holdings, Inc. 5.500%, 12/15/2029 (E) | 243,000 | 210,074 | |||
Reynolds American, Inc. 4.850%, 09/15/2023 | 1,000,000 | 997,100 | |||
Sysco Corp. | |||||
5.950%, 04/01/2030 | 355,000 | 359,331 | |||
6.600%, 04/01/2050 | 1,000,000 | 1,049,668 | |||
The Estee Lauder Companies, Inc. 2.600%, 04/15/2030 | 400,000 | 339,034 | |||
9,489,280 | |||||
Energy – 4.5% | |||||
Aker BP ASA | |||||
3.000%, 01/15/2025 (E) | 165,000 | 154,556 | |||
3.100%, 07/15/2031 (E) | 278,000 | 217,656 | |||
3.750%, 01/15/2030 (E) | 200,000 | 170,010 | |||
4.000%, 01/15/2031 (E) | 523,000 | 443,819 | |||
Altera Infrastructure LP 8.500%, 07/15/2023 (E)(F) | 227,000 | 12,485 | |||
Anadarko Petroleum Corp. | |||||
4.500%, 07/15/2044 (G) | 400,000 | 284,407 | |||
5.550%, 03/15/2026 | 800,000 | 775,176 | |||
Antero Midstream Partners LP 5.375%, 06/15/2029 (E) | 233,000 | 205,716 | |||
Antero Resources Corp. 5.375%, 03/01/2030 (E) | 90,000 | 80,916 | |||
Apache Corp. 5.100%, 09/01/2040 | 325,000 | 262,361 | |||
Ascent Resources Utica Holdings LLC 5.875%, 06/30/2029 (E) | 296,000 | 263,440 | |||
Boardwalk Pipelines LP 3.375%, 02/01/2023 | 850,000 | 848,764 | |||
Buckeye Partners LP 3.950%, 12/01/2026 | 500,000 | 436,090 | |||
Cameron International Corp. 5.950%, 06/01/2041 | 1,178,000 | 1,081,369 | |||
Cheniere Energy Partners LP | |||||
4.000%, 03/01/2031 | 399,000 | 334,554 | |||
4.500%, 10/01/2029 | 461,000 | 405,860 | |||
CNOOC Finance 2003, Ltd. 5.500%, 05/21/2033 (E) | 545,000 | 521,865 | |||
CNX Resources Corp. 7.375%, 01/15/2031 (E) | 55,000 | 53,794 | |||
ConocoPhillips Company 5.950%, 03/15/2046 | 30,000 | 31,499 | |||
Continental Resources, Inc. 4.900%, 06/01/2044 | 595,000 | 424,519 | |||
CSI Compressco LP | |||||
7.500%, 04/01/2025 (E) | 386,000 | 336,785 | |||
10.000%, (10.000% Cash or 7.250% Cash and 3.500% PIK), 04/01/2026 (E) | 239,806 | 207,701 | |||
DCP Midstream Operating LP 5.850%, (5.850% to 5-21-23, then 3 month LIBOR + 3.850%), 05/21/2043 (E) | 201,000 | 192,605 | |||
Devon Energy Corp. | |||||
5.000%, 06/15/2045 | 600,000 | 499,279 | |||
7.875%, 09/30/2031 | 874,000 | 957,395 | |||
Diamondback Energy, Inc. 3.125%, 03/24/2031 | 257,000 | 208,461 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
Enbridge Energy Partners LP 7.500%, 04/15/2038 | $ | 600,000 | $ | 645,836 | |
Enbridge, Inc. | |||||
5.500%, (5.500% to 7-15-27, then 3 month LIBOR + 3.418%), 07/15/2077 | 347,000 | 305,207 | |||
5.750%, (5.750% to 4-15-30, then 5 Year CMT + 5.314%), 07/15/2080 | 310,000 | 272,723 | |||
6.250%, (6.250% to 3-1-28, then 3 month LIBOR + 3.641%), 03/01/2078 | 279,000 | 250,737 | |||
Energean Israel Finance, Ltd. | |||||
5.375%, 03/30/2028 (E) | 99,000 | 83,434 | |||
5.875%, 03/30/2031 (E) | 172,000 | 139,640 | |||
Energy Transfer LP | |||||
4.200%, 04/15/2027 | 228,000 | 210,848 | |||
5.150%, 03/15/2045 | 340,000 | 267,566 | |||
5.250%, 04/15/2029 | 661,000 | 621,641 | |||
5.400%, 10/01/2047 | 244,000 | 197,561 | |||
5.500%, 06/01/2027 | 347,000 | 338,011 | |||
5.950%, 10/01/2043 | 300,000 | 259,911 | |||
6.500%, (6.500% to 11-15-26, then 5 Year CMT + 5.694%), 11/15/2026 (H) | 474,000 | 412,903 | |||
Enterprise Products Operating LLC | |||||
5.250%, (5.250% to 8-16-27, then 3 month LIBOR + 3.033%), 08/16/2077 | 526,000 | 439,633 | |||
6.875%, 03/01/2033 | 471,000 | 500,771 | |||
EQM Midstream Partners LP 7.500%, 06/01/2027 to 06/01/2030 (E) | 61,000 | 57,961 | |||
EQT Corp. | |||||
5.678%, 10/01/2025 (A) | 73,000 | 72,551 | |||
7.000%, 02/01/2030 | 129,000 | 133,115 | |||
Hess Corp. | |||||
5.600%, 02/15/2041 | 400,000 | 349,829 | |||
5.800%, 04/01/2047 | 500,000 | 446,523 | |||
Hess Midstream Operations LP | |||||
4.250%, 02/15/2030 (E) | 78,000 | 62,985 | |||
5.500%, 10/15/2030 (E) | 31,000 | 26,612 | |||
Kinder Morgan Energy Partners LP 7.750%, 03/15/2032 | 195,000 | 210,447 | |||
Leviathan Bond, Ltd. | |||||
6.500%, 06/30/2027 (E) | 426,000 | 389,370 | |||
6.750%, 06/30/2030 (E) | 85,000 | 75,365 | |||
Marathon Oil Corp. 6.800%, 03/15/2032 | 785,000 | 784,456 | |||
MC Brazil Downstream Trading SARL 7.250%, 06/30/2031 (E) | 276,000 | 207,690 | |||
Midwest Connector Capital Company LLC 3.900%, 04/01/2024 (E) | 323,000 | 312,037 | |||
MPLX LP | |||||
4.000%, 03/15/2028 | 261,000 | 237,758 | |||
4.125%, 03/01/2027 | 103,000 | 96,069 | |||
4.250%, 12/01/2027 | 225,000 | 209,468 | |||
4.950%, 09/01/2032 | 179,000 | 162,618 | |||
6.875%, (6.875% to 2-15-23, then 3 month LIBOR + 4.652%), 02/15/2023 (H) | 687,000 | 674,978 | |||
ONEOK Partners LP 6.650%, 10/01/2036 | 835,000 | 786,858 | |||
Ovintiv, Inc. 7.200%, 11/01/2031 | 55,000 | 56,079 |
10 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
Parkland Corp. | |||||
4.500%, 10/01/2029 (E) | $ | 176,000 | $ | 142,088 | |
4.625%, 05/01/2030 (E) | 172,000 | 139,436 | |||
Petroleos Mexicanos 8.750%, 06/02/2029 (E) | 150,000 | 128,339 | |||
Plains All American Pipeline LP 4.900%, 02/15/2045 | 750,000 | 550,192 | |||
Sabine Pass Liquefaction LLC | |||||
4.200%, 03/15/2028 | 195,000 | 177,832 | |||
4.500%, 05/15/2030 | 415,000 | 378,052 | |||
5.000%, 03/15/2027 | 186,000 | 178,445 | |||
5.875%, 06/30/2026 | 234,000 | 234,182 | |||
Sinopec Group Overseas Development 2015, Ltd. 3.250%, 04/28/2025 (E) | 550,000 | 530,283 | |||
Southwestern Energy Company 4.750%, 02/01/2032 | 129,000 | 108,115 | |||
Sunoco LP 4.500%, 05/15/2029 to 04/30/2030 | 348,000 | 285,647 | |||
Targa Resources Corp. 4.950%, 04/15/2052 | 408,000 | 313,916 | |||
Targa Resources Partners LP 4.000%, 01/15/2032 | 336,000 | 277,101 | |||
The Williams Companies, Inc. | |||||
3.750%, 06/15/2027 | 306,000 | 282,260 | |||
4.650%, 08/15/2032 | 251,000 | 227,820 | |||
TransCanada PipeLines, Ltd. 4.250%, 05/15/2028 | 220,000 | 203,660 | |||
Valero Energy Corp. 2.850%, 04/15/2025 (G) | 400,000 | 377,122 | |||
Venture Global Calcasieu Pass LLC | |||||
3.875%, 08/15/2029 (E) | 95,000 | 81,499 | |||
4.125%, 08/15/2031 (E) | 158,000 | 131,056 | |||
24,457,318 | |||||
Financials – 9.7% | |||||
Ambac Assurance Corp. 5.100%, 10/18/2022 (E)(H) | 131 | 133 | |||
American International Group, Inc. | |||||
3.900%, 04/01/2026 | 830,000 | 792,283 | |||
6.250%, (6.250% to 3-15-37, then 3 month LIBOR + 2.056%), 03/15/2037 | 100,000 | 93,250 | |||
Ameriprise Financial, Inc. 2.875%, 09/15/2026 | 500,000 | 462,404 | |||
Ares Capital Corp. | |||||
2.150%, 07/15/2026 | 377,000 | 315,954 | |||
2.875%, 06/15/2028 | 309,000 | 243,202 | |||
3.875%, 01/15/2026 | 787,000 | 716,019 | |||
4.200%, 06/10/2024 | 279,000 | 270,112 | |||
Athene Holding, Ltd. 3.500%, 01/15/2031 | 206,000 | 164,979 | |||
Banco Santander SA 4.379%, 04/12/2028 | 249,000 | 222,081 | |||
Bank of America Corp. | |||||
2.087%, (2.087% to 6-14-28, then SOFR + 1.060%), 06/14/2029 | 472,000 | 383,564 | |||
2.592%, (2.592% to 4-29-30, then SOFR + 2.150%), 04/29/2031 | 498,000 | 394,944 | |||
2.687%, (2.687% to 4-22-31, then SOFR + 1.320%), 04/22/2032 | 881,000 | 687,827 | |||
2.884%, (2.884% to 10-22-29, then 3 month LIBOR + 1.190%), 10/22/2030 | 500,000 | 409,873 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Bank of America Corp. (continued) | |||||
3.004%, (3.004% to 12-20-22, then 3 month LIBOR + 0.790%), 12/20/2023 | $ | 1,149,000 | $ | 1,142,899 | |
3.248%, 10/21/2027 | 375,000 | 336,058 | |||
3.419%, (3.419% to 12-20-27, then 3 month LIBOR + 1.040%), 12/20/2028 | 1,087,000 | 965,146 | |||
3.846%, (3.846% to 3-8-32, then 5 Year CMT + 2.000%), 03/08/2037 | 414,000 | 334,016 | |||
4.083%, (4.083% to 3-20-50, then 3 month LIBOR + 3.150%), 03/20/2051 | 500,000 | 377,141 | |||
6.300%, (6.300% to 3-10-26, then 3 month LIBOR + 4.553%), 03/10/2026 (H) | 667,000 | 655,194 | |||
Barclays PLC 4.375%, (4.375% to 3-15-28, then 5 Year CMT + 3.410%), 03/15/2028 (H) | 391,000 | 240,973 | |||
BlackRock, Inc. 1.900%, 01/28/2031 | 500,000 | 390,365 | |||
Blackstone Private Credit Fund | |||||
2.350%, 11/22/2024 | 351,000 | 320,233 | |||
2.700%, 01/15/2025 | 277,000 | 251,086 | |||
3.250%, 03/15/2027 | 79,000 | 65,400 | |||
4.000%, 01/15/2029 | 389,000 | 311,608 | |||
BPCE SA 4.500%, 03/15/2025 (E) | 250,000 | 237,366 | |||
Capital One Financial Corp. | |||||
3.500%, 06/15/2023 | 1,023,000 | 1,015,952 | |||
3.750%, 07/28/2026 | 500,000 | 462,268 | |||
Citigroup, Inc. | |||||
2.561%, (2.561% to 5-1-31, then SOFR + 1.167%), 05/01/2032 | 264,000 | 202,663 | |||
3.500%, 05/15/2023 | 1,060,000 | 1,052,463 | |||
4.412%, (4.412% to 3-31-30, then SOFR + 3.914%), 03/31/2031 | 1,000,000 | 897,129 | |||
4.600%, 03/09/2026 | 677,000 | 659,999 | |||
4.700%, (4.700% to 1-30-25, then SOFR + 3.234%), 01/30/2025 (H) | 511,000 | 410,691 | |||
6.250%, (6.250% to 8-15-26, then 3 month LIBOR + 4.517%), 08/15/2026 (H) | 415,000 | 396,948 | |||
Citizens Financial Group, Inc. 3.250%, 04/30/2030 | 573,000 | 468,695 | |||
CNA Financial Corp. 2.050%, 08/15/2030 | 105,000 | 80,137 | |||
CNO Financial Group, Inc. 5.250%, 05/30/2025 to 05/30/2029 | 635,000 | 602,157 | |||
Credit Agricole SA | |||||
2.811%, 01/11/2041 (E) | 279,000 | 165,418 | |||
3.250%, 01/14/2030 (E) | 438,000 | 346,309 | |||
4.375%, 03/17/2025 (E) | 600,000 | 573,514 | |||
7.875%, (7.875% to 1-23-24, then 5 Year U.S. Swap Rate + 4.898%), 01/23/2024 (E)(H) | 215,000 | 206,131 | |||
Credit Suisse Group AG 4.550%, 04/17/2026 | 405,000 | 372,607 | |||
Deutsche Bank AG | |||||
2.311%, (2.311% to 11-16-26, then SOFR + 1.219%), 11/16/2027 | 327,000 | 265,250 | |||
3.742%, (3.742% to 10-7-31, then SOFR + 2.257%), 01/07/2033 | 430,000 | 278,736 | |||
Discover Financial Services 4.100%, 02/09/2027 | 167,000 | 153,544 |
11 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Enova International, Inc. 8.500%, 09/01/2024 to 09/15/2025 (E) | $ | 313,000 | $ | 278,655 | |
Fairfax Financial Holdings, Ltd. 5.625%, 08/16/2032 (E) | 800,000 | 737,624 | |||
Fifth Third Bancorp 5.100%, (5.100% to 6-30-23, then 3 month LIBOR + 3.033%), 06/30/2023 (H) | 287,000 | 258,369 | |||
Freedom Mortgage Corp. 8.125%, 11/15/2024 (E) | 167,000 | 146,125 | |||
Global Atlantic Fin Company 3.125%, 06/15/2031 (E) | 1,000,000 | 732,315 | |||
ING Groep NV 6.500%, (6.500% to 4-16-25, then 5 Year U.S. Swap Rate + 4.446%), 04/16/2025 (H) | 135,000 | 120,540 | |||
Intesa Sanpaolo SpA 4.198%, (4.198% to 6-1-31, then 1 Year CMT + 2.600%), 06/01/2032 (E) | 201,000 | 135,514 | |||
JPMorgan Chase & Co. | |||||
2.522%, (2.522% to 4-22-30, then SOFR + 2.040%), 04/22/2031 | 481,000 | 380,212 | |||
2.956%, (2.956% to 5-13-30, then SOFR + 2.515%), 05/13/2031 | 439,000 | 347,730 | |||
3.375%, 05/01/2023 | 1,250,000 | 1,242,109 | |||
4.125%, 12/15/2026 | 600,000 | 566,170 | |||
4.600%, (4.600% to 2-1-25, then SOFR + 3.125%), 02/01/2025 (H) | 373,000 | 324,920 | |||
6.750%, (6.750% to 2-1-24, then 3 month LIBOR + 3.780%), 02/01/2024 (H) | 475,000 | 470,690 | |||
Lazard Group LLC 4.375%, 03/11/2029 | 220,000 | 201,960 | |||
Legg Mason, Inc. | |||||
3.950%, 07/15/2024 | 660,000 | 647,994 | |||
4.750%, 03/15/2026 | 825,000 | 811,668 | |||
Liberty Mutual Group, Inc. | |||||
3.950%, 05/15/2060 (E) | 500,000 | 315,817 | |||
4.125%, (4.125% to 9-15-26, then 5 Year CMT + 3.315%), 12/15/2051 (E) | 332,000 | 256,493 | |||
4.250%, 06/15/2023 (E) | 1,000,000 | 990,649 | |||
5.500%, 06/15/2052 (E) | 60,000 | 51,719 | |||
Lloyds Banking Group PLC 7.500%, (7.500% to 6-27-24, then 5 Year U.S. Swap Rate + 4.760%), 06/27/2024 (H) | 345,000 | 320,239 | |||
Loews Corp. | |||||
2.625%, 05/15/2023 | 630,000 | 623,555 | |||
3.750%, 04/01/2026 | 825,000 | 796,021 | |||
M&T Bank Corp. 5.125%, (5.125% to 11-1-26, then 3 month LIBOR + 3.520%), 11/01/2026 (H) | 186,000 | 164,610 | |||
Macquarie Bank, Ltd. | |||||
3.624%, 06/03/2030 (E) | 204,000 | 165,108 | |||
4.875%, 06/10/2025 (E) | 262,000 | 255,788 | |||
Markel Corp. 5.000%, 03/30/2043 | 1,270,000 | 1,074,644 | |||
MetLife, Inc. | |||||
3.000%, 03/01/2025 | 300,000 | 289,754 | |||
6.400%, (6.400% to 12-15-36, then 3 month LIBOR + 2.205%), 12/15/2036 | 347,000 | 334,602 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Morgan Stanley | |||||
2.239%, (2.239% to 7-21-31, then SOFR + 1.178%), 07/21/2032 | $ | 202,000 | $ | 151,746 | |
2.484%, (2.484% to 9-16-31, then SOFR + 1.360%), 09/16/2036 | 659,000 | 472,258 | |||
3.622%, (3.622% to 4-1-30, then SOFR + 3.120%), 04/01/2031 | 1,000,000 | 864,229 | |||
4.100%, 05/22/2023 | 900,000 | 897,021 | |||
MSCI, Inc. | |||||
3.250%, 08/15/2033 (E) | 285,000 | 220,086 | |||
3.625%, 11/01/2031 (E) | 203,000 | 162,871 | |||
Nationstar Mortgage Holdings, Inc. | |||||
5.125%, 12/15/2030 (E) | 176,000 | 127,635 | |||
5.500%, 08/15/2028 (E) | 191,000 | 149,982 | |||
6.000%, 01/15/2027 (E) | 99,000 | 84,521 | |||
Nationwide Mutual Insurance Company 5.583%, (3 month LIBOR + 2.290%), 12/15/2024 (C)(E) | 1,130,000 | 1,130,130 | |||
NatWest Group PLC | |||||
3.875%, 09/12/2023 | 500,000 | 492,844 | |||
6.000%, (6.000% to 12-29-25, then 5 Year CMT + 5.625%), 12/29/2025 (H) | 431,000 | 376,048 | |||
NatWest Markets PLC 1.600%, 09/29/2026 (E) | 494,000 | 417,145 | |||
New York Life Insurance Company 3.750%, 05/15/2050 (E) | 198,000 | 146,400 | |||
Nippon Life Insurance Company | |||||
2.750%, (2.750% to 1-21-31, then 5 Year CMT + 2.653%), 01/21/2051 (E) | 480,000 | 374,060 | |||
5.100%, (5.100% to 10-16-24, then 5 Year U.S. Swap Rate + 3.650%), 10/16/2044 (E) | 250,000 | 242,966 | |||
OneMain Finance Corp. 6.875%, 03/15/2025 | 65,000 | 61,090 | |||
Prudential Financial, Inc. 5.125%, (5.125% to 11-28-31, then 5 Year CMT + 3.162%), 03/01/2052 | 203,000 | 175,989 | |||
Radian Group, Inc. 4.500%, 10/01/2024 | 160,000 | 151,400 | |||
Raymond James Financial, Inc. 4.950%, 07/15/2046 | 500,000 | 440,589 | |||
S&P Global, Inc. 4.750%, 08/01/2028 (E) | 155,000 | 151,277 | |||
Santander Holdings USA, Inc. | |||||
2.490%, (2.490% to 1-6-27, then SOFR + 1.249%), 01/06/2028 | 340,000 | 283,533 | |||
3.244%, 10/05/2026 | 791,000 | 707,814 | |||
3.450%, 06/02/2025 | 619,000 | 579,430 | |||
4.400%, 07/13/2027 | 203,000 | 186,722 | |||
SBL Holdings, Inc. 5.000%, 02/18/2031 (E) | 360,000 | 274,988 | |||
Societe Generale SA 5.375%, (5.375% to 11-18-30, then 5 Year CMT + 4.514%), 11/18/2030 (E)(H) | 355,000 | 243,282 | |||
Sompo International Holdings, Ltd. 4.700%, 10/15/2022 | 1,080,000 | 1,079,899 | |||
State Street Corp. 2.901%, (2.901% to 3-30-25, then SOFR + 2.600%), 03/30/2026 | 1,000,000 | 943,908 | |||
Stifel Financial Corp. 4.250%, 07/18/2024 | 1,300,000 | 1,277,066 |
12 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Teachers Insurance & Annuity Association of America 4.270%, 05/15/2047 (E) | $ | 425,000 | $ | 345,128 | |
The Goldman Sachs Group, Inc. | |||||
2.615%, (2.615% to 4-22-31, then SOFR + 1.281%), 04/22/2032 | 1,054,000 | 816,985 | |||
2.650%, (2.650% to 10-21-31, then SOFR + 1.264%), 10/21/2032 | 407,000 | 311,952 | |||
3.500%, 04/01/2025 | 500,000 | 477,601 | |||
3.625%, 01/22/2023 | 1,200,000 | 1,197,575 | |||
The Hartford Financial Services Group, Inc. 6.625%, 03/30/2040 | 500,000 | 515,884 | |||
The PNC Financial Services Group, Inc. | |||||
3.400%, (3.400% to 9-15-26, then 5 Year CMT + 2.595%), 09/15/2026 (H) | 497,000 | 370,900 | |||
4.850%, (4.850% to 6-1-23, then 3 month LIBOR + 3.040%), 06/01/2023 (H) | 243,000 | 221,507 | |||
6.460%, (3 month LIBOR + 3.678%), 11/01/2022 (C)(H) | 373,000 | 370,471 | |||
Voya Financial, Inc. 4.800%, 06/15/2046 | 700,000 | 572,180 | |||
Wells Fargo & Company | |||||
2.393%, (2.393% to 6-2-27, then SOFR + 2.100%), 06/02/2028 | 746,000 | 639,768 | |||
2.879%, (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%), 10/30/2030 | 656,000 | 538,994 | |||
3.068%, (3.068% to 4-30-40, then SOFR + 2.530%), 04/30/2041 | 311,000 | 213,454 | |||
3.350%, (3.350% to 3-2-32, then SOFR + 1.500%), 03/02/2033 | 300,000 | 243,290 | |||
5.875%, (5.875% to 6-15-25, then 3 month LIBOR + 3.990%), 06/15/2025 (H) | 878,000 | 835,898 | |||
52,974,831 | |||||
Health care – 2.5% | |||||
Abbott Laboratories 3.750%, 11/30/2026 | 680,000 | 659,500 | |||
AbbVie, Inc. 3.200%, 11/21/2029 | 1,700,000 | 1,488,304 | |||
AdaptHealth LLC 5.125%, 03/01/2030 (E) | 168,000 | 138,520 | |||
AmerisourceBergen Corp. 2.800%, 05/15/2030 | 309,000 | 255,241 | |||
Baxter International, Inc. 3.500%, 08/15/2046 | 500,000 | 351,004 | |||
Biogen, Inc. | |||||
2.250%, 05/01/2030 | 400,000 | 314,988 | |||
3.150%, 05/01/2050 | 500,000 | 322,136 | |||
Centene Corp. | |||||
3.000%, 10/15/2030 | 286,000 | 226,495 | |||
3.375%, 02/15/2030 | 183,000 | 149,603 | |||
4.250%, 12/15/2027 | 127,000 | 116,167 | |||
CVS Health Corp. | |||||
3.750%, 04/01/2030 | 269,000 | 239,207 | |||
4.300%, 03/25/2028 | 188,000 | 177,313 | |||
5.050%, 03/25/2048 | 328,000 | 288,857 | |||
CVS Pass-Through Trust 8.353%, 07/10/2031 (E) | 812,897 | 878,721 | |||
DaVita, Inc. | |||||
3.750%, 02/15/2031 (E) | 378,000 | 269,325 | |||
4.625%, 06/01/2030 (E) | 367,000 | 283,966 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Health care (continued) | |||||
Encompass Health Corp. | |||||
4.500%, 02/01/2028 | $ | 100,000 | $ | 85,649 | |
4.625%, 04/01/2031 | 93,000 | 73,494 | |||
Fresenius Medical Care US Finance III, Inc. 2.375%, 02/16/2031 (E) | 520,000 | 377,884 | |||
HCA, Inc. | |||||
4.125%, 06/15/2029 | 318,000 | 278,883 | |||
5.250%, 04/15/2025 to 06/15/2026 | 491,000 | 478,095 | |||
5.375%, 02/01/2025 | 800,000 | 790,539 | |||
Humana, Inc. 3.125%, 08/15/2029 | 500,000 | 432,659 | |||
Organon & Company 5.125%, 04/30/2031 (E) | 314,000 | 257,216 | |||
Pfizer, Inc. 2.625%, 04/01/2030 | 500,000 | 429,548 | |||
Royalty Pharma PLC 1.750%, 09/02/2027 | 186,000 | 153,707 | |||
Shire Acquisitions Investments Ireland DAC 3.200%, 09/23/2026 | 500,000 | 461,171 | |||
Stanford Health Care 3.310%, 08/15/2030 | 225,000 | 196,078 | |||
Teva Pharmaceutical Finance Company LLC 6.150%, 02/01/2036 | 49,000 | 40,356 | |||
UnitedHealth Group, Inc. 5.800%, 03/15/2036 | 540,000 | 550,525 | |||
Universal Health Services, Inc. | |||||
1.650%, 09/01/2026 (E) | 335,000 | 280,732 | |||
2.650%, 10/15/2030 (E) | 358,000 | 264,861 | |||
Utah Acquisition Sub, Inc. | |||||
3.950%, 06/15/2026 | 800,000 | 729,346 | |||
5.250%, 06/15/2046 | 250,000 | 176,396 | |||
Varex Imaging Corp. 7.875%, 10/15/2027 (E) | 149,000 | 146,169 | |||
Viatris, Inc. | |||||
2.300%, 06/22/2027 | 120,000 | 97,979 | |||
2.700%, 06/22/2030 | 268,000 | 199,128 | |||
4.000%, 06/22/2050 | 308,000 | 184,366 | |||
Zimmer Biomet Holdings, Inc. 3.050%, 01/15/2026 | 500,000 | 466,948 | |||
13,311,076 | |||||
Industrials – 5.3% | |||||
3M Company 3.050%, 04/15/2030 | 500,000 | 425,059 | |||
Adani Ports & Special Economic Zone, Ltd. 3.100%, 02/02/2031 (E) | 313,000 | 224,906 | |||
AerCap Ireland Capital DAC | |||||
1.650%, 10/29/2024 | 174,000 | 158,964 | |||
1.750%, 01/30/2026 | 350,000 | 299,318 | |||
2.450%, 10/29/2026 | 1,005,000 | 847,825 | |||
2.875%, 08/14/2024 | 328,000 | 308,456 | |||
Air Canada 2013-1 Class A Pass Through Trust 4.125%, 05/15/2025 (E) | 166,487 | 143,631 | |||
Air Canada 2017-1 Class B Pass Through Trust 3.700%, 01/15/2026 (E) | 158,201 | 139,292 | |||
Air Lease Corp. | |||||
2.100%, 09/01/2028 | 208,000 | 162,075 | |||
2.875%, 01/15/2026 | 225,000 | 201,412 | |||
3.000%, 09/15/2023 | 400,000 | 390,187 | |||
3.125%, 12/01/2030 | 400,000 | 314,949 |
13 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Industrials (continued) | |||||
Air Lease Corp. (continued) | |||||
3.625%, 12/01/2027 | $ | 170,000 | $ | 147,044 | |
Alaska Airlines 2020-1 Class B Pass Through Trust 8.000%, 08/15/2025 (E) | 95,952 | 97,511 | |||
American Airlines 2015-1 Class A Pass Through Trust 3.375%, 05/01/2027 | 785,838 | 650,888 | |||
American Airlines 2015-1 Class B Pass Through Trust 3.700%, 05/01/2023 | 189,807 | 182,694 | |||
American Airlines 2016-1 Class A Pass Through Trust 4.100%, 01/15/2028 | 234,310 | 182,373 | |||
American Airlines 2017-1 Class A Pass Through Trust 4.000%, 02/15/2029 | 62,369 | 47,607 | |||
American Airlines 2017-1 Class AA Pass Through Trust 3.650%, 02/15/2029 | 183,438 | 160,928 | |||
American Airlines 2017-2 Class A Pass Through Trust 3.600%, 10/15/2029 | 156,702 | 121,423 | |||
American Airlines 2019-1 Class A Pass Through Trust 3.500%, 02/15/2032 | 267,973 | 192,073 | |||
American Airlines 2019-1 Class AA Pass Through Trust 3.150%, 02/15/2032 | 224,752 | 189,370 | |||
American Airlines 2021-1 Class A Pass Through Trust 2.875%, 07/11/2034 | 200,000 | 162,442 | |||
American Airlines 2021-1 Class B Pass Through Trust 3.950%, 07/11/2030 | 149,000 | 120,865 | |||
American Airlines Group, Inc. 3.750%, 03/01/2025 (E)(G) | 500,000 | 408,750 | |||
APX Group, Inc. 5.750%, 07/15/2029 (E) | 266,000 | 210,293 | |||
Ashtead Capital, Inc. 2.450%, 08/12/2031 (E) | 215,000 | 158,048 | |||
Beacon Roofing Supply, Inc. 4.125%, 05/15/2029 (E) | 188,000 | 152,263 | |||
BlueLinx Holdings, Inc. 6.000%, 11/15/2029 (E) | 275,000 | 215,722 | |||
British Airways 2013-1 Class A Pass Through Trust 4.625%, 06/20/2024 (E) | 141,539 | 137,538 | |||
British Airways 2018-1 Class A Pass Through Trust 4.125%, 09/20/2031 (E) | 63,110 | 53,177 | |||
British Airways 2020-1 Class A Pass Through Trust 4.250%, 11/15/2032 (E) | 125,137 | 112,584 | |||
British Airways 2020-1 Class B Pass Through Trust 8.375%, 11/15/2028 (E) | 91,908 | 92,918 | |||
Builders FirstSource, Inc. | |||||
4.250%, 02/01/2032 (E) | 286,000 | 219,401 | |||
5.000%, 03/01/2030 (E) | 46,000 | 39,100 | |||
6.375%, 06/15/2032 (E) | 165,000 | 146,560 | |||
Carrier Global Corp. 2.700%, 02/15/2031 | 500,000 | 401,956 | |||
Cimpress PLC 7.000%, 06/15/2026 (E) | 430,000 | 292,400 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Industrials (continued) | |||||
CNH Industrial Capital LLC 1.950%, 07/02/2023 | $ | 570,000 | $ | 557,899 | |
CoStar Group, Inc. 2.800%, 07/15/2030 (E) | 386,000 | 304,686 | |||
CSX Corp. 3.800%, 04/15/2050 | 1,000,000 | 754,928 | |||
DAE Funding LLC 2.625%, 03/20/2025 (E) | 267,000 | 244,262 | |||
Delta Air Lines, Inc. | |||||
2.900%, 10/28/2024 | 525,000 | 486,339 | |||
3.800%, 04/19/2023 | 65,000 | 64,354 | |||
4.375%, 04/19/2028 | 359,000 | 302,563 | |||
4.500%, 10/20/2025 (E) | 103,000 | 99,978 | |||
4.750%, 10/20/2028 (E) | 307,051 | 285,974 | |||
Equifax, Inc. 3.100%, 05/15/2030 | 800,000 | 664,145 | |||
Flowserve Corp. 3.500%, 10/01/2030 | 136,000 | 111,830 | |||
Fortive Corp. 3.150%, 06/15/2026 | 700,000 | 645,693 | |||
Garda World Security Corp. 6.000%, 06/01/2029 (E) | 131,000 | 96,048 | |||
GATX Corp. 3.850%, 03/30/2027 | 800,000 | 736,173 | |||
GFL Environmental, Inc. | |||||
3.500%, 09/01/2028 (E) | 130,000 | 109,630 | |||
4.375%, 08/15/2029 (E) | 229,000 | 190,936 | |||
Global Infrastructure Solutions, Inc. 5.625%, 06/01/2029 (E) | 247,000 | 182,587 | |||
Graphic Packaging International LLC 3.500%, 03/01/2029 (E) | 267,000 | 219,639 | |||
H&E Equipment Services, Inc. 3.875%, 12/15/2028 (E) | 257,000 | 201,745 | |||
Hillenbrand, Inc. 3.750%, 03/01/2031 | 103,000 | 79,568 | |||
Huntington Ingalls Industries, Inc. | |||||
3.844%, 05/01/2025 | 450,000 | 431,235 | |||
4.200%, 05/01/2030 | 1,232,000 | 1,087,069 | |||
IDEX Corp. 3.000%, 05/01/2030 | 1,000,000 | 834,368 | |||
JB Hunt Transport Services, Inc. 3.850%, 03/15/2024 | 700,000 | 690,287 | |||
JB Poindexter & Company, Inc. 7.125%, 04/15/2026 (E) | 132,000 | 122,100 | |||
JetBlue 2019-1 Class AA Pass Through Trust 2.750%, 05/15/2032 | 270,640 | 221,918 | |||
Kansas City Southern 2.875%, 11/15/2029 | 500,000 | 424,801 | |||
Legends Hospitality Holding Company LLC 5.000%, 02/01/2026 (E) | 66,000 | 56,518 | |||
Lennox International, Inc. 3.000%, 11/15/2023 | 800,000 | 782,338 | |||
Masco Corp. 2.000%, 10/01/2030 | 412,000 | 310,234 | |||
MasTec, Inc. 4.500%, 08/15/2028 (E) | 191,000 | 166,716 | |||
Owens Corning 3.950%, 08/15/2029 | 321,000 | 287,288 | |||
Prime Security Services Borrower LLC | |||||
3.375%, 08/31/2027 (E) | 62,000 | 52,091 | |||
6.250%, 01/15/2028 (E) | 218,000 | 186,035 | |||
Southwest Airlines Company 5.250%, 05/04/2025 | 800,000 | 799,178 |
14 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Industrials (continued) | |||||
The Boeing Company | |||||
3.200%, 03/01/2029 | $ | 199,000 | $ | 166,155 | |
5.040%, 05/01/2027 | 568,000 | 547,189 | |||
5.150%, 05/01/2030 | 790,000 | 730,788 | |||
5.805%, 05/01/2050 | 400,000 | 347,597 | |||
TransDigm, Inc. 5.500%, 11/15/2027 | 381,000 | 331,356 | |||
TriNet Group, Inc. 3.500%, 03/01/2029 (E) | 104,000 | 84,708 | |||
TTX Company 4.200%, 07/01/2046 (E) | 700,000 | 572,720 | |||
Tutor Perini Corp. 6.875%, 05/01/2025 (E) | 259,000 | 193,713 | |||
Uber Technologies, Inc. | |||||
4.500%, 08/15/2029 (E) | 378,000 | 317,756 | |||
7.500%, 05/15/2025 to 09/15/2027 (E) | 590,000 | 582,348 | |||
United Airlines 2014-2 Class A Pass Through Trust 3.750%, 09/03/2026 | 426,162 | 383,577 | |||
United Airlines 2016-1 Class A Pass Through Trust 3.450%, 07/07/2028 | 366,614 | 288,886 | |||
United Airlines 2016-1 Class B Pass Through Trust 3.650%, 01/07/2026 | 256,896 | 221,536 | |||
United Airlines 2018-1 Class B Pass Through Trust 4.600%, 03/01/2026 | 101,875 | 92,971 | |||
United Airlines 2019-1 Class A Pass Through Trust 4.550%, 08/25/2031 | 193,528 | 159,412 | |||
United Airlines 2020-1 Class A Pass Through Trust 5.875%, 10/15/2027 | 615,597 | 589,434 | |||
United Airlines 2020-1 Class B Pass Through Trust 4.875%, 01/15/2026 | 171,936 | 159,900 | |||
United Airlines, Inc. | |||||
4.375%, 04/15/2026 (E) | 31,000 | 27,668 | |||
4.625%, 04/15/2029 (E) | 70,000 | 57,921 | |||
United Rentals North America, Inc. | |||||
3.875%, 11/15/2027 | 227,000 | 203,130 | |||
4.875%, 01/15/2028 | 356,000 | 326,395 | |||
US Airways 2010-1 Class A Pass Through Trust 6.250%, 04/22/2023 | 66,665 | 66,014 | |||
US Airways 2011-1 Class A Pass Through Trust 7.125%, 10/22/2023 | 172,501 | 171,284 | |||
US Airways 2012-2 Class A Pass Through Trust 4.625%, 06/03/2025 | 160,966 | 144,574 | |||
Verisk Analytics, Inc. 4.125%, 03/15/2029 | 400,000 | 364,884 | |||
Vertiv Group Corp. 4.125%, 11/15/2028 (E) | 99,000 | 79,695 | |||
Wabtec Corp. 3.200%, 06/15/2025 | 500,000 | 466,075 | |||
28,980,841 | |||||
Information technology – 3.3% | |||||
Atento Luxco 1 SA 8.000%, 02/10/2026 (E) | 135,000 | 57,527 | |||
Autodesk, Inc. 2.850%, 01/15/2030 | 99,000 | 83,068 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Information technology (continued) | |||||
Block, Inc. | |||||
2.750%, 06/01/2026 | $ | 92,000 | $ | 79,070 | |
3.500%, 06/01/2031 | 126,000 | 97,690 | |||
Broadcom, Inc. | |||||
2.450%, 02/15/2031 (E) | 1,000,000 | 753,639 | |||
3.137%, 11/15/2035 (E) | 779,000 | 545,845 | |||
3.419%, 04/15/2033 (E) | 499,000 | 380,845 | |||
3.469%, 04/15/2034 (E) | 421,000 | 315,857 | |||
4.750%, 04/15/2029 | 1,134,000 | 1,057,672 | |||
4.926%, 05/15/2037 (E) | 211,000 | 173,985 | |||
CDW LLC | |||||
3.250%, 02/15/2029 | 149,000 | 121,001 | |||
3.569%, 12/01/2031 | 359,000 | 279,508 | |||
CGI, Inc. 1.450%, 09/14/2026 | 377,000 | 325,944 | |||
Consensus Cloud Solutions, Inc. 6.500%, 10/15/2028 (E) | 255,000 | 216,462 | |||
Dell International LLC | |||||
3.450%, 12/15/2051 (E) | 334,000 | 189,883 | |||
4.900%, 10/01/2026 | 574,000 | 552,952 | |||
5.300%, 10/01/2029 | 978,000 | 911,242 | |||
Fiserv, Inc. | |||||
2.250%, 06/01/2027 | 400,000 | 345,346 | |||
3.850%, 06/01/2025 | 614,000 | 589,457 | |||
Fortinet, Inc. 2.200%, 03/15/2031 | 1,000,000 | 758,456 | |||
Gartner, Inc. | |||||
3.625%, 06/15/2029 (E) | 116,000 | 96,570 | |||
4.500%, 07/01/2028 (E) | 374,000 | 334,431 | |||
Infor, Inc. 1.750%, 07/15/2025 (E) | 151,000 | 135,836 | |||
Jabil, Inc. 3.600%, 01/15/2030 | 180,000 | 150,285 | |||
KLA Corp. 4.100%, 03/15/2029 | 211,000 | 200,489 | |||
Marvell Technology, Inc. 2.450%, 04/15/2028 | 410,000 | 338,676 | |||
Micron Technology, Inc. | |||||
4.185%, 02/15/2027 | 920,000 | 858,882 | |||
4.663%, 02/15/2030 | 1,000,000 | 887,217 | |||
4.975%, 02/06/2026 | 190,000 | 185,923 | |||
5.327%, 02/06/2029 | 1,613,000 | 1,525,401 | |||
Motorola Solutions, Inc. | |||||
2.300%, 11/15/2030 | 431,000 | 323,852 | |||
2.750%, 05/24/2031 | 395,000 | 301,462 | |||
4.600%, 05/23/2029 | 150,000 | 138,128 | |||
NXP BV | |||||
3.250%, 05/11/2041 | 178,000 | 116,743 | |||
3.875%, 06/18/2026 | 450,000 | 419,984 | |||
Oracle Corp. 2.950%, 04/01/2030 | 718,000 | 578,756 | |||
PayPal Holdings, Inc. | |||||
2.300%, 06/01/2030 | 400,000 | 325,404 | |||
2.850%, 10/01/2029 | 1,180,000 | 1,009,376 | |||
Qorvo, Inc. | |||||
1.750%, 12/15/2024 (E) | 281,000 | 259,029 | |||
3.375%, 04/01/2031 (E) | 247,000 | 185,040 | |||
Qualcomm, Inc. 1.650%, 05/20/2032 | 566,000 | 423,715 | |||
Renesas Electronics Corp. 1.543%, 11/26/2024 (E) | 257,000 | 235,138 | |||
Sabre GLBL, Inc. 7.375%, 09/01/2025 (E) | 209,000 | 187,187 | |||
VeriSign, Inc. | |||||
2.700%, 06/15/2031 | 188,000 | 145,841 |
15 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Information technology (continued) | |||||
VeriSign, Inc. (continued) | |||||
5.250%, 04/01/2025 | $ | 160,000 | $ | 159,506 | |
Visa, Inc. 2.050%, 04/15/2030 | 400,000 | 330,457 | |||
Western Digital Corp. 4.750%, 02/15/2026 | 382,000 | 353,724 | |||
Workday, Inc. 3.500%, 04/01/2027 | 186,000 | 172,049 | |||
18,214,550 | |||||
Materials – 1.5% | |||||
Amcor Flexibles North America, Inc. 3.100%, 09/15/2026 | 500,000 | 460,578 | |||
Anglo American Capital PLC 4.750%, 04/10/2027 (E) | 200,000 | 189,112 | |||
Arconic Corp. 6.125%, 02/15/2028 (E) | 168,000 | 148,399 | |||
Braskem Idesa SAPI 6.990%, 02/20/2032 (E) | 201,000 | 134,168 | |||
Braskem Netherlands Finance BV 5.875%, 01/31/2050 (E) | 240,000 | 170,040 | |||
Cemex SAB de CV | |||||
3.875%, 07/11/2031 (E) | 297,000 | 234,030 | |||
5.200%, 09/17/2030 (E) | 224,000 | 193,480 | |||
CF Industries, Inc. 4.950%, 06/01/2043 | 175,000 | 141,003 | |||
First Quantum Minerals, Ltd. 6.875%, 03/01/2026 to 10/15/2027 (E) | 404,000 | 367,578 | |||
Freeport-McMoRan, Inc. | |||||
4.250%, 03/01/2030 | 354,000 | 302,712 | |||
4.625%, 08/01/2030 | 297,000 | 260,240 | |||
5.450%, 03/15/2043 | 934,000 | 779,236 | |||
FS Luxembourg Sarl 10.000%, 12/15/2025 (E) | 347,000 | 350,378 | |||
Glencore Funding LLC 2.625%, 09/23/2031 (E) | 500,000 | 374,752 | |||
Hudbay Minerals, Inc. 4.500%, 04/01/2026 (E) | 66,000 | 54,871 | |||
Huntsman International LLC 4.500%, 05/01/2029 | 500,000 | 440,841 | |||
JW Aluminum Continuous Cast Company 10.250%, 06/01/2026 (E) | 133,000 | 135,660 | |||
LSB Industries, Inc. 6.250%, 10/15/2028 (E) | 85,000 | 72,932 | |||
Methanex Corp. | |||||
4.250%, 12/01/2024 | 193,000 | 185,058 | |||
5.650%, 12/01/2044 | 450,000 | 301,500 | |||
Newmont Corp. 2.800%, 10/01/2029 | 142,000 | 117,549 | |||
Novelis Corp. 4.750%, 01/30/2030 (E) | 410,000 | 336,200 | |||
Owens-Brockway Glass Container, Inc. 6.625%, 05/13/2027 (E) | 130,000 | 117,809 | |||
Pactiv Evergreen Group Issuer LLC | |||||
4.000%, 10/15/2027 (E) | 362,000 | 303,500 | |||
4.375%, 10/15/2028 (E) | 174,000 | 143,888 | |||
Sasol Financing USA LLC 5.500%, 03/18/2031 | 346,000 | 261,230 | |||
Standard Industries, Inc. | |||||
3.375%, 01/15/2031 (E) | 142,000 | 99,869 | |||
4.375%, 07/15/2030 (E) | 149,000 | 113,985 | |||
5.000%, 02/15/2027 (E) | 73,000 | 64,598 | |||
The Mosaic Company 4.250%, 11/15/2023 | 600,000 | 595,088 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Materials (continued) | |||||
Trident TPI Holdings, Inc. 6.625%, 11/01/2025 (E) | $ | 65,000 | $ | 56,003 | |
Trinseo Materials Operating SCA 5.125%, 04/01/2029 (E) | 167,000 | 98,530 | |||
Tronox, Inc. 4.625%, 03/15/2029 (E) | 78,000 | 57,720 | |||
Valvoline, Inc. 3.625%, 06/15/2031 (E) | 302,000 | 222,420 | |||
Volcan Cia Minera SAA 4.375%, 02/11/2026 (E) | 69,000 | 56,925 | |||
WR Grace Holdings LLC 4.875%, 06/15/2027 (E) | 143,000 | 122,927 | |||
8,064,809 | |||||
Real estate – 2.4% | |||||
American Homes 4 Rent LP 4.250%, 02/15/2028 | 203,000 | 186,919 | |||
American Tower Corp. | |||||
3.550%, 07/15/2027 | 257,000 | 232,005 | |||
3.800%, 08/15/2029 | 531,000 | 465,805 | |||
5.000%, 02/15/2024 | 670,000 | 669,626 | |||
Crown Castle, Inc. | |||||
3.300%, 07/01/2030 | 410,000 | 343,306 | |||
3.700%, 06/15/2026 | 500,000 | 469,612 | |||
3.800%, 02/15/2028 | 225,000 | 203,584 | |||
4.150%, 07/01/2050 | 400,000 | 296,827 | |||
CubeSmart LP 4.375%, 02/15/2029 | 600,000 | 551,950 | |||
EPR Properties 4.950%, 04/15/2028 | 350,000 | 301,250 | |||
Equinix, Inc. | |||||
1.550%, 03/15/2028 | 319,000 | 256,645 | |||
1.800%, 07/15/2027 | 255,000 | 213,095 | |||
2.500%, 05/15/2031 | 544,000 | 419,099 | |||
2.900%, 11/18/2026 | 1,000,000 | 897,086 | |||
3.200%, 11/18/2029 | 199,000 | 168,231 | |||
ERP Operating LP 3.375%, 06/01/2025 | 300,000 | 285,223 | |||
Extra Space Storage LP 2.350%, 03/15/2032 | 500,000 | 368,492 | |||
GLP Capital LP | |||||
3.250%, 01/15/2032 | 521,000 | 391,647 | |||
4.000%, 01/15/2030 | 147,000 | 122,765 | |||
5.375%, 04/15/2026 | 235,000 | 224,780 | |||
Healthcare Realty Holdings LP | |||||
3.500%, 08/01/2026 | 500,000 | 460,664 | |||
3.750%, 07/01/2027 | 600,000 | 550,629 | |||
Host Hotels & Resorts LP | |||||
3.375%, 12/15/2029 | 377,000 | 305,451 | |||
3.500%, 09/15/2030 | 267,000 | 212,926 | |||
4.500%, 02/01/2026 | 214,000 | 203,162 | |||
Iron Mountain Information Management Services, Inc. 5.000%, 07/15/2032 (E) | 66,000 | 51,090 | |||
Iron Mountain, Inc. | |||||
4.875%, 09/15/2029 (E) | 136,000 | 111,723 | |||
5.250%, 07/15/2030 (E) | 159,000 | 131,568 | |||
Mid-America Apartments LP 3.950%, 03/15/2029 | 700,000 | 636,513 | |||
Piedmont Operating Partnership LP 4.450%, 03/15/2024 | 500,000 | 492,046 | |||
RHP Hotel Properties LP 4.500%, 02/15/2029 (E) | 284,000 | 235,641 | |||
SBA Tower Trust 2.836%, 01/15/2025 (E) | 266,000 | 248,854 |
16 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Real estate (continued) | |||||
SL Green Operating Partnership LP 3.250%, 10/15/2022 | $ | 500,000 | $ | 499,799 | |
Ventas Realty LP 4.750%, 11/15/2030 | 1,000,000 | 920,984 | |||
VICI Properties LP | |||||
3.875%, 02/15/2029 (E) | 207,000 | 173,653 | |||
4.125%, 08/15/2030 (E) | 160,000 | 133,635 | |||
4.625%, 12/01/2029 (E) | 260,000 | 225,560 | |||
5.125%, 05/15/2032 | 77,000 | 68,253 | |||
Welltower, Inc. 2.700%, 02/15/2027 | 400,000 | 357,342 | |||
XHR LP 4.875%, 06/01/2029 (E) | 107,000 | 88,223 | |||
13,175,663 | |||||
Utilities – 1.9% | |||||
AES Panama Generation Holdings SRL 4.375%, 05/31/2030 (E) | 203,000 | 159,863 | |||
Ameren Corp. 3.500%, 01/15/2031 | 1,000,000 | 862,638 | |||
AmeriGas Partners LP 5.500%, 05/20/2025 | 275,000 | 255,318 | |||
Arizona Public Service Company 5.500%, 09/01/2035 | 1,118,000 | 1,033,996 | |||
Atlantica Transmision Sur SA 6.875%, 04/30/2043 (E) | 208,846 | 207,019 | |||
CenterPoint Energy Houston Electric LLC 6.950%, 03/15/2033 | 535,000 | 594,064 | |||
Consolidated Edison Company of New York, Inc. | |||||
3.350%, 04/01/2030 | 500,000 | 439,295 | |||
3.950%, 04/01/2050 | 500,000 | 384,547 | |||
Dominion Energy, Inc. | |||||
3.375%, 04/01/2030 | 604,000 | 519,424 | |||
3.600%, 03/15/2027 | 500,000 | 466,877 | |||
DPL, Inc. 4.125%, 07/01/2025 | 203,000 | 186,825 | |||
Edison International 3.550%, 11/15/2024 | 700,000 | 672,045 | |||
Emera US Finance LP 3.550%, 06/15/2026 | 158,000 | 146,732 | |||
FirstEnergy Corp. 2.650%, 03/01/2030 | 254,000 | 205,105 | |||
NextEra Energy Capital Holdings, Inc. 3.550%, 05/01/2027 | 677,000 | 626,211 | |||
NextEra Energy Operating Partners LP | |||||
3.875%, 10/15/2026 (E) | 243,000 | 221,130 | |||
4.500%, 09/15/2027 (E) | 201,000 | 182,910 | |||
NiSource, Inc. 3.600%, 05/01/2030 | 230,000 | 200,609 | |||
NRG Energy, Inc. | |||||
2.450%, 12/02/2027 (E) | 284,000 | 232,496 | |||
3.375%, 02/15/2029 (E) | 62,000 | 50,198 | |||
3.625%, 02/15/2031 (E) | 175,000 | 136,500 | |||
3.875%, 02/15/2032 (E) | 371,000 | 289,397 | |||
4.450%, 06/15/2029 (E) | 257,000 | 222,922 | |||
Southern California Edison Company 3.700%, 08/01/2025 | 1,000,000 | 961,540 | |||
Vistra Operations Company LLC | |||||
3.700%, 01/30/2027 (E) | 624,000 | 552,651 | |||
4.300%, 07/15/2029 (E) | 535,000 | 455,869 | |||
10,266,181 | |||||
TOTAL CORPORATE BONDS (Cost $256,637,639) | $ | 224,123,535 |
Shares or Principal Amount | Value | ||||
CAPITAL PREFERRED SECURITIES – 0.2% | |||||
Financials – 0.2% | |||||
Truist Financial Corp. 4.000%, (Greater of 3 month LIBOR + 0.645% or 4.000%), 12/15/2024 (C)(H) | $ | 425,000 | $ | 326,188 | |
USB Capital IX 3.532%, (Greater of 3 month LIBOR + 1.020% or 3.500%), 10/31/2022 (C)(H) | 1,045,000 | 793,207 | |||
1,119,395 | |||||
TOTAL CAPITAL PREFERRED SECURITIES (Cost $1,390,394) | $ | 1,119,395 | |||
MUNICIPAL BONDS – 0.6% | |||||
Foothill-Eastern Transportation Corridor Agency (California) 4.094%, 01/15/2049 | 1,000,000 | 733,576 | |||
Golden State Tobacco Securitization Corp. (California) 4.214%, 06/01/2050 | 231,000 | 159,716 | |||
New Jersey Transportation Trust Fund Authority | |||||
4.081%, 06/15/2039 | 283,000 | 235,290 | |||
4.131%, 06/15/2042 | 40,000 | 32,039 | |||
Sales Tax Securitization Corp. (Illinois) 4.637%, 01/01/2040 | 455,000 | 417,979 | |||
State Board of Administration Finance Corp. (Florida) 1.705%, 07/01/2027 | 174,000 | 148,801 | |||
State of Connecticut, GO 2.677%, 07/01/2030 | 250,000 | 212,361 | |||
The School District of Philadelphia (Pennsylvania), GO | |||||
5.995%, 09/01/2030 | 315,000 | 327,136 | |||
6.765%, 06/01/2040 | 1,010,000 | 1,114,471 | |||
TOTAL MUNICIPAL BONDS (Cost $4,088,766) | $ | 3,381,369 | |||
TERM LOANS (I) – 0.2% | |||||
Communication services – 0.0% | |||||
AP Core Holdings II LLC, High-Yield Term Loan B2 (1 month LIBOR + 5.500%) 8.615%, 09/01/2027 | 93,000 | 85,909 | |||
Consumer discretionary – 0.1% | |||||
Hunter Douglas, Inc., USD Term Loan B1 (3 month SOFR + 3.500%) 6.340%, 02/26/2029 | 293,000 | 239,821 | |||
Health care – 0.0% | |||||
TTF Holdings LLC, Term Loan (1 month LIBOR + 4.000%) 7.125%, 03/31/2028 | 57,061 | 55,349 | |||
Industrials – 0.1% | |||||
CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) 6.625%, 06/02/2028 | 574,471 | 429,417 | |||
Information technology – 0.0% | |||||
Quest Software, Inc., 2022 Term Loan (3 month SOFR + 4.250%) 6.977%, 02/01/2029 | 236,000 | 172,870 | |||
Materials – 0.0% | |||||
Clydesdale Acquisition Holdings, Inc., Term Loan B (1 month SOFR + 4.175%) 7.309%, 04/13/2029 | 56,858 | 53,549 |
17 |
Shares or Principal Amount | Value | ||||
TERM LOANS (I) (continued) | |||||
Materials (continued) | |||||
Mauser Packaging Solutions Holding Company, 2017 Term Loan B (1 month LIBOR + 3.250%) 5.814%, 04/03/2024 | $ | 162,287 | $ | 150,826 | |
204,375 | |||||
TOTAL TERM LOANS (Cost $1,463,717) | $ | 1,187,741 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS – 9.6% | |||||
Commercial and residential – 7.0% | |||||
Angel Oak Mortgage Trust LLC | |||||
Series 2021-2, Class A1, 0.985%, 04/25/2066 (B)(E) | 125,858 | 106,863 | |||
Series 2021-4, Class A1, 1.035%, 01/20/2065 (B)(E) | 269,237 | 217,592 | |||
Series 2021-5, Class A1, 0.951%, 07/25/2066 (B)(E) | 342,506 | 283,026 | |||
Arbor Multifamily Mortgage Securities Trust Series 2020-MF1, Class XA IO 1.084%, 05/15/2053 (E) | 4,334,715 | 226,580 | |||
Arroyo Mortgage Trust Series 2021-1R, Class A1 1.175%, 10/25/2048 (B)(E) | 216,930 | 185,568 | |||
BAMLL Commercial Mortgage Securities Trust Series 2019-BPR, Class ENM 3.843%, 11/05/2032 (B)(E) | 116,000 | 87,970 | |||
BANK | |||||
Series 2019-BN20, Class ASB, 2.933%, 09/15/2062 | 400,000 | 361,954 | |||
Series 2021-BN34, Class XA IO, 1.087%, 06/15/2063 | 12,762,194 | 734,254 | |||
BBCMS Mortgage Trust Series 2020-C6, Class A2 2.690%, 02/15/2053 | 101,000 | 95,081 | |||
BBCMS Trust | |||||
Series 2015-MSQ, Class D, 4.123%, 09/15/2032 (B)(E) | 140,000 | 139,709 | |||
Series 2015-SRCH, Class D, 5.122%, 08/10/2035 (B)(E) | 194,000 | 163,210 | |||
Bear Stearns Asset Backed Securities Trust Series 2003-AC4, Class A 5.500%, 09/25/2033 | 276,250 | 247,751 | |||
Benchmark Mortgage Trust | |||||
Series 2019-B12, Class A2, 3.001%, 08/15/2052 | 251,718 | 240,715 | |||
Series 2019-B15, Class XA IO, 0.936%, 12/15/2072 | 9,872,096 | 402,323 | |||
BMO Mortgage Trust Series 2022-C2, Class A5 4.974%, 07/15/2054 (B) | 500,000 | 489,699 | |||
BOCA Commercial Mortgage Trust | |||||
Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%), 4.615%, 05/15/2039 (C)(E) | 260,000 | 254,479 | |||
Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%), 5.164%, 05/15/2039 (C)(E) | 100,000 | 97,226 | |||
BPR Trust Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) 4.743%, 04/15/2037 (C)(E) | 756,000 | 744,669 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1 0.941%, 02/25/2049 (B)(E) | $ | 152,453 | $ | 140,016 | |
BWAY Mortgage Trust Series 2015-1740, Class XA IO 0.205%, 01/10/2035 (E) | 3,705,000 | 61 | |||
BX Commercial Mortgage Trust | |||||
Series 2020-VKNG, Class A (1 month LIBOR + 0.930%), 3.748%, 10/15/2037 (C)(E) | 292,055 | 283,630 | |||
Series 2021-ACNT, Class A (1 month LIBOR + 0.850%), 3.668%, 11/15/2038 (C)(E) | 243,000 | 233,264 | |||
Series 2021-VOLT, Class C (1 month LIBOR + 1.100%), 3.918%, 09/15/2036 (C)(E) | 278,000 | 257,373 | |||
Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%), 3.835%, 01/17/2039 (C)(E) | 566,000 | 542,609 | |||
CAMB Commercial Mortgage Trust | |||||
Series 2019-LIFE, Class D (1 month LIBOR + 1.750%), 4.568%, 12/15/2037 (C)(E) | 121,000 | 116,452 | |||
Series 2019-LIFE, Class F (1 month LIBOR + 2.550%), 5.368%, 12/15/2037 (C)(E) | 192,000 | 178,896 | |||
CD Mortgage Trust Series 2017-CD3, Class A4 3.631%, 02/10/2050 | 800,000 | 745,209 | |||
CFCRE Commercial Mortgage Trust Series 2017-C8, Class C 5.062%, 06/15/2050 (B) | 500,000 | 449,144 | |||
CHL Mortgage Pass-Through Trust Series 2004-HYB2, Class 4A 2.708%, 07/20/2034 (B) | 468,029 | 443,810 | |||
Citigroup Commercial Mortgage Trust | |||||
Series 2018-C5, Class A3, 3.963%, 06/10/2051 | 423,746 | 392,398 | |||
Series 2018-C5, Class XA IO, 0.835%, 06/10/2051 | 13,979,991 | 439,250 | |||
Series 2019-C7, Class XA IO, 0.996%, 12/15/2072 | 15,820,880 | 721,568 | |||
Series 2019-PRM, Class A, 3.341%, 05/10/2036 (E) | 310,000 | 302,393 | |||
Series 2019-SMRT, Class A, 4.149%, 01/10/2036 (E) | 162,000 | 158,061 | |||
Cold Storage Trust Series 2020-ICE5, Class D (1 month LIBOR + 2.100%) 4.918%, 11/15/2037 (C)(E) | 491,495 | 474,203 | |||
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1, 0.924%, 08/25/2066 (B)(E) | 291,358 | 240,888 | |||
Series 2021-3, Class A1, 0.956%, 09/27/2066 (B)(E) | 388,991 | 310,880 | |||
Series 2021-HX1, Class A1, 1.110%, 10/25/2066 (B)(E) | 325,659 | 267,785 | |||
COLT Trust Series 2020-RPL1, Class A1 1.390%, 01/25/2065 (B)(E) | 406,682 | 349,971 |
18 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Commercial Mortgage Trust (Bank of America Merrill Lynch/Deutsche Bank AG) Series 2013-WWP, Class A2 3.424%, 03/10/2031 (E) | $ | 1,400,000 | $ | 1,398,011 | |
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR3, Class XA IO, 1.747%, 10/15/2045 | 2,432,756 | 96 | |||
Series 2013-CR8, Class A5, 3.612%, 06/10/2046 (B) | 400,000 | 397,005 | |||
Series 2013-CR8, Class AM, 3.910%, 06/10/2046 (B)(E) | 1,000,000 | 988,165 | |||
Series 2014-CR15, Class C, 4.820%, 02/10/2047 (B) | 800,000 | 775,699 | |||
Series 2014-CR15, Class XA IO, 0.769%, 02/10/2047 | 4,619,892 | 30,900 | |||
Series 2014-CR16, Class C, 5.081%, 04/10/2047 (B) | 400,000 | 379,062 | |||
Series 2015-CR27, Class A4, 3.612%, 10/10/2048 | 1,000,000 | 949,748 | |||
Commercial Mortgage Trust (Citigroup/Deutsche Bank AG) Series 2018-COR3, Class XA IO 0.576%, 05/10/2051 | 4,998,408 | 100,667 | |||
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class D, 4.540%, 08/10/2030 (B)(E) | 307,000 | 288,287 | |||
Series 2013-300P, Class E, 4.540%, 08/10/2030 (B)(E) | 700,000 | 651,029 | |||
Series 2017-PANW, Class A, 3.244%, 10/10/2029 (E) | 89,000 | 83,935 | |||
Series 2020-CBM, Class A2, 2.896%, 02/10/2037 (E) | 169,000 | 155,090 | |||
Series 2020-CX, Class A, 2.173%, 11/10/2046 (E) | 500,000 | 391,672 | |||
Commercial Mortgage Trust (Deutsche Bank AG/UBS AG) Series 2014-UBS2, Class XA IO 1.234%, 03/10/2047 | 3,170,622 | 32,712 | |||
Credit Suisse Mortgage Capital Certificates | |||||
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%), 4.418%, 05/15/2036 (C)(E) | 305,000 | 295,794 | |||
Series 2020-NET, Class A, 2.257%, 08/15/2037 (E) | 103,756 | 93,903 | |||
Series 2021-NQM2, Class A1, 1.179%, 02/25/2066 (B)(E) | 216,685 | 187,952 | |||
Series 2021-NQM3, Class A1, 1.015%, 04/25/2066 (B)(E) | 189,316 | 156,639 | |||
Series 2021-NQM5, Class A1, 0.938%, 05/25/2066 (B)(E) | 197,583 | 152,996 | |||
Series 2021-NQM6, Class A1, 1.174%, 07/25/2066 (B)(E) | 331,815 | 265,118 | |||
CSAIL Commercial Mortgage Trust | |||||
Series 2019-C17, Class A4, 2.763%, 09/15/2052 | 425,000 | 361,164 | |||
Series 2019-C18, Class E, 2.500%, 12/15/2052 (E) | 265,000 | 167,442 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
DSLA Mortgage Loan Trust Series 2004-AR3, Class 2A2B (1 month LIBOR + 0.900%) 3.893%, 07/19/2044 (C) | $ | 307,311 | $ | 271,269 | |
Ellington Financial Mortgage Trust | |||||
Series 2021-1, Class A1, 0.797%, 02/25/2066 (B)(E) | 99,612 | 83,895 | |||
Series 2021-2, Class A1, 0.931%, 06/25/2066 (B)(E) | 224,404 | 186,862 | |||
Flagstar Mortgage Trust Series 2021-1, Class A2 2.500%, 02/01/2051 (B)(E) | 350,228 | 278,554 | |||
FREMF Mortgage Trust | |||||
Series 2016-K54, Class C, 4.191%, 04/25/2048 (B)(E) | 290,000 | 272,345 | |||
Series 2016-K56, Class B, 4.078%, 06/25/2049 (B)(E) | 1,085,000 | 1,023,390 | |||
Series 2017-K67, Class B, 4.080%, 09/25/2049 (B)(E) | 485,000 | 449,583 | |||
Series 2018-K730, Class B, 3.921%, 02/25/2050 (B)(E) | 300,000 | 288,035 | |||
Series 2019-KF69, Class B (1 month LIBOR + 2.300%), 4.853%, 08/25/2029 (C)(E) | 177,850 | 176,890 | |||
GCAT Trust | |||||
Series 2021-NQM1, Class A1, 0.874%, 01/25/2066 (B)(E) | 170,507 | 146,083 | |||
Series 2021-NQM2, Class A1, 1.036%, 05/25/2066 (B)(E) | 157,939 | 133,526 | |||
Series 2021-NQM3, Class A1, 1.091%, 05/25/2066 (B)(E) | 258,183 | 214,393 | |||
GS Mortgage Securities Trust | |||||
Series 2013-GC10, Class C, 4.285%, 02/10/2046 (B)(E) | 859,800 | 850,216 | |||
Series 2017-485L, Class C, 4.115%, 02/10/2037 (B)(E) | 85,000 | 73,490 | |||
Series 2020-UPTN, Class A, 2.751%, 02/10/2037 (E) | 136,000 | 125,071 | |||
GS Mortgage-Backed Securities Trust Series 2021-NQM1, Class A1 1.017%, 07/25/2061 (B)(E) | 119,658 | 102,403 | |||
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO, 0.350%, 05/19/2047 (E) | 7,724,799 | 80,248 | |||
Series 2007-4, Class ES IO, 0.350%, 07/19/2047 | 8,157,095 | 106,657 | |||
Series 2007-6, Class ES IO, 0.343%, 08/19/2037 (E) | 8,298,392 | 102,503 | |||
Hilton Orlando Trust Series 2018-ORL, Class B (1 month LIBOR + 1.200%) 4.018%, 12/15/2034 (C)(E) | 1,000,000 | 959,947 | |||
Imperial Fund Mortgage Trust Series 2021-NQM1, Class A1 1.071%, 06/25/2056 (B)(E) | 153,754 | 128,673 | |||
IMT Trust | |||||
Series 2017-APTS, Class AFX, 3.478%, 06/15/2034 (E) | 107,000 | 102,388 | |||
Series 2017-APTS, Class CFX, 3.613%, 06/15/2034 (B)(E) | 123,000 | 115,715 |
19 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
InTown Mortgage Trust Series 2022-STAY, Class A (1 month CME Term SOFR + 2.489%) 5.334%, 08/15/2037 (C)(E) | $ | 434,000 | $ | 429,109 | |
Irvine Core Office Trust | |||||
Series 2013-IRV, Class A2, 3.279%, 05/15/2048 (B)(E) | 260,000 | 255,831 | |||
Series 2013-IRV, Class XA IO, 1.211%, 05/15/2048 (E) | 1,584,870 | 4,468 | |||
JPMBB Commercial Mortgage Securities Trust Series 2013-C14, Class XA IO 0.519%, 08/15/2046 | 4,286,098 | 7,672 | |||
JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-NNN, Class AFX 2.812%, 01/16/2037 (E) | 258,000 | 234,217 | |||
KNDL Mortgage Trust Series 2019-KNSQ, Class D (1 month LIBOR + 1.350%) 4.168%, 05/15/2036 (C)(E) | 187,000 | 180,414 | |||
Life Mortgage Trust | |||||
Series 2021-BMR, Class A (1 month LIBOR + 0.700%), 3.518%, 03/15/2038 (C)(E) | 340,108 | 326,895 | |||
Series 2021-BMR, Class D (1 month LIBOR + 1.400%), 4.218%, 03/15/2038 (C)(E) | 275,232 | 260,744 | |||
Series 2021-BMR, Class E (1 month LIBOR + 1.750%), 4.568%, 03/15/2038 (C)(E) | 982,970 | 918,912 | |||
Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%), 4.141%, 05/15/2039 (C)(E) | 736,000 | 714,815 | |||
MASTR Adjustable Rate Mortgages Trust | |||||
Series 2004-13, Class 2A1, 3.214%, 04/21/2034 (B) | 63,331 | 60,712 | |||
Series 2004-8, Class 5A1, 3.810%, 08/25/2034 (B) | 80,073 | 74,927 | |||
MASTR Alternative Loan Trust Series 2004-4, Class 8A1 6.500%, 05/25/2034 | 162,346 | 150,718 | |||
Merrill Lynch Mortgage Investors Trust Series 2005-A, Class A1 (1 month LIBOR + 0.460%) 3.544%, 03/25/2030 (C) | 13,254 | 12,272 | |||
Merrill Lynch Mortgage Trust Series 2008-C1, Class X IO 0.000%, 02/12/2051 (E) | 2,530,498 | 25 | |||
MFA Trust Series 2021-NQM1, Class A1 1.153%, 04/25/2065 (B)(E) | 133,912 | 123,221 | |||
Morgan Stanley Bank of America Merrill Lynch Trust | |||||
Series 2012-C6, Class XA IO, 1.325%, 11/15/2045 (E) | 1,506 | 0 | |||
Series 2013-C7, Class XA IO, 1.383%, 02/15/2046 | 7,555,860 | 5,448 | |||
Series 2014-C17, Class XA IO, 1.185%, 08/15/2047 | 8,572,390 | 101,469 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Morgan Stanley Capital I Trust | |||||
Series 2017-CLS, Class D (1 month LIBOR + 1.400%), 4.218%, 11/15/2034 (C)(E) | $ | 173,000 | $ | 171,489 | |
Series 2019-L3, Class XA IO, 0.760%, 11/15/2052 | 21,373,600 | 739,631 | |||
Natixis Commercial Mortgage Securities Trust | |||||
Series 2018-285M, Class D, 3.917%, 11/15/2032 (B)(E) | 135,000 | 131,264 | |||
Series 2018-ALXA, Class C, 4.460%, 01/15/2043 (B)(E) | 98,000 | 84,493 | |||
NYMT Loan Trust Series 2022-CP1, Class A1 2.042%, 07/25/2061 (E) | 164,688 | 147,171 | |||
OBX Trust | |||||
Series 2020-EXP2, Class A3, 2.500%, 05/25/2060 (B)(E) | 117,918 | 103,994 | |||
Series 2021-NQM2, Class A1, 1.101%, 05/25/2061 (B)(E) | 294,216 | 241,583 | |||
Series 2021-NQM3, Class A1, 1.054%, 07/25/2061 (B)(E) | 358,544 | 286,073 | |||
One Market Plaza Trust Series 2017-1MKT, Class D 4.146%, 02/10/2032 (E) | 90,000 | 84,372 | |||
Provident Funding Mortgage Trust Series 2020-F1, Class A2 2.000%, 01/25/2036 (B)(E) | 316,303 | 273,506 | |||
Sequoia Mortgage Trust Series 2005-3, Class A1 (1 month LIBOR + 0.400%) 3.393%, 05/20/2035 (C) | 32,287 | 28,444 | |||
SLG Office Trust Series 2021-OVA, Class D 2.851%, 07/15/2041 (E) | 352,000 | 261,499 | |||
SMRT Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) 3.846%, 01/15/2039 (C)(E) | 791,000 | 758,618 | |||
Starwood Mortgage Residential Trust Series 2022-1, Class A1 2.447%, 12/25/2066 (B)(E) | 356,640 | 312,425 | |||
Structured Asset Securities Corp. Series 1998-RF2, Class A 4.739%, 07/15/2027 (B)(E) | 35,265 | 35,153 | |||
Towd Point Mortgage Trust | |||||
Series 2015-1, Class A5, 3.407%, 10/25/2053 (B)(E) | 123,000 | 118,651 | |||
Series 2015-2, Class 1M2, 3.371%, 11/25/2060 (B)(E) | 168,205 | 165,938 | |||
Series 2015-6, Class M2, 3.750%, 04/25/2055 (B)(E) | 1,000,000 | 929,440 | |||
Series 2017-2, Class A1, 2.750%, 04/25/2057 (B)(E) | 8,678 | 8,598 | |||
Series 2018-1, Class A1, 3.000%, 01/25/2058 (B)(E) | 50,125 | 48,595 | |||
Series 2018-4, Class A1, 3.000%, 06/25/2058 (B)(E) | 224,323 | 209,200 | |||
Series 2018-5, Class A1A, 3.250%, 07/25/2058 (B)(E) | 25,370 | 24,585 | |||
Series 2018-6, Class A1A, 3.750%, 03/25/2058 (B)(E) | 174,219 | 171,110 |
20 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Towd Point Mortgage Trust (continued) | |||||
Series 2019-1, Class A1, 3.692%, 03/25/2058 (B)(E) | $ | 187,408 | $ | 176,350 | |
Series 2019-4, Class A1, 2.900%, 10/25/2059 (B)(E) | 168,365 | 158,522 | |||
Series 2020-4, Class A1, 1.750%, 10/25/2060 (E) | 251,879 | 224,295 | |||
UBS-Barclays Commercial Mortgage Trust Series 2012-C2, Class XA IO 0.803%, 05/10/2063 (E) | 1,055,008 | 18 | |||
Velocity Commercial Capital Loan Trust Series 2018-2, Class M1 4.260%, 10/26/2048 (B)(E) | 174,987 | 162,740 | |||
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter), 1.218%, 05/25/2065 (E) | 92,989 | 85,884 | |||
Series 2021-3, Class A1, 1.046%, 06/25/2066 (B)(E) | 278,373 | 228,037 | |||
Series 2021-4, Class A1, 0.938%, 07/25/2066 (B)(E) | 159,483 | 127,989 | |||
Series 2021-5, Class A1, 1.013%, 09/25/2066 (B)(E) | 290,779 | 242,426 | |||
Series 2021-R1, Class A1, 0.820%, 10/25/2063 (B)(E) | 130,670 | 119,224 | |||
Washington Mutual Mortgage Pass Through Certificates Series 2005-1, Class 6A1 6.500%, 03/25/2035 | 182,352 | 153,954 | |||
Wells Fargo Commercial Mortgage Trust Series 2019-C54, Class A3 2.892%, 12/15/2052 | 500,000 | 426,867 | |||
WF-RBS Commercial Mortgage Trust Series 2012-C10, Class XA IO 1.569%, 12/15/2045 (E) | 2,446,690 | 86 | |||
38,005,845 | |||||
U.S. Government Agency – 2.6% | |||||
Federal Home Loan Mortgage Corp. | |||||
Series 2021-HQA3, Class M2 (1 month SOFR + 2.100%), 4.381%, 09/25/2041 (C)(E) | 1,000,000 | 840,000 | |||
Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%), 3.281%, 01/25/2042 (C)(E) | 379,995 | 369,097 | |||
Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%), 3.581%, 02/25/2042 (C)(E) | 253,082 | 248,597 | |||
Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%), 4.681%, 02/25/2042 (C)(E) | 342,000 | 317,633 | |||
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%), 4.281%, 04/25/2042 (C)(E) | 340,087 | 336,693 | |||
Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%), 5.181%, 04/25/2042 (C)(E) | 205,000 | 193,468 | |||
Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%), 4.481%, 05/25/2042 (C)(E) | 257,166 | 254,887 | |||
Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%), 5.631%, 05/25/2042 (C)(E) | 304,000 | 288,800 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal Home Loan Mortgage Corp. (continued) | |||||
Series 2022-DNA5, Class M1B (1 month SOFR + 4.500%), 6.781%, 06/25/2042 (C)(E) | $ | 335,000 | $ | 335,734 | |
Series 290, Class IO, 3.500%, 11/15/2032 | 733,773 | 80,258 | |||
Series 3387, Class SB IO, 3.602%, 11/15/2037 | 737,406 | 50,800 | |||
Series 3632, Class AP, 3.000%, 02/15/2040 | 434,052 | 412,897 | |||
Series K026, Class X1 IO, 1.019%, 11/25/2022 | 5,957,181 | 132 | |||
Series K109, Class X1 IO, 1.699%, 04/25/2030 | 3,117,888 | 279,917 | |||
Series KS01, Class X1 IO, 1.254%, 01/25/2023 | 1,086,055 | 29 | |||
Series T-41, Class 3A, 4.444%, 07/25/2032 (B) | 40,877 | 39,410 | |||
Federal National Mortgage Association | |||||
Series 2001-50, Class BA, 7.000%, 10/25/2041 | 4,689 | 4,863 | |||
Series 2002-W3, Class A5, 7.500%, 11/25/2041 | 45,335 | 49,011 | |||
Series 2011-41, Class KA, 4.000%, 01/25/2041 | 51,163 | 50,284 | |||
Series 2012-137, Class WI IO, 3.500%, 12/25/2032 | 701,948 | 78,337 | |||
Series 2012-21, Class PA, 2.000%, 03/25/2041 | 683,520 | 642,428 | |||
Series 2012-38, Class PA, 2.000%, 09/25/2041 | 444,148 | 404,780 | |||
Series 2015-C01, Class 1M2 (1 month LIBOR + 4.300%), 7.384%, 02/25/2025 (C) | 55,695 | 56,836 | |||
Series 2016-M11, Class X1 IO, 0.508%, 07/25/2026 | 20,039,387 | 264,794 | |||
Series 2016-M12, Class X2 IO, 0.032%, 09/25/2026 | 30,542,710 | 17,974 | |||
Series 2019-M25, Class X IO, 0.221%, 11/25/2029 | 32,410,868 | 277,450 | |||
Series 2020-R02, Class 2M2 (1 month LIBOR + 2.000%), 5.084%, 01/25/2040 (C)(E) | 158,304 | 155,155 | |||
Series 2021-31, Class IE IO, 1.742%, 03/25/2050 | 2,594,000 | 164,223 | |||
Series 2021-M8, Class X IO, 0.430%, 11/25/2035 | 10,291,507 | 232,649 | |||
Series 2022-22, Class B, 2.000%, 07/25/2054 | 1,007,717 | 642,847 | |||
Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%), 4.381%, 03/25/2042 (C)(E) | 318,472 | 314,705 | |||
Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%), 4.281%, 03/25/2042 (C)(E) | 136,421 | 134,841 | |||
Government National Mortgage Association | |||||
Series 2008-90, Class IO, 2.010%, 12/16/2050 | 2,048,988 | 265,178 | |||
Series 2010-147, Class SA IO, 3.156%, 05/20/2040 | 346,121 | 11,957 | |||
Series 2010-85, Class SB IO, 3.661%, 03/16/2040 | 704,253 | 37,985 |
21 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Government National Mortgage Association (continued) | |||||
Series 2012-114, Class IO, 0.621%, 01/16/2053 | $ | 295,543 | $ | 4,773 | |
Series 2012-120, Class IO, 0.646%, 02/16/2053 | 3,905,020 | 65,848 | |||
Series 2012-70, Class IO, 0.094%, 08/16/2052 | 378,953 | 297 | |||
Series 2015-41, Class IO, 0.292%, 09/16/2056 | 2,127,285 | 31,178 | |||
Series 2016-162, Class IO, 0.687%, 09/16/2058 | 3,689,561 | 127,425 | |||
Series 2016-174, Class IO, 0.845%, 11/16/2056 | 413,962 | 17,717 | |||
Series 2017-109, Class IO, 0.272%, 04/16/2057 | 700,906 | 15,543 | |||
Series 2017-124, Class IO, 0.610%, 01/16/2059 | 659,634 | 20,953 | |||
Series 2017-135, Class IO, 0.722%, 10/16/2058 | 1,012,189 | 41,723 | |||
Series 2017-140, Class IO, 0.486%, 02/16/2059 | 394,072 | 13,534 | |||
Series 2017-159, Class IO, 0.434%, 06/16/2059 | 9,677,327 | 342,648 | |||
Series 2017-169, Class IO, 0.588%, 01/16/2060 | 1,913,627 | 70,309 | |||
Series 2017-20, Class IO, 0.585%, 12/16/2058 | 1,656,322 | 47,506 | |||
Series 2017-22, Class IO, 0.797%, 12/16/2057 | 200,264 | 8,233 | |||
Series 2017-23, Class IO, 0.617%, 05/16/2059 | 6,166,156 | 226,730 | |||
Series 2017-41, Class IO, 0.618%, 07/16/2058 | 597,267 | 18,499 | |||
Series 2017-46, Class IO, 0.685%, 11/16/2057 | 666,644 | 26,128 | |||
Series 2017-50, Class IO, 0.631%, 01/16/2057 | 9,081,038 | 333,793 | |||
Series 2017-53, Class IO, 0.532%, 11/16/2056 | 9,078,426 | 320,743 | |||
Series 2017-61, Class IO, 0.769%, 05/16/2059 | 377,434 | 15,560 | |||
Series 2018-158, Class IO, 0.762%, 05/16/2061 | 1,658,361 | 88,327 | |||
Series 2018-35, Class IO, 0.528%, 03/16/2060 | 1,552,404 | 61,198 | |||
Series 2018-43, Class IO, 0.496%, 05/16/2060 | 1,616,466 | 59,890 | |||
Series 2018-69, Class IO, 0.602%, 04/16/2060 | 388,606 | 19,202 | |||
Series 2018-81, Class IO, 0.475%, 01/16/2060 | 287,368 | 12,304 | |||
Series 2018-85, Class IO, 0.542%, 07/16/2060 | 5,458,980 | 247,659 | |||
Series 2018-9, Class IO, 0.446%, 01/16/2060 | 1,677,861 | 56,324 | |||
Series 2019-131, Class IO, 0.802%, 07/16/2061 | 1,266,039 | 72,572 | |||
Series 2020-100, Class IO, 0.784%, 05/16/2062 | 1,478,422 | 92,732 | |||
Series 2020-108, Class IO, 0.846%, 06/16/2062 | 3,230,657 | 200,414 | |||
Series 2020-114, Class IO, 0.800%, 09/16/2062 | 3,532,578 | 224,275 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Government National Mortgage Association (continued) | |||||
Series 2020-118, Class IO, 0.886%, 06/16/2062 | $ | 2,514,361 | $ | 163,675 | |
Series 2020-119, Class IO, 0.601%, 08/16/2062 | 1,422,799 | 76,370 | |||
Series 2020-120, Class IO, 0.760%, 05/16/2062 | 808,636 | 50,236 | |||
Series 2020-137, Class IO, 0.794%, 09/16/2062 | 3,709,860 | 224,203 | |||
Series 2020-143, Class IB IO, 0.873%, 03/16/2062 | 4,390,384 | 273,920 | |||
Series 2020-150, Class IO, 0.957%, 12/16/2062 | 2,267,737 | 163,461 | |||
Series 2020-161, Class IA IO, 0.500%, 08/16/2062 | 17,167,837 | 539,084 | |||
Series 2020-170, Class IO, 0.832%, 11/16/2062 | 2,987,062 | 197,609 | |||
Series 2020-28, Class IO, 0.820%, 11/16/2061 | 5,450,200 | 329,615 | |||
Series 2020-92, Class IO, 0.877%, 02/16/2062 | 3,399,638 | 226,754 | |||
Series 2021-11, Class IA IO, 0.250%, 12/16/2062 | 22,549,844 | 300,454 | |||
Series 2021-3, Class IO, 0.866%, 09/16/2062 | 3,753,527 | 253,623 | |||
Series 2021-40, Class IO, 0.824%, 02/16/2063 | 934,709 | 62,492 | |||
Series 2022-106, Class IO, 0.703%, 02/16/2064 | 5,982,419 | 406,921 | |||
Series 2022-17, Class IO, 0.802%, 06/16/2064 | 2,045,605 | 142,127 | |||
Series 2022-21, Class IO, 0.783%, 10/16/2063 | 895,847 | 61,511 | |||
14,210,741 | |||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $63,891,396) | $ | 52,216,586 | |||
ASSET BACKED SECURITIES – 6.4% | |||||
Aegis Asset Backed Securities Trust Series 2004-3, Class M1 (1 month LIBOR + 0.900%) 3.984%, 09/25/2034 (C) | 408,397 | 399,987 | |||
Aligned Data Centers Issuer LLC Series 2021-1A, Class A2 1.937%, 08/15/2046 (E) | 692,000 | 590,015 | |||
Amresco Residential Securities Corp. Mortgage Loan Trust Series 1998-1, Class A6 6.510%, 08/25/2027 (B) | 1 | 1 | |||
AMSR Trust | |||||
Series 2020-SFR4, Class A 1.355%, 11/17/2037 (E) | 153,000 | 136,667 | |||
Series 2021-SFR4, Class A 2.117%, 12/17/2038 (E) | 105,000 | 91,271 | |||
Applebee's Funding LLC Series 2019-1A, Class A2I 4.194%, 06/05/2049 (E) | 400,950 | 379,895 | |||
Aqua Finance Trust Series 2021-A, Class A 1.540%, 07/17/2046 (E) | 162,996 | 147,585 | |||
Arby's Funding LLC Series 2020-1A, Class A2 3.237%, 07/30/2050 (E) | 465,500 | 394,080 |
22 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
ARL First LLC Series 2012-1A, Class A2 3.810%, 12/15/2042 (E) | $ | 900,000 | $ | 896,831 | |
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A 2.360%, 03/20/2026 (E) | 420,000 | 393,208 | |||
Series 2020-1A, Class A 2.330%, 08/20/2026 (E) | 333,000 | 306,336 | |||
BMW Vehicle Lease Trust Series 2022-1, Class A3 1.100%, 03/25/2025 | 173,000 | 166,534 | |||
BRE Grand Islander Timeshare Issuer LLC Series 2019-A, Class A 3.280%, 09/26/2033 (E) | 130,043 | 121,909 | |||
Carlyle Global Market Strategies Series 2018-4A, Class C (3 month LIBOR + 2.900%) 5.610%, 01/20/2031 (C)(E) | 530,000 | 457,781 | |||
CarMax Auto Owner Trust Series 2022-1, Class A3 1.470%, 12/15/2026 | 236,000 | 225,716 | |||
CARS-DB4 LP | |||||
Series 2020-1A, Class A1 2.690%, 02/15/2050 (E) | 894,331 | 831,575 | |||
Series 2020-1A, Class A4 3.190%, 02/15/2050 (E) | 993,542 | 925,517 | |||
Series 2020-1A, Class B1 4.170%, 02/15/2050 (E) | 266,000 | 246,226 | |||
Centex Home Equity Loan Trust Series 2005-A, Class M4 (1 month LIBOR + 1.200%) 4.284%, 01/25/2035 (C) | 156,736 | 145,536 | |||
CF Hippolyta Issuer LLC | |||||
Series 2020-1, Class A1 1.690%, 07/15/2060 (E) | 494,310 | 439,064 | |||
Series 2021-1A, Class A1 1.530%, 03/15/2061 (E) | 466,821 | 401,591 | |||
Chase Auto Credit Linked Notes Series 2021-3, Class B 0.760%, 02/26/2029 (E) | 182,910 | 175,006 | |||
Citibank Credit Card Issuance Trust Series 2017-A6, Class A6 (1 month LIBOR + 0.770%) 3.553%, 05/14/2029 (C) | 565,000 | 554,332 | |||
CLI Funding VI LLC Series 2020-1A, Class A 2.080%, 09/18/2045 (E) | 567,147 | 492,488 | |||
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A 1.640%, 02/18/2046 (E) | 397,129 | 339,980 | |||
Series 2022-1A, Class A 2.720%, 01/18/2047 (E) | 301,141 | 257,718 | |||
ContiMortgage Home Equity Loan Trust Series 1995-2, Class A5 8.100%, 08/15/2025 | 5,576 | 4,155 | |||
Credit-Based Asset Servicing & Securitization LLC Series 2006-MH1, Class B1 6.250%, 10/25/2036 (E) | 2,268,726 | 2,139,447 | |||
DataBank Issuer Series 2021-1A, Class A2 2.060%, 02/27/2051 (E) | 225,000 | 193,192 | |||
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II 4.030%, 11/20/2047 (E) | 190,045 | 172,596 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
DB Master Finance LLC (continued) | |||||
Series 2021-1A, Class A2I 2.045%, 11/20/2051 (E) | $ | 682,840 | $ | 579,841 | |
Series 2021-1A, Class A2II 2.493%, 11/20/2051 (E) | 992,500 | 811,761 | |||
Diamond Infrastructure Funding LLC | |||||
Series 2021-1A, Class B 2.355%, 04/15/2049 (E) | 1,000,000 | 814,902 | |||
Series 2021-1A, Class C 3.475%, 04/15/2049 (E) | 104,000 | 85,270 | |||
Domino's Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 4.118%, 07/25/2047 (E) | 453,625 | 417,110 | |||
Series 2021-1A, Class A2I 2.662%, 04/25/2051 (E) | 1,322,263 | 1,088,862 | |||
Driven Brands Funding LLC | |||||
Series 2020-2A, Class A2 3.237%, 01/20/2051 (E) | 271,860 | 229,934 | |||
Series 2021-1A, Class A2 2.791%, 10/20/2051 (E) | 429,753 | 337,921 | |||
Elmwood CLO IV, Ltd. Series 2020-1A, Class A (3 month LIBOR + 1.240%) 3.752%, 04/15/2033 (C)(E) | 331,000 | 320,064 | |||
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A 1.339%, 08/17/2037 (E) | 589,357 | 523,439 | |||
Series 2020-SFR2, Class A 1.266%, 10/19/2037 (E) | 340,231 | 304,868 | |||
Series 2021-SFR1, Class A 1.538%, 08/17/2038 (E) | 255,740 | 219,468 | |||
Series 2021-SFR1, Class D 2.189%, 08/17/2038 (E) | 346,000 | 292,837 | |||
Five Guys Funding LLC Series 2017-1A, Class A2 4.600%, 07/25/2047 (E) | 671,220 | 648,004 | |||
Ford Credit Auto Owner Trust Series 2022-A, Class A3 1.290%, 06/15/2026 | 129,000 | 123,012 | |||
Ford Credit Floorplan Master Owner Trust Series 2019-2, Class A 3.060%, 04/15/2026 | 621,000 | 603,499 | |||
GM Financial Automobile Leasing Trust Series 2021-2, Class A4 0.410%, 05/20/2025 | 125,000 | 120,098 | |||
GM Financial Consumer Automobile Receivables Trust | |||||
Series 2021-4, Class A3 0.680%, 09/16/2026 | 135,000 | 127,192 | |||
Series 2022-1, Class A3 1.260%, 11/16/2026 | 112,000 | 106,518 | |||
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 3.208%, 01/22/2029 (E) | 274,000 | 250,696 | |||
Series 2021-1A, Class A2 2.773%, 04/20/2029 (E) | 335,000 | 313,259 | |||
HI-FI Music IP Issuer LP Series 2022-1A, Class A2 3.939%, 02/01/2062 (E) | 292,000 | 258,891 | |||
Hilton Grand Vacations Trust | |||||
Series 2017-AA, Class A 2.660%, 12/26/2028 (E) | 109,563 | 107,813 | |||
Series 2018-AA, Class A 3.540%, 02/25/2032 (E) | 80,531 | 78,179 |
23 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Home Partners of America Trust Series 2021-2, Class A 1.901%, 12/17/2026 (E) | $ | 147,927 | $ | 128,370 | |
Honda Auto Receivables Owner Trust Series 2021-2, Class A4 0.550%, 08/16/2027 | 247,000 | 228,763 | |||
Hyundai Auto Lease Securitization Trust Series 2022-A, Class A3 1.160%, 01/15/2025 (E) | 207,000 | 199,248 | |||
ITE Rail Fund Levered LP Series 2021-3A, Class A 2.210%, 06/28/2051 (E) | 471,204 | 403,660 | |||
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 4.970%, 08/25/2049 (E) | 117,215 | 104,090 | |||
Series 2022-1A, Class A2I 3.445%, 02/26/2052 (E) | 384,120 | 332,738 | |||
Laurel Road Prime Student Loan Trust Series 2019-A, Class A2FX 2.730%, 10/25/2048 (E) | 29,751 | 29,140 | |||
Mercedes-Benz Auto Receivables Trust Series 2021-1, Class A3 0.460%, 06/15/2026 | 275,000 | 260,142 | |||
MVW Owner Trust Series 2018-1A, Class A 3.450%, 01/21/2036 (E) | 132,016 | 128,142 | |||
Navient Private Education Loan Trust Series 2016-AA, Class A2A 3.910%, 12/15/2045 (E) | 81,570 | 79,341 | |||
Navient Private Education Refi Loan Trust Series 2019-FA, Class A2 2.600%, 08/15/2068 (E) | 176,723 | 163,752 | |||
Navient Student Loan Trust Series 2020-2A, Class A1A 1.320%, 08/26/2069 (E) | 220,709 | 186,863 | |||
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 3.584%, 04/30/2051 (E) | 620,150 | 512,583 | |||
Series 2022-1A, Class A2 3.695%, 01/30/2052 (E) | 251,735 | 202,517 | |||
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 1.910%, 10/20/2061 (E) | 607,000 | 513,626 | |||
Series 2021-1, Class B1 2.410%, 10/20/2061 (E) | 184,000 | 153,750 | |||
NRZ Excess Spread-Collateralized Notes Series 2021-FHT1, Class A 3.104%, 07/25/2026 (E) | 99,124 | 86,632 | |||
Oxford Finance Funding LLC Series 2019-1A, Class A2 4.459%, 02/15/2027 (E) | 108,062 | 106,969 | |||
Progress Residential Trust | |||||
Series 2020-SFR1, Class A 1.732%, 04/17/2037 (E) | 208,798 | 193,372 | |||
Series 2021-SFR8, Class B 1.681%, 10/17/2038 (E) | 216,000 | 184,709 | |||
Renaissance Home Equity Loan Trust Series 2005-2, Class AF4 4.934%, 08/25/2035 | 60,720 | 58,670 | |||
Santander Retail Auto Lease Trust Series 2022-A, Class A3 1.340%, 07/21/2025 (E) | 188,000 | 177,071 | |||
Santander Revolving Auto Loan Trust Series 2019-A, Class A 2.510%, 01/26/2032 (E) | 611,000 | 574,759 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Sesac Finance LLC Series 2019-1, Class A2 5.216%, 07/25/2049 (E) | $ | 395,760 | $ | 362,544 | |
Sierra Timeshare Receivables Funding LLC Series 2019-1A, Class A 3.200%, 01/20/2036 (E) | 44,461 | 43,272 | |||
SMB Private Education Loan Trust | |||||
Series 2019-B, Class A2A 2.840%, 06/15/2037 (E) | 248,353 | 234,597 | |||
Series 2020-PTA, Class A2A 1.600%, 09/15/2054 (E) | 283,293 | 252,953 | |||
Series 2021-A, Class APT2 1.070%, 01/15/2053 (E) | 214,694 | 182,771 | |||
Series 2021-E, Class A1A 1.680%, 02/15/2051 (E) | 1,162,512 | 1,040,138 | |||
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I 3.845%, 01/20/2050 (E) | 409,292 | 370,792 | |||
Series 2021-1A, Class A2I 2.190%, 08/20/2051 (E) | 326,700 | 259,878 | |||
Store Master Funding I-VII & XIV Series 2019-1, Class A2 3.650%, 11/20/2049 (E) | 286,400 | 238,731 | |||
Sunbird Engine Finance LLC Series 2020-1A, Class A 3.671%, 02/15/2045 (E) | 186,307 | 148,200 | |||
Taco Bell Funding LLC Series 2021-1A, Class A2I 1.946%, 08/25/2051 (E) | 663,983 | 554,653 | |||
TAL Advantage VII LLC Series 2020-1A, Class B 3.290%, 09/20/2045 (E) | 395,000 | 349,631 | |||
TIF Funding II LLC Series 2021-1A, Class A 1.650%, 02/20/2046 (E) | 278,667 | 230,564 | |||
Toyota Auto Loan Extended Note Trust Series 2019-1A, Class A 2.560%, 11/25/2031 (E) | 868,000 | 836,399 | |||
Toyota Auto Receivables Owner Trust Series 2022-A, Class A3 1.230%, 06/15/2026 | 347,000 | 329,012 | |||
Tricon American Homes Trust Series 2020-SFR2, Class D 2.281%, 11/17/2039 (E) | 500,000 | 412,909 | |||
Trimaran Cavu, Ltd. Series 2019-1A, Class D (3 month LIBOR + 4.150%) 6.860%, 07/20/2032 (C)(E) | 400,000 | 348,510 | |||
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A 2.110%, 09/20/2045 (E) | 550,290 | 473,613 | |||
Series 2021-1A, Class A 1.860%, 03/20/2046 (E) | 383,028 | 321,492 | |||
Vantage Data Centers LLC | |||||
Series 2020-1A, Class A2 1.645%, 09/15/2045 (E) | 318,000 | 279,404 | |||
Series 2020-2A, Class A2 1.992%, 09/15/2045 (E) | 312,000 | 259,900 | |||
Series 2021-1A, Class A2 2.165%, 10/15/2046 (E) | 400,000 | 346,655 | |||
Verizon Master Trust Series 2022-2, Class A 1.530%, 07/20/2028 | 289,000 | 267,867 | |||
VR Funding LLC Series 2020-1A, Class A 2.790%, 11/15/2050 (E) | 369,234 | 322,892 |
24 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
VSE VOI Mortgage LLC Series 2017-A, Class A 2.330%, 03/20/2035 (E) | $ | 128,297 | $ | 122,719 | |
Wendy's Funding LLC Series 2021-1A, Class A2I 2.370%, 06/15/2051 (E) | 381,175 | 303,023 | |||
Willis Engine Structured Trust V Series 2020-A, Class A 3.228%, 03/15/2045 (E) | 138,524 | 110,669 | |||
Zaxby's Funding LLC Series 2021-1A, Class A2 3.238%, 07/30/2051 (E) | 278,190 | 227,409 | |||
TOTAL ASSET BACKED SECURITIES (Cost $39,182,103) | $ | 35,029,781 | |||
COMMON STOCKS – 0.1% | |||||
Energy – 0.0% | |||||
Noble Corp. PLC (D) | 378 | 11,181 | |||
Utilities – 0.1% | |||||
Algonquin Power & Utilities Corp. | 8,150 | 308,641 | |||
TOTAL COMMON STOCKS (Cost $412,556) | $ | 319,822 | |||
PREFERRED SECURITIES – 0.1% | |||||
Communication services – 0.0% | |||||
Telephone & Data Systems, Inc., 6.625% | 7,625 | 152,119 | |||
Financials – 0.0% | |||||
Wells Fargo & Company, 7.500% | 55 | 66,220 | |||
Utilities – 0.1% | |||||
NextEra Energy, Inc., 5.279% | 4,350 | 216,543 | |||
NiSource, Inc., 7.750% | 1,800 | 181,062 | |||
397,605 | |||||
TOTAL PREFERRED SECURITIES (Cost $653,982) | $ | 615,944 | |||
WARRANTS – 0.0% | |||||
Noble Corp. (Expiration Date: 2-5-28; Strike Price: $23.13) (D) | 1,540 | 17,710 | |||
TOTAL WARRANTS (Cost $2,792) | $ | 17,710 | |||
ESCROW CERTIFICATES – 0.0% | |||||
LSC Communications, Inc. (D)(E) | $ | 420,000 | 265 | ||
TOTAL ESCROW CERTIFICATES (Cost $0) | $ | 265 | |||
SHORT-TERM INVESTMENTS – 4.5% | |||||
Short-term funds – 4.5% | |||||
John Hancock Collateral Trust, 3.0556% (J)(K) | 2,465,986 | 24,640,135 | |||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (J) | 448 | 448 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $24,642,557) | $ | 24,640,583 | |||
Total Investments (Active Bond Trust) (Cost $630,176,536) – 101.3% | $ | 552,658,407 | |||
Other assets and liabilities, net – (1.3%) | (7,116,827) | ||||
TOTAL NET ASSETS – 100.0% | $ | 545,541,580 |
Currency Abbreviations | |
ARS | Argentine Peso |
EUR | Euro |
GBP | Pound Sterling |
MXN | Mexican Peso |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
GO | General Obligation |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
(B) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(D) | Non-income producing security. |
(E) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $115,409,691 or 21.2% of the fund's net assets as of 9-30-22. |
(F) | Non-income producing - Issuer is in default. |
(G) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $502,938. |
(H) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(I) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(J) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(K) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $514,163. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
Shares or Principal Amount | Value | ||||
INVESTMENT COMPANIES - 100.0% | |||||
American Funds Insurance Series - 100.0% | |||||
American Asset Allocation Fund - Class 1 | 51,002,913 | $ | 1,056,270,336 | ||
TOTAL INVESTMENT COMPANIES (Cost $1,082,891,567) | $ | 1,056,270,336 | |||
Total Investments (American Asset Allocation Trust) (Cost $1,082,891,567) - 100.0% | $ | 1,056,270,336 | |||
Other assets and liabilities, net - (0.0%) | (63,710) | ||||
TOTAL NET ASSETS - 100.0% | $ | 1,056,206,626 |
25 |
Shares or Principal Amount | Value | ||||
INVESTMENT COMPANIES - 100.0% | |||||
American Funds Insurance Series - 100.0% | |||||
American Global Growth Fund - Class 1 | 6,150,987 | $ | 166,322,700 | ||
TOTAL INVESTMENT COMPANIES (Cost $180,722,311) | $ | 166,322,700 | |||
Total Investments (American Global Growth Trust) (Cost $180,722,311) - 100.0% | $ | 166,322,700 | |||
Other assets and liabilities, net - (0.0%) | (33,995) | ||||
TOTAL NET ASSETS - 100.0% | $ | 166,288,705 |
Shares or Principal Amount | Value | ||||
INVESTMENT COMPANIES - 100.0% | |||||
American Funds Insurance Series - 100.0% | |||||
American Growth Fund - Class 1 | 9,747,502 | $ | 728,625,788 | ||
TOTAL INVESTMENT COMPANIES (Cost $778,278,039) | $ | 728,625,788 | |||
Total Investments (American Growth Trust) (Cost $778,278,039) - 100.0% | $ | 728,625,788 | |||
Other assets and liabilities, net - (0.0%) | (61,642) | ||||
TOTAL NET ASSETS - 100.0% | $ | 728,564,146 |
Shares or Principal Amount | Value | ||||
INVESTMENT COMPANIES - 100.0% | |||||
American Funds Insurance Series - 100.0% | |||||
American Growth-Income Fund - Class 1 | 16,648,378 | $ | 766,491,342 | ||
TOTAL INVESTMENT COMPANIES (Cost $784,504,036) | $ | 766,491,342 | |||
Total Investments (American Growth-Income Trust) (Cost $784,504,036) - 100.0% | $ | 766,491,342 | |||
Other assets and liabilities, net - (0.0%) | (51,485) | ||||
TOTAL NET ASSETS - 100.0% | $ | 766,439,857 |
Shares or Principal Amount | Value | ||||
INVESTMENT COMPANIES - 100.0% | |||||
American Funds Insurance Series - 100.0% | |||||
American International Fund - Class 1 | 22,983,671 | $ | 317,404,494 | ||
TOTAL INVESTMENT COMPANIES (Cost $432,699,351) | $ | 317,404,494 | |||
Total Investments (American International Trust) (Cost $432,699,351) - 100.0% | $ | 317,404,494 | |||
Other assets and liabilities, net - (0.0%) | (47,363) | ||||
TOTAL NET ASSETS - 100.0% | $ | 317,357,131 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 99.7% | |||||
Communication services – 16.2% | |||||
Entertainment – 1.9% | |||||
Netflix, Inc. (A) | 48,049 | $ | 11,312,657 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Entertainment (continued) | |||||
Sea, Ltd., ADR (A) | 178,546 | $ | 10,007,503 | ||
Spotify Technology SA (A) | 22,484 | 1,940,369 | |||
The Walt Disney Company (A) | 52,362 | 4,939,307 | |||
28,199,836 | |||||
Interactive media and services – 13.8% | |||||
Alphabet, Inc., Class A (A) | 152,821 | 14,617,329 | |||
Alphabet, Inc., Class C (A) | 1,491,446 | 143,402,533 | |||
Meta Platforms, Inc., Class A (A) | 311,744 | 42,297,426 | |||
Tencent Holdings, Ltd. | 145,200 | 4,904,320 | |||
205,221,608 | |||||
Wireless telecommunication services – 0.5% | |||||
T-Mobile US, Inc. (A) | 53,072 | 7,120,670 | |||
240,542,114 | |||||
Consumer discretionary – 21.6% | |||||
Automobiles – 5.4% | |||||
Tesla, Inc. (A) | 304,994 | 80,899,659 | |||
Hotels, restaurants and leisure – 1.5% | |||||
Booking Holdings, Inc. (A) | 4,752 | 7,808,534 | |||
Chipotle Mexican Grill, Inc. (A) | 10,026 | 15,066,672 | |||
22,875,206 | |||||
Internet and direct marketing retail – 11.0% | |||||
Amazon.com, Inc. (A) | 1,413,694 | 159,747,422 | |||
DoorDash, Inc., Class A (A) | 59,937 | 2,963,885 | |||
162,711,307 | |||||
Multiline retail – 1.1% | |||||
Dollar General Corp. | 67,497 | 16,189,830 | |||
Specialty retail – 1.3% | |||||
Carvana Company (A) | 138,063 | 2,802,679 | |||
Ross Stores, Inc. | 152,229 | 12,828,338 | |||
The TJX Companies, Inc. | 55,272 | 3,433,497 | |||
19,064,514 | |||||
Textiles, apparel and luxury goods – 1.3% | |||||
Lululemon Athletica, Inc. (A) | 33,544 | 9,377,561 | |||
NIKE, Inc., Class B | 115,414 | 9,593,212 | |||
18,970,773 | |||||
320,711,289 | |||||
Financials – 3.5% | |||||
Capital markets – 2.6% | |||||
MSCI, Inc. | 5,607 | 2,364,977 | |||
S&P Global, Inc. | 30,498 | 9,312,564 | |||
The Charles Schwab Corp. | 149,319 | 10,731,557 | |||
The Goldman Sachs Group, Inc. | 57,652 | 16,894,919 | |||
39,304,017 | |||||
Insurance – 0.9% | |||||
Chubb, Ltd. | 34,075 | 6,197,561 | |||
Marsh & McLennan Companies, Inc. | 46,915 | 7,003,940 | |||
13,201,501 | |||||
52,505,518 | |||||
Health care – 13.8% | |||||
Health care equipment and supplies – 2.6% | |||||
Align Technology, Inc. (A) | 9,062 | 1,876,831 | |||
Intuitive Surgical, Inc. (A) | 109,373 | 20,500,875 | |||
Stryker Corp. | 62,379 | 12,634,243 | |||
Teleflex, Inc. | 14,436 | 2,908,277 | |||
37,920,226 | |||||
Health care providers and services – 5.5% | |||||
Humana, Inc. | 29,410 | 14,269,438 |
26 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care providers and services (continued) | |||||
UnitedHealth Group, Inc. | 134,822 | $ | 68,090,503 | ||
82,359,941 | |||||
Health care technology – 0.3% | |||||
Veeva Systems, Inc., Class A (A) | 25,935 | 4,276,163 | |||
Life sciences tools and services – 2.3% | |||||
Danaher Corp. | 84,625 | 21,857,791 | |||
Thermo Fisher Scientific, Inc. | 22,815 | 11,571,540 | |||
33,429,331 | |||||
Pharmaceuticals – 3.1% | |||||
AstraZeneca PLC, ADR | 85,024 | 4,662,716 | |||
Eli Lilly & Company | 101,117 | 32,696,182 | |||
Zoetis, Inc. | 61,998 | 9,193,683 | |||
46,552,581 | |||||
204,538,242 | |||||
Industrials – 0.6% | |||||
Commercial services and supplies – 0.2% | |||||
Cintas Corp. | 6,799 | 2,639,304 | |||
Industrial conglomerates – 0.3% | |||||
General Electric Company | 69,414 | 4,297,421 | |||
Professional services – 0.1% | |||||
TransUnion | 34,374 | 2,044,909 | |||
8,981,634 | |||||
Information technology – 43.1% | |||||
Electronic equipment, instruments and components – 0.2% | |||||
TE Connectivity, Ltd. | 27,158 | 2,997,157 | |||
IT services – 7.3% | |||||
Adyen NV (A)(B) | 1,502 | 1,873,236 | |||
Affirm Holdings, Inc. (A) | 72,527 | 1,360,607 | |||
Block, Inc. (A) | 81,951 | 4,506,485 | |||
Mastercard, Inc., Class A | 121,409 | 34,521,435 | |||
MongoDB, Inc. (A) | 32,999 | 6,552,281 | |||
PayPal Holdings, Inc. (A) | 50,818 | 4,373,905 | |||
Shopify, Inc., Class A (A) | 182,610 | 4,919,513 | |||
Snowflake, Inc., Class A (A) | 21,864 | 3,716,005 | |||
Visa, Inc., Class A | 257,791 | 45,796,571 | |||
107,620,038 | |||||
Semiconductors and semiconductor equipment – 5.5% | |||||
Advanced Micro Devices, Inc. (A) | 190,975 | 12,100,176 | |||
ASML Holding NV, NYRS | 30,923 | 12,843,868 | |||
Marvell Technology, Inc. | 129,496 | 5,556,673 | |||
Monolithic Power Systems, Inc. | 18,551 | 6,741,433 | |||
NVIDIA Corp. | 264,579 | 32,117,245 | |||
Taiwan Semiconductor Manufacturing Company, Ltd., ADR | 64,983 | 4,455,234 | |||
Texas Instruments, Inc. | 53,285 | 8,247,452 | |||
82,062,081 | |||||
Software – 20.3% | |||||
Atlassian Corp. PLC, Class A (A) | 45,101 | 9,497,820 | |||
Bill.com Holdings, Inc. (A) | 59,366 | 7,858,277 | |||
Confluent, Inc., Class A (A) | 65,400 | 1,554,558 | |||
Crowdstrike Holdings, Inc., Class A (A) | 19,073 | 3,143,421 | |||
Datadog, Inc., Class A (A) | 34,525 | 3,065,130 | |||
Fortinet, Inc. (A) | 67,830 | 3,332,488 | |||
HashiCorp, Inc., Class A (A) | 18,641 | 600,054 | |||
Intuit, Inc. | 64,810 | 25,102,209 | |||
Microsoft Corp. | 794,930 | 185,139,196 | |||
Paycom Software, Inc. (A) | 4,829 | 1,593,522 | |||
Roper Technologies, Inc. | 23,065 | 8,295,097 | |||
ServiceNow, Inc. (A) | 85,182 | 32,165,575 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Software (continued) | |||||
Synopsys, Inc. (A) | 67,181 | $ | 20,524,467 | ||
301,871,814 | |||||
Technology hardware, storage and peripherals – 9.8% | |||||
Apple, Inc. | 1,052,675 | 145,479,685 | |||
640,030,775 | |||||
Materials – 0.8% | |||||
Chemicals – 0.8% | |||||
Linde PLC | 26,459 | 7,133,082 | |||
The Sherwin-Williams Company | 27,380 | 5,606,055 | |||
12,739,137 | |||||
Real estate – 0.1% | |||||
Real estate management and development – 0.1% | |||||
Opendoor Technologies, Inc. (A) | 333,700 | 1,037,807 | |||
TOTAL COMMON STOCKS (Cost $1,329,090,157) | $ | 1,481,086,516 | |||
CORPORATE BONDS - 0.2% | |||||
Consumer discretionary - 0.2% | |||||
Carvana Company 10.250%, 05/01/2030 (B) | $ | 3,865,000 | 2,579,888 | ||
TOTAL CORPORATE BONDS (Cost $3,865,000) | $ | 2,579,888 | |||
SHORT-TERM INVESTMENTS – 0.1% | |||||
Short-term funds – 0.1% | |||||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (C) | 507,749 | 507,749 | |||
T. Rowe Price Government Reserve Fund, 3.0517% (C) | 1,750,473 | 1,750,473 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,258,222) | $ | 2,258,222 | |||
Total Investments (Blue Chip Growth Trust) (Cost $1,335,213,379) – 100.0% | $ | 1,485,924,626 | |||
Other assets and liabilities, net – (0.0%) | (27,134) | ||||
TOTAL NET ASSETS – 100.0% | $ | 1,485,897,492 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
NYRS | New York Registry Shares |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 99.2% | |||||
Communication services – 8.8% | |||||
Entertainment – 1.1% | |||||
Netflix, Inc. (A) | 10,814 | $ | 2,546,048 | ||
ROBLOX Corp., Class A (A) | 56,731 | 2,033,239 | |||
4,579,287 | |||||
Interactive media and services – 7.2% | |||||
Alphabet, Inc., Class A (A) | 129,926 | 12,427,422 | |||
Alphabet, Inc., Class C (A) | 125,152 | 12,033,365 | |||
Meta Platforms, Inc., Class A (A) | 28,086 | 3,810,708 |
27 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Interactive media and services (continued) | |||||
ZoomInfo Technologies, Inc. (A) | 57,418 | $ | 2,392,034 | ||
30,663,529 | |||||
Wireless telecommunication services – 0.5% | |||||
T-Mobile US, Inc. (A) | 14,041 | 1,883,881 | |||
37,126,697 | |||||
Consumer discretionary – 29.7% | |||||
Automobiles – 8.7% | |||||
Tesla, Inc. (A) | 138,891 | 36,840,838 | |||
Hotels, restaurants and leisure – 4.0% | |||||
Airbnb, Inc., Class A (A) | 45,952 | 4,826,798 | |||
Chipotle Mexican Grill, Inc. (A) | 3,451 | 5,186,025 | |||
Marriott International, Inc., Class A | 36,059 | 5,053,308 | |||
McDonald's Corp. | 8,825 | 2,036,281 | |||
17,102,412 | |||||
Internet and direct marketing retail – 7.9% | |||||
Amazon.com, Inc. (A) | 243,580 | 27,524,540 | |||
MercadoLibre, Inc. (A) | 7,302 | 6,044,450 | |||
33,568,990 | |||||
Multiline retail – 0.5% | |||||
Target Corp. | 15,000 | 2,225,850 | |||
Specialty retail – 4.0% | |||||
O'Reilly Automotive, Inc. (A) | 6,347 | 4,464,162 | |||
The Home Depot, Inc. | 24,581 | 6,782,881 | |||
The TJX Companies, Inc. | 93,325 | 5,797,349 | |||
17,044,392 | |||||
Textiles, apparel and luxury goods – 4.6% | |||||
Lululemon Athletica, Inc. (A) | 20,220 | 5,652,703 | |||
LVMH Moet Hennessy Louis Vuitton SE | 17,602 | 10,377,693 | |||
NIKE, Inc., Class B | 40,574 | 3,372,511 | |||
19,402,907 | |||||
126,185,389 | |||||
Consumer staples – 4.3% | |||||
Food and staples retailing – 2.4% | |||||
Costco Wholesale Corp. | 21,511 | 10,159,000 | |||
Personal products – 1.9% | |||||
The Estee Lauder Companies, Inc., Class A | 36,946 | 7,976,641 | |||
18,135,641 | |||||
Energy – 1.4% | |||||
Energy equipment and services – 1.4% | |||||
Schlumberger NV | 169,219 | 6,074,962 | |||
Financials – 3.3% | |||||
Capital markets – 3.3% | |||||
KKR & Company, Inc. | 85,176 | 3,662,568 | |||
S&P Global, Inc. | 16,946 | 5,174,461 | |||
The Goldman Sachs Group, Inc. | 18,089 | 5,300,981 | |||
14,138,010 | |||||
Health care – 12.9% | |||||
Biotechnology – 1.5% | |||||
Vertex Pharmaceuticals, Inc. (A) | 21,734 | 6,292,862 | |||
Health care equipment and supplies – 2.1% | |||||
Abbott Laboratories | 41,748 | 4,039,536 | |||
DexCom, Inc. (A) | 32,734 | 2,636,396 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
Intuitive Surgical, Inc. (A) | 12,927 | $ | 2,423,037 | ||
9,098,969 | |||||
Health care providers and services – 2.6% | |||||
UnitedHealth Group, Inc. | 21,396 | 10,805,836 | |||
Life sciences tools and services – 2.0% | |||||
Danaher Corp. | 33,407 | 8,628,694 | |||
Pharmaceuticals – 4.7% | |||||
Eli Lilly & Company | 44,987 | 14,546,546 | |||
Novo Nordisk A/S, ADR | 55,153 | 5,494,893 | |||
20,041,439 | |||||
54,867,800 | |||||
Industrials – 2.4% | |||||
Aerospace and defense – 0.7% | |||||
Northrop Grumman Corp. | 5,922 | 2,785,235 | |||
Road and rail – 1.7% | |||||
Uber Technologies, Inc. (A) | 274,439 | 7,272,634 | |||
10,057,869 | |||||
Information technology – 35.0% | |||||
IT services – 8.5% | |||||
Adyen NV (A)(B) | 4,860 | 6,061,207 | |||
Mastercard, Inc., Class A | 38,601 | 10,975,808 | |||
Snowflake, Inc., Class A (A) | 32,377 | 5,502,795 | |||
Visa, Inc., Class A | 75,659 | 13,440,821 | |||
35,980,631 | |||||
Semiconductors and semiconductor equipment – 5.3% | |||||
ASML Holding NV, NYRS | 9,615 | 3,993,590 | |||
Broadcom, Inc. | 16,921 | 7,513,093 | |||
NVIDIA Corp. | 89,783 | 10,898,758 | |||
22,405,441 | |||||
Software – 13.9% | |||||
Adobe, Inc. (A) | 19,805 | 5,450,336 | |||
Atlassian Corp. PLC, Class A (A) | 28,808 | 6,066,677 | |||
Crowdstrike Holdings, Inc., Class A (A) | 42,864 | 7,064,416 | |||
HubSpot, Inc. (A) | 4,824 | 1,303,059 | |||
Microsoft Corp. | 103,225 | 24,041,103 | |||
salesforce.com, Inc. (A) | 74,162 | 10,667,462 | |||
The Trade Desk, Inc., Class A (A) | 78,074 | 4,664,922 | |||
59,257,975 | |||||
Technology hardware, storage and peripherals – 7.3% | |||||
Apple, Inc. | 223,182 | 30,843,752 | |||
148,487,799 | |||||
Real estate – 1.4% | |||||
Equity real estate investment trusts – 1.4% | |||||
American Tower Corp. | 28,188 | 6,051,964 | |||
TOTAL COMMON STOCKS (Cost $419,848,999) | $ | 421,126,131 | |||
PREFERRED SECURITIES – 0.5% | |||||
Consumer discretionary – 0.5% | |||||
Automobiles – 0.5% | |||||
Dr. Ing. h.c. F. Porsche AG (A) | 27,303 | 2,207,560 | |||
TOTAL PREFERRED SECURITIES (Cost $2,199,902) | $ | 2,207,560 |
28 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS – 0.5% | |||||
Short-term funds – 0.5% | |||||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (C) | 2,096,046 | $ | 2,096,046 | ||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,096,046) | $ | 2,096,046 | |||
Total Investments (Capital Appreciation Trust) (Cost $424,144,947) – 100.2% | $ | 425,429,737 | |||
Other assets and liabilities, net – (0.2%) | (674,435) | ||||
TOTAL NET ASSETS – 100.0% | $ | 424,755,302 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
NYRS | New York Registry Shares |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 63.3% | |||||
Communication services – 3.6% | |||||
Interactive media and services – 3.6% | |||||
Alphabet, Inc., Class A (A)(B) | 68,340 | $ | 6,536,721 | ||
Alphabet, Inc., Class C (B) | 57,880 | 5,565,162 | |||
Meta Platforms, Inc., Class A (B) | 17,331 | 2,351,470 | |||
14,453,353 | |||||
Consumer discretionary – 6.1% | |||||
Hotels, restaurants and leisure – 3.5% | |||||
Starbucks Corp. (A) | 35,600 | 2,999,656 | |||
Yum! Brands, Inc. (A) | 104,592 | 11,122,313 | |||
14,121,969 | |||||
Internet and direct marketing retail – 2.6% | |||||
Amazon.com, Inc. (A)(B) | 92,411 | 10,442,443 | |||
24,564,412 | |||||
Consumer staples – 0.7% | |||||
Beverages – 0.7% | |||||
Keurig Dr. Pepper, Inc. | 75,775 | 2,714,261 | |||
Energy – 0.8% | |||||
Oil, gas and consumable fuels – 0.8% | |||||
EOG Resources, Inc. | 13,200 | 1,474,836 | |||
Pioneer Natural Resources Company | 8,250 | 1,786,373 | |||
3,261,209 | |||||
Financials – 6.0% | |||||
Banks – 2.7% | |||||
The PNC Financial Services Group, Inc. | 71,554 | 10,691,599 | |||
Capital markets – 2.4% | |||||
Intercontinental Exchange, Inc. | 67,699 | 6,116,605 | |||
KKR & Company, Inc. | 21,497 | 924,371 | |||
MSCI, Inc. | 6,276 | 2,647,154 | |||
9,688,130 | |||||
Insurance – 0.9% | |||||
Marsh & McLennan Companies, Inc. | 25,382 | 3,789,279 | |||
24,169,008 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care – 14.1% | |||||
Health care equipment and supplies – 3.8% | |||||
Alcon, Inc. | 47,282 | $ | 2,746,396 | ||
Becton, Dickinson and Company (A) | 37,602 | 8,378,854 | |||
Embecta Corp. (A) | 88 | 2,534 | |||
Hologic, Inc. (B) | 4,773 | 307,954 | |||
Teleflex, Inc. | 18,860 | 3,799,536 | |||
15,235,274 | |||||
Health care providers and services – 2.0% | |||||
UnitedHealth Group, Inc. | 16,154 | 8,158,416 | |||
Life sciences tools and services – 7.7% | |||||
Avantor, Inc. (B) | 141,577 | 2,774,909 | |||
Danaher Corp. | 36,425 | 9,408,213 | |||
PerkinElmer, Inc. | 79,323 | 9,544,937 | |||
Thermo Fisher Scientific, Inc. | 18,641 | 9,454,529 | |||
31,182,588 | |||||
Pharmaceuticals – 0.6% | |||||
Catalent, Inc. (B) | 34,213 | 2,475,653 | |||
57,051,931 | |||||
Industrials – 9.9% | |||||
Commercial services and supplies – 1.8% | |||||
Aurora Innovation, Inc. (B)(C) | 314,442 | 694,917 | |||
Waste Connections, Inc. | 47,668 | 6,441,377 | |||
7,136,294 | |||||
Industrial conglomerates – 2.0% | |||||
General Electric Company (A) | 132,897 | 8,227,653 | |||
Machinery – 4.4% | |||||
Fortive Corp. | 172,529 | 10,058,441 | |||
Ingersoll Rand, Inc. | 179,509 | 7,765,559 | |||
17,824,000 | |||||
Professional services – 1.7% | |||||
Equifax, Inc. | 9,565 | 1,639,728 | |||
TransUnion | 86,081 | 5,120,959 | |||
6,760,687 | |||||
39,948,634 | |||||
Information technology – 20.8% | |||||
Electronic equipment, instruments and components – 3.5% | |||||
TE Connectivity, Ltd. | 90,403 | 9,976,875 | |||
Teledyne Technologies, Inc. (B) | 11,945 | 4,031,079 | |||
14,007,954 | |||||
IT services – 1.3% | |||||
Mastercard, Inc., Class A | 9,600 | 2,729,664 | |||
Visa, Inc., Class A | 13,800 | 2,451,570 | |||
5,181,234 | |||||
Semiconductors and semiconductor equipment – 4.3% | |||||
NVIDIA Corp. | 13,300 | 1,614,487 | |||
NXP Semiconductors NV | 52,884 | 7,800,919 | |||
Texas Instruments, Inc. | 52,441 | 8,116,818 | |||
17,532,224 | |||||
Software – 8.6% | |||||
Black Knight, Inc. (B) | 17,490 | 1,132,128 | |||
Microsoft Corp. (A) | 101,996 | 23,754,862 | |||
Roper Technologies, Inc. | 18,102 | 6,510,203 | |||
salesforce.com, Inc. (B) | 24,880 | 3,578,739 | |||
34,975,932 | |||||
Technology hardware, storage and peripherals – 3.1% | |||||
Apple, Inc. | 91,600 | 12,659,120 | |||
84,356,464 |
29 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Materials – 0.1% | |||||
Chemicals – 0.1% | |||||
Linde PLC | 2,300 | $ | 620,057 | ||
Utilities – 1.2% | |||||
Multi-utilities – 1.2% | |||||
Ameren Corp. | 56,291 | 4,534,240 | |||
Public Service Enterprise Group, Inc. | 7,200 | 404,856 | |||
4,939,096 | |||||
TOTAL COMMON STOCKS (Cost $284,907,350) | $ | 256,078,425 | |||
PREFERRED SECURITIES – 0.5% | |||||
Financials – 0.0% | |||||
Capital markets – 0.0% | |||||
The Charles Schwab Corp., 5.950% | 1,000 | 24,570 | |||
Utilities – 0.5% | |||||
Electric utilities – 0.1% | |||||
SCE Trust IV, 5.375% (5.375% to 9-15-25, then 3 month LIBOR + 3.132%) | 19,246 | 378,761 | |||
Multi-utilities – 0.4% | |||||
CMS Energy Corp., 5.875% | 26,148 | 602,711 | |||
CMS Energy Corp., 5.875% | 30,758 | 713,278 | |||
NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | 5,116 | 126,263 | |||
1,442,252 | |||||
1,821,013 | |||||
TOTAL PREFERRED SECURITIES (Cost $2,056,700) | $ | 1,845,583 | |||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 9.6% | |||||
U.S. Government – 9.6% | |||||
U.S. Treasury Notes | |||||
1.500%, 01/31/2027 | $ | 7,438,900 | 6,668,276 | ||
1.875%, 02/28/2027 | 6,022,000 | 5,484,254 | |||
2.500%, 03/31/2027 | 6,872,600 | 6,419,975 | |||
2.750%, 08/15/2032 | 22,026,400 | 20,140,390 | |||
38,712,895 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $40,014,833) | $ | 38,712,895 | |||
CORPORATE BONDS - 6.4% | |||||
Communication services - 1.7% | |||||
Altice France Holding SA 10.500%, 05/15/2027 (D) | 450,000 | 352,465 | |||
CCO Holdings LLC | |||||
5.000%, 02/01/2028 (D) | 2,595,000 | 2,237,565 | |||
5.125%, 05/01/2027 (D) | 2,681,000 | 2,419,603 | |||
5.500%, 05/01/2026 (D) | 125,000 | 118,438 | |||
Live Nation Entertainment, Inc. 4.875%, 11/01/2024 (D) | 35,000 | 33,857 | |||
Photo Holdings Merger Sub, Inc. 8.500%, 10/01/2026 (D) | 178,000 | 113,931 | |||
Sirius XM Radio, Inc. 5.000%, 08/01/2027 (D) | 655,000 | 600,963 | |||
T-Mobile USA, Inc. | |||||
2.625%, 02/15/2029 | 15,000 | 12,385 | |||
2.875%, 02/15/2031 | 60,000 | 48,350 | |||
3.375%, 04/15/2029 | 165,000 | 142,557 | |||
3.500%, 04/15/2031 | 700,000 | 588,217 | |||
4.750%, 02/01/2028 | 25,000 | 23,600 | |||
6,691,931 | |||||
Consumer discretionary - 2.0% | |||||
Cedar Fair LP | |||||
5.250%, 07/15/2029 | 384,000 | 329,508 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
Cedar Fair LP (continued) | |||||
5.375%, 04/15/2027 | $ | 676,000 | $ | 627,933 | |
5.500%, 05/01/2025 (D) | 410,000 | 394,391 | |||
6.500%, 10/01/2028 | 345,000 | 319,125 | |||
Clarios Global LP | |||||
6.250%, 05/15/2026 (D) | 222,000 | 212,010 | |||
6.750%, 05/15/2025 (D) | 147,000 | 143,947 | |||
8.500%, 05/15/2027 (D) | 650,000 | 620,419 | |||
Hilton Domestic Operating Company, Inc. 5.375%, 05/01/2025 (D) | 30,000 | 29,321 | |||
KFC Holding Company/Pizza Hut Holdings LLC/Taco Bell of America LLC 4.750%, 06/01/2027 (D) | 1,237,000 | 1,149,130 | |||
Life Time, Inc. 5.750%, 01/15/2026 (D) | 365,000 | 332,150 | |||
Marriott International, Inc. 3.125%, 06/15/2026 | 570,000 | 525,769 | |||
Six Flags Entertainment Corp. | |||||
4.875%, 07/31/2024 (D) | 1,405,000 | 1,338,347 | |||
5.500%, 04/15/2027 (D) | 711,000 | 624,322 | |||
Six Flags Theme Parks, Inc. 7.000%, 07/01/2025 (D) | 249,000 | 248,895 | |||
Yum! Brands, Inc. | |||||
4.750%, 01/15/2030 (D) | 2,000 | 1,748 | |||
5.350%, 11/01/2043 | 579,000 | 459,762 | |||
5.375%, 04/01/2032 | 264,000 | 234,073 | |||
6.875%, 11/15/2037 | 367,000 | 366,053 | |||
7,956,903 | |||||
Financials - 1.1% | |||||
Acrisure LLC 7.000%, 11/15/2025 (D) | 775,000 | 707,881 | |||
Alliant Holdings Intermediate LLC | |||||
4.250%, 10/15/2027 (D) | 75,000 | 64,063 | |||
5.875%, 11/01/2029 (D) | 75,000 | 60,917 | |||
6.750%, 10/15/2027 (D) | 183,000 | 157,707 | |||
AmWINS Group, Inc. 4.875%, 06/30/2029 (D) | 135,000 | 112,058 | |||
HUB International, Ltd. | |||||
5.625%, 12/01/2029 (D) | 165,000 | 137,775 | |||
7.000%, 05/01/2026 (D) | 1,805,000 | 1,711,889 | |||
MSCI, Inc. | |||||
3.250%, 08/15/2033 (D) | 15,000 | 11,583 | |||
3.625%, 09/01/2030 to 11/01/2031 (D) | 725,000 | 595,914 | |||
3.875%, 02/15/2031 (D) | 39,000 | 32,837 | |||
4.000%, 11/15/2029 (D) | 165,000 | 142,511 | |||
State Street Corp. 6.890%, (3 month LIBOR + 3.597%), 12/15/2022 (E)(F) | 145,000 | 143,660 | |||
USI, Inc. 6.875%, 05/01/2025 (D) | 799,000 | 768,064 | |||
4,646,859 | |||||
Health care - 0.3% | |||||
Avantor Funding, Inc. 4.625%, 07/15/2028 (D) | 225,000 | 200,238 | |||
Charles River Laboratories International, Inc. 3.750%, 03/15/2029 (D) | 22,000 | 18,300 | |||
Hadrian Merger Sub, Inc. 8.500%, 05/01/2026 (D) | 372,000 | 338,918 | |||
Surgery Center Holdings, Inc. 10.000%, 04/15/2027 (D) | 410,000 | 398,721 |
30 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Health care (continued) | |||||
Teleflex, Inc. 4.625%, 11/15/2027 | $ | 285,000 | $ | 256,761 | |
1,212,938 | |||||
Industrials - 1.1% | |||||
Booz Allen Hamilton, Inc. 3.875%, 09/01/2028 (D) | 90,000 | 77,424 | |||
Delta Air Lines, Inc. 4.750%, 10/20/2028 (D) | 390,000 | 363,229 | |||
General Electric Company 6.623%, (3 month LIBOR + 3.330%), 12/15/2022 (E)(F) | 1,840,000 | 1,720,738 | |||
Howmet Aerospace, Inc. 3.000%, 01/15/2029 | 671,000 | 548,180 | |||
Korn Ferry 4.625%, 12/15/2027 (D) | 90,000 | 79,479 | |||
Lennox International, Inc. 3.000%, 11/15/2023 | 515,000 | 503,630 | |||
Mileage Plus Holdings LLC 6.500%, 06/20/2027 (D) | 266,000 | 260,355 | |||
Sensata Technologies BV | |||||
5.000%, 10/01/2025 (D) | 325,000 | 310,073 | |||
5.625%, 11/01/2024 (D) | 90,000 | 89,494 | |||
United Airlines 2012-1 Class A Pass Through Trust 4.150%, 04/11/2024 | 139,258 | 131,772 | |||
US Airways 2010-1 Class A Pass Through Trust 6.250%, 04/22/2023 | 73,911 | 73,189 | |||
US Airways 2012-2 Class A Pass Through Trust 4.625%, 06/03/2025 | 11,272 | 10,124 | |||
US Airways 2013-1 Class A Pass Through Trust 3.950%, 11/15/2025 | 119,064 | 104,878 | |||
4,272,565 | |||||
Information technology - 0.0% | |||||
Clarivate Science Holdings Corp. | |||||
3.875%, 07/01/2028 (D) | 102,000 | 84,130 | |||
4.875%, 07/01/2029 (D) | 80,000 | 62,640 | |||
146,770 | |||||
Real estate - 0.0% | |||||
SBA Communications Corp. 3.875%, 02/15/2027 | 195,000 | 172,947 | |||
Utilities - 0.2% | |||||
NiSource, Inc. 5.650%, (5.650% to 6-15-23, then 5 Year CMT + 2.843%), 06/15/2023 (E) | 975,000 | 899,438 | |||
TOTAL CORPORATE BONDS (Cost $28,256,282) | $ | 26,000,351 | |||
CONVERTIBLE BONDS - 0.2% | |||||
Communication services - 0.1% | |||||
Snap, Inc. 8.324%, 05/01/2027 (G) | 248,000 | 170,996 | |||
Spotify USA, Inc. 7.149%, 03/15/2026 (G) | 410,000 | 321,850 | |||
492,846 | |||||
Information technology - 0.1% | |||||
Shopify, Inc. 0.125%, 11/01/2025 | 180,000 | 147,150 | |||
TOTAL CONVERTIBLE BONDS (Cost $753,166) | $ | 639,996 |
Shares or Principal Amount | Value | ||||
TERM LOANS (H) – 13.0% | |||||
Communication services – 0.3% | |||||
Charter Communications Operating LLC, 2019 Term Loan B1 TBD 04/30/2025 (I) | $ | 165,513 | 162,173 | ||
Delta 2 Lux Sarl, 2018 USD Term Loan (1 month LIBOR + 2.500%) 5.615%, 02/01/2024 | 928,585 | 915,817 | |||
Eagle Broadband Investments LLC, Term Loan (3 month LIBOR + 3.000%) 6.688%, 11/12/2027 | 107,036 | 101,951 | |||
1,179,941 | |||||
Consumer discretionary – 0.4% | |||||
Hilton Worldwide Finance LLC, 2019 Term Loan B2 TBD 06/22/2026 (I) | 58,137 | 56,151 | |||
IRB Holding Corp., 2020 Term Loan B (1 month LIBOR + 2.750%) 5.865%, 02/05/2025 | 320,546 | 309,276 | |||
IRB Holding Corp., 2022 Term Loan B (1 month SOFR + 3.000%) 5.695%, 12/15/2027 | 526,007 | 491,816 | |||
Life Time, Inc., 2021 Term Loan B (3 month LIBOR + 4.750%) 7.820%, 12/16/2024 | 151,739 | 149,652 | |||
SeaWorld Parks & Entertainment, Inc., 2021 Term Loan B (1 month LIBOR + 3.000%) 6.125%, 08/25/2028 | 502,937 | 481,773 | |||
Woof Holdings, Inc., 1st Lien Term Loan (3 month LIBOR + 3.750%) 7.315%, 12/21/2027 | 197,000 | 185,673 | |||
1,674,341 | |||||
Consumer staples – 0.3% | |||||
Sunshine Luxembourg VII Sarl, 2021 Term Loan B3 (3 month LIBOR + 3.750%) 7.424%, 10/01/2026 | 1,276,994 | 1,185,127 | |||
Financials – 4.5% | |||||
Acrisure LLC, 2021 Incremental Term Loan B (1 month LIBOR + 3.750%) 6.865%, 02/15/2027 | 247,500 | 226,153 | |||
Alliant Holdings Intermediate LLC, 2018 Term Loan B (1 month LIBOR + 3.250%) 6.365%, 05/09/2025 | 895,921 | 857,146 | |||
Alliant Holdings Intermediate LLC, 2021 Term Loan B4 (1 month LIBOR + 3.500%) 6.493%, 11/06/2027 | 1,371,150 | 1,297,451 | |||
Alliant Holdings Intermediate LLC, Term Loan B (1 month LIBOR + 3.250%) 6.365%, 05/09/2025 | 402,837 | 385,547 | |||
Howden Group Holdings, Ltd., 2021 Term Loan B (1 month LIBOR + 3.250%) 6.375%, 11/12/2027 | 1,436,944 | 1,366,893 | |||
HUB International, Ltd., 2018 Term Loan B (3 month LIBOR + 3.000%) 5.766%, 04/25/2025 | 7,075,008 | 6,793,535 | |||
HUB International, Ltd., 2021 Term Loan B (3 month LIBOR + 3.250%) 5.982%, 04/25/2025 | 4,579,054 | 4,404,500 | |||
Ryan Specialty Group LLC, Term Loan (1 month SOFR + 3.000%) 6.035%, 09/01/2027 | 264,748 | 255,482 | |||
USI, Inc., 2017 Repriced Term Loan (3 month LIBOR + 2.750%) 6.424%, 05/16/2024 | 1,973,565 | 1,917,654 |
31 |
Shares or Principal Amount | Value | ||||
TERM LOANS (H)(continued) | |||||
Financials (continued) | |||||
USI, Inc., 2019 Incremental Term Loan B (3 month LIBOR + 3.250%) 6.924%, 12/02/2026 | $ | 815,519 | 783,575 | ||
18,287,936 | |||||
Health care – 2.0% | |||||
ADMI Corp., 2021 Incremental Term Loan B3 (1 month LIBOR + 3.750%) 6.865%, 12/23/2027 | 1,054,350 | 935,736 | |||
ADMI Corp., 2021 Term Loan B2 (1 month LIBOR + 3.375%) 6.490%, 12/23/2027 | 581,150 | 511,052 | |||
Eyecare Partners LLC, 2020 Term Loan (3 month LIBOR + 3.750%) 7.424%, 02/18/2027 | 74,244 | 67,191 | |||
Eyecare Partners LLC, 2021 Incremental Term Loan (3 month LIBOR + 3.750%) 7.424%, 11/15/2028 | 24,875 | 23,196 | |||
Heartland Dental LLC, 2018 1st Lien Term Loan (1 month LIBOR + 3.500%) 6.615%, 04/30/2025 | 1,600,296 | 1,470,272 | |||
Heartland Dental LLC, 2021 Incremental Term Loan (1 month LIBOR + 4.000%) 7.084%, 04/30/2025 | 148,125 | 136,868 | |||
Loire Finco Luxembourg Sarl, Term Loan (1 month LIBOR + 3.250%) 6.363%, 04/21/2027 | 1,139,048 | 1,065,010 | |||
Medline Borrower LP, USD Term Loan B (1 month LIBOR + 3.250%) 6.365%, 10/23/2028 | 2,776,050 | 2,547,886 | |||
Pacific Dental Services, Inc., 2021 Term Loan (1 month LIBOR + 3.500%) 6.493%, 05/05/2028 | 143,188 | 137,550 | |||
PetVet Care Centers LLC, 2018 1st Lien Term Loan (1 month LIBOR + 2.750%) 5.865%, 02/14/2025 | 83,044 | 76,193 | |||
PetVet Care Centers LLC, 2018 2nd Lien Term Loan (1 month LIBOR + 6.250%) 9.365%, 02/13/2026 | 25,000 | 23,833 | |||
PetVet Care Centers LLC, 2018 Incremental Term Loan (1 month LIBOR + 3.250%) 3.339%, 02/14/2025 | 196,547 | 180,578 | |||
PetVet Care Centers LLC, 2021 Term Loan B3 (1 month LIBOR + 3.500%) 6.615%, 02/14/2025 | 758,405 | 698,681 | |||
7,874,046 | |||||
Industrials – 2.2% | |||||
Camelot US Acquisition LLC, 2020 Incremental Term Loan B (1 month LIBOR + 3.000%) 6.115%, 10/30/2026 | 704,692 | 680,027 | |||
CoreLogic, Inc., Term Loan (1 month LIBOR + 3.500%) 6.625%, 06/02/2028 | 526,342 | 393,441 | |||
Filtration Group Corp., 2018 1st Lien Term Loan (1 month LIBOR + 3.000%) 6.115%, 03/29/2025 | 324,902 | 311,399 | |||
Filtration Group Corp., 2018 EUR Term Loan (3 month EURIBOR + 3.500%) 4.728%, 03/29/2025 | EUR | 511,423 | 476,575 | ||
Filtration Group Corp., 2021 Incremental Term Loan (1 month LIBOR + 3.500%) 6.621%, 10/21/2028 | $ | 202,950 | 192,210 |
Shares or Principal Amount | Value | ||||
TERM LOANS (H)(continued) | |||||
Industrials (continued) | |||||
Mileage Plus Holdings LLC, 2020 Term Loan B (3 month LIBOR + 5.250%) 8.777%, 06/21/2027 | $ | 4,956,750 | 4,968,250 | ||
SkyMiles IP, Ltd., 2020 Skymiles Term Loan B (3 month LIBOR + 3.750%) 6.460%, 10/20/2027 | 1,765,000 | 1,766,377 | |||
TK Elevator US Newco, Inc., Term Loan B (6 month LIBOR + 3.500%) 6.871%, 07/30/2027 | 265,310 | 253,814 | |||
9,042,093 | |||||
Information technology – 2.8% | |||||
Applied Systems, Inc., 2017 1st Lien Term Loan (3 month LIBOR + 3.000%) 6.674%, 09/19/2024 | 919,929 | 895,900 | |||
Applied Systems, Inc., 2021 2nd Lien Term Loan (3 month LIBOR + 5.500%) 9.174%, 09/19/2025 | 164,028 | 160,993 | |||
Ascend Learning LLC, 2021 2nd Lien Term Loan (1 month LIBOR + 5.750%) 8.865%, 12/10/2029 | 260,000 | 225,064 | |||
Ascend Learning LLC, 2021 Term Loan (1 month LIBOR + 3.500%) 6.615%, 12/11/2028 | 1,811,313 | 1,668,219 | |||
Azalea TopCo, Inc., 2021 Term Loan B (1 month LIBOR + 3.750%) 6.865%, 07/24/2026 | 24,688 | 22,435 | |||
Azalea TopCo, Inc., Term Loan (1 month LIBOR + 3.500%) 6.615%, 07/24/2026 | 968,368 | 878,794 | |||
Celestial Saturn Parent, Inc., 2nd Lien Term Loan (1 month LIBOR + 6.500%) 9.613%, 06/04/2029 | 80,000 | 53,600 | |||
Entegris, Inc., 2022 Term Loan B (1 month SOFR + 3.000%) 5.570%, 07/06/2029 | 1,573,888 | 1,559,896 | |||
Project Boost Purchaser LLC, 2021 Incremental Term Loan (1 month LIBOR + 3.500%) 6.615%, 05/30/2026 | 172,813 | 163,308 | |||
RealPage, Inc., 1st Lien Term Loan (1 month LIBOR + 3.000%) 6.115%, 04/24/2028 | 1,410,750 | 1,319,446 | |||
RealPage, Inc., 2nd Lien Term Loan (1 month LIBOR + 6.500%) 9.615%, 04/23/2029 | 75,000 | 72,235 | |||
Sophia LP, 2021 Term Loan B (3 month LIBOR + 3.500%) 7.141%, 10/07/2027 | 297,000 | 285,120 | |||
UKG, Inc., 2021 2nd Lien Term Loan (3 month LIBOR + 5.250%) 7.535%, 05/03/2027 | 290,000 | 272,600 | |||
UKG, Inc., 2021 Term Loan (3 month LIBOR + 3.250%) 5.535%, 05/04/2026 | 3,820,914 | 3,626,697 | |||
11,204,307 | |||||
Materials – 0.5% | |||||
HB Fuller Company, 2017 Term Loan B (1 month LIBOR + 2.000%) 5.014%, 10/20/2024 | 2,021,655 | 2,016,176 | |||
TOTAL TERM LOANS (Cost $55,156,364) | $ | 52,463,967 | |||
ASSET BACKED SECURITIES - 0.2% | |||||
Domino's Pizza Master Issuer LLC Series 2017-1A, Class A23 4.118%, 07/25/2047 (D) | 496,600 | $ | 456,625 |
32 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Domino's Pizza Master Issuer LLC Series 2018-1A, Class A2I 4.116%, 07/25/2048 (D) | $ | 471,625 | $ | 443,899 | |
Domino's Pizza Master Issuer LLC Series 2019-1A, Class A2 3.668%, 10/25/2049 (D) | 209,625 | 180,752 | |||
TOTAL ASSET BACKED SECURITIES (Cost $1,173,395) | $ | 1,081,276 | |||
SHORT-TERM INVESTMENTS – 7.2% | |||||
Short-term funds – 6.6% | |||||
John Hancock Collateral Trust, 3.0556% (J)(K) | 30,297 | 302,729 | |||
T. Rowe Price Government Reserve Fund, 3.0517% (J) | 26,489,867 | 26,489,867 | |||
26,792,596 | |||||
Repurchase agreement – 0.6% | |||||
Repurchase Agreement with State Street Corp. dated 9-30-22 at 0.830% to be repurchased at $2,449,169 on 10-3-22, collateralized by $2,546,300 U.S. Treasury Bills, 0.000% due 3-30-23 (valued at $2,498,017) | $ | 2,449,000 | 2,449,000 | ||
TOTAL SHORT-TERM INVESTMENTS (Cost $29,241,623) | $ | 29,241,596 | |||
Total Investments (Capital Appreciation Value Trust) (Cost $441,559,713) – 100.4% | $ | 406,064,089 | |||
Other assets and liabilities, net – (0.4%) | (1,788,997) | ||||
TOTAL NET ASSETS – 100.0% | $ | 404,275,092 |
Currency Abbreviations |
EUR | Euro |
Security Abbreviations and Legend | |
CMT | Constant Maturity Treasury |
EURIBOR | Euro Interbank Offered Rate |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
(B) | Non-income producing security. |
(C) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $288,196. |
(D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(E) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(F) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(G) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
(H) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(I) | 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 is disclosed as TBD (To Be Determined). |
(J) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(K) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Options on securities | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Calls | ||||||||
GSI | Alphabet, Inc., Class A | USD | 160.00 | Jan 2023 | 20 | 20 | $18,097 | $(1) |
GSI | Alphabet, Inc., Class A | USD | 165.00 | Jan 2023 | 20 | 20 | 15,497 | (1) |
GSI | Alphabet, Inc., Class A | USD | 170.00 | Jan 2023 | 20 | 20 | 13,047 | (1) |
GSI | Alphabet, Inc., Class A | USD | 175.00 | Jan 2023 | 20 | 20 | 11,097 | — |
GSI | Amazon.com, Inc. | USD | 175.00 | Jan 2023 | 80 | 80 | 75,859 | (30) |
GSI | Amazon.com, Inc. | USD | 180.00 | Jan 2023 | 20 | 20 | 23,414 | (6) |
GSI | Amazon.com, Inc. | USD | 185.00 | Jan 2023 | 20 | 20 | 20,260 | (4) |
GSI | Amazon.com, Inc. | USD | 190.00 | Jan 2023 | 40 | 40 | 42,510 | (7) |
GSI | Amazon.com, Inc. | USD | 190.00 | Jan 2023 | 20 | 20 | 17,387 | (3) |
GSI | Amazon.com, Inc. | USD | 195.00 | Jan 2023 | 40 | 40 | 36,018 | (5) |
GSI | Amazon.com, Inc. | USD | 200.00 | Jan 2023 | 20 | 20 | 34,022 | (2) |
GSI | Amazon.com, Inc. | USD | 200.00 | Jan 2023 | 40 | 40 | 31,126 | (4) |
GSI | Amazon.com, Inc. | USD | 205.00 | Jan 2023 | 40 | 40 | 26,382 | (3) |
GSI | Amazon.com, Inc. | USD | 210.00 | Jan 2023 | 20 | 20 | 27,523 | (1) |
GSI | Amazon.com, Inc. | USD | 210.00 | Jan 2023 | 40 | 40 | 22,290 | (2) |
GSI | Amazon.com, Inc. | USD | 220.00 | Jan 2023 | 20 | 20 | 22,230 | (1) |
JPM | Apple, Inc. | USD | 170.00 | Jan 2023 | 11 | 1,100 | 8,824 | (2,034) |
JPM | Apple, Inc. | USD | 170.00 | Jan 2023 | 35 | 3,500 | 22,950 | (6,472) |
JPM | Apple, Inc. | USD | 175.00 | Jan 2023 | 11 | 1,100 | 7,202 | (1,425) |
JPM | Apple, Inc. | USD | 175.00 | Jan 2023 | 35 | 3,500 | 18,886 | (4,535) |
JPM | Apple, Inc. | USD | 180.00 | Jan 2023 | 11 | 1,100 | 5,805 | (999) |
JPM | Apple, Inc. | USD | 180.00 | Jan 2023 | 35 | 3,500 | 15,531 | (3,180) |
WFB | General Electric Company | USD | 85.00 | Jan 2023 | 67 | 6,700 | 39,243 | (3,205) |
WFB | General Electric Company | USD | 90.00 | Jan 2023 | 67 | 6,700 | 28,602 | (1,913) |
WFB | General Electric Company | USD | 95.00 | Jan 2023 | 67 | 6,700 | 20,027 | (1,176) |
33 |
Options on securities (continued) | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Calls (continued) | ||||||||
WFB | General Electric Company | USD | 110.00 | Jan 2023 | 3 | 300 | $2,615 | $(13) |
WFB | General Electric Company | USD | 110.00 | Jan 2023 | 46 | 4,600 | 37,769 | (200) |
WFB | General Electric Company | USD | 110.00 | Jan 2023 | 39 | 3,900 | 32,468 | (170) |
CITI | Keurig Dr. Pepper, Inc. | USD | 40.00 | Jan 2023 | 67 | 6,700 | 9,577 | (3,347) |
CITI | Keurig Dr. Pepper, Inc. | USD | 42.00 | Jan 2023 | 67 | 6,700 | 5,918 | (1,235) |
CSFB | Microsoft Corp. | USD | 320.00 | Jan 2023 | 42 | 4,200 | 56,070 | (2,763) |
SFG | Microsoft Corp. | USD | 320.00 | Jan 2023 | 11 | 1,100 | 19,554 | (724) |
SFG | Microsoft Corp. | USD | 320.00 | Jan 2023 | 10 | 1,000 | 19,093 | (658) |
CITI | Microsoft Corp. | USD | 325.00 | Jan 2023 | 39 | 3,900 | 26,862 | (2,138) |
CITI | Microsoft Corp. | USD | 330.00 | Jan 2023 | 8 | 800 | 11,752 | (364) |
CITI | Microsoft Corp. | USD | 330.00 | Jan 2023 | 7 | 700 | 10,343 | (319) |
CITI | Microsoft Corp. | USD | 330.00 | Jan 2023 | 6 | 600 | 10,666 | (273) |
CSFB | Microsoft Corp. | USD | 330.00 | Jan 2023 | 12 | 1,200 | 14,151 | (547) |
SFG | Microsoft Corp. | USD | 330.00 | Jan 2023 | 11 | 1,100 | 16,639 | (501) |
SFG | Microsoft Corp. | USD | 330.00 | Jan 2023 | 10 | 1,000 | 16,190 | (455) |
CSFB | Microsoft Corp. | USD | 335.00 | Jan 2023 | 12 | 1,200 | 12,425 | (452) |
CITI | Microsoft Corp. | USD | 340.00 | Jan 2023 | 8 | 800 | 9,933 | (248) |
CITI | Microsoft Corp. | USD | 340.00 | Jan 2023 | 7 | 700 | 8,727 | (217) |
CITI | Microsoft Corp. | USD | 340.00 | Jan 2023 | 6 | 600 | 9,046 | (186) |
CITI | Microsoft Corp. | USD | 340.00 | Jan 2023 | 15 | 1,500 | 30,384 | (466) |
CITI | Microsoft Corp. | USD | 340.00 | Jan 2023 | 7 | 700 | 14,213 | (217) |
CSFB | Microsoft Corp. | USD | 340.00 | Jan 2023 | 12 | 1,200 | 11,274 | (373) |
SFG | Microsoft Corp. | USD | 340.00 | Jan 2023 | 11 | 1,100 | 14,179 | (342) |
SFG | Microsoft Corp. | USD | 340.00 | Jan 2023 | 10 | 1,000 | 13,686 | (311) |
CSFB | Microsoft Corp. | USD | 345.00 | Jan 2023 | 12 | 1,200 | 9,763 | (306) |
CITI | Microsoft Corp. | USD | 350.00 | Jan 2023 | 8 | 800 | 8,353 | (166) |
CITI | Microsoft Corp. | USD | 350.00 | Jan 2023 | 7 | 700 | 7,388 | (146) |
CITI | Microsoft Corp. | USD | 350.00 | Jan 2023 | 6 | 600 | 7,637 | (125) |
CITI | Microsoft Corp. | USD | 350.00 | Jan 2023 | 15 | 1,500 | 25,849 | (312) |
CITI | Microsoft Corp. | USD | 350.00 | Jan 2023 | 7 | 700 | 12,179 | (146) |
CSFB | Microsoft Corp. | USD | 350.00 | Jan 2023 | 12 | 1,200 | 8,613 | (250) |
JPM | Microsoft Corp. | USD | 350.00 | Jan 2023 | 22 | 2,200 | 33,594 | (458) |
SFG | Microsoft Corp. | USD | 350.00 | Jan 2023 | 11 | 1,100 | 11,924 | (229) |
SFG | Microsoft Corp. | USD | 350.00 | Jan 2023 | 10 | 1,000 | 11,583 | (208) |
JPM | Microsoft Corp. | USD | 355.00 | Jan 2023 | 21 | 2,100 | 29,127 | (355) |
CITI | Microsoft Corp. | USD | 360.00 | Jan 2023 | 15 | 1,500 | 21,905 | (206) |
CITI | Microsoft Corp. | USD | 360.00 | Jan 2023 | 7 | 700 | 10,368 | (96) |
JPM | Microsoft Corp. | USD | 360.00 | Jan 2023 | 22 | 2,200 | 27,654 | (302) |
CITI | Microsoft Corp. | USD | 365.00 | Jan 2023 | 15 | 1,500 | 19,959 | (166) |
GSI | Starbucks Corp. | USD | 97.50 | Jan 2023 | 25 | 2,500 | 25,599 | (4,948) |
GSI | Starbucks Corp. | USD | 97.50 | Jan 2023 | 25 | 2,500 | 23,425 | (4,948) |
GSI | Starbucks Corp. | USD | 100.00 | Jan 2023 | 25 | 2,500 | 22,796 | (3,756) |
GSI | Starbucks Corp. | USD | 100.00 | Jan 2023 | 25 | 2,500 | 21,175 | (3,756) |
GSI | Starbucks Corp. | USD | 105.00 | Jan 2023 | 25 | 2,500 | 17,662 | (2,210) |
GSI | Starbucks Corp. | USD | 105.00 | Jan 2023 | 25 | 2,500 | 16,675 | (2,210) |
JPM | The PNC Financial Services Group, Inc. | USD | 190.00 | Jan 2023 | 18 | 1,800 | 16,506 | (1,547) |
JPM | The PNC Financial Services Group, Inc. | USD | 195.00 | Jan 2023 | 18 | 1,800 | 13,716 | (1,078) |
JPM | The PNC Financial Services Group, Inc. | USD | 200.00 | Jan 2023 | 18 | 1,800 | 11,286 | (746) |
CITI | The PNC Financial Services Group, Inc. | USD | 220.00 | Jan 2023 | 12 | 1,200 | 15,986 | (105) |
CITI | The PNC Financial Services Group, Inc. | USD | 220.00 | Jan 2023 | 8 | 800 | 10,400 | (70) |
CITI | The PNC Financial Services Group, Inc. | USD | 220.00 | Jan 2023 | 2 | 200 | 2,581 | (18) |
CITI | The PNC Financial Services Group, Inc. | USD | 220.00 | Jan 2023 | 7 | 700 | 9,078 | (61) |
CITI | The PNC Financial Services Group, Inc. | USD | 230.00 | Jan 2023 | 12 | 1,200 | 12,656 | (46) |
CITI | The PNC Financial Services Group, Inc. | USD | 230.00 | Jan 2023 | 8 | 800 | 8,226 | (31) |
CITI | The PNC Financial Services Group, Inc. | USD | 230.00 | Jan 2023 | 2 | 200 | 2,040 | (8) |
CITI | The PNC Financial Services Group, Inc. | USD | 230.00 | Jan 2023 | 7 | 700 | 7,146 | (27) |
CITI | Thermo Fisher Scientific, Inc. | USD | 640.00 | Jan 2023 | 8 | 800 | 21,452 | (2,952) |
CITI | UnitedHealth Group, Inc. | USD | 540.00 | Jan 2023 | 16 | 1,600 | 43,275 | (30,291) |
CITI | UnitedHealth Group, Inc. | USD | 560.00 | Jan 2023 | 9 | 900 | 23,682 | (11,335) |
CITI | UnitedHealth Group, Inc. | USD | 580.00 | Jan 2023 | 9 | 900 | 17,859 | (7,276) |
WFB | Yum! Brands, Inc. | USD | 145.00 | Jan 2023 | 6 | 600 | 1,962 | (99) |
WFB | Yum! Brands, Inc. | USD | 145.00 | Jan 2023 | 13 | 1,300 | 3,781 | (215) |
WFB | Yum! Brands, Inc. | USD | 150.00 | Jan 2023 | 6 | 600 | 1,146 | (58) |
34 |
Options on securities (continued) | ||||||||
Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
Calls (continued) | ||||||||
WFB | Yum! Brands, Inc. | USD | 150.00 | Jan 2023 | 13 | 1,300 | $2,745 | $(126) |
$1,616,114 | $(122,917) |
Derivatives Currency Abbreviations | |
USD | U.S. Dollar |
Derivatives Abbreviations | |
CITI | Citibank, N.A. |
CSFB | Credit Suisse First Boston International |
GSI | Goldman Sachs International |
JPM | JPMorgan Chase Bank, N.A. |
OTC | Over-the-counter |
SFG | Susquehanna Financial Group, LLLP |
WFB | Wells Fargo Bank, N.A. |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 54.5% | |||||
U.S. Government – 27.8% | |||||
U.S. Treasury Bonds | |||||
1.125%, 05/15/2040 to 08/15/2040 | $ | 28,185,000 | $ | 17,530,534 | |
1.375%, 11/15/2040 to 08/15/2050 | 29,676,000 | 19,019,671 | |||
1.625%, 11/15/2050 | 2,189,000 | 1,359,061 | |||
1.750%, 08/15/2041 | 26,473,000 | 18,099,859 | |||
1.875%, 02/15/2041 to 11/15/2051 | 3,342,000 | 2,269,429 | |||
2.000%, 08/15/2051 | 6,948,000 | 4,745,810 | |||
2.250%, 02/15/2052 | 6,154,000 | 4,471,266 | |||
2.875%, 05/15/2052 | 671,000 | 562,696 | |||
3.000%, 08/15/2052 | 4,623,000 | 3,989,505 | |||
3.375%, 08/15/2042 | 3,296,000 | 2,985,455 | |||
U.S. Treasury Notes | |||||
0.125%, 04/30/2023 | 880,000 | 860,303 | |||
0.250%, 03/15/2024 to 08/31/2025 | 12,830,000 | 11,536,887 | |||
0.375%, 11/30/2025 to 01/31/2026 | 13,800,000 | 12,178,651 | |||
0.750%, 05/31/2026 to 01/31/2028 | 5,752,000 | 5,045,713 | |||
1.000%, 07/31/2028 | 4,577,000 | 3,855,229 | |||
1.250%, 06/30/2028 to 09/30/2028 | 11,910,000 | 10,195,136 | |||
1.375%, 10/31/2028 | 15,750,000 | 13,492,090 | |||
1.500%, 08/15/2026 to 11/30/2028 | 20,202,000 | 18,250,152 | |||
1.625%, 05/15/2026 | 6,984,000 | 6,383,540 | |||
2.000%, 11/15/2026 | 4,011,000 | 3,683,226 | |||
2.250%, 11/15/2027 | 2,500,000 | 2,287,598 | |||
2.500%, 04/30/2024 | 1,000,000 | 972,109 | |||
2.625%, 07/31/2029 | 1,380,000 | 1,268,091 | |||
2.750%, 02/15/2028 to 08/15/2032 | 18,229,000 | 16,831,245 | |||
2.875%, 04/30/2025 | 2,850,000 | 2,753,479 | |||
3.000%, 06/30/2024 | 499,000 | 488,123 | |||
3.125%, 08/31/2027 to 08/31/2029 | 5,388,000 | 5,131,190 | |||
3.250%, 06/30/2027 to 06/30/2029 | 5,696,000 | 5,470,203 | |||
3.500%, 09/15/2025 | 5,772,000 | 5,654,305 | |||
4.125%, 09/30/2027 | 14,731,000 | 14,779,336 | |||
4.250%, 09/30/2024 | 3,142,000 | 3,143,473 | |||
219,293,365 | |||||
U.S. Government Agency – 26.7% | |||||
Federal Home Loan Mortgage Corp. | |||||
2.000%, 04/01/2041 to 12/01/2051 | 3,266,798 | 2,726,834 | |||
2.000%, 12/01/2041 to 02/01/2042 (A) | 5,754,023 | 4,828,787 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal Home Loan Mortgage Corp. (continued) | |||||
2.339%, (12 month LIBOR + 1.650%), 03/01/2043 (B) | $ | 143,831 | $ | 145,210 | |
2.344%, (12 month LIBOR + 1.642%), 08/01/2043 (B) | 102,887 | 102,171 | |||
2.357%, (12 month LIBOR + 1.635%), 07/01/2043 (B) | 57,081 | 56,996 | |||
2.435%, (12 month LIBOR + 1.637%), 09/01/2045 (B) | 1,147,424 | 1,147,393 | |||
2.500%, 04/01/2042 to 03/01/2052 | 6,894,113 | 5,849,695 | |||
2.507%, (12 month LIBOR + 1.632%), 11/01/2043 (B) | 96,544 | 96,259 | |||
2.532%, (12 month LIBOR + 1.646%), 10/01/2043 (B) | 189,059 | 188,963 | |||
2.554%, (12 month LIBOR + 1.606%), 09/01/2043 (B) | 45,083 | 44,795 | |||
2.668%, (12 month LIBOR + 1.612%), 10/01/2043 (B) | 113,966 | 113,505 | |||
2.730%, (12 month LIBOR + 1.682%), 02/01/2043 (B) | 144,187 | 146,413 | |||
2.807%, (12 month LIBOR + 1.640%), 05/01/2049 (B) | 328,711 | 322,025 | |||
2.876%, (12 month LIBOR + 1.723%), 01/01/2044 (B) | 196,208 | 195,260 | |||
2.903%, (12 month LIBOR + 1.683%), 09/01/2047 (B) | 597,505 | 601,497 | |||
3.000%, 11/01/2048 (A) | 339,170 | 299,831 | |||
3.394%, (12 month LIBOR + 1.635%), 04/01/2048 (B) | 1,196,041 | 1,202,118 | |||
3.442%, (12 month LIBOR + 1.637%), 03/01/2049 (B) | 516,854 | 515,555 | |||
3.463%, (12 month LIBOR + 1.770%), 09/01/2042 (B) | 106,931 | 108,290 | |||
3.912%, (1 month SOFR + 2.130%), 07/01/2052 (B) | 407,556 | 391,259 | |||
3.991%, (1 month SOFR + 2.140%), 08/01/2052 (B) | 543,919 | 519,462 | |||
4.000%, 07/01/2049 | 1,459,415 | 1,379,494 |
35 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal Home Loan Mortgage Corp. (continued) | |||||
4.119%, (1 month SOFR + 2.380%), 09/01/2052 (B) | $ | 278,784 | $ | 269,459 | |
4.213%, 12/14/2029 (C) | 1,179,000 | 871,913 | |||
4.303%, (1 month SOFR + 2.130%), 07/01/2052 (B) | 500,482 | 486,897 | |||
4.500%, 06/01/2039 to 07/01/2039 | 91,755 | 90,354 | |||
5.000%, 03/01/2049 | 1,239,287 | 1,231,865 | |||
Federal National Mortgage Association | |||||
1.500%, 10/01/2041 to 11/01/2041 | 7,914,225 | 6,382,817 | |||
1.612%, (1 month SOFR + 2.212%), 12/01/2051 (B) | 267,702 | 239,526 | |||
2.000%, TBA (A) | 2,900,000 | 2,346,553 | |||
2.000%, 12/01/2040 to 10/01/2051 (A) | 17,538,942 | 14,543,992 | |||
2.000%, 07/01/2041 to 03/01/2052 | 10,935,943 | 8,998,330 | |||
2.259%, (12 month LIBOR + 1.560%), 06/01/2043 (B) | 76,218 | 75,538 | |||
2.452%, (12 month LIBOR + 1.564%), 03/01/2043 (B) | 38,150 | 38,213 | |||
2.470%, (12 month LIBOR + 1.579%), 10/01/2043 (B) | 260,484 | 259,346 | |||
2.500%, 12/01/2035 to 03/01/2052 | 26,924,423 | 23,403,761 | |||
2.791%, (12 month LIBOR + 1.584%), 01/01/2046 (B) | 838,180 | 849,460 | |||
2.998%, (12 month LIBOR + 1.579%), 06/01/2045 (B) | 293,537 | 297,866 | |||
3.000%, 11/01/2042 to 07/01/2050 (A) | 30,880,084 | 27,435,072 | |||
3.000%, 01/01/2043 to 07/01/2060 | 6,342,656 | 5,554,829 | |||
3.270%, (12 month LIBOR + 1.641%), 01/01/2043 (B) | 84,965 | 85,920 | |||
3.500%, 04/01/2050 to 02/01/2052 | 3,573,260 | 3,268,151 | |||
3.684%, (1 month SOFR + 2.370%), 08/01/2052 (B) | 603,656 | 576,666 | |||
3.963%, (1 month SOFR + 2.120%), 08/01/2052 (B) | 238,023 | 227,717 | |||
4.000%, 01/01/2027 to 08/01/2059 | 10,656,586 | 10,180,506 | |||
4.172%, (1 month SOFR + 2.120%), 07/01/2052 (B) | 944,995 | 910,527 | |||
4.225%, (1 month SOFR + 2.370%), 09/01/2052 (B) | 278,659 | 271,086 | |||
4.264%, 11/15/2030 (C) | 3,465,000 | 2,455,755 | |||
4.317%, (1 month SOFR + 2.125%), 08/01/2052 (B) | 1,096,615 | 1,071,367 | |||
4.357%, (1 month SOFR + 2.124%), 07/01/2052 (B) | 1,081,017 | 1,057,555 | |||
4.500%, TBA (A) | 1,200,000 | 1,140,328 | |||
4.500%, 06/01/2041 to 08/01/2049 | 7,406,404 | 7,209,061 | |||
4.500%, 10/01/2048 (A) | 1,010,680 | 980,994 | |||
4.618%, (1 month SOFR + 2.127%), 08/01/2052 (B) | 1,223,958 | 1,207,028 | |||
4.644%, (1 month SOFR + 2.122%), 08/01/2052 (B) | 890,525 | 873,357 | |||
4.650%, (1 month SOFR + 2.131%), 08/01/2052 (B) | 948,065 | 936,008 | |||
5.000%, TBA (A) | 1,900,000 | 1,843,371 | |||
5.000%, 07/01/2044 to 11/01/2049 | 5,634,927 | 5,608,839 | |||
5.500%, TBA (A) | 15,600,000 | 15,475,396 | |||
5.500%, 12/01/2048 to 09/01/2052 | 2,652,981 | 2,703,011 | |||
6.000%, TBA (A) | 2,900,000 | 2,922,543 | |||
Government National Mortgage Association | |||||
2.000%, TBA (A) | 1,600,000 | 1,331,951 | |||
2.500%, 12/20/2051 | 6,264,794 | 5,395,410 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Government National Mortgage Association (continued) | |||||
3.000%, 10/20/2046 to 10/20/2050 | $ | 5,646,204 | $ | 5,031,555 | |
3.000%, 12/20/2046 to 02/20/2048 (A) | 1,752,515 | 1,539,717 | |||
3.500%, 01/20/2048 | 507,100 | 465,605 | |||
4.000%, 06/20/2047 to 07/20/2049 | 4,883,083 | 4,607,144 | |||
4.500%, TBA (A) | 12,600,000 | 12,044,888 | |||
4.500%, 08/15/2047 to 05/20/2049 | 1,443,872 | 1,396,912 | |||
5.000%, 12/20/2039 to 03/20/2049 | 4,189,440 | 4,164,530 | |||
211,340,501 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $478,815,392) | $ | 430,633,866 | |||
FOREIGN GOVERNMENT OBLIGATIONS – 0.9% | |||||
Bermuda – 0.1% | |||||
Government of Bermuda 5.000%, 07/15/2032 (D) | 311,000 | 295,294 | |||
Canada – 0.1% | |||||
Province of Saskatchewan 3.250%, 06/08/2027 | 429,000 | 406,629 | |||
Chile – 0.0% | |||||
Republic of Chile 4.340%, 03/07/2042 | 240,000 | 190,196 | |||
Indonesia – 0.1% | |||||
Republic of Indonesia 4.650%, 09/20/2032 | 598,000 | 560,883 | |||
Italy – 0.0% | |||||
Republic of Italy 3.875%, 05/06/2051 | 200,000 | 134,818 | |||
Mexico – 0.4% | |||||
Government of Mexico | |||||
3.500%, 02/12/2034 | 377,000 | 286,468 | |||
3.750%, 04/19/2071 | 688,000 | 398,211 | |||
4.400%, 02/12/2052 | 783,000 | 539,186 | |||
4.500%, 04/22/2029 | 711,000 | 657,530 | |||
4.600%, 02/10/2048 | 200,000 | 145,673 | |||
4.875%, 05/19/2033 | 1,466,000 | 1,288,592 | |||
3,315,660 | |||||
Paraguay – 0.1% | |||||
Republic of Paraguay | |||||
3.849%, 06/28/2033 (D) | 245,000 | 191,810 | |||
4.950%, 04/28/2031 (D) | 233,000 | 207,299 | |||
5.400%, 03/30/2050 (D) | 545,000 | 400,680 | |||
799,789 | |||||
Peru – 0.0% | |||||
Republic of Peru | |||||
3.000%, 01/15/2034 | 215,000 | 161,434 | |||
3.600%, 01/15/2072 | 166,000 | 100,093 | |||
261,527 | |||||
South Korea – 0.1% | |||||
Export-Import Bank of Korea 4.500%, 09/15/2032 | 375,000 | 363,468 | |||
Korea Hydro & Nuclear Power Company Ltd. 4.250%, 07/27/2027 (D) | 602,000 | 579,283 | |||
942,751 | |||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $8,208,803) | $ | 6,907,547 |
36 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS – 26.3% | |||||
Communication services – 1.7% | |||||
AT&T, Inc. | |||||
1.700%, 03/25/2026 | $ | 1,410,000 | $ | 1,253,898 | |
3.500%, 06/01/2041 | 303,000 | 218,245 | |||
3.550%, 09/15/2055 | 296,000 | 194,423 | |||
3.650%, 09/15/2059 | 297,000 | 192,426 | |||
3.800%, 12/01/2057 | 540,000 | 364,794 | |||
Charter Communications Operating LLC 3.500%, 06/01/2041 to 03/01/2042 | 956,000 | 607,330 | |||
Comcast Corp. | |||||
1.500%, 02/15/2031 | 369,000 | 276,997 | |||
2.987%, 11/01/2063 | 354,000 | 205,035 | |||
4.049%, 11/01/2052 | 399,000 | 305,420 | |||
Discovery Communications LLC 4.000%, 09/15/2055 | 250,000 | 147,399 | |||
Netflix, Inc. | |||||
5.375%, 11/15/2029 (D) | 332,000 | 312,080 | |||
5.875%, 11/15/2028 | 540,000 | 526,921 | |||
Rogers Communications, Inc. 4.550%, 03/15/2052 (D) | 351,000 | 279,947 | |||
T-Mobile USA, Inc. | |||||
2.250%, 02/15/2026 | 1,282,000 | 1,147,108 | |||
2.875%, 02/15/2031 | 129,000 | 103,953 | |||
3.375%, 04/15/2029 | 1,500,000 | 1,295,970 | |||
3.500%, 04/15/2031 | 84,000 | 70,586 | |||
5.200%, 01/15/2033 | 596,000 | 570,018 | |||
5.650%, 01/15/2053 | 358,000 | 338,172 | |||
5.800%, 09/15/2062 | 343,000 | 318,867 | |||
Verizon Communications, Inc. | |||||
2.355%, 03/15/2032 | 930,000 | 713,148 | |||
2.550%, 03/21/2031 | 445,000 | 355,301 | |||
2.650%, 11/20/2040 | 397,000 | 258,747 | |||
3.550%, 03/22/2051 | 594,000 | 417,678 | |||
Vodafone Group PLC | |||||
4.250%, 09/17/2050 | 112,000 | 80,142 | |||
5.000%, 05/30/2038 | 142,000 | 121,952 | |||
Warnermedia Holdings, Inc. | |||||
3.638%, 03/15/2025 (D) | 567,000 | 536,961 | |||
3.755%, 03/15/2027 (D) | 861,000 | 770,341 | |||
4.054%, 03/15/2029 (D) | 283,000 | 244,424 | |||
5.050%, 03/15/2042 (D) | 622,000 | 465,408 | |||
5.141%, 03/15/2052 (D) | 818,000 | 594,538 | |||
5.391%, 03/15/2062 (D) | 707,000 | 512,512 | |||
13,800,741 | |||||
Consumer discretionary – 1.8% | |||||
Amazon.com, Inc. | |||||
2.100%, 05/12/2031 | 492,000 | 398,979 | |||
2.500%, 06/03/2050 | 272,000 | 169,819 | |||
2.875%, 05/12/2041 | 198,000 | 144,546 | |||
3.450%, 04/13/2029 | 425,000 | 392,988 | |||
3.600%, 04/13/2032 | 261,000 | 237,322 | |||
AutoNation, Inc. 4.750%, 06/01/2030 | 495,000 | 435,288 | |||
Ford Motor Company 4.750%, 01/15/2043 | 59,000 | 39,093 | |||
Ford Motor Credit Company LLC | |||||
2.700%, 08/10/2026 | 1,168,000 | 968,728 | |||
2.900%, 02/10/2029 | 551,000 | 417,383 | |||
3.625%, 06/17/2031 | 215,000 | 159,734 | |||
General Motors Company | |||||
5.400%, 10/15/2029 | 742,000 | 684,159 | |||
5.600%, 10/15/2032 | 563,000 | 502,560 | |||
General Motors Financial Company, Inc. 3.100%, 01/12/2032 | 305,000 | 230,041 | |||
Hyundai Capital America | |||||
0.800%, 01/08/2024 (D) | 249,000 | 234,249 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
Hyundai Capital America (continued) | |||||
1.300%, 01/08/2026 (D) | $ | 597,000 | $ | 516,405 | |
2.000%, 06/15/2028 (D) | 282,000 | 224,589 | |||
Lowe's Companies, Inc. | |||||
4.250%, 04/01/2052 | 594,000 | 454,826 | |||
5.000%, 04/15/2033 | 1,190,000 | 1,124,069 | |||
5.625%, 04/15/2053 | 892,000 | 824,931 | |||
Marriott International, Inc. | |||||
2.850%, 04/15/2031 | 377,000 | 296,006 | |||
3.500%, 10/15/2032 | 729,000 | 586,278 | |||
4.625%, 06/15/2030 | 851,000 | 769,032 | |||
McDonald's Corp. | |||||
3.625%, 09/01/2049 | 461,000 | 335,641 | |||
4.200%, 04/01/2050 | 681,000 | 546,155 | |||
5.150%, 09/09/2052 | 297,000 | 276,156 | |||
Target Corp. | |||||
2.950%, 01/15/2052 | 777,000 | 522,357 | |||
4.500%, 09/15/2032 | 1,041,000 | 992,674 | |||
The Home Depot, Inc. | |||||
2.375%, 03/15/2051 | 452,000 | 264,482 | |||
3.125%, 12/15/2049 | 549,000 | 377,675 | |||
3.300%, 04/15/2040 | 116,000 | 88,711 | |||
3.625%, 04/15/2052 | 282,000 | 213,095 | |||
4.500%, 09/15/2032 | 596,000 | 569,672 | |||
4.950%, 09/15/2052 | 283,000 | 266,040 | |||
Toyota Motor Credit Corp. 4.550%, 09/20/2027 | 154,000 | 150,397 | |||
14,414,080 | |||||
Consumer staples – 0.9% | |||||
Anheuser-Busch Companies LLC | |||||
4.700%, 02/01/2036 | 800,000 | 720,994 | |||
4.900%, 02/01/2046 | 1,089,000 | 946,428 | |||
Anheuser-Busch InBev Worldwide, Inc. | |||||
3.750%, 07/15/2042 | 258,000 | 195,975 | |||
4.375%, 04/15/2038 | 840,000 | 717,235 | |||
Bunge, Ltd. Finance Corp. 1.630%, 08/17/2025 | 325,000 | 292,353 | |||
Nestle Holdings, Inc. | |||||
4.125%, 10/01/2027 (D) | 449,000 | 435,660 | |||
4.300%, 10/01/2032 (D) | 449,000 | 427,166 | |||
4.700%, 01/15/2053 (D) | 305,000 | 284,719 | |||
Viterra Finance BV | |||||
4.900%, 04/21/2027 (D) | 371,000 | 342,333 | |||
5.250%, 04/21/2032 (D) | 761,000 | 654,710 | |||
Walmart, Inc. | |||||
3.950%, 09/09/2027 | 744,000 | 722,294 | |||
4.150%, 09/09/2032 | 892,000 | 854,442 | |||
4.500%, 09/09/2052 | 446,000 | 418,163 | |||
7,012,472 | |||||
Energy – 1.5% | |||||
Aker BP ASA | |||||
2.000%, 07/15/2026 (D) | 743,000 | 640,880 | |||
3.100%, 07/15/2031 (D) | 882,000 | 690,549 | |||
3.750%, 01/15/2030 (D) | 207,000 | 175,960 | |||
4.000%, 01/15/2031 (D) | 349,000 | 296,162 | |||
Boardwalk Pipelines LP 3.400%, 02/15/2031 | 285,000 | 229,247 | |||
BP Capital Markets America, Inc. 2.939%, 06/04/2051 | 282,000 | 179,095 | |||
Diamondback Energy, Inc. 3.125%, 03/24/2031 | 458,000 | 371,498 | |||
Energy Transfer LP | |||||
4.400%, 03/15/2027 | 139,000 | 129,549 | |||
4.950%, 05/15/2028 | 1,043,000 | 973,121 | |||
5.300%, 04/15/2047 | 664,000 | 529,708 |
37 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
Energy Transfer LP (continued) | |||||
6.125%, 12/15/2045 | $ | 252,000 | $ | 220,995 | |
Exxon Mobil Corp. | |||||
3.452%, 04/15/2051 | 793,000 | 590,502 | |||
4.327%, 03/19/2050 | 756,000 | 643,820 | |||
Galaxy Pipeline Assets Bidco, Ltd. | |||||
1.750%, 09/30/2027 (D) | 612,240 | 556,150 | |||
2.160%, 03/31/2034 (D) | 678,730 | 557,368 | |||
2.625%, 03/31/2036 (D) | 459,000 | 354,769 | |||
2.940%, 09/30/2040 (D) | 261,930 | 198,789 | |||
Kinder Morgan, Inc. | |||||
3.600%, 02/15/2051 | 106,000 | 68,723 | |||
5.450%, 08/01/2052 | 921,000 | 797,890 | |||
Petroleos Mexicanos | |||||
2.378%, 04/15/2025 | 412,500 | 400,352 | |||
2.460%, 12/15/2025 | 1,134,350 | 1,090,233 | |||
Pioneer Natural Resources Company | |||||
1.900%, 08/15/2030 | 479,000 | 366,218 | |||
2.150%, 01/15/2031 | 573,000 | 441,379 | |||
Targa Resources Corp. 6.250%, 07/01/2052 | 346,000 | 314,321 | |||
Targa Resources Partners LP | |||||
4.875%, 02/01/2031 | 664,000 | 571,040 | |||
5.500%, 03/01/2030 | 165,000 | 148,089 | |||
11,536,407 | |||||
Financials – 9.6% | |||||
American Express Company 4.420%, (4.420% to 8-3-32, then SOFR + 1.760%), 08/03/2033 | 890,000 | 809,432 | |||
Antares Holdings LP 3.750%, 07/15/2027 (D) | 866,000 | 699,109 | |||
Ares Capital Corp. 3.200%, 11/15/2031 | 272,000 | 193,879 | |||
Athene Global Funding | |||||
1.730%, 10/02/2026 (D) | 1,280,000 | 1,085,904 | |||
1.985%, 08/19/2028 (D) | 707,000 | 557,682 | |||
2.500%, 03/24/2028 (D) | 990,000 | 824,093 | |||
2.514%, 03/08/2024 (D) | 1,158,000 | 1,106,305 | |||
2.646%, 10/04/2031 (D) | 934,000 | 702,616 | |||
Bain Capital Specialty Finance, Inc. 2.550%, 10/13/2026 | 59,000 | 48,315 | |||
Banco Santander SA | |||||
1.722%, (1.722% to 9-14-26, then 1 Year CMT + 0.900%), 09/14/2027 | 800,000 | 661,820 | |||
3.225%, (3.225% to 11-22-31, then 1 Year CMT + 1.600%), 11/22/2032 | 400,000 | 280,369 | |||
5.147%, 08/18/2025 | 2,000,000 | 1,940,570 | |||
5.294%, 08/18/2027 | 1,200,000 | 1,130,344 | |||
Bank of America Corp. | |||||
1.530%, (1.530% to 12-6-24, then SOFR + 0.650%), 12/06/2025 | 2,011,000 | 1,839,471 | |||
1.658%, (1.658% to 3-11-26, then SOFR + 0.910%), 03/11/2027 | 2,247,000 | 1,947,017 | |||
1.734%, (1.734% to 7-22-26, then SOFR + 0.960%), 07/22/2027 | 2,036,000 | 1,746,743 | |||
2.687%, (2.687% to 4-22-31, then SOFR + 1.320%), 04/22/2032 | 2,167,000 | 1,691,851 | |||
3.004%, (3.004% to 12-20-22, then 3 month LIBOR + 0.790%), 12/20/2023 | 1,125,000 | 1,119,027 | |||
3.384%, (3.384% to 4-2-25, then SOFR + 1.330%), 04/02/2026 | 2,319,000 | 2,190,566 | |||
3.419%, (3.419% to 12-20-27, then 3 month LIBOR + 1.040%), 12/20/2028 | 1,569,000 | 1,393,113 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Bank of America Corp. (continued) | |||||
4.827%, (4.827% to 7-22-25, then SOFR + 1.750%), 07/22/2026 | $ | 1,295,000 | $ | 1,266,114 | |
4.948%, (4.948% to 7-22-27, then SOFR + 2.040%), 07/22/2028 | 1,631,000 | 1,567,120 | |||
5.015%, (5.015% to 7-22-32, then SOFR + 2.160%), 07/22/2033 | 655,000 | 607,612 | |||
Blackstone Private Credit Fund | |||||
3.250%, 03/15/2027 | 583,000 | 482,636 | |||
4.000%, 01/15/2029 | 902,000 | 722,547 | |||
Brighthouse Financial, Inc. 3.850%, 12/22/2051 | 280,000 | 169,527 | |||
Citigroup, Inc. | |||||
4.658%, (4.658% to 5-24-27, then SOFR + 1.887%), 05/24/2028 | 716,000 | 680,413 | |||
4.910%, (4.910% to 5-24-32, then SOFR + 2.086%), 05/24/2033 | 800,000 | 735,997 | |||
Cooperatieve Rabobank UA | |||||
3.649%, (3.649% to 4-6-27, then 1 Year CMT + 1.220%), 04/06/2028 (D) | 1,591,000 | 1,442,661 | |||
3.758%, (3.758% to 4-6-32, then 1 Year CMT + 1.420%), 04/06/2033 (D) | 1,069,000 | 883,868 | |||
Deutsche Bank AG 3.742%, (3.742% to 10-7-31, then SOFR + 2.257%), 01/07/2033 | 1,422,000 | 921,774 | |||
Enstar Group, Ltd. 3.100%, 09/01/2031 | 711,000 | 504,921 | |||
F&G Global Funding 2.000%, 09/20/2028 (D) | 597,000 | 482,768 | |||
GA Global Funding Trust 0.800%, 09/13/2024 (D) | 956,000 | 865,120 | |||
GE Capital International Funding Company 4.418%, 11/15/2035 | 218,000 | 195,311 | |||
Huntington Bancshares, Inc. 4.443%, (4.443% to 8-4-27, then SOFR + 1.970%), 08/04/2028 | 592,000 | 558,974 | |||
Jackson Financial, Inc. | |||||
5.170%, 06/08/2027 | 416,000 | 400,519 | |||
5.670%, 06/08/2032 | 485,000 | 443,494 | |||
JPMorgan Chase & Co. | |||||
1.040%, (1.040% to 2-4-26, then 3 month CME Term SOFR + 0.695%), 02/04/2027 | 2,834,000 | 2,408,150 | |||
1.045%, (1.045% to 11-19-25, then SOFR + 0.800%), 11/19/2026 | 1,579,000 | 1,365,731 | |||
1.470%, (1.470% to 9-22-26, then SOFR + 0.765%), 09/22/2027 | 705,000 | 596,152 | |||
1.561%, (1.561% to 12-10-24, then SOFR + 0.605%), 12/10/2025 | 4,146,000 | 3,801,807 | |||
2.182%, (2.182% to 6-1-27, then SOFR + 1.890%), 06/01/2028 | 868,000 | 738,232 | |||
4.323%, (4.323% to 4-26-27, then SOFR + 1.560%), 04/26/2028 | 460,000 | 431,068 | |||
4.565%, (4.565% to 6-14-29, then SOFR + 1.750%), 06/14/2030 | 716,000 | 659,815 | |||
4.851%, (4.851% to 7-25-27, then SOFR + 1.990%), 07/25/2028 | 728,000 | 699,007 | |||
4.912%, (4.912% to 7-25-32, then SOFR + 2.080%), 07/25/2033 | 593,000 | 546,838 | |||
KKR Group Finance Company XII LLC 4.850%, 05/17/2032 (D) | 347,000 | 319,264 |
38 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Liberty Mutual Group, Inc. 5.500%, 06/15/2052 (D) | $ | 429,000 | $ | 369,791 | |
Lloyds Banking Group PLC | |||||
4.716%, (4.716% to 8-11-25, then 1 Year CMT + 1.750%), 08/11/2026 | 1,177,000 | 1,130,762 | |||
4.976%, (4.976% to 8-11-32, then 1 Year CMT + 2.300%), 08/11/2033 | 1,180,000 | 1,031,081 | |||
Mitsubishi UFJ Financial Group, Inc. | |||||
2.309%, (2.309% to 7-20-31, then 1 Year CMT + 0.950%), 07/20/2032 | 820,000 | 614,315 | |||
2.494%, (2.494% to 10-13-31, then 1 Year CMT + 0.970%), 10/13/2032 | 260,000 | 196,894 | |||
5.133%, (5.133% to 7-20-32, then 1 Year CMT + 2.125%), 07/20/2033 | 604,000 | 564,330 | |||
5.354%, (5.354% to 9-13-27, then 1 Year CMT + 1.900%), 09/13/2028 | 1,172,000 | 1,142,763 | |||
5.472%, (5.472% to 9-13-32, then 1 Year CMT + 2.125%), 09/13/2033 | 377,000 | 362,671 | |||
Moody's Corp. 4.250%, 08/08/2032 | 208,000 | 188,500 | |||
Morgan Stanley | |||||
0.790%, (0.790% to 5-30-24, then SOFR + 0.525%), 05/30/2025 | 1,825,000 | 1,679,733 | |||
0.791%, (0.791% to 1-22-24, then SOFR + 0.509%), 01/22/2025 | 1,807,000 | 1,692,721 | |||
0.864%, (0.864% to 10-21-24, then SOFR + 0.745%), 10/21/2025 | 563,000 | 510,570 | |||
0.985%, (0.985% to 12-10-25, then SOFR + 0.720%), 12/10/2026 | 1,441,000 | 1,242,556 | |||
1.512%, (1.512% to 7-20-26, then SOFR + 0.858%), 07/20/2027 | 1,102,000 | 938,558 | |||
2.475%, (2.475% to 1-21-27, then SOFR + 1.000%), 01/21/2028 | 282,000 | 246,468 | |||
Morgan Stanley Direct Lending Fund 4.500%, 02/11/2027 | 237,000 | 210,273 | |||
Owl Rock Capital Corp. 3.400%, 07/15/2026 | 312,000 | 267,697 | |||
Owl Rock Capital Corp. III 3.125%, 04/13/2027 | 380,000 | 308,185 | |||
SBL Holdings, Inc. 5.000%, 02/18/2031 (D) | 980,000 | 748,577 | |||
Stewart Information Services Corp. 3.600%, 11/15/2031 | 382,000 | 294,439 | |||
The Bank of New York Mellon Corp. | |||||
4.289%, (4.289% to 6-13-32, then SOFR + 1.418%), 06/13/2033 | 1,431,000 | 1,309,412 | |||
4.596%, (4.596% to 7-26-29, then SOFR + 1.755%), 07/26/2030 | 60,000 | 56,856 | |||
The Goldman Sachs Group, Inc. | |||||
0.657%, (0.657% to 9-10-23, then SOFR + 0.505%), 09/10/2024 | 1,418,000 | 1,349,800 | |||
0.925%, (0.925% to 10-21-23, then SOFR + 0.486%), 10/21/2024 | 2,105,000 | 1,997,962 | |||
1.757%, (1.757% to 1-24-24, then SOFR + 0.730%), 01/24/2025 | 1,188,000 | 1,128,769 | |||
1.948%, (1.948% to 10-21-26, then SOFR + 0.913%), 10/21/2027 | 702,000 | 600,325 | |||
Truist Financial Corp. 4.123%, (4.123% to 6-6-27, then SOFR + 1.368%), 06/06/2028 | 1,007,000 | 946,135 | |||
Trust Fibra Uno 6.390%, 01/15/2050 (D) | 356,000 | 248,844 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
UBS Group AG | |||||
4.490%, (4.490% to 8-5-24, then 1 Year CMT + 1.600%), 08/05/2025 (D) | $ | 1,141,000 | $ | 1,113,137 | |
4.703%, (4.703% to 8-5-26, then 1 Year CMT + 2.050%), 08/05/2027 (D) | 2,198,000 | 2,083,707 | |||
Wells Fargo & Company | |||||
3.526%, (3.526% to 3-24-27, then SOFR + 1.510%), 03/24/2028 | 2,958,000 | 2,679,112 | |||
3.908%, (3.908% to 4-25-25, then SOFR + 1.320%), 04/25/2026 | 1,125,000 | 1,075,464 | |||
4.808%, (4.808% to 7-25-27, then SOFR + 1.980%), 07/25/2028 | 593,000 | 565,559 | |||
4.897%, (4.897% to 7-25-32, then SOFR + 2.100%), 07/25/2033 | 443,000 | 408,417 | |||
75,770,049 | |||||
Health care – 2.8% | |||||
AbbVie, Inc. | |||||
2.300%, 11/21/2022 | 883,000 | 880,863 | |||
3.200%, 11/21/2029 | 841,000 | 736,273 | |||
4.050%, 11/21/2039 | 335,000 | 269,479 | |||
4.250%, 11/21/2049 | 977,000 | 784,304 | |||
4.300%, 05/14/2036 | 205,000 | 177,787 | |||
4.450%, 05/14/2046 | 208,000 | 169,041 | |||
Amgen, Inc. | |||||
3.000%, 01/15/2052 | 166,000 | 103,769 | |||
4.050%, 08/18/2029 | 741,000 | 681,860 | |||
4.200%, 03/01/2033 | 9,000 | 8,151 | |||
4.875%, 03/01/2053 | 490,000 | 431,058 | |||
Astrazeneca Finance LLC 1.750%, 05/28/2028 | 997,000 | 837,922 | |||
AstraZeneca PLC 1.375%, 08/06/2030 | 287,000 | 221,502 | |||
Becton, Dickinson and Company | |||||
1.957%, 02/11/2031 | 225,000 | 173,706 | |||
4.298%, 08/22/2032 | 10,000 | 9,123 | |||
Centene Corp. | |||||
2.450%, 07/15/2028 | 1,459,000 | 1,187,947 | |||
2.500%, 03/01/2031 | 264,000 | 198,998 | |||
3.000%, 10/15/2030 | 635,000 | 502,882 | |||
Cigna Corp. 3.400%, 03/15/2050 | 142,000 | 96,027 | |||
CSL Finance PLC | |||||
3.850%, 04/27/2027 (D) | 141,000 | 133,445 | |||
4.050%, 04/27/2029 (D) | 285,000 | 262,505 | |||
4.750%, 04/27/2052 (D) | 534,000 | 459,468 | |||
CVS Health Corp. | |||||
3.000%, 08/15/2026 | 305,000 | 281,402 | |||
4.300%, 03/25/2028 | 645,000 | 608,336 | |||
5.050%, 03/25/2048 | 368,000 | 324,084 | |||
Danaher Corp. | |||||
2.600%, 10/01/2050 | 336,000 | 206,627 | |||
2.800%, 12/10/2051 | 225,000 | 144,752 | |||
DH Europe Finance II Sarl | |||||
2.050%, 11/15/2022 | 451,000 | 450,053 | |||
2.200%, 11/15/2024 | 775,000 | 732,807 | |||
Gilead Sciences, Inc. | |||||
2.600%, 10/01/2040 | 490,000 | 323,573 | |||
2.800%, 10/01/2050 | 457,000 | 282,228 | |||
4.000%, 09/01/2036 | 252,000 | 209,424 | |||
GSK Consumer Healthcare Capital US LLC | |||||
3.375%, 03/24/2027 to 03/24/2029 (D) | 900,000 | 806,419 | |||
3.625%, 03/24/2032 (D) | 1,044,000 | 885,390 |
39 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Health care (continued) | |||||
GSK Consumer Healthcare Capital US LLC (continued) | |||||
4.000%, 03/24/2052 (D) | $ | 459,000 | $ | 339,693 | |
HCA, Inc. 4.625%, 03/15/2052 (D) | 784,000 | 588,865 | |||
Pfizer, Inc. | |||||
1.750%, 08/18/2031 | 571,000 | 445,619 | |||
2.550%, 05/28/2040 | 983,000 | 692,102 | |||
Roche Holdings, Inc. | |||||
2.076%, 12/13/2031 (D) | 985,000 | 789,154 | |||
2.607%, 12/13/2051 (D) | 401,000 | 261,454 | |||
Shire Acquisitions Investments Ireland DAC 2.875%, 09/23/2023 | 232,000 | 226,887 | |||
STERIS Irish FinCo Unlimited Company 3.750%, 03/15/2051 | 248,000 | 171,075 | |||
Takeda Pharmaceutical Company, Ltd. | |||||
2.050%, 03/31/2030 | 777,000 | 614,207 | |||
3.025%, 07/09/2040 | 354,000 | 250,501 | |||
3.175%, 07/09/2050 | 363,000 | 240,814 | |||
4.400%, 11/26/2023 | 578,000 | 574,267 | |||
Thermo Fisher Scientific, Inc. | |||||
1.750%, 10/15/2028 | 285,000 | 238,370 | |||
2.000%, 10/15/2031 | 477,000 | 376,008 | |||
2.800%, 10/15/2041 | 454,000 | 317,557 | |||
UnitedHealth Group, Inc. | |||||
2.750%, 05/15/2040 | 216,000 | 151,241 | |||
2.900%, 05/15/2050 | 503,000 | 330,369 | |||
3.050%, 05/15/2041 | 148,000 | 107,482 | |||
3.250%, 05/15/2051 | 915,000 | 634,925 | |||
4.000%, 05/15/2029 | 434,000 | 404,374 | |||
4.625%, 07/15/2035 | 445,000 | 409,415 | |||
21,745,584 | |||||
Industrials – 1.7% | |||||
Adani International Container Terminal Private, Ltd. 3.000%, 02/16/2031 (D) | 264,375 | 203,077 | |||
AerCap Ireland Capital DAC 1.150%, 10/29/2023 | 1,680,000 | 1,595,882 | |||
Canadian National Railway Company | |||||
3.850%, 08/05/2032 | 445,000 | 405,690 | |||
4.400%, 08/05/2052 | 296,000 | 254,852 | |||
Canadian Pacific Railway Company | |||||
1.350%, 12/02/2024 | 702,000 | 649,153 | |||
1.750%, 12/02/2026 | 136,000 | 119,085 | |||
2.450%, 12/02/2031 | 113,000 | 90,390 | |||
3.000%, 12/02/2041 | 138,000 | 97,736 | |||
Crowley Conro LLC 4.181%, 08/15/2043 | 475,865 | 444,905 | |||
CSX Corp. 4.100%, 11/15/2032 | 741,000 | 672,916 | |||
Delta Air Lines, Inc. 4.750%, 10/20/2028 (D) | 1,666,000 | 1,551,639 | |||
John Deere Capital Corp. | |||||
2.125%, 03/07/2025 | 425,000 | 399,915 | |||
2.350%, 03/08/2027 | 707,000 | 637,746 | |||
4.150%, 09/15/2027 | 1,487,000 | 1,443,023 | |||
Northrop Grumman Corp. 4.400%, 05/01/2030 | 1,009,000 | 952,772 | |||
Parker-Hannifin Corp. | |||||
4.250%, 09/15/2027 | 859,000 | 818,157 | |||
4.500%, 09/15/2029 | 573,000 | 540,174 | |||
Quanta Services, Inc. 0.950%, 10/01/2024 | 563,000 | 514,052 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Industrials (continued) | |||||
The Boeing Company | |||||
2.196%, 02/04/2026 | $ | 1,071,000 | $ | 950,446 | |
3.250%, 02/01/2035 | 347,000 | 245,070 | |||
3.750%, 02/01/2050 | 619,000 | 403,110 | |||
Union Pacific Corp. | |||||
2.375%, 05/20/2031 | 301,000 | 244,685 | |||
2.800%, 02/14/2032 | 408,000 | 339,847 | |||
3.375%, 02/14/2042 | 339,000 | 257,741 | |||
13,832,063 | |||||
Information technology – 2.2% | |||||
Advanced Micro Devices, Inc. 3.924%, 06/01/2032 | 911,000 | 825,622 | |||
Apple, Inc. | |||||
2.375%, 02/08/2041 | 230,000 | 159,193 | |||
2.400%, 08/20/2050 | 35,000 | 21,723 | |||
2.650%, 05/11/2050 to 02/08/2051 | 628,000 | 412,774 | |||
2.800%, 02/08/2061 | 201,000 | 125,131 | |||
3.250%, 08/08/2029 | 1,186,000 | 1,082,547 | |||
3.350%, 08/08/2032 | 742,000 | 660,840 | |||
3.950%, 08/08/2052 | 594,000 | 496,029 | |||
4.100%, 08/08/2062 | 445,000 | 364,802 | |||
Broadcom, Inc. | |||||
2.450%, 02/15/2031 (D) | 494,000 | 372,298 | |||
3.150%, 11/15/2025 | 370,000 | 347,298 | |||
3.419%, 04/15/2033 (D) | 1,344,000 | 1,025,763 | |||
3.469%, 04/15/2034 (D) | 631,000 | 473,410 | |||
4.150%, 11/15/2030 | 334,000 | 289,092 | |||
4.150%, 04/15/2032 (D) | 425,000 | 355,448 | |||
4.926%, 05/15/2037 (D) | 451,000 | 371,882 | |||
Dell International LLC | |||||
3.375%, 12/15/2041 (D) | 701,000 | 433,778 | |||
3.450%, 12/15/2051 (D) | 841,000 | 478,118 | |||
6.100%, 07/15/2027 | 287,000 | 289,298 | |||
Global Payments, Inc. 5.950%, 08/15/2052 | 208,000 | 183,256 | |||
Intel Corp. | |||||
2.800%, 08/12/2041 | 738,000 | 497,352 | |||
4.900%, 08/05/2052 | 830,000 | 732,961 | |||
5.050%, 08/05/2062 | 296,000 | 256,206 | |||
KLA Corp. | |||||
3.300%, 03/01/2050 | 675,000 | 474,129 | |||
4.950%, 07/15/2052 | 263,000 | 238,917 | |||
NXP BV | |||||
2.650%, 02/15/2032 | 583,000 | 437,364 | |||
3.250%, 05/11/2041 | 309,000 | 202,661 | |||
3.400%, 05/01/2030 | 392,000 | 326,688 | |||
4.400%, 06/01/2027 | 342,000 | 322,605 | |||
Oracle Corp. | |||||
3.950%, 03/25/2051 | 599,000 | 397,260 | |||
4.000%, 07/15/2046 | 548,000 | 370,350 | |||
4.375%, 05/15/2055 | 191,000 | 130,733 | |||
VMware, Inc. | |||||
0.600%, 08/15/2023 | 1,382,000 | 1,330,545 | |||
1.000%, 08/15/2024 | 981,000 | 907,889 | |||
1.400%, 08/15/2026 | 987,000 | 844,101 | |||
1.800%, 08/15/2028 | 171,000 | 135,565 | |||
4.700%, 05/15/2030 | 567,000 | 510,071 | |||
Xilinx, Inc. 2.375%, 06/01/2030 | 242,000 | 199,588 | |||
17,083,287 | |||||
Materials – 0.5% | |||||
Anglo American Capital PLC | |||||
3.875%, 03/16/2029 (D) | 841,000 | 722,684 | |||
4.750%, 03/16/2052 (D) | 470,000 | 360,020 |
40 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Materials (continued) | |||||
Freeport-McMoRan, Inc. 5.250%, 09/01/2029 | $ | 1,294,000 | $ | 1,202,566 | |
Glencore Finance Canada, Ltd. | |||||
6.000%, 11/15/2041 (D) | 36,000 | 31,894 | |||
6.900%, 11/15/2037 (D) | 326,000 | 326,011 | |||
Rohm and Haas Company 7.850%, 07/15/2029 | 364,000 | 404,583 | |||
The Dow Chemical Company | |||||
3.600%, 11/15/2050 | 287,000 | 196,037 | |||
7.375%, 11/01/2029 | 753,000 | 817,827 | |||
4,061,622 | |||||
Real estate – 1.6% | |||||
Agree LP | |||||
2.000%, 06/15/2028 | 591,000 | 476,286 | |||
2.600%, 06/15/2033 | 133,000 | 96,909 | |||
4.800%, 10/01/2032 | 296,000 | 263,882 | |||
American Homes 4 Rent LP | |||||
3.625%, 04/15/2032 | 544,000 | 448,672 | |||
4.300%, 04/15/2052 | 244,000 | 178,822 | |||
American Tower Corp. | |||||
2.700%, 04/15/2031 | 225,000 | 176,560 | |||
3.125%, 01/15/2027 | 296,000 | 265,877 | |||
3.650%, 03/15/2027 | 418,000 | 382,338 | |||
Brixmor Operating Partnership LP | |||||
2.250%, 04/01/2028 | 191,000 | 154,175 | |||
2.500%, 08/16/2031 | 329,000 | 239,785 | |||
Crown Castle, Inc. | |||||
1.050%, 07/15/2026 | 847,000 | 715,460 | |||
2.900%, 03/15/2027 to 04/01/2041 | 1,067,000 | 913,251 | |||
3.300%, 07/01/2030 | 488,000 | 408,618 | |||
4.000%, 03/01/2027 | 141,000 | 131,245 | |||
Essex Portfolio LP | |||||
1.700%, 03/01/2028 | 711,000 | 576,462 | |||
2.550%, 06/15/2031 | 280,000 | 219,411 | |||
Extra Space Storage LP | |||||
2.350%, 03/15/2032 | 243,000 | 179,087 | |||
3.900%, 04/01/2029 | 272,000 | 242,174 | |||
Federal Realty Investment Trust 3.950%, 01/15/2024 | 376,000 | 371,307 | |||
GLP Capital LP 5.300%, 01/15/2029 | 274,000 | 249,739 | |||
Invitation Homes Operating Partnership LP | |||||
2.000%, 08/15/2031 | 94,000 | 67,434 | |||
4.150%, 04/15/2032 | 543,000 | 458,870 | |||
Kimco Realty Corp. 4.600%, 02/01/2033 | 445,000 | 401,795 | |||
Mid-America Apartments LP | |||||
3.950%, 03/15/2029 | 273,000 | 248,240 | |||
4.000%, 11/15/2025 | 334,000 | 322,788 | |||
4.300%, 10/15/2023 | 279,000 | 276,962 | |||
Prologis LP 4.625%, 01/15/2033 | 331,000 | 314,628 | |||
Realty Income Corp. | |||||
2.200%, 06/15/2028 | 291,000 | 245,133 | |||
2.850%, 12/15/2032 | 393,000 | 314,575 | |||
3.400%, 01/15/2028 | 289,000 | 262,612 | |||
Regency Centers LP 2.950%, 09/15/2029 | 589,000 | 488,501 | |||
Rexford Industrial Realty LP 2.150%, 09/01/2031 | 301,000 | 225,724 | |||
STORE Capital Corp. | |||||
2.700%, 12/01/2031 | 189,000 | 163,678 | |||
2.750%, 11/18/2030 | 481,000 | 424,029 | |||
4.500%, 03/15/2028 | 728,000 | 693,097 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Real estate (continued) | |||||
STORE Capital Corp. (continued) | |||||
4.625%, 03/15/2029 | $ | 347,000 | $ | 331,740 | |
Sun Communities Operating LP | |||||
2.300%, 11/01/2028 | 272,000 | 218,307 | |||
4.200%, 04/15/2032 | 544,000 | 455,551 | |||
12,603,724 | |||||
Utilities – 2.0% | |||||
American Transmission Systems, Inc. 2.650%, 01/15/2032 (D) | 196,000 | 153,866 | |||
Baltimore Gas and Electric Company 2.250%, 06/15/2031 | 421,000 | 336,066 | |||
CenterPoint Energy Houston Electric LLC 3.600%, 03/01/2052 | 311,000 | 232,554 | |||
Consumers Energy Company | |||||
2.500%, 05/01/2060 | 241,000 | 132,918 | |||
2.650%, 08/15/2052 | 189,000 | 117,053 | |||
DTE Electric Company | |||||
2.950%, 03/01/2050 | 492,000 | 329,694 | |||
3.650%, 03/01/2052 | 225,000 | 169,886 | |||
DTE Energy Company 1.050%, 06/01/2025 | 252,000 | 225,554 | |||
Duke Energy Carolinas LLC | |||||
2.550%, 04/15/2031 | 287,000 | 235,627 | |||
2.850%, 03/15/2032 | 523,000 | 433,079 | |||
3.550%, 03/15/2052 | 381,000 | 277,445 | |||
Duke Energy Corp. | |||||
2.550%, 06/15/2031 | 337,000 | 264,403 | |||
3.500%, 06/15/2051 | 86,000 | 57,815 | |||
3.750%, 09/01/2046 | 86,000 | 60,901 | |||
4.300%, 03/15/2028 | 739,000 | 695,634 | |||
4.500%, 08/15/2032 | 801,000 | 724,361 | |||
5.000%, 08/15/2052 | 148,000 | 126,133 | |||
Duke Energy Florida LLC 2.400%, 12/15/2031 | 420,000 | 333,825 | |||
Duke Energy Progress LLC 2.500%, 08/15/2050 | 425,000 | 251,517 | |||
Entergy Arkansas LLC 2.650%, 06/15/2051 | 379,000 | 228,804 | |||
Eversource Energy | |||||
1.400%, 08/15/2026 | 239,000 | 207,107 | |||
2.550%, 03/15/2031 | 307,000 | 245,793 | |||
3.375%, 03/01/2032 | 261,000 | 219,569 | |||
4.600%, 07/01/2027 | 731,000 | 705,517 | |||
Israel Electric Corp., Ltd. 3.750%, 02/22/2032 (D) | 278,000 | 239,065 | |||
Jersey Central Power & Light Company 2.750%, 03/01/2032 (D) | 463,000 | 367,353 | |||
Metropolitan Edison Company 4.300%, 01/15/2029 (D) | 495,000 | 462,021 | |||
MidAmerican Energy Company 2.700%, 08/01/2052 | 365,000 | 229,243 | |||
Mississippi Power Company | |||||
3.100%, 07/30/2051 | 505,000 | 322,042 | |||
3.950%, 03/30/2028 | 505,000 | 465,445 | |||
4.250%, 03/15/2042 | 194,000 | 155,061 | |||
NextEra Energy Capital Holdings, Inc. 4.625%, 07/15/2027 | 439,000 | 424,290 | |||
Northern States Power Company 3.200%, 04/01/2052 | 285,000 | 198,034 | |||
NSTAR Electric Company | |||||
3.100%, 06/01/2051 | 260,000 | 173,882 | |||
4.550%, 06/01/2052 | 342,000 | 296,868 | |||
4.950%, 09/15/2052 | 149,000 | 139,169 |
41 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Utilities (continued) | |||||
Pacific Gas & Electric Company | |||||
2.100%, 08/01/2027 | $ | 225,000 | $ | 181,883 | |
3.950%, 12/01/2047 | 619,000 | 393,149 | |||
4.200%, 06/01/2041 | 245,000 | 168,032 | |||
4.500%, 07/01/2040 | 145,000 | 105,490 | |||
4.750%, 02/15/2044 | 142,000 | 101,711 | |||
4.950%, 07/01/2050 | 569,000 | 416,466 | |||
PECO Energy Company 2.850%, 09/15/2051 | 508,000 | 326,998 | |||
Pennsylvania Electric Company 3.250%, 03/15/2028 (D) | 410,000 | 365,009 | |||
Public Service Company of Oklahoma | |||||
2.200%, 08/15/2031 | 282,000 | 219,506 | |||
3.150%, 08/15/2051 | 285,000 | 183,295 | |||
Public Service Electric & Gas Company | |||||
1.900%, 08/15/2031 | 565,000 | 441,705 | |||
2.050%, 08/01/2050 | 116,000 | 62,916 | |||
2.700%, 05/01/2050 | 230,000 | 144,770 | |||
Public Service Enterprise Group, Inc. | |||||
1.600%, 08/15/2030 | 324,000 | 242,982 | |||
2.450%, 11/15/2031 | 365,000 | 284,106 | |||
Southern California Edison Company 4.125%, 03/01/2048 | 317,000 | 235,562 | |||
The AES Corp. 1.375%, 01/15/2026 | 319,000 | 274,791 | |||
Trans-Allegheny Interstate Line Company 3.850%, 06/01/2025 (D) | 199,000 | 191,059 | |||
Virginia Electric and Power Company | |||||
2.950%, 11/15/2051 | 421,000 | 272,512 | |||
4.625%, 05/15/2052 | 317,000 | 274,073 | |||
Wisconsin Electric Power Company 4.750%, 09/30/2032 | 424,000 | 408,616 | |||
15,532,225 | |||||
TOTAL CORPORATE BONDS (Cost $240,356,882) | $ | 207,392,254 | |||
MUNICIPAL BONDS – 0.4% | |||||
Board of Regents of the University of Texas 2.439%, 08/15/2049 | 285,000 | 175,925 | |||
County of Clark Department of Aviation (Nevada) 6.820%, 07/01/2045 | 750,000 | 894,271 | |||
North Texas Tollway Authority 6.718%, 01/01/2049 | 697,000 | 826,672 | |||
Port Authority of New York & New Jersey 4.458%, 10/01/2062 | 571,000 | 498,881 | |||
The Ohio State University 4.800%, 06/01/2111 | 464,000 | 400,605 | |||
TOTAL MUNICIPAL BONDS (Cost $3,491,211) | $ | 2,796,354 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS – 9.3% | |||||
Commercial and residential – 4.2% | |||||
3650R Commercial Mortgage Trust Series 2021-PF1, Class A5 2.522%, 11/15/2054 | 465,000 | 374,902 | |||
Angel Oak Mortgage Trust LLC | |||||
Series 2019-2, Class A1, 3.628%, 03/25/2049 (D)(E) | 1,408 | 1,403 | |||
Series 2020-2, Class A1A, 2.531%, 01/26/2065 (D)(E) | 135,963 | 125,711 | |||
Series 2020-5, Class A1, 1.373%, 05/25/2065 (D)(E) | 101,582 | 90,639 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Angel Oak Mortgage Trust LLC (continued) | |||||
Series 2021-6, Class A1, 1.458%, 09/25/2066 (D)(E) | $ | 519,196 | $ | 414,164 | |
Barclays Commercial Mortgage Trust Series 2019-C3, Class A3 3.319%, 05/15/2052 | 108,000 | 96,653 | |||
BBCMS Mortgage Trust Series 2018-C2, Class ASB 4.236%, 12/15/2051 | 214,000 | 206,135 | |||
Benchmark Mortgage Trust | |||||
Series 2021-B31, Class A5, 2.669%, 12/15/2054 | 141,000 | 114,677 | |||
Series 2022-B35, Class A5, 4.594%, 05/15/2055 (E) | 554,000 | 523,737 | |||
Series 2022-B36, Class A5, 4.470%, 07/15/2055 (E) | 277,000 | 260,985 | |||
Bunker Hill Loan Depositary Trust Series 2019-2, Class A1 2.879%, 07/25/2049 (D) | 371,559 | 344,834 | |||
BX Commercial Mortgage Trust | |||||
Series 2021-VOLT, Class A (1 month LIBOR + 0.700%), 3.518%, 09/15/2036 (B)(D) | 2,021,000 | 1,929,250 | |||
Series 2021-XL2, Class A (1 month LIBOR + 0.689%), 3.507%, 10/15/2038 (B)(D) | 932,529 | 894,096 | |||
CFCRE Commercial Mortgage Trust Series 2017-C8, Class ASB 3.367%, 06/15/2050 | 280,121 | 268,051 | |||
Citigroup Commercial Mortgage Trust Series 2022-GC48, Class A5 4.743%, 05/15/2054 (E) | 561,000 | 537,157 | |||
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1, 0.924%, 08/25/2066 (D)(E) | 676,652 | 559,440 | |||
Series 2021-4, Class A1, 1.397%, 10/25/2066 (D)(E) | 736,128 | 602,740 | |||
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR3, Class A3, 2.822%, 10/15/2045 | 57,598 | 57,479 | |||
Series 2013-CR10, Class A4, 4.210%, 08/10/2046 (E) | 15,000 | 14,895 | |||
Series 2013-CR11, Class A4, 4.258%, 08/10/2050 | 1,838,000 | 1,826,403 | |||
Series 2013-CR6, Class A4, 3.101%, 03/10/2046 | 1,394,000 | 1,388,255 | |||
Series 2014-UBS4, Class A4, 3.420%, 08/10/2047 | 730,000 | 707,264 | |||
Series 2015-LC19, Class A3, 2.922%, 02/10/2048 | 818,598 | 780,207 | |||
Series 2015-LC23, Class A3, 3.521%, 10/10/2048 | 379,000 | 360,943 | |||
CSAIL Commercial Mortgage Trust | |||||
Series 2019-C16, Class A2, 3.067%, 06/15/2052 | 342,000 | 299,206 | |||
Series 2021-C20, Class A3, 2.805%, 03/15/2054 | 234,000 | 195,193 | |||
EQUS Mortgage Trust Series 2021-EQAZ, Class A (1 month LIBOR + 0.755%) 3.573%, 10/15/2038 (B)(D) | 787,000 | 747,732 |
42 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
GS Mortgage Securities Trust | |||||
Series 2013-GC14, Class A5, 4.243%, 08/10/2046 | $ | 412,000 | $ | 409,125 | |
Series 2014-GC18, Class A4, 4.074%, 01/10/2047 | 971,000 | 955,763 | |||
Series 2020-GC47, Class A5, 2.377%, 05/12/2053 | 319,000 | 260,857 | |||
Series 2020-GSA2, Class A4, 1.721%, 12/12/2053 | 995,000 | 772,945 | |||
Impact Funding Affordable Multifamily Housing Mortgage Loan Trust Series 2010-1, Class A1 5.314%, 01/25/2051 (D) | 749,168 | 718,659 | |||
JPMBB Commercial Mortgage Securities Trust | |||||
Series 2013-C12, Class A5, 3.663%, 07/15/2045 | 629,000 | 622,700 | |||
Series 2013-C17, Class A4, 4.199%, 01/15/2047 | 202,000 | 199,503 | |||
Series 2014-C23, Class A4, 3.670%, 09/15/2047 | 338,301 | 327,442 | |||
Series 2015-C28, Class A3, 2.912%, 10/15/2048 | 1,351,830 | 1,280,235 | |||
Series 2015-C30, Class A5, 3.822%, 07/15/2048 | 535,000 | 514,565 | |||
JPMorgan Chase Commercial Mortgage Securities Trust | |||||
Series 2013-C16, Class A4, 4.166%, 12/15/2046 | 902,000 | 890,109 | |||
Series 2016-JP4, Class A3, 3.393%, 12/15/2049 | 198,000 | 183,954 | |||
Med Trust Series 2021-MDLN, Class A (1 month LIBOR + 0.950%) 3.768%, 11/15/2038 (B)(D) | 1,273,000 | 1,221,974 | |||
MFA Trust Series 2021-NQM2, Class A1 1.029%, 11/25/2064 (D)(E) | 311,903 | 253,036 | |||
Morgan Stanley Capital I Trust | |||||
Series 2019-L2, Class A3, 3.806%, 03/15/2052 | 454,000 | 417,105 | |||
Series 2020-HR8, Class A3, 1.790%, 07/15/2053 | 557,000 | 437,317 | |||
New Residential Mortgage Loan Trust Series 2019-NQM4, Class A1 2.492%, 09/25/2059 (D)(E) | 157,402 | 144,252 | |||
NewRez Warehouse Securitization Trust Series 2021-1, Class A (1 month LIBOR + 0.750%) 3.834%, 05/25/2055 (B)(D) | 1,888,000 | 1,845,922 | |||
Starwood Mortgage Residential Trust | |||||
Series 2020-1, Class A1, 2.275%, 02/25/2050 (D)(E) | 57,612 | 57,253 | |||
Series 2020-3, Class A1, 1.486%, 04/25/2065 (D)(E) | 246,821 | 237,240 | |||
Series 2020-INV1, Class A1, 1.027%, 11/25/2055 (D)(E) | 219,725 | 202,317 | |||
Series 2021-1, Class A1, 1.219%, 05/25/2065 (D)(E) | 283,953 | 263,690 | |||
Series 2021-4, Class A1, 1.162%, 08/25/2056 (D)(E) | 696,888 | 591,051 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Verus Securitization Trust | |||||
Series 2019-4, Class A1 (2.642% to 10-25-23, then 3.642% thereafter), 2.642%, 11/25/2059 (D) | $ | 280,032 | $ | 272,386 | |
Series 2019-INV2, Class A1, 2.913%, 07/25/2059 (D)(E) | 159,022 | 156,426 | |||
Series 2019-INV3, Class A1, 2.692%, 11/25/2059 (D)(E) | 124,999 | 120,149 | |||
Series 2020-1, Class A1 (2.417% to 1-25-24, then 3.417% thereafter), 2.417%, 01/25/2060 (D) | 284,059 | 274,164 | |||
Series 2020-2, Class A1, 2.226%, 05/25/2060 (D)(E) | 134,146 | 130,956 | |||
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter), 1.218%, 05/25/2065 (D) | 111,587 | 103,060 | |||
Series 2021-1, Class A1, 0.815%, 01/25/2066 (D)(E) | 362,594 | 312,348 | |||
Series 2021-2, Class A1, 1.031%, 02/25/2066 (D)(E) | 680,989 | 565,288 | |||
Series 2021-3, Class A1, 1.046%, 06/25/2066 (D)(E) | 512,665 | 419,965 | |||
Series 2021-4, Class A1, 0.938%, 07/25/2066 (D)(E) | 628,242 | 504,180 | |||
Series 2021-5, Class A1, 1.013%, 09/25/2066 (D)(E) | 1,955,372 | 1,630,218 | |||
Series 2021-7, Class A1, 1.829%, 10/25/2066 (D)(E) | 925,318 | 783,175 | |||
Series 2021-8, Class A1, 1.824%, 11/25/2066 (D)(E) | 659,495 | 563,563 | |||
Series 2021-R1, Class A1, 0.820%, 10/25/2063 (D)(E) | 323,221 | 294,909 | |||
Series 2021-R3, Class A1, 1.020%, 04/25/2064 (D)(E) | 330,392 | 303,698 | |||
Visio Trust Series 2020-1R, Class A1 1.312%, 11/25/2055 (D) | 248,138 | 233,325 | |||
33,196,975 | |||||
U.S. Government Agency – 5.1% | |||||
Federal Home Loan Mortgage Corp. | |||||
Series 264, Class 30, 3.000%, 07/15/2042 | 1,063,078 | 963,211 | |||
Series 4205, Class PA, 1.750%, 05/15/2043 | 333,364 | 283,762 | |||
Series 4426, Class QC, 1.750%, 07/15/2037 | 518,315 | 476,967 | |||
Series 4742, Class PA, 3.000%, 10/15/2047 | 927,935 | 852,295 | |||
Series 4880, Class DA, 3.000%, 05/15/2050 | 693,328 | 637,909 | |||
Series 5091, Class AB, 1.500%, 03/25/2051 | 1,128,936 | 943,338 | |||
Series 5119, Class AB, 1.500%, 08/25/2049 | 449,865 | 366,908 | |||
Series 5178, Class TP, 2.500%, 04/25/2049 | 830,864 | 717,166 | |||
Series 5182, Class M, 2.500%, 05/25/2049 | 525,028 | 465,464 | |||
Series 5201, Class CA, 2.500%, 07/25/2048 | 786,180 | 705,286 | |||
Series 5202, Class LA, 2.500%, 05/25/2049 | 750,470 | 651,803 |
43 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal Home Loan Mortgage Corp. (continued) | |||||
Series 5203, Class G, 2.500%, 11/25/2048 | $ | 334,890 | $ | 293,963 | |
Series 5217, Class CD, 2.500%, 07/25/2049 | 687,415 | 633,046 | |||
Series K144, Class A2, 2.450%, 04/25/2032 | 741,000 | 619,014 | |||
Series K145, Class A2, 2.580%, 06/25/2055 | 741,000 | 625,741 | |||
Series K146, Class A2, 2.920%, 06/25/2032 | 1,413,000 | 1,235,572 | |||
Series K147, Class A2, 3.000%, 06/25/2032 (E) | 1,413,000 | 1,243,990 | |||
Series KG07, Class A2, 3.123%, 08/25/2032 (E) | 738,000 | 656,935 | |||
Federal National Mortgage Association | |||||
Series 2012-151, Class NX, 1.500%, 01/25/2043 | 369,708 | 320,741 | |||
Series 2013-11, Class AP, 1.500%, 01/25/2043 | 1,318,320 | 1,170,141 | |||
Series 2013-43, Class BP, 1.750%, 05/25/2043 | 424,177 | 370,964 | |||
Series 2015-84, Class PA, 1.700%, 08/25/2033 | 1,525,891 | 1,394,515 | |||
Series 2016-48, Class MA, 2.000%, 06/25/2038 | 1,554,064 | 1,407,764 | |||
Series 2016-57, Class PC, 1.750%, 06/25/2046 | 2,950,738 | 2,468,195 | |||
Series 2017-13, Class PA, 3.000%, 08/25/2046 | 581,645 | 532,156 | |||
Series 2017-M7, Class A2, 2.961%, 02/25/2027 (E) | 293,708 | 275,596 | |||
Series 2018-14, Class KC, 3.000%, 03/25/2048 | 986,522 | 914,369 | |||
Series 2018-8, Class KL, 2.500%, 03/25/2047 | 522,906 | 460,773 | |||
Series 2019-15, Class AB, 3.500%, 05/25/2053 | 1,133,458 | 1,073,918 | |||
Series 2019-25, Class PA, 3.000%, 05/25/2048 | 965,901 | 889,603 | |||
Series 2020-45, Class JL, 3.000%, 07/25/2040 | 950,364 | 865,194 | |||
Series 2020-48, Class AB, 2.000%, 07/25/2050 | 463,083 | 402,857 | |||
Series 2020-48, Class DA, 2.000%, 07/25/2050 | 1,400,833 | 1,197,257 | |||
Series 2021-27, Class EC, 1.500%, 05/25/2051 | 1,919,587 | 1,590,215 | |||
Series 2021-78, Class ND, 1.500%, 11/25/2051 | 1,084,654 | 899,449 | |||
Series 2021-78, Class PA, 2.500%, 11/25/2051 | 600,840 | 525,512 | |||
Series 2022-11, Class A, 2.500%, 07/25/2047 | 1,683,457 | 1,532,615 | |||
Series 2022-28, Class CA, 2.000%, 01/25/2048 | 627,172 | 563,267 | |||
Series 2022-M13, Class A2, 2.593%, 06/25/2032 | 587,000 | 506,175 | |||
Series 414, Class A35, 3.500%, 10/25/2042 | 1,150,469 | 1,085,102 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Government National Mortgage Association | |||||
Series 2012-141, Class WA, 4.525%, 11/16/2041 (E) | $ | 185,022 | $ | 181,984 | |
Series 2017-167, Class BQ, 2.500%, 08/20/2044 | 509,706 | 474,903 | |||
Series 2018-11, Class PC, 2.750%, 12/20/2047 | 501,728 | 462,929 | |||
Series 2019-132, Class NA, 3.500%, 09/20/2049 | 296,276 | 284,204 | |||
Series 2019-31, Class JC, 3.500%, 03/20/2049 | 296,956 | 281,782 | |||
Series 2021-23, Class MG, 1.500%, 02/20/2051 | 1,331,344 | 1,139,133 | |||
Series 2022-107, Class C, 2.500%, 06/20/2051 | 2,231,121 | 1,880,022 | |||
Series 2022-31, Class GH, 2.500%, 12/20/2049 | 1,502,970 | 1,360,611 | |||
Series 2022-50, Class DC, 2.500%, 08/20/2051 | 652,886 | 557,687 | |||
Series 2022-84, Class A, 2.500%, 01/20/2052 | 657,308 | 553,934 | |||
39,995,937 | |||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $81,014,231) | $ | 73,192,912 | |||
ASSET BACKED SECURITIES – 11.8% | |||||
Ally Auto Receivables Trust Series 2022-1, Class A3 3.310%, 11/15/2026 | 783,000 | 765,592 | |||
American Express Credit Account Master Trust | |||||
Series 2022-2, Class A 3.390%, 05/15/2027 | 2,482,000 | 2,401,270 | |||
Series 2022-3, Class A 3.750%, 08/15/2027 | 1,638,000 | 1,595,621 | |||
AmeriCredit Automobile Receivables Trust | |||||
Series 2022-1, Class A3 2.450%, 11/18/2026 | 259,000 | 251,095 | |||
Series 2022-2, Class A3 4.380%, 04/18/2028 | 655,000 | 648,521 | |||
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A 2.360%, 03/20/2026 (D) | 678,000 | 634,751 | |||
Series 2020-1A, Class A 2.330%, 08/20/2026 (D) | 494,000 | 454,444 | |||
Series 2021-2A, Class A 1.660%, 02/20/2028 (D) | 1,415,000 | 1,209,437 | |||
Series 2022-3A, Class A 4.620%, 02/20/2027 (D) | 1,167,000 | 1,129,341 | |||
Series 2022-4A, Class A 4.770%, 02/20/2029 (D) | 579,000 | 556,528 | |||
BA Credit Card Trust Series 2022-A1, Class A1 3.530%, 11/15/2027 | 1,244,000 | 1,206,708 | |||
Capital One Multi-Asset Execution Trust | |||||
Series 2021-A2, Class A2 1.390%, 07/15/2030 | 1,000,000 | 830,344 | |||
Series 2022-A2, Class A 3.490%, 05/15/2027 | 883,000 | 856,112 |
44 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Chase Auto Owner Trust Series 2022-AA, Class A4 3.990%, 03/27/2028 (D) | $ | 416,000 | $ | 402,049 | |
Chase Issuance Trust Series 2022-A1, Class A 3.970%, 09/15/2027 | 1,160,000 | 1,138,961 | |||
College Ave Student Loans LLC | |||||
Series 2017-A, Class A1 (1 month LIBOR + 1.650%) 4.734%, 11/26/2046 (B)(D) | 361,081 | 355,699 | |||
Series 2018-A, Class A2 4.130%, 12/26/2047 (D) | 253,137 | 235,086 | |||
Series 2019-A, Class A2 3.280%, 12/28/2048 (D) | 444,482 | 405,322 | |||
Series 2021-A, Class A2 1.600%, 07/25/2051 (D) | 573,491 | 476,310 | |||
Discover Card Execution Note Trust Series 2022-A3, Class A3 3.560%, 07/15/2027 | 3,358,000 | 3,262,872 | |||
Ford Credit Auto Lease Trust | |||||
Series 2022-A, Class A3 3.230%, 05/15/2025 | 1,557,000 | 1,531,359 | |||
Series 2022-A, Class A4 3.370%, 07/15/2025 | 599,000 | 585,360 | |||
Ford Credit Auto Owner Trust | |||||
Series 2020-2, Class A 1.060%, 04/15/2033 (D) | 451,000 | 399,418 | |||
Series 2022-1, Class A 3.880%, 11/15/2034 (D) | 2,096,000 | 2,000,541 | |||
Series 2022-A, Class A3 1.290%, 06/15/2026 | 411,000 | 391,922 | |||
Series 2022-C, Class A4 4.590%, 12/15/2027 | 1,064,000 | 1,053,659 | |||
GM Financial Automobile Leasing Trust | |||||
Series 2022-2, Class A3 3.420%, 06/20/2025 | 629,000 | 616,816 | |||
Series 2022-2, Class A4 3.540%, 05/20/2026 | 689,000 | 670,411 | |||
Series 2022-3, Class A4 4.110%, 08/20/2026 | 874,000 | 857,648 | |||
GM Financial Consumer Automobile Receivables Trust | |||||
Series 2022-2, Class A3 3.100%, 02/16/2027 | 1,782,000 | 1,726,777 | |||
Series 2022-2, Class A4 3.250%, 04/17/2028 | 951,000 | 908,581 | |||
Series 2022-3, Class A4 3.710%, 12/16/2027 | 535,000 | 516,569 | |||
Hertz Vehicle Financing LLC | |||||
Series 2021-2A, Class A 1.680%, 12/27/2027 (D) | 740,000 | 632,841 | |||
Series 2022-1A, Class A 1.990%, 06/25/2026 (D) | 1,683,000 | 1,534,665 | |||
Series 2022-2A, Class A 2.330%, 06/26/2028 (D) | 1,490,000 | 1,302,592 | |||
Series 2022-4A, Class A 3.730%, 09/25/2026 (D) | 895,000 | 857,684 | |||
Series 2022-5A, Class A 3.890%, 09/25/2028 (D) | 1,485,000 | 1,375,479 | |||
Honda Auto Receivables Owner Trust Series 2022-2, Class A4 3.760%, 12/18/2028 | 398,000 | 387,050 | |||
Hyundai Auto Lease Securitization Trust Series 2022-C, Class A4 4.480%, 08/17/2026 (D) | 873,000 | 862,120 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Hyundai Auto Receivables Trust | |||||
Series 2021-C, Class A4 1.030%, 12/15/2027 | $ | 549,000 | $ | 498,365 | |
Series 2022-A, Class A3 2.220%, 10/15/2026 | 1,004,000 | 962,824 | |||
Series 2022-A, Class A4 2.350%, 04/17/2028 | 341,000 | 318,165 | |||
Navient Private Education Loan Trust | |||||
Series 2014-AA, Class A3 (1 month LIBOR + 1.600%) 4.418%, 10/15/2031 (B)(D) | 470,000 | 468,461 | |||
Series 2016-AA, Class A2B (1 month LIBOR + 2.150%) 4.968%, 12/15/2045 (B)(D) | 281,031 | 283,831 | |||
Series 2020-IA, Class A1A 1.330%, 04/15/2069 (D) | 1,406,158 | 1,221,124 | |||
Navient Private Education Refi Loan Trust | |||||
Series 2018-A, Class A2 3.190%, 02/18/2042 (D) | 8,502 | 8,484 | |||
Series 2018-CA, Class A2 3.520%, 06/16/2042 (D) | 42,944 | 42,478 | |||
Series 2018-DA, Class A2A 4.000%, 12/15/2059 (D) | 658,594 | 633,551 | |||
Series 2019-CA, Class A2 3.130%, 02/15/2068 (D) | 551,736 | 528,875 | |||
Series 2019-D, Class A2A 3.010%, 12/15/2059 (D) | 1,259,486 | 1,163,065 | |||
Series 2019-FA, Class A2 2.600%, 08/15/2068 (D) | 696,237 | 645,132 | |||
Series 2020-BA, Class A2 2.120%, 01/15/2069 (D) | 452,637 | 413,809 | |||
Series 2020-EA, Class A 1.690%, 05/15/2069 (D) | 120,979 | 108,663 | |||
Series 2020-GA, Class A 1.170%, 09/16/2069 (D) | 482,652 | 431,394 | |||
Series 2020-HA, Class A 1.310%, 01/15/2069 (D) | 365,679 | 332,171 | |||
Series 2021-A, Class A 0.840%, 05/15/2069 (D) | 192,872 | 169,661 | |||
Series 2021-BA, Class A 0.940%, 07/15/2069 (D) | 273,274 | 234,964 | |||
Series 2021-CA, Class A 1.060%, 10/15/2069 (D) | 1,116,374 | 957,691 | |||
Series 2021-EA, Class A 0.970%, 12/16/2069 (D) | 1,886,189 | 1,580,815 | |||
Series 2021-FA, Class A 1.110%, 02/18/2070 (D) | 935,509 | 790,334 | |||
Series 2021-GA, Class A 1.580%, 04/15/2070 (D) | 665,227 | 572,545 | |||
Series 2022-A, Class A 2.230%, 07/15/2070 (D) | 2,235,959 | 1,979,050 | |||
Navient Student Loan Trust | |||||
Series 2019-BA, Class A2A 3.390%, 12/15/2059 (D) | 1,023,188 | 969,065 | |||
Series 2021-3A, Class A1A 1.770%, 08/25/2070 (D) | 1,090,996 | 949,819 | |||
Nelnet Student Loan Trust | |||||
Series 2004-3, Class A5 (3 month LIBOR + 0.180%) 2.963%, 10/27/2036 (B) | 837,331 | 816,333 | |||
Series 2004-4, Class A5 (3 month LIBOR + 0.160%) 2.943%, 01/25/2037 (B) | 809,976 | 793,538 | |||
Series 2005-1, Class A5 (3 month LIBOR + 0.110%) 2.893%, 10/25/2033 (B) | 2,525,430 | 2,468,152 |
45 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Nelnet Student Loan Trust (continued) | |||||
Series 2005-2, Class A5 (3 month LIBOR + 0.100%) 3.702%, 03/23/2037 (B) | $ | 2,385,187 | $ | 2,331,080 | |
Series 2005-3, Class A5 (3 month LIBOR + 0.120%) 3.722%, 12/24/2035 (B) | 1,647,552 | 1,610,047 | |||
Series 2005-4, Class A4 (3 month LIBOR + 0.180%) 3.782%, 03/22/2032 (B) | 422,836 | 410,879 | |||
Nissan Auto Lease Trust Series 2022-A, Class A3 3.810%, 05/15/2025 | 1,175,000 | 1,161,964 | |||
Nissan Auto Receivables Owner Trust Series 2022-B, Class A4 4.450%, 11/15/2029 | 794,000 | 782,876 | |||
PenFed Auto Receivables Owner Trust | |||||
Series 2022-A, Class A3 3.960%, 04/15/2026 (D) | 615,000 | 605,955 | |||
Series 2022-A, Class A4 4.180%, 12/15/2028 (D) | 302,000 | 295,234 | |||
Santander Drive Auto Receivables Trust | |||||
Series 2022-2, Class A3 2.980%, 10/15/2026 | 1,878,000 | 1,840,902 | |||
Series 2022-3, Class A3 3.400%, 12/15/2026 | 722,000 | 708,918 | |||
Series 2022-4, Class A3 4.140%, 02/16/2027 | 889,000 | 878,277 | |||
Series 2022-5, Class A3 4.110%, 08/17/2026 | 733,000 | 724,813 | |||
Series 2022-6, Class A3 4.490%, 11/16/2026 | 1,551,000 | 1,537,303 | |||
SMB Private Education Loan Trust | |||||
Series 2016-B, Class A2A 2.430%, 02/17/2032 (D) | 89,544 | 86,345 | |||
Series 2016-B, Class A2B (1 month LIBOR + 1.450%) 4.268%, 02/17/2032 (B)(D) | 35,178 | 35,101 | |||
Series 2016-C, Class A2B (1 month LIBOR + 1.100%) 3.918%, 09/15/2034 (B)(D) | 240,877 | 240,326 | |||
Series 2018-C, Class A2A 3.630%, 11/15/2035 (D) | 146,827 | 141,199 | |||
Series 2019-A, Class A2A 3.440%, 07/15/2036 (D) | 320,987 | 305,888 | |||
Series 2020-B, Class A1A 1.290%, 07/15/2053 (D) | 541,534 | 485,023 | |||
Series 2020-PTA, Class A2A 1.600%, 09/15/2054 (D) | 856,772 | 765,013 | |||
Series 2020-PTB, Class A2A 1.600%, 09/15/2054 (D) | 2,622,586 | 2,316,034 | |||
Series 2021-A, Class APT1 1.070%, 01/15/2053 (D) | 2,114,504 | 1,802,032 | |||
Series 2021-B, Class A 1.310%, 07/17/2051 (D) | 543,525 | 483,650 | |||
Series 2021-C, Class A2 (1 month LIBOR + 0.800%) 3.618%, 01/15/2053 (B)(D) | 1,275,000 | 1,227,488 | |||
Series 2021-D, Class A1A 1.340%, 03/17/2053 (D) | 1,784,006 | 1,567,782 | |||
Series 2021-E, Class A1A 1.680%, 02/15/2051 (D) | 1,222,963 | 1,094,225 | |||
Series 2022-C, Class A1A 4.480%, 05/16/2050 (D) | 592,000 | 567,362 | |||
SoFi Professional Loan Program LLC | |||||
Series 2017-D, Class A2FX 2.650%, 09/25/2040 (D) | 28,648 | 27,771 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
SoFi Professional Loan Program LLC (continued) | |||||
Series 2017-E, Class A2B 2.720%, 11/26/2040 (D) | $ | 217,204 | $ | 214,956 | |
Series 2020-C, Class AFX 1.950%, 02/15/2046 (D) | 99,037 | 89,876 | |||
Series 2021-A, Class AFX 1.030%, 08/17/2043 (D) | 337,411 | 286,734 | |||
Series 2021-B, Class AFX 1.140%, 02/15/2047 (D) | 768,074 | 639,503 | |||
Synchrony Card Funding LLC | |||||
Series 2022-A1, Class A 3.370%, 04/15/2028 | 1,072,000 | 1,036,710 | |||
Series 2022-A2, Class A 3.860%, 07/15/2028 | 1,056,000 | 1,027,963 | |||
Toyota Auto Loan Extended Note Trust Series 2022-1A, Class A 3.820%, 04/25/2035 (D) | 3,331,000 | 3,192,912 | |||
Toyota Auto Receivables Owner Trust | |||||
Series 2021-D, Class A3 0.710%, 04/15/2026 | 291,000 | 275,568 | |||
Series 2022-B, Class A4 3.110%, 08/16/2027 | 709,000 | 672,493 | |||
Series 2022-C, Class A4 3.770%, 02/15/2028 | 667,000 | 648,252 | |||
Triton Container Finance VIII LLC Series 2020-1A, Class A 2.110%, 09/20/2045 (D) | 437,410 | 376,462 | |||
Verizon Master Trust | |||||
Series 2022-2, Class A 1.530%, 07/20/2028 | 577,000 | 534,806 | |||
Series 2022-4, Class A (3.400% to 6-20-25, then 4.150% thereafter) 3.400%, 11/20/2028 | 1,226,000 | 1,178,934 | |||
Series 2022-6, Class A (3.670% to 7-20-25, then 4.420% thereafter) 3.670%, 01/22/2029 | 1,083,000 | 1,050,361 | |||
World Omni Automobile Lease Securitization Trust | |||||
Series 2022-A, Class A3 3.210%, 02/18/2025 | 669,000 | 656,146 | |||
Series 2022-A, Class A4 3.340%, 06/15/2027 | 394,000 | 384,601 | |||
TOTAL ASSET BACKED SECURITIES (Cost $99,677,154) | $ | 93,669,678 | |||
SHORT-TERM INVESTMENTS – 4.7% | |||||
Short-term funds – 4.7% | |||||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (F) | 37,217,506 | 37,217,506 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $37,217,506) | $ | 37,217,506 | |||
Total Investments (Core Bond Trust) (Cost $948,781,179) – 107.9% | $ | 851,810,117 | |||
Other assets and liabilities, net – (7.9%) | (62,398,050) | ||||
TOTAL NET ASSETS – 100.0% | $ | 789,412,067 |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
46 |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
(B) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(C) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
(D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $102,594,642 or 13.0% of the fund's net assets as of 9-30-22. |
(E) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(F) | The rate shown is the annualized seven-day yield as of 9-30-22. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS - 95.7% | |||||
Australia - 0.4% | |||||
Aurizon Holdings, Ltd. | 422,785 | $ | 935,056 | ||
Austria - 1.1% | |||||
ANDRITZ AG | 54,937 | 2,324,913 | |||
Belgium - 0.8% | |||||
Azelis Group NV | 35,752 | 795,281 | |||
UCB SA | 13,896 | 964,349 | |||
1,759,630 | |||||
Bermuda - 2.3% | |||||
Everest Re Group, Ltd. | 19,210 | 5,041,472 | |||
Canada - 7.5% | |||||
Cenovus Energy, Inc. | 523,997 | 8,049,526 | |||
Kinross Gold Corp. | 386,828 | 1,456,188 | |||
MEG Energy Corp. (A) | 144,679 | 1,619,240 | |||
Suncor Energy, Inc. | 36,585 | 1,030,265 | |||
Yamana Gold, Inc. | 968,862 | 4,383,674 | |||
16,538,893 | |||||
China - 0.6% | |||||
Alibaba Group Holding, Ltd. (A) | 142,500 | 1,422,056 | |||
Denmark - 0.9% | |||||
DSV A/S | 16,603 | 1,945,000 | |||
Finland - 3.2% | |||||
Metso Outotec OYJ | 97,126 | 644,096 | |||
Nordea Bank ABP | 288,878 | 2,472,284 | |||
Sampo OYJ, A Shares | 93,759 | 4,002,709 | |||
7,119,089 | |||||
France - 9.4% | |||||
Airbus SE | 19,526 | 1,683,142 | |||
Capgemini SE | 8,365 | 1,339,236 | |||
Eiffage SA | 23,350 | 1,872,500 | |||
Imerys SA | 49,656 | 1,497,824 | |||
Legrand SA | 17,583 | 1,136,897 | |||
Rexel SA (A) | 221,734 | 3,323,062 | |||
Sanofi | 50,734 | 3,863,203 | |||
TotalEnergies SE (B) | 129,466 | 6,073,820 | |||
20,789,684 | |||||
Germany - 7.5% | |||||
Allianz SE | 10,954 | 1,725,625 | |||
Daimler Truck Holding AG (A) | 54,027 | 1,221,409 | |||
Deutsche Telekom AG | 325,046 | 5,532,806 | |||
Merck KGaA | 17,045 | 2,759,247 | |||
Rheinmetall AG | 5,443 | 838,042 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Germany (continued) | |||||
Siemens AG | 46,228 | $ | 4,518,440 | ||
16,595,569 | |||||
Greece - 0.7% | |||||
Hellenic Telecommunications Organization SA | 108,429 | 1,574,448 | |||
India - 1.6% | |||||
HDFC Bank, Ltd., ADR | 59,805 | 3,493,808 | |||
Ireland - 2.4% | |||||
CRH PLC | 129,429 | 4,151,636 | |||
Flutter Entertainment PLC (London Stock Exchange) (A) | 9,846 | 1,080,375 | |||
5,232,011 | |||||
Japan - 12.6% | |||||
Asahi Group Holdings, Ltd. | 107,800 | 3,360,781 | |||
Chugai Pharmaceutical Company, Ltd. | 60,900 | 1,521,470 | |||
Fuji Corp. (Aichi) | 149,200 | 1,952,500 | |||
Honda Motor Company, Ltd. | 150,400 | 3,264,551 | |||
IHI Corp. | 88,600 | 1,895,005 | |||
KDDI Corp. | 64,100 | 1,874,045 | |||
Komatsu, Ltd. | 176,700 | 3,217,408 | |||
Renesas Electronics Corp. (A) | 444,000 | 3,722,158 | |||
Sony Group Corp. | 19,900 | 1,281,848 | |||
Subaru Corp. | 174,300 | 2,634,082 | |||
Sumitomo Heavy Industries, Ltd. | 54,300 | 1,005,724 | |||
Sumitomo Mitsui Financial Group, Inc. | 80,000 | 2,217,718 | |||
27,947,290 | |||||
Malta - 0.0% | |||||
BGP Holdings PLC (A)(C) | 2,126,418 | 0 | |||
Netherlands - 3.4% | |||||
Aalberts NV | 39,746 | 1,296,233 | |||
ING Groep NV | 306,307 | 2,624,559 | |||
Stellantis NV | 309,531 | 3,660,762 | |||
7,581,554 | |||||
Norway - 1.5% | |||||
DNB Bank ASA | 104,529 | 1,658,673 | |||
Norsk Hydro ASA | 325,243 | 1,745,230 | |||
3,403,903 | |||||
Singapore - 0.6% | |||||
United Overseas Bank, Ltd. | 78,900 | 1,429,083 | |||
South Korea - 3.0% | |||||
Hana Financial Group, Inc. | 59,159 | 1,452,649 | |||
KB Financial Group, Inc. | 41,386 | 1,249,797 | |||
POSCO Holdings, Inc. | 5,180 | 755,595 | |||
Samsung Electronics Company, Ltd. | 41,911 | 1,538,941 | |||
SK Telecom Company, Ltd. | 43,960 | 1,551,948 | |||
6,548,930 | |||||
Spain - 0.3% | |||||
Ence Energia y Celulosa SA | 184,753 | 550,025 | |||
Sweden - 2.7% | |||||
Svenska Handelsbanken AB, A Shares | 601,649 | 4,938,935 | |||
Volvo AB, B Shares | 80,508 | 1,139,266 | |||
6,078,201 | |||||
Switzerland - 10.9% | |||||
Glencore PLC | 1,184,319 | 6,223,589 | |||
Novartis AG | 97,048 | 7,398,647 | |||
Roche Holding AG | 8,112 | 2,640,722 | |||
STMicroelectronics NV | 110,429 | 3,431,819 | |||
Swiss Re AG | 16,356 | 1,206,320 | |||
UBS Group AG | 224,689 | 3,259,780 | |||
24,160,877 |
47 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United Kingdom - 18.6% | |||||
AstraZeneca PLC | 33,137 | $ | 3,642,717 | ||
BAE Systems PLC | 893,094 | 7,847,067 | |||
Coca-Cola Europacific Partners PLC | 150,627 | 6,419,723 | |||
CVS Group PLC | 47,248 | 900,225 | |||
Endeavour Mining PLC | 87,060 | 1,605,885 | |||
Ferroglobe PLC (A) | 257,621 | 1,360,239 | |||
Future PLC | 14,382 | 207,918 | |||
IMI PLC | 233,683 | 2,889,733 | |||
Informa PLC | 286,374 | 1,636,878 | |||
JD Sports Fashion PLC | 1,114,593 | 1,227,918 | |||
NatWest Group PLC | 761,597 | 1,896,918 | |||
Nomad Foods, Ltd. (A) | 51,896 | 736,923 | |||
Persimmon PLC | 58,516 | 800,277 | |||
Shell PLC | 132,736 | 3,292,891 | |||
Smith & Nephew PLC | 77,427 | 893,719 | |||
SSE PLC | 148,227 | 2,502,950 | |||
Tesco PLC | 722,590 | 1,658,389 | |||
WH Smith PLC (A) | 119,441 | 1,574,771 | |||
41,095,141 | |||||
United States - 3.7% | |||||
Applied Materials, Inc. | 16,718 | 1,369,706 | |||
Booking Holdings, Inc. (A) | 1,528 | 2,510,825 | |||
Envista Holdings Corp. (A) | 45,011 | 1,476,811 | |||
FMC Corp. | 13,685 | 1,446,505 | |||
Ovintiv, Inc. | 28,311 | 1,303,083 | |||
8,106,930 | |||||
TOTAL COMMON STOCKS (Cost $254,116,789) | $ | 211,673,563 | |||
PREFERRED SECURITIES - 0.6% | |||||
Germany - 0.6% | |||||
Volkswagen AG | 10,642 | 1,300,362 | |||
TOTAL PREFERRED SECURITIES (Cost $2,336,612) | $ | 1,300,362 | |||
SHORT-TERM INVESTMENTS - 5.8% | |||||
Short-term funds - 5.8% | |||||
Fidelity Government Portfolio, Institutional Class, 2.6229% (D) | 6,749,657 | 6,749,657 | |||
John Hancock Collateral Trust, 3.0556% (D)(E) | 622,288 | 6,217,901 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $12,967,255) | $ | 12,967,558 | |||
Total Investments (Disciplined Value International Trust) (Cost $269,420,656) - 102.1% | $ | 225,941,483 | |||
Other assets and liabilities, net - (2.1%) | (4,699,841) | ||||
TOTAL NET ASSETS - 100.0% | $ | 221,241,642 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $5,921,458. |
(C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(D) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS - 96.6% | |||||
Australia - 0.0% | |||||
MMG, Ltd. (A) | 184,000 | $ | 43,784 | ||
Belgium - 0.0% | |||||
Titan Cement International SA (A) | 2,489 | 26,374 | |||
Brazil - 2.8% | |||||
Americanas SA | 18,735 | 58,973 | |||
Anima Holding SA (A) | 24,800 | 27,860 | |||
Atacadao SA | 7,800 | 27,950 | |||
Banco Bradesco SA | 66,278 | 200,394 | |||
Banco do Brasil SA | 45,215 | 322,871 | |||
Banco Santander Brasil SA | 21,018 | 118,214 | |||
BrasilAgro - Company Brasileira de Propriedades Agricolas | 4,600 | 25,753 | |||
BRF SA (A) | 4,065 | 9,706 | |||
Camil Alimentos SA | 10,600 | 18,648 | |||
Cia Brasileira de Distribuicao | 15,747 | 56,603 | |||
Cia Siderurgica Nacional SA | 33,485 | 78,958 | |||
Cia Siderurgica Nacional SA, ADR | 9,153 | 21,784 | |||
Cielo SA | 97,021 | 97,123 | |||
Cogna Educacao (A) | 186,166 | 101,463 | |||
Construtora Tenda SA (A) | 4,000 | 5,354 | |||
Cruzeiro do Sul Educacional SA | 10,800 | 9,870 | |||
Cyrela Brazil Realty SA Empreendimentos e Participacoes | 24,323 | 82,740 | |||
Direcional Engenharia SA | 8,400 | 26,239 | |||
Embraer SA (A) | 52,975 | 114,408 | |||
Enauta Participacoes SA | 16,860 | 45,382 | |||
Even Construtora e Incorporadora SA | 19,800 | 25,327 | |||
Ez Tec Empreendimentos e Participacoes SA | 6,009 | 23,660 | |||
Getnet Adquirencia e Servicos para Meios de Pagamento SA | 4,379 | 3,799 | |||
Guararapes Confeccoes SA | 10,200 | 16,526 | |||
Hapvida Participacoes e Investimentos S/A (B) | 157,881 | 221,558 | |||
International Meal Company Alimentacao SA (A) | 26,670 | 9,888 | |||
Iochpe Maxion SA | 11,411 | 26,865 | |||
JBS SA | 52,890 | 246,294 | |||
JHSF Participacoes SA | 28,427 | 38,996 | |||
Lavvi Empreendimentos Imobiliarios Ltda | 21,300 | 23,731 | |||
M Dias Branco SA | 10,232 | 83,099 | |||
Marisa Lojas SA (A) | 19,338 | 8,568 | |||
MRV Engenharia e Participacoes SA | 19,837 | 45,673 | |||
Multilaser Industrial SA | 20,600 | 20,011 | |||
Natura & Company Holding SA | 53,632 | 146,449 | |||
Petroleo Brasileiro SA | 353,978 | 2,170,714 | |||
Positivo Tecnologia SA | 9,000 | 20,772 | |||
Romi SA | 5,161 | 16,886 | |||
Sao Carlos Empreendimentos e Participacoes SA | 5,205 | 23,891 | |||
TIM SA | 55,934 | 125,257 | |||
Trisul SA | 13,137 | 12,518 | |||
Tupy SA | 9,951 | 46,302 | |||
Ultrapar Participacoes SA | 3,860 | 8,394 | |||
Usinas Siderurgicas de Minas Gerais SA | 14,738 | 22,403 | |||
Vale SA | 32,750 | 437,367 | |||
Valid Solucoes e Servicos de Seguranca em Meios de Pagamento e Identificacao SA | 7,000 | 12,782 | |||
Via S/A (A) | 23,074 | 13,645 | |||
YDUQS Participacoes SA | 4,251 | 11,387 | |||
5,313,055 |
48 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Canada - 0.0% | |||||
China Gold International Resources Corp., Ltd. | 8,100 | $ | 20,559 | ||
Chile - 0.6% | |||||
Banco de Credito e Inversiones SA | 811 | 20,611 | |||
Camanchaca SA (A) | 214,992 | 11,884 | |||
CAP SA | 5,458 | 35,302 | |||
Cementos BIO BIO SA | 16,447 | 11,909 | |||
Cencosud SA | 133,449 | 168,790 | |||
Cia Sud Americana de Vapores SA | 687,612 | 47,376 | |||
Cristalerias de Chile SA | 3,626 | 11,842 | |||
Empresa Nacional de Telecomunicaciones SA | 15,564 | 44,244 | |||
Empresas CMPC SA | 53,560 | 81,517 | |||
Empresas COPEC SA | 28,448 | 182,284 | |||
Empresas Hites SA | 46,731 | 4,519 | |||
Enel Americas SA | 1,058,745 | 111,488 | |||
Falabella SA | 34,807 | 69,415 | |||
Grupo Security SA | 147,513 | 22,844 | |||
Hortifrut SA | 7,570 | 6,286 | |||
Inversiones Aguas Metropolitanas SA | 42,648 | 18,063 | |||
Itau CorpBanca Chile SA | 10,081,598 | 19,085 | |||
Masisa SA | 321,066 | 7,632 | |||
PAZ Corp. SA | 16,523 | 5,501 | |||
Ripley Corp. SA | 137,631 | 22,051 | |||
Salfacorp SA | 54,622 | 16,247 | |||
Sigdo Koppers SA | 50,989 | 60,480 | |||
SMU SA | 245,031 | 23,585 | |||
Sociedad Matriz SAAM SA | 670,600 | 38,785 | |||
Socovesa SA | 113,429 | 12,802 | |||
SONDA SA | 24,563 | 9,131 | |||
1,063,673 | |||||
China - 23.6% | |||||
360 DigiTech, Inc., ADR | 2,283 | 29,268 | |||
360 Security Technology, Inc., Class A | 30,100 | 27,411 | |||
361 Degrees International, Ltd. (A) | 119,000 | 55,162 | |||
3SBio, Inc. (B) | 146,500 | 103,790 | |||
AAC Technologies Holdings, Inc. (A) | 79,500 | 123,561 | |||
Addsino Company, Ltd., Class A | 9,800 | 13,730 | |||
Agile Group Holdings, Ltd. (A) | 157,000 | 36,616 | |||
Agricultural Bank of China, Ltd., H Shares | 1,954,000 | 584,823 | |||
Air China, Ltd., H Shares (A) | 80,000 | 60,845 | |||
Alibaba Group Holding, Ltd. (A) | 162,100 | 1,617,651 | |||
A-Living Smart City Services Company, Ltd. (B) | 58,250 | 45,822 | |||
Allmed Medical Products Company, Ltd., Class A | 6,100 | 10,087 | |||
Aluminum Corp. of China, Ltd., H Shares | 372,000 | 120,301 | |||
Angang Steel Company, Ltd., H Shares | 167,800 | 41,392 | |||
Anhui Conch Cement Company, Ltd., H Shares | 130,000 | 410,901 | |||
Anhui Guangxin Agrochemical Company, Ltd., Class A | 4,480 | 16,222 | |||
Anhui Truchum Advanced Materials & Technology Company, Ltd., Class A | 12,200 | 14,712 | |||
Anhui Zhongding Sealing Parts Company, Ltd., Class A | 9,200 | 18,068 | |||
Anton Oilfield Services Group (A) | 284,000 | 12,657 | |||
Aoshikang Technology Company, Ltd., Class A | 4,600 | 15,610 | |||
Asia Cement China Holdings Corp. | 65,000 | 26,563 | |||
AsiaInfo Technologies, Ltd. (B) | 3,200 | 4,324 | |||
Avary Holding Shenzhen Company, Ltd., Class A | 8,600 | 31,270 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
AVIC Industry-Finance Holdings Company, Ltd., Class A | 40,100 | $ | 16,964 | ||
AviChina Industry & Technology Company, Ltd., H Shares | 230,000 | 88,660 | |||
BAIC Motor Corp., Ltd., H Shares (B) | 207,000 | 45,017 | |||
Baidu, Inc., ADR (A) | 12,433 | 1,460,753 | |||
Baidu, Inc., Class A (A) | 3,350 | 49,316 | |||
BAIOO Family Interactive, Ltd. (B) | 126,000 | 5,517 | |||
Bank of Beijing Company, Ltd., Class A | 90,000 | 52,095 | |||
Bank of Changsha Company, Ltd., Class A | 41,600 | 38,742 | |||
Bank of Chengdu Company, Ltd., Class A | 28,200 | 64,896 | |||
Bank of China, Ltd., H Shares | 4,686,694 | 1,530,652 | |||
Bank of Chongqing Company, Ltd., H Shares | 69,500 | 33,243 | |||
Bank of Communications Company, Ltd., H Shares | 485,876 | 256,142 | |||
Bank of Guiyang Company, Ltd., Class A | 19,600 | 14,948 | |||
Bank of Hangzhou Company, Ltd., Class A | 28,200 | 56,506 | |||
Bank of Jiangsu Company, Ltd., Class A | 77,400 | 80,934 | |||
Bank of Nanjing Company, Ltd., Class A | 54,200 | 80,283 | |||
Bank of Ningbo Company, Ltd., Class A | 36,960 | 163,957 | |||
Bank of Shanghai Company, Ltd., Class A | 57,000 | 46,966 | |||
Bank of Suzhou Company, Ltd., Class A | 21,010 | 19,731 | |||
Bank of Tianjin Company, Ltd., H Shares (A) | 74,000 | 19,287 | |||
Baoshan Iron & Steel Company, Ltd., Class A | 156,200 | 115,532 | |||
Baoye Group Company, Ltd., H Shares (A) | 22,000 | 11,449 | |||
Baozun, Inc., Class A (A) | 1,300 | 2,605 | |||
BBMG Corp., H Shares | 220,000 | 26,561 | |||
Beijing Capital Eco-Environment Protection Group Company, Ltd., Class A | 50,000 | 18,275 | |||
Beijing Capital International Airport Company, Ltd., H Shares (A) | 236,000 | 127,326 | |||
Beijing Dabeinong Technology Group Company, Ltd., Class A (A) | 18,200 | 20,478 | |||
Beijing Enlight Media Company, Ltd., Class A | 14,200 | 14,184 | |||
Beijing GeoEnviron Engineering & Technology, Inc., Class A | 7,200 | 10,717 | |||
Beijing Jetsen Technology Company, Ltd., Class A (A) | 27,000 | 16,847 | |||
Beijing New Building Materials PLC, Class A | 12,300 | 41,644 | |||
Beijing North Star Company, Ltd., H Shares | 132,000 | 13,775 | |||
Beijing Orient National Communication Science & Technology Company, Ltd., Class A (A) | 10,200 | 10,323 | |||
Beijing Originwater Technology Company, Ltd., Class A | 3,551 | 2,359 | |||
Beijing Shougang Company, Ltd., Class A | 20,200 | 10,144 | |||
Beijing Shunxin Agriculture Company, Ltd., Class A | 3,700 | 10,364 | |||
Beijing Sinnet Technology Company, Ltd., Class A | 10,500 | 11,777 |
49 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Beijing Thunisoft Corp, Ltd., Class A (A) | 6,500 | $ | 5,323 | ||
Beijing Urban Construction Design & Development Group Company, Ltd., H Shares (B) | 35,000 | 7,075 | |||
Beijing Yanjing Brewery Company, Ltd., Class A | 18,000 | 23,623 | |||
Beijing-Shanghai High Speed Railway Company, Ltd., Class A | 97,200 | 61,785 | |||
BGI Genomics Company, Ltd., Class A | 2,400 | 17,989 | |||
Blue Sail Medical Company, Ltd., Class A (A) | 7,100 | 7,769 | |||
Bluefocus Intelligent Communications Group Company, Ltd., Class A | 17,200 | 10,825 | |||
BOC International China Company, Ltd., Class A | 8,800 | 12,954 | |||
BOE Technology Group Company, Ltd., Class A | 248,600 | 114,349 | |||
Bohai Leasing Company, Ltd., Class A (A) | 50,900 | 14,738 | |||
Bright Dairy & Food Company, Ltd., Class A | 9,600 | 14,111 | |||
BTG Hotels Group Company, Ltd., Class A | 4,500 | 13,514 | |||
BYD Electronic International Company, Ltd. | 63,500 | 151,742 | |||
C&S Paper Company, Ltd., Class A | 7,000 | 10,029 | |||
Cabbeen Fashion, Ltd. | 40,000 | 7,197 | |||
Caitong Securities Company, Ltd., Class A | 33,670 | 31,955 | |||
Cangzhou Mingzhu Plastic Company, Ltd., Class A | 15,000 | 9,959 | |||
CECEP Solar Energy Company, Ltd., Class A | 34,200 | 32,839 | |||
CECEP Wind-Power Corp., Class A | 19,600 | 12,103 | |||
Central China Management Company, Ltd. (A) | 113,732 | 10,097 | |||
Central China Real Estate, Ltd. | 118,093 | 4,710 | |||
Changjiang Securities Company, Ltd., Class A | 20,700 | 15,170 | |||
Changsha Broad Homes Industrial Group Company, Ltd., H Shares (A)(B) | 9,000 | 8,786 | |||
Chaowei Power Holdings, Ltd. | 88,000 | 18,095 | |||
Cheetah Mobile, Inc., ADR (A) | 918 | 1,845 | |||
Chengdu Kanghong Pharmaceutical Group Company, Ltd., Class A | 6,600 | 15,476 | |||
Chengtun Mining Group Company, Ltd., Class A | 12,000 | 10,924 | |||
Chengzhi Company, Ltd., Class A (A) | 5,100 | 6,847 | |||
China BlueChemical, Ltd., H Shares | 242,000 | 50,020 | |||
China Bohai Bank Company, Ltd., H Shares (B) | 111,000 | 15,094 | |||
China Cinda Asset Management Company, Ltd., H Shares | 588,000 | 64,920 | |||
China CITIC Bank Corp., Ltd., H Shares | 670,775 | 266,194 | |||
China Coal Energy Company, Ltd., H Shares | 178,000 | 160,358 | |||
China Communications Services Corp., Ltd., H Shares | 217,200 | 73,022 | |||
China Conch Environment Protection Holdings, Ltd. (A) | 9,500 | 4,862 | |||
China Conch Venture Holdings, Ltd. | 109,000 | 173,325 | |||
China Construction Bank Corp., H Shares | 8,153,001 | 4,705,912 | |||
China CSSC Holdings, Ltd., Class A | 14,900 | 47,345 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
China Development Bank Financial Leasing Company, Ltd., H Shares (B) | 122,000 | $ | 14,760 | ||
China Dili Group (A) | 190,600 | 20,605 | |||
China Dongxiang Group Company, Ltd. (A) | 361,000 | 14,860 | |||
China East Education Holdings, Ltd. (B) | 45,000 | 14,894 | |||
China Eastern Airlines Corp., Ltd., H Shares (A) | 76,000 | 25,773 | |||
China Electronics Optics Valley Union Holding Company, Ltd. | 308,000 | 14,558 | |||
China Energy Engineering Corp., Ltd., H Shares | 162,000 | 16,831 | |||
China Everbright Bank Company, Ltd., H Shares | 248,000 | 68,093 | |||
China Galaxy Securities Company, Ltd., H Shares | 301,000 | 138,673 | |||
China Great Wall Securities Company, Ltd., Class A | 11,800 | 13,545 | |||
China Greatwall Technology Group Company, Ltd., Class A | 14,300 | 17,172 | |||
China Green Electricity Investment of Tianjin Company, Ltd., Class A | 7,500 | 13,113 | |||
China Hanking Holdings, Ltd. | 61,000 | 5,963 | |||
China Harmony Auto Holding, Ltd. | 105,500 | 20,177 | |||
China Hongqiao Group, Ltd. | 249,000 | 203,835 | |||
China Huiyuan Juice Group, Ltd. (A)(C) | 212,500 | 13,671 | |||
China International Marine Containers Group Company, Ltd., H Shares | 97,050 | 61,552 | |||
China Jushi Company, Ltd., Class A | 18,200 | 33,669 | |||
China Kepei Education Group, Ltd. | 68,000 | 15,102 | |||
China Lesso Group Holdings, Ltd. | 133,000 | 123,106 | |||
China Life Insurance Company, Ltd., H Shares | 259,000 | 331,373 | |||
China Lilang, Ltd. | 72,000 | 30,647 | |||
China Maple Leaf Educational Systems, Ltd. (A)(C) | 222,000 | 9,050 | |||
China Medical System Holdings, Ltd. | 135,000 | 160,816 | |||
China Meheco Company, Ltd., Class A | 6,160 | 10,420 | |||
China Merchants Bank Company, Ltd., H Shares | 276,000 | 1,277,290 | |||
China Merchants Energy Shipping Company, Ltd., Class A | 24,100 | 24,049 | |||
China Merchants Property Operation & Service Company, Ltd., Class A | 4,300 | 9,244 | |||
China Merchants Securities Company, Ltd., H Shares (B) | 29,480 | 25,383 | |||
China Merchants Shekou Industrial Zone Holdings Company, Ltd., Class A | 19,600 | 45,153 | |||
China Minsheng Banking Corp., Ltd., H Shares | 371,400 | 106,201 | |||
China Modern Dairy Holdings, Ltd. | 171,000 | 19,531 | |||
China National Accord Medicines Corp., Ltd., Class A | 2,100 | 8,828 | |||
China National Building Material Company, Ltd., H Shares | 415,450 | 316,334 | |||
China National Chemical Engineering Company, Ltd., Class A | 23,400 | 26,262 | |||
China National Medicines Corp, Ltd., Class A | 3,200 | 11,198 | |||
China National Nuclear Power Company, Ltd., Class A | 99,100 | 81,433 | |||
China New Higher Education Group, Ltd. (B) | 88,000 | 21,420 | |||
China Oilfield Services, Ltd., H Shares | 128,000 | 126,762 | |||
China Oriental Group Company, Ltd. | 164,000 | 26,233 |
50 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
China Pacific Insurance Group Company, Ltd., H Shares | 197,000 | $ | 361,765 | ||
China Petroleum & Chemical Corp., H Shares | 1,590,000 | 678,973 | |||
China Railway Group, Ltd., H Shares | 313,000 | 153,717 | |||
China Railway Signal & Communication Corp., Ltd., H Shares (B) | 166,000 | 45,646 | |||
China Reinsurance Group Corp., H Shares | 554,000 | 34,129 | |||
China Renaissance Holdings, Ltd. (A)(B) | 12,000 | 10,268 | |||
China Resources Double Crane Pharmaceutical Company, Ltd., Class A | 6,300 | 15,600 | |||
China Resources Medical Holdings Company, Ltd. | 103,000 | 55,023 | |||
China Resources Pharmaceutical Group, Ltd. (B) | 195,500 | 133,687 | |||
China Resources Sanjiu Medical & Pharmaceutical Company, Ltd., Class A | 5,700 | 30,783 | |||
China Risun Group, Ltd. | 72,000 | 28,102 | |||
China Sanjiang Fine Chemicals Company, Ltd. | 105,000 | 21,174 | |||
China SCE Group Holdings, Ltd. | 229,200 | 14,864 | |||
China Shanshui Cement Group, Ltd. (A) | 117,000 | 25,520 | |||
China Shenhua Energy Company, Ltd., H Shares | 288,500 | 858,477 | |||
China Shineway Pharmaceutical Group, Ltd. | 32,000 | 19,808 | |||
China Silver Group, Ltd. (A) | 94,000 | 3,464 | |||
China South Publishing & Media Group Company, Ltd., Class A | 14,900 | 20,644 | |||
China Southern Airlines Company, Ltd., H Shares (A) | 132,000 | 69,469 | |||
China State Construction Engineering Corp., Ltd., Class A | 265,600 | 192,196 | |||
China Sunshine Paper Holdings Company, Ltd. | 31,500 | 7,054 | |||
China Taifeng Beddings Holdings, Ltd. (A)(C) | 204,000 | 12,630 | |||
China Tower Corp., Ltd., H Shares (B) | 3,970,000 | 424,162 | |||
China TransInfo Technology Company, Ltd., Class A (A) | 9,500 | 11,095 | |||
China Tungsten And Hightech Materials Company, Ltd., Class A (A) | 8,600 | 14,792 | |||
China Vanke Company, Ltd., H Shares | 164,892 | 298,415 | |||
China XLX Fertiliser, Ltd. | 58,000 | 29,021 | |||
China Yongda Automobiles Services Holdings, Ltd. | 101,000 | 54,119 | |||
China Yuhua Education Corp., Ltd. (A)(B) | 162,000 | 16,588 | |||
China Zheshang Bank Company, Ltd., H Shares (A) | 42,000 | 17,110 | |||
China Zhongwang Holdings, Ltd. (A)(C) | 196,800 | 42,120 | |||
Chinese Universe Publishing and Media Group Company, Ltd., Class A | 6,200 | 7,306 | |||
Chongqing Changan Automobile Company, Ltd., Class A | 34,190 | 60,308 | |||
Chongqing Rural Commercial Bank Company, Ltd., H Shares | 156,000 | 50,591 | |||
Chow Tai Seng Jewellery Company, Ltd., Class A | 3,700 | 6,040 | |||
CIFI Holdings Group Company, Ltd. | 372,786 | 37,668 | |||
CITIC Securities Company, Ltd., H Shares | 129,525 | 219,250 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
CITIC, Ltd. | 350,130 | $ | 329,879 | ||
CMGE Technology Group, Ltd. (A) | 30,000 | 5,588 | |||
CMST Development Company, Ltd., Class A | 21,400 | 14,597 | |||
CNHTC Jinan Truck Company, Ltd., Class A | 6,000 | 8,562 | |||
CNOOC Energy Technology & Services, Ltd., Class A | 33,000 | 13,395 | |||
COFCO Biotechnology Company, Ltd., Class A | 15,200 | 17,175 | |||
COFCO Joycome Foods, Ltd. (A) | 127,000 | 33,975 | |||
Colour Life Services Group Company, Ltd. (A)(C) | 6,169 | 439 | |||
Consun Pharmaceutical Group, Ltd. | 19,000 | 8,114 | |||
COSCO SHIPPING Development Company, Ltd., H Shares | 434,000 | 54,445 | |||
COSCO SHIPPING Energy Transportation Company, Ltd., H Shares (A) | 80,000 | 66,314 | |||
COSCO SHIPPING Holdings Company, Ltd., H Shares | 225,000 | 261,713 | |||
Country Garden Holdings Company, Ltd. | 835,155 | 192,921 | |||
CPMC Holdings, Ltd. | 76,000 | 31,613 | |||
CSG Holding Company, Ltd., Class A | 13,900 | 13,548 | |||
CT Environmental Group, Ltd. (A)(C) | 164,000 | 2,486 | |||
CTS International Logistics Corp, Ltd., Class A | 8,000 | 10,769 | |||
Dali Foods Group Company, Ltd. (B) | 180,500 | 77,730 | |||
Dexin China Holdings Company, Ltd. (A) | 66,000 | 11,640 | |||
DHC Software Company, Ltd., Class A | 10,800 | 8,091 | |||
Dian Diagnostics Group Company, Ltd., Class A | 2,300 | 9,391 | |||
Digital China Information Service Company, Ltd., Class A | 7,800 | 10,574 | |||
Dong-E-E-Jiao Company, Ltd., Class A | 2,100 | 9,557 | |||
Dongfang Electric Corp., Ltd., H Shares | 18,600 | 25,228 | |||
Dongfeng Motor Group Company, Ltd., H Shares | 210,000 | 112,258 | |||
Dongxing Securities Company, Ltd., Class A | 12,000 | 12,468 | |||
Dongyue Group, Ltd. | 87,000 | 86,213 | |||
DouYu International Holdings, Ltd., ADR (A) | 3,398 | 3,398 | |||
E-Commodities Holdings, Ltd. | 200,000 | 41,515 | |||
Edvantage Group Holdings, Ltd. | 38,000 | 9,335 | |||
Everbright Securities Company, Ltd., H Shares (B) | 25,600 | 13,765 | |||
Fang Holdings, Ltd., ADR (A) | 10 | 15 | |||
Fangda Carbon New Material Company, Ltd., Class A (A) | 13,200 | 11,551 | |||
Fangda Special Steel Technology Company, Ltd., Class A | 8,800 | 7,466 | |||
Fanhua, Inc., ADR | 2,603 | 13,405 | |||
FAW Jiefang Group Company, Ltd., Class A | 9,300 | 9,392 | |||
Fiberhome Telecommunication Technologies Company, Ltd., Class A | 5,000 | 8,725 | |||
FIH Mobile, Ltd. (A) | 158,000 | 16,256 | |||
FinVolution Group, ADR | 6,795 | 29,083 | |||
First Capital Securities Company, Ltd., Class A | 18,600 | 14,257 | |||
Fosun International, Ltd. | 195,460 | 120,795 | |||
Founder Securities Company, Ltd., Class A | 31,500 | 29,026 |
51 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Foxconn Industrial Internet Company, Ltd., Class A | 66,400 | $ | 79,523 | ||
Fu Shou Yuan International Group, Ltd. | 103,000 | 56,663 | |||
Fufeng Group, Ltd. | 182,200 | 92,957 | |||
Fujian Funeng Company, Ltd., Class A | 13,000 | 19,517 | |||
Fujian Sunner Development Company, Ltd., Class A | 6,700 | 18,250 | |||
Gan & Lee Pharmaceuticals Company, Ltd., Class A | 2,800 | 13,329 | |||
Gansu Shangfeng Cement Company, Ltd., Class A | 10,080 | 17,584 | |||
GDS Holdings, Ltd., Class A (A) | 21,200 | 46,643 | |||
GEM Company, Ltd., Class A | 25,800 | 26,738 | |||
Gemdale Corp., Class A | 16,600 | 26,892 | |||
Genertec Universal Medical Group Company, Ltd. (B) | 99,000 | 50,588 | |||
GF Securities Company, Ltd., H Shares | 50,000 | 54,262 | |||
Giant Network Group Company, Ltd., Class A | 8,000 | 8,438 | |||
Glory Health Industry, Ltd. (A) | 84,000 | 2,160 | |||
Grand Baoxin Auto Group, Ltd. (A) | 219,500 | 10,479 | |||
Grandjoy Holdings Group Company, Ltd., Class A (A) | 22,500 | 10,603 | |||
Greatview Aseptic Packaging Company, Ltd. (A) | 44,000 | 6,221 | |||
Gree Electric Appliances, Inc. of Zhuhai, Class A | 20,300 | 92,654 | |||
Greenland Holdings Corp., Ltd., Class A (A) | 38,940 | 15,281 | |||
Greenland Hong Kong Holdings, Ltd. | 88,000 | 6,045 | |||
Greentown China Holdings, Ltd. | 102,500 | 192,377 | |||
GRG Banking Equipment Company, Ltd., Class A | 6,800 | 7,784 | |||
Guangdong Tapai Group Company, Ltd., Class A | 13,200 | 13,932 | |||
Guangdong Xinbao Electrical Appliances Holdings Company, Ltd., Class A | 5,400 | 13,450 | |||
Guanghui Energy Company, Ltd., Class A | 34,100 | 59,169 | |||
Guangshen Railway Company, Ltd., H Shares (A) | 211,600 | 28,876 | |||
Guangxi Liugong Machinery Company, Ltd., Class A | 12,000 | 9,538 | |||
Guangxi Wuzhou Zhongheng Group Company, Ltd., Class A | 44,700 | 16,269 | |||
Guangzhou Automobile Group Company, Ltd., H Shares | 154,000 | 109,423 | |||
Guangzhou Baiyunshan Pharmaceutical Holdings Company, Ltd., H Shares | 16,000 | 34,482 | |||
Guangzhou Haige Communications Group, Inc. Company, Class A | 9,600 | 10,495 | |||
Guangzhou Yuexiu Financial Holdings Group Company, Ltd., Class A | 22,950 | 18,323 | |||
Guizhou Panjiang Refined Coal Company, Ltd., Class A | 18,700 | 22,236 | |||
Guizhou Xinbang Pharmaceutical Company, Ltd., Class A | 10,700 | 7,279 | |||
Guosen Securities Company, Ltd., Class A | 35,700 | 43,190 | |||
Guotai Junan Securities Company, Ltd., H Shares (B) | 34,600 | 36,754 | |||
Guoyuan Securities Company, Ltd., Class A | 17,400 | 15,637 | |||
Hainan Meilan International Airport Company, Ltd., H Shares (A) | 8,000 | 19,114 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Haitian International Holdings, Ltd. | 70,000 | $ | 132,467 | ||
Haitong Securities Company, Ltd., H Shares | 188,000 | 99,417 | |||
Hang Zhou Great Star Industrial Company, Ltd., Class A (A) | 4,300 | 11,464 | |||
Hangcha Group Company, Ltd., Class A | 5,800 | 10,109 | |||
Hangzhou Binjiang Real Estate Group Company, Ltd., Class A | 20,300 | 30,047 | |||
Hangzhou Robam Appliances Company, Ltd., Class A | 4,400 | 14,180 | |||
Han's Laser Technology Industry Group Company, Ltd., Class A | 8,000 | 29,281 | |||
Harbin Bank Company, Ltd., H Shares (A)(B) | 74,000 | 3,869 | |||
Harbin Electric Company, Ltd., H Shares (A) | 84,000 | 24,555 | |||
HBIS Resources Company, Ltd., Class A | 4,700 | 7,160 | |||
HC Group, Inc. (A) | 98,000 | 3,641 | |||
Heilongjiang Agriculture Company, Ltd., Class A | 9,100 | 17,010 | |||
Hello Group, Inc., ADR | 17,548 | 81,072 | |||
Henan Shenhuo Coal & Power Company, Ltd., Class A | 15,800 | 37,305 | |||
Hengan International Group Company, Ltd. | 70,000 | 312,958 | |||
Hengli Petrochemical Company, Ltd., Class A | 35,401 | 84,002 | |||
Hengtong Optic-electric Company, Ltd., Class A | 4,800 | 12,250 | |||
Hengyi Petrochemical Company, Ltd., Class A | 23,800 | 25,832 | |||
Hesteel Company, Ltd., Class A | 54,700 | 17,328 | |||
Hiroca Holdings, Ltd. | 8,000 | 13,654 | |||
Hisense Home Appliances Group Company, Ltd., H Shares | 39,000 | 35,221 | |||
Hongda Xingye Company, Ltd., Class A (A) | 28,900 | 13,801 | |||
Honghua Group, Ltd. (A) | 367,000 | 8,862 | |||
Honworld Group, Ltd. (A)(B)(C) | 56,000 | 19,711 | |||
Hope Education Group Company, Ltd. (B) | 352,000 | 24,888 | |||
Hua Hong Semiconductor, Ltd. (A)(B) | 42,000 | 95,131 | |||
Huadong Medicine Company, Ltd., Class A | 4,620 | 26,067 | |||
Huafon Chemical Company, Ltd., Class A | 21,100 | 19,378 | |||
Huaibei Mining Holdings Company, Ltd., Class A | 10,300 | 24,389 | |||
Huapont Life Sciences Company, Ltd., Class A | 10,700 | 8,002 | |||
Huatai Securities Company, Ltd., H Shares (B) | 97,000 | 106,381 | |||
Huaxi Securities Company, Ltd., Class A | 7,000 | 7,213 | |||
Huaxia Bank Company, Ltd., Class A | 65,400 | 46,315 | |||
Huaxin Cement Company, Ltd., Class A | 7,100 | 16,710 | |||
Huayu Automotive Systems Company, Ltd., Class A | 14,900 | 34,540 | |||
Hubei Biocause Pharmaceutical Company, Ltd., Class A | 20,900 | 8,907 | |||
Hubei Jumpcan Pharmaceutical Company, Ltd., Class A | 7,400 | 23,822 | |||
Hubei Xingfa Chemicals Group Company, Ltd., Class A | 7,900 | 36,975 | |||
Huishang Bank Corp., Ltd., H Shares | 63,300 | 19,911 |
52 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Humanwell Healthcare Group Company, Ltd., Class A | 12,500 | $ | 30,795 | ||
Hunan Valin Steel Company, Ltd., Class A | 44,000 | 25,246 | |||
Hytera Communications Corp, Ltd., Class A (A) | 14,800 | 9,330 | |||
iDreamSky Technology Holdings, Ltd. (A)(B) | 32,000 | 14,650 | |||
Industrial & Commercial Bank of China, Ltd., H Shares | 3,914,000 | 1,836,081 | |||
Industrial Bank Company, Ltd., Class A | 131,700 | 307,952 | |||
Industrial Securities Company, Ltd., Class A (A) | 37,960 | 29,048 | |||
Ingdan, Inc. (A)(B) | 74,000 | 14,723 | |||
Inkeverse Group, Ltd. (A) | 75,000 | 9,114 | |||
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | 166,200 | 42,955 | |||
Inner Mongolia Dian Tou Energy Corp, Ltd., Class A | 8,600 | 15,810 | |||
Inner Mongolia ERDOS Resources Company, Ltd., Class A | 6,300 | 13,395 | |||
Inner Mongolia Junzheng Energy & Chemical Industry Group Company, Ltd., Class A | 43,700 | 24,109 | |||
Inner Mongolia Xingye Mining Company, Ltd., Class A (A) | 13,800 | 11,191 | |||
Inner Mongolia Yitai Coal Company, Ltd., H Shares | 25,700 | 33,792 | |||
Inner Mongolia Yuan Xing Energy Company, Ltd., Class A | 18,500 | 19,299 | |||
Inspur Electronic Information Industry Company, Ltd., Class A | 9,300 | 25,811 | |||
Intco Medical Technology Company, Ltd., Class A | 3,840 | 10,759 | |||
JCET Group Company, Ltd., Class A | 10,100 | 30,358 | |||
Jiangsu Changshu Rural Commercial Bank Company, Ltd., Class A | 18,200 | 20,375 | |||
Jiangsu Guotai International Group Company, Ltd., Class A | 7,600 | 8,872 | |||
Jiangsu Jiangyin Rural Commercial Bank Company, Ltd., Class A | 17,900 | 10,801 | |||
Jiangsu Linyang Energy Company, Ltd., Class A | 13,300 | 12,520 | |||
Jiangsu Provincial Agricultural Reclamation and Development Corp. | 11,200 | 18,073 | |||
Jiangsu Shagang Company, Ltd., Class A | 27,000 | 14,396 | |||
Jiangsu Shuangxing Color Plastic New Materials Company, Ltd., Class A | 5,200 | 10,941 | |||
Jiangsu Zhangjiagang Rural Commercial Bank Company, Ltd., Class A | 16,680 | 10,907 | |||
Jiangsu Zhongtian Technology Company, Ltd., Class A | 10,500 | 33,050 | |||
Jiangxi Copper Company, Ltd., H Shares | 82,000 | 94,598 | |||
Jilin Aodong Pharmaceutical Group Company, Ltd., Class A | 4,700 | 8,849 | |||
Jingrui Holdings, Ltd. (A)(C) | 69,000 | 5,186 | |||
JinkoSolar Holding Company, Ltd., ADR (A) | 3,651 | 202,229 | |||
Jinmao Property Services Company, Ltd. (A) | 7,552 | 3,624 | |||
Jinneng Science&Technology Company, Ltd., Class A | 8,700 | 11,364 | |||
Jizhong Energy Resources Company, Ltd., Class A | 18,200 | 18,524 | |||
JNBY Design, Ltd. | 11,000 | 10,732 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Joincare Pharmaceutical Group Industry Company, Ltd., Class A | 11,400 | $ | 16,856 | ||
Jointown Pharmaceutical Group Company, Ltd., Class A | 7,700 | 12,408 | |||
Juneyao Airlines Company, Ltd., Class A (A) | 6,700 | 14,246 | |||
Kangda International Environmental Company, Ltd. (A)(B) | 140,000 | 10,687 | |||
Kasen International Holdings, Ltd. (A) | 119,000 | 5,283 | |||
Keshun Waterproof Technologies Company, Ltd., Class A (A) | 10,700 | 14,334 | |||
Kingfa Sci & Tech Company, Ltd., Class A | 12,500 | 16,453 | |||
Kingsoft Corp., Ltd. | 93,600 | 247,660 | |||
Kunlun Tech Company, Ltd., Class A | 3,100 | 5,392 | |||
KWG Group Holdings, Ltd. (A) | 154,013 | 18,861 | |||
KWG Living Group Holdings, Ltd. | 88,506 | 11,731 | |||
Lakala Payment Company, Ltd., Class A (A) | 4,500 | 8,647 | |||
LB Group Company, Ltd., Class A | 13,400 | 29,660 | |||
Legend Holdings Corp., H Shares (B) | 66,200 | 57,459 | |||
Lens Technology Company, Ltd., Class A | 31,900 | 41,379 | |||
Leo Group Company, Ltd., Class A (A) | 58,700 | 14,452 | |||
Lepu Medical Technology Beijing Company, Ltd., Class A | 12,600 | 37,495 | |||
LexinFintech Holdings, Ltd., ADR (A) | 14,967 | 25,294 | |||
Leyard Optoelectronic Company, Ltd., Class A | 9,800 | 7,590 | |||
Liaoning Cheng Da Company, Ltd., Class A | 7,000 | 12,089 | |||
Liaoning Port Company, Ltd., H Shares | 204,000 | 15,520 | |||
Lier Chemical Company, Ltd., Class A | 5,460 | 14,516 | |||
Lingyi iTech Guangdong Company, Class A (A) | 42,900 | 26,825 | |||
Livzon Pharmaceutical Group, Inc., H Shares | 17,400 | 43,579 | |||
Logan Group Company, Ltd. | 141,000 | 9,808 | |||
Longfor Group Holdings, Ltd. (B) | 147,500 | 422,816 | |||
Lonking Holdings, Ltd. | 277,000 | 40,534 | |||
Luxi Chemical Group Company, Ltd., Class A | 14,600 | 26,571 | |||
Luye Pharma Group, Ltd. (A)(B) | 235,000 | 64,993 | |||
Maanshan Iron & Steel Company, Ltd., H Shares | 108,000 | 22,330 | |||
Maccura Biotechnology Company, Ltd., Class A | 6,800 | 16,005 | |||
Mango Excellent Media Company, Ltd., Class A | 8,000 | 28,024 | |||
Maoyan Entertainment (A)(B) | 19,400 | 13,426 | |||
Mayinglong Pharmaceutical Group Company, Ltd., Class A | 5,200 | 14,972 | |||
Meinian Onehealth Healthcare Holdings Company, Ltd., Class A (A) | 14,500 | 8,714 | |||
Meitu, Inc. (A)(B) | 104,000 | 9,708 | |||
Metallurgical Corp. of China, Ltd., H Shares | 185,000 | 30,124 | |||
Midea Real Estate Holding, Ltd. (B) | 9,600 | 8,997 | |||
Ming Yang Smart Energy Group, Ltd., Class A | 9,200 | 31,090 | |||
Minth Group, Ltd. | 70,000 | 153,721 | |||
MLS Company, Ltd., Class A | 9,700 | 11,293 | |||
Monalisa Group Company, Ltd., Class A | 6,100 | 12,695 | |||
Nanjing Iron & Steel Company, Ltd., Class A | 38,000 | 14,587 |
53 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Nanjing Securities Company, Ltd., Class A | 15,100 | $ | 16,147 | ||
NavInfo Company, Ltd., Class A | 11,700 | 18,963 | |||
NetDragon Websoft Holdings, Ltd. | 17,000 | 30,827 | |||
New China Life Insurance Company, Ltd., H Shares | 63,200 | 120,362 | |||
New Hope Liuhe Company, Ltd., Class A (A) | 16,500 | 32,282 | |||
Newland Digital Technology Company, Ltd., Class A | 4,600 | 7,826 | |||
Ningbo Huaxiang Electronic Company, Ltd., Class A | 6,500 | 11,053 | |||
Ningbo Joyson Electronic Corp., Class A (A) | 8,100 | 15,020 | |||
Ningbo Sanxing Medical Electric Company, Ltd., Class A | 4,500 | 7,220 | |||
Ningbo Zhoushan Port Company, Ltd., Class A | 17,900 | 9,131 | |||
Ningxia Baofeng Energy Group Company, Ltd., Class A | 15,500 | 29,040 | |||
Noah Holdings, Ltd., ADR (A) | 1,849 | 24,425 | |||
North Industries Group Red Arrow Company, Ltd., Class A | 6,800 | 21,385 | |||
Northeast Securities Company, Ltd., Class A | 10,520 | 9,534 | |||
NVC International Holdings, Ltd. (A) | 267,000 | 2,984 | |||
Offshore Oil Engineering Company, Ltd., Class A | 30,700 | 19,268 | |||
OFILM Group Company, Ltd., Class A (A) | 9,000 | 6,671 | |||
Orient Securities Company, Ltd., H Shares (B) | 42,000 | 16,456 | |||
PCI Technology Group Company, Ltd., Class A | 17,100 | 13,354 | |||
Pengdu Agriculture & Animal Husbandry Company, Ltd., Class A (A) | 44,000 | 16,646 | |||
Perfect World Company, Ltd., Class A | 9,000 | 15,696 | |||
PetroChina Company, Ltd., H Shares | 1,912,000 | 781,607 | |||
PICC Property & Casualty Company, Ltd., H Shares | 436,000 | 450,861 | |||
Ping An Bank Company, Ltd., Class A | 116,600 | 194,281 | |||
Ping An Insurance Group Company of China, Ltd., H Shares | 467,500 | 2,332,262 | |||
Pingdingshan Tianan Coal Mining Company, Ltd., Class A | 15,000 | 28,801 | |||
Postal Savings Bank of China Company, Ltd., H Shares (B) | 536,000 | 315,042 | |||
Power Construction Corp. of China, Ltd., Class A | 61,800 | 60,352 | |||
Q Technology Group Company, Ltd. (A) | 37,000 | 15,426 | |||
Qingdao Port International Company, Ltd., H Shares (B) | 19,000 | 8,122 | |||
Qingdao Rural Commercial Bank Corp., Class A | 34,400 | 14,282 | |||
Qingling Motors Company, Ltd., H Shares | 128,000 | 16,638 | |||
Qunxing Paper Holdings Company, Ltd. (A)(C) | 634,371 | 0 | |||
Radiance Holdings Group Company, Ltd. | 23,000 | 9,973 | |||
Red Star Macalline Group Corp., Ltd., H Shares (B) | 62,480 | 17,162 | |||
Redco Properties Group, Ltd. (A)(B) | 96,000 | 21,481 | |||
Renhe Pharmacy Company, Ltd., Class A | 14,800 | 11,587 | |||
Risen Energy Company, Ltd., Class A (A) | 2,800 | 10,132 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
RiseSun Real Estate Development Company, Ltd., Class A (A) | 16,000 | $ | 5,298 | ||
Rongsheng Petrochemical Company, Ltd., Class A | 52,100 | 101,225 | |||
SAIC Motor Corp., Ltd., Class A | 22,200 | 44,552 | |||
Sailun Group Company, Ltd., Class A | 14,200 | 20,162 | |||
Sansteel Minguang Company, Ltd., Class A | 16,900 | 11,629 | |||
Sansure Biotech, Inc., Class A | 3,136 | 10,030 | |||
Sany Heavy Equipment International Holdings Company, Ltd. | 99,000 | 96,078 | |||
Sany Heavy Industry Company, Ltd., Class A | 41,900 | 81,604 | |||
Satellite Chemical Company, Ltd., Class A | 14,500 | 43,321 | |||
SDIC Capital Company, Ltd., Class A | 14,700 | 12,572 | |||
Sealand Securities Company, Ltd., Class A | 25,200 | 11,455 | |||
Seazen Group, Ltd. (A) | 251,428 | 58,498 | |||
Seazen Holdings Company, Ltd., Class A (A) | 14,800 | 36,352 | |||
SF Holding Company, Ltd., Class A | 7,400 | 49,151 | |||
Shaanxi Coal Industry Company, Ltd., Class A | 59,000 | 189,116 | |||
Shan Xi Hua Yang Group New Energy Company, Ltd., Class A | 18,100 | 46,352 | |||
Shandong Bohui Paper Industrial Company, Ltd., Class A | 7,000 | 6,795 | |||
Shandong Buchang Pharmaceuticals Company, Ltd., Class A | 3,600 | 8,860 | |||
Shandong Chenming Paper Holdings, Ltd., H Shares (A) | 41,000 | 11,315 | |||
Shandong Himile Mechanical Science & Technology Company, Ltd., Class A | 5,200 | 16,916 | |||
Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | 14,600 | 59,733 | |||
Shandong Linglong Tyre Company, Ltd., Class A | 8,600 | 22,021 | |||
Shandong Nanshan Aluminum Company, Ltd., Class A | 48,800 | 20,619 | |||
Shandong Sun Paper Industry JSC, Ltd., Class A | 13,600 | 21,927 | |||
Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 252,000 | 337,594 | |||
Shanghai AJ Group Company, Ltd., Class A | 21,300 | 15,883 | |||
Shanghai AtHub Company, Ltd., Class A | 5,500 | 16,367 | |||
Shanghai Bailian Group Company, Ltd., Class A | 13,400 | 18,985 | |||
Shanghai Construction Group Company, Ltd., Class A | 41,000 | 14,557 | |||
Shanghai Electric Group Company, Ltd., H Shares (A) | 158,000 | 31,301 | |||
Shanghai Environment Group Company, Ltd., Class A | 11,800 | 14,752 | |||
Shanghai International Port Group Company, Ltd., Class A | 44,200 | 34,568 | |||
Shanghai Jinjiang International Hotels Company, Ltd., Class A | 3,300 | 26,744 | |||
Shanghai Lingang Holdings Corp, Ltd., Class A | 7,000 | 11,606 | |||
Shanghai Lujiazui Finance & Trade Zone Development Company, Ltd., Class A | 6,500 | 8,802 | |||
Shanghai Mechanical and Electrical Industry Company, Ltd., Class A | 4,400 | 6,919 |
54 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Shanghai Pharmaceuticals Holding Company, Ltd., H Shares | 60,000 | $ | 82,745 | ||
Shanghai Pudong Development Bank Company, Ltd., Class A | 121,600 | 120,538 | |||
Shanghai RAAS Blood Products Company, Ltd., Class A | 29,400 | 22,051 | |||
Shanghai Sinyang Semiconductor Materials Company, Ltd., Class A | 2,800 | 11,499 | |||
Shanghai Tunnel Engineering Company, Ltd., Class A | 24,000 | 16,641 | |||
Shanghai Yuyuan Tourist Mart Group Company, Ltd., Class A | 28,200 | 26,480 | |||
Shanghai Zhangjiang High-Tech Park Development Company, Ltd., Class A | 13,300 | 19,423 | |||
Shanxi Coking Coal Energy Group Company, Ltd., Class A | 22,900 | 48,206 | |||
Shanxi Coking Company, Ltd., Class A | 16,400 | 14,018 | |||
Shanxi Lu'an Environmental Energy Development Company, Ltd., Class A | 21,300 | 50,671 | |||
Shanxi Taigang Stainless Steel Company, Ltd., Class A | 40,100 | 25,213 | |||
Shanying International Holding Company, Ltd., Class A | 40,100 | 13,430 | |||
Shengjing Bank Company, Ltd., H Shares (A)(B) | 17,500 | 13,363 | |||
Shenguan Holdings Group, Ltd. | 90,000 | 3,263 | |||
Shengyi Technology Company, Ltd., Class A | 15,400 | 28,370 | |||
Shenwan Hongyuan Group Company, Ltd., H Shares (B) | 143,200 | 23,270 | |||
Shenzhen Agricultural Products Group Company, Ltd., Class A | 22,100 | 16,132 | |||
Shenzhen Airport Company, Ltd., Class A | 12,200 | 11,543 | |||
Shenzhen Aisidi Company, Ltd., Class A | 13,100 | 15,479 | |||
Shenzhen Desay Battery Technology Company, Class A | 2,100 | 12,286 | |||
Shenzhen Everwin Precision Technology Company, Ltd., Class A (A) | 6,000 | 9,031 | |||
Shenzhen Gas Corp, Ltd., Class A | 17,200 | 16,467 | |||
Shenzhen Huaqiang Industry Company, Ltd., Class A | 4,300 | 7,223 | |||
Shenzhen Jinjia Group Company, Ltd., Class A | 11,500 | 13,680 | |||
Shenzhen Kaifa Technology Company, Ltd., Class A | 8,800 | 12,986 | |||
Shenzhen Kinwong Electronic Company, Ltd., Class A | 2,900 | 7,870 | |||
Shenzhen Microgate Technology Company, Ltd., Class A | 14,600 | 15,136 | |||
Shenzhen MTC Company, Ltd., Class A (A) | 26,800 | 12,275 | |||
Shenzhen Overseas Chinese Town Company, Ltd., Class A | 44,000 | 29,833 | |||
Shenzhen Suntak Circuit Technology Company, Ltd., Class A | 8,500 | 12,003 | |||
Shenzhen Sunway Communication Company, Ltd., Class A | 9,800 | 19,466 | |||
Shenzhen YUTO Packaging Technology Company, Ltd., Class A | 2,400 | 10,157 | |||
Shenzhen Zhongjin Lingnan Nonfemet Company, Ltd., Class A | 16,500 | 9,567 | |||
Shui On Land, Ltd. | 390,961 | 39,747 | |||
Sichuan Development Lomon Company, Ltd., Class A (A) | 12,700 | 19,787 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Sichuan Hebang Biotechnology Company, Ltd., Class A | 69,000 | $ | 31,140 | ||
Sichuan Kelun Pharmaceutical Company, Ltd., Class A | 11,400 | 35,391 | |||
Sichuan Road & Bridge Company, Ltd., Class A | 26,700 | 38,367 | |||
Sihuan Pharmaceutical Holdings Group, Ltd. | 343,000 | 32,939 | |||
Sinolink Securities Company, Ltd., Class A | 14,300 | 15,327 | |||
Sinoma Science & Technology Company, Ltd., Class A | 7,900 | 22,073 | |||
Sino-Ocean Group Holding, Ltd. | 333,973 | 34,884 | |||
Sinopec Engineering Group Company, Ltd., H Shares | 129,000 | 51,551 | |||
Sinopec Shanghai Petrochemical Company, Ltd., H Shares | 300,000 | 39,244 | |||
Sinopharm Group Company, Ltd., H Shares | 138,800 | 277,015 | |||
Sinosoft Technology Group, Ltd. (A) | 104,000 | 4,622 | |||
Sinotrans, Ltd., H Shares | 242,000 | 60,895 | |||
Sinotruk Hong Kong, Ltd. | 85,500 | 71,044 | |||
SOHO China, Ltd. (A) | 247,000 | 39,254 | |||
SooChow Securities Company, Ltd., Class A | 19,110 | 16,528 | |||
Southwest Securities Company, Ltd., Class A | 28,700 | 14,788 | |||
Suning Universal Company, Ltd., Class A | 15,000 | 6,498 | |||
Suning.com Company, Ltd., Class A (A) | 26,300 | 6,451 | |||
Sunshine 100 China Holdings, Ltd. (A)(B)(C) | 77,000 | 3,267 | |||
Suzhou Anjie Technology Company, Ltd., Class A | 7,300 | 12,717 | |||
Suzhou Dongshan Precision Manufacturing Company, Ltd., Class A | 11,700 | 37,981 | |||
Suzhou Gold Mantis Construction Decoration Company, Ltd., Class A (A) | 21,200 | 13,487 | |||
Tangshan Jidong Cement Company, Ltd., Class A | 11,000 | 12,937 | |||
TangShan Port Group Company, Ltd., Class A | 52,100 | 18,918 | |||
Tangshan Sanyou Chemical Industries Company, Ltd., Class A | 14,700 | 12,657 | |||
TBEA Company, Ltd., Class A | 22,600 | 68,615 | |||
TCL Technology Group Corp., Class A | 98,900 | 50,512 | |||
Ten Pao Group Holdings, Ltd. | 80,000 | 13,218 | |||
Tencent Music Entertainment Group, ADR (A) | 44,713 | 181,535 | |||
Tenwow International Holdings, Ltd. (A)(C) | 121,000 | 4,393 | |||
The People's Insurance Company Group of China, Ltd., H Shares | 514,000 | 148,916 | |||
Tian Di Science & Technology Company, Ltd., Class A | 33,600 | 22,485 | |||
Tian Ge Interactive Holdings, Ltd. (B) | 44,000 | 3,114 | |||
Tiande Chemical Holdings, Ltd. | 24,000 | 7,072 | |||
Tiangong International Company, Ltd. | 108,000 | 28,990 | |||
Tianjin Capital Environmental Protection Group Company, Ltd., H Shares | 24,000 | 7,598 | |||
Tianjin Chase Sun Pharmaceutical Company, Ltd., Class A | 20,700 | 15,298 | |||
Tianli International Holdings, Ltd. (A) | 150,000 | 27,316 |
55 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Tianma Microelectronics Company, Ltd., Class A | 10,200 | $ | 12,206 | ||
Tianneng Power International, Ltd. | 78,000 | 67,931 | |||
Tianshui Huatian Technology Company, Ltd., Class A | 25,200 | 28,680 | |||
Tianyun International Holdings, Ltd. (A)(C) | 54,000 | 9,473 | |||
Titan Wind Energy Suzhou Company, Ltd., Class A | 12,700 | 22,565 | |||
Tong Ren Tang Technologies Company, Ltd., H Shares | 62,000 | 36,033 | |||
TongFu Microelectronics Company, Ltd., Class A (A) | 7,500 | 15,860 | |||
Tongkun Group Company, Ltd., Class A | 12,900 | 24,421 | |||
Tongling Nonferrous Metals Group Company, Ltd., Class A | 72,500 | 26,606 | |||
Topsec Technologies Group, Inc., Class A | 7,000 | 9,048 | |||
Transfar Zhilian Company, Ltd., Class A | 16,500 | 12,257 | |||
Trigiant Group, Ltd. (A) | 158,000 | 6,970 | |||
Trip.com Group, Ltd. (A) | 750 | 20,265 | |||
Trip.com Group, Ltd., ADR (A) | 33,424 | 912,809 | |||
Uni-President China Holdings, Ltd. | 120,000 | 100,549 | |||
Unisplendour Corp., Ltd., Class A | 11,600 | 25,866 | |||
Universal Scientific Industrial Shanghai Company, Ltd., Class A | 10,400 | 21,983 | |||
Valiant Company, Ltd., Class A | 3,500 | 7,177 | |||
Victory Giant Technology Huizhou Company, Ltd., Class A | 9,400 | 17,650 | |||
Vipshop Holdings, Ltd., ADR (A) | 43,158 | 362,959 | |||
Viva Biotech Holdings (A)(B) | 74,000 | 12,453 | |||
VNET Group, Inc., ADR (A) | 7,345 | 40,398 | |||
Wangsu Science & Technology Company, Ltd., Class A | 23,700 | 15,126 | |||
Wanxiang Qianchao Company, Ltd., Class A | 23,700 | 16,382 | |||
Wasu Media Holding Company, Ltd., Class A | 8,900 | 8,360 | |||
Weibo Corp., ADR (A) | 2,144 | 36,662 | |||
Weichai Power Company, Ltd., H Shares | 193,000 | 182,840 | |||
Weifu High-Technology Group Company, Ltd., Class A | 4,400 | 10,682 | |||
Weiqiao Textile Company, H Shares | 73,500 | 11,024 | |||
West China Cement, Ltd. | 298,000 | 30,395 | |||
Western Securities Company, Ltd., Class A | 28,800 | 23,614 | |||
Wingtech Technology Company, Ltd., Class A | 6,200 | 41,374 | |||
Wisdom Education International Holdings Company, Ltd. (A) | 122,000 | 2,279 | |||
Wolong Electric Group Company, Ltd., Class A | 10,400 | 16,904 | |||
Wuchan Zhongda Group Company, Ltd., Class A | 41,000 | 23,731 | |||
Wuhu Token Science Company, Ltd., Class A | 20,000 | 16,855 | |||
WUS Printed Circuit Kunshan Company, Ltd., Class A | 13,700 | 19,160 | |||
Wuxi Taiji Industry Company, Ltd., Class A | 16,400 | 13,184 | |||
XCMG Construction Machinery Company, Ltd., Class A | 26,000 | 16,401 | |||
Xiabuxiabu Catering Management China Holdings Company, Ltd. (A)(B) | 62,500 | 41,010 | |||
Xiamen C & D, Inc., Class A | 9,700 | 18,889 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Xiamen Intretech, Inc., Class A | 7,200 | $ | 18,963 | ||
Xiamen ITG Group Corp, Ltd., Class A | 18,100 | 16,214 | |||
Xiamen Tungsten Company, Ltd., Class A | 6,100 | 19,368 | |||
Xiamen Xiangyu Company, Ltd., Class A | 17,400 | 20,397 | |||
Xianhe Company, Ltd., Class A | 3,700 | 11,952 | |||
Xiaomi Corp., Class B (A)(B) | 331,400 | 375,268 | |||
Xinfengming Group Company, Ltd., Class A | 8,700 | 10,969 | |||
Xingda International Holdings, Ltd. | 147,515 | 29,025 | |||
Xingfa Aluminium Holdings, Ltd. | 29,000 | 29,421 | |||
Xinhua Winshare Publishing and Media Company, Ltd., H Shares | 51,000 | 32,358 | |||
Xinjiang Goldwind Science & Technology Company, Ltd., H Shares | 47,000 | 54,201 | |||
Xinjiang Tianshan Cement Company, Ltd., Class A | 15,900 | 19,885 | |||
Xinjiang Zhongtai Chemical Company, Ltd., Class A | 8,100 | 7,598 | |||
Xinte Energy Company, Ltd., H Shares | 19,600 | 41,245 | |||
Xinxing Ductile Iron Pipes Company, Ltd., Class A | 33,500 | 16,865 | |||
Xinyangfeng Agricultural Technology Company, Ltd., Class A | 5,900 | 10,766 | |||
Xinyu Iron & Steel Company, Ltd., Class A | 24,700 | 13,342 | |||
Xuji Electric Company, Ltd., Class A | 5,200 | 12,134 | |||
Yankuang Energy Group Company, Ltd., H Shares | 42,000 | 151,649 | |||
Yantai Jereh Oilfield Services Group Company, Ltd., Class A | 6,300 | 28,982 | |||
YiChang HEC ChangJiang Pharmaceutical Company, Ltd., H Shares (A)(B) | 33,400 | 17,804 | |||
Yifan Pharmaceutical Company, Ltd., Class A (A) | 5,200 | 7,651 | |||
Yintai Gold Company, Ltd., Class A | 9,100 | 16,542 | |||
Yiren Digital, Ltd., ADR (A) | 5,014 | 5,365 | |||
Yixintang Pharmaceutical Group Company, Ltd., Class A | 2,200 | 7,478 | |||
Youngor Group Company, Ltd., Class A | 10,400 | 9,249 | |||
Youzu Interactive Company, Ltd., Class A (A) | 15,500 | 16,291 | |||
YTO Express Group Company, Ltd., Class A | 14,800 | 43,173 | |||
Yunda Holding Company, Ltd., Class A | 10,700 | 23,579 | |||
Yunnan Aluminium Company, Ltd., Class A | 30,700 | 39,697 | |||
Yunnan Baiyao Group Company, Ltd., Class A | 6,160 | 45,405 | |||
Yunnan Copper Company, Ltd., Class A | 10,000 | 13,799 | |||
Yunnan Tin Company, Ltd., Class A | 5,500 | 9,526 | |||
Yutong Bus Company, Ltd., Class A | 11,900 | 11,716 | |||
Zepp Health Corp., ADR | 2,968 | 4,066 | |||
Zhaojin Mining Industry Company, Ltd., H Shares (A) | 122,500 | 83,865 | |||
Zhefu Holding Group Company, Ltd., Class A | 14,800 | 8,127 | |||
Zhejiang Century Huatong Group Company, Ltd., Class A (A) | 30,600 | 16,059 | |||
Zhejiang China Commodities City Group Company, Ltd., Class A | 28,122 | 17,621 | |||
Zhejiang Chint Electrics Company, Ltd., Class A | 11,000 | 41,235 |
56 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Zhejiang Dahua Technology Company, Ltd., Class A | 24,000 | $ | 43,368 | ||
Zhejiang Glass Company, Ltd., H Shares (A)(C) | 162,000 | 0 | |||
Zhejiang Hailiang Company, Ltd., Class A | 6,500 | 10,607 | |||
Zhejiang Hisoar Pharmaceutical Company, Ltd., Class A | 12,100 | 11,575 | |||
Zhejiang Huace Film & Television Company, Ltd., Class A | 11,400 | 7,838 | |||
Zhejiang Jiahua Energy Chemical Industry Company, Ltd., Class A | 8,500 | 10,891 | |||
Zhejiang JIULI Hi-tech Metals Company, Ltd., Class A | 6,300 | 14,374 | |||
Zhejiang Juhua Company, Ltd., Class A | 8,900 | 17,366 | |||
Zhejiang Longsheng Group Company, Ltd., Class A | 17,400 | 22,047 | |||
Zhejiang NHU Company, Ltd., Class A | 14,400 | 44,989 | |||
Zhejiang Semir Garment Company, Ltd., Class A | 15,300 | 10,292 | |||
Zhejiang Wanfeng Auto Wheel Company, Ltd., Class A (A) | 22,500 | 16,803 | |||
Zhejiang Wanliyang Company, Ltd., Class A (A) | 6,300 | 7,022 | |||
Zhejiang Xianju Pharmaceutical Company, Ltd., Class A | 10,900 | 14,663 | |||
Zhejiang Xinan Chemical Industrial Group Company, Ltd., Class A | 6,860 | 15,211 | |||
Zhengzhou Coal Mining Machinery Group Company, Ltd., H Shares | 25,400 | 25,296 | |||
Zheshang Securities Company, Ltd., Class A | 10,800 | 14,347 | |||
Zhong An Group, Ltd. (A) | 409,000 | 10,936 | |||
Zhongji Innolight Company, Ltd., Class A | 4,900 | 17,959 | |||
Zhongjin Gold Corp, Ltd., Class A | 31,200 | 32,518 | |||
Zhongshan Broad Ocean Motor Company, Ltd., Class A | 20,000 | 14,868 | |||
Zhou Hei Ya International Holdings Company, Ltd. (A)(B) | 58,000 | 28,116 | |||
Zhuhai Huafa Properties Company, Ltd., Class A | 26,900 | 37,297 | |||
Zhuzhou CRRC Times Electric Company, Ltd. | 29,100 | 121,806 | |||
Zhuzhou Kibing Group Company, Ltd., Class A | 18,700 | 25,263 | |||
Zibo Qixiang Tengda Chemical Company, Ltd., Class A (A) | 11,900 | 11,466 | |||
Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares | 90,800 | 31,415 | |||
ZTE Corp., H Shares | 62,400 | 111,436 | |||
44,066,217 | |||||
Colombia - 0.1% | |||||
Bancolombia SA | 387 | 2,611 | |||
Bancolombia SA, ADR | 1,151 | 28,050 | |||
Cementos Argos SA | 24,726 | 18,129 | |||
Grupo Argos SA | 33,112 | 70,462 | |||
119,252 | |||||
Cyprus - 0.0% | |||||
ASBISc Enterprises PLC | 3,999 | 11,553 | |||
Czech Republic - 0.1% | |||||
CEZ AS | 895 | 30,680 | |||
Komercni banka AS | 5,968 | 149,264 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Czech Republic (continued) | |||||
Moneta Money Bank AS (B) | 22,384 | $ | 62,993 | ||
242,937 | |||||
Greece - 0.3% | |||||
Alpha Services and Holdings SA (A) | 115,077 | 90,338 | |||
Bank of Greece | 667 | 10,249 | |||
Eurobank Ergasias Services and Holdings SA (A) | 158,083 | 131,953 | |||
Fourlis Holdings SA | 3,756 | 9,188 | |||
Hellenic Petroleum Holdings SA | 4,654 | 28,384 | |||
Intracom Holdings SA (A) | 7,112 | 10,764 | |||
LAMDA Development SA (A) | 4,248 | 22,720 | |||
Motor Oil Hellas Corinth Refineries SA | 3,190 | 50,398 | |||
Mytilineos SA | 1,367 | 18,670 | |||
National Bank of Greece SA (A) | 38,302 | 112,774 | |||
Piraeus Financial Holdings SA (A) | 10,904 | 10,998 | |||
496,436 | |||||
Hong Kong - 4.3% | |||||
AAG Energy Holdings, Ltd. (B) | 68,000 | 11,649 | |||
Ajisen China Holdings, Ltd. | 147,000 | 13,307 | |||
Anxin-China Holdings, Ltd. (A)(C) | 1,648,000 | 0 | |||
APT Satellite Holdings, Ltd. | 28,000 | 7,012 | |||
Asian Citrus Holdings, Ltd. (A) | 249,000 | 2,736 | |||
Beijing Energy International Holding Company, Ltd. (A) | 814,000 | 21,003 | |||
Beijing Enterprises Holdings, Ltd. | 58,500 | 163,950 | |||
Beijing Enterprises Water Group, Ltd. | 532,000 | 122,004 | |||
Brilliance China Automotive Holdings, Ltd. (A)(C) | 216,000 | 55,241 | |||
C C Land Holdings, Ltd. | 125,126 | 30,195 | |||
C&D International Investment Group, Ltd. | 16,479 | 42,014 | |||
CECEP COSTIN New Materials Group, Ltd. (A)(C) | 348,000 | 0 | |||
CGN New Energy Holdings Company, Ltd. | 150,000 | 42,686 | |||
China Aerospace International Holdings, Ltd. | 190,000 | 8,777 | |||
China Aircraft Leasing Group Holdings, Ltd. | 23,000 | 13,594 | |||
China Boton Group Company, Ltd. (A) | 20,000 | 7,008 | |||
China Education Group Holdings, Ltd. | 36,000 | 26,497 | |||
China Everbright Greentech, Ltd. (B) | 114,000 | 21,694 | |||
China Everbright, Ltd. | 76,000 | 43,749 | |||
China Fiber Optic Network System Group, Ltd. (A)(C) | 150,800 | 5,379 | |||
China Foods, Ltd. | 74,000 | 22,025 | |||
China Gas Holdings, Ltd. | 254,000 | 303,798 | |||
China High Precision Automation Group, Ltd. (A)(C) | 18,000 | 2,133 | |||
China High Speed Transmission Equipment Group Company, Ltd. (A) | 45,000 | 20,228 | |||
China Jinmao Holdings Group, Ltd. | 500,000 | 101,705 | |||
China Longevity Group Company, Ltd. (A)(C) | 93,000 | 4,869 | |||
China Lumena New Materials Corp. (A)(C) | 50,900 | 0 | |||
China Merchants Land, Ltd. (A) | 260,000 | 17,934 | |||
China Merchants Port Holdings Company, Ltd. | 76,558 | 96,158 | |||
China New Town Development Company, Ltd. (A) | 300,165 | 2,160 | |||
China Oil & Gas Group, Ltd. (A) | 600,000 | 20,989 | |||
China Overseas Grand Oceans Group, Ltd. | 205,920 | 75,911 | |||
China Overseas Land & Investment, Ltd. | 361,000 | 939,150 |
57 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hong Kong (continued) | |||||
China Resources Cement Holdings, Ltd. | 282,000 | $ | 130,252 | ||
China Resources Gas Group, Ltd. | 86,000 | 272,675 | |||
China Resources Land, Ltd. | 310,000 | 1,214,235 | |||
China South City Holdings, Ltd. (A) | 498,000 | 25,516 | |||
China Taiping Insurance Holdings Company, Ltd. | 168,000 | 140,820 | |||
China Traditional Chinese Medicine Holdings Company, Ltd. | 336,000 | 116,893 | |||
China Travel International Investment Hong Kong, Ltd. (A) | 314,000 | 54,951 | |||
China Vast Industrial Urban Development Company, Ltd. (B) | 36,000 | 10,710 | |||
Chu Kong Shipping Enterprises Group Company, Ltd. | 26,000 | 2,545 | |||
CIMC Enric Holdings, Ltd. | 70,000 | 74,341 | |||
CITIC Resources Holdings, Ltd. | 488,000 | 25,661 | |||
Concord New Energy Group, Ltd. | 690,000 | 57,008 | |||
COSCO SHIPPING International Hong Kong Company, Ltd. | 59,625 | 17,008 | |||
COSCO SHIPPING Ports, Ltd. | 167,235 | 105,259 | |||
CSSC Hong Kong Shipping Company, Ltd. | 116,000 | 17,192 | |||
Dawnrays Pharmaceutical Holdings, Ltd. | 117,000 | 15,702 | |||
Digital China Holdings, Ltd. | 73,000 | 29,201 | |||
EVA Precision Industrial Holdings, Ltd. | 96,000 | 15,586 | |||
Far East Horizon, Ltd. | 183,000 | 123,372 | |||
GCL New Energy Holdings, Ltd. (A) | 166,314 | 1,815 | |||
GCL Technology Holdings, Ltd. (A) | 523,000 | 158,293 | |||
Geely Automobile Holdings, Ltd. | 309,000 | 422,864 | |||
Gemdale Properties & Investment Corp., Ltd. | 778,000 | 52,366 | |||
Glorious Property Holdings, Ltd. (A) | 88,000 | 1,431 | |||
Glory Sun Financial Group, Ltd. (A) | 612,000 | 1,316 | |||
Goldlion Holdings, Ltd. | 36,000 | 5,413 | |||
Goldpac Group, Ltd. | 46,000 | 8,176 | |||
Grand Pharmaceutical Group, Ltd. | 86,000 | 36,985 | |||
Health & Happiness H&H International Holdings, Ltd. | 24,500 | 22,960 | |||
Hi Sun Technology China, Ltd. (A) | 240,000 | 26,589 | |||
Hopson Development Holdings, Ltd. | 91,256 | 95,022 | |||
Hua Han Health Industry Holdings, Ltd. (A)(C) | 880,000 | 23,767 | |||
IMAX China Holding, Inc. (B) | 7,000 | 4,986 | |||
Jinchuan Group International Resources Company, Ltd. | 127,000 | 12,249 | |||
Joy City Property, Ltd. (A) | 328,000 | 9,825 | |||
Ju Teng International Holdings, Ltd. | 130,000 | 24,272 | |||
Kingboard Holdings, Ltd. | 77,130 | 217,129 | |||
Kingboard Laminates Holdings, Ltd. | 96,500 | 86,461 | |||
Kunlun Energy Company, Ltd. | 380,000 | 273,496 | |||
Lee & Man Chemical Company, Ltd. | 12,000 | 8,274 | |||
Lee & Man Paper Manufacturing, Ltd. | 129,000 | 41,403 | |||
Lee's Pharmaceutical Holdings, Ltd. | 54,000 | 11,373 | |||
Lifestyle China Group, Ltd. (A) | 42,000 | 3,886 | |||
LVGEM China Real Estate Investment Company, Ltd. (A) | 60,000 | 6,618 | |||
Min Xin Holdings, Ltd. | 24,000 | 9,441 | |||
Mingyuan Medicare Development Company, Ltd. (A)(C) | 1,300,000 | 0 | |||
Minmetals Land, Ltd. | 118,000 | 7,076 | |||
New World Department Store China, Ltd. (A) | 34,000 | 3,106 | |||
Nine Dragons Paper Holdings, Ltd. | 185,000 | 114,784 | |||
Overseas Chinese Town Asia Holdings, Ltd. (A) | 52,000 | 4,918 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hong Kong (continued) | |||||
PAX Global Technology, Ltd. | 84,000 | $ | 63,573 | ||
Poly Property Group Company, Ltd. | 162,126 | 28,729 | |||
Pou Sheng International Holdings, Ltd. | 223,000 | 14,076 | |||
Prinx Chengshan Holdings, Ltd. | 18,000 | 14,896 | |||
Shandong Hi-Speed New Energy Group, Ltd. (A) | 600,000 | 4,040 | |||
Shanghai Industrial Holdings, Ltd. | 37,000 | 40,044 | |||
Shanghai Industrial Urban Development Group, Ltd. | 359,400 | 27,461 | |||
Shenzhen International Holdings, Ltd. | 135,199 | 103,060 | |||
Shenzhen Investment, Ltd. | 373,271 | 56,546 | |||
Shimao Group Holdings, Ltd. (A)(C) | 150,000 | 76,016 | |||
Shoucheng Holdings, Ltd. | 128,000 | 19,279 | |||
Shougang Fushan Resources Group, Ltd. | 236,565 | 68,559 | |||
Silver Grant International Holdings Group, Ltd. (A) | 160,000 | 8,507 | |||
Sinofert Holdings, Ltd. (A) | 300,000 | 33,508 | |||
Sinopec Kantons Holdings, Ltd. | 124,000 | 34,207 | |||
Skyworth Group, Ltd. | 175,190 | 69,882 | |||
SSY Group, Ltd. | 138,000 | 57,719 | |||
Sun Art Retail Group, Ltd. | 171,500 | 36,565 | |||
Symphony Holdings, Ltd. | 20,000 | 2,395 | |||
TCL Electronics Holdings, Ltd. (A) | 114,600 | 39,845 | |||
The Wharf Holdings, Ltd. | 99,000 | 316,603 | |||
Tian An China Investment Company, Ltd. | 54,000 | 26,195 | |||
Tianjin Port Development Holdings, Ltd. | 478,000 | 30,174 | |||
Tomson Group, Ltd. | 45,714 | 8,750 | |||
Tongda Group Holdings, Ltd. (A) | 885,000 | 10,670 | |||
Truly International Holdings, Ltd. | 136,000 | 21,003 | |||
United Energy Group, Ltd. | 542,000 | 61,856 | |||
Vinda International Holdings, Ltd. | 39,000 | 91,658 | |||
Wasion Holdings, Ltd. | 90,000 | 22,715 | |||
Yuexiu Property Company, Ltd. | 165,908 | 199,914 | |||
7,979,221 | |||||
Hungary - 0.2% | |||||
MOL Hungarian Oil & Gas PLC | 43,193 | 239,882 | |||
OTP Bank NYRT | 2,922 | 53,306 | |||
293,188 | |||||
India - 17.3% | |||||
ACC, Ltd. | 5,847 | 173,136 | |||
Adani Enterprises, Ltd. | 2,169 | 91,125 | |||
Adani Green Energy, Ltd. (A) | 3,790 | 103,964 | |||
Adani Total Gas, Ltd. | 1,936 | 78,595 | |||
Adani Transmission, Ltd. (A) | 9,644 | 386,845 | |||
Aditya Birla Capital, Ltd. (A) | 55,560 | 75,625 | |||
Alembic Pharmaceuticals, Ltd. | 4,559 | 33,668 | |||
Allcargo Logistics, Ltd. | 8,212 | 41,198 | |||
Amara Raja Batteries, Ltd. | 4,664 | 28,049 | |||
Ambuja Cements, Ltd. | 55,925 | 352,816 | |||
Andhra Sugars, Ltd. | 6,880 | 11,725 | |||
Apar Industries, Ltd. | 1,121 | 17,730 | |||
Apollo Tyres, Ltd. | 28,578 | 97,398 | |||
Arvind, Ltd. (A) | 12,009 | 13,947 | |||
Ashoka Buildcon, Ltd. (A) | 22,051 | 21,098 | |||
Aster DM Healthcare, Ltd. (A)(B) | 8,448 | 25,899 | |||
Astra Microwave Products, Ltd. | 3,553 | 13,103 | |||
Aurobindo Pharma, Ltd. | 32,368 | 201,740 | |||
Axis Bank, Ltd. | 188,618 | 1,692,957 | |||
Axis Bank, Ltd., GDR | 310 | 13,830 | |||
Bajaj Consumer Care, Ltd. | 6,744 | 12,863 | |||
Bajaj Holdings & Investment, Ltd. | 2,773 | 220,650 | |||
Balmer Lawrie & Company, Ltd. | 11,041 | 15,217 | |||
Balrampur Chini Mills, Ltd. | 17,968 | 76,549 | |||
Bandhan Bank, Ltd. (A)(B) | 32,073 | 104,107 |
58 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
India (continued) | |||||
Bank of Baroda | 88,922 | $ | 143,706 | ||
Bank of India | 19,819 | 11,646 | |||
Bharat Dynamics, Ltd. | 1,195 | 12,729 | |||
Bharat Electronics, Ltd. | 179,424 | 221,807 | |||
Bharat Heavy Electricals, Ltd. | 72,839 | 53,249 | |||
Birla Corp., Ltd. | 2,709 | 31,604 | |||
Birlasoft, Ltd. | 4,416 | 15,164 | |||
Bombay Burmah Trading Company | 1,557 | 17,476 | |||
BSE, Ltd. | 2,172 | 16,044 | |||
Can Fin Homes, Ltd. | 2,623 | 15,435 | |||
Canara Bank | 30,693 | 85,864 | |||
Ceat, Ltd. | 2,623 | 50,456 | |||
Century Enka, Ltd. | 1,383 | 8,001 | |||
Century Textiles & Industries, Ltd. | 2,062 | 20,375 | |||
Chambal Fertilizers & Chemicals, Ltd. | 19,376 | 75,520 | |||
Chennai Super Kings Cricket, Ltd. (A)(C) | 207,315 | 5,734 | |||
Cholamandalam Financial Holdings, Ltd. | 7,288 | 58,010 | |||
Cipla, Ltd. | 35,701 | 484,570 | |||
City Union Bank, Ltd. | 27,005 | 57,239 | |||
Cochin Shipyard, Ltd. (B) | 2,163 | 11,615 | |||
Container Corp. of India, Ltd. | 14,589 | 127,225 | |||
Cosmo First, Ltd. | 1,579 | 16,866 | |||
CreditAccess Grameen, Ltd. (A) | 1,190 | 14,380 | |||
CSB Bank, Ltd. (A) | 2,395 | 6,526 | |||
Cyient, Ltd. | 5,147 | 49,885 | |||
Dalmia Bharat, Ltd. | 4,419 | 86,527 | |||
DB Corp., Ltd. | 6,129 | 9,200 | |||
DCB Bank, Ltd. | 23,624 | 29,615 | |||
DCM Shriram, Ltd. | 3,740 | 46,183 | |||
Deepak Fertilisers & Petrochemicals Corp., Ltd. | 2,609 | 27,835 | |||
Delta Corp., Ltd. | 4,521 | 10,960 | |||
Dhampur Bio Organics, Ltd. (A) | 2,503 | 4,631 | |||
Dhampur Sugar Mills, Ltd. | 2,503 | 6,580 | |||
Dilip Buildcon, Ltd. (B) | 1,316 | 3,524 | |||
Dish TV India, Ltd. (A) | 48,852 | 10,865 | |||
Dishman Carbogen Amcis, Ltd. (A) | 5,361 | 6,289 | |||
DLF, Ltd. | 40,228 | 174,824 | |||
Edelweiss Financial Services, Ltd. | 46,814 | 35,069 | |||
EID Parry India, Ltd. | 12,265 | 89,597 | |||
Electrosteel Castings, Ltd. | 35,427 | 15,803 | |||
Engineers India, Ltd. | 11,471 | 8,986 | |||
EPL, Ltd. | 5,477 | 11,741 | |||
Equitas Small Finance Bank, Ltd. (A)(B) | 13,945 | 8,417 | |||
Exide Industries, Ltd. | 26,285 | 50,264 | |||
FDC, Ltd. (A) | 2,601 | 8,317 | |||
Federal Bank, Ltd. | 191,615 | 278,667 | |||
Filatex India, Ltd. | 12,883 | 15,762 | |||
Finolex Cables, Ltd. | 3,327 | 19,107 | |||
Finolex Industries, Ltd. | 25,360 | 42,441 | |||
Firstsource Solutions, Ltd. | 16,189 | 20,597 | |||
Fortis Healthcare, Ltd. (A) | 10,064 | 32,617 | |||
Gabriel India, Ltd. | 6,164 | 11,647 | |||
GAIL India, Ltd. | 287,002 | 305,368 | |||
General Insurance Corp. of India (B) | 8,025 | 12,088 | |||
GHCL, Ltd. | 6,390 | 50,530 | |||
Glenmark Pharmaceuticals, Ltd. | 13,855 | 66,095 | |||
Godawari Power & Ispat, Ltd. | 4,899 | 16,579 | |||
Godfrey Phillips India, Ltd. | 603 | 8,484 | |||
Godrej Industries, Ltd. (A) | 2,755 | 14,851 | |||
Granules India, Ltd. | 18,738 | 79,353 | |||
Graphite India, Ltd. | 3,611 | 15,817 | |||
Grasim Industries, Ltd. | 23,906 | 489,557 | |||
Gujarat Alkalies & Chemicals, Ltd. | 3,130 | 32,256 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
India (continued) | |||||
Gujarat Ambuja Exports, Ltd. | 10,728 | $ | 36,614 | ||
Gujarat Fluorochemicals, Ltd. | 2,910 | 140,396 | |||
Gujarat Narmada Valley Fertilizers & Chemicals, Ltd. | 10,255 | 80,186 | |||
Gujarat Pipavav Port, Ltd. | 15,449 | 16,421 | |||
Gujarat State Fertilizers & Chemicals, Ltd. | 6,962 | 11,091 | |||
Gujarat State Petronet, Ltd. | 26,721 | 75,544 | |||
Hathway Cable & Datacom, Ltd. (A) | 35,580 | 7,029 | |||
HDFC Bank, Ltd. | 10,301 | 178,558 | |||
HEG, Ltd. | 765 | 9,851 | |||
Hero MotoCorp, Ltd. | 6,888 | 214,472 | |||
HIL, Ltd. | 308 | 10,641 | |||
Himadri Speciality Chemical, Ltd. | 24,869 | 30,130 | |||
Hindalco Industries, Ltd. | 148,861 | 708,065 | |||
Hinduja Global Solutions, Ltd. | 418 | 6,480 | |||
Hindustan Aeronautics, Ltd. | 1,878 | 53,901 | |||
Housing Development Finance Corp., Ltd. | 47,932 | 1,337,777 | |||
ICICI Bank, Ltd. | 196,478 | 2,074,360 | |||
ICICI Bank, Ltd., ADR | 3,737 | 78,365 | |||
IDFC First Bank, Ltd. (A) | 171,714 | 104,576 | |||
IDFC, Ltd. | 92,305 | 75,076 | |||
IIFL Finance, Ltd. | 2,568 | 11,038 | |||
IIFL Securities, Ltd. | 28,932 | 23,361 | |||
Indiabulls Housing Finance, Ltd. (A) | 33,338 | 48,123 | |||
Indiabulls Real Estate, Ltd. (A) | 28,092 | 26,622 | |||
Indian Bank | 13,953 | 33,316 | |||
Indian Overseas Bank (A) | 71,034 | 15,112 | |||
Indian Railway Finance Corp., Ltd. (B) | 56,808 | 14,792 | |||
Indo Count Industries, Ltd. | 3,259 | 5,391 | |||
Indus Towers, Ltd. | 47,035 | 113,566 | |||
IndusInd Bank, Ltd. | 26,682 | 386,511 | |||
Infibeam Avenues, Ltd. | 35,348 | 6,375 | |||
Info Edge India, Ltd. | 2,173 | 102,193 | |||
IOL Chemicals and Pharmaceuticals, Ltd. | 1,292 | 5,531 | |||
IRCON International, Ltd. (B) | 17,211 | 8,298 | |||
Jagran Prakashan, Ltd. | 12,700 | 10,102 | |||
Jindal Poly Films, Ltd. | 1,066 | 11,717 | |||
Jindal Saw, Ltd. | 29,627 | 29,713 | |||
Jindal Stainless Hisar, Ltd. (A) | 4,742 | 14,135 | |||
Jindal Stainless, Ltd. (A) | 11,232 | 17,193 | |||
Jindal Steel & Power, Ltd. | 52,794 | 274,771 | |||
JK Lakshmi Cement, Ltd. | 2,089 | 14,902 | |||
JK Paper, Ltd. | 7,330 | 33,676 | |||
JK Tyre & Industries, Ltd. | 8,887 | 18,006 | |||
JM Financial, Ltd. | 33,116 | 30,392 | |||
JSW Energy, Ltd. | 30,082 | 109,969 | |||
JSW Steel, Ltd. | 79,922 | 615,279 | |||
Jubilant Pharmova, Ltd. | 11,603 | 47,906 | |||
Jyothy Labs, Ltd. | 5,194 | 11,966 | |||
Kalpataru Power Transmission, Ltd. | 9,196 | 46,850 | |||
Kalyani Steels, Ltd. | 2,643 | 9,815 | |||
Kaveri Seed Company, Ltd. | 1,661 | 8,826 | |||
KEC International, Ltd. | 3,954 | 21,825 | |||
Kiri Industries, Ltd. (A) | 2,637 | 16,230 | |||
Kirloskar Ferrous Industries, Ltd. | 4,164 | 13,567 | |||
Kirloskar Oil Engines, Ltd. | 3,612 | 10,703 | |||
KNR Constructions, Ltd. | 5,559 | 15,584 | |||
Kolte-Patil Developers, Ltd. | 3,028 | 12,634 | |||
KPIT Technologies, Ltd. | 3,011 | 24,168 | |||
KPR Mill, Ltd. | 10,594 | 69,401 | |||
KRBL, Ltd. | 2,618 | 11,740 | |||
L&T Finance Holdings, Ltd. | 74,021 | 67,589 |
59 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
India (continued) | |||||
Larsen & Toubro, Ltd. | 52,252 | $ | 1,178,519 | ||
LG Balakrishnan & Bros, Ltd. | 1,757 | 16,520 | |||
LIC Housing Finance, Ltd. | 39,247 | 198,360 | |||
LT Foods, Ltd. | 11,217 | 15,819 | |||
Lupin, Ltd. | 23,401 | 194,401 | |||
Maharashtra Seamless, Ltd. | 4,212 | 40,083 | |||
Mahindra & Mahindra Financial Services, Ltd. | 48,327 | 109,109 | |||
Mahindra & Mahindra, Ltd. | 70,868 | 1,096,286 | |||
Mahindra CIE Automotive, Ltd. | 17,673 | 59,071 | |||
Mahindra Lifespace Developers, Ltd. | 10,389 | 59,303 | |||
Maithan Alloys, Ltd. | 902 | 10,625 | |||
Manappuram Finance, Ltd. | 27,778 | 33,057 | |||
Marksans Pharma, Ltd. | 15,357 | 8,763 | |||
MAS Financial Services, Ltd. (B) | 1,978 | 17,980 | |||
Mazagon Dock Shipbuilders, Ltd. | 1,867 | 11,245 | |||
Meghmani Organics, Ltd. | 9,521 | 13,919 | |||
Mishra Dhatu Nigam, Ltd. (B) | 4,126 | 10,312 | |||
MOIL, Ltd. | 12,580 | 22,830 | |||
Motilal Oswal Financial Services, Ltd. | 1,239 | 10,927 | |||
MRF, Ltd. | 176 | 176,109 | |||
Muthoot Finance, Ltd. | 2,299 | 29,223 | |||
National Aluminium Company, Ltd. | 84,797 | 73,781 | |||
Nava, Ltd. | 8,719 | 19,759 | |||
Navneet Education, Ltd. | 6,921 | 11,209 | |||
NCC, Ltd. | 25,675 | 22,454 | |||
NESCO, Ltd. | 1,859 | 12,895 | |||
NIIT, Ltd. | 6,437 | 24,699 | |||
Nilkamal, Ltd. | 695 | 17,577 | |||
NMDC, Ltd. | 47,542 | 73,986 | |||
NOCIL, Ltd. | 7,663 | 23,659 | |||
Oberoi Realty, Ltd. | 9,314 | 103,921 | |||
Omaxe, Ltd. (A) | 5,567 | 6,392 | |||
Orient Cement, Ltd. | 11,282 | 17,860 | |||
PC Jeweller, Ltd. (A) | 10,118 | 10,282 | |||
PCBL, Ltd. | 15,470 | 24,242 | |||
Persistent Systems, Ltd. | 938 | 37,009 | |||
Petronet LNG, Ltd. | 68,687 | 168,029 | |||
Piramal Enterprises, Ltd. | 7,847 | 82,964 | |||
Piramal Pharma, Ltd. (A)(C) | 31,388 | 84,059 | |||
PNB Housing Finance, Ltd. (A)(B) | 3,409 | 16,296 | |||
PNC Infratech, Ltd. | 5,394 | 17,464 | |||
Polyplex Corp., Ltd. | 2,563 | 61,824 | |||
Power Finance Corp., Ltd. | 90,707 | 116,027 | |||
Prestige Estates Projects, Ltd. | 20,468 | 112,454 | |||
Pricol, Ltd. (A) | 6,161 | 14,270 | |||
PTC India, Ltd. | 31,315 | 29,441 | |||
Punjab National Bank | 97,317 | 43,498 | |||
Quess Corp., Ltd. (B) | 1,882 | 14,744 | |||
Rain Industries, Ltd. | 22,684 | 45,520 | |||
Rajesh Exports, Ltd. | 8,931 | 63,360 | |||
Rallis India, Ltd. | 6,940 | 17,886 | |||
Ramco Industries, Ltd. | 4,270 | 9,775 | |||
Ramkrishna Forgings, Ltd. | 5,365 | 12,952 | |||
Rashtriya Chemicals & Fertilizers, Ltd. | 10,276 | 11,761 | |||
Raymond, Ltd. | 2,380 | 29,706 | |||
RBL Bank, Ltd. (A)(B) | 21,550 | 29,868 | |||
REC, Ltd. | 118,880 | 136,760 | |||
Redington, Ltd. | 76,545 | 130,264 | |||
Reliance Industries, Ltd. | 21,228 | 615,666 | |||
Reliance Industries, Ltd., GDR (B) | 87,194 | 5,059,184 | |||
Reliance Power, Ltd. (A) | 176,129 | 35,148 | |||
Repco Home Finance, Ltd. | 7,034 | 19,710 | |||
RITES, Ltd. | 3,302 | 13,157 | |||
RPSG Ventures, Ltd. (A) | 849 | 5,242 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
India (continued) | |||||
Sagar Cements, Ltd. | 2,218 | $ | 5,322 | ||
Sangam India, Ltd. | 1,995 | 6,790 | |||
Sarda Energy & Minerals, Ltd. | 297 | 3,136 | |||
Sharda Cropchem, Ltd. | 2,311 | 12,525 | |||
Shilpa Medicare, Ltd. | 3,711 | 17,359 | |||
Shipping Corp. of India, Ltd. | 14,077 | 19,656 | |||
Shriram City Union Finance, Ltd. | 2,480 | 52,864 | |||
Shriram Transport Finance Company, Ltd. | 15,498 | 225,577 | |||
Siyaram Silk Mills, Ltd. | 1,656 | 8,788 | |||
Sobha, Ltd. | 4,273 | 33,701 | |||
State Bank of India | 114,368 | 741,980 | |||
State Bank of India, GDR | 2,534 | 163,124 | |||
Steel Authority of India, Ltd. | 106,244 | 99,479 | |||
Strides Pharma Science, Ltd. (A) | 2,675 | 10,802 | |||
Sun Pharmaceutical Industries, Ltd. | 54,244 | 630,147 | |||
Sun TV Network, Ltd. | 7,964 | 49,642 | |||
Sundaram Finance, Ltd. | 1,056 | 29,250 | |||
Sundaram-Clayton, Ltd. | 444 | 25,075 | |||
Sunteck Realty, Ltd. | 1,942 | 9,920 | |||
Sutlej Textiles & Industries, Ltd. | 9,372 | 7,714 | |||
Tata Chemicals, Ltd. | 12,388 | 166,426 | |||
Tata Coffee, Ltd. | 3,872 | 10,645 | |||
Tata Consumer Products, Ltd. | 31,789 | 312,930 | |||
Tata Motors, Ltd. (A) | 151,824 | 748,284 | |||
Tata Steel, Ltd. | 583,100 | 706,090 | |||
Techno Electric & Engineering Company, Ltd. | 7,028 | 22,789 | |||
The Great Eastern Shipping Company, Ltd. | 12,279 | 80,078 | |||
The India Cements, Ltd. | 20,619 | 67,950 | |||
The Jammu & Kashmir Bank, Ltd. (A) | 20,576 | 7,068 | |||
The Karnataka Bank, Ltd. | 33,585 | 32,144 | |||
The Karur Vysya Bank, Ltd. | 52,341 | 51,841 | |||
The Ramco Cements, Ltd. | 6,862 | 63,229 | |||
The South Indian Bank, Ltd. (A) | 134,442 | 15,706 | |||
Thirumalai Chemicals, Ltd. | 3,185 | 8,310 | |||
Time Technoplast, Ltd. | 13,461 | 17,449 | |||
Transport Corp. of India, Ltd. | 3,182 | 29,706 | |||
Trident, Ltd. | 32,682 | 14,558 | |||
Triveni Engineering & Industries, Ltd. | 5,573 | 17,309 | |||
TV Today Network, Ltd. | 1,470 | 4,996 | |||
TV18 Broadcast, Ltd. (A) | 57,635 | 26,558 | |||
Uflex, Ltd. | 5,261 | 46,849 | |||
Unichem Laboratories, Ltd. | 4,453 | 21,244 | |||
Union Bank of India, Ltd. | 37,368 | 20,396 | |||
UPL, Ltd. | 42,377 | 348,213 | |||
Usha Martin, Ltd. | 9,317 | 13,833 | |||
UTI Asset Management Company, Ltd. | 1,155 | 10,199 | |||
VA Tech Wabag, Ltd. (A) | 3,621 | 11,274 | |||
Vardhman Textiles, Ltd. | 16,115 | 66,120 | |||
Varroc Engineering, Ltd. (A)(B) | 2,965 | 11,957 | |||
Vedanta, Ltd. | 43,705 | 143,715 | |||
Vodafone Idea, Ltd. (A) | 275,824 | 29,758 | |||
Voltamp Transformers, Ltd. | 332 | 10,606 | |||
Welspun Corp., Ltd. | 14,025 | 45,147 | |||
Welspun Enterprises, Ltd. | 9,451 | 14,745 | |||
Welspun India, Ltd. | 27,184 | 24,471 | |||
West Coast Paper Mills, Ltd. | 3,023 | 18,341 | |||
Wipro, Ltd. | 91,275 | 438,475 | |||
Wockhardt, Ltd. (A) | 5,480 | 16,256 | |||
Yes Bank, Ltd. (A) | 49,153 | 9,430 | |||
Yes Bank, Ltd., Lock-In Shares (A)(D) | 147,461 | 26,743 | |||
Zee Entertainment Enterprises, Ltd. | 63,894 | 201,920 | |||
Zee Media Corp., Ltd. (A) | 54,429 | 10,849 |
60 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
India (continued) | |||||
Zensar Technologies, Ltd. | 8,726 | $ | 22,559 | ||
Zydus Lifesciences, Ltd. | 16,113 | 76,394 | |||
Zydus Wellnes, Ltd. | 386 | 7,679 | |||
32,283,729 | |||||
Indonesia - 2.2% | |||||
Ace Hardware Indonesia Tbk PT | 539,700 | 21,579 | |||
Adaro Energy Indonesia Tbk PT | 1,626,200 | 419,367 | |||
Adhi Karya Persero Tbk PT (A) | 235,600 | 11,034 | |||
Alam Sutera Realty Tbk PT (A) | 1,741,800 | 19,244 | |||
Aneka Tambang Tbk | 468,100 | 59,313 | |||
Astra Agro Lestari Tbk PT | 49,555 | 26,795 | |||
Astra International Tbk PT | 1,214,400 | 525,531 | |||
Bakrie Telecom Tbk PT (A)(C) | 17,557,300 | 28,825 | |||
Bank Capital Indonesia Tbk PT (A) | 638,900 | 4,820 | |||
Bank Mandiri Persero Tbk PT | 848,740 | 521,161 | |||
Bank Negara Indonesia Persero Tbk PT | 461,581 | 269,978 | |||
Bank Pan Indonesia Tbk PT | 545,697 | 76,186 | |||
Bank Pembangunan Daerah Jawa Barat Dan Banten Tbk PT | 303,812 | 26,993 | |||
Bank Pembangunan Daerah Jawa Timur Tbk PT | 625,600 | 29,150 | |||
Bank Tabungan Negara Persero Tbk PT | 376,361 | 36,534 | |||
Bekasi Fajar Industrial Estate Tbk PT (A) | 817,800 | 8,682 | |||
BISI International Tbk PT | 290,800 | 23,653 | |||
Blue Bird Tbk PT | 5,500 | 488 | |||
Buana Lintas Lautan Tbk PT (A) | 1,186,800 | 12,220 | |||
Bukit Asam Tbk PT | 380,100 | 103,517 | |||
Bumi Serpong Damai Tbk PT (A) | 499,400 | 29,629 | |||
Ciputra Development Tbk PT | 1,127,244 | 70,247 | |||
Delta Dunia Makmur Tbk PT (A) | 610,700 | 15,051 | |||
Elnusa Tbk PT | 742,600 | 15,018 | |||
Erajaya Swasembada Tbk PT | 1,113,500 | 30,130 | |||
Gudang Garam Tbk PT | 32,400 | 48,764 | |||
Indah Kiat Pulp & Paper Tbk PT | 279,700 | 165,253 | |||
Indika Energy Tbk PT | 225,300 | 44,114 | |||
Indo Tambangraya Megah Tbk PT | 34,600 | 93,479 | |||
Indocement Tunggal Prakarsa Tbk PT | 110,800 | 68,914 | |||
Indofood Sukses Makmur Tbk PT | 445,800 | 176,145 | |||
Japfa Comfeed Indonesia Tbk PT | 499,770 | 49,599 | |||
Jaya Real Property Tbk PT | 215,500 | 6,539 | |||
Kawasan Industri Jababeka Tbk PT (A) | 2,384,099 | 24,109 | |||
Krakatau Steel Persero Tbk PT (A) | 733,900 | 18,911 | |||
Link Net Tbk PT (A) | 58,200 | 14,672 | |||
Lippo Karawaci Tbk PT (A) | 4,020,148 | 26,329 | |||
Malindo Feedmill Tbk PT (A) | 128,500 | 5,095 | |||
Medco Energi Internasional Tbk PT | 877,026 | 52,725 | |||
Media Nusantara Citra Tbk PT (A) | 718,600 | 39,039 | |||
MNC Vision Networks Tbk PT (A) | 614,600 | 3,417 | |||
Multipolar Tbk PT (A) | 1,981,400 | 17,016 | |||
Pabrik Kertas Tjiwi Kimia Tbk PT | 101,200 | 48,848 | |||
Panin Financial Tbk PT | 949,400 | 30,507 | |||
Paninvest Tbk PT (A) | 116,800 | 10,064 | |||
Perusahaan Perkebunan London Sumatra Indonesia Tbk PT | 318,000 | 22,507 | |||
PP Persero Tbk PT (A) | 292,600 | 16,911 | |||
Puradelta Lestari Tbk PT | 1,584,700 | 17,892 | |||
Ramayana Lestari Sentosa Tbk PT | 463,200 | 16,830 | |||
Salim Ivomas Pratama Tbk PT | 670,100 | 18,101 | |||
Semen Indonesia Persero Tbk PT | 259,300 | 126,804 | |||
Siloam International Hospitals Tbk PT | 295,200 | 19,951 | |||
Sri Rejeki Isman Tbk PT (A)(C) | 1,260,900 | 12,089 | |||
Summarecon Agung Tbk PT | 627,000 | 24,446 | |||
Suryainti Permata Tbk PT (A)(C) | 1,446,000 | 0 | |||
Timah Tbk PT | 210,500 | 18,399 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Indonesia (continued) | |||||
Truba Alam Manunggal Engineering PT (A)(C) | 11,991,500 | $ | 0 | ||
Tunas Baru Lampung Tbk PT | 484,800 | 23,540 | |||
United Tractors Tbk PT | 169,300 | 363,512 | |||
Vale Indonesia Tbk PT (A) | 188,500 | 78,577 | |||
Waskita Karya Persero Tbk PT (A) | 596,656 | 19,739 | |||
Wijaya Karya Persero Tbk PT (A) | 349,400 | 21,095 | |||
XL Axiata Tbk PT | 403,300 | 64,872 | |||
4,193,949 | |||||
Malaysia - 1.8% | |||||
Aeon Company M BHD | 28,600 | 8,417 | |||
AFFIN Bank BHD | 98,842 | 42,273 | |||
Alliance Bank Malaysia BHD | 102,300 | 77,716 | |||
AMMB Holdings BHD | 158,262 | 132,477 | |||
Bank Islam Malaysia BHD | 49,400 | 27,332 | |||
Batu Kawan BHD | 3,100 | 13,313 | |||
Berjaya Assets BHD (A) | 77,400 | 4,760 | |||
Berjaya Corp. BHD (A) | 439,496 | 22,219 | |||
Berjaya Land BHD (A) | 244,400 | 13,633 | |||
Boustead Holdings BHD (A) | 116,088 | 14,190 | |||
Bumi Armada BHD (A) | 163,800 | 13,535 | |||
Cahya Mata Sarawak BHD | 52,100 | 9,163 | |||
CIMB Group Holdings BHD | 481,076 | 530,434 | |||
Cypark Resources BHD (A) | 54,200 | 4,910 | |||
Dayang Enterprise Holdings BHD | 83,900 | 19,953 | |||
DRB-Hicom BHD | 93,400 | 26,219 | |||
Eco World Development Group BHD | 84,300 | 11,034 | |||
Ekovest BHD (A) | 146,600 | 10,237 | |||
FGV Holdings BHD | 33,400 | 10,132 | |||
Gamuda BHD | 117,150 | 99,053 | |||
Genting BHD | 138,000 | 132,799 | |||
Genting Malaysia BHD | 122,200 | 73,228 | |||
Genting Plantations BHD | 22,400 | 27,672 | |||
Hartalega Holdings BHD | 82,100 | 29,277 | |||
Hengyuan Refining Company BHD | 28,800 | 25,473 | |||
Hiap Teck Venture BHD | 118,300 | 5,313 | |||
Hibiscus Petroleum BHD | 171,900 | 31,100 | |||
Hong Leong Financial Group BHD | 23,399 | 92,823 | |||
IJM Corp. BHD | 211,160 | 75,783 | |||
Insas BHD | 88,369 | 14,453 | |||
IOI Properties Group BHD | 72,700 | 14,610 | |||
JAKS Resources BHD (A) | 177,060 | 9,466 | |||
Jaya Tiasa Holdings BHD | 58,826 | 6,048 | |||
Keck Seng Malaysia BHD | 11,300 | 8,269 | |||
KNM Group BHD (A) | 571,500 | 12,346 | |||
Kossan Rubber Industries BHD | 48,500 | 11,275 | |||
Land & General BHD | 437,820 | 9,095 | |||
Lotte Chemical Titan Holding BHD (B) | 30,231 | 8,727 | |||
Magnum BHD | 110,314 | 33,694 | |||
Mah Sing Group BHD | 192,300 | 20,274 | |||
Malayan Banking BHD | 286,346 | 528,846 | |||
Malaysia Airports Holdings BHD (A) | 36,700 | 44,176 | |||
Malaysia Building Society BHD | 190,704 | 23,563 | |||
Malaysian Resources Corp. BHD | 207,000 | 13,351 | |||
Matrix Concepts Holdings BHD | 26,100 | 8,091 | |||
MBM Resources BHD | 11,400 | 8,007 | |||
Mega First Corp. BHD | 12,600 | 8,945 | |||
MISC BHD | 91,800 | 133,516 | |||
MKH BHD | 49,230 | 12,174 | |||
MNRB Holdings BHD | 36,891 | 7,454 | |||
Muhibbah Engineering M BHD (A) | 103,950 | 9,225 | |||
Oriental Holdings BHD | 35,720 | 49,806 | |||
OSK Holdings BHD | 111,397 | 20,737 | |||
Pos Malaysia BHD (A) | 30,900 | 4,094 | |||
PPB Group BHD | 30,500 | 105,759 |
61 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Malaysia (continued) | |||||
RHB Bank BHD | 139,703 | $ | 166,919 | ||
Sapura Energy BHD (A) | 1,155,500 | 9,910 | |||
Sarawak Oil Palms BHD | 11,700 | 5,510 | |||
Sime Darby BHD | 287,200 | 132,082 | |||
Sime Darby Property BHD | 271,300 | 26,248 | |||
SP Setia BHD Group | 173,900 | 21,484 | |||
Sunway BHD | 140,407 | 47,446 | |||
Supermax Corp. BHD | 40,500 | 5,875 | |||
Tan Chong Motor Holdings BHD | 6,300 | 1,552 | |||
Top Glove Corp. BHD | 237,900 | 31,894 | |||
Tropicana Corp. BHD (A) | 161,380 | 42,286 | |||
UEM Edgenta BHD | 32,900 | 8,155 | |||
UEM Sunrise BHD (A) | 372,300 | 20,821 | |||
UMW Holdings BHD | 48,800 | 31,385 | |||
United Malacca BHD | 11,900 | 13,742 | |||
UOA Development BHD | 124,700 | 43,711 | |||
Velesto Energy BHD (A) | 428,800 | 10,542 | |||
WCT Holdings BHD | 194,483 | 17,172 | |||
Yinson Holdings BHD | 74,200 | 34,276 | |||
YNH Property BHD (A) | 6,819 | 5,951 | |||
YTL Corp. BHD | 374,937 | 46,735 | |||
3,434,165 | |||||
Mexico - 2.4% | |||||
Alfa SAB de CV, Class A | 370,181 | 235,275 | |||
Alpek SAB de CV | 31,500 | 41,010 | |||
Arca Continental SAB de CV | 25,987 | 187,114 | |||
Banco del Bajio SA (B) | 68,070 | 172,342 | |||
Cemex SAB de CV, Series CPO (A) | 730,985 | 252,621 | |||
Coca-Cola Femsa SAB de CV | 23,422 | 136,488 | |||
Consorcio ARA SAB de CV | 25,993 | 4,117 | |||
Corp. Actinver SAB de CV | 16,024 | 9,810 | |||
El Puerto de Liverpool SAB de CV, Series C1 | 11,379 | 49,738 | |||
Fomento Economico Mexicano SAB de CV | 34,280 | 215,013 | |||
GCC SAB de CV | 14,906 | 88,350 | |||
Genomma Lab Internacional SAB de CV, Class B | 28,340 | 19,560 | |||
Gentera SAB de CV | 85,192 | 73,265 | |||
Grupo Carso SAB de CV, Series A1 | 20,578 | 75,785 | |||
Grupo Comercial Chedraui SA de CV | 24,906 | 73,780 | |||
Grupo Financiero Banorte SAB de CV, Series O | 111,883 | 716,702 | |||
Grupo Financiero Inbursa SAB de CV, Series O (A) | 109,971 | 174,571 | |||
Grupo KUO SAB de CV, Series B | 42,698 | 95,363 | |||
Grupo Mexico SAB de CV, Series B | 173,053 | 584,477 | |||
Grupo Pochteca SAB de CV (A) | 9,600 | 4,109 | |||
Grupo Sanborns SAB de CV (A) | 95,919 | 112,877 | |||
Grupo Televisa SAB, Series CPO | 187,801 | 202,632 | |||
Industrias Bachoco SAB de CV, Series B | 14,121 | 55,111 | |||
Industrias CH SAB de CV, Series B (A) | 18,800 | 219,323 | |||
Industrias Penoles SAB de CV | 8,071 | 77,999 | |||
La Comer SAB de CV | 16,584 | 29,389 | |||
Megacable Holdings SAB de CV, Series CPO | 40,664 | 81,916 | |||
Minera Frisco SAB de CV, Series A1 (A) | 168,003 | 19,854 | |||
Nemak SAB de CV (A)(B) | 159,261 | 34,795 | |||
Orbia Advance Corp. SAB de CV | 73,770 | 124,174 | |||
Organizacion Cultiba SAB de CV (A) | 17,095 | 9,125 | |||
Organizacion Soriana SAB de CV, Series B | 190,849 | 248,280 | |||
Promotora y Operadora de Infraestructura SAB de CV | 13,125 | 89,290 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Mexico (continued) | |||||
Promotora y Operadora de Infraestructura SAB de CV, L Shares | 3,141 | $ | 13,569 | ||
Unifin Financiera SAB de CV (A) | 32,326 | 3,066 | |||
Vista Energy SAB de CV, ADR (A) | 1,887 | 17,776 | |||
Vitro SAB de CV, Series A (A) | 6,357 | 5,836 | |||
4,554,502 | |||||
Panama - 0.0% | |||||
BAC Holding International Corp. (A) | 76,550 | 3,122 | |||
Philippines - 0.8% | |||||
ACEN Corp. | 30,450 | 2,898 | |||
Alliance Global Group, Inc. | 232,800 | 32,637 | |||
Ayala Corp. | 10,150 | 106,053 | |||
Ayala Land, Inc. | 44,200 | 17,160 | |||
Bank of the Philippine Islands | 74,260 | 113,108 | |||
BDO Unibank, Inc. | 110,627 | 209,594 | |||
China Banking Corp. | 75,528 | 32,643 | |||
Cosco Capital, Inc. | 388,900 | 26,087 | |||
DMCI Holdings, Inc. | 207,300 | 34,827 | |||
East West Banking Corp. | 74,300 | 7,646 | |||
EEI Corp. (A) | 43,000 | 2,422 | |||
Filinvest Development Corp. | 119,475 | 13,945 | |||
Filinvest Land, Inc. | 937,500 | 12,154 | |||
First Philippine Holdings Corp. | 29,660 | 31,074 | |||
Global Ferronickel Holdings, Inc. | 283,424 | 11,194 | |||
GT Capital Holdings, Inc. | 4,619 | 32,683 | |||
JG Summit Holdings, Inc. | 157,922 | 112,904 | |||
LT Group, Inc. | 159,800 | 22,464 | |||
Megaworld Corp. | 839,700 | 29,118 | |||
Metropolitan Bank & Trust Company | 130,973 | 108,021 | |||
Petron Corp. (A) | 289,400 | 12,569 | |||
Philex Mining Corp. | 161,300 | 6,830 | |||
Philippine National Bank (A) | 65,310 | 18,695 | |||
Philtown Properties, Inc. (A)(C) | 3,844 | 101 | |||
Phoenix Petroleum Philippines, Inc. (A) | 22,200 | 3,407 | |||
PNB Holdings Corp. (A)(C) | 10,246 | 56 | |||
Premium Leisure Corp. | 815,000 | 6,041 | |||
Puregold Price Club, Inc. | 51,100 | 24,604 | |||
RFM Corp. | 133,500 | 8,762 | |||
Rizal Commercial Banking Corp. | 62,703 | 22,827 | |||
Robinsons Land Corp. | 214,668 | 60,140 | |||
Robinsons Retail Holdings, Inc. | 16,680 | 15,551 | |||
San Miguel Corp. | 46,220 | 77,171 | |||
Security Bank Corp. | 27,730 | 38,229 | |||
Top Frontier Investment Holdings, Inc. (A) | 18,024 | 29,831 | |||
Union Bank of the Philippines | 69,628 | 97,191 | |||
Vista Land & Lifescapes, Inc. | 569,000 | 15,588 | |||
1,396,225 | |||||
Poland - 0.5% | |||||
Alior Bank SA (A) | 7,988 | 36,919 | |||
Asseco Poland SA | 1,686 | 23,471 | |||
Bank Millennium SA (A) | 32,073 | 21,367 | |||
Bank Polska Kasa Opieki SA | 2,968 | 36,046 | |||
Ciech SA (A) | 2,826 | 18,042 | |||
Cyfrowy Polsat SA | 12,426 | 39,960 | |||
Develia SA | 22,340 | 8,685 | |||
Enea SA (A) | 19,073 | 23,698 | |||
Grupa Azoty SA (A) | 4,728 | 31,979 | |||
Jastrzebska Spolka Weglowa SA (A) | 3,425 | 22,649 | |||
KGHM Polska Miedz SA | 8,442 | 147,428 | |||
Lubelski Wegiel Bogdanka SA | 2,164 | 13,941 | |||
mBank SA (A) | 914 | 36,655 | |||
PGE Polska Grupa Energetyczna SA (A) | 66,331 | 83,445 | |||
PKP Cargo SA (A) | 5,709 | 12,329 |
62 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Poland (continued) | |||||
Polski Koncern Naftowy ORLEN SA | 35,885 | $ | 385,222 | ||
Santander Bank Polska SA | 608 | 23,975 | |||
Stalexport Autostrady SA | 15,820 | 8,198 | |||
Tauron Polska Energia SA (A) | 90,488 | 36,818 | |||
1,010,827 | |||||
Qatar - 1.0% | |||||
Aamal Company | 210,501 | 55,695 | |||
Al Khaleej Takaful Group QSC | 11,244 | 9,968 | |||
Alijarah Holding Company QPSC (A) | 77,548 | 17,667 | |||
Baladna | 72,138 | 32,747 | |||
Barwa Real Estate Company | 175,600 | 164,915 | |||
Commercial Bank PSQC | 159,025 | 306,154 | |||
Doha Bank QPSC | 139,323 | 88,771 | |||
Doha Insurance Company QSC | 25,407 | 14,462 | |||
Gulf International Services QSC (A) | 102,379 | 52,314 | |||
Gulf Warehousing Company | 19,525 | 23,506 | |||
Lesha Bank LLC (A) | 29,729 | 9,891 | |||
Mannai Corp. QSC | 5,422 | 11,040 | |||
Masraf Al Rayan QSC | 155,822 | 175,238 | |||
Medicare Group | 9,515 | 17,978 | |||
Mesaieed Petrochemical Holding Company | 223,749 | 143,178 | |||
Ooredoo QPSC | 80,019 | 195,010 | |||
Qatar Aluminum Manufacturing Company | 18,852 | 8,499 | |||
Qatar Fuel QSC | 33,540 | 172,492 | |||
Qatar Gas Transport Company, Ltd. | 10,286 | 11,538 | |||
Qatar Insurance Company SAQ | 100,863 | 65,166 | |||
Qatar National Cement Company QSC | 23,781 | 30,017 | |||
Qatar Navigation QSC | 41,293 | 114,581 | |||
Salam International Investment, Ltd., QSC (A) | 94,802 | 21,217 | |||
United Development Company QSC | 177,150 | 69,340 | |||
Vodafone Qatar QSC | 145,471 | 61,564 | |||
1,872,948 | |||||
Russia - 0.0% | |||||
Gazprom PJSC, ADR (A)(C) | 196,506 | 42,838 | |||
LUKOIL PJSC, ADR (C) | 16,379 | 32,791 | |||
Rosneft Oil Company PJSC, GDR (C) | 1,686 | 226 | |||
RusHydro PJSC, ADR (A)(C) | 52,278 | 1,830 | |||
VTB Bank PJSC, GDR (A)(C) | 86,297 | 1,381 | |||
79,066 | |||||
Saudi Arabia - 4.0% | |||||
Al Babtain Power & Telecommunication Company | 2,665 | 15,726 | |||
Al Jouf Cement Company (A) | 5,694 | 17,003 | |||
Al Khaleej Training and Education Company (A) | 2,292 | 8,784 | |||
AlAbdullatif Industrial Investment Company (A) | 1,743 | 8,000 | |||
Al-Etihad Cooperative Insurance Company (A) | 3,674 | 13,426 | |||
AlJazira Takaful Ta'awuni Company (A) | 2,192 | 9,258 | |||
Allianz Saudi Fransi Cooperative Insurance Company (A) | 1,628 | 5,855 | |||
Arab National Bank | 43,307 | 352,277 | |||
Arabian Cement Company | 4,196 | 39,631 | |||
Arriyadh Development Company | 5,359 | 28,989 | |||
Bank Al-Jazira | 34,800 | 207,024 | |||
Banque Saudi Fransi | 34,632 | 382,580 | |||
City Cement Company | 6,807 | 38,296 | |||
Dar Al Arkan Real Estate Development Company (A) | 49,101 | 206,871 | |||
Dur Hospitality Company (A) | 5,874 | 32,265 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Saudi Arabia (continued) | |||||
Eastern Province Cement Company | 3,671 | $ | 43,513 | ||
Electrical Industries Company | 3,438 | 23,373 | |||
Emaar Economic City (A) | 21,759 | 56,559 | |||
Etihad Etisalat Company | 42,915 | 404,434 | |||
Gulf Insurance Group | 2,090 | 13,360 | |||
Hail Cement Company | 4,570 | 15,264 | |||
Jazan Energy and Development Company (A) | 2,068 | 7,332 | |||
L'Azurde Company for Jewelry | 2,204 | 8,627 | |||
Methanol Chemicals Company (A) | 2,886 | 24,583 | |||
Middle East Healthcare Company (A) | 1,909 | 13,682 | |||
Mobile Telecommunications Company Saudi Arabia (A) | 47,765 | 144,454 | |||
Najran Cement Company | 7,837 | 26,262 | |||
National Gypsum | 3,667 | 24,825 | |||
National Industrialization Company (A) | 27,624 | 98,653 | |||
Northern Region Cement Company | 10,351 | 30,718 | |||
Riyad Bank | 34,545 | 289,993 | |||
Sahara International Petrochemical Company | 31,147 | 340,583 | |||
Saudi Basic Industries Corp. | 66,973 | 1,567,293 | |||
Saudi Ceramic Company | 4,758 | 48,976 | |||
Saudi Chemical Company Holding | 3,283 | 26,230 | |||
Saudi Industrial Investment Group | 18,489 | 111,183 | |||
Saudi Industrial Services Company | 2,229 | 12,566 | |||
Saudi Kayan Petrochemical Company (A) | 89,494 | 321,698 | |||
Saudi Marketing Company (A) | 2,495 | 15,473 | |||
Saudi Pharmaceutical Industries & Medical Appliances Corp. | 2,823 | 19,452 | |||
Saudi Printing & Packaging Company (A) | 2,723 | 11,838 | |||
Saudi Public Transport Company (A) | 7,349 | 29,382 | |||
Saudi Reinsurance Company (A) | 5,052 | 21,572 | |||
Seera Group Holding (A) | 16,962 | 86,200 | |||
Sinad Holding Company (A) | 4,643 | 16,535 | |||
Tabuk Cement Company | 4,675 | 19,408 | |||
The National Company for Glass Industries | 1,192 | 12,062 | |||
The Saudi British Bank | 56,303 | 582,195 | |||
The Saudi Investment Bank | 34,265 | 154,714 | |||
The Saudi National Bank | 72,308 | 1,206,494 | |||
The Savola Group | 10,299 | 77,102 | |||
Umm Al-Qura Cement Company | 2,316 | 12,624 | |||
United International Transportation Company | 1,897 | 22,150 | |||
Walaa Cooperative Insurance Company (A) | 2,461 | 9,659 | |||
Yamama Cement Company (A) | 11,422 | 86,891 | |||
Yanbu Cement Company | 4,229 | 41,756 | |||
Yanbu National Petrochemical Company | 9,287 | 113,131 | |||
7,558,784 | |||||
Singapore - 0.1% | |||||
BOC Aviation, Ltd. (B) | 3,200 | 22,622 | |||
JOYY, Inc., ADR | 4,220 | 109,720 | |||
132,342 | |||||
South Africa - 3.4% | |||||
Absa Group, Ltd. | 63,391 | 615,779 | |||
AECI, Ltd. | 11,686 | 55,708 | |||
African Rainbow Minerals, Ltd. | 10,677 | 143,581 | |||
Alexander Forbes Group Holdings, Ltd. | 43,311 | 11,180 | |||
Alviva Holdings, Ltd. | 22,754 | 29,075 | |||
AngloGold Ashanti, Ltd. | 3,511 | 47,963 | |||
AngloGold Ashanti, Ltd., ADR | 16,542 | 228,610 | |||
Aspen Pharmacare Holdings, Ltd. | 20,940 | 154,760 |
63 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Africa (continued) | |||||
Astral Foods, Ltd. | 4,628 | $ | 49,295 | ||
Balwin Properties, Ltd. | 6,271 | 905 | |||
Barloworld, Ltd. | 21,853 | 111,377 | |||
Blue Label Telecoms, Ltd. (A) | 44,582 | 13,713 | |||
Caxton & CTP Publishers & Printers, Ltd. | 19,879 | 10,467 | |||
DataTec, Ltd. | 20,519 | 49,875 | |||
Discovery, Ltd. (A) | 2,433 | 14,046 | |||
Exxaro Resources, Ltd. | 12,725 | 141,324 | |||
Gold Fields, Ltd., ADR | 40,780 | 329,910 | |||
Grindrod, Ltd. | 45,556 | 22,716 | |||
Harmony Gold Mining Company, Ltd. | 10,790 | 25,433 | |||
Harmony Gold Mining Company, Ltd., ADR | 23,256 | 56,512 | |||
Hudaco Industries, Ltd. | 5,065 | 37,730 | |||
Impala Platinum Holdings, Ltd. | 57,774 | 537,161 | |||
Investec, Ltd. | 19,898 | 78,448 | |||
KAP Industrial Holdings, Ltd. | 257,249 | 55,249 | |||
Lewis Group, Ltd. | 14,408 | 36,765 | |||
Life Healthcare Group Holdings, Ltd. | 128,500 | 122,419 | |||
Metair Investments, Ltd. | 23,633 | 35,124 | |||
Momentum Metropolitan Holdings | 97,843 | 90,435 | |||
Motus Holdings, Ltd. | 14,065 | 89,057 | |||
Mpact, Ltd. | 23,460 | 34,923 | |||
MTN Group, Ltd. | 31,381 | 207,052 | |||
Murray & Roberts Holdings, Ltd. (A) | 48,310 | 16,367 | |||
Nedbank Group, Ltd. | 30,206 | 332,337 | |||
Netcare, Ltd. | 30,869 | 23,390 | |||
Oceana Group, Ltd. | 5,108 | 14,979 | |||
Old Mutual, Ltd. | 275,442 | 148,018 | |||
Omnia Holdings, Ltd. | 19,012 | 70,701 | |||
Pepkor Holdings, Ltd. (B) | 118,240 | 135,806 | |||
PPC, Ltd. (A) | 168,790 | 21,214 | |||
Raubex Group, Ltd. | 20,799 | 40,464 | |||
RCL Foods, Ltd. | 35,643 | 21,908 | |||
Reunert, Ltd. | 19,682 | 46,962 | |||
Royal Bafokeng Platinum, Ltd. | 13,281 | 104,739 | |||
Sappi, Ltd. (A) | 61,862 | 149,093 | |||
Sasol, Ltd. | 30,758 | 481,107 | |||
Sibanye Stillwater, Ltd. | 166,515 | 382,239 | |||
Sibanye Stillwater, Ltd., ADR | 8,487 | 79,099 | |||
Standard Bank Group, Ltd. | 85,404 | 674,669 | |||
Super Group, Ltd. | 42,421 | 59,022 | |||
Telkom SA SOC, Ltd. (A) | 37,622 | 96,464 | |||
Trencor, Ltd. (A) | 40,666 | 12,842 | |||
Wilson Bayly Holmes-Ovcon, Ltd. | 5,366 | 25,260 | |||
6,373,272 | |||||
South Korea - 10.9% | |||||
AJ Networks Company, Ltd. | 2,832 | 13,417 | |||
Ajin Industrial Company, Ltd. (A) | 8,098 | 14,502 | |||
AK Holdings, Inc. | 743 | 6,824 | |||
AMOREPACIFIC Group | 1,900 | 35,304 | |||
Asia Cement Company, Ltd. | 320 | 2,031 | |||
ASIA Holdings Company, Ltd. | 241 | 17,079 | |||
Asia Paper Manufacturing Company, Ltd. | 565 | 12,838 | |||
Binggrae Company, Ltd. | 522 | 14,350 | |||
BNK Financial Group, Inc. | 20,556 | 85,827 | |||
Bookook Securities Company, Ltd. | 501 | 7,241 | |||
Chongkundang Holdings Corp. | 288 | 10,111 | |||
Chosun Refractories Company, Ltd. | 338 | 17,663 | |||
CJ CheilJedang Corp. | 819 | 233,658 | |||
CJ Corp. | 1,674 | 80,714 | |||
CJ ENM Company, Ltd. | 847 | 44,579 | |||
CJ Logistics Corp. (A) | 826 | 51,816 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Korea (continued) | |||||
Com2uS Corp. | 399 | $ | 21,264 | ||
Dae Han Flour Mills Company, Ltd. | 232 | 20,551 | |||
Dae Won Kang Up Company, Ltd. | 4,385 | 8,203 | |||
Daedong Corp. | 3,364 | 22,415 | |||
Daesang Corp. | 2,028 | 30,399 | |||
Daesang Holdings Company, Ltd. | 2,310 | 11,601 | |||
Daewoo Engineering & Construction Company, Ltd. (A) | 20,805 | 59,222 | |||
Dahaam E-Tec Company, Ltd. (A) | 2,630 | 90,075 | |||
Daihan Pharmaceutical Company, Ltd. | 563 | 10,115 | |||
Daishin Securities Company, Ltd. | 3,901 | 37,252 | |||
Daol Investment & Securities Company, Ltd. | 4,729 | 11,946 | |||
Daou Data Corp. | 1,778 | 17,332 | |||
Daou Technology, Inc. | 2,309 | 27,276 | |||
DB Financial Investment Company, Ltd. | 3,849 | 11,695 | |||
DB Insurance Company, Ltd. | 5,058 | 193,777 | |||
DB, Inc. (A) | 19,825 | 10,176 | |||
Deutsch Motors, Inc. | 3,903 | 16,044 | |||
DGB Financial Group, Inc. | 19,003 | 92,134 | |||
DI Dong Il Corp. | 770 | 7,310 | |||
DL E&C Company, Ltd. | 4,034 | 95,634 | |||
DL Holdings Company, Ltd. | 1,609 | 63,956 | |||
DMS Company, Ltd. | 3,275 | 10,302 | |||
DN Automotive Corp. | 83 | 3,538 | |||
Dongkuk Industries Company, Ltd. | 8,476 | 28,137 | |||
Dongkuk Steel Mill Company, Ltd. | 6,404 | 47,701 | |||
Dongwha Pharm Company, Ltd. | 1,912 | 10,939 | |||
Dongwon Development Company, Ltd. | 5,212 | 11,699 | |||
Dongwon F&B Company, Ltd. | 122 | 12,250 | |||
Dongwon Industries Company, Ltd. | 176 | 28,473 | |||
Doosan Bobcat, Inc. | 4,079 | 80,268 | |||
Doosan Company, Ltd. | 554 | 30,980 | |||
DoubleUGames Company, Ltd. | 512 | 15,561 | |||
Easy Holdings Company, Ltd. | 3,872 | 7,797 | |||
EBEST Investment & Securities Company, Ltd. | 2,321 | 8,842 | |||
E-MART, Inc. | 1,480 | 86,035 | |||
Eugene Corp. | 6,888 | 15,709 | |||
Eugene Investment & Securities Company, Ltd. | 11,471 | 17,804 | |||
Eusu Holdings Company, Ltd. | 1,407 | 6,247 | |||
Farmsco | 2,687 | 7,637 | |||
Fila Holdings Corp. | 3,332 | 72,085 | |||
Green Cross Holdings Corp. | 1,608 | 18,187 | |||
GS Engineering & Construction Corp. | 4,548 | 70,921 | |||
GS Global Corp. (A) | 7,813 | 14,422 | |||
GS Holdings Corp. | 5,061 | 146,517 | |||
GS Retail Company, Ltd. | 3,309 | 58,801 | |||
Gwangju Shinsegae Company, Ltd. | 760 | 16,614 | |||
Haesung Industrial Company, Ltd. | 1,128 | 7,258 | |||
Hana Financial Group, Inc. | 21,723 | 533,408 | |||
Handok, Inc. | 729 | 7,486 | |||
Handsome Company, Ltd. | 1,545 | 27,498 | |||
Hanil Cement Company, Ltd. | 1,450 | 11,374 | |||
Hanil Holdings Company, Ltd. | 3,183 | 24,573 | |||
Hanjin Transportation Company, Ltd. | 1,052 | 14,908 | |||
Hankook Tire & Technology Company, Ltd. | 5,360 | 130,829 | |||
Hanshin Construction Company, Ltd. | 1,844 | 11,574 | |||
Hansol Holdings Company, Ltd. | 5,241 | 11,394 | |||
Hansol Paper Company, Ltd. | 2,920 | 30,417 | |||
Hansol Technics Company, Ltd. (A) | 3,325 | 10,428 | |||
Hanwha Corp. | 3,675 | 62,213 |
64 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Korea (continued) | |||||
Hanwha General Insurance Company, Ltd. (A) | 5,427 | $ | 14,862 | ||
Hanwha Investment & Securities Company, Ltd. | 15,071 | 25,107 | |||
Hanwha Life Insurance Company, Ltd. (A) | 34,108 | 49,356 | |||
Hanwha Solutions Corp. (A) | 4,135 | 134,694 | |||
Hanyang Eng Company, Ltd. | 1,654 | 14,710 | |||
Harim Holdings Company, Ltd. | 1,443 | 7,008 | |||
HD Hyundai Company, Ltd. | 3,580 | 134,196 | |||
HDC Holdings Company, Ltd. | 2,737 | 11,276 | |||
HDC Hyundai Development Co-Engineering & Construction, Series E | 3,037 | 21,779 | |||
Hitejinro Holdings Company, Ltd. | 995 | 6,950 | |||
HL Holdings Corp. | 837 | 18,437 | |||
HMM Company, Ltd. | 21,976 | 280,592 | |||
HS Industries Company, Ltd. | 4,056 | 11,705 | |||
Huons Global Company, Ltd. | 581 | 7,143 | |||
Huvis Corp. | 3,715 | 13,881 | |||
Hyosung Corp. | 540 | 26,257 | |||
Hyosung Heavy Industries Corp. (A) | 742 | 30,549 | |||
Hyosung TNC Corp. | 184 | 32,954 | |||
Hyundai Construction Equipment Company, Ltd. | 1,613 | 35,693 | |||
Hyundai Corp. | 1,339 | 14,480 | |||
Hyundai Corp. Holdings, Inc. | 1,811 | 12,901 | |||
Hyundai Department Store Company, Ltd. | 1,243 | 46,921 | |||
Hyundai Doosan Infracore Company, Ltd. (A) | 12,566 | 38,641 | |||
Hyundai Engineering & Construction Company, Ltd. | 5,407 | 140,233 | |||
Hyundai Futurenet Company, Ltd. | 8,894 | 15,002 | |||
Hyundai Glovis Company, Ltd. | 1,173 | 132,019 | |||
Hyundai Greenfood Company, Ltd. | 5,234 | 23,279 | |||
Hyundai Home Shopping Network Corp. | 652 | 21,601 | |||
Hyundai Livart Furniture Company, Ltd. | 1,327 | 8,488 | |||
Hyundai Marine & Fire Insurance Company, Ltd. | 6,179 | 125,799 | |||
Hyundai Mobis Company, Ltd. | 3,299 | 435,480 | |||
Hyundai Motor Company | 7,194 | 877,945 | |||
Hyundai Motor Securities Company, Ltd. | 3,480 | 23,488 | |||
Hyundai Steel Company | 6,801 | 132,108 | |||
Hyundai Wia Corp. | 1,286 | 53,371 | |||
Iljin Holdings Company, Ltd. | 4,669 | 12,520 | |||
Industrial Bank of Korea | 18,712 | 123,744 | |||
Innocean Worldwide, Inc. | 469 | 13,535 | |||
INTOPS Company, Ltd. | 1,374 | 28,927 | |||
Inzi Controls Company, Ltd. | 1,760 | 9,778 | |||
IS Dongseo Company, Ltd. | 860 | 18,219 | |||
JB Financial Group Company, Ltd. | 11,451 | 55,426 | |||
Jeil Savings Bank (A)(C) | 1,820 | 0 | |||
KAON Media Company, Ltd. | 2,973 | 12,707 | |||
KB Financial Group, Inc. | 550 | 16,609 | |||
KB Financial Group, Inc., ADR | 27,405 | 825,987 | |||
KC Company, Ltd. | 1,496 | 14,649 | |||
KC Tech Company, Ltd. | 889 | 8,376 | |||
KCC Corp. | 347 | 55,501 | |||
KCC Glass Corp. | 939 | 26,039 | |||
KCTC | 4,403 | 11,878 | |||
KG Chemical Corp. | 799 | 11,927 | |||
Kginicis Company, Ltd. | 1,190 | 9,733 | |||
KGMobilians Company, Ltd. | 2,700 | 10,351 | |||
Kia Corp. | 19,075 | 949,401 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Korea (continued) | |||||
KISCO Corp. | 4,131 | $ | 17,188 | ||
KISCO Holdings Company, Ltd. | 1,536 | 13,236 | |||
KISWIRE, Ltd. | 1,553 | 18,332 | |||
KIWOOM Securities Company, Ltd. | 1,432 | 74,962 | |||
Kolmar Korea Holdings Company, Ltd. | 1,323 | 13,651 | |||
Kolon Corp. | 898 | 13,941 | |||
Kolon Industries, Inc. | 1,911 | 55,846 | |||
Korea Asset In Trust Company, Ltd. | 9,060 | 19,443 | |||
Korea Circuit Company, Ltd. (A) | 1,415 | 12,981 | |||
Korea Electric Terminal Company, Ltd. | 561 | 24,248 | |||
Korea Investment Holdings Company, Ltd. | 4,028 | 132,352 | |||
Korea Line Corp. (A) | 23,137 | 31,185 | |||
Korea Petrochemical Industrial Company, Ltd. | 441 | 31,569 | |||
Korea Real Estate Investment & Trust Company, Ltd. | 14,635 | 13,931 | |||
Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 2,512 | 126,804 | |||
Korean Reinsurance Company | 9,470 | 51,711 | |||
Kortek Corp. (A) | 1,806 | 12,383 | |||
KPX Chemical Company, Ltd. | 660 | 22,371 | |||
KSS LINE, Ltd. | 3,562 | 21,929 | |||
KT Skylife Company, Ltd. | 1,768 | 9,870 | |||
KT&G Corp. | 1,422 | 85,860 | |||
Kukdo Chemical Company, Ltd. | 466 | 13,948 | |||
Kumho HT, Inc. (A) | 19,985 | 14,931 | |||
Kumho Petrochemical Company, Ltd. | 1,206 | 96,556 | |||
Kumho Tire Company, Inc. (A) | 7,054 | 16,277 | |||
KUMHOE&C Company, Ltd. | 2,357 | 12,208 | |||
Kwang Dong Pharmaceutical Company, Ltd. | 3,313 | 13,646 | |||
Kyeryong Construction Industrial Company, Ltd. | 844 | 10,166 | |||
Kyung-In Synthetic Corp. | 4,181 | 13,735 | |||
LF Corp. | 2,312 | 23,411 | |||
LG Corp. | 6,087 | 312,231 | |||
LG Display Company, Ltd., ADR | 48,840 | 199,267 | |||
LG Electronics, Inc. | 10,548 | 572,392 | |||
LG HelloVision Company, Ltd. | 3,836 | 11,108 | |||
LG Uplus Corp. | 18,651 | 139,468 | |||
Lotte Chemical Corp. | 1,011 | 100,762 | |||
Lotte Confectionery Company, Ltd. | 95 | 9,163 | |||
Lotte Corp. | 2,012 | 53,534 | |||
Lotte Data Communication Company | 697 | 11,407 | |||
LOTTE Fine Chemical Company, Ltd. | 1,504 | 58,567 | |||
LOTTE Himart Company, Ltd. | 1,006 | 9,052 | |||
Lotte Non-Life Insurance Company, Ltd. (A) | 5,459 | 5,049 | |||
Lotte Shopping Company, Ltd. | 881 | 52,838 | |||
LS Corp. | 1,347 | 52,843 | |||
LS Electric Company, Ltd. | 983 | 31,814 | |||
LX Hausys, Ltd. | 659 | 14,884 | |||
LX Holdings Corp. (A) | 2,952 | 16,949 | |||
LX International Corp. | 2,902 | 78,321 | |||
Meritz Securities Company, Ltd. | 29,781 | 75,765 | |||
Mirae Asset Life Insurance Company, Ltd. | 8,582 | 15,816 | |||
Mirae Asset Securities Company, Ltd. | 22,352 | 92,530 | |||
MK Electron Company, Ltd. | 1,860 | 11,969 | |||
Motonic Corp. | 2,259 | 12,124 | |||
Muhak Company, Ltd. | 2,080 | 7,494 | |||
Namyang Dairy Products Company, Ltd. | 58 | 15,454 | |||
Netmarble Corp. (B) | 904 | 32,049 | |||
Nexen Corp. | 3,733 | 10,304 |
65 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Korea (continued) | |||||
Nexen Tire Corp. | 6,465 | $ | 32,181 | ||
NH Investment & Securities Company, Ltd. | 12,340 | 77,029 | |||
NHN Corp. (A) | 1,882 | 27,983 | |||
Nice Information & Telecommunication, Inc. | 705 | 13,731 | |||
Nong Shim Holdings Company, Ltd. | 402 | 17,527 | |||
NongShim Company, Ltd. | 255 | 52,845 | |||
OCI Company, Ltd. | 1,606 | 100,774 | |||
Orion Holdings Corp. | 2,756 | 28,354 | |||
Ottogi Corp. | 107 | 34,383 | |||
Paik Kwang Industrial Company, Ltd. | 4,235 | 11,760 | |||
Pan Ocean Company, Ltd. | 26,446 | 82,421 | |||
Partron Company, Ltd. | 3,579 | 18,758 | |||
PHA Company, Ltd. | 2,626 | 10,562 | |||
Poongsan Corp. | 2,423 | 40,869 | |||
Poongsan Holdings Corp. | 1,129 | 19,270 | |||
POSCO Holdings, Inc. | 6,064 | 884,542 | |||
Posco International Corp. | 4,844 | 70,215 | |||
Protec Company, Ltd. | 600 | 8,150 | |||
RFTech Company, Ltd. (A) | 4,033 | 11,977 | |||
Sam Young Electronics Company, Ltd. | 938 | 6,100 | |||
Samho Development Company, Ltd. | 4,213 | 11,694 | |||
SAMPYO Cement Company, Ltd. | 4,134 | 9,567 | |||
Samsung C&T Corp. | 3,963 | 283,980 | |||
Samsung Card Company, Ltd. | 2,454 | 51,556 | |||
Samsung Electronics Company, Ltd. | 37,990 | 1,394,964 | |||
Samsung Fire & Marine Insurance Company, Ltd. | 2,900 | 370,905 | |||
Samsung Life Insurance Company, Ltd. | 4,666 | 202,106 | |||
Samsung Securities Company, Ltd. | 4,810 | 102,394 | |||
Samyang Corp. | 258 | 6,590 | |||
Samyang Holdings Corp. | 535 | 23,196 | |||
Sangsangin Company, Ltd. | 3,653 | 18,689 | |||
Seah Besteel Holdings Corp. | 1,017 | 11,436 | |||
Sebang Company, Ltd. | 1,153 | 12,004 | |||
Sebang Global Battery Company, Ltd. | 601 | 16,600 | |||
Sejong Industrial Company, Ltd. | 1,547 | 4,859 | |||
Sejong Telecom, Inc. | 19,734 | 8,370 | |||
Seohee Construction Company, Ltd. | 13,592 | 11,010 | |||
Seoul Semiconductor Company, Ltd. | 3,322 | 23,288 | |||
Seoyon Company, Ltd. | 2,508 | 8,786 | |||
SGC Energy Company, Ltd. | 744 | 15,874 | |||
SGC eTec E&C Company, Ltd. | 178 | 4,809 | |||
Shindaeyang Paper Company, Ltd. | 267 | 15,284 | |||
Shinhan Financial Group Company, Ltd. | 2,494 | 57,934 | |||
Shinhan Financial Group Company, Ltd., ADR | 32,928 | 757,344 | |||
Shinsegae Engineering & Construction Company, Ltd. | 621 | 8,230 | |||
Shinsegae Food Company, Ltd. | 268 | 9,312 | |||
Shinsegae, Inc. | 668 | 106,740 | |||
Shinyoung Securities Company, Ltd. | 580 | 22,059 | |||
SK Chemicals Company, Ltd. | 288 | 18,126 | |||
SK Discovery Company, Ltd. | 1,496 | 30,983 | |||
SK Gas, Ltd. | 304 | 21,238 | |||
SK Hynix, Inc. | 36,919 | 2,111,775 | |||
SK Innovation Company, Ltd. (A) | 4,195 | 415,715 | |||
SK Networks Company, Ltd. | 16,268 | 44,755 | |||
SK Securities Company, Ltd. | 27,076 | 11,964 | |||
SK, Inc. | 2,806 | 372,559 | |||
SNT Holdings Company, Ltd. | 1,460 | 14,527 | |||
SNT Motiv Company, Ltd. | 882 | 25,650 | |||
Songwon Industrial Company, Ltd. | 1,547 | 17,054 | |||
Spigen Korea Company, Ltd. | 525 | 12,064 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Korea (continued) | |||||
Sungshin Cement Company, Ltd. | 2,022 | $ | 10,873 | ||
Sungwoo Hitech Company, Ltd. | 2,984 | 8,743 | |||
Sunjin Company, Ltd. | 2,276 | 13,021 | |||
Taekwang Industrial Company, Ltd. | 48 | 23,515 | |||
Taeyoung Engineering & Construction Company, Ltd. | 2,234 | 7,284 | |||
Tongyang Life Insurance Company, Ltd. | 7,644 | 25,582 | |||
Toptec Company, Ltd. (A) | 2,535 | 10,579 | |||
Tovis Company, Ltd. | 1,305 | 7,209 | |||
TS Corp. | 12,730 | 22,801 | |||
TY Holdings Company, Ltd. (A) | 2,153 | 18,024 | |||
Uju Electronics Company, Ltd. | 672 | 7,057 | |||
Unid Company, Ltd. | 534 | 30,882 | |||
Uniquest Corp. | 1,636 | 8,590 | |||
WiSoL Company, Ltd. | 2,256 | 10,640 | |||
Wonik Holdings Company, Ltd. (A) | 5,948 | 12,478 | |||
Wonik Materials Company, Ltd. | 880 | 15,083 | |||
Woori Financial Group, Inc. | 41,842 | 310,517 | |||
Young Poong Corp. | 51 | 22,642 | |||
Youngone Corp. | 2,509 | 77,441 | |||
Youngone Holdings Company, Ltd. | 920 | 32,733 | |||
Yuanta Securities Korea Company, Ltd. | 11,703 | 19,940 | |||
20,344,249 | |||||
Taiwan - 16.2% | |||||
Abico Avy Company, Ltd. (A) | 24,990 | 16,303 | |||
AcBel Polytech, Inc. | 38,000 | 33,505 | |||
Acer, Inc. | 256,452 | 176,565 | |||
ACES Electronic Company, Ltd. | 19,323 | 17,946 | |||
Acter Group Corp., Ltd. | 8,000 | 25,076 | |||
Advanced International Multitech Company, Ltd. | 13,000 | 37,350 | |||
AGV Products Corp. | 11,716 | 3,417 | |||
Altek Corp. | 16,000 | 16,478 | |||
AmTRAN Technology Company, Ltd. | 52,255 | 15,854 | |||
Apacer Technology, Inc. | 11,000 | 13,410 | |||
APCB, Inc. | 37,000 | 18,658 | |||
Apex International Company, Ltd. | 7,000 | 10,911 | |||
Arcadyan Technology Corp. | 8,000 | 23,880 | |||
Ardentec Corp. | 45,000 | 58,771 | |||
Argosy Research, Inc. | 7,000 | 14,112 | |||
ASE Technology Holding Company, Ltd. | 246,000 | 611,580 | |||
Asia Cement Corp. | 159,805 | 197,860 | |||
Asia Optical Company, Inc. | 14,000 | 25,271 | |||
Asia Polymer Corp. | 50,607 | 45,001 | |||
Asia Tech Image, Inc. | 12,000 | 19,829 | |||
Asia Vital Components Company, Ltd. | 29,328 | 102,171 | |||
Asustek Computer, Inc. | 64,000 | 469,306 | |||
Audix Corp. | 21,000 | 32,965 | |||
AUO Corp. | 514,000 | 235,228 | |||
Bank of Kaohsiung Company, Ltd. | 82,204 | 32,782 | |||
Basso Industry Corp. | 8,000 | 10,203 | |||
BenQ Materials Corp. | 13,000 | 11,709 | |||
BES Engineering Corp. | 163,700 | 41,849 | |||
Bizlink Holding, Inc. | 4,000 | 35,137 | |||
Brighton-Best International Taiwan, Inc. | 19,000 | 19,638 | |||
Capital Securities Corp. | 183,403 | 60,699 | |||
Career Technology MFG. Company, Ltd. (A) | 61,200 | 54,175 | |||
Catcher Technology Company, Ltd. | 48,000 | 259,926 | |||
Cathay Financial Holding Company, Ltd. | 641,423 | 803,917 | |||
Cathay Real Estate Development Company, Ltd. | 46,400 | 23,392 | |||
Celxpert Energy Corp. | 12,000 | 12,307 | |||
Central Reinsurance Company, Ltd. | 31,500 | 20,021 | |||
Chang Hwa Commercial Bank, Ltd. | 337,580 | 181,855 |
66 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Taiwan (continued) | |||||
Channel Well Technology Company, Ltd. | 16,000 | $ | 13,907 | ||
Charoen Pokphand Enterprise | 11,000 | 27,516 | |||
CHC Healthcare Group | 21,000 | 27,529 | |||
Chen Full International Company, Ltd. (A) | 15,000 | 17,908 | |||
Chenbro Micom Company, Ltd. | 10,000 | 23,475 | |||
Cheng Loong Corp. | 68,320 | 57,096 | |||
Cheng Mei Materials Technology Corp. (A) | 46,000 | 14,123 | |||
Cheng Shin Rubber Industry Company, Ltd. | 132,000 | 147,909 | |||
Cheng Uei Precision Industry Company, Ltd. | 37,629 | 40,068 | |||
Chia Hsin Cement Corp. | 15,000 | 7,967 | |||
Chicony Electronics Company, Ltd. | 28,000 | 72,474 | |||
China Airlines, Ltd. | 264,910 | 162,894 | |||
China Bills Finance Corp. | 95,000 | 44,069 | |||
China Chemical & Pharmaceutical Company, Ltd. | 34,000 | 22,874 | |||
China Development Financial Holding Corp. | 1,096,535 | 412,351 | |||
China General Plastics Corp. | 37,485 | 24,138 | |||
China Man-Made Fiber Corp. | 178,414 | 45,540 | |||
China Metal Products Company, Ltd. | 42,513 | 39,271 | |||
China Motor Corp. | 30,250 | 38,586 | |||
China Petrochemical Development Corp. | 309,245 | 92,385 | |||
China Steel Corp. | 1,045,180 | 876,204 | |||
Chin-Poon Industrial Company, Ltd. | 43,571 | 38,482 | |||
Chipbond Technology Corp. | 70,000 | 110,828 | |||
ChipMOS Technologies, Inc. | 66,938 | 62,949 | |||
Chong Hong Construction Company, Ltd. | 19,000 | 43,712 | |||
Chun Yuan Steel Industry Company, Ltd. | 50,874 | 23,448 | |||
Chung Hung Steel Corp. | 38,625 | 25,532 | |||
Chung-Hsin Electric & Machinery Manufacturing Corp. | 46,500 | 83,015 | |||
CMC Magnetics Corp. (A) | 72,470 | 16,423 | |||
Compal Electronics, Inc. | 358,000 | 244,115 | |||
Compeq Manufacturing Company, Ltd. | 96,000 | 135,903 | |||
Concord Securities Company, Ltd. | 26,000 | 7,853 | |||
Continental Holdings Corp. | 49,050 | 46,482 | |||
Coretronic Corp. | 40,000 | 69,194 | |||
Co-Tech Development Corp. | 3,000 | 3,546 | |||
CTBC Financial Holding Company, Ltd. | 1,395,348 | 868,050 | |||
DA CIN Construction Company, Ltd. | 20,000 | 19,682 | |||
Da-Li Development Company, Ltd. | 17,000 | 14,114 | |||
Darfon Electronics Corp. | 16,000 | 19,800 | |||
Darwin Precisions Corp. (A) | 37,000 | 10,222 | |||
Depo Auto Parts Industrial Company, Ltd. | 12,000 | 26,654 | |||
D-Link Corp. (A) | 50,600 | 23,347 | |||
Dyaco International, Inc. | 5,000 | 6,214 | |||
Dynamic Holding Company, Ltd. | 35,584 | 19,222 | |||
Dynapack International Technology Corp. | 10,000 | 22,152 | |||
E.Sun Financial Holding Company, Ltd. | 86,825 | 70,253 | |||
Edom Technology Company, Ltd. | 18,400 | 15,739 | |||
Elite Advanced Laser Corp. | 7,000 | 8,923 | |||
Elite Semiconductor Microelectronics Technology, Inc. | 27,000 | 53,677 | |||
Elitegroup Computer Systems Company, Ltd. (A) | 42,104 | 34,299 | |||
Ennostar, Inc. | 31,656 | 41,146 | |||
EnTie Commercial Bank Company, Ltd. | 58,000 | 25,690 | |||
Eson Precision Ind Company, Ltd. | 12,000 | 22,618 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Taiwan (continued) | |||||
Eternal Materials Company, Ltd. | 12,000 | $ | 11,384 | ||
Eva Airways Corp. | 218,725 | 193,366 | |||
Everest Textile Company, Ltd. (A) | 64,835 | 15,993 | |||
Evergreen International Storage & Transport Corp. | 44,600 | 44,087 | |||
Evergreen Marine Corp. Taiwan, Ltd. | 30,662 | 139,801 | |||
Everlight Chemical Industrial Corp. | 49,250 | 27,929 | |||
Everlight Electronics Company, Ltd. | 46,000 | 50,310 | |||
Excelsior Medical Company, Ltd. | 17,402 | 35,022 | |||
Far Eastern Department Stores, Ltd. | 102,720 | 62,926 | |||
Far Eastern International Bank | 253,756 | 88,456 | |||
Far Eastern New Century Corp. | 252,249 | 256,107 | |||
Farglory Land Development Company, Ltd. | 28,530 | 51,507 | |||
Feng Hsin Steel Company, Ltd. | 8,000 | 15,018 | |||
First Financial Holding Company, Ltd. | 625,314 | 510,475 | |||
First Steamship Company, Ltd. (A) | 84,809 | 21,879 | |||
FLEXium Interconnect, Inc. (A) | 27,000 | 73,728 | |||
Formosa Advanced Technologies Company, Ltd. | 25,000 | 29,045 | |||
Formosa Chemicals & Fibre Corp. | 184,000 | 399,102 | |||
Formosa Laboratories, Inc. | 9,543 | 14,656 | |||
Formosa Petrochemical Corp. | 4,000 | 10,396 | |||
Formosa Plastics Corp. | 188,000 | 511,731 | |||
Formosa Taffeta Company, Ltd. | 67,000 | 56,930 | |||
Formosan Rubber Group, Inc. | 33,020 | 20,895 | |||
Formosan Union Chemical | 48,812 | 34,431 | |||
Foxconn Technology Company, Ltd. | 64,626 | 92,985 | |||
FSP Technology, Inc. | 10,000 | 11,896 | |||
Fubon Financial Holding Company, Ltd. | 624,806 | 977,081 | |||
Fulgent Sun International Holding Company, Ltd. | 11,000 | 54,855 | |||
Fulltech Fiber Glass Corp. | 46,349 | 17,834 | |||
G Shank Enterprise Company, Ltd. | 15,535 | 22,150 | |||
Gamania Digital Entertainment Company, Ltd. | 9,000 | 16,398 | |||
Gemtek Technology Corp. | 32,000 | 26,883 | |||
General Interface Solution Holding, Ltd. | 29,000 | 69,537 | |||
Getac Holdings Corp. | 14,000 | 18,569 | |||
Giantplus Technology Company, Ltd. (A) | 31,000 | 10,774 | |||
Gigabyte Technology Company, Ltd. | 31,000 | 85,719 | |||
Global Brands Manufacture, Ltd. | 37,541 | 29,798 | |||
Global Lighting Technologies, Inc. | 6,000 | 10,138 | |||
Global PMX Company, Ltd. | 3,000 | 16,104 | |||
Globe Union Industrial Corp. (A) | 51,750 | 18,783 | |||
Gloria Material Technology Corp. | 39,684 | 36,675 | |||
Gold Circuit Electronics, Ltd. | 21,600 | 62,853 | |||
Goldsun Building Materials Company, Ltd. | 93,540 | 70,448 | |||
Gourmet Master Company, Ltd. | 6,000 | 19,857 | |||
Grand Ocean Retail Group, Ltd. (A) | 13,000 | 5,679 | |||
Grand Pacific Petrochemical | 77,000 | 42,276 | |||
Great China Metal Industry | 33,000 | 25,549 | |||
Great Wall Enterprise Company, Ltd. | 15,725 | 21,990 | |||
Greatek Electronics, Inc. | 12,000 | 18,581 | |||
Hannstar Board Corp. | 39,750 | 36,331 | |||
HannStar Display Corp. | 112,842 | 40,584 | |||
HannsTouch Solution, Inc. | 64,000 | 19,360 | |||
Hey Song Corp. | 40,000 | 41,675 | |||
Highwealth Construction Corp. | 49,505 | 60,698 | |||
Ho Tung Chemical Corp. | 88,399 | 24,506 | |||
Holy Stone Enterprise Company, Ltd. | 10,000 | 27,284 | |||
Hon Hai Precision Industry Company, Ltd. | 732,448 | 2,345,384 |
67 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Taiwan (continued) | |||||
Hong Pu Real Estate Development Company, Ltd. (A) | 27,000 | $ | 19,132 | ||
Hong TAI Electric Industrial | 20,000 | 9,290 | |||
Horizon Securities Company, Ltd. | 19,080 | 5,668 | |||
Hsin Kuang Steel Company, Ltd. | 9,000 | 9,599 | |||
Hsing TA Cement Company, Ltd. | 38,000 | 17,922 | |||
HTC Corp. (A) | 18,000 | 30,797 | |||
Hua Nan Financial Holdings Company, Ltd. | 516,096 | 360,059 | |||
Hung Ching Development & Construction Company, Ltd. | 14,000 | 8,937 | |||
Hung Sheng Construction, Ltd. | 42,240 | 32,774 | |||
IBF Financial Holdings Company, Ltd. | 249,669 | 90,701 | |||
Ichia Technologies, Inc. | 25,000 | 13,109 | |||
IEI Integration Corp. | 12,000 | 20,953 | |||
Innolux Corp. | 657,561 | 214,194 | |||
Inpaq Technology Company, Ltd. | 12,000 | 16,234 | |||
Integrated Service Technology, Inc. | 9,000 | 20,971 | |||
International CSRC Investment Holdings Company | 81,383 | 49,555 | |||
Inventec Corp. | 193,000 | 138,743 | |||
Iron Force Industrial Company, Ltd. | 6,000 | 14,967 | |||
ITEQ Corp. | 11,000 | 20,205 | |||
Jarllytec Company, Ltd. | 9,000 | 16,738 | |||
Jess-Link Products Company, Ltd. | 13,000 | 15,365 | |||
Kaimei Electronic Corp. | 10,640 | 16,779 | |||
Kedge Construction Company, Ltd. | 6,600 | 10,244 | |||
Kenda Rubber Industrial Company, Ltd. | 39,520 | 39,638 | |||
Kindom Development Company, Ltd. | 24,000 | 19,086 | |||
King Yuan Electronics Company, Ltd. | 122,796 | 118,676 | |||
King's Town Bank Company, Ltd. | 83,000 | 87,818 | |||
King's Town Construction Company, Ltd. (A) | 7,300 | 7,683 | |||
Kinko Optical Company, Ltd. (A) | 15,758 | 12,439 | |||
Kinpo Electronics, Inc. | 108,269 | 45,355 | |||
Kinsus Interconnect Technology Corp. | 22,000 | 63,734 | |||
KS Terminals, Inc. | 9,000 | 20,085 | |||
Kuo Toong International Company, Ltd. | 18,248 | 11,534 | |||
Kuo Yang Construction Company, Ltd. | 12,000 | 6,790 | |||
L&K Engineering Company, Ltd. | 17,000 | 15,874 | |||
Largan Precision Company, Ltd. | 6,000 | 314,526 | |||
Lealea Enterprise Company, Ltd. | 90,124 | 30,325 | |||
Lelon Electronics Corp. | 8,000 | 12,217 | |||
Li Peng Enterprise Company, Ltd. (A) | 62,000 | 16,262 | |||
Lida Holdings, Ltd. | 4,640 | 4,169 | |||
Lien Hwa Industrial Holdings Corp. | 45,045 | 71,774 | |||
Lingsen Precision Industries, Ltd. | 49,481 | 19,963 | |||
Lite-On Technology Corp. | 164,000 | 328,930 | |||
Longchen Paper & Packaging Company, Ltd. | 64,177 | 29,494 | |||
Lumax International Corp., Ltd. | 4,000 | 8,097 | |||
Lung Yen Life Service Corp. | 9,000 | 10,790 | |||
Macauto Industrial Company, Ltd. | 8,000 | 15,918 | |||
Macronix International Company, Ltd. | 129,000 | 125,788 | |||
Mega Financial Holding Company, Ltd. | 533,158 | 521,636 | |||
Mercuries & Associates Holding, Ltd. | 48,293 | 22,037 | |||
Mercuries Life Insurance Company, Ltd. (A) | 63,158 | 12,462 | |||
Merry Electronics Company, Ltd. | 4,000 | 10,709 | |||
Mirle Automation Corp. | 10,000 | 11,808 | |||
Mitac Holdings Corp. | 58,316 | 49,498 | |||
MOSA Industrial Corp. | 9,000 | 7,161 | |||
MPI Corp. | 11,000 | 28,400 | |||
Namchow Holdings Company, Ltd. | 9,000 | 12,616 | |||
Nan Ya Plastics Corp. | 334,000 | 700,869 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Taiwan (continued) | |||||
Nantex Industry Company, Ltd. | 9,000 | $ | 10,117 | ||
Nanya Technology Corp. | 121,000 | 185,428 | |||
Nichidenbo Corp. | 14,000 | 21,084 | |||
Nishoku Technology, Inc. | 7,800 | 20,201 | |||
O-Bank Company, Ltd. | 52,538 | 13,636 | |||
Orient Semiconductor Electronics, Ltd. | 26,000 | 13,257 | |||
Oriental Union Chemical Corp. | 28,000 | 15,264 | |||
Pacific Construction Company | 38,289 | 11,408 | |||
Paiho Shih Holdings Corp. | 11,000 | 10,110 | |||
Pan-International Industrial Corp. | 44,481 | 45,752 | |||
PChome Online, Inc. | 6,000 | 9,091 | |||
Pegatron Corp. | 162,660 | 298,547 | |||
Phison Electronics Corp. | 9,000 | 74,467 | |||
Pixart Imaging, Inc. | 10,000 | 26,764 | |||
Pou Chen Corp. | 137,348 | 122,772 | |||
Powertech Technology, Inc. | 39,000 | 94,500 | |||
President Securities Corp. | 99,549 | 46,387 | |||
Primax Electronics, Ltd. | 26,000 | 51,948 | |||
Prince Housing & Development Corp. | 142,555 | 49,863 | |||
Prodisc Technology, Inc. (A)(C) | 762,000 | 0 | |||
Promate Electronic Company, Ltd. | 8,000 | 9,060 | |||
Prosperity Dielectrics Company, Ltd. | 6,000 | 6,766 | |||
Qisda Corp. | 134,280 | 114,375 | |||
Quanta Computer, Inc. | 201,000 | 486,556 | |||
Quanta Storage, Inc. | 23,000 | 27,244 | |||
Radiant Opto-Electronics Corp. | 34,000 | 107,403 | |||
Radium Life Tech Company, Ltd. | 102,621 | 31,038 | |||
Rechi Precision Company, Ltd. | 20,000 | 10,936 | |||
Rexon Industrial Corp, Ltd. | 13,000 | 12,153 | |||
Ritek Corp. (A) | 57,799 | 13,729 | |||
Roo Hsing Company, Ltd. (A)(C) | 67,000 | 6,162 | |||
Ruentex Development Company, Ltd. | 52,880 | 85,001 | |||
Ruentex Industries, Ltd. | 39,424 | 63,165 | |||
Sampo Corp. | 43,470 | 35,719 | |||
San Far Property, Ltd. | 28,964 | 11,033 | |||
Sanyang Motor Company, Ltd. | 48,000 | 57,712 | |||
Sercomm Corp. | 22,000 | 54,350 | |||
Sesoda Corp. | 13,064 | 17,022 | |||
Shan-Loong Transportation Company, Ltd. | 23,000 | 24,279 | |||
Sheng Yu Steel Company, Ltd. | 22,000 | 15,873 | |||
ShenMao Technology, Inc. | 8,000 | 10,212 | |||
Shih Wei Navigation Company, Ltd. | 24,000 | 18,436 | |||
Shihlin Electric & Engineering Corp. | 21,000 | 38,342 | |||
Shin Kong Financial Holding Company, Ltd. | 870,344 | 224,018 | |||
Shin Zu Shing Company, Ltd. | 8,000 | 22,651 | |||
Shining Building Business Company, Ltd. (A) | 55,118 | 16,665 | |||
Shinkong Insurance Company, Ltd. | 27,000 | 41,305 | |||
Shinkong Synthetic Fibers Corp. | 132,239 | 69,106 | |||
Shuttle, Inc. (A) | 25,000 | 9,722 | |||
Sigurd Microelectronics Corp. | 47,773 | 63,694 | |||
Simplo Technology Company, Ltd. | 8,000 | 66,191 | |||
Sincere Navigation Corp. | 24,000 | 13,683 | |||
Sinher Technology, Inc. | 8,000 | 9,189 | |||
Sinon Corp. | 25,650 | 31,147 | |||
SinoPac Financial Holdings Company, Ltd. | 714,000 | 387,411 | |||
Sirtec International Company, Ltd. | 23,800 | 16,430 | |||
Siward Crystal Technology Company, Ltd. | 20,000 | 19,878 | |||
Soft-World International Corp. | 4,000 | 8,860 | |||
Sunonwealth Electric Machine Industry Company, Ltd. | 18,000 | 20,340 |
68 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Taiwan (continued) | |||||
Sunrex Technology Corp. | 11,678 | $ | 13,120 | ||
Supreme Electronics Company, Ltd. | 13,268 | 14,181 | |||
Syncmold Enterprise Corp. | 6,000 | 11,926 | |||
SYNergy ScienTech Corp. (A) | 10,000 | 5,847 | |||
Synnex Technology International Corp. | 100,000 | 165,655 | |||
Systex Corp. | 6,000 | 13,123 | |||
TA Chen Stainless Pipe | 100,483 | 118,861 | |||
Ta Ya Electric Wire & Cable | 62,422 | 35,680 | |||
TA-I Technology Company, Ltd. | 8,000 | 10,055 | |||
Taichung Commercial Bank Company, Ltd. | 427,838 | 176,848 | |||
TaiDoc Technology Corp. | 4,000 | 20,598 | |||
Taiflex Scientific Company, Ltd. | 24,100 | 30,004 | |||
Tainan Spinning Company, Ltd. | 135,638 | 70,352 | |||
Taishin Financial Holding Company, Ltd. | 935,047 | 401,977 | |||
Taita Chemical Company, Ltd. | 27,818 | 18,830 | |||
TAI-TECH Advanced Electronics Company, Ltd. | 5,000 | 12,238 | |||
Taiwan Business Bank | 413,545 | 163,394 | |||
Taiwan Cement Corp. | 363,325 | 386,946 | |||
Taiwan Chinsan Electronic Industrial Company, Ltd. | 14,852 | 16,733 | |||
Taiwan Cooperative Financial Holding Company, Ltd. | 493,307 | 406,156 | |||
Taiwan Fertilizer Company, Ltd. | 52,000 | 89,879 | |||
Taiwan Fire & Marine Insurance Company, Ltd. | 41,000 | 25,860 | |||
Taiwan FU Hsing Industrial Company, Ltd. | 21,000 | 27,369 | |||
Taiwan Glass Industry Corp. | 112,319 | 61,397 | |||
Taiwan Hon Chuan Enterprise Company, Ltd. | 29,000 | 76,326 | |||
Taiwan Kolin Company, Ltd. (A)(C) | 327,000 | 0 | |||
Taiwan Navigation Company, Ltd. | 19,000 | 14,701 | |||
Taiwan Paiho, Ltd. | 14,000 | 25,961 | |||
Taiwan PCB Techvest Company, Ltd. | 36,000 | 38,250 | |||
Taiwan Semiconductor Company, Ltd. | 14,000 | 36,210 | |||
Taiwan Shin Kong Security Company, Ltd. | 8,000 | 9,821 | |||
Taiwan Styrene Monomer | 38,000 | 15,679 | |||
Taiwan Surface Mounting Technology Corp. | 26,225 | 68,231 | |||
Taiwan Union Technology Corp. | 14,000 | 19,624 | |||
Taiyen Biotech Company, Ltd. | 26,137 | 26,336 | |||
Tatung Company, Ltd. (A) | 94,000 | 93,933 | |||
TBI Motion Technology Company, Ltd. | 12,000 | 14,385 | |||
TCI Company, Ltd. | 3,000 | 11,742 | |||
Teco Electric & Machinery Company, Ltd. | 109,000 | 96,261 | |||
Test Research, Inc. | 13,000 | 25,346 | |||
The Ambassador Hotel (A) | 29,000 | 28,347 | |||
The Shanghai Commercial & Savings Bank, Ltd. | 134,000 | 206,867 | |||
Thinking Electronic Industrial Company, Ltd. | 4,000 | 14,574 | |||
Thye Ming Industrial Company, Ltd. | 24,800 | 26,844 | |||
Ton Yi Industrial Corp. | 97,000 | 54,947 | |||
Tong Hsing Electronic Industries, Ltd. | 8,000 | 41,588 | |||
Tong Yang Industry Company, Ltd. | 40,627 | 61,587 | |||
Tong-Tai Machine & Tool Company, Ltd. | 26,588 | 11,615 | |||
TOPBI International Holdings, Ltd. (A) | 8,077 | 2,691 | |||
Topkey Corp. | 6,000 | 29,422 | |||
Topoint Technology Company, Ltd. | 29,190 | 23,076 | |||
TPK Holding Company, Ltd. | 41,000 | 40,558 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Taiwan (continued) | |||||
Transcend Information, Inc. | 9,000 | $ | 18,245 | ||
Tripod Technology Corp. | 20,000 | 58,625 | |||
Tsann Kuen Enterprise Company, Ltd. | 4,911 | 6,833 | |||
TSRC Corp. | 28,000 | 22,850 | |||
Tung Ho Steel Enterprise Corp. | 61,640 | 95,696 | |||
TURVO International Company, Ltd. | 4,000 | 12,490 | |||
TXC Corp. | 27,000 | 60,876 | |||
TYC Brother Industrial Company, Ltd. | 15,511 | 12,761 | |||
Tycoons Group Enterprise (A) | 38,000 | 9,486 | |||
Tyntek Corp. | 36,000 | 17,509 | |||
U-Ming Marine Transport Corp. | 38,000 | 43,566 | |||
Union Bank of Taiwan | 147,539 | 68,899 | |||
Unitech Printed Circuit Board Corp. (A) | 78,985 | 48,382 | |||
United Microelectronics Corp. (A) | 790,794 | 884,976 | |||
Universal Cement Corp. | 27,483 | 17,726 | |||
Unizyx Holding Corp. | 34,000 | 25,611 | |||
UPC Technology Corp. | 89,751 | 34,478 | |||
USI Corp. | 80,996 | 52,197 | |||
Wah Lee Industrial Corp. | 20,520 | 53,810 | |||
Walsin Lihwa Corp. | 192,589 | 243,247 | |||
Walsin Technology Corp. | 25,000 | 58,369 | |||
Walton Advanced Engineering, Inc. | 39,584 | 14,496 | |||
Wan Hai Lines, Ltd. | 58,800 | 122,659 | |||
Wei Chuan Foods Corp. | 33,000 | 20,349 | |||
Weikeng Industrial Company, Ltd. | 25,000 | 19,987 | |||
Well Shin Technology Company, Ltd. | 15,000 | 21,603 | |||
Winbond Electronics Corp. | 316,793 | 195,614 | |||
Wintek Corp. (A)(C) | 543,000 | 0 | |||
Wisdom Marine Lines Company, Ltd. | 26,343 | 42,704 | |||
Wistron Corp. | 270,291 | 225,496 | |||
WPG Holdings, Ltd. | 149,400 | 218,195 | |||
WT Microelectronics Company, Ltd. | 45,174 | 83,199 | |||
Xxentria Technology Materials Corp. | 8,000 | 15,102 | |||
Yageo Corp. | 19,804 | 167,166 | |||
Yang Ming Marine Transport Corp. | 129,000 | 247,836 | |||
YC INOX Company, Ltd. | 40,104 | 34,299 | |||
Yea Shin International Development Company, Ltd. | 22,761 | 15,491 | |||
Yem Chio Company, Ltd. | 42,717 | 18,720 | |||
Yeong Guan Energy Technology Group Company, Ltd. | 13,553 | 26,597 | |||
YFY, Inc. | 132,202 | 98,205 | |||
Yieh Phui Enterprise Company, Ltd. | 72,344 | 30,517 | |||
Youngtek Electronics Corp. | 17,000 | 30,800 | |||
Yuanta Financial Holding Company, Ltd. | 829,532 | 508,723 | |||
Yulon Motor Company, Ltd. | 64,470 | 83,079 | |||
YungShin Global Holding Corp. | 8,000 | 9,993 | |||
Zeng Hsing Industrial Company, Ltd. | 4,000 | 15,728 | |||
Zenitron Corp. | 28,000 | 22,984 | |||
Zhen Ding Technology Holding, Ltd. | 44,000 | 145,894 | |||
Zig Sheng Industrial Company, Ltd. | 38,908 | 11,423 | |||
30,335,024 | |||||
Thailand - 2.2% | |||||
AAPICO Hitech PCL | 35,352 | 27,234 | |||
AP Thailand PCL | 223,670 | 56,199 | |||
Bangchak Corp. PCL | 91,600 | 71,453 | |||
Bangkok Bank PCL | 43,000 | 154,970 | |||
Bangkok Bank PCL, NVDR | 14,500 | 52,257 | |||
Bangkok Insurance PCL | 3,050 | 22,717 | |||
Bangkok Land PCL | 1,059,200 | 27,417 | |||
Bangkok Life Assurance PCL, NVDR | 18,200 | 16,277 | |||
Bangkok Ranch PCL (A) | 92,300 | 6,829 | |||
Banpu PCL | 535,067 | 173,461 | |||
Berli Jucker PCL | 86,900 | 75,004 | |||
Cal-Comp Electronics Thailand PCL | 134,116 | 7,625 |
69 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Thailand (continued) | |||||
Charoen Pokphand Foods PCL | 377,100 | $ | 249,847 | ||
Esso Thailand PCL | 83,900 | 28,368 | |||
GFPT PCL | 43,900 | 17,049 | |||
Indorama Ventures PCL | 82,600 | 84,752 | |||
IRPC PCL | 943,100 | 77,624 | |||
Italian-Thai Development PCL (A) | 477,400 | 23,306 | |||
Kasikornbank PCL, NVDR | 47,400 | 180,113 | |||
Khon Kaen Sugar Industry PCL | 192,600 | 19,917 | |||
Kiatnakin Phatra Bank PCL | 19,400 | 35,185 | |||
Krung Thai Bank PCL | 207,700 | 91,640 | |||
LPN Development PCL | 52,900 | 6,104 | |||
Millcon Steel PCL | 167,887 | 3,628 | |||
Polyplex Thailand PCL | 14,000 | 9,035 | |||
Precious Shipping PCL | 27,800 | 10,301 | |||
Pruksa Holding PCL | 78,800 | 25,009 | |||
PTT Exploration & Production PCL | 86,800 | 370,134 | |||
PTT Global Chemical PCL | 133,900 | 146,531 | |||
PTT PCL | 861,000 | 774,273 | |||
Quality Houses PCL | 377,100 | 21,368 | |||
Regional Container Lines PCL | 30,000 | 22,963 | |||
Rojana Industrial Park PCL | 113,100 | 16,271 | |||
Saha-Union PCL | 16,100 | 12,038 | |||
Sansiri PCL | 1,026,866 | 31,198 | |||
SC Asset Corp. PCL | 238,196 | 23,306 | |||
SCB X PCL | 42,400 | 116,182 | |||
Siam City Cement PCL | 4,900 | 19,833 | |||
Siamgas & Petrochemicals PCL | 78,400 | 21,961 | |||
Sino-Thai Engineering & Construction PCL | 30,500 | 9,184 | |||
Somboon Advance Technology PCL | 51,300 | 27,208 | |||
SPCG PCL | 58,900 | 23,235 | |||
Sri Trang Agro-Industry PCL | 49,100 | 25,295 | |||
Srithai Superware PCL | 283,000 | 11,537 | |||
Star Petroleum Refining PCL | 100,000 | 28,020 | |||
STP & I PCL (A) | 21,600 | 2,611 | |||
Supalai PCL | 151,900 | 75,978 | |||
Super Energy Corp. PCL | 743,000 | 13,570 | |||
Syntec Construction PCL | 156,500 | 6,706 | |||
Thai Oil PCL | 92,873 | 125,887 | |||
Thai Stanley Electric PCL | 700 | 3,161 | |||
Thai Union Group PCL | 173,900 | 86,010 | |||
Thaicom PCL | 79,400 | 24,096 | |||
Thanachart Capital PCL | 37,300 | 38,178 | |||
The Siam Cement PCL | 33,600 | 289,873 | |||
Thitikorn PCL | 100 | 25 | |||
Thoresen Thai Agencies PCL | 75,500 | 15,270 | |||
TMBThanachart Bank PCL | 1,347,695 | 43,046 | |||
TPI Polene PCL | 559,900 | 24,988 | |||
TPI Polene Power PCL | 283,200 | 26,396 | |||
True Corp. PCL | 677,300 | 90,371 | |||
Univentures PCL | 51,700 | 3,857 | |||
4,123,881 | |||||
Turkey - 0.6% | |||||
Akbank TAS | 273,631 | 166,435 | |||
Anadolu Efes Biracilik Ve Malt Sanayii AS | 14,921 | 32,240 | |||
Dogan Sirketler Grubu Holding AS | 52,374 | 13,561 | |||
EIS Eczacibasi Ilac ve Sinai ve Finansal Yatirimlar Sanayi ve Ticaret AS | 18,108 | 14,670 | |||
Enka Insaat ve Sanayi AS | 76,018 | 69,452 | |||
Eregli Demir ve Celik Fabrikalari TAS | 76,335 | 119,029 | |||
Goldas Kuyumculuk Sanayi Ithalat Ve Bagli Ortakliklari (A)(C) | 54,846 | 280 | |||
Gozde Girisim Sermayesi Yatirim Ortakligi AS (A) | 28,775 | 15,082 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Turkey (continued) | |||||
GSD Holding AS | 78,125 | $ | 19,388 | ||
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class A | 14,485 | 7,718 | |||
Kardemir Karabuk Demir Celik Sanayi ve Ticaret AS, Class D | 25,436 | 16,315 | |||
KOC Holding AS | 34,979 | 85,141 | |||
Sekerbank Turk AS (A) | 178,589 | 17,764 | |||
TAV Havalimanlari Holding AS (A) | 11,684 | 39,691 | |||
Turk Hava Yollari AO (A) | 43,966 | 166,938 | |||
Turkiye Halk Bankasi AS (A) | 56,201 | 21,019 | |||
Turkiye Is Bankasi AS, Class C | 209,300 | 84,289 | |||
Turkiye Sinai Kalkinma Bankasi AS (A) | 141,027 | 18,524 | |||
Turkiye Sise ve Cam Fabrikalari AS | 55,383 | 75,470 | |||
Turkiye Vakiflar Bankasi TAO, Class D (A) | 91,535 | 34,159 | |||
Uzel Makina Sanayii AS (A)(C) | 22,930 | 0 | |||
Vestel Elektronik Sanayi ve Ticaret AS | 6,172 | 13,288 | |||
Yapi ve Kredi Bankasi AS | 254,969 | 97,187 | |||
1,127,640 | |||||
Ukraine - 0.0% | |||||
Kernel Holding SA | 362 | 1,234 | |||
United Arab Emirates - 1.2% | |||||
Abu Dhabi Commercial Bank PJSC | 227,290 | 557,508 | |||
Agthia Group PJSC | 33,488 | 43,180 | |||
Air Arabia PJSC | 66,681 | 37,755 | |||
Ajman Bank PJSC (A) | 110,663 | 20,915 | |||
Aldar Properties PJSC | 274,565 | 313,432 | |||
Amanat Holdings PJSC | 77,820 | 20,086 | |||
Amlak Finance PJSC (A) | 70,121 | 10,607 | |||
Dana Gas PJSC | 313,959 | 80,741 | |||
Deyaar Development PJSC (A) | 187,028 | 23,105 | |||
Dubai Investments PJSC | 195,034 | 123,177 | |||
Emaar Development PJSC (A) | 95,957 | 119,205 | |||
Emaar Properties PJSC | 307,615 | 482,688 | |||
Emirates NBD Bank PJSC | 83,019 | 290,292 | |||
Eshraq Investments PJSC (A) | 138,023 | 18,515 | |||
Islamic Arab Insurance Company | 58,609 | 7,764 | |||
RAK Properties PJSC (A) | 77,735 | 15,916 | |||
Ras Al Khaimah Ceramics | 24,868 | 19,862 | |||
SHUAA Capital PSC (A) | 76,875 | 7,703 | |||
2,192,451 | |||||
United States - 0.0% | |||||
Nexteer Automotive Group, Ltd. | 95,000 | 51,351 | |||
TOTAL COMMON STOCKS (Cost $225,218,509) | $ | 180,745,010 | |||
PREFERRED SECURITIES - 2.1% | |||||
Brazil - 2.1% | |||||
Banco ABC Brasil SA | 9,841 | 38,128 | |||
Banco Bradesco SA | 219,878 | 808,694 | |||
Banco do Estado do Rio Grande do Sul SA, B Shares | 22,600 | 49,227 | |||
Eucatex SA Industria e Comercio | 4,200 | 6,026 | |||
Gerdau SA | 77,776 | 352,377 | |||
Marcopolo SA | 55,200 | 29,573 | |||
Petroleo Brasileiro SA | 455,744 | 2,517,666 | |||
Randon SA Implementos e Participacoes | 11,172 | 19,675 | |||
Usinas Siderurgicas de Minas Gerais SA, A Shares | 40,910 | 57,031 | |||
3,878,397 | |||||
Colombia - 0.0% | |||||
Grupo Argos SA | 23,975 | 31,204 | |||
Grupo de Inversiones Suramericana SA | 9,424 | 26,166 | |||
57,370 |
70 |
Shares or Principal Amount | Value | ||||
PREFERRED SECURITIES (continued) | |||||
Philippines - 0.0% | |||||
Cebu Air, Inc., 6.000% | 15,189 | $ | 9,639 | ||
Taiwan - 0.0% | |||||
China Development Financial Holding Corp. | 42,273 | 10,904 | |||
TOTAL PREFERRED SECURITIES (Cost $4,287,063) | $ | 3,956,310 | |||
WARRANTS - 0.0% | |||||
Bangkok Ranch PCL (Expiration Date: 9-1-26; Strike Price THB 5.00) (A) | 46,150 | 404 | |||
Yinson Holdings BHD (Expiration Date: 6-21-25; Strike Price MYR 2.29) (A) | 9,085 | 970 | |||
TOTAL WARRANTS (Cost $0) | $ | 1,374 | |||
Total Investments (Emerging Markets Value Trust) (Cost $229,505,572) - 98.7% | $ | 184,702,694 | |||
Other assets and liabilities, net - 1.3% | 2,428,017 | ||||
TOTAL NET ASSETS - 100.0% | $ | 187,130,711 |
Currency Abbreviations | |
MYR | Malaysian Ringgit |
THB | Thai Bhat |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(D) | Restricted security as to resale, excluding 144A securities. For more information on this security refer to the Notes to Portfolio of Investments. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Mini MSCI Emerging Markets Index Futures | 29 | Long | Dec 2022 | $1,376,236 | $1,264,255 | $(111,981) |
$(111,981) |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 97.2% | |||||
Communication services – 4.9% | |||||
Diversified telecommunication services – 0.3% | |||||
AT&T, Inc. | 174,937 | $ | 2,683,534 | ||
Verizon Communications, Inc. | 46,572 | 1,768,339 | |||
4,451,873 | |||||
Entertainment – 1.3% | |||||
The Walt Disney Company (A) | 166,596 | 15,715,001 | |||
Warner Brothers Discovery, Inc. (A) | 47,642 | 547,883 | |||
16,262,884 | |||||
Interactive media and services – 0.6% | |||||
Meta Platforms, Inc., Class A (A) | 56,700 | 7,693,056 | |||
Media – 2.7% | |||||
Comcast Corp., Class A | 444,552 | 13,038,710 | |||
Fox Corp., Class B | 84,114 | 2,397,249 | |||
News Corp., Class A | 1,152,737 | 17,417,856 | |||
Paramount Global, Class B | 51,500 | 980,560 | |||
33,834,375 | |||||
62,242,188 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Consumer discretionary – 4.6% | |||||
Automobiles – 1.5% | |||||
Volkswagen AG, ADR | 1,524,379 | $ | 18,566,936 | ||
Hotels, restaurants and leisure – 0.9% | |||||
Las Vegas Sands Corp. (A) | 288,757 | 10,834,163 | |||
Leisure products – 0.7% | |||||
Mattel, Inc. (A) | 472,197 | 8,943,411 | |||
Multiline retail – 0.4% | |||||
Kohl's Corp. | 204,971 | 5,155,021 | |||
Specialty retail – 1.1% | |||||
Best Buy Company, Inc. | 64,000 | 4,053,760 | |||
The TJX Companies, Inc. | 168,362 | 10,458,647 | |||
14,512,407 | |||||
58,011,938 | |||||
Consumer staples – 6.9% | |||||
Beverages – 0.2% | |||||
Constellation Brands, Inc., Class A | 3,200 | 734,976 | |||
The Coca-Cola Company | 26,562 | 1,488,003 | |||
2,222,979 | |||||
Food and staples retailing – 0.9% | |||||
Walmart, Inc. | 91,171 | 11,824,879 | |||
Food products – 2.8% | |||||
Conagra Brands, Inc. | 624,852 | 20,388,921 | |||
Mondelez International, Inc., Class A | 29,265 | 1,604,600 |
71 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Food products (continued) | |||||
Tyson Foods, Inc., Class A | 190,320 | $ | 12,547,798 | ||
34,541,319 | |||||
Household products – 1.5% | |||||
Kimberly-Clark Corp. | 166,476 | 18,735,209 | |||
Tobacco – 1.5% | |||||
Philip Morris International, Inc. | 229,554 | 19,055,278 | |||
86,379,664 | |||||
Energy – 7.9% | |||||
Oil, gas and consumable fuels – 7.9% | |||||
Chevron Corp. | 18,827 | 2,704,875 | |||
Enbridge, Inc. | 87,400 | 3,242,540 | |||
EOG Resources, Inc. | 131,817 | 14,727,913 | |||
Exxon Mobil Corp. | 196,549 | 17,160,693 | |||
Hess Corp. | 87,234 | 9,507,634 | |||
Targa Resources Corp. | 11,246 | 678,584 | |||
TC Energy Corp. | 422,459 | 17,020,873 | |||
The Williams Companies, Inc. | 33,800 | 967,694 | |||
TotalEnergies SE | 547,578 | 25,689,373 | |||
TotalEnergies SE, ADR | 163,419 | 7,602,252 | |||
99,302,431 | |||||
Financials – 20.7% | |||||
Banks – 7.6% | |||||
Bank of America Corp. | 192,686 | 5,819,117 | |||
Citigroup, Inc. | 157,000 | 6,542,190 | |||
Fifth Third Bancorp | 398,395 | 12,732,704 | |||
Huntington Bancshares, Inc. | 1,299,600 | 17,128,728 | |||
JPMorgan Chase & Co. | 74,782 | 7,814,719 | |||
The PNC Financial Services Group, Inc. | 26,306 | 3,930,643 | |||
Wells Fargo & Company | 1,042,197 | 41,917,157 | |||
95,885,258 | |||||
Capital markets – 4.0% | |||||
Franklin Resources, Inc. | 50,305 | 1,082,564 | |||
Morgan Stanley | 124,194 | 9,812,568 | |||
Raymond James Financial, Inc. | 10,146 | 1,002,628 | |||
State Street Corp. | 221,915 | 13,494,651 | |||
The Charles Schwab Corp. | 96,090 | 6,905,988 | |||
The Goldman Sachs Group, Inc. | 60,883 | 17,841,763 | |||
50,140,162 | |||||
Diversified financial services – 1.8% | |||||
Apollo Global Management, Inc. | 47,800 | 2,222,700 | |||
Equitable Holdings, Inc. | 762,165 | 20,083,048 | |||
22,305,748 | |||||
Insurance – 7.3% | |||||
American International Group, Inc. | 576,954 | 27,393,776 | |||
Chubb, Ltd. | 130,593 | 23,752,255 | |||
Loews Corp. | 242,698 | 12,096,068 | |||
Marsh & McLennan Companies, Inc. | 4,838 | 722,265 | |||
MetLife, Inc. | 299,293 | 18,191,029 | |||
The Hartford Financial Services Group, Inc. | 155,023 | 9,602,125 | |||
91,757,518 | |||||
260,088,686 | |||||
Health care – 17.5% | |||||
Biotechnology – 2.1% | |||||
AbbVie, Inc. | 170,028 | 22,819,458 | |||
Biogen, Inc. (A) | 15,139 | 4,042,113 | |||
26,861,571 | |||||
Health care equipment and supplies – 3.7% | |||||
Becton, Dickinson and Company | 88,787 | 19,784,407 | |||
Medtronic PLC | 175,360 | 14,160,320 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
Zimmer Biomet Holdings, Inc. | 114,284 | $ | 11,948,392 | ||
45,893,119 | |||||
Health care providers and services – 6.2% | |||||
Cardinal Health, Inc. | 120,149 | 8,011,535 | |||
Centene Corp. (A) | 107,717 | 8,381,460 | |||
Cigna Corp. | 51,041 | 14,162,346 | |||
CVS Health Corp. | 192,736 | 18,381,232 | |||
Elevance Health, Inc. | 63,530 | 28,857,867 | |||
77,794,440 | |||||
Pharmaceuticals – 5.5% | |||||
AstraZeneca PLC, ADR | 118,458 | 6,496,237 | |||
GSK PLC | 26,171 | 377,980 | |||
Johnson & Johnson | 137,657 | 22,487,648 | |||
Merck & Company, Inc. | 121,490 | 10,462,719 | |||
Pfizer, Inc. | 368,251 | 16,114,664 | |||
Sanofi | 92,123 | 7,014,842 | |||
Sanofi, ADR | 107,194 | 4,075,516 | |||
Viatris, Inc. | 274,100 | 2,335,332 | |||
69,364,938 | |||||
219,914,068 | |||||
Industrials – 9.9% | |||||
Aerospace and defense – 2.4% | |||||
L3Harris Technologies, Inc. | 101,890 | 21,175,799 | |||
The Boeing Company (A) | 70,334 | 8,516,041 | |||
29,691,840 | |||||
Air freight and logistics – 2.1% | |||||
United Parcel Service, Inc., Class B | 163,927 | 26,480,768 | |||
Airlines – 0.3% | |||||
Southwest Airlines Company (A) | 138,441 | 4,269,520 | |||
Commercial services and supplies – 0.6% | |||||
Stericycle, Inc. (A) | 179,888 | 7,575,084 | |||
Industrial conglomerates – 3.4% | |||||
3M Company | 18,400 | 2,033,200 | |||
General Electric Company | 487,124 | 30,157,847 | |||
Siemens AG, ADR | 215,050 | 10,526,698 | |||
42,717,745 | |||||
Machinery – 1.1% | |||||
Cummins, Inc. | 13,700 | 2,788,087 | |||
Flowserve Corp. | 39,087 | 949,814 | |||
PACCAR, Inc. | 50,133 | 4,195,631 | |||
Stanley Black & Decker, Inc. | 78,500 | 5,903,985 | |||
13,837,517 | |||||
124,572,474 | |||||
Information technology – 7.1% | |||||
Communications equipment – 0.4% | |||||
Cisco Systems, Inc. | 127,469 | 5,098,760 | |||
Electronic equipment, instruments and components – 0.3% | |||||
TE Connectivity, Ltd. | 31,553 | 3,482,189 | |||
IT services – 0.9% | |||||
Accenture PLC, Class A | 4,800 | 1,235,040 | |||
Fiserv, Inc. (A) | 107,400 | 10,049,418 | |||
11,284,458 | |||||
Semiconductors and semiconductor equipment – 4.2% | |||||
Applied Materials, Inc. | 105,310 | 8,628,048 | |||
NXP Semiconductors NV | 14,555 | 2,147,008 | |||
Qualcomm, Inc. | 248,538 | 28,079,823 |
72 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Semiconductors and semiconductor equipment (continued) | |||||
Texas Instruments, Inc. | 85,294 | $ | 13,201,805 | ||
52,056,684 | |||||
Software – 1.3% | |||||
Microsoft Corp. | 72,234 | 16,823,299 | |||
88,745,390 | |||||
Materials – 4.9% | |||||
Chemicals – 3.5% | |||||
Akzo Nobel NV | 34,831 | 1,973,871 | |||
CF Industries Holdings, Inc. | 303,577 | 29,219,286 | |||
DuPont de Nemours, Inc. | 13,952 | 703,181 | |||
International Flavors & Fragrances, Inc. | 88,984 | 8,082,417 | |||
RPM International, Inc. | 43,700 | 3,640,647 | |||
43,619,402 | |||||
Containers and packaging – 1.4% | |||||
International Paper Company | 559,014 | 17,720,744 | |||
61,340,146 | |||||
Real estate – 4.3% | |||||
Equity real estate investment trusts – 4.3% | |||||
Equity Residential | 308,032 | 20,705,911 | |||
Rayonier, Inc. | 338,502 | 10,144,905 | |||
Simon Property Group, Inc. | 7,200 | 646,200 | |||
Vornado Realty Trust | 42,393 | 981,822 | |||
Welltower, Inc. | 35,773 | 2,300,919 | |||
Weyerhaeuser Company | 676,086 | 19,309,016 | |||
54,088,773 | |||||
Utilities – 8.5% | |||||
Electric utilities – 3.7% | |||||
NextEra Energy, Inc. | 48,882 | 3,832,838 | |||
PG&E Corp. (A) | 114,800 | 1,435,000 | |||
The Southern Company | 592,713 | 40,304,484 | |||
Xcel Energy, Inc. | 20,000 | 1,280,000 | |||
46,852,322 | |||||
Multi-utilities – 4.8% | |||||
Ameren Corp. | 106,577 | 8,584,777 | |||
Dominion Energy, Inc. | 207,797 | 14,360,851 | |||
NiSource, Inc. | 377,130 | 9,499,905 | |||
Sempra Energy | 182,971 | 27,434,672 | |||
59,880,205 | |||||
106,732,527 | |||||
TOTAL COMMON STOCKS (Cost $1,100,022,519) | $ | 1,221,418,285 | |||
PREFERRED SECURITIES – 1.3% | |||||
Health care – 0.4% | |||||
Health care equipment and supplies – 0.4% | |||||
Becton, Dickinson and Company, 6.000% | 106,565 | 5,023,474 | |||
Utilities – 0.9% | |||||
Electric utilities – 0.6% | |||||
NextEra Energy, Inc., 5.279% | 91,279 | 4,543,869 | |||
NextEra Energy, Inc., 6.926% | 56,812 | 2,613,352 | |||
7,157,221 | |||||
Multi-utilities – 0.3% | |||||
NiSource, Inc., 7.750% | 41,667 | 4,191,284 | |||
11,348,505 | |||||
TOTAL PREFERRED SECURITIES (Cost $16,748,949) | $ | 16,371,979 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS – 2.2% | |||||
Short-term funds – 2.2% | |||||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (B) | 3,787 | $ | 3,787 | ||
T. Rowe Price Government Reserve Fund, 3.0517% (B) | 27,043,119 | 27,043,119 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $27,046,906) | $ | 27,046,906 | |||
Total Investments (Equity Income Trust) (Cost $1,143,818,374) – 100.7% | $ | 1,264,837,170 | |||
Other assets and liabilities, net – (0.7%) | (8,792,142) | ||||
TOTAL NET ASSETS – 100.0% | $ | 1,256,045,028 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | The rate shown is the annualized seven-day yield as of 9-30-22. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 97.3% | |||||
Financials – 94.6% | |||||
Banks – 52.0% | |||||
1st Source Corp. | 21,215 | $ | 982,255 | ||
American Business Bank (A) | 27,647 | 1,097,586 | |||
Atlantic Union Bankshares Corp. | 45,685 | 1,387,910 | |||
Bank of America Corp. | 116,986 | 3,532,977 | |||
Bank of Marin Bancorp | 38,020 | 1,138,699 | |||
BayCom Corp. | 37,730 | 663,293 | |||
Business First Bancshares, Inc. | 34,109 | 734,367 | |||
California BanCorp (A) | 27,567 | 557,405 | |||
Cambridge Bancorp | 20,031 | 1,597,272 | |||
Central Valley Community Bancorp | 27,200 | 481,712 | |||
Citizens Community Bancorp, Inc. | 20,008 | 243,497 | |||
Citizens Financial Group, Inc. | 96,757 | 3,324,571 | |||
Coastal Financial Corp. (A) | 30,743 | 1,221,727 | |||
Comerica, Inc. | 36,889 | 2,622,808 | |||
East West Bancorp, Inc. | 49,684 | 3,335,784 | |||
Evans Bancorp, Inc. | 16,798 | 615,647 | |||
Fifth Third Bancorp | 77,134 | 2,465,203 | |||
First Interstate BancSystem, Inc., Class A | 29,252 | 1,180,318 | |||
First Merchants Corp. | 47,252 | 1,827,707 | |||
German American Bancorp, Inc. | 13,071 | 466,765 | |||
HBT Financial, Inc. | 41,534 | 753,842 | |||
Heritage Commerce Corp. | 41,523 | 470,871 | |||
Independent Bank Corp. (Massachusetts) | 19,591 | 1,460,117 | |||
JPMorgan Chase & Co. | 24,739 | 2,585,226 | |||
KeyCorp | 142,825 | 2,288,057 | |||
Landmark Bancorp, Inc. | 12,764 | 326,375 | |||
Limestone Bancorp, Inc. | 6,651 | 130,493 | |||
Live Oak Bancshares, Inc. | 24,594 | 752,576 | |||
M&T Bank Corp. | 28,636 | 5,049,100 | |||
Mid Penn Bancorp, Inc. | 13,471 | 387,022 | |||
Nicolet Bankshares, Inc. (A) | 20,951 | 1,475,788 | |||
Nordea Bank ABP | 105,619 | 903,911 | |||
Pinnacle Financial Partners, Inc. | 34,219 | 2,775,161 | |||
Popular, Inc. | 31,043 | 2,236,959 | |||
Premier Financial Corp. | 42,996 | 1,104,997 | |||
Shore Bancshares, Inc. | 10,670 | 184,804 | |||
Southern First Bancshares, Inc. (A) | 12,586 | 524,333 | |||
Stock Yards Bancorp, Inc. | 34,307 | 2,333,219 | |||
SVB Financial Group (A) | 4,313 | 1,448,219 |
73 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
Synovus Financial Corp. | 81,964 | $ | 3,074,470 | ||
The First Bancshares, Inc. | 18,748 | 560,003 | |||
TriCo Bancshares | 48,265 | 2,155,032 | |||
U.S. Bancorp | 32,894 | 1,326,286 | |||
Webster Financial Corp. | 33,761 | 1,525,997 | |||
Zions Bancorp NA | 60,344 | 3,069,096 | |||
68,379,457 | |||||
Capital markets – 13.5% | |||||
AllianceBernstein Holding LP | 71,925 | 2,521,691 | |||
Ameriprise Financial, Inc. | 9,994 | 2,517,988 | |||
Brookfield Asset Management, Inc., Class A | 55,019 | 2,249,727 | |||
CME Group, Inc. | 9,635 | 1,706,648 | |||
Morgan Stanley | 43,384 | 3,427,770 | |||
Onex Corp. | 34,058 | 1,562,178 | |||
Raymond James Financial, Inc. | 38,428 | 3,797,455 | |||
17,783,457 | |||||
Consumer finance – 2.4% | |||||
American Express Company | 23,156 | 3,123,976 | |||
Diversified financial services – 3.8% | |||||
Berkshire Hathaway, Inc., Class B (A) | 10,202 | 2,724,138 | |||
Corebridge Financial, Inc. (A)(B) | 82,073 | 1,616,017 | |||
Eurazeo SE | 12,945 | 675,488 | |||
5,015,643 | |||||
Insurance – 22.4% | |||||
American International Group, Inc. | 74,050 | 3,515,894 | |||
Arthur J. Gallagher & Company | 22,793 | 3,902,617 | |||
Chubb, Ltd. | 19,194 | 3,491,005 | |||
Markel Corp. (A) | 3,060 | 3,317,713 | |||
MetLife, Inc. | 61,998 | 3,768,238 | |||
Reinsurance Group of America, Inc. | 20,830 | 2,620,622 | |||
The Allstate Corp. | 17,410 | 2,168,067 | |||
The Hartford Financial Services Group, Inc. | 37,311 | 2,311,043 | |||
Unum Group | 111,634 | 4,331,399 | |||
29,426,598 | |||||
Thrifts and mortgage finance – 0.5% | |||||
ESSA Bancorp, Inc. | 17,482 | 338,976 | |||
OP Bancorp | 3,759 | 41,800 | |||
Timberland Bancorp, Inc. | 9,366 | 258,970 | |||
639,746 | |||||
124,368,877 | |||||
Real estate – 2.7% | |||||
Equity real estate investment trusts – 2.7% | |||||
Prologis, Inc. | 20,661 | 2,099,158 | |||
Rexford Industrial Realty, Inc. | 27,542 | 1,432,184 | |||
3,531,342 | |||||
TOTAL COMMON STOCKS (Cost $135,325,694) | $ | 127,900,219 | |||
SHORT-TERM INVESTMENTS – 4.0% | |||||
Short-term funds – 4.0% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 521,696 | 5,212,795 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $5,212,683) | $ | 5,212,795 | |||
Total Investments (Financial Industries Trust) (Cost $140,538,377) – 101.3% | $ | 133,113,014 | |||
Other assets and liabilities, net – (1.3%) | (1,690,567) | ||||
TOTAL NET ASSETS – 100.0% | $ | 131,422,447 |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $1,588,272. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $1,624,034. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 99.0% | |||||
Communication services – 12.5% | |||||
Entertainment – 3.4% | |||||
Liberty Media Corp.-Liberty Formula One, Series C (A) | 1,037,916 | $ | 60,718,086 | ||
Interactive media and services – 9.1% | |||||
Alphabet, Inc., Class A (A) | 1,057,162 | 101,117,545 | |||
CarGurus, Inc. (A) | 1,273,674 | 18,047,957 | |||
Meta Platforms, Inc., Class A (A) | 321,725 | 43,651,648 | |||
162,817,150 | |||||
223,535,236 | |||||
Consumer discretionary – 23.5% | |||||
Household durables – 7.0% | |||||
Lennar Corp., A Shares | 1,419,786 | 105,845,046 | |||
NVR, Inc. (A) | 4,653 | 18,551,883 | |||
124,396,929 | |||||
Internet and direct marketing retail – 9.0% | |||||
Amazon.com, Inc. (A) | 1,422,481 | 160,740,353 | |||
Leisure products – 2.4% | |||||
Polaris, Inc. | 455,785 | 43,595,835 | |||
Specialty retail – 3.2% | |||||
Dufry AG (A) | 803,574 | 24,396,108 | |||
Group 1 Automotive, Inc. | 223,900 | 31,988,593 | |||
56,384,701 | |||||
Textiles, apparel and luxury goods – 1.9% | |||||
Canada Goose Holdings, Inc. (A) | 1,311,440 | 19,986,346 | |||
Salvatore Ferragamo SpA | 1,001,904 | 14,059,432 | |||
34,045,778 | |||||
419,163,596 | |||||
Consumer staples – 5.8% | |||||
Beverages – 2.4% | |||||
Anheuser-Busch InBev SA/NV, ADR | 408,623 | 18,453,415 | |||
The Boston Beer Company, Inc., Class A (A) | 74,718 | 24,182,481 | |||
42,635,896 | |||||
Food products – 2.6% | |||||
Post Holdings, Inc. (A) | 336,754 | 27,583,520 | |||
The Hain Celestial Group, Inc. (A) | 1,109,178 | 18,722,925 | |||
46,306,445 | |||||
Personal products – 0.8% | |||||
BellRing Brands, Inc. (A) | 728,246 | 15,009,150 | |||
103,951,491 | |||||
Energy – 5.9% | |||||
Oil, gas and consumable fuels – 5.9% | |||||
Cheniere Energy, Inc. | 444,548 | 73,754,959 | |||
Suncor Energy, Inc. | 1,149,019 | 32,344,885 | |||
106,099,844 |
74 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Financials – 19.4% | |||||
Banks – 3.9% | |||||
First Hawaiian, Inc. | 2,832,617 | $ | 69,767,357 | ||
Capital markets – 15.0% | |||||
KKR & Company, Inc. | 1,546,310 | 66,491,330 | |||
Morgan Stanley | 1,142,376 | 90,259,128 | |||
S&P Global, Inc. | 120,350 | 36,748,873 | |||
The Goldman Sachs Group, Inc. | 251,033 | 73,565,221 | |||
267,064,552 | |||||
Consumer finance – 0.5% | |||||
Synchrony Financial | 323,856 | 9,129,501 | |||
345,961,410 | |||||
Health care – 4.5% | |||||
Biotechnology – 2.2% | |||||
Alnylam Pharmaceuticals, Inc. (A) | 70,326 | 14,076,452 | |||
Moderna, Inc. (A) | 207,982 | 24,593,872 | |||
38,670,324 | |||||
Health care equipment and supplies – 1.6% | |||||
Hologic, Inc. (A) | 206,059 | 13,294,927 | |||
Masimo Corp. (A) | 106,121 | 14,980,040 | |||
28,274,967 | |||||
Pharmaceuticals – 0.7% | |||||
Elanco Animal Health, Inc. (A) | 1,099,913 | 13,649,920 | |||
80,595,211 | |||||
Industrials – 4.3% | |||||
Electrical equipment – 1.6% | |||||
Regal Rexnord Corp. | 129,954 | 18,240,343 | |||
Sensata Technologies Holding PLC | 252,439 | 9,410,926 | |||
27,651,269 | |||||
Machinery – 1.2% | |||||
Parker-Hannifin Corp. | 91,003 | 22,050,937 | |||
Trading companies and distributors – 1.5% | |||||
United Rentals, Inc. (A) | 101,947 | 27,537,924 | |||
77,240,130 | |||||
Information technology – 19.5% | |||||
Semiconductors and semiconductor equipment – 4.0% | |||||
Analog Devices, Inc. | 252,927 | 35,242,848 | |||
NVIDIA Corp. | 295,549 | 35,876,693 | |||
71,119,541 | |||||
Software – 11.1% | |||||
Autodesk, Inc. (A) | 159,887 | 29,866,892 | |||
DocuSign, Inc. (A) | 260,857 | 13,948,024 | |||
Roper Technologies, Inc. | 78,351 | 28,178,154 | |||
salesforce.com, Inc. (A) | 396,069 | 56,970,565 | |||
Workday, Inc., Class A (A) | 460,026 | 70,025,158 | |||
198,988,793 | |||||
Technology hardware, storage and peripherals – 4.4% | |||||
Apple, Inc. | 563,815 | 77,919,233 | |||
348,027,567 | |||||
Materials – 1.1% | |||||
Chemicals – 1.1% | |||||
Axalta Coating Systems, Ltd. (A) | 918,984 | 19,353,803 | |||
Real estate – 2.5% | |||||
Equity real estate investment trusts – 2.1% | |||||
American Tower Corp. | 109,593 | 23,529,617 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Equity real estate investment trusts (continued) | |||||
Crown Castle, Inc. | 98,951 | $ | 14,303,367 | ||
37,832,984 | |||||
Real estate management and development – 0.4% | |||||
Five Point Holdings LLC, Class A (A) | 2,477,410 | 6,441,266 | |||
44,274,250 | |||||
TOTAL COMMON STOCKS (Cost $1,448,195,733) | $ | 1,768,202,538 | |||
SHORT-TERM INVESTMENTS – 1.0% | |||||
Short-term funds – 1.0% | |||||
John Hancock Collateral Trust, 3.0556% (B)(C) | 1,815,703 | 18,142,501 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $18,143,453) | $ | 18,142,501 | |||
Total Investments (Fundamental All Cap Core Trust) (Cost $1,466,339,186) – 100.0% | $ | 1,786,345,039 | |||
Other assets and liabilities, net – 0.0% | 528,485 | ||||
TOTAL NET ASSETS – 100.0% | $ | 1,786,873,524 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(C) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 98.4% | |||||
Communication services – 7.9% | |||||
Interactive media and services – 3.8% | |||||
Alphabet, Inc., Class A (A) | 162,540 | $ | 15,546,951 | ||
Meta Platforms, Inc., Class A (A) | 62,673 | 8,503,473 | |||
24,050,424 | |||||
Media – 4.1% | |||||
Comcast Corp., Class A | 712,208 | 20,889,061 | |||
Liberty Broadband Corp., Series A (A) | 74,259 | 5,539,721 | |||
26,428,782 | |||||
50,479,206 | |||||
Consumer discretionary – 6.8% | |||||
Household durables – 3.3% | |||||
Lennar Corp., A Shares | 283,406 | 21,127,917 | |||
Internet and direct marketing retail – 1.7% | |||||
eBay, Inc. | 285,688 | 10,516,175 | |||
Specialty retail – 1.8% | |||||
CarMax, Inc. (A) | 94,660 | 6,249,453 | |||
Dufry AG (A) | 178,831 | 5,429,220 | |||
11,678,673 | |||||
43,322,765 | |||||
Consumer staples – 10.0% | |||||
Beverages – 2.6% | |||||
Anheuser-Busch InBev SA/NV, ADR | 215,540 | 9,733,786 | |||
Heineken Holding NV | 95,873 | 6,563,334 | |||
16,297,120 | |||||
Food and staples retailing – 3.3% | |||||
Walmart, Inc. | 164,542 | 21,341,097 | |||
Food products – 3.1% | |||||
Danone SA | 184,413 | 8,720,023 |
75 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Food products (continued) | |||||
Post Holdings, Inc. (A) | 139,018 | $ | 11,386,964 | ||
20,106,987 | |||||
Personal products – 1.0% | |||||
BellRing Brands, Inc. (A) | 209,868 | 4,325,379 | |||
Haleon PLC, ADR (A) | 306,794 | 1,868,375 | |||
6,193,754 | |||||
63,938,958 | |||||
Energy – 7.9% | |||||
Oil, gas and consumable fuels – 7.9% | |||||
Cheniere Energy, Inc. | 138,956 | 23,054,190 | |||
Chevron Corp. | 66,988 | 9,624,166 | |||
Kinder Morgan, Inc. | 199,703 | 3,323,058 | |||
Suncor Energy, Inc. | 508,942 | 14,326,717 | |||
50,328,131 | |||||
Financials – 19.2% | |||||
Banks – 7.4% | |||||
Bank of America Corp. | 276,857 | 8,361,081 | |||
Citigroup, Inc. | 289,849 | 12,078,008 | |||
JPMorgan Chase & Co. | 132,831 | 13,880,840 | |||
Wells Fargo & Company | 326,109 | 13,116,104 | |||
47,436,033 | |||||
Capital markets – 11.3% | |||||
KKR & Company, Inc. | 435,090 | 18,708,870 | |||
Morgan Stanley | 121,521 | 9,601,374 | |||
Nasdaq, Inc. | 270,270 | 15,318,904 | |||
State Street Corp. | 295,028 | 17,940,653 | |||
The Goldman Sachs Group, Inc. | 36,461 | 10,684,896 | |||
72,254,697 | |||||
Consumer finance – 0.5% | |||||
American Express Company | 20,890 | 2,818,270 | |||
122,509,000 | |||||
Health care – 17.1% | |||||
Biotechnology – 1.6% | |||||
Gilead Sciences, Inc. | 89,153 | 5,499,849 | |||
Moderna, Inc. (A) | 40,827 | 4,827,793 | |||
10,327,642 | |||||
Health care equipment and supplies – 0.8% | |||||
Hologic, Inc. (A) | 81,458 | 5,255,670 | |||
Health care providers and services – 8.0% | |||||
Elevance Health, Inc. | 75,438 | 34,266,959 | |||
HCA Healthcare, Inc. | 30,090 | 5,530,241 | |||
UnitedHealth Group, Inc. | 22,038 | 11,130,072 | |||
50,927,272 | |||||
Life sciences tools and services – 1.9% | |||||
Danaher Corp. | 46,843 | 12,099,078 | |||
Pharmaceuticals – 4.8% | |||||
Elanco Animal Health, Inc. (A) | 538,662 | 6,684,795 | |||
GSK PLC, ADR | 245,435 | 7,223,152 | |||
Merck & Company, Inc. | 112,172 | 9,660,253 | |||
Novartis AG, ADR | 92,943 | 7,064,597 | |||
30,632,797 | |||||
109,242,459 | |||||
Industrials – 13.8% | |||||
Aerospace and defense – 4.6% | |||||
L3Harris Technologies, Inc. | 30,304 | 6,298,080 | |||
Lockheed Martin Corp. | 16,574 | 6,402,370 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Aerospace and defense (continued) | |||||
Raytheon Technologies Corp. | 203,113 | $ | 16,626,830 | ||
29,327,280 | |||||
Electrical equipment – 1.0% | |||||
Sensata Technologies Holding PLC | 162,252 | 6,048,755 | |||
Machinery – 5.2% | |||||
Fortive Corp. | 177,176 | 10,329,361 | |||
Parker-Hannifin Corp. | 94,834 | 22,979,227 | |||
33,308,588 | |||||
Trading companies and distributors – 3.0% | |||||
United Rentals, Inc. (A) | 70,564 | 19,060,748 | |||
87,745,371 | |||||
Information technology – 11.1% | |||||
Electronic equipment, instruments and components – 1.1% | |||||
Vontier Corp. | 442,154 | 7,388,393 | |||
Semiconductors and semiconductor equipment – 2.4% | |||||
Analog Devices, Inc. | 63,959 | 8,912,047 | |||
KLA Corp. | 10,550 | 3,192,747 | |||
Taiwan Semiconductor Manufacturing Company, Ltd., ADR | 43,885 | 3,008,756 | |||
15,113,550 | |||||
Software – 6.7% | |||||
Microsoft Corp. | 74,639 | 17,383,423 | |||
Oracle Corp. | 413,360 | 25,243,895 | |||
42,627,318 | |||||
Technology hardware, storage and peripherals – 0.9% | |||||
Samsung Electronics Company, Ltd. | 157,290 | 5,775,570 | |||
70,904,831 | |||||
Materials – 1.8% | |||||
Chemicals – 1.8% | |||||
Axalta Coating Systems, Ltd. (A) | 290,592 | 6,119,868 | |||
LyondellBasell Industries NV, Class A | 73,401 | 5,525,627 | |||
11,645,495 | |||||
Real estate – 2.8% | |||||
Equity real estate investment trusts – 2.8% | |||||
American Tower Corp. | 82,082 | 17,623,005 | |||
TOTAL COMMON STOCKS (Cost $595,125,608) | $ | 627,739,221 | |||
ESCROW CERTIFICATES - 0.0% | |||||
Sino-Forest Corp. (A)(B) | $ | 3,244,100 | 0 | ||
TOTAL ESCROW CERTIFICATES (Cost $3) | $ | 0 | |||
SHORT-TERM INVESTMENTS – 1.6% | |||||
Short-term funds – 1.6% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 1,014,129 | 10,133,174 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $10,134,199) | $ | 10,133,174 | |||
Total Investments (Fundamental Large Cap Value Trust) (Cost $605,259,810) – 100.0% | $ | 637,872,395 | |||
Other assets and liabilities, net – (0.0%) | (165,881) | ||||
TOTAL NET ASSETS – 100.0% | $ | 637,706,514 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
76 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS - 95.7% | |||||
France - 12.0% | |||||
Air Liquide SA | 55,343 | $ | 6,325,632 | ||
Capgemini SE | 35,283 | 5,648,806 | |||
Carrefour SA | 254,105 | 3,524,192 | |||
Cie Generale des Etablissements Michelin SCA | 169,449 | 3,796,609 | |||
Sanofi | 35,220 | 2,681,870 | |||
TotalEnergies SE | 183,449 | 8,606,401 | |||
30,583,510 | |||||
Germany - 0.9% | |||||
Deutsche Post AG | 71,388 | 2,151,602 | |||
Ireland - 2.6% | |||||
Accenture PLC, Class A | 11,525 | 2,965,383 | |||
CRH PLC | 112,203 | 3,599,085 | |||
6,564,468 | |||||
Japan - 7.2% | |||||
FANUC Corp. | 29,171 | 4,096,026 | |||
Mitsubishi Estate Company, Ltd. | 329,169 | 4,337,189 | |||
Sumitomo Mitsui Financial Group, Inc. | 171,600 | 4,757,006 | |||
Tokyo Electric Power Company Holdings, Inc. (A) | 1,614,200 | 5,160,001 | |||
18,350,222 | |||||
Netherlands - 5.0% | |||||
Heineken NV | 30,073 | 2,626,297 | |||
ING Groep NV | 363,602 | 3,115,485 | |||
Koninklijke Ahold Delhaize NV | 163,200 | 4,156,924 | |||
Stellantis NV | 245,280 | 2,897,346 | |||
12,796,052 | |||||
Spain - 1.2% | |||||
Amadeus IT Group SA (A) | 66,939 | 3,103,457 | |||
Switzerland - 4.7% | |||||
Chubb, Ltd. | 26,276 | 4,779,079 | |||
Roche Holding AG | 22,170 | 7,217,062 | |||
11,996,141 | |||||
United Kingdom - 6.8% | |||||
Amcor PLC, CHESS Depositary Interest | 457,459 | 4,910,048 | |||
AstraZeneca PLC | 33,815 | 3,717,249 | |||
Ferguson PLC | 23,842 | 2,473,101 | |||
Reckitt Benckiser Group PLC | 94,025 | 6,232,090 | |||
17,332,488 | |||||
United States - 55.3% | |||||
Alphabet, Inc., Class A (A) | 125,796 | 12,032,387 | |||
Apple, Inc. | 36,506 | 5,045,129 | |||
Arthur J. Gallagher & Company | 27,182 | 4,654,102 | |||
AutoZone, Inc. (A) | 1,349 | 2,889,464 | |||
Bank of America Corp. | 81,477 | 2,460,605 | |||
Cisco Systems, Inc. | 132,330 | 5,293,200 | |||
ConocoPhillips | 65,947 | 6,749,016 | |||
Corteva, Inc. | 155,802 | 8,904,084 | |||
Electronic Arts, Inc. | 44,887 | 5,193,875 | |||
Huntington Bancshares, Inc. | 205,677 | 2,710,823 | |||
Intercontinental Exchange, Inc. | 35,452 | 3,203,088 | |||
Johnson & Johnson | 49,311 | 8,055,445 | |||
Meta Platforms, Inc., Class A (A) | 22,094 | 2,997,714 | |||
Microsoft Corp. | 64,978 | 15,133,376 | |||
Northrop Grumman Corp. | 6,592 | 3,100,349 | |||
Oracle Corp. | 85,867 | 5,243,898 | |||
Otis Worldwide Corp. | 81,489 | 5,198,998 | |||
Philip Morris International, Inc. | 88,722 | 7,364,813 | |||
T-Mobile US, Inc. (A) | 42,858 | 5,750,258 | |||
UnitedHealth Group, Inc. | 16,373 | 8,269,020 | |||
Visa, Inc., Class A | 33,992 | 6,038,679 | |||
Walmart, Inc. | 29,899 | 3,877,900 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United States (continued) | |||||
Waste Management, Inc. | 38,480 | $ | 6,164,881 | ||
Wells Fargo & Company | 112,977 | 4,543,935 | |||
140,875,039 | |||||
TOTAL COMMON STOCKS (Cost $266,913,028) | $ | 243,752,979 | |||
PREFERRED SECURITIES - 2.3% | |||||
South Korea - 2.3% | |||||
Samsung Electronics Company, Ltd. | 180,037 | 5,848,123 | |||
TOTAL PREFERRED SECURITIES (Cost $9,073,833) | $ | 5,848,123 | |||
ESCROW CERTIFICATES - 0.0% | |||||
Texas Competitive Electric Holdings Company LLC (A)(B) | $ | 7,466,240 | 0 | ||
Tribune Media Company (A)(B) | 43,120 | 0 | |||
TOTAL ESCROW CERTIFICATES (Cost $0) | $ | 0 | |||
SHORT-TERM INVESTMENTS - 1.7% | |||||
Short-term funds - 1.7% | |||||
Federated Government Obligations Fund, Institutional Class, 2.6286% (C) | 4,347,944 | 4,347,944 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $4,347,944) | $ | 4,347,944 | |||
Total Investments (Global Equity Trust) (Cost $280,334,805) - 99.7% | $ | 253,949,046 | |||
Other assets and liabilities, net - 0.3% | 746,442 | ||||
TOTAL NET ASSETS - 100.0% | $ | 254,695,488 |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 99.1% | |||||
Consumer discretionary – 0.2% | |||||
Specialty retail – 0.2% | |||||
Warby Parker, Inc., Class A (A) | 42,465 | $ | 566,483 | ||
Financials – 0.1% | |||||
Capital markets – 0.1% | |||||
BCLS Acquisition Corp., Class A (A) | 12,029 | 120,531 | |||
Health Sciences Acquisitions Corp. 2 (A) | 13,354 | 132,271 | |||
252,802 | |||||
Health care – 98.3% | |||||
Biotechnology – 27.8% | |||||
Aadi Bioscience, Inc. (A) | 5,700 | 80,541 | |||
AbbVie, Inc. | 30,564 | 4,101,994 | |||
ACADIA Pharmaceuticals, Inc. (A) | 28,878 | 472,444 | |||
ADC Therapeutics SA (A) | 23,188 | 111,766 | |||
Agios Pharmaceuticals, Inc. (A) | 10,518 | 297,449 | |||
Akero Therapeutics, Inc. (A) | 4,094 | 139,401 | |||
Alector, Inc. (A) | 11,904 | 112,612 | |||
Allakos, Inc. (A) | 10,117 | 61,916 | |||
Allogene Therapeutics, Inc. (A) | 33,041 | 356,843 | |||
Alnylam Pharmaceuticals, Inc. (A) | 24,443 | 4,892,511 | |||
Altimmune, Inc. (A) | 1,250 | 15,963 | |||
Apellis Pharmaceuticals, Inc. (A) | 18,421 | 1,258,154 | |||
Argenx SE, ADR (A) | 15,099 | 5,330,702 | |||
Ascendis Pharma A/S, ADR (A) | 14,765 | 1,524,634 | |||
Avidity Biosciences, Inc. (A) | 23,072 | 376,766 |
77 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
BeiGene, Ltd., ADR (A) | 3,085 | $ | 415,920 | ||
Bicycle Therapeutics PLC, ADR (A) | 7,229 | 168,147 | |||
Biogen, Inc. (A) | 6,869 | 1,834,023 | |||
BioMarin Pharmaceutical, Inc. (A) | 5,683 | 481,748 | |||
BioNTech SE, ADR | 16,918 | 2,281,900 | |||
Blueprint Medicines Corp. (A) | 18,507 | 1,219,426 | |||
Burning Rock Biotech, Ltd., ADR (A) | 12,350 | 29,517 | |||
C4 Therapeutics, Inc. (A) | 19,141 | 167,867 | |||
Celldex Therapeutics, Inc. (A) | 12,361 | 347,468 | |||
Centessa Pharmaceuticals PLC, ADR (A) | 18,009 | 72,396 | |||
Cerevel Therapeutics Holdings, Inc. (A) | 32,986 | 932,184 | |||
CRISPR Therapeutics AG (A) | 5,251 | 343,153 | |||
Cytokinetics, Inc. (A) | 7,504 | 363,569 | |||
Day One Biopharmaceuticals, Inc. (A) | 15,041 | 301,271 | |||
Deciphera Pharmaceuticals, Inc. (A) | 9,500 | 175,750 | |||
Denali Therapeutics, Inc. (A) | 22,179 | 680,674 | |||
Design Therapeutics, Inc. (A) | 8,531 | 142,638 | |||
Enanta Pharmaceuticals, Inc. (A) | 3,200 | 165,984 | |||
Entrada Therapeutics, Inc. (A) | 11,610 | 182,974 | |||
EQRx, Inc. (A) | 41,735 | 206,588 | |||
Exact Sciences Corp. (A) | 23,457 | 762,118 | |||
Exelixis, Inc. (A) | 48,625 | 762,440 | |||
Exscientia PLC, ADR (A) | 4,147 | 34,047 | |||
Fate Therapeutics, Inc. (A) | 21,179 | 474,621 | |||
F-star Therapeutics, Inc. (A) | 1,270 | 6,502 | |||
Galapagos NV, ADR (A) | 1,700 | 72,488 | |||
Generation Bio Company (A) | 37,692 | 200,145 | |||
Genmab A/S (A) | 5,703 | 1,834,675 | |||
Ideaya Biosciences, Inc. (A) | 1,864 | 27,811 | |||
IGM Biosciences, Inc. (A) | 8,499 | 193,267 | |||
Imago Biosciences, Inc. (A) | 16,360 | 246,218 | |||
Immatics NV (A) | 7,700 | 77,000 | |||
Immuneering Corp., Class A (A) | 29,676 | 424,960 | |||
Immunocore Holdings PLC, ADR (A) | 16,988 | 797,417 | |||
Incyte Corp. (A) | 18,595 | 1,239,171 | |||
Insmed, Inc. (A) | 45,047 | 970,312 | |||
Intellia Therapeutics, Inc. (A) | 7,193 | 402,520 | |||
Invivyd, Inc. (A) | 8,613 | 26,959 | |||
Ionis Pharmaceuticals, Inc. (A) | 27,733 | 1,226,631 | |||
Iovance Biotherapeutics, Inc. (A) | 34,648 | 331,928 | |||
IVERIC bio, Inc. (A) | 31,236 | 560,374 | |||
Karuna Therapeutics, Inc. (A) | 10,547 | 2,372,337 | |||
Kodiak Sciences, Inc. (A) | 10,749 | 83,197 | |||
Kronos Bio, Inc. (A) | 2,083 | 6,978 | |||
Kymera Therapeutics, Inc. (A) | 14,979 | 326,093 | |||
Legend Biotech Corp., ADR (A) | 8,939 | 364,711 | |||
LianBio, ADR (A) | 38,982 | 77,574 | |||
Lyell Immunopharma, Inc. (A) | 41,100 | 301,263 | |||
MeiraGTx Holdings PLC (A) | 10,086 | 84,823 | |||
Mirati Therapeutics, Inc. (A) | 5,986 | 418,062 | |||
Moderna, Inc. (A) | 28,517 | 3,372,135 | |||
Monte Rosa Therapeutics, Inc. (A) | 27,152 | 221,832 | |||
MoonLake Immunotherapeutics (A) | 8,947 | 71,218 | |||
Morphic Holding, Inc. (A) | 5,689 | 160,999 | |||
Neurocrine Biosciences, Inc. (A) | 6,983 | 741,664 | |||
Nurix Therapeutics, Inc. (A) | 10,120 | 131,864 | |||
Pardes Biosciences, Inc. (A) | 17,093 | 31,622 | |||
Prelude Therapeutics, Inc. (A) | 7,294 | 48,213 | |||
Progenics Pharmaceuticals, Inc. (A)(B) | 21,900 | 25,205 | |||
Prometheus Biosciences, Inc. (A) | 1,200 | 70,812 | |||
Prothena Corp. PLC (A) | 11,270 | 683,300 | |||
PTC Therapeutics, Inc. (A) | 5,143 | 258,179 | |||
RAPT Therapeutics, Inc. (A) | 14,949 | 359,673 | |||
Regeneron Pharmaceuticals, Inc. (A) | 10,189 | 7,018,896 | |||
REGENXBIO, Inc. (A) | 4,300 | 113,649 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Relay Therapeutics, Inc. (A) | 21,413 | $ | 479,009 | ||
Replimune Group, Inc. (A) | 22,880 | 395,138 | |||
Revolution Healthcare Acquisition Corp. (A) | 31,883 | 313,091 | |||
REVOLUTION Medicines, Inc. (A) | 21,716 | 428,240 | |||
Rocket Pharmaceuticals, Inc. (A) | 8,094 | 129,180 | |||
Sage Therapeutics, Inc. (A) | 13,342 | 522,473 | |||
Sana Biotechnology, Inc. (A) | 23,707 | 142,242 | |||
Sarepta Therapeutics, Inc. (A) | 9,116 | 1,007,683 | |||
Scholar Rock Holding Corp. (A) | 30,510 | 211,434 | |||
Seagen, Inc. (A) | 6,934 | 948,779 | |||
Senti Biosciences, Inc. (A) | 18,789 | 40,772 | |||
SpringWorks Therapeutics, Inc. (A) | 2,981 | 85,048 | |||
Stoke Therapeutics, Inc. (A) | 8,627 | 110,771 | |||
Tenaya Therapeutics, Inc. (A) | 14,265 | 41,369 | |||
Twist Bioscience Corp. (A) | 8,130 | 286,501 | |||
Ultragenyx Pharmaceutical, Inc. (A) | 23,099 | 956,530 | |||
Vertex Pharmaceuticals, Inc. (A) | 23,996 | 6,947,802 | |||
Voyager Therapeutics, Inc. (A) | 10,500 | 62,160 | |||
Xencor, Inc. (A) | 17,555 | 456,079 | |||
Zai Lab, Ltd., ADR (A) | 8,301 | 283,894 | |||
Zentalis Pharmaceuticals, Inc. (A) | 15,240 | 330,098 | |||
71,841,089 | |||||
Health care equipment and supplies – 15.0% | |||||
Alcon, Inc. | 12,689 | 737,046 | |||
Align Technology, Inc. (A) | 1,387 | 287,262 | |||
Becton, Dickinson and Company | 18,630 | 4,151,323 | |||
DexCom, Inc. (A) | 19,304 | 1,554,744 | |||
Hologic, Inc. (A) | 45,491 | 2,935,079 | |||
Inari Medical, Inc. (A) | 4,923 | 357,607 | |||
Insulet Corp. (A) | 6,760 | 1,550,744 | |||
Intuitive Surgical, Inc. (A) | 37,615 | 7,050,556 | |||
iRhythm Technologies, Inc. (A) | 6,944 | 869,944 | |||
Lantheus Holdings, Inc. (A) | 9,033 | 635,291 | |||
Medtronic PLC | 6,786 | 547,970 | |||
Nevro Corp. (A) | 4,319 | 201,265 | |||
Novocure, Ltd. (A) | 23,529 | 1,787,733 | |||
Penumbra, Inc. (A) | 11,213 | 2,125,985 | |||
PROCEPT BioRobotics Corp. (A) | 12,803 | 530,812 | |||
QuidelOrtho Corp. (A) | 9,527 | 680,990 | |||
Shockwave Medical, Inc. (A) | 13,870 | 3,856,831 | |||
STERIS PLC | 4,491 | 746,763 | |||
Stryker Corp. | 27,101 | 5,489,037 | |||
Teleflex, Inc. | 5,890 | 1,186,599 | |||
The Cooper Companies, Inc. | 2,939 | 775,602 | |||
Zimmer Biomet Holdings, Inc. | 7,755 | 810,785 | |||
38,869,968 | |||||
Health care providers and services – 21.0% | |||||
Acadia Healthcare Company, Inc. (A) | 2,400 | 187,632 | |||
agilon health, Inc. (A) | 13,032 | 305,209 | |||
Alignment Healthcare, Inc. (A) | 27,279 | 322,983 | |||
Centene Corp. (A) | 73,996 | 5,757,629 | |||
Cigna Corp. | 12,581 | 3,490,850 | |||
Elevance Health, Inc. | 16,186 | 7,352,329 | |||
Guardant Health, Inc. (A) | 18,460 | 993,702 | |||
HCA Healthcare, Inc. | 9,341 | 1,716,782 | |||
Humana, Inc. | 12,622 | 6,124,068 | |||
Molina Healthcare, Inc. (A) | 12,589 | 4,152,356 | |||
Oak Street Health, Inc. (A) | 9,398 | 230,439 | |||
Option Care Health, Inc. (A) | 14,987 | 471,641 | |||
Sema4 Holdings Corp. (A) | 30,292 | 26,581 | |||
Surgery Partners, Inc. (A) | 12,376 | 289,598 |
78 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care providers and services (continued) | |||||
UnitedHealth Group, Inc. | 45,026 | $ | 22,739,930 | ||
54,161,729 | |||||
Health care technology – 1.6% | |||||
Certara, Inc. (A) | 17,771 | 235,999 | |||
Doximity, Inc., Class A (A) | 31,293 | 945,674 | |||
M3, Inc. | 7,400 | 206,621 | |||
Sophia Genetics SA (A) | 26,245 | 69,024 | |||
Veeva Systems, Inc., Class A (A) | 15,528 | 2,560,257 | |||
4,017,575 | |||||
Life sciences tools and services – 16.2% | |||||
10X Genomics, Inc., Class A (A) | 27,215 | 775,083 | |||
Adaptive Biotechnologies Corp. (A) | 25,114 | 178,812 | |||
Agilent Technologies, Inc. | 37,413 | 4,547,550 | |||
Avantor, Inc. (A) | 75,512 | 1,480,035 | |||
Bio-Techne Corp. | 2,175 | 617,700 | |||
Bruker Corp. | 34,100 | 1,809,346 | |||
Charles River Laboratories International, Inc. (A) | 4,928 | 969,830 | |||
Danaher Corp. | 41,336 | 10,676,675 | |||
Evotec SE (A) | 12,592 | 218,922 | |||
Illumina, Inc. (A) | 2,960 | 564,738 | |||
IQVIA Holdings, Inc. (A) | 1,400 | 253,596 | |||
Lonza Group AG | 942 | 458,651 | |||
Maravai LifeSciences Holdings, Inc., Class A (A) | 9,848 | 251,419 | |||
Mettler-Toledo International, Inc. (A) | 783 | 848,866 | |||
Olink Holding AB, ADR (A) | 37,166 | 451,195 | |||
Pacific Biosciences of California, Inc. (A) | 54,894 | 318,660 | |||
Quanterix Corp. (A) | 7,553 | 83,234 | |||
Rapid Micro Biosystems, Inc., Class A (A) | 15,325 | 49,500 | |||
Repligen Corp. (A) | 3,765 | 704,469 | |||
Seer, Inc. (A) | 19,716 | 152,602 | |||
Thermo Fisher Scientific, Inc. | 26,586 | 13,484,153 | |||
Waters Corp. (A) | 2,847 | 767,352 | |||
West Pharmaceutical Services, Inc. | 7,944 | 1,954,860 | |||
Wuxi Biologics Cayman, Inc. (A)(C) | 57,500 | 342,288 | |||
41,959,536 | |||||
Pharmaceuticals – 16.7% | |||||
Arvinas, Inc. (A) | 11,123 | 494,862 | |||
AstraZeneca PLC, ADR | 139,352 | 7,642,064 | |||
Bayer AG | 7,565 | 348,554 | |||
Catalent, Inc. (A) | 15,526 | 1,123,461 | |||
CinCor Pharma, Inc. (A) | 11,874 | 389,705 | |||
Daiichi Sankyo Company, Ltd. | 92,100 | 2,574,273 | |||
DICE Therapeutics, Inc. (A) | 13,216 | 268,020 | |||
Eisai Company, Ltd. | 11,300 | 606,348 | |||
Elanco Animal Health, Inc. (A) | 17,093 | 212,124 | |||
Eli Lilly & Company | 35,628 | 11,520,314 | |||
Johnson & Johnson | 5,935 | 969,542 | |||
Longboard Pharmaceuticals, Inc. (A) | 6,452 | 24,001 | |||
Merck & Company, Inc. | 62,527 | 5,384,825 | |||
Nuvation Bio, Inc. (A) | 10,300 | 23,072 | |||
Pfizer, Inc. | 147,763 | 6,466,109 | |||
Pliant Therapeutics, Inc. (A) | 5,681 | 118,676 | |||
Relmada Therapeutics, Inc. (A) | 2,400 | 88,848 | |||
Roche Holding AG | 6,179 | 2,011,466 | |||
Royalty Pharma PLC, Class A | 29,749 | 1,195,315 | |||
Theseus Pharmaceuticals, Inc. (A) | 20,251 | 117,456 | |||
Third Harmonic Bio, Inc. (A) | 6,379 | 121,010 | |||
Ventyx Biosciences, Inc. (A) | 4,763 | 166,276 | |||
Viatris, Inc. | 23,900 | 203,628 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Pharmaceuticals (continued) | |||||
Zoetis, Inc. | 8,081 | $ | 1,198,331 | ||
43,268,280 | |||||
254,118,177 | |||||
Industrials – 0.3% | |||||
Industrial conglomerates – 0.3% | |||||
General Electric Company | 12,042 | 745,520 | |||
Information technology – 0.1% | |||||
Electronic equipment, instruments and components – 0.1% | |||||
Shimadzu Corp. | 6,700 | 175,783 | |||
Materials – 0.1% | |||||
Chemicals – 0.1% | |||||
Ginkgo Bioworks Holdings, Inc. (A) | 78,858 | 246,037 | |||
TOTAL COMMON STOCKS (Cost $216,314,660) | $ | 256,104,802 | |||
PREFERRED SECURITIES – 0.6% | |||||
Health care – 0.6% | |||||
Life sciences tools and services – 0.6% | |||||
Sartorius AG | 4,432 | 1,533,048 | |||
TOTAL PREFERRED SECURITIES (Cost $880,522) | $ | 1,533,048 | |||
WARRANTS – 0.0% | |||||
EQRx, Inc. (Expiration Date: 12-20-26; Strike Price: $11.50) (A) | 4,502 | 3,692 | |||
Sema4 Holdings Corp. (Expiration Date: 7-22-26; Strike Price: $11.50) (A) | 4,862 | 1,058 | |||
SomaLogic, Inc. (Expiration Date: 8-31-26; Strike Price: $11.50) (A) | 2,050 | 900 | |||
TOTAL WARRANTS (Cost $29,139) | $ | 5,650 | |||
SHORT-TERM INVESTMENTS – 0.4% | |||||
Short-term funds – 0.4% | |||||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (D) | 199,933 | 199,933 | |||
T. Rowe Price Government Reserve Fund, 3.0517% (D) | 875,798 | 875,798 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $1,075,731) | $ | 1,075,731 | |||
Total Investments (Health Sciences Trust) (Cost $218,300,052) – 100.1% | $ | 258,719,231 | |||
Other assets and liabilities, net – (0.1%) | (343,755) | ||||
TOTAL NET ASSETS – 100.0% | $ | 258,375,476 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | The rate shown is the annualized seven-day yield as of 9-30-22. |
79 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS – 0.3% | |||||
Argentina – 0.3% | |||||
Provincia de Buenos Aires 5.250%, (5.250% to 9-1-23, then 6.375% to 9-1-24, then 6.625% thereafter), 09/01/2037 (A) | $ | 756,976 | $ | 234,663 | |
Republic of Argentina | |||||
0.500%, (0.500% to 7-9-23, then 0.750% to 7-9-27, then 1.750% thereafter), 07/09/2030 | 598,627 | 119,415 | |||
1.000%, 07/09/2029 | 59,073 | 11,287 | |||
1.500%, (1.500% to 7-9-23, then 3.625% to 7-9-24, then 4.125% to 7-9-27, then 4.750% to 7-9-28, then 5.000% thereafter), 07/09/2035 | 526,571 | 95,254 | |||
460,619 | |||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $1,062,958) | $ | 460,619 | |||
CORPORATE BONDS – 83.6% | |||||
Communication services – 11.9% | |||||
Accelerate360 Holdings LLC 8.000%, 03/01/2028 (A) | 719,050 | 763,991 | |||
Allen Media LLC 10.500%, 02/15/2028 (A) | 1,470,000 | 727,650 | |||
Altice Financing SA 5.750%, 08/15/2029 (A) | 780,000 | 596,872 | |||
Altice France Holding SA 10.500%, 05/15/2027 (A) | 640,000 | 501,284 | |||
Altice France SA 5.125%, 07/15/2029 (A) | 590,000 | 440,795 | |||
AMC Entertainment Holdings, Inc. 7.500%, 02/15/2029 (A) | 730,000 | 563,925 | |||
AMC Entertainment Holdings, Inc. 10.000%, 06/15/2026 (A) | 330,000 | 225,225 | |||
CCO Holdings LLC | |||||
4.250%, 02/01/2031 to 01/15/2034 (A) | 220,000 | 164,135 | |||
4.500%, 08/15/2030 (A) | 620,000 | 490,321 | |||
4.500%, 05/01/2032 | 1,530,000 | 1,166,885 | |||
4.750%, 02/01/2032 (A) | 540,000 | 420,541 | |||
Charter Communications Operating LLC 6.484%, 10/23/2045 | 230,000 | 202,535 | |||
Clear Channel Outdoor Holdings, Inc. 7.500%, 06/01/2029 (A) | 760,000 | 551,000 | |||
CSC Holdings LLC | |||||
4.125%, 12/01/2030 (A) | 240,000 | 179,328 | |||
5.000%, 11/15/2031 (A) | 330,000 | 217,978 | |||
5.750%, 01/15/2030 (A) | 600,000 | 426,459 | |||
6.500%, 02/01/2029 (A) | 800,000 | 706,000 | |||
Directv Financing LLC 5.875%, 08/15/2027 (A) | 710,000 | 612,098 | |||
DISH DBS Corp. | |||||
5.125%, 06/01/2029 | 1,000,000 | 587,500 | |||
5.750%, 12/01/2028 (A) | 900,000 | 680,166 | |||
5.875%, 11/15/2024 | 500,000 | 446,250 | |||
7.750%, 07/01/2026 | 870,000 | 667,351 | |||
Gannett Holdings LLC 6.000%, 11/01/2026 (A) | 620,000 | 475,850 | |||
iHeartCommunications, Inc. | |||||
4.750%, 01/15/2028 (A) | 190,000 | 158,365 | |||
5.250%, 08/15/2027 (A) | 410,000 | 350,242 | |||
Match Group Holdings II LLC | |||||
3.625%, 10/01/2031 (A) | 480,000 | 362,400 | |||
4.625%, 06/01/2028 (A) | 350,000 | 305,813 | |||
News Corp. 3.875%, 05/15/2029 (A) | 420,000 | 356,521 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Communication services (continued) | |||||
Photo Holdings Merger Sub, Inc. 8.500%, 10/01/2026 (A) | $ | 320,000 | $ | 204,819 | |
Playtika Holding Corp. 4.250%, 03/15/2029 (A) | 490,000 | 391,873 | |||
Sprint Capital Corp. 8.750%, 03/15/2032 | 115,000 | 133,256 | |||
Sprint Corp. | |||||
7.625%, 02/15/2025 | 510,000 | 522,789 | |||
7.875%, 09/15/2023 | 670,000 | 676,844 | |||
Switch, Ltd. | |||||
3.750%, 09/15/2028 (A) | 280,000 | 278,250 | |||
4.125%, 06/15/2029 (A) | 260,000 | 257,513 | |||
Time Warner Cable LLC 7.300%, 07/01/2038 | 220,000 | 209,215 | |||
UPC Holding BV 5.500%, 01/15/2028 (A) | 430,000 | 361,200 | |||
Urban One, Inc. 7.375%, 02/01/2028 (A) | 340,000 | 288,969 | |||
Viavi Solutions, Inc. 3.750%, 10/01/2029 (A) | 270,000 | 216,022 | |||
Virgin Media Secured Finance PLC 5.500%, 05/15/2029 (A) | 330,000 | 282,532 | |||
Virgin Media Vendor Financing Notes IV DAC 5.000%, 07/15/2028 (A) | 470,000 | 380,113 | |||
Vmed O2 UK Financing I PLC 4.750%, 07/15/2031 (A) | 910,000 | 702,061 | |||
ZipRecruiter, Inc. 5.000%, 01/15/2030 (A) | 330,000 | 266,475 | |||
ZoomInfo Technologies LLC 3.875%, 02/01/2029 (A) | 700,000 | 571,158 | |||
19,090,569 | |||||
Consumer discretionary – 16.3% | |||||
Academy, Ltd. 6.000%, 11/15/2027 (A) | 250,000 | 226,875 | |||
Adtalem Global Education, Inc. 5.500%, 03/01/2028 (A) | 511,000 | 459,900 | |||
American Axle & Manufacturing, Inc. 5.000%, 10/01/2029 (B) | 1,080,000 | 818,100 | |||
American News Company LLC 8.500%, (8.500% Cash or 10.000% PIK), 09/01/2026 (A) | 580,247 | 641,173 | |||
Bath & Body Works, Inc. | |||||
5.250%, 02/01/2028 | 920,000 | 797,164 | |||
7.500%, 06/15/2029 | 160,000 | 146,400 | |||
9.375%, 07/01/2025 (A) | 340,000 | 351,900 | |||
Bed Bath & Beyond, Inc. 5.165%, 08/01/2044 | 680,000 | 101,859 | |||
Boyne USA, Inc. 4.750%, 05/15/2029 (A) | 500,000 | 418,867 | |||
Caesars Entertainment, Inc. | |||||
4.625%, 10/15/2029 (A)(B) | 600,000 | 458,450 | |||
6.250%, 07/01/2025 (A) | 360,000 | 346,950 | |||
Carnival Corp. | |||||
5.750%, 03/01/2027 (A) | 690,000 | 483,380 | |||
6.000%, 05/01/2029 (A) | 460,000 | 302,022 | |||
Carnival Corp. 10.500%, 06/01/2030 (A) | 470,000 | 376,000 | |||
Carriage Purchaser, Inc. 7.875%, 10/15/2029 (A) | 720,000 | 536,270 | |||
Carriage Services, Inc. 4.250%, 05/15/2029 (A) | 640,000 | 506,128 | |||
Carrols Restaurant Group, Inc. 5.875%, 07/01/2029 (A) | 350,000 | 233,625 |
80 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
Dornoch Debt Merger Sub, Inc. 6.625%, 10/15/2029 (A) | $ | 410,000 | $ | 295,632 | |
Empire Communities Corp. 7.000%, 12/15/2025 (A) | 650,000 | 539,364 | |||
Fertitta Entertainment LLC | |||||
4.625%, 01/15/2029 (A) | 700,000 | 579,250 | |||
6.750%, 01/15/2030 (A) | 260,000 | 197,461 | |||
Fontainebleau Las Vegas Holdings LLC 10.250%, 06/15/2015 (A)(C) | 3,600,425 | 360 | |||
Foot Locker, Inc. 4.000%, 10/01/2029 (A) | 640,000 | 495,710 | |||
Ford Motor Company | |||||
3.250%, 02/12/2032 | 400,000 | 288,132 | |||
6.100%, 08/19/2032 | 1,170,000 | 1,031,472 | |||
Ford Motor Credit Company LLC | |||||
4.000%, 11/13/2030 | 810,000 | 631,800 | |||
4.950%, 05/28/2027 | 330,000 | 294,617 | |||
5.113%, 05/03/2029 | 1,100,000 | 954,470 | |||
5.125%, 06/16/2025 | 460,000 | 434,061 | |||
Full House Resorts, Inc. 8.250%, 02/15/2028 (A) | 1,160,000 | 1,044,151 | |||
Installed Building Products, Inc. 5.750%, 02/01/2028 (A) | 410,000 | 366,929 | |||
Melco Resorts Finance, Ltd. 5.375%, 12/04/2029 (A) | 340,000 | 205,700 | |||
NCL Corp., Ltd. | |||||
5.875%, 03/15/2026 to 02/15/2027 (A) | 2,330,000 | 1,866,530 | |||
7.750%, 02/15/2029 (A) | 610,000 | 460,367 | |||
NMG Holding Company, Inc. 7.125%, 04/01/2026 (A) | 300,000 | 275,656 | |||
PetSmart, Inc. 7.750%, 02/15/2029 (A) | 250,000 | 223,485 | |||
Rent-A-Center, Inc. 6.375%, 02/15/2029 (A)(B) | 790,000 | 616,200 | |||
Royal Caribbean Cruises, Ltd. | |||||
5.500%, 08/31/2026 (A) | 640,000 | 489,600 | |||
11.625%, 08/15/2027 (A) | 570,000 | 518,711 | |||
Sands China, Ltd. 5.900%, 08/08/2028 | 200,000 | 168,102 | |||
Sizzling Platter LLC 8.500%, 11/28/2025 (A) | 430,000 | 380,756 | |||
Speedway Motorsports LLC 4.875%, 11/01/2027 (A) | 320,000 | 278,214 | |||
StoneMor, Inc. 8.500%, 05/15/2029 (A) | 790,000 | 665,575 | |||
Sugarhouse HSP Gaming Prop Mezz LP 5.875%, 05/15/2025 (A) | 270,000 | 249,759 | |||
The Michaels Companies, Inc. | |||||
5.250%, 05/01/2028 (A) | 270,000 | 189,535 | |||
7.875%, 05/01/2029 (A) | 1,160,000 | 669,761 | |||
TopBuild Corp. 3.625%, 03/15/2029 (A) | 320,000 | 252,637 | |||
Viking Cruises, Ltd. | |||||
5.875%, 09/15/2027 (A) | 170,000 | 129,625 | |||
7.000%, 02/15/2029 (A) | 490,000 | 365,672 | |||
13.000%, 05/15/2025 (A) | 910,000 | 942,923 | |||
VOC Escrow, Ltd. 5.000%, 02/15/2028 (A) | 1,345,000 | 1,093,969 | |||
WW International, Inc. 4.500%, 04/15/2029 (A) | 800,000 | 418,069 | |||
Wynn Macau, Ltd. | |||||
4.875%, 10/01/2024 (A) | 310,000 | 248,946 | |||
5.125%, 12/15/2029 (A) | 260,000 | 169,000 | |||
5.625%, 08/26/2028 (A) | 920,000 | 612,830 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
Wynn Resorts Finance LLC 7.750%, 04/15/2025 (A) | $ | 360,000 | $ | 351,652 | |
26,201,746 | |||||
Consumer staples – 0.9% | |||||
Darling Ingredients, Inc. 6.000%, 06/15/2030 (A) | 290,000 | 275,990 | |||
Edgewell Personal Care Company 4.125%, 04/01/2029 (A) | 340,000 | 282,200 | |||
Simmons Foods, Inc. 4.625%, 03/01/2029 (A) | 590,000 | 482,325 | |||
Triton Water Holdings, Inc. 6.250%, 04/01/2029 (A) | 610,000 | 466,571 | |||
1,507,086 | |||||
Energy – 12.9% | |||||
Antero Resources Corp. 5.375%, 03/01/2030 (A) | 430,000 | 386,600 | |||
Apache Corp. 7.750%, 12/15/2029 | 310,000 | 315,970 | |||
Berry Petroleum Company LLC 7.000%, 02/15/2026 (A) | 1,290,000 | 1,136,903 | |||
Blue Racer Midstream LLC | |||||
6.625%, 07/15/2026 (A) | 670,000 | 624,775 | |||
7.625%, 12/15/2025 (A) | 350,000 | 336,000 | |||
Cheniere Energy Partners LP 4.000%, 03/01/2031 | 470,000 | 394,086 | |||
Chesapeake Energy Corp. 5.500%, 02/01/2026 (A) | 80,000 | 76,600 | |||
Chord Energy Corp. 6.375%, 06/01/2026 (A) | 990,000 | 940,500 | |||
CNX Midstream Partners LP 4.750%, 04/15/2030 (A) | 740,000 | 580,833 | |||
Colgate Energy Partners III LLC 5.875%, 07/01/2029 (A) | 1,320,000 | 1,178,272 | |||
Comstock Resources, Inc. 5.875%, 01/15/2030 (A) | 380,000 | 330,963 | |||
DCP Midstream Operating LP | |||||
6.450%, 11/03/2036 (A) | 280,000 | 255,810 | |||
6.750%, 09/15/2037 (A) | 590,000 | 572,086 | |||
Earthstone Energy Holdings LLC 8.000%, 04/15/2027 (A) | 260,000 | 245,050 | |||
Endeavor Energy Resources LP 5.750%, 01/30/2028 (A) | 410,000 | 389,959 | |||
Energy Transfer LP 6.500%, (6.500% to 11-15-26, then 5 Year CMT + 5.694%), 11/15/2026 (D) | 180,000 | 156,799 | |||
EQM Midstream Partners LP | |||||
4.000%, 08/01/2024 | 120,000 | 111,677 | |||
4.750%, 01/15/2031 (A) | 230,000 | 182,563 | |||
5.500%, 07/15/2028 | 560,000 | 478,649 | |||
6.500%, 07/01/2027 (A) | 220,000 | 203,299 | |||
6.500%, 07/15/2048 | 1,460,000 | 1,113,542 | |||
7.500%, 06/01/2030 (A) | 360,000 | 340,189 | |||
Hilcorp Energy I LP 6.250%, 04/15/2032 (A) | 530,000 | 469,479 | |||
Howard Midstream Energy Partners LLC 6.750%, 01/15/2027 (A) | 610,000 | 543,490 | |||
MEG Energy Corp. 7.125%, 02/01/2027 (A) | 830,000 | 842,450 | |||
Nabors Industries, Ltd. 7.250%, 01/15/2026 (A) | 620,000 | 539,474 | |||
Neptune Energy Bondco PLC 6.625%, 05/15/2025 (A) | 250,000 | 232,091 | |||
Northern Oil and Gas, Inc. 8.125%, 03/01/2028 (A) | 850,000 | 796,875 |
81 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
Occidental Petroleum Corp. | |||||
4.100%, 02/15/2047 | $ | 120,000 | $ | 95,523 | |
4.400%, 04/15/2046 | 180,000 | 147,941 | |||
6.125%, 01/01/2031 | 330,000 | 325,050 | |||
6.600%, 03/15/2046 | 390,000 | 401,700 | |||
8.875%, 07/15/2030 | 490,000 | 545,517 | |||
Penn Virginia Holdings LLC 9.250%, 08/15/2026 (A) | 1,000,000 | 940,000 | |||
Petrobras Global Finance BV | |||||
5.750%, 02/01/2029 | 100,000 | 93,525 | |||
6.850%, 06/05/2115 | 410,000 | 319,707 | |||
Range Resources Corp. | |||||
4.750%, 02/15/2030 (A) | 440,000 | 381,581 | |||
8.250%, 01/15/2029 | 490,000 | 498,575 | |||
Southwestern Energy Company 4.750%, 02/01/2032 | 470,000 | 393,907 | |||
Summit Midstream Holdings LLC 8.500%, 10/15/2026 (A) | 320,000 | 300,400 | |||
Tallgrass Energy Partners LP 6.000%, 12/31/2030 (A) | 730,000 | 620,580 | |||
Venture Global Calcasieu Pass LLC 3.875%, 11/01/2033 (A) | 530,000 | 412,075 | |||
Western Midstream Operating LP | |||||
3.350%, 02/01/2025 | 530,000 | 494,066 | |||
3.950%, 06/01/2025 | 110,000 | 103,400 | |||
5.450%, 04/01/2044 | 620,000 | 508,612 | |||
5.500%, 02/01/2050 | 530,000 | 427,975 | |||
20,785,118 | |||||
Financials – 9.5% | |||||
Acuris Finance U.S., Inc. 5.000%, 05/01/2028 (A) | 200,000 | 167,000 | |||
AFC Gamma, Inc. 5.750%, 05/01/2027 (A) | 530,000 | 425,038 | |||
Apollo Commercial Real Estate Finance, Inc. 4.625%, 06/15/2029 (A) | 710,000 | 534,634 | |||
Barclays PLC 8.000%, (8.000% to 6-15-24, then 5 Year CMT + 5.672%), 06/15/2024 (D) | 380,000 | 352,507 | |||
BNP Paribas SA 7.375%, (7.375% to 8-19-25, then 5 Year U.S. Swap Rate + 5.150%), 08/19/2025 (A)(D) | 390,000 | 368,894 | |||
Bread Financial Holdings, Inc. 4.750%, 12/15/2024 (A) | 510,000 | 445,230 | |||
Burford Capital Global Finance LLC | |||||
6.250%, 04/15/2028 (A) | 630,000 | 551,791 | |||
6.875%, 04/15/2030 (A) | 500,000 | 436,250 | |||
Citigroup, Inc. | |||||
5.950%, (5.950% to 5-15-25, then 3 month LIBOR + 3.905%), 05/15/2025 (D) | 180,000 | 162,908 | |||
6.300%, (6.300% to 5-15-24, then 3 month LIBOR + 3.423%), 05/15/2024 (D) | 410,000 | 381,828 | |||
Coinbase Global, Inc. 3.625%, 10/01/2031 (A) | 540,000 | 299,406 | |||
Compass Group Diversified Holdings LLC 5.250%, 04/15/2029 (A) | 420,000 | 329,587 | |||
Credit Agricole SA 8.125%, (8.125% to 12-23-25, then 5 Year U.S. Swap Rate + 6.185%), 12/23/2025 (A)(D) | 340,000 | 327,264 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Credit Suisse Group AG | |||||
6.375%, (6.375% to 8-21-26, then 5 Year CMT + 4.822%), 08/21/2026 (A)(D) | $ | 430,000 | $ | 312,825 | |
6.537%, (6.537% to 8-12-32, then SOFR + 3.920%), 08/12/2033 (A) | 480,000 | 431,399 | |||
7.250%, (7.250% to 9-12-25, then 5 Year ICE Swap Rate + 4.332%), 09/12/2025 (A)(D) | 200,000 | 152,983 | |||
9.750%, (9.750% to 6-23-27, then 5 Year CMT + 6.383%), 06/23/2027 (A)(D) | 560,000 | 549,292 | |||
FirstCash, Inc. | |||||
4.625%, 09/01/2028 (A) | 530,000 | 443,663 | |||
5.625%, 01/01/2030 (A) | 440,000 | 376,200 | |||
Global Aircraft Leasing Company, Ltd. 6.500%, (6.500% Cash or 7.250% PIK), 09/15/2024 (A) | 2,025,678 | 1,524,323 | |||
Highlands Holdings Bond Issuer, Ltd. 7.625%, (7.625% Cash or 8.375% PIK), 10/15/2025 (A) | 945,962 | 891,569 | |||
Intesa Sanpaolo SpA 4.198%, (4.198% to 6-1-31, then 1 Year CMT + 2.600%), 06/01/2032 (A) | 460,000 | 310,131 | |||
Jane Street Group 4.500%, 11/15/2029 (A) | 320,000 | 275,200 | |||
Ladder Capital Finance Holdings LLLP | |||||
4.250%, 02/01/2027 (A) | 460,000 | 370,396 | |||
4.750%, 06/15/2029 (A) | 300,000 | 224,595 | |||
LD Holdings Group LLC | |||||
6.125%, 04/01/2028 (A) | 380,000 | 197,663 | |||
6.500%, 11/01/2025 (A) | 700,000 | 420,161 | |||
Midcap Financial Issuer Trust | |||||
5.625%, 01/15/2030 (A) | 380,000 | 290,977 | |||
6.500%, 05/01/2028 (A) | 430,000 | 367,457 | |||
NMI Holdings, Inc. 7.375%, 06/01/2025 (A) | 650,000 | 630,435 | |||
Rocket Mortgage LLC | |||||
3.875%, 03/01/2031 (A) | 630,000 | 456,658 | |||
4.000%, 10/15/2033 (A) | 650,000 | 446,884 | |||
Ryan Specialty Group LLC 4.375%, 02/01/2030 (A) | 520,000 | 441,032 | |||
StoneX Group, Inc. 8.625%, 06/15/2025 (A) | 270,000 | 272,722 | |||
UBS Group AG 7.000%, (7.000% to 1-31-24, then 5 Year U.S. Swap Rate + 4.344%), 01/31/2024 (A)(D) | 550,000 | 520,410 | |||
UniCredit SpA 5.459%, (5.459% to 6-30-30, then 5 Year CMT + 4.750%), 06/30/2035 (A) | 720,000 | 535,349 | |||
15,224,661 | |||||
Health care – 5.6% | |||||
AdaptHealth LLC | |||||
4.625%, 08/01/2029 (A) | 460,000 | 368,667 | |||
5.125%, 03/01/2030 (A) | 760,000 | 626,639 | |||
Akumin, Inc. 7.000%, 11/01/2025 (A) | 720,000 | 591,115 | |||
Bausch Health Companies, Inc. | |||||
5.250%, 01/30/2030 (A) | 600,000 | 224,089 | |||
6.125%, 02/01/2027 (A) | 360,000 | 249,176 | |||
6.250%, 02/15/2029 (A) | 1,220,000 | 455,213 | |||
Cano Health LLC 6.250%, 10/01/2028 (A) | 420,000 | 396,736 |
82 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Health care (continued) | |||||
Community Health Systems, Inc. | |||||
6.125%, 04/01/2030 (A) | $ | 1,230,000 | $ | 580,068 | |
6.875%, 04/15/2029 (A) | 390,000 | 188,385 | |||
Medline Borrower LP | |||||
3.875%, 04/01/2029 (A) | 480,000 | 384,811 | |||
5.250%, 10/01/2029 (A) | 520,000 | 392,600 | |||
Minerva Merger Sub, Inc. 6.500%, 02/15/2030 (A)(B) | 890,000 | 703,607 | |||
Par Pharmaceutical, Inc. 7.500%, 04/01/2027 (A)(C) | 1,170,000 | 924,322 | |||
Radiology Partners, Inc. 9.250%, 02/01/2028 (A) | 460,000 | 299,867 | |||
RegionalCare Hospital Partners Holdings, Inc. 9.750%, 12/01/2026 (A) | 400,000 | 357,920 | |||
Tenet Healthcare Corp. 4.625%, 06/15/2028 (A) | 440,000 | 384,545 | |||
Teva Pharmaceutical Finance Netherlands III BV | |||||
5.125%, 05/09/2029 (B) | 1,390,000 | 1,146,694 | |||
7.125%, 01/31/2025 | 250,000 | 243,351 | |||
U.S. Renal Care, Inc. 10.625%, 07/15/2027 (A) | 960,000 | 440,215 | |||
8,958,020 | |||||
Industrials – 13.4% | |||||
Advanced Drainage Systems, Inc. 6.375%, 06/15/2030 (A) | 350,000 | 339,098 | |||
AerCap Ireland Capital DAC 3.300%, 01/30/2032 | 160,000 | 120,331 | |||
Air Canada 3.875%, 08/15/2026 (A) | 460,000 | 395,025 | |||
Allied Universal Holdco LLC | |||||
4.625%, 06/01/2028 (A) | 720,000 | 543,600 | |||
6.000%, 06/01/2029 (A) | 430,000 | 277,511 | |||
6.625%, 07/15/2026 (A) | 360,000 | 320,850 | |||
Alta Equipment Group, Inc. 5.625%, 04/15/2026 (A) | 650,000 | 544,681 | |||
American Airlines, Inc. | |||||
5.500%, 04/20/2026 (A) | 370,000 | 347,493 | |||
5.750%, 04/20/2029 (A) | 610,000 | 532,225 | |||
Anagram International, Inc. 10.000%, (0.000% Cash and 10.000% PIK), 08/15/2026 (A) | 87,392 | 85,644 | |||
ATS Automation Tooling Systems, Inc. 4.125%, 12/15/2028 (A) | 300,000 | 248,747 | |||
Brundage-Bone Concrete Pumping Holdings, Inc. 6.000%, 02/01/2026 (A) | 650,000 | 586,625 | |||
CoreCivic, Inc. | |||||
4.625%, 05/01/2023 | 110,000 | 109,407 | |||
8.250%, 04/15/2026 | 1,070,000 | 1,065,255 | |||
Covanta Holding Corp. 4.875%, 12/01/2029 (A) | 510,000 | 412,213 | |||
Delta Air Lines, Inc. 4.750%, 10/20/2028 (A) | 470,000 | 437,737 | |||
Doman Building Materials Group, Ltd. 5.250%, 05/15/2026 (A) | CAD | 280,000 | 173,055 | ||
Foundation Building Materials, Inc. 6.000%, 03/01/2029 (A) | $ | 300,000 | 218,947 | ||
GEO Group, Inc. 10.500%, 06/30/2028 | 607,000 | 600,268 | |||
H&E Equipment Services, Inc. 3.875%, 12/15/2028 (A) | 920,000 | 722,200 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Industrials (continued) | |||||
Hawaiian Brand Intellectual Property, Ltd. 5.750%, 01/20/2026 (A) | $ | 510,000 | $ | 449,815 | |
Legends Hospitality Holding Company LLC 5.000%, 02/01/2026 (A) | 850,000 | 727,881 | |||
Madison IAQ LLC 5.875%, 06/30/2029 (A) | 900,000 | 626,904 | |||
Mileage Plus Holdings LLC 6.500%, 06/20/2027 (A) | 475,000 | 464,921 | |||
MIWD Holdco II LLC 5.500%, 02/01/2030 (A) | 870,000 | 644,341 | |||
Park-Ohio Industries, Inc. 6.625%, 04/15/2027 | 270,000 | 202,500 | |||
PGT Innovations, Inc. 4.375%, 10/01/2029 (A) | 360,000 | 295,308 | |||
PM General Purchaser LLC 9.500%, 10/01/2028 (A) | 680,000 | 568,857 | |||
Prime Security Services Borrower LLC | |||||
5.750%, 04/15/2026 (A) | 470,000 | 442,242 | |||
6.250%, 01/15/2028 (A) | 920,000 | 785,102 | |||
Resideo Funding, Inc. 4.000%, 09/01/2029 (A) | 630,000 | 507,767 | |||
Roller Bearing Company of America, Inc. 4.375%, 10/15/2029 (A) | 730,000 | 615,748 | |||
Spirit Loyalty Cayman, Ltd. 8.000%, 09/20/2025 (A) | 546,000 | 549,183 | |||
SRM Escrow Issuer LLC 6.000%, 11/01/2028 (A) | 770,000 | 625,810 | |||
The ADT Security Corp. 4.125%, 08/01/2029 (A) | 500,000 | 415,000 | |||
The GEO Group, Inc. 9.500%, 12/31/2028 (A) | 945,000 | 874,114 | |||
Titan International, Inc. 7.000%, 04/30/2028 | 670,000 | 607,898 | |||
TransDigm, Inc. | |||||
4.625%, 01/15/2029 | 450,000 | 362,264 | |||
5.500%, 11/15/2027 | 250,000 | 217,425 | |||
8.000%, 12/15/2025 (A) | 200,000 | 202,842 | |||
United Airlines 2020-1 Class B Pass Through Trust 4.875%, 01/15/2026 | 238,800 | 222,084 | |||
United Airlines, Inc. | |||||
4.375%, 04/15/2026 (A) | 120,000 | 107,100 | |||
4.625%, 04/15/2029 (A) | 230,000 | 190,311 | |||
United Rentals North America, Inc. | |||||
3.875%, 02/15/2031 | 500,000 | 406,640 | |||
4.875%, 01/15/2028 | 640,000 | 586,778 | |||
5.250%, 01/15/2030 | 400,000 | 362,012 | |||
Vertiv Group Corp. 4.125%, 11/15/2028 (A) | 760,000 | 611,800 | |||
VistaJet Malta Finance PLC 6.375%, 02/01/2030 (A) | 690,000 | 564,075 | |||
XPO CNW, Inc. 6.700%, 05/01/2034 | 370,000 | 343,638 | |||
21,661,272 | |||||
Information technology – 3.9% | |||||
CA Magnum Holdings 5.375%, 10/31/2026 (A) | 410,000 | 344,436 | |||
Central Parent, Inc. 7.250%, 06/15/2029 (A) | 650,000 | 617,952 | |||
Clarivate Science Holdings Corp. 4.875%, 07/01/2029 (A) | 260,000 | 203,580 |
83 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Information technology (continued) | |||||
CommScope, Inc. | |||||
4.750%, 09/01/2029 (A) | $ | 540,000 | $ | 440,456 | |
8.250%, 03/01/2027 (A) | 1,310,000 | 1,082,388 | |||
Elastic NV 4.125%, 07/15/2029 (A) | 570,000 | 450,209 | |||
Helios Software Holdings, Inc. 4.625%, 05/01/2028 (A) | 530,000 | 395,910 | |||
NCR Corp. 5.125%, 04/15/2029 (A) | 190,000 | 142,504 | |||
NortonLifeLock, Inc. 7.125%, 09/30/2030 (A) | 340,000 | 328,851 | |||
Paysafe Finance PLC 4.000%, 06/15/2029 (A)(B) | 810,000 | 565,826 | |||
Rackspace Technology Global, Inc. 3.500%, 02/15/2028 (A) | 630,000 | 416,588 | |||
Shift4 Payments LLC 4.625%, 11/01/2026 (A) | 680,000 | 620,075 | |||
Vericast Corp. 11.000%, 09/15/2026 (A) | 650,000 | 638,625 | |||
6,247,400 | |||||
Materials – 5.4% | |||||
ARD Finance SA 6.500%, (6.500% Cash or 7.250% PIK), 06/30/2027 (A) | 660,000 | 451,902 | |||
Ardagh Metal Packaging Finance USA LLC | |||||
3.250%, 09/01/2028 (A) | 200,000 | 163,192 | |||
4.000%, 09/01/2029 (A) | 800,000 | 585,882 | |||
6.000%, 06/15/2027 (A) | 320,000 | 301,345 | |||
Ardagh Packaging Finance PLC 5.250%, 08/15/2027 (A) | 690,000 | 431,754 | |||
Canpack SA 3.875%, 11/15/2029 (A) | 300,000 | 234,360 | |||
Cascades, Inc. 5.375%, 01/15/2028 (A) | 530,000 | 448,322 | |||
Clydesdale Acquisition Holdings, Inc. 6.625%, 04/15/2029 (A) | 210,000 | 191,087 | |||
First Quantum Minerals, Ltd. | |||||
6.500%, 03/01/2024 (A) | 420,000 | 411,600 | |||
6.875%, 03/01/2026 to 10/15/2027 (A) | 1,650,000 | 1,507,503 | |||
7.500%, 04/01/2025 (A) | 210,000 | 202,125 | |||
Freeport-McMoRan, Inc. 5.450%, 03/15/2043 | 1,870,000 | 1,560,125 | |||
Hudbay Minerals, Inc. | |||||
4.500%, 04/01/2026 (A) | 240,000 | 199,531 | |||
6.125%, 04/01/2029 (A) | 710,000 | 572,068 | |||
LSF11 A5 HoldCo LLC 6.625%, 10/15/2029 (A) | 530,000 | 397,500 | |||
Midwest Vanadium Proprietary, Ltd. 11.500%, 02/15/2018 (A)(C) | 912,943 | 2,355 | |||
Northwest Acquisitions ULC 7.125%, 11/01/2022 (A)(C) | 950,000 | 10 | |||
Olin Corp. 5.000%, 02/01/2030 | 420,000 | 348,600 | |||
Pactiv LLC 8.375%, 04/15/2027 | 20,000 | 17,850 | |||
Summit Materials LLC 5.250%, 01/15/2029 (A) | 720,000 | 633,600 | |||
8,660,711 | |||||
Real estate – 2.7% | |||||
Diversified Healthcare Trust | |||||
4.375%, 03/01/2031 | 250,000 | 161,875 | |||
4.750%, 02/15/2028 | 930,000 | 585,900 | |||
9.750%, 06/15/2025 | 170,000 | 153,784 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Real estate (continued) | |||||
Five Point Operating Company LP 7.875%, 11/15/2025 (A) | $ | 800,000 | $ | 636,327 | |
Forestar Group, Inc. | |||||
3.850%, 05/15/2026 (A) | 550,000 | 452,381 | |||
5.000%, 03/01/2028 (A) | 250,000 | 200,558 | |||
IIP Operating Partnership LP 5.500%, 05/25/2026 | 950,000 | 848,467 | |||
Iron Mountain Information Management Services, Inc. 5.000%, 07/15/2032 (A) | 450,000 | 348,342 | |||
MPT Operating Partnership LP | |||||
3.500%, 03/15/2031 | 200,000 | 139,250 | |||
4.625%, 08/01/2029 | 260,000 | 209,188 | |||
Park Intermediate Holdings LLC 5.875%, 10/01/2028 (A) | 390,000 | 333,840 | |||
Service Properties Trust 5.500%, 12/15/2027 | 400,000 | 324,908 | |||
4,394,820 | |||||
Utilities – 1.1% | |||||
Calpine Corp. 5.000%, 02/01/2031 (A) | 300,000 | 238,367 | |||
Suburban Propane Partners LP 5.000%, 06/01/2031 (A) | 340,000 | 279,072 | |||
Sunnova Energy Corp. 5.875%, 09/01/2026 (A) | 1,200,000 | 1,072,251 | |||
Superior Plus LP 4.500%, 03/15/2029 (A) | 290,000 | 239,499 | |||
1,829,189 | |||||
TOTAL CORPORATE BONDS (Cost $167,884,262) | $ | 134,560,592 | |||
CONVERTIBLE BONDS – 0.9% | |||||
Communication services – 0.2% | |||||
DISH Network Corp. 3.375%, 08/15/2026 | 530,000 | 364,640 | |||
Liberty TripAdvisor Holdings, Inc. 0.500%, 06/30/2051 (A) | 90,000 | 64,035 | |||
428,675 | |||||
Consumer discretionary – 0.3% | |||||
DraftKings Holdings, Inc. 8.230%, 03/15/2028 (E) | 640,000 | 413,080 | |||
Liberty Latin America, Ltd. 2.000%, 07/15/2024 | 70,000 | 61,209 | |||
474,289 | |||||
Financials – 0.2% | |||||
Blackstone Mortgage Trust, Inc. 5.500%, 03/15/2027 | 360,000 | 306,225 | |||
Industrials – 0.2% | |||||
Spirit Airlines, Inc. 1.000%, 05/15/2026 | 370,000 | 315,055 | |||
TOTAL CONVERTIBLE BONDS (Cost $1,907,482) | $ | 1,524,244 | |||
TERM LOANS (F) – 5.1% | |||||
Consumer discretionary – 1.7% | |||||
Adtalem Global Education, Inc., 2021 Term Loan B (1 month LIBOR + 4.000%) 7.052%, 08/12/2028 | 334,443 | 330,891 | |||
Equinox Holdings, Inc. , 2020 Term Loan B2 (3 month LIBOR + 9.000%) 12.674%, 03/08/2024 | 371,450 | 297,160 | |||
First Brands Group LLC, 2021 Term Loan (3 month SOFR + 5.000%) 8.368%, 03/30/2027 | 344,750 | 330,615 |
84 |
Shares or Principal Amount | Value | ||||
TERM LOANS (F) (continued) | |||||
Consumer discretionary (continued) | |||||
Great Outdoors Group LLC, 2021 Term Loan B1 (1 month LIBOR + 3.750%) 6.865%, 03/06/2028 | $ | 324,250 | $ | 298,796 | |
Rent-A-Center, Inc., 2021 First Lien Term Loan B (3 month LIBOR + 3.250%) 6.063%, 02/17/2028 | 591,000 | 534,855 | |||
Spencer Spirit IH LLC, Term Loan B (3 month LIBOR + 6.000%) 8.806%, 06/19/2026 | 584,410 | 569,069 | |||
Truck Hero, Inc., 2021 Term Loan B (1 month LIBOR + 3.500%) 6.615%, 01/31/2028 | 344,750 | 299,646 | |||
2,661,032 | |||||
Financials – 0.6% | |||||
Acrisure LLC, 2020 Term Loan B (1 month LIBOR + 3.500%) 6.615%, 02/15/2027 | 448,500 | 409,068 | |||
Asurion LLC, 2022 Term Loan B10 (3 month SOFR + 4.000%) 7.134%, 08/19/2028 | 400,000 | 339,832 | |||
Deerfield Dakota Holding LLC, 2021 USD 2nd Lien Term Loan (1 month LIBOR + 6.750%) 9.865%, 04/07/2028 | 190,000 | 183,350 | |||
932,250 | |||||
Health care – 0.8% | |||||
Eyecare Partners LLC, 2020 Term Loan (3 month LIBOR + 3.750%) 7.424%, 02/18/2027 | 488,263 | 441,878 | |||
Eyecare Partners LLC, 2022 Incremental Term Loan (3 month SOFR + 4.500%) 7.621%, 11/15/2028 | 380,000 | 353,400 | |||
U.S. Renal Care, Inc., 2019 Term Loan B (1 month LIBOR + 5.000%) 8.115%, 06/26/2026 | 639,487 | 457,931 | |||
1,253,209 | |||||
Industrials – 0.3% | |||||
Mileage Plus Holdings LLC, 2020 Term Loan B (3 month LIBOR + 5.250%) 8.777%, 06/21/2027 | 427,500 | 428,492 | |||
Information technology – 1.5% | |||||
Dcert Buyer, Inc., 2021 2nd Lien Term Loan (3 month LIBOR + 7.000%) 9.903%, 02/19/2029 | 820,000 | 761,780 | |||
Global Tel*Link Corp., 2018 1st Lien Term Loan (3 month LIBOR + 4.250%) 7.056%, 11/29/2025 | 648,051 | 578,872 | |||
Peraton Corp., Term Loan B (1 month LIBOR + 3.750%) 6.865%, 02/01/2028 | 415,858 | 393,402 | |||
Redstone Holdco 2 LP, 2021 Term Loan (3 month LIBOR + 4.750%) 7.533%, 04/27/2028 | 465,300 | 342,926 | |||
Redstone Holdco 2 LP , 2021 2nd Lien Term Loan (3 month LIBOR + 7.750%) 10.519%, 04/27/2029 | 520,000 | 411,128 | |||
2,488,108 |
Shares or Principal Amount | Value | ||||
TERM LOANS (F) (continued) | |||||
Materials – 0.2% | |||||
Arctic Canadian Diamond Company, Ltd., 2nd Lien PIK Term Loan (3 month LIBOR + 4.000% or 12.500% PIK) 7.674%, 12/31/2027 (G) | $ | 516,376 | $ | 406,749 | |
TOTAL TERM LOANS (Cost $9,147,953) | $ | 8,169,840 | |||
ASSET BACKED SECURITIES – 7.1% | |||||
AIG CLO, Ltd. Series 2018-1A, Class DR (3 month LIBOR + 3.100%) 5.810%, 04/20/2032 (A)(H) | 260,000 | 227,074 | |||
Aimco CLO, Ltd. Series 2020-12A, Class DR (3 month CME Term SOFR + 2.900%) 5.381%, 01/17/2032 (A)(H) | 350,000 | 310,446 | |||
Balboa Bay Loan Funding, Ltd. Series 2020-1A, Class ER (3 month LIBOR + 6.400%) 9.110%, 01/20/2032 (A)(H) | 500,000 | 415,618 | |||
Ballyrock CLO, Ltd. | |||||
Series 2016-1A, Class ER (3 month LIBOR + 6.950%) 9.462%, 10/15/2028 (A)(H) | 250,000 | 239,086 | |||
Series 2022-19A, Class D (3 month CME Term SOFR + 7.110%) 8.282%, 04/20/2035 (A)(H) | 710,000 | 586,003 | |||
Barings CLO, Ltd. | |||||
Series 2018-3A, Class D (3 month LIBOR + 2.900%) 5.610%, 07/20/2029 (A)(H) | 250,000 | 225,941 | |||
Series 2020-4A, Class E (3 month LIBOR + 5.680%) 8.390%, 01/20/2032 (A)(H) | 330,000 | 275,109 | |||
Battalion CLO, Ltd. Series 2021-20A, Class D (3 month LIBOR + 3.100%) 5.612%, 07/15/2034 (A)(H) | 250,000 | 212,524 | |||
Benefit Street Partners CLO XII, Ltd. Series 2017-12A, Class C (3 month LIBOR + 3.050%) 5.562%, 10/15/2030 (A)(H) | 250,000 | 227,287 | |||
BlueMountain CLO, Ltd. Series 2016-2A, Class DR (3 month LIBOR + 7.790%) 10.774%, 08/20/2032 (A)(H) | 300,000 | 255,030 | |||
Bristol Park CLO, Ltd. Series 2016-1A, Class ER (3 month LIBOR + 7.000%) 9.512%, 04/15/2029 (A)(H) | 600,000 | 520,979 | |||
Carlyle US CLO, Ltd. Series 2017-2A, Class C (3 month LIBOR + 3.700%) 6.410%, 07/20/2031 (A)(H) | 500,000 | 441,368 | |||
Catskill Park CLO, Ltd. Series 2017-1A, Class D (3 month LIBOR + 6.000%) 8.710%, 04/20/2029 (A)(H) | 500,000 | 414,788 | |||
Cook Park CLO, Ltd. Series 2018-1A, Class E (3 month LIBOR + 5.400%) 8.140%, 04/17/2030 (A)(H) | 250,000 | 200,521 | |||
Dryden CLO, Ltd. Series 2019-75A, Class ER2 (3 month LIBOR + 6.600%) 9.112%, 04/15/2034 (A)(H) | 470,000 | 393,668 |
85 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Dryden Senior Loan Fund Series 2015-40A, Class DR (3 month LIBOR + 3.100%) 6.005%, 08/15/2031 (A)(H) | $ | 250,000 | $ | 223,895 | |
Eaton Vance CLO, Ltd. Series 2020-2A, Class ER (3 month LIBOR + 6.500%) 9.012%, 01/15/2035 (A)(H) | 440,000 | 384,707 | |||
Great Lakes CLO, Ltd. Series 2014-1A, Class CR (3 month LIBOR + 2.700%) 5.212%, 10/15/2029 (A)(H) | 400,000 | 379,251 | |||
Greenwood Park CLO, Ltd. | |||||
Series 2018-1A, Class D (3 month LIBOR + 2.500%) 5.012%, 04/15/2031 (A)(H) | 290,000 | 251,409 | |||
Series 2018-1A, Class E (3 month LIBOR + 4.950%) 7.462%, 04/15/2031 (A)(H) | 250,000 | 198,640 | |||
Greywolf CLO IV, Ltd. Series 2019-1A, Class CR (3 month CME Term SOFR + 3.910%) 6.391%, 04/17/2034 (A)(H) | 250,000 | 224,908 | |||
Grippen Park CLO, Ltd. Series 2017-1A, Class E (3 month LIBOR + 5.700%) 8.410%, 01/20/2030 (A)(H) | 420,000 | 354,112 | |||
Jay Park CLO, Ltd. Series 2016-1A, Class DR (3 month LIBOR + 5.200%) 7.910%, 10/20/2027 (A)(H) | 350,000 | 302,099 | |||
Magnetite XII, Ltd. Series 2015-12A, Class ER (3 month LIBOR + 5.680%) 8.192%, 10/15/2031 (A)(H) | 300,000 | 249,061 | |||
Magnetite XXIV, Ltd. Series 2019-24A, Class ER (3 month CME Term SOFR + 6.400%) 8.728%, 04/15/2035 (A)(H) | 250,000 | 202,193 | |||
MKS CLO, Ltd. Series 2017-2A, Class D (3 month LIBOR + 2.650%) 5.360%, 01/20/2031 (A)(H) | 500,000 | 414,168 | |||
Mountain View CLO IX, Ltd. Series 2015-9A, Class CR (3 month LIBOR + 3.120%) 5.632%, 07/15/2031 (A)(H) | 250,000 | 207,416 | |||
Neuberger Berman CLO XVIII, Ltd. Series 2014-18A, Class DR2 (3 month LIBOR + 5.920%) 8.652%, 10/21/2030 (A)(H) | 250,000 | 208,834 | |||
Neuberger Berman Loan Advisers CLO XXXIV, Ltd. Series 2019-34A, Class ER (3 month CME Term SOFR + 6.500%) 8.977%, 01/20/2035 (A)(H) | 500,000 | 420,651 | |||
Neuberger Berman Loan Advisers CLO, Ltd. Series 2017-25A, Class DR (3 month LIBOR + 2.850%) 5.590%, 10/18/2029 (A)(H) | 250,000 | 223,082 | |||
OHA Credit Funding, Ltd. Series 2020-7A, Class DR (3 month CME Term SOFR + 3.100%) 5.653%, 02/24/2037 (A)(H) | 250,000 | 218,601 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Palmer Square Loan Funding, Ltd. Series 2022-3A, Class C (3 month CME Term SOFR + 5.400%) 9.405%, 04/15/2031 (A)(H) | $ | 390,000 | $ | 371,670 | |
Saranac CLO III, Ltd. Series 2014-3A, Class DR (3 month LIBOR + 3.250%) 6.852%, 06/22/2030 (A)(H) | 570,000 | 467,201 | |||
Sculptor CLO XXVI, Ltd. Series 2026-A, Class E (3 month LIBOR + 7.250%) 9.960%, 07/20/2034 (A)(H) | 280,000 | 242,574 | |||
Venture XVII CLO, Ltd. | |||||
Series 2014-17A, Class DRR (3 month LIBOR + 2.820%) 5.332%, 04/15/2027 (A)(H) | 350,000 | 308,984 | |||
Series 2014-17A, Class ERR (3 month LIBOR + 5.740%) 8.252%, 04/15/2027 (A)(H) | 350,000 | 261,400 | |||
Voya CLO III, Ltd. Series 2020-3A, Class DR (3 month LIBOR + 3.250%) 5.960%, 10/20/2034 (A)(H) | 500,000 | 434,116 | |||
TOTAL ASSET BACKED SECURITIES (Cost $13,053,590) | $ | 11,494,414 | |||
COMMON STOCKS – 0.5% | |||||
Communication services – 0.0% | |||||
New Cotai, Inc., Class B (G)(I)(J) | 3 | 0 | |||
Vertis Holdings, Inc. (G)(J) | 69,391 | 0 | |||
0 | |||||
Energy – 0.5% | |||||
Berry Corp. | 62,206 | 466,545 | |||
Chord Energy Corp. | 2,636 | 360,526 | |||
KCAD Holdings I, Ltd. (G)(I)(J) | 165,553,563 | 166 | |||
MWO Holdings LLC (G)(I)(J) | 445 | 2,768 | |||
Permian Production (J) | 19,583 | 11,750 | |||
841,755 | |||||
TOTAL COMMON STOCKS (Cost $4,173,036) | $ | 841,755 | |||
PREFERRED SECURITIES – 0.9% | |||||
Energy – 0.4% | |||||
MPLX LP, 8.461% (G) | 16,445 | 526,240 | |||
Financials – 0.5% | |||||
B. Riley Financial, Inc., 5.000% | 13,375 | 300,403 | |||
B. Riley Financial, Inc., 5.250% | 9,825 | 207,111 | |||
B. Riley Financial, Inc., 6.000% | 13,075 | 296,933 | |||
804,447 | |||||
TOTAL PREFERRED SECURITIES (Cost $1,441,338) | $ | 1,330,687 | |||
ESCROW CERTIFICATES – 0.0% | |||||
Adelphia Communications Corp. (G)(J) | $ | 3,000,000 | 0 | ||
Adelphia Communications Corp. (G)(J) | 2,050,000 | 0 | |||
Adelphia Communications Corp. (G)(J) | 1,025,000 | 0 | |||
Magellan Health, Inc. (G)(J) | 1,930,000 | 0 | |||
TOTAL ESCROW CERTIFICATES (Cost $342,202) | $ | 0 |
86 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS – 2.9% | |||||
Short-term funds – 2.9% | |||||
John Hancock Collateral Trust, 3.0556% (K)(L) | 395,097 | $ | 3,947,808 | ||
State Street Institutional Treasury Plus Money Market Fund, Premier Class, 2.9409% (K) | 689,157 | 689,157 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $4,637,228) | $ | 4,636,965 | |||
Total Investments (High Yield Trust) (Cost $203,650,049) – 101.3% | $ | 163,019,116 | |||
Other assets and liabilities, net – (1.3%) | (2,059,051) | ||||
TOTAL NET ASSETS – 100.0% | $ | 160,960,065 |
Currency Abbreviations | |
CAD | Canadian Dollar |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
ICE | Intercontinental Exchange |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
(A) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $117,304,946 or 72.9% of the fund's net assets as of 9-30-22. |
(B) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $3,868,902. |
(C) | Non-income producing - Issuer is in default. |
(D) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(E) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
(F) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(G) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(H) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(I) | Restricted security as to resale, excluding 144A securities. For more information on this security refer to the Notes to Portfolio of Investments. |
(J) | Non-income producing security. |
(K) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(L) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
5-Year U.S. Treasury Note Futures | 81 | Long | Dec 2022 | $9,024,687 | $8,708,133 | $(316,554) |
$(316,554) |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
CAD | 833,915 | USD | 640,274 | MSCS | 10/18/2022 | — | $(36,599) |
EUR | 442,617 | USD | 448,694 | BNP | 10/18/2022 | — | (14,491) |
MXN | 1,370,045 | USD | 65,772 | MSCS | 10/18/2022 | $2,081 | — |
USD | 646,214 | CAD | 836,249 | BNP | 10/18/2022 | 40,850 | — |
USD | 58,587 | MXN | 1,174,325 | MSCS | 10/18/2022 | 427 | — |
$43,358 | $(51,090) |
Credit default swaps - Buyer | ||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Notional amount | Currency | USD notional amount | Pay fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | NOVA Chemicals Corp. | 355,000 | USD | $355,000 | 5.000% | Quarterly | Jun 2027 | $(8,387) | $15,743 | $7,356 |
Centrally cleared | The Goodyear Tire & Rubber Company | 470,000 | USD | 470,000 | 5.000% | Quarterly | Jun 2027 | (8,034) | 10,242 | 2,208 |
Centrally cleared | Xerox Holdings Corp. | 190,000 | USD | 190,000 | 1.000% | Quarterly | Jun 2027 | 25,415 | 3,971 | 29,386 |
Centrally cleared | Beazer Homes USA | 470,000 | USD | 470,000 | 5.000% | Quarterly | Dec 2027 | 58,727 | 3,184 | 61,911 |
Centrally cleared | KB Home | 662,000 | USD | 662,000 | 5.000% | Quarterly | Dec 2027 | (6,317) | (3,264) | (9,581) |
$2,147,000 | $61,404 | $29,876 | $91,280 |
87 |
Credit default swaps - Seller | |||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Implied credit spread | Notional amount | Currency | USD notional amount | Received fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | Occidental Petroleum Corp. | 1.297% | 750,000 | USD | $750,000 | 1.000% | Quarterly | Jun 2026 | $(25,659) | $18,373 | $(7,286) |
Centrally cleared | Ford Motor Credit Company LLC | 5.270% | 800,000 | USD | 800,000 | 5.000% | Quarterly | Dec 2026 | 104,407 | (113,245) | (8,838) |
$1,550,000 | $78,748 | $(94,872) | $(16,124) |
Derivatives Currency Abbreviations | |
CAD | Canadian Dollar |
EUR | Euro |
MXN | Mexican Peso |
USD | U.S. Dollar |
Derivatives Abbreviations | |
BNP | BNP Paribas |
MSCS | Morgan Stanley Capital Services LLC |
OTC | Over-the-counter |
Shares or Principal Amount | Value | ||||
COMMON STOCKS - 97.1% | |||||
Australia - 4.9% | |||||
Ampol, Ltd. | 8,214 | $ | 151,934 | ||
APA Group | 40,668 | 250,229 | |||
Aristocrat Leisure, Ltd. | 20,772 | 438,012 | |||
ASX, Ltd. | 6,673 | 307,114 | |||
Aurizon Holdings, Ltd. | 63,445 | 140,319 | |||
Australia & New Zealand Banking Group, Ltd. | 103,645 | 1,517,244 | |||
BHP Group, Ltd. | 174,488 | 4,337,460 | |||
BlueScope Steel, Ltd. | 18,252 | 177,258 | |||
Brambles, Ltd. | 49,445 | 361,713 | |||
Cochlear, Ltd. | 2,361 | 293,279 | |||
Coles Group, Ltd. | 45,978 | 484,719 | |||
Commonwealth Bank of Australia | 58,842 | 3,423,142 | |||
Computershare, Ltd. | 18,728 | 298,714 | |||
CSL, Ltd. | 16,501 | 3,001,000 | |||
Dexus | 39,487 | 196,431 | |||
Domino's Pizza Enterprises, Ltd. | 2,429 | 80,027 | |||
Endeavour Group, Ltd. | 46,231 | 207,769 | |||
Evolution Mining, Ltd. | 63,178 | 82,421 | |||
Fortescue Metals Group, Ltd. | 58,369 | 626,614 | |||
Goodman Group | 57,954 | 585,732 | |||
IDP Education, Ltd. | 7,195 | 120,865 | |||
Insurance Australia Group, Ltd. | 88,042 | 260,452 | |||
Lendlease Corp., Ltd. | 25,385 | 145,130 | |||
Macquarie Group, Ltd. | 12,682 | 1,237,263 | |||
Medibank Private, Ltd. | 99,625 | 222,679 | |||
Mineral Resources, Ltd. | 5,861 | 246,013 | |||
Mirvac Group | 141,329 | 176,054 | |||
MMG, Ltd. (A) | 148,000 | 35,218 | |||
National Australia Bank, Ltd. | 112,790 | 2,088,391 | |||
Newcrest Mining, Ltd. | 30,415 | 333,933 | |||
Northern Star Resources, Ltd. | 39,419 | 197,383 | |||
Orica, Ltd. | 18,991 | 161,682 | |||
Origin Energy, Ltd. | 60,705 | 201,418 | |||
Qantas Airways, Ltd. (A) | 31,854 | 102,224 | |||
QBE Insurance Group, Ltd. | 50,892 | 377,602 | |||
Ramsay Health Care, Ltd. | 6,659 | 244,436 | |||
REA Group, Ltd. | 1,952 | 142,080 | |||
Reece, Ltd. | 11,689 | 105,039 | |||
Rio Tinto, Ltd. | 12,795 | 774,002 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Australia (continued) | |||||
Santos, Ltd. | 110,903 | $ | 512,323 | ||
Scentre Group | 178,901 | 292,304 | |||
SEEK, Ltd. | 11,910 | 144,752 | |||
Sonic Healthcare, Ltd. | 16,282 | 317,585 | |||
South32, Ltd. | 112,851 | 267,899 | |||
South32, Ltd. (London Stock Exchange) | 48,980 | 115,962 | |||
Stockland | 87,409 | 182,932 | |||
Suncorp Group, Ltd. | 43,519 | 280,827 | |||
Telstra Corp., Ltd. | 142,830 | 352,681 | |||
The GPT Group | 71,628 | 176,289 | |||
The Lottery Corp, Ltd. (A) | 82,609 | 221,388 | |||
Transurban Group | 105,808 | 835,613 | |||
Treasury Wine Estates, Ltd. | 26,341 | 211,950 | |||
Vicinity Centres | 148,057 | 165,081 | |||
Washington H. Soul Pattinson & Company, Ltd. | 7,463 | 128,303 | |||
Wesfarmers, Ltd. | 39,081 | 1,068,420 | |||
Westpac Banking Corp. | 119,614 | 1,582,498 | |||
WiseTech Global, Ltd. | 5,291 | 172,871 | |||
Woodside Energy Group, Ltd. | 64,951 | 1,327,052 | |||
Woolworths Group, Ltd. | 41,774 | 907,779 | |||
33,397,504 | |||||
Austria - 0.1% | |||||
Erste Group Bank AG | 11,747 | 257,519 | |||
OMV AG | 5,543 | 200,618 | |||
Verbund AG | 2,442 | 208,491 | |||
voestalpine AG | 4,357 | 73,808 | |||
740,436 | |||||
Belgium - 0.5% | |||||
Ageas SA/NV | 6,383 | 232,798 | |||
Anheuser-Busch InBev SA/NV | 29,951 | 1,356,674 | |||
D'ieteren Group | 850 | 119,765 | |||
Elia Group SA/NV | 1,148 | 135,086 | |||
Groupe Bruxelles Lambert SA | 3,809 | 266,382 | |||
KBC Group NV | 8,597 | 407,960 | |||
Proximus SADP | 5,996 | 62,167 | |||
Sofina SA | 537 | 92,680 | |||
Solvay SA | 2,881 | 223,052 | |||
UCB SA | 4,152 | 288,139 | |||
Umicore SA | 7,155 | 210,051 |
88 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Belgium (continued) | |||||
Warehouses De Pauw CVA | 5,082 | $ | 124,817 | ||
3,519,571 | |||||
Brazil - 1.2% | |||||
Ambev SA | 172,330 | 496,447 | |||
Americanas SA | 22,046 | 69,395 | |||
Atacadao SA | 13,900 | 49,809 | |||
B3 SA - Brasil Bolsa Balcao | 221,721 | 536,387 | |||
Banco Bradesco SA | 51,324 | 155,180 | |||
Banco BTG Pactual SA | 37,204 | 171,111 | |||
Banco do Brasil SA | 28,713 | 205,034 | |||
Banco Santander Brasil SA | 14,000 | 78,742 | |||
BB Seguridade Participacoes SA | 24,400 | 120,183 | |||
BRF SA (A) | 26,314 | 62,830 | |||
CCR SA | 40,100 | 93,144 | |||
Centrais Eletricas Brasileiras SA | 20,247 | 161,282 | |||
Centrais Eletricas Brasileiras SA, ADR | 1,429 | 12,118 | |||
Cia Brasileira de Distribuicao, ADR | 628 | 2,223 | |||
Cia de Saneamento Basico do Estado de Sao Paulo | 11,270 | 103,625 | |||
Cia Siderurgica Nacional SA, ADR | 11,800 | 28,084 | |||
Cosan SA | 40,344 | 129,984 | |||
CPFL Energia SA | 7,900 | 49,441 | |||
Energisa SA | 6,100 | 47,370 | |||
Engie Brasil Energia SA | 7,275 | 51,936 | |||
Equatorial Energia SA | 34,400 | 171,542 | |||
Hapvida Participacoes e Investimentos S/A (B) | 158,579 | 222,537 | |||
Hypera SA | 14,108 | 115,728 | |||
Inter & Company, Inc., BDR | 1 | 2 | |||
JBS SA | 34,073 | 158,669 | |||
Klabin SA | 24,000 | 80,751 | |||
Localiza Rent a Car SA | 20,227 | 229,067 | |||
Lojas Renner SA | 32,186 | 166,170 | |||
Magazine Luiza SA (A) | 94,607 | 78,571 | |||
Natura & Company Holding SA | 26,929 | 73,533 | |||
Petro Rio SA (A) | 24,100 | 122,994 | |||
Petroleo Brasileiro SA | 133,229 | 817,006 | |||
Raia Drogasil SA | 35,900 | 151,271 | |||
Rede D'Or Sao Luiz SA (B) | 13,400 | 73,827 | |||
Rumo SA | 45,451 | 155,706 | |||
Sendas Distribuidora SA | 24,690 | 80,327 | |||
Suzano SA | 22,263 | 183,656 | |||
Suzano SA, ADR | 3,164 | 26,103 | |||
Telefonica Brasil SA | 9,652 | 72,448 | |||
Telefonica Brasil SA, ADR | 6,017 | 45,248 | |||
TIM SA | 28,020 | 62,747 | |||
TOTVS SA | 17,746 | 96,554 | |||
Ultrapar Participacoes SA | 25,400 | 55,232 | |||
Vale SA | 136,650 | 1,824,922 | |||
Vibra Energia SA | 44,000 | 140,703 | |||
WEG SA | 56,116 | 334,344 | |||
8,163,983 | |||||
Canada - 8.3% | |||||
Agnico Eagle Mines, Ltd. | 15,877 | 670,780 | |||
Air Canada (A) | 7,300 | 87,726 | |||
Algonquin Power & Utilities Corp. | 25,935 | 283,316 | |||
Alimentation Couche-Tard, Inc. | 29,900 | 1,203,706 | |||
AltaGas, Ltd. | 11,500 | 220,201 | |||
ARC Resources, Ltd. | 23,500 | 282,235 | |||
Bank of Montreal | 22,976 | 2,013,758 | |||
Barrick Gold Corp. | 41,577 | 644,416 | |||
Barrick Gold Corp. (London Stock Exchange) | 20,657 | 302,331 | |||
BCE, Inc. | 2,924 | 122,603 | |||
BlackBerry, Ltd. (A) | 21,000 | 98,968 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Canada (continued) | |||||
Brookfield Asset Management, Inc., Class A | 49,072 | $ | 2,007,499 | ||
BRP, Inc. | 1,300 | 80,079 | |||
CAE, Inc. (A) | 12,000 | 184,081 | |||
Cameco Corp. | 15,100 | 400,743 | |||
Canadian Apartment Properties REIT | 3,400 | 103,623 | |||
Canadian Imperial Bank of Commerce (C) | 31,400 | 1,374,340 | |||
Canadian National Railway Company | 20,300 | 2,192,315 | |||
Canadian Natural Resources, Ltd. | 40,060 | 1,864,740 | |||
Canadian Pacific Railway, Ltd. | 32,300 | 2,156,139 | |||
Canadian Tire Corp., Ltd., Class A | 2,100 | 223,553 | |||
Canadian Utilities, Ltd., Class A | 4,600 | 119,650 | |||
CCL Industries, Inc., Class B | 5,400 | 261,761 | |||
Cenovus Energy, Inc. | 47,759 | 733,663 | |||
CGI, Inc. (A) | 7,900 | 594,723 | |||
Constellation Software, Inc. | 700 | 974,020 | |||
Dollarama, Inc. | 9,700 | 556,854 | |||
Emera, Inc. | 9,500 | 384,374 | |||
Empire Company, Ltd., Class A | 6,200 | 154,220 | |||
Enbridge, Inc. | 69,000 | 2,558,497 | |||
Fairfax Financial Holdings, Ltd. | 919 | 419,726 | |||
First Quantum Minerals, Ltd. | 20,054 | 340,440 | |||
FirstService Corp. | 1,500 | 178,554 | |||
Fortis, Inc. | 16,364 | 621,698 | |||
Franco-Nevada Corp. | 6,569 | 784,656 | |||
George Weston, Ltd. | 2,799 | 293,061 | |||
GFL Environmental, Inc. | 6,400 | 161,743 | |||
Gildan Activewear, Inc. | 7,300 | 206,367 | |||
Great-West Lifeco, Inc. | 9,900 | 213,717 | |||
Hydro One, Ltd. (B) | 11,900 | 291,007 | |||
iA Financial Corp., Inc. | 4,100 | 208,332 | |||
IGM Financial, Inc. | 3,000 | 74,753 | |||
Imperial Oil, Ltd. | 8,630 | 373,664 | |||
Intact Financial Corp. | 6,200 | 877,430 | |||
Ivanhoe Mines, Ltd., Class A (A) | 23,800 | 153,170 | |||
Keyera Corp. | 8,500 | 175,003 | |||
Kinross Gold Corp. | 45,229 | 170,262 | |||
Lightspeed Commerce, Inc. (A) | 4,400 | 77,434 | |||
Loblaw Companies, Ltd. | 6,140 | 486,186 | |||
Lundin Mining Corp. | 26,000 | 131,379 | |||
Magna International, Inc. | 10,400 | 493,367 | |||
Manulife Financial Corp. (D) | 68,000 | 1,067,246 | |||
Metro, Inc. | 9,057 | 453,522 | |||
National Bank of Canada | 11,500 | 720,795 | |||
Northland Power, Inc. | 8,100 | 237,192 | |||
Nutrien, Ltd. | 18,790 | 1,567,024 | |||
Nuvei Corp. (A)(B) | 2,600 | 70,263 | |||
Onex Corp. | 2,700 | 123,844 | |||
Open Text Corp. | 9,700 | 256,377 | |||
Pan American Silver Corp. | 7,300 | 116,052 | |||
Parkland Corp. | 5,416 | 116,056 | |||
Pembina Pipeline Corp. | 18,698 | 567,972 | |||
Power Corp. of Canada | 20,512 | 462,257 | |||
Quebecor, Inc., Class B | 6,400 | 118,006 | |||
Restaurant Brands International, Inc. | 10,546 | 560,988 | |||
RioCan Real Estate Investment Trust | 6,300 | 84,921 | |||
Ritchie Brothers Auctioneers, Inc. | 4,300 | 268,674 | |||
Rogers Communications, Inc., Class B | 12,100 | 466,095 | |||
Royal Bank of Canada | 48,600 | 4,375,706 | |||
Saputo, Inc. | 9,100 | 216,935 | |||
Shaw Communications, Inc., Class B | 16,926 | 411,586 | |||
Shopify, Inc., Class A (A) | 39,000 | 1,049,995 | |||
Sun Life Financial, Inc. | 20,600 | 819,168 | |||
Suncor Energy, Inc. | 48,935 | 1,378,052 |
89 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Canada (continued) | |||||
TC Energy Corp. | 34,197 | $ | 1,377,436 | ||
Teck Resources, Ltd., Class B | 16,161 | 491,493 | |||
TELUS Corp. (C) | 17,148 | 340,514 | |||
TFI International, Inc. | 3,200 | 289,595 | |||
The Bank of Nova Scotia (C) | 41,400 | 1,969,074 | |||
The Toronto-Dominion Bank | 62,072 | 3,806,957 | |||
Thomson Reuters Corp. | 5,854 | 600,932 | |||
TMX Group, Ltd. | 2,000 | 183,965 | |||
Toromont Industries, Ltd. | 3,200 | 222,762 | |||
Tourmaline Oil Corp. | 10,700 | 556,089 | |||
West Fraser Timber Company, Ltd. | 2,100 | 151,919 | |||
Wheaton Precious Metals Corp. | 15,410 | 498,997 | |||
WSP Global, Inc. | 4,300 | 473,534 | |||
56,058,856 | |||||
Chile - 0.1% | |||||
Antofagasta PLC | 15,127 | 185,362 | |||
Banco Santander Chile, ADR | 5,508 | 77,167 | |||
Cencosud SA | 61,383 | 77,639 | |||
Enel Chile SA, ADR | 18,222 | 25,146 | |||
Sociedad Quimica y Minera de Chile SA, ADR | 4,430 | 402,023 | |||
767,337 | |||||
China - 8.0% | |||||
360 DigiTech, Inc., ADR | 2,900 | 37,178 | |||
37 Interactive Entertainment Network Technology Group Company, Ltd., Class A | 4,700 | 11,500 | |||
3SBio, Inc. (B) | 40,500 | 28,693 | |||
AAC Technologies Holdings, Inc. (A) | 27,342 | 42,496 | |||
AECC Aviation Power Company, Ltd., Class A | 3,600 | 21,169 | |||
Agricultural Bank of China, Ltd., Class A | 165,700 | 66,762 | |||
Agricultural Bank of China, Ltd., H Shares | 1,000,000 | 299,295 | |||
Aier Eye Hospital Group Company, Ltd., Class A | 15,065 | 60,772 | |||
Air China, Ltd., H Shares (A) | 84,534 | 64,294 | |||
Airtac International Group | 4,185 | 95,750 | |||
Alibaba Group Holding, Ltd. (A) | 489,200 | 4,881,893 | |||
Alibaba Group Holding, Ltd., ADR (A) | 3,828 | 306,202 | |||
A-Living Smart City Services Company, Ltd. (B) | 22,000 | 17,306 | |||
Aluminum Corp. of China, Ltd., A Shares | 29,100 | 16,863 | |||
Aluminum Corp. of China, Ltd., H Shares | 131,220 | 42,435 | |||
Anhui Conch Cement Company, Ltd., Class A | 8,900 | 36,024 | |||
Anhui Conch Cement Company, Ltd., H Shares | 44,290 | 139,991 | |||
Anhui Gujing Distillery Company, Ltd., B Shares | 3,600 | 53,178 | |||
Anhui Gujing Distillery Company, Ltd., Class A | 900 | 34,464 | |||
ANTA Sports Products, Ltd. | 41,600 | 436,667 | |||
Autohome, Inc., ADR | 2,600 | 74,776 | |||
AVIC Industry-Finance Holdings Company, Ltd., Class A | 20,000 | 8,461 | |||
AviChina Industry & Technology Company, Ltd., H Shares | 72,000 | 27,754 | |||
Baidu, Inc., Class A (A) | 80,000 | 1,177,696 | |||
Bank of Beijing Company, Ltd., Class A | 47,000 | 27,205 | |||
Bank of China, Ltd., Class A | 78,100 | 33,999 | |||
Bank of China, Ltd., H Shares | 2,720,563 | 888,523 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Bank of Communications Company, Ltd., Class A | 87,300 | $ | 56,810 | ||
Bank of Communications Company, Ltd., H Shares | 292,527 | 154,213 | |||
Bank of Hangzhou Company, Ltd., Class A | 11,400 | 22,843 | |||
Bank of Jiangsu Company, Ltd., Class A | 33,410 | 34,936 | |||
Bank of Nanjing Company, Ltd., Class A | 13,600 | 20,145 | |||
Bank of Ningbo Company, Ltd., Class A | 13,750 | 60,996 | |||
Bank of Shanghai Company, Ltd., Class A | 31,610 | 26,045 | |||
Baoshan Iron & Steel Company, Ltd., Class A | 41,300 | 30,547 | |||
BeiGene, Ltd., ADR (A) | 1,700 | 229,194 | |||
Beijing Capital International Airport Company, Ltd., H Shares (A) | 52,789 | 28,481 | |||
Beijing Shunxin Agriculture Company, Ltd., Class A | 1,700 | 4,762 | |||
Beijing Yuanliu Hongyuan Electronic Technology Company, Ltd., Class A | 500 | 8,636 | |||
Beijing-Shanghai High Speed Railway Company, Ltd., Class A | 84,100 | 53,458 | |||
Bilibili, Inc., ADR (A) | 5,800 | 88,856 | |||
Bilibili, Inc., Class Z (A) | 520 | 7,986 | |||
BOE Technology Group Company, Ltd., Class A | 75,300 | 34,636 | |||
BYD Company, Ltd., Class A | 4,000 | 141,878 | |||
BYD Company, Ltd., H Shares | 28,105 | 692,383 | |||
BYD Electronic International Company, Ltd. | 22,500 | 53,767 | |||
CanSino Biologics, Inc., Class A | 254 | 4,312 | |||
CanSino Biologics, Inc., H Shares (B) | 2,400 | 13,506 | |||
CGN Power Company, Ltd., H Shares (B) | 364,000 | 78,621 | |||
Changchun High & New Technology Industry Group, Inc., Class A | 800 | 19,161 | |||
China Cinda Asset Management Company, Ltd., H Shares | 304,800 | 33,652 | |||
China CITIC Bank Corp., Ltd., H Shares | 310,800 | 123,339 | |||
China Coal Energy Company, Ltd., H Shares | 70,000 | 63,062 | |||
China Communications Services Corp., Ltd., H Shares | 129,600 | 43,571 | |||
China Conch Venture Holdings, Ltd. | 57,900 | 92,069 | |||
China Construction Bank Corp., Class A | 15,400 | 11,971 | |||
China Construction Bank Corp., H Shares | 3,285,914 | 1,896,636 | |||
China Eastern Airlines Corp., Ltd., Class A (A) | 15,800 | 10,842 | |||
China Everbright Bank Company, Ltd., Class A | 88,600 | 35,165 | |||
China Everbright Bank Company, Ltd., H Shares | 120,000 | 32,948 | |||
China Evergrande Group (A) | 65,959 | 5,593 | |||
China Feihe, Ltd. (B) | 119,000 | 83,088 | |||
China Galaxy Securities Company, Ltd., H Shares | 129,500 | 59,662 | |||
China Greatwall Technology Group Company, Ltd., Class A | 6,500 | 7,805 | |||
China Hongqiao Group, Ltd. | 78,000 | 63,852 | |||
China Huishan Dairy Holdings Company, Ltd. (A)(E) | 225,000 | 0 | |||
China International Capital Corp., Ltd., H Shares (B) | 52,000 | 74,996 | |||
China Lesso Group Holdings, Ltd. | 36,000 | 33,322 |
90 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
China Life Insurance Company, Ltd., Class A | 4,500 | $ | 20,010 | ||
China Life Insurance Company, Ltd., H Shares | 255,624 | 327,053 | |||
China Literature, Ltd. (A)(B) | 14,000 | 39,372 | |||
China Longyuan Power Group Corp., Ltd., H Shares | 114,000 | 142,454 | |||
China Medical System Holdings, Ltd. | 48,300 | 57,536 | |||
China Meidong Auto Holdings, Ltd. | 18,000 | 28,484 | |||
China Merchants Bank Company, Ltd., Class A | 45,900 | 217,023 | |||
China Merchants Bank Company, Ltd., H Shares | 133,823 | 619,314 | |||
China Merchants Securities Company, Ltd., Class A | 16,510 | 28,625 | |||
China Merchants Shekou Industrial Zone Holdings Company, Ltd., Class A | 17,600 | 40,545 | |||
China Minsheng Banking Corp., Ltd., Class A | 78,880 | 37,658 | |||
China Minsheng Banking Corp., Ltd., H Shares | 194,496 | 55,616 | |||
China National Building Material Company, Ltd., H Shares | 138,000 | 105,077 | |||
China National Nuclear Power Company, Ltd., Class A | 20,900 | 17,174 | |||
China Oilfield Services, Ltd., H Shares | 56,000 | 55,458 | |||
China Pacific Insurance Group Company, Ltd., Class A | 14,000 | 39,987 | |||
China Pacific Insurance Group Company, Ltd., H Shares | 94,100 | 172,802 | |||
China Petroleum & Chemical Corp., Class A | 56,700 | 34,304 | |||
China Petroleum & Chemical Corp., H Shares | 873,361 | 372,949 | |||
China Railway Group, Ltd., Class A | 30,000 | 22,075 | |||
China Railway Group, Ltd., H Shares | 144,000 | 70,720 | |||
China Resources Mixc Lifestyle Services, Ltd. (B) | 23,400 | 89,313 | |||
China Shenhua Energy Company, Ltd., Class A | 9,800 | 43,610 | |||
China Shenhua Energy Company, Ltd., H Shares | 113,500 | 337,737 | |||
China Southern Airlines Company, Ltd., Class A (A) | 13,800 | 12,896 | |||
China Southern Airlines Company, Ltd., H Shares (A) | 64,000 | 33,682 | |||
China State Construction Engineering Corp., Ltd., Class A | 93,340 | 67,543 | |||
China Suntien Green Energy Corp., Ltd., H Shares | 60,000 | 21,886 | |||
China Three Gorges Renewables Group Company, Ltd., Class A | 58,700 | 46,434 | |||
China Tourism Group Duty Free Corp., Ltd., Class A | 4,300 | 118,809 | |||
China Tower Corp., Ltd., H Shares (B) | 1,496,000 | 159,835 | |||
China Vanke Company, Ltd., Class A | 21,600 | 54,255 | |||
China Vanke Company, Ltd., H Shares | 56,900 | 102,975 | |||
China Yangtze Power Company, Ltd., Class A | 48,900 | 156,524 | |||
Chinasoft International, Ltd. (A) | 96,000 | 58,641 | |||
Chongqing Zhifei Biological Products Company, Ltd., Class A | 3,100 | 37,660 | |||
CIFI Holdings Group Company, Ltd. | 145,767 | 14,729 | |||
CITIC Securities Company, Ltd., Class A | 25,185 | 61,650 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
CITIC Securities Company, Ltd., H Shares | 86,825 | $ | 146,971 | ||
CITIC, Ltd. | 207,967 | 195,938 | |||
CMOC Group, Ltd., Class A | 28,400 | 18,845 | |||
CMOC Group, Ltd., H Shares | 129,000 | 50,085 | |||
Contemporary Amperex Technology Company, Ltd., Class A | 4,900 | 275,893 | |||
COSCO SHIPPING Holdings Company, Ltd., Class A | 26,000 | 40,087 | |||
COSCO SHIPPING Holdings Company, Ltd., H Shares | 119,600 | 139,115 | |||
Country Garden Holdings Company, Ltd. | 270,117 | 62,397 | |||
Country Garden Services Holdings Company, Ltd. | 69,000 | 100,742 | |||
CRRC Corp., Ltd., H Shares | 145,000 | 46,831 | |||
CSC Financial Company, Ltd., Class A | 6,200 | 20,134 | |||
CSPC Pharmaceutical Group, Ltd. | 303,120 | 300,445 | |||
Dali Foods Group Company, Ltd. (B) | 73,000 | 31,436 | |||
Daqo New Energy Corp., ADR (A) | 2,500 | 132,700 | |||
Dongfeng Motor Group Company, Ltd., H Shares | 91,220 | 48,763 | |||
Dongyue Group, Ltd. | 49,000 | 48,557 | |||
East Money Information Company, Ltd., Class A | 25,747 | 63,676 | |||
Ecovacs Robotics Company, Ltd., Class A | 2,300 | 21,518 | |||
ENN Energy Holdings, Ltd. | 26,600 | 354,663 | |||
Eve Energy Company, Ltd., Class A | 4,181 | 49,601 | |||
Everbright Securities Company, Ltd., Class A | 8,700 | 16,067 | |||
Flat Glass Group Company, Ltd., H Shares | 23,000 | 55,654 | |||
Focus Media Information Technology Company, Ltd., Class A | 32,700 | 25,380 | |||
Foshan Haitian Flavouring & Food Company, Ltd., Class A | 8,580 | 99,939 | |||
Fosun International, Ltd. | 85,000 | 52,530 | |||
Founder Securities Company, Ltd., Class A | 13,200 | 12,163 | |||
Foxconn Industrial Internet Company, Ltd., Class A | 6,400 | 7,665 | |||
Fuyao Glass Industry Group Company, Ltd., Class A | 4,500 | 22,626 | |||
Fuyao Glass Industry Group Company, Ltd., H Shares (B) | 20,800 | 83,403 | |||
Ganfeng Lithium Company, Ltd., Class A | 3,360 | 35,308 | |||
Ganfeng Lithium Company, Ltd., H Shares (B) | 12,039 | 79,530 | |||
GCL System Integration Technology Company, Ltd., Class A (A) | 60,900 | 27,053 | |||
GDS Holdings, Ltd., ADR (A) | 3,400 | 60,044 | |||
GDS Holdings, Ltd., Class A (A) | 2,800 | 6,160 | |||
Gemdale Corp., Class A | 7,300 | 11,826 | |||
Genscript Biotech Corp. (A) | 40,000 | 86,590 | |||
GF Securities Company, Ltd., Class A | 13,200 | 26,463 | |||
GF Securities Company, Ltd., H Shares | 47,800 | 51,874 | |||
GigaDevice Semiconductor, Inc., Class A | 1,372 | 17,992 | |||
GoerTek, Inc., Class A | 5,200 | 19,339 | |||
Great Wall Motor Company, Ltd., H Shares | 104,500 | 119,134 | |||
Greentown China Holdings, Ltd. | 29,000 | 54,429 | |||
Greentown Service Group Company, Ltd. | 48,000 | 31,727 | |||
Guangdong Haid Group Company, Ltd., Class A | 3,500 | 29,706 |
91 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Guangzhou Automobile Group Company, Ltd., H Shares | 100,310 | $ | 71,274 | ||
Guangzhou Baiyunshan Pharmaceutical Holdings Company, Ltd., Class A | 2,300 | 8,389 | |||
Guosen Securities Company, Ltd., Class A | 6,600 | 7,985 | |||
Guotai Junan Securities Company, Ltd., Class A | 16,700 | 32,066 | |||
H World Group, Ltd., ADR | 6,700 | 224,718 | |||
Haidilao International Holding, Ltd. (A)(B) | 38,000 | 73,708 | |||
Haier Smart Home Company, Ltd., Class A | 13,600 | 47,246 | |||
Haier Smart Home Company, Ltd., H Shares | 83,800 | 255,002 | |||
Haitian International Holdings, Ltd. | 21,000 | 39,740 | |||
Haitong Securities Company, Ltd., Class A | 18,000 | 21,909 | |||
Haitong Securities Company, Ltd., H Shares | 113,200 | 59,861 | |||
Hangzhou First Applied Material Company, Ltd., Class A | 3,920 | 29,176 | |||
Hangzhou Silan Microelectronics Company, Ltd., Class A | 2,600 | 11,661 | |||
Hangzhou Tigermed Consulting Company, Ltd., A Shares | 1,700 | 21,762 | |||
Hangzhou Tigermed Consulting Company, Ltd., H Shares (B) | 4,100 | 32,963 | |||
Hansoh Pharmaceutical Group Company, Ltd. (B) | 40,000 | 63,145 | |||
Henan Shuanghui Investment & Development Company, Ltd., Class A | 4,400 | 15,156 | |||
Hengan International Group Company, Ltd. | 25,000 | 111,771 | |||
Hengli Petrochemical Company, Ltd., Class A | 9,500 | 22,542 | |||
Hithink RoyalFlush Information Network Company, Ltd., Class A | 900 | 9,788 | |||
Hua Hong Semiconductor, Ltd. (A)(B) | 20,000 | 45,300 | |||
Huadong Medicine Company, Ltd., Class A | 2,800 | 15,798 | |||
Hualan Biological Engineering, Inc., Class A | 4,030 | 10,287 | |||
Huaneng Power International, Inc., H Shares (A) | 149,436 | 64,802 | |||
Huatai Securities Company, Ltd., Class A | 16,400 | 27,898 | |||
Huatai Securities Company, Ltd., H Shares (B) | 48,800 | 53,519 | |||
Huaxia Bank Company, Ltd., Class A | 28,500 | 20,183 | |||
Huayu Automotive Systems Company, Ltd., Class A | 5,100 | 11,822 | |||
Hundsun Technologies, Inc., Class A | 3,075 | 14,632 | |||
Hygeia Healthcare Holdings Company, Ltd. (A)(B) | 11,400 | 63,769 | |||
Iflytek Company, Ltd., Class A | 9,600 | 44,289 | |||
Industrial & Commercial Bank of China, Ltd., Class A | 120,000 | 73,537 | |||
Industrial & Commercial Bank of China, Ltd., H Shares | 1,927,735 | 904,312 | |||
Industrial Bank Company, Ltd., Class A | 46,200 | 108,029 | |||
Industrial Securities Company, Ltd., Class A (A) | 14,900 | 11,402 | |||
Ingenic Semiconductor Company, Ltd., Class A | 2,800 | 29,034 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | 48,800 | $ | 12,613 | ||
Inner Mongolia Yili Industrial Group Company, Ltd., Class A | 13,600 | 63,102 | |||
Inner Mongolia Yitai Coal Company, Ltd., Class B | 36,400 | 54,628 | |||
Innovent Biologics, Inc. (A)(B) | 35,000 | 107,566 | |||
Inspur Electronic Information Industry Company, Ltd., Class A | 3,248 | 9,015 | |||
iQIYI, Inc., ADR (A) | 12,000 | 32,520 | |||
JA Solar Technology Company, Ltd., Class A | 4,480 | 40,329 | |||
JD Health International, Inc. (A)(B) | 38,200 | 217,600 | |||
JD.com, Inc., Class A | 73,673 | 1,858,636 | |||
Jiangsu Expressway Company, Ltd., H Shares | 41,145 | 30,891 | |||
Jiangsu Hengli Hydraulic Company, Ltd., Class A | 2,960 | 18,809 | |||
Jiangsu Hengrui Medicine Company, Ltd., Class A | 14,198 | 69,978 | |||
Jiangsu King's Luck Brewery JSC, Ltd., Class A | 2,800 | 18,047 | |||
Jiangsu Yanghe Brewery Joint-Stock Company, Ltd., Class A | 3,400 | 75,727 | |||
Jiangxi Copper Company, Ltd., H Shares | 39,075 | 45,078 | |||
Jinxin Fertility Group, Ltd. (B) | 44,000 | 21,406 | |||
Jiumaojiu International Holdings, Ltd. (B) | 22,000 | 35,777 | |||
Kanzhun, Ltd., ADR (A) | 2,900 | 48,952 | |||
KE Holdings, Inc., ADR (A) | 11,800 | 206,736 | |||
Kingdee International Software Group Company, Ltd. (A) | 89,000 | 115,999 | |||
Kingsoft Corp., Ltd. | 32,800 | 86,787 | |||
Kuaishou Technology (A)(B) | 59,600 | 382,283 | |||
Kweichow Moutai Company, Ltd., Class A | 2,500 | 657,953 | |||
Lenovo Group, Ltd. | 257,436 | 178,067 | |||
Lens Technology Company, Ltd., Class A | 7,300 | 9,469 | |||
Lepu Medical Technology Beijing Company, Ltd., Class A | 4,000 | 11,903 | |||
Li Auto, Inc., ADR (A) | 19,000 | 437,190 | |||
Li Ning Company, Ltd. | 80,500 | 610,825 | |||
Lingyi iTech Guangdong Company, Class A (A) | 12,700 | 7,941 | |||
Longfor Group Holdings, Ltd. (B) | 62,600 | 179,446 | |||
LONGi Green Energy Technology Company, Ltd., Class A | 15,064 | 101,064 | |||
Lufax Holding, Ltd., ADR | 28,800 | 73,152 | |||
Luxshare Precision Industry Company, Ltd., Class A | 15,495 | 63,914 | |||
Luzhou Laojiao Company, Ltd., Class A | 3,300 | 107,219 | |||
Mango Excellent Media Company, Ltd., Class A | 3,300 | 11,560 | |||
Maxscend Microelectronics Company, Ltd., Class A | 1,440 | 17,860 | |||
Meinian Onehealth Healthcare Holdings Company, Ltd., Class A (A) | 8,300 | 4,988 | |||
Meituan, Class B (A)(B) | 150,500 | 3,162,977 | |||
Metallurgical Corp. of China, Ltd., Class A | 28,700 | 12,048 | |||
Microport Scientific Corp. (A) | 25,019 | 42,637 | |||
Ming Yuan Cloud Group Holdings, Ltd. | 24,000 | 14,119 | |||
Minth Group, Ltd. | 26,000 | 57,096 | |||
Muyuan Foods Company, Ltd., Class A | 9,282 | 71,267 |
92 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
NARI Technology Company, Ltd., Class A | 14,832 | $ | 51,725 | ||
NAURA Technology Group Company, Ltd., Class A | 1,100 | 42,984 | |||
NetEase, Inc. | 71,000 | 1,071,350 | |||
New China Life Insurance Company, Ltd., Class A | 4,600 | 17,415 | |||
New China Life Insurance Company, Ltd., H Shares | 29,500 | 56,182 | |||
New Hope Liuhe Company, Ltd., Class A (A) | 6,800 | 13,304 | |||
New Oriental Education & Technology Group, Inc. (A) | 51,000 | 124,598 | |||
NIO, Inc., ADR (A) | 45,100 | 711,227 | |||
Nongfu Spring Company, Ltd., H Shares (B) | 60,400 | 349,309 | |||
Orient Securities Company, Ltd., Class A | 12,288 | 13,256 | |||
Perfect World Company, Ltd., Class A | 4,350 | 7,586 | |||
PetroChina Company, Ltd., Class A | 36,000 | 26,102 | |||
PetroChina Company, Ltd., H Shares | 712,261 | 291,165 | |||
Pharmaron Beijing Company, Ltd., H Shares (B) | 6,300 | 30,477 | |||
PICC Property & Casualty Company, Ltd., H Shares | 252,363 | 260,965 | |||
Pinduoduo, Inc., ADR (A) | 15,900 | 995,022 | |||
Ping An Bank Company, Ltd., Class A | 38,200 | 63,649 | |||
Ping An Healthcare and Technology Company, Ltd. (A)(B) | 17,400 | 32,721 | |||
Ping An Insurance Group Company of China, Ltd., Class A | 24,100 | 140,710 | |||
Ping An Insurance Group Company of China, Ltd., H Shares | 224,790 | 1,121,431 | |||
Poly Developments and Holdings Group Company, Ltd., Class A | 26,500 | 67,168 | |||
Pop Mart International Group, Ltd. (B) | 19,200 | 35,110 | |||
Postal Savings Bank of China Company, Ltd., H Shares (B) | 331,000 | 194,550 | |||
Power Construction Corp. of China, Ltd., Class A | 20,500 | 20,020 | |||
Raytron Technology Company, Ltd., Class A | 2,601 | 13,851 | |||
RLX Technology, Inc., ADR (A) | 24,900 | 26,145 | |||
Rongsheng Petrochemical Company, Ltd., Class A | 13,950 | 27,103 | |||
SAIC Motor Corp., Ltd., Class A | 17,300 | 34,719 | |||
Sangfor Technologies, Inc., Class A | 700 | 9,839 | |||
Sany Heavy Equipment International Holdings Company, Ltd. | 38,000 | 36,878 | |||
Sany Heavy Industry Company, Ltd., Class A | 18,600 | 36,225 | |||
SDIC Power Holdings Company, Ltd., Class A | 10,900 | 16,471 | |||
Seazen Group, Ltd. (A) | 67,047 | 15,599 | |||
Seazen Holdings Company, Ltd., Class A (A) | 5,000 | 12,281 | |||
SF Holding Company, Ltd., Class A | 10,100 | 67,085 | |||
Shaanxi Coal Industry Company, Ltd., Class A | 13,400 | 42,952 | |||
Shandong Gold Mining Company, Ltd., Class A | 5,880 | 14,243 | |||
Shandong Gold Mining Company, Ltd., H Shares (B) | 21,500 | 34,209 | |||
Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 80,000 | 107,173 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Shanghai Baosight Software Company, Ltd., Class B | 22,880 | $ | 66,363 | ||
Shanghai Fosun Pharmaceutical Group Company, Ltd., Class A | 3,200 | 13,269 | |||
Shanghai Fosun Pharmaceutical Group Company, Ltd., H Shares | 17,500 | 42,247 | |||
Shanghai International Airport Company, Ltd., Class A (A) | 1,600 | 12,978 | |||
Shanghai International Port Group Company, Ltd., Class A | 13,700 | 10,715 | |||
Shanghai Lujiazui Finance & Trade Zone Development Company, Ltd., B Shares | 39,240 | 30,704 | |||
Shanghai M&G Stationery, Inc., Class A | 2,000 | 12,699 | |||
Shanghai Pharmaceuticals Holding Company, Ltd., H Shares | 31,100 | 42,890 | |||
Shanghai Pudong Development Bank Company, Ltd., Class A | 65,300 | 64,730 | |||
Shanxi Xinghuacun Fen Wine Factory Company, Ltd., Class A | 1,960 | 83,420 | |||
Shengyi Technology Company, Ltd., Class A | 5,100 | 9,395 | |||
Shennan Circuits Company, Ltd., Class A | 1,120 | 11,909 | |||
Shenwan Hongyuan Group Company, Ltd., Class A | 36,200 | 19,652 | |||
Shenzhen Inovance Technology Company, Ltd., Class A | 5,550 | 44,891 | |||
Shenzhen Kangtai Biological Products Company, Ltd., Class A | 2,240 | 9,539 | |||
Shenzhen Mindray Bio-Medical Electronics Company, Ltd., Class A | 2,500 | 105,159 | |||
Shenzhen Overseas Chinese Town Company, Ltd., Class A | 13,200 | 8,950 | |||
Shenzhou International Group Holdings, Ltd. | 28,300 | 218,520 | |||
Shimao Services Holdings, Ltd. (A)(B) | 34,000 | 7,193 | |||
Sichuan Chuantou Energy Company, Ltd., Class A | 9,800 | 16,585 | |||
Silergy Corp. | 12,000 | 156,503 | |||
Sinopharm Group Company, Ltd., H Shares | 42,800 | 85,420 | |||
Sinotruk Hong Kong, Ltd. | 24,500 | 20,358 | |||
Smoore International Holdings, Ltd. (B) | 62,000 | 73,553 | |||
Songcheng Performance Development Company, Ltd., Class A | 5,760 | 9,716 | |||
Sunac China Holdings, Ltd. (A)(E) | 87,000 | 45,685 | |||
Sungrow Power Supply Company, Ltd., Class A | 3,000 | 46,472 | |||
Sunny Optical Technology Group Company, Ltd. | 24,400 | 231,888 | |||
TAL Education Group, ADR (A) | 12,800 | 63,232 | |||
TCL Technology Group Corp., Class A | 21,800 | 11,134 | |||
TCL Zhonghuan Renewable Energy Technology Company, Ltd., Class A | 6,600 | 41,501 | |||
Tencent Holdings, Ltd. | 214,000 | 7,228,132 | |||
Tencent Music Entertainment Group, ADR (A) | 25,200 | 102,312 | |||
The People's Insurance Company Group of China, Ltd., H Shares | 265,000 | 76,776 | |||
Thunder Software Technology Company, Ltd., Class A | 900 | 13,339 | |||
Tingyi Cayman Islands Holding Corp. | 76,000 | 130,881 | |||
Tongcheng Travel Holdings, Ltd. (A) | 41,600 | 81,183 | |||
Tongwei Company, Ltd., Class A | 6,200 | 40,825 |
93 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Topsports International Holdings, Ltd. (B) | 64,000 | $ | 44,738 | ||
TravelSky Technology, Ltd., H Shares | 31,000 | 47,448 | |||
Trip.com Group, Ltd., ADR (A) | 18,900 | 516,159 | |||
Tsingtao Brewery Company, Ltd., H Shares | 22,000 | 207,411 | |||
Unigroup Guoxin Microelectronics Company, Ltd., Class A | 1,679 | 34,076 | |||
Uni-President China Holdings, Ltd. | 46,000 | 38,544 | |||
Unisplendour Corp., Ltd., Class A | 5,320 | 11,863 | |||
Vipshop Holdings, Ltd., ADR (A) | 15,300 | 128,673 | |||
Walvax Biotechnology Company, Ltd., Class A | 3,400 | 17,703 | |||
Wanhua Chemical Group Company, Ltd., Class A | 7,000 | 90,546 | |||
Want Want China Holdings, Ltd. | 163,000 | 106,450 | |||
Weibo Corp., ADR (A) | 2,390 | 40,869 | |||
Weichai Power Company, Ltd., Class A | 9,600 | 12,993 | |||
Weichai Power Company, Ltd., H Shares | 64,720 | 61,313 | |||
Wens Foodstuffs Group Company, Ltd., Class A (A) | 14,160 | 40,892 | |||
Will Semiconductor Company, Ltd., Class A | 4,185 | 47,030 | |||
Wuliangye Yibin Company, Ltd., Class A | 8,600 | 204,575 | |||
WUS Printed Circuit Kunshan Company, Ltd., Class A | 4,180 | 5,846 | |||
WuXi AppTec Company, Ltd., Class A | 5,544 | 55,615 | |||
WuXi AppTec Company, Ltd., H Shares (B) | 12,106 | 96,687 | |||
Wuxi Biologics Cayman, Inc. (A)(B) | 122,500 | 729,224 | |||
Wuxi Shangji Automation Company, Ltd., Class A | 1,540 | 29,089 | |||
Xiaomi Corp., Class B (A)(B) | 522,200 | 591,325 | |||
Xinjiang Goldwind Science & Technology Company, Ltd., Class A | 7,700 | 12,268 | |||
Xinjiang Goldwind Science & Technology Company, Ltd., H Shares | 22,200 | 25,601 | |||
Xinyi Solar Holdings, Ltd. | 172,835 | 181,500 | |||
XPeng, Inc., ADR (A) | 14,400 | 172,080 | |||
Xtep International Holdings, Ltd. | 45,000 | 47,365 | |||
Yadea Group Holdings, Ltd. (B) | 42,000 | 67,128 | |||
Yankuang Energy Group Company, Ltd., H Shares | 49,990 | 180,499 | |||
Yihai International Holding, Ltd. (A) | 16,000 | 33,694 | |||
Yonyou Network Technology Company, Ltd., Class A | 5,200 | 12,827 | |||
Yum China Holdings, Inc. | 15,400 | 728,882 | |||
Yunda Holding Company, Ltd., Class A | 3,120 | 6,875 | |||
Yunnan Baiyao Group Company, Ltd., Class A | 3,920 | 28,894 | |||
Yunnan Energy New Material Company, Ltd., Class A | 1,800 | 44,037 | |||
Zai Lab, Ltd., ADR (A) | 3,100 | 106,020 | |||
Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., Class A | 1,000 | 37,450 | |||
Zhaojin Mining Industry Company, Ltd., H Shares (A) | 40,000 | 27,385 | |||
Zhejiang Chint Electrics Company, Ltd., Class A | 4,800 | 17,994 | |||
Zhejiang Dahua Technology Company, Ltd., Class A | 4,800 | 8,674 | |||
Zhejiang Expressway Company, Ltd., H Shares | 49,718 | 33,785 | |||
Zhejiang Huayou Cobalt Company, Ltd., Class A | 3,300 | 29,748 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
China (continued) | |||||
Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | 2,600 | $ | 24,662 | ||
Zhejiang NHU Company, Ltd., Class A | 6,912 | 21,595 | |||
Zhejiang Supor Company, Ltd., Class A | 1,200 | 7,795 | |||
ZhongAn Online P&C Insurance Company, Ltd., H Shares (A)(B) | 24,300 | 54,158 | |||
Zhongsheng Group Holdings, Ltd. | 20,000 | 79,307 | |||
Zhuzhou CRRC Times Electric Company, Ltd. | 18,000 | 75,344 | |||
Zijin Mining Group Company, Ltd., Class A | 27,800 | 30,566 | |||
Zijin Mining Group Company, Ltd., H Shares | 193,469 | 187,262 | |||
Zoomlion Heavy Industry Science and Technology Company, Ltd., Class A | 14,300 | 11,145 | |||
Zoomlion Heavy Industry Science and Technology Company, Ltd., H Shares | 44,800 | 15,500 | |||
ZTE Corp., Class A | 7,600 | 22,894 | |||
ZTE Corp., H Shares | 25,887 | 46,230 | |||
ZTO Express Cayman, Inc., ADR | 15,400 | 370,062 | |||
54,047,966 | |||||
Colombia - 0.0% | |||||
Bancolombia SA, ADR | 3,847 | 93,751 | |||
Ecopetrol SA, ADR | 9,500 | 84,835 | |||
178,586 | |||||
Czech Republic - 0.0% | |||||
CEZ AS | 5,524 | 189,360 | |||
Komercni banka AS | 3,440 | 86,037 | |||
Moneta Money Bank AS (B) | 17,731 | 49,899 | |||
325,296 | |||||
Denmark - 1.7% | |||||
A.P. Moller - Maersk A/S, Series A | 118 | 208,478 | |||
A.P. Moller - Maersk A/S, Series B | 184 | 334,370 | |||
Carlsberg A/S, Class B | 3,694 | 431,964 | |||
Chr. Hansen Holding A/S | 4,006 | 197,333 | |||
Coloplast A/S, B Shares | 4,360 | 443,082 | |||
Danske Bank A/S | 26,235 | 326,538 | |||
Demant A/S (A) | 3,300 | 81,581 | |||
DSV A/S | 6,560 | 768,488 | |||
Genmab A/S (A) | 2,393 | 769,837 | |||
GN Store Nord A/S | 4,761 | 83,396 | |||
Novo Nordisk A/S, B Shares | 58,067 | 5,784,507 | |||
Novozymes A/S, B Shares | 7,605 | 382,167 | |||
Orsted A/S (B) | 6,916 | 551,211 | |||
Pandora A/S | 3,738 | 174,812 | |||
ROCKWOOL A/S, B Shares | 352 | 55,524 | |||
Tryg A/S | 13,079 | 270,002 | |||
Vestas Wind Systems A/S | 36,668 | 675,163 | |||
11,538,453 | |||||
Egypt - 0.0% | |||||
Commercial International Bank Egypt SAE | 103,464 | 132,837 | |||
Finland - 0.8% | |||||
Elisa OYJ | 4,868 | 220,564 | |||
Fortum OYJ | 16,798 | 225,715 | |||
Kesko OYJ, B Shares | 9,211 | 171,849 | |||
Kone OYJ, B Shares | 11,833 | 455,906 | |||
Neste OYJ | 14,709 | 641,156 | |||
Nokia OYJ | 128,632 | 552,223 | |||
Nokia OYJ (Euronext Paris Exchange) | 56,247 | 240,056 | |||
Nordea Bank ABP | 108,931 | 932,256 | |||
Nordea Bank ABP | 1,569 | 13,408 | |||
Orion OYJ, Class B | 3,379 | 142,281 |
94 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Finland (continued) | |||||
Sampo OYJ, A Shares | 17,039 | $ | 727,420 | ||
Stora Enso OYJ, R Shares | 20,482 | 260,191 | |||
UPM-Kymmene OYJ | 19,972 | 633,798 | |||
Wartsila OYJ ABP | 15,222 | 97,236 | |||
5,314,059 | |||||
France - 6.8% | |||||
Accor SA (A) | 6,145 | 128,649 | |||
Aeroports de Paris (A) | 1,190 | 137,516 | |||
Air Liquide SA | 17,904 | 2,046,404 | |||
Airbus SE | 20,253 | 1,745,810 | |||
Alstom SA | 12,058 | 195,047 | |||
Amundi SA (B) | 2,415 | 100,538 | |||
Arkema SA | 1,999 | 145,684 | |||
AXA SA | 66,380 | 1,449,264 | |||
BioMerieux | 1,432 | 113,271 | |||
BNP Paribas SA | 38,662 | 1,633,048 | |||
Bollore SE | 32,561 | 149,391 | |||
Bouygues SA | 8,158 | 213,400 | |||
Bureau Veritas SA | 10,297 | 230,421 | |||
Capgemini SE | 5,786 | 926,338 | |||
Carrefour SA | 23,459 | 325,354 | |||
Cie de Saint-Gobain | 18,075 | 646,280 | |||
Cie Generale des Etablissements Michelin SCA | 23,852 | 534,419 | |||
Covivio | 2,169 | 104,488 | |||
Credit Agricole SA | 45,282 | 367,599 | |||
Danone SA | 22,299 | 1,054,412 | |||
Dassault Aviation SA | 980 | 111,495 | |||
Dassault Systemes SE | 24,046 | 830,187 | |||
Edenred | 8,717 | 401,597 | |||
Eiffage SA | 3,075 | 246,593 | |||
Electricite de France SA | 17,250 | 200,055 | |||
Engie SA | 66,203 | 761,986 | |||
EssilorLuxottica SA | 10,020 | 1,361,942 | |||
Eurazeo SE | 1,666 | 86,934 | |||
Faurecia SE (A) | 633 | 6,734 | |||
Gecina SA | 1,814 | 142,071 | |||
Getlink SE | 16,925 | 262,461 | |||
Hermes International | 1,082 | 1,272,557 | |||
Ipsen SA | 1,496 | 138,454 | |||
Kering SA | 2,569 | 1,139,472 | |||
Klepierre SA (A) | 8,046 | 139,881 | |||
La Francaise des Jeux SAEM (B) | 3,888 | 115,333 | |||
Legrand SA | 9,699 | 627,126 | |||
L'Oreal SA | 8,231 | 2,631,787 | |||
LVMH Moet Hennessy Louis Vuitton SE | 9,580 | 5,648,105 | |||
Orange SA | 72,639 | 656,984 | |||
Pernod Ricard SA | 7,161 | 1,313,710 | |||
Publicis Groupe SA | 8,401 | 398,060 | |||
Remy Cointreau SA | 930 | 154,331 | |||
Renault SA (A) | 7,048 | 190,690 | |||
Safran SA | 11,681 | 1,062,847 | |||
Sanofi | 39,156 | 2,981,582 | |||
Sartorius Stedim Biotech | 1,029 | 315,631 | |||
Schneider Electric SE | 17,968 | 2,029,492 | |||
Schneider Electric SE (Euronext London Exchange) | 623 | 70,521 | |||
SEB SA | 1,019 | 64,096 | |||
Societe Generale SA | 29,342 | 580,268 | |||
Sodexo SA | 3,211 | 241,146 | |||
Teleperformance | 2,141 | 543,135 | |||
Thales SA | 4,046 | 445,843 | |||
TotalEnergies SE (C) | 84,703 | 3,973,791 | |||
Ubisoft Entertainment SA (A) | 3,643 | 100,118 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
France (continued) | |||||
Unibail-Rodamco-Westfield (Euronext Amsterdam Exchange) (A) | 3,595 | $ | 148,760 | ||
Unibail-Rodamco-Westfield, CHESS Depositary Interest (A) | 27,093 | 52,861 | |||
Valeo | 8,882 | 134,205 | |||
Veolia Environnement SA | 23,848 | 455,786 | |||
Vinci SA | 18,446 | 1,491,552 | |||
Vivendi SE | 29,108 | 225,778 | |||
Wendel SE | 1,176 | 84,172 | |||
Worldline SA (A)(B) | 8,877 | 350,868 | |||
46,438,330 | |||||
Germany - 4.4% | |||||
adidas AG | 5,907 | 679,073 | |||
Allianz SE | 14,190 | 2,235,404 | |||
BASF SE | 31,532 | 1,210,143 | |||
Bayer AG | 33,683 | 1,551,923 | |||
Bayerische Motoren Werke AG | 11,277 | 764,325 | |||
Bechtle AG | 3,255 | 117,013 | |||
Beiersdorf AG | 3,796 | 373,003 | |||
Brenntag SE | 5,855 | 353,945 | |||
Carl Zeiss Meditec AG, Bearer Shares | 1,435 | 149,059 | |||
Commerzbank AG (A) | 37,723 | 268,549 | |||
Continental AG | 4,116 | 182,640 | |||
Covestro AG (B) | 7,081 | 202,457 | |||
Daimler Truck Holding AG (A) | 15,182 | 343,225 | |||
Delivery Hero SE (A)(B) | 6,014 | 219,674 | |||
Deutsche Bank AG | 70,362 | 520,957 | |||
Deutsche Boerse AG | 6,468 | 1,060,274 | |||
Deutsche Lufthansa AG (A) | 23,929 | 137,547 | |||
Deutsche Post AG | 33,981 | 1,024,172 | |||
Deutsche Telekom AG | 110,734 | 1,884,871 | |||
E.ON SE | 76,314 | 586,301 | |||
Evonik Industries AG | 8,081 | 135,337 | |||
Fresenius Medical Care AG & Company KGaA | 6,818 | 192,083 | |||
Fresenius SE & Company KGaA | 15,618 | 332,900 | |||
GEA Group AG | 5,882 | 190,358 | |||
Hannover Rueck SE | 1,990 | 298,310 | |||
HeidelbergCement AG | 5,549 | 219,208 | |||
HelloFresh SE (A) | 6,177 | 129,296 | |||
Henkel AG & Company KGaA | 3,884 | 220,118 | |||
Infineon Technologies AG | 44,694 | 978,081 | |||
KION Group AG | 2,693 | 51,574 | |||
Knorr-Bremse AG | 2,779 | 119,339 | |||
LEG Immobilien SE | 2,555 | 152,506 | |||
Mercedes-Benz Group AG | 27,413 | 1,386,188 | |||
Merck KGaA | 4,683 | 758,085 | |||
MTU Aero Engines AG | 1,991 | 297,563 | |||
Muenchener Rueckversicherungs-Gesellschaft AG | 4,786 | 1,152,085 | |||
Nemetschek SE | 2,010 | 95,408 | |||
Puma SE | 3,943 | 182,403 | |||
Rational AG | 207 | 100,254 | |||
Rheinmetall AG | 1,488 | 229,103 | |||
RWE AG | 21,783 | 800,653 | |||
SAP SE | 35,971 | 2,931,452 | |||
Scout24 SE (B) | 3,211 | 160,904 | |||
Siemens AG | 26,349 | 2,575,417 | |||
Siemens Energy AG | 15,127 | 166,559 | |||
Siemens Healthineers AG (B) | 10,330 | 443,109 | |||
Symrise AG | 4,743 | 462,500 | |||
Telefonica Deutschland Holding AG | 44,170 | 89,303 | |||
Uniper SE | 3,706 | 13,987 | |||
United Internet AG | 4,503 | 84,178 | |||
Volkswagen AG | 1,264 | 205,992 |
95 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Germany (continued) | |||||
Vonovia SE | 23,879 | $ | 515,349 | ||
Zalando SE (A)(B) | 8,154 | 159,271 | |||
29,693,428 | |||||
Greece - 0.1% | |||||
Alpha Services and Holdings SA (A) | 74,045 | 58,127 | |||
Eurobank Ergasias Services and Holdings SA (A) | 85,715 | 71,547 | |||
FF Group (A)(E) | 1,869 | 2,748 | |||
Hellenic Telecommunications Organization SA | 8,503 | 123,468 | |||
JUMBO SA | 5,651 | 75,239 | |||
Mytilineos SA | 3,417 | 46,668 | |||
National Bank of Greece SA (A) | 18,750 | 55,206 | |||
OPAP SA | 9,682 | 116,111 | |||
Public Power Corp. SA (A) | 6,989 | 35,493 | |||
584,607 | |||||
Hong Kong - 2.5% | |||||
AIA Group, Ltd. | 413,200 | 3,440,265 | |||
Alibaba Health Information Technology, Ltd. (A) | 162,000 | 73,794 | |||
Alibaba Pictures Group, Ltd. (A) | 500,000 | 25,632 | |||
Beijing Enterprises Holdings, Ltd. | 19,786 | 55,452 | |||
Beijing Enterprises Water Group, Ltd. | 198,000 | 45,408 | |||
BOC Hong Kong Holdings, Ltd. | 132,328 | 440,086 | |||
Bosideng International Holdings, Ltd. | 108,000 | 53,259 | |||
Budweiser Brewing Company APAC, Ltd. (B) | 67,400 | 175,514 | |||
China Common Rich Renewable Energy Investments, Ltd. (A)(E) | 428,695 | 11,742 | |||
China Everbright Environment Group, Ltd. | 117,851 | 48,788 | |||
China Gas Holdings, Ltd. | 104,200 | 124,629 | |||
China Jinmao Holdings Group, Ltd. | 224,000 | 45,564 | |||
China Mengniu Dairy Company, Ltd. (A) | 108,004 | 426,951 | |||
China Merchants Port Holdings Company, Ltd. | 50,141 | 62,978 | |||
China Overseas Land & Investment, Ltd. | 131,382 | 341,794 | |||
China Overseas Property Holdings, Ltd. | 45,000 | 39,024 | |||
China Power International Development, Ltd. | 185,000 | 73,237 | |||
China Resources Beer Holdings Company, Ltd. | 55,979 | 388,311 | |||
China Resources Cement Holdings, Ltd. | 88,000 | 40,646 | |||
China Resources Gas Group, Ltd. | 30,000 | 95,119 | |||
China Resources Land, Ltd. | 110,964 | 434,633 | |||
China Resources Power Holdings Company, Ltd. | 68,244 | 105,382 | |||
China Ruyi Holdings, Ltd. (A) | 156,000 | 33,104 | |||
China State Construction International Holdings, Ltd. | 71,250 | 71,797 | |||
China Taiping Insurance Holdings Company, Ltd. | 60,500 | 50,712 | |||
China Traditional Chinese Medicine Holdings Company, Ltd. | 80,000 | 27,832 | |||
Chow Tai Fook Jewellery Group, Ltd. | 80,800 | 151,854 | |||
CK Asset Holdings, Ltd. | 73,046 | 438,523 | |||
CK Hutchison Holdings, Ltd. | 97,163 | 535,004 | |||
CK Infrastructure Holdings, Ltd. | 24,772 | 126,345 | |||
CLP Holdings, Ltd. | 59,400 | 448,930 | |||
COSCO SHIPPING Ports, Ltd. | 63,353 | 39,875 | |||
ESR Group, Ltd. (B) | 75,200 | 189,156 | |||
Far East Horizon, Ltd. | 66,000 | 44,495 | |||
Futu Holdings, Ltd., ADR (A) | 1,700 | 63,393 | |||
Galaxy Entertainment Group, Ltd. | 80,000 | 470,231 | |||
Geely Automobile Holdings, Ltd. | 206,000 | 281,909 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hong Kong (continued) | |||||
Guangdong Investment, Ltd. | 99,220 | $ | 79,259 | ||
Hang Lung Properties, Ltd. | 74,326 | 122,054 | |||
Hang Seng Bank, Ltd. | 27,319 | 415,044 | |||
Henderson Land Development Company, Ltd. | 55,324 | 154,919 | |||
HK Electric Investments, Ltd. | 111,500 | 78,146 | |||
HKT Trust & HKT, Ltd. | 145,233 | 170,099 | |||
Hong Kong & China Gas Company, Ltd. | 404,091 | 355,944 | |||
Hong Kong Exchanges & Clearing, Ltd. | 41,214 | 1,408,794 | |||
Hongkong Land Holdings, Ltd. | 44,100 | 193,776 | |||
Hopson Development Holdings, Ltd. | 26,620 | 27,718 | |||
HUTCHMED China, Ltd., ADR (A) | 3,800 | 33,668 | |||
Jardine Matheson Holdings, Ltd. | 7,900 | 399,408 | |||
Kingboard Holdings, Ltd. | 22,500 | 63,340 | |||
Kingboard Laminates Holdings, Ltd. | 36,500 | 32,703 | |||
Kunlun Energy Company, Ltd. | 134,000 | 96,443 | |||
Link REIT | 75,539 | 527,301 | |||
MTR Corp., Ltd. | 57,605 | 264,226 | |||
New World Development Company, Ltd. | 57,618 | 163,640 | |||
Nine Dragons Paper Holdings, Ltd. | 55,000 | 34,125 | |||
Orient Overseas International, Ltd. | 4,500 | 78,314 | |||
Power Assets Holdings, Ltd. | 51,582 | 258,569 | |||
Shenzhen International Holdings, Ltd. | 42,351 | 32,283 | |||
Shimao Group Holdings, Ltd. (A)(E) | 41,500 | 21,031 | |||
Sino Biopharmaceutical, Ltd. | 346,500 | 162,381 | |||
Sino Land Company, Ltd. | 130,333 | 171,431 | |||
SITC International Holdings Company, Ltd. | 52,000 | 95,365 | |||
Sun Hung Kai Properties, Ltd. | 49,630 | 547,730 | |||
Swire Pacific, Ltd., Class A | 18,163 | 135,760 | |||
Swire Properties, Ltd. | 43,628 | 93,856 | |||
Techtronic Industries Company, Ltd. | 49,500 | 472,335 | |||
The Wharf Holdings, Ltd. | 51,876 | 165,900 | |||
Vinda International Holdings, Ltd. | 12,000 | 28,203 | |||
WH Group, Ltd. (B) | 320,343 | 201,476 | |||
Wharf Real Estate Investment Company, Ltd. | 62,876 | 285,041 | |||
Xinyi Glass Holdings, Ltd. | 71,000 | 102,679 | |||
Yuexiu Property Company, Ltd. | 48,800 | 58,802 | |||
17,053,131 | |||||
Hungary - 0.0% | |||||
MOL Hungarian Oil & Gas PLC | 12,392 | 68,822 | |||
OTP Bank NYRT | 7,225 | 131,806 | |||
Richter Gedeon NYRT | 4,794 | 82,112 | |||
282,740 | |||||
India - 4.4% | |||||
ACC, Ltd. | 2,508 | 74,265 | |||
Adani Enterprises, Ltd. | 9,077 | 381,345 | |||
Adani Green Energy, Ltd. (A) | 10,747 | 294,804 | |||
Adani Ports & Special Economic Zone, Ltd. | 16,979 | 170,161 | |||
Adani Power, Ltd. (A) | 26,354 | 120,205 | |||
Adani Total Gas, Ltd. | 9,077 | 368,494 | |||
Adani Transmission, Ltd. (A) | 9,077 | 364,101 | |||
Ambuja Cements, Ltd. | 22,913 | 144,552 | |||
Apollo Hospitals Enterprise, Ltd. | 3,469 | 185,205 | |||
Asian Paints, Ltd. | 12,839 | 529,991 | |||
AU Small Finance Bank, Ltd. (B) | 5,380 | 40,501 | |||
Aurobindo Pharma, Ltd. | 9,153 | 57,048 | |||
Avenue Supermarts, Ltd. (A)(B) | 5,887 | 315,200 | |||
Axis Bank, Ltd. | 80,176 | 719,627 | |||
Bajaj Auto, Ltd. | 2,394 | 103,419 | |||
Bajaj Finance, Ltd. | 9,199 | 822,400 | |||
Bajaj Finserv, Ltd. | 13,150 | 270,578 | |||
Balkrishna Industries, Ltd. | 2,904 | 66,785 |
96 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
India (continued) | |||||
Bandhan Bank, Ltd. (A)(B) | 22,207 | $ | 72,082 | ||
Berger Paints India, Ltd. | 8,085 | 61,115 | |||
Bharat Electronics, Ltd. | 121,575 | 150,293 | |||
Bharat Forge, Ltd. | 9,316 | 78,975 | |||
Bharat Petroleum Corp., Ltd. | 29,814 | 111,079 | |||
Bharti Airtel, Ltd. | 75,053 | 734,267 | |||
Biocon, Ltd. | 14,021 | 49,826 | |||
Britannia Industries, Ltd. | 3,618 | 170,555 | |||
Cholamandalam Investment and Finance Company, Ltd. | 13,536 | 120,636 | |||
Cipla, Ltd. | 18,101 | 245,685 | |||
Coal India, Ltd. | 53,104 | 138,003 | |||
Colgate-Palmolive India, Ltd. | 4,075 | 81,308 | |||
Container Corp. of India, Ltd. | 9,153 | 79,820 | |||
Dabur India, Ltd. | 21,327 | 149,442 | |||
Divi's Laboratories, Ltd. | 4,431 | 200,276 | |||
DLF, Ltd. | 20,605 | 89,546 | |||
Dr. Reddy's Laboratories, Ltd., ADR | 3,708 | 194,077 | |||
Eicher Motors, Ltd. | 4,712 | 210,715 | |||
GAIL India, Ltd., GDR | 9,954 | 98,064 | |||
Godrej Consumer Products, Ltd. (A) | 11,997 | 133,216 | |||
Godrej Properties, Ltd. (A) | 4,161 | 60,578 | |||
Grasim Industries, Ltd. | 8,313 | 170,237 | |||
Havells India, Ltd. | 7,516 | 123,672 | |||
HCL Technologies, Ltd. | 37,954 | 430,931 | |||
HDFC Life Insurance Company, Ltd. (B) | 32,478 | 210,136 | |||
Hero MotoCorp, Ltd. | 4,200 | 130,776 | |||
Hindalco Industries, Ltd. | 56,656 | 269,487 | |||
Hindustan Petroleum Corp., Ltd. | 20,412 | 54,101 | |||
Hindustan Unilever, Ltd. | 27,831 | 919,055 | |||
Housing Development Finance Corp., Ltd. | 58,802 | 1,641,158 | |||
ICICI Bank, Ltd. | 94,927 | 1,002,213 | |||
ICICI Bank, Ltd., ADR | 41,314 | 866,355 | |||
ICICI Lombard General Insurance Company, Ltd. (B) | 8,559 | 120,491 | |||
ICICI Prudential Life Insurance Company, Ltd. (B) | 11,948 | 76,596 | |||
Indian Oil Corp., Ltd. | 97,345 | 79,619 | |||
Indian Railway Catering & Tourism Corp, Ltd. | 7,983 | 68,568 | |||
Indraprastha Gas, Ltd. | 10,515 | 51,411 | |||
Indus Towers, Ltd. | 29,936 | 72,281 | |||
Info Edge India, Ltd. | 2,660 | 125,096 | |||
Infosys, Ltd., ADR | 113,913 | 1,933,104 | |||
InterGlobe Aviation, Ltd. (A)(B) | 3,319 | 75,361 | |||
ITC, Ltd. | 101,934 | 414,284 | |||
Jindal Steel & Power, Ltd. | 13,940 | 72,552 | |||
JSW Steel, Ltd. | 27,061 | 208,329 | |||
Jubilant Foodworks, Ltd. | 12,635 | 95,965 | |||
Kotak Mahindra Bank, Ltd. | 19,140 | 424,522 | |||
Larsen & Toubro Infotech, Ltd. (B) | 1,748 | 94,751 | |||
Larsen & Toubro, Ltd. | 23,070 | 520,333 | |||
Lupin, Ltd. | 7,740 | 64,299 | |||
Mahindra & Mahindra, Ltd., GDR | 28,458 | 439,462 | |||
Marico, Ltd. | 17,795 | 116,863 | |||
Maruti Suzuki India, Ltd. | 4,543 | 490,838 | |||
Mindtree, Ltd. | 2,193 | 84,049 | |||
Mphasis, Ltd. | 2,804 | 71,119 | |||
MRF, Ltd. | 64 | 64,040 | |||
Muthoot Finance, Ltd. | 4,018 | 51,073 | |||
Nestle India, Ltd. | 1,140 | 267,162 | |||
NTPC, Ltd. | 133,259 | 260,589 | |||
Oil & Natural Gas Corp., Ltd. | 90,136 | 139,571 | |||
Page Industries, Ltd. | 194 | 120,542 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
India (continued) | |||||
Petronet LNG, Ltd. | 21,320 | $ | 52,155 | ||
PI Industries, Ltd. | 2,778 | 101,849 | |||
Pidilite Industries, Ltd. | 5,254 | 171,999 | |||
Piramal Pharma, Ltd. (A)(E) | 17,704 | 47,412 | |||
Power Grid Corp. of India, Ltd. | 108,193 | 281,321 | |||
Reliance Capital, Ltd., GDR (A)(B) | 4,327 | 768 | |||
Reliance Industries, Ltd. | 19,318 | 560,271 | |||
Reliance Industries, Ltd., GDR (B) | 42,342 | 2,456,774 | |||
Samvardhana Motherson International, Ltd. | 37,306 | 49,797 | |||
SBI Cards & Payment Services, Ltd. | 7,827 | 87,317 | |||
SBI Life Insurance Company, Ltd. (B) | 15,378 | 234,933 | |||
Shree Cement, Ltd. | 373 | 96,302 | |||
Shriram Transport Finance Company, Ltd. | 6,993 | 101,785 | |||
Siemens, Ltd. | 2,378 | 80,264 | |||
SRF, Ltd. | 4,927 | 150,696 | |||
State Bank of India, GDR | 5,914 | 380,709 | |||
Sun Pharmaceutical Industries, Ltd. | 32,788 | 380,895 | |||
Tata Consultancy Services, Ltd. | 31,616 | 1,159,810 | |||
Tata Consumer Products, Ltd. | 22,130 | 217,847 | |||
Tata Elxsi, Ltd. | 1,170 | 122,192 | |||
Tata Motors, Ltd. (A) | 19,116 | 94,216 | |||
Tata Motors, Ltd., ADR (A) | 7,109 | 172,464 | |||
Tata Steel, Ltd., GDR | 23,852 | 292,655 | |||
Tech Mahindra, Ltd. | 22,395 | 275,802 | |||
The Tata Power Company, Ltd. | 47,830 | 126,454 | |||
Titan Company, Ltd. | 12,240 | 388,983 | |||
Torrent Pharmaceuticals, Ltd. | 3,534 | 67,170 | |||
Trent, Ltd. | 6,052 | 104,909 | |||
UltraTech Cement, Ltd. | 2,456 | 188,215 | |||
UltraTech Cement, Ltd., GDR | 1,026 | 78,889 | |||
United Spirits, Ltd. (A) | 10,125 | 104,358 | |||
UPL, Ltd. | 17,118 | 140,659 | |||
Vedanta, Ltd. | 25,335 | 83,309 | |||
Wipro, Ltd., ADR | 51,326 | 241,745 | |||
Yes Bank, Ltd. (A) | 334,558 | 64,183 | |||
Zomato, Ltd. (A) | 52,192 | 39,431 | |||
29,877,768 | |||||
Indonesia - 0.7% | |||||
Adaro Energy Indonesia Tbk PT | 315,000 | 81,233 | |||
Adaro Minerals Indonesia Tbk PT (A) | 279,300 | 32,835 | |||
Aneka Tambang Tbk | 287,300 | 36,404 | |||
Astra International Tbk PT | 679,000 | 293,837 | |||
Bank Central Asia Tbk PT | 1,804,500 | 1,007,343 | |||
Bank Jago Tbk PT (A) | 143,300 | 61,789 | |||
Bank Mandiri Persero Tbk PT | 715,674 | 439,453 | |||
Bank Negara Indonesia Persero Tbk PT | 276,500 | 161,724 | |||
Bank Rakyat Indonesia Persero Tbk PT | 2,374,148 | 694,848 | |||
Barito Pacific Tbk PT | 1,273,500 | 66,322 | |||
Charoen Pokphand Indonesia Tbk PT | 276,000 | 102,275 | |||
Gudang Garam Tbk PT | 26,000 | 39,131 | |||
Indah Kiat Pulp & Paper Tbk PT | 97,300 | 57,487 | |||
Indofood CBP Sukses Makmur Tbk PT | 114,400 | 64,953 | |||
Indofood Sukses Makmur Tbk PT | 147,500 | 58,280 | |||
Kalbe Farma Tbk PT | 855,000 | 102,552 | |||
Merdeka Copper Gold Tbk PT (A) | 511,905 | 131,767 | |||
Sarana Menara Nusantara Tbk PT | 949,300 | 76,744 | |||
Semen Indonesia Persero Tbk PT | 111,000 | 54,282 | |||
Sumber Alfaria Trijaya Tbk PT | 567,500 | 89,060 | |||
Telkom Indonesia Persero Tbk PT | 1,600,100 | 466,343 | |||
Telkom Indonesia Persero Tbk PT, ADR | 358 | 10,328 | |||
Tower Bersama Infrastructure Tbk PT | 91,100 | 16,879 | |||
Unilever Indonesia Tbk PT | 332,500 | 105,174 | |||
United Tractors Tbk PT | 55,279 | 118,692 |
97 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Indonesia (continued) | |||||
Vale Indonesia Tbk PT (A) | 84,900 | $ | 35,391 | ||
4,405,126 | |||||
Ireland - 0.6% | |||||
AerCap Holdings NV (A) | 4,600 | 194,718 | |||
CRH PLC | 27,337 | 878,932 | |||
DCC PLC | 3,819 | 198,330 | |||
Experian PLC | 31,438 | 920,268 | |||
Flutter Entertainment PLC (A) | 505 | 55,667 | |||
Flutter Entertainment PLC (London Stock Exchange) (A) | 5,220 | 572,777 | |||
James Hardie Industries PLC, CHESS Depositary Interest | 15,679 | 307,977 | |||
Kerry Group PLC, Class A (London Stock Exchange) | 5,738 | 509,778 | |||
Kingspan Group PLC | 5,492 | 244,750 | |||
Smurfit Kappa Group PLC | 8,017 | 227,553 | |||
4,110,750 | |||||
Israel - 0.5% | |||||
Azrieli Group, Ltd. | 1,424 | 97,185 | |||
Bank Hapoalim BM | 40,928 | 345,492 | |||
Bank Leumi Le-Israel BM | 54,437 | 464,934 | |||
Bezeq The Israeli Telecommunication Corp., Ltd. | 70,881 | 115,869 | |||
Check Point Software Technologies, Ltd. (A) | 3,516 | 393,862 | |||
CyberArk Software, Ltd. (A) | 1,300 | 194,922 | |||
Elbit Systems, Ltd. | 908 | 171,915 | |||
ICL Group, Ltd. | 27,153 | 217,616 | |||
Isracard, Ltd. | 1 | 1 | |||
Israel Discount Bank, Ltd., Class A | 41,515 | 209,041 | |||
Mizrahi Tefahot Bank, Ltd. | 5,543 | 194,055 | |||
Nice, Ltd. (A) | 2,200 | 413,982 | |||
Teva Pharmaceutical Industries, Ltd. (A) | 33,126 | 264,329 | |||
Teva Pharmaceutical Industries, Ltd., ADR (A) | 5,800 | 46,806 | |||
Tower Semiconductor, Ltd. (A) | 3,727 | 162,688 | |||
Wix.com, Ltd. (A) | 1,900 | 148,637 | |||
ZIM Integrated Shipping Services, Ltd. | 2,900 | 68,150 | |||
3,509,484 | |||||
Italy - 1.2% | |||||
Amplifon SpA | 4,902 | 127,718 | |||
Assicurazioni Generali SpA | 40,288 | 550,104 | |||
Atlantia SpA | 17,023 | 375,623 | |||
Davide Campari-Milano NV | 19,587 | 173,296 | |||
DiaSorin SpA | 1,028 | 114,717 | |||
Enel SpA | 277,871 | 1,139,607 | |||
Eni SpA | 90,999 | 967,197 | |||
Ferrari NV | 4,565 | 845,370 | |||
FinecoBank Banca Fineco SpA | 22,882 | 282,603 | |||
Infrastrutture Wireless Italiane SpA (B) | 13,854 | 120,869 | |||
Intesa Sanpaolo SpA | 593,427 | 980,941 | |||
Mediobanca Banca di Credito Finanziario SpA | 23,836 | 186,509 | |||
Moncler SpA | 7,601 | 310,306 | |||
Nexi SpA (A)(B) | 17,962 | 145,099 | |||
Poste Italiane SpA (B) | 21,903 | 165,477 | |||
Prysmian SpA | 9,656 | 276,584 | |||
Recordati Industria Chimica e Farmaceutica SpA | 4,564 | 167,035 | |||
Snam SpA | 75,312 | 304,405 | |||
Telecom Italia SpA (A) | 387,741 | 71,719 | |||
Terna - Rete Elettrica Nazionale | 52,599 | 320,355 | |||
UniCredit SpA | 76,982 | 779,369 | |||
8,404,903 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan - 14.4% | |||||
Advantest Corp. | 7,300 | $ | 337,119 | ||
Aeon Company, Ltd. | 24,100 | 450,032 | |||
AGC, Inc. | 7,300 | 227,263 | |||
Aisin Corp. | 4,600 | 118,403 | |||
Ajinomoto Company, Inc. | 16,300 | 445,500 | |||
ANA Holdings, Inc. (A) | 6,700 | 126,041 | |||
Asahi Group Holdings, Ltd. | 16,700 | 520,641 | |||
Asahi Intecc Company, Ltd. | 8,900 | 141,940 | |||
Asahi Kasei Corp. | 46,700 | 309,496 | |||
Astellas Pharma, Inc. | 63,300 | 838,554 | |||
Azbil Corp. | 4,200 | 109,482 | |||
Bandai Namco Holdings, Inc. | 7,399 | 482,180 | |||
Bridgestone Corp. | 19,300 | 624,180 | |||
Brother Industries, Ltd. | 8,700 | 150,306 | |||
Canon, Inc. | 33,800 | 738,278 | |||
Capcom Company, Ltd. | 6,000 | 151,065 | |||
Central Japan Railway Company | 5,300 | 622,172 | |||
Chubu Electric Power Company, Inc. | 22,000 | 197,859 | |||
Chugai Pharmaceutical Company, Ltd. | 22,700 | 567,116 | |||
Concordia Financial Group, Ltd. | 39,100 | 121,343 | |||
CyberAgent, Inc. | 14,400 | 121,250 | |||
Dai Nippon Printing Company, Ltd. | 8,400 | 168,288 | |||
Daifuku Company, Ltd. | 3,500 | 164,630 | |||
Dai-ichi Life Holdings, Inc. | 34,000 | 540,611 | |||
Daiichi Sankyo Company, Ltd. | 59,700 | 1,668,667 | |||
Daikin Industries, Ltd. | 8,500 | 1,307,887 | |||
Daito Trust Construction Company, Ltd. | 2,300 | 215,147 | |||
Daiwa House Industry Company, Ltd. | 20,800 | 422,918 | |||
Daiwa House REIT Investment Corp. | 78 | 162,902 | |||
Daiwa Securities Group, Inc. | 54,400 | 213,515 | |||
Denso Corp. | 14,700 | 672,131 | |||
Dentsu Group, Inc. | 7,500 | 213,206 | |||
Disco Corp. | 1,000 | 220,452 | |||
East Japan Railway Company | 11,100 | 569,258 | |||
Eisai Company, Ltd. | 8,800 | 472,200 | |||
ENEOS Holdings, Inc. | 109,211 | 352,222 | |||
FANUC Corp. | 6,500 | 912,693 | |||
Fast Retailing Company, Ltd. | 2,000 | 1,059,889 | |||
Fuji Electric Company, Ltd. | 4,600 | 168,594 | |||
FUJIFILM Holdings Corp. | 12,200 | 557,233 | |||
Fujitsu, Ltd. | 6,700 | 734,669 | |||
GLP J-REIT | 165 | 182,994 | |||
GMO Payment Gateway, Inc. | 1,500 | 102,827 | |||
Hakuhodo DY Holdings, Inc. | 9,300 | 65,478 | |||
Hamamatsu Photonics KK | 4,800 | 205,739 | |||
Hankyu Hanshin Holdings, Inc. | 8,400 | 252,808 | |||
Hikari Tsushin, Inc. | 800 | 93,975 | |||
Hirose Electric Company, Ltd. | 1,223 | 160,389 | |||
Hitachi Construction Machinery Company, Ltd. | 4,100 | 76,197 | |||
Hitachi Metals, Ltd. (A) | 7,400 | 111,331 | |||
Hitachi, Ltd. | 33,100 | 1,408,607 | |||
Honda Motor Company, Ltd. | 55,800 | 1,211,183 | |||
Hoshizaki Corp. | 3,800 | 105,984 | |||
Hoya Corp. | 12,700 | 1,223,754 | |||
Hulic Company, Ltd. | 15,600 | 114,937 | |||
Ibiden Company, Ltd. | 3,600 | 98,420 | |||
Idemitsu Kosan Company, Ltd. | 7,206 | 156,610 | |||
Iida Group Holdings Company, Ltd. | 5,000 | 67,682 | |||
Inpex Corp. | 36,700 | 342,304 | |||
Isuzu Motors, Ltd. | 22,400 | 247,687 | |||
Ito En, Ltd. | 1,900 | 76,855 | |||
ITOCHU Corp. | 40,600 | 980,000 | |||
Itochu Techno-Solutions Corp. | 3,400 | 79,700 | |||
Japan Airlines Company, Ltd. (A) | 6,200 | 111,030 |
98 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Japan Exchange Group, Inc. | 18,100 | $ | 244,623 | ||
Japan Metropolitan Fund Investment Corp. | 259 | 194,461 | |||
Japan Post Bank Company, Ltd. | 14,000 | 97,863 | |||
Japan Post Holdings Company, Ltd. | 89,400 | 592,294 | |||
Japan Post Insurance Company, Ltd. | 8,300 | 116,251 | |||
Japan Real Estate Investment Corp. | 47 | 193,894 | |||
Japan Tobacco, Inc. | 43,600 | 716,468 | |||
JFE Holdings, Inc. | 18,300 | 169,923 | |||
JSR Corp. | 7,900 | 149,806 | |||
Kajima Corp. | 16,500 | 156,396 | |||
Kakaku.com, Inc. | 5,000 | 84,731 | |||
Kao Corp. | 17,300 | 703,943 | |||
KDDI Corp. | 55,200 | 1,613,842 | |||
Keio Corp. | 3,700 | 134,826 | |||
Keisei Electric Railway Company, Ltd. | 4,800 | 130,763 | |||
Keyence Corp. | 6,696 | 2,213,433 | |||
Kikkoman Corp. | 5,200 | 294,794 | |||
Kintetsu Group Holdings Company, Ltd. | 6,200 | 206,421 | |||
Kirin Holdings Company, Ltd. | 30,500 | 469,875 | |||
Kobayashi Pharmaceutical Company, Ltd. | 1,800 | 105,485 | |||
Kobe Bussan Company, Ltd. | 5,500 | 132,315 | |||
Koei Tecmo Holdings Company, Ltd. | 3,900 | 64,197 | |||
Koito Manufacturing Company, Ltd. | 7,000 | 95,704 | |||
Komatsu, Ltd. | 32,000 | 582,666 | |||
Konami Group Corp. | 3,700 | 171,318 | |||
Kose Corp. | 1,200 | 123,725 | |||
Kubota Corp. | 37,500 | 521,134 | |||
Kurita Water Industries, Ltd. | 3,500 | 124,261 | |||
Kyocera Corp. | 11,700 | 589,431 | |||
Kyowa Kirin Company, Ltd. | 9,473 | 217,805 | |||
Lasertec Corp. | 2,800 | 281,629 | |||
Lixil Corp. | 9,000 | 132,055 | |||
M3, Inc. | 16,200 | 452,333 | |||
Makita Corp. | 7,800 | 151,362 | |||
Marubeni Corp. | 57,400 | 500,843 | |||
Mazda Motor Corp. | 20,300 | 134,795 | |||
McDonald's Holdings Company Japan, Ltd. | 2,600 | 90,592 | |||
MEIJI Holdings Company, Ltd. | 4,700 | 208,635 | |||
MINEBEA MITSUMI, Inc. | 12,500 | 184,923 | |||
MISUMI Group, Inc. | 9,800 | 211,018 | |||
Mitsubishi Chemical Group Corp. | 46,900 | 214,843 | |||
Mitsubishi Corp. | 44,800 | 1,225,290 | |||
Mitsubishi Electric Corp. | 66,500 | 601,695 | |||
Mitsubishi Estate Company, Ltd. | 41,300 | 544,176 | |||
Mitsubishi HC Capital, Inc. | 27,500 | 118,201 | |||
Mitsubishi Heavy Industries, Ltd. | 11,700 | 389,133 | |||
Mitsubishi UFJ Financial Group, Inc. | 409,100 | 1,853,275 | |||
Mitsui & Company, Ltd. | 47,700 | 1,015,045 | |||
Mitsui Chemicals, Inc. | 6,800 | 132,544 | |||
Mitsui Fudosan Company, Ltd. | 33,600 | 640,080 | |||
Mitsui OSK Lines, Ltd. | 12,000 | 214,711 | |||
Mizuho Financial Group, Inc. | 82,110 | 888,810 | |||
MonotaRO Company, Ltd. | 9,000 | 138,104 | |||
MS&AD Insurance Group Holdings, Inc. | 15,500 | 410,482 | |||
Murata Manufacturing Company, Ltd. | 19,600 | 902,133 | |||
NEC Corp. | 8,800 | 281,778 | |||
Nexon Company, Ltd. | 18,600 | 328,620 | |||
NGK Insulators, Ltd. | 9,000 | 112,021 | |||
Nidec Corp. | 15,300 | 856,435 | |||
Nihon M&A Center Holdings, Inc. | 10,400 | 118,946 | |||
Nintendo Company, Ltd. | 38,000 | 1,532,704 | |||
Nippon Building Fund, Inc. | 56 | 246,427 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Nippon Express Holdings, Inc. | 3,100 | $ | 157,570 | ||
Nippon Paint Holdings Company, Ltd. | 32,100 | 216,833 | |||
Nippon Prologis REIT, Inc. | 80 | 175,393 | |||
Nippon Sanso Holdings Corp. | 6,500 | 102,746 | |||
Nippon Shinyaku Company, Ltd. | 1,700 | 86,737 | |||
Nippon Steel Corp. | 27,800 | 385,816 | |||
Nippon Telegraph & Telephone Corp. | 40,800 | 1,100,470 | |||
Nippon Yusen KK | 18,000 | 305,530 | |||
Nissan Chemical Corp. | 4,600 | 205,499 | |||
Nissan Motor Company, Ltd. | 86,400 | 278,435 | |||
Nisshin Seifun Group, Inc. | 7,400 | 74,743 | |||
Nissin Foods Holdings Company, Ltd. | 2,200 | 152,922 | |||
Nitori Holdings Company, Ltd. | 2,800 | 234,976 | |||
Nitto Denko Corp. | 5,400 | 292,387 | |||
Nomura Holdings, Inc. | 109,800 | 363,754 | |||
Nomura Real Estate Holdings, Inc. | 4,500 | 101,629 | |||
Nomura Real Estate Master Fund, Inc. | 151 | 166,892 | |||
Nomura Research Institute, Ltd. | 12,546 | 306,414 | |||
NTT Data Corp. | 22,500 | 290,635 | |||
Obayashi Corp. | 22,500 | 144,404 | |||
Obic Company, Ltd. | 2,600 | 348,644 | |||
Odakyu Electric Railway Company, Ltd. | 10,900 | 140,447 | |||
Oji Holdings Corp. | 30,000 | 111,319 | |||
Olympus Corp. | 42,200 | 811,832 | |||
Omron Corp. | 6,900 | 316,139 | |||
Ono Pharmaceutical Company, Ltd. | 14,000 | 327,022 | |||
Open House Group Company, Ltd. | 2,700 | 91,215 | |||
Oracle Corp. Japan | 1,500 | 79,508 | |||
Oriental Land Company, Ltd. | 6,800 | 922,276 | |||
ORIX Corp. | 41,400 | 579,975 | |||
Osaka Gas Company, Ltd. | 13,800 | 208,049 | |||
Otsuka Corp. | 3,800 | 118,512 | |||
Otsuka Holdings Company, Ltd. | 13,600 | 430,642 | |||
Pan Pacific International Holdings Corp. | 15,000 | 264,612 | |||
Panasonic Holdings Corp. | 80,300 | 563,870 | |||
Persol Holdings Company, Ltd. | 6,200 | 114,690 | |||
Rakuten Group, Inc. | 29,700 | 127,101 | |||
Recruit Holdings Company, Ltd. | 49,300 | 1,420,119 | |||
Renesas Electronics Corp. (A) | 40,100 | 336,168 | |||
Resona Holdings, Inc. | 78,000 | 285,438 | |||
Ricoh Company, Ltd. | 24,000 | 175,733 | |||
Rohm Company, Ltd. | 3,000 | 196,609 | |||
SBI Holdings, Inc. | 9,513 | 170,711 | |||
SCSK Corp. | 5,400 | 81,752 | |||
Secom Company, Ltd. | 7,800 | 444,749 | |||
Seiko Epson Corp. | 9,600 | 131,083 | |||
Sekisui Chemical Company, Ltd. | 13,400 | 163,935 | |||
Sekisui House, Ltd. | 21,400 | 354,433 | |||
Seven & i Holdings Company, Ltd. | 25,700 | 1,032,370 | |||
SG Holdings Company, Ltd. | 12,400 | 169,838 | |||
Sharp Corp. | 7,400 | 44,125 | |||
Shimadzu Corp. | 9,000 | 236,126 | |||
Shimano, Inc. | 2,600 | 406,809 | |||
Shimizu Corp. | 21,600 | 105,603 | |||
Shin-Etsu Chemical Company, Ltd. | 12,800 | 1,266,647 | |||
Shionogi & Company, Ltd. | 9,700 | 468,453 | |||
Shiseido Company, Ltd. | 14,600 | 511,690 | |||
SMC Corp. | 2,000 | 813,941 | |||
SoftBank Corp. | 97,900 | 977,622 | |||
SoftBank Group Corp. | 41,300 | 1,399,703 | |||
Sompo Holdings, Inc. | 11,600 | 464,132 | |||
Sony Group Corp. | 43,500 | 2,802,029 | |||
Square Enix Holdings Company, Ltd. | 3,400 | 146,544 | |||
Subaru Corp. | 23,000 | 347,584 | |||
SUMCO Corp. | 12,900 | 150,299 |
99 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Sumitomo Chemical Company, Ltd. | 56,000 | $ | 192,617 | ||
Sumitomo Corp. | 41,300 | 510,236 | |||
Sumitomo Electric Industries, Ltd. | 26,200 | 265,970 | |||
Sumitomo Metal Mining Company, Ltd. | 9,200 | 263,640 | |||
Sumitomo Mitsui Financial Group, Inc. | 44,700 | 1,239,150 | |||
Sumitomo Mitsui Trust Holdings, Inc. | 12,600 | 358,340 | |||
Sumitomo Realty & Development Company, Ltd. | 10,700 | 243,340 | |||
Suntory Beverage & Food, Ltd. | 5,000 | 177,946 | |||
Suzuki Motor Corp. | 13,600 | 423,370 | |||
Sysmex Corp. | 6,200 | 331,305 | |||
T&D Holdings, Inc. | 19,900 | 189,150 | |||
Taisei Corp. | 6,600 | 183,042 | |||
Takeda Pharmaceutical Company, Ltd. | 51,376 | 1,334,122 | |||
TDK Corp. | 14,300 | 441,446 | |||
Terumo Corp. | 23,500 | 660,590 | |||
The Chiba Bank, Ltd. | 21,600 | 116,971 | |||
The Kansai Electric Power Company, Inc. | 24,300 | 203,302 | |||
The Shizuoka Bank, Ltd. | 17,000 | 104,387 | |||
TIS, Inc. | 7,800 | 207,088 | |||
Tobu Railway Company, Ltd. | 6,800 | 160,292 | |||
Toho Company, Ltd. | 4,067 | 147,887 | |||
Tokio Marine Holdings, Inc. | 64,200 | 1,141,035 | |||
Tokyo Electric Power Company Holdings, Inc. (A) | 50,400 | 161,110 | |||
Tokyo Electron, Ltd. | 5,100 | 1,256,614 | |||
Tokyo Gas Company, Ltd. | 13,900 | 234,647 | |||
Tokyu Corp. | 17,900 | 204,141 | |||
Toppan, Inc. | 10,300 | 153,430 | |||
Toray Industries, Inc. | 50,800 | 250,029 | |||
Toshiba Corp. | 13,300 | 473,816 | |||
Tosoh Corp. | 9,300 | 103,652 | |||
TOTO, Ltd. | 4,800 | 160,289 | |||
Toyota Industries Corp. | 5,200 | 248,408 | |||
Toyota Motor Corp. | 365,900 | 4,782,479 | |||
Toyota Tsusho Corp. | 7,900 | 244,701 | |||
Trend Micro, Inc. | 4,600 | 247,769 | |||
Unicharm Corp. | 14,900 | 488,793 | |||
USS Company, Ltd. | 7,770 | 120,001 | |||
Welcia Holdings Company, Ltd. | 3,400 | 71,748 | |||
West Japan Railway Company | 8,200 | 313,438 | |||
Yakult Honsha Company, Ltd. | 4,943 | 287,014 | |||
Yamaha Corp. | 4,700 | 167,012 | |||
Yamaha Motor Company, Ltd. | 10,100 | 189,233 | |||
Yamato Holdings Company, Ltd. | 11,000 | 165,192 | |||
Yaskawa Electric Corp. | 8,300 | 238,858 | |||
Yokogawa Electric Corp. | 7,886 | 124,237 | |||
Z Holdings Corp. | 99,300 | 263,211 | |||
ZOZO, Inc. | 4,800 | 96,085 | |||
97,745,125 | |||||
Jordan - 0.0% | |||||
Hikma Pharmaceuticals PLC | 6,907 | 104,109 | |||
Luxembourg - 0.2% | |||||
ArcelorMittal SA | 21,067 | 419,196 | |||
Aroundtown SA | 40,475 | 88,628 | |||
Eurofins Scientific SE | 4,949 | 293,793 | |||
Reinet Investments SCA | 5,229 | 77,046 | |||
Tenaris SA | 18,379 | 237,806 | |||
1,116,469 | |||||
Macau - 0.0% | |||||
Sands China, Ltd. (A) | 92,000 | 229,101 | |||
Malaysia - 0.5% | |||||
AMMB Holdings BHD | 59,087 | 49,460 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Malaysia (continued) | |||||
Axiata Group BHD | 101,690 | $ | 57,186 | ||
CIMB Group Holdings BHD | 201,045 | 221,672 | |||
Dialog Group BHD | 166,000 | 70,960 | |||
DiGi.Com BHD | 110,800 | 80,515 | |||
Genting BHD | 72,900 | 70,153 | |||
Genting Malaysia BHD | 105,700 | 63,340 | |||
HAP Seng Consolidated BHD | 30,200 | 39,802 | |||
Hartalega Holdings BHD | 60,200 | 21,467 | |||
Hong Leong Bank BHD | 23,269 | 102,704 | |||
Hong Leong Financial Group BHD | 6,104 | 24,214 | |||
IHH Healthcare BHD | 60,500 | 76,692 | |||
Inari Amertron BHD | 98,100 | 52,612 | |||
IOI Corp. BHD | 114,466 | 92,765 | |||
Kuala Lumpur Kepong BHD | 17,415 | 77,575 | |||
Malayan Banking BHD | 162,358 | 299,856 | |||
Malaysia Airports Holdings BHD (A) | 34,427 | 41,440 | |||
Maxis BHD | 67,200 | 50,694 | |||
MISC BHD | 45,780 | 66,583 | |||
Mr. D.I.Y Group M BHD (B) | 80,550 | 34,065 | |||
Nestle Malaysia BHD | 2,800 | 78,723 | |||
Petronas Chemicals Group BHD | 99,800 | 179,478 | |||
Petronas Dagangan BHD | 12,200 | 52,559 | |||
Petronas Gas BHD | 21,200 | 75,163 | |||
PPB Group BHD | 21,240 | 73,650 | |||
Press Metal Aluminium Holdings BHD | 120,800 | 104,614 | |||
Public Bank BHD | 486,890 | 443,126 | |||
QL Resources BHD | 54,400 | 58,413 | |||
RHB Bank BHD | 30,868 | 36,882 | |||
Sime Darby BHD | 108,224 | 49,772 | |||
Sime Darby Plantation BHD | 108,786 | 95,654 | |||
Telekom Malaysia BHD | 42,705 | 50,237 | |||
Tenaga Nasional BHD | 101,250 | 175,537 | |||
Top Glove Corp. BHD | 164,400 | 22,040 | |||
3,089,603 | |||||
Malta - 0.0% | |||||
BGP Holdings PLC (A)(E) | 271,827 | 0 | |||
Mexico - 0.7% | |||||
Alfa SAB de CV, Class A | 98,000 | 62,286 | |||
America Movil SAB de CV, Series L | 962,732 | 793,055 | |||
Arca Continental SAB de CV | 16,000 | 115,204 | |||
Cemex SAB de CV, Series CPO (A) | 521,849 | 180,346 | |||
Coca-Cola Femsa SAB de CV | 15,212 | 88,646 | |||
Fibra Uno Administracion SA de CV | 90,200 | 92,800 | |||
Fomento Economico Mexicano SAB de CV | 70,620 | 442,946 | |||
Gruma SAB de CV, Class B | 7,685 | 73,181 | |||
Grupo Aeroportuario del Pacifico SAB de CV, B Shares | 14,200 | 179,796 | |||
Grupo Aeroportuario del Sureste SAB de CV, B Shares | 8,185 | 160,940 | |||
Grupo Bimbo SAB de CV, Series A | 53,084 | 186,537 | |||
Grupo Carso SAB de CV, Series A1 | 15,377 | 56,631 | |||
Grupo Financiero Banorte SAB de CV, Series O | 93,962 | 601,904 | |||
Grupo Financiero Inbursa SAB de CV, Series O (A) | 77,038 | 122,292 | |||
Grupo Mexico SAB de CV, Series B | 104,066 | 351,477 | |||
Grupo Televisa SAB, Series CPO | 80,326 | 86,670 | |||
Industrias Penoles SAB de CV | 4,883 | 47,190 | |||
Kimberly-Clark de Mexico SAB de CV, Class A | 43,778 | 58,169 | |||
Operadora de Sites Mexicanos SAB de CV, Class A1 | 63,900 | 53,495 | |||
Orbia Advance Corp. SAB de CV | 37,631 | 63,343 |
100 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Mexico (continued) | |||||
Promotora y Operadora de Infraestructura SAB de CV | 5,800 | $ | 39,458 | ||
Sitios Latinoamerica SAB de CV (A) | 48,137 | 21,488 | |||
Wal-Mart de Mexico SAB de CV | 188,888 | 663,375 | |||
4,541,229 | |||||
Netherlands - 2.8% | |||||
ABN AMRO Bank NV (B) | 17,297 | 154,987 | |||
Adyen NV (A)(B) | 740 | 922,896 | |||
Aegon NV | 63,955 | 254,220 | |||
Akzo Nobel NV | 6,858 | 388,641 | |||
Argenx SE (A) | 1,653 | 588,262 | |||
ASM International NV | 1,723 | 385,790 | |||
ASML Holding NV | 13,887 | 5,753,071 | |||
Euronext NV (B) | 3,256 | 206,059 | |||
EXOR NV (A) | 3,992 | 256,180 | |||
Heineken Holding NV | 3,464 | 237,140 | |||
Heineken NV | 9,397 | 820,647 | |||
IMCD NV | 2,143 | 254,077 | |||
ING Groep NV | 134,131 | 1,149,287 | |||
JDE Peet's NV | 4,248 | 124,203 | |||
Just Eat Takeaway.com NV (A)(B) | 6,815 | 105,712 | |||
Koninklijke Ahold Delhaize NV | 35,791 | 911,645 | |||
Koninklijke DSM NV | 6,005 | 683,310 | |||
Koninklijke KPN NV | 126,323 | 341,875 | |||
Koninklijke Philips NV | 31,413 | 483,648 | |||
NEPI Rockcastle NV | 15,018 | 66,875 | |||
NN Group NV | 10,558 | 410,641 | |||
OCI NV | 3,599 | 131,765 | |||
Prosus NV (A) | 28,338 | 1,474,325 | |||
QIAGEN NV (A) | 8,350 | 347,730 | |||
Randstad NV (C) | 4,552 | 196,467 | |||
Stellantis NV | 74,918 | 885,457 | |||
Universal Music Group NV | 26,557 | 497,412 | |||
Wolters Kluwer NV | 9,066 | 882,786 | |||
18,915,108 | |||||
New Zealand - 0.1% | |||||
Auckland International Airport, Ltd. (A) | 36,599 | 146,701 | |||
Fisher & Paykel Healthcare Corp., Ltd. | 19,921 | 206,479 | |||
Mercury NZ, Ltd. | 23,358 | 74,360 | |||
Meridian Energy, Ltd. | 44,474 | 119,337 | |||
Spark New Zealand, Ltd. | 67,539 | 188,958 | |||
Xero, Ltd. (A) | 4,614 | 213,521 | |||
949,356 | |||||
Norway - 0.5% | |||||
Adevinta ASA (A) | 8,335 | 49,657 | |||
Aker BP ASA | 10,753 | 308,660 | |||
DNB Bank ASA | 30,942 | 490,990 | |||
Equinor ASA | 33,389 | 1,101,127 | |||
Gjensidige Forsikring ASA | 6,934 | 118,982 | |||
Kongsberg Gruppen ASA | 3,055 | 92,712 | |||
Mowi ASA | 14,928 | 189,877 | |||
Norsk Hydro ASA | 48,185 | 258,557 | |||
Orkla ASA | 29,206 | 212,308 | |||
Salmar ASA | 2,012 | 67,817 | |||
Telenor ASA (C) | 26,898 | 246,174 | |||
Yara International ASA | 5,667 | 198,884 | |||
3,335,745 | |||||
Peru - 0.1% | |||||
Cia de Minas Buenaventura SAA, ADR | 8,064 | 54,271 | |||
Credicorp, Ltd. | 2,434 | 298,895 | |||
Southern Copper Corp. | 2,874 | 128,870 | |||
482,036 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Philippines - 0.2% | |||||
Aboitiz Equity Ventures, Inc. | 85,070 | $ | 77,691 | ||
ACEN Corp. | 26,760 | 2,547 | |||
Ayala Corp. | 8,920 | 93,201 | |||
Ayala Land, Inc. | 253,800 | 98,536 | |||
Bank of the Philippine Islands | 34,118 | 51,966 | |||
BDO Unibank, Inc. | 77,140 | 146,149 | |||
Globe Telecom, Inc. | 970 | 33,502 | |||
GT Capital Holdings, Inc. | 3,464 | 24,511 | |||
International Container Terminal Services, Inc. | 33,760 | 90,034 | |||
JG Summit Holdings, Inc. | 89,355 | 63,883 | |||
Jollibee Foods Corp. | 18,900 | 73,738 | |||
Manila Electric Company | 8,090 | 36,229 | |||
Metro Pacific Investments Corp. | 509,100 | 28,908 | |||
Metropolitan Bank & Trust Company | 65,642 | 54,139 | |||
Monde Nissin Corp. (B) | 214,900 | 44,559 | |||
PLDT, Inc. | 3,730 | 95,807 | |||
SM Investments Corp. | 8,302 | 102,251 | |||
SM Prime Holdings, Inc. | 311,044 | 159,396 | |||
Universal Robina Corp. | 30,280 | 58,766 | |||
1,335,813 | |||||
Poland - 0.1% | |||||
Allegro.eu SA (A)(B) | 13,472 | 57,955 | |||
Bank Polska Kasa Opieki SA | 5,522 | 67,064 | |||
CD Projekt SA | 2,349 | 47,040 | |||
Cyfrowy Polsat SA | 6,360 | 20,453 | |||
Dino Polska SA (A)(B) | 1,719 | 104,121 | |||
KGHM Polska Miedz SA | 5,681 | 99,211 | |||
LPP SA | 42 | 65,519 | |||
Orange Polska SA | 26,179 | 27,200 | |||
PGE Polska Grupa Energetyczna SA (A) | 26,654 | 33,531 | |||
Polski Koncern Naftowy ORLEN SA | 11,432 | 122,721 | |||
Polskie Gornictwo Naftowe i Gazownictwo SA (A) | 62,946 | 61,668 | |||
Powszechna Kasa Oszczednosci Bank Polski SA | 32,873 | 143,603 | |||
Powszechny Zaklad Ubezpieczen SA | 23,000 | 106,711 | |||
Santander Bank Polska SA | 1,219 | 48,069 | |||
1,004,866 | |||||
Portugal - 0.1% | |||||
EDP - Energias de Portugal SA | 91,820 | 398,499 | |||
Galp Energia SGPS SA | 18,673 | 179,659 | |||
Jeronimo Martins SGPS SA | 9,675 | 180,181 | |||
758,339 | |||||
Russia - 0.0% | |||||
Gazprom PJSC, ADR (A)(E) | 251,662 | 54,862 | |||
Gazprom PJSC, ADR (A)(E) | 3,680 | 802 | |||
LUKOIL PJSC, ADR (E) | 23,756 | 47,560 | |||
MMC Norilsk Nickel PJSC, ADR (E) | 39,185 | 25,745 | |||
Mobile TeleSystems PJSC, ADR (E) | 20,264 | 3,850 | |||
Novatek PJSC, GDR (E) | 3,057 | 15,022 | |||
Rosneft Oil Company PJSC, GDR (E) | 9,131 | 1,224 | |||
Rosneft Oil Company PJSC, GDR (E) | 30,000 | 4,020 | |||
Sberbank of Russia PJSC, ADR (A)(E) | 40,000 | 9,080 | |||
Sberbank of Russia PJSC, ADR (London Stock Exchange) (A)(E) | 34,900 | 7,969 | |||
Severstal PAO, GDR (E) | 4,250 | 1,326 | |||
Surgutneftegas PJSC, ADR (A)(E) | 22,274 | 2,495 | |||
Surgutneftegas PJSC, ADR (London Stock Exchange) (A)(E) | 23,070 | 2,146 | |||
Tatneft PJSC, ADR (E) | 7,986 | 8,729 | |||
VTB Bank PJSC, GDR (A)(E) | 50,760 | 812 | |||
185,642 |
101 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Saudi Arabia - 1.3% | |||||
ACWA Power Company | 2,748 | $ | 122,384 | ||
Advanced Petrochemical Company | 4,529 | 53,549 | |||
Al Rajhi Bank (A) | 67,083 | 1,436,126 | |||
Alinma Bank | 34,699 | 331,919 | |||
Almarai Company JSC | 8,852 | 124,560 | |||
Arab National Bank | 21,244 | 172,808 | |||
Bank AlBilad (A) | 17,420 | 218,413 | |||
Bank Al-Jazira | 14,284 | 84,975 | |||
Banque Saudi Fransi | 19,205 | 212,158 | |||
Bupa Arabia for Cooperative Insurance Company | 981 | 43,705 | |||
Dar Al Arkan Real Estate Development Company (A) | 18,814 | 79,267 | |||
Emaar Economic City (A) | 13,598 | 35,346 | |||
Etihad Etisalat Company | 13,413 | 126,405 | |||
Jarir Marketing Company | 2,090 | 92,348 | |||
Mouwasat Medical Services Company | 1,674 | 87,754 | |||
National Industrialization Company (A) | 11,652 | 41,613 | |||
Rabigh Refining & Petrochemical Company (A) | 14,852 | 54,219 | |||
Riyad Bank | 42,488 | 356,671 | |||
SABIC Agri-Nutrients Company | 5,901 | 245,125 | |||
Sahara International Petrochemical Company | 12,775 | 139,691 | |||
Saudi Arabian Mining Company (A) | 30,500 | 557,653 | |||
Saudi Arabian Oil Company (B) | 84,135 | 800,964 | |||
Saudi Basic Industries Corp. | 26,663 | 623,964 | |||
Saudi Electricity Company | 29,505 | 191,011 | |||
Saudi Industrial Investment Group | 7,839 | 47,140 | |||
Saudi Kayan Petrochemical Company (A) | 26,130 | 93,928 | |||
Saudi Research & Media Group (A) | 1,230 | 61,789 | |||
Saudi Telecom Company | 52,220 | 543,630 | |||
The Saudi British Bank | 25,464 | 263,308 | |||
The Saudi Investment Bank | 16,741 | 75,589 | |||
The Saudi National Bank | 74,964 | 1,250,811 | |||
The Savola Group | 9,302 | 69,638 | |||
Yanbu National Petrochemical Company | 7,999 | 97,441 | |||
8,735,902 | |||||
Singapore - 1.0% | |||||
BOC Aviation, Ltd. (B) | 7,400 | 52,314 | |||
CapitaLand Integrated Commercial Trust | 183,231 | 243,731 | |||
CapitaLand Investment, Ltd. | 93,902 | 225,916 | |||
CapLand Ascendas REIT | 117,802 | 219,741 | |||
CDL Hospitality Trusts | 2,639 | 2,135 | |||
City Developments, Ltd. | 16,600 | 87,484 | |||
DBS Group Holdings, Ltd. | 64,154 | 1,484,098 | |||
Genting Singapore, Ltd. | 226,200 | 122,925 | |||
Grab Holdings, Ltd., Class A (A) | 37,400 | 98,362 | |||
JOYY, Inc., ADR | 2,000 | 52,000 | |||
Keppel Corp., Ltd. | 55,069 | 264,986 | |||
Mapletree Logistics Trust | 124,150 | 134,144 | |||
Mapletree Pan Asia Commercial Trust | 89,600 | 106,673 | |||
Oversea-Chinese Banking Corp., Ltd. | 120,702 | 989,019 | |||
Sea, Ltd., ADR (A) | 12,200 | 683,810 | |||
Singapore Airlines, Ltd. (A) | 57,850 | 204,460 | |||
Singapore Exchange, Ltd. | 30,900 | 202,716 | |||
Singapore Technologies Engineering, Ltd. | 61,500 | 152,794 | |||
Singapore Telecommunications, Ltd. | 294,940 | 544,235 | |||
United Overseas Bank, Ltd. | 42,208 | 764,496 | |||
UOL Group, Ltd. | 20,239 | 93,113 | |||
Venture Corp., Ltd. | 11,100 | 126,129 | |||
Wilmar International, Ltd. | 72,000 | 191,548 | |||
7,046,829 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Africa - 1.0% | |||||
Absa Group, Ltd. | 27,515 | $ | 267,280 | ||
African Rainbow Minerals, Ltd. | 5,157 | 69,350 | |||
Anglo American Platinum, Ltd. | 1,813 | 128,586 | |||
AngloGold Ashanti, Ltd. | 14,430 | 197,126 | |||
Aspen Pharmacare Holdings, Ltd. | 13,036 | 96,345 | |||
Bid Corp., Ltd. | 11,078 | 170,098 | |||
Capitec Bank Holdings, Ltd. | 2,975 | 254,882 | |||
Clicks Group, Ltd. | 8,355 | 131,882 | |||
Discovery, Ltd. (A) | 16,080 | 92,831 | |||
Exxaro Resources, Ltd. | 8,997 | 99,921 | |||
FirstRand, Ltd. | 172,480 | 575,783 | |||
Gold Fields, Ltd. | 29,492 | 237,870 | |||
Growthpoint Properties, Ltd. | 109,582 | 71,063 | |||
Harmony Gold Mining Company, Ltd. | 18,873 | 44,485 | |||
Impala Platinum Holdings, Ltd. | 28,968 | 269,333 | |||
Kumba Iron Ore, Ltd. | 2,164 | 45,905 | |||
Mr. Price Group, Ltd. | 8,969 | 85,448 | |||
MTN Group, Ltd. | 59,164 | 390,364 | |||
MultiChoice Group | 15,717 | 100,045 | |||
Naspers, Ltd., N Shares | 7,259 | 900,287 | |||
Nedbank Group, Ltd. | 15,440 | 169,876 | |||
Northam Platinum Holdings, Ltd. (A) | 11,870 | 102,757 | |||
Old Mutual, Ltd. (C) | 182,601 | 98,905 | |||
Pepkor Holdings, Ltd. (B) | 56,996 | 65,464 | |||
Remgro, Ltd. | 17,781 | 130,443 | |||
Sanlam, Ltd. | 59,860 | 169,316 | |||
Sasol, Ltd. | 19,396 | 303,386 | |||
Shoprite Holdings, Ltd. | 16,492 | 196,893 | |||
Sibanye Stillwater, Ltd. | 101,051 | 231,965 | |||
Standard Bank Group, Ltd. | 43,543 | 343,978 | |||
The Bidvest Group, Ltd. | 9,718 | 105,265 | |||
The Foschini Group, Ltd. | 11,309 | 73,502 | |||
The SPAR Group, Ltd. | 5,706 | 45,019 | |||
Vodacom Group, Ltd. | 21,952 | 147,498 | |||
Woolworths Holdings, Ltd. | 33,746 | 113,394 | |||
6,526,545 | |||||
South Korea - 2.8% | |||||
Alteogen, Inc. (A) | 591 | 18,499 | |||
Amorepacific Corp. | 975 | 68,746 | |||
AMOREPACIFIC Group | 770 | 14,308 | |||
BGF retail Company, Ltd. | 90 | 10,356 | |||
Celltrion Healthcare Company, Ltd. | 3,174 | 148,724 | |||
Celltrion Pharm, Inc. (A) | 569 | 25,185 | |||
Celltrion, Inc. | 3,173 | 385,095 | |||
Cheil Worldwide, Inc. | 1,346 | 21,218 | |||
CJ CheilJedang Corp. | 210 | 59,912 | |||
CJ Corp. | 456 | 21,987 | |||
CJ ENM Company, Ltd. | 178 | 9,368 | |||
CJ Logistics Corp. (A) | 312 | 19,572 | |||
Coway Company, Ltd. | 2,324 | 86,909 | |||
DB Insurance Company, Ltd. | 1,122 | 42,985 | |||
Doosan Bobcat, Inc. | 1,103 | 21,705 | |||
Doosan Enerbility Company, Ltd. (A) | 10,736 | 105,461 | |||
Ecopro BM Company, Ltd. | 1,844 | 111,556 | |||
E-MART, Inc. | 496 | 28,833 | |||
F&F Company, Ltd. | 575 | 54,535 | |||
Green Cross Corp. | 274 | 23,477 | |||
GS Engineering & Construction Corp. | 1,468 | 22,892 | |||
GS Holdings Corp. | 1,749 | 50,634 | |||
Hana Financial Group, Inc. | 11,216 | 275,409 | |||
Hankook Tire & Technology Company, Ltd. | 1,937 | 47,279 | |||
Hanmi Pharm Company, Ltd. | 147 | 23,339 | |||
Hanon Systems | 4,656 | 26,831 | |||
Hanwha Solutions Corp. (A) | 3,439 | 112,022 |
102 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Korea (continued) | |||||
HD Hyundai Company, Ltd. | 1,555 | $ | 58,289 | ||
HLB, Inc. (A) | 2,702 | 79,937 | |||
HMM Company, Ltd. | 8,540 | 109,040 | |||
Hotel Shilla Company, Ltd. | 1,060 | 52,720 | |||
HYBE Company, Ltd. (A) | 560 | 52,044 | |||
Hyundai Engineering & Construction Company, Ltd. | 2,649 | 68,703 | |||
Hyundai Glovis Company, Ltd. | 539 | 60,664 | |||
Hyundai Heavy Industries Company, Ltd. (A) | 609 | 48,401 | |||
Hyundai Mobis Company, Ltd. | 2,223 | 293,444 | |||
Hyundai Motor Company | 4,857 | 592,741 | |||
Hyundai Steel Company | 2,875 | 55,846 | |||
Iljin Materials Company, Ltd. | 767 | 26,815 | |||
Industrial Bank of Korea | 5,941 | 39,288 | |||
Kakao Corp. | 10,511 | 413,602 | |||
Kakao Games Corp. (A) | 994 | 29,166 | |||
KakaoBank Corp. (A) | 3,982 | 55,162 | |||
Kangwon Land, Inc. (A) | 3,612 | 58,971 | |||
KB Financial Group, Inc. | 12,892 | 389,320 | |||
KB Financial Group, Inc., ADR | 430 | 12,960 | |||
Kia Corp. | 8,833 | 439,636 | |||
Korea Aerospace Industries, Ltd. | 1,710 | 57,631 | |||
Korea Electric Power Corp. (A) | 6,370 | 88,741 | |||
Korea Electric Power Corp., ADR | 4,277 | 29,084 | |||
Korea Investment Holdings Company, Ltd. | 1,170 | 38,444 | |||
Korea Shipbuilding & Offshore Engineering Company, Ltd. (A) | 1,127 | 56,890 | |||
Korea Zinc Company, Ltd. | 350 | 144,713 | |||
Korean Air Lines Company, Ltd. (A) | 6,728 | 102,664 | |||
Krafton, Inc. (A) | 733 | 106,265 | |||
KT&G Corp. | 4,465 | 269,597 | |||
Kumho Petrochemical Company, Ltd. | 614 | 49,159 | |||
L&F Company, Ltd. (A) | 748 | 90,959 | |||
LG Chem, Ltd. | 1,553 | 573,422 | |||
LG Corp. | 2,922 | 149,883 | |||
LG Display Company, Ltd. | 5,471 | 45,340 | |||
LG Display Company, Ltd., ADR | 2,417 | 9,861 | |||
LG Electronics, Inc. | 3,973 | 215,597 | |||
LG Energy Solution, Ltd. (A) | 722 | 212,888 | |||
LG H&H Company, Ltd. | 358 | 156,918 | |||
LG Innotek Company, Ltd. | 575 | 108,379 | |||
LG Uplus Corp. | 9,062 | 67,764 | |||
Lotte Chemical Corp. | 562 | 56,012 | |||
Lotte Shopping Company, Ltd. | 366 | 21,951 | |||
Meritz Securities Company, Ltd. | 14,974 | 38,095 | |||
Mirae Asset Securities Company, Ltd. | 7,084 | 29,325 | |||
NAVER Corp. | 4,194 | 558,709 | |||
NCSoft Corp. | 550 | 131,558 | |||
Netmarble Corp. (B) | 515 | 18,258 | |||
NH Investment & Securities Company, Ltd. | 3,944 | 24,619 | |||
Orion Corp. | 569 | 40,692 | |||
Pan Ocean Company, Ltd. | 9,148 | 28,510 | |||
Pearl Abyss Corp. (A) | 1,020 | 32,835 | |||
POSCO Chemical Company, Ltd. | 883 | 91,349 | |||
POSCO Holdings, Inc. | 2,484 | 362,335 | |||
S-1 Corp. | 252 | 10,150 | |||
Samsung Biologics Company, Ltd. (A)(B) | 586 | 328,025 | |||
Samsung C&T Corp. | 2,732 | 195,769 | |||
Samsung Electro-Mechanics Company, Ltd. | 1,863 | 143,739 | |||
Samsung Electronics Company, Ltd. | 163,163 | 5,991,224 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
South Korea (continued) | |||||
Samsung Engineering Company, Ltd. (A) | 6,723 | $ | 105,832 | ||
Samsung Fire & Marine Insurance Company, Ltd. | 1,218 | 155,780 | |||
Samsung Heavy Industries Company, Ltd. (A) | 20,659 | 76,115 | |||
Samsung Life Insurance Company, Ltd. | 2,349 | 101,746 | |||
Samsung SDI Company, Ltd. | 1,864 | 701,132 | |||
Samsung SDS Company, Ltd. | 1,018 | 81,072 | |||
Samsung Securities Company, Ltd. | 1,475 | 31,399 | |||
SD Biosensor, Inc. | 1,695 | 31,247 | |||
Seegene, Inc. | 947 | 17,565 | |||
Shinhan Financial Group Company, Ltd. | 14,320 | 332,641 | |||
Shinhan Financial Group Company, Ltd., ADR | 350 | 8,050 | |||
SK Biopharmaceuticals Company, Ltd. (A) | 528 | 20,802 | |||
SK Bioscience Company, Ltd. (A) | 763 | 42,236 | |||
SK Chemicals Company, Ltd. | 385 | 24,231 | |||
SK Hynix, Inc. | 18,713 | 1,070,388 | |||
SK IE Technology Company, Ltd. (A)(B) | 601 | 21,710 | |||
SK Innovation Company, Ltd. (A) | 1,838 | 182,142 | |||
SK Square Company, Ltd. (A) | 3,395 | 84,717 | |||
SK, Inc. | 1,269 | 168,488 | |||
SKC Company, Ltd. | 859 | 49,623 | |||
S-Oil Corp. | 1,876 | 106,119 | |||
Woori Financial Group, Inc. | 16,990 | 126,086 | |||
Yuhan Corp. | 1,295 | 48,837 | |||
19,038,898 | |||||
Spain - 1.5% | |||||
Acciona SA | 843 | 148,162 | |||
ACS Actividades de Construccion y Servicios SA | 8,053 | 180,945 | |||
Aena SME SA (A)(B) | 2,789 | 289,440 | |||
Amadeus IT Group SA (A) | 16,293 | 755,384 | |||
Banco Bilbao Vizcaya Argentaria SA | 239,997 | 1,076,585 | |||
Banco Santander SA | 570,902 | 1,328,427 | |||
Banco Santander SA (Mexican Stock Exchange) | 22,856 | 52,205 | |||
CaixaBank SA | 163,763 | 527,458 | |||
Cellnex Telecom SA (A)(B) | 18,545 | 572,048 | |||
EDP Renovaveis SA | 9,513 | 195,683 | |||
Enagas SA | 9,787 | 151,492 | |||
Endesa SA | 12,378 | 185,911 | |||
Ferrovial SA | 18,180 | 412,659 | |||
Grifols SA (A) | 11,763 | 101,624 | |||
Iberdrola SA | 203,440 | 1,896,905 | |||
Industria de Diseno Textil SA | 39,419 | 813,473 | |||
Naturgy Energy Group SA | 4,969 | 114,950 | |||
Red Electrica Corp. SA | 16,401 | 251,682 | |||
Repsol SA | 49,663 | 570,638 | |||
Siemens Gamesa Renewable Energy SA (A) | 9,848 | 171,698 | |||
Telefonica SA | 183,426 | 606,389 | |||
10,403,758 | |||||
Sweden - 2.0% | |||||
Alfa Laval AB | 11,168 | 276,933 | |||
Assa Abloy AB, B Shares | 34,547 | 647,275 | |||
Atlas Copco AB, A Shares | 92,584 | 860,509 | |||
Atlas Copco AB, B Shares | 53,800 | 445,949 | |||
Boliden AB | 9,749 | 301,204 | |||
Electrolux AB, Series B (C) | 9,015 | 93,697 | |||
Embracer Group AB (A)(C) | 21,941 | 130,048 | |||
Epiroc AB, A Shares | 22,715 | 324,949 | |||
Epiroc AB, B Shares | 14,979 | 188,880 | |||
EQT AB | 11,030 | 213,123 |
103 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Sweden (continued) | |||||
Essity AB, B Shares | 20,983 | $ | 414,557 | ||
Evolution AB (B) | 6,247 | 493,810 | |||
Fastighets AB Balder, B Shares (A) | 24,258 | 96,830 | |||
Getinge AB, B Shares | 8,639 | 147,737 | |||
Hennes & Mauritz AB, B Shares (C) | 25,173 | 232,727 | |||
Hexagon AB, B Shares | 67,089 | 626,553 | |||
Holmen AB, B Shares | 3,205 | 121,619 | |||
Husqvarna AB, B Shares (C) | 16,345 | 90,607 | |||
Industrivarden AB, A Shares | 5,394 | 108,649 | |||
Industrivarden AB, C Shares | 6,375 | 127,144 | |||
Indutrade AB | 9,332 | 151,365 | |||
Investment AB Latour, B Shares | 5,907 | 97,736 | |||
Investor AB, A Shares | 17,189 | 263,397 | |||
Investor AB, B Shares | 62,798 | 916,300 | |||
Kinnevik AB, B Shares (A) | 8,775 | 115,004 | |||
L.E. Lundbergforetagen AB, B Shares | 3,102 | 111,984 | |||
Lifco AB, B Shares | 9,142 | 126,827 | |||
Nibe Industrier AB, B Shares | 51,776 | 461,854 | |||
Sagax AB, B Shares | 6,422 | 105,726 | |||
Sandvik AB | 38,912 | 530,431 | |||
Securitas AB, B Shares (C) | 12,796 | 88,830 | |||
Skandinaviska Enskilda Banken AB, A Shares | 57,777 | 550,658 | |||
Skanska AB, B Shares | 12,918 | 160,774 | |||
SKF AB, B Shares | 14,059 | 188,343 | |||
Svenska Cellulosa AB SCA, B Shares | 20,883 | 264,974 | |||
Svenska Handelsbanken AB, A Shares | 50,274 | 412,699 | |||
Swedbank AB, A Shares | 31,214 | 409,707 | |||
Swedish Match AB | 57,080 | 564,620 | |||
Swedish Orphan Biovitrum AB (A) | 5,771 | 111,536 | |||
Tele2 AB, B Shares | 17,728 | 152,985 | |||
Telefonaktiebolaget LM Ericsson, B Shares (C) | 100,604 | 588,076 | |||
Telia Company AB | 91,625 | 263,888 | |||
Volvo AB, A Shares | 8,008 | 118,500 | |||
Volvo AB, B Shares | 51,555 | 729,553 | |||
Volvo Car AB, B Shares (A) | 20,359 | 88,344 | |||
13,516,911 | |||||
Switzerland - 7.1% | |||||
ABB, Ltd. | 56,116 | 1,448,883 | |||
Adecco Group AG | 6,058 | 167,198 | |||
Alcon, Inc. | 17,168 | 997,211 | |||
Bachem Holding AG | 1,275 | 80,188 | |||
Baloise Holding AG | 1,882 | 240,472 | |||
Barry Callebaut AG | 136 | 256,362 | |||
Chocoladefabriken Lindt & Spruengli AG | 4 | 398,346 | |||
Chocoladefabriken Lindt & Spruengli AG, Participation Certificates | 37 | 357,580 | |||
Cie Financiere Richemont SA, A Shares | 17,834 | 1,683,448 | |||
Clariant AG (A) | 8,258 | 131,911 | |||
Coca-Cola HBC AG (A) | 8,067 | 168,558 | |||
Credit Suisse Group AG | 96,288 | 380,875 | |||
EMS-Chemie Holding AG | 241 | 152,132 | |||
Geberit AG | 1,305 | 559,569 | |||
Givaudan SA | 317 | 957,658 | |||
Glencore PLC | 342,145 | 1,797,970 | |||
Holcim, Ltd. (A) | 12,218 | 500,700 | |||
Holcim, Ltd. (Euronext Paris Exchange) (A) | 6,750 | 280,410 | |||
Julius Baer Group, Ltd. | 8,601 | 375,340 | |||
Kuehne + Nagel International AG | 2,065 | 420,500 | |||
Logitech International SA (C) | 6,403 | 292,730 | |||
Lonza Group AG | 2,544 | 1,238,651 | |||
Nestle SA | 96,173 | 10,401,814 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Switzerland (continued) | |||||
Novartis AG | 75,570 | $ | 5,761,229 | ||
Partners Group Holding AG | 821 | 660,728 | |||
Roche Holding AG | 24,003 | 7,813,763 | |||
Roche Holding AG, Bearer Shares | 911 | 355,865 | |||
Schindler Holding AG | 806 | 121,442 | |||
Schindler Holding AG, Participation Certificates | 1,582 | 245,526 | |||
SGS SA | 220 | 470,744 | |||
SIG Group AG (A) | 10,451 | 212,198 | |||
Sika AG | 5,094 | 1,023,852 | |||
Sonova Holding AG | 1,838 | 404,472 | |||
STMicroelectronics NV | 24,696 | 767,481 | |||
Straumann Holding AG | 3,800 | 347,549 | |||
Swiss Life Holding AG | 1,152 | 508,967 | |||
Swiss Prime Site AG | 3,037 | 241,920 | |||
Swiss Re AG | 10,900 | 803,919 | |||
Swisscom AG | 886 | 414,862 | |||
Temenos AG | 2,556 | 172,318 | |||
The Swatch Group AG | 2,395 | 100,334 | |||
The Swatch Group AG, Bearer Shares | 1,191 | 267,497 | |||
UBS Group AG | 120,167 | 1,743,379 | |||
VAT Group AG (B) | 1,010 | 204,959 | |||
Zurich Insurance Group AG | 5,140 | 2,049,065 | |||
47,980,575 | |||||
Taiwan - 3.9% | |||||
Accton Technology Corp. | 17,000 | 145,002 | |||
Acer, Inc. | 99,018 | 68,173 | |||
Advantech Company, Ltd. | 13,296 | 122,476 | |||
ASE Technology Holding Company, Ltd. | 111,338 | 276,797 | |||
Asia Cement Corp. | 72,863 | 90,214 | |||
ASMedia Technology, Inc. | 1,000 | 20,693 | |||
Asustek Computer, Inc. | 23,952 | 175,638 | |||
AUO Corp. | 273,827 | 125,314 | |||
Catcher Technology Company, Ltd. | 22,184 | 120,129 | |||
Cathay Financial Holding Company, Ltd. | 263,839 | 330,678 | |||
Chailease Holding Company, Ltd. | 47,255 | 269,926 | |||
Chang Hwa Commercial Bank, Ltd. | 116,003 | 62,491 | |||
Cheng Shin Rubber Industry Company, Ltd. | 43,680 | 48,944 | |||
China Airlines, Ltd. | 94,000 | 57,801 | |||
China Development Financial Holding Corp. | 504,133 | 189,579 | |||
China Steel Corp. | 403,388 | 338,172 | |||
Chunghwa Telecom Company, Ltd. | 127,148 | 455,080 | |||
Compal Electronics, Inc. | 139,764 | 95,303 | |||
CTBC Financial Holding Company, Ltd. | 586,465 | 364,841 | |||
Delta Electronics, Inc. | 64,866 | 515,239 | |||
E Ink Holdings, Inc. | 29,000 | 191,456 | |||
E.Sun Financial Holding Company, Ltd. | 438,483 | 354,791 | |||
Eclat Textile Company, Ltd. | 6,259 | 76,847 | |||
eMemory Technology, Inc. | 2,000 | 70,793 | |||
Eva Airways Corp. | 86,000 | 76,029 | |||
Evergreen Marine Corp. Taiwan, Ltd. | 33,826 | 154,229 | |||
Far Eastern New Century Corp. | 109,875 | 111,556 | |||
Far EasTone Telecommunications Company, Ltd. | 45,159 | 102,752 | |||
Feng TAY Enterprise Company, Ltd. | 14,520 | 71,821 | |||
First Financial Holding Company, Ltd. | 353,926 | 288,927 | |||
Formosa Chemicals & Fibre Corp. | 117,212 | 254,237 | |||
Formosa Petrochemical Corp. | 39,720 | 103,236 | |||
Formosa Plastics Corp. | 128,086 | 348,646 | |||
Fubon Financial Holding Company, Ltd. | 252,284 | 394,525 | |||
Giant Manufacturing Company, Ltd. | 10,000 | 64,379 | |||
Globalwafers Company, Ltd. | 7,000 | 79,845 |
104 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Taiwan (continued) | |||||
Hon Hai Precision Industry Company, Ltd. | 426,368 | $ | 1,365,280 | ||
Hotai Motor Company, Ltd. | 10,000 | 179,265 | |||
Hua Nan Financial Holdings Company, Ltd. | 296,225 | 206,664 | |||
Innolux Corp. | 275,841 | 89,852 | |||
Inventec Corp. | 89,899 | 64,626 | |||
Largan Precision Company, Ltd. | 3,143 | 164,759 | |||
Lite-On Technology Corp. | 70,626 | 141,652 | |||
MediaTek, Inc. | 53,340 | 920,457 | |||
Mega Financial Holding Company, Ltd. | 372,212 | 364,168 | |||
Micro-Star International Company, Ltd. | 23,000 | 77,421 | |||
momo.com, Inc. | 2,400 | 40,051 | |||
Nan Ya Plastics Corp. | 171,992 | 360,910 | |||
Nan Ya Printed Circuit Board Corp. | 8,000 | 47,024 | |||
Nanya Technology Corp. | 37,000 | 56,701 | |||
Nien Made Enterprise Company, Ltd. | 5,000 | 39,472 | |||
Novatek Microelectronics Corp. | 19,361 | 132,509 | |||
Pegatron Corp. | 66,989 | 122,952 | |||
Pou Chen Corp. | 78,641 | 70,295 | |||
Powerchip Semiconductor Manufacturing Corp. | 91,000 | 81,327 | |||
President Chain Store Corp. | 19,496 | 172,985 | |||
Quanta Computer, Inc. | 90,771 | 219,727 | |||
Realtek Semiconductor Corp. | 14,999 | 126,623 | |||
Ruentex Development Company, Ltd. | 38,400 | 61,725 | |||
Shin Kong Financial Holding Company, Ltd. | 411,790 | 105,991 | |||
SinoPac Financial Holdings Company, Ltd. | 342,149 | 185,648 | |||
Synnex Technology International Corp. | 45,928 | 76,082 | |||
Taishin Financial Holding Company, Ltd. | 358,479 | 154,110 | |||
Taiwan Cement Corp. | 184,594 | 196,595 | |||
Taiwan Cooperative Financial Holding Company, Ltd. | 305,010 | 251,125 | |||
Taiwan High Speed Rail Corp. | 66,000 | 59,112 | |||
Taiwan Mobile Company, Ltd. | 55,257 | 166,307 | |||
Taiwan Semiconductor Manufacturing Company, Ltd. | 841,227 | 11,150,794 | |||
The Shanghai Commercial & Savings Bank, Ltd. | 111,937 | 172,806 | |||
Unimicron Technology Corp. | 40,000 | 146,428 | |||
Uni-President Enterprises Corp. | 161,487 | 341,512 | |||
United Microelectronics Corp. (A) | 388,313 | 434,560 | |||
Vanguard International Semiconductor Corp. | 31,000 | 62,803 | |||
Voltronic Power Technology Corp. | 2,000 | 87,961 | |||
Walsin Lihwa Corp. | 87,735 | 110,813 | |||
Wan Hai Lines, Ltd. | 22,770 | 47,499 | |||
Win Semiconductors Corp. | 11,000 | 42,268 | |||
Winbond Electronics Corp. | 102,000 | 62,983 | |||
Wiwynn Corp. | 3,000 | 75,811 | |||
WPG Holdings, Ltd. | 47,840 | 69,869 | |||
Ya Hsin Industrial Company, Ltd. (A)(E) | 36,000 | 0 | |||
Yageo Corp. | 12,584 | 106,222 | |||
Yang Ming Marine Transport Corp. | 60,000 | 115,273 | |||
Yuanta Financial Holding Company, Ltd. | 334,582 | 205,188 | |||
Zhen Ding Technology Holding, Ltd. | 19,000 | 63,000 | |||
26,213,764 | |||||
Thailand - 0.5% | |||||
Advanced Info Service PCL | 48,400 | 249,631 | |||
Airports of Thailand PCL (A) | 163,100 | 312,402 | |||
Bangkok Dusit Medical Services PCL, NVDR | 387,300 | 301,928 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Thailand (continued) | |||||
Bangkok Expressway & Metro PCL, NVDR | 354,600 | $ | 86,261 | ||
Berli Jucker PCL, NVDR | 21,300 | 18,384 | |||
BTS Group Holdings PCL, NVDR | 301,600 | 66,120 | |||
Bumrungrad Hospital PCL, NVDR | 15,600 | 93,536 | |||
Central Pattana PCL, NVDR | 64,400 | 110,770 | |||
Central Retail Corp. PCL | 45,441 | 47,304 | |||
Charoen Pokphand Foods PCL | 136,200 | 90,239 | |||
CP ALL PCL | 184,600 | 274,119 | |||
CP ALL PCL, NVDR | 12,300 | 18,265 | |||
Electricity Generating PCL | 7,600 | 33,171 | |||
Electricity Generating PCL, NVDR | 1,400 | 6,110 | |||
Energy Absolute PCL | 56,900 | 132,608 | |||
Gulf Energy Development PCL, NVDR | 79,150 | 109,679 | |||
Home Product Center PCL | 204,400 | 72,778 | |||
Indorama Ventures PCL, NVDR | 54,900 | 56,331 | |||
Krung Thai Bank PCL | 164,375 | 72,525 | |||
Krungthai Card PCL | 30,800 | 46,716 | |||
Land & Houses PCL, NVDR | 393,400 | 92,430 | |||
Minor International PCL, NVDR (A) | 131,483 | 91,870 | |||
Muangthai Capital PCL, NVDR | 11,300 | 10,750 | |||
PTT Exploration & Production PCL | 60,147 | 256,480 | |||
PTT Global Chemical PCL | 87,373 | 95,615 | |||
PTT PCL | 391,000 | 351,615 | |||
PTT PCL, NVDR | 10,500 | 9,442 | |||
Ratch Group PCL, NVDR | 19,200 | 20,817 | |||
SCB X PCL | 23,348 | 63,977 | |||
Thai Oil PCL | 50,886 | 68,975 | |||
Thai Union Group PCL | 95,900 | 47,432 | |||
The Siam Cement PCL | 12,000 | 103,526 | |||
The Siam Cement PCL, NVDR | 14,300 | 123,369 | |||
True Corp. PCL | 448,802 | 59,883 | |||
3,595,058 | |||||
Turkey - 0.1% | |||||
Akbank TAS | 100,286 | 60,999 | |||
Aselsan Elektronik Sanayi Ve Ticaret AS | 14,026 | 22,126 | |||
BIM Birlesik Magazalar AS | 16,428 | 102,348 | |||
Eregli Demir ve Celik Fabrikalari TAS | 49,091 | 76,547 | |||
Ford Otomotiv Sanayi AS | 4,572 | 80,541 | |||
Haci Omer Sabanci Holding AS | 34,855 | 48,352 | |||
KOC Holding AS | 25,423 | 61,881 | |||
Turk Hava Yollari AO (A) | 18,859 | 71,607 | |||
Turkcell Iletisim Hizmetleri AS | 38,572 | 40,991 | |||
Turkiye Is Bankasi AS, Class C | 134,602 | 54,206 | |||
Turkiye Petrol Rafinerileri AS (A) | 4,998 | 77,785 | |||
Turkiye Sise ve Cam Fabrikalari AS | 47,094 | 64,174 | |||
761,557 | |||||
United Arab Emirates - 0.0% | |||||
NMC Health PLC (A) | 4,471 | 89 | |||
United Kingdom - 9.3% | |||||
3i Group PLC | 35,664 | 428,231 | |||
abrdn PLC | 83,799 | 128,188 | |||
Admiral Group PLC | 7,357 | 156,289 | |||
Anglo American PLC | 44,317 | 1,330,648 | |||
Ashtead Group PLC | 16,179 | 726,593 | |||
Associated British Foods PLC | 13,433 | 187,693 | |||
AstraZeneca PLC | 53,030 | 5,829,534 | |||
Auto Trader Group PLC (B) | 37,238 | 211,178 | |||
AVEVA Group PLC | 4,798 | 165,541 | |||
Aviva PLC | 96,832 | 415,295 | |||
BAE Systems PLC | 107,497 | 944,510 | |||
Barclays PLC | 578,927 | 921,147 | |||
Barratt Developments PLC | 38,692 | 146,233 | |||
BP PLC | 665,275 | 3,178,930 |
105 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United Kingdom (continued) | |||||
British American Tobacco PLC | 74,982 | $ | 2,688,658 | ||
BT Group PLC | 237,392 | 319,125 | |||
Bunzl PLC | 12,530 | 382,827 | |||
Burberry Group PLC | 15,189 | 303,406 | |||
CNH Industrial NV | 37,712 | 422,081 | |||
Coca-Cola Europacific Partners PLC | 6,887 | 295,887 | |||
Compass Group PLC | 60,955 | 1,213,756 | |||
Croda International PLC | 5,146 | 367,546 | |||
Diageo PLC | 80,364 | 3,382,789 | |||
Entain PLC | 21,740 | 259,932 | |||
Ferguson PLC | 7,567 | 784,916 | |||
GSK PLC | 138,567 | 2,001,274 | |||
Haleon PLC (A) | 173,209 | 540,057 | |||
Halma PLC | 13,950 | 313,767 | |||
Hargreaves Lansdown PLC | 13,764 | 131,818 | |||
HSBC Holdings PLC | 691,905 | 3,582,572 | |||
Imperial Brands PLC | 30,847 | 634,300 | |||
Informa PLC | 56,166 | 321,038 | |||
InterContinental Hotels Group PLC | 6,814 | 328,173 | |||
Intertek Group PLC | 6,021 | 247,035 | |||
J Sainsbury PLC | 71,585 | 138,630 | |||
JD Sports Fashion PLC | 99,578 | 109,702 | |||
Johnson Matthey PLC | 7,531 | 152,044 | |||
Kingfisher PLC | 79,556 | 193,656 | |||
Land Securities Group PLC | 25,882 | 149,552 | |||
Legal & General Group PLC | 217,299 | 518,686 | |||
Lloyds Banking Group PLC | 2,429,420 | 1,098,064 | |||
London Stock Exchange Group PLC | 11,262 | 951,059 | |||
M&G PLC | 94,053 | 173,256 | |||
Melrose Industries PLC | 165,385 | 184,927 | |||
Mondi PLC | 13,861 | 212,938 | |||
Mondi PLC (Johannesburg Stock Exchange) | 4,137 | 63,859 | |||
National Grid PLC | 123,849 | 1,274,910 | |||
NatWest Group PLC | 195,705 | 487,445 | |||
Next PLC | 4,895 | 259,805 | |||
Ocado Group PLC (A) | 18,400 | 95,486 | |||
Pearson PLC | 23,325 | 222,743 | |||
Persimmon PLC | 11,973 | 163,745 | |||
Phoenix Group Holdings PLC | 27,163 | 158,192 | |||
Prudential PLC | 93,830 | 918,370 | |||
Reckitt Benckiser Group PLC | 24,469 | 1,621,835 | |||
RELX PLC | 41,592 | 1,016,327 | |||
RELX PLC (Euronext Amsterdam Exchange) | 24,869 | 606,114 | |||
Rentokil Initial PLC | 67,951 | 360,171 | |||
Rio Tinto PLC | 38,611 | 2,089,073 | |||
Rolls-Royce Holdings PLC (A) | 310,208 | 237,572 | |||
Schroders PLC | 29,188 | 125,459 | |||
Segro PLC | 44,245 | 369,173 | |||
Severn Trent PLC | 9,413 | 246,070 | |||
Shell PLC | 259,939 | 6,448,493 | |||
Smith & Nephew PLC | 32,440 | 374,446 | |||
Smiths Group PLC | 15,498 | 258,149 | |||
Spirax-Sarco Engineering PLC | 2,735 | 314,396 | |||
SSE PLC | 39,911 | 673,934 | |||
St. James's Place PLC | 20,193 | 229,961 | |||
Standard Chartered PLC | 96,275 | 602,155 | |||
Taylor Wimpey PLC | 139,593 | 135,926 | |||
Tesco PLC | 261,234 | 599,548 | |||
The Berkeley Group Holdings PLC | 4,051 | 148,004 | |||
The British Land Company PLC | 35,353 | 136,934 | |||
The Sage Group PLC | 34,459 | 265,560 | |||
Unilever PLC | 87,494 | 3,844,456 | |||
United Utilities Group PLC | 26,873 | 265,347 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United Kingdom (continued) | |||||
Vodafone Group PLC | 946,663 | $ | 1,059,500 | ||
Whitbread PLC | 7,669 | 194,397 | |||
WPP PLC | 42,535 | 351,133 | |||
63,392,169 | |||||
United States - 0.1% | |||||
Bausch Health Companies, Inc. (A) | 11,700 | 80,804 | |||
Brookfield Renewable Corp., Class A (C) | 5,150 | 168,293 | |||
Legend Biotech Corp., ADR (A) | 2,100 | 85,680 | |||
Parade Technologies, Ltd. | 3,000 | 55,127 | |||
389,904 | |||||
TOTAL COMMON STOCKS (Cost $649,577,277) | $ | 659,939,651 | |||
PREFERRED SECURITIES - 0.9% | |||||
Brazil - 0.5% | |||||
Alpargatas SA | 1,394 | 5,497 | |||
Banco Bradesco SA | 191,781 | 705,356 | |||
Banco BTG Pactual SA | 4 | 4 | |||
Braskem SA, A Shares | 8,200 | 39,888 | |||
Centrais Eletricas Brasileiras SA, B Shares | 5,700 | 47,708 | |||
Cia Energetica de Minas Gerais | 47,172 | 94,093 | |||
Gerdau SA | 43,600 | 197,537 | |||
Itau Unibanco Holding SA | 173,789 | 904,005 | |||
Itausa SA | 155,109 | 279,776 | |||
Petroleo Brasileiro SA | 165,151 | 912,343 | |||
3,186,207 | |||||
Germany - 0.3% | |||||
Bayerische Motoren Werke AG | 2,090 | 135,720 | |||
Henkel AG & Company KGaA | 6,583 | 390,943 | |||
Porsche Automobil Holding SE | 5,695 | 320,873 | |||
Sartorius AG | 833 | 288,137 | |||
Volkswagen AG | 6,332 | 773,717 | |||
1,909,390 | |||||
South Korea - 0.1% | |||||
Hyundai Motor Company | 705 | 41,216 | |||
Hyundai Motor Company, 2nd Preferred | 1,197 | 69,593 | |||
LG Chem, Ltd. | 162 | 28,214 | |||
LG H&H Company, Ltd. | 48 | 10,997 | |||
Samsung Electronics Company, Ltd. | 28,139 | 914,036 | |||
1,064,056 | |||||
TOTAL PREFERRED SECURITIES (Cost $7,136,049) | $ | 6,159,653 | |||
RIGHTS - 0.0% | |||||
Globe Telecom, Inc. (Expiration Date: 10-10-22; Strike Price: PHP 1,680.00) (A) | 73 | 436 | |||
Localiza Rent a Car SA (Expiration Date: 11-1-22; Strike Price: BRL 50.35) (A) | 62 | 121 | |||
Securitas AB (Expiration Date: 10-12-22; Strike Price: SEK 46.00) (A)(C) | 51,184 | 21,354 | |||
TOTAL RIGHTS (Cost $21,711) | $ | 21,911 | |||
WARRANTS - 0.0% | |||||
BTS Group Holdings PCL (Expiration Date: 11-20-26; Strike Price: THB 14.90) (A) | 60,320 | 492 | |||
BTS Group Holdings PCL (Expiration Date: 11-7-24; Strike Price: THB 11.90) (A) | 30,160 | 198 | |||
TOTAL WARRANTS (Cost $0) | $ | 690 |
106 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS - 1.9% | |||||
Short-term funds - 1.9% | |||||
Fidelity Government Portfolio, Institutional Class, 2.6229% (F) | 3,317,877 | $ | 3,317,877 | ||
John Hancock Collateral Trust, 3.0556% (F)(G) | 967,950 | 9,671,759 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $12,989,724) | $ | 12,989,636 | |||
Total Investments (International Equity Index Trust) (Cost $669,724,761) - 99.9% | $ | 679,111,541 | |||
Other assets and liabilities, net - 0.1% | 539,598 | ||||
TOTAL NET ASSETS - 100.0% | $ | 679,651,139 |
Currency Abbreviations | |
BRL | Brazilian Real |
PHP | Philippine Peso |
SEK | Swedish Krona |
THB | Thai Bhat |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
BDR | Brazilian Depositary Receipt |
GDR | Global Depositary Receipt |
NVDR | Non-Voting Depositary Receipt |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $9,188,123. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
(E) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(F) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Mini MSCI EAFE Index Futures | 13 | Long | Dec 2022 | $1,208,925 | $1,079,910 | $(129,015) |
Mini MSCI Emerging Markets Index Futures | 281 | Long | Dec 2022 | 13,718,792 | 12,250,195 | (1,468,597) |
$(1,597,612) |
Shares or Principal Amount | Value | ||||
COMMON STOCKS - 98.0% | |||||
Australia - 6.5% | |||||
A2B Australia, Ltd. (A) | 9,047 | $ | 6,745 | ||
Accent Group, Ltd. | 24,907 | 20,377 | |||
Adairs, Ltd. | 7,105 | 8,229 | |||
Adbri, Ltd. | 19,036 | 22,450 | |||
Ainsworth Game Technology, Ltd. (A) | 10,192 | 5,641 | |||
Alcidion Group, Ltd. (A) | 43,339 | 3,553 | |||
Alkane Resources, Ltd. (A) | 25,036 | 10,886 | |||
Alliance Aviation Services, Ltd. (A) | 3,238 | 6,416 | |||
AMA Group, Ltd. (A) | 33,686 | 4,877 | |||
AMP, Ltd. (A) | 137,230 | 96,193 | |||
Ansell, Ltd. | 2,607 | 41,948 | |||
Appen, Ltd. | 3,751 | 7,412 | |||
Arafura Resources, Ltd. (A) | 160,240 | 33,433 | |||
ARB Corp., Ltd. | 3,854 | 68,474 | |||
Archer Materials, Ltd. (A) | 10,038 | 4,994 | |||
Ardent Leisure Group, Ltd. | 39,016 | 12,924 | |||
AUB Group, Ltd. | 5,264 | 64,112 | |||
Audinate Group, Ltd. (A) | 3,365 | 15,549 | |||
Aurelia Metals, Ltd. (A) | 85,331 | 10,856 | |||
Aussie Broadband, Ltd. (A) | 7,972 | 11,558 | |||
Austal, Ltd. | 23,155 | 33,764 | |||
Australian Agricultural Company, Ltd. (A) | 28,065 | 30,808 | |||
Australian Finance Group, Ltd. | 15,010 | 15,419 | |||
Australian Strategic Materials, Ltd. (A) | 2,300 | 3,426 | |||
Auswide Bank, Ltd. | 694 | 2,307 | |||
AVZ Minerals, Ltd. (A)(B) | 98,026 | 48,908 | |||
Baby Bunting Group, Ltd. | 5,551 | 13,392 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Australia (continued) | |||||
Bapcor, Ltd. | 15,610 | $ | 60,940 | ||
Base Resources, Ltd. | 32,069 | 5,825 | |||
Beach Energy, Ltd. | 86,667 | 83,229 | |||
Beacon Lighting Group, Ltd. | 6,266 | 7,705 | |||
Bega Cheese, Ltd. | 15,122 | 33,454 | |||
Bell Financial Group, Ltd. | 10,635 | 6,889 | |||
Bellevue Gold, Ltd. (A) | 51,351 | 24,407 | |||
Betmakers Technology Group, Ltd. (A) | 14,102 | 2,820 | |||
Bigtincan Holdings, Ltd. (A) | 27,175 | 9,298 | |||
Blackmores, Ltd. | 796 | 32,100 | |||
Boral, Ltd. | 21,191 | 36,122 | |||
Bravura Solutions, Ltd. | 17,804 | 13,972 | |||
Breville Group, Ltd. | 4,635 | 53,478 | |||
Brickworks, Ltd. | 3,876 | 53,380 | |||
Bubs Australia, Ltd. (A) | 28,812 | 9,169 | |||
BWX, Ltd. (B) | 9,946 | 4,008 | |||
Calidus Resources, Ltd. (A) | 27,986 | 9,762 | |||
Calix, Ltd. (A) | 4,787 | 17,664 | |||
Capitol Health, Ltd. | 41,735 | 8,388 | |||
Capricorn Metals, Ltd. (A) | 13,300 | 25,463 | |||
Carnarvon Energy, Ltd. (A) | 51,813 | 5,128 | |||
Cash Converters International, Ltd. | 14,501 | 2,130 | |||
Cedar Woods Properties, Ltd. | 5,696 | 14,556 | |||
Chalice Mining, Ltd. (A) | 15,199 | 38,016 | |||
Challenger, Ltd. | 9,888 | 37,041 | |||
Champion Iron, Ltd. | 13,921 | 43,263 | |||
City Chic Collective, Ltd. (A) | 9,410 | 7,825 | |||
Clinuvel Pharmaceuticals, Ltd. | 2,335 | 27,697 |
107 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Australia (continued) | |||||
Clover Corp., Ltd. | 8,155 | $ | 6,542 | ||
Codan, Ltd. | 5,320 | 19,245 | |||
Collins Foods, Ltd. | 8,677 | 48,216 | |||
Cooper Energy, Ltd. (A) | 158,205 | 25,968 | |||
Corporate Travel Management, Ltd. | 6,082 | 64,992 | |||
Costa Group Holdings, Ltd. | 25,640 | 36,876 | |||
Credit Corp. Group, Ltd. | 3,047 | 33,571 | |||
CSR, Ltd. | 25,551 | 72,814 | |||
Data#3, Ltd. | 9,073 | 36,069 | |||
De Grey Mining, Ltd. (A) | 57,286 | 37,851 | |||
Deterra Royalties, Ltd. | 18,874 | 48,506 | |||
Dicker Data, Ltd. | 2,871 | 18,770 | |||
Domain Holdings Australia, Ltd. | 11,859 | 24,407 | |||
Downer EDI, Ltd. | 34,064 | 99,638 | |||
Eagers Automotive, Ltd. | 7,533 | 52,923 | |||
Eclipx Group, Ltd. (A) | 16,681 | 23,661 | |||
Elders, Ltd. | 8,609 | 65,696 | |||
Emeco Holdings, Ltd. | 22,924 | 12,188 | |||
Emerald Resources NL (A) | 28,411 | 19,590 | |||
EML Payments, Ltd. (A) | 16,327 | 8,242 | |||
Enero Group, Ltd. | 3,952 | 7,319 | |||
EQT Holdings, Ltd. | 939 | 14,851 | |||
Estia Health, Ltd. | 11,708 | 14,773 | |||
EVENT Hospitality and Entertainment, Ltd. (A) | 5,448 | 45,429 | |||
Finbar Group, Ltd. | 8,370 | 3,460 | |||
Fleetwood, Ltd. | 8,058 | 7,506 | |||
Flight Centre Travel Group, Ltd. (A) | 7,869 | 71,244 | |||
Frontier Digital Ventures, Ltd. (A) | 10,734 | 4,353 | |||
G8 Education, Ltd. | 51,376 | 31,533 | |||
Galan Lithium, Ltd. (A) | 13,760 | 10,458 | |||
Genworth Mortgage Insurance Australia, Ltd. | 18,245 | 31,785 | |||
Gold Road Resources, Ltd. | 44,162 | 35,928 | |||
GrainCorp, Ltd., Class A | 13,614 | 68,483 | |||
Grange Resources, Ltd. | 21,083 | 9,448 | |||
GUD Holdings, Ltd. | 7,010 | 33,257 | |||
GWA Group, Ltd. | 12,453 | 15,188 | |||
Hansen Technologies, Ltd. | 11,735 | 33,248 | |||
Healius, Ltd. | 23,643 | 50,860 | |||
Highfield Resources, Ltd. (A) | 13,495 | 6,622 | |||
HT&E, Ltd. | 20,357 | 15,698 | |||
HUB24, Ltd. | 3,277 | 43,766 | |||
Humm Group, Ltd. | 26,650 | 7,633 | |||
Iluka Resources, Ltd. | 11,060 | 64,031 | |||
Imdex, Ltd. | 20,483 | 23,233 | |||
Infomedia, Ltd. | 17,584 | 13,177 | |||
Inghams Group, Ltd. | 20,588 | 31,337 | |||
Insignia Financial, Ltd. | 32,271 | 61,005 | |||
Integral Diagnostics, Ltd. | 13,604 | 24,099 | |||
Integrated Research, Ltd. (A) | 3,367 | 834 | |||
InvoCare, Ltd. | 8,212 | 53,149 | |||
Ioneer, Ltd. (A) | 61,614 | 24,772 | |||
IPH, Ltd. | 9,953 | 60,562 | |||
IRESS, Ltd. | 9,820 | 56,004 | |||
IVE Group, Ltd. | 11,452 | 16,390 | |||
Johns Lyng Group, Ltd. | 11,256 | 45,196 | |||
Jumbo Interactive, Ltd. | 2,253 | 17,182 | |||
Jupiter Mines, Ltd. | 116,266 | 14,313 | |||
Karoon Energy, Ltd. (A) | 40,996 | 48,021 | |||
Kelsian Group, Ltd. | 2,432 | 7,541 | |||
Kogan.com, Ltd. (A) | 1,950 | 3,756 | |||
Lifestyle Communities, Ltd. | 4,254 | 41,212 | |||
Link Administration Holdings, Ltd. | 18,547 | 33,783 | |||
Lovisa Holdings, Ltd. | 3,846 | 52,047 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Australia (continued) | |||||
MA Financial Group, Ltd. | 4,146 | $ | 10,187 | ||
MACA, Ltd. | 23,711 | 16,361 | |||
Macmahon Holdings, Ltd. | 112,440 | 10,711 | |||
Macquarie Telecom Group, Ltd. (A) | 223 | 8,481 | |||
Mayne Pharma Group, Ltd. (A) | 99,135 | 17,369 | |||
McMillan Shakespeare, Ltd. | 3,346 | 27,539 | |||
McPherson's, Ltd. | 9,168 | 4,537 | |||
Mesoblast, Ltd. (A) | 11,677 | 5,761 | |||
Metals X, Ltd. (A) | 48,765 | 8,227 | |||
Metcash, Ltd. | 30,910 | 76,800 | |||
Michael Hill International, Ltd. | 16,629 | 12,627 | |||
Mincor Resources NL (A) | 14,651 | 17,132 | |||
MMA Offshore, Ltd. (A) | 25,635 | 11,290 | |||
Monadelphous Group, Ltd. | 3,790 | 31,452 | |||
Monash IVF Group, Ltd. | 21,798 | 12,567 | |||
Money3 Corp., Ltd. | 8,870 | 10,255 | |||
Mount Gibson Iron, Ltd. (A) | 19,096 | 4,986 | |||
Myer Holdings, Ltd. | 63,302 | 23,585 | |||
MyState, Ltd. | 5,518 | 13,447 | |||
Nanosonics, Ltd. (A) | 11,541 | 25,452 | |||
Navigator Global Investments, Ltd. | 11,684 | 8,390 | |||
Nearmap, Ltd. (A) | 18,333 | 23,422 | |||
Netwealth Group, Ltd. | 6,079 | 47,062 | |||
New Energy Solar, Ltd. | 2,820 | 1,721 | |||
New Hope Corp., Ltd. | 24,235 | 97,898 | |||
Newcrest Mining, Ltd. (Toronto Stock Exchange) | 2,787 | 30,587 | |||
nib holdings, Ltd. | 21,443 | 103,063 | |||
Nick Scali, Ltd. | 5,272 | 31,122 | |||
Nickel Industries, Ltd. | 52,112 | 26,309 | |||
Nine Entertainment Company Holdings, Ltd. | 4,471 | 5,363 | |||
Novonix, Ltd. (A) | 10,082 | 11,189 | |||
NRW Holdings, Ltd. | 25,786 | 39,273 | |||
Nufarm, Ltd. | 21,032 | 67,399 | |||
Objective Corp., Ltd. | 921 | 7,708 | |||
OceanaGold Corp. (A) | 38,000 | 61,896 | |||
OFX Group, Ltd. (A) | 14,134 | 22,757 | |||
Omni Bridgeway, Ltd. (A) | 15,737 | 37,600 | |||
oOh!media, Ltd. | 31,712 | 24,781 | |||
Opthea, Ltd. (A) | 9,285 | 6,971 | |||
Orora, Ltd. | 40,091 | 77,290 | |||
Pacific Current Group, Ltd. | 1,717 | 8,022 | |||
Pact Group Holdings, Ltd. | 11,275 | 9,714 | |||
Paladin Energy, Ltd. (A) | 119,046 | 56,152 | |||
Panoramic Resources, Ltd. (A) | 68,650 | 8,436 | |||
Pantoro, Ltd. (A) | 48,090 | 4,988 | |||
Peet, Ltd. | 13,800 | 9,454 | |||
Pendal Group, Ltd. | 12,114 | 34,875 | |||
PeopleIN, Ltd. | 4,845 | 9,521 | |||
Perenti Global, Ltd. | 35,432 | 20,846 | |||
Perpetual, Ltd. | 2,914 | 44,039 | |||
Perseus Mining, Ltd. | 68,083 | 66,234 | |||
Pinnacle Investment Management Group, Ltd. | 5,460 | 28,951 | |||
Platinum Asset Management, Ltd. | 22,136 | 24,090 | |||
PolyNovo, Ltd. (A) | 26,599 | 21,883 | |||
Poseidon Nickel, Ltd. (A) | 71,048 | 2,040 | |||
Praemium, Ltd. | 28,131 | 11,988 | |||
Premier Investments, Ltd. | 4,408 | 63,502 | |||
Propel Funeral Partners, Ltd. | 2,859 | 8,595 | |||
PSC Insurance Group, Ltd. | 5,616 | 17,187 | |||
PWR Holdings, Ltd. | 4,736 | 25,640 | |||
Ramelius Resources, Ltd. | 37,591 | 17,133 | |||
ReadyTech Holdings, Ltd. (A) | 4,809 | 8,762 |
108 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Australia (continued) | |||||
Red 5, Ltd. (A) | 186,035 | $ | 22,762 | ||
Redbubble, Ltd. (A) | 13,929 | 5,569 | |||
Regis Healthcare, Ltd. | 9,267 | 10,143 | |||
Regis Resources, Ltd. | 35,749 | 35,625 | |||
Resolute Mining, Ltd. (A) | 43,558 | 5,842 | |||
Ridley Corp., Ltd. | 19,540 | 25,531 | |||
RPMGlobal Holdings, Ltd. (A) | 6,670 | 6,486 | |||
Sandfire Resources, Ltd. | 19,142 | 45,734 | |||
Select Harvests, Ltd. | 7,048 | 23,712 | |||
Servcorp, Ltd. | 3,171 | 6,537 | |||
Service Stream, Ltd. | 27,275 | 11,840 | |||
Seven West Media, Ltd. (A) | 85,038 | 22,349 | |||
SG Fleet Group, Ltd. | 8,938 | 11,477 | |||
Sierra Rutile Holdings, Ltd. (A) | 14,764 | 1,983 | |||
Sigma Healthcare, Ltd. | 86,903 | 37,021 | |||
Silver Lake Resources, Ltd. (A) | 48,508 | 36,368 | |||
Silver Mines, Ltd. (A) | 71,260 | 7,416 | |||
Sims, Ltd. | 9,104 | 77,818 | |||
SmartGroup Corp., Ltd. | 8,029 | 25,681 | |||
SolGold PLC (A) | 65,333 | 11,047 | |||
Southern Cross Media Group, Ltd. | 17,291 | 10,189 | |||
SRG Global, Ltd. | 31,157 | 13,251 | |||
St. Barbara, Ltd. (A) | 33,249 | 15,676 | |||
Super Retail Group, Ltd. | 7,649 | 43,501 | |||
Superloop, Ltd. (A) | 22,967 | 9,672 | |||
Symbio Holdings, Ltd. | 2,522 | 5,116 | |||
Syrah Resources, Ltd. (A) | 49,135 | 51,057 | |||
Tabcorp Holdings, Ltd. | 64,938 | 38,942 | |||
Tassal Group, Ltd. | 8,526 | 28,208 | |||
Technology One, Ltd. | 12,441 | 83,978 | |||
Temple & Webster Group, Ltd. (A) | 4,468 | 14,078 | |||
Ten Sixty Four, Ltd. | 8,127 | 3,324 | |||
Terracom, Ltd. | 32,978 | 21,438 | |||
The Reject Shop, Ltd. (A) | 2,561 | 6,764 | |||
The Star Entertainment Group, Ltd. (A) | 42,180 | 69,627 | |||
Tyro Payments, Ltd. (A) | 10,423 | 8,549 | |||
United Malt Grp, Ltd. | 15,585 | 31,239 | |||
Viva Energy Group, Ltd. (C) | 34,817 | 58,488 | |||
Webjet, Ltd. (A) | 16,369 | 49,668 | |||
West African Resources, Ltd. (A) | 42,178 | 28,165 | |||
Westgold Resources, Ltd. (A) | 18,696 | 9,977 | |||
Whitehaven Coal, Ltd. | 44,790 | 259,866 | |||
Zip Company, Ltd. (A) | 18,285 | 7,879 | |||
6,170,843 | |||||
Austria - 1.4% | |||||
Addiko Bank AG | 668 | 6,874 | |||
Agrana Beteiligungs AG | 724 | 10,005 | |||
ams AG (A) | 11,874 | 73,912 | |||
ANDRITZ AG | 3,278 | 138,724 | |||
AT&S Austria Technologie & Systemtechnik AG | 1,801 | 58,782 | |||
BAWAG Group AG (A)(C) | 3,827 | 164,516 | |||
CA Immobilien Anlagen AG | 2,103 | 62,523 | |||
DO & Company AG (A) | 278 | 18,443 | |||
EVN AG | 2,014 | 33,535 | |||
Fabasoft AG | 599 | 9,579 | |||
FACC AG (A) | 1,116 | 6,592 | |||
Flughafen Wien AG (A) | 265 | 8,545 | |||
IMMOFINANZ AG (A)(B) | 4,356 | 0 | |||
Kapsch TrafficCom AG (A) | 191 | 2,037 | |||
Kontron AG | 2,318 | 32,731 | |||
Lenzing AG | 693 | 37,598 | |||
Mayr Melnhof Karton AG | 378 | 48,679 | |||
Oesterreichische Post AG (D) | 1,378 | 36,731 | |||
Palfinger AG | 876 | 16,821 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Austria (continued) | |||||
POLYTEC Holding AG | 995 | $ | 4,410 | ||
Porr AG | 876 | 7,700 | |||
Raiffeisen Bank International AG | 6,265 | 74,119 | |||
RHI Magnesita NV | 1,095 | 20,631 | |||
RHI Magnesita NV (London Stock Exchange) | 545 | 10,187 | |||
Rosenbauer International AG | 174 | 5,048 | |||
Schoeller-Bleckmann Oilfield Equipment AG | 710 | 31,029 | |||
Semperit AG Holding | 822 | 13,795 | |||
Strabag SE, Bearer Shares | 893 | 33,674 | |||
Telekom Austria AG (A) | 7,836 | 45,243 | |||
UBM Development AG | 411 | 10,859 | |||
UNIQA Insurance Group AG | 9,382 | 55,373 | |||
Vienna Insurance Group AG | 2,128 | 43,314 | |||
voestalpine AG | 4,895 | 82,922 | |||
Wienerberger AG | 5,497 | 110,334 | |||
Zumtobel Group AG | 2,545 | 14,880 | |||
1,330,145 | |||||
Belgium - 1.4% | |||||
Ackermans & van Haaren NV | 1,132 | 143,633 | |||
AGFA-Gevaert NV (A) | 6,780 | 20,053 | |||
Atenor | 211 | 8,461 | |||
Barco NV | 3,257 | 69,358 | |||
Bekaert SA | 1,986 | 50,001 | |||
Biocartis Group NV (A)(C) | 2,587 | 2,192 | |||
bpost SA | 4,236 | 22,703 | |||
Cie d'Entreprises CFE (A) | 416 | 3,971 | |||
Deceuninck NV | 2,515 | 4,677 | |||
Deme Group NV (A) | 416 | 43,115 | |||
Econocom Group SA/NV | 6,435 | 15,956 | |||
Etablissements Franz Colruyt NV | 1,276 | 28,048 | |||
Euronav NV | 8,334 | 130,067 | |||
Euronav NV (New York Stock Exchange) | 2,324 | 35,766 | |||
EVS Broadcast Equipment SA | 811 | 15,004 | |||
Exmar NV | 1,567 | 14,153 | |||
Fagron | 3,550 | 43,613 | |||
Galapagos NV (A) | 2,110 | 90,101 | |||
Gimv NV | 1,290 | 55,385 | |||
Immobel SA | 209 | 9,121 | |||
Ion Beam Applications | 1,305 | 15,352 | |||
Kinepolis Group NV (A) | 585 | 21,681 | |||
Lotus Bakeries NV | 21 | 107,536 | |||
Melexis NV | 753 | 50,942 | |||
Ontex Group NV (A) | 3,927 | 21,089 | |||
Orange Belgium SA (A) | 417 | 7,360 | |||
Picanol | 88 | 5,949 | |||
Proximus SADP | 6,084 | 63,079 | |||
Recticel SA | 2,296 | 30,122 | |||
Sipef NV | 420 | 22,147 | |||
Telenet Group Holding NV | 1,717 | 23,606 | |||
Tessenderlo Group SA (A) | 904 | 26,570 | |||
Van de Velde NV | 377 | 12,087 | |||
VGP NV | 370 | 35,291 | |||
Viohalco SA | 7,173 | 23,598 | |||
X-Fab Silicon Foundries SE (A)(C) | 3,484 | 17,253 | |||
1,289,040 | |||||
Bermuda - 0.2% | |||||
Hafnia, Ltd. | 8,060 | 32,796 | |||
Hiscox, Ltd. | 13,928 | 136,651 | |||
169,447 | |||||
Cambodia - 0.0% | |||||
NagaCorp, Ltd. (A) | 52,484 | 34,373 |
109 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Canada - 12.4% | |||||
5N Plus, Inc. (A) | 3,515 | $ | 4,250 | ||
Acadian Timber Corp. | 800 | 9,266 | |||
Advantage Energy, Ltd. (A) | 11,500 | 82,669 | |||
Aecon Group, Inc. | 3,200 | 22,054 | |||
Africa Oil Corp. | 34,602 | 64,126 | |||
Ag Growth International, Inc. | 1,100 | 25,642 | |||
AGF Management, Ltd., Class B | 4,298 | 18,855 | |||
Aimia, Inc. (A) | 7,777 | 19,424 | |||
AirBoss of America Corp. (D) | 1,500 | 9,067 | |||
Alamos Gold, Inc., Class A | 22,261 | 165,022 | |||
Alaris Equity Partners Income | 2,229 | 23,946 | |||
Algoma Central Corp. | 700 | 8,164 | |||
Altius Minerals Corp. | 3,100 | 43,447 | |||
Altus Group, Ltd. | 2,318 | 75,144 | |||
Amerigo Resources, Ltd. | 13,502 | 9,481 | |||
Andlauer Healthcare Group, Inc. | 1,218 | 41,927 | |||
Andrew Peller, Ltd., Class A | 2,300 | 9,341 | |||
Aritzia, Inc. (A) | 5,745 | 188,776 | |||
Ascot Resources, Ltd. (A) | 13,700 | 3,868 | |||
Atco, Ltd., Class I | 4,018 | 123,476 | |||
Athabasca Oil Corp. (A) | 42,135 | 64,971 | |||
ATS Automation Tooling Systems, Inc. (A) | 4,247 | 112,097 | |||
AutoCanada, Inc. (A) | 1,985 | 32,534 | |||
B2Gold Corp. | 46,125 | 148,257 | |||
B2Gold Corp. (NYSE American Exchange) | 5,393 | 17,365 | |||
Badger Infrastructure Solutions, Ltd. | 2,432 | 49,561 | |||
Ballard Power Systems, Inc. (A) | 13,818 | 84,628 | |||
Baytex Energy Corp. (A) | 24,353 | 103,135 | |||
Birch Mountain Resources, Ltd. (A)(B) | 9,200 | 1 | |||
Birchcliff Energy, Ltd. | 15,733 | 111,732 | |||
Bird Construction, Inc. | 4,995 | 21,552 | |||
Black Diamond Group, Ltd. | 2,750 | 7,565 | |||
BlackBerry, Ltd. (A) | 17,634 | 83,105 | |||
BMTC Group, Inc. | 500 | 4,988 | |||
Bombardier, Inc., Class B (A) | 3,969 | 71,056 | |||
Boralex, Inc., Class A | 4,877 | 154,888 | |||
Boyd Group Services, Inc. | 1,160 | 146,076 | |||
Brookfield Infrastructure Corp., Class A | 2,586 | 105,267 | |||
Calian Group, Ltd. | 905 | 36,643 | |||
Calibre Mining Corp. (A) | 11,500 | 7,909 | |||
Canaccord Genuity Group, Inc. | 5,281 | 25,882 | |||
Canacol Energy, Ltd. | 7,565 | 10,241 | |||
Canada Goose Holdings, Inc. (A) | 2,213 | 33,675 | |||
Canadian Western Bank | 5,015 | 81,650 | |||
Canfor Corp. (A) | 3,704 | 53,924 | |||
Canfor Pulp Products, Inc. (A) | 2,715 | 9,287 | |||
Capital Power Corp. | 6,727 | 228,397 | |||
Capstone Copper Corp. (A) | 29,467 | 69,542 | |||
Cardinal Energy, Ltd. | 5,530 | 28,424 | |||
Cascades, Inc. | 5,723 | 33,310 | |||
Celestica, Inc. (A) | 5,019 | 42,293 | |||
Celestica, Inc. (New York Stock Exchange) (A) | 3,200 | 26,912 | |||
Centerra Gold, Inc. | 12,177 | 53,597 | |||
CES Energy Solutions Corp. | 18,429 | 29,084 | |||
China Gold International Resources Corp., Ltd. | 18,050 | 45,996 | |||
CI Financial Corp. | 8,900 | 85,305 | |||
Cineplex, Inc. (A) | 1,227 | 8,083 | |||
Cogeco Communications, Inc. | 863 | 45,051 | |||
Cogeco, Inc. | 445 | 17,750 | |||
Computer Modelling Group, Ltd. | 4,420 | 16,255 | |||
Copper Mountain Mining Corp. (A) | 8,800 | 9,811 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Canada (continued) | |||||
Corby Spirit and Wine, Ltd. | 700 | $ | 8,924 | ||
Corus Entertainment, Inc., B Shares | 11,806 | 20,170 | |||
Crescent Point Energy Corp. | 12,719 | 78,265 | |||
Crescent Point Energy Corp. (New York Stock Exchange) | 16,800 | 103,488 | |||
Crew Energy, Inc. (A) | 11,300 | 42,129 | |||
Cronos Group, Inc. (A) | 5,470 | 15,325 | |||
Cronos Group, Inc. (Nasdaq Exchange) (A) | 7,260 | 20,473 | |||
Denison Mines Corp. (A) | 42,724 | 49,796 | |||
Dexterra Group, Inc. | 1,621 | 6,748 | |||
DIRTT Environmental Solutions (A) | 3,000 | 1,281 | |||
Doman Building Materials Group, Ltd. | 3,600 | 15,142 | |||
Dorel Industries, Inc., Class B | 1,800 | 6,190 | |||
DREAM Unlimited Corp., Class A | 2,250 | 40,070 | |||
Dundee Precious Metals, Inc. | 7,687 | 34,168 | |||
ECN Capital Corp. | 16,900 | 55,911 | |||
E-L Financial Corp., Ltd. | 100 | 61,716 | |||
Eldorado Gold Corp. (A) | 9,374 | 56,664 | |||
Element Fleet Management Corp. | 20,269 | 239,175 | |||
Endeavour Silver Corp. (A) | 6,945 | 20,915 | |||
Enerflex, Ltd. | 6,400 | 27,475 | |||
Enerplus Corp. | 14,413 | 204,089 | |||
Enghouse Systems, Ltd. | 2,700 | 56,684 | |||
Ensign Energy Services, Inc. (A) | 9,800 | 16,034 | |||
EQB, Inc. | 1,392 | 46,798 | |||
Equinox Gold Corp. (A) | 12,552 | 45,525 | |||
ERO Copper Corp. (A) | 2,900 | 32,058 | |||
Evertz Technologies, Ltd. | 1,900 | 16,891 | |||
Exchange Income Corp. | 568 | 17,040 | |||
Exco Technologies, Ltd. | 1,500 | 8,361 | |||
Extendicare, Inc. | 6,230 | 30,623 | |||
Fiera Capital Corp. | 5,935 | 37,337 | |||
Finning International, Inc. | 7,281 | 127,978 | |||
Firm Capital Mortgage Investment Corp. | 1,100 | 9,174 | |||
First Majestic Silver Corp. | 9,281 | 70,950 | |||
First Majestic Silver Corp. (New York Stock Exchange) | 1,582 | 12,055 | |||
First Mining Gold Corp. (A) | 39,000 | 5,788 | |||
First National Financial Corp. | 700 | 18,248 | |||
Fission Uranium Corp. (A) | 19,500 | 9,317 | |||
Fortuna Silver Mines, Inc. (A) | 14,300 | 35,819 | |||
Freehold Royalties, Ltd. | 7,229 | 75,255 | |||
Frontera Energy Corp. (A) | 2,200 | 15,942 | |||
Galiano Gold, Inc. (A) | 6,600 | 3,201 | |||
Gamehost, Inc. | 100 | 565 | |||
GDI Integrated Facility Services, Inc. (A) | 300 | 9,284 | |||
Gibson Energy, Inc. | 8,598 | 136,749 | |||
goeasy, Ltd. | 672 | 52,306 | |||
GoGold Resources, Inc. (A) | 5,300 | 6,062 | |||
Gran Tierra Energy, Inc. (A) | 25,166 | 30,789 | |||
Guardian Capital Group, Ltd., Class A | 1,100 | 21,302 | |||
Hanfeng Evergreen, Inc. (A)(B) | 200 | 0 | |||
Headwater Exploration, Inc. (A) | 7,042 | 26,815 | |||
Heroux-Devtek, Inc. (A) | 2,700 | 23,944 | |||
HEXO Corp. (A)(D) | 3,660 | 636 | |||
High Liner Foods, Inc. | 1,773 | 16,699 | |||
HLS Therapeutics, Inc. | 700 | 4,571 | |||
Home Capital Group, Inc. | 3,379 | 67,269 | |||
Hudbay Minerals, Inc. | 12,257 | 49,335 | |||
i-80 Gold Corp. (A) | 1,651 | 2,916 | |||
IAMGOLD Corp. (A) | 29,827 | 32,173 | |||
Imperial Metals Corp. (A) | 5,060 | 8,901 | |||
Information Services Corp. | 800 | 12,770 | |||
Innergex Renewable Energy, Inc. | 9,900 | 124,632 |
110 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Canada (continued) | |||||
Interfor Corp. (A) | 3,520 | $ | 61,616 | ||
International Petroleum Corp. (A) | 337 | 2,657 | |||
International Petroleum Corp. (Nasdaq Stockholm Exchange) (A) | 3,496 | 28,003 | |||
International Tower Hill Mines, Ltd. (A) | 2,300 | 1,182 | |||
Jamieson Wellness, Inc. (C) | 3,200 | 77,628 | |||
K92 Mining, Inc. (A) | 1,930 | 11,038 | |||
KAB Distribution, Inc. (A)(B) | 7,076 | 0 | |||
Karora Resources, Inc. (A) | 4,800 | 9,903 | |||
K-Bro Linen, Inc. | 600 | 12,245 | |||
Kelt Exploration, Ltd. (A) | 10,445 | 39,395 | |||
Keyera Corp. | 2,806 | 57,771 | |||
Kinaxis, Inc. (A) | 746 | 74,025 | |||
Knight Therapeutics, Inc. (A) | 5,400 | 20,758 | |||
Labrador Iron Ore Royalty Corp. | 3,218 | 67,349 | |||
Largo, Inc. (A) | 780 | 4,099 | |||
Lassonde Industries, Inc., Class A | 200 | 15,743 | |||
Laurentian Bank of Canada | 2,414 | 51,763 | |||
Leon's Furniture, Ltd. | 1,883 | 21,811 | |||
Lightspeed Commerce, Inc. (A) | 7,093 | 124,828 | |||
Linamar Corp. | 2,366 | 92,167 | |||
Logistec Corp., Class B | 700 | 19,348 | |||
Lucara Diamond Corp. (A) | 25,184 | 10,027 | |||
Lundin Gold, Inc. | 4,258 | 29,592 | |||
MAG Silver Corp. (A) | 2,268 | 28,388 | |||
Magellan Aerospace Corp. | 900 | 4,502 | |||
Mainstreet Equity Corp. (A) | 400 | 30,695 | |||
Major Drilling Group International, Inc. (A) | 6,800 | 40,908 | |||
Manitok Energy, Inc. (A)(B) | 16 | 0 | |||
Maple Leaf Foods, Inc. | 5,040 | 75,307 | |||
Martinrea International, Inc. | 4,603 | 28,491 | |||
Maverix Metals, Inc. | 2,300 | 7,643 | |||
MDA, Ltd. (A) | 1,987 | 10,429 | |||
Medical Facilities Corp. | 2,104 | 16,343 | |||
MEG Energy Corp. (A) | 15,388 | 172,222 | |||
Melcor Developments, Ltd. | 1,000 | 7,847 | |||
Methanex Corp. | 3,089 | 98,394 | |||
Morguard Corp. | 400 | 31,584 | |||
Mountain Province Diamonds, Inc. (A) | 6,800 | 2,708 | |||
MTY Food Group, Inc. | 742 | 30,623 | |||
Mullen Group, Ltd. | 5,582 | 57,543 | |||
New Gold, Inc. (A) | 44,315 | 39,460 | |||
NFI Group, Inc. (D) | 2,960 | 26,014 | |||
North American Construction Group, Ltd. | 2,100 | 20,052 | |||
NuVista Energy, Ltd. (A) | 15,505 | 110,113 | |||
Onex Corp. | 306 | 14,036 | |||
Organigram Holdings, Inc. (A) | 8,928 | 7,885 | |||
Orla Mining, Ltd. (A) | 13,940 | 45,513 | |||
Osisko Gold Royalties, Ltd. | 9,461 | 96,367 | |||
Osisko Mining, Inc. (A) | 16,850 | 37,692 | |||
Pan American Silver Corp. | 8,824 | 140,279 | |||
Paramount Resources, Ltd., Class A | 5,173 | 91,375 | |||
Parex Resources, Inc. | 7,016 | 102,445 | |||
Park Lawn Corp. | 1,792 | 31,226 | |||
Parkland Corp. | 7,819 | 167,548 | |||
Pason Systems, Inc. | 5,636 | 53,938 | |||
Peyto Exploration & Development Corp. | 10,197 | 81,349 | |||
PHX Energy Services Corp. | 2,600 | 10,898 | |||
Pizza Pizza Royalty Corp. | 1,729 | 15,821 | |||
Polaris Renewable Energy, Inc. | 1,500 | 17,657 | |||
Pollard Banknote, Ltd. | 1,000 | 13,718 | |||
PolyMet Mining Corp. (A) | 1,185 | 3,440 | |||
PrairieSky Royalty, Ltd. | 11,227 | 144,752 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Canada (continued) | |||||
Precision Drilling Corp. (A) | 1,082 | $ | 54,776 | ||
Premium Brands Holdings Corp. | 2,400 | 147,682 | |||
Quarterhill, Inc. | 9,800 | 11,635 | |||
Questerre Energy Corp., Class A (A) | 19,444 | 3,238 | |||
Real Matters, Inc. (A) | 3,500 | 12,035 | |||
Recipe Unlimited Corp. (A) | 1,300 | 19,406 | |||
RF Capital Group, Inc. (A) | 185 | 1,937 | |||
Richelieu Hardware, Ltd. | 2,800 | 77,695 | |||
Rogers Sugar, Inc. | 6,474 | 28,964 | |||
Russel Metals, Inc. | 3,846 | 71,555 | |||
Sabina Gold & Silver Corp. (A) | 20,475 | 16,156 | |||
Sandstorm Gold, Ltd. | 13,731 | 71,073 | |||
Savaria Corp. | 2,300 | 22,978 | |||
Seabridge Gold, Inc. (A) | 4,830 | 57,449 | |||
Secure Energy Services, Inc. | 15,677 | 65,484 | |||
ShawCor, Ltd. (A) | 4,173 | 25,799 | |||
Sienna Senior Living, Inc. | 3,606 | 30,752 | |||
Sierra Wireless, Inc. (A) | 2,600 | 79,034 | |||
SilverCrest Metals, Inc. (A)(D) | 100 | 555 | |||
Sleep Country Canada Holdings, Inc. (C) | 2,113 | 37,431 | |||
SNC-Lavalin Group, Inc. | 9,043 | 150,569 | |||
Spin Master Corp. (C) | 1,400 | 42,131 | |||
Sprott, Inc. | 1,329 | 44,593 | |||
Stantec, Inc. | 1,088 | 47,715 | |||
Stelco Holdings, Inc. | 2,875 | 71,617 | |||
Stella-Jones, Inc. | 2,800 | 78,607 | |||
Superior Plus Corp. | 9,057 | 65,697 | |||
Surge Energy, Inc. | 2,103 | 11,890 | |||
Tamarack Valley Energy, Ltd. | 20,085 | 55,107 | |||
Taseko Mines, Ltd. (A) | 16,100 | 18,415 | |||
Tecsys, Inc. | 609 | 12,900 | |||
TELUS Corp. | 1,384 | 27,483 | |||
TerraVest Industries, Inc. | 600 | 10,620 | |||
The North West Company, Inc. | 4,006 | 92,773 | |||
Tidewater Midstream and Infrastructure, Ltd. | 6,650 | 4,766 | |||
Timbercreek Financial Corp. | 6,000 | 33,011 | |||
TLC Vision Corp. (A)(B) | 3,400 | 0 | |||
Torex Gold Resources, Inc. (A) | 5,460 | 39,408 | |||
Total Energy Services, Inc. | 3,132 | 14,647 | |||
TransAlta Corp. | 13,082 | 115,634 | |||
TransAlta Renewables, Inc. | 6,098 | 64,540 | |||
Transcontinental, Inc., Class A | 4,783 | 55,713 | |||
TransGlobe Energy Corp. | 4,600 | 12,288 | |||
Treasury Metals, Inc. (A) | 11 | 2 | |||
Trevali Mining Corp. (A)(B) | 3,713 | 457 | |||
Trican Well Service, Ltd. (A) | 26,009 | 54,038 | |||
Tricon Residential, Inc. | 12,819 | 110,897 | |||
Trisura Group, Ltd. (A) | 2,500 | 60,466 | |||
Turquoise Hill Resources, Ltd. (A) | 5,450 | 161,368 | |||
Uni-Select, Inc. (A) | 3,401 | 89,817 | |||
Vecima Networks, Inc. | 479 | 5,895 | |||
Vermilion Energy, Inc. | 9,000 | 192,659 | |||
Wajax Corp. | 1,300 | 17,505 | |||
Wesdome Gold Mines, Ltd. (A) | 11,600 | 78,433 | |||
Western Copper & Gold Corp. (A) | 5,400 | 6,841 | |||
Western Forest Products, Inc. | 25,850 | 24,702 | |||
Westshore Terminals Investment Corp. | 3,389 | 65,064 | |||
Whitecap Resources, Inc. | 31,480 | 199,178 | |||
WildBrain, Ltd. (A) | 10,382 | 17,286 | |||
Winpak, Ltd. | 1,577 | 51,294 | |||
Yamana Gold, Inc. | 45,750 | 206,999 | |||
Yellow Pages, Ltd. | 200 | 1,803 | |||
Zenith Capital Corp. (A) | 1,700 | 255 | |||
11,691,524 |
111 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Chile - 0.0% | |||||
Aclara Resources, Inc. (A) | 2,271 | $ | 526 | ||
China - 0.1% | |||||
Fosun Tourism Group (A)(C) | 11,400 | 10,537 | |||
Yangzijiang Shipbuilding Holdings, Ltd. | 79,100 | 56,471 | |||
67,008 | |||||
Denmark - 2.3% | |||||
ALK-Abello A/S (A) | 7,347 | 115,787 | |||
Alm Brand A/S | 46,610 | 56,946 | |||
Amagerbanken A/S (A)(B) | 25,580 | 0 | |||
Asetek A/S (A) | 1,629 | 1,781 | |||
Bang & Olufsen A/S (A) | 7,788 | 9,266 | |||
Bavarian Nordic A/S (A) | 3,556 | 103,241 | |||
Better Collective A/S (A) | 2,021 | 25,509 | |||
Cadeler A/S (A) | 2,970 | 9,118 | |||
CBrain A/S | 389 | 6,592 | |||
Chemometec A/S | 925 | 69,967 | |||
Columbus A/S | 6,187 | 5,403 | |||
D/S Norden A/S | 1,788 | 75,429 | |||
Dfds A/S | 2,172 | 56,387 | |||
FLSmidth & Company A/S | 3,054 | 66,144 | |||
H Lundbeck A/S | 17,205 | 54,991 | |||
H+H International A/S, Class B (A) | 1,146 | 14,998 | |||
INVISIO AB | 78 | 949 | |||
ISS A/S (A) | 7,129 | 109,902 | |||
Jeudan A/S | 380 | 12,973 | |||
Jyske Bank A/S (A) | 2,627 | 136,716 | |||
Lan & Spar Bank A/S | 225 | 19,300 | |||
Matas A/S | 2,910 | 25,795 | |||
Netcompany Group A/S (A)(C) | 1,473 | 49,247 | |||
Nilfisk Holding A/S (A) | 1,220 | 21,132 | |||
NKT A/S (A) | 2,498 | 117,936 | |||
NNIT A/S (A)(C) | 479 | 3,314 | |||
NTG Nordic Transport Group A/S (A) | 635 | 15,760 | |||
Per Aarsleff Holding A/S | 883 | 21,647 | |||
Ringkjoebing Landbobank A/S | 1,302 | 138,051 | |||
Royal Unibrew A/S | 2,434 | 157,713 | |||
Scandinavian Tobacco Group A/S (C) | 3,178 | 46,105 | |||
Schouw & Company A/S | 666 | 38,856 | |||
SimCorp A/S | 1,934 | 109,593 | |||
Solar A/S, B Shares | 410 | 26,836 | |||
SP Group A/S | 368 | 10,134 | |||
Spar Nord Bank A/S | 4,967 | 55,430 | |||
Sparekassen Sjaelland-Fyn A/S | 1,012 | 20,365 | |||
Sydbank A/S | 3,132 | 85,778 | |||
TCM Group A/S (D) | 507 | 4,394 | |||
The Drilling Company of 1972 A/S (A) | 908 | 40,454 | |||
Tivoli A/S (A) | 102 | 9,418 | |||
Topdanmark A/S | 2,239 | 104,699 | |||
UIE PLC | 1,280 | 31,931 | |||
Vestjysk Bank A/S (A) | 22,473 | 8,832 | |||
Zealand Pharma A/S (A) | 1,273 | 28,916 | |||
2,123,735 | |||||
Finland - 2.0% | |||||
Aktia Bank OYJ | 4,499 | 42,505 | |||
Alma Media OYJ | 1,962 | 15,257 | |||
Bittium OYJ | 2,708 | 9,845 | |||
Cargotec OYJ, B Shares | 2,007 | 60,615 | |||
Caverion OYJ | 3,325 | 13,936 | |||
Citycon OYJ (A) | 4,136 | 25,870 | |||
Enento Group OYJ (A)(C) | 860 | 17,714 | |||
EQ OYJ | 483 | 10,862 | |||
Finnair OYJ (A)(D) | 44,891 | 15,545 | |||
Fiskars OYJ ABP | 2,196 | 31,846 | |||
F-Secure OYJ (A) | 7,159 | 17,193 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Finland (continued) | |||||
Harvia OYJ | 846 | $ | 11,515 | ||
HKScan OYJ, A Shares | 316 | 306 | |||
Huhtamaki OYJ | 4,496 | 142,985 | |||
Kamux Corp. | 1,688 | 8,705 | |||
Kemira OYJ | 4,940 | 54,739 | |||
Kojamo OYJ | 5,330 | 68,645 | |||
Konecranes OYJ | 2,937 | 58,351 | |||
Lassila & Tikanoja OYJ | 1,929 | 18,806 | |||
Marimekko OYJ | 1,923 | 16,310 | |||
Metsa Board OYJ, B Shares | 9,171 | 66,661 | |||
Multitude SE (A) | 459 | 989 | |||
Musti Group OYJ (A) | 1,222 | 21,220 | |||
Nokian Renkaat OYJ | 6,368 | 61,301 | |||
Olvi OYJ, A Shares | 721 | 22,238 | |||
Oma Saastopankki OYJ | 490 | 8,354 | |||
Oriola OYJ, B Shares | 9,290 | 16,242 | |||
Orion OYJ, Class A | 982 | 41,679 | |||
Orion OYJ, Class B | 4,918 | 207,084 | |||
Outokumpu OYJ | 20,664 | 70,762 | |||
Pihlajalinna OYJ | 1,193 | 10,788 | |||
Ponsse OYJ | 543 | 13,130 | |||
QT Group OYJ (A) | 770 | 29,186 | |||
Raisio OYJ, V Shares | 8,267 | 15,235 | |||
Rapala VMC OYJ | 908 | 3,910 | |||
Revenio Group OYJ | 1,101 | 40,858 | |||
Rovio Entertainment OYJ (C) | 1,642 | 9,129 | |||
Sanoma OYJ | 4,094 | 49,089 | |||
Taaleri OYJ | 956 | 8,571 | |||
Talenom OYJ | 637 | 5,458 | |||
Terveystalo OYJ (C) | 4,887 | 39,461 | |||
TietoEVRY OYJ | 4,031 | 91,213 | |||
Tokmanni Group Corp. | 2,438 | 26,589 | |||
Uponor OYJ | 2,530 | 33,248 | |||
Vaisala OYJ, A Shares | 952 | 34,858 | |||
Valmet OYJ | 8,819 | 178,286 | |||
Verkkokauppa.com OYJ | 1,047 | 3,126 | |||
Wartsila OYJ ABP | 14,910 | 95,243 | |||
WithSecure OYJ (A) | 7,159 | 11,242 | |||
YIT OYJ | 8,449 | 23,684 | |||
1,880,384 | |||||
France - 4.3% | |||||
ABC arbitrage | 2,570 | 16,125 | |||
AKWEL | 725 | 10,386 | |||
ALD SA (C) | 5,575 | 51,389 | |||
Altamir | 752 | 16,818 | |||
Alten SA | 1,287 | 141,428 | |||
Assystem SA | 763 | 26,296 | |||
Aubay | 399 | 17,000 | |||
Axway Software SA | 531 | 8,809 | |||
Bastide le Confort Medical | 256 | 7,158 | |||
Beneteau SA | 2,839 | 29,144 | |||
Bigben Interactive | 1,198 | 12,228 | |||
Boiron SA | 274 | 11,867 | |||
Bonduelle SCA | 1,027 | 11,361 | |||
Burelle SA | 15 | 6,662 | |||
Casino Guichard Perrachon SA (A)(D) | 2,173 | 20,327 | |||
Catana Group | 1,588 | 8,564 | |||
Cegedim SA | 495 | 6,877 | |||
CGG SA (A) | 42,425 | 29,477 | |||
Chargeurs SA | 1,491 | 17,185 | |||
Cie des Alpes (A) | 998 | 12,014 | |||
Cie Plastic Omnium SA | 3,159 | 41,418 | |||
Claranova SE (A) | 1,250 | 3,263 | |||
Coface SA | 7,406 | 70,771 | |||
DBV Technologies SA (A)(D) | 1,786 | 6,202 |
112 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
France (continued) | |||||
Derichebourg SA | 6,625 | $ | 26,398 | ||
Ekinops SAS (A) | 1,302 | 8,002 | |||
Electricite de Strasbourg SA | 31 | 2,759 | |||
Elior Group SA (A)(C) | 8,308 | 15,144 | |||
Elis SA | 9,898 | 99,793 | |||
Equasens | 290 | 17,219 | |||
Eramet SA | 565 | 44,472 | |||
Etablissements Maurel et Prom SA | 6,372 | 24,819 | |||
Eurazeo SE | 2,171 | 113,285 | |||
Eutelsat Communications SA | 9,105 | 70,329 | |||
Exel Industries, A Shares | 89 | 3,053 | |||
Faurecia SE (A) | 5,710 | 61,809 | |||
Fnac Darty SA | 1,052 | 29,078 | |||
Gaztransport Et Technigaz SA | 1,271 | 140,144 | |||
Genfit (A) | 2,919 | 10,815 | |||
Groupe Crit | 163 | 8,928 | |||
Guerbet | 326 | 5,158 | |||
Haulotte Group SA | 962 | 2,501 | |||
ID Logistics Group (A) | 176 | 43,240 | |||
Imerys SA | 1,845 | 55,653 | |||
Infotel SA | 348 | 16,314 | |||
IPSOS | 2,460 | 109,935 | |||
Jacquet Metals SACA | 1,024 | 12,747 | |||
JCDecaux SA (A) | 2,960 | 34,731 | |||
Kaufman & Broad SA | 901 | 17,656 | |||
Korian SA | 3,776 | 38,485 | |||
Laurent-Perrier | 110 | 10,362 | |||
Lectra | 1,320 | 36,564 | |||
LISI | 1,205 | 21,079 | |||
LNA Sante SA | 166 | 4,702 | |||
Lumibird (A) | 632 | 9,203 | |||
Maisons du Monde SA (C) | 1,925 | 15,122 | |||
Manitou BF SA | 880 | 14,101 | |||
Manutan International | 105 | 6,192 | |||
Mersen SA | 1,171 | 32,429 | |||
Metropole Television SA | 1,324 | 15,984 | |||
Nacon SA (A) | 207 | 827 | |||
Neoen SA (C) | 1,703 | 56,753 | |||
Neurones | 659 | 20,538 | |||
Nexans SA | 1,743 | 155,158 | |||
Nexity SA | 1,974 | 40,075 | |||
NRJ Group | 782 | 4,814 | |||
Orpea SA (A) | 1,358 | 14,832 | |||
Pierre Et Vacances SA (A) | 10,785 | 8,529 | |||
Plastivaloire | 383 | 1,360 | |||
Quadient SA | 2,171 | 30,049 | |||
Recylex SA (A)(B) | 1,058 | 1,916 | |||
Rexel SA (A) | 14,693 | 220,200 | |||
Rothschild & Company | 1,855 | 60,636 | |||
Rubis SCA | 5,054 | 105,174 | |||
Samse SA | 48 | 7,932 | |||
Savencia SA | 372 | 18,579 | |||
SCOR SE | 7,559 | 109,283 | |||
SEB SA | 201 | 12,643 | |||
Seche Environnement SA | 126 | 9,360 | |||
SMCP SA (A)(C) | 1,921 | 9,602 | |||
Societe BIC SA | 1,252 | 79,415 | |||
Societe LDC SA | 212 | 19,270 | |||
Societe pour l'Informatique Industrielle | 438 | 18,418 | |||
SOITEC (A) | 1,260 | 143,871 | |||
Solocal Group (A) | 6,121 | 4,637 | |||
Somfy SA | 326 | 30,213 | |||
Sopra Steria Group SACA | 839 | 106,148 | |||
SPIE SA | 6,716 | 140,671 | |||
Stef SA | 202 | 14,804 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
France (continued) | |||||
Synergie SE | 557 | $ | 13,000 | ||
Technicolor Creative Studios SA (A) | 9,713 | 18,562 | |||
Technip Energies NV | 6,139 | 69,572 | |||
Television Francaise 1 | 3,803 | 21,726 | |||
Thermador Groupe | 453 | 30,120 | |||
Tikehau Capital SCA | 2,057 | 49,775 | |||
Trigano SA | 463 | 40,655 | |||
Ubisoft Entertainment SA (A) | 4,551 | 125,072 | |||
Valeo | 9,959 | 150,478 | |||
Vallourec SA (A) | 7,163 | 68,641 | |||
Vantiva SA (A) | 9,713 | 9,723 | |||
Verallia SA (C) | 3,490 | 78,461 | |||
Vetoquinol SA | 297 | 23,224 | |||
Vicat SA | 1,201 | 26,972 | |||
VIEL & Cie SA | 3,220 | 17,892 | |||
Vilmorin & Cie SA | 614 | 24,037 | |||
Virbac SA | 232 | 60,348 | |||
Voltalia SA (A) | 1,403 | 24,596 | |||
Wavestone | 331 | 14,259 | |||
Xilam Animation SA (A) | 215 | 6,744 | |||
4,080,538 | |||||
Gabon - 0.0% | |||||
TotalEnergies EP Gabon | 20 | 2,934 | |||
Georgia - 0.1% | |||||
Bank of Georgia Group PLC | 2,491 | 54,840 | |||
Georgia Capital PLC (A) | 1,145 | 7,890 | |||
TBC Bank Group PLC | 1,283 | 23,791 | |||
86,521 | |||||
Germany - 5.2% | |||||
1&1 AG | 2,192 | 29,039 | |||
7C Solarparken AG | 3,282 | 14,873 | |||
Aareal Bank AG | 2,902 | 93,588 | |||
Adesso SE | 207 | 20,815 | |||
AIXTRON SE | 5,092 | 122,484 | |||
All for One Group SE | 130 | 5,680 | |||
Allgeier SE | 498 | 13,068 | |||
Amadeus Fire AG | 264 | 21,550 | |||
Atoss Software AG | 218 | 24,297 | |||
Aurubis AG | 1,823 | 95,169 | |||
Auto1 Group SE (A)(C) | 2,814 | 17,593 | |||
Basler AG | 486 | 11,038 | |||
BayWa AG | 1,025 | 40,941 | |||
Bechtle AG | 4,139 | 148,792 | |||
Bertrandt AG | 394 | 12,868 | |||
Bijou Brigitte AG (A) | 340 | 10,257 | |||
Bilfinger SE | 1,781 | 44,583 | |||
Borussia Dortmund GmbH & Company KGaA (A) | 4,276 | 13,839 | |||
CANCOM SE | 2,024 | 47,760 | |||
CECONOMY AG | 8,144 | 9,462 | |||
CENIT AG | 446 | 5,624 | |||
Cewe Stiftung & Company KGAA | 268 | 19,466 | |||
CompuGroup Medical SE & Company KGaA | 1,368 | 47,194 | |||
CropEnergies AG | 1,544 | 18,522 | |||
CTS Eventim AG & Company KGaA (A) | 2,768 | 113,880 | |||
Dermapharm Holding SE | 849 | 30,792 | |||
Deutsche Beteiligungs AG | 1,067 | 22,462 | |||
Deutsche Lufthansa AG (A) | 3,472 | 19,958 | |||
Deutsche Pfandbriefbank AG (C) | 7,700 | 52,990 | |||
Deutz AG | 7,260 | 22,478 | |||
DIC Asset AG | 3,005 | 22,751 | |||
Dr. Hoenle AG | 420 | 5,935 |
113 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Germany (continued) | |||||
Draegerwerk AG & Company KGaA | 82 | $ | 3,020 | ||
Duerr AG | 2,558 | 53,190 | |||
Eckert & Ziegler Strahlen- und Medizintechnik AG | 808 | 26,839 | |||
Elmos Semiconductor SE | 454 | 17,095 | |||
ElringKlinger AG | 2,576 | 14,794 | |||
Encavis AG | 5,880 | 105,092 | |||
Energiekontor AG | 454 | 36,998 | |||
Evotec SE (A) | 2,387 | 41,500 | |||
Fielmann AG | 1,241 | 39,827 | |||
First Sensor AG | 28 | 1,592 | |||
flatexDEGIRO AG (A) | 2,072 | 18,444 | |||
Fraport AG Frankfurt Airport Services Worldwide (A) | 2,067 | 74,326 | |||
Freenet AG | 7,380 | 139,861 | |||
Fuchs Petrolub SE | 1,405 | 30,961 | |||
GEA Group AG | 1,689 | 54,661 | |||
Gerresheimer AG | 1,697 | 82,857 | |||
GFT Technologies SE | 961 | 28,598 | |||
GK Software SE (A) | 73 | 7,911 | |||
GRENKE AG | 500 | 9,101 | |||
H&R GmbH & Company KGaA (A) | 1,324 | 7,320 | |||
Hamburger Hafen und Logistik AG | 1,330 | 14,456 | |||
Heidelberger Druckmaschinen AG (A) | 18,003 | 20,247 | |||
Hensoldt AG | 1,681 | 33,562 | |||
HOCHTIEF AG | 1,478 | 69,962 | |||
Hornbach Holding AG & Company KGaA | 497 | 31,171 | |||
HUGO BOSS AG | 3,165 | 147,365 | |||
Hypoport SE (A) | 149 | 13,152 | |||
Indus Holding AG | 975 | 17,317 | |||
Instone Real Estate Group SE (C) | 2,299 | 19,007 | |||
IVU Traffic Technologies AG | 665 | 8,221 | |||
Jenoptik AG | 2,990 | 58,860 | |||
JOST Werke AG (C) | 517 | 18,026 | |||
K+S AG | 10,593 | 200,599 | |||
Kloeckner & Company SE | 5,538 | 42,251 | |||
Koenig & Bauer AG (A) | 912 | 10,074 | |||
Krones AG | 775 | 68,107 | |||
KWS Saat SE & Company KGaA | 804 | 44,414 | |||
LANXESS AG | 4,346 | 126,476 | |||
Leifheit AG | 437 | 5,685 | |||
Leoni AG (A) | 2,398 | 14,344 | |||
Manz AG (A) | 233 | 5,779 | |||
Medigene AG (A) | 760 | 1,616 | |||
Medios AG (A) | 842 | 15,032 | |||
METRO AG (A) | 6,195 | 43,185 | |||
MLP SE | 5,864 | 29,842 | |||
Nagarro SE (A) | 394 | 34,616 | |||
New Work SE | 128 | 15,311 | |||
Nexus AG | 866 | 40,406 | |||
Nordex SE (A) | 7,467 | 58,837 | |||
Norma Group SE | 1,576 | 21,227 | |||
OHB SE | 399 | 11,828 | |||
PATRIZIA SE | 2,719 | 28,087 | |||
Pfeiffer Vacuum Technology AG | 256 | 31,549 | |||
PNE AG | 3,180 | 54,962 | |||
ProSiebenSat.1 Media SE | 13,069 | 92,593 | |||
PSI Software AG | 815 | 15,527 | |||
PVA TePla AG (A) | 1,420 | 20,552 | |||
q.beyond AG (A) | 6,549 | 4,852 | |||
Rational AG | 54 | 26,153 | |||
Rheinmetall AG | 978 | 150,580 | |||
SAF-Holland SE | 3,149 | 18,861 | |||
Salzgitter AG | 1,978 | 37,456 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Germany (continued) | |||||
Scout24 SE (C) | 3,275 | $ | 164,111 | ||
Secunet Security Networks AG | 141 | 25,169 | |||
SGL Carbon SE (A) | 3,072 | 17,803 | |||
Siltronic AG | 981 | 55,324 | |||
Sirius Real Estate, Ltd. | 53,591 | 42,253 | |||
Sixt SE | 694 | 55,201 | |||
SMA Solar Technology AG (A) | 563 | 26,110 | |||
Software AG | 2,610 | 59,508 | |||
STRATEC SE | 407 | 32,344 | |||
Stroeer SE & Company KGaA | 1,454 | 54,765 | |||
Suedzucker AG | 4,336 | 52,412 | |||
SUESS MicroTec SE | 1,803 | 17,341 | |||
Synlab AG | 1,768 | 21,863 | |||
TAG Immobilien AG | 8,916 | 71,154 | |||
Takkt AG | 1,848 | 17,046 | |||
TeamViewer AG (A)(C) | 7,658 | 59,100 | |||
Technotrans SE | 530 | 12,993 | |||
thyssenkrupp AG (A) | 18,642 | 78,986 | |||
Traffic Systems SE | 364 | 6,049 | |||
United Internet AG | 4,315 | 80,664 | |||
va-Q-Tec AG (A) | 318 | 3,101 | |||
Varta AG (D) | 741 | 21,012 | |||
VERBIO Vereinigte BioEnergie AG | 1,482 | 87,448 | |||
Vitesco Technologies Group AG (A) | 811 | 39,428 | |||
Vossloh AG | 859 | 26,055 | |||
Wacker Neuson SE | 2,039 | 26,625 | |||
Washtec AG | 611 | 19,303 | |||
Westwing Group SE (A) | 385 | 2,095 | |||
Wuestenrot & Wuerttembergische AG | 1,566 | 20,846 | |||
Zeal Network SE | 809 | 20,808 | |||
4,912,799 | |||||
Gibraltar - 0.0% | |||||
888 Holdings PLC (A) | 15,858 | 16,398 | |||
Greece - 0.0% | |||||
Alapis Holding Industrial & Commercial SA of Pharmaceutical Chemical Products (A)(B) | 3,303 | 60 | |||
Okeanis Eco Tankers Corp. (A)(C) | 733 | 10,032 | |||
TT Hellenic Postbank SA (A)(B) | 12,594 | 0 | |||
10,092 | |||||
Guernsey, Channel Islands - 0.0% | |||||
Raven Property Group, Ltd. (A)(B) | 4,994 | 127 | |||
Hong Kong - 2.2% | |||||
3D-Gold Jewellery Holdings, Ltd. (A)(B) | 90,000 | 0 | |||
Aidigong Maternal & Child Health, Ltd. (A) | 108,000 | 6,012 | |||
Allied Group, Ltd. | 120,000 | 27,188 | |||
APAC Resources, Ltd. | 18,475 | 2,440 | |||
Apollo Future Mobility Group, Ltd. (A) | 56,000 | 1,570 | |||
Asia Financial Holdings, Ltd. | 14,000 | 5,872 | |||
ASMPT, Ltd. | 11,500 | 69,713 | |||
Associated International Hotels, Ltd. | 28,000 | 35,506 | |||
BOE Varitronix, Ltd. | 6,000 | 10,787 | |||
Brightoil Petroleum Holdings, Ltd. (A)(B) | 117,000 | 12,856 | |||
Burwill Holdings, Ltd. (A)(B) | 292,000 | 1,190 | |||
Cafe de Coral Holdings, Ltd. | 18,000 | 22,331 | |||
Central Holding Group Company, Ltd. (A) | 5,000 | 11,996 | |||
Chen Hsong Holdings | 10,000 | 2,124 | |||
Cheuk Nang Holdings, Ltd. | 3,708 | 1,008 | |||
China Energy Development Holdings, Ltd. (A) | 634,000 | 11,647 |
114 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hong Kong (continued) | |||||
China Solar Energy Holdings, Ltd. (A)(B) | 42,500 | $ | 0 | ||
China Strategic Holdings, Ltd. (A) | 885,000 | 2,918 | |||
Chinese Estates Holdings, Ltd. (A) | 22,000 | 5,770 | |||
Chow Sang Sang Holdings International, Ltd. | 22,000 | 22,337 | |||
Chuang's Consortium International, Ltd. | 30,948 | 3,060 | |||
CITIC Telecom International Holdings, Ltd. | 59,000 | 19,083 | |||
CMBC Capital Holdings, Ltd. | 10,750 | 2,543 | |||
C-Mer Eye Care Holdings, Ltd. (A) | 18,000 | 7,846 | |||
Cowell e Holdings, Inc. (A) | 8,000 | 11,704 | |||
Crystal International Group, Ltd. (C) | 19,000 | 6,005 | |||
CSI Properties, Ltd. | 245,066 | 5,069 | |||
Dah Sing Banking Group, Ltd. | 18,000 | 11,907 | |||
Dah Sing Financial Holdings, Ltd. | 6,520 | 14,811 | |||
Dynamic Holdings, Ltd. | 8,000 | 8,165 | |||
EC Healthcare | 13,000 | 8,032 | |||
EganaGoldpfeil Holdings, Ltd. (A)(B) | 103,373 | 0 | |||
Emperor Capital Group, Ltd. (A) | 192,000 | 1,294 | |||
Emperor Entertainment Hotel, Ltd. | 40,000 | 2,508 | |||
Emperor International Holdings, Ltd. | 97,333 | 7,801 | |||
Esprit Holdings, Ltd. (A) | 176,850 | 16,619 | |||
Fairwood Holdings, Ltd. | 3,500 | 4,415 | |||
Far East Consortium International, Ltd. | 96,464 | 21,554 | |||
First Pacific Company, Ltd. | 146,000 | 44,393 | |||
Giordano International, Ltd. | 82,000 | 14,678 | |||
Gold-Finance Holdings, Ltd. (A)(B) | 62,000 | 0 | |||
GR Properties, Ltd. (A) | 82,000 | 10,745 | |||
Great Eagle Holdings, Ltd. | 10,516 | 19,620 | |||
G-Resources Group, Ltd. | 33,580 | 6,977 | |||
Guotai Junan International Holdings, Ltd. | 207,000 | 15,229 | |||
Haitong International Securities Group, Ltd. (A) | 125,477 | 10,677 | |||
Hang Lung Group, Ltd. | 31,000 | 50,044 | |||
Hanison Construction Holdings, Ltd. | 27,441 | 4,052 | |||
Harbour Centre Development, Ltd. (A) | 38,000 | 32,884 | |||
HKBN, Ltd. | 36,000 | 27,917 | |||
HKR International, Ltd. | 51,920 | 14,658 | |||
Hong Kong Ferry Holdings Company, Ltd. | 29,000 | 23,736 | |||
Hong Kong Technology Venture Company, Ltd. | 28,000 | 17,084 | |||
Hongkong Chinese, Ltd. | 66,000 | 4,675 | |||
Hsin Chong Group Holdings, Ltd. (A)(B) | 170,000 | 7,580 | |||
Hutchison Port Holdings Trust | 161,400 | 29,651 | |||
Hutchison Telecommunications Hong Kong Holdings, Ltd. | 80,000 | 11,717 | |||
Hysan Development Company, Ltd. | 25,000 | 62,911 | |||
Johnson Electric Holdings, Ltd. | 20,883 | 20,847 | |||
K Wah International Holdings, Ltd. | 80,000 | 24,838 | |||
Kerry Logistics Network, Ltd. | 24,000 | 38,462 | |||
Kerry Properties, Ltd. | 28,500 | 54,024 | |||
Kingston Financial Group, Ltd. (A) | 38,000 | 1,007 | |||
Kowloon Development Company, Ltd. | 22,000 | 25,379 | |||
Lai Sun Development Company, Ltd. (A) | 22,980 | 11,158 | |||
Landing International Development, Ltd. (A) | 75,600 | 1,657 | |||
Langham Hospitality Investments, Ltd. | 22,500 | 2,257 | |||
Lifestyle International Holdings, Ltd. (A) | 25,000 | 14,455 | |||
Lippo China Resources, Ltd. | 36,000 | 630 | |||
Liu Chong Hing Investment, Ltd. | 16,000 | 13,628 | |||
Luk Fook Holdings International, Ltd. | 15,000 | 35,404 | |||
Man Wah Holdings, Ltd. | 83,200 | 52,683 | |||
Mandarin Oriental International, Ltd. (A) | 8,000 | 14,970 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hong Kong (continued) | |||||
Mason Group Holdings, Ltd. (A) | 1,548,800 | $ | 4,690 | ||
Melco International Development, Ltd. (A) | 33,000 | 25,484 | |||
MH Development, Ltd. (A)(B) | 16,000 | 1,064 | |||
Midland Holdings, Ltd. (A) | 34,734 | 2,479 | |||
Miramar Hotel & Investment | 15,000 | 22,935 | |||
Modern Dental Group, Ltd. | 20,000 | 4,459 | |||
NewOcean Energy Holdings, Ltd. (A)(B) | 66,000 | 295 | |||
Nissin Foods Company, Ltd. | 22,000 | 17,153 | |||
NWS Holdings, Ltd. | 64,000 | 57,739 | |||
Oriental Watch Holdings | 18,000 | 8,608 | |||
Oshidori International Holdings, Ltd. (A) | 204,000 | 7,011 | |||
Pacific Andes International Holdings, Ltd. (A)(B) | 328,006 | 0 | |||
Pacific Basin Shipping, Ltd. | 239,000 | 73,799 | |||
Pacific Century Premium Developments, Ltd. (A) | 2,376 | 103 | |||
Pacific Textiles Holdings, Ltd. | 42,000 | 13,075 | |||
Paliburg Holdings, Ltd. (A) | 46,000 | 10,450 | |||
PC Partner Group, Ltd. | 12,000 | 6,431 | |||
PCCW, Ltd. | 156,590 | 70,647 | |||
Peace Mark Holdings, Ltd. (A)(B) | 164,000 | 0 | |||
Perfect Medical Health Management, Ltd. | 32,000 | 13,598 | |||
Pico Far East Holdings, Ltd. | 60,000 | 8,160 | |||
Public Financial Holdings, Ltd. | 24,000 | 6,669 | |||
Realord Group Holdings, Ltd. (A) | 6,000 | 7,197 | |||
Regal Hotels International Holdings, Ltd. (A) | 36,000 | 13,421 | |||
Regina Miracle International Holdings, Ltd. (C) | 17,000 | 9,456 | |||
Sa Sa International Holdings, Ltd. (A) | 48,000 | 6,639 | |||
Shangri-La Asia, Ltd. (A) | 46,000 | 31,944 | |||
Shenwan Hongyuan HK, Ltd. (A) | 20,000 | 1,179 | |||
Shun Tak Holdings, Ltd. (A) | 80,250 | 11,190 | |||
Singamas Container Holdings, Ltd. | 114,000 | 8,663 | |||
SJM Holdings, Ltd. (A) | 118,750 | 44,102 | |||
SmarTone Telecommunications Holdings, Ltd. | 31,500 | 16,501 | |||
Solomon Systech International, Ltd. | 72,000 | 3,963 | |||
South China Holdings Company, Ltd. (A) | 640,000 | 4,415 | |||
Stella International Holdings, Ltd. | 20,000 | 19,841 | |||
Sun Hung Kai & Company, Ltd. | 45,000 | 16,209 | |||
SUNeVision Holdings, Ltd. | 31,000 | 16,453 | |||
Tao Heung Holdings, Ltd. | 14,000 | 1,427 | |||
Television Broadcasts, Ltd. (A) | 19,100 | 8,440 | |||
Texhong Textile Group, Ltd. | 11,000 | 7,492 | |||
Texwinca Holdings, Ltd. | 60,000 | 8,065 | |||
The Bank of East Asia, Ltd. | 24,915 | 27,249 | |||
The Hongkong & Shanghai Hotels, Ltd. (A) | 31,903 | 27,597 | |||
The United Laboratories International Holdings, Ltd. | 42,000 | 17,441 | |||
Town Health International Medical Group, Ltd. | 261,361 | 14,089 | |||
Tradelink Electronic Commerce, Ltd. | 50,000 | 5,269 | |||
Transport International Holdings, Ltd. | 11,721 | 14,279 | |||
Upbest Group, Ltd. | 164,000 | 13,120 | |||
Value Partners Group, Ltd. | 40,000 | 9,453 | |||
Vitasoy International Holdings, Ltd. (A) | 34,000 | 42,279 | |||
VSTECS Holdings, Ltd. | 47,200 | 26,443 | |||
VTech Holdings, Ltd. | 6,900 | 39,561 | |||
Wai Kee Holdings, Ltd. | 24,000 | 7,157 | |||
Wealthking Investments, Ltd. (A) | 32,000 | 1,741 |
115 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hong Kong (continued) | |||||
Wing On Company International, Ltd. | 4,000 | $ | 7,247 | ||
Wing Tai Properties, Ltd. | 70,000 | 32,191 | |||
Yue Yuen Industrial Holdings, Ltd. | 30,000 | 38,263 | |||
Yunfeng Financial Group, Ltd. (A) | 26,000 | 3,449 | |||
Zensun Enterprises, Ltd. (A) | 21,000 | 4,317 | |||
Zhaobangji Properties Holdings, Ltd. (A) | 88,000 | 4,744 | |||
2,053,643 | |||||
Ireland - 0.8% | |||||
AIB Group PLC | 19,415 | 47,248 | |||
Bank of Ireland Group PLC | 46,570 | 298,694 | |||
C&C Group PLC (A) | 22,471 | 37,369 | |||
Cairn Homes PLC | 24,718 | 19,996 | |||
COSMO Pharmaceuticals NV | 753 | 35,073 | |||
Dalata Hotel Group PLC (A) | 6,155 | 17,013 | |||
FBD Holdings PLC | 1,936 | 18,946 | |||
Glanbia PLC | 8,083 | 93,381 | |||
Glenveagh Properties PLC (A)(C) | 24,326 | 21,167 | |||
Grafton Group PLC, CHESS Depositary Interest | 11,437 | 84,899 | |||
Greencore Group PLC (A) | 23,830 | 19,193 | |||
Hostelworld Group PLC (A)(C) | 3,065 | 2,518 | |||
Irish Continental Group PLC | 5,309 | 20,012 | |||
Keywords Studios PLC | 367 | 9,362 | |||
Permanent TSB Group Holdings PLC (A) | 5,786 | 8,882 | |||
733,753 | |||||
Isle of Man - 0.1% | |||||
Hansard Global PLC | 6,816 | 2,687 | |||
Playtech PLC (A) | 15,546 | 76,164 | |||
Strix Group PLC | 6,042 | 8,295 | |||
87,146 | |||||
Israel - 1.8% | |||||
Adgar Investment and Development, Ltd. (D) | 4,535 | 8,050 | |||
AFI Properties, Ltd. | 603 | 21,462 | |||
Africa Israel Residences, Ltd. | 355 | 15,377 | |||
Airport City, Ltd. (A) | 1 | 9 | |||
Allot, Ltd. (A) | 2,103 | 7,993 | |||
Alrov Properties and Lodgings, Ltd. | 399 | 23,917 | |||
Arad, Ltd. | 787 | 9,611 | |||
Ashtrom Group, Ltd. | 2,084 | 43,628 | |||
AudioCodes, Ltd. | 3,032 | 66,128 | |||
Aura Investments, Ltd. | 10,003 | 17,167 | |||
Automatic Bank Services, Ltd. | 1,109 | 4,819 | |||
Azorim-Investment Development & Construction Company, Ltd. | 3,848 | 13,267 | |||
Bet Shemesh Engines Holdings 1997, Ltd. (A) | 358 | 8,449 | |||
BioLine RX, Ltd. (A) | 48,850 | 3,148 | |||
Blue Square Real Estate, Ltd. | 215 | 13,026 | |||
Carasso Motors, Ltd. | 2,020 | 11,051 | |||
Cellcom Israel, Ltd. (A) | 4,807 | 24,382 | |||
Clal Biotechnology Industries, Ltd. (A) | 1 | 0 | |||
Clal Insurance Enterprises Holdings, Ltd. (A) | 2,496 | 42,201 | |||
Danel Adir Yeoshua, Ltd. | 253 | 26,458 | |||
Delek Automotive Systems, Ltd. | 1,858 | 25,084 | |||
Delek Group, Ltd. (A) | 438 | 69,148 | |||
Delta Galil Industries, Ltd. | 618 | 28,551 | |||
Dor Alon Energy in Israel 1988, Ltd. | 420 | 13,892 | |||
Electra Consumer Products 1970, Ltd. | 445 | 16,145 | |||
Electra Real Estate, Ltd. | 1,543 | 20,603 | |||
Electra, Ltd. | 45 | 25,177 | |||
Equital, Ltd. (A) | 1,096 | 31,917 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Israel (continued) | |||||
Formula Systems 1985, Ltd. | 549 | $ | 44,587 | ||
Fox Wizel, Ltd. | 228 | 25,819 | |||
Gav-Yam Lands Corp., Ltd. | 3,034 | 24,962 | |||
Gilat Satellite Networks, Ltd. (A) | 1,452 | 7,574 | |||
Hamat Group, Ltd. | 1,230 | 10,232 | |||
Harel Insurance Investments & Financial Services, Ltd. | 3,958 | 34,791 | |||
Hilan, Ltd. | 803 | 42,890 | |||
IDI Insurance Company, Ltd. | 440 | 11,877 | |||
IES Holdings, Ltd. | 120 | 8,953 | |||
Ilex Medical, Ltd. | 211 | 4,833 | |||
Infinya, Ltd. | 244 | 22,628 | |||
Inrom Construction Industries, Ltd. | 4,264 | 16,819 | |||
Isracard, Ltd. | 6,691 | 18,341 | |||
Israel Canada T.R, Ltd. | 6,076 | 20,141 | |||
Israel Discount Bank, Ltd., Class A | 1 | 4 | |||
Israel Land Development - Urban Renewal, Ltd. | 789 | 10,795 | |||
Isras Investment Company, Ltd. | 142 | 25,968 | |||
Issta Lines, Ltd. | 219 | 5,649 | |||
Kamada, Ltd. (A) | 1,616 | 7,149 | |||
Kerur Holdings, Ltd. | 418 | 9,654 | |||
Levinstein Properties, Ltd. | 267 | 6,748 | |||
M Yochananof & Sons, Ltd. | 155 | 8,847 | |||
Magic Software Enterprises, Ltd. | 1,349 | 20,888 | |||
Malam - Team, Ltd. | 476 | 10,393 | |||
Matrix IT, Ltd. | 1,608 | 36,359 | |||
Maytronics, Ltd. | 960 | 11,837 | |||
Mediterranean Towers, Ltd. | 4,044 | 11,589 | |||
Mega Or Holdings, Ltd. | 757 | 21,966 | |||
Mehadrin, Ltd. (A) | 15 | 619 | |||
Menora Mivtachim Holdings, Ltd. (A) | 1,766 | 33,817 | |||
Migdal Insurance & Financial Holdings, Ltd. | 27,734 | 36,850 | |||
Mivtach Shamir Holdings, Ltd. | 397 | 9,344 | |||
Naphtha Israel Petroleum Corp., Ltd. (A) | 2,030 | 10,609 | |||
Nawi Brothers, Ltd. | 1,396 | 10,297 | |||
Neto Malinda Trading, Ltd. (A) | 451 | 13,908 | |||
Neto ME Holdings, Ltd. (A) | 273 | 11,650 | |||
Novolog, Ltd. | 20,186 | 16,718 | |||
Oil Refineries, Ltd. | 102,102 | 34,833 | |||
One Software Technologies, Ltd. | 1,700 | 25,675 | |||
OPC Energy, Ltd. (A) | 1 | 11 | |||
Partner Communications Company, Ltd. (A) | 6,688 | 48,194 | |||
Paz Oil Company, Ltd. (A) | 525 | 57,376 | |||
Perion Network, Ltd. (A) | 1,368 | 26,142 | |||
Plasson Industries, Ltd. | 241 | 11,459 | |||
Plus500, Ltd. | 4,668 | 85,401 | |||
Prashkovsky Investments & Construction, Ltd. | 318 | 8,976 | |||
Priortech, Ltd. (A) | 398 | 8,245 | |||
Rami Levy Chain Stores Hashikma Marketing 2006, Ltd. | 449 | 32,176 | |||
Sano-Brunos Enterprises, Ltd. | 145 | 9,877 | |||
Scope Metals Group, Ltd. | 377 | 16,376 | |||
Shikun & Binui, Ltd. (A) | 1 | 4 | |||
Summit Real Estate Holdings, Ltd. | 2,363 | 33,036 | |||
Tadiran Group, Ltd. | 86 | 12,068 | |||
Tamar Petroleum, Ltd. (C) | 3,135 | 10,441 | |||
Tel Aviv Stock Exchange, Ltd. | 3,160 | 16,314 | |||
Telsys, Ltd. | 84 | 4,277 | |||
Tera Light, Ltd. (A) | 1,766 | 3,143 | |||
Tiv Taam Holdings 1, Ltd. | 3,848 | 8,213 | |||
Tremor International, Ltd. (A) | 2,825 | 9,678 |
116 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Israel (continued) | |||||
YH Dimri Construction & Development, Ltd. | 285 | $ | 19,266 | ||
1,697,946 | |||||
Italy - 3.1% | |||||
A2A SpA | 85,615 | 83,171 | |||
ACEA SpA | 2,494 | 27,077 | |||
Anima Holding SpA (C) | 14,880 | 42,236 | |||
Aquafil SpA | 969 | 5,198 | |||
Arnoldo Mondadori Editore SpA | 12,613 | 18,854 | |||
Ascopiave SpA | 4,243 | 8,753 | |||
Avio SpA | 877 | 7,865 | |||
Azimut Holding SpA | 6,169 | 87,990 | |||
Banca Generali SpA | 3,053 | 84,670 | |||
Banca IFIS SpA | 1,607 | 17,744 | |||
Banca Mediolanum SpA | 10,812 | 67,706 | |||
Banca Popolare di Sondrio SpA | 25,315 | 83,586 | |||
Banca Profilo SpA | 24,032 | 4,486 | |||
Banco BPM SpA | 92,714 | 242,430 | |||
Banco di Desio e della Brianza SpA | 2,610 | 6,967 | |||
BasicNet SpA | 1,571 | 7,679 | |||
BFF Bank SpA (C) | 8,562 | 56,868 | |||
BPER Banca | 48,081 | 73,689 | |||
Brembo SpA | 7,094 | 58,520 | |||
Brunello Cucinelli SpA | 2,232 | 107,942 | |||
Buzzi Unicem SpA | 4,670 | 66,062 | |||
Cairo Communication SpA | 4,712 | 6,476 | |||
Carel Industries SpA (C) | 1,608 | 29,924 | |||
Cembre SpA | 370 | 8,598 | |||
Cementir Holding NV | 4,165 | 22,695 | |||
CIR SpA-Compagnie Industriali (A) | 60,979 | 23,560 | |||
Credito Emiliano SpA | 6,238 | 35,183 | |||
Danieli & C Officine Meccaniche SpA | 788 | 13,333 | |||
Danieli & C Officine Meccaniche SpA, Savings Shares | 2,118 | 25,254 | |||
De' Longhi SpA | 2,969 | 43,397 | |||
DeA Capital SpA (A) | 4,665 | 4,573 | |||
doValue SpA (C) | 5,440 | 28,663 | |||
Enav SpA (A)(C) | 6,142 | 22,350 | |||
ERG SpA | 2,919 | 80,353 | |||
Esprinet SpA | 2,412 | 14,622 | |||
Eurotech SpA (A) | 1,562 | 4,308 | |||
Fila SpA | 2,245 | 15,342 | |||
Fincantieri SpA (A)(D) | 18,635 | 8,441 | |||
Garofalo Health Care SpA (A) | 1,776 | 6,741 | |||
Geox SpA (A) | 8,390 | 5,937 | |||
Gruppo MutuiOnline SpA | 1,697 | 33,206 | |||
Hera SpA | 41,143 | 87,424 | |||
Illimity Bank SpA (A) | 5,067 | 34,109 | |||
IMMSI SpA | 6,756 | 2,449 | |||
Interpump Group SpA | 644 | 20,828 | |||
Iren SpA | 30,720 | 40,497 | |||
Italgas SpA | 28,233 | 131,107 | |||
Italmobiliare SpA | 1,039 | 23,832 | |||
Juventus Football Club SpA (A) | 58,044 | 16,320 | |||
Leonardo SpA | 22,812 | 161,517 | |||
Maire Tecnimont SpA | 10,323 | 24,188 | |||
MFE-MediaForEurope NV, Class A | 53,918 | 15,792 | |||
MFE-MediaForEurope NV, Class B | 18,917 | 8,325 | |||
OVS SpA (C) | 11,708 | 19,380 | |||
Pharmanutra SpA | 268 | 17,292 | |||
Piaggio & C SpA | 11,658 | 23,474 | |||
Piovan SpA (C) | 884 | 6,680 | |||
Pirelli & C. SpA (C) | 21,885 | 71,283 | |||
Prima Industrie SpA | 178 | 4,280 | |||
RAI Way SpA (C) | 5,678 | 25,916 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Italy (continued) | |||||
Reply SpA | 1,178 | $ | 122,699 | ||
Sabaf SpA | 338 | 5,510 | |||
SAES Getters SpA | 409 | 7,991 | |||
SAES Getters SpA, Savings Shares | 538 | 8,026 | |||
Safilo Group SpA (A) | 15,794 | 19,691 | |||
Salvatore Ferragamo SpA | 2,452 | 34,408 | |||
Saras SpA (A) | 52,469 | 49,881 | |||
Sesa SpA | 391 | 42,330 | |||
Sogefi SpA (A) | 3,551 | 2,457 | |||
SOL SpA | 2,802 | 42,999 | |||
Tamburi Investment Partners SpA | 7,892 | 50,593 | |||
Technogym SpA (C) | 6,815 | 42,459 | |||
Tinexta SpA | 1,069 | 19,784 | |||
Tod's SpA (A) | 590 | 24,027 | |||
Unieuro SpA (C) | 1,088 | 10,871 | |||
Unipol Gruppo SpA | 22,660 | 88,010 | |||
UnipolSai Assicurazioni SpA | 9,024 | 18,715 | |||
Webuild SpA | 14,544 | 17,723 | |||
Zignago Vetro SpA | 1,669 | 18,005 | |||
2,953,321 | |||||
Japan - 25.2% | |||||
A&D HOLON Holdings Company, Ltd. | 900 | 5,075 | |||
Access Company, Ltd. (A) | 2,300 | 11,850 | |||
Achilles Corp. | 1,000 | 8,990 | |||
Adastria Company, Ltd. | 1,620 | 24,061 | |||
ADEKA Corp. | 4,700 | 70,174 | |||
Ad-sol Nissin Corp. | 800 | 8,100 | |||
Advan Group Company, Ltd. | 1,000 | 5,627 | |||
Aeon Delight Company, Ltd. | 1,400 | 27,475 | |||
Aeon Fantasy Company, Ltd. | 400 | 9,592 | |||
AEON Financial Service Company, Ltd. | 2,100 | 20,839 | |||
Aeon Hokkaido Corp. | 1,800 | 14,088 | |||
Aeria, Inc. | 700 | 2,236 | |||
Ai Holdings Corp. | 1,900 | 27,169 | |||
Aica Kogyo Company, Ltd. | 1,800 | 38,984 | |||
Aichi Corp. | 3,200 | 17,350 | |||
Aichi Steel Corp. | 700 | 9,978 | |||
Aichi Tokei Denki Company, Ltd. | 900 | 8,638 | |||
Aida Engineering, Ltd. | 4,500 | 25,514 | |||
Aiful Corp. | 15,500 | 40,392 | |||
Ain Holdings, Inc. | 1,400 | 60,505 | |||
Aiphone Company, Ltd. | 600 | 7,849 | |||
Airport Facilities Company, Ltd. | 1,200 | 4,308 | |||
Airtrip Corp. | 900 | 17,720 | |||
Aisan Industry Company, Ltd. | 2,500 | 11,808 | |||
Aizawa Securities Group Company, Ltd. | 2,400 | 10,674 | |||
Akatsuki, Inc. | 400 | 5,762 | |||
Akebono Brake Industry Company, Ltd. (A) | 9,400 | 10,341 | |||
Albis Company, Ltd. | 500 | 8,057 | |||
Alconix Corp. | 1,600 | 14,529 | |||
Alpen Company, Ltd. | 1,100 | 15,687 | |||
Alps Alpine Company, Ltd. | 8,800 | 63,614 | |||
Altech Corp. | 1,100 | 14,072 | |||
Amano Corp. | 2,200 | 36,966 | |||
Amuse, Inc. | 400 | 4,690 | |||
Amvis Holdings, Inc. | 1,200 | 20,188 | |||
Anest Iwata Corp. | 1,800 | 10,658 | |||
AnGes, Inc. (A) | 6,300 | 9,216 | |||
Anicom Holdings, Inc. | 3,700 | 14,512 | |||
Anritsu Corp. | 7,800 | 84,795 | |||
AOKI Holdings, Inc. | 3,100 | 15,169 | |||
Aoyama Trading Company, Ltd. | 2,500 | 15,774 | |||
Aoyama Zaisan Networks Company, Ltd. | 1,100 | 7,118 | |||
Aozora Bank, Ltd. | 1,300 | 23,242 |
117 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Arakawa Chemical Industries, Ltd. | 1,400 | $ | 9,489 | ||
Arata Corp. | 700 | 19,868 | |||
Arcland Service Holdings Company, Ltd. | 1,000 | 14,769 | |||
ARCLANDS Corp. | 1,000 | 10,036 | |||
Arcs Company, Ltd. | 2,125 | 30,324 | |||
Arealink Company, Ltd. | 500 | 6,066 | |||
Argo Graphics, Inc. | 1,000 | 25,004 | |||
Arisawa Manufacturing Company, Ltd. | 2,900 | 24,587 | |||
ARTERIA Networks Corp. | 1,600 | 13,167 | |||
Aruhi Corp. | 1,800 | 17,138 | |||
As One Corp. | 700 | 28,910 | |||
Asahi Company, Ltd. | 800 | 7,235 | |||
Asahi Diamond Industrial Company, Ltd. | 3,900 | 19,362 | |||
Asahi Holdings, Inc. | 3,600 | 50,562 | |||
Asahi Yukizai Corp. | 1,200 | 18,140 | |||
Asanuma Corp. | 1,400 | 25,884 | |||
Asia Pile Holdings Corp. | 3,300 | 10,987 | |||
ASKA Pharmaceutical Holdings Company, Ltd. | 1,600 | 12,310 | |||
ASKUL Corp. | 2,000 | 20,587 | |||
Atrae, Inc. (A) | 600 | 6,716 | |||
Atsugi Company, Ltd. (A) | 1,200 | 3,077 | |||
Aucnet, Inc. | 1,100 | 16,988 | |||
Autobacs Seven Company, Ltd. | 4,400 | 42,519 | |||
Aval Data Corp. | 600 | 9,750 | |||
Avant Corp. | 900 | 8,995 | |||
Avex, Inc. | 2,800 | 29,808 | |||
Axell Corp. | 100 | 799 | |||
Axial Retailing, Inc. | 800 | 17,978 | |||
Bando Chemical Industries, Ltd. | 2,500 | 17,742 | |||
Bank of the Ryukyus, Ltd. | 3,000 | 15,900 | |||
Belc Company, Ltd. | 500 | 18,635 | |||
Bell System24 Holdings, Inc. | 2,400 | 22,959 | |||
Belluna Company, Ltd. | 3,300 | 15,928 | |||
Benesse Holdings, Inc. | 3,700 | 55,090 | |||
Bengo4.com, Inc. (A) | 300 | 7,412 | |||
Bic Camera, Inc. | 4,900 | 41,808 | |||
BML, Inc. | 1,000 | 22,573 | |||
Bourbon Corp. | 500 | 7,297 | |||
Br. Holdings Corp. | 2,300 | 5,070 | |||
BrainPad, Inc. (A) | 900 | 5,434 | |||
Broadleaf Company, Ltd. | 4,600 | 16,005 | |||
Bunka Shutter Company, Ltd. | 5,000 | 35,420 | |||
Business Brain Showa-Ota, Inc. | 700 | 6,756 | |||
C Uyemura & Company, Ltd. | 800 | 33,519 | |||
CAC Holdings Corp. | 900 | 8,851 | |||
Canon Electronics, Inc. | 1,700 | 18,600 | |||
Carenet, Inc. | 1,200 | 9,972 | |||
Carlit Holdings Company, Ltd. | 2,100 | 9,502 | |||
Cawachi, Ltd. | 900 | 13,249 | |||
CellSource Company, Ltd. (A) | 600 | 18,120 | |||
Celsys, Inc. | 3,200 | 19,217 | |||
Central Automotive Products, Ltd. | 500 | 7,591 | |||
Central Glass Company, Ltd. | 1,900 | 43,744 | |||
Central Security Patrols Company, Ltd. | 700 | 11,526 | |||
Central Sports Company, Ltd. | 600 | 10,134 | |||
Ceres, Inc. | 600 | 3,761 | |||
Change, Inc. | 1,700 | 22,994 | |||
Charm Care Corp. KK | 1,000 | 7,200 | |||
Chilled & Frozen Logistics Holdings Company, Ltd. | 1,600 | 12,235 | |||
Chino Corp. | 400 | 4,486 | |||
Chiyoda Company, Ltd. | 800 | 4,341 | |||
Chiyoda Corp. (A) | 9,100 | 23,787 | |||
Chiyoda Integre Company, Ltd. | 800 | 11,871 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Chofu Seisakusho Company, Ltd. | 1,700 | $ | 23,986 | ||
Chori Company, Ltd. | 1,200 | 15,896 | |||
Chubu Shiryo Company, Ltd. | 2,000 | 14,394 | |||
Chudenko Corp. | 1,900 | 27,443 | |||
Chuetsu Pulp & Paper Company, Ltd. | 500 | 3,162 | |||
Chugai Ro Company, Ltd. | 500 | 5,315 | |||
Chugoku Marine Paints, Ltd. | 4,000 | 24,583 | |||
CI Takiron Corp. | 3,000 | 10,846 | |||
Citizen Watch Company, Ltd. | 16,000 | 66,770 | |||
CKD Corp. | 2,400 | 28,497 | |||
Cleanup Corp. | 2,100 | 8,178 | |||
CMIC Holdings Company, Ltd. | 1,200 | 12,650 | |||
CMK Corp. | 3,700 | 11,107 | |||
COLOPL, Inc. | 3,200 | 15,038 | |||
Colowide Company, Ltd. | 4,100 | 52,665 | |||
Computer Engineering & Consulting, Ltd. | 1,800 | 18,311 | |||
Comture Corp. | 1,000 | 15,789 | |||
CONEXIO Corp. | 1,300 | 10,674 | |||
COOKPAD, Inc. (A) | 2,700 | 3,724 | |||
Corona Corp. | 300 | 1,721 | |||
Cosel Company, Ltd. | 1,200 | 6,806 | |||
Cosmo Energy Holdings Company, Ltd. | 1,000 | 25,800 | |||
Cota Company, Ltd. | 532 | 5,639 | |||
CRE, Inc. | 800 | 8,088 | |||
Create Restaurants Holdings, Inc. | 5,800 | 39,115 | |||
Create SD Holdings Company, Ltd. | 1,700 | 36,939 | |||
Credit Saison Company, Ltd. | 6,400 | 75,000 | |||
Creek & River Company, Ltd. | 800 | 13,685 | |||
Cresco, Ltd. | 800 | 9,055 | |||
CROOZ, Inc. (A) | 600 | 4,914 | |||
CTS Company, Ltd. | 1,900 | 9,602 | |||
Curves Holdings Company, Ltd. | 2,000 | 11,340 | |||
Cybozu, Inc. | 2,800 | 28,915 | |||
Dai Nippon Toryo Company, Ltd. | 1,200 | 5,926 | |||
Daicel Corp. | 12,300 | 72,418 | |||
Dai-Dan Company, Ltd. | 1,000 | 14,784 | |||
Daido Metal Company, Ltd. | 1,900 | 6,339 | |||
Daido Steel Company, Ltd. | 1,500 | 36,489 | |||
Daihen Corp. | 1,100 | 28,250 | |||
Daiho Corp. | 800 | 22,924 | |||
Daiichi Jitsugyo Company, Ltd. | 400 | 10,660 | |||
Daiichi Kensetsu Corp. | 1,300 | 13,036 | |||
Daiichi Kigenso Kagaku-Kogyo Company, Ltd. | 1,800 | 15,147 | |||
Daiken Corp. | 1,000 | 12,617 | |||
Daiken Medical Company, Ltd. | 400 | 1,290 | |||
Daiki Aluminium Industry Company, Ltd. | 3,000 | 24,311 | |||
Daikoku Denki Company, Ltd. | 800 | 7,213 | |||
Daikokutenbussan Company, Ltd. | 300 | 10,903 | |||
Daikyonishikawa Corp. | 1,900 | 6,993 | |||
Dainichiseika Color & Chemicals Manufacturing Company, Ltd. | 300 | 3,524 | |||
Daio Paper Corp. | 4,200 | 33,690 | |||
Daiseki Company, Ltd. | 2,160 | 66,216 | |||
Daishi Hokuetsu Financial Group, Inc. | 2,200 | 40,839 | |||
Daishinku Corp. | 1,600 | 9,583 | |||
Daito Pharmaceutical Company, Ltd. | 700 | 11,903 | |||
Daitron Company, Ltd. | 600 | 8,314 | |||
Daiwa Industries, Ltd. | 2,000 | 15,843 | |||
Daiwabo Holdings Company, Ltd. | 4,000 | 51,575 | |||
DCM Holdings Company, Ltd. | 6,500 | 52,972 | |||
DeNA Company, Ltd. | 4,300 | 54,484 | |||
Densan System Holdings Company, Ltd. | 700 | 10,426 |
118 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Denyo Company, Ltd. | 900 | $ | 8,538 | ||
Dexerials Corp. | 3,500 | 78,356 | |||
DIC Corp. | 2,700 | 45,087 | |||
Digital Arts, Inc. | 700 | 30,310 | |||
Digital Garage, Inc. | 1,600 | 38,363 | |||
Digital Hearts Holdings Company, Ltd. | 900 | 11,763 | |||
Digital Holdings, Inc. | 600 | 4,842 | |||
Dip Corp. | 2,200 | 55,887 | |||
Direct Marketing MiX, Inc. | 900 | 10,126 | |||
DKK Company, Ltd. | 1,000 | 14,975 | |||
DKS Company, Ltd. | 400 | 5,289 | |||
DMG Mori Company, Ltd. | 6,400 | 73,095 | |||
Doshisha Company, Ltd. | 1,700 | 16,968 | |||
Doutor Nichires Holdings Company, Ltd. | 2,300 | 27,649 | |||
DTS Corp. | 1,800 | 42,789 | |||
Duskin Company, Ltd. | 2,100 | 41,273 | |||
DyDo Group Holdings, Inc. | 700 | 23,319 | |||
Eagle Industry Company, Ltd. | 2,200 | 16,459 | |||
Earth Corp. | 800 | 28,697 | |||
Ebara Jitsugyo Company, Ltd. | 800 | 12,005 | |||
Ebase Company, Ltd. | 1,200 | 4,264 | |||
EDION Corp. | 5,000 | 40,667 | |||
EF-ON, Inc. | 1,500 | 6,627 | |||
eGuarantee, Inc. | 2,700 | 46,642 | |||
E-Guardian, Inc. | 900 | 17,768 | |||
Eiken Chemical Company, Ltd. | 1,800 | 22,414 | |||
Eizo Corp. | 800 | 20,131 | |||
Elan Corp. | 2,800 | 20,732 | |||
Elecom Company, Ltd. | 1,600 | 15,946 | |||
Elematec Corp. | 1,400 | 12,110 | |||
EM Systems Company, Ltd. | 1,400 | 8,303 | |||
Enigmo, Inc. | 2,400 | 8,256 | |||
en-japan, Inc. | 2,100 | 32,400 | |||
Enplas Corp. | 600 | 16,826 | |||
eRex Company, Ltd. | 1,900 | 36,393 | |||
ES-Con Japan, Ltd. | 1,500 | 8,489 | |||
ESPEC Corp. | 1,600 | 18,871 | |||
Exedy Corp. | 1,900 | 21,657 | |||
Ezaki Glico Company, Ltd. | 2,800 | 69,006 | |||
FCC Company, Ltd. | 2,200 | 20,102 | |||
FDK Corp. (A) | 1,100 | 5,905 | |||
Feed One Company, Ltd. | 1,600 | 7,361 | |||
Ferrotec Holdings Corp. | 2,900 | 47,281 | |||
FIDEA Holdings Company, Ltd. | 2,140 | 18,661 | |||
Fields Corp. | 1,500 | 16,550 | |||
Financial Products Group Company, Ltd. | 1,800 | 14,075 | |||
Fixstars Corp. | 2,000 | 14,480 | |||
Food & Life Companies, Ltd. | 2,600 | 39,874 | |||
Foster Electric Company, Ltd. | 2,100 | 10,805 | |||
FP Corp. | 1,900 | 46,610 | |||
France Bed Holdings Company, Ltd. | 2,200 | 13,701 | |||
Fronteo, Inc. | 1,900 | 10,030 | |||
Fudo Tetra Corp. | 1,080 | 11,009 | |||
Fuji Company, Ltd. | 1,400 | 18,239 | |||
Fuji Corp. (Aichi) | 4,000 | 52,346 | |||
Fuji Corp., Ltd. | 1,300 | 5,577 | |||
Fuji Kyuko Company, Ltd. | 1,300 | 38,504 | |||
Fuji Media Holdings, Inc. | 3,300 | 24,237 | |||
Fuji Oil Company, Ltd. | 4,400 | 8,819 | |||
Fuji Oil Holdings, Inc. | 2,500 | 41,575 | |||
Fuji Pharma Company, Ltd. | 1,400 | 10,030 | |||
Fuji Seal International, Inc. | 2,100 | 22,239 | |||
Fuji Soft, Inc. | 900 | 50,897 | |||
Fujibo Holdings, Inc. | 700 | 15,882 | |||
Fujicco Company, Ltd. | 1,500 | 19,807 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Fujikura Kasei Company, Ltd. | 2,000 | $ | 5,677 | ||
Fujikura, Ltd. | 11,000 | 65,608 | |||
Fujimi, Inc. | 800 | 33,395 | |||
Fujimori Kogyo Company, Ltd. | 800 | 17,814 | |||
Fujisash Company, Ltd. | 4,900 | 2,306 | |||
Fujitsu General, Ltd. | 1,800 | 37,456 | |||
Fujiya Company, Ltd. | 500 | 8,452 | |||
Fukuda Corp. | 200 | 6,647 | |||
Fukuda Denshi Company, Ltd. | 500 | 24,740 | |||
Fukui Computer Holdings, Inc. | 300 | 7,014 | |||
Fukushima Galilei Company, Ltd. | 500 | 12,356 | |||
Fukuyama Transporting Company, Ltd. | 1,000 | 22,611 | |||
FULLCAST Holdings Company, Ltd. | 1,000 | 17,596 | |||
Funai Soken Holdings, Inc. | 1,800 | 30,598 | |||
Furukawa Company, Ltd. | 1,900 | 15,916 | |||
Furukawa Electric Company, Ltd. | 4,700 | 74,513 | |||
Furuno Electric Company, Ltd. | 2,400 | 18,256 | |||
Furuya Metal Company, Ltd. | 300 | 16,093 | |||
Furyu Corp. | 1,300 | 9,063 | |||
Fuso Chemical Company, Ltd. | 1,000 | 21,504 | |||
Fuso Pharmaceutical Industries, Ltd. | 500 | 6,806 | |||
Futaba Corp. | 1,600 | 6,775 | |||
Futaba Industrial Company, Ltd. | 3,400 | 7,639 | |||
Future Corp. | 2,400 | 26,177 | |||
Fuyo General Lease Company, Ltd. | 900 | 49,132 | |||
G-7 Holdings, Inc. | 2,000 | 19,734 | |||
Gakken Holdings Company, Ltd. | 1,600 | 10,671 | |||
Gecoss Corp. | 400 | 2,170 | |||
Genki Sushi Company, Ltd. | 500 | 10,509 | |||
Genky DrugStores Company, Ltd. | 600 | 14,908 | |||
Geo Holdings Corp. | 2,700 | 33,067 | |||
GLOBERIDE, Inc. | 1,200 | 17,867 | |||
Glory, Ltd. | 2,100 | 30,824 | |||
GMO Financial Holdings, Inc. | 1,600 | 7,914 | |||
GMO GlobalSign Holdings KK | 500 | 15,201 | |||
Goldcrest Company, Ltd. | 990 | 11,374 | |||
Golf Digest Online, Inc. | 800 | 8,361 | |||
Gremz, Inc. | 800 | 8,566 | |||
GS Yuasa Corp. | 3,000 | 46,813 | |||
G-Tekt Corp. | 1,200 | 10,492 | |||
Gun-Ei Chemical Industry Company, Ltd. | 400 | 6,425 | |||
GungHo Online Entertainment, Inc. | 2,000 | 30,723 | |||
Gunze, Ltd. | 800 | 21,344 | |||
H.U. Group Holdings, Inc. | 2,700 | 49,155 | |||
H2O Retailing Corp. | 4,900 | 37,393 | |||
Hagihara Industries, Inc. | 800 | 5,791 | |||
Hagiwara Electric Holdings Company, Ltd. | 500 | 7,267 | |||
Hakudo Company, Ltd. | 600 | 9,562 | |||
Hakuto Company, Ltd. | 1,300 | 28,711 | |||
Halows Company, Ltd. | 600 | 12,035 | |||
Hamakyorex Company, Ltd. | 1,000 | 21,669 | |||
Hanwa Company, Ltd. | 1,600 | 37,895 | |||
Happinet Corp. | 1,000 | 12,750 | |||
Hazama Ando Corp. | 10,090 | 58,252 | |||
Heiwa Corp. | 2,700 | 41,761 | |||
Heiwa Real Estate Company, Ltd. | 1,500 | 41,087 | |||
Heiwado Company, Ltd. | 2,000 | 27,611 | |||
Hennge KK (A) | 1,000 | 5,751 | |||
Hibiya Engineering, Ltd. | 1,500 | 19,315 | |||
HI-LEX Corp. | 600 | 4,287 | |||
Hioki EE Corp. | 500 | 21,710 | |||
Hirano Tecseed Company, Ltd. | 1,100 | 13,274 | |||
Hirata Corp. | 500 | 14,229 |
119 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Hirogin Holdings, Inc. | 13,500 | $ | 56,788 | ||
Hiroshima Gas Company, Ltd. | 4,900 | 11,154 | |||
Hisaka Works, Ltd. | 2,000 | 11,285 | |||
Hitachi Zosen Corp. | 9,000 | 53,290 | |||
Hochiki Corp. | 600 | 5,343 | |||
Hodogaya Chemical Company, Ltd. | 700 | 14,028 | |||
Hogy Medical Company, Ltd. | 800 | 19,692 | |||
Hokkaido Electric Power Company, Inc. | 11,100 | 34,787 | |||
Hokkaido Gas Company, Ltd. | 600 | 6,574 | |||
Hokkan Holdings, Ltd. | 1,000 | 8,733 | |||
Hokko Chemical Industry Company, Ltd. | 700 | 4,375 | |||
Hokkoku Financial Holdings, Inc. | 1,500 | 49,092 | |||
Hokuetsu Corp. | 7,900 | 41,156 | |||
Hokuetsu Industries Company, Ltd. | 2,000 | 13,297 | |||
Hokuhoku Financial Group, Inc. | 5,900 | 34,888 | |||
Hokuriku Electric Power Company | 9,400 | 31,580 | |||
Hokuto Corp. | 1,600 | 20,964 | |||
H-One Company, Ltd. | 1,000 | 3,946 | |||
Honeys Holdings Company, Ltd. | 1,350 | 11,365 | |||
Hoosiers Holdings Company, Ltd. | 3,400 | 18,162 | |||
Horiba, Ltd. | 1,300 | 50,422 | |||
Hosiden Corp. | 3,900 | 39,843 | |||
Hosokawa Micron Corp. | 1,000 | 16,998 | |||
HS Holdings Company, Ltd. | 1,000 | 7,719 | |||
IBJ, Inc. | 1,800 | 10,983 | |||
Ichigo, Inc. | 7,500 | 15,432 | |||
Ichikoh Industries, Ltd. | 2,300 | 6,081 | |||
Ichinen Holdings Company, Ltd. | 1,900 | 15,953 | |||
Ichiyoshi Securities Company, Ltd. | 2,800 | 11,495 | |||
Icom, Inc. | 500 | 9,029 | |||
IDEC Corp. | 1,600 | 32,428 | |||
IDOM, Inc. | 3,900 | 23,536 | |||
Ihara Science Corp. | 800 | 12,361 | |||
Iino Kaiun Kaisha, Ltd. | 7,300 | 32,715 | |||
IJTT Company, Ltd. | 1,200 | 4,165 | |||
Ikegami Tsushinki Company, Ltd. | 400 | 1,518 | |||
I'll, Inc. | 1,100 | 13,262 | |||
Imasen Electric Industrial | 500 | 1,942 | |||
Imuraya Group Company, Ltd. | 300 | 4,534 | |||
Inaba Denki Sangyo Company, Ltd. | 2,700 | 50,896 | |||
Inaba Seisakusho Company, Ltd. | 200 | 1,868 | |||
Inabata & Company, Ltd. | 2,000 | 32,209 | |||
Inageya Company, Ltd. | 2,100 | 16,650 | |||
Ines Corp. | 900 | 9,076 | |||
i-Net Corp. | 900 | 7,811 | |||
Infocom Corp. | 1,000 | 13,176 | |||
Infomart Corp. | 8,700 | 26,272 | |||
Information Services International-Dentsu, Ltd. | 1,400 | 42,942 | |||
INFRONEER Holdings, Inc. | 12,668 | 85,864 | |||
Insource Company, Ltd. | 1,900 | 34,421 | |||
Intage Holdings, Inc. | 1,700 | 17,843 | |||
Inter Action Corp. | 800 | 8,417 | |||
Inui Global Logistics Company, Ltd. | 1,600 | 18,069 | |||
I-PEX, Inc. | 500 | 4,295 | |||
IR Japan Holdings, Ltd. | 400 | 5,655 | |||
Iriso Electronics Company, Ltd. | 1,000 | 27,346 | |||
Iseki & Company, Ltd. | 1,200 | 9,698 | |||
Ishihara Sangyo Kaisha, Ltd. | 2,100 | 14,833 | |||
ITFOR, Inc. | 1,000 | 5,266 | |||
ITmedia, Inc. | 900 | 10,032 | |||
Itochu Enex Company, Ltd. | 3,800 | 26,805 | |||
Itochu-Shokuhin Company, Ltd. | 300 | 10,057 | |||
Itoham Yonekyu Holdings, Inc. | 9,600 | 44,172 | |||
Itoki Corp. | 2,100 | 5,817 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
IwaiCosmo Holdings, Inc. | 900 | $ | 7,541 | ||
Izumi Company, Ltd. | 1,900 | 40,955 | |||
J Front Retailing Company, Ltd. | 3,500 | 28,480 | |||
J Trust Company, Ltd. | 4,900 | 19,617 | |||
JAC Recruitment Company, Ltd. | 1,200 | 18,375 | |||
Jaccs Company, Ltd. | 1,600 | 39,751 | |||
JAFCO Group Company, Ltd. | 4,200 | 61,846 | |||
JANOME Corp. | 1,200 | 5,354 | |||
Japan Aviation Electronics Industry, Ltd. | 3,000 | 43,997 | |||
Japan Cash Machine Company, Ltd. | 700 | 3,153 | |||
Japan Communications, Inc. (A) | 15,200 | 23,042 | |||
Japan Electronic Materials Corp. | 1,800 | 16,232 | |||
Japan Elevator Service Holdings Company, Ltd. | 3,300 | 43,182 | |||
Japan Investment Adviser Company, Ltd. | 1,000 | 9,136 | |||
Japan Lifeline Company, Ltd. | 4,400 | 29,405 | |||
Japan Material Company, Ltd. | 3,700 | 47,306 | |||
Japan Medical Dynamic Marketing, Inc. | 900 | 7,745 | |||
Japan Petroleum Exploration Company, Ltd. | 2,000 | 48,285 | |||
Japan Property Management Center Company, Ltd. | 800 | 5,572 | |||
Japan Pulp & Paper Company, Ltd. | 600 | 18,071 | |||
Japan Securities Finance Company, Ltd. | 5,500 | 31,215 | |||
Japan Transcity Corp. | 3,100 | 10,269 | |||
Jastec Company, Ltd. | 400 | 3,468 | |||
JBCC Holdings, Inc. | 1,200 | 14,644 | |||
JCR Pharmaceuticals Company, Ltd. | 600 | 8,949 | |||
JCU Corp. | 1,300 | 26,373 | |||
Jimoto Holdings, Inc. | 980 | 3,162 | |||
JINS Holdings, Inc. | 800 | 23,752 | |||
JINUSHI Company, Ltd. | 1,100 | 15,106 | |||
JM Holdings Company, Ltd. | 600 | 6,977 | |||
JMS Company, Ltd. | 500 | 1,844 | |||
J-Oil Mills, Inc. | 1,200 | 12,897 | |||
Joshin Denki Company, Ltd. | 1,100 | 14,422 | |||
Joyful Honda Company, Ltd. | 1,900 | 23,488 | |||
JSB Company, Ltd. | 400 | 10,368 | |||
JSP Corp. | 800 | 7,698 | |||
Juki Corp. | 1,400 | 6,669 | |||
Juroku Financial Group, Inc. | 1,700 | 28,720 | |||
Justsystems Corp. | 1,500 | 34,598 | |||
JVCKenwood Corp. | 9,070 | 12,331 | |||
K&O Energy Group, Inc. | 800 | 8,974 | |||
Kaga Electronics Company, Ltd. | 1,100 | 30,725 | |||
Kagome Company, Ltd. | 500 | 10,415 | |||
Kaken Pharmaceutical Company, Ltd. | 1,800 | 47,419 | |||
Kakiyasu Honten Company, Ltd. | 500 | 7,806 | |||
Kamakura Shinsho, Ltd. | 1,200 | 6,995 | |||
Kameda Seika Company, Ltd. | 700 | 22,222 | |||
Kamei Corp. | 2,000 | 14,747 | |||
Kamigumi Company, Ltd. | 700 | 12,924 | |||
Kanaden Corp. | 1,100 | 7,764 | |||
Kanagawa Chuo Kotsu Company, Ltd. | 700 | 16,392 | |||
Kanamic Network Company, Ltd. | 600 | 2,109 | |||
Kanamoto Company, Ltd. | 1,900 | 27,143 | |||
Kandenko Company, Ltd. | 4,700 | 27,020 | |||
Kaneka Corp. | 2,300 | 57,441 | |||
Kanematsu Corp. | 3,500 | 34,451 | |||
Kanematsu Electronics, Ltd. | 700 | 19,308 | |||
Kanto Denka Kogyo Company, Ltd. | 2,000 | 12,765 | |||
Kasai Kogyo Company, Ltd. (A) | 1,000 | 1,303 | |||
Katakura Industries Company, Ltd. | 1,700 | 24,015 | |||
Katitas Company, Ltd. | 2,700 | 60,113 | |||
Kato Sangyo Company, Ltd. | 1,100 | 25,387 |
120 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Kato Works Company, Ltd. | 400 | $ | 2,058 | ||
Kawada Technologies, Inc. | 200 | 5,097 | |||
KeePer Technical Laboratory Company, Ltd. | 500 | 12,890 | |||
Keihanshin Building Company, Ltd. | 2,000 | 16,861 | |||
Keiyo Company, Ltd. | 3,400 | 21,354 | |||
Kenko Mayonnaise Company, Ltd. | 900 | 9,688 | |||
KFC Holdings Japan, Ltd. | 1,500 | 28,066 | |||
KH Neochem Company, Ltd. | 1,500 | 27,441 | |||
Kimoto Company, Ltd. | 3,000 | 4,732 | |||
King Jim Company, Ltd. | 1,400 | 8,819 | |||
Kissei Pharmaceutical Company, Ltd. | 1,700 | 30,200 | |||
Ki-Star Real Estate Company, Ltd. | 600 | 18,011 | |||
Kitanotatsujin Corp. | 3,300 | 5,877 | |||
Kito Corp. | 800 | 15,093 | |||
Kitz Corp. | 4,600 | 25,495 | |||
KLab, Inc. (A) | 2,100 | 7,267 | |||
Koa Corp. | 1,700 | 25,879 | |||
Koatsu Gas Kogyo Company, Ltd. | 3,000 | 12,935 | |||
Kobe Electric Railway Company, Ltd. (A) | 300 | 6,802 | |||
Kobe Steel, Ltd. | 17,600 | 70,566 | |||
Kohnan Shoji Company, Ltd. | 1,200 | 28,048 | |||
Kojima Company, Ltd. | 3,000 | 13,076 | |||
Kokuyo Company, Ltd. | 4,800 | 60,837 | |||
Komatsu Matere Company, Ltd. | 1,700 | 9,113 | |||
KOMEDA Holdings Company, Ltd. | 2,600 | 41,829 | |||
Komeri Company, Ltd. | 1,500 | 28,637 | |||
Komori Corp. | 3,700 | 18,011 | |||
Kondotec, Inc. | 1,300 | 8,970 | |||
Konica Minolta, Inc. | 25,400 | 78,296 | |||
Konishi Company, Ltd. | 2,200 | 23,651 | |||
Konoike Transport Company, Ltd. | 2,600 | 25,619 | |||
Krosaki Harima Corp. | 400 | 12,799 | |||
KRS Corp. | 1,100 | 9,702 | |||
K's Holdings Corp. | 3,000 | 24,734 | |||
Kumagai Gumi Company, Ltd. | 1,800 | 31,374 | |||
Kumiai Chemical Industry Company, Ltd. | 3,400 | 23,982 | |||
Kurabo Industries, Ltd. | 1,600 | 21,795 | |||
Kureha Corp. | 800 | 49,054 | |||
Kurimoto, Ltd. | 1,000 | 11,099 | |||
Kusuri no Aoki Holdings Company, Ltd. | 700 | 32,996 | |||
KYB Corp. | 1,000 | 21,420 | |||
Kyodo Printing Company, Ltd. | 500 | 8,464 | |||
Kyoei Steel, Ltd. | 1,800 | 17,217 | |||
Kyokuto Kaihatsu Kogyo Company, Ltd. | 2,300 | 21,068 | |||
Kyokuto Securities Company, Ltd. | 2,300 | 10,579 | |||
Kyokuyo Company, Ltd. | 700 | 17,469 | |||
KYORIN Holdings, Inc. | 1,900 | 23,228 | |||
Kyosan Electric Manufacturing Company, Ltd. | 2,000 | 5,739 | |||
Kyudenko Corp. | 1,700 | 32,301 | |||
Kyushu Financial Group, Inc. | 20,200 | 53,515 | |||
LAC Company, Ltd. | 1,400 | 7,555 | |||
Lacto Japan Company, Ltd. | 800 | 11,857 | |||
LEC, Inc. | 1,600 | 9,096 | |||
Leopalace21 Corp. (A) | 6,400 | 14,677 | |||
Life Corp. | 800 | 14,829 | |||
LIFULL Company, Ltd. | 3,800 | 4,227 | |||
Link And Motivation, Inc. | 2,300 | 12,222 | |||
Lintec Corp. | 1,900 | 29,204 | |||
Litalico, Inc. | 1,300 | 24,719 | |||
Locondo, Inc. (A) | 400 | 3,135 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
M&A Capital Partners Company, Ltd. (A) | 600 | $ | 15,373 | ||
Mabuchi Motor Company, Ltd. | 3,100 | 84,170 | |||
Macnica Holdings, Inc. | 2,650 | 49,683 | |||
Macromill, Inc. | 2,300 | 17,305 | |||
Maeda Kosen Company, Ltd. | 1,100 | 23,984 | |||
Maezawa Kasei Industries Company, Ltd. | 1,100 | 9,829 | |||
Maezawa Kyuso Industries Company, Ltd. | 1,800 | 11,119 | |||
Makino Milling Machine Company, Ltd. | 1,200 | 37,030 | |||
Management Solutions Company, Ltd. (A) | 1,300 | 26,363 | |||
Mandom Corp. | 1,600 | 16,845 | |||
Mani, Inc. | 5,100 | 61,872 | |||
MarkLines Company, Ltd. | 400 | 6,474 | |||
Mars Group Holdings Corp. | 700 | 7,823 | |||
Marubun Corp. | 200 | 1,068 | |||
Marudai Food Company, Ltd. | 1,600 | 15,787 | |||
Maruha Nichiro Corp. | 2,600 | 44,237 | |||
Maruichi Steel Tube, Ltd. | 2,200 | 45,051 | |||
Marusan Securities Company, Ltd. | 4,700 | 14,096 | |||
Maruwa Company, Ltd. | 300 | 32,007 | |||
Maruwa Unyu Kikan Company, Ltd. | 3,100 | 31,185 | |||
Maruzen Company, Ltd. | 800 | 10,017 | |||
Maruzen Showa Unyu Company, Ltd. | 800 | 16,949 | |||
Marvelous, Inc. | 1,400 | 6,449 | |||
Matsuda Sangyo Company, Ltd. | 1,400 | 20,963 | |||
Matsui Securities Company, Ltd. | 4,900 | 26,426 | |||
Max Company, Ltd. | 2,000 | 27,479 | |||
Maxell, Ltd. | 2,200 | 20,828 | |||
Maxvalu Tokai Company, Ltd. | 1,100 | 20,284 | |||
MCJ Company, Ltd. | 3,200 | 21,947 | |||
Mebuki Financial Group, Inc. | 18,000 | 35,161 | |||
MEC Company, Ltd. | 1,500 | 23,054 | |||
Media Do Company, Ltd. | 600 | 7,501 | |||
Medical Data Vision Company, Ltd. | 1,700 | 12,345 | |||
Medikit Company, Ltd. | 500 | 8,057 | |||
MedPeer, Inc. (A) | 600 | 5,331 | |||
Megachips Corp. | 1,100 | 19,174 | |||
Megmilk Snow Brand Company, Ltd. | 2,800 | 33,062 | |||
Meidensha Corp. | 1,800 | 24,603 | |||
Meiko Electronics Company, Ltd. | 1,200 | 20,657 | |||
Meisei Industrial Company, Ltd. | 3,000 | 14,561 | |||
Meitec Corp. | 3,900 | 61,707 | |||
Meito Sangyo Company, Ltd. | 900 | 9,960 | |||
Melco Holdings, Inc. | 500 | 10,739 | |||
Members Company, Ltd. | 400 | 7,112 | |||
Menicon Company, Ltd. | 3,500 | 71,785 | |||
METAWATER Company, Ltd. | 1,600 | 20,943 | |||
Micronics Japan Company, Ltd. | 2,100 | 17,162 | |||
Midac Holdings Company, Ltd. | 500 | 11,598 | |||
Mie Kotsu Group Holdings, Inc. | 3,700 | 12,755 | |||
Milbon Company, Ltd. | 1,512 | 66,706 | |||
Mimasu Semiconductor Industry Company, Ltd. | 1,400 | 18,597 | |||
Ministop Company, Ltd. | 1,100 | 10,805 | |||
Mirainovate Company, Ltd. | 3,300 | 3,956 | |||
MIRAIT ONE Corp. | 4,240 | 42,974 | |||
Miroku Jyoho Service Company, Ltd. | 700 | 6,979 | |||
Mitani Corp. | 2,000 | 19,176 | |||
Mitani Sekisan Company, Ltd. | 600 | 14,364 | |||
Mito Securities Company, Ltd. | 6,300 | 10,326 | |||
Mitsuba Corp. | 2,300 | 6,145 | |||
Mitsubishi Logisnext Company, Ltd. | 1,000 | 5,105 |
121 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Mitsubishi Logistics Corp. | 1,600 | $ | 37,708 | ||
Mitsubishi Materials Corp. | 1,900 | 26,104 | |||
Mitsubishi Paper Mills, Ltd. | 2,600 | 5,095 | |||
Mitsubishi Pencil Company, Ltd. | 1,500 | 14,654 | |||
Mitsubishi Research Institute, Inc. | 500 | 15,405 | |||
Mitsubishi Shokuhin Company, Ltd. | 600 | 13,514 | |||
Mitsubishi Steel Manufacturing Company, Ltd. | 1,000 | 6,261 | |||
Mitsuboshi Belting, Ltd. | 1,000 | 20,843 | |||
Mitsui DM Sugar Holdings Company, Ltd. | 1,000 | 13,088 | |||
Mitsui E&S Holdings Company, Ltd. (A) | 4,600 | 12,804 | |||
Mitsui Matsushima Holdings Company, Ltd. | 1,000 | 20,846 | |||
Mitsui Mining & Smelting Company, Ltd. | 3,100 | 65,041 | |||
Mitsui-Soko Holdings Company, Ltd. | 1,700 | 36,068 | |||
Mitsuuroko Group Holdings Company, Ltd. | 3,200 | 21,364 | |||
Mixi, Inc. | 1,800 | 28,573 | |||
Mizuho Leasing Company, Ltd. | 1,400 | 30,149 | |||
Mizuno Corp. | 1,400 | 24,908 | |||
Mochida Pharmaceutical Company, Ltd. | 900 | 20,981 | |||
Monex Group, Inc. | 8,000 | 24,908 | |||
Morinaga & Company, Ltd. | 1,700 | 46,519 | |||
Morinaga Milk Industry Company, Ltd. | 2,100 | 61,564 | |||
Morita Holdings Corp. | 2,200 | 19,546 | |||
Morningstar Japan KK | 1,300 | 4,169 | |||
MrMax Holdings, Ltd. | 1,700 | 7,317 | |||
m-up Holdings, Inc. | 2,000 | 21,021 | |||
Musashi Seimitsu Industry Company, Ltd. | 2,600 | 27,993 | |||
Nachi-Fujikoshi Corp. | 600 | 14,691 | |||
Nafco Company, Ltd. | 1,100 | 11,998 | |||
Nagano Keiki Company, Ltd. | 1,800 | 12,643 | |||
Nagase & Company, Ltd. | 5,100 | 69,589 | |||
Nagatanien Holdings Company, Ltd. | 1,000 | 13,788 | |||
Nagawa Company, Ltd. | 300 | 15,394 | |||
Nakamuraya Company, Ltd. | 300 | 6,449 | |||
Nakanishi, Inc. | 3,700 | 67,659 | |||
Nakayama Steel Works, Ltd. | 1,100 | 4,277 | |||
Namura Shipbuilding Company, Ltd. (A) | 3,252 | 13,677 | |||
Nankai Electric Railway Company, Ltd. | 2,000 | 40,884 | |||
Natori Company, Ltd. | 700 | 9,621 | |||
NEC Capital Solutions, Ltd. | 800 | 11,415 | |||
NEC Networks & System Integration Corp. | 2,100 | 22,797 | |||
NET One Systems Company, Ltd. | 4,200 | 81,532 | |||
Neturen Company, Ltd. | 2,300 | 10,197 | |||
Nextage Company, Ltd. | 2,300 | 49,887 | |||
NHK Spring Company, Ltd. | 9,100 | 53,570 | |||
Nice Corp. | 600 | 6,401 | |||
Nichias Corp. | 2,400 | 37,223 | |||
Nichiban Company, Ltd. | 700 | 7,814 | |||
Nichicon Corp. | 3,400 | 32,678 | |||
Nichiden Corp. | 600 | 7,190 | |||
Nichiha Corp. | 1,200 | 22,751 | |||
Nichireki Company, Ltd. | 2,000 | 17,772 | |||
Nichirin Company, Ltd. | 1,040 | 10,966 | |||
Nihon Chouzai Company, Ltd. | 800 | 6,996 | |||
Nihon Dempa Kogyo Company, Ltd. | 2,500 | 24,556 | |||
Nihon Flush Company, Ltd. | 1,000 | 6,454 | |||
Nihon House Holdings Company, Ltd. | 1,000 | 3,159 | |||
Nihon Kagaku Sangyo Company, Ltd. | 1,000 | 7,097 | |||
Nihon Kohden Corp. | 3,600 | 76,485 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Nihon Nohyaku Company, Ltd. | 4,000 | $ | 23,359 | ||
Nihon Parkerizing Company, Ltd. | 3,900 | 25,129 | |||
Nihon Tokushu Toryo Company, Ltd. | 1,000 | 6,287 | |||
Nikkiso Company, Ltd. | 2,100 | 13,185 | |||
Nikkon Holdings Company, Ltd. | 2,900 | 45,267 | |||
Nippn Corp. | 2,700 | 28,994 | |||
Nippon Air Conditioning Services Company, Ltd. | 1,600 | 8,146 | |||
Nippon Beet Sugar Manufacturing Company, Ltd. | 900 | 10,065 | |||
Nippon Carbon Company, Ltd. | 500 | 13,735 | |||
Nippon Chemical Industrial Company, Ltd. | 700 | 9,058 | |||
Nippon Chemi-Con Corp. (A) | 1,100 | 14,173 | |||
Nippon Coke & Engineering Company, Ltd. | 18,000 | 11,293 | |||
Nippon Concrete Industries Company, Ltd. | 2,600 | 4,408 | |||
Nippon Denko Company, Ltd. | 6,530 | 15,065 | |||
Nippon Densetsu Kogyo Company, Ltd. | 2,100 | 26,671 | |||
Nippon Electric Glass Company, Ltd. | 3,900 | 67,240 | |||
Nippon Fine Chemical Company, Ltd. | 800 | 10,472 | |||
Nippon Gas Company, Ltd. | 5,400 | 76,909 | |||
Nippon Hume Corp. | 2,000 | 8,695 | |||
Nippon Kayaku Company, Ltd. | 5,300 | 42,435 | |||
Nippon Kodoshi Corp. | 800 | 11,099 | |||
Nippon Koei Company, Ltd. | 1,000 | 24,677 | |||
Nippon Light Metal Holdings Company, Ltd. | 2,820 | 28,218 | |||
Nippon Paper Industries Company, Ltd. | 4,600 | 29,905 | |||
Nippon Parking Development Company, Ltd. | 8,400 | 11,667 | |||
Nippon Pillar Packing Company, Ltd. | 1,500 | 23,682 | |||
Nippon Rietec Company, Ltd. | 300 | 1,620 | |||
Nippon Seiki Company, Ltd. | 3,000 | 15,686 | |||
Nippon Sharyo, Ltd. | 600 | 8,443 | |||
Nippon Sheet Glass Company, Ltd. (A) | 4,100 | 14,501 | |||
Nippon Shokubai Company, Ltd. | 800 | 29,885 | |||
Nippon Signal Company, Ltd. | 3,000 | 19,648 | |||
Nippon Soda Company, Ltd. | 1,200 | 36,516 | |||
Nippon Steel Trading Corp. | 972 | 33,785 | |||
Nippon Suisan Kaisha, Ltd. | 13,000 | 48,921 | |||
Nippon Thompson Company, Ltd. | 4,700 | 17,364 | |||
Nippon Yakin Kogyo Company, Ltd. | 1,000 | 18,042 | |||
Nipro Corp. | 8,600 | 64,606 | |||
Nishikawa Rubber Company, Ltd. | 800 | 6,477 | |||
Nishimatsu Construction Company, Ltd. | 2,300 | 60,175 | |||
Nishimatsuya Chain Company, Ltd. | 2,700 | 25,066 | |||
Nishi-Nippon Financial Holdings, Inc. | 7,000 | 36,353 | |||
Nishi-Nippon Railroad Company, Ltd. | 3,000 | 59,788 | |||
Nishio Rent All Company, Ltd. | 800 | 15,786 | |||
Nissan Shatai Company, Ltd. | 3,400 | 19,103 | |||
Nissei ASB Machine Company, Ltd. | 500 | 12,329 | |||
Nissei Plastic Industrial Company, Ltd. | 1,600 | 9,837 | |||
Nissha Company, Ltd. | 2,300 | 27,113 | |||
Nisshinbo Holdings, Inc. | 7,668 | 55,671 | |||
Nissin Corp. | 1,400 | 16,798 | |||
Nissin Electric Company, Ltd. | 3,400 | 31,269 | |||
Nissin Sugar Company, Ltd. | 1,100 | 13,157 | |||
Nisso Corp. | 2,400 | 9,196 | |||
Nitta Corp. | 1,300 | 24,943 | |||
NITTAN Corp. | 1,200 | 2,148 | |||
Nittetsu Mining Company, Ltd. | 600 | 11,427 | |||
Nitto Boseki Company, Ltd. | 1,400 | 22,279 | |||
Nitto Kogyo Corp. | 1,600 | 26,212 |
122 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Nitto Kohki Company, Ltd. | 1,000 | $ | 10,785 | ||
Nitto Seiko Company, Ltd. | 1,700 | 6,039 | |||
Noevir Holdings Company, Ltd. | 800 | 31,414 | |||
Nohmi Bosai, Ltd. | 1,300 | 14,549 | |||
Nojima Corp. | 3,200 | 29,791 | |||
NOK Corp. | 4,700 | 36,695 | |||
Nomura Micro Science Company, Ltd. | 600 | 13,835 | |||
Noritake Company, Ltd. | 700 | 19,436 | |||
Noritsu Koki Company, Ltd. | 1,000 | 16,870 | |||
Noritz Corp. | 2,100 | 22,401 | |||
North Pacific Bank, Ltd. | 12,900 | 20,289 | |||
NS Tool Company, Ltd. | 800 | 6,285 | |||
NS United Kaiun Kaisha, Ltd. | 800 | 20,803 | |||
NSD Company, Ltd. | 3,000 | 51,067 | |||
NTN Corp. | 18,400 | 32,430 | |||
Obara Group, Inc. | 600 | 13,333 | |||
Ohsho Food Service Corp. | 700 | 30,949 | |||
Oiles Corp. | 1,380 | 14,049 | |||
Oisix ra daichi, Inc. (A) | 1,200 | 13,589 | |||
Okabe Company, Ltd. | 2,600 | 11,665 | |||
Okamoto Industries, Inc. | 600 | 14,738 | |||
Okamura Corp. | 3,700 | 35,295 | |||
Okasan Securities Group, Inc. | 7,000 | 15,784 | |||
Oki Electric Industry Company, Ltd. | 4,700 | 23,323 | |||
Okinawa Cellular Telephone Company | 800 | 14,090 | |||
Okinawa Financial Group, Inc. | 1,140 | 16,539 | |||
OKUMA Corp. | 1,100 | 37,774 | |||
Okumura Corp. | 1,600 | 31,471 | |||
Okura Industrial Company, Ltd. | 800 | 9,894 | |||
Okuwa Company, Ltd. | 1,000 | 6,236 | |||
Onoken Company, Ltd. | 1,500 | 14,648 | |||
Onward Holdings Company, Ltd. | 7,100 | 14,388 | |||
Optex Group Company, Ltd. | 1,900 | 27,876 | |||
Optim Corp. (A) | 700 | 3,875 | |||
Optorun Company, Ltd. | 1,100 | 15,882 | |||
Organo Corp. | 2,400 | 33,914 | |||
Orient Corp. | 1,780 | 14,120 | |||
Oriental Shiraishi Corp. | 7,600 | 12,928 | |||
Origin Company, Ltd. | 600 | 5,175 | |||
Oro Company, Ltd. | 700 | 7,054 | |||
Osaka Organic Chemical Industry, Ltd. | 800 | 11,230 | |||
Osaka Soda Company, Ltd. | 800 | 21,038 | |||
Osaka Steel Company, Ltd. | 700 | 5,490 | |||
Osaki Electric Company, Ltd. | 3,000 | 10,359 | |||
OSG Corp. | 4,700 | 58,137 | |||
Outsourcing, Inc. | 5,800 | 43,844 | |||
Oyo Corp. | 1,300 | 16,782 | |||
Pacific Industrial Company, Ltd. | 3,000 | 21,176 | |||
Pacific Metals Company, Ltd. | 1,100 | 16,552 | |||
PAL GROUP Holdings Company, Ltd. | 700 | 11,403 | |||
PALTAC Corp. | 800 | 24,619 | |||
Paramount Bed Holdings Company, Ltd. | 1,600 | 28,496 | |||
Paris Miki Holdings, Inc. | 1,100 | 1,782 | |||
Pasona Group, Inc. | 1,300 | 17,962 | |||
PC Depot Corp. | 1,700 | 3,154 | |||
Penta-Ocean Construction Company, Ltd. | 12,400 | 62,256 | |||
PeptiDream, Inc. (A) | 1,900 | 21,170 | |||
Pharma Foods International Company, Ltd. | 1,600 | 13,597 | |||
PIA Corp. (A) | 500 | 11,489 | |||
Pickles Holdings Company, Ltd. | 800 | 5,407 | |||
Pigeon Corp. | 6,200 | 90,639 | |||
Pilot Corp. | 1,500 | 56,712 | |||
Piolax, Inc. | 2,100 | 25,782 | |||
Plenus Company, Ltd. | 900 | 11,994 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Pole To Win Holdings, Inc. | 2,000 | $ | 12,807 | ||
Premier Anti-Aging Company, Ltd. (A) | 300 | 5,655 | |||
Premium Group Company, Ltd. | 2,400 | 29,459 | |||
Premium Water Holdings, Inc. | 400 | 6,408 | |||
Press Kogyo Company, Ltd. | 7,000 | 19,080 | |||
Pressance Corp. | 700 | 7,056 | |||
Prestige International, Inc. | 5,000 | 21,840 | |||
Prima Meat Packers, Ltd. | 1,500 | 21,697 | |||
Procrea Holdings, Inc. | 2,344 | 34,464 | |||
Pronexus, Inc. | 600 | 3,967 | |||
Proto Corp. | 1,800 | 12,811 | |||
PS Mitsubishi Construction Company, Ltd. | 2,600 | 11,015 | |||
Punch Industry Company, Ltd. | 1,300 | 3,732 | |||
QB Net Holdings Company, Ltd. | 1,800 | 16,848 | |||
Qol Holdings Company, Ltd. | 1,400 | 11,719 | |||
Raccoon Holdings, Inc. | 800 | 5,687 | |||
Raito Kogyo Company, Ltd. | 2,400 | 31,567 | |||
Raiznext Corp. | 3,300 | 26,820 | |||
Rakus Company, Ltd. | 3,700 | 34,743 | |||
Rasa Industries, Ltd. | 600 | 9,255 | |||
Raysum Company, Ltd. | 1,600 | 17,879 | |||
Relia, Inc. | 2,100 | 14,010 | |||
Rengo Company, Ltd. | 8,600 | 50,077 | |||
RENOVA, Inc. (A) | 1,400 | 32,794 | |||
Resorttrust, Inc. | 3,700 | 59,264 | |||
Restar Holdings Corp. | 1,600 | 21,343 | |||
Retail Partners Company, Ltd. | 300 | 2,309 | |||
Rheon Automatic Machinery Company, Ltd. | 1,500 | 11,873 | |||
Ricoh Leasing Company, Ltd. | 800 | 19,523 | |||
Riken Corp. | 600 | 9,473 | |||
Riken Keiki Company, Ltd. | 800 | 21,527 | |||
Riken Technos Corp. | 3,000 | 10,434 | |||
Riken Vitamin Company, Ltd. | 1,400 | 17,003 | |||
Rion Company, Ltd. | 500 | 6,843 | |||
Riso Kyoiku Company, Ltd. | 9,300 | 20,621 | |||
Rock Field Company, Ltd. | 1,000 | 10,092 | |||
Rokko Butter Company, Ltd. | 600 | 5,777 | |||
Roland Corp. | 700 | 21,468 | |||
Roland DG Corp. | 900 | 18,526 | |||
Rorze Corp. | 700 | 33,795 | |||
Round One Corp. | 10,500 | 45,514 | |||
RS Technologies Company, Ltd. | 400 | 17,579 | |||
Ryobi, Ltd. | 1,400 | 12,021 | |||
Ryoden Corp. | 1,500 | 16,187 | |||
Ryosan Company, Ltd. | 1,500 | 23,194 | |||
S Foods, Inc. | 900 | 18,886 | |||
S&B Foods, Inc. | 600 | 15,414 | |||
Sac's Bar Holdings, Inc. | 600 | 2,941 | |||
Saibu Gas Holdings Company, Ltd. | 1,500 | 17,968 | |||
Saint-Care Holding Corp. | 1,900 | 10,709 | |||
Sakai Chemical Industry Company, Ltd. | 1,400 | 18,130 | |||
Sakai Moving Service Company, Ltd. | 500 | 16,174 | |||
Sakata INX Corp. | 3,100 | 20,961 | |||
Sala Corp. | 3,000 | 15,791 | |||
SAMTY Company, Ltd. | 1,600 | 24,902 | |||
San ju San Financial Group, Inc. | 1,700 | 16,584 | |||
San-A Company, Ltd. | 1,300 | 39,230 | |||
San-Ai Obbli Company, Ltd. | 3,500 | 26,948 | |||
Sangetsu Corp. | 2,100 | 23,220 | |||
Sanken Electric Company, Ltd. | 900 | 27,493 | |||
Sanki Engineering Company, Ltd. | 2,000 | 21,909 | |||
Sankyo Company, Ltd. | 1,900 | 57,526 | |||
Sankyo Frontier Company, Ltd. | 300 | 7,593 |
123 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Sankyo Seiko Company, Ltd. | 3,200 | $ | 9,844 | ||
Sankyo Tateyama, Inc. | 2,500 | 10,215 | |||
Sankyu, Inc. | 2,300 | 66,794 | |||
Sanoh Industrial Company, Ltd. | 1,900 | 8,746 | |||
Sanshin Electronics Company, Ltd. | 700 | 8,091 | |||
Sanyo Chemical Industries, Ltd. | 600 | 18,166 | |||
Sanyo Denki Company, Ltd. | 400 | 13,635 | |||
Sanyo Electric Railway Company, Ltd. | 1,600 | 24,298 | |||
Sanyo Shokai, Ltd. (A) | 700 | 4,569 | |||
Sanyo Special Steel Company, Ltd. | 1,400 | 18,084 | |||
Sanyo Trading Company, Ltd. | 1,200 | 8,580 | |||
Sapporo Holdings, Ltd. | 2,700 | 59,524 | |||
Sato Holdings Corp. | 1,700 | 21,171 | |||
Sawai Group Holdings Company, Ltd. | 1,800 | 50,417 | |||
SB Technology Corp. | 800 | 12,107 | |||
SBS Holdings, Inc. | 900 | 17,306 | |||
Scroll Corp. | 2,300 | 11,134 | |||
Seika Corp. | 500 | 5,474 | |||
Seikagaku Corp. | 1,700 | 9,789 | |||
Seikitokyu Kogyo Company, Ltd. | 1,600 | 8,351 | |||
Seiko Holdings Corp. | 1,400 | 29,239 | |||
Seino Holdings Company, Ltd. | 4,000 | 32,139 | |||
Seiren Company, Ltd. | 2,700 | 39,371 | |||
Sekisui Jushi Corp. | 1,600 | 18,218 | |||
Sekisui Kasei Company, Ltd. | 2,500 | 6,879 | |||
Senko Group Holdings Company, Ltd. | 4,700 | 31,057 | |||
Senshu Electric Company, Ltd. | 300 | 10,776 | |||
Senshu Ikeda Holdings, Inc. | 17,200 | 24,911 | |||
Senshukai Company, Ltd. | 3,300 | 8,937 | |||
Seria Company, Ltd. | 3,000 | 52,389 | |||
Seven Bank, Ltd. | 17,700 | 31,712 | |||
Shibaura Electronics Company, Ltd. | 500 | 15,037 | |||
Shibaura Machine Company, Ltd. | 1,600 | 31,842 | |||
Shibaura Mechatronics Corp. | 300 | 19,330 | |||
Shibuya Corp. | 800 | 13,379 | |||
Shidax Corp. (A) | 2,000 | 8,100 | |||
Shikibo, Ltd. | 1,100 | 6,688 | |||
Shikoku Chemicals Corp. | 3,000 | 25,433 | |||
Shikoku Electric Power Company, Inc. | 8,900 | 44,478 | |||
Shima Seiki Manufacturing, Ltd. | 1,200 | 16,704 | |||
Shin Nippon Biomedical Laboratories, Ltd. | 1,000 | 18,606 | |||
Shinagawa Refractories Company, Ltd. | 600 | 15,560 | |||
Shindengen Electric Manufacturing Company, Ltd. | 500 | 12,038 | |||
Shin-Etsu Polymer Company, Ltd. | 3,000 | 24,849 | |||
Shinko Shoji Company, Ltd. | 1,900 | 11,563 | |||
Shinmaywa Industries, Ltd. | 2,400 | 16,118 | |||
Shinnihon Corp. | 2,500 | 12,201 | |||
Shinoken Group Company, Ltd. | 2,000 | 22,042 | |||
Shinwa Company, Ltd. | 700 | 10,617 | |||
Ship Healthcare Holdings, Inc. | 3,500 | 65,747 | |||
Shizuoka Gas Company, Ltd. | 4,500 | 30,761 | |||
Shoei Company, Ltd. | 1,200 | 43,534 | |||
Shoei Foods Corp. | 700 | 20,072 | |||
Shofu, Inc. | 600 | 9,717 | |||
Showa Sangyo Company, Ltd. | 1,000 | 17,150 | |||
SIGMAXYZ Holdings, Inc. | 1,800 | 14,019 | |||
Siix Corp. | 1,600 | 11,994 | |||
Sinanen Holdings Company, Ltd. | 800 | 21,500 | |||
Sinfonia Technology Company, Ltd. | 1,600 | 14,843 | |||
Sinko Industries, Ltd. | 1,500 | 15,411 | |||
Sintokogio, Ltd. | 3,400 | 16,088 | |||
SKY Perfect JSAT Holdings, Inc. | 7,800 | 27,928 | |||
Smaregi, Inc. (A) | 400 | 3,246 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
SMK Corp. | 300 | $ | 4,831 | ||
SMS Company, Ltd. | 1,500 | 30,304 | |||
Snow Peak, Inc. | 1,200 | 18,123 | |||
Sodick Company, Ltd. | 2,400 | 12,592 | |||
Softcreate Holdings Corp. | 700 | 14,888 | |||
Software Service, Inc. | 200 | 11,492 | |||
Soken Chemical & Engineering Company, Ltd. | 800 | 10,225 | |||
Solasto Corp. | 3,200 | 19,069 | |||
Sotetsu Holdings, Inc. | 3,000 | 49,638 | |||
Sparx Group Company, Ltd. | 1,480 | 13,583 | |||
S-Pool, Inc. | 5,000 | 35,960 | |||
SRA Holdings | 600 | 12,362 | |||
SRE Holdings Corp. (A) | 400 | 8,676 | |||
ST Corp. | 700 | 7,272 | |||
St. Marc Holdings Company, Ltd. | 800 | 8,872 | |||
Star Mica Holdings Company, Ltd. | 1,100 | 11,906 | |||
Star Micronics Company, Ltd. | 2,300 | 25,885 | |||
Starts Corp., Inc. | 1,900 | 34,419 | |||
Starzen Company, Ltd. | 600 | 8,421 | |||
Stella Chemifa Corp. | 800 | 13,909 | |||
Strike Company, Ltd. | 700 | 18,683 | |||
Studio Alice Company, Ltd. | 900 | 13,386 | |||
Sugimoto & Company, Ltd. | 700 | 8,796 | |||
Sumida Corp. | 1,600 | 11,188 | |||
Suminoe Textile Company, Ltd. | 500 | 5,927 | |||
Sumitomo Bakelite Company, Ltd. | 1,700 | 46,570 | |||
Sumitomo Densetsu Company, Ltd. | 1,300 | 23,311 | |||
Sumitomo Mitsui Construction Company, Ltd. | 6,000 | 18,430 | |||
Sumitomo Osaka Cement Company, Ltd. | 1,500 | 33,903 | |||
Sumitomo Riko Company, Ltd. | 2,400 | 9,349 | |||
Sumitomo Seika Chemicals Company, Ltd. | 500 | 10,334 | |||
Sun Frontier Fudousan Company, Ltd. | 2,200 | 16,983 | |||
Suruga Bank, Ltd. | 15,200 | 39,187 | |||
SWCC Showa Holdings Company, Ltd. | 2,400 | 29,042 | |||
SymBio Pharmaceuticals, Ltd. (A) | 2,100 | 10,409 | |||
Systena Corp. | 16,500 | 46,055 | |||
Syuppin Company, Ltd. | 1,200 | 10,524 | |||
T Hasegawa Company, Ltd. | 1,600 | 33,130 | |||
T RAD Company, Ltd. | 500 | 8,614 | |||
T&K Toka Company, Ltd. | 1,600 | 9,750 | |||
Tachibana Eletech Company, Ltd. | 1,360 | 14,715 | |||
Tachi-S Company, Ltd. | 2,400 | 17,770 | |||
Tadano, Ltd. | 5,000 | 29,245 | |||
Taihei Dengyo Kaisha, Ltd. | 1,000 | 23,050 | |||
Taiheiyo Cement Corp. | 600 | 8,473 | |||
Taiho Kogyo Company, Ltd. | 1,200 | 5,601 | |||
Taikisha, Ltd. | 900 | 20,031 | |||
Taisei Lamick Company, Ltd. | 500 | 9,463 | |||
Taiyo Holdings Company, Ltd. | 2,000 | 33,184 | |||
Takamatsu Construction Group Company, Ltd. | 1,000 | 12,991 | |||
Takaoka Toko Company, Ltd. | 700 | 8,554 | |||
Takara Bio, Inc. | 2,100 | 24,634 | |||
Takara Holdings, Inc. | 7,100 | 51,864 | |||
Takara Leben Company, Ltd. | 6,300 | 16,730 | |||
Takara Standard Company, Ltd. | 2,200 | 19,713 | |||
Takasago International Corp. | 1,200 | 22,028 | |||
Takasago Thermal Engineering Company, Ltd. | 1,700 | 19,989 | |||
Takashimaya Company, Ltd. | 7,500 | 88,809 | |||
Takeuchi Manufacturing Company, Ltd. | 1,600 | 29,533 | |||
Takihyo Company, Ltd. | 600 | 3,167 |
124 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Takuma Company, Ltd. | 3,000 | $ | 25,726 | ||
Tama Home Company, Ltd. | 1,000 | 16,225 | |||
Tamron Company, Ltd. | 1,500 | 30,075 | |||
Tamura Corp. | 6,000 | 28,307 | |||
Tanseisha Company, Ltd. | 1,100 | 5,786 | |||
Tatsuta Electric Wire & Cable Company, Ltd. | 4,200 | 12,669 | |||
Tayca Corp. | 1,500 | 12,766 | |||
TDC Soft, Inc. | 1,200 | 10,282 | |||
TechMatrix Corp. | 1,400 | 16,184 | |||
Techno Horizon Company, Ltd. | 1,400 | 4,960 | |||
Teijin, Ltd. | 2,500 | 24,243 | |||
Teikoku Electric Manufacturing Company, Ltd. | 1,700 | 21,592 | |||
Teikoku Sen-I Company, Ltd. | 1,200 | 12,852 | |||
Tekken Corp. | 800 | 9,796 | |||
Tenma Corp. | 1,000 | 13,199 | |||
Tess Holdings Company, Ltd. | 1,200 | 7,784 | |||
T-Gaia Corp. | 900 | 10,200 | |||
The 77 Bank, Ltd. | 2,800 | 34,598 | |||
The Aichi Bank, Ltd. | 600 | 23,418 | |||
The Akita Bank, Ltd. | 1,100 | 12,229 | |||
The Awa Bank, Ltd. | 2,200 | 28,791 | |||
The Bank of Iwate, Ltd. | 1,100 | 13,627 | |||
The Bank of Nagoya, Ltd. | 1,100 | 22,864 | |||
The Bank of Saga, Ltd. | 1,000 | 10,502 | |||
The Chiba Kogyo Bank, Ltd. | 3,200 | 6,247 | |||
The Chugoku Bank, Ltd. | 6,700 | 42,227 | |||
The Chukyo Bank, Ltd. | 900 | 11,497 | |||
The Ehime Bank, Ltd. | 2,100 | 12,498 | |||
The First Bank of Toyama, Ltd. | 2,800 | 7,836 | |||
The Fukui Bank, Ltd. | 1,800 | 17,014 | |||
The Fukushima Bank, Ltd. | 2,100 | 3,004 | |||
The Furukawa Battery Company, Ltd. | 1,300 | 10,093 | |||
The Gunma Bank, Ltd. | 14,200 | 38,605 | |||
The Hachijuni Bank, Ltd. | 14,100 | 46,850 | |||
The Hyakugo Bank, Ltd. | 12,500 | 27,451 | |||
The Hyakujushi Bank, Ltd. | 1,700 | 19,611 | |||
The Iyo Bank, Ltd. | 11,300 | 55,249 | |||
The Japan Steel Works, Ltd. | 1,900 | 37,465 | |||
The Japan Wool Textile Company, Ltd. | 4,000 | 29,494 | |||
The Keiyo Bank, Ltd. | 4,400 | 14,362 | |||
The Kinki Sharyo Company, Ltd. | 300 | 2,028 | |||
The Kita-Nippon Bank, Ltd. | 700 | 8,517 | |||
The Kiyo Bank, Ltd. | 3,800 | 36,475 | |||
The Miyazaki Bank, Ltd. | 1,000 | 14,852 | |||
The Monogatari Corp. | 400 | 19,266 | |||
The Musashino Bank, Ltd. | 1,700 | 20,069 | |||
The Nagano Bank, Ltd. | 800 | 7,551 | |||
The Nanto Bank, Ltd. | 2,000 | 29,076 | |||
The Nippon Road Company, Ltd. | 200 | 7,935 | |||
The Nisshin Oillio Group, Ltd. | 1,200 | 26,492 | |||
The Ogaki Kyoritsu Bank, Ltd. | 1,600 | 18,974 | |||
The Oita Bank, Ltd. | 900 | 11,305 | |||
The Okinawa Electric Power Company, Inc. | 1,990 | 14,534 | |||
The Pack Corp. | 800 | 12,256 | |||
The San-In Godo Bank, Ltd. | 8,000 | 38,836 | |||
The Shibusawa Warehouse Company, Ltd. | 1,000 | 13,986 | |||
The Shiga Bank, Ltd. | 2,200 | 39,816 | |||
The Shikoku Bank, Ltd. | 2,800 | 16,518 | |||
The Shimizu Bank, Ltd. | 500 | 5,024 | |||
The Sumitomo Warehouse Company, Ltd. | 3,324 | 45,165 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
The Tochigi Bank, Ltd. | 8,000 | $ | 15,199 | ||
The Toho Bank, Ltd. | 12,000 | 16,881 | |||
The Tohoku Bank, Ltd. | 400 | 2,622 | |||
The Tottori Bank, Ltd. | 400 | 3,010 | |||
The Towa Bank, Ltd. | 2,900 | 10,295 | |||
The Yamagata Bank, Ltd. | 2,000 | 13,815 | |||
The Yamanashi Chuo Bank, Ltd. | 2,000 | 15,993 | |||
Tigers Polymer Corp. | 1,000 | 2,795 | |||
TKC Corp. | 2,100 | 49,764 | |||
Toa Corp. (Hyogo) | 1,400 | 7,411 | |||
Toa Corp. (Tokyo) | 1,200 | 20,613 | |||
Toagosei Company, Ltd. | 4,300 | 32,102 | |||
Tobishima Corp. | 720 | 5,190 | |||
TOC Company, Ltd. | 3,400 | 16,607 | |||
Tocalo Company, Ltd. | 3,200 | 25,946 | |||
Toda Corp. | 8,400 | 43,211 | |||
Toda Kogyo Corp. (A) | 300 | 5,427 | |||
Toei Company, Ltd. | 100 | 11,974 | |||
Toenec Corp. | 600 | 14,124 | |||
Toho Company, Ltd. | 600 | 6,634 | |||
Toho Holdings Company, Ltd. | 2,400 | 32,150 | |||
Toho Titanium Company, Ltd. | 3,000 | 49,060 | |||
Toho Zinc Company, Ltd. | 800 | 11,983 | |||
Tokai Carbon Company, Ltd. | 10,000 | 67,767 | |||
Tokai Corp. | 1,200 | 14,853 | |||
TOKAI Holdings Corp. | 4,000 | 24,078 | |||
Tokai Rika Company, Ltd. | 2,600 | 24,809 | |||
Tokai Tokyo Financial Holdings, Inc. | 11,500 | 28,080 | |||
Token Corp. | 410 | 22,739 | |||
Tokushu Tokai Paper Company, Ltd. | 600 | 12,245 | |||
Tokuyama Corp. | 3,200 | 38,547 | |||
Tokyo Base Company, Ltd. (A) | 900 | 1,943 | |||
Tokyo Electron Device, Ltd. | 400 | 14,644 | |||
Tokyo Energy & Systems, Inc. | 2,000 | 13,378 | |||
Tokyo Keiki, Inc. | 1,000 | 8,366 | |||
Tokyo Kiraboshi Financial Group, Inc. | 1,936 | 28,461 | |||
Tokyo Ohka Kogyo Company, Ltd. | 400 | 16,690 | |||
Tokyo Rakutenchi Company, Ltd. | 200 | 5,439 | |||
Tokyo Rope Manufacturing Company, Ltd. | 200 | 1,179 | |||
Tokyo Seimitsu Company, Ltd. | 1,800 | 52,951 | |||
Tokyo Steel Manufacturing Company, Ltd. | 5,100 | 44,646 | |||
Tokyo Tekko Company, Ltd. | 800 | 7,213 | |||
Tokyo Theatres Company, Inc. | 900 | 7,230 | |||
Tokyotokeiba Company, Ltd. | 600 | 17,107 | |||
Tokyu Construction Company, Ltd. | 3,900 | 16,948 | |||
Tomato Bank, Ltd. | 1,100 | 7,684 | |||
Tomen Devices Corp. | 200 | 7,291 | |||
Tomoe Corp. | 2,200 | 6,176 | |||
Tomoku Company, Ltd. | 500 | 4,917 | |||
TOMONY Holdings, Inc. | 10,600 | 22,748 | |||
Tomy Company, Ltd. | 4,500 | 38,499 | |||
Tonami Holdings Company, Ltd. | 500 | 12,169 | |||
Topcon Corp. | 4,700 | 52,417 | |||
Topre Corp. | 2,300 | 17,666 | |||
Topy Industries, Ltd. | 1,300 | 13,019 | |||
Torex Semiconductor, Ltd. | 700 | 12,106 | |||
Toridoll Holdings Corp. | 2,800 | 57,970 | |||
Torii Pharmaceutical Company, Ltd. | 1,100 | 21,873 | |||
Torishima Pump Manufacturing Company, Ltd. | 900 | 8,298 | |||
Tosei Corp. | 2,500 | 23,943 | |||
Toshiba TEC Corp. | 1,100 | 28,424 | |||
Totetsu Kogyo Company, Ltd. | 1,000 | 16,047 |
125 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Towa Corp. | 1,300 | $ | 14,350 | ||
Towa Pharmaceutical Company, Ltd. | 1,500 | 22,046 | |||
Toyo Construction Company, Ltd. | 3,100 | 18,313 | |||
Toyo Corp. | 1,100 | 9,174 | |||
Toyo Denki Seizo KK | 600 | 3,589 | |||
Toyo Engineering Corp. (A) | 2,200 | 8,482 | |||
Toyo Gosei Company, Ltd. | 300 | 13,131 | |||
Toyo Ink SC Holdings Company, Ltd. | 2,200 | 28,924 | |||
Toyo Kanetsu KK | 400 | 6,774 | |||
Toyo Securities Company, Ltd. | 6,000 | 10,853 | |||
Toyo Tanso Company, Ltd. | 1,000 | 22,665 | |||
Toyo Tire Corp. | 5,100 | 55,511 | |||
Toyo Wharf & Warehouse Company, Ltd. | 600 | 4,787 | |||
Toyobo Company, Ltd. | 4,093 | 29,359 | |||
Toyoda Gosei Company, Ltd. | 1,600 | 24,225 | |||
TPR Company, Ltd. | 1,400 | 11,509 | |||
Trancom Company, Ltd. | 400 | 21,030 | |||
Transaction Company, Ltd. | 1,700 | 12,497 | |||
Transcosmos, Inc. | 1,400 | 36,355 | |||
Tri Chemical Laboratories, Inc. | 1,200 | 14,703 | |||
Trusco Nakayama Corp. | 2,200 | 30,359 | |||
TS Tech Company, Ltd. | 4,400 | 43,167 | |||
TSI Holdings Company, Ltd. | 5,270 | 14,414 | |||
Tsubaki Nakashima Company, Ltd. | 2,300 | 17,870 | |||
Tsubakimoto Chain Company | 1,600 | 33,791 | |||
Tsugami Corp. | 1,600 | 12,918 | |||
Tsukishima Kikai Company, Ltd. | 2,000 | 12,151 | |||
Tsukuba Bank, Ltd. | 5,700 | 7,316 | |||
Tsumura & Company | 2,600 | 55,505 | |||
Tsurumi Manufacturing Company, Ltd. | 1,000 | 15,804 | |||
TV Asahi Holdings Corp. | 2,000 | 19,391 | |||
UACJ Corp. | 1,903 | 26,252 | |||
UBE Corp. | 4,400 | 58,769 | |||
Ubicom Holdings, Inc. | 500 | 7,510 | |||
Uchida Yoko Company, Ltd. | 400 | 12,132 | |||
Ulvac, Inc. | 2,500 | 88,340 | |||
Union Tool Company | 700 | 16,065 | |||
Unipres Corp. | 2,600 | 15,950 | |||
United Arrows, Ltd. | 1,600 | 20,178 | |||
United Super Markets Holdings, Inc. | 2,400 | 17,514 | |||
UNITED, Inc. | 1,300 | 12,549 | |||
Unitika, Ltd. (A) | 5,900 | 12,149 | |||
Universal Entertainment Corp. (A) | 1,200 | 15,401 | |||
Usen-Next Holdings Company, Ltd. | 1,300 | 17,719 | |||
Ushio, Inc. | 5,200 | 54,013 | |||
UT Group Company, Ltd. | 1,500 | 24,630 | |||
UUUM Company, Ltd. (A) | 800 | 4,942 | |||
Uzabase, Inc. (A) | 800 | 3,599 | |||
V Technology Company, Ltd. | 400 | 7,080 | |||
Valor Holdings Company, Ltd. | 1,700 | 20,934 | |||
Valqua, Ltd. | 1,000 | 17,310 | |||
Value HR Company, Ltd. | 1,200 | 12,172 | |||
ValueCommerce Company, Ltd. | 900 | 13,768 | |||
Vector, Inc. | 3,100 | 23,522 | |||
Vertex Corp. | 1,100 | 10,062 | |||
Visional, Inc. (A) | 300 | 18,495 | |||
Vital KSK Holdings, Inc. | 3,500 | 15,673 | |||
VT Holdings Company, Ltd. | 6,600 | 21,674 | |||
Wacoal Holdings Corp. | 1,900 | 28,222 | |||
Wacom Company, Ltd. | 8,000 | 39,175 | |||
Wakachiku Construction Company, Ltd. | 900 | 13,993 | |||
Wakita & Company, Ltd. | 2,300 | 18,517 | |||
Warabeya Nichiyo Holdings Company, Ltd. | 900 | 13,816 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Japan (continued) | |||||
Watahan & Company, Ltd. | 600 | $ | 5,714 | ||
WDB Holdings Company, Ltd. | 700 | 11,618 | |||
Weathernews, Inc. | 300 | 15,453 | |||
West Holdings Corp. | 1,416 | 40,468 | |||
Will Group, Inc. | 1,200 | 11,333 | |||
WingArc1st, Inc. | 2,100 | 26,566 | |||
WIN-Partners Company, Ltd. | 1,000 | 6,541 | |||
World Company, Ltd. | 700 | 6,745 | |||
World Holdings Company, Ltd. | 600 | 10,932 | |||
Wowow, Inc. | 600 | 5,513 | |||
Xebio Holdings Company, Ltd. | 2,800 | 18,651 | |||
Yahagi Construction Company, Ltd. | 2,000 | 10,167 | |||
Yaizu Suisankagaku Industry Company, Ltd. | 1,100 | 6,590 | |||
YAKUODO Holdings Company, Ltd. | 700 | 11,265 | |||
YAMABIKO Corp. | 2,400 | 18,374 | |||
YAMADA Consulting Group Company, Ltd. | 1,100 | 9,099 | |||
Yamae Group Holdings Company, Ltd. | 1,000 | 10,985 | |||
Yamaguchi Financial Group, Inc. | 9,600 | 51,112 | |||
Yamaichi Electronics Company, Ltd. | 1,700 | 20,965 | |||
YA-MAN, Ltd. | 1,700 | 13,711 | |||
Yamato Kogyo Company, Ltd. | 1,700 | 51,509 | |||
Yamazen Corp. | 3,900 | 24,570 | |||
Yaoko Company, Ltd. | 800 | 36,275 | |||
Yasuda Logistics Corp. | 1,400 | 8,777 | |||
Yellow Hat, Ltd. | 2,000 | 24,791 | |||
Yodogawa Steel Works, Ltd. | 1,200 | 19,702 | |||
Yokogawa Bridge Holdings Corp. | 2,100 | 27,630 | |||
Yokorei Company, Ltd. | 2,900 | 17,656 | |||
Yokowo Company, Ltd. | 1,200 | 15,710 | |||
Yomeishu Seizo Company, Ltd. | 500 | 6,156 | |||
Yondenko Corp. | 1,200 | 14,569 | |||
Yondoshi Holdings, Inc. | 1,300 | 15,433 | |||
Yonex Company, Ltd. | 2,100 | 19,486 | |||
Yorozu Corp. | 1,800 | 9,974 | |||
Yoshinoya Holdings Company, Ltd. | 3,300 | 53,502 | |||
Yuasa Trading Company, Ltd. | 1,100 | 26,620 | |||
Yukiguni Maitake Company, Ltd. | 1,000 | 6,899 | |||
Yurtec Corp. | 2,000 | 9,751 | |||
Yushiro Chemical Industry Company, Ltd. | 1,100 | 6,279 | |||
Zenrin Company, Ltd. | 1,950 | 12,040 | |||
ZERIA Pharmaceutical Company, Ltd. | 1,200 | 17,172 | |||
ZIGExN Company, Ltd. | 7,000 | 16,564 | |||
23,732,889 | |||||
Jersey, Channel Islands - 0.1% | |||||
Breedon Group PLC | 27,834 | 16,463 | |||
Centamin PLC | 57,981 | 58,166 | |||
JTC PLC (C) | 1,621 | 12,345 | |||
86,974 | |||||
Liechtenstein - 0.1% | |||||
Liechtensteinische Landesbank AG | 726 | 40,734 | |||
VP Bank AG, Class A | 188 | 16,832 | |||
57,566 | |||||
Luxembourg - 0.5% | |||||
ADLER Group SA (A)(C)(D) | 776 | 1,578 | |||
APERAM SA | 2,478 | 58,476 | |||
B&S Group Sarl (C) | 983 | 4,323 | |||
Befesa SA (C) | 2,241 | 68,008 | |||
d'Amico International Shipping SA (A) | 100,767 | 23,389 | |||
Global Fashion Group SA (A) | 1,789 | 1,950 | |||
Grand City Properties SA | 5,978 | 59,237 | |||
IVS Group SA | 2,104 | 7,706 |
126 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Luxembourg (continued) | |||||
L'Occitane International SA | 10,750 | $ | 32,408 | ||
RTL Group SA | 241 | 7,626 | |||
SES SA | 20,835 | 114,117 | |||
Shurgard Self Storage SA | 1,086 | 44,151 | |||
Stabilus SE | 1,440 | 63,311 | |||
Sword Group | 278 | 9,897 | |||
496,177 | |||||
Macau - 0.0% | |||||
MECOM Power and Construction, Ltd. | 58,500 | 13,688 | |||
Malaysia - 0.0% | |||||
Frencken Group, Ltd. | 15,400 | 10,349 | |||
Malta - 0.0% | |||||
Catena Media PLC (A) | 3,412 | 7,273 | |||
Mauritius - 0.0% | |||||
Capital, Ltd. | 9,014 | 8,339 | |||
Netherlands - 2.0% | |||||
Aalberts NV | 5,098 | 166,261 | |||
Acomo NV | 876 | 16,006 | |||
Alfen Beheer BV (A)(C) | 1,069 | 97,895 | |||
AMG Advanced Metallurgical Group NV | 1,350 | 30,347 | |||
Arcadis NV | 4,173 | 135,815 | |||
ASR Nederland NV | 6,907 | 265,524 | |||
Basic-Fit NV (A)(C) | 2,099 | 63,028 | |||
BE Semiconductor Industries NV | 2,875 | 123,079 | |||
Beter Bed Holding NV | 1,056 | 3,132 | |||
Brack Capital Properties NV (A) | 230 | 26,439 | |||
Brunel International NV | 1,126 | 9,396 | |||
Corbion NV | 3,074 | 76,468 | |||
CTP NV (C) | 1,062 | 10,933 | |||
Flow Traders (C) | 1,631 | 30,731 | |||
ForFarmers NV | 2,398 | 5,539 | |||
Fugro NV (A) | 4,034 | 40,844 | |||
Heijmans NV | 2,278 | 21,220 | |||
Innoconcepts NV (A)(B) | 10,527 | 0 | |||
Intertrust NV (A)(C) | 4,292 | 82,120 | |||
Kendrion NV | 1,111 | 14,932 | |||
Koninklijke BAM Groep NV (A) | 15,496 | 38,073 | |||
Koninklijke Vopak NV | 3,073 | 55,912 | |||
Nedap NV | 225 | 11,826 | |||
OCI NV | 2,846 | 104,196 | |||
Ordina NV | 5,537 | 20,558 | |||
Pharming Group NV (A) | 30,666 | 31,753 | |||
PostNL NV (D) | 26,673 | 44,622 | |||
PPHE Hotel Group, Ltd. | 592 | 9,161 | |||
SBM Offshore NV | 6,900 | 86,587 | |||
Shop Apotheke Europe NV (A)(C) | 194 | 7,799 | |||
SIF Holding NV | 504 | 4,750 | |||
Signify NV (C) | 5,815 | 149,662 | |||
Sligro Food Group NV | 1,151 | 14,846 | |||
TKH Group NV | 1,730 | 56,045 | |||
TomTom NV (A) | 3,258 | 23,242 | |||
Van Lanschot Kempen NV | 1,515 | 29,163 | |||
1,907,904 | |||||
New Zealand - 0.5% | |||||
Air New Zealand, Ltd. (A) | 37,974 | 15,162 | |||
Arvida Group, Ltd. | 12,868 | 10,312 | |||
Channel Infrastructure NZ, Ltd. (A) | 11,354 | 8,938 | |||
Chorus, Ltd. | 15,977 | 67,980 | |||
Delegat Group, Ltd. | 1,200 | 6,845 | |||
Freightways, Ltd. | 5,543 | 30,413 | |||
Gentrack Group, Ltd. (A) | 3,060 | 2,490 | |||
Hallenstein Glasson Holdings, Ltd. | 3,354 | 9,738 | |||
Heartland Group Holdings, Ltd. | 21,397 | 19,751 | |||
Investore Property, Ltd. | 13,816 | 11,746 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
New Zealand (continued) | |||||
KMD Brands, Ltd. | 25,838 | $ | 15,148 | ||
Manawa Energy, Ltd. | 1,665 | 5,296 | |||
NZME, Ltd. | 13,259 | 8,588 | |||
NZX, Ltd. | 16,287 | 10,972 | |||
Oceania Healthcare, Ltd. | 40,277 | 20,571 | |||
Pacific Edge, Ltd. (A) | 27,936 | 7,729 | |||
PGG Wrightson, Ltd. | 819 | 2,013 | |||
Pushpay Holdings, Ltd. (A) | 29,513 | 18,156 | |||
Restaurant Brands New Zealand, Ltd. | 886 | 3,794 | |||
Sanford, Ltd. (A) | 2,767 | 6,471 | |||
Scales Corp., Ltd. | 5,176 | 14,291 | |||
Serko, Ltd. (A) | 2,827 | 5,043 | |||
Skellerup Holdings, Ltd. | 7,637 | 22,903 | |||
SKY Network Television, Ltd. | 7,518 | 9,023 | |||
SKYCITY Entertainment Group, Ltd. (A) | 26,675 | 40,510 | |||
Summerset Group Holdings, Ltd. | 3,595 | 21,663 | |||
Synlait Milk, Ltd. (A) | 5,495 | 10,913 | |||
The Warehouse Group, Ltd. | 9,894 | 17,102 | |||
Tourism Holdings, Ltd. (A) | 6,508 | 10,151 | |||
TOWER, Ltd. | 11,445 | 4,073 | |||
Vista Group International, Ltd. (A) | 7,682 | 7,034 | |||
444,819 | |||||
Norway - 1.0% | |||||
ABG Sundal Collier Holding ASA | 24,237 | 12,293 | |||
Akastor ASA | 6,104 | 4,842 | |||
Aker Carbon Capture ASA (A) | 4,495 | 5,747 | |||
Aker Solutions ASA | 18,496 | 64,307 | |||
American Shipping Company ASA (A) | 1,661 | 5,338 | |||
ArcticZymes Technologies ASA (A) | 962 | 6,371 | |||
Atea ASA (A) | 3,574 | 31,755 | |||
Axactor ASA (A) | 14,729 | 7,308 | |||
B2Holding ASA | 23,929 | 16,417 | |||
Belships ASA | 10,010 | 12,473 | |||
Bonheur ASA | 1,411 | 39,996 | |||
Borregaard ASA | 1,304 | 15,395 | |||
Bouvet ASA | 3,002 | 14,989 | |||
BW Offshore, Ltd. | 4,568 | 9,607 | |||
Cloudberry Clean Energy ASA (A) | 5,431 | 5,768 | |||
Crayon Group Holding ASA (A)(C) | 1,983 | 15,405 | |||
DNO ASA | 36,835 | 41,778 | |||
Elmera Group ASA (C) | 3,193 | 4,531 | |||
Europris ASA (C) | 8,327 | 41,646 | |||
FLEX LNG, Ltd. | 1,570 | 49,900 | |||
Frontline, Ltd. | 5,015 | 55,223 | |||
Grieg Seafood ASA | 2,264 | 15,313 | |||
Hexagon Composites ASA (A) | 6,450 | 14,060 | |||
IDEX Biometrics ASA (A) | 19,564 | 1,354 | |||
Kahoot! ASA (A)(D) | 8,215 | 15,299 | |||
Kid ASA (C) | 1,128 | 7,603 | |||
Kitron ASA | 9,158 | 15,817 | |||
LINK Mobility Group Holding ASA (A) | 7,126 | 4,483 | |||
Medistim ASA | 352 | 6,698 | |||
MPC Container Ships ASA | 15,398 | 25,676 | |||
Multiconsult ASA (C) | 554 | 6,730 | |||
Norske Skog ASA (A)(C) | 1,815 | 9,165 | |||
Norway Royal Salmon ASA (A) | 1,038 | 14,153 | |||
Norwegian Air Shuttle ASA (A) | 11,101 | 7,400 | |||
Norwegian Energy Company ASA (A) | 912 | 29,355 | |||
Odfjell Drilling, Ltd. (A) | 4,970 | 10,817 | |||
Otello Corp. ASA | 33 | 25 | |||
Panoro Energy ASA (A) | 3,699 | 8,991 | |||
Pareto Bank ASA | 1,457 | 5,847 | |||
PGS ASA (A) | 22,374 | 12,870 | |||
PhotoCure ASA (A) | 2,625 | 21,951 | |||
PoLight ASA (A)(C) | 2,610 | 5,091 |
127 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Norway (continued) | |||||
Protector Forsikring ASA | 4,177 | $ | 43,051 | ||
Scatec ASA (C) | 3,642 | 24,907 | |||
Self Storage Group ASA (A) | 2,940 | 6,409 | |||
Selvaag Bolig ASA | 1,842 | 5,374 | |||
Sparebank 1 Oestlandet | 758 | 7,482 | |||
SpareBank 1 Sorost-Norge | 4,392 | 20,436 | |||
Sparebanken More | 1,230 | 7,900 | |||
TGS ASA | 3,905 | 47,728 | |||
Treasure ASA | 3,110 | 4,536 | |||
Ultimovacs ASA (A) | 584 | 3,222 | |||
Veidekke ASA | 6,168 | 46,140 | |||
Volue ASA (A) | 3,279 | 8,879 | |||
Wilh Wilhelmsen Holding ASA, Class A | 862 | 15,421 | |||
XXL ASA (C) | 4,462 | 1,826 | |||
943,098 | |||||
Peru - 0.0% | |||||
Hochschild Mining PLC | 16,530 | 10,803 | |||
Portugal - 0.4% | |||||
Altri SGPS SA | 6,511 | 32,878 | |||
Banco Comercial Portugues SA | 454,458 | 54,073 | |||
Corticeira Amorim SGPS SA | 2,100 | 18,690 | |||
CTT-Correios de Portugal SA | 8,914 | 23,651 | |||
Greenvolt-Energias Renovaveis SA (A) | 1,688 | 14,244 | |||
Mota-Engil SGPS SA | 5,636 | 5,818 | |||
NOS SGPS SA | 13,982 | 45,769 | |||
REN - Redes Energeticas Nacionais SGPS SA | 21,605 | 51,081 | |||
Sonae SGPS SA | 56,969 | 45,949 | |||
The Navigator Company SA | 12,847 | 43,773 | |||
335,926 | |||||
Singapore - 1.2% | |||||
Accordia Golf Trust (A)(B) | 40,300 | 0 | |||
AEM Holdings, Ltd. | 9,100 | 25,175 | |||
Banyan Tree Holdings, Ltd. (A) | 19,800 | 3,839 | |||
Best World International, Ltd. (A)(B) | 3,974 | 3,763 | |||
Boustead Projects, Ltd. | 3,000 | 1,724 | |||
Boustead Singapore, Ltd. | 10,000 | 5,367 | |||
Bukit Sembawang Estates, Ltd. | 11,000 | 34,325 | |||
BW Energy, Ltd. (A) | 1,018 | 2,014 | |||
BW LPG, Ltd. (C) | 4,059 | 29,538 | |||
Capitaland India Trust | 45,100 | 32,847 | |||
China Aviation Oil Singapore Corp., Ltd. | 14,400 | 7,403 | |||
Chip Eng Seng Corp., Ltd. | 33,000 | 16,061 | |||
ComfortDelGro Corp., Ltd. | 65,700 | 60,219 | |||
COSCO Shipping International Singapore Company, Ltd. (A) | 58,900 | 7,080 | |||
CSE Global, Ltd. | 34,000 | 10,075 | |||
Delfi, Ltd. | 21,900 | 10,870 | |||
Ezion Holdings, Ltd. (A)(B) | 131,300 | 3,931 | |||
Far East Orchard, Ltd. | 5,140 | 3,685 | |||
First Resources, Ltd. | 19,300 | 18,572 | |||
Fraser and Neave, Ltd. | 8,600 | 7,285 | |||
Gallant Venture, Ltd. (A) | 71,000 | 6,303 | |||
Golden Agri-Resources, Ltd. | 183,600 | 33,714 | |||
Golden Energy & Resources, Ltd. (A) | 45,100 | 24,704 | |||
GuocoLand, Ltd. | 10,400 | 11,902 | |||
Halcyon Agri Corp., Ltd. (A) | 4,293 | 574 | |||
Haw Par Corp., Ltd. | 4,700 | 33,483 | |||
Ho Bee Land, Ltd. | 11,400 | 20,059 | |||
Hong Fok Corp., Ltd. | 20,100 | 13,643 | |||
Hong Leong Finance, Ltd. | 12,900 | 21,287 | |||
Hyflux, Ltd. (A) | 24,000 | 2 | |||
iFAST Corp., Ltd. | 7,000 | 19,154 | |||
IGG, Inc. (A) | 38,000 | 11,667 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Singapore (continued) | |||||
Indofood Agri Resources, Ltd. | 25,000 | $ | 5,285 | ||
Japfa, Ltd. | 22,700 | 8,719 | |||
Kenon Holdings, Ltd. | 1,156 | 39,343 | |||
Keppel Infrastructure Trust | 157,190 | 58,961 | |||
Metro Holdings, Ltd. | 31,600 | 14,845 | |||
Midas Holdings, Ltd. (A)(B) | 86,000 | 9,772 | |||
Nanofilm Technologies International, Ltd. | 6,500 | 9,440 | |||
NetLink NBN Trust | 91,100 | 57,350 | |||
Oceanus Group, Ltd. (A) | 1,035,500 | 9,328 | |||
OM Holdings, Ltd. | 10,791 | 4,226 | |||
OUE, Ltd. | 11,100 | 10,044 | |||
Oxley Holdings, Ltd. | 27,222 | 3,007 | |||
Raffles Medical Group, Ltd. | 35,758 | 33,043 | |||
SATS, Ltd. (A) | 25,100 | 52,445 | |||
SBS Transit, Ltd. | 5,000 | 9,398 | |||
Sembcorp Marine, Ltd. (A) | 510,500 | 37,333 | |||
Sheng Siong Group, Ltd. | 29,900 | 32,905 | |||
SIA Engineering Company, Ltd. (A) | 12,800 | 19,872 | |||
SIIC Environment Holdings, Ltd. | 35,800 | 4,392 | |||
Sinarmas Land, Ltd. | 94,200 | 12,646 | |||
Singapore Land Group, Ltd. | 7,100 | 11,628 | |||
Singapore Post, Ltd. | 66,100 | 25,056 | |||
Stamford Land Corp., Ltd. | 113,744 | 29,225 | |||
StarHub, Ltd. | 25,600 | 19,559 | |||
Straits Trading Company, Ltd. | 1,416 | 2,398 | |||
Swiber Holdings, Ltd. (A)(B) | 15,000 | 683 | |||
The Hour Glass, Ltd. | 10,100 | 14,708 | |||
Thomson Medical Group, Ltd. | 212,000 | 11,769 | |||
UMS Holdings, Ltd. | 36,400 | 31,826 | |||
UOB-Kay Hian Holdings, Ltd. | 15,918 | 14,956 | |||
Wing Tai Holdings, Ltd. | 21,205 | 22,432 | |||
XP Power, Ltd. | 824 | 15,321 | |||
Yeo Hiap Seng, Ltd. | 1,129 | 568 | |||
1,112,748 | |||||
South Africa - 0.2% | |||||
Investec PLC | 17,109 | 68,854 | |||
Mediclinic International PLC | 22,882 | 125,452 | |||
194,306 | |||||
Spain - 2.2% | |||||
Acerinox SA | 9,313 | 74,060 | |||
Aedas Homes SA (C) | 426 | 6,057 | |||
Alantra Partners SA | 1,181 | 13,316 | |||
Almirall SA | 4,221 | 40,697 | |||
Amper SA (A) | 82,546 | 11,929 | |||
Applus Services SA | 6,225 | 34,940 | |||
Atresmedia Corp. de Medios de Comunicacion SA | 6,046 | 15,536 | |||
Banco de Sabadell SA | 287,776 | 191,907 | |||
Bankinter SA | 32,551 | 182,769 | |||
Caja de Ahorros del Mediterraneo (A)(B) | 5,428 | 0 | |||
Cia de Distribucion Integral Logista Holdings SA | 3,649 | 66,499 | |||
CIE Automotive SA | 2,718 | 56,280 | |||
Construcciones y Auxiliar de Ferrocarriles SA | 1,139 | 25,760 | |||
Distribuidora Internacional de Alimentacion SA (A) | 1,566,729 | 18,226 | |||
Ebro Foods SA | 3,323 | 48,399 | |||
eDreams ODIGEO SA (A) | 4,905 | 19,597 | |||
Elecnor SA | 2,026 | 20,014 | |||
Enagas SA | 11,699 | 181,088 | |||
Ence Energia y Celulosa SA | 6,294 | 18,738 | |||
Ercros SA | 5,006 | 13,237 | |||
Faes Farma SA | 16,334 | 59,171 |
128 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Spain (continued) | |||||
Fluidra SA | 2,959 | $ | 44,370 | ||
Fomento de Construcciones y Contratas SA | 2,450 | 19,802 | |||
Gestamp Automocion SA (C) | 7,287 | 21,618 | |||
Global Dominion Access SA (C) | 5,439 | 17,788 | |||
Grenergy Renovables SA (A) | 573 | 17,417 | |||
Grupo Catalana Occidente SA | 2,346 | 58,924 | |||
Grupo Empresarial San Jose SA | 2,194 | 7,428 | |||
Iberpapel Gestion SA | 65 | 795 | |||
Indra Sistemas SA | 8,570 | 65,257 | |||
Laboratorios Farmaceuticos Rovi SA | 987 | 42,417 | |||
Linea Directa Aseguradora SA Cia de Seguros y Reaseguros | 27,501 | 25,932 | |||
Mapfre SA | 47,388 | 73,391 | |||
Melia Hotels International SA (A) | 8,843 | 40,837 | |||
Miquel y Costas & Miquel SA | 2,010 | 22,886 | |||
Neinor Homes SA (A)(C) | 1,978 | 17,974 | |||
Obrascon Huarte Lain SA (A) | 19,608 | 10,123 | |||
Pharma Mar SA | 712 | 37,707 | |||
Promotora de Informaciones SA, Class A (A) | 11,711 | 4,497 | |||
Prosegur Cash SA (C) | 35,886 | 22,276 | |||
Prosegur Cia de Seguridad SA | 10,114 | 15,328 | |||
Realia Business SA (A) | 17,710 | 16,415 | |||
Sacyr SA | 23,307 | 50,944 | |||
Solaria Energia y Medio Ambiente SA (A) | 4,469 | 70,290 | |||
Soltec Power Holdings SA (A) | 2,101 | 8,744 | |||
Talgo SA (C) | 4,803 | 11,655 | |||
Tecnicas Reunidas SA (A) | 830 | 4,877 | |||
Tubacex SA (A) | 6,252 | 11,921 | |||
Unicaja Banco SA (C) | 62,819 | 56,642 | |||
Vidrala SA | 827 | 48,131 | |||
Viscofan SA | 1,837 | 100,421 | |||
2,045,027 | |||||
Sweden - 2.4% | |||||
AcadeMedia AB (C) | 3,665 | 15,890 | |||
AddLife AB, B Shares | 2,462 | 25,455 | |||
AddNode Group AB | 5,860 | 40,752 | |||
AFRY AB | 967 | 12,164 | |||
Alimak Group AB (C) | 2,141 | 11,416 | |||
Alligo AB, Class B | 2,270 | 15,767 | |||
Ambea AB (C) | 5,569 | 19,492 | |||
Annehem Fastigheter AB, B Shares (A) | 1,155 | 2,302 | |||
AQ Group AB | 291 | 5,614 | |||
Arise AB (A) | 2,614 | 13,986 | |||
Arjo AB, B Shares | 10,690 | 39,199 | |||
Atrium Ljungberg AB, B Shares | 2,105 | 25,948 | |||
Attendo AB (A)(C) | 5,286 | 9,442 | |||
Balco Group AB | 665 | 3,277 | |||
Beijer Alma AB | 2,393 | 31,276 | |||
Bergman & Beving AB | 2,270 | 16,823 | |||
Betsson AB, Class B (A) | 5,105 | 29,801 | |||
BHG Group AB (A) | 2,406 | 3,078 | |||
Bilia AB, A Shares | 3,960 | 45,167 | |||
BioGaia AB, B Shares | 1,400 | 9,704 | |||
BioInvent International AB (A) | 2,250 | 9,601 | |||
Biotage AB | 2,541 | 37,873 | |||
Bonava AB, B Shares | 3,323 | 7,762 | |||
Boozt AB (A)(C) | 993 | 5,158 | |||
Bravida Holding AB (C) | 7,424 | 60,750 | |||
BTS Group AB, B Shares | 346 | 7,589 | |||
Bufab AB | 1,460 | 26,304 | |||
Bulten AB | 717 | 3,421 | |||
Bure Equity AB | 2,076 | 33,923 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Sweden (continued) | |||||
Byggmax Group AB | 5,363 | $ | 17,938 | ||
Careium AB (A) | 2,295 | 1,854 | |||
Catella AB | 2,217 | 7,394 | |||
Catena AB | 1,429 | 42,401 | |||
Cellavision AB | 999 | 22,731 | |||
Cibus Nordic Real Estate AB | 1,681 | 21,905 | |||
Clas Ohlson AB, B Shares | 3,185 | 19,059 | |||
Cloetta AB, B Shares | 10,640 | 16,820 | |||
Collector Bank AB (A) | 6,015 | 14,927 | |||
Coor Service Management Holding AB (C) | 5,027 | 34,123 | |||
Corem Property Group AB, B Shares | 14,214 | 10,690 | |||
Corem Property Group AB, D Shares | 408 | 7,207 | |||
CTT Systems AB | 566 | 10,081 | |||
Dios Fastigheter AB | 3,582 | 22,596 | |||
Doro AB (A) | 2,295 | 3,064 | |||
Duni AB (A) | 2,559 | 14,582 | |||
Dustin Group AB (C) | 4,979 | 19,628 | |||
Elanders AB, B Shares | 1,468 | 18,050 | |||
Electrolux Professional AB, B Shares | 6,926 | 28,292 | |||
Enea AB (A) | 1,522 | 9,943 | |||
Fagerhult AB | 4,609 | 15,533 | |||
Fastighets AB Trianon | 1,452 | 3,061 | |||
FastPartner AB, A Shares | 2,697 | 14,036 | |||
Ferronordic AB (A) | 318 | 831 | |||
Fingerprint Cards AB, B Shares (A) | 12,246 | 6,166 | |||
G5 Entertainment AB | 330 | 5,596 | |||
GARO AB | 1,737 | 15,271 | |||
Granges AB | 7,040 | 45,147 | |||
Green Landscaping Group AB (A)(C) | 1,593 | 8,039 | |||
Heba Fastighets AB, Class B (D) | 4,570 | 12,930 | |||
HMS Networks AB | 455 | 12,318 | |||
Hoist Finance AB (A)(C) | 2,083 | 5,212 | |||
Humana AB (A) | 2,641 | 11,521 | |||
Instalco AB | 7,730 | 30,992 | |||
Inwido AB | 3,126 | 24,583 | |||
JM AB | 2,484 | 34,361 | |||
Karnov Group AB (A) | 3,501 | 17,098 | |||
K-fast Holding AB (A) | 1,142 | 2,155 | |||
KNOW IT AB | 1,459 | 29,187 | |||
Lagercrantz Group AB, B Shares | 10,111 | 88,511 | |||
Lime Technologies AB | 558 | 11,050 | |||
Lindab International AB | 4,565 | 50,911 | |||
Loomis AB | 2,786 | 68,666 | |||
MEKO AB | 2,150 | 17,694 | |||
MIPS AB | 1,182 | 35,088 | |||
Modern Times Group MTG AB, B Shares (A) | 5,362 | 35,437 | |||
Momentum Group AB (A) | 2,270 | 12,703 | |||
Munters Group AB (C) | 5,993 | 41,922 | |||
Mycronic AB | 4,062 | 48,975 | |||
NCAB Group AB | 4,318 | 17,669 | |||
NCC AB, B Shares | 3,723 | 26,790 | |||
Nederman Holding AB | 887 | 10,964 | |||
Net Insight AB, B Shares (A) | 16,550 | 8,181 | |||
New Wave Group AB, B Shares | 4,353 | 57,332 | |||
Nobia AB | 6,676 | 12,531 | |||
Nolato AB, B Shares | 6,748 | 30,752 | |||
Nordic Paper Holding AB | 2,488 | 6,428 | |||
Nordic Waterproofing Holding AB | 2,002 | 26,840 | |||
Note AB (A) | 776 | 11,073 | |||
NP3 Fastigheter AB | 1,683 | 24,814 | |||
Nyfosa AB | 8,562 | 49,436 | |||
OEM International AB, B Shares | 4,726 | 24,221 | |||
Platzer Fastigheter Holding AB, Series B | 3,454 | 20,723 |
129 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Sweden (continued) | |||||
Pricer AB, B Shares | 7,930 | $ | 12,546 | ||
Proact IT Group AB | 1,428 | 10,181 | |||
Ratos AB, B Shares | 14,845 | 50,604 | |||
RaySearch Laboratories AB (A) | 2,452 | 10,467 | |||
Resurs Holding AB (C) | 6,236 | 11,454 | |||
Scandi Standard AB (A) | 4,648 | 19,429 | |||
Scandic Hotels Group AB (A)(C) | 5,932 | 16,966 | |||
Sdiptech AB, Class B (A) | 279 | 4,808 | |||
Sensys Gatso Group AB (A) | 23,414 | 2,199 | |||
SkiStar AB | 2,041 | 20,318 | |||
Solid Forsakring AB (A) | 623 | 2,517 | |||
Stendorren Fastigheter AB (A) | 1,288 | 19,916 | |||
Stillfront Group AB (A) | 19,809 | 42,319 | |||
Systemair AB | 6,526 | 29,529 | |||
Tethys Oil AB | 2,334 | 13,139 | |||
Troax Group AB | 1,308 | 18,448 | |||
VBG Group AB, B Shares | 630 | 6,699 | |||
Vitec Software Group AB, B Shares | 1,147 | 33,818 | |||
Volati AB | 786 | 6,923 | |||
XANO Industri AB, Class B | 694 | 6,490 | |||
2,283,737 | |||||
Switzerland - 7.1% | |||||
Adecco Group AG | 532 | 14,683 | |||
Allreal Holding AG | 926 | 128,853 | |||
ALSO Holding AG (A) | 324 | 48,007 | |||
Aluflexpack AG (A) | 549 | 9,918 | |||
APG SGA SA | 84 | 14,249 | |||
Arbonia AG | 2,962 | 33,865 | |||
Aryzta AG (A) | 57,916 | 57,947 | |||
Ascom Holding AG | 1,310 | 7,863 | |||
Autoneum Holding AG | 221 | 18,476 | |||
Baloise Holding AG | 1,343 | 171,602 | |||
Banque Cantonale de Geneve, Bearer Shares | 142 | 24,241 | |||
Banque Cantonale Vaudoise | 1,309 | 123,842 | |||
Belimo Holding AG | 544 | 200,081 | |||
Bell Food Group AG | 138 | 30,312 | |||
Bellevue Group AG | 467 | 14,318 | |||
Berner Kantonalbank AG | 289 | 62,967 | |||
BKW AG | 1,268 | 151,102 | |||
Bossard Holding AG, Class A | 310 | 52,771 | |||
Bucher Industries AG | 396 | 123,541 | |||
Burckhardt Compression Holding AG | 187 | 69,838 | |||
Burkhalter Holding AG | 399 | 30,113 | |||
Bystronic AG | 74 | 39,724 | |||
Calida Holding AG | 285 | 11,728 | |||
Carlo Gavazzi Holding AG, Bearer Shares | 38 | 10,410 | |||
Cembra Money Bank AG | 1,741 | 123,472 | |||
Cie Financiere Tradition SA, Bearer Shares | 104 | 11,082 | |||
Clariant AG (A) | 12,244 | 195,582 | |||
Coltene Holding AG (A) | 198 | 15,450 | |||
Comet Holding AG | 339 | 48,773 | |||
Daetwyler Holding AG, Bearer Shares | 281 | 44,797 | |||
DKSH Holding AG | 2,003 | 145,331 | |||
dormakaba Holding AG | 178 | 60,063 | |||
Dufry AG (A) | 3,848 | 116,823 | |||
EFG International AG (A) | 4,687 | 36,899 | |||
Emmi AG | 107 | 83,129 | |||
Energiedienst Holding AG | 979 | 39,275 | |||
Evolva Holding SA (A) | 72,989 | 6,002 | |||
Feintool International Holding AG | 426 | 7,871 | |||
Fenix Outdoor International AG | 225 | 15,976 | |||
Ferrexpo PLC | 17,361 | 23,175 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Switzerland (continued) | |||||
Flughafen Zurich AG (A) | 1,215 | $ | 179,584 | ||
Forbo Holding AG | 58 | 62,712 | |||
Fundamenta Real Estate AG (A) | 1,563 | 25,519 | |||
Galenica AG (C) | 2,783 | 201,530 | |||
GAM Holding AG (A) | 11,204 | 10,358 | |||
Georg Fischer AG | 4,400 | 209,625 | |||
Gurit Holding AG, Bearer Shares | 220 | 16,012 | |||
Helvetia Holding AG | 2,037 | 190,878 | |||
Hiag Immobilien Holding AG | 325 | 27,671 | |||
HOCHDORF Holding AG (A) | 16 | 436 | |||
Huber + Suhner AG | 1,041 | 82,199 | |||
Hypothekarbank Lenzburg AG | 3 | 12,834 | |||
Implenia AG (A) | 994 | 31,637 | |||
Ina Invest Holding AG (A) | 199 | 3,963 | |||
Inficon Holding AG | 92 | 61,495 | |||
Interroll Holding AG | 35 | 66,488 | |||
Intershop Holding AG | 76 | 47,753 | |||
Investis Holding SA | 160 | 15,762 | |||
IWG PLC (A) | 35,585 | 49,855 | |||
Jungfraubahn Holding AG (A) | 269 | 32,004 | |||
Kardex Holding AG | 299 | 39,641 | |||
Komax Holding AG | 311 | 72,007 | |||
Kongsberg Automotive ASA (A) | 23,611 | 4,689 | |||
Kudelski SA, Bearer Shares | 2,497 | 7,079 | |||
Landis+Gyr Group AG (A) | 1,306 | 71,043 | |||
LEM Holding SA | 36 | 54,919 | |||
Luzerner Kantonalbank AG | 207 | 84,879 | |||
Medacta Group SA (C) | 218 | 18,413 | |||
medmix AG (C) | 877 | 15,228 | |||
Metall Zug AG, B Shares | 12 | 21,824 | |||
Mobilezone Holding AG | 2,336 | 34,950 | |||
Mobimo Holding AG | 458 | 99,495 | |||
Novavest Real Estate AG (A) | 469 | 19,933 | |||
OC Oerlikon Corp. AG | 11,727 | 75,067 | |||
Orascom Development Holding AG (A) | 533 | 4,124 | |||
Orior AG | 425 | 29,414 | |||
Peach Property Group AG (A) | 212 | 4,847 | |||
Phoenix Mecano AG, Bearer Shares | 38 | 11,658 | |||
Plazza AG, Class A | 68 | 22,258 | |||
PSP Swiss Property AG | 2,466 | 246,507 | |||
Rieter Holding AG | 251 | 21,331 | |||
Romande Energie Holding SA | 34 | 38,599 | |||
Schaffner Holding AG | 40 | 10,839 | |||
Schweiter Technologies AG, Bearer Shares | 58 | 42,942 | |||
Sensirion Holding AG (A)(C) | 592 | 48,194 | |||
SFS Group AG | 1,460 | 125,509 | |||
Siegfried Holding AG (A) | 230 | 170,053 | |||
SIG Group AG (A) | 3,703 | 75,186 | |||
Softwareone Holding AG (A) | 4,165 | 45,236 | |||
St. Galler Kantonalbank AG | 173 | 79,164 | |||
Stadler Rail AG | 422 | 11,590 | |||
Sulzer AG | 1,049 | 60,346 | |||
Swiss Prime Site AG | 3,179 | 253,231 | |||
Swiss Steel Holding AG (A) | 39,436 | 8,799 | |||
Swissquote Group Holding SA | 465 | 48,241 | |||
Tecan Group AG | 61 | 20,926 | |||
Temenos AG | 2,433 | 164,025 | |||
TX Group AG | 201 | 24,532 | |||
u-blox Holding AG (A) | 431 | 52,195 | |||
Valiant Holding AG | 1,070 | 101,399 | |||
Valora Holding AG (A) | 244 | 64,295 | |||
VAT Group AG (C) | 705 | 143,065 | |||
Vaudoise Assurances Holding SA | 64 | 25,492 | |||
Vetropack Holding AG | 822 | 24,231 |
130 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Switzerland (continued) | |||||
Von Roll Holding AG, Bearer Shares (A) | 7,878 | $ | 6,055 | ||
Vontobel Holding AG | 1,828 | 98,145 | |||
VZ Holding AG | 685 | 47,917 | |||
V-ZUG Holding AG (A) | 120 | 8,961 | |||
Walliser Kantonalbank | 203 | 22,815 | |||
Warteck Invest AG | 8 | 17,552 | |||
Ypsomed Holding AG | 300 | 44,636 | |||
Zehnder Group AG | 615 | 31,110 | |||
Zug Estates Holding AG, B Shares | 16 | 27,566 | |||
Zuger Kantonalbank AG, Bearer Shares | 9 | 64,977 | |||
6,719,595 | |||||
Taiwan - 0.0% | |||||
FIT Hon Teng, Ltd. (A)(C) | 49,000 | 5,747 | |||
Ya Hsin Industrial Company, Ltd. (A)(B) | 138,000 | 0 | |||
5,747 | |||||
United Arab Emirates - 0.0% | |||||
Borr Drilling, Ltd. (A) | 1,712 | 5,684 | |||
Lamprell PLC (A) | 11,610 | 1,154 | |||
Network International Holdings PLC (A)(C) | 4,888 | 16,378 | |||
Shelf Drilling, Ltd. (A)(C) | 10,196 | 14,365 | |||
37,581 | |||||
United Kingdom - 10.3% | |||||
4imprint Group PLC | 1,523 | 57,137 | |||
A.G. Barr PLC | 4,718 | 23,950 | |||
Accesso Technology Group PLC (A) | 2,349 | 14,080 | |||
Advanced Medical Solutions Group PLC | 11,814 | 31,982 | |||
AJ Bell PLC | 11,487 | 34,215 | |||
Alfa Financial Software Holdings PLC (C) | 4,048 | 7,329 | |||
Alliance Pharma PLC | 24,062 | 14,998 | |||
Anglo Pacific Group PLC | 12,147 | 20,518 | |||
Anglo-Eastern Plantations PLC | 1,225 | 10,639 | |||
AO World PLC (A) | 8,013 | 3,834 | |||
Ascential PLC (A) | 20,806 | 47,357 | |||
Ashmore Group PLC | 15,764 | 34,422 | |||
Aston Martin Lagonda Global Holdings PLC (A)(C) | 878 | 1,151 | |||
Avon Protection PLC | 1,565 | 19,666 | |||
Babcock International Group PLC (A) | 25,458 | 78,612 | |||
Bakkavor Group PLC (C) | 5,579 | 5,585 | |||
Balfour Beatty PLC | 34,581 | 117,878 | |||
Beazley PLC | 32,052 | 199,799 | |||
Begbies Traynor Group PLC | 6,626 | 10,291 | |||
Bellway PLC | 4,446 | 83,748 | |||
Biffa PLC (C) | 17,147 | 78,435 | |||
Bloomsbury Publishing PLC | 4,265 | 17,462 | |||
Bodycote PLC | 9,417 | 48,730 | |||
Boohoo Group PLC (A) | 3,748 | 1,503 | |||
BRAEMAR PLC | 1,328 | 4,246 | |||
Britvic PLC | 13,590 | 108,242 | |||
Brooks Macdonald Group PLC | 427 | 8,943 | |||
Bytes Technology Group PLC | 10,496 | 48,973 | |||
Capita PLC (A) | 91,929 | 25,364 | |||
Capricorn Energy PLC (A) | 24,079 | 65,727 | |||
Card Factory PLC (A) | 14,688 | 7,186 | |||
Carillion PLC (A)(B) | 35,521 | 3,803 | |||
Carr's Group PLC | 6,569 | 7,069 | |||
Cazoo Group, Ltd. (A) | 4,506 | 2,073 | |||
Central Asia Metals PLC | 8,189 | 19,816 | |||
CentralNic Group PLC (A) | 10,289 | 13,070 | |||
Centrica PLC (A) | 108,342 | 85,016 | |||
Chemring Group PLC | 13,921 | 43,661 | |||
Chesnara PLC | 7,709 | 23,436 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United Kingdom (continued) | |||||
City of London Investment Group PLC | 2,068 | $ | 8,911 | ||
Clarkson PLC | 1,348 | 39,345 | |||
Close Brothers Group PLC | 8,356 | 86,006 | |||
CMC Markets PLC (C) | 7,009 | 17,035 | |||
Coats Group PLC | 92,499 | 52,218 | |||
Cohort PLC | 1,758 | 9,280 | |||
Computacenter PLC | 3,949 | 84,827 | |||
Concentric AB | 2,526 | 40,602 | |||
ContourGlobal PLC (C) | 8,862 | 24,898 | |||
Costain Group PLC (A) | 4,797 | 2,123 | |||
Countryside Partnerships PLC (A)(C) | 23,711 | 52,610 | |||
Cranswick PLC | 2,760 | 81,991 | |||
Crest Nicholson Holdings PLC | 13,693 | 27,789 | |||
Currys PLC | 70,297 | 44,108 | |||
CVS Group PLC | 2,750 | 52,396 | |||
De La Rue PLC (A) | 10,028 | 9,629 | |||
Debenhams PLC (A)(B) | 76,182 | 0 | |||
Devro PLC | 12,253 | 22,641 | |||
DFS Furniture PLC | 12,509 | 14,613 | |||
Dialight PLC (A) | 105 | 273 | |||
Dignity PLC (A) | 3,439 | 14,312 | |||
Diploma PLC | 4,973 | 127,783 | |||
Direct Line Insurance Group PLC | 10,097 | 20,832 | |||
DiscoverIE Group PLC | 5,627 | 40,331 | |||
Domino's Pizza Group PLC | 21,324 | 52,797 | |||
dotdigital Group PLC | 12,814 | 12,125 | |||
Dr. Martens PLC | 3,637 | 8,911 | |||
Drax Group PLC | 21,413 | 142,466 | |||
Dunelm Group PLC | 5,320 | 43,059 | |||
DWF Group PLC (C) | 14,677 | 14,320 | |||
easyJet PLC (A) | 4,377 | 14,282 | |||
EKF Diagnostics Holdings PLC | 8,242 | 3,674 | |||
Elementis PLC (A) | 35,393 | 35,384 | |||
EMIS Group PLC | 3,714 | 77,992 | |||
Energean PLC | 4,619 | 68,453 | |||
EnQuest PLC (A) | 115,537 | 33,955 | |||
Ergomed PLC (A) | 2,357 | 30,438 | |||
Esken, Ltd. (A) | 25,251 | 1,476 | |||
Essentra PLC | 14,966 | 30,221 | |||
Euromoney Institutional Investor PLC | 5,478 | 87,588 | |||
FD Technologies PLC (A) | 1,279 | 20,256 | |||
FDM Group Holdings PLC | 4,489 | 31,194 | |||
Fevertree Drinks PLC | 4,244 | 39,275 | |||
Firstgroup PLC | 37,976 | 44,210 | |||
Forterra PLC (C) | 10,957 | 28,509 | |||
Foxtons Group PLC | 23,551 | 7,943 | |||
Frasers Group PLC (A) | 9,750 | 73,077 | |||
Frontier Developments PLC (A) | 1,107 | 16,518 | |||
Fuller Smith & Turner PLC, Class A | 1,525 | 7,847 | |||
Funding Circle Holdings PLC (A)(C) | 3,849 | 1,748 | |||
Galliford Try Holdings PLC | 5,675 | 9,195 | |||
Games Workshop Group PLC | 1,582 | 101,158 | |||
Gamma Communications PLC | 1,848 | 21,568 | |||
GB Group PLC | 2,086 | 14,046 | |||
Gem Diamonds, Ltd. | 12,666 | 4,347 | |||
Genel Energy PLC | 4,784 | 6,553 | |||
Genuit Group PLC | 12,035 | 38,957 | |||
Genus PLC | 250 | 7,253 | |||
Gooch & Housego PLC | 1,681 | 10,769 | |||
Grainger PLC | 36,335 | 92,552 | |||
Greggs PLC | 4,752 | 89,765 | |||
Gulf Keystone Petroleum, Ltd. | 11,237 | 24,826 | |||
Halfords Group PLC | 15,547 | 22,820 | |||
Harworth Group PLC | 6,530 | 8,790 | |||
Hays PLC | 77,290 | 87,108 |
131 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United Kingdom (continued) | |||||
Headlam Group PLC | 6,602 | $ | 17,048 | ||
Helical PLC | 6,424 | 25,654 | |||
Helios Towers PLC (A) | 21,114 | 26,534 | |||
Henry Boot PLC | 5,301 | 14,639 | |||
Hill & Smith Holdings PLC | 4,214 | 42,590 | |||
Hilton Food Group PLC | 3,867 | 22,922 | |||
Hollywood Bowl Group PLC | 8,153 | 16,990 | |||
HomeServe PLC | 5,509 | 72,585 | |||
Hunting PLC | 8,331 | 21,624 | |||
Hyve Group PLC (A) | 12,149 | 6,807 | |||
Ibstock PLC (C) | 19,043 | 34,710 | |||
IDOX PLC | 10,437 | 7,494 | |||
IG Group Holdings PLC | 9,219 | 78,129 | |||
IMI PLC | 3,966 | 49,044 | |||
Impax Asset Management Group PLC | 4,165 | 24,110 | |||
Inchcape PLC | 21,514 | 162,904 | |||
Indivior PLC (A) | 36,002 | 114,149 | |||
IntegraFin Holdings PLC | 9,972 | 24,406 | |||
International Personal Finance PLC | 12,526 | 11,465 | |||
iomart Group PLC | 2,265 | 4,101 | |||
IP Group PLC | 38,897 | 25,543 | |||
IQE PLC (A) | 33,004 | 12,463 | |||
ITV PLC (A) | 14,540 | 9,176 | |||
J.D. Wetherspoon PLC (A) | 4,332 | 19,290 | |||
James Fisher & Sons PLC (A) | 2,814 | 8,857 | |||
James Halstead PLC | 11,052 | 25,493 | |||
JET2 PLC (A) | 6,865 | 52,546 | |||
John Wood Group PLC (A) | 34,072 | 48,117 | |||
Johnson Service Group PLC (A) | 24,380 | 21,357 | |||
Jupiter Fund Management PLC | 22,824 | 23,276 | |||
Just Group PLC | 56,562 | 35,119 | |||
Kainos Group PLC | 4,099 | 58,471 | |||
Keller Group PLC | 4,206 | 29,379 | |||
Kier Group PLC (A) | 22,531 | 16,997 | |||
Kin & Carta PLC (A) | 11,305 | 21,933 | |||
Knights Group Holdings PLC | 2,269 | 1,935 | |||
Lancashire Holdings, Ltd. | 14,953 | 82,489 | |||
Learning Technologies Group PLC | 21,193 | 24,620 | |||
Liontrust Asset Management PLC | 2,411 | 19,525 | |||
Lookers PLC | 22,449 | 16,376 | |||
LSL Property Services PLC | 6,404 | 18,673 | |||
Luceco PLC (C) | 1,922 | 1,769 | |||
M&C Saatchi PLC (A) | 253 | 383 | |||
Macfarlane Group PLC | 6,288 | 6,297 | |||
Man Group PLC | 73,477 | 181,934 | |||
Marks & Spencer Group PLC (A) | 55,905 | 60,982 | |||
Marshalls PLC | 11,740 | 38,203 | |||
Marston's PLC (A) | 37,566 | 14,898 | |||
McBride PLC (A) | 14,770 | 3,880 | |||
ME Group International PLC | 18,684 | 17,687 | |||
Mears Group PLC | 8,289 | 17,778 | |||
Medica Group PLC | 4,479 | 6,816 | |||
Metro Bank PLC (A) | 9,741 | 8,619 | |||
Micro Focus International PLC | 16,735 | 96,498 | |||
Midwich Group PLC | 1,185 | 6,175 | |||
Mitchells & Butlers PLC (A) | 16,776 | 21,408 | |||
Mitie Group PLC | 94,711 | 65,686 | |||
MJ Gleeson PLC | 2,770 | 12,731 | |||
Moneysupermarket.com Group PLC | 27,587 | 56,930 | |||
Moonpig Group PLC (A) | 10,123 | 17,850 | |||
Morgan Advanced Materials PLC | 14,263 | 35,946 | |||
Morgan Sindall Group PLC | 2,381 | 38,836 | |||
Mortgage Advice Bureau Holdings, Ltd. | 1,276 | 9,074 | |||
MP Evans Group PLC | 1,384 | 12,757 | |||
N. Brown Group PLC (A) | 9,633 | 2,518 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United Kingdom (continued) | |||||
National Express Group PLC (A) | 28,347 | $ | 52,997 | ||
NCC Group PLC | 17,294 | 41,717 | |||
Next Fifteen Communications Group PLC | 3,756 | 32,454 | |||
Ninety One PLC | 19,563 | 39,592 | |||
NIOX Group PLC (A) | 9,034 | 3,666 | |||
Norcros PLC | 6,666 | 12,247 | |||
Numis Corp. PLC | 2,926 | 7,551 | |||
Odfjell Technology, Ltd. (A) | 828 | 1,678 | |||
On the Beach Group PLC (A)(C) | 5,451 | 6,094 | |||
OSB Group PLC | 18,542 | 86,278 | |||
Oxford Biomedica PLC (A) | 1,730 | 6,694 | |||
Oxford Instruments PLC | 2,839 | 56,201 | |||
Pagegroup PLC | 17,115 | 70,328 | |||
Pan African Resources PLC | 85,815 | 16,785 | |||
Paragon Banking Group PLC | 13,704 | 59,965 | |||
PayPoint PLC | 4,705 | 31,418 | |||
Pendragon PLC (A) | 102,667 | 30,714 | |||
Pennon Group PLC | 12,734 | 111,107 | |||
Petrofac, Ltd. (A) | 28,442 | 31,929 | |||
Pets at Home Group PLC | 24,400 | 71,135 | |||
Pharos Energy PLC (A) | 16,636 | 3,675 | |||
Phoenix Spree Deutschland, Ltd. | 5,484 | 17,677 | |||
Polar Capital Holdings PLC | 3,830 | 17,692 | |||
Porvair PLC | 2,468 | 13,741 | |||
Premier Foods PLC | 41,106 | 43,862 | |||
Provident Financial PLC | 13,396 | 24,775 | |||
Purplebricks Group PLC (A) | 7,294 | 1,149 | |||
PZ Cussons PLC | 13,141 | 28,477 | |||
QinetiQ Group PLC | 27,714 | 101,134 | |||
Quilter PLC (C) | 72,844 | 74,376 | |||
Rank Group PLC (A) | 7,303 | 5,533 | |||
Rathbones Group PLC | 3,523 | 64,311 | |||
Reach PLC | 25,143 | 19,210 | |||
Redcentric PLC | 5,876 | 7,320 | |||
Redde Northgate PLC | 14,424 | 46,362 | |||
Redrow PLC | 14,867 | 65,461 | |||
Renew Holdings PLC | 4,150 | 26,216 | |||
Renewi PLC (A) | 5,276 | 33,081 | |||
Renishaw PLC | 1,475 | 57,207 | |||
Ricardo PLC | 2,982 | 15,207 | |||
RM PLC | 8,752 | 2,611 | |||
Robert Walters PLC | 4,693 | 23,902 | |||
Rotork PLC | 43,727 | 113,481 | |||
Royal Mail PLC | 7,711 | 15,696 | |||
RPS Group PLC | 15,418 | 40,231 | |||
RWS Holdings PLC | 1,824 | 6,483 | |||
S&U PLC | 513 | 11,387 | |||
Sabre Insurance Group PLC (C) | 10,582 | 11,441 | |||
Saga PLC (A) | 4,637 | 4,595 | |||
Savannah Energy PLC (A) | 53,744 | 16,404 | |||
Savills PLC | 7,351 | 64,528 | |||
Senior PLC (A) | 21,835 | 28,510 | |||
Serco Group PLC | 57,513 | 99,757 | |||
Serica Energy PLC | 10,784 | 44,802 | |||
Severfield PLC | 11,941 | 6,485 | |||
SIG PLC (A) | 64,105 | 21,252 | |||
Smart Metering Systems PLC | 6,304 | 56,274 | |||
Softcat PLC | 5,700 | 74,878 | |||
Spectris PLC | 5,214 | 157,555 | |||
Speedy Hire PLC | 24,369 | 10,019 | |||
Spire Healthcare Group PLC (A)(C) | 18,774 | 45,032 | |||
Spirent Communications PLC | 33,589 | 97,703 | |||
Sportech PLC | 4,748 | 947 | |||
SSP Group PLC (A) | 36,500 | 76,386 |
132 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United Kingdom (continued) | |||||
SThree PLC | 8,144 | $ | 31,173 | ||
Stolt-Nielsen, Ltd. | 2,414 | 47,918 | |||
Studio Retail Group PLC (A)(B) | 8,139 | 10,451 | |||
STV Group PLC | 2,712 | 8,098 | |||
Superdry PLC (A) | 3,110 | 3,467 | |||
Synthomer PLC | 17,828 | 21,003 | |||
Tate & Lyle PLC | 19,841 | 149,597 | |||
Tatton Asset Management PLC | 1,955 | 8,112 | |||
Ted Baker PLC (A) | 2,896 | 3,544 | |||
Telecom Plus PLC | 3,652 | 69,891 | |||
The Go-Ahead Group PLC (A) | 1,077 | 18,459 | |||
The Gym Group PLC (A)(C) | 5,959 | 7,267 | |||
The Restaurant Group PLC (A) | 30,769 | 10,025 | |||
The Vitec Group PLC | 2,842 | 37,948 | |||
THG PLC (A) | 6,472 | 2,703 | |||
TI Fluid Systems PLC (C) | 1,686 | 2,265 | |||
Topps Tiles PLC | 15,591 | 6,679 | |||
TORM PLC, Class A | 1,596 | 32,572 | |||
TP ICAP Group PLC | 45,423 | 99,247 | |||
Travis Perkins PLC | 12,177 | 104,527 | |||
Trifast PLC | 7,237 | 6,001 | |||
TT Electronics PLC | 14,769 | 23,026 | |||
Tullow Oil PLC (A)(D) | 72,437 | 34,039 | |||
Tyman PLC | 9,005 | 19,614 | |||
Verici Dx PLC (A) | 165 | 29 | |||
Vertu Motors PLC | 13,548 | 6,327 | |||
Vesuvius PLC | 12,719 | 43,901 | |||
Victrex PLC | 4,079 | 75,301 | |||
Virgin Money UK PLC | 57,990 | 79,557 | |||
Vistry Group PLC | 11,609 | 75,950 | |||
Volex PLC | 6,211 | 16,821 | |||
Volution Group PLC | 6,978 | 22,636 | |||
Vp PLC | 637 | 5,356 | |||
Watches of Switzerland Group PLC (A)(C) | 10,654 | 78,741 | |||
Watkin Jones PLC | 10,502 | 17,765 | |||
WH Smith PLC (A) | 6,346 | 83,669 | |||
Wickes Group PLC | 13,094 | 17,433 | |||
Wilmington PLC | 8,076 | 23,226 | |||
Wincanton PLC | 8,498 | 27,750 | |||
Xaar PLC (A) | 5,629 | 10,766 | |||
XPS Pensions Group PLC | 13,660 | 19,427 | |||
Young & Company's Brewery PLC | 1,750 | 11,779 | |||
Young & Company's Brewery PLC, Class A | 1,224 | 12,737 | |||
Zotefoams PLC | 1,549 | 4,385 | |||
9,715,676 | |||||
United States - 0.9% | |||||
ADTRAN Holdings, Inc. (D) | 3,066 | 60,998 | |||
Argonaut Gold, Inc. (A) | 16,734 | 5,088 | |||
Atlantic Sapphire ASA (A) | 1,333 | 1,349 | |||
Burford Capital, Ltd. | 9,873 | 72,912 | |||
Diversified Energy Company PLC | 38,586 | 55,661 | |||
Energy Fuels, Inc. (A) | 730 | 4,455 | |||
Frontage Holdings Corp. (A)(C) | 14,000 | 3,680 | |||
GXO Logistics, Inc. (A) | 67 | 2,349 | |||
Invesque, Inc. (A) | 2,000 | 2,160 | |||
Kingsway Financial Services, Inc. (A) | 425 | 2,950 | |||
Perpetua Resources Corp. (A) | 3,000 | 6,016 | |||
Primo Water Corp. | 1,600 | 20,080 | |||
Primo Water Corp. (Toronto Stock Exchange) | 6,607 | 82,842 | |||
PureTech Health PLC (A) | 16,139 | 44,431 | |||
REC Silicon ASA (A) | 27,505 | 45,994 | |||
Reliance Worldwide Corp., Ltd. | 36,825 | 80,125 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
United States (continued) | |||||
Samsonite International SA (A)(C) | 43,800 | $ | 105,050 | ||
SSR Mining, Inc. | 10,507 | 154,485 | |||
SunOpta, Inc. (A) | 5,608 | 51,113 | |||
Viemed Healthcare, Inc. (A) | 2,600 | 15,600 | |||
817,338 | |||||
TOTAL COMMON STOCKS (Cost $125,962,547) | $ | 92,379,803 | |||
PREFERRED SECURITIES - 0.3% | |||||
Germany - 0.3% | |||||
Draegerwerk AG & Company KGaA | 565 | 23,630 | |||
Fuchs Petrolub SE | 3,739 | 94,681 | |||
Jungheinrich AG | 2,336 | 47,151 | |||
Sixt SE | 838 | 38,073 | |||
STO SE & Company KGaA | 163 | 19,740 | |||
Villeroy & Boch AG | 625 | 8,280 | |||
231,555 | |||||
TOTAL PREFERRED SECURITIES (Cost $331,907) | $ | 231,555 | |||
WARRANTS - 0.0% | |||||
Ezion Holdings, Ltd. (Expiration Date: 4-6-23; Strike Price: SGD 0.28) (A) | 78,780 | 0 | |||
MECOM Power and Construction, Ltd. (Expiration Date: 5-24-23; Strike Price: HKD 4.47) (A) | 3,900 | 67 | |||
Treasury Metals, Inc. (Expiration Date: 8-7-23; Strike Price: CAD 1.50) (A) | 650 | 12 | |||
Webuild SpA (Expiration Date: 8-2-30) (A)(E) | 1,316 | 248 | |||
TOTAL WARRANTS (Cost $0) | $ | 327 | |||
RIGHTS - 0.0% | |||||
Intercell AG (A)(B)(D)(E) | 3,233 | 0 | |||
TOTAL RIGHTS (Cost $0) | $ | 0 | |||
SHORT-TERM INVESTMENTS - 0.3% | |||||
Short-term funds - 0.3% | |||||
John Hancock Collateral Trust, 3.0556% (F)(G) | 29,323 | 292,993 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $293,003) | $ | 292,993 | |||
Total Investments (International Small Company Trust) (Cost $126,587,457) - 98.6% | $ | 92,904,678 | |||
Other assets and liabilities, net - 1.4% | 1,353,384 | ||||
TOTAL NET ASSETS - 100.0% | $ | 94,258,062 |
Currency Abbreviations | |
CAD | Canadian Dollar |
HKD | Hong Kong Dollar |
SGD | Singapore Dollar |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $273,744. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $37,140 in the form of U.S. Treasuries was pledged to the fund. |
(E) | Strike price and/or expiration date not available. |
133 |
(F) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Mini MSCI EAFE Index Futures | 8 | Long | Dec 2022 | $722,123 | $664,560 | $(57,563) |
$(57,563) |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 59.8% | |||||
U.S. Government – 23.9% | |||||
U.S. Treasury Bonds | |||||
1.125%, 08/15/2040 | $ | 1,996,000 | $ | 1,236,428 | |
1.250%, 05/15/2050 | 4,170,000 | 2,333,897 | |||
1.875%, 11/15/2051 | 3,165,000 | 2,092,980 | |||
2.250%, 08/15/2046 | 3,655,000 | 2,631,886 | |||
2.500%, 02/15/2045 (A) | 2,884,000 | 2,198,712 | |||
2.500%, 02/15/2046 | 648,000 | 491,999 | |||
3.000%, 11/15/2044 to 02/15/2048 | 9,575,000 | 8,010,972 | |||
3.125%, 08/15/2044 (A) | 5,535,000 | 4,729,614 | |||
3.125%, 05/15/2048 | 3,205,000 | 2,771,323 | |||
3.375%, 05/15/2044 | 1,690,000 | 1,507,665 | |||
3.625%, 08/15/2043 | 680,000 | 634,073 | |||
3.750%, 11/15/2043 (A) | 2,908,000 | 2,761,691 | |||
4.375%, 11/15/2039 | 1,170,000 | 1,235,493 | |||
U.S. Treasury Inflation Protected Securities | |||||
0.125%, 02/15/2052 | 840,805 | 531,393 | |||
0.250%, 07/15/2029 | 3,509,558 | 3,164,497 | |||
0.750%, 07/15/2028 | 2,269,736 | 2,132,865 | |||
U.S. Treasury Notes | |||||
0.625%, 05/15/2030 | 3,430,000 | 2,701,929 | |||
1.625%, 05/15/2031 (A) | 6,790,000 | 5,699,356 | |||
1.875%, 02/15/2032 | 3,110,000 | 2,635,239 | |||
49,502,012 | |||||
U.S. Government Agency – 35.9% | |||||
Federal Home Loan Mortgage Corp. | |||||
2.000%, 01/01/2052 | 10,874,692 | 8,811,289 | |||
2.500%, 01/01/2052 to 05/01/2052 | 4,289,597 | 3,609,105 | |||
3.000%, 12/01/2046 to 04/01/2048 | 262,374 | 231,911 | |||
3.500%, 03/01/2048 to 06/01/2048 | 741,813 | 678,391 | |||
5.000%, 12/01/2034 | 79,158 | 79,523 | |||
6.500%, 04/01/2029 to 08/01/2034 | 5,237 | 5,537 | |||
7.500%, 12/01/2025 to 05/01/2028 | 1,330 | 1,384 | |||
Federal National Mortgage Association | |||||
2.000%, TBA (B) | 6,100,000 | 5,241,220 | |||
2.000%, 01/01/2052 to 02/01/2052 | 577,815 | 468,282 | |||
2.500%, TBA (B) | 10,400,000 | 8,727,062 | |||
2.500%, 07/01/2030 to 04/01/2050 | 1,318,380 | 1,125,811 | |||
2.660%, 03/01/2027 | 778,009 | 719,792 | |||
3.000%, TBA (B) | 13,300,000 | 11,562,688 | |||
3.500%, 06/01/2046 to 05/01/2048 | 2,692,667 | 2,466,047 | |||
4.000%, TBA (B) | 5,800,000 | 5,375,874 | |||
4.500%, TBA (B) | 3,300,000 | 3,139,640 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Government National Mortgage Association | |||||
2.000%, TBA (B) | $ | 4,200,000 | $ | 3,496,372 | |
3.000%, TBA (B) | 7,500,000 | 6,620,435 | |||
3.500%, TBA (B) | 5,400,000 | 4,905,891 | |||
4.000%, TBA (B) | 2,600,000 | 2,425,495 | |||
4.000%, 11/15/2040 to 02/15/2042 | 20,950 | 20,188 | |||
4.500%, TBA (B) | 4,600,000 | 4,397,340 | |||
6.000%, 08/15/2032 to 04/15/2035 | 25,624 | 26,534 | |||
6.500%, 06/15/2028 to 02/15/2035 | 15,066 | 15,507 | |||
7.000%, 11/15/2031 to 11/15/2033 | 68,352 | 70,722 | |||
74,222,040 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $141,669,841) | $ | 123,724,052 | |||
FOREIGN GOVERNMENT OBLIGATIONS – 4.2% | |||||
Angola – 0.1% | |||||
Republic of Angola | |||||
8.000%, 11/26/2029 | 200,000 | 150,174 | |||
8.250%, 05/09/2028 | 200,000 | 157,474 | |||
307,648 | |||||
Benin – 0.1% | |||||
Republic of Benin 4.950%, 01/22/2035 (C) | EUR | 305,000 | 188,218 | ||
Bermuda – 0.2% | |||||
Government of Bermuda | |||||
2.375%, 08/20/2030 (C) | $ | 200,000 | 159,098 | ||
5.000%, 07/15/2032 (C) | 200,000 | 189,900 | |||
348,998 | |||||
Brazil – 0.5% | |||||
Federative Republic of Brazil 10.000%, 01/01/2031 | BRL | 5,476,000 | 942,713 | ||
Chile – 0.2% | |||||
Republic of Chile | |||||
1.250%, 01/22/2051 | EUR | 525,000 | 254,901 | ||
4.000%, 01/31/2052 | $ | 200,000 | 145,857 | ||
400,758 | |||||
Colombia – 0.1% | |||||
Republic of Colombia | |||||
5.000%, 06/15/2045 | 200,000 | 121,060 | |||
5.625%, 02/26/2044 | 200,000 | 132,250 | |||
253,310 |
134 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Egypt – 0.1% | |||||
Arab Republic of Egypt 7.903%, 02/21/2048 | $ | 325,000 | $ | 169,351 | |
Ghana – 0.0% | |||||
Republic of Ghana 6.375%, 02/11/2027 (C) | 200,000 | 79,500 | |||
Hungary – 0.2% | |||||
Republic of Hungary 1.625%, 04/28/2032 | EUR | 735,000 | 480,205 | ||
Indonesia – 0.2% | |||||
Republic of Indonesia 1.100%, 03/12/2033 | 530,000 | 352,943 | |||
Ivory Coast – 0.1% | |||||
Republic of Ivory Coast 4.875%, 01/30/2032 | 225,000 | 147,127 | |||
Jordan – 0.1% | |||||
The Hashemite Kingdom of Jordan 5.850%, 07/07/2030 | $ | 210,000 | 170,522 | ||
Macedonia – 0.2% | |||||
Republic of North Macedonia | |||||
2.750%, 01/18/2025 | EUR | 210,000 | 186,259 | ||
3.675%, 06/03/2026 (C) | 265,000 | 226,886 | |||
413,145 | |||||
Mexico – 1.0% | |||||
Government of Mexico | |||||
1.125%, 01/17/2030 | 200,000 | 147,615 | |||
1.450%, 10/25/2033 | 600,000 | 385,338 | |||
7.750%, 05/29/2031 | MXN | 35,584,600 | 1,568,094 | ||
2,101,047 | |||||
Panama – 0.2% | |||||
Republic of Panama | |||||
3.160%, 01/23/2030 | $ | 200,000 | 163,015 | ||
3.870%, 07/23/2060 | 585,000 | 347,220 | |||
510,235 | |||||
Philippines – 0.2% | |||||
Republic of the Philippines | |||||
1.200%, 04/28/2033 | EUR | 435,000 | 295,201 | ||
1.750%, 04/28/2041 | 200,000 | 117,512 | |||
412,713 | |||||
Romania – 0.3% | |||||
Republic of Romania | |||||
2.625%, 12/02/2040 (C) | 335,000 | 166,826 | |||
2.750%, 04/14/2041 | 485,000 | 242,346 | |||
3.375%, 02/08/2038 | 170,000 | 102,623 | |||
4.625%, 04/03/2049 | 317,000 | 203,858 | |||
715,653 | |||||
Saudi Arabia – 0.1% | |||||
Kingdom of Saudi Arabia 2.000%, 07/09/2039 | 300,000 | 212,077 | |||
Senegal – 0.2% | |||||
Republic of Senegal | |||||
4.750%, 03/13/2028 | 200,000 | 157,861 | |||
6.250%, 05/23/2033 | $ | 255,000 | 190,752 | ||
348,613 | |||||
United Arab Emirates – 0.1% | |||||
Finance Department Government of Sharjah 3.625%, 03/10/2033 (C) | 280,000 | 217,122 | |||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $13,221,114) | $ | 8,771,898 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS – 28.8% | |||||
Communication services – 2.6% | |||||
AT&T, Inc. | |||||
3.550%, 09/15/2055 | $ | 608,000 | $ | 399,356 | |
3.800%, 12/01/2057 | 51,000 | 34,453 | |||
Charter Communications Operating LLC | |||||
3.500%, 03/01/2042 | 42,000 | 26,649 | |||
4.400%, 04/01/2033 | 135,000 | 111,789 | |||
5.050%, 03/30/2029 | 95,000 | 87,440 | |||
5.125%, 07/01/2049 | 165,000 | 120,951 | |||
5.750%, 04/01/2048 | 45,000 | 36,320 | |||
6.484%, 10/23/2045 | 250,000 | 220,147 | |||
6.834%, 10/23/2055 | 40,000 | 36,419 | |||
Comcast Corp. | |||||
3.250%, 11/01/2039 | 35,000 | 25,706 | |||
3.750%, 04/01/2040 | 215,000 | 169,014 | |||
Cox Communications, Inc. 2.600%, 06/15/2031 (C) | 170,000 | 131,960 | |||
Discovery Communications LLC | |||||
4.000%, 09/15/2055 | 246,000 | 145,041 | |||
4.125%, 05/15/2029 | 22,000 | 18,833 | |||
5.200%, 09/20/2047 | 93,000 | 68,638 | |||
5.300%, 05/15/2049 | 247,000 | 184,319 | |||
IHS Holding, Ltd. 6.250%, 11/29/2028 (C) | 200,000 | 152,540 | |||
Lamar Media Corp. | |||||
3.625%, 01/15/2031 | 30,000 | 23,595 | |||
3.750%, 02/15/2028 | 177,000 | 154,612 | |||
Paramount Global | |||||
4.200%, 05/19/2032 | 125,000 | 101,351 | |||
4.375%, 03/15/2043 | 100,000 | 66,635 | |||
4.950%, 01/15/2031 | 195,000 | 172,016 | |||
Rogers Communications, Inc. | |||||
3.800%, 03/15/2032 (C) | 30,000 | 25,946 | |||
4.550%, 03/15/2052 (C) | 150,000 | 119,636 | |||
Sirius XM Radio, Inc. 4.125%, 07/01/2030 (C) | 40,000 | 32,514 | |||
Telefonica Celular del Paraguay SA 5.875%, 04/15/2027 (C) | 400,000 | 355,152 | |||
Time Warner Cable LLC | |||||
4.500%, 09/15/2042 | 455,000 | 314,135 | |||
5.875%, 11/15/2040 | 65,000 | 53,509 | |||
T-Mobile USA, Inc. | |||||
2.050%, 02/15/2028 | 185,000 | 153,514 | |||
3.875%, 04/15/2030 | 240,000 | 212,884 | |||
4.500%, 04/15/2050 | 25,000 | 20,014 | |||
5.200%, 01/15/2033 | 110,000 | 105,205 | |||
5.650%, 01/15/2053 | 75,000 | 70,846 | |||
Verizon Communications, Inc. | |||||
2.355%, 03/15/2032 | 135,000 | 103,522 | |||
2.650%, 11/20/2040 | 70,000 | 45,623 | |||
2.850%, 09/03/2041 | 90,000 | 60,008 | |||
3.850%, 11/01/2042 | 35,000 | 26,830 | |||
4.000%, 03/22/2050 | 15,000 | 11,452 | |||
4.272%, 01/15/2036 | 15,000 | 12,799 | |||
Warnermedia Holdings, Inc. | |||||
4.279%, 03/15/2032 (C) | 360,000 | 296,166 | |||
5.141%, 03/15/2052 (C) | 705,000 | 512,407 | |||
WMG Acquisition Corp. 3.875%, 07/15/2030 (C) | 450,000 | 368,670 | |||
5,388,616 | |||||
Consumer discretionary – 1.7% | |||||
Amazon.com, Inc. 3.875%, 08/22/2037 | 170,000 | 147,772 | |||
AutoZone, Inc. 4.750%, 08/01/2032 | 105,000 | 98,478 |
135 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
General Motors Financial Company, Inc. 3.600%, 06/21/2030 | $ | 240,000 | $ | 194,405 | |
Hanesbrands, Inc. 4.875%, 05/15/2026 (C) | 50,000 | 44,948 | |||
Howard University | |||||
2.701%, 10/01/2029 | 100,000 | 84,793 | |||
2.801%, 10/01/2030 | 100,000 | 83,210 | |||
3.476%, 10/01/2041 | 120,000 | 88,043 | |||
Las Vegas Sands Corp. 3.500%, 08/18/2026 | 180,000 | 157,476 | |||
Lowe's Companies, Inc. 5.000%, 04/15/2033 | 165,000 | 155,858 | |||
McDonald's Corp. 3.625%, 09/01/2049 | 75,000 | 54,605 | |||
O'Reilly Automotive, Inc. 4.700%, 06/15/2032 | 180,000 | 168,437 | |||
PulteGroup, Inc. 5.500%, 03/01/2026 | 307,000 | 302,842 | |||
Service Corp. International | |||||
3.375%, 08/15/2030 | 335,000 | 262,000 | |||
5.125%, 06/01/2029 | 507,000 | 460,751 | |||
Taylor Morrison Communities, Inc. | |||||
5.125%, 08/01/2030 (C) | 40,000 | 32,288 | |||
5.750%, 01/15/2028 (C) | 302,000 | 265,053 | |||
The Gap, Inc. | |||||
3.625%, 10/01/2029 (C) | 240,000 | 156,000 | |||
3.875%, 10/01/2031 (C) | 440,000 | 279,715 | |||
The Home Depot, Inc. | |||||
3.300%, 04/15/2040 | 75,000 | 57,356 | |||
4.500%, 09/15/2032 | 375,000 | 358,435 | |||
The William Carter Company 5.625%, 03/15/2027 (C) | 105,000 | 98,169 | |||
3,550,634 | |||||
Consumer staples – 1.0% | |||||
Anheuser-Busch InBev Worldwide, Inc. | |||||
3.750%, 07/15/2042 | 299,000 | 227,119 | |||
5.450%, 01/23/2039 | 138,000 | 131,501 | |||
BAT Capital Corp. 4.742%, 03/16/2032 | 500,000 | 418,270 | |||
BAT International Finance PLC 4.448%, 03/16/2028 | 280,000 | 249,552 | |||
Conagra Brands, Inc. 5.400%, 11/01/2048 | 55,000 | 47,379 | |||
Constellation Brands, Inc. | |||||
3.150%, 08/01/2029 | 92,000 | 79,032 | |||
4.650%, 11/15/2028 | 15,000 | 14,164 | |||
JBS USA LUX SA 2.500%, 01/15/2027 (C) | 200,000 | 170,874 | |||
Kernel Holding SA 6.500%, 10/17/2024 | 200,000 | 76,000 | |||
Keurig Dr. Pepper, Inc. 3.950%, 04/15/2029 | 215,000 | 195,266 | |||
Mondelez International, Inc. 3.000%, 03/17/2032 | 145,000 | 119,096 | |||
NBM US Holdings, Inc. 7.000%, 05/14/2026 (C) | 420,000 | 405,308 | |||
2,133,561 | |||||
Energy – 2.6% | |||||
Aker BP ASA | |||||
2.000%, 07/15/2026 (C) | 200,000 | 172,511 | |||
3.100%, 07/15/2031 (C) | 285,000 | 223,137 | |||
Apache Corp. 4.875%, 11/15/2027 | 20,000 | 18,300 | |||
BP Capital Markets America, Inc. | |||||
2.939%, 06/04/2051 | 120,000 | 76,211 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
BP Capital Markets America, Inc. (continued) | |||||
3.000%, 02/24/2050 | $ | 20,000 | $ | 12,973 | |
3.379%, 02/08/2061 | 40,000 | 26,063 | |||
3.633%, 04/06/2030 | 95,000 | 85,349 | |||
ConocoPhillips Company | |||||
3.800%, 03/15/2052 | 25,000 | 19,103 | |||
4.025%, 03/15/2062 (C) | 45,000 | 34,007 | |||
Continental Resources, Inc. 5.750%, 01/15/2031 (C) | 60,000 | 54,232 | |||
DCP Midstream Operating LP 5.125%, 05/15/2029 | 130,000 | 121,814 | |||
Ecopetrol SA 4.625%, 11/02/2031 | 290,000 | 203,000 | |||
Energo-Pro AS 8.500%, 02/04/2027 (C) | 315,000 | 292,037 | |||
Energy Transfer LP | |||||
4.950%, 06/15/2028 | 45,000 | 41,912 | |||
5.250%, 04/15/2029 | 200,000 | 188,091 | |||
6.125%, 12/15/2045 | 290,000 | 254,320 | |||
Enterprise Products Operating LLC | |||||
2.800%, 01/31/2030 | 35,000 | 29,228 | |||
4.250%, 02/15/2048 | 65,000 | 50,128 | |||
4.950%, 10/15/2054 | 80,000 | 65,234 | |||
EQM Midstream Partners LP 6.500%, 07/01/2027 (C) | 15,000 | 13,861 | |||
EQT Corp. 5.700%, 04/01/2028 (B) | 20,000 | 19,607 | |||
Equinor ASA | |||||
3.625%, 04/06/2040 | 125,000 | 99,997 | |||
3.700%, 04/06/2050 | 40,000 | 31,025 | |||
Galaxy Pipeline Assets Bidco, Ltd. | |||||
2.625%, 03/31/2036 (C) | 394,000 | 304,529 | |||
2.940%, 09/30/2040 (C) | 193,306 | 146,708 | |||
Hess Corp. | |||||
7.125%, 03/15/2033 | 58,000 | 60,644 | |||
7.300%, 08/15/2031 | 140,000 | 147,853 | |||
Leviathan Bond, Ltd. 6.500%, 06/30/2027 (C) | 235,000 | 214,793 | |||
Marathon Petroleum Corp. 4.700%, 05/01/2025 | 200,000 | 196,363 | |||
MPLX LP 4.950%, 09/01/2032 to 03/14/2052 | 340,000 | 291,885 | |||
NGPL PipeCo LLC 3.250%, 07/15/2031 (C) | 105,000 | 82,219 | |||
ONEOK, Inc. | |||||
3.100%, 03/15/2030 | 125,000 | 101,575 | |||
3.400%, 09/01/2029 | 100,000 | 83,887 | |||
4.550%, 07/15/2028 | 30,000 | 27,465 | |||
6.350%, 01/15/2031 | 27,000 | 26,473 | |||
Ovintiv, Inc. | |||||
6.500%, 08/15/2034 | 40,000 | 38,967 | |||
6.625%, 08/15/2037 | 95,000 | 92,977 | |||
Plains All American Pipeline LP 3.800%, 09/15/2030 | 270,000 | 226,398 | |||
Sabine Pass Liquefaction LLC 4.500%, 05/15/2030 | 290,000 | 264,181 | |||
Shell International Finance BV | |||||
2.875%, 11/26/2041 | 55,000 | 38,517 | |||
3.000%, 11/26/2051 | 70,000 | 46,404 | |||
3.250%, 04/06/2050 | 75,000 | 52,683 | |||
Targa Resources Corp. | |||||
4.200%, 02/01/2033 | 135,000 | 112,428 | |||
4.950%, 04/15/2052 | 20,000 | 15,388 | |||
6.250%, 07/01/2052 | 110,000 | 99,928 |
136 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
Targa Resources Partners LP 4.875%, 02/01/2031 | $ | 20,000 | $ | 17,200 | |
The Williams Companies, Inc. 4.650%, 08/15/2032 | 145,000 | 131,609 | |||
Transcontinental Gas Pipe Line Company LLC 3.250%, 05/15/2030 | 60,000 | 50,725 | |||
Tullow Oil PLC 7.000%, 03/01/2025 (C) | 200,000 | 129,224 | |||
Viper Energy Partners LP 5.375%, 11/01/2027 (C) | 257,000 | 236,574 | |||
5,369,737 | |||||
Financials – 8.8% | |||||
Aon Corp. | |||||
2.200%, 11/15/2022 | 185,000 | 184,549 | |||
2.850%, 05/28/2027 | 30,000 | 26,911 | |||
Athene Global Funding | |||||
2.646%, 10/04/2031 (C) | 215,000 | 161,737 | |||
2.717%, 01/07/2029 (C) | 355,000 | 287,254 | |||
Bank of America Corp. | |||||
1.898%, (1.898% to 7-23-30, then SOFR + 1.530%), 07/23/2031 | 30,000 | 22,338 | |||
1.922%, (1.922% to 10-24-30, then SOFR + 1.370%), 10/24/2031 | 80,000 | 59,176 | |||
2.456%, (2.456% to 10-22-24, then 3 month LIBOR + 0.870%), 10/22/2025 | 270,000 | 252,797 | |||
2.572%, (2.572% to 10-20-31, then SOFR + 1.210%), 10/20/2032 | 110,000 | 84,131 | |||
2.687%, (2.687% to 4-22-31, then SOFR + 1.320%), 04/22/2032 | 905,000 | 706,565 | |||
2.972%, (2.972% to 2-4-32, then SOFR + 1.330%), 02/04/2033 | 140,000 | 109,445 | |||
3.311%, (3.311% to 4-22-41, then SOFR + 1.580%), 04/22/2042 | 285,000 | 200,363 | |||
4.083%, (4.083% to 3-20-50, then 3 month LIBOR + 3.150%), 03/20/2051 | 450,000 | 339,427 | |||
4.376%, (4.376% to 4-27-27, then SOFR + 1.580%), 04/27/2028 | 320,000 | 299,851 | |||
4.948%, (4.948% to 7-22-27, then SOFR + 2.040%), 07/22/2028 | 190,000 | 182,558 | |||
5.015%, (5.015% to 7-22-32, then SOFR + 2.160%), 07/22/2033 | 110,000 | 102,042 | |||
Bank of Ireland Group PLC 6.253%, (6.253% to 9-16-25, then 1 Year CMT + 2.650%), 09/16/2026 (C) | 345,000 | 337,608 | |||
BNP Paribas SA | |||||
2.219%, (2.219% to 6-9-25, then SOFR + 2.074%), 06/09/2026 (C) | 240,000 | 215,794 | |||
2.591%, (2.591% to 1-20-27, then SOFR + 1.228%), 01/20/2028 (C) | 220,000 | 187,875 | |||
Brighthouse Financial, Inc. | |||||
3.850%, 12/22/2051 | 15,000 | 9,082 | |||
5.625%, 05/15/2030 | 110,000 | 103,107 | |||
Capital One Financial Corp. | |||||
5.247%, (5.247% to 7-26-29, then SOFR + 2.600%), 07/26/2030 | 390,000 | 363,169 | |||
5.268%, (5.268% to 5-10-32, then SOFR + 2.370%), 05/10/2033 | 165,000 | 152,401 | |||
Citigroup, Inc. | |||||
2.520%, (2.520% to 11-3-31, then SOFR + 1.177%), 11/03/2032 | 200,000 | 151,547 | |||
2.666%, (2.666% to 1-29-30, then SOFR + 1.146%), 01/29/2031 | 85,000 | 67,817 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Corebridge Financial, Inc. | |||||
3.850%, 04/05/2029 (C) | $ | 75,000 | $ | 66,100 | |
3.900%, 04/05/2032 (C) | 35,000 | 29,542 | |||
6.875%, (6.875% to 9-15-27, then 5 Year CMT + 3.846%), 12/15/2052 (C) | 480,000 | 438,940 | |||
Credit Suisse Group AG | |||||
6.442%, (6.442% to 8-11-27, then SOFR + 3.700%), 08/11/2028 (C) | 250,000 | 232,487 | |||
6.537%, (6.537% to 8-12-32, then SOFR + 3.920%), 08/12/2033 (C) | 790,000 | 710,011 | |||
Danske Bank A/S 5.375%, 01/12/2024 (C) | 235,000 | 233,679 | |||
Deutsche Bank AG 2.311%, (2.311% to 11-16-26, then SOFR + 1.219%), 11/16/2027 | 180,000 | 146,009 | |||
Equitable Financial Life Global Funding 1.800%, 03/08/2028 (C) | 380,000 | 317,430 | |||
FirstCash, Inc. | |||||
4.625%, 09/01/2028 (C) | 250,000 | 209,275 | |||
5.625%, 01/01/2030 (C) | 220,000 | 188,100 | |||
GTP Acquisition Partners I LLC 3.482%, 06/16/2025 (C) | 730,000 | 689,126 | |||
HSBC Holdings PLC | |||||
1.589%, (1.589% to 5-24-26, then SOFR + 1.290%), 05/24/2027 | 305,000 | 254,902 | |||
2.206%, (2.206% to 8-17-28, then SOFR + 1.285%), 08/17/2029 | 200,000 | 154,753 | |||
2.804%, (2.804% to 5-24-31, then SOFR + 1.187%), 05/24/2032 | 250,000 | 183,690 | |||
4.762%, (4.762% to 3-29-32, then SOFR + 2.530%), 03/29/2033 | 200,000 | 164,155 | |||
5.210%, (5.210% to 8-11-27, then SOFR + 2.610%), 08/11/2028 | 200,000 | 186,974 | |||
5.402%, (5.402% to 8-11-32, then SOFR + 2.870%), 08/11/2033 | 770,000 | 684,679 | |||
Intercontinental Exchange, Inc. | |||||
4.350%, 06/15/2029 | 55,000 | 52,020 | |||
4.600%, 03/15/2033 | 25,000 | 23,285 | |||
4.950%, 06/15/2052 | 20,000 | 17,755 | |||
JPMorgan Chase & Co. | |||||
2.545%, (2.545% to 11-8-31, then SOFR + 1.180%), 11/08/2032 | 260,000 | 197,292 | |||
3.109%, (3.109% to 4-22-40, then SOFR + 2.460%), 04/22/2041 | 90,000 | 62,351 | |||
3.109%, (3.109% to 4-22-50, then SOFR + 2.440%), 04/22/2051 | 70,000 | 44,193 | |||
3.157%, (3.157% to 4-22-41, then SOFR + 1.460%), 04/22/2042 | 285,000 | 195,132 | |||
3.509%, (3.509% to 1-23-28, then 3 month LIBOR + 0.945%), 01/23/2029 | 285,000 | 252,103 | |||
3.702%, (3.702% to 5-6-29, then 3 month LIBOR + 1.160%), 05/06/2030 | 105,000 | 91,664 | |||
3.960%, (3.960% to 1-29-26, then 3 month LIBOR + 1.245%), 01/29/2027 | 595,000 | 561,432 | |||
4.005%, (4.005% to 4-23-28, then 3 month LIBOR + 1.120%), 04/23/2029 | 315,000 | 284,007 | |||
4.323%, (4.323% to 4-26-27, then SOFR + 1.560%), 04/26/2028 | 375,000 | 351,414 | |||
4.586%, (4.586% to 4-26-32, then SOFR + 1.800%), 04/26/2033 | 45,000 | 40,492 |
137 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
JPMorgan Chase & Co. (continued) | |||||
4.851%, (4.851% to 7-25-27, then SOFR + 1.990%), 07/25/2028 | $ | 265,000 | $ | 254,446 | |
4.912%, (4.912% to 7-25-32, then SOFR + 2.080%), 07/25/2033 | 55,000 | 50,719 | |||
Marsh & McLennan Companies, Inc. 4.750%, 03/15/2039 | 120,000 | 107,912 | |||
Morgan Stanley | |||||
1.794%, (1.794% to 2-13-31, then SOFR + 1.034%), 02/13/2032 | 515,000 | 376,373 | |||
1.928%, (1.928% to 4-28-31, then SOFR + 1.020%), 04/28/2032 | 350,000 | 255,515 | |||
2.239%, (2.239% to 7-21-31, then SOFR + 1.178%), 07/21/2032 | 255,000 | 191,560 | |||
2.475%, (2.475% to 1-21-27, then SOFR + 1.000%), 01/21/2028 | 265,000 | 231,610 | |||
2.511%, (2.511% to 10-20-31, then SOFR + 1.200%), 10/20/2032 | 30,000 | 22,927 | |||
3.591%, (3.591% to 7-22-27, then 3 month LIBOR + 1.340%), 07/22/2028 | 395,000 | 355,338 | |||
4.210%, (4.210% to 4-20-27, then SOFR + 1.610%), 04/20/2028 | 400,000 | 374,287 | |||
4.679%, (4.679% to 7-17-25, then SOFR + 1.669%), 07/17/2026 | 210,000 | 204,482 | |||
4.889%, (4.889% to 7-20-32, then SOFR + 2.076%), 07/20/2033 | 45,000 | 41,695 | |||
MSCI, Inc. | |||||
3.625%, 11/01/2031 (C) | 145,000 | 116,336 | |||
3.875%, 02/15/2031 (C) | 140,000 | 117,875 | |||
4.000%, 11/15/2029 (C) | 90,000 | 77,733 | |||
OneMain Finance Corp. 6.125%, 03/15/2024 | 75,000 | 72,239 | |||
Societe Generale SA 6.221%, (6.221% to 6-15-32, then 1 Year CMT + 3.200%), 06/15/2033 (C) | 915,000 | 811,133 | |||
The Goldman Sachs Group, Inc. | |||||
2.383%, (2.383% to 7-21-31, then SOFR + 1.248%), 07/21/2032 | 325,000 | 245,045 | |||
2.615%, (2.615% to 4-22-31, then SOFR + 1.281%), 04/22/2032 | 340,000 | 263,544 | |||
2.650%, (2.650% to 10-21-31, then SOFR + 1.264%), 10/21/2032 | 35,000 | 26,826 | |||
3.102%, (3.102% to 2-24-32, then SOFR + 1.410%), 02/24/2033 | 100,000 | 79,425 | |||
4.223%, (4.223% to 5-1-28, then 3 month LIBOR + 1.301%), 05/01/2029 | 235,000 | 213,586 | |||
4.482%, (4.482% to 8-23-27, then SOFR + 1.725%), 08/23/2028 | 65,000 | 61,002 | |||
UBS Group AG 4.751%, (4.751% to 5-12-27, then 1 Year CMT + 1.750%), 05/12/2028 (C) | 200,000 | 187,743 | |||
Unum Group 4.125%, 06/15/2051 | 35,000 | 23,322 | |||
Wells Fargo & Company | |||||
3.000%, 04/22/2026 to 10/23/2026 | 105,000 | 95,866 | |||
3.350%, (3.350% to 3-2-32, then SOFR + 1.500%), 03/02/2033 | 275,000 | 223,016 | |||
3.908%, (3.908% to 4-25-25, then SOFR + 1.320%), 04/25/2026 | 450,000 | 430,185 | |||
4.808%, (4.808% to 7-25-27, then SOFR + 1.980%), 07/25/2028 | 180,000 | 171,671 | |||
4.897%, (4.897% to 7-25-32, then SOFR + 2.100%), 07/25/2033 | 650,000 | 599,257 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Wells Fargo & Company (continued) | |||||
5.013%, (5.013% to 4-4-50, then SOFR + 4.502%), 04/04/2051 | $ | 80,000 | $ | 69,054 | |
Willis North America, Inc. 3.600%, 05/15/2024 | 115,000 | 111,656 | |||
18,133,914 | |||||
Health care – 2.0% | |||||
AbbVie, Inc. | |||||
3.200%, 11/21/2029 | 90,000 | 78,793 | |||
4.625%, 10/01/2042 | 60,000 | 50,924 | |||
Alcon Finance Corp. 2.750%, 09/23/2026 (C) | 400,000 | 357,755 | |||
Avantor Funding, Inc. 4.625%, 07/15/2028 (C) | 375,000 | 333,729 | |||
Baxter International, Inc. 2.539%, 02/01/2032 | 630,000 | 490,399 | |||
Bayer US Finance II LLC 4.250%, 12/15/2025 (C) | 260,000 | 248,833 | |||
Centene Corp. | |||||
3.375%, 02/15/2030 | 5,000 | 4,088 | |||
4.250%, 12/15/2027 | 50,000 | 45,735 | |||
4.625%, 12/15/2029 | 585,000 | 525,681 | |||
CommonSpirit Health 3.347%, 10/01/2029 | 45,000 | 38,095 | |||
CSL Finance PLC | |||||
4.050%, 04/27/2029 (C) | 155,000 | 142,766 | |||
4.250%, 04/27/2032 (C) | 160,000 | 146,068 | |||
CVS Health Corp. | |||||
4.125%, 04/01/2040 | 85,000 | 67,680 | |||
5.125%, 07/20/2045 | 85,000 | 74,431 | |||
GSK Consumer Healthcare Capital US LLC 3.375%, 03/24/2029 (C) | 250,000 | 217,887 | |||
Humana, Inc. 3.700%, 03/23/2029 | 225,000 | 201,769 | |||
Kaiser Foundation Hospitals | |||||
2.810%, 06/01/2041 | 100,000 | 69,787 | |||
3.002%, 06/01/2051 | 135,000 | 89,339 | |||
Royalty Pharma PLC | |||||
2.150%, 09/02/2031 | 420,000 | 309,369 | |||
2.200%, 09/02/2030 | 85,000 | 64,787 | |||
3.300%, 09/02/2040 | 25,000 | 16,771 | |||
Sutter Health 3.361%, 08/15/2050 | 90,000 | 62,431 | |||
Teva Pharmaceutical Finance Netherlands III BV 4.750%, 05/09/2027 | 200,000 | 169,862 | |||
UnitedHealth Group, Inc. | |||||
2.750%, 05/15/2040 | 110,000 | 77,021 | |||
3.500%, 08/15/2039 | 70,000 | 54,996 | |||
4.000%, 05/15/2029 | 140,000 | 130,443 | |||
4.200%, 05/15/2032 | 95,000 | 88,231 | |||
4.950%, 05/15/2062 | 30,000 | 26,709 | |||
4,184,379 | |||||
Industrials – 2.0% | |||||
AerCap Ireland Capital DAC 3.300%, 01/30/2032 | 270,000 | 203,058 | |||
Ashtead Capital, Inc. 4.375%, 08/15/2027 (C) | 605,000 | 555,009 | |||
Booz Allen Hamilton, Inc. | |||||
3.875%, 09/01/2028 (C) | 510,000 | 438,734 | |||
4.000%, 07/01/2029 (C) | 80,000 | 68,445 | |||
Builders FirstSource, Inc. 5.000%, 03/01/2030 (C) | 225,000 | 191,250 |
138 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Industrials (continued) | |||||
Clean Harbors, Inc. 4.875%, 07/15/2027 (C) | $ | 620,000 | $ | 565,161 | |
DAE Funding LLC 1.550%, 08/01/2024 (C) | 435,000 | 397,427 | |||
International Airport Finance SA 12.000%, 03/15/2033 (C) | 322,730 | 297,058 | |||
Northrop Grumman Corp. 5.150%, 05/01/2040 | 95,000 | 88,942 | |||
Otis Worldwide Corp. 2.565%, 02/15/2030 | 210,000 | 171,764 | |||
Parker-Hannifin Corp. | |||||
4.250%, 09/15/2027 | 105,000 | 100,008 | |||
4.500%, 09/15/2029 | 95,000 | 89,558 | |||
Penske Truck Leasing Company LP | |||||
2.700%, 11/01/2024 (C) | 250,000 | 235,463 | |||
4.000%, 07/15/2025 (C) | 170,000 | 162,025 | |||
4.400%, 07/01/2027 (C) | 140,000 | 131,376 | |||
Raytheon Technologies Corp. 2.375%, 03/15/2032 | 50,000 | 39,267 | |||
The Boeing Company | |||||
5.040%, 05/01/2027 | 220,000 | 211,940 | |||
5.150%, 05/01/2030 | 135,000 | 124,881 | |||
United Rentals North America, Inc. | |||||
4.000%, 07/15/2030 | 35,000 | 28,913 | |||
5.500%, 05/15/2027 | 32,000 | 30,923 | |||
4,131,202 | |||||
Information technology – 3.4% | |||||
Black Knight InfoServ LLC 3.625%, 09/01/2028 (C) | 824,000 | 702,460 | |||
Broadcom, Inc. | |||||
3.419%, 04/15/2033 (C) | 250,000 | 190,804 | |||
3.469%, 04/15/2034 (C) | 46,000 | 34,512 | |||
4.000%, 04/15/2029 (C) | 575,000 | 506,825 | |||
CDW LLC | |||||
2.670%, 12/01/2026 | 60,000 | 52,042 | |||
3.250%, 02/15/2029 | 340,000 | 276,109 | |||
3.276%, 12/01/2028 | 55,000 | 45,899 | |||
3.569%, 12/01/2031 | 50,000 | 38,929 | |||
4.125%, 05/01/2025 | 230,000 | 217,327 | |||
Fair Isaac Corp. 4.000%, 06/15/2028 (C) | 386,000 | 328,903 | |||
Gartner, Inc. | |||||
3.625%, 06/15/2029 (C) | 50,000 | 41,625 | |||
3.750%, 10/01/2030 (C) | 143,000 | 117,066 | |||
4.500%, 07/01/2028 (C) | 193,000 | 172,581 | |||
Global Payments, Inc. | |||||
2.150%, 01/15/2027 | 55,000 | 47,063 | |||
3.200%, 08/15/2029 | 230,000 | 191,641 | |||
5.300%, 08/15/2029 | 100,000 | 94,045 | |||
Go Daddy Operating Company LLC | |||||
3.500%, 03/01/2029 (C) | 55,000 | 44,983 | |||
5.250%, 12/01/2027 (C) | 454,000 | 418,143 | |||
Intel Corp. | |||||
3.100%, 02/15/2060 | 110,000 | 66,368 | |||
4.000%, 08/05/2029 | 455,000 | 423,330 | |||
4.900%, 08/05/2052 | 185,000 | 163,371 | |||
Kyndryl Holdings, Inc. 3.150%, 10/15/2031 | 118,000 | 79,122 | |||
Leidos, Inc. 3.625%, 05/15/2025 | 130,000 | 124,587 | |||
Marvell Technology, Inc. | |||||
2.450%, 04/15/2028 | 190,000 | 156,947 | |||
2.950%, 04/15/2031 | 190,000 | 147,397 | |||
Nokia OYJ 4.375%, 06/12/2027 | 130,000 | 117,163 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Information technology (continued) | |||||
NortonLifeLock, Inc. | |||||
5.000%, 04/15/2025 (C) | $ | 530,000 | $ | 504,825 | |
6.750%, 09/30/2027 (C) | 70,000 | 67,167 | |||
NVIDIA Corp. 3.500%, 04/01/2040 | 165,000 | 128,169 | |||
NXP BV | |||||
4.300%, 06/18/2029 | 25,000 | 22,387 | |||
5.550%, 12/01/2028 | 95,000 | 91,750 | |||
Open Text Corp. 3.875%, 12/01/2029 (C) | 355,000 | 273,432 | |||
Open Text Holdings, Inc. 4.125%, 12/01/2031 (C) | 60,000 | 45,187 | |||
Oracle Corp. | |||||
2.300%, 03/25/2028 | 55,000 | 45,934 | |||
3.600%, 04/01/2040 to 04/01/2050 | 155,000 | 101,066 | |||
3.850%, 04/01/2060 | 440,000 | 265,982 | |||
4.000%, 07/15/2046 to 11/15/2047 | 180,000 | 121,243 | |||
4.100%, 03/25/2061 | 115,000 | 72,401 | |||
4.125%, 05/15/2045 | 10,000 | 6,871 | |||
Qorvo, Inc. | |||||
3.375%, 04/01/2031 (C) | 280,000 | 209,762 | |||
4.375%, 10/15/2029 | 70,000 | 59,964 | |||
SS&C Technologies, Inc. 5.500%, 09/30/2027 (C) | 262,000 | 238,995 | |||
7,054,377 | |||||
Materials – 0.9% | |||||
Anglo American Capital PLC 2.625%, 09/10/2030 (C) | 200,000 | 153,947 | |||
Ball Corp. 4.000%, 11/15/2023 | 570,000 | 558,714 | |||
Celanese US Holdings LLC 6.165%, 07/15/2027 | 190,000 | 179,817 | |||
Freeport Indonesia PT 5.315%, 04/14/2032 (C) | 200,000 | 165,500 | |||
FS Luxembourg Sarl 10.000%, 12/15/2025 (C) | 200,000 | 201,947 | |||
Metinvest BV 5.625%, 06/17/2025 (C) | EUR | 195,000 | 85,541 | ||
Standard Industries, Inc. | |||||
3.375%, 01/15/2031 (C) | $ | 10,000 | 7,033 | ||
4.375%, 07/15/2030 (C) | 410,000 | 313,650 | |||
Vale Overseas, Ltd. 3.750%, 07/08/2030 | 135,000 | 109,350 | |||
1,775,499 | |||||
Real estate – 1.0% | |||||
American Tower Corp. | |||||
1.450%, 09/15/2026 | 85,000 | 72,462 | |||
2.400%, 03/15/2025 | 135,000 | 125,324 | |||
2.700%, 04/15/2031 | 30,000 | 23,541 | |||
3.650%, 03/15/2027 | 135,000 | 123,482 | |||
EPR Properties 4.950%, 04/15/2028 | 190,000 | 163,536 | |||
GLP Capital LP | |||||
3.250%, 01/15/2032 | 105,000 | 78,931 | |||
4.000%, 01/15/2031 | 85,000 | 69,480 | |||
5.300%, 01/15/2029 | 130,000 | 118,489 | |||
5.750%, 06/01/2028 | 130,000 | 121,733 | |||
SBA Tower Trust | |||||
2.836%, 01/15/2025 (C) | 300,000 | 280,662 | |||
3.448%, 03/15/2023 (C) | 435,000 | 430,999 | |||
VICI Properties LP | |||||
4.950%, 02/15/2030 | 287,000 | 259,366 | |||
5.125%, 05/15/2032 | 150,000 | 132,960 | |||
2,000,965 |
139 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Utilities – 2.8% | |||||
Alabama Power Company | |||||
3.450%, 10/01/2049 | $ | 120,000 | $ | 84,986 | |
4.150%, 08/15/2044 | 105,000 | 85,065 | |||
American Water Capital Corp. | |||||
4.150%, 06/01/2049 | 80,000 | 63,986 | |||
4.450%, 06/01/2032 | 80,000 | 74,255 | |||
Cleco Corporate Holdings LLC | |||||
3.375%, 09/15/2029 | 140,000 | 117,675 | |||
4.973%, 05/01/2046 | 5,000 | 4,235 | |||
Commonwealth Edison Company 3.650%, 06/15/2046 | 175,000 | 131,337 | |||
Consolidated Edison Company of New York, Inc. 3.200%, 12/01/2051 | 120,000 | 79,623 | |||
Duke Energy Carolinas LLC 3.450%, 04/15/2051 | 5,000 | 3,570 | |||
Duke Energy Corp. | |||||
2.550%, 06/15/2031 | 385,000 | 302,063 | |||
4.500%, 08/15/2032 | 180,000 | 162,778 | |||
Duke Energy Indiana LLC | |||||
2.750%, 04/01/2050 | 140,000 | 86,932 | |||
3.250%, 10/01/2049 | 105,000 | 71,220 | |||
Duke Energy Progress LLC | |||||
3.700%, 10/15/2046 | 125,000 | 94,262 | |||
4.000%, 04/01/2052 | 65,000 | 50,919 | |||
Enel Finance International NV 5.000%, 06/15/2032 (C) | 300,000 | 255,766 | |||
Evergy, Inc. | |||||
2.450%, 09/15/2024 | 90,000 | 85,130 | |||
2.900%, 09/15/2029 | 175,000 | 144,574 | |||
Exelon Corp. 4.100%, 03/15/2052 (C) | 30,000 | 23,146 | |||
Georgia Power Company | |||||
4.300%, 03/15/2042 | 200,000 | 159,588 | |||
4.700%, 05/15/2032 | 65,000 | 60,874 | |||
IPALCO Enterprises, Inc. 3.700%, 09/01/2024 | 175,000 | 167,861 | |||
ITC Holdings Corp. 2.950%, 05/14/2030 (C) | 165,000 | 135,470 | |||
Jersey Central Power & Light Company 2.750%, 03/01/2032 (C) | 125,000 | 99,177 | |||
MidAmerican Energy Company | |||||
3.150%, 04/15/2050 | 90,000 | 61,187 | |||
3.650%, 08/01/2048 | 25,000 | 18,911 | |||
NextEra Energy Capital Holdings, Inc. 4.625%, 07/15/2027 | 300,000 | 289,948 | |||
NiSource, Inc. 3.490%, 05/15/2027 | 210,000 | 192,930 | |||
NRG Energy, Inc. 2.450%, 12/02/2027 (C) | 190,000 | 155,543 | |||
Oglethorpe Power Corp. 4.500%, 04/01/2047 (C) | 80,000 | 62,517 | |||
Pacific Gas & Electric Company | |||||
2.500%, 02/01/2031 | 430,000 | 312,890 | |||
4.400%, 03/01/2032 | 65,000 | 53,445 | |||
4.950%, 07/01/2050 | 640,000 | 468,433 | |||
5.250%, 03/01/2052 | 55,000 | 41,546 | |||
5.900%, 06/15/2032 | 195,000 | 177,824 | |||
PacifiCorp | |||||
4.125%, 01/15/2049 | 33,000 | 26,232 | |||
4.150%, 02/15/2050 | 45,000 | 36,184 | |||
Puget Energy, Inc. | |||||
3.650%, 05/15/2025 | 180,000 | 170,273 | |||
4.100%, 06/15/2030 | 130,000 | 114,552 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Utilities (continued) | |||||
Sempra Energy | |||||
3.400%, 02/01/2028 | $ | 200,000 | $ | 180,840 | |
3.800%, 02/01/2038 | 85,000 | 66,271 | |||
4.000%, 02/01/2048 | 25,000 | 18,637 | |||
Southern California Edison Company | |||||
2.750%, 02/01/2032 | 205,000 | 162,375 | |||
2.850%, 08/01/2029 | 135,000 | 113,850 | |||
4.000%, 04/01/2047 | 72,000 | 52,457 | |||
4.700%, 06/01/2027 | 220,000 | 213,527 | |||
The AES Corp. 3.300%, 07/15/2025 (C) | 175,000 | 161,373 | |||
Xcel Energy, Inc. 4.600%, 06/01/2032 | 85,000 | 78,778 | |||
5,775,015 | |||||
TOTAL CORPORATE BONDS (Cost $69,867,112) | $ | 59,497,899 | |||
MUNICIPAL BONDS – 2.1% | |||||
Chicago Board of Education (Illinois), GO | |||||
6.038%, 12/01/2029 | 30,000 | 28,157 | |||
6.138%, 12/01/2039 | 155,000 | 134,370 | |||
6.319%, 11/01/2029 | 185,000 | 174,927 | |||
Chicago Transit Authority (Illinois) 3.912%, 12/01/2040 | 90,000 | 75,526 | |||
County of Riverside (California) | |||||
2.963%, 02/15/2027 | 600,000 | 548,708 | |||
3.070%, 02/15/2028 | 600,000 | 539,331 | |||
Metropolitan Transportation Authority (New York) | |||||
4.750%, 11/15/2045 | 255,000 | 239,998 | |||
5.175%, 11/15/2049 | 705,000 | 626,967 | |||
Municipal Electric Authority of Georgia 6.637%, 04/01/2057 | 90,000 | 97,500 | |||
New York Transportation Development Corp. 4.248%, 09/01/2035 | 640,000 | 609,726 | |||
Philadelphia Authority for Industrial Development (Pennsylvania) 6.550%, 10/15/2028 | 675,000 | 714,549 | |||
State Board of Administration Finance Corp. (Florida) 1.258%, 07/01/2025 | 510,000 | 461,727 | |||
State of Illinois, GO | |||||
4.950%, 06/01/2023 | 129,545 | 129,513 | |||
5.000%, 01/01/2023 | 40,000 | 40,071 | |||
TOTAL MUNICIPAL BONDS (Cost $4,919,626) | $ | 4,421,070 | |||
TERM LOANS (D) – 0.1% | |||||
Financials – 0.1% | |||||
Sedgwick Claims Management Services, Inc., 2019 Term Loan B (1 month LIBOR + 3.750%) 6.865%, 09/03/2026 | 130,613 | 124,517 | |||
TOTAL TERM LOANS (Cost $128,714) | $ | 124,517 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS – 15.0% | |||||
Commercial and residential – 13.0% | |||||
Alternative Loan Trust | |||||
Series 2005-27, Class 2A1 (12 month Treasury Average Index + 1.350%), 2.454%, 08/25/2035 (E) | 117,475 | 98,230 | |||
Series 2005-56, Class 5A1 (1 month LIBOR + 0.640%), 3.724%, 11/25/2035 (E) | 56,315 | 45,398 |
140 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Alternative Loan Trust (continued) | |||||
Series 2005-72, Class A1 (1 month LIBOR + 0.540%), 3.624%, 01/25/2036 (E) | $ | 14,881 | $ | 13,284 | |
Series 2005-7CB, Class 2A8 (1 month LIBOR + 0.450%), 3.534%, 03/01/2038 (E) | 95,787 | 77,180 | |||
Series 2006-9T1, Class A1, 5.750%, 05/25/2036 | 64,947 | 30,245 | |||
American Home Mortgage Assets Trust | |||||
Series 2006-3, Class 2A11 (12 month Treasury Average Index + 0.940%), 2.044%, 10/25/2046 (E) | 32,885 | 23,458 | |||
Series 2007-2, Class A1 (1 month LIBOR + 0.125%), 3.209%, 03/25/2047 (E) | 12,804 | 11,369 | |||
Angel Oak Mortgage Trust LLC | |||||
Series 2019-2, Class A1, 3.628%, 03/25/2049 (C)(F) | 441 | 439 | |||
Series 2020-R1, Class A1, 0.990%, 04/25/2053 (C)(F) | 155,541 | 146,125 | |||
Series 2021-2, Class A1, 0.985%, 04/25/2066 (C)(F) | 152,136 | 129,175 | |||
Series 2021-4, Class A2, 1.241%, 01/20/2065 (C)(F) | 143,710 | 115,089 | |||
Series 2021-5, Class A1, 0.951%, 07/25/2066 (C)(F) | 377,337 | 311,809 | |||
Series 2021-6, Class A1, 1.458%, 09/25/2066 (C)(F) | 520,739 | 415,395 | |||
Series 2021-8, Class A1, 1.820%, 11/25/2066 (C)(F) | 260,532 | 222,469 | |||
Arroyo Mortgage Trust Series 2019-2, Class A1 3.347%, 04/25/2049 (C)(F) | 200,197 | 187,347 | |||
BANK | |||||
Series 2017-BNK8, Class XA IO, 0.842%, 11/15/2050 | 3,719,550 | 107,459 | |||
Series 2019-BN18, Class XA IO, 1.039%, 05/15/2062 | 1,409,313 | 62,463 | |||
Series 2019-BN20, Class XA IO, 0.938%, 09/15/2062 | 2,229,550 | 95,271 | |||
Series 2019-BN22, Class XA IO, 0.711%, 11/15/2062 | 2,432,474 | 80,265 | |||
Series 2019-BN23, Class XA IO, 0.810%, 12/15/2052 | 1,919,730 | 73,179 | |||
Series 2019-BN24, Class XA IO, 0.760%, 11/15/2062 | 1,179,503 | 42,515 | |||
Series 2020-BN28, Class XA IO, 1.896%, 03/15/2063 | 2,587,919 | 260,528 | |||
Series 2021-BN31, Class A4, 2.036%, 02/15/2054 | 285,000 | 223,586 | |||
BBCMS Mortgage Trust | |||||
Series 2017-C1, Class XA IO, 1.603%, 02/15/2050 | 3,116,611 | 145,857 | |||
Series 2017-DELC, Class A (1 month LIBOR + 0.975%), 3.793%, 08/15/2036 (C)(E) | 949,000 | 927,521 | |||
Series 2022-C16, Class A5, 4.600%, 06/15/2055 (F) | 120,000 | 114,512 | |||
BCAP LLC Trust Series 2006-AA2, Class A1 (1 month LIBOR + 0.340%) 3.424%, 01/25/2037 (E) | 83,468 | 72,502 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Bear Stearns ALT-A Trust Series 2005-10, Class 11A1 (1 month LIBOR + 0.500%) 3.584%, 01/25/2036 (E) | $ | 86,254 | $ | 112,196 | |
Bear Stearns Mortgage Funding Trust Series 2006-AR3, Class 1A1 (1 month LIBOR + 0.180%) 3.264%, 10/25/2036 (E) | 7,210 | 6,050 | |||
Benchmark Mortgage Trust | |||||
Series 2018-B1, Class XA IO, 0.677%, 01/15/2051 | 1,082,384 | 21,939 | |||
Series 2018-B4, Class XA IO, 0.658%, 07/15/2051 | 2,290,629 | 41,137 | |||
Series 2018-B8, Class XA IO, 0.804%, 01/15/2052 | 4,736,018 | 131,457 | |||
Series 2019-B10, Class XA IO, 1.385%, 03/15/2062 | 3,174,039 | 170,971 | |||
Series 2019-B12, Class XA IO, 1.170%, 08/15/2052 | 1,063,598 | 46,127 | |||
Series 2020-B18, Class XA IO, 1.915%, 07/15/2053 | 697,540 | 56,904 | |||
Series 2020-B22, Class XA IO, 1.631%, 01/15/2054 | 1,161,831 | 104,218 | |||
BINOM Securitization Trust Series 2021-INV1, Class A1 2.034%, 06/25/2056 (C)(F) | 176,138 | 152,777 | |||
BPR Trust Series 2022-STAR, Class A (1 month CME Term SOFR + 3.232%) 6.077%, 08/15/2024 (C)(E) | 275,000 | 271,587 | |||
BRAVO Residential Funding Trust | |||||
Series 2021-NQM1, Class A1, 0.941%, 02/25/2049 (C)(F) | 110,296 | 101,298 | |||
Series 2021-NQM2, Class A1, 0.970%, 03/25/2060 (C)(F) | 108,445 | 102,526 | |||
BX Commercial Mortgage Trust Series 2019-XL, Class A (1 month LIBOR + 0.920%) 3.738%, 10/15/2036 (C)(E) | 498,581 | 491,058 | |||
BX Trust Series 2022-PSB, Class A (1 month CME Term SOFR + 2.451%) 5.296%, 08/15/2039 (C)(E) | 280,000 | 279,353 | |||
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class F (1 month LIBOR + 2.550%) 5.368%, 12/15/2037 (C)(E) | 355,000 | 330,771 | |||
Century Plaza Towers Series 2019-CPT, Class A 2.865%, 11/13/2039 (C) | 345,000 | 280,985 | |||
Chase Mortgage Finance Trust Series 2005-S3, Class A10 5.500%, 11/25/2035 | 94,830 | 71,053 | |||
CHL Mortgage Pass-Through Trust | |||||
Series 2005-2, Class 2A3 (1 month LIBOR + 0.680%), 3.764%, 03/25/2035 (E) | 24,621 | 21,745 | |||
Series 2007-HY4, Class 1A1, 3.339%, 09/25/2047 (F) | 58,652 | 52,484 | |||
CIM Trust Series 2017-7, Class A 3.000%, 04/25/2057 (C)(F) | 24,135 | 24,060 |
141 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Citigroup Commercial Mortgage Trust | |||||
Series 2014-GC23, Class XA IO, 1.056%, 07/10/2047 | $ | 1,677,740 | $ | 22,010 | |
Series 2015-GC29, Class XA IO, 1.157%, 04/10/2048 | 1,580,179 | 32,067 | |||
Series 2016-C3, Class C, 4.228%, 11/15/2049 (F) | 288,000 | 247,033 | |||
Citigroup Mortgage Loan Trust Series 2019-E, Class A1 (3.228% to 10-25-22, then 6.228% to 10-25-23, then 7.228% thereafter) 3.228%, 11/25/2070 (C) | 189,833 | 183,223 | |||
COLT Mortgage Loan Trust Series 2021-3, Class A1 0.956%, 09/27/2066 (C)(F) | 424,574 | 339,318 | |||
Commercial Mortgage Trust (Bank of America Merrill Lynch/Deutsche Bank AG) Series 2013-WWP, Class A2 3.424%, 03/10/2031 (C) | 800,000 | 798,863 | |||
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2014-CR16, Class A4, 4.051%, 04/10/2047 | 480,000 | 470,877 | |||
Series 2014-CR17, Class A5, 3.977%, 05/10/2047 | 390,000 | 381,852 | |||
Commercial Mortgage Trust (Deutsche Bank AG) | |||||
Series 2013-300P, Class A1, 4.353%, 08/10/2030 (C) | 260,000 | 256,045 | |||
Series 2015-3BP, Class A, 3.178%, 02/10/2035 (C) | 580,000 | 537,559 | |||
Series 2022-HC, Class A, 2.819%, 01/10/2039 (C) | 100,000 | 87,017 | |||
Series 2022-HC, Class D, 4.084%, 01/10/2039 (C)(F) | 100,000 | 84,467 | |||
Credit Suisse Mortgage Capital Certificates | |||||
Series 2017-FHA1, Class A1, 3.250%, 04/25/2047 (C)(F) | 167,933 | 149,586 | |||
Series 2021-NQM2, Class A1, 1.179%, 02/25/2066 (C)(F) | 318,655 | 276,400 | |||
Series 2021-NQM8, Class A1, 1.841%, 10/25/2066 (C)(F) | 261,884 | 219,207 | |||
Series 2021-RPL4, Class A1, 1.796%, 12/27/2060 (C)(F) | 154,448 | 143,669 | |||
Series 2022-NQM1, Class A1, 2.265%, 11/25/2066 (C)(F) | 622,344 | 533,205 | |||
CSAIL Commercial Mortgage Trust | |||||
Series 2015-C1, Class A4, 3.505%, 04/15/2050 | 15,000 | 14,368 | |||
Series 2015-C2, Class XA IO, 0.858%, 06/15/2057 | 4,640,408 | 65,857 | |||
Series 2016-C6, Class XA IO, 2.028%, 01/15/2049 | 1,060,962 | 53,121 | |||
DBJPM Mortgage Trust Series 2020-C9, Class XA IO 1.827%, 09/15/2053 | 528,061 | 38,415 | |||
Deephaven Residential Mortgage Trust Series 2021-2, Class A1 0.899%, 04/25/2066 (C)(F) | 104,237 | 88,054 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Deutsche Alt-A Securities Mortgage Loan Trust Series 2007-AR2, Class A1 (1 month LIBOR + 0.300%) 3.384%, 03/25/2037 (E) | $ | 39,022 | $ | 37,488 | |
Ellington Financial Mortgage Trust | |||||
Series 2021-2, Class A1, 0.931%, 06/25/2066 (C)(F) | 101,280 | 84,336 | |||
Series 2022-1, Class A1, 2.206%, 01/25/2067 (C)(F) | 287,505 | 242,106 | |||
GCAT Trust | |||||
Series 2021-NQM2, Class A1, 1.036%, 05/25/2066 (C)(F) | 207,334 | 175,285 | |||
Series 2021-NQM3, Class A1, 1.091%, 05/25/2066 (C)(F) | 278,136 | 230,962 | |||
Series 2021-NQM7, Class A1, 1.915%, 08/25/2066 (C)(F) | 208,589 | 185,727 | |||
GMACM Mortgage Loan Trust Series 2006-AR1, Class 1A1 2.903%, 04/19/2036 (F) | 96,407 | 76,000 | |||
GS Mortgage Securities Trust | |||||
Series 2014-GC20, Class A5, 3.998%, 04/10/2047 | 395,000 | 388,544 | |||
Series 2022-SHIP, Class A (1 month CME Term SOFR + 0.731%), 3.576%, 08/15/2036 (C)(E) | 45,000 | 44,242 | |||
GSR Mortgage Loan Trust | |||||
Series 2006-AR1, Class 2A1, 2.889%, 01/25/2036 (F) | 3,209 | 3,153 | |||
Series 2007-1F, Class 4A1 (1 month LIBOR + 0.300%), 3.384%, 01/25/2037 (E) | 77,515 | 21,976 | |||
HarborView Mortgage Loan Trust | |||||
Series 2005-8, Class 1A2A (1 month LIBOR + 0.660%), 3.653%, 09/19/2035 (E) | 20,853 | 15,368 | |||
Series 2006-12, Class 2A13 (1 month LIBOR + 0.240%), 3.233%, 12/19/2036 (E) | 128,426 | 118,537 | |||
Series 2006-12, Class 2A2A (1 month LIBOR + 0.190%), 3.183%, 01/19/2038 (E) | 46,823 | 41,348 | |||
Series 2007-7, Class 2A1B (1 month LIBOR + 2.000%), 4.084%, 10/25/2037 (E) | 49,553 | 40,002 | |||
Imperial Fund Mortgage Trust | |||||
Series 2021-NQM2, Class A1, 1.073%, 09/25/2056 (C)(F) | 206,976 | 162,524 | |||
Series 2022-NQM2, Class A1 (3.638% to 3-25-26, then 4.638% thereafter), 3.638%, 03/25/2067 (C) | 605,859 | 544,226 | |||
IndyMac INDA Mortgage Loan Trust Series 2006-AR3, Class 1A1 3.013%, 12/25/2036 (F) | 34,255 | 29,907 | |||
JPMBB Commercial Mortgage Securities Trust Series 2014-C19, Class A4 3.997%, 04/15/2047 | 395,000 | 387,963 | |||
JPMorgan Chase Commercial Mortgage Securities Trust Series 2020-NNN, Class AFX 2.812%, 01/16/2037 (C) | 160,000 | 145,251 |
142 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
JPMorgan Mortgage Trust Series 2006-A3, Class 3A2 3.262%, 05/25/2036 (F) | $ | 7,138 | $ | 5,970 | |
Legacy Mortgage Asset Trust | |||||
Series 2019-GS7, Class A1 (3.250% to 10-25-22, then 6.250% to 10-25-23, then 7.250% thereafter), 3.250%, 11/25/2059 (C) | 391,587 | 391,224 | |||
Series 2021-GS2, Class A1 (1.750% to 4-25-24, then 4.750% to 4-25-25, then 5.750% thereafter), 1.750%, 04/25/2061 (C) | 156,120 | 144,844 | |||
Series 2021-GS3, Class A1 (1.750% to 5-25-24, then 4.750% to 5-25-25, then 5.750% thereafter), 1.750%, 07/25/2061 (C) | 201,885 | 183,866 | |||
Series 2021-GS4, Class A1 (1.650% to 8-25-24, then 4.650% to 8-25-25, then 5.650% thereafter), 1.650%, 11/25/2060 (C) | 103,475 | 94,579 | |||
Lehman XS Trust Series 2006-16N, Class A4A (1 month LIBOR + 0.380%) 3.464%, 11/25/2046 (E) | 109,810 | 94,885 | |||
LSTAR Securities Investment Trust | |||||
Series 2019-3, Class A1 (1 month LIBOR + 3.500%), 6.064%, 04/01/2024 (C)(E) | 128,334 | 127,457 | |||
Series 2019-4, Class A1 (1 month LIBOR + 3.500%), 6.064%, 05/01/2024 (C)(E) | 238,742 | 237,258 | |||
Series 2021-1, Class A (1 month LIBOR + 1.800%), 4.928%, 02/01/2026 (C)(E) | 247,098 | 242,215 | |||
Luminent Mortgage Trust Series 2006-4, Class A1A (1 month LIBOR + 0.380%) 3.464%, 05/25/2046 (E) | 96,788 | 80,714 | |||
MASTR Adjustable Rate Mortgages Trust Series 2004-13, Class 3A7 3.819%, 11/21/2034 (F) | 13,010 | 12,294 | |||
MFA Trust | |||||
Series 2020-NQM3, Class A1, 1.014%, 01/26/2065 (C)(F) | 31,833 | 29,121 | |||
Series 2021-NQM1, Class A1, 1.153%, 04/25/2065 (C)(F) | 137,390 | 126,422 | |||
Series 2021-NQM2, Class A1, 1.029%, 11/25/2064 (C)(F) | 163,706 | 132,809 | |||
Morgan Stanley Bank of America Merrill Lynch Trust Series 2014-C19, Class XA IO 1.102%, 12/15/2047 | 952,045 | 14,262 | |||
Morgan Stanley Capital I Trust | |||||
Series 2014-150E, Class A, 3.912%, 09/09/2032 (C) | 610,000 | 567,222 | |||
Series 2017-H1, Class XA IO, 1.483%, 06/15/2050 | 681,545 | 27,154 | |||
New Residential Mortgage Loan Trust | |||||
Series 2016-2A, Class A1, 3.750%, 11/26/2035 (C)(F) | 176,290 | 164,684 | |||
Series 2016-4A, Class A1, 3.750%, 11/25/2056 (C)(F) | 196,296 | 182,065 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
New Residential Mortgage Loan Trust (continued) | |||||
Series 2017-1A, Class A1, 4.000%, 02/25/2057 (C)(F) | $ | 351,009 | $ | 334,445 | |
Series 2017-2A, Class A3, 4.000%, 03/25/2057 (C)(F) | 322,524 | 306,228 | |||
Series 2017-3A, Class A1, 4.000%, 04/25/2057 (C)(F) | 254,499 | 241,556 | |||
Series 2017-4A, Class A1, 4.000%, 05/25/2057 (C)(F) | 174,214 | 164,158 | |||
Series 2017-5A, Class A1 (1 month LIBOR + 1.500%), 4.584%, 06/25/2057 (C)(E) | 169,729 | 167,436 | |||
Series 2017-6A, Class A1, 4.000%, 08/27/2057 (C)(F) | 309,713 | 292,525 | |||
Series 2018-1A, Class A1A, 4.000%, 12/25/2057 (C)(F) | 130,885 | 124,407 | |||
Series 2018-4A, Class A1S (1 month LIBOR + 0.750%), 3.194%, 01/25/2048 (C)(E) | 235,998 | 228,391 | |||
Series 2019-5A, Class A1B, 3.500%, 08/25/2059 (C)(F) | 189,198 | 179,577 | |||
Series 2019-NQM4, Class A1, 2.492%, 09/25/2059 (C)(F) | 49,298 | 45,180 | |||
Series 2021-NQ2R, Class A1, 0.941%, 10/25/2058 (C)(F) | 111,342 | 104,172 | |||
NMLT Trust Series 2021-INV1, Class A1 1.185%, 05/25/2056 (C)(F) | 443,990 | 376,936 | |||
Oaktown Re II, Ltd. Series 2018-1A, Class M1 (1 month LIBOR + 1.550%) 4.634%, 07/25/2028 (C)(E) | 93,982 | 93,861 | |||
OBX Trust | |||||
Series 2021-NQM1, Class A1, 1.072%, 02/25/2066 (C)(F) | 286,134 | 248,659 | |||
Series 2021-NQM3, Class A1, 1.054%, 07/25/2061 (C)(F) | 264,311 | 210,887 | |||
Series 2022-NQM1, Class A1, 2.305%, 11/25/2061 (C)(F) | 516,652 | 443,739 | |||
PRPM LLC | |||||
Series 2020-6, Class A1 (2.363% to 11-25-23, then 5.363% to 11-25-24, then 6.363% thereafter), 2.363%, 11/25/2025 (C) | 77,438 | 73,634 | |||
Series 2021-3, Class A1 (1.867% to 4-25-24, then 4.867% to 4-25-25, then 5.867% thereafter), 1.867%, 04/25/2026 (C) | 218,590 | 199,030 | |||
Series 2021-4, Class A1 (1.867% to 4-25-24, then 4.867% to 4-25-25, then 5.867% thereafter), 1.867%, 04/25/2026 (C) | 281,186 | 257,630 | |||
Series 2021-9, Class A1 (2.363% to 10-25-24, then 5.363% to 10-25-25, then 6.363% thereafter), 2.363%, 10/25/2026 (C)(F) | 524,830 | 484,593 | |||
RALI Series Trust Series 2007-QH7, Class 1A1 (1 month LIBOR + 0.500%) 3.584%, 08/25/2037 (E) | 40,449 | 36,297 |
143 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Seasoned Credit Risk Transfer Trust Series 2019-3, Class MV 3.500%, 10/25/2058 | $ | 119,201 | $ | 110,118 | |
SG Commercial Mortgage Securities Trust Series 2020-COVE, Class A 2.632%, 03/15/2037 (C) | 645,000 | 591,960 | |||
SG Residential Mortgage Trust Series 2021-1, Class A1 1.160%, 07/25/2061 (C)(F) | 368,459 | 300,508 | |||
Starwood Mortgage Residential Trust | |||||
Series 2021-1, Class A1, 1.219%, 05/25/2065 (C)(F) | 241,267 | 224,050 | |||
Series 2021-2, Class A1, 0.943%, 05/25/2065 (C)(F) | 88,456 | 82,344 | |||
Series 2021-6, Class A1, 1.920%, 11/25/2066 (C)(F) | 403,069 | 330,386 | |||
Toorak Mortgage Corp., Ltd. Series 2021-1, Class A1 (2.240% to 1-25-24, then 3.240% thereafter) 2.240%, 06/25/2024 (C) | 330,000 | 313,076 | |||
Towd Point Mortgage Trust | |||||
Series 2017-1, Class A1, 2.750%, 10/25/2056 (C)(F) | 111,985 | 110,277 | |||
Series 2017-2, Class A1, 2.750%, 04/25/2057 (C)(F) | 28,323 | 28,060 | |||
Series 2017-3, Class A1, 2.750%, 07/25/2057 (C)(F) | 79,286 | 77,810 | |||
Series 2017-4, Class A1, 2.750%, 06/25/2057 (C)(F) | 185,412 | 177,704 | |||
Series 2017-5, Class A1 (1 month LIBOR + 0.600%), 3.684%, 02/25/2057 (C)(E) | 100,311 | 99,205 | |||
Series 2021-R1, Class A1, 2.918%, 11/30/2060 (C)(F) | 618,027 | 505,050 | |||
Triangle Re, Ltd. Series 2021-2, Class M1A (1 month LIBOR + 2.050%) 5.134%, 10/25/2033 (C)(E) | 105,481 | 105,447 | |||
Verus Securitization Trust | |||||
Series 2021-2, Class A1, 1.031%, 02/25/2066 (C)(F) | 129,665 | 107,635 | |||
Series 2021-8, Class A1, 1.824%, 11/25/2066 (C)(F) | 280,243 | 239,478 | |||
Series 2021-R2, Class A1, 0.918%, 02/25/2064 (C)(F) | 143,833 | 131,521 | |||
Series 2022-1, Class A1 (2.724% to 1-25-26, then 3.724% thereafter), 2.724%, 01/25/2067 (C) | 387,472 | 341,329 | |||
WaMu Mortgage Pass-Through Certificates Series 2007-HY6, Class 1A1 3.198%, 06/25/2037 (F) | 12,476 | 11,115 | |||
Washington Mutual Mortgage Pass-Through Certificates Series 2006-5, Class 1A1 (1 month LIBOR + 0.600%) 3.684%, 07/25/2036 (E) | 18,869 | 12,411 | |||
Wells Fargo Commercial Mortgage Trust | |||||
Series 2014-LC16, Class A5, 3.817%, 08/15/2050 | 310,000 | 302,472 | |||
Series 2015-NXS1, Class D, 4.287%, 05/15/2048 (F) | 40,000 | 34,875 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Wells Fargo Commercial Mortgage Trust (continued) | |||||
Series 2015-NXS1, Class XA IO, 1.213%, 05/15/2048 | $ | 1,458,950 | $ | 29,345 | |
Series 2015-NXS3, Class XA IO, 1.030%, 09/15/2057 | 2,561,505 | 54,946 | |||
WF-RBS Commercial Mortgage Trust Series 2014-C19, Class A5 4.101%, 03/15/2047 | 304,634 | 299,737 | |||
26,993,769 | |||||
U.S. Government Agency – 2.0% | |||||
Federal Home Loan Mortgage Corp. | |||||
Series 2018-HRP1, Class M2 (1 month LIBOR + 1.650%), 4.734%, 04/25/2043 (C)(E) | 18,688 | 18,649 | |||
Series 2019-DNA3, Class M2 (1 month LIBOR + 2.050%), 5.134%, 07/25/2049 (C)(E) | 160,670 | 158,365 | |||
Series 2019-HQA3, Class M2 (1 month LIBOR + 1.850%), 4.934%, 09/25/2049 (C)(E) | 175,536 | 172,132 | |||
Series 3883, Class PB, 3.000%, 05/15/2041 | 62,396 | 58,185 | |||
Series 5170, Class DP, 2.000%, 07/25/2050 | 470,806 | 400,371 | |||
Series K064, Class X1 IO, 0.739%, 03/25/2027 | 2,160,850 | 48,149 | |||
Series K068, Class A2, 3.244%, 08/25/2027 | 545,000 | 514,476 | |||
Series K104, Class X1 IO, 1.246%, 01/25/2030 | 1,306,244 | 81,753 | |||
Series K111, Class X1 IO, 1.680%, 05/25/2030 | 549,989 | 50,128 | |||
Series K114, Class X1 IO, 1.211%, 06/25/2030 | 1,599,093 | 106,811 | |||
Series K121, Class X1 IO, 1.120%, 10/25/2030 | 848,306 | 51,736 | |||
Series K122, Class X1 IO, 0.973%, 11/25/2030 | 478,747 | 25,777 | |||
Series K124, Class X1 IO, 0.811%, 12/25/2030 | 1,908,085 | 86,410 | |||
Federal National Mortgage Association | |||||
Series 2012-18, Class GA, 2.000%, 12/25/2041 | 66,996 | 60,132 | |||
Series 2012-21, Class PQ, 2.000%, 09/25/2041 | 40,260 | 36,499 | |||
Series 2012-52, Class PA, 3.500%, 05/25/2042 | 58,818 | 55,794 | |||
Series 2014-C04, Class 1M2 (1 month LIBOR + 4.900%), 7.984%, 11/25/2024 (E) | 42,844 | 44,277 | |||
Series 2015-48, Class QB, 3.000%, 02/25/2043 | 97,416 | 92,828 | |||
Series 2015-C04, Class 1M2 (1 month LIBOR + 5.700%), 8.784%, 04/25/2028 (E) | 34,097 | 35,303 | |||
Series 2016-11, Class GA, 2.500%, 03/25/2046 | 93,694 | 86,589 | |||
Series 2016-38, Class NA, 3.000%, 01/25/2046 | 48,977 | 44,797 | |||
Series 2016-C02, Class 1M2 (1 month LIBOR + 6.000%), 9.084%, 09/25/2028 (E) | 15,524 | 16,075 |
144 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal National Mortgage Association (continued) | |||||
Series 2016-C07, Class 2M2 (1 month LIBOR + 4.350%), 7.434%, 05/25/2029 (E) | $ | 201,753 | $ | 206,352 | |
Series 2017-26, Class CG, 3.500%, 07/25/2044 | 65,855 | 64,429 | |||
Series 2017-34, Class JK, 3.000%, 05/25/2047 | 40,898 | 38,887 | |||
Series 2017-35, Class AH, 3.500%, 04/25/2053 | 79,836 | 77,956 | |||
Series 2017-49, Class JA, 4.000%, 07/25/2053 | 73,343 | 72,134 | |||
Series 2017-84, Class KA, 3.500%, 04/25/2053 | 82,128 | 80,010 | |||
Series 2017-C01, Class 1M2 (1 month LIBOR + 3.550%), 6.634%, 07/25/2029 (E) | 116,401 | 117,608 | |||
Series 2018-23, Class LA, 3.500%, 04/25/2048 | 131,747 | 121,839 | |||
Series 2018-70, Class HA, 3.500%, 10/25/2056 | 97,977 | 94,547 | |||
Series 2019-12, Class HA, 3.500%, 11/25/2057 | 153,445 | 146,024 | |||
Series 2019-14, Class CA, 3.500%, 04/25/2049 | 170,546 | 163,059 | |||
Series 2019-45, Class PT, 3.000%, 08/25/2049 | 145,893 | 133,218 | |||
Series 2019-7, Class JA, 3.500%, 03/25/2049 | 137,327 | 130,233 | |||
Series 2019-HRP1, Class M2 (1 month LIBOR + 2.150%), 5.234%, 11/25/2039 (C)(E) | 95,264 | 92,939 | |||
Series 2019-R03, Class 1M2 (1 month LIBOR + 2.150%), 5.234%, 09/25/2031 (C)(E) | 15,985 | 15,940 | |||
Series 2022-R08, Class 1M1 (1 month SOFR + 2.550%), 4.855%, 07/25/2042 (C)(E) | 87,148 | 86,714 | |||
Series 415, Class A3, 3.000%, 11/25/2042 | 115,037 | 105,597 | |||
Government National Mortgage Association | |||||
Series 2006-38, Class XS IO, 4.311%, 09/16/2035 | 21,523 | 907 | |||
Series 2013-37, Class LG, 2.000%, 01/20/2042 | 75,121 | 72,277 | |||
4,065,906 | |||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $34,547,738) | $ | 31,059,675 | |||
ASSET BACKED SECURITIES – 11.4% | |||||
AASET Trust Series 2020-1A, Class A 3.351%, 01/16/2040 (C) | 134,896 | 108,835 | |||
ABFC Trust Series 2006-HE1, Class A2D (1 month LIBOR + 0.220%) 3.304%, 01/25/2037 (E) | 97,221 | 58,409 | |||
Affirm Asset Securitization Trust | |||||
Series 2020-Z1, Class A 3.460%, 10/15/2024 (C) | 35,673 | 35,393 | |||
Series 2020-Z2, Class A 1.900%, 01/15/2025 (C) | 81,594 | 79,749 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
American Credit Acceptance Receivables Trust Series 2022-3, Class B 4.550%, 10/13/2026 (C) | $ | 25,000 | $ | 24,640 | |
AmeriCredit Automobile Receivables Trust Series 2019-3, Class D 2.580%, 09/18/2025 | 295,000 | 286,077 | |||
Amur Equipment Finance Receivables Xi LLC Series 2022-2A, Class A2 5.300%, 06/21/2028 (C) | 120,000 | 119,275 | |||
Avant Loans Funding Trust Series 2021-REV1, Class A 1.210%, 07/15/2030 (C) | 225,000 | 211,227 | |||
Bain Capital Credit CLO, Ltd. Series 2017-2A, Class AR2 (3 month LIBOR + 1.180%) 3.963%, 07/25/2034 (C)(E) | 650,000 | 619,662 | |||
Bayview Koitere Fund Trust Series 2017-RT4, Class A 3.500%, 07/28/2057 (C)(F) | 236,763 | 226,782 | |||
BlueMountain CLO XXIV, Ltd. Series 2019-24A, Class AR (3 month LIBOR + 1.100%) 3.810%, 04/20/2034 (C)(E) | 415,000 | 397,436 | |||
BlueMountain CLO XXXI, Ltd. Series 2021-31A, Class A1 (3 month LIBOR + 1.150%) 3.888%, 04/19/2034 (C)(E) | 810,000 | 777,387 | |||
Buckhorn Park CLO, Ltd. Series 2019-1A, Class AR (3 month LIBOR + 1.120%) 3.860%, 07/18/2034 (C)(E) | 550,000 | 526,613 | |||
Carvana Auto Receivables Trust Series 2022-P2, Class A3 4.130%, 04/12/2027 | 465,000 | 456,788 | |||
CF Hippolyta Issuer LLC Series 2020-1, Class A2 1.990%, 07/15/2060 (C) | 130,711 | 108,909 | |||
CIFC Funding, Ltd. Series 2017-2A, Class AR (3 month LIBOR + 0.950%) 3.660%, 04/20/2030 (C)(E) | 900,000 | 881,236 | |||
Credit Acceptance Auto Loan Trust Series 2021-3A, Class A 1.000%, 05/15/2030 (C) | 250,000 | 238,148 | |||
Domino's Pizza Master Issuer LLC | |||||
Series 2018-1A, Class A2I 4.116%, 07/25/2048 (C) | 356,125 | 335,189 | |||
Series 2019-1A, Class A2 3.668%, 10/25/2049 (C) | 170,625 | 147,124 | |||
Series 2021-1A, Class A2I 2.662%, 04/25/2051 (C) | 266,625 | 219,561 | |||
Drive Auto Receivables Trust Series 2019-4, Class D 2.700%, 02/16/2027 | 255,000 | 251,134 | |||
Exeter Automobile Receivables Trust | |||||
Series 2019-4A, Class D 2.580%, 09/15/2025 (C) | 561,678 | 554,211 | |||
Series 2020-1A, Class D 2.730%, 12/15/2025 (C) | 170,000 | 167,363 | |||
Series 2022-4A, Class B 4.570%, 01/15/2027 | 175,000 | 171,659 |
145 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
First Franklin Mortgage Loan Trust Series 2006-FF12, Class A5 (1 month LIBOR + 0.310%) 3.394%, 09/25/2036 (E) | $ | 199,130 | $ | 182,690 | |
Firstkey Homes Trust Series 2022-SFR2, Class A 4.250%, 07/17/2039 (C) | 574,132 | 540,387 | |||
FirstKey Homes Trust Series 2022-SFR1, Class A 4.145%, 05/17/2039 (C) | 139,631 | 131,799 | |||
Flagship Credit Auto Trust Series 2022-3, Class B 4.690%, 07/17/2028 (C) | 239,000 | 232,248 | |||
Galaxy XXIII CLO, Ltd. Series 2017-23A, Class AR (3 month LIBOR + 0.870%) 3.653%, 04/24/2029 (C)(E) | 777,520 | 762,534 | |||
GLS Auto Receivables Issuer Trust Series 2022-3A, Class B 4.920%, 01/15/2027 (C) | 45,000 | 44,404 | |||
GSAA Home Equity Trust | |||||
Series 2006-10, Class AF3 5.985%, 06/25/2036 (F) | 139,124 | 38,988 | |||
Series 2006-15, Class AF6 6.376%, 09/25/2036 | 355,282 | 102,793 | |||
Series 2006-20, Class 2A1A (1 month LIBOR + 0.100%) 3.184%, 12/25/2046 (E) | 195,830 | 104,086 | |||
GSAA Trust Series 2005-7, Class AF4 5.558%, 05/25/2035 | 172,815 | 162,928 | |||
GSAMP Trust Series 2007-FM2, Class A2B (1 month LIBOR + 0.090%) 3.174%, 01/25/2037 (E) | 188,685 | 116,367 | |||
LCM XX LP Series 2020-A, Class AR (3 month LIBOR + 1.040%) 3.750%, 10/20/2027 (C)(E) | 179,765 | 177,914 | |||
Madison Park Funding XLI, Ltd. Series 12A, Class AR (3 month LIBOR + 0.830%) 3.589%, 04/22/2027 (C)(E) | 644,159 | 633,981 | |||
Madison Park Funding XXXVIII, Ltd. Series 2021-38A, Class A (3 month LIBOR + 1.120%) 3.860%, 07/17/2034 (C)(E) | 655,000 | 625,670 | |||
Marlette Funding Trust Series 2021-2A, Class B 1.060%, 09/15/2031 (C) | 120,000 | 115,920 | |||
Mercury Financial Credit Card Master Trust Series 2021-1A, Class A 1.540%, 03/20/2026 (C) | 250,000 | 237,500 | |||
MF1, Ltd. Series 2022-FL8, Class AS (1 month SOFR + 1.750%) 4.034%, 02/19/2037 (C)(E) | 335,000 | 323,282 | |||
MFA LLC Series 2021-NPL1, Class A1 (2.363% to 3-25-24, then 5.363% to 3-25-25, then 6.363% thereafter) 2.363%, 03/25/2060 (C) | 367,799 | 351,247 | |||
Navient Private Education Refi Loan Trust Series 2021-EA, Class A 0.970%, 12/16/2069 (C) | 185,375 | 155,363 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
NRZ Excess Spread-Collateralized Notes Series 2020-PLS1, Class A 3.844%, 12/25/2025 (C) | $ | 55,072 | $ | 50,324 | |
OZLM XII, Ltd. Series 2015-12A, Class A1R (3 month LIBOR + 1.050%) 3.832%, 04/30/2027 (C)(E) | 101 | 101 | |||
PRET LLC | |||||
Series 2021-NPL3, Class A1 (1.868% to 7-25-24, then 4.868% to 7-25-25, then 5.868% thereafter) 1.868%, 07/25/2051 (C) | 218,960 | 194,782 | |||
Series 2021-NPL6, Class A1 (2.487% to 11-25-24, then 5.487% to 11-25-25, then 6.487% thereafter) 2.487%, 07/25/2051 (C) | 233,004 | 216,784 | |||
Pretium Mortgage Credit Partners LLC Series 2022-NPL1, Class A1 (2.981% to 12-25-24, then 5.981% to 12-25-25, then 6.981% thereafter) 2.981%, 01/25/2052 (C) | 568,378 | 512,756 | |||
Progress Residential Trust | |||||
Series 2021-SFR8, Class A 1.510%, 10/17/2038 (C) | 394,635 | 338,269 | |||
Series 2022-SFR3, Class A 3.200%, 04/17/2039 (C) | 135,000 | 122,435 | |||
Series 2022-SFR5, Class A 4.451%, 06/17/2039 (C) | 104,722 | 99,816 | |||
Series 2022-SFR6, Class A 4.451%, 07/20/2039 (C) | 625,000 | 593,233 | |||
Series 2022-SFR7, Class A 4.750%, 10/27/2027 (C) | 165,000 | 161,470 | |||
Regatta VI Funding, Ltd. Series 2016-1A, Class AR2 (3 month LIBOR + 1.160%) 3.870%, 04/20/2034 (C)(E) | 595,000 | 562,668 | |||
RR 1 LLC Series 2017-1A, Class A1AB (3 month LIBOR + 1.150%) 3.662%, 07/15/2035 (C)(E) | 675,000 | 647,408 | |||
RR 16, Ltd. Series 2021-16A, Class A1 (3 month LIBOR + 1.110%) 3.622%, 07/15/2036 (C)(E) | 585,000 | 560,037 | |||
Santander Drive Auto Receivables Trust | |||||
Series 2020-4, Class D 1.480%, 01/15/2027 | 75,000 | 72,094 | |||
Series 2022-4, Class B 4.420%, 11/15/2027 | 350,000 | 340,753 | |||
Series 2022-5, Class B 4.430%, 03/15/2027 | 110,000 | 107,611 | |||
Series 2022-6, Class B 4.720%, 06/15/2027 | 80,000 | 78,820 | |||
Securitized Asset Backed Receivables LLC Trust Series 2006-HE1, Class A2B (1 month LIBOR + 0.180%) 3.264%, 07/25/2036 (E) | 122,552 | 47,093 | |||
Sound Point CLO XXIX, Ltd. Series 2021-1A, Class A (3 month LIBOR + 1.070%) 3.853%, 04/25/2034 (C)(E) | 655,000 | 620,818 | |||
Soundview Home Loan Trust Series 2007-OPT2, Class 2A3 (1 month LIBOR + 0.180%) 3.264%, 07/25/2037 (E) | 24,690 | 22,381 |
146 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Summit Issuer LLC Series 2020-1A, Class A2 2.290%, 12/20/2050 (C) | $ | 155,000 | $ | 136,094 | |
THL Credit Wind River CLO, Ltd. Series 2020-1A, Class A (3 month LIBOR + 1.430%) 4.140%, 10/20/2033 (C)(E) | 520,000 | 504,782 | |||
TICP CLO III-2, Ltd. Series 2018-3R, Class A (3 month LIBOR + 0.840%) 3.550%, 04/20/2028 (C)(E) | 139,003 | 137,574 | |||
Tricon Residential Trust Series 2022-SFR2, Class A 4.849%, 07/17/2040 (C) | 375,000 | 362,157 | |||
VCAT LLC | |||||
Series 2021-NPL2, Class A1 (2.115% to 3-25-24, then 5.115% to 3-25-25, then 6.115% thereafter) 2.115%, 03/27/2051 (C) | 81,430 | 76,882 | |||
Series 2021-NPL3, Class A1 (1.743% to 5-25-24, then 4.473% to 5-25-25, then 5.743% thereafter) 1.743%, 05/25/2051 (C) | 247,359 | 226,743 | |||
Venture 42 CLO, Ltd. Series 2021-42A, Class A1A (3 month LIBOR + 1.130%) 3.642%, 04/15/2034 (C)(E) | 655,000 | 623,989 | |||
Venture 43 CLO, Ltd. Series 2021-43A, Class A1 (3 month LIBOR + 1.240%) 3.752%, 04/15/2034 (C)(E) | 260,000 | 248,714 | |||
Venture XXI CLO, Ltd. Series 2015-21A, Class AR (3 month LIBOR + 0.880%) 3.392%, 07/15/2027 (C)(E) | 79,528 | 79,257 | |||
Vericrest Opportunity Loan Transferee Series 2021-NP11, Class A1 (1.868% to 7-25-24, then 4.868% to 7-25-25, then 5.868% thereafter) 1.868%, 08/25/2051 (C) | 471,635 | 427,488 | |||
Verus Securitization Trust Series 2020-NPL1, Class A1 (3.598% to 9-25-23, then 6.598% to 9-25-24, then 7.598% thereafter) 3.598%, 08/25/2050 (C) | 1,591 | 1,586 | |||
VOLT CIII LLC Series 2021-CF1, Class A1 (1.992% to 8-25-24, then 4.992% to 8-25-25, then 5.992% thereafter) 1.992%, 08/25/2051 (C) | 307,310 | 286,413 | |||
VOLT XCIV LLC Series 2021-NPL3, Class A1 (2.240% to 1-25-24, then 5.239% to 1-25-25, then 6.239% thereafter) 2.240%, 02/27/2051 (C) | 281,296 | 260,850 | |||
Voya CLO, Ltd. Series 2015-1A, Class A1R (3 month LIBOR + 0.900%) 3.640%, 01/18/2029 (C)(E) | 547,167 | 537,401 | |||
Wellfleet CLO X, Ltd. Series 2019-XA, Class A1R (3 month LIBOR + 1.170%) 3.880%, 07/20/2032 (C)(E) | 520,000 | 500,376 | |||
Wendy's Funding LLC | |||||
Series 2018-1A, Class A2II 3.884%, 03/15/2048 (C) | 223,838 | 198,945 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Wendy's Funding LLC (continued) | |||||
Series 2021-1A, Class A2I 2.370%, 06/15/2051 (C) | $ | 577,688 | $ | 459,244 | |
Westlake Automobile Receivables Trust | |||||
Series 2019-3A, Class D 2.720%, 11/15/2024 (C) | 420,000 | 417,435 | |||
Series 2020-3A, Class D 1.650%, 02/17/2026 (C) | 215,000 | 204,576 | |||
Series 2022-2A, Class B 4.310%, 09/15/2027 (C) | 270,000 | 263,512 | |||
Wingstop Funding LLC Series 2020-1A, Class A2 2.841%, 12/05/2050 (C) | 99,250 | 84,343 | |||
TOTAL ASSET BACKED SECURITIES (Cost $24,917,924) | $ | 23,430,922 | |||
COMMON STOCKS – 0.0% | |||||
Energy – 0.0% | |||||
Foresight Energy LLC (G) | 895 | 10,742 | |||
TOTAL COMMON STOCKS (Cost $119,508) | $ | 10,742 | |||
SHORT-TERM INVESTMENTS – 5.9% | |||||
Repurchase agreement – 5.9% | |||||
Deutsche Bank Tri-Party Repurchase Agreement dated 9-30-22 at 3.000% to be repurchased at $12,203,050 on 10-3-22, collateralized by $12,532,300 U.S. Treasury Notes, 2.250% - 3.352% due 10-31-22 to 3-31-24 (valued at $12,444,068) | $ | 12,200,000 | 12,200,000 | ||
TOTAL SHORT-TERM INVESTMENTS (Cost $12,200,000) | $ | 12,200,000 | |||
Total Investments (Investment Quality Bond Trust) (Cost $301,591,577) – 127.3% | $ | 263,240,775 | |||
Other assets and liabilities, net – (27.3%) | (56,490,294) | ||||
TOTAL NET ASSETS – 100.0% | $ | 206,750,481 |
Currency Abbreviations | |
BRL | Brazilian Real |
EUR | Euro |
MXN | Mexican Peso |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
GO | General Obligation |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
(B) | Security purchased or sold on a when-issued or delayed delivery basis. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $65,455,729 or 31.7% of the fund's net assets as of 9-30-22. |
(D) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(E) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
147 |
(F) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(G) | Non-income producing security. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year Australian Treasury Bond Futures | 34 | Long | Dec 2022 | $2,595,245 | $2,548,044 | $(47,201) |
10-Year Canada Government Bond Futures | 20 | Long | Dec 2022 | 1,798,596 | 1,789,409 | (9,187) |
2-Year U.S. Treasury Note Futures | 109 | Long | Dec 2022 | 22,527,480 | 22,387,578 | (139,902) |
5-Year U.S. Treasury Note Futures | 210 | Long | Dec 2022 | 22,935,741 | 22,576,641 | (359,100) |
10-Year U.S. Treasury Note Futures | 209 | Short | Dec 2022 | (24,401,095) | (23,421,063) | 980,032 |
Euro SCHATZ Futures | 40 | Short | Dec 2022 | (4,188,263) | (4,201,083) | (12,820) |
Euro-Buxl Futures | 12 | Short | Dec 2022 | (1,875,259) | (1,724,575) | 150,684 |
German Euro BUND Futures | 19 | Short | Dec 2022 | (2,703,666) | (2,578,816) | 124,850 |
U.S. Treasury Long Bond Futures | 71 | Short | Dec 2022 | (9,654,916) | (8,974,844) | 680,072 |
Ultra U.S. Treasury Bond Futures | 66 | Short | Dec 2022 | (9,641,083) | (9,042,000) | 599,083 |
$1,966,511 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
EUR | 493,000 | USD | 490,980 | CITI | 12/21/2022 | — | $(4,863) |
USD | 877,226 | BRL | 4,690,000 | MSI | 12/21/2022 | $22,933 | — |
USD | 110,065 | EUR | 114,000 | BNP | 10/31/2022 | — | (1,868) |
USD | 4,734,557 | EUR | 4,703,000 | DB | 12/21/2022 | 97,227 | — |
USD | 1,612,210 | MXN | 33,020,000 | CITI | 12/21/2022 | — | (4,459) |
$120,160 | $(11,190) |
Interest rate swaps | ||||||||||
Counterparty (OTC)/ Centrally cleared | Notional amount | Currency | Payments made | Payments received | Fixed payment frequency | Floating payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | 2,185,000 | USD | Fixed 1.560% | USD Compounded SOFR | Annual | Annual | Dec 2041 | $(11,748) | $546,574 | $534,826 |
Centrally cleared | 1,320,000 | USD | Fixed 1.560% | USD Compounded SOFR | Annual | Annual | Dec 2051 | (8,044) | 367,402 | 359,358 |
$(19,792) | $913,976 | $894,184 |
Credit default swaps - Buyer | ||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Notional amount | Currency | USD notional amount | Pay fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | Federative Republic of Brazil | 1,252,000 | USD | $1,252,000 | 1.000% | Quarterly | Jun 2027 | $65,463 | $29,209 | $94,672 |
Centrally cleared | CDX.EM.38 | 1,090,000 | USD | 1,090,000 | 1.000% | Quarterly | Dec 2027 | 92,674 | 15,710 | 108,384 |
$2,342,000 | $158,137 | $44,919 | $203,056 |
Credit default swaps - Seller | |||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Implied credit spread | Notional amount | Currency | USD notional amount | Received fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | CDX.NA.HY.39 | 6.080% | 1,010,000 | USD | $1,010,000 | 5.000% | Quarterly | Dec 2027 | $(44,370) | $3,897 | $(40,473) |
$1,010,000 | $(44,370) | $3,897 | $(40,473) |
148 |
Derivatives Currency Abbreviations | |
BRL | Brazilian Real |
EUR | Euro |
MXN | Mexican Peso |
USD | U.S. Dollar |
Derivatives Abbreviations | |
BNP | BNP Paribas |
CITI | Citibank, N.A. |
DB | Deutsche Bank AG |
MSI | Morgan Stanley & Co. International PLC |
OTC | Over-the-counter |
SOFR | Secured Overnight Financing Rate |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) - 100.0% | |||||
Equity - 48.7% | |||||
Strategic Equity Allocation, Series NAV, JHVIT (MIM US) (B) | 24,737,068 | $ | 418,798,569 | ||
Fixed income - 51.3% | |||||
Select Bond, Series NAV, JHVIT (MIM US) (B) | 37,463,576 | 441,320,922 | |||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $965,907,453) | $ | 860,119,491 | |||
Total Investments (Lifestyle Balanced Portfolio) (Cost $965,907,453) - 100.0% | $ | 860,119,491 | |||
Other assets and liabilities, net - (0.0%) | (50,206) | ||||
TOTAL NET ASSETS - 100.0% | $ | 860,069,285 |
Security Abbreviations and Legend | |
JHVIT | John Hancock Variable Insurance Trust |
MIM US | Manulife Investment Management (US) LLC |
(A) | The underlying portfolios' subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) - 100.0% | |||||
Equity - 19.4% | |||||
Strategic Equity Allocation, Series NAV, JHVIT (MIM US) (B) | 1,876,424 | $ | 31,767,852 | ||
Fixed income - 80.6% | |||||
Select Bond, Series NAV, JHVIT (MIM US) (B) | 11,179,763 | 131,697,611 | |||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $193,641,336) | $ | 163,465,463 | |||
SHORT-TERM INVESTMENTS - 0.0% | |||||
Short-term funds - 0.0% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 756 | 7,555 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $7,557) | $ | 7,555 | |||
Total Investments (Lifestyle Conservative Portfolio) (Cost $193,648,893) - 100.0% | $ | 163,473,018 | |||
Other assets and liabilities, net - (0.0%) | (43,144) | ||||
TOTAL NET ASSETS - 100.0% | $ | 163,429,874 |
Security Abbreviations and Legend | |
JHVIT | John Hancock Variable Insurance Trust |
MIM US | Manulife Investment Management (US) LLC |
(A) | The underlying portfolios' subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) - 100.0% | |||||
Equity - 69.0% | |||||
Strategic Equity Allocation, Series NAV, JHVIT (MIM US) (B) | 187,687,737 | $ | 3,177,553,384 | ||
Fixed income - 31.0% | |||||
Select Bond, Series NAV, JHVIT (MIM US) (B) | 121,444,392 | 1,430,614,933 | |||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $5,046,561,861) | $ | 4,608,168,317 | |||
Total Investments (Lifestyle Growth Portfolio) (Cost $5,046,561,861) - 100.0% | $ | 4,608,168,317 | |||
Other assets and liabilities, net - (0.0%) | (59,604) | ||||
TOTAL NET ASSETS - 100.0% | $ | 4,608,108,713 |
Security Abbreviations and Legend | |
JHVIT | John Hancock Variable Insurance Trust |
MIM US | Manulife Investment Management (US) LLC |
(A) | The underlying portfolios' subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) - 100.0% | |||||
Equity - 38.8% | |||||
Strategic Equity Allocation, Series NAV, JHVIT (MIM US) (B) | 6,115,461 | $ | 103,534,752 | ||
Fixed income - 61.2% | |||||
Select Bond, Series NAV, JHVIT (MIM US) (B) | 13,888,427 | 163,605,670 | |||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $306,396,717) | $ | 267,140,422 |
149 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS - 0.0% | |||||
Short-term funds - 0.0% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 344 | $ | 3,437 | ||
TOTAL SHORT-TERM INVESTMENTS (Cost $3,437) | $ | 3,437 | |||
Total Investments (Lifestyle Moderate Portfolio) (Cost $306,400,154) - 100.0% | $ | 267,143,859 | |||
Other assets and liabilities, net - (0.0%) | (42,298) | ||||
TOTAL NET ASSETS - 100.0% | $ | 267,101,561 |
Security Abbreviations and Legend | |
JHVIT | John Hancock Variable Insurance Trust |
MIM US | Manulife Investment Management (US) LLC |
(A) | The underlying portfolios' subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) - 93.1% | |||||
Equity - 44.6% | |||||
Blue Chip Growth, Series NAV, JHVIT (T. Rowe Price) | 6,126,994 | $ | 158,750,404 | ||
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 14,274,599 | 113,054,827 | |||
Equity Income, Series NAV, JHVIT (T. Rowe Price) | 13,375,252 | 189,259,811 | |||
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 3,606,487 | 199,330,546 | |||
Mid Cap Growth, Series NAV, JHVIT (Wellington) | 3,071,230 | 37,683,994 | |||
Mid Value, Series NAV, JHVIT (T. Rowe Price) | 4,236,335 | 42,405,709 | |||
Multifactor Developed International ETF, JHETF (DFA) | 3,005,016 | 72,360,785 | |||
Multifactor Emerging Markets ETF, JHETF (DFA) | 2,721,522 | 59,189,293 | |||
Multifactor Mid Cap ETF, JHETF (DFA) | 1,554,180 | 66,208,068 | |||
Multifactor Small Cap ETF, JHETF (DFA) | 1,844,139 | 51,783,423 | |||
Small Cap Growth, Class NAV, JHF II (Redwood) | 1,525,460 | 20,319,123 | |||
Small Cap Value, Series NAV, JHVIT (Wellington) | 2,405,126 | 35,836,384 |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) (continued) | |||||
Equity (continued) | |||||
Strategic Equity Allocation, Series NAV, JHVIT (MIM US) (B) | 53,455,728 | $ | 905,005,472 | ||
1,951,187,839 | |||||
Fixed income - 48.5% | |||||
Bond, Class NAV, JHSB (MIM US) (B) | 41,323,489 | 544,643,586 | |||
Core Bond, Series NAV, JHVIT (Allspring Investments) | 17,108,349 | 189,389,419 | |||
Select Bond, Series NAV, JHVIT (MIM US) (B) | 117,995,633 | 1,389,988,553 | |||
2,124,021,558 | |||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $4,562,604,519) | $ | 4,075,209,397 | |||
UNAFFILIATED INVESTMENT COMPANIES - 1.8% | |||||
Equity - 1.8% | |||||
Fidelity 500 Index Fund | 624,669 | 78,039,960 | |||
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $82,598,597) | $ | 78,039,960 | |||
SHORT-TERM INVESTMENTS - 2.5% | |||||
U.S. Government Agency - 0.0% | |||||
Federal Home Loan Bank Discount Note 1.540%, 12/06/2022 * | $ | 1,000,000 | 993,954 | ||
Short-term funds - 2.5% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 10,819,159 | 108,105,040 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $109,101,951) | $ | 109,098,994 | |||
Total Investments (Managed Volatility Balanced Portfolio) (Cost $4,754,305,067) - 97.4% | $ | 4,262,348,351 | |||
Other assets and liabilities, net - 2.6% | 111,979,860 | ||||
TOTAL NET ASSETS - 100.0% | $ | 4,374,328,211 |
Security Abbreviations and Legend | |
JHETF | John Hancock Exchange-Traded Fund Trust |
JHF II | John Hancock Funds II |
JHIT | John Hancock Investment Trust |
JHSB | John Hancock Sovereign Bond Fund |
JHVIT | John Hancock Variable Insurance Trust |
(A) | The underlying portfolios' subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Euro Currency Futures | 892 | Short | Dec 2022 | $(112,215,281) | $(109,955,725) | $2,259,556 |
Euro STOXX 50 Index Futures | 3,337 | Short | Dec 2022 | (113,376,946) | (108,414,661) | 4,962,285 |
FTSE 100 Index Futures | 517 | Short | Dec 2022 | (41,688,989) | (39,914,389) | 1,774,600 |
Japanese Yen Currency Futures | 561 | Short | Dec 2022 | (50,298,621) | (48,831,544) | 1,467,077 |
MSCI Emerging Markets Index Futures | 3,063 | Short | Dec 2022 | (146,212,970) | (133,470,225) | 12,742,745 |
Nikkei 225 Index Futures | 268 | Short | Dec 2022 | (50,881,558) | (48,015,201) | 2,866,357 |
Pound Sterling Currency Futures | 582 | Short | Dec 2022 | (41,844,925) | (40,670,888) | 1,174,037 |
Russell 2000 E-Mini Index Futures | 703 | Short | Dec 2022 | (63,967,464) | (58,693,470) | 5,273,994 |
S&P 500 E-Mini Index Futures | 3,966 | Short | Dec 2022 | (787,109,619) | (714,177,631) | 72,931,988 |
S&P Mid 400 E-Mini Index Futures | 548 | Short | Dec 2022 | (132,316,200) | (121,009,360) | 11,306,840 |
$116,759,479 |
150 |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) - 96.4% | |||||
Equity - 17.9% | |||||
Blue Chip Growth, Series NAV, JHVIT (T. Rowe Price) | 463,969 | $ | 12,021,444 | ||
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 776,682 | 6,151,324 | |||
Equity Income, Series NAV, JHVIT (T. Rowe Price) | 1,075,399 | 15,216,898 | |||
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 244,504 | 13,513,710 | |||
Multifactor Emerging Markets ETF, JHETF (DFA) | 117,644 | 2,558,592 | |||
Multifactor Mid Cap ETF, JHETF (DFA) | 190,892 | 8,131,999 | |||
Multifactor Small Cap ETF, JHETF (DFA) | 223,453 | 6,274,560 | |||
Strategic Equity Allocation, Series NAV, JHVIT (MIM US) (B) | 3,383,339 | 57,279,936 | |||
121,148,463 | |||||
Fixed income - 78.5% | |||||
Bond, Class NAV, JHSB (MIM US) (B) | 10,316,312 | 135,968,992 | |||
Core Bond, Series NAV, JHVIT (Allspring Investments) | 4,257,961 | 47,135,631 | |||
Select Bond, Series NAV, JHVIT (MIM US) (B) | 29,403,825 | 346,377,056 | |||
529,481,679 | |||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $746,865,617) | $ | 650,630,142 | |||
UNAFFILIATED INVESTMENT COMPANIES - 0.8% | |||||
Equity - 0.8% | |||||
Fidelity 500 Index Fund | 42,002 | 5,247,339 | |||
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $5,493,825) | $ | 5,247,339 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 0.1% | |||||
U.S. Government Agency - 0.1% | |||||
Federal Agricultural Mortgage Corp. 3.000%, (SOFR + 0.020%), 12/02/2022 (C) | $ | 500,000 | $ | 499,997 | |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $500,000) | $ | 499,997 | |||
SHORT-TERM INVESTMENTS - 1.1% | |||||
Short-term funds - 1.1% | |||||
John Hancock Collateral Trust, 3.0556% (D)(E) | 754,162 | 7,535,588 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $7,535,631) | $ | 7,535,588 | |||
Total Investments (Managed Volatility Conservative Portfolio) (Cost $760,395,073) - 98.4% | $ | 663,913,066 | |||
Other assets and liabilities, net - 1.6% | 10,942,683 | ||||
TOTAL NET ASSETS - 100.0% | $ | 674,855,749 |
Security Abbreviations and Legend | |
JHETF | John Hancock Exchange-Traded Fund Trust |
JHIT | John Hancock Investment Trust |
JHSB | John Hancock Sovereign Bond Fund |
JHVIT | John Hancock Variable Insurance Trust |
SOFR | Secured Overnight Financing Rate |
(A) | The underlying portfolios' subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
(C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(D) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Euro Currency Futures | 77 | Short | Dec 2022 | $(9,627,212) | $(9,491,694) | $135,518 |
Euro STOXX 50 Index Futures | 293 | Short | Dec 2022 | (9,886,185) | (9,519,178) | 367,007 |
FTSE 100 Index Futures | 43 | Short | Dec 2022 | (3,449,733) | (3,319,765) | 129,968 |
Japanese Yen Currency Futures | 46 | Short | Dec 2022 | (4,093,639) | (4,004,012) | 89,627 |
MSCI Emerging Markets Index Futures | 256 | Short | Dec 2022 | (12,067,973) | (11,155,200) | 912,773 |
Nikkei 225 Index Futures | 23 | Short | Dec 2022 | (4,335,107) | (4,120,708) | 214,399 |
Pound Sterling Currency Futures | 47 | Short | Dec 2022 | (3,346,369) | (3,284,419) | 61,950 |
Russell 2000 E-Mini Index Futures | 67 | Short | Dec 2022 | (6,013,079) | (5,593,830) | 419,249 |
S&P 500 E-Mini Index Futures | 441 | Short | Dec 2022 | (86,399,019) | (79,413,075) | 6,985,944 |
S&P Mid 400 E-Mini Index Futures | 63 | Short | Dec 2022 | (14,998,925) | (13,911,669) | 1,087,256 |
$10,403,691 |
151 |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) - 90.5% | |||||
Equity - 62.8% | |||||
Blue Chip Growth, Series NAV, JHVIT (T. Rowe Price) | 9,414,143 | $ | 243,920,444 | ||
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 29,472,812 | 233,424,670 | |||
Equity Income, Series NAV, JHVIT (T. Rowe Price) | 20,507,828 | 290,185,773 | |||
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 6,145,517 | 339,662,726 | |||
Mid Cap Growth, Series NAV, JHVIT (Wellington) | 7,046,465 | 86,460,131 | |||
Mid Value, Series NAV, JHVIT (T. Rowe Price) | 9,343,845 | 93,531,891 | |||
Multifactor Developed International ETF, JHETF (DFA) | 6,653,496 | 160,216,184 | |||
Multifactor Emerging Markets ETF, JHETF (DFA) | 5,548,566 | 120,673,543 | |||
Multifactor Mid Cap ETF, JHETF (DFA) | 2,741,663 | 116,794,844 | |||
Multifactor Small Cap ETF, JHETF (DFA) | 3,901,698 | 109,559,680 | |||
Small Cap Growth, Class NAV, JHF II (Redwood) | 2,722,299 | 36,261,017 | |||
Small Cap Value, Series NAV, JHVIT (Wellington) | 3,686,998 | 54,936,264 | |||
Strategic Equity Allocation, Series NAV, JHVIT (MIM US) (B) | 95,279,611 | 1,613,083,806 | |||
3,498,710,973 | |||||
Fixed income - 27.7% | |||||
Bond, Class NAV, JHSB (MIM US) (B) | 29,936,772 | 394,566,659 | |||
Core Bond, Series NAV, JHVIT (Allspring Investments) | 12,420,239 | 137,492,043 | |||
Select Bond, Series NAV, JHVIT (MIM US) (B) | 85,953,320 | 1,012,530,107 | |||
1,544,588,809 | |||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $5,565,774,048) | $ | 5,043,299,782 |
Shares or Principal Amount | Value | ||||
UNAFFILIATED INVESTMENT COMPANIES - 2.3% | |||||
Equity - 2.3% | |||||
Fidelity 500 Index Fund | 743,616 | $ | 92,899,985 | ||
Fidelity International Index Fund | 1,001,035 | 35,776,987 | |||
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $141,826,572) | $ | 128,676,972 | |||
SHORT-TERM INVESTMENTS - 3.6% | |||||
U.S. Government Agency - 0.0% | |||||
Federal Home Loan Bank Discount Note 1.540%, 12/06/2022 * | $ | 1,000,000 | 993,954 | ||
Short-term funds - 3.6% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 20,082,857 | 200,667,903 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $201,665,498) | $ | 201,661,857 | |||
Total Investments (Managed Volatility Growth Portfolio) (Cost $5,909,266,118) - 96.4% | $ | 5,373,638,611 | |||
Other assets and liabilities, net - 3.6% | 201,038,350 | ||||
TOTAL NET ASSETS - 100.0% | $ | 5,574,676,961 |
Security Abbreviations and Legend | |
JHETF | John Hancock Exchange-Traded Fund Trust |
JHF II | John Hancock Funds II |
JHIT | John Hancock Investment Trust |
JHSB | John Hancock Sovereign Bond Fund |
JHVIT | John Hancock Variable Insurance Trust |
(A) | The underlying portfolios' subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Euro Currency Futures | 1,675 | Short | Dec 2022 | $(211,028,239) | $(206,475,156) | $4,553,083 |
Euro STOXX 50 Index Futures | 6,268 | Short | Dec 2022 | (213,248,798) | (203,638,926) | 9,609,872 |
FTSE 100 Index Futures | 990 | Short | Dec 2022 | (79,908,566) | (76,431,808) | 3,476,758 |
Japanese Yen Currency Futures | 1,076 | Short | Dec 2022 | (96,633,576) | (93,659,075) | 2,974,501 |
MSCI Emerging Markets Index Futures | 6,063 | Short | Dec 2022 | (289,923,772) | (264,195,225) | 25,728,547 |
Nikkei 225 Index Futures | 514 | Short | Dec 2022 | (97,685,523) | (92,088,855) | 5,596,668 |
Pound Sterling Currency Futures | 1,115 | Short | Dec 2022 | (80,358,509) | (77,917,594) | 2,440,915 |
Russell 2000 E-Mini Index Futures | 1,238 | Short | Dec 2022 | (112,919,890) | (103,360,620) | 9,559,270 |
S&P 500 E-Mini Index Futures | 6,482 | Short | Dec 2022 | (1,288,950,469) | (1,167,246,405) | 121,704,064 |
S&P Mid 400 E-Mini Index Futures | 971 | Short | Dec 2022 | (234,980,583) | (214,416,220) | 20,564,363 |
$206,208,041 |
152 |
Shares or Principal Amount | Value | ||||
AFFILIATED INVESTMENT COMPANIES (A) - 94.1% | |||||
Equity - 35.5% | |||||
Blue Chip Growth, Series NAV, JHVIT (T. Rowe Price) | 1,499,967 | $ | 38,864,133 | ||
Emerging Markets Equity, Class NAV, JHIT (MIM US) (B) | 2,781,014 | 22,025,627 | |||
Equity Income, Series NAV, JHVIT (T. Rowe Price) | 3,451,204 | 48,834,543 | |||
Fundamental Large Cap Core, Class NAV, JHIT (MIM US) (B) | 866,974 | 47,917,655 | |||
Mid Cap Growth, Series NAV, JHVIT (Wellington) | 866,259 | 10,628,993 | |||
Mid Value, Series NAV, JHVIT (T. Rowe Price) | 1,104,407 | 11,055,110 | |||
Multifactor Developed International ETF, JHETF (DFA) | 445,669 | 10,731,710 | |||
Multifactor Emerging Markets ETF, JHETF (DFA) | 439,718 | 9,563,251 | |||
Multifactor Mid Cap ETF, JHETF (DFA) | 202,173 | 8,612,570 | |||
Multifactor Small Cap ETF, JHETF (DFA) | 253,857 | 7,128,305 | |||
Small Cap Growth, Class NAV, JHF II (Redwood) | 367,231 | 4,891,522 | |||
Small Cap Value, Series NAV, JHVIT (Wellington) | 507,439 | 7,560,836 | |||
Strategic Equity Allocation, Series NAV, JHVIT (MIM US) (B) | 12,329,348 | 208,735,867 | |||
436,550,122 | |||||
Fixed income - 58.6% | |||||
Bond, Class NAV, JHSB (MIM US) (B) | 14,019,403 | 184,775,733 | |||
Core Bond, Series NAV, JHVIT (Allspring Investments) | 5,810,142 | 64,318,272 | |||
Select Bond, Series NAV, JHVIT (MIM US) (B) | 40,083,047 | 472,178,289 | |||
721,272,294 | |||||
TOTAL AFFILIATED INVESTMENT COMPANIES (Cost $1,312,258,208) | $ | 1,157,822,416 | |||
UNAFFILIATED INVESTMENT COMPANIES - 1.8% | |||||
Equity - 1.8% | |||||
Fidelity 500 Index Fund | 172,497 | 21,549,998 | |||
TOTAL UNAFFILIATED INVESTMENT COMPANIES (Cost $22,268,821) | $ | 21,549,998 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 0.1% | |||||
U.S. Government Agency - 0.1% | |||||
Federal Agricultural Mortgage Corp. 3.000%, (SOFR + 0.020%), 12/02/2022 (C) | $ | 1,500,000 | $ | 1,499,991 | |
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $1,500,000) | $ | 1,499,991 | |||
SHORT-TERM INVESTMENTS - 1.8% | |||||
Short-term funds - 1.8% | |||||
John Hancock Collateral Trust, 3.0556% (D)(E) | 2,266,513 | 22,646,997 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $22,647,007) | $ | 22,646,997 | |||
Total Investments (Managed Volatility Moderate Portfolio) (Cost $1,358,674,036) - 97.8% | $ | 1,203,519,402 | |||
Other assets and liabilities, net - 2.2% | 26,965,830 | ||||
TOTAL NET ASSETS - 100.0% | $ | 1,230,485,232 |
Security Abbreviations and Legend | |
JHETF | John Hancock Exchange-Traded Fund Trust |
JHF II | John Hancock Funds II |
JHIT | John Hancock Investment Trust |
JHSB | John Hancock Sovereign Bond Fund |
JHVIT | John Hancock Variable Insurance Trust |
SOFR | Secured Overnight Financing Rate |
(A) | The underlying portfolios' subadvisor is shown parenthetically. |
(B) | The subadvisor is an affiliate of the advisor. |
(C) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(D) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Euro Currency Futures | 200 | Short | Dec 2022 | $(25,132,464) | $(24,653,750) | $478,714 |
Euro STOXX 50 Index Futures | 768 | Short | Dec 2022 | (26,065,541) | (24,951,292) | 1,114,249 |
FTSE 100 Index Futures | 116 | Short | Dec 2022 | (9,343,910) | (8,955,646) | 388,264 |
Japanese Yen Currency Futures | 128 | Short | Dec 2022 | (11,465,238) | (11,141,600) | 323,638 |
MSCI Emerging Markets Index Futures | 628 | Short | Dec 2022 | (29,927,703) | (27,365,100) | 2,562,603 |
Nikkei 225 Index Futures | 62 | Short | Dec 2022 | (11,760,950) | (11,107,994) | 652,956 |
Pound Sterling Currency Futures | 128 | Short | Dec 2022 | (9,183,266) | (8,944,800) | 238,466 |
Russell 2000 E-Mini Index Futures | 154 | Short | Dec 2022 | (13,971,638) | (12,857,460) | 1,114,178 |
S&P 500 E-Mini Index Futures | 996 | Short | Dec 2022 | (197,256,065) | (179,354,729) | 17,901,336 |
S&P Mid 400 E-Mini Index Futures | 120 | Short | Dec 2022 | (28,883,793) | (26,498,400) | 2,385,393 |
$27,159,797 |
153 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 91.9% | |||||
Communication services – 7.8% | |||||
Entertainment – 4.3% | |||||
Live Nation Entertainment, Inc. (A) | 96,619 | $ | 7,346,909 | ||
Spotify Technology SA (A) | 131,184 | 11,321,179 | |||
Take-Two Interactive Software, Inc. (A) | 41,212 | 4,492,108 | |||
23,160,196 | |||||
Interactive media and services – 3.5% | |||||
Match Group, Inc. (A) | 119,401 | 5,701,398 | |||
Snap, Inc., Class A (A) | 139,551 | 1,370,391 | |||
ZoomInfo Technologies, Inc. (A) | 274,204 | 11,423,339 | |||
18,495,128 | |||||
41,655,324 | |||||
Consumer discretionary – 17.7% | |||||
Automobiles – 1.9% | |||||
Thor Industries, Inc. | 143,143 | 10,017,147 | |||
Hotels, restaurants and leisure – 4.4% | |||||
Domino's Pizza, Inc. | 31,148 | 9,662,110 | |||
DraftKings, Inc., Class A (A)(B) | 538,225 | 8,148,727 | |||
Texas Roadhouse, Inc. | 63,046 | 5,501,394 | |||
23,312,231 | |||||
Household durables – 2.6% | |||||
Lennar Corp., A Shares | 184,693 | 13,768,863 | |||
Internet and direct marketing retail – 1.9% | |||||
Etsy, Inc. (A) | 100,651 | 10,078,185 | |||
Specialty retail – 3.2% | |||||
Ross Stores, Inc. | 63,496 | 5,350,808 | |||
Ulta Beauty, Inc. (A) | 28,635 | 11,488,076 | |||
16,838,884 | |||||
Textiles, apparel and luxury goods – 3.7% | |||||
Lululemon Athletica, Inc. (A) | 71,535 | 19,998,325 | |||
94,013,635 | |||||
Consumer staples – 0.9% | |||||
Beverages – 0.9% | |||||
Celsius Holdings, Inc. (A) | 56,015 | 5,079,440 | |||
Energy – 4.6% | |||||
Oil, gas and consumable fuels – 4.6% | |||||
Cheniere Energy, Inc. | 43,627 | 7,238,156 | |||
Diamondback Energy, Inc. | 46,428 | 5,592,717 | |||
Pioneer Natural Resources Company | 27,515 | 5,957,823 | |||
Targa Resources Corp. | 95,072 | 5,736,644 | |||
24,525,340 | |||||
Financials – 3.3% | |||||
Capital markets – 3.3% | |||||
Ares Management Corp., Class A | 114,156 | 7,071,964 | |||
Tradeweb Markets, Inc., Class A | 184,939 | 10,434,258 | |||
17,506,222 | |||||
Health care – 18.6% | |||||
Biotechnology – 3.8% | |||||
Apellis Pharmaceuticals, Inc. (A) | 89,886 | 6,139,214 | |||
Ascendis Pharma A/S, ADR (A) | 38,811 | 4,007,624 | |||
Exact Sciences Corp. (A) | 307,529 | 9,991,617 | |||
20,138,455 | |||||
Health care equipment and supplies – 8.6% | |||||
DexCom, Inc. (A) | 263,021 | 21,183,709 | |||
Inspire Medical Systems, Inc. (A) | 43,442 | 7,705,308 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
Insulet Corp. (A) | 72,813 | $ | 16,703,302 | ||
45,592,319 | |||||
Health care technology – 3.3% | |||||
Veeva Systems, Inc., Class A (A) | 107,444 | 17,715,367 | |||
Life sciences tools and services – 2.9% | |||||
Agilent Technologies, Inc. | 128,868 | 15,663,905 | |||
99,110,046 | |||||
Industrials – 8.7% | |||||
Aerospace and defense – 1.1% | |||||
Curtiss-Wright Corp. | 40,017 | 5,568,766 | |||
Building products – 1.9% | |||||
Johnson Controls International PLC | 205,913 | 10,135,038 | |||
Machinery – 1.3% | |||||
The Middleby Corp. (A) | 55,578 | 7,123,432 | |||
Professional services – 3.1% | |||||
CoStar Group, Inc. (A) | 237,546 | 16,545,079 | |||
Trading companies and distributors – 1.3% | |||||
WESCO International, Inc. (A) | 56,165 | 6,704,978 | |||
46,077,293 | |||||
Information technology – 25.2% | |||||
Communications equipment – 3.9% | |||||
Arista Networks, Inc. (A) | 184,722 | 20,853,267 | |||
IT services – 4.8% | |||||
Block, Inc. (A) | 74,538 | 4,098,845 | |||
ExlService Holdings, Inc. (A) | 34,615 | 5,100,866 | |||
MongoDB, Inc. (A) | 45,099 | 8,954,857 | |||
Okta, Inc. (A) | 128,712 | 7,319,851 | |||
25,474,419 | |||||
Semiconductors and semiconductor equipment – 4.8% | |||||
Ambarella, Inc. (A) | 4,300 | 241,574 | |||
First Solar, Inc. (A) | 36,371 | 4,810,792 | |||
MKS Instruments, Inc. | 66,864 | 5,525,641 | |||
SolarEdge Technologies, Inc. (A) | 41,554 | 9,618,089 | |||
Universal Display Corp. | 57,600 | 5,434,560 | |||
25,630,656 | |||||
Software – 11.7% | |||||
Five9, Inc. (A) | 132,126 | 9,906,807 | |||
Palo Alto Networks, Inc. (A) | 85,722 | 14,040,406 | |||
Paycom Software, Inc. (A) | 59,146 | 19,517,589 | |||
RingCentral, Inc., Class A (A) | 108,422 | 4,332,543 | |||
Workday, Inc., Class A (A) | 94,110 | 14,325,424 | |||
62,122,769 | |||||
134,081,111 | |||||
Materials – 4.1% | |||||
Chemicals – 4.1% | |||||
Albemarle Corp. | 61,156 | 16,172,093 | |||
CF Industries Holdings, Inc. | 56,771 | 5,464,209 | |||
21,636,302 | |||||
Real estate – 1.0% | |||||
Equity real estate investment trusts – 1.0% | |||||
AvalonBay Communities, Inc. | 29,611 | 5,454,050 | |||
TOTAL COMMON STOCKS (Cost $637,028,302) | $ | 489,138,763 | |||
PREFERRED SECURITIES – 0.9% | |||||
Information technology – 0.9% | |||||
Software – 0.9% | |||||
Essence Group Holdings Corp. (A)(C)(D) | 1,663,188 | 2,977,107 |
154 |
Shares or Principal Amount | Value | ||||
PREFERRED SECURITIES (continued) | |||||
Software (continued) | |||||
Lookout, Inc., Series F (A)(C)(D) | 211,003 | $ | 1,842,056 | ||
4,819,163 | |||||
TOTAL PREFERRED SECURITIES (Cost $5,070,285) | $ | 4,819,163 | |||
EXCHANGE-TRADED FUNDS – 5.5% | |||||
iShares Russell Mid-Cap Growth ETF (B) | 321,983 | 25,253,127 | |||
Vanguard Mid-Cap Growth ETF | 22,442 | 3,827,259 | |||
TOTAL EXCHANGE-TRADED FUNDS (Cost $31,397,929) | $ | 29,080,386 | |||
SHORT-TERM INVESTMENTS – 2.6% | |||||
Short-term funds – 0.7% | |||||
John Hancock Collateral Trust, 3.0556% (E)(F) | 388,136 | 3,878,251 | |||
Repurchase agreement – 1.9% | |||||
Deutsche Bank Tri-Party Repurchase Agreement dated 9-30-22 at 3.000% to be repurchased at $10,002,500 on 10-3-22, collateralized by $10,218,600 U.S. Treasury Bills, 0.000% due 10-27-22 (valued at $10,200,043) | $ | 10,000,000 | 10,000,000 | ||
TOTAL SHORT-TERM INVESTMENTS (Cost $13,878,771) | $ | 13,878,251 | |||
Total Investments (Mid Cap Growth Trust) (Cost $687,375,287) – 100.9% | $ | 536,916,563 | |||
Other assets and liabilities, net – (0.9%) | (4,722,380) | ||||
TOTAL NET ASSETS – 100.0% | $ | 532,194,183 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $3,791,523. |
(C) | Restricted security as to resale. For more information on this security refer to the Notes to Portfolio of Investments. |
(D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(E) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 97.0% | |||||
Communication services – 1.8% | |||||
Diversified telecommunication services – 0.5% | |||||
Frontier Communications Parent, Inc. (A) | 119,282 | $ | 2,794,777 | ||
Iridium Communications, Inc. (A) | 68,524 | 3,040,410 | |||
5,835,187 | |||||
Entertainment – 0.2% | |||||
World Wrestling Entertainment, Inc., Class A | 23,339 | 1,637,698 | |||
Interactive media and services – 0.3% | |||||
TripAdvisor, Inc. (A) | 56,221 | 1,241,360 | |||
Ziff Davis, Inc. (A) | 25,468 | 1,744,049 | |||
2,985,409 | |||||
Media – 0.8% | |||||
Cable One, Inc. | 2,633 | 2,246,081 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Media (continued) | |||||
John Wiley & Sons, Inc., Class A | 23,195 | $ | 871,204 | ||
TEGNA, Inc. | 120,406 | 2,489,996 | |||
The New York Times Company, Class A | 89,299 | 2,567,346 | |||
8,174,627 | |||||
18,632,921 | |||||
Consumer discretionary – 13.2% | |||||
Auto components – 1.3% | |||||
Adient PLC (A) | 51,167 | 1,419,884 | |||
Dana, Inc. | 68,853 | 786,990 | |||
Fox Factory Holding Corp. (A) | 22,808 | 1,803,657 | |||
Gentex Corp. | 126,893 | 3,025,129 | |||
Lear Corp. | 32,042 | 3,835,107 | |||
The Goodyear Tire & Rubber Company (A) | 152,620 | 1,539,936 | |||
Visteon Corp. (A) | 15,177 | 1,609,673 | |||
14,020,376 | |||||
Automobiles – 0.4% | |||||
Harley-Davidson, Inc. | 71,780 | 2,503,686 | |||
Thor Industries, Inc. | 29,429 | 2,059,441 | |||
4,563,127 | |||||
Diversified consumer services – 1.1% | |||||
Graham Holdings Company, Class B | 2,093 | 1,125,992 | |||
Grand Canyon Education, Inc. (A) | 17,250 | 1,418,813 | |||
H&R Block, Inc. | 86,128 | 3,663,885 | |||
Service Corp. International | 85,092 | 4,913,212 | |||
11,121,902 | |||||
Hotels, restaurants and leisure – 2.7% | |||||
Boyd Gaming Corp. | 43,821 | 2,088,071 | |||
Choice Hotels International, Inc. | 15,653 | 1,714,317 | |||
Churchill Downs, Inc. | 17,903 | 3,296,837 | |||
Cracker Barrel Old Country Store, Inc. | 12,299 | 1,138,641 | |||
Light & Wonder, Inc. (A) | 50,907 | 2,182,892 | |||
Marriott Vacations Worldwide Corp. | 21,201 | 2,583,554 | |||
Papa John's International, Inc. | 17,359 | 1,215,304 | |||
Penn Entertainment, Inc. (A) | 85,572 | 2,354,086 | |||
Texas Roadhouse, Inc. | 36,079 | 3,148,254 | |||
The Wendy's Company | 91,875 | 1,717,144 | |||
Travel + Leisure Company | 45,238 | 1,543,521 | |||
Wingstop, Inc. | 16,144 | 2,024,780 | |||
Wyndham Hotels & Resorts, Inc. | 48,746 | 2,990,567 | |||
27,997,968 | |||||
Household durables – 1.3% | |||||
Helen of Troy, Ltd. (A) | 12,935 | 1,247,451 | |||
KB Home | 45,593 | 1,181,771 | |||
Leggett & Platt, Inc. | 71,571 | 2,377,589 | |||
Taylor Morrison Home Corp. (A) | 61,339 | 1,430,425 | |||
Tempur Sealy International, Inc. | 92,929 | 2,243,306 | |||
Toll Brothers, Inc. | 57,706 | 2,423,652 | |||
TopBuild Corp. (A) | 17,474 | 2,879,366 | |||
13,783,560 | |||||
Leisure products – 1.1% | |||||
Brunswick Corp. | 40,135 | 2,626,836 | |||
Mattel, Inc. (A) | 190,640 | 3,610,722 | |||
Polaris, Inc. | 30,212 | 2,889,778 | |||
Topgolf Callaway Brands Corp. (A) | 74,786 | 1,440,378 | |||
YETI Holdings, Inc. (A) | 46,507 | 1,326,380 | |||
11,894,094 | |||||
Multiline retail – 0.6% | |||||
Kohl's Corp. | 69,327 | 1,743,574 | |||
Macy's, Inc. | 145,566 | 2,281,019 | |||
Nordstrom, Inc. | 60,662 | 1,014,875 |
155 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Multiline retail (continued) | |||||
Ollie's Bargain Outlet Holdings, Inc. (A) | 31,366 | $ | 1,618,486 | ||
6,657,954 | |||||
Specialty retail – 2.9% | |||||
AutoNation, Inc. (A) | 20,847 | 2,123,684 | |||
Dick's Sporting Goods, Inc. | 30,711 | 3,213,599 | |||
Five Below, Inc. (A) | 29,946 | 4,122,666 | |||
Foot Locker, Inc. | 43,354 | 1,349,610 | |||
GameStop Corp., Class A (A)(B) | 136,401 | 3,427,757 | |||
Lithia Motors, Inc. | 14,855 | 3,187,140 | |||
Murphy USA, Inc. | 11,594 | 3,187,307 | |||
RH (A) | 10,789 | 2,654,849 | |||
The Gap, Inc. | 115,177 | 945,603 | |||
Victoria's Secret & Company (A) | 44,835 | 1,305,595 | |||
Williams-Sonoma, Inc. | 37,109 | 4,373,296 | |||
29,891,106 | |||||
Textiles, apparel and luxury goods – 1.8% | |||||
Capri Holdings, Ltd. (A) | 74,492 | 2,863,472 | |||
Carter's, Inc. | 21,045 | 1,379,079 | |||
Columbia Sportswear Company | 19,100 | 1,285,430 | |||
Crocs, Inc. (A) | 33,271 | 2,284,387 | |||
Deckers Outdoor Corp. (A) | 14,318 | 4,475,950 | |||
Hanesbrands, Inc. | 188,313 | 1,310,658 | |||
PVH Corp. | 36,137 | 1,618,938 | |||
Skechers USA, Inc., Class A (A) | 72,792 | 2,308,962 | |||
Under Armour, Inc., Class A (A) | 101,821 | 677,110 | |||
Under Armour, Inc., Class C (A) | 107,727 | 642,053 | |||
18,846,039 | |||||
138,776,126 | |||||
Consumer staples – 3.9% | |||||
Beverages – 0.4% | |||||
Celsius Holdings, Inc. (A) | 21,635 | 1,961,862 | |||
Coca-Cola Consolidated, Inc. | 2,484 | 1,022,737 | |||
The Boston Beer Company, Inc., Class A (A) | 5,132 | 1,660,972 | |||
4,645,571 | |||||
Food and staples retailing – 1.5% | |||||
BJ's Wholesale Club Holdings, Inc. (A)(B) | 72,954 | 5,311,781 | |||
Casey's General Stores, Inc. | 20,103 | 4,071,260 | |||
Grocery Outlet Holding Corp. (A) | 47,602 | 1,584,671 | |||
Performance Food Group Company (A) | 83,650 | 3,592,768 | |||
Sprouts Farmers Market, Inc. (A) | 57,990 | 1,609,223 | |||
16,169,703 | |||||
Food products – 1.5% | |||||
Darling Ingredients, Inc. (A) | 86,548 | 5,725,150 | |||
Flowers Foods, Inc. | 104,134 | 2,571,068 | |||
Ingredion, Inc. | 35,360 | 2,847,187 | |||
Lancaster Colony Corp. | 10,694 | 1,607,094 | |||
Pilgrim's Pride Corp. (A) | 24,511 | 564,243 | |||
Post Holdings, Inc. (A) | 29,347 | 2,403,813 | |||
15,718,555 | |||||
Household products – 0.1% | |||||
Energizer Holdings, Inc. | 35,762 | 899,057 | |||
Personal products – 0.4% | |||||
BellRing Brands, Inc. (A) | 73,095 | 1,506,488 | |||
Coty, Inc., Class A (A) | 194,741 | 1,230,763 | |||
Nu Skin Enterprises, Inc., Class A | 27,189 | 907,297 | |||
3,644,548 | |||||
41,077,434 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Energy – 3.9% | |||||
Energy equipment and services – 0.5% | |||||
ChampionX Corp. | 109,517 | $ | 2,143,248 | ||
NOV, Inc. | 211,984 | 3,429,901 | |||
5,573,149 | |||||
Oil, gas and consumable fuels – 3.4% | |||||
Antero Midstream Corp. | 180,746 | 1,659,248 | |||
CNX Resources Corp. (A) | 102,241 | 1,587,803 | |||
DT Midstream, Inc. | 52,205 | 2,708,917 | |||
Equitrans Midstream Corp. | 233,558 | 1,747,014 | |||
HF Sinclair Corp. | 78,406 | 4,221,379 | |||
Matador Resources Company | 60,557 | 2,962,448 | |||
Murphy Oil Corp. | 78,860 | 2,773,506 | |||
PDC Energy, Inc. | 51,974 | 3,003,577 | |||
Range Resources Corp. | 133,722 | 3,377,818 | |||
Southwestern Energy Company (A) | 601,358 | 3,680,311 | |||
Targa Resources Corp. | 122,266 | 7,377,530 | |||
35,099,551 | |||||
40,672,700 | |||||
Financials – 15.3% | |||||
Banks – 7.4% | |||||
Associated Banc-Corp. | 81,115 | 1,628,789 | |||
Bank of Hawaii Corp. | 21,685 | 1,650,662 | |||
Bank OZK | 60,017 | 2,374,273 | |||
Cadence Bank | 98,469 | 2,502,097 | |||
Cathay General Bancorp | 40,164 | 1,544,707 | |||
Commerce Bancshares, Inc. | 58,875 | 3,895,170 | |||
Cullen/Frost Bankers, Inc. | 34,608 | 4,575,870 | |||
East West Bancorp, Inc. | 76,049 | 5,105,930 | |||
First Financial Bankshares, Inc. | 70,003 | 2,928,225 | |||
First Horizon Corp. | 289,592 | 6,631,657 | |||
FNB Corp. | 189,281 | 2,195,660 | |||
Fulton Financial Corp. | 90,318 | 1,427,024 | |||
Glacier Bancorp, Inc. | 59,777 | 2,936,844 | |||
Hancock Whitney Corp. | 46,259 | 2,119,125 | |||
Home BancShares, Inc. | 102,921 | 2,316,752 | |||
International Bancshares Corp. | 28,552 | 1,213,460 | |||
Old National Bancorp | 158,065 | 2,603,331 | |||
PacWest Bancorp | 63,557 | 1,436,388 | |||
Pinnacle Financial Partners, Inc. | 41,240 | 3,344,564 | |||
Prosperity Bancshares, Inc. | 49,225 | 3,282,323 | |||
Synovus Financial Corp. | 78,452 | 2,942,735 | |||
Texas Capital Bancshares, Inc. (A) | 26,921 | 1,589,147 | |||
UMB Financial Corp. | 23,462 | 1,977,612 | |||
Umpqua Holdings Corp. | 117,132 | 2,001,786 | |||
United Bankshares, Inc. | 72,630 | 2,596,523 | |||
Valley National Bancorp | 226,799 | 2,449,429 | |||
Washington Federal, Inc. | 35,254 | 1,056,915 | |||
Webster Financial Corp. | 94,892 | 4,289,118 | |||
Wintrust Financial Corp. | 32,777 | 2,672,964 | |||
77,289,080 | |||||
Capital markets – 1.8% | |||||
Affiliated Managers Group, Inc. | 20,629 | 2,307,354 | |||
Evercore, Inc., Class A | 19,435 | 1,598,529 | |||
Federated Hermes, Inc. | 45,697 | 1,513,485 | |||
Interactive Brokers Group, Inc., Class A | 55,502 | 3,547,133 | |||
Janus Henderson Group PLC | 71,521 | 1,452,592 | |||
Jefferies Financial Group, Inc. | 100,359 | 2,960,591 | |||
SEI Investments Company | 55,571 | 2,725,758 | |||
Stifel Financial Corp. | 57,283 | 2,973,561 | |||
19,079,003 | |||||
Consumer finance – 0.5% | |||||
Bread Financial Holdings, Inc. | 26,900 | 846,005 | |||
FirstCash Holdings, Inc. | 20,561 | 1,508,149 |
156 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Consumer finance (continued) | |||||
Navient Corp. | 59,723 | $ | 877,331 | ||
SLM Corp. | 135,665 | 1,897,953 | |||
5,129,438 | |||||
Diversified financial services – 0.3% | |||||
Voya Financial, Inc. | 52,844 | 3,197,062 | |||
Insurance – 4.3% | |||||
Alleghany Corp. (A) | 7,261 | 6,094,666 | |||
American Financial Group, Inc. | 37,687 | 4,632,863 | |||
Brighthouse Financial, Inc. (A) | 38,758 | 1,682,872 | |||
CNO Financial Group, Inc. | 61,737 | 1,109,414 | |||
First American Financial Corp. | 56,213 | 2,591,419 | |||
Kemper Corp. | 34,459 | 1,421,778 | |||
Kinsale Capital Group, Inc. | 11,619 | 2,967,725 | |||
Old Republic International Corp. | 155,054 | 3,245,280 | |||
Primerica, Inc. | 20,212 | 2,495,171 | |||
Reinsurance Group of America, Inc. | 36,162 | 4,549,541 | |||
RenaissanceRe Holdings, Ltd. | 23,586 | 3,311,239 | |||
RLI Corp. | 21,791 | 2,230,963 | |||
Selective Insurance Group, Inc. | 32,558 | 2,650,221 | |||
The Hanover Insurance Group, Inc. | 19,231 | 2,464,260 | |||
Unum Group | 101,458 | 3,936,570 | |||
45,383,982 | |||||
Mortgage real estate investment trusts – 0.4% | |||||
Annaly Capital Management, Inc. | 232,638 | 3,992,064 | |||
Thrifts and mortgage finance – 0.6% | |||||
Essent Group, Ltd. | 58,121 | 2,026,679 | |||
MGIC Investment Corp. | 163,758 | 2,099,378 | |||
New York Community Bancorp, Inc. | 251,565 | 2,145,849 | |||
6,271,906 | |||||
160,342,535 | |||||
Health care – 10.1% | |||||
Biotechnology – 1.7% | |||||
Arrowhead Pharmaceuticals, Inc. (A) | 57,123 | 1,887,915 | |||
Exelixis, Inc. (A) | 173,683 | 2,723,349 | |||
Halozyme Therapeutics, Inc. (A) | 74,355 | 2,939,997 | |||
Neurocrine Biosciences, Inc. (A) | 51,613 | 5,481,817 | |||
United Therapeutics Corp. (A) | 24,564 | 5,143,210 | |||
18,176,288 | |||||
Health care equipment and supplies – 3.7% | |||||
Enovis Corp. (A) | 25,707 | 1,184,321 | |||
Envista Holdings Corp. (A) | 88,177 | 2,893,087 | |||
Globus Medical, Inc., Class A (A) | 41,575 | 2,476,623 | |||
Haemonetics Corp. (A) | 27,694 | 2,050,187 | |||
ICU Medical, Inc. (A) | 10,834 | 1,631,600 | |||
Inari Medical, Inc. (A) | 25,932 | 1,883,700 | |||
Integra LifeSciences Holdings Corp. (A) | 39,206 | 1,660,766 | |||
LivaNova PLC (A) | 28,897 | 1,467,101 | |||
Masimo Corp. (A) | 26,081 | 3,681,594 | |||
Neogen Corp. (A) | 116,627 | 1,629,279 | |||
NuVasive, Inc. (A) | 28,096 | 1,230,886 | |||
Omnicell, Inc. (A) | 23,901 | 2,080,104 | |||
Penumbra, Inc. (A) | 20,447 | 3,876,751 | |||
QuidelOrtho Corp. (A) | 29,267 | 2,092,005 | |||
Shockwave Medical, Inc. (A) | 19,389 | 5,391,499 | |||
STAAR Surgical Company (A) | 25,925 | 1,829,009 | |||
Tandem Diabetes Care, Inc. (A) | 34,658 | 1,658,385 | |||
38,716,897 | |||||
Health care providers and services – 2.6% | |||||
Acadia Healthcare Company, Inc. (A) | 49,024 | 3,832,696 | |||
Amedisys, Inc. (A) | 17,509 | 1,694,696 | |||
Chemed Corp. | 8,044 | 3,511,689 | |||
Encompass Health Corp. | 53,847 | 2,435,500 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care providers and services (continued) | |||||
HealthEquity, Inc. (A) | 45,531 | $ | 3,058,317 | ||
LHC Group, Inc. (A) | 16,745 | 2,740,487 | |||
Option Care Health, Inc. (A) | 83,423 | 2,625,322 | |||
Patterson Companies, Inc. | 46,750 | 1,122,935 | |||
Progyny, Inc. (A) | 40,252 | 1,491,739 | |||
R1 RCM, Inc. (A) | 74,099 | 1,373,054 | |||
Tenet Healthcare Corp. (A) | 58,224 | 3,003,194 | |||
26,889,629 | |||||
Life sciences tools and services – 1.4% | |||||
Azenta, Inc. | 40,486 | 1,735,230 | |||
Bruker Corp. | 54,363 | 2,884,501 | |||
Medpace Holdings, Inc. (A) | 13,551 | 2,129,811 | |||
Repligen Corp. (A) | 27,851 | 5,211,201 | |||
Sotera Health Company (A) | 53,436 | 364,434 | |||
Syneos Health, Inc. (A) | 55,399 | 2,612,063 | |||
14,937,240 | |||||
Pharmaceuticals – 0.7% | |||||
Jazz Pharmaceuticals PLC (A) | 33,827 | 4,508,801 | |||
Perrigo Company PLC | 72,649 | 2,590,663 | |||
7,099,464 | |||||
105,819,518 | |||||
Industrials – 18.4% | |||||
Aerospace and defense – 1.3% | |||||
Axon Enterprise, Inc. (A) | 36,441 | 4,218,046 | |||
Curtiss-Wright Corp. | 20,721 | 2,883,534 | |||
Hexcel Corp. | 45,387 | 2,347,416 | |||
Mercury Systems, Inc. (A) | 31,124 | 1,263,634 | |||
Woodward, Inc. | 32,469 | 2,605,962 | |||
13,318,592 | |||||
Air freight and logistics – 0.2% | |||||
GXO Logistics, Inc. (A) | 64,013 | 2,244,296 | |||
Airlines – 0.1% | |||||
JetBlue Airways Corp. (A) | 174,773 | 1,158,745 | |||
Building products – 2.4% | |||||
Builders FirstSource, Inc. (A) | 84,229 | 4,962,773 | |||
Carlisle Companies, Inc. | 27,914 | 7,827,365 | |||
Lennox International, Inc. | 17,400 | 3,874,458 | |||
Owens Corning | 51,937 | 4,082,768 | |||
Simpson Manufacturing Company, Inc. | 23,295 | 1,826,328 | |||
Trex Company, Inc. (A) | 59,506 | 2,614,694 | |||
25,188,386 | |||||
Commercial services and supplies – 1.4% | |||||
Clean Harbors, Inc. (A) | 27,154 | 2,986,397 | |||
IAA, Inc. (A) | 72,179 | 2,298,901 | |||
MillerKnoll, Inc. | 40,930 | 638,508 | |||
MSA Safety, Inc. | 19,848 | 2,168,989 | |||
Stericycle, Inc. (A) | 49,747 | 2,094,846 | |||
Tetra Tech, Inc. | 28,775 | 3,698,451 | |||
The Brink's Company | 25,496 | 1,235,026 | |||
15,121,118 | |||||
Construction and engineering – 1.9% | |||||
AECOM | 75,365 | 5,152,705 | |||
Dycom Industries, Inc. (A) | 15,948 | 1,523,512 | |||
EMCOR Group, Inc. | 26,632 | 3,075,463 | |||
Fluor Corp. (A) | 76,678 | 1,908,515 | |||
MasTec, Inc. (A) | 30,839 | 1,958,277 | |||
MDU Resources Group, Inc. | 109,742 | 3,001,444 | |||
Valmont Industries, Inc. | 11,523 | 3,095,308 | |||
19,715,224 | |||||
Electrical equipment – 2.2% | |||||
Acuity Brands, Inc. | 17,654 | 2,779,975 |
157 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electrical equipment (continued) | |||||
EnerSys | 21,942 | $ | 1,276,366 | ||
Hubbell, Inc. | 28,968 | 6,459,864 | |||
nVent Electric PLC | 89,849 | 2,840,127 | |||
Regal Rexnord Corp. | 35,876 | 5,035,555 | |||
SunPower Corp. (A)(B) | 46,037 | 1,060,692 | |||
Sunrun, Inc. (A) | 114,466 | 3,158,117 | |||
Vicor Corp. (A) | 12,000 | 709,680 | |||
23,320,376 | |||||
Machinery – 4.2% | |||||
AGCO Corp. | 33,414 | 3,213,424 | |||
Chart Industries, Inc. (A) | 19,355 | 3,568,094 | |||
Crane Holdings Company | 25,733 | 2,252,667 | |||
Donaldson Company, Inc. | 66,681 | 3,268,036 | |||
Esab Corp. | 24,627 | 821,557 | |||
Flowserve Corp. | 70,531 | 1,713,903 | |||
Graco, Inc. | 91,267 | 5,471,457 | |||
ITT, Inc. | 44,631 | 2,916,190 | |||
Kennametal, Inc. | 43,896 | 903,380 | |||
Lincoln Electric Holdings, Inc. | 31,257 | 3,929,630 | |||
Oshkosh Corp. | 35,279 | 2,479,761 | |||
Terex Corp. | 36,589 | 1,088,157 | |||
The Middleby Corp. (A) | 29,080 | 3,727,184 | |||
The Timken Company | 36,070 | 2,129,573 | |||
The Toro Company | 56,434 | 4,880,412 | |||
Watts Water Technologies, Inc., Class A | 14,735 | 1,852,632 | |||
44,216,057 | |||||
Marine – 0.2% | |||||
Kirby Corp. (A) | 32,326 | 1,964,451 | |||
Professional services – 1.8% | |||||
ASGN, Inc. (A) | 27,091 | 2,448,214 | |||
CACI International, Inc., Class A (A) | 12,637 | 3,299,015 | |||
FTI Consulting, Inc. (A) | 18,640 | 3,088,834 | |||
Insperity, Inc. | 19,290 | 1,969,316 | |||
KBR, Inc. | 75,038 | 3,243,142 | |||
ManpowerGroup, Inc. | 27,924 | 1,806,404 | |||
Science Applications International Corp. | 30,051 | 2,657,410 | |||
18,512,335 | |||||
Road and rail – 1.7% | |||||
Avis Budget Group, Inc. (A) | 15,564 | 2,310,631 | |||
Knight-Swift Transportation Holdings, Inc. | 86,706 | 4,242,525 | |||
Landstar System, Inc. | 19,659 | 2,838,170 | |||
Ryder System, Inc. | 27,628 | 2,085,638 | |||
Saia, Inc. (A) | 14,254 | 2,708,260 | |||
Werner Enterprises, Inc. | 31,829 | 1,196,770 | |||
XPO Logistics, Inc. (A) | 62,084 | 2,763,980 | |||
18,145,974 | |||||
Trading companies and distributors – 1.0% | |||||
GATX Corp. | 19,050 | 1,622,108 | |||
MSC Industrial Direct Company, Inc., Class A | 25,543 | 1,859,786 | |||
Univar Solutions, Inc. (A) | 90,014 | 2,046,918 | |||
Watsco, Inc. | 17,921 | 4,613,941 | |||
10,142,753 | |||||
193,048,307 | |||||
Information technology – 12.3% | |||||
Communications equipment – 0.8% | |||||
Calix, Inc. (A) | 30,631 | 1,872,779 | |||
Ciena Corp. (A) | 80,791 | 3,266,380 | |||
Lumentum Holdings, Inc. (A) | 37,237 | 2,553,341 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Communications equipment (continued) | |||||
Viasat, Inc. (A) | 40,774 | $ | 1,232,598 | ||
8,925,098 | |||||
Electronic equipment, instruments and components – 2.9% | |||||
Arrow Electronics, Inc. (A) | 34,632 | 3,192,724 | |||
Avnet, Inc. | 51,089 | 1,845,335 | |||
Belden, Inc. | 23,489 | 1,409,810 | |||
Cognex Corp. | 93,577 | 3,878,767 | |||
Coherent Corp. (A) | 69,956 | 2,437,967 | |||
IPG Photonics Corp. (A) | 17,883 | 1,508,431 | |||
Jabil, Inc. | 74,234 | 4,284,044 | |||
Littelfuse, Inc. | 13,360 | 2,654,498 | |||
National Instruments Corp. | 71,407 | 2,694,900 | |||
Novanta, Inc. (A) | 19,235 | 2,224,528 | |||
TD SYNNEX Corp. | 22,760 | 1,847,884 | |||
Vishay Intertechnology, Inc. | 70,524 | 1,254,622 | |||
Vontier Corp. | 85,238 | 1,424,327 | |||
30,657,837 | |||||
IT services – 2.0% | |||||
Concentrix Corp. | 23,031 | 2,570,951 | |||
Euronet Worldwide, Inc. (A) | 25,420 | 1,925,819 | |||
ExlService Holdings, Inc. (A) | 18,632 | 2,745,612 | |||
Genpact, Ltd. | 91,099 | 3,987,403 | |||
Kyndryl Holdings, Inc. (A) | 110,139 | 910,850 | |||
Maximus, Inc. | 32,678 | 1,891,076 | |||
Sabre Corp. (A) | 177,111 | 912,122 | |||
The Western Union Company | 208,179 | 2,810,417 | |||
WEX, Inc. (A) | 23,839 | 3,026,123 | |||
20,780,373 | |||||
Semiconductors and semiconductor equipment – 3.3% | |||||
Amkor Technology, Inc. | 54,174 | 923,667 | |||
Cirrus Logic, Inc. (A) | 30,189 | 2,077,003 | |||
First Solar, Inc. (A) | 53,499 | 7,076,313 | |||
Lattice Semiconductor Corp. (A) | 74,106 | 3,646,756 | |||
MACOM Technology Solutions Holdings, Inc. (A) | 27,576 | 1,428,161 | |||
MKS Instruments, Inc. | 30,860 | 2,550,270 | |||
Power Integrations, Inc. | 30,859 | 1,984,851 | |||
Semtech Corp. (A) | 34,257 | 1,007,498 | |||
Silicon Laboratories, Inc. (A) | 18,469 | 2,279,813 | |||
SiTime Corp. (A) | 8,616 | 678,338 | |||
Synaptics, Inc. (A) | 21,382 | 2,117,032 | |||
Universal Display Corp. | 23,449 | 2,212,413 | |||
Wolfspeed, Inc. (A) | 66,722 | 6,896,386 | |||
34,878,501 | |||||
Software – 3.2% | |||||
ACI Worldwide, Inc. (A) | 61,548 | 1,286,353 | |||
Aspen Technology, Inc. (A) | 15,617 | 3,719,969 | |||
Blackbaud, Inc. (A) | 24,040 | 1,059,202 | |||
CommVault Systems, Inc. (A) | 24,181 | 1,282,560 | |||
Dynatrace, Inc. (A) | 108,548 | 3,778,546 | |||
Envestnet, Inc. (A) | 29,788 | 1,322,587 | |||
Fair Isaac Corp. (A) | 13,628 | 5,614,872 | |||
Manhattan Associates, Inc. (A) | 33,848 | 4,502,799 | |||
NCR Corp. (A) | 73,881 | 1,404,478 | |||
Paylocity Holding Corp. (A) | 22,076 | 5,333,120 | |||
Qualys, Inc. (A) | 18,841 | 2,626,247 | |||
Teradata Corp. (A) | 55,478 | 1,723,147 | |||
33,653,880 | |||||
Technology hardware, storage and peripherals – 0.1% | |||||
Xerox Holdings Corp. | 60,448 | 790,660 | |||
129,686,349 |
158 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Materials – 6.3% | |||||
Chemicals – 2.3% | |||||
Ashland, Inc. | 26,880 | $ | 2,552,794 | ||
Avient Corp. | 46,132 | 1,397,800 | |||
Cabot Corp. | 30,383 | 1,941,170 | |||
Ingevity Corp. (A) | 19,302 | 1,170,280 | |||
NewMarket Corp. | 3,729 | 1,121,795 | |||
Olin Corp. | 72,847 | 3,123,679 | |||
RPM International, Inc. | 69,622 | 5,800,209 | |||
Sensient Technologies Corp. | 22,687 | 1,573,117 | |||
The Chemours Company | 83,723 | 2,063,772 | |||
The Scotts Miracle-Gro Company | 21,828 | 933,147 | |||
Valvoline, Inc. | 95,532 | 2,420,781 | |||
24,098,544 | |||||
Construction materials – 0.2% | |||||
Eagle Materials, Inc. | 20,337 | 2,179,720 | |||
Containers and packaging – 0.8% | |||||
AptarGroup, Inc. | 35,260 | 3,350,758 | |||
Greif, Inc., Class A | 14,370 | 856,021 | |||
Silgan Holdings, Inc. | 45,205 | 1,900,418 | |||
Sonoco Products Company | 52,621 | 2,985,189 | |||
9,092,386 | |||||
Metals and mining – 2.8% | |||||
Alcoa Corp. | 97,100 | 3,268,386 | |||
Cleveland-Cliffs, Inc. (A) | 279,170 | 3,760,420 | |||
Commercial Metals Company | 65,025 | 2,307,087 | |||
MP Materials Corp. (A) | 49,819 | 1,360,059 | |||
Reliance Steel & Aluminum Company | 32,539 | 5,675,127 | |||
Royal Gold, Inc. | 35,423 | 3,323,386 | |||
Steel Dynamics, Inc. | 93,622 | 6,642,481 | |||
U.S. Steel Corp. | 128,024 | 2,319,795 | |||
Worthington Industries, Inc. | 16,303 | 621,796 | |||
29,278,537 | |||||
Paper and forest products – 0.2% | |||||
Louisiana-Pacific Corp. | 39,866 | 2,040,741 | |||
66,689,928 | |||||
Real estate – 7.9% | |||||
Equity real estate investment trusts – 7.5% | |||||
Apartment Income REIT Corp. | 83,210 | 3,213,570 | |||
Brixmor Property Group, Inc. | 161,723 | 2,987,024 | |||
Corporate Office Properties Trust | 60,671 | 1,409,387 | |||
Cousins Properties, Inc. | 81,725 | 1,908,279 | |||
Douglas Emmett, Inc. | 94,866 | 1,700,947 | |||
EastGroup Properties, Inc. | 23,511 | 3,393,578 | |||
EPR Properties | 40,483 | 1,451,720 | |||
First Industrial Realty Trust, Inc. | 71,275 | 3,193,833 | |||
Healthcare Realty Trust, Inc. | 205,370 | 4,281,965 | |||
Highwoods Properties, Inc. | 56,765 | 1,530,384 | |||
Independence Realty Trust, Inc. | 119,711 | 2,002,765 | |||
JBG SMITH Properties | 53,707 | 997,876 | |||
Kilroy Realty Corp. | 56,765 | 2,390,374 | |||
Kite Realty Group Trust | 118,249 | 2,036,248 | |||
Lamar Advertising Company, Class A | 47,014 | 3,878,185 | |||
Life Storage, Inc. | 45,540 | 5,044,010 | |||
Medical Properties Trust, Inc. | 323,262 | 3,833,887 | |||
National Retail Properties, Inc. | 95,582 | 3,809,899 | |||
National Storage Affiliates Trust | 46,054 | 1,914,925 | |||
Omega Healthcare Investors, Inc. | 126,342 | 3,725,826 | |||
Park Hotels & Resorts, Inc. | 121,340 | 1,366,288 | |||
Pebblebrook Hotel Trust | 70,940 | 1,029,339 | |||
Physicians Realty Trust | 122,138 | 1,836,956 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Equity real estate investment trusts (continued) | |||||
PotlatchDeltic Corp. | 43,497 | $ | 1,785,117 | ||
Rayonier, Inc. | 79,020 | 2,368,229 | |||
Rexford Industrial Realty, Inc. | 92,320 | 4,800,640 | |||
Sabra Health Care REIT, Inc. | 124,647 | 1,635,369 | |||
SL Green Realty Corp. | 34,701 | 1,393,592 | |||
Spirit Realty Capital, Inc. | 73,580 | 2,660,653 | |||
STORE Capital Corp. | 143,405 | 4,492,879 | |||
The Macerich Company | 115,908 | 920,310 | |||
78,994,054 | |||||
Real estate management and development – 0.4% | |||||
Jones Lang LaSalle, Inc. (A) | 25,860 | 3,906,670 | |||
82,900,724 | |||||
Utilities – 3.9% | |||||
Electric utilities – 1.4% | |||||
ALLETE, Inc. | 30,800 | 1,541,540 | |||
Hawaiian Electric Industries, Inc. | 59,077 | 2,047,609 | |||
IDACORP, Inc. | 27,285 | 2,701,488 | |||
OGE Energy Corp. | 108,043 | 3,939,248 | |||
PNM Resources, Inc. | 46,322 | 2,118,305 | |||
Portland General Electric Company | 48,162 | 2,093,121 | |||
14,441,311 | |||||
Gas utilities – 1.4% | |||||
National Fuel Gas Company | 49,367 | 3,038,539 | |||
New Jersey Resources Corp. | 51,931 | 2,009,730 | |||
ONE Gas, Inc. | 29,217 | 2,056,585 | |||
Southwest Gas Holdings, Inc. | 33,269 | 2,320,513 | |||
Spire, Inc. | 28,329 | 1,765,747 | |||
UGI Corp. | 112,997 | 3,653,193 | |||
14,844,307 | |||||
Independent power and renewable electricity producers – 0.2% | |||||
Ormat Technologies, Inc. | 24,149 | 2,081,644 | |||
Multi-utilities – 0.4% | |||||
Black Hills Corp. | 35,122 | 2,378,813 | |||
NorthWestern Corp. | 30,303 | 1,493,332 | |||
3,872,145 | |||||
Water utilities – 0.5% | |||||
Essential Utilities, Inc. | 128,701 | 5,325,647 | |||
40,565,054 | |||||
TOTAL COMMON STOCKS (Cost $971,159,983) | $ | 1,018,211,596 | |||
SHORT-TERM INVESTMENTS – 3.1% | |||||
Short-term funds – 3.1% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 3,238,584 | 32,359,932 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $32,358,888) | $ | 32,359,932 | |||
Total Investments (Mid Cap Index Trust) (Cost $1,003,518,871) – 100.1% | $ | 1,050,571,528 | |||
Other assets and liabilities, net – (0.1%) | (962,131) | ||||
TOTAL NET ASSETS – 100.0% | $ | 1,049,609,397 |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $4,955,954. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $5,045,622. |
159 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
S&P Mid 400 Index E-Mini Futures | 147 | Long | Dec 2022 | $35,712,557 | $32,460,540 | $(3,252,017) |
$(3,252,017) |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 94.0% | |||||
Communication services – 4.8% | |||||
Entertainment – 0.7% | |||||
Madison Square Garden Entertainment Corp. (A) | 41,237 | $ | 1,818,139 | ||
Madison Square Garden Sports Corp. (A) | 13,536 | 1,849,830 | |||
3,667,969 | |||||
Media – 4.1% | |||||
DISH Network Corp., Class A (A) | 131,793 | 1,822,697 | |||
Fox Corp., Class A | 27,441 | 841,890 | |||
News Corp., Class A | 684,427 | 10,341,692 | |||
Paramount Global, Class B | 227,121 | 4,324,384 | |||
Scholastic Corp. | 106,868 | 3,287,260 | |||
20,617,923 | |||||
24,285,892 | |||||
Consumer discretionary – 6.6% | |||||
Automobiles – 0.9% | |||||
General Motors Company | 148,000 | 4,749,320 | |||
Diversified consumer services – 1.1% | |||||
Bright Horizons Family Solutions, Inc. (A) | 37,000 | 2,133,050 | |||
Strategic Education, Inc. | 52,912 | 3,249,326 | |||
5,382,376 | |||||
Hotels, restaurants and leisure – 0.8% | |||||
Compass Group PLC | 195,737 | 3,897,595 | |||
Household durables – 0.8% | |||||
Mohawk Industries, Inc. (A) | 43,245 | 3,943,512 | |||
Specialty retail – 1.4% | |||||
Bath & Body Works, Inc. | 49,900 | 1,626,740 | |||
Best Buy Company, Inc. | 54,200 | 3,433,028 | |||
Burlington Stores, Inc. (A) | 19,900 | 2,226,611 | |||
7,286,379 | |||||
Textiles, apparel and luxury goods – 1.6% | |||||
adidas AG | 8,135 | 935,210 | |||
Ralph Lauren Corp. | 85,125 | 7,229,666 | |||
8,164,876 | |||||
33,424,058 | |||||
Consumer staples – 7.8% | |||||
Beverages – 2.0% | |||||
Carlsberg A/S, Class B | 39,922 | 4,668,338 | |||
Constellation Brands, Inc., Class A | 8,300 | 1,906,344 | |||
Monster Beverage Corp. (A) | 40,994 | 3,564,838 | |||
10,139,520 | |||||
Food and staples retailing – 1.5% | |||||
Sysco Corp. | 108,717 | 7,687,379 | |||
Food products – 3.8% | |||||
Bunge, Ltd. | 55,294 | 4,565,626 | |||
Campbell Soup Company | 84,375 | 3,975,750 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Food products (continued) | |||||
Flowers Foods, Inc. | 422,560 | $ | 10,433,006 | ||
18,974,382 | |||||
Household products – 0.5% | |||||
Kimberly-Clark Corp. | 22,136 | 2,491,185 | |||
39,292,466 | |||||
Energy – 8.4% | |||||
Energy equipment and services – 4.5% | |||||
Expro Group Holdings NV (A) | 301,199 | 3,837,275 | |||
NOV, Inc. | 196,317 | 3,176,409 | |||
SEACOR Marine Holdings, Inc. (A) | 129,032 | 725,160 | |||
TechnipFMC PLC (A) | 1,206,253 | 10,204,900 | |||
Tidewater, Inc. (A) | 214,381 | 4,652,068 | |||
22,595,812 | |||||
Oil, gas and consumable fuels – 3.9% | |||||
Cameco Corp. | 310,023 | 8,218,710 | |||
Canadian Natural Resources, Ltd. | 49,626 | 2,311,083 | |||
Equitrans Midstream Corp. | 894,850 | 6,693,478 | |||
Imperial Oil, Ltd. | 60,419 | 2,614,330 | |||
19,837,601 | |||||
42,433,413 | |||||
Financials – 17.5% | |||||
Banks – 5.6% | |||||
Fifth Third Bancorp | 307,154 | 9,816,642 | |||
Popular, Inc. | 72,448 | 5,220,603 | |||
Signature Bank | 28,435 | 4,293,685 | |||
Webster Financial Corp. | 133,017 | 6,012,368 | |||
Westamerica BanCorp | 53,973 | 2,822,248 | |||
28,165,546 | |||||
Capital markets – 3.4% | |||||
Lazard, Ltd., Class A (B) | 78,651 | 2,503,461 | |||
Main Street Capital Corp. | 78,048 | 2,625,535 | |||
Open Lending Corp., Class A (A) | 276,557 | 2,223,518 | |||
State Street Corp. | 162,175 | 9,861,862 | |||
17,214,376 | |||||
Consumer finance – 0.4% | |||||
OneMain Holdings, Inc. | 71,600 | 2,113,632 | |||
Diversified financial services – 1.3% | |||||
Groupe Bruxelles Lambert SA | 47,105 | 3,294,294 | |||
Jackson Financial, Inc., Class A | 109,062 | 3,026,471 | |||
6,320,765 | |||||
Insurance – 6.8% | |||||
Brown & Brown, Inc. | 112,743 | 6,818,697 | |||
CNA Financial Corp. | 128,722 | 4,749,842 | |||
Kemper Corp. | 120,862 | 4,986,766 | |||
Loews Corp. | 135,640 | 6,760,298 | |||
Marsh & McLennan Companies, Inc. | 18,455 | 2,755,147 |
160 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Insurance (continued) | |||||
RenaissanceRe Holdings, Ltd. | 58,800 | $ | 8,254,932 | ||
34,325,682 | |||||
88,140,001 | |||||
Health care – 12.5% | |||||
Biotechnology – 0.7% | |||||
Alkermes PLC (A) | 81,006 | 1,808,864 | |||
Galapagos NV (A) | 36,713 | 1,567,728 | |||
3,376,592 | |||||
Health care equipment and supplies – 4.1% | |||||
Dentsply Sirona, Inc. | 162,286 | 4,600,808 | |||
Hologic, Inc. (A) | 41,457 | 2,674,806 | |||
Koninklijke Philips NV, NYRS | 330,617 | 5,088,196 | |||
Zimmer Biomet Holdings, Inc. | 77,599 | 8,112,975 | |||
20,476,785 | |||||
Health care providers and services – 6.2% | |||||
Cardinal Health, Inc. | 135,525 | 9,036,807 | |||
Centene Corp. (A) | 67,001 | 5,213,348 | |||
Fresenius SE & Company KGaA | 67,013 | 1,428,395 | |||
Fresenius SE & Company KGaA, ADR | 135,772 | 729,096 | |||
Patterson Companies, Inc. | 171,299 | 4,114,602 | |||
Select Medical Holdings Corp. | 496,867 | 10,980,761 | |||
31,503,009 | |||||
Life sciences tools and services – 0.8% | |||||
Charles River Laboratories International, Inc. (A) | 21,300 | 4,191,840 | |||
Pharmaceuticals – 0.7% | |||||
Elanco Animal Health, Inc. (A) | 164,000 | 2,035,240 | |||
Viatris, Inc. | 188,100 | 1,602,612 | |||
3,637,852 | |||||
63,186,078 | |||||
Industrials – 11.2% | |||||
Aerospace and defense – 3.3% | |||||
Rolls-Royce Holdings PLC (A) | 4,824,566 | 3,694,897 | |||
Spirit AeroSystems Holdings, Inc., Class A | 170,200 | 3,730,784 | |||
Textron, Inc. | 161,226 | 9,393,027 | |||
16,818,708 | |||||
Air freight and logistics – 0.9% | |||||
CH Robinson Worldwide, Inc. | 49,390 | 4,756,751 | |||
Airlines – 0.5% | |||||
Southwest Airlines Company (A) | 84,900 | 2,618,316 | |||
Building products – 0.9% | |||||
Trane Technologies PLC | 31,900 | 4,619,439 | |||
Electrical equipment – 0.7% | |||||
Rockwell Automation, Inc. | 15,900 | 3,420,249 | |||
Machinery – 3.3% | |||||
Alstom SA | 12,100 | 195,727 | |||
Alstom SA, ADR | 1,240,785 | 1,960,440 | |||
PACCAR, Inc. | 96,591 | 8,083,701 | |||
Stanley Black & Decker, Inc. | 49,900 | 3,752,979 | |||
The Middleby Corp. (A) | 19,300 | 2,473,681 | |||
16,466,528 | |||||
Road and rail – 1.1% | |||||
JB Hunt Transport Services, Inc. | 33,659 | 5,264,941 | |||
Trading companies and distributors – 0.5% | |||||
Ashtead Group PLC | 60,662 | 2,724,318 | |||
56,689,250 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Information technology – 5.5% | |||||
Communications equipment – 1.0% | |||||
Arista Networks, Inc. (A) | 24,500 | $ | 2,765,805 | ||
Motorola Solutions, Inc. | 10,100 | 2,262,097 | |||
5,027,902 | |||||
Electronic equipment, instruments and components – 1.8% | |||||
Corning, Inc. | 92,800 | 2,693,056 | |||
National Instruments Corp. | 164,068 | 6,191,926 | |||
8,884,982 | |||||
IT services – 0.6% | |||||
Global Payments, Inc. | 29,400 | 3,176,670 | |||
Semiconductors and semiconductor equipment – 0.8% | |||||
Marvell Technology, Inc. | 96,300 | 4,132,233 | |||
Technology hardware, storage and peripherals – 1.3% | |||||
Western Digital Corp. (A) | 195,300 | 6,357,015 | |||
27,578,802 | |||||
Materials – 8.4% | |||||
Chemicals – 1.7% | |||||
Corteva, Inc. | 78,143 | 4,465,872 | |||
PPG Industries, Inc. | 15,761 | 1,744,585 | |||
The Scotts Miracle-Gro Company | 50,847 | 2,173,709 | |||
8,384,166 | |||||
Construction materials – 1.7% | |||||
Summit Materials, Inc., Class A (A) | 226,806 | 5,434,272 | |||
Vulcan Materials Company | 21,546 | 3,398,020 | |||
8,832,292 | |||||
Containers and packaging – 1.2% | |||||
Ball Corp. | 62,800 | 3,034,496 | |||
Westrock Company | 101,900 | 3,147,691 | |||
6,182,187 | |||||
Metals and mining – 3.8% | |||||
AngloGold Ashanti, Ltd., ADR | 262,393 | 3,626,271 | |||
Franco-Nevada Corp. | 53,838 | 6,430,861 | |||
Freeport-McMoRan, Inc. | 64,300 | 1,757,319 | |||
Fresnillo PLC | 611,489 | 5,216,514 | |||
Gold Fields, Ltd., ADR | 250,167 | 2,023,851 | |||
19,054,816 | |||||
42,453,461 | |||||
Real estate – 6.2% | |||||
Equity real estate investment trusts – 6.2% | |||||
Apartment Investment and Management Company, Class A | 427,276 | 3,119,115 | |||
Equity Commonwealth | 233,627 | 5,691,154 | |||
Equity Residential | 40,142 | 2,698,345 | |||
Omega Healthcare Investors, Inc. | 30,067 | 886,676 | |||
Rayonier, Inc. | 148,880 | 4,461,934 | |||
Regency Centers Corp. | 79,140 | 4,261,689 | |||
Rexford Industrial Realty, Inc. | 41,400 | 2,152,800 | |||
SBA Communications Corp. | 2,000 | 569,300 | |||
Simon Property Group, Inc. | 5,200 | 466,700 | |||
Vornado Realty Trust | 97,300 | 2,253,468 | |||
Weyerhaeuser Company | 159,263 | 4,548,551 | |||
31,109,732 | |||||
Utilities – 5.1% | |||||
Electric utilities – 4.6% | |||||
FirstEnergy Corp. | 275,107 | 10,178,959 |
161 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electric utilities (continued) | |||||
PG&E Corp. (A) | 1,051,652 | $ | 13,145,645 | ||
23,324,604 | |||||
Multi-utilities – 0.5% | |||||
CenterPoint Energy, Inc. | 96,677 | 2,724,358 | |||
26,048,962 | |||||
TOTAL COMMON STOCKS (Cost $490,584,241) | $ | 474,642,115 | |||
SHORT-TERM INVESTMENTS – 6.4% | |||||
Short-term funds – 6.4% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 256,188 | 2,559,829 | |||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (C) | 1,872,930 | 1,872,930 | |||
T. Rowe Price Government Reserve Fund, 3.0517% (C) | 27,691,979 | 27,691,979 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $32,124,687) | $ | 32,124,738 | |||
Total Investments (Mid Value Trust) (Cost $522,708,928) – 100.4% | $ | 506,766,853 | |||
Other assets and liabilities, net – (0.4%) | (2,043,508) | ||||
TOTAL NET ASSETS – 100.0% | $ | 504,723,345 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
NYRS | New York Registry Shares |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $2,512,965. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 16.0% | |||||
U.S. Government - 0.7% | |||||
U.S. Treasury Bond 3.000%, 08/15/2052 | $ | 48,100 | $ | 41,509 | |
U.S. Treasury Inflation Protected Security 0.250%, 02/15/2050 | 1,544,216 | 1,011,929 | |||
U.S. Treasury Note 4.250%, 09/30/2024 | 77,500 | 77,536 | |||
1,130,974 | |||||
U.S. Government Agency - 15.3% | |||||
Federal National Mortgage Association | |||||
4.000%, TBA (A) | 50,000 | 46,344 | |||
4.500%, TBA (A) | 14,117,000 | 13,430,999 | |||
5.000%, TBA (A) | 10,404,000 | 10,122,764 | |||
23,600,107 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $25,370,844) | $ | 24,731,081 | |||
FOREIGN GOVERNMENT OBLIGATIONS - 45.7% | |||||
Argentina - 0.2% | |||||
Republic of Argentina | |||||
1.000%, 07/09/2029 | 34,723 | 6,634 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Argentina (continued) | |||||
Republic of Argentina (continued) | |||||
1.500%, (1.500% to 7-9-23, then 3.625% to 7-9-24, then 4.125% to 7-9-27, then 4.750% to 7-9-28, then 5.000% thereafter), 07/09/2035 | $ | 1,534,439 | $ | 277,571 | |
284,205 | |||||
Australia - 1.7% | |||||
Commonwealth of Australia | |||||
0.250%, 11/21/2032 | AUD | 1,750,000 | 1,014,255 | ||
1.750%, 06/21/2051 | 1,870,000 | 726,474 | |||
Commonwealth of Australia, Inflation Linked Bond 1.468%, 08/21/2040 | 1,370,000 | 911,338 | |||
2,652,067 | |||||
Benin - 0.2% | |||||
Republic of Benin | |||||
4.950%, 01/22/2035 | EUR | 280,000 | 172,790 | ||
6.875%, 01/19/2052 | 100,000 | 61,395 | |||
234,185 | |||||
Bermuda - 0.1% | |||||
Government of Bermuda 5.000%, 07/15/2032 (B) | $ | 200,000 | 189,900 | ||
Brazil - 6.6% | |||||
Federative Republic of Brazil | |||||
10.000%, 01/01/2025 to 01/01/2033 | BRL | 56,103,000 | 9,883,964 | ||
12.511%, 01/01/2024 (C) | 1,533,000 | 244,609 | |||
10,128,573 | |||||
Bulgaria - 0.1% | |||||
Republic of Bulgaria | |||||
1.375%, 09/23/2050 | EUR | 300,000 | 145,743 | ||
3.125%, 03/26/2035 | 100,000 | 77,448 | |||
223,191 | |||||
Canada - 1.2% | |||||
Province of Ontario 2.000%, 12/01/2036 | CAD | 2,770,960 | 1,912,160 | ||
Chile - 0.5% | |||||
Republic of Chile | |||||
0.830%, 07/02/2031 | EUR | 135,000 | 97,377 | ||
1.250%, 01/22/2051 | 100,000 | 48,553 | |||
1.900%, 09/01/2030 (D) | CLP | 31,004 | 31 | ||
3.250%, 09/21/2071 | $ | 215,000 | 122,581 | ||
4.700%, 09/01/2030 (B) | CLP | 245,000,000 | 222,421 | ||
5.000%, 03/01/2035 | 190,000,000 | 168,427 | |||
6.000%, 01/01/2043 | 105,000,000 | 100,877 | |||
760,267 | |||||
Colombia - 1.6% | |||||
Republic of Colombia | |||||
3.875%, 02/15/2061 | $ | 845,000 | 431,153 | ||
4.125%, 05/15/2051 | 200,000 | 107,383 | |||
5.000%, 06/15/2045 | 200,000 | 121,060 | |||
6.125%, 01/18/2041 | 645,000 | 473,962 | |||
7.000%, 03/26/2031 | COP | 693,700,000 | 106,792 | ||
7.250%, 10/18/2034 to 10/26/2050 | 1,620,600,000 | 224,904 | |||
7.500%, 08/26/2026 | 1,233,200,000 | 228,601 | |||
7.750%, 09/18/2030 | 2,115,000,000 | 347,412 | |||
9.250%, 05/28/2042 | 2,182,700,000 | 349,324 | |||
10.000%, 07/24/2024 | 488,700,000 | 103,120 | |||
2,493,711 | |||||
Czech Republic - 0.5% | |||||
Czech Republic | |||||
0.950%, 05/15/2030 | CZK | 7,560,000 | 218,164 | ||
1.500%, 04/24/2040 | 940,000 | 20,923 |
162 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Czech Republic (continued) | |||||
Czech Republic (continued) | |||||
1.750%, 06/23/2032 | CZK | 2,870,000 | $ | 82,909 | |
2.000%, 10/13/2033 | 3,340,000 | 96,354 | |||
2.500%, 08/25/2028 | 6,220,000 | 211,304 | |||
6.000%, 02/26/2026 | 2,430,000 | 97,890 | |||
727,544 | |||||
Egypt - 0.1% | |||||
Arab Republic of Egypt 7.903%, 02/21/2048 | $ | 420,000 | 218,854 | ||
El Salvador - 0.0% | |||||
Republic of El Salvador 7.125%, 01/20/2050 | 155,000 | 48,825 | |||
Gabon - 0.1% | |||||
Republic of Gabon 6.625%, 02/06/2031 | 200,000 | 130,890 | |||
Ghana - 0.1% | |||||
Republic of Ghana 10.750%, 10/14/2030 | 250,000 | 180,625 | |||
Greece - 0.5% | |||||
Republic of Greece, GDP-Linked Note 4.404%, 10/15/2042 (E)* | EUR | 409,185,000 | 802,044 | ||
Hungary - 0.8% | |||||
Republic of Hungary | |||||
0.500%, 11/18/2030 | 110,000 | 67,812 | |||
1.625%, 04/28/2032 | 990,000 | 646,807 | |||
1.750%, 06/05/2035 | 130,000 | 78,709 | |||
2.250%, 04/20/2033 | HUF | 31,890,000 | 38,651 | ||
3.000%, 08/21/2030 to 10/27/2038 | 90,430,000 | 117,967 | |||
3.250%, 10/22/2031 | 133,700,000 | 192,907 | |||
4.500%, 03/23/2028 | 32,090,000 | 56,734 | |||
4.750%, 11/24/2032 | 39,150,000 | 61,837 | |||
1,261,424 | |||||
Iceland - 2.1% | |||||
Republic of Iceland | |||||
5.000%, 11/15/2028 | ISK | 433,770,000 | 2,862,717 | ||
6.500%, 01/24/2031 | 46,170,000 | 331,604 | |||
3,194,321 | |||||
Indonesia - 1.1% | |||||
Republic of Indonesia | |||||
1.100%, 03/12/2033 | EUR | 280,000 | 186,460 | ||
1.300%, 03/23/2034 | 100,000 | 65,601 | |||
1.400%, 10/30/2031 | 380,000 | 275,947 | |||
6.375%, 04/15/2032 | IDR | 3,015,000,000 | 183,981 | ||
6.500%, 06/15/2025 | 1,112,000,000 | 72,315 | |||
7.000%, 05/15/2027 | 2,809,000,000 | 184,324 | |||
7.125%, 06/15/2042 | 1,426,000,000 | 91,028 | |||
7.500%, 08/15/2032 to 04/15/2040 | 8,408,000,000 | 553,507 | |||
1,613,163 | |||||
Ivory Coast - 0.3% | |||||
Republic of Ivory Coast | |||||
4.875%, 01/30/2032 | EUR | 345,000 | 225,595 | ||
5.875%, 10/17/2031 | 145,000 | 102,429 | |||
6.125%, 06/15/2033 | $ | 200,000 | 151,260 | ||
479,284 | |||||
Japan - 3.8% | |||||
Government of Japan, CPI Linked Bond 0.100%, 03/10/2028 | JPY | 812,356,016 | 5,896,359 | ||
Macedonia - 0.7% | |||||
Republic of North Macedonia | |||||
1.625%, 03/10/2028 | EUR | 1,235,000 | 897,994 | ||
2.750%, 01/18/2025 | 150,000 | 133,042 | |||
1,031,036 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Malaysia - 0.9% | |||||
Government of Malaysia | |||||
2.632%, 04/15/2031 | MYR | 1,580,000 | $ | 294,841 | |
3.478%, 06/14/2024 | 1,580,000 | 340,190 | |||
3.582%, 07/15/2032 | 220,000 | 44,150 | |||
3.882%, 03/14/2025 | 1,180,000 | 255,048 | |||
3.885%, 08/15/2029 | 1,510,000 | 316,044 | |||
3.906%, 07/15/2026 | 485,000 | 104,281 | |||
4.696%, 10/15/2042 | 405,000 | 85,136 | |||
1,439,690 | |||||
Mexico - 2.9% | |||||
Government of Mexico | |||||
1.450%, 10/25/2033 | EUR | 435,000 | 279,370 | ||
2.750%, 11/27/2031 | MXN | 47,253,153 | 2,025,836 | ||
3.375%, 02/23/2031 | EUR | 115,000 | 96,077 | ||
3.625%, 04/09/2029 | 550,000 | 498,569 | |||
5.500%, 03/04/2027 | MXN | 3,676,100 | 154,561 | ||
5.625%, 03/19/2114 | GBP | 100,000 | 75,925 | ||
5.750%, 03/05/2026 | MXN | 2,445,200 | 106,541 | ||
7.750%, 05/29/2031 to 11/13/2042 | 9,931,700 | 430,125 | |||
8.000%, 11/07/2047 to 07/31/2053 | 3,890,700 | 162,753 | |||
8.500%, 05/31/2029 to 11/18/2038 | 11,760,200 | 541,431 | |||
10.000%, 11/20/2036 | 1,712,300 | 87,140 | |||
4,458,328 | |||||
New Zealand - 3.3% | |||||
Government of New Zealand | |||||
1.500%, 05/15/2031 | NZD | 690,000 | 311,110 | ||
2.750%, 05/15/2051 | 2,975,000 | 1,172,730 | |||
Government of New Zealand, Inflation Linked Bond | |||||
2.937%, 09/20/2040 | 1,925,000 | 1,233,819 | |||
2.968%, 09/20/2035 | 2,315,000 | 1,522,227 | |||
3.617%, 09/20/2030 | 1,280,000 | 904,015 | |||
5,143,901 | |||||
Panama - 0.5% | |||||
Republic of Panama | |||||
3.870%, 07/23/2060 | $ | 410,000 | 243,351 | ||
4.500%, 04/16/2050 to 04/01/2056 | 760,000 | 517,184 | |||
760,535 | |||||
Peru - 1.1% | |||||
Republic of Peru | |||||
1.250%, 03/11/2033 | EUR | 245,000 | 158,852 | ||
1.950%, 11/17/2036 | 165,000 | 103,188 | |||
2.783%, 01/23/2031 | $ | 150,000 | 118,768 | ||
3.000%, 01/15/2034 | 315,000 | 236,520 | |||
3.750%, 03/01/2030 | EUR | 105,000 | 93,901 | ||
5.400%, 08/12/2034 | PEN | 575,000 | 107,603 | ||
6.150%, 08/12/2032 | 695,000 | 143,882 | |||
6.350%, 08/12/2028 | 1,820,000 | 415,349 | |||
6.900%, 08/12/2037 | 395,000 | 82,330 | |||
6.950%, 08/12/2031 | 310,000 | 69,208 | |||
8.200%, 08/12/2026 | 665,000 | 172,722 | |||
1,702,323 | |||||
Poland - 0.5% | |||||
Republic of Poland | |||||
1.750%, 04/25/2032 | PLN | 1,815,000 | 232,216 | ||
2.750%, 10/25/2029 | 435,000 | 65,545 | |||
3.250%, 07/25/2025 | 1,085,000 | 195,952 | |||
3.750%, 05/25/2027 | 1,900,000 | 327,296 | |||
821,009 | |||||
Romania - 1.1% | |||||
Republic of Romania | |||||
2.000%, 01/28/2032 | EUR | 155,000 | 92,915 | ||
2.124%, 07/16/2031 | 150,000 | 92,683 |
163 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Romania (continued) | |||||
Republic of Romania (continued) | |||||
2.500%, 02/08/2030 | EUR | 150,000 | $ | 104,384 | |
2.625%, 12/02/2040 (B) | 540,000 | 268,913 | |||
2.625%, 12/02/2040 | 200,000 | 99,597 | |||
3.650%, 09/24/2031 | RON | 365,000 | 50,111 | ||
3.875%, 10/29/2035 | EUR | 520,000 | 347,854 | ||
4.000%, 02/14/2051 | $ | 226,000 | 125,438 | ||
4.625%, 04/03/2049 | EUR | 205,000 | 131,833 | ||
4.750%, 10/11/2034 | RON | 540,000 | 75,962 | ||
5.800%, 07/26/2027 | 1,130,000 | 198,692 | |||
6.700%, 02/25/2032 | 305,000 | 52,757 | |||
1,641,139 | |||||
Russia - 1.4% | |||||
Government of Russia | |||||
6.900%, 05/23/2029 (F) | RUB | 240,040,000 | 1,096,528 | ||
7.050%, 01/19/2028 (F) | 133,185,000 | 608,403 | |||
7.650%, 04/10/2030 (F) | 84,090,000 | 384,132 | |||
2,089,063 | |||||
Senegal - 0.1% | |||||
Republic of Senegal 6.750%, 03/13/2048 | $ | 200,000 | 123,680 | ||
Serbia - 0.4% | |||||
Republic of Serbia | |||||
1.650%, 03/03/2033 | EUR | 660,000 | 356,265 | ||
2.050%, 09/23/2036 | 605,000 | 309,806 | |||
666,071 | |||||
South Africa - 1.1% | |||||
Republic of South Africa | |||||
6.250%, 03/31/2036 | ZAR | 655,000 | 22,865 | ||
8.000%, 01/31/2030 | 5,710,000 | 269,143 | |||
8.250%, 03/31/2032 | 4,925,000 | 223,032 | |||
8.500%, 01/31/2037 | 7,080,000 | 300,596 | |||
8.750%, 01/31/2044 | 3,220,000 | 134,398 | |||
8.875%, 02/28/2035 | 12,915,000 | 580,469 | |||
9.000%, 01/31/2040 | 4,160,000 | 180,514 | |||
1,711,017 | |||||
South Korea - 7.8% | |||||
Republic of Korea | |||||
1.375%, 12/10/2029 | KRW | 10,736,980,000 | 6,234,761 | ||
2.375%, 12/10/2031 | 4,545,430,000 | 2,755,780 | |||
Republic of Korea, Inflation Linked Bond | |||||
1.125%, 06/10/2030 | 3,025,430,951 | 2,006,187 | |||
1.750%, 06/10/2028 | 1,572,089,078 | 1,103,461 | |||
12,100,189 | |||||
Spain - 0.7% | |||||
Kingdom of Spain 1.000%, 10/31/2050 (B) | EUR | 2,020,000 | 1,075,354 | ||
Sri Lanka - 0.0% | |||||
Democratic Socialist Republic of Sri Lanka 6.750%, 04/18/2028 (F) | $ | 200,000 | 48,978 | ||
Thailand - 0.7% | |||||
Kingdom of Thailand | |||||
1.000%, 06/17/2027 | THB | 11,055,000 | 271,856 | ||
1.585%, 12/17/2035 | 11,665,000 | 241,353 | |||
1.600%, 12/17/2029 | 6,515,000 | 156,282 | |||
2.000%, 12/17/2031 to 06/17/2042 | 14,955,000 | 345,929 | |||
1,015,420 | |||||
Ukraine - 0.1% | |||||
Republic of Ukraine 7.253%, 03/15/2035 | $ | 520,000 | 95,501 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
United Kingdom - 0.7% | |||||
United Kingdom of Great Britain, Inflation Linked Gilt | |||||
0.125%, 03/22/2051 | GBP | 443,285 | $ | 521,034 | |
0.500%, 03/22/2050 | 418,015 | 536,838 | |||
1,057,872 | |||||
Uruguay - 0.1% | |||||
Republic of Uruguay 4.975%, 04/20/2055 | $ | 130,000 | 116,047 | ||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $95,479,002) | $ | 70,528,745 | |||
CORPORATE BONDS - 25.8% | |||||
Australia - 0.2% | |||||
FMG Resources Proprietary, Ltd. 5.875%, 04/15/2030 (B) | 100,000 | 86,982 | |||
Macquarie Group, Ltd. 5.491%, (5.491% to 11-9-32, then SOFR + 2.865%), 11/09/2033 (B) | 235,000 | 213,327 | |||
300,309 | |||||
Austria - 0.1% | |||||
Klabin Austria GmbH 7.000%, 04/03/2049 (B) | 200,000 | 168,426 | |||
Bermuda - 0.1% | |||||
Athene Holding, Ltd. 3.500%, 01/15/2031 | 135,000 | 108,117 | |||
Brazil - 0.1% | |||||
Vale Overseas, Ltd. 6.875%, 11/10/2039 | 110,000 | 103,279 | |||
Canada - 0.3% | |||||
Canadian Pacific Railway Company | |||||
3.000%, 12/02/2041 | 20,000 | 14,165 | |||
3.100%, 12/02/2051 | 20,000 | 13,129 | |||
Enbridge, Inc. 7.625%, (7.625% to 1-15-33, then 5 Year CMT + 4.418% to 1-15-53, then 5 Year CMT + 5.168%), 01/15/2083 | 32,000 | 30,854 | |||
goeasy, Ltd. 4.375%, 05/01/2026 (B) | 40,000 | 34,900 | |||
The Bank of Nova Scotia 4.588%, (4.588% to 5-4-32, then 5 Year CMT + 2.050%), 05/04/2037 | 370,000 | 310,225 | |||
403,273 | |||||
Cayman Islands - 0.2% | |||||
Seagate HDD Cayman | |||||
3.375%, 07/15/2031 | 120,000 | 83,783 | |||
5.750%, 12/01/2034 | 215,000 | 170,740 | |||
254,523 | |||||
Chile - 0.2% | |||||
Empresa de los Ferrocarriles del Estado 3.830%, 09/14/2061 (B) | 245,000 | 163,844 | |||
VTR Comunicaciones SpA 4.375%, 04/15/2029 | 200,000 | 124,000 | |||
287,844 | |||||
China - 0.2% | |||||
CIFI Holdings Group Company, Ltd. 4.375%, 04/12/2027 | 260,000 | 54,245 | |||
Country Garden Holdings Company, Ltd. 3.875%, 10/22/2030 | 290,000 | 80,980 | |||
KWG Group Holdings, Ltd. 6.000%, 08/14/2026 | 630,000 | 90,248 | |||
Times China Holdings, Ltd. 5.750%, 01/14/2027 | 200,000 | 19,358 |
164 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
China (continued) | |||||
Yuzhou Group Holdings Company, Ltd. | |||||
6.350%, 01/13/2027 (F) | $ | 200,000 | $ | 12,318 | |
7.375%, 01/13/2026 (F) | 200,000 | 12,490 | |||
269,639 | |||||
Finland - 0.0% | |||||
Nokia OYJ 6.625%, 05/15/2039 | 27,000 | 25,031 | |||
France - 1.3% | |||||
BNP Paribas SA | |||||
2.159%, (2.159% to 9-15-28, then SOFR + 1.218%), 09/15/2029 (B) | 200,000 | 156,457 | |||
2.871%, (2.871% to 4-19-31, then SOFR + 1.387%), 04/19/2032 (B) | 200,000 | 151,220 | |||
Constellium SE 3.125%, 07/15/2029 | EUR | 120,000 | 84,019 | ||
Credit Agricole Assurances SA 2.000%, 07/17/2030 | 100,000 | 75,567 | |||
Societe Generale SA | |||||
2.889%, (2.889% to 6-9-31, then 1 Year CMT + 1.300%), 06/09/2032 (B) | $ | 200,000 | 146,100 | ||
4.027%, (4.027% to 1-21-42, then 1 Year CMT + 1.900%), 01/21/2043 (B) | 210,000 | 130,088 | |||
6.221%, (6.221% to 6-15-32, then 1 Year CMT + 3.200%), 06/15/2033 (B) | 665,000 | 589,512 | |||
TotalEnergies SE 2.125%, (2.125% to 1-25-33, then 5 Year Euro Swap Rate + 2.513% to 1-25-53, then 5 Year Euro Swap Rate + 3.263%), 07/25/2032 (G) | EUR | 470,000 | 311,078 | ||
Valeo 1.000%, 08/03/2028 | 500,000 | 374,157 | |||
2,018,198 | |||||
Germany - 0.4% | |||||
Allianz SE 2.121%, (2.121% to 7-8-30, then 3 month EURIBOR + 3.280%), 07/08/2050 | 100,000 | 76,283 | |||
Deutsche Bank AG | |||||
2.311%, (2.311% to 11-16-26, then SOFR + 1.219%), 11/16/2027 | $ | 150,000 | 121,674 | ||
3.742%, (3.742% to 10-7-31, then SOFR + 2.257%), 01/07/2033 | 200,000 | 129,645 | |||
5.625%, (5.625% to 5-19-26, then 5 Year Euro Swap Rate + 6.000%), 05/19/2031 | EUR | 100,000 | 93,325 | ||
Hannover Rueck SE 1.750%, (1.750% to 7-8-30, then 3 month EURIBOR + 3.000%), 10/08/2040 | 100,000 | 74,370 | |||
Muenchener Rueckversicherungs-Gesellschaft AG 1.250%, (1.250% to 5-26-31, then 3 month EURIBOR + 2.550%), 05/26/2041 | 200,000 | 139,863 | |||
635,160 | |||||
Ireland - 0.1% | |||||
AerCap Ireland Capital DAC 3.300%, 01/30/2032 | $ | 305,000 | 229,381 | ||
Italy - 0.3% | |||||
Assicurazioni Generali SpA 2.429%, 07/14/2031 | EUR | 600,000 | 433,226 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Japan - 0.2% | |||||
Nissan Motor Company, Ltd. 4.810%, 09/17/2030 (B) | $ | 200,000 | $ | 162,036 | |
Rakuten Group, Inc. 4.250%, (4.250% to 4-22-27, then 5 Year Euro Swap Rate + 4.740%), 04/22/2027 (G) | EUR | 200,000 | 124,711 | ||
286,747 | |||||
Kazakhstan - 0.2% | |||||
KazMunayGas National Company JSC 6.375%, 10/24/2048 | $ | 400,000 | 278,051 | ||
Luxembourg - 0.2% | |||||
Arena Luxembourg Finance Sarl 1.875%, 02/01/2028 | EUR | 100,000 | 72,959 | ||
EIG Pearl Holdings Sarl 4.387%, 11/30/2046 | $ | 200,000 | 140,340 | ||
Swiss Re Finance Luxembourg SA 2.534%, (2.534% to 4-30-30, then 1 Year EURIBOR ICE Swap Rate + 2.850%), 04/30/2050 | EUR | 100,000 | 78,123 | ||
Trinseo Materials Operating SCA 5.125%, 04/01/2029 (B) | $ | 105,000 | 61,950 | ||
353,372 | |||||
Macau - 0.1% | |||||
Wynn Macau, Ltd. 5.625%, 08/26/2028 (B) | 330,000 | 219,820 | |||
Malta - 0.1% | |||||
VistaJet Malta Finance PLC | |||||
6.375%, 02/01/2030 (B) | 122,000 | 99,735 | |||
7.875%, 05/01/2027 (B) | 55,000 | 49,445 | |||
149,180 | |||||
Mexico - 0.2% | |||||
Petroleos Mexicanos 6.750%, 09/21/2047 | 225,000 | 125,438 | |||
Trust Fibra Uno 4.869%, 01/15/2030 | 200,000 | 152,552 | |||
Unifin Financiera SAB de CV 8.375%, 01/27/2028 | 205,000 | 22,653 | |||
300,643 | |||||
Netherlands - 0.8% | |||||
ABN AMRO Bank NV 3.324%, (3.324% to 3-13-32, then 5 Year CMT + 1.900%), 03/13/2037 (B) | 400,000 | 285,144 | |||
Achmea BV 2.500%, (2.500% to 6-24-29, then 5 Year Euro Swap Rate + 3.650%), 09/24/2039 | EUR | 135,000 | 99,869 | ||
JAB Holdings BV 4.500%, 04/08/2052 (B) | $ | 250,000 | 160,800 | ||
Prosus NV 2.031%, 08/03/2032 | EUR | 165,000 | 103,408 | ||
Teva Pharmaceutical Finance Netherlands II BV 4.375%, 05/09/2030 | 460,000 | 354,568 | |||
Upjohn Finance BV 1.908%, 06/23/2032 | 145,000 | 100,491 | |||
Wintershall Dea Finance 2 BV 3.000%, (3.000% to 1-20-29, then 5 Year Euro Swap Rate + 3.319% to 1-20-34, then 5 Year Euro Swap Rate + 4.319%), 07/20/2028 (G) | 200,000 | 138,974 | |||
1,243,254 |
165 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Norway - 0.0% | |||||
Equinor ASA 3.000%, 04/06/2027 | $ | 47,000 | $ | 43,370 | |
Peru - 0.0% | |||||
Southern Copper Corp. 5.250%, 11/08/2042 | 35,000 | 30,665 | |||
Spain - 0.2% | |||||
Banco de Credito Social Cooperativo SA 1.750%, (1.750% to 3-9-27, then 1 Year Euro Swap Rate + 2.150%), 03/09/2028 | EUR | 200,000 | 146,027 | ||
Telefonica Emisiones SA 5.520%, 03/01/2049 | $ | 300,000 | 238,169 | ||
384,196 | |||||
Switzerland - 0.7% | |||||
Credit Suisse Group AG | |||||
4.194%, (4.194% to 4-1-30, then SOFR + 3.730%), 04/01/2031 (B) | 250,000 | 196,641 | |||
6.537%, (6.537% to 8-12-32, then SOFR + 3.920%), 08/12/2033 (B) | 750,000 | 674,062 | |||
UBS Group AG 4.988%, (4.988% to 8-5-32, then 1 Year CMT + 2.400%), 08/05/2033 (B) | 200,000 | 179,701 | |||
1,050,404 | |||||
United Arab Emirates - 0.1% | |||||
MDGH GMTN RSC, Ltd. 1.000%, 03/10/2034 | EUR | 145,000 | 103,337 | ||
United Kingdom - 1.7% | |||||
Anglo American Capital PLC | |||||
2.625%, 09/10/2030 (B) | $ | 330,000 | 254,013 | ||
4.750%, 03/16/2052 (B) | 200,000 | 153,200 | |||
5.625%, 04/01/2030 (B) | 400,000 | 378,438 | |||
Aon Global, Ltd. 3.875%, 12/15/2025 | 40,000 | 38,433 | |||
AstraZeneca PLC 4.375%, 08/17/2048 | 26,000 | 22,695 | |||
Barclays PLC | |||||
2.667%, (2.667% to 3-10-31, then 1 Year CMT + 1.200%), 03/10/2032 | 200,000 | 146,161 | |||
5.746%, (5.746% to 8-9-32, then 1 Year CMT + 3.000%), 08/09/2033 | 200,000 | 181,689 | |||
BAT International Finance PLC 2.250%, 01/16/2030 | EUR | 100,000 | 75,699 | ||
BP Capital Markets PLC | |||||
2.822%, 04/07/2032 | 100,000 | 87,778 | |||
4.375%, (4.375% to 9-22-25, then 5 Year CMT + 4.036% to 9-22-30, then 5 Year CMT + 4.286% to 9-22-45, then 5 Year CMT + 5.036%), 06/22/2025 (G) | $ | 17,000 | 15,725 | ||
4.875%, (4.875% to 6-22-30, then 5 Year CMT + 4.398% to 6-22-50, then 5 Year CMT + 5.148%), 03/22/2030 (G) | 53,000 | 45,580 | |||
Centrica PLC 5.250%, (5.250% to 4-10-25, then 5 Year Pound Sterling Swap Rate + 3.861% to 4-10-45, then 5 Year Pound Sterling Swap Rate + 4.611%), 04/10/2075 | GBP | 160,000 | 148,381 | ||
HSBC Holdings PLC 5.402%, (5.402% to 8-11-32, then SOFR + 2.870%), 08/11/2033 | $ | 875,000 | 778,044 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United Kingdom (continued) | |||||
Standard Chartered PLC 2.678%, (2.678% to 6-29-31, then 1 Year CMT + 1.200%), 06/29/2032 (B) | $ | 200,000 | $ | 145,913 | |
Vodafone Group PLC 3.000%, (3.000% to 8-27-30, then 5 Year Euro Swap Rate + 3.477% to 8-27-50, then 5 Year Euro Swap Rate + 4.227%), 08/27/2080 | EUR | 155,000 | 112,070 | ||
2,583,819 | |||||
United States - 17.8% | |||||
AbbVie, Inc. 4.250%, 11/21/2049 | $ | 35,000 | 28,097 | ||
Adams Homes, Inc. 7.500%, 02/15/2025 (B) | 10,000 | 8,250 | |||
Advanced Drainage Systems, Inc. 6.375%, 06/15/2030 (B) | 120,000 | 116,262 | |||
Alliant Holdings Intermediate LLC 6.750%, 10/15/2027 (B) | 61,000 | 52,569 | |||
Altria Group, Inc. 3.125%, 06/15/2031 | EUR | 100,000 | 80,040 | ||
American Express Company 3.550%, (3.550% to 9-15-26, then 5 Year CMT + 2.854%), 09/15/2026 (G) | $ | 58,000 | 44,699 | ||
American International Group, Inc. | |||||
4.375%, 06/30/2050 | 130,000 | 104,029 | |||
4.500%, 07/16/2044 | 35,000 | 28,755 | |||
4.750%, 04/01/2048 | 95,000 | 81,457 | |||
American Tower Corp. 1.000%, 01/15/2032 | EUR | 100,000 | 68,981 | ||
Anheuser-Busch Companies LLC 4.900%, 02/01/2046 | $ | 17,000 | 14,774 | ||
Anheuser-Busch InBev Worldwide, Inc. 4.600%, 04/15/2048 | 19,000 | 15,735 | |||
Antero Midstream Partners LP | |||||
5.375%, 06/15/2029 (B) | 62,000 | 54,740 | |||
5.750%, 03/01/2027 (B) | 30,000 | 27,746 | |||
Antero Resources Corp. 5.375%, 03/01/2030 (B) | 60,000 | 53,944 | |||
Aon Corp. 3.900%, 02/28/2052 | 155,000 | 114,885 | |||
Apache Corp. 4.375%, 10/15/2028 | 58,000 | 50,588 | |||
Apple, Inc. | |||||
1.200%, 02/08/2028 | 47,000 | 39,352 | |||
2.650%, 05/11/2050 | 22,000 | 14,468 | |||
3.950%, 08/08/2052 | 145,000 | 121,085 | |||
APX Group, Inc. 5.750%, 07/15/2029 (B) | 119,000 | 94,078 | |||
Aramark Services, Inc. 6.375%, 05/01/2025 (B) | 196,000 | 192,080 | |||
Ardagh Metal Packaging Finance USA LLC 6.000%, 06/15/2027 (B) | 200,000 | 188,341 | |||
AssuredPartners, Inc. 5.625%, 01/15/2029 (B) | 65,000 | 50,520 | |||
AT&T, Inc. | |||||
2.300%, 06/01/2027 | 32,000 | 27,969 | |||
3.500%, 06/01/2041 to 09/15/2053 | 72,000 | 49,163 | |||
AutoZone, Inc. 4.750%, 08/01/2032 | 65,000 | 60,962 | |||
Aviation Capital Group LLC 1.950%, 01/30/2026 (B) | 95,000 | 79,744 | |||
Bank of America Corp. | |||||
2.087%, (2.087% to 6-14-28, then SOFR + 1.060%), 06/14/2029 | 44,000 | 35,756 |
166 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
Bank of America Corp. (continued) | |||||
2.676%, (2.676% to 6-19-40, then SOFR + 1.930%), 06/19/2041 | $ | 60,000 | $ | 38,751 | |
2.687%, (2.687% to 4-22-31, then SOFR + 1.320%), 04/22/2032 | 670,000 | 523,092 | |||
3.093%, (3.093% to 10-1-24, then 3 month LIBOR + 1.090%), 10/01/2025 | 27,000 | 25,648 | |||
4.443%, (4.443% to 1-20-47, then 3 month LIBOR + 1.990%), 01/20/2048 | 27,000 | 21,871 | |||
4.948%, (4.948% to 7-22-27, then SOFR + 2.040%), 07/22/2028 | 32,000 | 30,747 | |||
5.015%, (5.015% to 7-22-32, then SOFR + 2.160%), 07/22/2033 | 250,000 | 231,913 | |||
5.125%, (5.125% to 6-20-24, then 3 month LIBOR + 3.292%), 06/20/2024 (G) | 33,000 | 30,837 | |||
BAT Capital Corp. | |||||
3.222%, 08/15/2024 | 47,000 | 45,226 | |||
4.906%, 04/02/2030 | 46,000 | 40,615 | |||
Bausch Health Companies, Inc. | |||||
4.875%, 06/01/2028 (B) | 19,000 | 12,249 | |||
5.250%, 01/30/2030 (B) | 185,000 | 69,094 | |||
Baxter International, Inc. 2.272%, 12/01/2028 | 45,000 | 37,159 | |||
BCPE Ulysses Intermediate, Inc. 7.750%, (7.750% Cash or 8.500% PIK), 04/01/2027 (B) | 59,000 | 40,141 | |||
Belo Corp. 7.250%, 09/15/2027 | 93,000 | 90,908 | |||
Berkshire Hathaway Energy Company 2.850%, 05/15/2051 | 26,000 | 16,003 | |||
Biogen, Inc. 2.250%, 05/01/2030 | 35,000 | 27,561 | |||
Black Knight InfoServ LLC 3.625%, 09/01/2028 (B) | 675,000 | 575,438 | |||
Blue Racer Midstream LLC 7.625%, 12/15/2025 (B) | 10,000 | 9,600 | |||
Bon Secours Mercy Health, Inc. | |||||
2.095%, 06/01/2031 | 23,000 | 17,894 | |||
3.205%, 06/01/2050 | 20,000 | 13,763 | |||
Booz Allen Hamilton, Inc. 4.000%, 07/01/2029 (B) | 75,000 | 64,167 | |||
Boston Scientific Corp. 4.700%, 03/01/2049 | 5,000 | 4,377 | |||
BP Capital Markets America, Inc. 2.721%, 01/12/2032 | 40,000 | 32,496 | |||
Brandywine Operating Partnership LP 4.550%, 10/01/2029 | 22,000 | 19,605 | |||
Brixmor Operating Partnership LP 3.900%, 03/15/2027 | 32,000 | 29,106 | |||
Broadcom Corp. 3.875%, 01/15/2027 | 74,000 | 68,071 | |||
Broadcom, Inc. | |||||
3.419%, 04/15/2033 (B) | 40,000 | 30,529 | |||
4.300%, 11/15/2032 | 189,000 | 158,691 | |||
Buckeye Partners LP 5.850%, 11/15/2043 | 195,000 | 144,446 | |||
Builders FirstSource, Inc. | |||||
4.250%, 02/01/2032 (B) | 160,000 | 122,742 | |||
5.000%, 03/01/2030 (B) | 520,000 | 442,000 | |||
Caesars Entertainment, Inc. 8.125%, 07/01/2027 (B) | 244,000 | 233,041 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
Carnival Corp. | |||||
6.000%, 05/01/2029 (B) | $ | 151,000 | $ | 99,142 | |
7.625%, 03/01/2026 (B) | 111,000 | 84,360 | |||
CCO Holdings LLC | |||||
4.500%, 06/01/2033 (B) | 41,000 | 30,290 | |||
5.375%, 06/01/2029 (B) | 169,000 | 147,929 | |||
Celanese US Holdings LLC 6.330%, 07/15/2029 | 40,000 | 37,281 | |||
CenterPoint Energy Houston Electric LLC 2.350%, 04/01/2031 | 47,000 | 38,345 | |||
CenterPoint Energy, Inc. 6.125%, (6.125% to 9-1-23, then 3 month LIBOR + 3.270%), 09/01/2023 (G) | 33,000 | 31,036 | |||
Charter Communications Operating LLC | |||||
3.700%, 04/01/2051 | 40,000 | 24,242 | |||
5.250%, 04/01/2053 | 270,000 | 206,754 | |||
5.375%, 05/01/2047 | 130,000 | 100,559 | |||
Cheniere Energy Partners LP 3.250%, 01/31/2032 | 70,000 | 53,750 | |||
Cinemark USA, Inc. 5.250%, 07/15/2028 (B) | 55,000 | 42,300 | |||
Citigroup, Inc. | |||||
3.106%, (3.106% to 4-8-25, then SOFR + 2.842%), 04/08/2026 | 69,000 | 64,672 | |||
4.412%, (4.412% to 3-31-30, then SOFR + 3.914%), 03/31/2031 | 22,000 | 19,737 | |||
5.300%, 05/06/2044 | 12,000 | 10,460 | |||
Clydesdale Acquisition Holdings, Inc. | |||||
6.625%, 04/15/2029 (B) | 10,000 | 9,099 | |||
8.750%, 04/15/2030 (B) | 155,000 | 128,190 | |||
CMS Energy Corp. 4.750%, (4.750% to 3-1-30, then 5 Year CMT + 4.116%), 06/01/2050 | 53,000 | 44,785 | |||
Coherent Corp. 5.000%, 12/15/2029 (B) | 44,000 | 36,397 | |||
Comcast Corp. | |||||
2.800%, 01/15/2051 | 12,000 | 7,350 | |||
3.750%, 04/01/2040 | 42,000 | 33,017 | |||
CommonSpirit Health | |||||
2.782%, 10/01/2030 | 45,000 | 35,914 | |||
3.817%, 10/01/2049 | 115,000 | 83,475 | |||
Community Health Network, Inc. 3.099%, 05/01/2050 | 220,000 | 142,313 | |||
Community Health Systems, Inc. 4.750%, 02/15/2031 (B) | 25,000 | 16,813 | |||
Compass Group Diversified Holdings LLC 5.250%, 04/15/2029 (B) | 75,000 | 58,855 | |||
Condor Merger Sub, Inc. 7.375%, 02/15/2030 (B) | 33,000 | 26,980 | |||
Consolidated Edison Company of New York, Inc. 3.200%, 12/01/2051 | 65,000 | 43,129 | |||
Constellation Brands, Inc. 3.150%, 08/01/2029 | 55,000 | 47,248 | |||
Corebridge Financial, Inc. | |||||
3.850%, 04/05/2029 | 30,000 | 26,440 | |||
6.875%, (6.875% to 9-15-27, then 5 Year CMT + 3.846%), 12/15/2052 (B) | 73,000 | 66,755 | |||
CSX Corp. 4.500%, 11/15/2052 | 130,000 | 109,192 |
167 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
CubeSmart LP 2.500%, 02/15/2032 | $ | 45,000 | $ | 33,674 | |
CVS Health Corp. | |||||
4.780%, 03/25/2038 | 20,000 | 17,534 | |||
5.050%, 03/25/2048 | 22,000 | 19,375 | |||
Dave & Buster's, Inc. 7.625%, 11/01/2025 (B) | 40,000 | 39,400 | |||
Dick's Sporting Goods, Inc. 4.100%, 01/15/2052 | 120,000 | 74,156 | |||
Discovery Communications LLC 5.000%, 09/20/2037 | 22,000 | 17,405 | |||
Dollar General Corp. | |||||
3.500%, 04/03/2030 | 25,000 | 21,927 | |||
5.000%, 11/01/2032 | 30,000 | 28,852 | |||
Dominion Energy South Carolina, Inc. | |||||
5.300%, 05/15/2033 | 12,000 | 11,933 | |||
6.625%, 02/01/2032 | 12,000 | 12,855 | |||
Dominion Energy, Inc. 4.650%, (4.650% to 12-15-24, then 5 Year CMT + 2.993%), 12/15/2024 (G) | 52,000 | 45,799 | |||
Duke Energy Corp. | |||||
3.300%, 06/15/2041 | 27,000 | 18,830 | |||
4.875%, (4.875% to 9-16-24, then 5 Year CMT + 3.388%), 09/16/2024 (G) | 52,000 | 46,605 | |||
5.000%, 08/15/2052 | 120,000 | 102,270 | |||
Earthstone Energy Holdings LLC 8.000%, 04/15/2027 (B) | 72,000 | 67,860 | |||
Eaton Corp. 4.700%, 08/23/2052 | 270,000 | 237,149 | |||
Edison International 5.375%, (5.375% to 3-15-26, then 5 Year CMT + 4.698%), 03/15/2026 (G) | 38,000 | 31,255 | |||
Elanco Animal Health, Inc. 6.400%, 08/28/2028 | 35,000 | 30,898 | |||
Elevance Health, Inc. 2.250%, 05/15/2030 | 29,000 | 23,394 | |||
Embarq Corp. 7.995%, 06/01/2036 | 66,000 | 33,000 | |||
Energy Transfer LP | |||||
4.200%, 04/15/2027 | 15,000 | 13,872 | |||
4.750%, 01/15/2026 | 22,000 | 21,197 | |||
5.000%, 05/15/2050 | 10,000 | 7,816 | |||
EnLink Midstream LLC 5.625%, 01/15/2028 (B) | 114,000 | 106,590 | |||
EnLink Midstream Partners LP 5.450%, 06/01/2047 | 71,000 | 51,863 | |||
Enterprise Products Operating LLC 5.908%, (3 month LIBOR + 2.986%), 08/16/2077 (H) | 35,000 | 31,938 | |||
EPR Properties 4.500%, 04/01/2025 | 45,000 | 42,307 | |||
EQT Corp. | |||||
3.900%, 10/01/2027 | 65,000 | 59,150 | |||
5.700%, 04/01/2028 (A) | 5,000 | 4,902 | |||
Evergy Metro, Inc. | |||||
3.650%, 08/15/2025 | 47,000 | 45,391 | |||
4.200%, 03/15/2048 | 10,000 | 8,108 | |||
Fidelity National Information Services, Inc. 5.625%, 07/15/2052 | 235,000 | 208,316 | |||
Fifth Third Bancorp 4.500%, (4.500% to 9-30-25, then 5 Year CMT + 4.215%), 09/30/2025 (G) | 17,000 | 15,639 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
FirstCash, Inc. | |||||
4.625%, 09/01/2028 (B) | $ | 616,000 | $ | 515,654 | |
5.625%, 01/01/2030 (B) | 175,000 | 149,625 | |||
Flex, Ltd. 4.875%, 05/12/2030 | 100,000 | 90,137 | |||
Fortune Brands Home & Security, Inc. 4.500%, 03/25/2052 | 120,000 | 82,489 | |||
Freedom Mortgage Corp. 7.625%, 05/01/2026 (B) | 70,000 | 52,276 | |||
Frontier Communications Holdings LLC | |||||
5.875%, 10/15/2027 (B) | 84,000 | 75,283 | |||
6.000%, 01/15/2030 (B) | 139,000 | 109,202 | |||
6.750%, 05/01/2029 (B) | 169,000 | 139,425 | |||
General Electric Company 6.623%, (3 month LIBOR + 3.330%), 12/15/2022 (G)(H) | 17,000 | 15,898 | |||
General Motors Company 5.600%, 10/15/2032 | 235,000 | 209,772 | |||
General Motors Financial Company, Inc. | |||||
2.400%, 04/10/2028 | 47,000 | 37,591 | |||
4.350%, 01/17/2027 | 34,000 | 31,521 | |||
Glatfelter Corp. 4.750%, 11/15/2029 (B) | 245,000 | 140,875 | |||
Global Payments, Inc. | |||||
4.150%, 08/15/2049 | 10,000 | 6,857 | |||
5.950%, 08/15/2052 | 125,000 | 110,130 | |||
Great Lakes Dredge & Dock Corp. 5.250%, 06/01/2029 (B) | 400,000 | 308,238 | |||
Group 1 Automotive, Inc. 4.000%, 08/15/2028 (B) | 115,000 | 92,599 | |||
GTCR AP Finance, Inc. 8.000%, 05/15/2027 (B) | 50,000 | 45,997 | |||
Hawaiian Brand Intellectual Property, Ltd. 5.750%, 01/20/2026 (B) | 119,171 | 105,108 | |||
Hess Corp. 5.800%, 04/01/2047 | 137,000 | 122,347 | |||
Hightower Holding LLC 6.750%, 04/15/2029 (B) | 120,000 | 97,894 | |||
Home Point Capital, Inc. 5.000%, 02/01/2026 (B) | 360,000 | 225,450 | |||
HUB International, Ltd. | |||||
5.625%, 12/01/2029 (B) | 85,000 | 70,975 | |||
7.000%, 05/01/2026 (B) | 84,000 | 79,667 | |||
Humana, Inc. 4.875%, 04/01/2030 | 25,000 | 23,979 | |||
IBM Corp. 4.900%, 07/27/2052 | 115,000 | 100,630 | |||
Intel Corp. | |||||
3.050%, 08/12/2051 | 15,000 | 9,630 | |||
4.900%, 08/05/2052 | 210,000 | 185,448 | |||
5.050%, 08/05/2062 | 195,000 | 168,784 | |||
Intercontinental Exchange, Inc. | |||||
4.350%, 06/15/2029 | 48,000 | 45,400 | |||
4.950%, 06/15/2052 | 40,000 | 35,509 | |||
JPMorgan Chase & Co. | |||||
3.109%, (3.109% to 4-22-50, then SOFR + 2.440%), 04/22/2051 | 15,000 | 9,470 | |||
3.882%, (3.882% to 7-24-37, then 3 month LIBOR + 1.360%), 07/24/2038 | 27,000 | 21,087 | |||
4.565%, (4.565% to 6-14-29, then SOFR + 1.750%), 06/14/2030 | 33,000 | 30,410 | |||
4.586%, (4.586% to 4-26-32, then SOFR + 1.800%), 04/26/2033 | 130,000 | 116,976 |
168 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
JPMorgan Chase & Co. (continued) | |||||
4.912%, (4.912% to 7-25-32, then SOFR + 2.080%), 07/25/2033 | $ | 940,012 | $ | 866,810 | |
5.500%, 10/15/2040 | 27,000 | 25,328 | |||
6.125%, (6.125% to 4-30-24, then 3 month LIBOR + 3.330%), 04/30/2024 (G) | 32,000 | 30,922 | |||
Kraft Heinz Foods Company 4.875%, 10/01/2049 | 10,000 | 8,242 | |||
Kyndryl Holdings, Inc. | |||||
3.150%, 10/15/2031 | 105,000 | 70,405 | |||
4.100%, 10/15/2041 | 60,000 | 33,572 | |||
Ladder Capital Finance Holdings LLLP | |||||
4.250%, 02/01/2027 (B) | 77,000 | 62,001 | |||
4.750%, 06/15/2029 (B) | 110,000 | 82,352 | |||
5.250%, 10/01/2025 (B) | 130,000 | 119,600 | |||
LBM Acquisition LLC 6.250%, 01/15/2029 (B) | 74,000 | 50,135 | |||
LD Holdings Group LLC | |||||
6.125%, 04/01/2028 (B) | 163,000 | 84,787 | |||
6.500%, 11/01/2025 (B) | 75,000 | 45,017 | |||
Lear Corp. 3.800%, 09/15/2027 | 7,000 | 6,388 | |||
Lennar Corp. 4.750%, 11/29/2027 | 154,000 | 142,188 | |||
LFS Topco LLC 5.875%, 10/15/2026 (B) | 50,000 | 39,751 | |||
Liberty Mutual Group, Inc. | |||||
3.950%, 05/15/2060 (B) | 130,000 | 82,112 | |||
4.125%, (4.125% to 9-15-26, then 5 Year CMT + 3.315%), 12/15/2051 (B) | 39,000 | 30,130 | |||
4.300%, 02/01/2061 (B) | 235,000 | 147,519 | |||
5.500%, 06/15/2052 (B) | 202,000 | 174,121 | |||
Lowe's Companies, Inc. 5.625%, 04/15/2053 | 370,000 | 342,180 | |||
LYB International Finance III LLC 3.800%, 10/01/2060 | 155,000 | 97,643 | |||
M/I Homes, Inc. 3.950%, 02/15/2030 | 100,000 | 73,062 | |||
Medline Borrower LP | |||||
3.875%, 04/01/2029 (B) | 60,000 | 48,101 | |||
5.250%, 10/01/2029 (B) | 207,000 | 156,285 | |||
Meta Platforms, Inc. | |||||
4.450%, 08/15/2052 (B) | 130,000 | 106,091 | |||
4.650%, 08/15/2062 (B) | 125,000 | 100,697 | |||
MetLife, Inc. | |||||
3.850%, (3.850% to 9-15-25, then 5 Year CMT + 3.576%), 09/15/2025 (G) | 52,000 | 46,519 | |||
5.000%, 07/15/2052 | 40,000 | 36,462 | |||
Microsoft Corp. 3.450%, 08/08/2036 | 27,000 | 23,644 | |||
MidAmerican Energy Company 3.150%, 04/15/2050 | 9,000 | 6,119 | |||
Midcap Financial Issuer Trust 6.500%, 05/01/2028 (B) | 60,000 | 51,273 | |||
Morgan Stanley | |||||
0.790%, (0.790% to 5-30-24, then SOFR + 0.525%), 05/30/2025 | 22,000 | 20,249 | |||
2.484%, (2.484% to 9-16-31, then SOFR + 1.360%), 09/16/2036 | 165,000 | 118,244 | |||
3.622%, (3.622% to 4-1-30, then SOFR + 3.120%), 04/01/2031 | 42,000 | 36,298 | |||
3.950%, 04/23/2027 | 12,000 | 11,151 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
Morgan Stanley (continued) | |||||
4.889%, (4.889% to 7-20-32, then SOFR + 2.076%), 07/20/2033 | $ | 125,000 | $ | 115,820 | |
MPLX LP 4.950%, 09/01/2032 | 50,000 | 45,424 | |||
MSCI, Inc. | |||||
3.625%, 09/01/2030 (B) | 115,000 | 94,622 | |||
3.875%, 02/15/2031 (B) | 160,000 | 134,714 | |||
Mylan, Inc. 5.200%, 04/15/2048 | 120,000 | 82,580 | |||
Nabors Industries, Inc. 7.375%, 05/15/2027 (B) | 45,000 | 41,533 | |||
Nasdaq, Inc. 0.900%, 07/30/2033 | EUR | 100,000 | 65,952 | ||
National Rural Utilities Cooperative Finance Corp. 4.750%, (4.750% to 4-30-23, then 3 month LIBOR + 2.910%), 04/30/2043 | $ | 34,000 | 30,935 | ||
Nationstar Mortgage Holdings, Inc. | |||||
5.125%, 12/15/2030 (B) | 290,000 | 210,308 | |||
5.750%, 11/15/2031 (B) | 465,000 | 341,019 | |||
NCL Corp., Ltd. 7.750%, 02/15/2029 (B) | 138,000 | 104,149 | |||
Nestle Holdings, Inc. 4.700%, 01/15/2053 (B) | 245,000 | 228,709 | |||
Netflix, Inc. 4.625%, 05/15/2029 | EUR | 100,000 | 91,386 | ||
New York Life Global Funding 3.600%, 08/05/2025 (B) | $ | 40,000 | 38,719 | ||
Nielsen Finance LLC 4.500%, 07/15/2029 (B) | 155,000 | 154,314 | |||
NMG Holding Company, Inc. 7.125%, 04/01/2026 (B) | 195,000 | 179,176 | |||
Nordstrom, Inc. 2.300%, 04/08/2024 | 35,000 | 32,550 | |||
Northern States Power Company 2.600%, 06/01/2051 | 7,000 | 4,353 | |||
Northwestern Mutual Global Funding 4.350%, 09/15/2027 (B) | 25,000 | 24,138 | |||
NortonLifeLock, Inc. | |||||
6.750%, 09/30/2027 (B) | 20,000 | 19,191 | |||
7.125%, 09/30/2030 (B) | 20,000 | 19,344 | |||
Novelis Corp. 4.750%, 01/30/2030 (B) | 110,000 | 90,200 | |||
Occidental Petroleum Corp. | |||||
4.500%, 07/15/2044 | 62,000 | 51,778 | |||
6.450%, 09/15/2036 | 98,000 | 98,000 | |||
Oncor Electric Delivery Company LLC 2.750%, 05/15/2030 | 52,000 | 44,596 | |||
OneMain Finance Corp. 6.625%, 01/15/2028 | 50,000 | 42,900 | |||
Open Text Holdings, Inc. 4.125%, 02/15/2030 to 12/01/2031 (B) | 235,000 | 182,214 | |||
Oracle Corp. 6.500%, 04/15/2038 | 50,000 | 47,552 | |||
O'Reilly Automotive, Inc. 4.700%, 06/15/2032 | 35,000 | 32,752 | |||
OT Merger Corp. 7.875%, 10/15/2029 (B) | 130,000 | 88,075 | |||
Pacific Gas & Electric Company | |||||
4.950%, 07/01/2050 | 53,000 | 38,792 | |||
5.900%, 06/15/2032 | 125,000 | 113,990 | |||
Par Pharmaceutical, Inc. 7.500%, 04/01/2027 (B)(F) | 36,000 | 28,441 |
169 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
Paramount Global | |||||
4.375%, 03/15/2043 | $ | 135,000 | $ | 89,957 | |
4.950%, 05/19/2050 | 115,000 | 81,725 | |||
5.250%, 04/01/2044 | 22,000 | 16,438 | |||
PennyMac Financial Services, Inc. 4.250%, 02/15/2029 (B) | 430,000 | 306,291 | |||
Penske Truck Leasing Company LP 4.250%, 01/17/2023 (B) | 37,000 | 36,928 | |||
Performance Food Group, Inc. 4.250%, 08/01/2029 (B) | 60,000 | 49,956 | |||
Philip Morris International, Inc. 1.450%, 08/01/2039 | EUR | 390,000 | 213,464 | ||
Plains All American Pipeline LP 3.800%, 09/15/2030 | $ | 59,000 | 49,472 | ||
Post Holdings, Inc. 4.625%, 04/15/2030 (B) | 190,000 | 156,038 | |||
Presidio Holdings, Inc. 8.250%, 02/01/2028 (B) | 255,000 | 219,743 | |||
Prestige Brands, Inc. 3.750%, 04/01/2031 (B) | 115,000 | 89,344 | |||
Prudential Financial, Inc. | |||||
5.125%, (5.125% to 11-28-31, then 5 Year CMT + 3.162%), 03/01/2052 | 18,000 | 15,605 | |||
6.000%, (6.000% to 6-1-32, then 5 Year CMT + 3.234%), 09/01/2052 | 33,000 | 30,809 | |||
Qualcomm, Inc. 4.500%, 05/20/2052 | 20,000 | 17,152 | |||
Range Resources Corp. | |||||
4.750%, 02/15/2030 (B) | 15,000 | 13,008 | |||
8.250%, 01/15/2029 | 5,000 | 5,088 | |||
Reynolds American, Inc. | |||||
4.850%, 09/15/2023 | 22,000 | 21,936 | |||
5.850%, 08/15/2045 | 580,000 | 454,947 | |||
Royal Caribbean Cruises, Ltd. | |||||
5.500%, 08/31/2026 (B) | 104,000 | 79,560 | |||
11.625%, 08/15/2027 (B) | 21,000 | 19,110 | |||
Royalty Pharma PLC 3.300%, 09/02/2040 | 21,000 | 14,088 | |||
S&P Global, Inc. 2.700%, 03/01/2029 (B) | 10,000 | 8,647 | |||
Salesforce, Inc. 2.700%, 07/15/2041 | 32,000 | 22,030 | |||
San Diego Gas & Electric Company 3.320%, 04/15/2050 | 22,000 | 15,269 | |||
Santander Holdings USA, Inc. 3.450%, 06/02/2025 | 37,000 | 34,635 | |||
Scripps Escrow II, Inc. 5.375%, 01/15/2031 (B) | 65,000 | 49,239 | |||
Sempra Energy 4.875%, (4.875% to 10-15-25, then 5 Year CMT + 4.550%), 10/15/2025 (G) | 49,000 | 45,570 | |||
Signal Parent, Inc. 6.125%, 04/01/2029 (B) | 212,000 | 102,877 | |||
Southern California Edison Company 4.875%, 03/01/2049 | 20,000 | 16,715 | |||
Spirit AeroSystems, Inc. 5.500%, 01/15/2025 (B) | 25,000 | 23,625 | |||
SRS Distribution, Inc. 6.125%, 07/01/2029 (B) | 80,000 | 64,248 | |||
Standard Industries, Inc. | |||||
3.375%, 01/15/2031 (B) | 318,000 | 223,649 | |||
4.375%, 07/15/2030 (B) | 392,000 | 299,880 | |||
Stellantis Finance US, Inc. 6.375%, 09/12/2032 (B) | 245,000 | 226,650 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
STL Holding Company LLC 7.500%, 02/15/2026 (B) | $ | 100,000 | $ | 84,750 | |
Sutter Health 4.091%, 08/15/2048 | 105,000 | 84,588 | |||
Sysco Corp. 6.600%, 04/01/2040 | 140,000 | 147,060 | |||
Targa Resources Corp. | |||||
4.200%, 02/01/2033 | 40,000 | 33,312 | |||
6.250%, 07/01/2052 | 20,000 | 18,169 | |||
Targa Resources Partners LP 4.875%, 02/01/2031 | 112,000 | 96,320 | |||
Taylor Morrison Communities, Inc. 5.125%, 08/01/2030 (B) | 225,000 | 181,621 | |||
Terex Corp. 5.000%, 05/15/2029 (B) | 200,000 | 171,647 | |||
The Boeing Company 5.805%, 05/01/2050 | 30,000 | 26,070 | |||
The Brooklyn Union Gas Company 4.273%, 03/15/2048 (B) | 215,000 | 156,934 | |||
The Charles Schwab Corp. 4.000%, (4.000% to 6-1-26, then 5 Year CMT + 3.168%), 06/01/2026 (G) | 76,000 | 62,336 | |||
The Dun & Bradstreet Corp. 5.000%, 12/15/2029 (B) | 190,000 | 156,750 | |||
The Gap, Inc. | |||||
3.625%, 10/01/2029 (B) | 183,000 | 118,950 | |||
3.875%, 10/01/2031 (B) | 347,000 | 220,594 | |||
The Goldman Sachs Group, Inc. | |||||
3.102%, (3.102% to 2-24-32, then SOFR + 1.410%), 02/24/2033 | 300,000 | 238,276 | |||
3.650%, (3.650% to 8-10-26, then 5 Year CMT + 2.915%), 08/10/2026 (G) | 41,000 | 31,468 | |||
4.482%, (4.482% to 8-23-27, then SOFR + 1.725%), 08/23/2028 | 42,000 | 39,417 | |||
4.800%, 07/08/2044 | 19,000 | 15,737 | |||
The Hertz Corp. 5.000%, 12/01/2029 (B) | 109,000 | 81,069 | |||
The Home Depot, Inc. | |||||
2.375%, 03/15/2051 | 2,000 | 1,170 | |||
4.950%, 09/15/2052 | 180,000 | 169,213 | |||
The PNC Financial Services Group, Inc. 5.000%, (5.000% to 11-1-26, then 3 month LIBOR + 3.300%), 11/01/2026 (G) | 35,000 | 30,492 | |||
The Sherwin-Williams Company 4.550%, 08/01/2045 | 30,000 | 23,841 | |||
The Southern Company | |||||
3.700%, 04/30/2030 | 15,000 | 13,202 | |||
4.000%, (4.000% to 10-15-25, then 5 Year CMT + 3.733%), 01/15/2051 | 35,000 | 31,367 | |||
The Toledo Hospital 5.750%, 11/15/2038 | 100,000 | 91,100 | |||
The William Carter Company 5.625%, 03/15/2027 (B) | 393,000 | 367,431 | |||
T-Mobile USA, Inc. | |||||
3.375%, 04/15/2029 | 121,000 | 104,542 | |||
3.750%, 04/15/2027 | 32,000 | 29,531 | |||
TopBuild Corp. 3.625%, 03/15/2029 (B) | 90,000 | 71,054 | |||
TransDigm, Inc. 6.250%, 03/15/2026 (B) | 195,000 | 189,150 | |||
Tri Pointe Homes, Inc. 5.700%, 06/15/2028 | 210,000 | 178,638 |
170 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
United States (continued) | |||||
Truist Financial Corp. 5.125%, (5.125% to 12-15-27, then 3 month LIBOR + 2.786%), 12/15/2027 (G) | $ | 27,000 | $ | 21,870 | |
U.S. Steel Corp. 6.875%, 03/01/2029 (I) | 71,000 | 64,528 | |||
United Natural Foods, Inc. 6.750%, 10/15/2028 (B) | 159,000 | 145,421 | |||
United Wholesale Mortgage LLC 5.500%, 04/15/2029 (B) | 659,000 | 500,840 | |||
UnitedHealth Group, Inc. | |||||
3.750%, 10/15/2047 | 27,000 | 20,733 | |||
4.750%, 05/15/2052 | 125,000 | 111,801 | |||
Unum Group 4.125%, 06/15/2051 | 155,000 | 103,284 | |||
Venture Global Calcasieu Pass LLC 4.125%, 08/15/2031 (B) | 118,000 | 97,877 | |||
Verizon Communications, Inc. | |||||
2.100%, 03/22/2028 | 37,000 | 31,236 | |||
3.400%, 03/22/2041 | 22,000 | 16,063 | |||
4.000%, 03/22/2050 | 10,000 | 7,635 | |||
4.016%, 12/03/2029 | 69,000 | 62,664 | |||
VICI Properties LP | |||||
4.125%, 08/15/2030 (B) | 37,000 | 30,903 | |||
5.625%, 05/15/2052 | 30,000 | 24,822 | |||
Walmart, Inc. 4.500%, 09/09/2052 | 130,000 | 121,886 | |||
Warnermedia Holdings, Inc. | |||||
3.755%, 03/15/2027 (B) | 50,000 | 44,735 | |||
4.054%, 03/15/2029 (B) | 36,000 | 31,093 | |||
5.050%, 03/15/2042 (B) | 32,000 | 23,944 | |||
5.141%, 03/15/2052 (B) | 281,000 | 204,236 | |||
5.391%, 03/15/2062 (B) | 180,000 | 130,484 | |||
Wells Fargo & Company | |||||
4.808%, (4.808% to 7-25-27, then SOFR + 1.980%), 07/25/2028 | 40,000 | 38,149 | |||
4.897%, (4.897% to 7-25-32, then SOFR + 2.100%), 07/25/2033 | 665,000 | 613,086 | |||
Western Midstream Operating LP 4.300%, 02/01/2030 | 113,000 | 96,644 | |||
Xcel Energy, Inc. 3.400%, 06/01/2030 | 29,000 | 25,165 | |||
Zoetis, Inc. 3.000%, 05/15/2050 | 27,000 | 17,699 | |||
27,507,166 | |||||
TOTAL CORPORATE BONDS (Cost $48,159,543) | $ | 39,770,430 | |||
CONVERTIBLE BONDS - 2.4% | |||||
China - 0.3% | |||||
NIO, Inc. 0.500%, 02/01/2027 | 485,000 | 361,568 | |||
Smart Insight International, Ltd. 4.500%, 12/05/2023 | HKD | 2,000,000 | 105,737 | ||
467,305 | |||||
Israel - 0.0% | |||||
SolarEdge Technologies, Inc., Zero Coupon 0.000%, 09/15/2025 | $ | 24,000 | 26,124 | ||
Italy - 0.0% | |||||
Nexi SpA 1.750%, 04/24/2027 | EUR | 100,000 | 80,506 | ||
Luxembourg - 0.1% | |||||
Arrival SA 3.500%, 12/01/2026 (B) | $ | 515,000 | 155,273 |
Shares or Principal Amount | Value | ||||
CONVERTIBLE BONDS (continued) | |||||
Singapore - 0.2% | |||||
Sea, Ltd. 0.250%, 09/15/2026 | $ | 370,000 | $ | 256,225 | |
United Kingdom - 0.3% | |||||
Endeavour Mining Corp. 3.000%, 02/15/2023 | 400,000 | 398,760 | |||
United States - 1.5% | |||||
Airbnb, Inc. 5.532%, 03/15/2026 (C) | 44,000 | 36,432 | |||
Apellis Pharmaceuticals, Inc. 3.500%, 09/15/2026 | 60,000 | 116,641 | |||
Bandwidth, Inc. | |||||
0.250%, 03/01/2026 | 25,000 | 16,175 | |||
0.500%, 04/01/2028 | 90,000 | 52,335 | |||
Beyond Meat, Inc. 30.719%, 03/15/2027 (C) | 130,000 | 38,740 | |||
Block, Inc. 0.125%, 03/01/2025 | 17,000 | 15,406 | |||
Bloomin' Brands, Inc. 5.000%, 05/01/2025 | 12,000 | 20,370 | |||
Ceridian HCM Holding, Inc. 0.250%, 03/15/2026 | 44,000 | 35,486 | |||
DraftKings Holdings, Inc. 8.230%, 03/15/2028 (C) | 119,000 | 76,807 | |||
Etsy, Inc. 0.125%, 10/01/2026 | 15,000 | 19,995 | |||
Exact Sciences Corp. 0.375%, 03/01/2028 | 95,000 | 60,088 | |||
FTI Consulting, Inc. 2.000%, 08/15/2023 | 17,000 | 28,043 | |||
JetBlue Airways Corp. 0.500%, 04/01/2026 | 342,000 | 242,820 | |||
John Bean Technologies Corp. 0.250%, 05/15/2026 | 44,000 | 36,388 | |||
NCL Corp., Ltd. 2.500%, 02/15/2027 (B) | 23,000 | 15,065 | |||
NuVasive, Inc. 0.375%, 03/15/2025 | 170,000 | 148,219 | |||
Pebblebrook Hotel Trust 1.750%, 12/15/2026 | 43,000 | 36,679 | |||
Pegasystems, Inc. 0.750%, 03/01/2025 | 80,000 | 64,300 | |||
Penn Entertainment, Inc. 2.750%, 05/15/2026 | 10,000 | 13,995 | |||
Pioneer Natural Resources Company 0.250%, 05/15/2025 | 18,000 | 38,988 | |||
Redfin Corp. 0.500%, 04/01/2027 | 100,000 | 48,707 | |||
Repay Holdings Corp. 10.866%, 02/01/2026 (B)(C) | 475,000 | 334,875 | |||
Royal Caribbean Cruises, Ltd. 6.000%, 08/15/2025 (B) | 71,000 | 74,799 | |||
Shift4 Payments, Inc. 0.500%, 08/01/2027 | 370,000 | 282,356 | |||
Snap, Inc. 0.125%, 03/01/2028 (B) | 470,000 | 314,900 | |||
Southwest Airlines Company 1.250%, 05/01/2025 | 25,000 | 28,538 | |||
Splunk, Inc. 1.125%, 06/15/2027 | 39,000 | 30,684 | |||
The Middleby Corp. 1.000%, 09/01/2025 | 84,000 | 95,802 | |||
Uber Technologies, Inc. 5.894%, 12/15/2025 (C) | 44,000 | 36,516 |
171 |
Shares or Principal Amount | Value | ||||
CONVERTIBLE BONDS (continued) | |||||
United States (continued) | |||||
Workday, Inc. 0.250%, 10/01/2022 | $ | 35,000 | $ | 37,905 | |
2,398,054 | |||||
TOTAL CONVERTIBLE BONDS (Cost $5,112,060) | $ | 3,782,247 | |||
MUNICIPAL BONDS - 3.8% | |||||
United States - 3.8% | |||||
Chicago Transit Authority (Illinois) 3.912%, 12/01/2040 | 60,000 | 50,351 | |||
Chicago Transit Authority (Illinois) 3.502%, 12/01/2033 | 435,000 | 370,302 | |||
Chicago Transit Authority, Series A (Illinois) 6.899%, 12/01/2040 | 55,000 | 61,755 | |||
City & County of Denver Company Airport System Revenue (Colorado) 2.717%, 11/15/2034 | 105,000 | 81,678 | |||
City & County of Denver Company Airport System Revenue (Colorado) 2.867%, 11/15/2037 | 75,000 | 56,395 | |||
City of Austin Airport System Revenue (Texas) 5.000%, 11/15/2032 | 100,000 | 103,177 | |||
City of Austin Airport System Revenue (Texas) 5.000%, 11/15/2044 | 240,000 | 239,681 | |||
City of Houston Airport System Revenue (Texas) 2.385%, 07/01/2031 | 240,000 | 192,600 | |||
City of San Antonio Electric & Gas Systems Revenue (Texas) 4.365%, 02/01/2042 | 95,000 | 80,363 | |||
City of San Antonio Electric & Gas Systems Revenue (Texas) 4.445%, 02/01/2047 | 100,000 | 82,961 | |||
City of Tampa (Florida) 5.241%, 09/01/2036 (C) | 100,000 | 48,602 | |||
Commonwealth of Massachusetts, GO 2.514%, 07/01/2041 | 625,000 | 447,625 | |||
County of Broward Port Facilities Revenue (Florida) 5.000%, 09/01/2033 | 70,000 | 73,649 | |||
County of Broward Port Facilities Revenue (Florida) 5.000%, 09/01/2029 | 100,000 | 110,065 | |||
County of Broward Port Facilities Revenue (Florida) 5.000%, 09/01/2028 | 150,000 | 158,672 | |||
County of Miami-Dade Aviation Revenue (Florida) 2.786%, 10/01/2037 | 200,000 | 145,149 | |||
County of Miami-Dade Aviation Revenue (Florida) 4.000%, 10/01/2036 | 115,000 | 106,284 | |||
County of Miami-Dade Aviation Revenue (Florida) 3.270%, 10/01/2041 | 50,000 | 37,357 | |||
Dallas Fort Worth International Airport (Texas) 3.089%, 11/01/2040 | 130,000 | 99,405 | |||
Dallas Fort Worth International Airport (Texas) 4.087%, 11/01/2051 | 50,000 | 41,288 | |||
District of Columbia 3.432%, 04/01/2042 | 405,000 | 299,909 |
Shares or Principal Amount | Value | ||||
MUNICIPAL BONDS (continued) | |||||
United States (continued) | |||||
Grand Parkway Transportation Corp. (Texas) 3.236%, 10/01/2052 | $ | 190,000 | $ | 132,518 | |
Greater Orlando Aviation Authority (Florida) 5.000%, 10/01/2028 | 50,000 | 52,368 | |||
Greater Orlando Aviation Authority (Florida) 5.000%, 10/01/2028 | 100,000 | 102,579 | |||
Iowa Finance Authority 3.250%, 07/01/2050 | 50,000 | 48,038 | |||
Metropolitan Transportation Authority (New York) 5.000%, 11/15/2050 | 110,000 | 103,875 | |||
Metropolitan Transportation Authority (New York) 6.668%, 11/15/2039 | 15,000 | 15,887 | |||
Metropolitan Transportation Authority (New York) 5.000%, 11/15/2029 | 100,000 | 103,684 | |||
New Jersey Educational Facilities Authority 5.000%, 03/01/2032 | 105,000 | 118,862 | |||
New Jersey Transportation Trust Fund Authority 4.000%, 06/15/2045 | 50,000 | 42,251 | |||
New York City Transitional Finance Authority 4.000%, 05/01/2045 | 75,000 | 67,822 | |||
Orange County Convention Center (Florida) 5.000%, 10/01/2031 | 55,000 | 57,073 | |||
Port Authority of New York & New Jersey 4.000%, 03/15/2030 | 230,000 | 229,736 | |||
Port Authority of New York & New Jersey 5.000%, 09/15/2033 | 140,000 | 144,113 | |||
Port Authority of New York & New Jersey 4.823%, 06/01/2045 | 140,000 | 130,539 | |||
Port of Seattle (Washington) 5.000%, 04/01/2039 | 190,000 | 192,256 | |||
Port of Seattle (Washington) 5.000%, 10/01/2031 | 100,000 | 103,650 | |||
Regents of the University of California Medical Center Pooled Revenue 4.563%, 05/15/2053 | 140,000 | 123,396 | |||
Sales Tax Securitization Corp. (Illinois) 3.238%, 01/01/2042 | 25,000 | 18,940 | |||
San Diego County Regional Transportation Commission (California) 3.248%, 04/01/2048 | 75,000 | 56,758 | |||
San Francisco City & County Airport Commission (California) 5.000%, 05/01/2050 | 325,000 | 324,196 | |||
San Francisco City & County Airport Commission (California) 4.000%, 05/01/2039 | 160,000 | 142,859 | |||
San Francisco City & County Airport Commission (California) 2.958%, 05/01/2051 | 155,000 | 99,625 |
172 |
Shares or Principal Amount | Value | ||||
MUNICIPAL BONDS (continued) | |||||
United States (continued) | |||||
State of Hawaii Airports System Revenue 4.000%, 07/01/2035 | $ | 100,000 | $ | 91,831 | |
State of Hawaii Airports System Revenue 5.000%, 07/01/2034 | 295,000 | 302,166 | |||
State of Illinois, GO 5.100%, 06/01/2033 | 40,000 | 38,102 | |||
Triborough Bridge & Tunnel Authority (New York) 5.000%, 11/15/2054 | 140,000 | 143,523 | |||
Wisconsin Center District 4.173%, 12/15/2050 | 65,000 | 50,216 | |||
TOTAL MUNICIPAL BONDS (Cost $7,232,916) | $ | 5,924,131 | |||
TERM LOANS (J) - 5.0% | |||||
France - 0.1% | |||||
CAB SELAS, 2021 EUR Term Loan B (3 month EURIBOR + 2.750%) 3.027%, 02/09/2028 | EUR | 140,000 | 121,686 | ||
Luxembourg - 0.2% | |||||
Delta 2 Lux Sarl, 2018 USD Term Loan (1 month LIBOR + 2.500%) 5.615%, 02/01/2024 | $ | 200,000 | 197,250 | ||
Sunshine Luxembourg VII Sarl, 2021 Term Loan B3 (3 month LIBOR + 3.750%) 7.424%, 10/01/2026 | 98,252 | 91,184 | |||
288,434 | |||||
Netherlands - 0.1% | |||||
Boels Topholding BV, 2021 EUR Term Loan B (3 month EURIBOR + 3.250%) 3.571%, 02/06/2027 | EUR | 155,000 | 138,283 | ||
Sweden - 0.1% | |||||
Verisure Holding AB, 2020 EUR Term Loan B (6 month EURIBOR + 3.250%) 3.753%, 07/20/2026 | 155,000 | 137,097 | |||
United States - 4.5% | |||||
APX Group, Inc., 2021 Term Loan B (Prime rate + 2.250% and 1 month LIBOR + 3.250%) 6.250%, 07/10/2028 | $ | 99,028 | 93,405 | ||
Aramark Services, Inc., 2018 Term Loan B3 (1 month LIBOR + 1.750%) 4.865%, 03/11/2025 | 125,000 | 120,625 | |||
Aretec Group, Inc., 2018 Term Loan (1 month SOFR + 4.250%) 7.384%, 10/01/2025 | 194,444 | 190,394 | |||
Artera Services LLC, Incremental Term Loan (3 month LIBOR + 3.500%) 7.174%, 03/06/2025 | 98,750 | 79,938 | |||
Asurion LLC, 2020 Term Loan B8 (1 month LIBOR + 3.250%) 6.365%, 12/23/2026 | 145,970 | 123,437 | |||
Asurion LLC, 2021 2nd Lien Term Loan B3 (1 month LIBOR + 5.250%) 8.365%, 01/31/2028 | 145,000 | 108,750 | |||
Avantor Funding, Inc., 2021 Term Loan B5 (1 month LIBOR + 2.250%) 5.365%, 11/08/2027 | 142,686 | 138,606 | |||
Berlin Packaging LLC, 2021 Term Loan B5 (1 and 3 month LIBOR + 3.750%) 6.382%, 03/11/2028 | 168,300 | 158,623 |
Shares or Principal Amount | Value | ||||
TERM LOANS (J) (continued) | |||||
United States (continued) | |||||
Brown Group Holding LLC, Term Loan B (1 month LIBOR + 2.500%) 5.615%, 06/07/2028 | $ | 173,127 | $ | 164,182 | |
Caesars Resort Collection LLC, 2020 Term Loan B1 (1 month LIBOR + 3.500%) 6.615%, 07/21/2025 | 95,294 | 93,755 | |||
Carnival Corp., 2021 Incremental Term Loan B (6 month LIBOR + 3.250%) 6.127%, 10/18/2028 | 163,763 | 142,747 | |||
Charter Communications Operating LLC, 2019 Term Loan B2 (1 month LIBOR + 1.750%) 4.870%, 02/01/2027 | 146,231 | 140,503 | |||
Clarios Global LP, 2021 USD Term Loan B (1 month LIBOR + 3.250%) 6.365%, 04/30/2026 | 169,891 | 160,335 | |||
Core & Main LP, 2021 Term Loan B (1 and 3 month LIBOR + 2.500%) 5.168%, 07/27/2028 | 244,335 | 233,035 | |||
Crocs, Inc., Term Loan B (3 month SOFR + 3.500%) 6.480%, 02/20/2029 | 276,500 | 259,564 | |||
Dcert Buyer, Inc., 2019 Term Loan B (3 month LIBOR + 4.000%) 6.903%, 10/16/2026 | 195,000 | 185,576 | |||
DT Midstream, Inc., Term Loan B (1 month LIBOR + 2.000%) 5.125%, 06/26/2028 | 51,913 | 51,894 | |||
EG America LLC, 2021 Term Loan (3 month LIBOR + 4.250%) 7.924%, 03/31/2026 | 99,007 | 92,242 | |||
Elanco Animal Health, Inc., Term Loan B (1 month LIBOR + 1.750%) 4.314%, 08/01/2027 | 106,222 | 100,845 | |||
Epicor Software Corp., 2020 Term Loan (1 month LIBOR + 3.250%) 6.365%, 07/30/2027 | 133,356 | 124,646 | |||
First Student Bidco, Inc., Term Loan B (3 month LIBOR + 3.000%) 6.642%, 07/21/2028 | 83,365 | 77,022 | |||
First Student Bidco, Inc., Term Loan C (3 month LIBOR + 3.000%) 6.642%, 07/21/2028 | 31,005 | 28,646 | |||
Gainwell Acquisition Corp., Term Loan B (3 month LIBOR + 4.000%) 7.674%, 10/01/2027 | 112,988 | 107,423 | |||
Great Outdoors Group LLC, 2021 Term Loan B1 (1 month LIBOR + 3.750%) 6.865%, 03/06/2028 | 275,121 | 253,524 | |||
Hayward Industries, Inc., 2021 Term Loan (1 month LIBOR + 2.500%) 5.615%, 05/30/2028 | 123,438 | 116,186 | |||
HUB International, Ltd., 2018 Term Loan B (3 month LIBOR + 3.000%) 5.766%, 04/25/2025 | 243,020 | 233,351 | |||
Hyland Software, Inc., 2018 1st Lien Term Loan (1 month LIBOR + 3.500%) 6.615%, 07/01/2024 | 161,633 | 156,158 | |||
IRB Holding Corp., 2022 Term Loan B (1 month SOFR + 3.000%) 5.695%, 12/15/2027 | 197,492 | 184,655 | |||
LBM Acquisition LLC, Term Loan B (6 month LIBOR + 3.750%) 7.121%, 12/17/2027 | 202,601 | 176,364 | |||
McAfee Corp., 2022 USD Term Loan B (1 month SOFR + 3.750%) 6.362%, 03/01/2029 | 129,675 | 117,934 |
173 |
Shares or Principal Amount | Value | ||||
TERM LOANS (J) (continued) | |||||
United States (continued) | |||||
Medline Borrower LP, USD Term Loan B (1 month LIBOR + 3.250%) 6.365%, 10/23/2028 | $ | 203,975 | $ | 187,210 | |
MH Sub I LLC, 2020 Incremental Term Loan (1 month LIBOR + 3.750%) 6.274%, 09/13/2024 | 98,987 | 94,087 | |||
Oryx Midstream Services Permian Basin LLC, Term Loan B (3 month LIBOR + 3.250%) 6.211%, 10/05/2028 | 99,248 | 96,116 | |||
Pathway Vet Alliance LLC, 2021 Term Loan (3 month LIBOR + 3.750%) 7.424%, 03/31/2027 | 121,938 | 106,848 | |||
Polaris Newco LLC, USD Term Loan B (1 month LIBOR + 4.000%) 7.674%, 06/02/2028 | 118,800 | 109,363 | |||
Proampac PG Borrower LLC, 2020 Term Loan (1, 2 and 3 month LIBOR + 3.750%) 6.356%, 11/03/2025 | 273 | 261 | |||
Quikrete Holdings, Inc., 2016 1st Lien Term Loan (1 month LIBOR + 2.625%) 5.740%, 02/01/2027 | 194,500 | 186,395 | |||
Sedgwick Claims Management Services, Inc., 2018 Term Loan B (1 month LIBOR + 3.250%) 6.365%, 12/31/2025 | 95,218 | 89,981 | |||
Shutterfly LLC, 2021 Term Loan (1 month LIBOR + 5.000%) 8.115%, 09/25/2026 | 99,000 | 61,468 | |||
Signal Parent, Inc., Term Loan B (1 month LIBOR + 3.500%) 6.615%, 04/03/2028 | 197,500 | 144,916 | |||
SRS Distribution, Inc., 2021 Term Loan B (3 month LIBOR + 3.500%) 6.306%, 06/02/2028 | 153,450 | 141,301 | |||
SS&C Technologies, Inc., 2018 Term Loan B3 (1 month LIBOR + 1.750%) 4.865%, 04/16/2025 | 98,257 | 94,905 | |||
SS&C Technologies, Inc., 2018 Term Loan B4 (1 month LIBOR + 1.750%) 4.865%, 04/16/2025 | 79,764 | 77,044 | |||
Surgery Center Holdings, Inc., 2021 Term Loan (1 month LIBOR + 3.750%) 6.510%, 08/31/2026 | 96,740 | 91,661 | |||
Tecta America Corp., 2021 Term Loan (1 month LIBOR + 4.250%) 7.365%, 04/10/2028 | 128,375 | 121,635 | |||
The Dun & Bradstreet Corp., Term Loan (1 month LIBOR + 3.250%) 6.330%, 02/06/2026 | 202,585 | 195,545 | |||
The Michaels Companies, Inc., 2021 Term Loan B (3 month LIBOR + 4.250%) 7.924%, 04/15/2028 | 128,375 | 102,957 | |||
TransDigm, Inc., 2020 Term Loan E (3 month LIBOR + 2.250%) 5.924%, 05/30/2025 | 194,500 | 186,339 | |||
UFC Holdings LLC, 2021 Term Loan B (3 month LIBOR + 2.750%) 5.520%, 04/29/2026 | 181,066 | 173,673 | |||
UKG, Inc., Term Loan B (1 month LIBOR + 3.750%) 6.865%, 05/04/2026 | 146,231 | 139,102 | |||
USI, Inc., 2017 Repriced Term Loan (3 month LIBOR + 2.750%) 6.424%, 05/16/2024 | 121,795 | 118,344 |
Shares or Principal Amount | Value | ||||
TERM LOANS (J) (continued) | |||||
United States (continued) | |||||
Virgin Media Bristol LLC, 2020 USD Term Loan Q (1 month LIBOR + 3.250%) 6.068%, 01/31/2029 | $ | 145,000 | $ | 140,106 | |
WW International, Inc., 2021 Term Loan B (1 month LIBOR + 3.500%) 6.620%, 04/13/2028 | 94,500 | 65,737 | |||
6,939,359 | |||||
TOTAL TERM LOANS (Cost $8,237,011) | $ | 7,624,859 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS - 4.2% | |||||
Commercial and residential - 1.6% | |||||
Angel Oak Mortgage Trust, Series 2020-3, Class M1, 3.809%, 04/25/2065 (B)(K) | 180,000 | 158,293 | |||
ANTLR Mortgage Trust, Series 2021-RTL1, Class A1, 2.115%, 11/25/2024 (B)(K) | 125,000 | 119,446 | |||
BANK | |||||
Series 2021-BN35, Class XA IO, 1.154%, 06/15/2064 | 1,323,474 | 80,152 | |||
Series 2021-BN37, Class XA IO, 0.712%, 11/15/2064 | 997,061 | 34,509 | |||
Benchmark Mortgage Trust, Series 2019-B10, Class XA IO, 1.385%, 03/15/2062 | 563,614 | 30,359 | |||
BRAVO Residential Funding Trust | |||||
Series 2020-NQM1, Class M1, 3.181%, 05/25/2060 (B)(K) | 180,000 | 164,912 | |||
Series 2021-NQM1, Class M1, 2.316%, 02/25/2049 (B)(K) | 100,000 | 90,073 | |||
BX Commercial Mortgage Trust, Series 2020-VKNG, Class F (1 month LIBOR + 2.750%), 5.568%, 10/15/2037 (B)(H) | 201,160 | 186,216 | |||
BX Trust, Series 2021-MFM1, Class D (1 month LIBOR + 1.500%), 4.318%, 01/15/2034 (B)(H) | 55,000 | 51,553 | |||
Commercial Mortgage Trust (Deutsche Bank AG), Series 2020-SBX, Class D, 2.398%, 01/10/2038 (B)(K) | 100,000 | 85,637 | |||
Credit Suisse Mortgage Trust, Series 2020-NET, Class D, 3.828%, 08/15/2037 (B)(K) | 100,000 | 88,863 | |||
GS Mortgage Securities Trust, Series 2017-GS6, Class C, 4.322%, 05/10/2050 (K) | 25,000 | 21,779 | |||
LHOME Mortgage Trust, Series 2021-RTL2, Class A1 (2.090% to 1-25-24, then 3.090% thereafter), 2.090%, 06/25/2026 (B) | 155,000 | 146,558 | |||
LoanCore Issuer, Ltd., Series 2021-CRE4, Class B (1 month SOFR + 1.364%), 3.650%, 07/15/2035 (B)(H) | 100,000 | 94,006 | |||
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C8, Class C, 4.276%, 12/15/2048 (K) | 283,000 | 280,260 | |||
Morgan Stanley Capital I Trust, Series 2017-CLS, Class F (1 month LIBOR + 2.600%), 5.418%, 11/15/2034 (B)(H) | 177,000 | 173,451 | |||
NYMT Loan Trust I, Series 2021-BPL1, Class A1 (2.239% to 5-25-24, then 4.239% thereafter), 2.239%, 05/25/2026 (B) | 230,000 | 216,756 |
174 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
PRPM LLC, Series 2021-5, Class A1 (1.793% to 6-25-24, then 4.793% to 6-25-25, then 5.793% thereafter), 1.793%, 06/25/2026 (B) | $ | 117,986 | $ | 106,115 | |
Ready Capital Mortgage Financing LLC, Series 2021-FL7, Class AS (1 month LIBOR + 1.500%), 4.584%, 11/25/2036 (B)(H) | 55,000 | 53,005 | |||
Starwood Mortgage Residential Trust, Series 2021-2, Class A3, 1.431%, 05/25/2065 (B)(K) | 82,560 | 77,060 | |||
Verus Securitization Trust, Series 2020-INV1, Class A3, 3.889%, 03/25/2060 (B)(K) | 100,000 | 95,955 | |||
Wells Fargo Mortgage Backed Securities Trust, Series 2019-3, Class A1, 3.500%, 07/25/2049 (B)(K) | 16,870 | 15,416 | |||
WF-RBS Commercial Mortgage Trust, Series 2011-C4, Class C, 4.987%, 06/15/2044 (B)(K) | 107,382 | 107,120 | |||
2,477,494 | |||||
U.S. Government Agency - 2.6% | |||||
Federal Home Loan Mortgage Corp. | |||||
Series 2020-DNA6, Class B1 (1 month SOFR + 3.000%), 5.281%, 12/25/2050 (B)(H) | 35,000 | 32,359 | |||
Series 2020-HQA3, Class B1 (1 month LIBOR + 5.750%), 8.834%, 07/25/2050 (B)(H) | 195,000 | 200,648 | |||
Series 2021-DNA2, Class M2 (1 month SOFR + 2.300%), 4.581%, 08/25/2033 (B)(H) | 155,000 | 150,161 | |||
Series 2021-DNA6, Class M2 (1 month SOFR + 1.500%), 3.781%, 10/25/2041 (B)(H) | 188,000 | 170,610 | |||
Series 2021-HQA1, Class M2 (1 month SOFR + 2.250%), 4.531%, 08/25/2033 (B)(H) | 185,000 | 169,516 | |||
Series 2021-HQA3, Class M2 (1 month SOFR + 2.100%), 4.381%, 09/25/2041 (B)(H) | 355,000 | 298,200 | |||
Series 2021-HQA4, Class M2 (1 month SOFR + 2.350%), 4.631%, 12/25/2041 (B)(H) | 210,000 | 178,500 | |||
Series 2022-DNA1, Class B1 (1 month SOFR + 3.400%), 5.681%, 01/25/2042 (B)(H) | 175,000 | 151,496 | |||
Series 2022-DNA1, Class M2 (1 month SOFR + 2.500%), 4.781%, 01/25/2042 (B)(H) | 185,000 | 161,412 | |||
Series 2022-DNA2, Class M2 (1 month SOFR + 3.750%), 6.031%, 02/25/2042 (B)(H) | 150,000 | 137,063 | |||
Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%), 5.181%, 04/25/2042 (B)(H) | 60,000 | 56,625 | |||
Series 2022-DNA5, Class M2 (1 month SOFR + 6.750%), 9.031%, 06/25/2042 (B)(H) | 75,000 | 75,188 | |||
Series 2022-HQA1, Class M1B (1 month SOFR + 3.500%), 5.781%, 03/25/2042 (B)(H) | 20,000 | 19,138 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal Home Loan Mortgage Corp. (continued) | |||||
Series 2022-HQA1, Class M2 (1 month SOFR + 5.250%), 7.531%, 03/25/2042 (B)(H) | $ | 560,000 | $ | 515,225 | |
Series 2022-HQA3, Class M1B (1 month SOFR + 3.550%), 5.831%, 08/25/2042 (B)(H) | 60,000 | 56,253 | |||
Series 324, Class C18 IO, 4.000%, 12/15/2033 | 243,832 | 28,928 | |||
Series 4446, Class BI IO, 6.500%, 04/15/2039 | 99,490 | 20,711 | |||
Series K066, Class X1 IO, 0.887%, 06/25/2027 | 1,237,563 | 35,100 | |||
Series K100, Class X3 IO, 1.936%, 11/25/2047 | 275,000 | 27,380 | |||
Series K103, Class X1 IO, 0.758%, 11/25/2029 | 1,022,780 | 37,404 | |||
Series K106, Class X3 IO, 1.986%, 03/25/2048 | 490,000 | 52,585 | |||
Series K115, Class X3 IO, 3.060%, 09/25/2048 | 147,298 | 25,387 | |||
Series K116, Class X3 IO, 3.125%, 09/25/2047 | 223,880 | 39,766 | |||
Series K122, Class X1 IO, 0.973%, 11/25/2030 | 99,739 | 5,370 | |||
Series K129, Class X3 IO, 3.281%, 05/25/2031 | 165,000 | 33,142 | |||
Series K737, Class X1 IO, 0.752%, 10/25/2026 | 492,354 | 9,821 | |||
Series K738, Class X1 IO, 1.628%, 01/25/2027 | 648,677 | 33,112 | |||
Series K740, Class X3 IO, 2.567%, 11/25/2047 | 135,000 | 13,537 | |||
Series K742, Class X3, IO, 2.685%, 04/25/2028 | 100,000 | 11,310 | |||
Series Q014, Class X IO, 2.795%, 10/25/2055 | 157,531 | 29,868 | |||
Federal National Mortgage Association | |||||
Series 2018-C02, Class 2B1 (1 month LIBOR + 4.000%), 7.084%, 08/25/2030 (H) | 60,000 | 59,921 | |||
Series 2018-C05, Class 1B1 (1 month LIBOR + 4.250%), 7.334%, 01/25/2031 (H) | 230,000 | 233,206 | |||
Series 2019-R05, Class 1B1 (1 month LIBOR + 4.100%), 7.184%, 07/25/2039 (B)(H) | 105,465 | 104,402 | |||
Series 2020-R02, Class 2B1 (1 month LIBOR + 3.000%), 6.084%, 01/25/2040 (B)(H) | 152,000 | 135,444 | |||
Series 2021-67, Class IG IO, 3.000%, 10/25/2051 | 148,702 | 23,334 | |||
Series 2022-R02, Class 2B1 (1 month SOFR + 4.500%), 6.781%, 01/25/2042 (B)(H) | 175,000 | 156,406 | |||
Series 2022-R03, Class 1B1 (1 month SOFR + 6.250%), 8.531%, 03/25/2042 (B)(H) | 69,000 | 66,131 | |||
Series 2022-R03, Class 1M2 (1 month SOFR + 3.500%), 5.781%, 03/25/2042 (B)(H) | 59,000 | 56,050 |
175 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal National Mortgage Association (continued) | |||||
Series 2022-R04, Class 1B1 (1 month SOFR + 5.250%), 7.531%, 03/25/2042 (B)(H) | $ | 165,000 | $ | 151,605 | |
Series 2022-R05, Class 2B1 (1 month SOFR + 4.500%), 6.781%, 04/25/2042 (B)(H) | 70,000 | 66,256 | |||
Series 410, Class C8 IO, 4.000%, 04/25/2032 | 151,282 | 16,873 | |||
Government National Mortgage Association | |||||
Series 2015-62, Class CI IO, 4.500%, 05/20/2045 | 146,859 | 27,759 | |||
Series 2017-130, Class IO, 4.500%, 02/20/2040 | 151,809 | 26,360 | |||
Series 2018-168, Class AI IO, 5.000%, 12/16/2048 | 129,109 | 24,284 | |||
3,923,846 | |||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $6,708,984) | $ | 6,401,340 | |||
ASSET BACKED SECURITIES - 4.1% | |||||
Arbor Realty Commercial Real Estate Notes, Ltd., Series 2021-FL3, Class B (1 month LIBOR + 1.600%), 4.418%, 08/15/2034 (B)(H) | 110,000 | 105,624 | |||
Ares XXVII CLO, Ltd., Series 2013-2A, Class CR2 (3 month LIBOR + 2.000%), 4.793%, 10/28/2034 (B)(H) | 250,000 | 224,356 | |||
Bain Capital Credit CLO, Ltd. | |||||
Series 2020-5A, Class E (3 month LIBOR + 6.900%), 9.610%, 01/20/2032 (B)(H) | 250,000 | 212,159 | |||
Series 2022-3A, Class D (3 month CME Term SOFR + 3.700%), 4.835%, 07/17/2035 (B)(H) | 250,000 | 222,900 | |||
Benefit Street Partners CLO XIX, Ltd., Series 2019-19A, Class E (3 month LIBOR + 7.020%), 9.532%, 01/15/2033 (B)(H) | 250,000 | 214,978 | |||
BlueMountain CLO, Ltd., Series 2018-2A, Class D (3 month LIBOR + 3.150%), 6.055%, 08/15/2031 (B)(H) | 250,000 | 215,616 | |||
Bojangles Issuer LLC, Series 2020-1A, Class A2, 3.832%, 10/20/2050 (B) | 124,375 | 111,028 | |||
CoreVest American Finance Trust, Series 2020-4, Class B, 1.707%, 12/15/2052 (B) | 100,000 | 86,048 | |||
DataBank Issuer, Series 2021-1A, Class A2, 2.060%, 02/27/2051 (B) | 170,000 | 145,967 | |||
Elmwood CLO VII, Ltd., Series 2020-4A, Class C (3 month LIBOR + 2.250%), 4.990%, 01/17/2034 (B)(H) | 250,000 | 229,786 | |||
Flagship Credit Auto Trust | |||||
Series 2021-3, Class C, 1.460%, 09/15/2027 (B) | 350,000 | 320,201 | |||
Series 2021-3, Class D, 1.650%, 09/15/2027 (B) | 112,000 | 98,844 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Gilbert Park CLO, Ltd., Series 2017-1A, Class B (3 month LIBOR + 1.600%), 4.112%, 10/15/2030 (B)(H) | $ | 280,000 | $ | 266,306 | |
Greystone Commercial Real Estate Notes, Ltd., Series 2021-FL3, Class B (1 month LIBOR + 1.650%), 4.468%, 07/15/2039 (B)(H) | 100,000 | 92,382 | |||
Hertz Vehicle Financing LLC, Series 2022-4A, Class C, 4.610%, 09/25/2026 (B) | 125,000 | 118,085 | |||
HIN Timeshare Trust, Series 2020-A, Class A, 1.390%, 10/09/2039 (B) | 24,474 | 22,259 | |||
Home Partners of America Trust, Series 2022-1, Class D, 4.730%, 04/17/2039 (B) | 152,177 | 140,748 | |||
Horizon Aircraft Finance II, Ltd., Series 2019-1, Class A, 3.721%, 07/15/2039 (B) | 205,531 | 171,730 | |||
JFIN CLO, Ltd., Series 2016-1A, Class DR (3 month LIBOR + 3.400%), 6.169%, 10/27/2028 (B)(H) | 175,000 | 158,313 | |||
KKR CLO, Ltd., Series 2020, Class B (3 month LIBOR + 1.550%), 4.290%, 10/16/2030 (B)(H) | 282,000 | 266,559 | |||
LAD Auto Receivables Trust, Series 2021-1A, Class B, 1.940%, 11/16/2026 (B) | 85,000 | 78,995 | |||
LCM XXV, Ltd., Series 25A, Class B2 (3 month LIBOR + 1.650%), 4.360%, 07/20/2030 (B)(H) | 250,000 | 236,980 | |||
Lendbuzz Securitization Trust, Series 2021-1A, Class A, 1.460%, 06/15/2026 (B) | 153,140 | 147,891 | |||
MAPS Trust, Series 2021-1A, Class A, 2.521%, 06/15/2046 (B) | 225,950 | 185,279 | |||
Mercury Financial Credit Card Master Trust, Series 2022-1A, Class A, 2.500%, 09/21/2026 (B) | 150,000 | 142,091 | |||
MFA LLC, Series 2021-NPL1, Class A1 (2.363% to 3-25-24, then 5.363% to 3-25-25, then 6.363% thereafter), 2.363%, 03/25/2060 (B) | 84,877 | 81,057 | |||
Octagon Investment Partners 49, Ltd., Series 2020-5A, Class D (3 month LIBOR + 3.400%), 5.912%, 01/15/2033 (B)(H) | 250,000 | 226,607 | |||
OZLM VII, Ltd., Series 2014-7RA, Class CR (3 month LIBOR + 3.000%), 5.740%, 07/17/2029 (B)(H) | 250,000 | 219,510 | |||
Pretium Mortgage Credit Partners LLC, Series 2021-RN1, Class A2 (3.598% to 6-25-25, then 7.598% thereafter), 3.598%, 02/25/2061 (B) | 185,000 | 170,173 | |||
Progress Residential Trust | |||||
Series 2021-SFR2, Class D, 2.197%, 04/19/2038 (B) | 100,000 | 84,890 | |||
Series 2021-SFR6, Class E2, 2.525%, 07/17/2038 (B) | 100,000 | 83,731 | |||
Series 2022-SFR1, Class E1, 3.930%, 02/17/2041 (B) | 150,000 | 121,463 | |||
Stratus CLO, Ltd., Series 2021-1A, Class D (3 month LIBOR + 2.500%), 5.210%, 12/29/2029 (B)(H) | 250,000 | 217,876 |
176 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Summit Issuer LLC, Series 2020-1A, Class A2, 2.290%, 12/20/2050 (B) | $ | 55,000 | $ | 48,291 | |
Symphony CLO XXII, Ltd., Series 2020-22A, Class C (3 month LIBOR + 2.150%), 4.890%, 04/18/2033 (B)(H) | 250,000 | 230,428 | |||
TRTX Issuer, Ltd., Series 2019-FL3, Class D (1 month CME Term SOFR + 2.564%), 5.486%, 10/15/2034 (B)(H) | 100,000 | 97,296 | |||
Vericrest Opportunity Loan Transferee, Series 2021-NP11, Class A1 (1.868% to 7-25-24, then 4.868% to 7-25-25, then 5.868%
thereafter), 1.868%, 08/25/2051 (B) | 195,159 | 176,892 | |||
Verus Securitization Trust, Series 2020-NPL1, Class A1 (3.598% to 9-25-23, then 6.598% to 9-25-24, then 7.598%
thereafter), 3.598%, 08/25/2050 (B) | 669 | 667 | |||
VOLT C LLC, Series 2021-NPL9, Class A1 (1.992% to 4-25-24, then 4.992% to 4-25-25, then 5.992% thereafter), 1.992%, 05/25/2051 (B) | 51,118 | 46,572 | |||
VOLT XCVI LLC, Series 2021-NPL5, Class A1 (2.116% to 2-25-24, then 5.116% to 2-25-25, then 6.116% thereafter), 2.116%, 03/27/2051 (B) | 73,897 | 67,768 | |||
Voya CLO, Ltd., Series 2013-3A, Class BRR (3 month LIBOR + 2.250%), 4.990%, 10/18/2031 (B)(H) | 250,000 | 229,283 | |||
TOTAL ASSET BACKED SECURITIES (Cost $6,955,946) | $ | 6,317,629 | |||
PREFERRED SECURITIES - 0.1% | |||||
Bermuda - 0.0% | |||||
Athene Holding, Ltd., 6.375% (6.375% to 9-30-25, then 5 Year CMT + 5.970%) | 545 | 13,745 | |||
United States - 0.1% | |||||
Becton, Dickinson and Company, 6.000% | 1,136 | 53,551 | |||
CMS Energy Corp., 4.200% | 1,800 | 30,780 | |||
Fluor Corp., 6.500% | 5 | 6,193 | |||
NiSource, Inc., 6.500% (6.500% to 3-15-24, then 5 Year CMT + 3.632%) | 1,875 | 46,275 | |||
The Allstate Corp., 5.100% (5.100% to 1-15-23, then 3 month LIBOR + 3.165%) | 1,275 | 30,728 | |||
Wells Fargo & Company, 5.850% (5.850% to 9-15-23, then 3 month LIBOR + 3.090%) | 1,382 | 31,026 | |||
198,553 | |||||
TOTAL PREFERRED SECURITIES (Cost $218,257) | $ | 212,298 | |||
EXCHANGE-TRADED FUNDS - 0.3% | |||||
SPDR Bloomberg Convertible Securities ETF (I) | 7,600 | 481,080 | |||
TOTAL EXCHANGE-TRADED FUNDS (Cost $426,512) | $ | 481,080 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS - 6.1% | |||||
U.S. Government - 0.1% | |||||
U.S. Treasury Bill 2.650%, 11/03/2022 * | $ | 143,000 | $ | 142,672 | |
Short-term funds - 6.0% | |||||
John Hancock Collateral Trust, 3.0556% (L)(M) | 28,411 | 283,881 | |||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (L) | 8,919,829 | 8,919,829 | |||
9,203,710 | |||||
TOTAL SHORT-TERM INVESTMENTS (Cost $9,346,373) | $ | 9,346,382 | |||
Total Investments (Opportunistic Fixed Income Trust) (Cost $213,247,448) - 113.5% | $ | 175,120,222 | |||
Other assets and liabilities, net - (13.5%) | (20,840,109) | ||||
TOTAL NET ASSETS - 100.0% | $ | 154,280,113 |
Currency Abbreviations | |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CLP | Chilean Peso |
COP | Colombian Peso |
CZK | Czech Republic Koruna |
EUR | Euro |
GBP | Pound Sterling |
HKD | Hong Kong Dollar |
HUF | Hungarian Forint |
IDR | Indonesian Rupiah |
ISK | Icelandic Krona |
JPY | Japanese Yen |
KRW | Korean Won |
MXN | Mexican Peso |
MYR | Malaysian Ringgit |
NZD | New Zealand Dollar |
PEN | Peruvian Nuevo Sol |
PLN | Polish Zloty |
RON | Romanian New Leu |
RUB | Russian Ruble |
THB | Thai Bhat |
ZAR | South African Rand |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
CPI | Consumer Price Index |
EURIBOR | Euro Interbank Offered Rate |
GO | General Obligation |
ICE | Intercontinental Exchange |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
177 |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $32,993,623 or 21.4% of the fund's net assets as of 9-30-22. |
(C) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
(D) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
(E) | Non-income producing security. |
(F) | Non-income producing - Issuer is in default. |
(G) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(H) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(I) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $280,187. |
(J) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(K) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(L) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(M) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
10-Year Australian Treasury Bond Futures | 46 | Long | Dec 2022 | $3,533,300 | $3,447,354 | $(85,946) |
10-Year U.S. Treasury Note Futures | 66 | Long | Dec 2022 | 7,675,855 | 7,396,125 | (279,730) |
5-Year U.S. Treasury Note Futures | 127 | Long | Dec 2022 | 14,043,141 | 13,653,492 | (389,649) |
Euro SCHATZ Futures | 1 | Long | Dec 2022 | 105,993 | 105,027 | (966) |
Ultra U.S. Treasury Bond Futures | 24 | Long | Dec 2022 | 3,561,544 | 3,288,000 | (273,544) |
10-Year Japan Government Bond Futures | 7 | Short | Dec 2022 | (7,174,021) | (7,172,666) | 1,355 |
2-Year U.S. Treasury Note Futures | 4 | Short | Dec 2022 | (832,545) | (821,562) | 10,983 |
Euro-BTP Italian Government Bond Futures | 31 | Short | Dec 2022 | (3,538,176) | (3,402,126) | 136,050 |
Euro-Buxl Futures | 27 | Short | Dec 2022 | (4,219,367) | (3,880,293) | 339,074 |
German Euro BOBL Futures | 12 | Short | Dec 2022 | (1,444,623) | (1,408,332) | 36,291 |
German Euro BUND Futures | 36 | Short | Dec 2022 | (5,104,086) | (4,886,177) | 217,909 |
U.S. Treasury Long Bond Futures | 101 | Short | Dec 2022 | (13,625,274) | (12,766,984) | 858,290 |
$570,117 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
AUD | 2,532,000 | USD | 1,637,394 | BOA | 10/31/2022 | — | $(17,327) |
BRL | 48,649,000 | USD | 9,085,701 | CITI | 10/4/2022 | — | (67,192) |
BRL | 90,000 | USD | 16,534 | GSI | 11/3/2022 | $30 | — |
BRL | 700,000 | USD | 128,949 | MSI | 11/3/2022 | — | (121) |
BRL | 120,000 | USD | 22,468 | CITI | 12/2/2022 | — | (513) |
BRL | 2,754,000 | USD | 519,550 | GSI | 12/2/2022 | — | (15,697) |
CAD | 930,000 | USD | 676,603 | GSI | 10/31/2022 | — | (3,402) |
CAD | 635,000 | USD | 462,140 | JPM | 10/31/2022 | — | (2,481) |
CHF | 2,066,000 | USD | 2,092,362 | JPM | 10/31/2022 | 6,458 | — |
CLP | 49,500,000 | USD | 51,057 | MSI | 10/28/2022 | — | (102) |
CLP | 35,893,000 | USD | 35,940 | SSB | 10/28/2022 | 1,009 | — |
CLP | 15,300,000 | USD | 15,266 | SSB | 12/21/2022 | 312 | — |
CNY | 627,000 | USD | 89,589 | BARC | 12/21/2022 | — | (1,647) |
CNY | 569,000 | USD | 81,867 | MSI | 12/21/2022 | — | (2,059) |
COP | 386,400,000 | USD | 85,638 | MSI | 10/31/2022 | — | (2,265) |
COP | 7,256,245,000 | USD | 1,589,191 | SSB | 10/31/2022 | — | (23,508) |
COP | 187,400,000 | USD | 40,497 | MSI | 12/21/2022 | — | (429) |
COP | 197,200,000 | USD | 43,749 | SSB | 12/21/2022 | — | (1,585) |
CZK | 7,110,000 | USD | 281,986 | CITI | 10/31/2022 | 506 | — |
CZK | 1,680,000 | USD | 65,433 | MSI | 10/31/2022 | 1,316 | — |
CZK | 700,000 | USD | 27,615 | GSI | 12/21/2022 | 103 | — |
CZK | 3,826,000 | USD | 154,137 | MSI | 12/21/2022 | — | (2,638) |
EGP | 690,000 | USD | 33,094 | GSI | 10/31/2022 | 500 | — |
EGP | 7,160,000 | USD | 333,489 | CITI | 12/21/2022 | — | (894) |
178 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
EUR | 3,856,000 | USD | 3,723,008 | BARC | 10/31/2022 | $63,082 | — |
EUR | 472,000 | USD | 463,289 | JPM | 10/31/2022 | 153 | — |
EUR | 75,000 | USD | 75,274 | BOA | 12/21/2022 | — | $(1,321) |
EUR | 123,000 | USD | 121,660 | CITI | 12/21/2022 | — | (377) |
EUR | 147,000 | USD | 142,803 | JPM | 12/21/2022 | 2,145 | — |
GBP | 1,912,000 | USD | 2,063,438 | BARC | 10/31/2022 | 72,654 | — |
GBP | 859,000 | USD | 959,076 | MSI | 10/31/2022 | 601 | — |
GBP | 27,000 | USD | 29,074 | GSI | 12/21/2022 | 1,108 | — |
HUF | 25,600,000 | USD | 59,016 | BARC | 10/28/2022 | — | (126) |
HUF | 70,600,000 | USD | 166,235 | CITI | 10/28/2022 | — | (3,827) |
HUF | 958,111,000 | USD | 2,253,742 | JPM | 10/28/2022 | — | (49,709) |
HUF | 116,175,000 | USD | 281,730 | GSI | 12/21/2022 | — | (18,427) |
IDR | 36,767,240,000 | USD | 2,414,925 | JPM | 10/31/2022 | — | (16,397) |
IDR | 2,524,000,000 | USD | 165,460 | MSI | 10/31/2022 | — | (806) |
IDR | 5,624,000,000 | USD | 375,526 | CITI | 12/21/2022 | — | (9,507) |
IDR | 1,486,000,000 | USD | 98,816 | GSI | 12/21/2022 | — | (2,105) |
INR | 32,260,000 | USD | 395,198 | JPM | 10/31/2022 | — | (669) |
INR | 9,020,000 | USD | 112,370 | GSI | 12/21/2022 | — | (2,615) |
JPY | 835,650,000 | USD | 5,826,146 | MSI | 10/31/2022 | — | (37,843) |
KRW | 1,363,257,000 | USD | 953,791 | MSI | 10/31/2022 | — | (7,181) |
MXN | 49,106,000 | USD | 2,392,756 | BOA | 10/31/2022 | 33,426 | — |
MXN | 3,280,000 | USD | 160,458 | MSI | 10/31/2022 | 1,597 | — |
MXN | 9,274,000 | USD | 452,806 | CITI | 12/21/2022 | 1,252 | — |
NOK | 4,910,000 | USD | 459,591 | BOA | 10/31/2022 | — | (8,579) |
NOK | 21,520,000 | USD | 2,007,341 | MSI | 10/31/2022 | — | (30,608) |
NZD | 2,245,000 | USD | 1,266,770 | BOA | 10/31/2022 | — | (10,267) |
NZD | 760,000 | USD | 429,967 | JPM | 10/31/2022 | — | (4,603) |
PEN | 2,479,000 | USD | 625,533 | BOA | 10/31/2022 | — | (5,528) |
PEN | 4,464,000 | USD | 1,122,264 | CITI | 10/31/2022 | — | (5,806) |
PEN | 205,000 | USD | 51,680 | MSI | 10/31/2022 | — | (409) |
PHP | 50,928,000 | USD | 860,925 | GSI | 10/31/2022 | 4,308 | — |
PLN | 545,000 | USD | 108,438 | GSI | 10/31/2022 | 1,029 | — |
PLN | 2,070,000 | USD | 416,080 | JPM | 10/31/2022 | — | (307) |
PLN | 3,504,000 | USD | 729,414 | GSI | 12/21/2022 | — | (31,781) |
RON | 640,000 | USD | 124,144 | BARC | 10/31/2022 | 2,120 | — |
RON | 2,228,000 | USD | 451,195 | GSI | 12/21/2022 | — | (14,582) |
SEK | 35,268,000 | USD | 3,134,397 | MSI | 10/31/2022 | 47,354 | — |
SGD | 660,000 | USD | 460,102 | JPM | 10/31/2022 | — | (459) |
SGD | 415,000 | USD | 295,419 | JPM | 12/21/2022 | — | (6,169) |
THB | 5,400,000 | USD | 141,972 | BARC | 10/31/2022 | 1,377 | — |
THB | 39,960,000 | USD | 1,054,354 | CITI | 10/31/2022 | 6,429 | — |
THB | 910,000 | USD | 24,239 | GSI | 12/21/2022 | 21 | — |
THB | 22,530,000 | USD | 612,728 | JPM | 12/21/2022 | — | (12,091) |
TRY | 10,214,000 | USD | 531,011 | GSI | 10/31/2022 | — | (1,070) |
TRY | 260,000 | USD | 13,450 | JPM | 10/31/2022 | 40 | — |
TRY | 395,000 | USD | 19,805 | BARC | 12/21/2022 | — | (492) |
USD | 2,782,664 | AUD | 4,303,000 | BOA | 10/31/2022 | 29,447 | — |
USD | 318,338 | AUD | 495,000 | JPM | 10/31/2022 | 1,619 | — |
USD | 76,933 | AUD | 115,000 | MSI | 12/21/2022 | 3,274 | — |
USD | 9,442,197 | BRL | 48,649,000 | CITI | 10/4/2022 | 423,687 | — |
USD | 7,861,712 | BRL | 42,649,000 | CITI | 11/3/2022 | 12,570 | — |
USD | 711,694 | BRL | 3,711,000 | CITI | 12/2/2022 | 32,754 | — |
USD | 134,196 | BRL | 705,000 | GSI | 12/2/2022 | 5,214 | — |
USD | 45,650 | BRL | 250,000 | SSB | 12/2/2022 | — | (89) |
USD | 4,552,154 | CAD | 6,257,000 | GSI | 10/31/2022 | 22,885 | — |
USD | 51,301 | CAD | 70,000 | JPM | 12/21/2022 | 608 | — |
USD | 417,534 | CHF | 410,000 | JPM | 10/31/2022 | 1,021 | — |
USD | 7,500 | CLP | 7,200,000 | BARC | 10/28/2022 | 88 | — |
USD | 137,178 | CLP | 137,000,000 | SSB | 10/28/2022 | — | (3,849) |
USD | 42,785 | CLP | 40,175,000 | CITI | 12/21/2022 | 1,879 | — |
USD | 2,344,857 | CNY | 16,773,000 | MSI | 10/31/2022 | — | (5,135) |
USD | 285,052 | COP | 1,316,200,000 | CITI | 10/31/2022 | 1,055 | — |
USD | 287,210 | COP | 1,311,400,000 | SSB | 10/31/2022 | 4,248 | — |
USD | 29,574 | COP | 133,700,000 | CITI | 12/21/2022 | 988 | — |
USD | 468,726 | COP | 2,105,800,000 | MSI | 12/21/2022 | 18,484 | — |
USD | 1,661,355 | CZK | 42,485,000 | MSI | 10/31/2022 | — | (26,644) |
179 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
USD | 66,649 | CZK | 1,680,000 | CITI | 12/21/2022 | $126 | — |
USD | 101,043 | EGP | 2,180,000 | CITI | 10/31/2022 | — | $(5,094) |
USD | 15,681,970 | EUR | 16,242,154 | BARC | 10/31/2022 | — | (265,712) |
USD | 124,697 | EUR | 127,000 | MSI | 10/31/2022 | —— | —— |
USD | 4,031 | EUR | 4,000 | BOA | 12/21/2022 | 87 | — |
USD | 68,506 | EUR | 68,000 | BARC | 12/21/2022 | 1,455 | — |
USD | 25,304 | EUR | 26,000 | CITI | 12/21/2022 | — | (333) |
USD | 98,731 | EUR | 98,000 | JPM | 12/21/2022 | 2,098 | — |
USD | 20,068 | EUR | 20,000 | MSI | 12/21/2022 | 347 | — |
USD | 1,372,747 | GBP | 1,272,000 | BARC | 10/31/2022 | — | (48,334) |
USD | 444,541 | GBP | 398,000 | JPM | 10/31/2022 | — | (105) |
USD | 46,359 | GBP | 42,000 | JPM | 12/21/2022 | — | (592) |
USD | 118,600 | GBP | 103,000 | MSI | 12/21/2022 | 3,460 | — |
USD | 258,257 | HKD | 2,026,000 | GSI | 10/31/2022 | 2 | — |
USD | 435,534 | HUF | 189,000,000 | BOA | 10/28/2022 | 759 | — |
USD | 193,122 | HUF | 82,100,000 | JPM | 10/28/2022 | 4,260 | — |
USD | 2,296,355 | IDR | 34,962,000,000 | JPM | 10/31/2022 | 15,592 | — |
USD | 460,326 | IDR | 7,037,000,000 | SSB | 10/31/2022 | 1,264 | — |
USD | 57,475 | IDR | 865,000,000 | CITI | 12/21/2022 | 1,180 | — |
USD | 25,591 | IDR | 390,000,000 | GSI | 12/21/2022 | 209 | — |
USD | 2,076,612 | INR | 170,033,000 | MSI | 10/31/2022 | — | (2,836) |
USD | 229,239 | JPY | 33,100,000 | JPM | 10/31/2022 | — | (35) |
USD | 5,432,312 | JPY | 779,162,000 | MSI | 10/31/2022 | 35,285 | — |
USD | 184,297 | KRW | 264,540,000 | BOA | 10/31/2022 | 608 | — |
USD | 11,871,686 | KRW | 16,974,611,000 | MSI | 10/31/2022 | 84,967 | — |
USD | 2,587,320 | MXN | 53,099,000 | BOA | 10/31/2022 | — | (36,144) |
USD | 477,042 | MXN | 9,640,000 | JPM | 10/31/2022 | 759 | — |
USD | 171,116 | MXN | 3,489,000 | GSI | 12/21/2022 | 294 | — |
USD | 18,353 | NOK | 200,000 | JPM | 10/31/2022 | — | (18) |
USD | 361,172 | NOK | 3,872,000 | MSI | 10/31/2022 | 5,507 | — |
USD | 8,070,089 | NZD | 14,302,000 | BOA | 10/31/2022 | 65,405 | — |
USD | 92,322 | NZD | 155,000 | JPM | 12/21/2022 | 5,538 | — |
USD | 1,961,973 | PEN | 7,770,000 | SSB | 10/31/2022 | 18,673 | — |
USD | 33,399 | PEN | 131,000 | CITI | 12/21/2022 | 807 | — |
USD | 468,198 | PEN | 1,841,000 | MSI | 12/21/2022 | 10,170 | — |
USD | 165,577 | PHP | 9,750,000 | SSB | 10/31/2022 | — | (69) |
USD | 151,391 | PHP | 8,710,000 | GSI | 12/21/2022 | 4,182 | — |
USD | 2,672,995 | PLN | 13,234,000 | BARC | 10/31/2022 | 14,857 | — |
USD | 128,319 | PLN | 640,000 | GSI | 12/21/2022 | 898 | — |
USD | 10,081 | PLN | 50,000 | JPM | 12/21/2022 | 127 | — |
USD | 63,617 | PLN | 305,000 | MSI | 12/21/2022 | 2,893 | — |
USD | 289,267 | RON | 1,490,000 | BARC | 10/31/2022 | — | (4,690) |
USD | 92,645 | RON | 480,000 | GSI | 12/21/2022 | — | (1,419) |
USD | 470,881 | SEK | 5,220,000 | GSI | 10/31/2022 | — | (49) |
USD | 2,358,168 | SGD | 3,384,000 | JPM | 10/31/2022 | 1,452 | — |
USD | 49,806 | SGD | 70,000 | MSI | 12/21/2022 | 1,017 | — |
USD | 486,280 | THB | 18,430,000 | CITI | 10/31/2022 | — | (2,965) |
USD | 250,087 | TRY | 4,822,000 | GSI | 10/31/2022 | — | (96) |
USD | 2,041,387 | ZAR | 36,648,000 | BARC | 10/31/2022 | 21,586 | — |
USD | 207,289 | ZAR | 3,631,000 | GSI | 12/21/2022 | 8,052 | — |
UYU | 3,270,000 | USD | 78,795 | CITI | 12/21/2022 | — | (1,098) |
ZAR | 2,080,000 | USD | 115,546 | BARC | 10/31/2022 | — | (910) |
ZAR | 5,490,000 | USD | 304,749 | GSI | 10/31/2022 | — | (2,176) |
ZAR | 1,070,000 | USD | 59,760 | GSI | 12/21/2022 | — | (1,048) |
$1,122,667 | $(834,961) |
Interest rate swaps | ||||||||||
Counterparty (OTC)/ Centrally cleared | Notional amount | Currency | Payments made | Payments received | Fixed payment frequency | Floating payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | 2,935,000 | CAD | CAD BA CDOR | Fixed 1.283% | Semi-Annual | Semi-Annual | Nov 2026 | — | $(185,024) | $(185,024) |
Centrally cleared | 1,485,000 | CAD | CAD BA CDOR | Fixed 1.266% | Semi-Annual | Semi-Annual | Nov 2026 | — | (94,356) | (94,356) |
180 |
Interest rate swaps (continued) | ||||||||||
Counterparty (OTC)/ Centrally cleared | Notional amount | Currency | Payments made | Payments received | Fixed payment frequency | Floating payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | 2,240,000 | CAD | CAD CORRA Compounded OIS | Fixed 1.530% | Semi-Annual | Semi-Annual | Dec 2026 | — | $(125,065) | $(125,065) |
Centrally cleared | 52,320,000 | MXN | MXN TIIE Banxico | Fixed 7.840% | Monthly | Monthly | Mar 2027 | $2,352 | (142,115) | (139,763) |
Centrally cleared | 8,500,000 | NZD | NZD BBR FRA | Fixed 2.660% | Semi-Annual | Quarterly | Mar 2027 | (17,997) | (338,582) | (356,579) |
Centrally cleared | 6,540,000 | NZD | NZD BBR FRA | Fixed 2.750% | Semi-Annual | Quarterly | Mar 2027 | 6,094 | (267,124) | (261,030) |
Centrally cleared | 783,430,000 | HUF | HUF BUBOR Reuters | Fixed 5.130% | Annual | Semi-Annual | Mar 2027 | 1,257 | (329,295) | (328,038) |
Centrally cleared | 1,433,300,000 | HUF | HUF BUBOR Reuters | Fixed 5.000% | Annual | Semi-Annual | Mar 2027 | 8,038 | (624,584) | (616,546) |
Centrally cleared | 480,175,000 | HUF | HUF BUBOR Reuters | Fixed 11.150% | Annual | Semi-Annual | Dec 2027 | — | 19,495 | 19,495 |
Centrally cleared | 4,675,000 | PLN | Fixed 6.445% | PLN WIBOR WIBO | Annual | Semi-Annual | Dec 2027 | — | 22,393 | 22,393 |
Centrally cleared | 480,175,000 | HUF | HUF BUBOR Reuters | Fixed 11.150% | Annual | Semi-Annual | Dec 2027 | — | 19,495 | 19,495 |
Centrally cleared | 4,675,000 | PLN | Fixed 6.463% | PLN WIBOR WIBO | Annual | Semi-Annual | Dec 2027 | — | 21,726 | 21,726 |
Centrally cleared | 36,870,000 | NOK | NOK NIBOR NIBR | Fixed 3.550% | Annual | Semi-Annual | Dec 2027 | — | 7,938 | 7,938 |
Centrally cleared | 3,846,680,000 | KRW | KRW CD KSDA Bloomberg | Fixed 4.320% | Quarterly | Quarterly | Mar 2028 | — | 26,016 | 26,016 |
Centrally cleared | 6,679,200 | MXN | MXN TIIE Banxico | Fixed 7.130% | Monthly | Monthly | Jun 2031 | 6,231 | (47,742) | (41,511) |
Centrally cleared | 66,070,000 | MXN | MXN TIIE Banxico | Fixed 6.940% | Monthly | Monthly | Sep 2031 | (1,061) | (455,078) | (456,139) |
Centrally cleared | 6,650,000 | CAD | CAD BA CDOR | Fixed 3.389% | Semi-Annual | Semi-Annual | Sep 2037 | — | (95,340) | (95,340) |
$4,914 | $(2,587,242) | $(2,582,328) |
Credit default swaps - Buyer | ||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Notional amount | Currency | USD notional amount | Pay fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
BARC | Federative Republic of Brazil | 780,000 | USD | $780,000 | 1.000% | Quarterly | Dec 2026 | $40,227 | $5,732 | $45,959 |
JPM | Republic of Korea | 9,630,000 | USD | 9,630,000 | 1.000% | Quarterly | Dec 2024 | (146,755) | 20,842 | (125,913) |
MSI | Government of Japan | 9,570,000 | USD | 9,570,000 | 1.000% | Quarterly | Dec 2024 | (155,337) | (32,045) | (187,382) |
MSI | CMBX.NA.BBB-.12 | 100,000 | USD | 100,000 | 3.000% | Monthly | Aug 2061 | 6,658 | 11,464 | 18,122 |
MSI | CMBX.NA.BBB-.13 | 60,000 | USD | 60,000 | 3.000% | Monthly | Dec 2072 | 3,486 | 8,344 | 11,830 |
$20,140,000 | $(251,721) | $14,337 | $(237,384) | |||||||
Centrally cleared | CDX.NA.HY.38 | 222,750 | USD | 222,750 | 5.000% | Quarterly | Jun 2027 | (531) | 5,387 | 4,856 |
$222,750 | $(531) | $5,387 | $4,856 | |||||||
$20,362,750 | $(252,252) | $19,724 | $(232,528) |
Credit default swaps - Seller | |||||||||||
Counterparty (OTC)/ Centrally cleared | Reference obligation | Implied credit spread | Notional amount | Currency | USD notional amount | Received fixed rate | Fixed payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Centrally cleared | CDX.NA.HY.39 | 6.080% | 1,773,550 | USD | $1,773,550 | 5.000% | Quarterly | Dec 2027 | $(90,008) | $18,908 | $(71,100) |
Centrally cleared | iTraxx Europe Series 38 Version 1 | 1.348% | 7,685,000 | EUR | 7,424,503 | 1.000% | Quarterly | Dec 2027 | (114,556) | (5,260) | (119,816) |
$9,198,053 | $(204,564) | $13,648 | $(190,916) |
Total return swaps | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 745,000 | Dec 2022 | MSI | — | $16,856 | $16,856 |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 745,000 | Dec 2022 | MSI | — | 17,374 | 17,374 |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 745,000 | Dec 2022 | MSI | — | 19,954 | 19,954 |
181 |
Total return swaps | ||||||||||
Pay/ receive total return* | Reference entity | Floating/ fixed rate | Payment frequency | Currency | Notional amount | Maturity date | Counterparty (OTC) | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation)
| Value |
Pay | iBoxx $ Liquid Leveraged Loan Index | 1-Day USD Compounded SOFR | At Maturity | USD | 750,000 | Dec 2022 | MSI | — | $13,824 | $13,824 |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 4,220,000 | Mar 2023 | MSI | — | 384,068 | 384,068 |
Pay | iBoxx $ Liquid High Yield Index | 1-Day USD Compounded SOFR | At Maturity | USD | 1,610,000 | Jun 2023 | MSI | — | 33,785 | 33,785 |
— | $485,861 | $485,861 |
Inflation swaps | |||||||||||
Counterparty (OTC)/ Centrally cleared | Notional amount | Currency | USD notional amount | Payments made | Payments received | Fixed payment frequency | Floating payment frequency | Maturity date | Unamortized upfront payment paid (received) | Unrealized appreciation (depreciation) | Value |
BARC | 2,970,000 | USD | $2,970,000 | Fixed 3.243% | USA CPI All Urban Consumers | At Maturity | At Maturity | Apr 2027 | — | $(14,936) | $(14,936) |
BARC | 2,990,000 | USD | 2,990,000 | Fixed 3.243% | USA CPI All Urban Consumers | At Maturity | At Maturity | Apr 2027 | — | (15,037) | (15,037) |
BARC | 5,640,000 | USD | 5,640,000 | Fixed 3.147% | USA CPI All Urban Consumers | At Maturity | At Maturity | Apr 2027 | — | (2,637) | (2,637) |
BOA | 640,000 | USD | 640,000 | Fixed 1.635% | USA CPI All Urban Consumers | At Maturity | At Maturity | Feb 2050 | — | 134,303 | 134,303 |
CITI | 780,000 | USD | 780,000 | Fixed 2.578% | USA CPI All Urban Consumers | At Maturity | At Maturity | Feb 2051 | — | (9,563) | (9,563) |
JPM | 2,330,000 | USD | 2,330,000 | Fixed 1.830% | USA CPI All Urban Consumers | At Maturity | At Maturity | Feb 2050 | $(55,359) | 444,329 | 388,970 |
$15,350,000 | $(55,359) | $536,459 | $481,100 |
182 |
Derivatives Currency Abbreviations | |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CHF | Swiss Franc |
CLP | Chilean Peso |
CNY | Chinese Yuan Renminbi |
COP | Colombian Peso |
CZK | Czech Republic Koruna |
EGP | Egyptian Pound |
EUR | Euro |
GBP | Pound Sterling |
HKD | Hong Kong Dollar |
HUF | Hungarian Forint |
IDR | Indonesian Rupiah |
INR | Indian Rupee |
JPY | Japanese Yen |
KRW | Korean Won |
MXN | Mexican Peso |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
PEN | Peruvian Nuevo Sol |
PHP | Philippine Peso |
PLN | Polish Zloty |
RON | Romanian New Leu |
SEK | Swedish Krona |
SGD | Singapore Dollar |
THB | Thai Bhat |
TRY | Turkish Lira |
USD | U.S. Dollar |
UYU | Uruguayan Peso |
ZAR | South African Rand |
Derivatives Abbreviations | |
BARC | Barclays Bank PLC |
BBR | Bank Bill Rate |
BOA | Bank of America, N.A. |
BUBOR | Budapest Interbank Offered Rate |
CDOR | Canadian Dollar Offered Rate |
CITI | Citibank, N.A. |
CORRA | Canadian Overnight Repo Rate Average |
CPI | Consumer Price Index |
GSI | Goldman Sachs International |
JPM | JPMorgan Chase Bank, N.A. |
KSDA | Korea Securities Dealers Association |
MSI | Morgan Stanley & Co. International PLC |
NIBOR | Norwegian Interbank Offered Rate |
OIS | Overnight Index Swap |
OTC | Over-the-counter |
SOFR | Secured Overnight Financing Rate |
SSB | State Street Bank and Trust Company |
TIIE | Tasa de Interes Interbancario de Equilibrio (Interbank Equilibrium Interest Rate) |
WIBOR | Warsaw Interbank Offered Rate |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 98.8% | |||||
Consumer discretionary – 1.1% |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hotels, restaurants and leisure – 1.1% | |||||
Hotels, resorts and cruise lines – 1.1% | |||||
Hyatt Hotels Corp., Class A (A) | 37,565 | $ | 3,041,262 | ||
3,041,262 |
183 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Industrials – 1.7% | |||||
Construction and engineering – 1.7% | |||||
Construction and engineering – 1.7% | |||||
WillScot Mobile Mini Holdings Corp. (A) | 117,880 | $ | 4,754,100 | ||
4,754,100 | |||||
Real estate – 96.0% | |||||
Equity real estate investment trusts – 94.1% | |||||
Diversified REITs – 3.6% | |||||
BGP Holdings PLC (A)(B) | 194,291 | 0 | |||
WP Carey, Inc. | 145,335 | 10,144,383 | |||
10,144,383 | |||||
Health care REITs – 10.2% | |||||
CareTrust REIT, Inc. | 196,392 | 3,556,659 | |||
Healthpeak Properties, Inc. | 206,643 | 4,736,258 | |||
LTC Properties, Inc. | 144,500 | 5,411,525 | |||
Welltower, Inc. | 235,045 | 15,118,094 | |||
28,822,536 | |||||
Hotel and resort REITs – 3.5% | |||||
Host Hotels & Resorts, Inc. | 366,299 | 5,816,828 | |||
Ryman Hospitality Properties, Inc. | 56,635 | 4,167,770 | |||
9,984,598 | |||||
Industrial REITs – 15.9% | |||||
Americold Realty Trust, Inc. | 116,672 | 2,870,131 | |||
First Industrial Realty Trust, Inc. | 63,641 | 2,851,753 | |||
Plymouth Industrial REIT, Inc. | 239,248 | 4,021,759 | |||
Prologis, Inc. | 257,262 | 26,137,822 | |||
Rexford Industrial Realty, Inc. | 176,056 | 9,154,912 | |||
45,036,377 | |||||
Office REITs – 5.1% | |||||
Alexandria Real Estate Equities, Inc. | 18,800 | 2,635,572 | |||
Boston Properties, Inc. | 42,940 | 3,219,212 | |||
Corporate Office Properties Trust | 190,575 | 4,427,057 | |||
Douglas Emmett, Inc. | 159,290 | 2,856,070 | |||
Veris Residential, Inc. (A) | 106,340 | 1,209,086 | |||
14,346,997 | |||||
Residential REITs – 17.7% | |||||
American Homes 4 Rent, Class A | 156,793 | 5,144,378 | |||
AvalonBay Communities, Inc. | 94,370 | 17,382,010 | |||
Equity Residential | 204,200 | 13,726,324 | |||
Independence Realty Trust, Inc. | 197,587 | 3,305,631 | |||
Sun Communities, Inc. | 77,288 | 10,459,385 | |||
50,017,728 | |||||
Retail REITs – 10.9% | |||||
Agree Realty Corp. | 110,006 | 7,434,205 | |||
Brixmor Property Group, Inc. | 369,637 | 6,827,195 | |||
Kimco Realty Corp. | 425,364 | 7,830,951 | |||
Phillips Edison & Company, Inc. | 229,982 | 6,450,995 | |||
Tanger Factory Outlet Centers, Inc. | 168,861 | 2,310,018 | |||
30,853,364 | |||||
Specialized REITs – 27.2% | |||||
American Tower Corp. | 55,873 | 11,995,933 | |||
CubeSmart | 83,807 | 3,357,308 | |||
Equinix, Inc. | 21,725 | 12,358,049 | |||
Iron Mountain, Inc. | 97,667 | 4,294,418 | |||
Life Storage, Inc. | 92,709 | 10,268,449 | |||
Public Storage | 57,875 | 16,946,379 | |||
SBA Communications Corp. | 20,007 | 5,694,993 | |||
VICI Properties, Inc. | 394,941 | 11,788,989 | |||
76,704,518 | |||||
265,910,501 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Real estate management and development – 1.9% | |||||
Real estate operating companies – 1.4% | |||||
Tricon Residential, Inc. | 469,166 | $ | 4,058,735 | ||
Real estate services – 0.5% | |||||
Colliers International Group, Inc. (Nasdaq Exchange) (C) | 16,067 | 1,472,701 | |||
5,531,436 | |||||
271,441,937 | |||||
TOTAL COMMON STOCKS (Cost $314,541,683) | $ | 279,237,299 | |||
SHORT-TERM INVESTMENTS – 0.7% | |||||
Short-term funds – 0.7% | |||||
John Hancock Collateral Trust, 3.0556% (D)(E) | 54,551 | 545,069 | |||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (D) | 1,598,447 | 1,598,447 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,143,561) | $ | 2,143,516 | |||
Total Investments (Real Estate Securities Trust) (Cost $316,685,244) – 99.5% | $ | 281,380,815 | |||
Other assets and liabilities, net – 0.5% | 1,302,696 | ||||
TOTAL NET ASSETS – 100.0% | $ | 282,683,511 |
Security Abbreviations and Legend | |
(A) | Non-income producing security. |
(B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(C) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $534,245. |
(D) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 99.5% | |||||
Communication services – 14.6% | |||||
Entertainment – 1.0% | |||||
CTS Eventim AG & Company KGaA (A) | 80,283 | $ | 3,302,993 | ||
ROBLOX Corp., Class A (A) | 62,652 | 2,245,448 | |||
5,548,441 | |||||
Interactive media and services – 13.6% | |||||
Alphabet, Inc., Class A (A) | 314,532 | 30,084,986 | |||
Baidu, Inc., ADR (A) | 124,922 | 14,677,086 | |||
Kanzhun, Ltd., ADR (A) | 115,480 | 1,949,302 | |||
Meta Platforms, Inc., Class A (A) | 218,687 | 29,671,452 | |||
Pinterest, Inc., Class A (A) | 183,571 | 4,277,204 | |||
VK Company, Ltd., GDR (A)(B) | 791,720 | 145,676 | |||
80,805,706 | |||||
86,354,147 |
184 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Consumer discretionary – 30.6% | |||||
Automobiles – 0.3% | |||||
Rivian Automotive, Inc., Class A (A) | 49,735 | $ | 1,636,779 | ||
Hotels, restaurants and leisure – 4.2% | |||||
Booking Holdings, Inc. (A) | 3,778 | 6,208,047 | |||
Tongcheng Travel Holdings, Ltd. (A) | 1,956,400 | 3,817,923 | |||
Trip.com Group, Ltd., ADR (A) | 537,995 | 14,692,643 | |||
24,718,613 | |||||
Internet and direct marketing retail – 25.2% | |||||
Alibaba Group Holding, Ltd., ADR (A) | 277,499 | 22,197,145 | |||
Amazon.com, Inc. (A) | 417,498 | 47,177,273 | |||
Boohoo Group PLC (A) | 2,929,222 | 1,174,425 | |||
Coupang, Inc. (A) | 363,624 | 6,061,612 | |||
Deliveroo PLC (A)(C) | 3,194,178 | 3,002,773 | |||
Delivery Hero SE (A)(C) | 416,821 | 15,225,285 | |||
D-Market Elektronik Hizmetler ve Ticaret AS, ADR (A)(D) | 174,593 | 168,168 | |||
DoorDash, Inc., Class A (A) | 119,362 | 5,902,451 | |||
Etsy, Inc. (A) | 84,344 | 8,445,365 | |||
MercadoLibre, Inc. (A) | 2,554 | 2,114,150 | |||
Naspers, Ltd., N Shares | 90,495 | 11,223,510 | |||
Wayfair, Inc., Class A (A) | 34,505 | 1,123,138 | |||
Zalando SE (A)(C) | 1,327,188 | 25,923,887 | |||
149,739,182 | |||||
Specialty retail – 0.9% | |||||
Auto1 Group SE (A)(C)(D) | 499,749 | 3,124,419 | |||
Warby Parker, Inc., Class A (A)(D) | 188,522 | 2,514,883 | |||
5,639,302 | |||||
181,733,876 | |||||
Health care – 0.7% | |||||
Health care technology – 0.7% | |||||
Veeva Systems, Inc., Class A (A) | 23,095 | 3,807,904 | |||
Information technology – 53.2% | |||||
Communications equipment – 1.1% | |||||
Arista Networks, Inc. (A) | 58,365 | 6,588,825 | |||
IT services – 4.8% | |||||
Accenture PLC, Class A | 89,423 | 23,008,538 | |||
Adyen NV (A)(C) | 2,221 | 2,769,945 | |||
MongoDB, Inc. (A) | 13,035 | 2,588,230 | |||
28,366,713 | |||||
Semiconductors and semiconductor equipment – 15.6% | |||||
Advanced Micro Devices, Inc. (A) | 252,869 | 16,021,780 | |||
ASML Holding NV, NYRS | 16,500 | 6,853,275 | |||
Lam Research Corp. | 17,816 | 6,520,656 | |||
Marvell Technology, Inc. | 105,441 | 4,524,473 | |||
Micron Technology, Inc. | 155,001 | 7,765,550 | |||
NVIDIA Corp. | 250,198 | 30,371,535 | |||
Qualcomm, Inc. | 152,656 | 17,247,075 | |||
Taiwan Semiconductor Manufacturing Company, Ltd. | 256,000 | 3,393,380 | |||
92,697,724 | |||||
Software – 27.2% | |||||
Fortinet, Inc. (A) | 255,541 | 12,554,729 | |||
HubSpot, Inc. (A) | 8,391 | 2,266,577 | |||
Intuit, Inc. | 19,133 | 7,410,594 | |||
Microsoft Corp. | 229,872 | 53,537,189 | |||
NortonLifeLock, Inc. | 114,779 | 2,311,649 | |||
Qualtrics International, Inc., Class A (A) | 604,612 | 6,154,950 | |||
salesforce.com, Inc. (A) | 341,302 | 49,092,880 | |||
ServiceNow, Inc. (A) | 8,900 | 3,360,729 | |||
TeamViewer AG (A)(C) | 382,242 | 2,949,957 | |||
Workday, Inc., Class A (A) | 58,602 | 8,920,396 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Software (continued) | |||||
Zoom Video Communications, Inc., Class A (A) | 172,769 | $ | 12,714,071 | ||
161,273,721 | |||||
Technology hardware, storage and peripherals – 4.5% | |||||
Pure Storage, Inc., Class A (A) | 831,153 | 22,748,658 | |||
Samsung Electronics Company, Ltd. | 113,579 | 4,170,535 | |||
26,919,193 | |||||
315,846,176 | |||||
Real estate – 0.4% | |||||
Real estate management and development – 0.4% | |||||
KE Holdings, Inc., ADR (A) | 100,357 | 1,758,255 | |||
Opendoor Technologies, Inc. (A) | 209,793 | 652,456 | |||
2,410,711 | |||||
TOTAL COMMON STOCKS (Cost $734,207,857) | $ | 590,152,814 | |||
SHORT-TERM INVESTMENTS – 1.6% | |||||
Short-term funds – 1.6% | |||||
John Hancock Collateral Trust, 3.0556% (E)(F) | 398,584 | 3,982,651 | |||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (E) | 8 | 8 | |||
T. Rowe Price Government Reserve Fund, 3.0517% (E) | 5,861,837 | 5,861,837 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $9,844,563) | $ | 9,844,496 | |||
Total Investments (Science & Technology Trust) (Cost $744,052,420) – 101.1% | $ | 599,997,310 | |||
Other assets and liabilities, net – (1.1%) | (6,665,549) | ||||
TOTAL NET ASSETS – 100.0% | $ | 593,331,761 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
GDR | Global Depositary Receipt |
NYRS | New York Registry Shares |
(A) | Non-income producing security. |
(B) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(C) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(D) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $3,847,235. |
(E) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 41.6% | |||||
U.S. Government – 15.6% | |||||
U.S. Treasury Bonds | |||||
2.500%, 02/15/2045 | $ | 83,239,000 | $ | 63,459,983 | |
2.875%, 05/15/2052 | 539,068,000 | 452,059,056 | |||
3.000%, 02/15/2047 to 08/15/2052 | 52,044,000 | 43,890,176 | |||
3.375%, 08/15/2042 | 130,162,000 | 117,898,299 |
185 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government (continued) | |||||
U.S. Treasury Notes | |||||
2.750%, 08/15/2032 | $ | 164,709,000 | $ | 150,605,792 | |
3.125%, 08/31/2027 | 109,248,000 | 104,792,730 | |||
932,706,036 | |||||
U.S. Government Agency – 26.0% | |||||
Federal Home Loan Mortgage Corp. | |||||
2.000%, 11/01/2051 to 03/01/2052 | 89,969,271 | 73,119,084 | |||
2.500%, 08/01/2050 to 12/01/2051 | 96,334,406 | 81,720,790 | |||
3.000%, 03/01/2043 to 12/01/2049 | 97,780,410 | 86,574,193 | |||
3.500%, 04/01/2044 to 03/01/2052 | 66,568,926 | 61,310,535 | |||
4.000%, 03/01/2048 to 05/01/2052 | 14,486,569 | 13,652,556 | |||
4.000%, 08/01/2052 (A) | 58,791,760 | 54,685,720 | |||
4.500%, 07/01/2052 to 08/01/2052 | 10,920,457 | 10,428,478 | |||
4.500%, 08/01/2052 to 09/01/2052 (A) | 47,613,709 | 45,503,803 | |||
Federal National Mortgage Association | |||||
2.000%, 09/01/2050 to 02/01/2052 | 83,184,201 | 67,852,712 | |||
2.500%, 09/01/2050 to 03/01/2052 | 229,552,859 | 194,035,714 | |||
3.000%, 01/01/2043 to 02/01/2052 | 195,377,524 | 172,235,464 | |||
3.500%, 06/01/2042 to 04/01/2052 | 168,021,589 | 154,532,359 | |||
4.000%, TBA (A) | 4,431,000 | 4,106,982 | |||
4.000%, 09/01/2040 to 06/01/2052 | 248,329,258 | 235,297,112 | |||
4.000%, 07/01/2052 to 09/01/2052 (A) | 73,895,819 | 68,896,552 | |||
4.500%, TBA (A) | 59,324,000 | 56,443,555 | |||
4.500%, 12/01/2040 to 08/01/2052 | 51,136,270 | 49,831,595 | |||
4.500%, 06/01/2052 to 08/01/2052 (A) | 66,047,639 | 63,028,975 | |||
5.000%, TBA (A) | 55,008,000 | 53,521,051 | |||
Government National Mortgage Association 4.000%, 10/15/2039 to 11/15/2041 | 2,726,619 | 2,628,193 | |||
1,549,405,423 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $2,782,991,977) | $ | 2,482,111,459 | |||
FOREIGN GOVERNMENT OBLIGATIONS – 0.2% | |||||
Qatar – 0.2% | |||||
State of Qatar 5.103%, 04/23/2048 (B) | 8,410,000 | 8,131,039 | |||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $8,410,000) | $ | 8,131,039 | |||
CORPORATE BONDS – 31.0% | |||||
Communication services – 1.8% | |||||
AT&T, Inc. | |||||
3.500%, 06/01/2041 | 12,200,000 | 8,787,442 | |||
3.650%, 06/01/2051 | 13,400,000 | 9,052,459 | |||
Charter Communications Operating LLC | |||||
4.200%, 03/15/2028 | 13,245,000 | 11,891,168 | |||
4.800%, 03/01/2050 | 12,476,000 | 9,000,058 | |||
5.750%, 04/01/2048 | 16,696,000 | 13,475,505 | |||
6.484%, 10/23/2045 | 13,673,000 | 12,040,267 | |||
Level 3 Financing, Inc. 3.400%, 03/01/2027 (B) | 6,456,000 | 5,406,900 | |||
Take-Two Interactive Software, Inc. 3.550%, 04/14/2025 | 4,169,000 | 4,000,105 | |||
Telefonica Emisiones SA 5.213%, 03/08/2047 | 10,891,000 | 8,285,463 | |||
T-Mobile USA, Inc. 3.875%, 04/15/2030 | 13,891,000 | 12,321,535 | |||
Verizon Communications, Inc. 4.329%, 09/21/2028 | 17,379,000 | 16,352,311 | |||
110,613,213 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary – 2.8% | |||||
Amazon.com, Inc. 4.050%, 08/22/2047 | $ | 9,136,000 | $ | 7,715,093 | |
AutoNation, Inc. 4.750%, 06/01/2030 | 4,925,000 | 4,330,897 | |||
Booking Holdings, Inc. 4.625%, 04/13/2030 | 9,246,000 | 8,689,712 | |||
Choice Hotels International, Inc. 3.700%, 12/01/2029 to 01/15/2031 | 13,967,000 | 11,719,836 | |||
Dollar Tree, Inc. 4.200%, 05/15/2028 | 14,391,000 | 13,407,608 | |||
eBay, Inc. 2.700%, 03/11/2030 | 12,556,000 | 10,231,994 | |||
Expedia Group, Inc. | |||||
2.950%, 03/15/2031 | 6,373,000 | 4,944,034 | |||
3.800%, 02/15/2028 | 16,524,000 | 14,674,738 | |||
4.625%, 08/01/2027 | 8,713,000 | 8,182,409 | |||
5.000%, 02/15/2026 | 8,638,000 | 8,493,644 | |||
General Motors Company 5.400%, 10/15/2029 | 8,209,000 | 7,569,081 | |||
General Motors Financial Company, Inc. | |||||
2.400%, 10/15/2028 | 17,219,000 | 13,608,601 | |||
3.600%, 06/21/2030 | 20,346,000 | 16,480,673 | |||
Hyundai Capital America | |||||
1.000%, 09/17/2024 (B) | 8,719,000 | 7,965,068 | |||
1.800%, 10/15/2025 (B) | 4,018,000 | 3,573,449 | |||
2.375%, 10/15/2027 (B) | 4,018,000 | 3,354,325 | |||
Marriott International, Inc. | |||||
4.625%, 06/15/2030 | 5,210,000 | 4,708,174 | |||
4.650%, 12/01/2028 | 13,237,000 | 12,323,947 | |||
Nissan Motor Acceptance Company LLC 1.125%, 09/16/2024 (B) | 4,380,000 | 3,980,525 | |||
165,953,808 | |||||
Consumer staples – 0.6% | |||||
Anheuser-Busch InBev Worldwide, Inc. 4.600%, 04/15/2048 | 5,964,000 | 4,939,006 | |||
JBS USA LUX SA | |||||
5.125%, 02/01/2028 (B) | 3,366,000 | 3,154,851 | |||
5.750%, 04/01/2033 (B) | 9,181,000 | 8,291,728 | |||
Kraft Heinz Foods Company | |||||
4.375%, 06/01/2046 | 10,167,000 | 7,903,806 | |||
5.000%, 06/04/2042 | 3,892,000 | 3,380,736 | |||
5.500%, 06/01/2050 | 6,031,000 | 5,425,361 | |||
33,095,488 | |||||
Energy – 3.2% | |||||
Aker BP ASA | |||||
3.000%, 01/15/2025 (B) | 6,211,000 | 5,817,873 | |||
3.100%, 07/15/2031 (B) | 8,003,000 | 6,265,833 | |||
3.750%, 01/15/2030 (B) | 4,847,000 | 4,120,181 | |||
4.000%, 01/15/2031 (B) | 10,984,000 | 9,321,044 | |||
Continental Resources, Inc. 4.900%, 06/01/2044 | 4,181,000 | 2,983,047 | |||
Diamondback Energy, Inc. 3.125%, 03/24/2031 | 5,548,000 | 4,500,158 | |||
Enbridge, Inc. | |||||
5.750%, (5.750% to 4-15-30, then 5 Year CMT + 5.314%), 07/15/2080 | 8,820,000 | 7,759,395 | |||
6.250%, (6.250% to 3-1-28, then 3 month LIBOR + 3.641%), 03/01/2078 | 8,767,000 | 7,878,902 | |||
Energy Transfer LP | |||||
4.200%, 04/15/2027 | 4,899,000 | 4,530,454 | |||
5.150%, 03/15/2045 | 5,400,000 | 4,249,583 | |||
5.250%, 04/15/2029 | 17,785,000 | 16,726,001 | |||
5.400%, 10/01/2047 | 8,136,000 | 6,587,520 | |||
5.500%, 06/01/2027 | 7,447,000 | 7,254,090 |
186 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
Enterprise Products Operating LLC 5.250%, (5.250% to 8-16-27, then 3 month LIBOR + 3.033%), 08/16/2077 | $ | 12,660,000 | $ | 10,581,277 | |
EQT Corp. 7.000%, 02/01/2030 | 2,886,000 | 2,978,063 | |||
Kinder Morgan Energy Partners LP 7.750%, 03/15/2032 | 4,555,000 | 4,915,821 | |||
Midwest Connector Capital Company LLC 3.900%, 04/01/2024 (B) | 9,512,000 | 9,189,146 | |||
MPLX LP | |||||
4.000%, 03/15/2028 | 6,705,000 | 6,107,912 | |||
4.125%, 03/01/2027 | 2,551,000 | 2,379,334 | |||
4.250%, 12/01/2027 | 4,887,000 | 4,549,653 | |||
4.950%, 09/01/2032 | 3,979,000 | 3,614,843 | |||
Ovintiv, Inc. 7.200%, 11/01/2031 | 1,177,000 | 1,200,101 | |||
Sabine Pass Liquefaction LLC | |||||
4.200%, 03/15/2028 | 4,128,000 | 3,764,562 | |||
4.500%, 05/15/2030 | 13,283,000 | 12,100,408 | |||
5.000%, 03/15/2027 | 7,297,000 | 7,000,604 | |||
Targa Resources Corp. 4.950%, 04/15/2052 | 9,104,000 | 7,004,637 | |||
Targa Resources Partners LP 4.000%, 01/15/2032 | 7,449,000 | 6,143,228 | |||
The Williams Companies, Inc. | |||||
3.750%, 06/15/2027 | 9,700,000 | 8,947,446 | |||
4.650%, 08/15/2032 | 5,495,000 | 4,987,543 | |||
TransCanada PipeLines, Ltd. 4.250%, 05/15/2028 | 6,220,000 | 5,758,021 | |||
189,216,680 | |||||
Financials – 8.7% | |||||
Ares Capital Corp. | |||||
2.150%, 07/15/2026 | 11,802,000 | 9,890,938 | |||
2.875%, 06/15/2028 | 6,780,000 | 5,336,281 | |||
3.875%, 01/15/2026 | 8,615,000 | 7,838,000 | |||
4.200%, 06/10/2024 | 6,463,000 | 6,257,116 | |||
Athene Holding, Ltd. 3.500%, 01/15/2031 | 14,028,000 | 11,234,557 | |||
Banco Santander SA 4.379%, 04/12/2028 | 7,600,000 | 6,778,381 | |||
Bank of America Corp. | |||||
2.087%, (2.087% to 6-14-28, then SOFR + 1.060%), 06/14/2029 | 12,755,000 | 10,365,154 | |||
2.592%, (2.592% to 4-29-30, then SOFR + 2.150%), 04/29/2031 | 12,322,000 | 9,772,098 | |||
2.687%, (2.687% to 4-22-31, then SOFR + 1.320%), 04/22/2032 | 19,364,000 | 15,118,140 | |||
3.248%, 10/21/2027 | 9,341,000 | 8,370,986 | |||
3.846%, (3.846% to 3-8-32, then 5 Year CMT + 2.000%), 03/08/2037 | 9,199,000 | 7,421,779 | |||
4.271%, (4.271% to 7-23-28, then 3 month LIBOR + 1.310%), 07/23/2029 | 17,187,000 | 15,671,026 | |||
Blackstone Private Credit Fund | |||||
2.350%, 11/22/2024 | 7,493,000 | 6,836,207 | |||
2.700%, 01/15/2025 | 5,893,000 | 5,341,690 | |||
3.250%, 03/15/2027 | 1,690,000 | 1,399,066 | |||
4.000%, 01/15/2029 | 8,340,000 | 6,680,758 | |||
BPCE SA 4.500%, 03/15/2025 (B) | 7,805,000 | 7,410,578 | |||
Citigroup, Inc. | |||||
2.561%, (2.561% to 5-1-31, then SOFR + 1.167%), 05/01/2032 | 5,665,000 | 4,348,813 | |||
4.600%, 03/09/2026 | 17,394,000 | 16,957,202 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Citizens Financial Group, Inc. 3.250%, 04/30/2030 | $ | 12,256,000 | $ | 10,024,997 | |
CNA Financial Corp. 2.050%, 08/15/2030 | 4,015,000 | 3,064,281 | |||
CNO Financial Group, Inc. 5.250%, 05/30/2029 | 10,165,000 | 9,465,841 | |||
Credit Agricole SA | |||||
2.811%, 01/11/2041 (B) | 5,816,000 | 3,448,287 | |||
3.250%, 01/14/2030 (B) | 12,902,000 | 10,201,093 | |||
Deutsche Bank AG | |||||
2.311%, (2.311% to 11-16-26, then SOFR + 1.219%), 11/16/2027 | 7,009,000 | 5,685,443 | |||
2.552%, (2.552% to 1-7-27, then SOFR + 1.318%), 01/07/2028 | 11,487,000 | 9,325,610 | |||
Discover Financial Services 4.100%, 02/09/2027 | 4,203,000 | 3,864,337 | |||
JPMorgan Chase & Co. | |||||
2.522%, (2.522% to 4-22-30, then SOFR + 2.040%), 04/22/2031 | 12,793,000 | 10,112,369 | |||
2.956%, (2.956% to 5-13-30, then SOFR + 2.515%), 05/13/2031 | 12,141,000 | 9,616,839 | |||
4.600%, (4.600% to 2-1-25, then SOFR + 3.125%), 02/01/2025 (C) | 9,375,000 | 8,166,563 | |||
6.750%, (6.750% to 2-1-24, then 3 month LIBOR + 3.780%), 02/01/2024 (C) | 12,306,000 | 12,194,337 | |||
Lazard Group LLC 4.375%, 03/11/2029 | 7,100,000 | 6,517,808 | |||
Liberty Mutual Group, Inc. 5.500%, 06/15/2052 (B) | 7,364,000 | 6,347,644 | |||
M&T Bank Corp. 5.125%, (5.125% to 11-1-26, then 3 month LIBOR + 3.520%), 11/01/2026 (C) | 3,746,000 | 3,315,210 | |||
Macquarie Bank, Ltd. 3.624%, 06/03/2030 (B) | 6,523,000 | 5,279,399 | |||
MetLife, Inc. 6.400%, (6.400% to 12-15-36, then 3 month LIBOR + 2.205%), 12/15/2036 | 7,277,000 | 7,017,006 | |||
Morgan Stanley | |||||
2.239%, (2.239% to 7-21-31, then SOFR + 1.178%), 07/21/2032 | 4,486,000 | 3,369,961 | |||
2.484%, (2.484% to 9-16-31, then SOFR + 1.360%), 09/16/2036 | 14,062,000 | 10,077,232 | |||
NatWest Group PLC 3.754%, (3.754% to 11-1-24, then 5 Year CMT + 2.100%), 11/01/2029 | 4,512,000 | 4,166,051 | |||
NatWest Markets PLC 1.600%, 09/29/2026 (B) | 12,231,000 | 10,328,143 | |||
New York Life Insurance Company 3.750%, 05/15/2050 (B) | 5,384,000 | 3,980,896 | |||
Nippon Life Insurance Company | |||||
2.750%, (2.750% to 1-21-31, then 5 Year CMT + 2.653%), 01/21/2051 (B) | 13,599,000 | 10,597,597 | |||
5.100%, (5.100% to 10-16-24, then 5 Year U.S. Swap Rate + 3.650%), 10/16/2044 (B) | 5,325,000 | 5,175,176 | |||
Prudential Financial, Inc. 5.125%, (5.125% to 11-28-31, then 5 Year CMT + 3.162%), 03/01/2052 | 4,543,000 | 3,938,508 | |||
S&P Global, Inc. 4.750%, 08/01/2028 (B) | 3,484,000 | 3,400,325 |
187 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Santander Holdings USA, Inc. | |||||
2.490%, (2.490% to 1-6-27, then SOFR + 1.249%), 01/06/2028 | $ | 7,238,000 | $ | 6,035,916 | |
3.244%, 10/05/2026 | 16,909,000 | 15,130,747 | |||
3.450%, 06/02/2025 | 15,455,000 | 14,467,036 | |||
3.500%, 06/07/2024 | 11,289,000 | 10,939,933 | |||
4.400%, 07/13/2027 | 3,574,000 | 3,287,415 | |||
SBL Holdings, Inc. 5.000%, 02/18/2031 (B) | 7,908,000 | 6,040,560 | |||
Societe Generale SA 6.221%, (6.221% to 6-15-32, then 1 Year CMT + 3.200%), 06/15/2033 (B) | 4,310,000 | 3,820,746 | |||
Teachers Insurance & Annuity Association of America 4.270%, 05/15/2047 (B) | 9,222,000 | 7,488,861 | |||
The Goldman Sachs Group, Inc. | |||||
2.615%, (2.615% to 4-22-31, then SOFR + 1.281%), 04/22/2032 | 23,362,000 | 18,108,539 | |||
2.650%, (2.650% to 10-21-31, then SOFR + 1.264%), 10/21/2032 | 9,012,000 | 6,907,402 | |||
The PNC Financial Services Group, Inc. | |||||
3.400%, (3.400% to 9-15-26, then 5 Year CMT + 2.595%), 09/15/2026 (C) | 12,274,000 | 9,159,810 | |||
4.850%, (4.850% to 6-1-23, then 3 month LIBOR + 3.040%), 06/01/2023 (C) | 4,314,000 | 3,932,432 | |||
6.460%, (3 month LIBOR + 3.678%), 11/01/2022 (C)(D) | 11,183,000 | 11,107,182 | |||
Wells Fargo & Company | |||||
2.393%, (2.393% to 6-2-27, then SOFR + 2.100%), 06/02/2028 | 19,183,000 | 16,451,298 | |||
2.879%, (2.879% to 10-30-29, then 3 month CME Term SOFR + 1.432%), 10/30/2030 | 14,423,000 | 11,850,476 | |||
3.068%, (3.068% to 4-30-40, then SOFR + 2.530%), 04/30/2041 | 9,762,000 | 6,700,114 | |||
3.350%, (3.350% to 3-2-32, then SOFR + 1.500%), 03/02/2033 | 6,720,000 | 5,449,706 | |||
5.875%, (5.875% to 6-15-25, then 3 month LIBOR + 3.990%), 06/15/2025 (C) | 22,240,000 | 21,173,546 | |||
519,761,442 | |||||
Health care – 1.7% | |||||
AbbVie, Inc. 3.200%, 11/21/2029 | 21,219,000 | 18,576,665 | |||
AmerisourceBergen Corp. 2.800%, 05/15/2030 | 9,144,000 | 7,553,147 | |||
CVS Health Corp. | |||||
3.750%, 04/01/2030 | 7,993,000 | 7,107,735 | |||
4.300%, 03/25/2028 | 4,269,000 | 4,026,336 | |||
5.050%, 03/25/2048 | 7,278,000 | 6,409,461 | |||
Fresenius Medical Care US Finance III, Inc. | |||||
2.375%, 02/16/2031 (B) | 13,464,000 | 9,784,301 | |||
3.750%, 06/15/2029 (B) | 12,965,000 | 10,858,927 | |||
HCA, Inc. 4.125%, 06/15/2029 | 13,127,000 | 11,512,245 | |||
Royalty Pharma PLC 1.750%, 09/02/2027 | 4,117,000 | 3,402,212 | |||
Universal Health Services, Inc. | |||||
1.650%, 09/01/2026 (B) | 7,142,000 | 5,985,036 | |||
2.650%, 10/15/2030 (B) | 7,813,000 | 5,780,336 | |||
Viatris, Inc. | |||||
2.300%, 06/22/2027 | 4,139,000 | 3,379,453 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Health care (continued) | |||||
Viatris, Inc. (continued) | |||||
2.700%, 06/22/2030 | $ | 5,951,000 | $ | 4,421,679 | |
4.000%, 06/22/2050 | 6,862,000 | 4,107,536 | |||
102,905,069 | |||||
Industrials – 4.8% | |||||
Adani Ports & Special Economic Zone, Ltd. 3.100%, 02/02/2031 (B) | 6,679,000 | 4,799,199 | |||
AerCap Ireland Capital DAC | |||||
1.650%, 10/29/2024 | 3,938,000 | 3,597,706 | |||
1.750%, 01/30/2026 | 9,702,000 | 8,297,092 | |||
2.450%, 10/29/2026 | 24,766,000 | 20,892,764 | |||
2.875%, 08/14/2024 | 9,926,000 | 9,334,568 | |||
Air Canada 2013-1 Class A Pass Through Trust 4.125%, 05/15/2025 (B) | 2,586,502 | 2,231,403 | |||
Air Canada 2017-1 Class B Pass Through Trust 3.700%, 01/15/2026 (B) | 3,443,915 | 3,032,290 | |||
Air Lease Corp. | |||||
2.100%, 09/01/2028 | 4,481,000 | 3,491,616 | |||
2.875%, 01/15/2026 | 4,391,000 | 3,930,674 | |||
3.625%, 12/01/2027 | 4,932,000 | 4,266,020 | |||
Alaska Airlines 2020-1 Class B Pass Through Trust 8.000%, 08/15/2025 (B) | 5,006,149 | 5,087,515 | |||
American Airlines 2016-1 Class A Pass Through Trust 4.100%, 01/15/2028 | 7,444,352 | 5,794,242 | |||
American Airlines 2016-1 Class AA Pass Through Trust 3.575%, 01/15/2028 | 6,518,712 | 5,810,257 | |||
American Airlines 2017-1 Class A Pass Through Trust 4.000%, 02/15/2029 | 4,956,481 | 3,783,343 | |||
American Airlines 2017-1 Class AA Pass Through Trust 3.650%, 02/15/2029 | 5,697,569 | 4,998,409 | |||
American Airlines 2017-2 Class A Pass Through Trust 3.600%, 10/15/2029 | 4,477,758 | 3,469,668 | |||
American Airlines 2019-1 Class A Pass Through Trust 3.500%, 02/15/2032 | 4,555,541 | 3,265,243 | |||
American Airlines 2019-1 Class AA Pass Through Trust 3.150%, 02/15/2032 | 6,824,668 | 5,750,288 | |||
American Airlines 2021-1 Class A Pass Through Trust 2.875%, 07/11/2034 | 4,290,000 | 3,484,383 | |||
Ashtead Capital, Inc. | |||||
1.500%, 08/12/2026 (B) | 4,620,000 | 3,873,501 | |||
4.250%, 11/01/2029 (B) | 2,302,000 | 2,008,738 | |||
5.500%, 08/11/2032 (B) | 6,391,000 | 5,931,582 | |||
British Airways 2013-1 Class A Pass Through Trust 4.625%, 06/20/2024 (B) | 2,188,197 | 2,126,339 | |||
British Airways 2018-1 Class A Pass Through Trust 4.125%, 09/20/2031 (B) | 1,449,297 | 1,221,201 | |||
British Airways 2020-1 Class A Pass Through Trust 4.250%, 11/15/2032 (B) | 2,430,603 | 2,186,781 |
188 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Industrials (continued) | |||||
British Airways 2020-1 Class B Pass Through Trust 8.375%, 11/15/2028 (B) | $ | 3,214,353 | $ | 3,249,671 | |
CoStar Group, Inc. 2.800%, 07/15/2030 (B) | 10,366,000 | 8,182,318 | |||
DAE Funding LLC 3.375%, 03/20/2028 (B) | 11,546,000 | 9,780,201 | |||
Delta Air Lines, Inc. | |||||
2.900%, 10/28/2024 | 15,545,000 | 14,400,252 | |||
4.375%, 04/19/2028 | 9,405,000 | 7,926,485 | |||
4.500%, 10/20/2025 (B) | 2,059,000 | 1,998,582 | |||
4.750%, 10/20/2028 (B) | 6,536,678 | 6,087,972 | |||
Huntington Ingalls Industries, Inc. 4.200%, 05/01/2030 | 5,206,000 | 4,593,570 | |||
JetBlue 2019-1 Class AA Pass Through Trust 2.750%, 05/15/2032 | 7,012,612 | 5,750,151 | |||
Owens Corning 3.950%, 08/15/2029 | 8,341,000 | 7,465,011 | |||
SMBC Aviation Capital Finance DAC 2.300%, 06/15/2028 (B) | 3,894,000 | 3,071,749 | |||
The Boeing Company | |||||
3.200%, 03/01/2029 | 4,360,000 | 3,640,381 | |||
5.040%, 05/01/2027 | 12,923,000 | 12,449,521 | |||
5.150%, 05/01/2030 | 17,787,000 | 16,453,825 | |||
United Airlines 2014-2 Class A Pass Through Trust 3.750%, 09/03/2026 | 9,238,781 | 8,315,578 | |||
United Airlines 2016-1 Class A Pass Through Trust 3.450%, 07/07/2028 | 8,312,128 | 6,549,832 | |||
United Airlines 2016-1 Class B Pass Through Trust 3.650%, 01/07/2026 | 7,789,844 | 6,717,620 | |||
United Airlines 2018-1 Class B Pass Through Trust 4.600%, 03/01/2026 | 2,351,985 | 2,146,426 | |||
United Airlines 2019-1 Class A Pass Through Trust 4.550%, 08/25/2031 | 6,262,550 | 5,158,559 | |||
United Airlines 2020-1 Class A Pass Through Trust 5.875%, 10/15/2027 | 15,402,194 | 14,747,601 | |||
United Airlines 2020-1 Class B Pass Through Trust 4.875%, 01/15/2026 | 3,592,348 | 3,340,884 | |||
US Airways 2010-1 Class A Pass Through Trust 6.250%, 04/22/2023 | 1,392,723 | 1,379,116 | |||
US Airways 2012-1 Class A Pass Through Trust 5.900%, 10/01/2024 | 6,463,555 | 6,258,676 | |||
US Airways 2012-2 Class A Pass Through Trust 4.625%, 06/03/2025 | 3,407,331 | 3,060,352 | |||
285,389,155 | |||||
Information technology – 3.6% | |||||
Autodesk, Inc. 2.850%, 01/15/2030 | 4,681,000 | 3,927,683 | |||
Broadcom, Inc. | |||||
3.419%, 04/15/2033 (B) | 11,115,000 | 8,483,150 | |||
4.750%, 04/15/2029 | 25,279,000 | 23,577,509 | |||
4.926%, 05/15/2037 (B) | 4,669,000 | 3,849,924 | |||
CDW LLC 3.569%, 12/01/2031 | 7,973,000 | 6,207,559 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Information technology (continued) | |||||
CGI, Inc. 1.450%, 09/14/2026 | $ | 8,030,000 | $ | 6,942,520 | |
Dell International LLC | |||||
3.450%, 12/15/2051 (B) | 7,524,000 | 4,277,482 | |||
4.900%, 10/01/2026 | 12,456,000 | 11,999,242 | |||
5.300%, 10/01/2029 | 6,177,000 | 5,755,358 | |||
KLA Corp. 4.100%, 03/15/2029 | 7,616,000 | 7,236,625 | |||
Marvell Technology, Inc. 2.450%, 04/15/2028 | 11,200,000 | 9,251,637 | |||
Micron Technology, Inc. | |||||
4.185%, 02/15/2027 | 14,953,000 | 13,959,638 | |||
5.327%, 02/06/2029 | 19,168,000 | 18,127,028 | |||
Motorola Solutions, Inc. | |||||
2.300%, 11/15/2030 | 11,690,000 | 8,783,827 | |||
2.750%, 05/24/2031 | 9,922,000 | 7,572,418 | |||
4.600%, 05/23/2029 | 3,233,000 | 2,977,123 | |||
NXP BV | |||||
3.250%, 05/11/2041 | 3,717,000 | 2,437,835 | |||
3.875%, 06/18/2026 | 12,831,000 | 11,975,142 | |||
Oracle Corp. 2.950%, 04/01/2030 | 18,106,000 | 14,594,634 | |||
Qorvo, Inc. | |||||
1.750%, 12/15/2024 (B) | 6,016,000 | 5,545,624 | |||
3.375%, 04/01/2031 (B) | 5,277,000 | 3,953,265 | |||
Renesas Electronics Corp. 1.543%, 11/26/2024 (B) | 6,826,000 | 6,245,333 | |||
VeriSign, Inc. 2.700%, 06/15/2031 | 4,203,000 | 3,260,470 | |||
VMware, Inc. 4.700%, 05/15/2030 | 12,282,000 | 11,048,838 | |||
Western Digital Corp. 4.750%, 02/15/2026 | 8,529,000 | 7,897,683 | |||
Workday, Inc. 3.500%, 04/01/2027 | 4,048,000 | 3,744,370 | |||
213,631,917 | |||||
Materials – 0.4% | |||||
Anglo American Capital PLC 4.750%, 04/10/2027 (B) | 4,433,000 | 4,191,660 | |||
Braskem Netherlands Finance BV 5.875%, 01/31/2050 (B) | 7,579,000 | 5,369,722 | |||
Freeport-McMoRan, Inc. | |||||
4.250%, 03/01/2030 | 7,941,000 | 6,790,508 | |||
5.450%, 03/15/2043 | 9,268,000 | 7,732,292 | |||
Newmont Corp. 2.800%, 10/01/2029 | 3,137,000 | 2,596,843 | |||
26,681,025 | |||||
Real estate – 2.2% | |||||
American Homes 4 Rent LP 4.250%, 02/15/2028 | 4,327,000 | 3,984,232 | |||
American Tower Corp. 3.800%, 08/15/2029 | 12,035,000 | 10,557,375 | |||
Crown Castle, Inc. | |||||
3.650%, 09/01/2027 | 11,831,000 | 10,710,075 | |||
3.800%, 02/15/2028 | 4,658,000 | 4,214,638 | |||
Equinix, Inc. | |||||
1.550%, 03/15/2028 | 9,456,000 | 7,607,629 | |||
1.800%, 07/15/2027 | 5,384,000 | 4,499,224 | |||
2.500%, 05/15/2031 | 14,515,000 | 11,182,394 | |||
3.200%, 11/18/2029 | 4,428,000 | 3,743,342 | |||
GLP Capital LP | |||||
3.250%, 01/15/2032 | 3,361,000 | 2,526,535 | |||
4.000%, 01/15/2030 | 3,326,000 | 2,777,672 | |||
5.375%, 04/15/2026 | 5,262,000 | 5,033,156 |
189 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Real estate (continued) | |||||
Host Hotels & Resorts LP | |||||
3.375%, 12/15/2029 | $ | 10,874,000 | $ | 8,810,276 | |
3.500%, 09/15/2030 | 7,110,000 | 5,670,053 | |||
3.875%, 04/01/2024 | 14,147,000 | 13,763,575 | |||
4.000%, 06/15/2025 | 13,557,000 | 12,873,885 | |||
4.500%, 02/01/2026 | 4,859,000 | 4,612,920 | |||
SBA Tower Trust 2.836%, 01/15/2025 (B) | 7,899,000 | 7,389,830 | |||
VICI Properties LP | |||||
4.125%, 08/15/2030 (B) | 2,123,000 | 1,773,172 | |||
4.375%, 05/15/2025 | 2,868,000 | 2,730,738 | |||
4.625%, 12/01/2029 (B) | 4,089,000 | 3,547,371 | |||
5.125%, 05/15/2032 | 1,733,000 | 1,536,131 | |||
129,544,223 | |||||
Utilities – 1.2% | |||||
AES Panama Generation Holdings SRL 4.375%, 05/31/2030 (B) | 5,952,000 | 4,687,186 | |||
Atlantica Transmision Sur SA 6.875%, 04/30/2043 (B) | 2,531,783 | 2,509,630 | |||
Dominion Energy, Inc. 3.375%, 04/01/2030 | 6,792,000 | 5,840,945 | |||
Emera US Finance LP 3.550%, 06/15/2026 | 6,192,000 | 5,750,416 | |||
Engie Energia Chile SA 3.400%, 01/28/2030 (B) | 8,250,000 | 6,212,925 | |||
NiSource, Inc. 3.600%, 05/01/2030 | 4,887,000 | 4,262,509 | |||
NRG Energy, Inc. | |||||
2.450%, 12/02/2027 (B) | 7,276,000 | 5,956,479 | |||
4.450%, 06/15/2029 (B) | 5,451,000 | 4,728,201 | |||
Vistra Operations Company LLC | |||||
3.550%, 07/15/2024 (B) | 12,479,000 | 11,890,368 | |||
3.700%, 01/30/2027 (B) | 13,509,000 | 11,964,368 | |||
4.300%, 07/15/2029 (B) | 11,729,000 | 9,994,186 | |||
73,797,213 | |||||
TOTAL CORPORATE BONDS (Cost $2,199,042,012) | $ | 1,850,589,233 | |||
MUNICIPAL BONDS – 0.9% | |||||
Foothill-Eastern Transportation Corridor Agency (California) 4.094%, 01/15/2049 | 8,396,000 | 6,159,100 | |||
Golden State Tobacco Securitization Corp. (California) 4.214%, 06/01/2050 | 4,975,000 | 3,439,764 | |||
Maryland Health & Higher Educational Facilities Authority 3.197%, 07/01/2050 | 14,500,000 | 9,662,865 | |||
Mississippi Hospital Equipment & Facilities Authority 3.720%, 09/01/2026 | 7,677,000 | 7,151,459 | |||
New Jersey Transportation Trust Fund Authority | |||||
4.081%, 06/15/2039 | 9,117,000 | 7,579,981 | |||
4.131%, 06/15/2042 | 790,000 | 632,771 | |||
Ohio Turnpike & Infrastructure Commission 3.216%, 02/15/2048 | 6,950,000 | 5,048,387 | |||
Regents of the University of California Medical Center Pooled Revenue 3.006%, 05/15/2050 | 14,500,000 | 9,632,659 | |||
State Board of Administration Finance Corp. (Florida) 1.705%, 07/01/2027 | 5,122,000 | 4,380,228 | |||
TOTAL MUNICIPAL BONDS (Cost $72,592,572) | $ | 53,687,214 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS – 11.1% | |||||
Commercial and residential – 8.8% | |||||
Angel Oak Mortgage Trust LLC | |||||
Series 2020-R1, Class A1, 0.990%, 04/25/2053 (B)(E) | $ | 3,462,503 | $ | 3,252,894 | |
Series 2021-2, Class A1, 0.985%, 04/25/2066 (B)(E) | 2,639,796 | 2,241,383 | |||
Series 2021-4, Class A1, 1.035%, 01/20/2065 (B)(E) | 5,753,105 | 4,649,544 | |||
Series 2021-5, Class A1, 0.951%, 07/25/2066 (B)(E) | 7,271,963 | 6,009,114 | |||
Arroyo Mortgage Trust Series 2021-1R, Class A1 1.175%, 10/25/2048 (B)(E) | 4,710,634 | 4,029,627 | |||
BAMLL Commercial Mortgage Securities Trust | |||||
Series 2015-200P, Class A, 3.218%, 04/14/2033 (B) | 5,706,000 | 5,324,405 | |||
Series 2015-200P, Class C, 3.716%, 04/14/2033 (B)(E) | 6,760,000 | 6,147,156 | |||
BBCMS Mortgage Trust Series 2020-C6, Class A2 2.690%, 02/15/2053 | 4,700,000 | 4,424,577 | |||
Benchmark Mortgage Trust Series 2019-B12, Class A2 3.001%, 08/15/2052 | 8,096,919 | 7,743,007 | |||
BOCA Commercial Mortgage Trust | |||||
Series 2022-BOCA, Class A (1 month CME Term SOFR + 1.770%), 4.615%, 05/15/2039 (B)(D) | 5,954,000 | 5,827,573 | |||
Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%), 5.164%, 05/15/2039 (B)(D) | 2,231,000 | 2,169,103 | |||
BPR Trust Series 2022-OANA, Class A (1 month CME Term SOFR + 1.898%) 4.743%, 04/15/2037 (B)(D) | 16,875,000 | 16,622,067 | |||
BRAVO Residential Funding Trust Series 2021-NQM1, Class A1 0.941%, 02/25/2049 (B)(E) | 3,413,282 | 3,134,823 | |||
BX Commercial Mortgage Trust | |||||
Series 2020-VKNG, Class A (1 month LIBOR + 0.930%), 3.748%, 10/15/2037 (B)(D) | 7,208,980 | 7,001,041 | |||
Series 2021-ACNT, Class A (1 month LIBOR + 0.850%), 3.668%, 11/15/2038 (B)(D) | 5,198,000 | 4,989,730 | |||
Series 2021-CIP, Class A (1 month LIBOR + 0.921%), 3.739%, 12/15/2038 (B)(D) | 14,619,000 | 13,996,412 | |||
Series 2021-VOLT, Class C (1 month LIBOR + 1.100%), 3.918%, 09/15/2036 (B)(D) | 7,399,000 | 6,850,016 | |||
Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%), 3.835%, 01/17/2039 (B)(D) | 12,523,000 | 12,005,453 | |||
BX Trust Series 2021-MFM1, Class D (1 month LIBOR + 1.500%) 4.318%, 01/15/2034 (B)(D) | 2,927,000 | 2,743,558 | |||
BXHPP Trust Series 2021-FILM, Class C (1 month LIBOR + 1.100%) 3.918%, 08/15/2036 (B)(D) | 17,743,000 | 16,389,543 |
190 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class D (1 month LIBOR + 1.750%) 4.568%, 12/15/2037 (B)(D) | $ | 1,944,000 | $ | 1,870,924 | |
Cantor Commercial Real Estate Lending Series 2019-CF1, Class A2 3.623%, 05/15/2052 | 11,754,000 | 11,411,571 | |||
Citigroup Commercial Mortgage Trust | |||||
Series 2019-SMRT, Class A, 4.149%, 01/10/2036 (B) | 3,645,000 | 3,556,379 | |||
Series 2020-GC46, Class A2, 2.708%, 02/15/2053 | 13,170,000 | 12,355,137 | |||
COLT Mortgage Loan Trust | |||||
Series 2021-2, Class A1, 0.924%, 08/25/2066 (B)(E) | 6,155,141 | 5,088,928 | |||
Series 2021-3, Class A1, 0.956%, 09/27/2066 (B)(E) | 8,390,397 | 6,705,575 | |||
Series 2021-HX1, Class A1, 1.110%, 10/25/2066 (B)(E) | 6,905,697 | 5,678,474 | |||
COLT Trust Series 2020-RPL1, Class A1 1.390%, 01/25/2065 (B)(E) | 10,162,308 | 8,745,191 | |||
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) Series 2020-CX, Class D 2.773%, 11/10/2046 (B)(E) | 4,291,000 | 3,135,448 | |||
Commercial Mortgage Trust (Deutsche Bank AG) Series 2020-CBM, Class A2 2.896%, 02/10/2037 (B) | 5,531,000 | 5,075,755 | |||
Credit Suisse Mortgage Capital Certificates | |||||
Series 2019-ICE4, Class B (1 month LIBOR + 1.230%), 4.048%, 05/15/2036 (B)(D) | 3,709,000 | 3,635,409 | |||
Series 2019-ICE4, Class D (1 month LIBOR + 1.600%), 4.418%, 05/15/2036 (B)(D) | 5,837,000 | 5,660,817 | |||
Series 2020-NET, Class A, 2.257%, 08/15/2037 (B) | 2,188,673 | 1,980,818 | |||
Series 2021-AFC1, Class A1, 0.830%, 03/25/2056 (B)(E) | 11,144,963 | 9,139,234 | |||
Series 2021-NQM2, Class A1, 1.179%, 02/25/2066 (B)(E) | 4,644,022 | 4,028,204 | |||
Series 2021-NQM3, Class A1, 1.015%, 04/25/2066 (B)(E) | 4,168,470 | 3,448,981 | |||
Series 2021-NQM5, Class A1, 0.938%, 05/25/2066 (B)(E) | 4,189,051 | 3,243,745 | |||
Series 2021-NQM6, Class A1, 1.174%, 07/25/2066 (B)(E) | 7,003,417 | 5,595,691 | |||
Series 2021-RPL2, Class A1A, 1.115%, 01/25/2060 (B)(E) | 11,897,846 | 9,878,691 | |||
DBJPM Mortgage Trust Series 2020-C9, Class A2 1.900%, 08/15/2053 | 8,970,000 | 8,146,856 | |||
Deephaven Residential Mortgage Trust Series 2021-2, Class A1 0.899%, 04/25/2066 (B)(E) | 6,154,158 | 5,198,680 | |||
Ellington Financial Mortgage Trust | |||||
Series 2021-1, Class A1, 0.797%, 02/25/2066 (B)(E) | 2,154,218 | 1,814,316 | |||
Series 2021-2, Class A1, 0.931%, 06/25/2066 (B)(E) | 4,924,311 | 4,100,484 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Flagstar Mortgage Trust Series 2021-1, Class A2 2.500%, 02/01/2051 (B)(E) | $ | 9,790,418 | $ | 7,786,829 | |
GCAT Trust | |||||
Series 2021-NQM1, Class A1, 0.874%, 01/25/2066 (B)(E) | 3,619,843 | 3,101,331 | |||
Series 2021-NQM2, Class A1, 1.036%, 05/25/2066 (B)(E) | 3,466,131 | 2,930,348 | |||
Series 2021-NQM3, Class A1, 1.091%, 05/25/2066 (B)(E) | 5,680,016 | 4,716,647 | |||
GS Mortgage Securities Trust | |||||
Series 2019-GC40, Class A2, 2.971%, 07/10/2052 | 6,505,000 | 6,249,763 | |||
Series 2020-UPTN, Class A, 2.751%, 02/10/2037 (B) | 5,820,000 | 5,352,318 | |||
Series 2021-STAR, Class A (1 month LIBOR + 0.950%), 3.768%, 12/15/2036 (B)(D) | 13,304,000 | 12,757,030 | |||
GS Mortgage-Backed Securities Trust | |||||
Series 2020-NQM1, Class A1, 1.382%, 09/27/2060 (B)(E) | 1,280,882 | 1,168,199 | |||
Series 2021-NQM1, Class A1, 1.017%, 07/25/2061 (B)(E) | 2,574,923 | 2,203,609 | |||
Imperial Fund Mortgage Trust Series 2021-NQM1, Class A1 1.071%, 06/25/2056 (B)(E) | 3,384,393 | 2,832,332 | |||
InTown Mortgage Trust Series 2022-STAY, Class A (1 month CME Term SOFR + 2.489%) 5.334%, 08/15/2037 (B)(D) | 9,705,000 | 9,595,623 | |||
Irvine Core Office Trust Series 2013-IRV, Class A2 3.279%, 05/15/2048 (B)(E) | 6,620,000 | 6,513,854 | |||
JPMorgan Chase Commercial Mortgage Securities Trust Series 2022-OPO, Class A 3.024%, 01/05/2039 (B) | 6,678,000 | 5,772,513 | |||
KNDL Mortgage Trust Series 2019-KNSQ, Class C (1 month LIBOR + 1.050%) 3.868%, 05/15/2036 (B)(D) | 8,981,000 | 8,709,852 | |||
Life Mortgage Trust | |||||
Series 2021-BMR, Class A (1 month LIBOR + 0.700%), 3.518%, 03/15/2038 (B)(D) | 7,339,838 | 7,054,689 | |||
Series 2021-BMR, Class D (1 month LIBOR + 1.400%), 4.218%, 03/15/2038 (B)(D) | 5,951,884 | 5,638,598 | |||
Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%), 4.141%, 05/15/2039 (B)(D) | 16,812,000 | 16,328,082 | |||
MFA Trust | |||||
Series 2021-INV1, Class A1, 0.852%, 01/25/2056 (B)(E) | 5,906,409 | 5,437,213 | |||
Series 2021-NQM1, Class A1, 1.153%, 04/25/2065 (B)(E) | 2,875,450 | 2,645,901 | |||
MHP Trust Series 2022-MHIL, Class A (1 month CME Term SOFR + 0.815%) 3.660%, 01/15/2027 (B)(D) | 7,636,264 | 7,292,155 |
191 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Morgan Stanley Capital I Trust Series 2017-CLS, Class D (1 month LIBOR + 1.400%) 4.218%, 11/15/2034 (B)(D) | $ | 5,105,000 | $ | 5,060,414 | |
New Residential Mortgage Loan Trust Series 2020-1A, Class A1B 3.500%, 10/25/2059 (B)(E) | 2,857,191 | 2,660,590 | |||
NMLT Trust Series 2021-INV1, Class A1 1.185%, 05/25/2056 (B)(E) | 10,333,576 | 8,772,944 | |||
NYMT Loan Trust Series 2022-CP1, Class A1 2.042%, 07/25/2061 (B) | 3,501,172 | 3,128,774 | |||
OBX Trust | |||||
Series 2020-EXP2, Class A3, 2.500%, 05/25/2060 (B)(E) | 2,307,002 | 2,034,590 | |||
Series 2021-NQM2, Class A1, 1.101%, 05/25/2061 (B)(E) | 6,470,111 | 5,312,659 | |||
Series 2021-NQM3, Class A1, 1.054%, 07/25/2061 (B)(E) | 7,664,268 | 6,115,111 | |||
Provident Funding Mortgage Trust Series 2020-F1, Class A2 2.000%, 01/25/2036 (B)(E) | 8,613,124 | 7,447,729 | |||
SLG Office Trust Series 2021-OVA, Class C 2.851%, 07/15/2041 (B) | 13,468,000 | 10,116,158 | |||
SMRT Series 2022-MINI, Class A (1 month CME Term SOFR + 1.000%) 3.846%, 01/15/2039 (B)(D) | 16,836,000 | 16,146,770 | |||
Starwood Mortgage Residential Trust | |||||
Series 2021-2, Class A1, 0.943%, 05/25/2065 (B)(E) | 3,984,430 | 3,709,125 | |||
Series 2022-1, Class A1, 2.447%, 12/25/2066 (B)(E) | 7,620,825 | 6,676,035 | |||
Towd Point Mortgage Trust | |||||
Series 2015-1, Class A5, 3.407%, 10/25/2053 (B)(E) | 2,759,000 | 2,661,456 | |||
Series 2017-2, Class A1, 2.750%, 04/25/2057 (B)(E) | 420,113 | 416,206 | |||
Series 2018-4, Class A1, 3.000%, 06/25/2058 (B)(E) | 5,159,860 | 4,812,004 | |||
Series 2018-6, Class A1A, 3.750%, 03/25/2058 (B)(E) | 444,048 | 436,125 | |||
Series 2019-4, Class A1, 2.900%, 10/25/2059 (B)(E) | 4,481,637 | 4,219,632 | |||
Series 2020-4, Class A1, 1.750%, 10/25/2060 (B) | 5,915,545 | 5,267,708 | |||
Verus Securitization Trust | |||||
Series 2020-5, Class A1 (1.218% to 10-1-24, then 2.218% thereafter), 1.218%, 05/25/2065 (B) | 1,808,454 | 1,670,263 | |||
Series 2021-1, Class A1, 0.815%, 01/25/2066 (B)(E) | 4,337,450 | 3,736,393 | |||
Series 2021-3, Class A1, 1.046%, 06/25/2066 (B)(E) | 6,081,934 | 4,982,197 | |||
Series 2021-4, Class A1, 0.938%, 07/25/2066 (B)(E) | 3,364,784 | 2,700,322 | |||
Series 2021-5, Class A1, 1.013%, 09/25/2066 (B)(E) | 6,442,233 | 5,370,968 | |||
Series 2021-R1, Class A1, 0.820%, 10/25/2063 (B)(E) | 2,702,334 | 2,465,632 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
Verus Securitization Trust (continued) | |||||
Series 2021-R2, Class A1, 0.918%, 02/25/2064 (B)(E) | $ | 3,160,101 | $ | 2,889,597 | |
Visio Trust Series 2020-1R, Class A1 1.312%, 11/25/2055 (B) | 5,397,005 | 5,074,810 | |||
Wells Fargo Commercial Mortgage Trust Series 2019-C51, Class A2 3.039%, 06/15/2052 | 12,560,829 | 12,182,363 | |||
525,199,795 | |||||
U.S. Government Agency – 2.3% | |||||
Federal Home Loan Mortgage Corp. | |||||
Series 2022-DNA1, Class M1A (1 month SOFR + 1.000%), 3.281%, 01/25/2042 (B)(D) | 8,454,188 | 8,211,726 | |||
Series 2022-DNA2, Class M1A (1 month SOFR + 1.300%), 3.581%, 02/25/2042 (B)(D) | 5,675,814 | 5,575,222 | |||
Series 2022-DNA2, Class M1B (1 month SOFR + 2.400%), 4.681%, 02/25/2042 (B)(D) | 7,663,000 | 7,117,013 | |||
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%), 4.281%, 04/25/2042 (B)(D) | 7,621,851 | 7,545,776 | |||
Series 2022-DNA3, Class M1B (1 month SOFR + 2.900%), 5.181%, 04/25/2042 (B)(D) | 4,603,000 | 4,344,075 | |||
Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%), 4.481%, 05/25/2042 (B)(D) | 5,871,964 | 5,819,919 | |||
Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%), 5.631%, 05/25/2042 (B)(D) | 6,945,000 | 6,597,760 | |||
Series 2022-DNA5, Class M1B (1 month SOFR + 4.500%), 6.781%, 06/25/2042 (B)(D) | 10,181,000 | 10,203,301 | |||
Series K026, Class X1 IO, 1.019%, 11/25/2022 | 92,169,074 | 2,037 | |||
Series K038, Class X1 IO, 1.238%, 03/25/2024 | 50,133,623 | 600,425 | |||
Series K048, Class X1 IO, 0.347%, 06/25/2025 | 153,802,183 | 805,800 | |||
Federal National Mortgage Association | |||||
Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%), 4.381%, 03/25/2042 (B)(D) | 7,039,683 | 6,956,421 | |||
Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%), 4.281%, 03/25/2042 (B)(D) | 3,038,779 | 3,003,588 | |||
Series 2022-R06, Class 1M1 (1 month SOFR + 2.750%), 5.031%, 05/25/2042 (B)(D) | 3,866,159 | 3,862,531 | |||
Government National Mortgage Association | |||||
Series 2012-114, Class IO, 0.621%, 01/16/2053 | 14,723,436 | 237,761 | |||
Series 2016-174, Class IO, 0.845%, 11/16/2056 | 13,400,388 | 573,510 | |||
Series 2017-109, Class IO, 0.272%, 04/16/2057 | 13,158,135 | 291,786 | |||
Series 2017-124, Class IO, 0.610%, 01/16/2059 | 14,357,569 | 456,067 |
192 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Government National Mortgage Association (continued) | |||||
Series 2017-135, Class IO, 0.722%, 10/16/2058 | $ | 41,308,178 | $ | 1,702,727 | |
Series 2017-140, Class IO, 0.486%, 02/16/2059 | 19,577,785 | 672,381 | |||
Series 2017-159, Class IO, 0.434%, 06/16/2059 | 27,594,608 | 977,051 | |||
Series 2017-20, Class IO, 0.585%, 12/16/2058 | 29,942,128 | 858,794 | |||
Series 2017-22, Class IO, 0.797%, 12/16/2057 | 13,286,875 | 546,258 | |||
Series 2017-41, Class IO, 0.618%, 07/16/2058 | 11,052,382 | 342,318 | |||
Series 2017-46, Class IO, 0.685%, 11/16/2057 | 15,420,589 | 604,384 | |||
Series 2017-61, Class IO, 0.769%, 05/16/2059 | 25,402,535 | 1,047,220 | |||
Series 2018-158, Class IO, 0.762%, 05/16/2061 | 21,073,762 | 1,122,424 | |||
Series 2018-69, Class IO, 0.602%, 04/16/2060 | 22,968,480 | 1,134,912 | |||
Series 2019-131, Class IO, 0.802%, 07/16/2061 | 27,316,642 | 1,565,853 | |||
Series 2020-100, Class IO, 0.784%, 05/16/2062 | 29,134,783 | 1,827,433 | |||
Series 2020-108, Class IO, 0.846%, 06/16/2062 | 70,610,471 | 4,380,328 | |||
Series 2020-114, Class IO, 0.800%, 09/16/2062 | 69,418,079 | 4,407,180 | |||
Series 2020-118, Class IO, 0.886%, 06/16/2062 | 50,999,506 | 3,319,864 | |||
Series 2020-119, Class IO, 0.601%, 08/16/2062 | 28,849,756 | 1,548,537 | |||
Series 2020-120, Class IO, 0.760%, 05/16/2062 | 16,159,675 | 1,003,917 | |||
Series 2020-137, Class IO, 0.794%, 09/16/2062 | 90,124,064 | 5,446,585 | |||
Series 2020-150, Class IO, 0.957%, 12/16/2062 | 45,862,049 | 3,305,778 | |||
Series 2020-170, Class IO, 0.832%, 11/16/2062 | 59,008,488 | 3,903,701 | |||
Series 2020-92, Class IO, 0.877%, 02/16/2062 | 66,779,499 | 4,454,146 | |||
Series 2021-10, Class IO, 0.983%, 05/16/2063 | 43,040,918 | 3,261,322 | |||
Series 2021-11, Class IO, 1.021%, 12/16/2062 | 67,144,415 | 4,980,598 | |||
Series 2021-203, Class IO, 0.866%, 07/16/2063 | 55,861,764 | 3,905,033 | |||
Series 2021-3, Class IO, 0.866%, 09/16/2062 | 77,727,532 | 5,251,987 | |||
Series 2021-40, Class IO, 0.824%, 02/16/2063 | 20,406,269 | 1,364,310 | |||
Series 2022-21, Class IO, 0.783%, 10/16/2063 | 19,117,760 | 1,312,666 | |||
136,452,425 | |||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $787,112,621) | $ | 661,652,220 | |||
ASSET BACKED SECURITIES – 13.7% | |||||
ABPCI Direct Lending Fund I, Ltd. Series 2020-1A, Class A 3.199%, 12/20/2030 (B) | 9,473,000 | 8,583,495 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Aimco CLO 12, Ltd. Series 2020-12A, Class AR (3 month CME Term SOFR + 1.170%) 3.651%, 01/17/2032 (B)(D) | $ | 12,634,000 | $ | 12,316,432 | |
Aligned Data Centers Issuer LLC Series 2021-1A, Class A2 1.937%, 08/15/2046 (B) | 14,682,000 | 12,518,218 | |||
AmeriCredit Automobile Receivables Trust Series 2020-1, Class C 1.590%, 10/20/2025 | 7,850,000 | 7,610,905 | |||
AMSR Trust | |||||
Series 2020-SFR2, Class A 1.632%, 07/17/2037 (B) | 9,605,000 | 8,800,603 | |||
Series 2020-SFR4, Class A 1.355%, 11/17/2037 (B) | 2,973,000 | 2,655,625 | |||
Series 2021-SFR1, Class B 2.153%, 06/17/2038 (B)(E) | 7,744,000 | 6,441,023 | |||
Series 2021-SFR4, Class A 2.117%, 12/17/2038 (B) | 1,681,000 | 1,461,201 | |||
Apex Credit CLO, Ltd. Series 2020-1A, Class A1R (3 month CME Term SOFR + 1.230%) 3.707%, 10/20/2031 (B)(D) | 14,099,000 | 13,680,175 | |||
Applebee's Funding LLC Series 2019-1A, Class A2I 4.194%, 06/05/2049 (B) | 10,925,640 | 10,351,913 | |||
Aqua Finance Trust Series 2021-A, Class A 1.540%, 07/17/2046 (B) | 3,515,171 | 3,182,823 | |||
Arby's Funding LLC Series 2020-1A, Class A2 3.237%, 07/30/2050 (B) | 10,437,980 | 8,836,512 | |||
Avis Budget Rental Car Funding AESOP LLC | |||||
Series 2019-3A, Class A 2.360%, 03/20/2026 (B) | 10,031,000 | 9,391,125 | |||
Series 2020-1A, Class A 2.330%, 08/20/2026 (B) | 6,502,000 | 5,981,371 | |||
Bain Capital Credit CLO, Ltd. Series 2017-1A, Class BR (3 month LIBOR + 1.500%) 4.210%, 07/20/2030 (B)(D) | 8,160,000 | 7,694,203 | |||
Balboa Bay Loan Funding, Ltd. Series 2021-1A, Class A (3 month LIBOR + 1.200%) 3.910%, 07/20/2034 (B)(D) | 3,723,000 | 3,565,048 | |||
Barings CLO, Ltd. Series 2013-IA, Class AR (3 month LIBOR + 0.800%) 3.510%, 01/20/2028 (B)(D) | 9,090,729 | 8,959,340 | |||
Beacon Container Finance II LLC Series 2021-1A, Class A 2.250%, 10/22/2046 (B) | 11,222,458 | 9,615,481 | |||
BRE Grand Islander Timeshare Issuer LLC Series 2019-A, Class A 3.280%, 09/26/2033 (B) | 2,891,684 | 2,710,812 | |||
Carlyle U.S. CLO, Ltd. Series 2019-2A, Class A1R (3 month LIBOR + 1.120%) 3.632%, 07/15/2032 (B)(D) | 4,566,000 | 4,395,894 | |||
CARS-DB4 LP Series 2020-1A, Class A1 2.690%, 02/15/2050 (B) | 8,686,640 | 8,077,085 |
193 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
CF Hippolyta Issuer LLC | |||||
Series 2020-1, Class A1 1.690%, 07/15/2060 (B) | $ | 10,605,121 | $ | 9,419,843 | |
Series 2021-1A, Class A1 1.530%, 03/15/2061 (B) | 9,955,624 | 8,564,507 | |||
Chase Auto Credit Linked Notes Series 2021-3, Class B 0.760%, 02/26/2029 (B) | 3,923,353 | 3,753,820 | |||
CLI Funding VI LLC Series 2020-1A, Class A 2.080%, 09/18/2045 (B) | 12,235,979 | 10,625,247 | |||
CLI Funding VIII LLC | |||||
Series 2021-1A, Class A 1.640%, 02/18/2046 (B) | 9,872,801 | 8,452,065 | |||
Series 2022-1A, Class A 2.720%, 01/18/2047 (B) | 6,398,069 | 5,475,504 | |||
DataBank Issuer | |||||
Series 2021-1A, Class A2 2.060%, 02/27/2051 (B) | 15,959,000 | 13,702,892 | |||
Series 2021-2A, Class A2 2.400%, 10/25/2051 (B) | 6,935,000 | 5,970,000 | |||
DB Master Finance LLC | |||||
Series 2017-1A, Class A2II 4.030%, 11/20/2047 (B) | 4,114,140 | 3,736,392 | |||
Series 2021-1A, Class A2I 2.045%, 11/20/2051 (B) | 16,176,758 | 13,736,672 | |||
Diamond Infrastructure Funding LLC Series 2021-1A, Class A 1.760%, 04/15/2049 (B) | 10,459,000 | 8,585,514 | |||
DLLAA LLC Series 2021-1A, Class A3 0.670%, 04/17/2026 (B) | 883,000 | 829,633 | |||
Domino's Pizza Master Issuer LLC | |||||
Series 2017-1A, Class A23 4.118%, 07/25/2047 (B) | 11,729,310 | 10,785,136 | |||
Series 2019-1A, Class A2 3.668%, 10/25/2049 (B) | 3,510,000 | 3,026,550 | |||
Series 2021-1A, Class A2I 2.662%, 04/25/2051 (B) | 7,584,000 | 6,245,303 | |||
Driven Brands Funding LLC | |||||
Series 2018-1A, Class A2 4.739%, 04/20/2048 (B) | 3,619,350 | 3,442,990 | |||
Series 2020-2A, Class A2 3.237%, 01/20/2051 (B) | 7,481,075 | 6,327,344 | |||
Series 2021-1A, Class A2 2.791%, 10/20/2051 (B) | 9,315,605 | 7,325,000 | |||
Eaton Vance CLO, Ltd. Series 2020-2A, Class BR (3 month LIBOR + 1.700%) 4.212%, 01/15/2035 (B)(D) | 6,040,000 | 5,663,581 | |||
Elara HGV Timeshare Issuer LLC Series 2019-A, Class A 2.610%, 01/25/2034 (B) | 3,879,618 | 3,590,741 | |||
Elmwood CLO IV, Ltd. Series 2020-1A, Class A (3 month LIBOR + 1.240%) 3.752%, 04/15/2033 (B)(D) | 7,297,000 | 7,055,914 | |||
Exeter Automobile Receivables Trust Series 2021-1A, Class C 0.740%, 01/15/2026 | 4,763,000 | 4,670,010 | |||
FirstKey Homes Trust | |||||
Series 2020-SFR1, Class A 1.339%, 08/17/2037 (B) | 2,501,539 | 2,221,745 | |||
Series 2020-SFR2, Class A 1.266%, 10/19/2037 (B) | 7,341,242 | 6,578,217 | |||
Series 2021-SFR1, Class A 1.538%, 08/17/2038 (B) | 5,602,394 | 4,807,810 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
FirstKey Homes Trust (continued) | |||||
Series 2021-SFR1, Class C 1.888%, 08/17/2038 (B) | $ | 12,224,000 | $ | 10,370,745 | |
Five Guys Funding LLC Series 2017-1A, Class A2 4.600%, 07/25/2047 (B) | 6,693,390 | 6,461,879 | |||
Golub Capital Partners Funding, Ltd. | |||||
Series 2020-1A, Class A2 3.208%, 01/22/2029 (B) | 7,732,000 | 7,074,393 | |||
Series 2021-1A, Class A2 2.773%, 04/20/2029 (B) | 7,518,000 | 7,030,083 | |||
HalseyPoint CLO II, Ltd. Series 2020-2A, Class B (3 month LIBOR + 1.640%) 4.350%, 07/20/2031 (B)(D) | 7,083,000 | 6,746,749 | |||
HI-FI Music IP Issuer LP Series 2022-1A, Class A2 3.939%, 02/01/2062 (B) | 6,373,000 | 5,650,390 | |||
Hilton Grand Vacations Trust Series 2018-AA, Class A 3.540%, 02/25/2032 (B) | 1,682,853 | 1,633,701 | |||
Home Partners of America Trust | |||||
Series 2019-1, Class A 2.908%, 09/17/2039 (B) | 11,673,553 | 10,480,706 | |||
Series 2021-2, Class A 1.901%, 12/17/2026 (B) | 3,230,538 | 2,803,433 | |||
Hotwire Funding LLC Series 2021-1, Class A2 2.311%, 11/20/2051 (B) | 4,624,000 | 3,959,754 | |||
Jack in the Box Funding LLC | |||||
Series 2019-1A, Class A23 4.970%, 08/25/2049 (B) | 2,573,805 | 2,285,595 | |||
Series 2022-1A, Class A2I 3.445%, 02/26/2052 (B) | 8,526,870 | 7,386,265 | |||
Laurel Road Prime Student Loan Trust Series 2019-A, Class A2FX 2.730%, 10/25/2048 (B) | 685,339 | 671,263 | |||
Madison Park Funding XXIII, Ltd. | |||||
Series 2017-23A, Class AR (3 month LIBOR + 0.970%) 3.739%, 07/27/2031 (B)(D) | 13,510,000 | 13,274,899 | |||
Series 2017-23A, Class BR (3 month LIBOR + 1.550%) 4.319%, 07/27/2031 (B)(D) | 10,046,000 | 9,608,487 | |||
Marathon CLO X, Ltd. Series 2017-10A, Class A1AR (3 month LIBOR + 1.000%) 3.905%, 11/15/2029 (B)(D) | 9,189,583 | 8,980,272 | |||
Monroe Capital Funding, Ltd. Series 2021-1A, Class A2 2.815%, 04/22/2031 (B) | 13,424,000 | 12,331,931 | |||
MVW Owner Trust Series 2018-1A, Class A 3.450%, 01/21/2036 (B) | 2,836,027 | 2,752,809 | |||
Navient Private Education Loan Trust Series 2016-AA, Class A2A 3.910%, 12/15/2045 (B) | 1,885,648 | 1,834,133 | |||
Navient Private Education Refi Loan Trust | |||||
Series 2019-EA, Class A2A 2.640%, 05/15/2068 (B) | 3,560,316 | 3,371,561 | |||
Series 2019-FA, Class A2 2.600%, 08/15/2068 (B) | 3,681,884 | 3,411,629 | |||
Series 2020-BA, Class A2 2.120%, 01/15/2069 (B) | 7,286,942 | 6,661,854 | |||
Series 2020-GA, Class A 1.170%, 09/16/2069 (B) | 6,249,293 | 5,585,617 |
194 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Navient Private Education Refi Loan Trust (continued) | |||||
Series 2020-HA, Class A 1.310%, 01/15/2069 (B) | $ | 7,876,929 | $ | 7,155,138 | |
Series 2021-A, Class A 0.840%, 05/15/2069 (B) | 7,840,069 | 6,896,560 | |||
Navient Student Loan Trust Series 2020-2A, Class A1A 1.320%, 08/26/2069 (B) | 6,858,948 | 5,807,126 | |||
Neighborly Issuer LLC | |||||
Series 2021-1A, Class A2 3.584%, 04/30/2051 (B) | 13,427,038 | 11,098,078 | |||
Series 2022-1A, Class A2 3.695%, 01/30/2052 (B) | 5,365,040 | 4,316,100 | |||
Neuberger Berman CLO XX, Ltd. Series 2015-20A, Class BRR (3 month LIBOR + 1.650%) 4.162%, 07/15/2034 (B)(D) | 2,978,000 | 2,792,295 | |||
Neuberger Berman Loan Advisers CLO 34, Ltd. | |||||
Series 2019-34A, Class A1R (3 month CME Term SOFR + 1.240%) 3.717%, 01/20/2035 (B)(D) | 7,187,000 | 6,976,184 | |||
Series 2019-34A, Class BR (3 month CME Term SOFR + 1.750%) 4.227%, 01/20/2035 (B)(D) | 7,187,000 | 6,829,001 | |||
New Economy Assets Phase 1 Sponsor LLC | |||||
Series 2021-1, Class A1 1.910%, 10/20/2061 (B) | 12,983,000 | 10,985,846 | |||
Series 2021-1, Class B1 2.410%, 10/20/2061 (B) | 3,933,000 | 3,286,413 | |||
NRZ Excess Spread-Collateralized Notes | |||||
Series 2020-PLS1, Class A 3.844%, 12/25/2025 (B) | 2,026,658 | 1,851,937 | |||
Series 2021-FHT1, Class A 3.104%, 07/25/2026 (B) | 2,091,376 | 1,827,812 | |||
Oaktree CLO, Ltd. Series 2021-1A, Class A1 (3 month LIBOR + 1.160%) 3.672%, 07/15/2034 (B)(D) | 11,169,000 | 10,693,737 | |||
Ocean Trails CLO X Series 2020-10A, Class AR (3 month LIBOR + 1.220%) 3.732%, 10/15/2034 (B)(D) | 5,975,000 | 5,688,553 | |||
OCP CLO, Ltd. Series 2020-19A, Class AR (3 month LIBOR + 1.150%) 3.860%, 10/20/2034 (B)(D) | 4,404,000 | 4,202,601 | |||
Oxford Finance Funding LLC Series 2020-1A, Class A2 3.101%, 02/15/2028 (B) | 5,590,998 | 5,523,394 | |||
Palmer Square Loan Funding, Ltd. Series 2021-3A, Class A2 (3 month LIBOR + 1.400%) 4.110%, 07/20/2029 (B)(D) | 6,333,000 | 6,010,916 | |||
Progress Residential Trust | |||||
Series 2021-SFR2, Class A 1.546%, 04/19/2038 (B) | 19,363,434 | 16,901,185 | |||
Series 2021-SFR5, Class A 1.427%, 07/17/2038 (B) | 13,650,386 | 11,730,761 | |||
Series 2021-SFR8, Class B 1.681%, 10/17/2038 (B) | 4,514,000 | 3,860,081 | |||
SCF Equipment Leasing LLC | |||||
Series 2019-2A, Class C 3.110%, 06/21/2027 (B) | 12,112,000 | 11,390,665 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
SCF Equipment Leasing LLC (continued) | |||||
Series 2021-1A, Class B 1.370%, 08/20/2029 (B) | $ | 6,799,000 | $ | 6,085,813 | |
SERVPRO Master Issuer LLC Series 2021-1A, Class A2 2.394%, 04/25/2051 (B) | 7,148,513 | 5,637,346 | |||
Sesac Finance LLC Series 2019-1, Class A2 5.216%, 07/25/2049 (B) | 10,136,500 | 9,285,754 | |||
Sierra Timeshare Receivables Funding LLC Series 2021-1A, Class A 0.990%, 11/20/2037 (B) | 5,132,952 | 4,756,346 | |||
SMB Private Education Loan Trust | |||||
Series 2019-B, Class A2A 2.840%, 06/15/2037 (B) | 7,494,164 | 7,079,055 | |||
Series 2020-PTA, Class A2A 1.600%, 09/15/2054 (B) | 6,062,885 | 5,413,559 | |||
Series 2021-A, Class APT2 1.070%, 01/15/2053 (B) | 4,659,044 | 3,966,294 | |||
SoFi Professional Loan Program LLC Series 2019-B, Class A2FX 3.090%, 08/17/2048 (B) | 1,445,963 | 1,366,757 | |||
Sonic Capital LLC | |||||
Series 2020-1A, Class A2I 3.845%, 01/20/2050 (B) | 8,590,229 | 7,782,189 | |||
Series 2020-1A, Class A2II 4.336%, 01/20/2050 (B) | 7,467,125 | 6,494,950 | |||
Series 2021-1A, Class A2I 2.190%, 08/20/2051 (B) | 7,017,120 | 5,581,859 | |||
Sound Point CLO XXVII, Ltd. Series 2020-2A, Class B1R (3 month LIBOR + 1.650%) 4.433%, 10/25/2034 (B)(D) | 3,676,000 | 3,336,724 | |||
Starwood Property Mortgage Trust Series 2021-SIF2A, Class A1 (3 month CME Term SOFR + 1.550%) 3.878%, 01/15/2033 (B)(D) | 10,802,000 | 10,474,710 | |||
Sunbird Engine Finance LLC Series 2020-1A, Class A 3.671%, 02/15/2045 (B) | 3,845,377 | 3,058,858 | |||
Taco Bell Funding LLC Series 2021-1A, Class A2I 1.946%, 08/25/2051 (B) | 14,243,368 | 11,898,097 | |||
TIF Funding II LLC | |||||
Series 2020-1A, Class A 2.090%, 08/20/2045 (B) | 13,925,555 | 12,043,935 | |||
Series 2021-1A, Class A 1.650%, 02/20/2046 (B) | 6,028,779 | 4,988,100 | |||
Tricon American Homes Trust Series 2020-SFR2, Class A 1.482%, 11/17/2039 (B) | 9,820,777 | 8,099,717 | |||
Triton Container Finance VIII LLC | |||||
Series 2020-1A, Class A 2.110%, 09/20/2045 (B) | 14,070,160 | 12,109,642 | |||
Series 2021-1A, Class A 1.860%, 03/20/2046 (B) | 8,313,180 | 6,977,619 | |||
Vantage Data Centers LLC | |||||
Series 2019-1A, Class A2 3.188%, 07/15/2044 (B) | 9,748,847 | 9,305,257 | |||
Series 2020-1A, Class A2 1.645%, 09/15/2045 (B) | 8,834,000 | 7,761,805 | |||
Series 2020-2A, Class A2 1.992%, 09/15/2045 (B) | 6,853,000 | 5,708,628 |
195 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
VCP RRL ABS I, Ltd. Series 2021-1A, Class A 2.152%, 10/20/2031 (B) | $ | 3,470,222 | $ | 3,151,236 | |
VR Funding LLC Series 2020-1A, Class A 2.790%, 11/15/2050 (B) | 9,049,222 | 7,913,468 | |||
VSE VOI Mortgage LLC Series 2017-A, Class A 2.330%, 03/20/2035 (B) | 2,927,906 | 2,800,618 | |||
Wendy's Funding LLC Series 2021-1A, Class A2I 2.370%, 06/15/2051 (B) | 8,054,050 | 6,402,728 | |||
Westgate Resorts LLC Series 2022-1A, Class A 1.788%, 08/20/2036 (B) | 7,796,456 | 7,360,114 | |||
Willis Engine Structured Trust V Series 2020-A, Class A 3.228%, 03/15/2045 (B) | 3,177,491 | 2,538,565 | |||
Wingstop Funding LLC Series 2020-1A, Class A2 2.841%, 12/05/2050 (B) | 15,714,253 | 13,353,987 | |||
Zaxby's Funding LLC Series 2021-1A, Class A2 3.238%, 07/30/2051 (B) | 6,219,180 | 5,083,918 | |||
TOTAL ASSET BACKED SECURITIES (Cost $914,890,134) | $ | 815,431,893 | |||
PREFERRED SECURITIES – 0.1% | |||||
Utilities – 0.1% | |||||
NextEra Energy, Inc., 5.279% | 120,650 | 6,005,957 | |||
TOTAL PREFERRED SECURITIES (Cost $5,881,688) | $ | 6,005,957 | |||
SHORT-TERM INVESTMENTS – 6.8% | |||||
Short-term funds – 6.8% | |||||
John Hancock Collateral Trust, 3.0556% (F)(G) | 40,830,227 | 407,975,633 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $408,013,482) | $ | 407,975,633 | |||
Total Investments (Select Bond Trust) (Cost $7,178,934,486) – 105.4% | $ | 6,285,584,648 | |||
Other assets and liabilities, net – (5.4%) | (321,092,826) | ||||
TOTAL NET ASSETS – 100.0% | $ | 5,964,491,822 |
Shares or Principal Amount | Value | ||||
SALE COMMITMENTS OUTSTANDING - (0.0)% | |||||
U.S. Government Agency – (0.0%) | |||||
Federal National Mortgage Association 4.500%, TBA (A) | $ | (1,766,000) | $ | (1,682,528) | |
TOTAL SALE COMMITMENTS OUTSTANDING (Proceeds received $1,785,868) | $ | (1,682,528) |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $1,707,013,616 or 28.6% of the fund's net assets as of 9-30-22. |
(C) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(D) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(E) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(F) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
U.S. Treasury Long Bond Futures | 358 | Long | Dec 2022 | $48,069,171 | $45,253,438 | $(2,815,733) |
$(2,815,733) |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 93.4% | |||||
U.S. Government – 26.4% | |||||
U.S. Treasury Notes | |||||
0.125%, 05/15/2023 | $ | 1,750,000 | $ | 1,707,891 | |
0.625%, 07/31/2026 | 1,000,000 | 874,570 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government (continued) | |||||
U.S. Treasury Notes (continued) | |||||
0.875%, 06/30/2026 | $ | 1,800,000 | $ | 1,593,563 | |
1.125%, 10/31/2026 | 2,500,000 | 2,216,504 |
196 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government (continued) | |||||
U.S. Treasury Notes (continued) | |||||
2.000%, 05/31/2024 | $ | 2,000,000 | $ | 1,926,172 | |
2.125%, 03/31/2024 | 2,700,000 | 2,614,254 | |||
2.625%, 06/30/2023 to 04/15/2025 | 7,485,000 | 7,346,354 | |||
2.750%, 07/31/2023 | 3,215,000 | 3,177,827 | |||
2.875%, 11/30/2023 | 13,345,000 | 13,125,536 | |||
3.125%, 08/31/2027 | 7,500,000 | 7,194,141 | |||
3.500%, 09/15/2025 | 2,500,000 | 2,449,023 | |||
44,225,835 | |||||
U.S. Government Agency – 67.0% | |||||
Federal Farm Credit Bank | |||||
0.500%, 12/23/2025 to 02/04/2026 | 10,000,000 | 8,788,332 | |||
0.680%, 01/13/2027 | 6,000,000 | 5,138,945 | |||
1.600%, 12/14/2026 | 2,000,000 | 1,783,628 | |||
3.370%, 12/08/2025 | 2,000,000 | 1,947,912 | |||
Federal Home Loan Bank | |||||
0.625%, 11/27/2024 | 2,000,000 | 1,845,081 | |||
0.650%, 02/26/2026 | 6,000,000 | 5,269,804 | |||
0.700%, 01/28/2026 | 7,000,000 | 6,175,573 | |||
0.850%, 10/28/2024 | 4,000,000 | 3,706,244 | |||
0.900%, 02/26/2027 | 2,000,000 | 1,722,717 | |||
1.000%, 11/08/2024 to 03/23/2026 | 3,950,000 | 3,587,891 | |||
1.100%, 07/13/2026 to 08/20/2026 | 3,000,000 | 2,643,889 | |||
1.500%, 08/15/2024 | 2,770,000 | 2,636,338 | |||
2.750%, 03/25/2027 | 2,600,000 | 2,414,498 | |||
2.875%, 09/13/2024 | 5,500,000 | 5,346,714 | |||
3.250%, 06/09/2025 | 2,415,000 | 2,325,862 | |||
3.500%, 05/19/2025 | 4,000,000 | 3,904,846 | |||
4.130%, 08/28/2025 | 2,500,000 | 2,475,662 | |||
5.000%, 10/20/2025 (A) | 1,800,000 | 1,799,845 | |||
5.000%, 09/14/2027 | 1,500,000 | 1,501,755 | |||
Federal Home Loan Mortgage Corp. | |||||
0.375%, 09/23/2025 | 3,060,000 | 2,729,079 | |||
0.640%, 11/24/2025 | 2,000,000 | 1,774,476 | |||
0.650%, 10/22/2025 | 2,000,000 | 1,784,748 | |||
0.700%, 12/23/2025 | 2,000,000 | 1,773,261 | |||
0.800%, 10/27/2026 | 2,000,000 | 1,731,824 | |||
1.500%, 02/12/2025 | 6,000,000 | 5,622,986 | |||
2.427%, (12 month LIBOR + 1.617%), 05/01/2045 (B) | 332,983 | 335,629 | |||
2.500%, 09/01/2034 | 1,691,533 | 1,541,533 | |||
3.000%, 07/01/2030 to 12/01/2032 | 2,058,361 | 1,954,056 | |||
3.500%, 04/01/2032 | 911,708 | 868,165 | |||
4.050%, 08/28/2025 | 2,000,000 | 1,968,394 | |||
4.250%, 08/25/2027 | 2,000,000 | 1,965,731 | |||
7.000%, 04/01/2031 to 04/01/2032 | 297 | 315 | |||
Federal National Mortgage Association | |||||
0.375%, 08/25/2025 | 5,000,000 | 4,470,752 | |||
0.625%, 04/22/2025 | 4,000,000 | 3,645,102 | |||
0.650%, 12/17/2025 | 2,000,000 | 1,771,220 | |||
2.500%, 10/01/2027 to 09/01/2034 | 2,034,337 | 1,858,626 | |||
2.875%, 09/12/2023 | 2,755,000 | 2,715,525 | |||
3.000%, 03/01/2028 to 09/01/2034 | 5,467,682 | 5,185,033 | |||
3.500%, 07/01/2031 to 06/01/2034 | 3,505,054 | 3,344,218 | |||
6.500%, 01/01/2039 | 249,669 | 266,055 | |||
7.000%, 12/01/2026 to 01/01/2029 | 742 | 775 | |||
8.000%, 10/01/2024 to 09/01/2030 | 728 | 774 | |||
112,323,813 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $168,418,317) | $ | 156,549,648 | |||
MUNICIPAL BONDS – 4.5% | |||||
City of Houston (Texas) 3.628%, 05/15/2024 | 1,000,000 | 986,284 |
Shares or Principal Amount | Value | ||||
MUNICIPAL BONDS (continued) | |||||
City of Houston, GO (Texas) 2.110%, 03/01/2025 | $ | 1,000,000 | $ | 942,491 | |
City of New York, GO | |||||
1.990%, 10/01/2026 | 1,000,000 | 898,368 | |||
3.250%, 03/01/2024 | 1,000,000 | 986,460 | |||
County of Orange (Florida) 2.280%, 01/01/2026 | 1,000,000 | 930,423 | |||
Los Angeles Unified School District, GO (California) 1.540%, 09/15/2025 | 1,000,000 | 911,552 | |||
New York State Urban Development Corp. 3.080%, 03/15/2024 | 1,000,000 | 982,704 | |||
State of California, GO 2.375%, 10/01/2026 | 1,000,000 | 923,514 | |||
TOTAL MUNICIPAL BONDS (Cost $8,152,006) | $ | 7,561,796 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS – 0.6% | |||||
U.S. Government Agency – 0.6% | |||||
Federal Home Loan Mortgage Corp. | |||||
Series K026, Class X1 IO, 1.019%, 11/25/2022 | 3,104,590 | 69 | |||
Series K030, Class X1 IO, 0.260%, 04/25/2023 | 117,610,219 | 60,910 | |||
Series K038, Class X1 IO, 1.238%, 03/25/2024 | 7,487,681 | 89,676 | |||
Government National Mortgage Association | |||||
Series 2012-114, Class IO, 0.621%, 01/16/2053 | 1,002,649 | 16,191 | |||
Series 2017-109, Class IO, 0.272%, 04/16/2057 | 977,622 | 21,679 | |||
Series 2017-124, Class IO, 0.610%, 01/16/2059 | 858,460 | 27,269 | |||
Series 2017-140, Class IO, 0.486%, 02/16/2059 | 651,734 | 22,383 | |||
Series 2017-20, Class IO, 0.585%, 12/16/2058 | 1,855,739 | 53,226 | |||
Series 2017-41, Class IO, 0.618%, 07/16/2058 | 996,333 | 30,859 | |||
Series 2017-46, Class IO, 0.685%, 11/16/2057 | 1,378,105 | 54,013 | |||
Series 2017-61, Class IO, 0.769%, 05/16/2059 | 875,326 | 36,085 | |||
Series 2017-74, Class IO, 0.470%, 09/16/2058 | 1,329,223 | 34,684 | |||
Series 2017-89, Class IO, 0.545%, 07/16/2059 | 1,197,451 | 43,824 | |||
Series 2018-9, Class IO, 0.446%, 01/16/2060 | 1,394,204 | 46,802 | |||
Series 2020-118, Class IO, 0.886%, 06/16/2062 | 1,395,309 | 90,829 | |||
Series 2020-119, Class IO, 0.601%, 08/16/2062 | 794,984 | 42,672 | |||
Series 2020-120, Class IO, 0.760%, 05/16/2062 | 2,091,150 | 129,912 | |||
Series 2020-137, Class IO, 0.794%, 09/16/2062 | 1,424,107 | 86,065 | |||
Series 2020-170, Class IO, 0.832%, 11/16/2062 | 1,566,065 | 103,603 | |||
Series 2021-40, Class IO, 0.824%, 02/16/2063 | 495,118 | 33,102 |
197 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Government National Mortgage Association (continued) | |||||
Series 2022-53, Class IO, 0.713%, 06/16/2064 | $ | 1,756,501 | $ | 106,861 | |
1,130,714 | |||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $3,126,293) | $ | 1,130,714 | |||
SHORT-TERM INVESTMENTS – 2.2% | |||||
Short-term funds – 2.2% | |||||
John Hancock Collateral Trust, 3.0556% (C)(D) | 364,162 | 3,638,704 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $3,638,908) | $ | 3,638,704 | |||
Total Investments (Short Term Government Income Trust) (Cost $183,335,524) – 100.7% | $ | 168,880,862 | |||
Other assets and liabilities, net – (0.7%) | (1,240,329) | ||||
TOTAL NET ASSETS – 100.0% | $ | 167,640,533 |
Security Abbreviations and Legend | |
GO | General Obligation |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
(B) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(C) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(D) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 95.3% | |||||
Communication services – 2.6% | |||||
Diversified telecommunication services – 0.6% | |||||
Anterix, Inc. (A) | 2,603 | $ | 92,979 | ||
ATN International, Inc. | 2,282 | 88,017 | |||
Bandwidth, Inc., Class A (A) | 4,967 | 59,107 | |||
Charge Enterprises, Inc. (A) | 22,781 | 40,095 | |||
Cogent Communications Holdings, Inc. | 8,741 | 455,931 | |||
Consolidated Communications Holdings, Inc. (A) | 15,848 | 65,928 | |||
EchoStar Corp., Class A (A) | 7,334 | 120,791 | |||
Globalstar, Inc. (A) | 144,471 | 229,709 | |||
IDT Corp., Class B (A) | 3,096 | 76,874 | |||
Iridium Communications, Inc. (A) | 26,198 | 1,162,405 | |||
Liberty Latin America, Ltd., Class A (A) | 14,435 | 89,353 | |||
Liberty Latin America, Ltd., Class C (A) | 26,325 | 161,899 | |||
Ooma, Inc. (A) | 5,150 | 63,345 | |||
Radius Global Infrastructure, Inc., Class A (A) | 15,528 | 146,274 | |||
2,852,707 | |||||
Entertainment – 0.3% | |||||
Cinemark Holdings, Inc. (A) | 22,667 | 274,497 | |||
IMAX Corp. (A) | 10,255 | 144,801 | |||
Liberty Media Corp.-Liberty Braves, Class A (A) | 3,480 | 97,962 | |||
Liberty Media Corp.-Liberty Braves, Class C (A) | 6,622 | 182,105 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Entertainment (continued) | |||||
Lions Gate Entertainment Corp., Class A (A) | 12,528 | $ | 93,083 | ||
Lions Gate Entertainment Corp., Class B (A) | 24,200 | 168,190 | |||
Madison Square Garden Entertainment Corp. (A) | 5,339 | 235,397 | |||
Playstudios, Inc. (A) | 17,049 | 59,501 | |||
Skillz, Inc. (A) | 65,294 | 66,600 | |||
The Marcus Corp. | 5,397 | 74,964 | |||
1,397,100 | |||||
Interactive media and services – 0.7% | |||||
Bumble, Inc., Class A (A) | 17,809 | 382,715 | |||
CarGurus, Inc. (A) | 21,039 | 298,123 | |||
Cars.com, Inc. (A) | 14,451 | 166,187 | |||
DHI Group, Inc. (A) | 9,975 | 53,666 | |||
Eventbrite, Inc., Class A (A) | 16,042 | 97,535 | |||
EverQuote, Inc., Class A (A) | 4,383 | 29,892 | |||
FuboTV, Inc. (A)(B) | 37,906 | 134,566 | |||
MediaAlpha, Inc., Class A (A) | 5,247 | 45,911 | |||
Outbrain, Inc. (A) | 9,300 | 33,945 | |||
QuinStreet, Inc. (A) | 10,877 | 114,209 | |||
Shutterstock, Inc. | 5,027 | 252,205 | |||
TrueCar, Inc. (A) | 21,415 | 32,337 | |||
Vimeo, Inc. (A) | 30,022 | 120,088 | |||
Vinco Ventures, Inc. (A)(B) | 38,997 | 36,314 | |||
Yelp, Inc. (A) | 14,110 | 478,470 | |||
Ziff Davis, Inc. (A) | 9,343 | 639,809 | |||
ZipRecruiter, Inc., Class A (A) | 16,579 | 273,554 | |||
3,189,526 | |||||
Media – 0.8% | |||||
Advantage Solutions, Inc. (A) | 18,231 | 38,832 | |||
AMC Networks, Inc., Class A (A) | 6,381 | 129,534 | |||
Boston Omaha Corp., Class A (A) | 4,433 | 102,136 | |||
Cardlytics, Inc. (A) | 6,978 | 65,593 | |||
Clear Channel Outdoor Holdings, Inc. (A) | 79,505 | 108,922 | |||
Daily Journal Corp. (A) | 274 | 70,251 | |||
Entravision Communications Corp., Class A | 14,025 | 55,679 | |||
Gannett Company, Inc. (A) | 31,601 | 48,350 | |||
Gray Television, Inc. | 17,636 | 252,548 | |||
iHeartMedia, Inc., Class A (A) | 25,585 | 187,538 | |||
Integral Ad Science Holding Corp. (A) | 8,302 | 60,106 | |||
John Wiley & Sons, Inc., Class A | 8,729 | 327,861 | |||
Magnite, Inc. (A) | 27,144 | 178,336 | |||
PubMatic, Inc., Class A (A) | 8,652 | 143,883 | |||
Scholastic Corp. | 5,773 | 177,577 | |||
Sinclair Broadcast Group, Inc., Class A | 8,814 | 159,445 | |||
Stagwell, Inc. (A) | 16,722 | 116,218 | |||
TechTarget, Inc. (A) | 5,633 | 333,474 | |||
TEGNA, Inc. | 45,664 | 944,332 | |||
The E.W. Scripps Company, Class A (A) | 12,631 | 142,351 | |||
Thryv Holdings, Inc. (A) | 5,315 | 121,341 | |||
WideOpenWest, Inc. (A) | 11,108 | 136,295 | |||
3,900,602 | |||||
Wireless telecommunication services – 0.2% | |||||
Gogo, Inc. (A) | 10,402 | 126,072 | |||
Shenandoah Telecommunications Company | 10,037 | 170,830 | |||
Telephone & Data Systems, Inc. | 20,582 | 286,090 | |||
United States Cellular Corp. (A) | 3,002 | 78,142 | |||
661,134 | |||||
12,001,069 |
198 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Consumer discretionary – 9.7% | |||||
Auto components – 1.3% | |||||
Adient PLC (A) | 19,577 | $ | 543,262 | ||
American Axle & Manufacturing Holdings, Inc. (A) | 23,593 | 161,140 | |||
Dana, Inc. | 26,659 | 304,712 | |||
Dorman Products, Inc. (A) | 5,359 | 440,081 | |||
Fox Factory Holding Corp. (A) | 8,737 | 690,922 | |||
Gentherm, Inc. (A) | 6,816 | 338,960 | |||
Holley, Inc. (A)(B) | 10,881 | 44,068 | |||
LCI Industries | 5,082 | 515,620 | |||
Luminar Technologies, Inc. (A)(B) | 49,366 | 359,631 | |||
Modine Manufacturing Company (A) | 10,904 | 141,098 | |||
Motorcar Parts of America, Inc. (A) | 4,332 | 65,933 | |||
Patrick Industries, Inc. | 4,518 | 198,069 | |||
Solid Power, Inc. (A) | 12,264 | 64,509 | |||
Standard Motor Products, Inc. | 4,057 | 131,853 | |||
Stoneridge, Inc. (A) | 5,649 | 95,751 | |||
Tenneco, Inc., Class A (A) | 17,054 | 296,569 | |||
The Goodyear Tire & Rubber Company (A) | 57,700 | 582,193 | |||
Visteon Corp. (A) | 5,722 | 606,875 | |||
XPEL, Inc. (A) | 4,482 | 288,820 | |||
5,870,066 | |||||
Automobiles – 0.2% | |||||
Canoo, Inc. (A)(B) | 26,013 | 48,774 | |||
Cenntro Electric Group, Ltd. (A) | 39,947 | 41,145 | |||
Faraday Future Intelligent Electric, Inc. (A)(B) | 23,116 | 14,706 | |||
Fisker, Inc. (A)(B) | 33,671 | 254,216 | |||
Lordstown Motors Corp., Class A (A) | 35,572 | 65,097 | |||
Winnebago Industries, Inc. | 6,559 | 349,004 | |||
Workhorse Group, Inc. (A)(B) | 32,125 | 92,199 | |||
865,141 | |||||
Distributors – 0.0% | |||||
Funko, Inc., Class A (A) | 6,735 | 136,182 | |||
Weyco Group, Inc. | 1,663 | 33,825 | |||
170,007 | |||||
Diversified consumer services – 0.9% | |||||
2U, Inc. (A) | 15,716 | 98,225 | |||
Adtalem Global Education, Inc. (A) | 9,219 | 336,033 | |||
American Public Education, Inc. (A) | 4,191 | 38,306 | |||
Carriage Services, Inc. | 2,830 | 91,013 | |||
Chegg, Inc. (A) | 25,572 | 538,802 | |||
Coursera, Inc. (A) | 23,435 | 252,629 | |||
Duolingo, Inc. (A) | 4,869 | 463,675 | |||
European Wax Center, Inc., Class A | 4,497 | 82,970 | |||
frontdoor, Inc. (A) | 17,135 | 349,383 | |||
Graham Holdings Company, Class B | 738 | 397,029 | |||
Laureate Education, Inc. | 23,354 | 246,385 | |||
OneSpaWorld Holdings, Ltd. (A) | 14,233 | 119,557 | |||
Perdoceo Education Corp. (A) | 14,192 | 146,178 | |||
PowerSchool Holdings, Inc., Class A (A) | 9,598 | 160,191 | |||
Rover Group, Inc. (A) | 19,831 | 66,236 | |||
Strategic Education, Inc. | 4,686 | 287,767 | |||
Stride, Inc. (A) | 8,266 | 347,420 | |||
Udemy, Inc. (A) | 15,156 | 183,236 | |||
Universal Technical Institute, Inc. (A) | 7,389 | 40,196 | |||
Vivint Smart Home, Inc. (A) | 20,742 | 136,482 | |||
WW International, Inc. (A) | 11,629 | 45,702 | |||
4,427,415 | |||||
Hotels, restaurants and leisure – 2.1% | |||||
Accel Entertainment, Inc. (A) | 12,515 | 97,742 | |||
Bally's Corp. (A) | 8,360 | 165,194 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
BJ's Restaurants, Inc. (A) | 4,990 | $ | 119,012 | ||
Bloomin' Brands, Inc. | 18,300 | 335,439 | |||
Bluegreen Vacations Holding Corp. | 2,859 | 47,231 | |||
Bowlero Corp. (A) | 8,460 | 104,143 | |||
Brinker International, Inc. (A) | 9,065 | 226,444 | |||
Century Casinos, Inc. (A) | 6,660 | 43,690 | |||
Chuy's Holdings, Inc. (A) | 4,272 | 99,025 | |||
Cracker Barrel Old Country Store, Inc. | 4,759 | 440,588 | |||
Dave & Buster's Entertainment, Inc. (A) | 8,904 | 276,291 | |||
Denny's Corp. (A) | 13,077 | 123,055 | |||
Dine Brands Global, Inc. | 3,264 | 207,460 | |||
El Pollo Loco Holdings, Inc. (A) | 5,129 | 45,751 | |||
Everi Holdings, Inc. (A) | 18,257 | 296,129 | |||
Full House Resorts, Inc. (A) | 7,804 | 43,858 | |||
Golden Entertainment, Inc. (A) | 4,241 | 147,968 | |||
Hilton Grand Vacations, Inc. (A) | 18,350 | 603,532 | |||
Inspired Entertainment, Inc. (A) | 5,089 | 44,936 | |||
International Game Technology PLC | 20,611 | 325,654 | |||
Jack in the Box, Inc. | 4,373 | 323,908 | |||
Krispy Kreme, Inc. (B) | 14,983 | 172,754 | |||
Kura Sushi USA, Inc., Class A (A) | 1,087 | 79,981 | |||
Life Time Group Holdings, Inc. (A) | 9,002 | 87,770 | |||
Light & Wonder, Inc. (A) | 20,172 | 864,975 | |||
Lindblad Expeditions Holdings, Inc. (A) | 7,370 | 49,821 | |||
Monarch Casino & Resort, Inc. (A) | 2,724 | 152,925 | |||
NeoGames SA (A) | 3,019 | 38,945 | |||
Noodles & Company (A) | 10,129 | 47,606 | |||
Papa John's International, Inc. | 6,785 | 475,018 | |||
Portillo's, Inc., Class A (A) | 4,438 | 87,384 | |||
RCI Hospitality Holdings, Inc. | 1,897 | 123,950 | |||
Red Rock Resorts, Inc., Class A | 10,986 | 376,380 | |||
Rush Street Interactive, Inc. (A) | 13,492 | 49,651 | |||
Ruth's Hospitality Group, Inc. | 7,004 | 118,087 | |||
SeaWorld Entertainment, Inc. (A) | 9,340 | 425,063 | |||
Shake Shack, Inc., Class A (A) | 7,779 | 349,899 | |||
Target Hospitality Corp. (A) | 7,214 | 91,041 | |||
Texas Roadhouse, Inc. | 14,015 | 1,222,949 | |||
The Cheesecake Factory, Inc. | 10,354 | 303,165 | |||
Wingstop, Inc. | 6,197 | 777,228 | |||
Xponential Fitness, Inc., Class A (A) | 3,938 | 71,908 | |||
10,083,550 | |||||
Household durables – 1.4% | |||||
Beazer Homes USA, Inc. (A) | 6,444 | 62,313 | |||
Cavco Industries, Inc. (A) | 1,904 | 391,767 | |||
Century Communities, Inc. | 6,003 | 256,808 | |||
Dream Finders Homes, Inc., Class A (A) | 4,607 | 48,834 | |||
Ethan Allen Interiors, Inc. | 4,778 | 101,007 | |||
GoPro, Inc., Class A (A) | 27,208 | 134,135 | |||
Green Brick Partners, Inc. (A) | 5,956 | 127,339 | |||
Hamilton Beach Brands Holding Company, Class B | 1,197 | 13,969 | |||
Helen of Troy, Ltd. (A) | 4,851 | 467,830 | |||
Hovnanian Enterprises, Inc., Class A (A) | 1,154 | 41,198 | |||
Installed Building Products, Inc. | 5,007 | 405,517 | |||
iRobot Corp. (A) | 5,625 | 316,856 | |||
KB Home | 16,265 | 421,589 | |||
La-Z-Boy, Inc. | 8,885 | 200,534 | |||
LGI Homes, Inc. (A) | 4,310 | 350,705 | |||
M/I Homes, Inc. (A) | 5,631 | 204,011 | |||
MDC Holdings, Inc. | 11,659 | 319,690 | |||
Meritage Homes Corp. (A) | 7,417 | 521,193 | |||
Purple Innovation, Inc. (A)(B) | 12,455 | 50,443 | |||
Skyline Champion Corp. (A) | 11,013 | 582,257 | |||
Snap One Holdings Corp. (A)(B) | 4,331 | 43,916 | |||
Sonos, Inc. (A) | 26,352 | 366,293 |
199 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Household durables (continued) | |||||
Taylor Morrison Home Corp. (A) | 23,593 | $ | 550,189 | ||
The Lovesac Company (A) | 3,014 | 61,425 | |||
Tri Pointe Homes, Inc. (A) | 20,896 | 315,739 | |||
Tupperware Brands Corp. (A) | 9,904 | 64,871 | |||
Universal Electronics, Inc. (A) | 2,947 | 57,967 | |||
Vizio Holding Corp., Class A (A) | 14,428 | 126,101 | |||
Vuzix Corp. (A) | 12,567 | 72,763 | |||
Weber, Inc., Class A (B) | 6,386 | 41,956 | |||
6,719,215 | |||||
Internet and direct marketing retail – 0.4% | |||||
1-800-Flowers.com, Inc., Class A (A) | 5,909 | 38,349 | |||
CarParts.com, Inc. (A) | 10,956 | 56,643 | |||
ContextLogic, Inc., Class A (A) | 118,196 | 86,744 | |||
Groupon, Inc. (A)(B) | 4,614 | 36,727 | |||
Lands' End, Inc. (A) | 3,727 | 28,772 | |||
Liquidity Services, Inc. (A) | 5,669 | 92,178 | |||
Overstock.com, Inc. (A) | 8,827 | 214,937 | |||
PetMed Express, Inc. | 4,270 | 83,350 | |||
Porch Group, Inc. (A) | 18,814 | 42,332 | |||
Poshmark, Inc., Class A (A) | 9,689 | 151,827 | |||
Quotient Technology, Inc. (A) | 19,584 | 45,239 | |||
Qurate Retail, Inc., Series A | 72,434 | 145,592 | |||
Revolve Group, Inc. (A)(B) | 8,476 | 183,844 | |||
Stitch Fix, Inc., Class A (A) | 17,111 | 67,588 | |||
The RealReal, Inc. (A) | 19,248 | 28,872 | |||
ThredUp, Inc., Class A (A) | 13,070 | 24,049 | |||
Vivid Seats, Inc., Class A | 5,726 | 43,861 | |||
Xometry, Inc., Class A (A) | 7,033 | 399,404 | |||
1,770,308 | |||||
Leisure products – 0.4% | |||||
Acushnet Holdings Corp. | 7,033 | 305,865 | |||
AMMO, Inc. (A)(B) | 18,845 | 55,216 | |||
Clarus Corp. | 6,189 | 83,366 | |||
Johnson Outdoors, Inc., Class A | 1,187 | 60,905 | |||
Latham Group, Inc. (A) | 9,455 | 33,943 | |||
Malibu Boats, Inc., Class A (A) | 4,312 | 206,933 | |||
MasterCraft Boat Holdings, Inc. (A) | 4,058 | 76,493 | |||
Smith & Wesson Brands, Inc. | 9,520 | 98,722 | |||
Sturm Ruger & Company, Inc. | 3,501 | 177,816 | |||
Topgolf Callaway Brands Corp. (A) | 28,824 | 555,150 | |||
Vista Outdoor, Inc. (A) | 11,379 | 276,737 | |||
1,931,146 | |||||
Multiline retail – 0.1% | |||||
Big Lots, Inc. | 5,945 | 92,801 | |||
Dillard's, Inc., Class A | 880 | 240,029 | |||
Franchise Group, Inc. | 5,699 | 138,486 | |||
471,316 | |||||
Specialty retail – 2.3% | |||||
Abercrombie & Fitch Company, Class A (A) | 10,425 | 162,109 | |||
Academy Sports & Outdoors, Inc. | 17,209 | 725,876 | |||
American Eagle Outfitters, Inc. | 31,869 | 310,085 | |||
America's Car-Mart, Inc. (A) | 1,269 | 77,434 | |||
Arko Corp. | 17,830 | 167,424 | |||
Asbury Automotive Group, Inc. (A) | 4,529 | 684,332 | |||
Bed Bath & Beyond, Inc. (A)(B) | 16,915 | 103,012 | |||
Big 5 Sporting Goods Corp. (B) | 4,740 | 50,908 | |||
Boot Barn Holdings, Inc. (A) | 6,097 | 356,431 | |||
Build-A-Bear Workshop, Inc. | 3,098 | 41,296 | |||
Caleres, Inc. | 7,620 | 184,556 | |||
Camping World Holdings, Inc., Class A | 7,986 | 202,206 | |||
Chico's FAS, Inc. (A) | 26,267 | 127,132 | |||
Citi Trends, Inc. (A) | 1,983 | 30,756 | |||
Designer Brands, Inc., Class A | 12,190 | 186,629 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Specialty retail (continued) | |||||
Destination XL Group, Inc. (A) | 14,196 | $ | 76,942 | ||
EVgo, Inc. (A)(B) | 14,482 | 114,553 | |||
Foot Locker, Inc. | 17,108 | 532,572 | |||
Genesco, Inc. (A) | 2,778 | 109,231 | |||
Group 1 Automotive, Inc. | 3,272 | 467,471 | |||
GrowGeneration Corp. (A)(B) | 13,338 | 46,683 | |||
Guess?, Inc. | 7,258 | 106,475 | |||
Haverty Furniture Companies, Inc. | 3,230 | 80,427 | |||
Hibbett, Inc. | 2,692 | 134,089 | |||
LL Flooring Holdings, Inc. (A) | 6,433 | 44,581 | |||
MarineMax, Inc. (A) | 4,339 | 129,259 | |||
Monro, Inc. | 6,840 | 297,266 | |||
Murphy USA, Inc. | 4,585 | 1,260,462 | |||
National Vision Holdings, Inc. (A) | 16,778 | 547,802 | |||
OneWater Marine, Inc., Class A (A) | 2,445 | 73,619 | |||
Rent-A-Center, Inc. | 11,069 | 193,818 | |||
Sally Beauty Holdings, Inc. (A) | 22,027 | 277,540 | |||
Shoe Carnival, Inc. | 3,937 | 84,409 | |||
Signet Jewelers, Ltd. | 9,594 | 548,681 | |||
Sleep Number Corp. (A) | 4,568 | 154,444 | |||
Sonic Automotive, Inc., Class A | 4,125 | 178,613 | |||
Sportsman's Warehouse Holdings, Inc. (A) | 9,373 | 77,796 | |||
The Aaron's Company, Inc. | 6,388 | 62,091 | |||
The Buckle, Inc. | 6,270 | 198,508 | |||
The Cato Corp., Class A | 4,320 | 41,213 | |||
The Children's Place, Inc. (A) | 2,809 | 86,770 | |||
The Container Store Group, Inc. (A) | 7,214 | 35,349 | |||
The ODP Corp. (A) | 8,884 | 312,273 | |||
Tilly's, Inc., Class A | 5,764 | 39,887 | |||
TravelCenters of America, Inc. (A) | 2,731 | 147,283 | |||
Urban Outfitters, Inc. (A) | 13,753 | 270,246 | |||
Volta, Inc. (A)(B) | 28,963 | 35,045 | |||
Warby Parker, Inc., Class A (A) | 17,262 | 230,275 | |||
Winmark Corp. | 607 | 131,318 | |||
Zumiez, Inc. (A) | 3,457 | 74,429 | |||
10,611,606 | |||||
Textiles, apparel and luxury goods – 0.6% | |||||
Allbirds, Inc., Class A (A) | 21,013 | 63,880 | |||
Crocs, Inc. (A) | 12,517 | 859,417 | |||
Ermenegildo Zegna NV | 10,252 | 110,209 | |||
Fossil Group, Inc. (A) | 10,129 | 34,641 | |||
G-III Apparel Group, Ltd. (A) | 9,191 | 137,405 | |||
Kontoor Brands, Inc. | 11,673 | 392,330 | |||
Movado Group, Inc. | 3,335 | 93,980 | |||
Oxford Industries, Inc. | 3,191 | 286,488 | |||
PLBY Group, Inc. (A)(B) | 7,052 | 28,420 | |||
Rocky Brands, Inc. | 1,696 | 34,022 | |||
Steven Madden, Ltd. | 16,325 | 435,388 | |||
Superior Group of Companies, Inc. | 3,284 | 29,162 | |||
Wolverine World Wide, Inc. | 16,720 | 257,321 | |||
2,762,663 | |||||
45,682,433 | |||||
Consumer staples – 3.3% | |||||
Beverages – 0.5% | |||||
Celsius Holdings, Inc. (A) | 11,269 | 1,021,873 | |||
Coca-Cola Consolidated, Inc. | 964 | 396,908 | |||
MGP Ingredients, Inc. | 2,865 | 304,148 | |||
National Beverage Corp. | 4,853 | 187,035 | |||
Primo Water Corp. | 32,214 | 404,286 | |||
The Duckhorn Portfolio, Inc. (A) | 7,384 | 106,551 | |||
The Vita Coco Company, Inc. (A) | 6,098 | 69,456 |
200 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Beverages (continued) | |||||
Vintage Wine Estates, Inc. (A)(B) | 7,041 | $ | 19,504 | ||
2,509,761 | |||||
Food and staples retailing – 0.5% | |||||
HF Foods Group, Inc. (A) | 8,421 | 32,589 | |||
Ingles Markets, Inc., Class A | 2,947 | 233,432 | |||
PriceSmart, Inc. | 4,999 | 287,892 | |||
Rite Aid Corp. (A)(B) | 11,735 | 58,088 | |||
SpartanNash Company | 7,400 | 214,748 | |||
Sprouts Farmers Market, Inc. (A) | 22,632 | 628,038 | |||
The Andersons, Inc. | 6,656 | 206,536 | |||
The Chefs' Warehouse, Inc. (A) | 7,142 | 206,904 | |||
The Fresh Market, Inc. (A)(C) | 1,071 | 0 | |||
United Natural Foods, Inc. (A) | 11,899 | 408,969 | |||
Village Super Market, Inc., Class A | 2,348 | 45,387 | |||
Weis Markets, Inc. | 3,399 | 242,145 | |||
2,564,728 | |||||
Food products – 1.2% | |||||
Alico, Inc. | 1,445 | 40,807 | |||
AppHarvest, Inc. (A)(B) | 15,336 | 30,212 | |||
B&G Foods, Inc. | 13,869 | 228,700 | |||
Benson Hill, Inc. (A) | 36,552 | 100,152 | |||
Beyond Meat, Inc. (A)(B) | 12,696 | 179,902 | |||
BRC, Inc., Class A (A) | 5,736 | 44,339 | |||
Calavo Growers, Inc. | 3,677 | 116,745 | |||
Cal-Maine Foods, Inc. | 7,759 | 431,323 | |||
Fresh Del Monte Produce, Inc. | 6,181 | 143,646 | |||
Hostess Brands, Inc. (A) | 28,125 | 653,625 | |||
J&J Snack Foods Corp. | 3,101 | 401,486 | |||
John B. Sanfilippo & Son, Inc. | 1,790 | 135,557 | |||
Lancaster Colony Corp. | 3,962 | 595,409 | |||
Landec Corp. (A) | 5,984 | 53,198 | |||
Mission Produce, Inc. (A) | 8,358 | 120,857 | |||
Seneca Foods Corp., Class A (A) | 1,287 | 64,916 | |||
Sovos Brands, Inc. (A) | 6,007 | 85,540 | |||
SunOpta, Inc. (A) | 20,845 | 189,690 | |||
Tattooed Chef, Inc. (A)(B) | 10,746 | 53,515 | |||
The Hain Celestial Group, Inc. (A) | 15,483 | 261,353 | |||
The Simply Good Foods Company (A) | 18,471 | 590,887 | |||
Tootsie Roll Industries, Inc. | 2,935 | 97,677 | |||
TreeHouse Foods, Inc. (A) | 10,448 | 443,204 | |||
Utz Brands, Inc. | 13,630 | 205,813 | |||
Vital Farms, Inc. (A) | 6,719 | 80,426 | |||
Whole Earth Brands, Inc. (A) | 9,502 | 36,488 | |||
5,385,467 | |||||
Household products – 0.3% | |||||
Central Garden & Pet Company (A) | 3,275 | 118,031 | |||
Central Garden & Pet Company, Class A (A) | 7,070 | 241,511 | |||
Energizer Holdings, Inc. | 13,608 | 342,105 | |||
WD-40 Company | 2,753 | 483,812 | |||
1,185,459 | |||||
Personal products – 0.7% | |||||
BellRing Brands, Inc. (A) | 24,013 | 494,908 | |||
Edgewell Personal Care Company | 11,026 | 412,372 | |||
elf Beauty, Inc. (A) | 10,051 | 378,119 | |||
Herbalife Nutrition, Ltd. (A) | 20,355 | 404,861 | |||
Inter Parfums, Inc. | 3,697 | 278,976 | |||
Medifast, Inc. | 2,334 | 252,912 | |||
Nu Skin Enterprises, Inc., Class A | 10,211 | 340,741 | |||
The Beauty Health Company (A) | 20,649 | 243,452 | |||
The Honest Company, Inc. (A) | 15,150 | 53,025 | |||
USANA Health Sciences, Inc. (A) | 2,259 | 126,617 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Personal products (continued) | |||||
Veru, Inc. (A) | 13,454 | $ | 154,990 | ||
3,140,973 | |||||
Tobacco – 0.1% | |||||
22nd Century Group, Inc. (A)(B) | 35,441 | 32,864 | |||
Turning Point Brands, Inc. | 3,052 | 64,794 | |||
Universal Corp. | 4,834 | 222,557 | |||
Vector Group, Ltd. | 29,445 | 259,410 | |||
579,625 | |||||
15,366,013 | |||||
Energy – 5.8% | |||||
Energy equipment and services – 1.5% | |||||
Archrock, Inc. | 27,640 | 177,449 | |||
Borr Drilling, Ltd. (A) | 28,324 | 94,036 | |||
Bristow Group, Inc. (A) | 4,673 | 109,769 | |||
Cactus, Inc., Class A | 12,025 | 462,121 | |||
ChampionX Corp. | 41,899 | 819,963 | |||
Diamond Offshore Drilling, Inc. (A)(B) | 20,891 | 138,507 | |||
DMC Global, Inc. (A) | 4,123 | 65,886 | |||
Dril-Quip, Inc. (A) | 7,026 | 137,148 | |||
Expro Group Holdings NV (A) | 16,173 | 206,044 | |||
Helix Energy Solutions Group, Inc. (A) | 30,934 | 119,405 | |||
Helmerich & Payne, Inc. | 21,024 | 777,257 | |||
Liberty Energy, Inc. (A) | 29,323 | 371,816 | |||
Nabors Industries, Ltd. (A) | 1,883 | 191,030 | |||
National Energy Services Reunited Corp. (A) | 8,069 | 47,930 | |||
Newpark Resources, Inc. (A) | 19,300 | 48,636 | |||
NexTier Oilfield Solutions, Inc. (A) | 36,212 | 267,969 | |||
Noble Corp. PLC (A) | 7,660 | 226,583 | |||
Oceaneering International, Inc. (A) | 20,984 | 167,033 | |||
Oil States International, Inc. (A) | 13,500 | 52,515 | |||
Patterson-UTI Energy, Inc. | 44,181 | 516,034 | |||
ProPetro Holding Corp. (A) | 18,007 | 144,956 | |||
RPC, Inc. | 15,736 | 109,050 | |||
Select Energy Services, Inc., Class A (A) | 15,590 | 108,662 | |||
Solaris Oilfield Infrastructure, Inc., Class A | 6,755 | 63,227 | |||
TETRA Technologies, Inc. (A) | 26,769 | 96,101 | |||
Tidewater, Inc. (A) | 8,011 | 173,839 | |||
U.S. Silica Holdings, Inc. (A) | 15,477 | 169,473 | |||
Valaris, Ltd. (A) | 12,432 | 608,422 | |||
Weatherford International PLC (A) | 14,673 | 473,791 | |||
6,944,652 | |||||
Oil, gas and consumable fuels – 4.3% | |||||
Alto Ingredients, Inc. (A) | 15,709 | 57,181 | |||
Amplify Energy Corp. (A) | 7,944 | 52,192 | |||
Arch Resources, Inc. | 3,112 | 369,083 | |||
Archaea Energy, Inc. (A) | 12,437 | 223,990 | |||
Ardmore Shipping Corp. (A) | 8,030 | 73,314 | |||
Berry Corp. | 16,982 | 127,365 | |||
Brigham Minerals, Inc., Class A | 10,368 | 255,779 | |||
California Resources Corp. | 15,934 | 612,344 | |||
Callon Petroleum Company (A) | 10,144 | 355,141 | |||
Centrus Energy Corp., Class A (A) | 2,443 | 100,114 | |||
Chord Energy Corp. | 8,606 | 1,177,043 | |||
Civitas Resources, Inc. | 15,072 | 864,982 | |||
Clean Energy Fuels Corp. (A) | 35,516 | 189,655 | |||
CNX Resources Corp. (A) | 39,415 | 612,115 | |||
Comstock Resources, Inc. (A) | 18,872 | 326,297 | |||
CONSOL Energy, Inc. | 7,074 | 455,000 | |||
Crescent Energy Company, Class A (B) | 7,146 | 96,257 | |||
CVR Energy, Inc. | 6,114 | 177,184 | |||
Delek US Holdings, Inc. | 14,550 | 394,887 | |||
Denbury, Inc. (A) | 10,372 | 894,689 |
201 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
DHT Holdings, Inc. | 28,564 | $ | 215,944 | ||
Dorian LPG, Ltd. | 6,515 | 88,409 | |||
Earthstone Energy, Inc., Class A (A) | 8,935 | 110,079 | |||
Energy Fuels, Inc. (A)(B) | 33,085 | 202,480 | |||
Equitrans Midstream Corp. | 84,534 | 632,314 | |||
Excelerate Energy, Inc., Class A | 3,923 | 91,798 | |||
FLEX LNG, Ltd. (B) | 5,904 | 186,980 | |||
Frontline, Ltd. (B) | 25,687 | 280,759 | |||
Gevo, Inc. (A) | 42,088 | 95,961 | |||
Golar LNG, Ltd. (A) | 20,892 | 520,629 | |||
Green Plains, Inc. (A) | 10,943 | 318,113 | |||
Gulfport Energy Corp. (A) | 2,341 | 206,687 | |||
International Seaways, Inc. | 10,083 | 354,216 | |||
Kinetik Holdings, Inc. (B) | 3,452 | 112,466 | |||
Kosmos Energy, Ltd. (A) | 93,132 | 481,492 | |||
Laredo Petroleum, Inc. (A) | 3,537 | 222,300 | |||
Magnolia Oil & Gas Corp., Class A | 34,210 | 677,700 | |||
Matador Resources Company | 23,111 | 1,130,590 | |||
Murphy Oil Corp. | 30,235 | 1,063,365 | |||
Nordic American Tankers, Ltd. | 41,079 | 109,681 | |||
Northern Oil and Gas, Inc. | 13,519 | 370,556 | |||
Par Pacific Holdings, Inc. (A) | 10,253 | 168,252 | |||
PBF Energy, Inc., Class A (A) | 19,908 | 699,965 | |||
Peabody Energy Corp. (A) | 24,240 | 601,637 | |||
Permian Resources Corp. (A) | 42,493 | 288,952 | |||
Ranger Oil Corp., Class A | 4,466 | 140,456 | |||
REX American Resources Corp. (A) | 3,399 | 94,900 | |||
Riley Exploration Permian, Inc. | 2,214 | 42,022 | |||
Ring Energy, Inc. (A) | 18,769 | 43,544 | |||
SandRidge Energy, Inc. (A) | 6,773 | 110,468 | |||
Scorpio Tankers, Inc. | 10,226 | 429,901 | |||
SFL Corp., Ltd. | 23,496 | 214,049 | |||
SilverBow Resources, Inc. (A) | 2,456 | 66,017 | |||
Sitio Royalties Corp. (B) | 2,633 | 58,216 | |||
SM Energy Company | 24,932 | 937,693 | |||
Talos Energy, Inc. (A) | 13,644 | 227,173 | |||
Teekay Corp. (A) | 17,147 | 61,558 | |||
Teekay Tankers, Ltd., Class A (A) | 4,856 | 133,734 | |||
Tellurian, Inc. (A) | 105,462 | 252,054 | |||
Uranium Energy Corp. (A) | 58,785 | 205,748 | |||
Ur-Energy, Inc. (A)(B) | 45,114 | 49,174 | |||
VAALCO Energy, Inc. | 12,561 | 54,766 | |||
Vertex Energy, Inc. (A)(B) | 11,349 | 70,704 | |||
W&T Offshore, Inc. (A) | 19,739 | 115,671 | |||
World Fuel Services Corp. | 12,534 | 293,797 | |||
20,247,582 | |||||
27,192,234 | |||||
Financials – 16.5% | |||||
Banks – 9.7% | |||||
1st Source Corp. | 3,101 | 143,576 | |||
ACNB Corp. | 2,239 | 67,260 | |||
Allegiance Bancshares, Inc. | 4,019 | 167,311 | |||
Amalgamated Financial Corp. | 3,356 | 75,678 | |||
Amerant Bancorp, Inc. | 5,953 | 147,873 | |||
American National Bankshares, Inc. | 2,727 | 87,128 | |||
Ameris Bancorp | 13,583 | 607,296 | |||
Arrow Financial Corp. | 3,102 | 89,410 | |||
Associated Banc-Corp. | 30,356 | 609,548 | |||
Atlantic Union Bankshares Corp. | 15,177 | 461,077 | |||
Banc of California, Inc. | 11,480 | 183,336 | |||
BancFirst Corp. | 4,008 | 358,596 | |||
Bank First Corp. (B) | 1,355 | 103,630 | |||
Bank of Marin Bancorp | 3,595 | 107,670 | |||
BankUnited, Inc. | 16,401 | 560,422 | |||
Bankwell Financial Group, Inc. | 1,794 | 52,223 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
Banner Corp. | 6,677 | $ | 394,477 | ||
Bar Harbor Bankshares | 3,689 | 97,832 | |||
BayCom Corp. | 3,316 | 58,295 | |||
BCB Bancorp, Inc. | 3,734 | 62,843 | |||
Berkshire Hills Bancorp, Inc. | 9,541 | 260,469 | |||
Blue Ridge Bankshares, Inc. | 4,037 | 51,310 | |||
Brookline Bancorp, Inc. | 15,649 | 182,311 | |||
Business First Bancshares, Inc. | 4,889 | 105,260 | |||
Byline Bancorp, Inc. | 5,034 | 101,939 | |||
Cadence Bank | 37,309 | 948,022 | |||
Cambridge Bancorp | 1,456 | 116,101 | |||
Camden National Corp. | 2,930 | 124,818 | |||
Capital Bancorp, Inc. | 2,569 | 59,344 | |||
Capital City Bank Group, Inc. | 3,660 | 113,863 | |||
Capstar Financial Holdings, Inc. | 4,875 | 90,334 | |||
Carter Bankshares, Inc. (A) | 6,240 | 100,464 | |||
Cathay General Bancorp | 14,528 | 558,747 | |||
Central Pacific Financial Corp. | 5,699 | 117,912 | |||
Citizens & Northern Corp. | 3,747 | 90,602 | |||
City Holding Company | 2,734 | 242,478 | |||
Civista Bancshares, Inc. | 3,755 | 77,954 | |||
CNB Financial Corp. | 3,861 | 91,004 | |||
Coastal Financial Corp. (A) | 2,388 | 94,899 | |||
Colony Bankcorp, Inc. | 4,518 | 58,870 | |||
Columbia Banking System, Inc. | 15,831 | 457,358 | |||
Community Bank System, Inc. | 10,554 | 634,084 | |||
Community Trust Bancorp, Inc. | 3,022 | 122,542 | |||
ConnectOne Bancorp, Inc. | 7,760 | 178,946 | |||
CrossFirst Bankshares, Inc. (A) | 9,857 | 128,634 | |||
Customers Bancorp, Inc. (A) | 6,367 | 187,699 | |||
CVB Financial Corp. | 27,023 | 684,222 | |||
Dime Community Bancshares, Inc. | 6,797 | 199,016 | |||
Eagle Bancorp, Inc. | 6,299 | 282,321 | |||
Eastern Bankshares, Inc. | 32,767 | 643,544 | |||
Enterprise Financial Services Corp. | 6,925 | 304,977 | |||
Equity Bancshares, Inc., Class A | 3,452 | 102,283 | |||
Esquire Financial Holdings, Inc. | 1,862 | 69,918 | |||
Farmers & Merchants Bancorp, Inc. | 2,777 | 74,618 | |||
Farmers National Banc Corp. | 7,030 | 92,023 | |||
FB Financial Corp. | 7,405 | 282,945 | |||
Financial Institutions, Inc. | 3,519 | 84,702 | |||
First Bancorp (North Carolina) | 7,156 | 261,766 | |||
First Bancorp (Puerto Rico) | 40,252 | 550,647 | |||
First Bank | 4,496 | 61,460 | |||
First Busey Corp. | 10,583 | 232,614 | |||
First Business Financial Services, Inc. | 2,019 | 65,234 | |||
First Commonwealth Financial Corp. | 18,837 | 241,867 | |||
First Community Bankshares, Inc. | 3,800 | 121,714 | |||
First Financial Bancorp | 18,815 | 396,620 | |||
First Financial Bankshares, Inc. | 26,439 | 1,105,943 | |||
First Financial Corp. | 2,246 | 101,497 | |||
First Foundation, Inc. | 10,559 | 191,540 | |||
First Internet Bancorp | 2,216 | 75,034 | |||
First Interstate BancSystem, Inc., Class A | 19,084 | 770,039 | |||
First Merchants Corp. | 11,299 | 437,045 | |||
First Mid Bancshares, Inc. | 3,935 | 125,802 | |||
First Western Financial, Inc. (A) | 1,895 | 46,712 | |||
Flushing Financial Corp. | 6,215 | 120,385 | |||
Fulton Financial Corp. | 31,161 | 492,344 | |||
FVCBankcorp, Inc. (A) | 3,519 | 67,459 | |||
German American Bancorp, Inc. | 5,442 | 194,334 | |||
Glacier Bancorp, Inc. | 22,525 | 1,106,653 | |||
Great Southern Bancorp, Inc. | 1,890 | 107,862 | |||
Guaranty Bancshares, Inc. | 2,024 | 70,010 |
202 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
Hancock Whitney Corp. | 17,518 | $ | 802,500 | ||
Hanmi Financial Corp. | 6,503 | 153,991 | |||
HarborOne Bancorp, Inc. | 9,967 | 133,757 | |||
Heartland Financial USA, Inc. | 8,040 | 348,614 | |||
Heritage Commerce Corp. | 12,904 | 146,331 | |||
Heritage Financial Corp. | 7,010 | 185,555 | |||
Hilltop Holdings, Inc. | 12,437 | 309,059 | |||
Home BancShares, Inc. | 38,654 | 870,102 | |||
HomeStreet, Inc. | 3,828 | 110,285 | |||
HomeTrust Bancshares, Inc. | 3,590 | 79,339 | |||
Hope Bancorp, Inc. | 23,274 | 294,183 | |||
Horizon Bancorp, Inc. | 8,685 | 155,983 | |||
Independent Bank Corp. (Massachusetts) | 9,358 | 697,452 | |||
Independent Bank Corp. (Michigan) | 4,866 | 92,941 | |||
Independent Bank Group, Inc. | 7,373 | 452,628 | |||
International Bancshares Corp. | 10,871 | 462,018 | |||
John Marshall Bancorp, Inc. (B) | 2,789 | 68,498 | |||
Lakeland Bancorp, Inc. | 12,832 | 205,440 | |||
Lakeland Financial Corp. | 4,892 | 356,187 | |||
Live Oak Bancshares, Inc. | 6,867 | 210,130 | |||
Macatawa Bank Corp. | 8,874 | 82,173 | |||
Mercantile Bank Corp. | 3,504 | 104,104 | |||
Metrocity Bankshares, Inc. | 4,351 | 85,454 | |||
Metropolitan Bank Holding Corp. (A) | 2,170 | 139,661 | |||
Mid Penn Bancorp, Inc. | 3,494 | 100,383 | |||
Midland States Bancorp, Inc. | 4,612 | 108,705 | |||
MidWestOne Financial Group, Inc. | 3,222 | 87,928 | |||
MVB Financial Corp. | 2,333 | 64,927 | |||
National Bank Holdings Corp., Class A | 5,848 | 216,318 | |||
NBT Bancorp, Inc. | 8,095 | 307,205 | |||
Nicolet Bankshares, Inc. (A) | 2,460 | 173,282 | |||
Northeast Bank | 1,713 | 62,816 | |||
Northwest Bancshares, Inc. | 24,010 | 324,375 | |||
OceanFirst Financial Corp. | 11,710 | 218,274 | |||
OFG Bancorp | 9,745 | 244,892 | |||
Old National Bancorp | 58,917 | 970,363 | |||
Old Second Bancorp, Inc. | 9,404 | 122,722 | |||
Origin Bancorp, Inc. | 4,671 | 179,693 | |||
Orrstown Financial Services, Inc. | 2,986 | 71,425 | |||
Pacific Premier Bancorp, Inc. | 19,030 | 589,169 | |||
Park National Corp. | 2,728 | 339,581 | |||
Parke Bancorp, Inc. | 2,673 | 56,026 | |||
Pathward Financial, Inc. | 6,076 | 200,265 | |||
PCB Bancorp | 3,552 | 64,185 | |||
PCSB Financial Corp. | 3,509 | 62,916 | |||
Peapack-Gladstone Financial Corp. | 3,839 | 129,182 | |||
Peoples Bancorp, Inc. | 5,682 | 164,380 | |||
Peoples Financial Services Corp. | 1,622 | 75,974 | |||
Preferred Bank | 2,795 | 182,318 | |||
Premier Financial Corp. | 7,482 | 192,287 | |||
Primis Financial Corp. | 6,047 | 73,350 | |||
Professional Holding Corp., Class A (A) | 3,155 | 81,841 | |||
QCR Holdings, Inc. | 3,355 | 170,904 | |||
RBB Bancorp | 3,586 | 74,517 | |||
Renasant Corp. | 11,013 | 344,487 | |||
Republic Bancorp, Inc., Class A | 1,875 | 71,813 | |||
Republic First Bancorp, Inc. (A) | 12,904 | 36,518 | |||
S&T Bancorp, Inc. | 7,682 | 225,159 | |||
Sandy Spring Bancorp, Inc. | 8,756 | 308,737 | |||
Seacoast Banking Corp. of Florida | 12,379 | 374,217 | |||
ServisFirst Bancshares, Inc. | 10,187 | 814,960 | |||
Shore Bancshares, Inc. | 4,386 | 75,966 | |||
Sierra Bancorp | 3,651 | 72,107 | |||
Silvergate Capital Corp., Class A (A) | 6,505 | 490,152 | |||
Simmons First National Corp., Class A | 24,820 | 540,828 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
SmartFinancial, Inc. | 3,659 | $ | 90,414 | ||
South Plains Financial, Inc. | 2,659 | 73,282 | |||
Southern First Bancshares, Inc. (A) | 1,911 | 79,612 | |||
Southside Bancshares, Inc. | 5,879 | 207,881 | |||
SouthState Corp. | 15,177 | 1,200,804 | |||
Stellar Bancorp, Inc. | 4,175 | 122,119 | |||
Stock Yards Bancorp, Inc. | 5,856 | 398,267 | |||
Texas Capital Bancshares, Inc. (A) | 10,436 | 616,037 | |||
The Bancorp, Inc. (A) | 11,702 | 257,210 | |||
The Bank of NT Butterfield & Son, Ltd. | 10,226 | 331,936 | |||
The First Bancorp, Inc. | 2,667 | 73,476 | |||
The First Bancshares, Inc. | 4,234 | 126,470 | |||
The First of Long Island Corp. | 5,562 | 95,889 | |||
Third Coast Bancshares, Inc. (A) | 3,231 | 55,282 | |||
Tompkins Financial Corp. | 2,623 | 190,482 | |||
Towne Bank | 13,364 | 358,556 | |||
TriCo Bancshares | 6,375 | 284,644 | |||
Triumph Bancorp, Inc. (A) | 4,996 | 271,533 | |||
Trustmark Corp. | 12,188 | 373,318 | |||
UMB Financial Corp. | 8,753 | 737,790 | |||
United Bankshares, Inc. | 26,912 | 962,104 | |||
United Community Banks, Inc. | 21,570 | 713,967 | |||
Unity Bancorp, Inc. | 1,979 | 49,693 | |||
Univest Financial Corp. | 6,178 | 145,059 | |||
Valley National Bancorp | 88,550 | 956,340 | |||
Veritex Holdings, Inc. | 10,710 | 284,779 | |||
Washington Federal, Inc. | 12,496 | 374,630 | |||
Washington Trust Bancorp, Inc. | 3,476 | 161,564 | |||
WesBanco, Inc. | 11,355 | 378,916 | |||
West BanCorp, Inc. | 4,090 | 85,113 | |||
Westamerica BanCorp | 4,943 | 258,469 | |||
45,423,763 | |||||
Capital markets – 1.5% | |||||
Artisan Partners Asset Management, Inc., Class A | 12,336 | 332,208 | |||
AssetMark Financial Holdings, Inc. (A) | 4,554 | 83,293 | |||
B. Riley Financial, Inc. | 4,214 | 187,607 | |||
BGC Partners, Inc., Class A | 67,601 | 212,267 | |||
Blucora, Inc. (A) | 9,975 | 192,917 | |||
Brightsphere Investment Group, Inc. | 6,724 | 100,255 | |||
Cohen & Steers, Inc. | 5,212 | 326,428 | |||
Cowen, Inc., Class A | 5,488 | 212,056 | |||
Diamond Hill Investment Group, Inc. | 655 | 108,075 | |||
Donnelley Financial Solutions, Inc. (A) | 5,846 | 216,127 | |||
Ellington Financial, Inc. | 11,653 | 132,495 | |||
Federated Hermes, Inc. | 18,008 | 596,425 | |||
Focus Financial Partners, Inc., Class A (A) | 11,983 | 377,584 | |||
GCM Grosvenor, Inc., Class A (B) | 9,887 | 78,008 | |||
Hamilton Lane, Inc., Class A | 7,266 | 433,126 | |||
Houlihan Lokey, Inc. | 10,384 | 782,746 | |||
Manning & Napier, Inc. | 3,970 | 48,712 | |||
Moelis & Company, Class A | 13,242 | 447,712 | |||
Open Lending Corp., Class A (A) | 22,081 | 177,531 | |||
Oppenheimer Holdings, Inc., Class A | 1,929 | 59,760 | |||
Perella Weinberg Partners | 10,509 | 66,522 | |||
Piper Sandler Companies | 3,548 | 371,618 | |||
PJT Partners, Inc., Class A | 4,892 | 326,883 | |||
Sculptor Capital Management, Inc. | 6,058 | 53,553 | |||
Silvercrest Asset Management Group, Inc., Class A | 2,577 | 42,134 | |||
StepStone Group, Inc., Class A | 10,988 | 269,316 | |||
StoneX Group, Inc. (A) | 3,534 | 293,110 | |||
Victory Capital Holdings, Inc., Class A | 3,414 | 79,580 | |||
Virtus Investment Partners, Inc. | 1,468 | 234,175 |
203 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Capital markets (continued) | |||||
WisdomTree Investments, Inc. | 28,986 | $ | 135,654 | ||
6,977,877 | |||||
Consumer finance – 0.7% | |||||
Bread Financial Holdings, Inc. | 10,260 | 322,677 | |||
Encore Capital Group, Inc. (A) | 4,937 | 224,535 | |||
Enova International, Inc. (A) | 6,654 | 194,763 | |||
EZCORP, Inc., Class A (A) | 11,204 | 86,383 | |||
FirstCash Holdings, Inc. | 7,958 | 583,719 | |||
Green Dot Corp., Class A (A) | 10,133 | 192,324 | |||
LendingClub Corp. (A) | 20,969 | 231,707 | |||
LendingTree, Inc. (A) | 2,242 | 53,494 | |||
Moneylion, Inc. (A) | 34,713 | 30,985 | |||
Navient Corp. | 24,075 | 353,662 | |||
Nelnet, Inc., Class A | 3,039 | 240,658 | |||
NerdWallet, Inc., Class A (A) | 5,833 | 51,739 | |||
Oportun Financial Corp. (A) | 6,425 | 28,077 | |||
PRA Group, Inc. (A) | 8,234 | 270,569 | |||
PROG Holdings, Inc. (A) | 11,207 | 167,881 | |||
Regional Management Corp. | 1,784 | 50,023 | |||
World Acceptance Corp. (A) | 887 | 85,879 | |||
3,169,075 | |||||
Diversified financial services – 0.3% | |||||
Alerus Financial Corp. | 3,801 | 84,002 | |||
A-Mark Precious Metals, Inc. | 3,730 | 105,895 | |||
Banco Latinoamericano de Comercio Exterior SA, Class E | 6,684 | 87,293 | |||
Cannae Holdings, Inc. (A) | 15,655 | 323,432 | |||
Compass Diversified Holdings | 12,607 | 227,682 | |||
Jackson Financial, Inc., Class A | 15,446 | 428,627 | |||
1,256,931 | |||||
Insurance – 1.9% | |||||
Ambac Financial Group, Inc. (A) | 10,094 | 128,699 | |||
American Equity Investment Life Holding Company | 15,917 | 593,545 | |||
AMERISAFE, Inc. | 4,038 | 188,696 | |||
Argo Group International Holdings, Ltd. | 6,603 | 127,174 | |||
Bright Health Group, Inc. (A) | 43,136 | 45,293 | |||
BRP Group, Inc., Class A (A) | 12,278 | 323,525 | |||
CNO Financial Group, Inc. | 23,514 | 422,547 | |||
Donegal Group, Inc., Class A | 3,929 | 53,002 | |||
eHealth, Inc. (A) | 5,477 | 21,415 | |||
Employers Holdings, Inc. | 5,686 | 196,110 | |||
Enstar Group, Ltd. (A) | 2,350 | 398,537 | |||
Genworth Financial, Inc., Class A (A) | 103,934 | 363,769 | |||
Goosehead Insurance, Inc., Class A (A) | 4,021 | 143,308 | |||
Greenlight Capital Re, Ltd., Class A (A) | 7,654 | 56,946 | |||
HCI Group, Inc. (B) | 1,560 | 61,152 | |||
Horace Mann Educators Corp. | 8,476 | 299,118 | |||
James River Group Holdings, Ltd. | 7,818 | 178,329 | |||
Kinsale Capital Group, Inc. | 4,455 | 1,137,896 | |||
Lemonade, Inc. (A) | 8,494 | 179,903 | |||
MBIA, Inc. (A) | 10,440 | 96,048 | |||
Mercury General Corp. | 5,509 | 156,566 | |||
National Western Life Group, Inc., Class A | 451 | 77,031 | |||
Oscar Health, Inc., Class A (A) | 25,184 | 125,668 | |||
Palomar Holdings, Inc. (A) | 5,045 | 422,367 | |||
ProAssurance Corp. | 11,328 | 221,009 | |||
RLI Corp. | 7,998 | 818,835 | |||
Root, Inc., Class A (A)(B) | 1,806 | 14,231 | |||
Safety Insurance Group, Inc. | 2,937 | 239,542 | |||
Selective Insurance Group, Inc. | 12,240 | 996,336 | |||
Selectquote, Inc. (A) | 29,055 | 21,210 | |||
SiriusPoint, Ltd. (A) | 21,277 | 105,321 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Insurance (continued) | |||||
Stewart Information Services Corp. | 5,520 | $ | 240,893 | ||
Tiptree, Inc. | 5,955 | 64,076 | |||
Trupanion, Inc. (A)(B) | 8,080 | 480,194 | |||
United Fire Group, Inc. | 4,626 | 132,905 | |||
Universal Insurance Holdings, Inc. | 6,118 | 60,262 | |||
9,191,458 | |||||
Mortgage real estate investment trusts – 1.0% | |||||
AFC Gamma, Inc. | 3,821 | 58,461 | |||
Apollo Commercial Real Estate Finance, Inc. | 28,282 | 234,741 | |||
Arbor Realty Trust, Inc. | 31,849 | 366,264 | |||
Ares Commercial Real Estate Corp. | 9,029 | 94,353 | |||
ARMOUR Residential REIT, Inc. | 21,258 | 103,526 | |||
Blackstone Mortgage Trust, Inc., Class A | 34,283 | 800,165 | |||
BrightSpire Capital, Inc. | 20,280 | 127,967 | |||
Broadmark Realty Capital, Inc. | 26,053 | 133,131 | |||
Chimera Investment Corp. | 48,585 | 253,614 | |||
Claros Mortgage Trust, Inc. (B) | 18,907 | 221,968 | |||
Dynex Capital, Inc. | 7,255 | 84,521 | |||
Franklin BSP Realty Trust, Inc. | 17,344 | 186,795 | |||
Granite Point Mortgage Trust, Inc. | 11,496 | 74,034 | |||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 17,530 | 524,673 | |||
Invesco Mortgage Capital, Inc. | 7,495 | 83,195 | |||
KKR Real Estate Finance Trust, Inc. | 9,801 | 159,266 | |||
Ladder Capital Corp. | 23,445 | 210,067 | |||
MFA Financial, Inc. | 21,445 | 166,842 | |||
New York Mortgage Trust, Inc. | 80,031 | 187,273 | |||
Orchid Island Capital, Inc. | 7,649 | 62,722 | |||
PennyMac Mortgage Investment Trust | 18,540 | 218,401 | |||
Ready Capital Corp. | 15,183 | 153,956 | |||
Redwood Trust, Inc. | 24,869 | 142,748 | |||
TPG RE Finance Trust, Inc. | 14,613 | 102,291 | |||
Two Harbors Investment Corp. | 70,916 | 235,441 | |||
4,986,415 | |||||
Thrifts and mortgage finance – 1.4% | |||||
Axos Financial, Inc. (A) | 11,764 | 402,682 | |||
Blue Foundry Bancorp (A) | 7,250 | 80,838 | |||
Bridgewater Bancshares, Inc. (A) | 5,012 | 82,548 | |||
Capitol Federal Financial, Inc. | 26,813 | 222,548 | |||
Columbia Financial, Inc. (A) | 7,052 | 149,009 | |||
Enact Holdings, Inc. | 6,250 | 138,563 | |||
Essent Group, Ltd. | 21,570 | 752,146 | |||
Federal Agricultural Mortgage Corp., Class C | 1,885 | 186,879 | |||
Flagstar Bancorp, Inc. | 10,315 | 344,521 | |||
Home Bancorp, Inc. | 1,932 | 75,329 | |||
Kearny Financial Corp. | 13,071 | 138,814 | |||
Luther Burbank Corp. | 3,612 | 41,971 | |||
Merchants Bancorp | 3,471 | 80,076 | |||
Mr. Cooper Group, Inc. (A) | 14,937 | 604,949 | |||
NMI Holdings, Inc., Class A (A) | 17,614 | 358,797 | |||
Northfield Bancorp, Inc. | 9,551 | 136,675 | |||
PennyMac Financial Services, Inc. | 6,041 | 259,159 | |||
Provident Bancorp, Inc. | 4,019 | 57,512 | |||
Provident Financial Services, Inc. | 14,755 | 287,723 | |||
Radian Group, Inc. | 35,432 | 683,483 | |||
Southern Missouri Bancorp, Inc. | 1,843 | 94,048 | |||
The Hingham Institution for Savings | 307 | 77,091 | |||
TrustCo Bank Corp. NY | 4,053 | 127,345 | |||
Walker & Dunlop, Inc. | 6,331 | 530,095 | |||
Waterstone Financial, Inc. | 5,392 | 87,135 |
204 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Thrifts and mortgage finance (continued) | |||||
WSFS Financial Corp. | 13,110 | $ | 609,091 | ||
6,609,027 | |||||
77,614,546 | |||||
Health care – 17.8% | |||||
Biotechnology – 7.9% | |||||
2seventy bio, Inc. (A) | 8,160 | 118,728 | |||
4D Molecular Therapeutics, Inc. (A) | 6,881 | 55,323 | |||
Aadi Bioscience, Inc. (A) | 3,351 | 47,350 | |||
ACADIA Pharmaceuticals, Inc. (A) | 24,809 | 405,875 | |||
Achillion Pharmaceuticals, Inc. (A)(C) | 38,157 | 57,381 | |||
Adicet Bio, Inc. (A) | 6,190 | 88,022 | |||
ADMA Biologics, Inc. (A) | 40,575 | 98,597 | |||
Aduro Biotech, Inc. (A)(C) | 4,010 | 6,175 | |||
Affimed NV (A) | 30,948 | 63,753 | |||
Agenus, Inc. (A) | 58,628 | 120,187 | |||
Agios Pharmaceuticals, Inc. (A) | 11,440 | 323,523 | |||
Akero Therapeutics, Inc. (A) | 6,502 | 221,393 | |||
Albireo Pharma, Inc. (A) | 3,738 | 72,368 | |||
Alector, Inc. (A) | 13,251 | 125,354 | |||
Alkermes PLC (A) | 33,418 | 746,224 | |||
Allogene Therapeutics, Inc. (A) | 16,672 | 180,058 | |||
Amicus Therapeutics, Inc. (A) | 56,908 | 594,120 | |||
AnaptysBio, Inc. (A) | 4,298 | 109,642 | |||
Anavex Life Sciences Corp. (A) | 14,379 | 148,391 | |||
Anika Therapeutics, Inc. (A) | 3,286 | 78,207 | |||
Apellis Pharmaceuticals, Inc. (A) | 18,723 | 1,278,781 | |||
Arbutus Biopharma Corp. (A)(B) | 23,992 | 45,825 | |||
Arcturus Therapeutics Holdings, Inc. (A) | 5,094 | 75,493 | |||
Arcus Biosciences, Inc. (A) | 10,633 | 278,159 | |||
Arcutis Biotherapeutics, Inc. (A) | 7,303 | 139,560 | |||
Arrowhead Pharmaceuticals, Inc. (A) | 21,220 | 701,321 | |||
Atara Biotherapeutics, Inc. (A) | 19,576 | 73,997 | |||
Aura Biosciences, Inc. (A) | 4,127 | 74,781 | |||
Aurinia Pharmaceuticals, Inc. (A) | 27,778 | 208,891 | |||
Avid Bioservices, Inc. (A) | 12,788 | 244,507 | |||
Avidity Biosciences, Inc. (A) | 10,396 | 169,767 | |||
Beam Therapeutics, Inc. (A) | 13,119 | 624,989 | |||
BioCryst Pharmaceuticals, Inc. (A) | 38,306 | 482,656 | |||
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 12,792 | 1,933,767 | |||
Bioxcel Therapeutics, Inc. (A)(B) | 4,516 | 53,379 | |||
Bluebird Bio, Inc. (A) | 16,403 | 103,831 | |||
Blueprint Medicines Corp. (A) | 12,288 | 809,656 | |||
Bridgebio Pharma, Inc. (A) | 21,832 | 217,010 | |||
C4 Therapeutics, Inc. (A) | 9,439 | 82,780 | |||
CareDx, Inc. (A) | 10,577 | 180,021 | |||
Caribou Biosciences, Inc. (A) | 11,910 | 125,651 | |||
Catalyst Pharmaceuticals, Inc. (A) | 20,056 | 257,318 | |||
Celldex Therapeutics, Inc. (A) | 9,575 | 269,153 | |||
Century Therapeutics, Inc. (A) | 4,647 | 45,959 | |||
Cerevel Therapeutics Holdings, Inc. (A) | 11,290 | 319,055 | |||
ChemoCentryx, Inc. (A) | 13,078 | 675,609 | |||
Chinook Therapeutics, Inc. (A) | 9,168 | 180,243 | |||
Cogent Biosciences, Inc. (A) | 9,659 | 144,112 | |||
Coherus Biosciences, Inc. (A) | 15,700 | 150,877 | |||
Crinetics Pharmaceuticals, Inc. (A) | 11,023 | 216,492 | |||
CTI BioPharma Corp. (A) | 19,725 | 114,800 | |||
Cullinan Oncology, Inc. (A) | 6,412 | 82,202 | |||
Cytokinetics, Inc. (A) | 16,897 | 818,660 | |||
Day One Biopharmaceuticals, Inc. (A) | 5,176 | 103,675 | |||
Deciphera Pharmaceuticals, Inc. (A) | 9,531 | 176,324 | |||
Denali Therapeutics, Inc. (A) | 20,378 | 625,401 | |||
Design Therapeutics, Inc. (A) | 7,202 | 120,417 | |||
Dynavax Technologies Corp. (A) | 24,439 | 255,143 | |||
Dyne Therapeutics, Inc. (A) | 7,313 | 92,875 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Eagle Pharmaceuticals, Inc. (A) | 2,104 | $ | 55,588 | ||
Editas Medicine, Inc. (A) | 14,482 | 177,260 | |||
Eiger BioPharmaceuticals, Inc. (A) | 9,392 | 70,722 | |||
Emergent BioSolutions, Inc. (A) | 10,369 | 217,645 | |||
Enanta Pharmaceuticals, Inc. (A) | 4,079 | 211,578 | |||
EQRx, Inc. (A)(B) | 28,514 | 141,144 | |||
Erasca, Inc. (A) | 14,105 | 110,019 | |||
Fate Therapeutics, Inc. (A) | 17,184 | 385,093 | |||
FibroGen, Inc. (A) | 18,323 | 238,382 | |||
Foghorn Therapeutics, Inc. (A) | 4,381 | 37,589 | |||
Forma Therapeutics Holdings, Inc. (A) | 8,393 | 167,440 | |||
Generation Bio Company (A) | 10,179 | 54,050 | |||
Geron Corp. (A)(B) | 78,109 | 182,775 | |||
Global Blood Therapeutics, Inc. (A) | 12,872 | 876,583 | |||
Gossamer Bio, Inc. (A) | 13,653 | 163,563 | |||
Halozyme Therapeutics, Inc. (A) | 27,825 | 1,100,201 | |||
Heron Therapeutics, Inc. (A) | 22,820 | 96,300 | |||
Ideaya Biosciences, Inc. (A) | 7,752 | 115,660 | |||
IGM Biosciences, Inc. (A)(B) | 2,205 | 50,142 | |||
Imago Biosciences, Inc. (A)(B) | 5,784 | 87,049 | |||
ImmunityBio, Inc. (A)(B) | 17,696 | 87,949 | |||
ImmunoGen, Inc. (A) | 44,921 | 214,722 | |||
Inhibrx, Inc. (A) | 6,595 | 118,380 | |||
Inovio Pharmaceuticals, Inc. (A) | 47,930 | 82,679 | |||
Insmed, Inc. (A) | 24,683 | 531,672 | |||
Instil Bio, Inc. (A) | 15,265 | 73,883 | |||
Intellia Therapeutics, Inc. (A) | 15,539 | 869,562 | |||
Intercept Pharmaceuticals, Inc. (A) | 5,288 | 73,768 | |||
Iovance Biotherapeutics, Inc. (A) | 31,455 | 301,339 | |||
Ironwood Pharmaceuticals, Inc. (A) | 27,838 | 288,402 | |||
iTeos Therapeutics, Inc. (A) | 4,955 | 94,393 | |||
IVERIC bio, Inc. (A) | 24,357 | 436,965 | |||
Janux Therapeutics, Inc. (A)(B) | 3,985 | 53,957 | |||
KalVista Pharmaceuticals, Inc. (A) | 5,543 | 80,429 | |||
Karuna Therapeutics, Inc. (A) | 5,420 | 1,219,121 | |||
Karyopharm Therapeutics, Inc. (A) | 16,283 | 88,905 | |||
Keros Therapeutics, Inc. (A) | 3,642 | 137,012 | |||
Kezar Life Sciences, Inc. (A) | 10,325 | 88,898 | |||
Kiniksa Pharmaceuticals, Ltd., Class A (A) | 6,955 | 89,302 | |||
Kinnate Biopharma, Inc. (A)(B) | 6,366 | 76,074 | |||
Kodiak Sciences, Inc. (A) | 7,278 | 56,332 | |||
Krystal Biotech, Inc. (A) | 4,342 | 302,637 | |||
Kura Oncology, Inc. (A) | 13,275 | 181,337 | |||
Kymera Therapeutics, Inc. (A) | 7,980 | 173,725 | |||
Ligand Pharmaceuticals, Inc. (A) | 3,103 | 267,199 | |||
Lyell Immunopharma, Inc. (A) | 35,995 | 263,843 | |||
MacroGenics, Inc. (A) | 14,723 | 50,942 | |||
Madrigal Pharmaceuticals, Inc. (A) | 2,652 | 172,353 | |||
MannKind Corp. (A) | 51,888 | 160,334 | |||
MeiraGTx Holdings PLC (A) | 6,846 | 57,575 | |||
Mersana Therapeutics, Inc. (A) | 19,191 | 129,731 | |||
MiMedx Group, Inc. (A) | 24,073 | 69,090 | |||
Mirum Pharmaceuticals, Inc. (A) | 3,367 | 70,741 | |||
Monte Rosa Therapeutics, Inc. (A)(B) | 6,481 | 52,950 | |||
Morphic Holding, Inc. (A) | 5,494 | 155,480 | |||
Myriad Genetics, Inc. (A) | 16,481 | 314,457 | |||
Nkarta, Inc. (A) | 6,895 | 90,738 | |||
Nurix Therapeutics, Inc. (A) | 9,541 | 124,319 | |||
Nuvalent, Inc., Class A (A)(B) | 4,091 | 79,529 | |||
Ocugen, Inc. (A)(B) | 46,575 | 82,904 | |||
Organogenesis Holdings, Inc. (A) | 15,287 | 49,530 | |||
PDL BioPharma, Inc. (A)(C) | 28,581 | 39,442 | |||
PMV Pharmaceuticals, Inc. (A) | 7,852 | 93,439 | |||
Point Biopharma Global, Inc. (A) | 15,684 | 121,237 |
205 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Progenics Pharmaceuticals, Inc. (A)(C) | 24,422 | $ | 28,107 | ||
Prometheus Biosciences, Inc. (A) | 6,029 | 355,771 | |||
Protagonist Therapeutics, Inc. (A) | 9,984 | 84,165 | |||
Prothena Corp. PLC (A) | 7,456 | 452,057 | |||
PTC Therapeutics, Inc. (A) | 14,471 | 726,444 | |||
Radius Health, Inc. (A)(C) | 9,985 | 799 | |||
RAPT Therapeutics, Inc. (A) | 5,579 | 134,231 | |||
Recursion Pharmaceuticals, Inc., Class A (A) | 28,089 | 298,867 | |||
REGENXBIO, Inc. (A) | 8,368 | 221,166 | |||
Relay Therapeutics, Inc. (A) | 15,903 | 355,750 | |||
Replimune Group, Inc. (A) | 6,457 | 111,512 | |||
REVOLUTION Medicines, Inc. (A) | 13,174 | 259,791 | |||
Rigel Pharmaceuticals, Inc. (A) | 40,220 | 47,460 | |||
Rocket Pharmaceuticals, Inc. (A) | 9,371 | 149,561 | |||
Sage Therapeutics, Inc. (A) | 10,798 | 422,850 | |||
Sana Biotechnology, Inc. (A)(B) | 18,736 | 112,416 | |||
Sangamo Therapeutics, Inc. (A) | 26,203 | 128,395 | |||
Seres Therapeutics, Inc. (A) | 17,116 | 109,885 | |||
Sorrento Therapeutics, Inc. (A) | 79,332 | 124,551 | |||
SpringWorks Therapeutics, Inc. (A) | 7,298 | 208,212 | |||
Stoke Therapeutics, Inc. (A) | 5,016 | 64,405 | |||
Sutro Biopharma, Inc. (A) | 10,332 | 57,343 | |||
Syndax Pharmaceuticals, Inc. (A) | 10,817 | 259,933 | |||
Synergy Pharmaceuticals, Inc. (A)(C) | 80,513 | 233 | |||
Talaris Therapeutics, Inc. (A) | 5,194 | 13,660 | |||
Tango Therapeutics, Inc. (A) | 10,769 | 38,984 | |||
Tenaya Therapeutics, Inc. (A) | 6,888 | 19,975 | |||
TG Therapeutics, Inc. (A) | 28,270 | 167,358 | |||
Travere Therapeutics, Inc. (A) | 12,598 | 310,415 | |||
Twist Bioscience Corp. (A) | 11,564 | 407,515 | |||
Vanda Pharmaceuticals, Inc. (A) | 11,596 | 114,568 | |||
Vaxart, Inc. (A) | 26,416 | 57,587 | |||
Vaxcyte, Inc. (A) | 10,881 | 261,144 | |||
Vera Therapeutics, Inc. (A) | 3,175 | 67,659 | |||
Veracyte, Inc. (A) | 14,913 | 247,556 | |||
Vericel Corp. (A) | 9,814 | 227,685 | |||
Verve Therapeutics, Inc. (A) | 7,831 | 268,995 | |||
Vir Biotechnology, Inc. (A) | 14,887 | 287,021 | |||
Viridian Therapeutics, Inc. (A) | 5,694 | 116,784 | |||
VistaGen Therapeutics, Inc. (A) | 45,494 | 6,920 | |||
Xencor, Inc. (A) | 11,847 | 307,785 | |||
Y-mAbs Therapeutics, Inc. (A) | 7,698 | 111,005 | |||
Zentalis Pharmaceuticals, Inc. (A) | 8,056 | 174,493 | |||
36,840,880 | |||||
Health care equipment and supplies – 4.0% | |||||
Alphatec Holdings, Inc. (A) | 14,965 | 130,794 | |||
AngioDynamics, Inc. (A) | 7,771 | 158,995 | |||
Artivion, Inc. (A) | 8,194 | 113,405 | |||
AtriCure, Inc. (A) | 9,413 | 368,048 | |||
Atrion Corp. | 269 | 151,985 | |||
Avanos Medical, Inc. (A) | 9,628 | 209,698 | |||
Axogen, Inc. (A) | 8,832 | 105,277 | |||
Axonics, Inc. (A) | 9,656 | 680,169 | |||
BioLife Solutions, Inc. (A) | 7,259 | 165,142 | |||
Bioventus, Inc., Class A (A) | 6,916 | 48,412 | |||
Butterfly Network, Inc. (A) | 29,072 | 136,638 | |||
Cardiovascular Systems, Inc. (A) | 8,558 | 118,614 | |||
Cerus Corp. (A) | 36,297 | 130,669 | |||
CONMED Corp. | 5,743 | 460,416 | |||
CryoPort, Inc. (A) | 9,279 | 226,036 | |||
Cue Health, Inc. (A)(B) | 22,850 | 68,779 | |||
Cutera, Inc. (A) | 3,474 | 158,414 | |||
Embecta Corp. | 11,854 | 341,277 | |||
Figs, Inc., Class A (A) | 26,449 | 218,204 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
Glaukos Corp. (A) | 9,428 | $ | 501,947 | ||
Haemonetics Corp. (A) | 10,383 | 768,653 | |||
Heska Corp. (A) | 2,018 | 147,153 | |||
Inari Medical, Inc. (A) | 9,920 | 720,589 | |||
Inogen, Inc. (A) | 4,919 | 119,433 | |||
Inspire Medical Systems, Inc. (A) | 5,582 | 990,079 | |||
Integer Holdings Corp. (A) | 6,684 | 415,945 | |||
iRadimed Corp. | 1,594 | 47,916 | |||
iRhythm Technologies, Inc. (A) | 6,140 | 769,219 | |||
Lantheus Holdings, Inc. (A) | 14,034 | 987,011 | |||
LeMaitre Vascular, Inc. | 3,997 | 202,568 | |||
LivaNova PLC (A) | 11,008 | 558,876 | |||
Meridian Bioscience, Inc. (A) | 8,799 | 277,432 | |||
Merit Medical Systems, Inc. (A) | 11,425 | 645,627 | |||
Mesa Laboratories, Inc. | 1,016 | 143,083 | |||
Nano-X Imaging, Ltd. (A)(B) | 8,914 | 102,244 | |||
Neogen Corp. (A) | 22,156 | 309,519 | |||
Nevro Corp. (A) | 7,184 | 334,774 | |||
NuVasive, Inc. (A) | 10,722 | 469,731 | |||
Omnicell, Inc. (A) | 8,996 | 782,922 | |||
OraSure Technologies, Inc. (A) | 16,477 | 62,448 | |||
Orthofix Medical, Inc. (A) | 4,096 | 78,275 | |||
OrthoPediatrics Corp. (A) | 3,002 | 138,512 | |||
Outset Medical, Inc. (A) | 10,144 | 161,594 | |||
Paragon 28, Inc. (A) | 9,652 | 171,999 | |||
PROCEPT BioRobotics Corp. (A) | 5,298 | 219,655 | |||
Pulmonx Corp. (A) | 7,258 | 120,918 | |||
RxSight, Inc. (A) | 4,606 | 55,272 | |||
SeaSpine Holdings Corp. (A) | 8,677 | 49,285 | |||
Senseonics Holdings, Inc. (A)(B) | 93,468 | 123,378 | |||
Shockwave Medical, Inc. (A) | 7,310 | 2,032,691 | |||
SI-BONE, Inc. (A) | 7,054 | 123,163 | |||
Sight Sciences, Inc. (A) | 4,808 | 30,531 | |||
Silk Road Medical, Inc. (A) | 7,177 | 322,965 | |||
STAAR Surgical Company (A) | 9,891 | 697,810 | |||
Surmodics, Inc. (A) | 2,907 | 88,373 | |||
TransMedics Group, Inc. (A) | 5,628 | 234,913 | |||
Treace Medical Concepts, Inc. (A) | 6,932 | 152,989 | |||
UFP Technologies, Inc. (A) | 1,426 | 122,408 | |||
Utah Medical Products, Inc. | 740 | 63,129 | |||
Varex Imaging Corp. (A) | 7,959 | 168,253 | |||
Vicarious Surgical, Inc. (A) | 12,392 | 41,513 | |||
ViewRay, Inc. (A) | 33,075 | 120,393 | |||
Zimvie, Inc. (A) | 4,503 | 44,445 | |||
Zynex, Inc. (B) | 5,118 | 46,420 | |||
18,757,025 | |||||
Health care providers and services – 3.0% | |||||
1Life Healthcare, Inc. (A) | 37,464 | 642,508 | |||
23andMe Holding Company, Class A (A) | 36,542 | 104,510 | |||
Accolade, Inc. (A) | 12,831 | 146,530 | |||
AdaptHealth Corp. (A) | 14,900 | 279,822 | |||
Addus HomeCare Corp. (A) | 3,168 | 301,720 | |||
Agiliti, Inc. (A) | 5,773 | 82,612 | |||
Alignment Healthcare, Inc. (A) | 17,648 | 208,952 | |||
AMN Healthcare Services, Inc. (A) | 9,110 | 965,296 | |||
Apollo Medical Holdings, Inc. (A)(B) | 8,072 | 314,808 | |||
Brookdale Senior Living, Inc. (A) | 38,987 | 166,474 | |||
Cano Health, Inc. (A) | 34,196 | 296,479 | |||
CareMax, Inc. (A)(B) | 13,464 | 95,460 | |||
Castle Biosciences, Inc. (A) | 5,128 | 133,738 | |||
Clover Health Investments Corp. (A) | 79,835 | 135,720 | |||
Community Health Systems, Inc. (A) | 26,278 | 56,498 | |||
CorVel Corp. (A) | 1,833 | 253,742 | |||
Covetrus, Inc. (A) | 21,908 | 457,439 | |||
Cross Country Healthcare, Inc. (A) | 7,549 | 214,165 |
206 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care providers and services (continued) | |||||
DocGo, Inc. (A) | 17,094 | $ | 169,572 | ||
Fulgent Genetics, Inc. (A) | 4,422 | 168,567 | |||
Hanger, Inc. (A) | 8,142 | 152,418 | |||
HealthEquity, Inc. (A) | 17,034 | 1,144,174 | |||
Hims & Hers Health, Inc. (A) | 25,874 | 144,377 | |||
Invitae Corp. (A)(B) | 48,489 | 119,283 | |||
LHC Group, Inc. (A) | 6,098 | 997,999 | |||
LifeStance Health Group, Inc. (A)(B) | 15,514 | 102,703 | |||
ModivCare, Inc. (A) | 2,623 | 261,461 | |||
National HealthCare Corp. | 2,486 | 157,463 | |||
National Research Corp. | 3,043 | 121,111 | |||
OPKO Health, Inc. (A) | 84,680 | 160,045 | |||
Option Care Health, Inc. (A) | 29,553 | 930,033 | |||
Owens & Minor, Inc. | 15,092 | 363,717 | |||
Patterson Companies, Inc. | 17,753 | 426,427 | |||
Pediatrix Medical Group, Inc. (A) | 17,799 | 293,861 | |||
PetIQ, Inc. (A) | 5,898 | 40,696 | |||
Privia Health Group, Inc. (A) | 9,064 | 308,720 | |||
Progyny, Inc. (A) | 15,455 | 572,762 | |||
R1 RCM, Inc. (A) | 27,832 | 515,727 | |||
RadNet, Inc. (A) | 10,326 | 210,134 | |||
Select Medical Holdings Corp. | 22,245 | 491,615 | |||
Sema4 Holdings Corp. (A)(B) | 35,992 | 31,583 | |||
Surgery Partners, Inc. (A) | 8,257 | 193,214 | |||
The Ensign Group, Inc. | 11,025 | 876,488 | |||
The Joint Corp. (A) | 3,219 | 50,570 | |||
The Pennant Group, Inc. (A) | 5,822 | 60,607 | |||
US Physical Therapy, Inc. | 2,639 | 200,617 | |||
14,122,417 | |||||
Health care technology – 0.6% | |||||
Allscripts Healthcare Solutions, Inc. (A) | 23,457 | 357,250 | |||
American Well Corp., Class A (A) | 47,766 | 171,480 | |||
Computer Programs & Systems, Inc. (A) | 3,075 | 85,731 | |||
Evolent Health, Inc., Class A (A) | 16,934 | 608,439 | |||
Health Catalyst, Inc. (A) | 11,387 | 110,454 | |||
HealthStream, Inc. (A) | 5,090 | 108,213 | |||
MultiPlan Corp. (A)(B) | 78,053 | 223,232 | |||
NextGen Healthcare, Inc. (A) | 11,596 | 205,249 | |||
OptimizeRx Corp. (A) | 3,914 | 58,005 | |||
Phreesia, Inc. (A) | 10,240 | 260,915 | |||
Schrodinger, Inc. (A) | 11,171 | 279,052 | |||
Simulations Plus, Inc. | 3,243 | 157,415 | |||
2,625,435 | |||||
Life sciences tools and services – 0.7% | |||||
AbCellera Biologics, Inc. (A) | 42,461 | 419,939 | |||
Absci Corp. (A) | 12,105 | 37,889 | |||
Adaptive Biotechnologies Corp. (A) | 23,305 | 165,932 | |||
Berkeley Lights, Inc. (A) | 12,400 | 35,464 | |||
Bionano Genomics, Inc. (A)(B) | 63,847 | 116,840 | |||
Codexis, Inc. (A) | 13,176 | 79,847 | |||
Cytek Biosciences, Inc. (A) | 23,709 | 348,996 | |||
Inotiv, Inc. (A) | 4,031 | 67,922 | |||
MaxCyte, Inc. (A) | 19,002 | 123,513 | |||
Medpace Holdings, Inc. (A) | 5,636 | 885,810 | |||
NanoString Technologies, Inc. (A) | 9,915 | 126,615 | |||
NeoGenomics, Inc. (A) | 25,947 | 223,404 | |||
Pacific Biosciences of California, Inc. (A) | 46,989 | 272,771 | |||
Quanterix Corp. (A) | 7,230 | 79,675 | |||
Quantum-Si, Inc. (A) | 20,178 | 55,490 | |||
Science 37 Holdings, Inc. (A) | 14,215 | 22,886 | |||
Seer, Inc. (A) | 11,108 | 85,976 | |||
Singular Genomics Systems, Inc. (A)(B) | 13,181 | 32,953 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Life sciences tools and services (continued) | |||||
SomaLogic, Inc. (A) | 31,589 | $ | 91,608 | ||
3,273,530 | |||||
Pharmaceuticals – 1.6% | |||||
Aclaris Therapeutics, Inc. (A) | 12,460 | 196,120 | |||
Aerie Pharmaceuticals, Inc. (A) | 10,609 | 160,514 | |||
Amneal Pharmaceuticals, Inc. (A) | 22,334 | 45,115 | |||
Amphastar Pharmaceuticals, Inc. (A) | 7,872 | 221,203 | |||
Amylyx Pharmaceuticals, Inc. (A) | 2,560 | 72,064 | |||
ANI Pharmaceuticals, Inc. (A) | 2,736 | 87,935 | |||
Arvinas, Inc. (A) | 10,069 | 447,970 | |||
Atea Pharmaceuticals, Inc. (A) | 15,850 | 90,187 | |||
Axsome Therapeutics, Inc. (A) | 6,050 | 269,951 | |||
Cara Therapeutics, Inc. (A) | 9,737 | 91,138 | |||
Cassava Sciences, Inc. (A)(B) | 7,917 | 331,089 | |||
CinCor Pharma, Inc. (A) | 2,936 | 96,360 | |||
Collegium Pharmaceutical, Inc. (A) | 7,044 | 112,845 | |||
Corcept Therapeutics, Inc. (A) | 17,472 | 447,982 | |||
DICE Therapeutics, Inc. (A) | 6,068 | 123,059 | |||
Edgewise Therapeutics, Inc. (A) | 6,711 | 66,036 | |||
Esperion Therapeutics, Inc. (A)(B) | 13,695 | 91,757 | |||
Evolus, Inc. (A) | 7,505 | 60,415 | |||
EyePoint Pharmaceuticals, Inc. (A) | 6,313 | 49,936 | |||
Fulcrum Therapeutics, Inc. (A) | 7,848 | 63,490 | |||
Harmony Biosciences Holdings, Inc. (A) | 5,400 | 239,166 | |||
Innoviva, Inc. (A) | 12,808 | 148,701 | |||
Intra-Cellular Therapies, Inc. (A) | 18,833 | 876,299 | |||
Liquidia Corp. (A)(B) | 10,695 | 58,181 | |||
Nektar Therapeutics (A) | 38,552 | 123,366 | |||
NGM Biopharmaceuticals, Inc. (A) | 8,430 | 110,264 | |||
Nuvation Bio, Inc. (A)(B) | 24,919 | 55,819 | |||
Ocular Therapeutix, Inc. (A) | 17,350 | 72,003 | |||
Pacira BioSciences, Inc. (A) | 9,198 | 489,242 | |||
Phathom Pharmaceuticals, Inc. (A)(B) | 5,424 | 60,098 | |||
Phibro Animal Health Corp., Class A | 4,407 | 58,569 | |||
Prestige Consumer Healthcare, Inc. (A) | 10,151 | 505,824 | |||
Provention Bio, Inc. (A)(B) | 12,735 | 57,308 | |||
Reata Pharmaceuticals, Inc., Class A (A) | 5,772 | 145,050 | |||
Relmada Therapeutics, Inc. (A) | 5,806 | 214,938 | |||
Revance Therapeutics, Inc. (A) | 14,689 | 396,603 | |||
SIGA Technologies, Inc. | 9,948 | 102,464 | |||
Supernus Pharmaceuticals, Inc. (A) | 10,017 | 339,075 | |||
Tarsus Pharmaceuticals, Inc. (A) | 4,015 | 68,737 | |||
Theravance Biopharma, Inc. (A) | 13,744 | 139,364 | |||
Tricida, Inc. (A)(B) | 7,268 | 76,169 | |||
Ventyx Biosciences, Inc. (A) | 4,871 | 170,047 | |||
Xeris Biopharma Holdings, Inc. (A) | 29,713 | 46,352 | |||
Zogenix, Inc. (A)(C) | 12,884 | 25,768 | |||
7,704,573 | |||||
83,323,860 | |||||
Industrials – 14.2% | |||||
Aerospace and defense – 0.8% | |||||
AAR Corp. (A) | 6,983 | 250,131 | |||
Aerojet Rocketdyne Holdings, Inc. (A) | 16,246 | 649,678 | |||
AeroVironment, Inc. (A) | 4,780 | 398,461 | |||
AerSale Corp. (A) | 3,750 | 69,525 | |||
Archer Aviation, Inc., Class A (A) | 26,736 | 69,781 | |||
Astra Space, Inc. (A) | 33,284 | 20,337 | |||
Astronics Corp. (A) | 6,009 | 47,231 | |||
Cadre Holdings, Inc. | 3,482 | 83,777 | |||
Ducommun, Inc. (A) | 2,365 | 93,796 | |||
Kaman Corp. | 5,855 | 163,530 | |||
Kratos Defense & Security Solutions, Inc. (A) | 25,736 | 261,478 | |||
Maxar Technologies, Inc. | 15,067 | 282,054 |
207 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Aerospace and defense (continued) | |||||
Moog, Inc., Class A | 5,848 | $ | 411,407 | ||
National Presto Industries, Inc. | 1,149 | 74,742 | |||
Park Aerospace Corp. | 4,636 | 51,181 | |||
Parsons Corp. (A) | 6,872 | 269,382 | |||
Rocket Lab USA, Inc. (A) | 44,623 | 181,616 | |||
Triumph Group, Inc. (A) | 13,423 | 115,304 | |||
V2X, Inc. (A) | 2,468 | 87,367 | |||
Virgin Galactic Holdings, Inc. (A)(B) | 47,439 | 223,438 | |||
3,804,216 | |||||
Air freight and logistics – 0.4% | |||||
Air Transport Services Group, Inc. (A) | 12,057 | 290,453 | |||
Atlas Air Worldwide Holdings, Inc. (A) | 5,680 | 542,838 | |||
Forward Air Corp. | 5,495 | 495,979 | |||
Hub Group, Inc., Class A (A) | 6,838 | 471,685 | |||
Radiant Logistics, Inc. (A) | 8,896 | 50,618 | |||
1,851,573 | |||||
Airlines – 0.3% | |||||
Allegiant Travel Company (A) | 3,137 | 228,938 | |||
Blade Air Mobility, Inc. (A) | 12,274 | 49,464 | |||
Frontier Group Holdings, Inc. (A) | 7,737 | 75,049 | |||
Hawaiian Holdings, Inc. (A) | 10,792 | 141,915 | |||
Joby Aviation, Inc. (A) | 52,258 | 226,277 | |||
SkyWest, Inc. (A) | 10,376 | 168,714 | |||
Spirit Airlines, Inc. | 22,481 | 423,092 | |||
Sun Country Airlines Holdings, Inc. (A) | 6,650 | 90,507 | |||
Wheels Up Experience, Inc. (A) | 35,771 | 41,137 | |||
1,445,093 | |||||
Building products – 1.2% | |||||
AAON, Inc. | 8,982 | 483,950 | |||
American Woodmark Corp. (A) | 3,586 | 157,282 | |||
Apogee Enterprises, Inc. | 4,657 | 177,991 | |||
Caesarstone, Ltd. | 5,833 | 54,305 | |||
CSW Industrials, Inc. | 3,018 | 361,556 | |||
Gibraltar Industries, Inc. (A) | 6,834 | 279,716 | |||
Griffon Corp. | 9,572 | 282,565 | |||
Insteel Industries, Inc. | 3,926 | 104,157 | |||
Janus International Group, Inc. (A) | 17,323 | 154,521 | |||
JELD-WEN Holding, Inc. (A) | 17,925 | 156,844 | |||
Masonite International Corp. (A) | 4,651 | 331,570 | |||
PGT Innovations, Inc. (A) | 12,311 | 258,039 | |||
Quanex Building Products Corp. | 7,048 | 127,992 | |||
Resideo Technologies, Inc. (A) | 29,772 | 567,454 | |||
Simpson Manufacturing Company, Inc. | 8,834 | 692,586 | |||
UFP Industries, Inc. | 12,432 | 897,093 | |||
View, Inc. (A)(B) | 25,908 | 34,717 | |||
Zurn Elkay Water Solutions Corp. | 25,443 | 623,354 | |||
5,745,692 | |||||
Commercial services and supplies – 1.3% | |||||
ABM Industries, Inc. | 13,699 | 523,713 | |||
ACCO Brands Corp. | 19,772 | 96,883 | |||
ACV Auctions, Inc., Class A (A) | 23,547 | 169,303 | |||
Aris Water Solution, Inc., Class A | 4,695 | 59,908 | |||
Brady Corp., Class A | 9,446 | 394,182 | |||
BrightView Holdings, Inc. (A) | 9,255 | 73,485 | |||
Casella Waste Systems, Inc., Class A (A) | 10,212 | 780,095 | |||
Cimpress PLC (A) | 3,756 | 91,947 | |||
CoreCivic, Inc. (A) | 25,021 | 221,186 | |||
Deluxe Corp. | 9,002 | 149,883 | |||
Ennis, Inc. | 5,655 | 113,835 | |||
Harsco Corp. (A) | 16,716 | 62,518 | |||
Healthcare Services Group, Inc. | 15,465 | 186,972 | |||
Heritage-Crystal Clean, Inc. (A) | 3,422 | 101,189 | |||
HNI Corp. | 8,706 | 230,796 | |||
Interface, Inc. | 12,610 | 113,364 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Commercial services and supplies (continued) | |||||
KAR Auction Services, Inc. (A) | 24,832 | $ | 277,373 | ||
Kimball International, Inc., Class B | 9,725 | 61,170 | |||
Li-Cycle Holdings Corp. (A)(B) | 27,670 | 147,204 | |||
Matthews International Corp., Class A | 6,376 | 142,886 | |||
MillerKnoll, Inc. | 15,734 | 245,450 | |||
Montrose Environmental Group, Inc. (A) | 5,782 | 194,564 | |||
Pitney Bowes, Inc. | 36,654 | 85,404 | |||
SP Plus Corp. (A) | 4,868 | 152,466 | |||
Steelcase, Inc., Class A | 18,266 | 119,094 | |||
The Brink's Company | 9,496 | 459,986 | |||
The GEO Group, Inc. (A) | 24,328 | 187,326 | |||
UniFirst Corp. | 2,997 | 504,185 | |||
Viad Corp. (A) | 4,427 | 139,805 | |||
VSE Corp. | 2,392 | 84,677 | |||
6,170,849 | |||||
Construction and engineering – 1.4% | |||||
Ameresco, Inc., Class A (A) | 6,537 | 434,580 | |||
API Group Corp. (A) | 42,682 | 566,390 | |||
Arcosa, Inc. | 9,882 | 565,053 | |||
Argan, Inc. | 2,958 | 95,159 | |||
Comfort Systems USA, Inc. | 7,270 | 707,589 | |||
Construction Partners, Inc., Class A (A) | 8,498 | 222,903 | |||
Dycom Industries, Inc. (A) | 5,951 | 568,499 | |||
EMCOR Group, Inc. | 10,312 | 1,190,830 | |||
Fluor Corp. (A) | 29,371 | 731,044 | |||
Granite Construction, Inc. | 9,408 | 238,869 | |||
Great Lakes Dredge & Dock Corp. (A) | 13,589 | 103,005 | |||
IES Holdings, Inc. (A) | 2,028 | 56,013 | |||
Infrastructure and Energy Alternatives, Inc. (A) | 7,013 | 94,956 | |||
MYR Group, Inc. (A) | 3,454 | 292,657 | |||
Northwest Pipe Company (A) | 2,228 | 62,607 | |||
NV5 Global, Inc. (A) | 2,792 | 345,705 | |||
Primoris Services Corp. | 11,014 | 178,978 | |||
Sterling Infrastructure, Inc. (A) | 6,062 | 130,151 | |||
Tutor Perini Corp. (A) | 9,240 | 51,005 | |||
6,635,993 | |||||
Electrical equipment – 1.4% | |||||
Allied Motion Technologies, Inc. | 3,191 | 91,326 | |||
Array Technologies, Inc. (A) | 31,165 | 516,716 | |||
Atkore, Inc. (A) | 8,835 | 687,451 | |||
AZZ, Inc. | 5,010 | 182,915 | |||
Babcock & Wilcox Enterprises, Inc. (A) | 13,670 | 87,215 | |||
Blink Charging Company (A)(B) | 7,778 | 137,826 | |||
Bloom Energy Corp., Class A (A) | 33,608 | 671,824 | |||
Encore Wire Corp. | 3,899 | 450,490 | |||
Energy Vault Holdings, Inc. (A) | 5,573 | 29,425 | |||
EnerSys | 8,406 | 488,977 | |||
Enovix Corp. (A)(B) | 22,580 | 414,004 | |||
ESS Tech, Inc. (A)(B) | 18,052 | 73,833 | |||
Fluence Energy, Inc. (A)(B) | 8,000 | 116,720 | |||
FTC Solar, Inc. (A) | 9,586 | 28,375 | |||
FuelCell Energy, Inc. (A)(B) | 76,723 | 261,625 | |||
GrafTech International, Ltd. | 40,495 | 174,533 | |||
NuScale Power Corp. (A) | 4,452 | 51,999 | |||
Powell Industries, Inc. | 2,092 | 44,099 | |||
Shoals Technologies Group, Inc., Class A (A) | 23,114 | 498,107 | |||
Stem, Inc. (A) | 29,872 | 398,492 | |||
SunPower Corp. (A) | 16,985 | 391,334 | |||
Thermon Group Holdings, Inc. (A) | 7,355 | 113,341 | |||
TPI Composites, Inc. (A) | 8,008 | 90,330 |
208 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electrical equipment (continued) | |||||
Vicor Corp. (A) | 4,562 | $ | 269,797 | ||
6,270,754 | |||||
Industrial conglomerates – 0.0% | |||||
Brookfield Business Corp., Class A | 5,506 | 121,683 | |||
Machinery – 3.5% | |||||
Alamo Group, Inc. | 2,001 | 244,662 | |||
Albany International Corp., Class A | 6,494 | 511,922 | |||
Altra Industrial Motion Corp. | 13,434 | 451,651 | |||
Astec Industries, Inc. | 4,763 | 148,558 | |||
Barnes Group, Inc. | 10,020 | 289,378 | |||
Chart Industries, Inc. (A) | 7,528 | 1,387,787 | |||
CIRCOR International, Inc. (A) | 4,339 | 71,550 | |||
Columbus McKinnon Corp. | 5,886 | 153,978 | |||
Desktop Metal, Inc., Class A (A)(B) | 55,809 | 144,545 | |||
Douglas Dynamics, Inc. | 4,699 | 131,666 | |||
Energy Recovery, Inc. (A) | 11,645 | 253,162 | |||
Enerpac Tool Group Corp. | 12,583 | 224,355 | |||
EnPro Industries, Inc. | 4,218 | 358,446 | |||
ESCO Technologies, Inc. | 5,224 | 383,651 | |||
Evoqua Water Technologies Corp. (A) | 24,287 | 803,171 | |||
Federal Signal Corp. | 12,123 | 452,430 | |||
Franklin Electric Company, Inc. | 9,416 | 769,381 | |||
Helios Technologies, Inc. | 6,654 | 336,692 | |||
Hillenbrand, Inc. | 14,770 | 542,354 | |||
Hillman Solutions Corp. (A) | 27,884 | 210,245 | |||
Hydrofarm Holdings Group, Inc. (A) | 9,802 | 19,016 | |||
Hyliion Holdings Corp. (A) | 28,323 | 81,287 | |||
Hyster-Yale Materials Handling, Inc. | 2,433 | 52,334 | |||
Hyzon Motors, Inc. (A)(B) | 19,260 | 32,742 | |||
John Bean Technologies Corp. | 6,469 | 556,334 | |||
Kadant, Inc. | 2,338 | 390,002 | |||
Kennametal, Inc. | 16,879 | 347,370 | |||
Lindsay Corp. | 2,217 | 317,652 | |||
Luxfer Holdings PLC | 6,402 | 92,829 | |||
Markforged Holding Corp. (A) | 24,756 | 49,017 | |||
Microvast Holdings, Inc. (A) | 36,362 | 65,815 | |||
Miller Industries, Inc. | 2,576 | 54,843 | |||
Mueller Industries, Inc. | 11,364 | 675,476 | |||
Mueller Water Products, Inc., Class A | 31,681 | 325,364 | |||
Nikola Corp. (A) | 60,477 | 212,879 | |||
Omega Flex, Inc. | 665 | 61,592 | |||
Proterra, Inc. (A) | 46,187 | 230,011 | |||
Proto Labs, Inc. (A) | 5,746 | 209,327 | |||
RBC Bearings, Inc. (A) | 5,838 | 1,213,195 | |||
REV Group, Inc. | 7,542 | 83,188 | |||
Sarcos Technology and Robotics Corp. (A)(B) | 17,558 | 38,979 | |||
SPX Technologies, Inc. (A) | 9,113 | 503,220 | |||
Standex International Corp. | 2,379 | 194,245 | |||
Tennant Company | 3,734 | 211,195 | |||
Terex Corp. | 13,893 | 413,178 | |||
The Gorman-Rupp Company | 4,734 | 112,622 | |||
The Greenbrier Companies, Inc. | 6,453 | 156,614 | |||
The Manitowoc Company, Inc. (A) | 7,815 | 60,566 | |||
The Shyft Group, Inc. | 7,362 | 150,406 | |||
Titan International, Inc. (A) | 10,748 | 130,481 | |||
Trinity Industries, Inc. | 17,099 | 365,064 | |||
Wabash National Corp. | 10,213 | 158,914 | |||
Watts Water Technologies, Inc., Class A | 5,507 | 692,395 | |||
16,127,736 | |||||
Marine – 0.2% | |||||
Costamare, Inc. | 10,979 | 98,262 | |||
Eagle Bulk Shipping, Inc. | 2,771 | 119,652 | |||
Genco Shipping & Trading, Ltd. | 7,538 | 94,451 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Marine (continued) | |||||
Golden Ocean Group, Ltd. (B) | 25,259 | $ | 188,685 | ||
Matson, Inc. | 8,175 | 502,926 | |||
Safe Bulkers, Inc. | 15,872 | 39,204 | |||
1,043,180 | |||||
Professional services – 1.6% | |||||
Alight, Inc., Class A (A) | 69,991 | 513,034 | |||
ASGN, Inc. (A) | 10,285 | 929,455 | |||
Barrett Business Services, Inc. | 1,525 | 118,950 | |||
CBIZ, Inc. (A) | 10,067 | 430,666 | |||
CRA International, Inc. | 1,501 | 133,199 | |||
Exponent, Inc. | 10,550 | 924,919 | |||
First Advantage Corp. (A) | 12,204 | 156,577 | |||
Forrester Research, Inc. (A) | 2,393 | 86,172 | |||
Franklin Covey Company (A) | 2,718 | 123,370 | |||
Heidrick & Struggles International, Inc. | 4,063 | 105,597 | |||
HireRight Holdings Corp. (A) | 4,565 | 69,662 | |||
Huron Consulting Group, Inc. (A) | 4,337 | 287,326 | |||
ICF International, Inc. | 3,736 | 407,299 | |||
Insperity, Inc. | 7,437 | 759,243 | |||
Kelly Services, Inc., Class A | 7,361 | 100,036 | |||
Kforce, Inc. | 4,174 | 244,805 | |||
Korn Ferry | 10,933 | 513,304 | |||
Legalzoom.com, Inc. (A)(B) | 20,421 | 175,008 | |||
Planet Labs PBC (A) | 32,664 | 177,366 | |||
Red Violet, Inc. (A)(B) | 2,309 | 39,992 | |||
Resources Connection, Inc. | 6,831 | 123,436 | |||
Skillsoft Corp. (A)(B) | 17,699 | 32,389 | |||
Spire Global, Inc. (A) | 30,965 | 33,442 | |||
Sterling Check Corp. (A) | 5,064 | 89,329 | |||
TriNet Group, Inc. (A) | 7,672 | 546,400 | |||
TrueBlue, Inc. (A) | 6,858 | 130,851 | |||
Upwork, Inc. (A) | 24,782 | 337,531 | |||
Willdan Group, Inc. (A) | 2,694 | 39,898 | |||
7,629,256 | |||||
Road and rail – 0.6% | |||||
ArcBest Corp. | 5,045 | 366,923 | |||
Covenant Logistics Group, Inc. | 2,629 | 75,452 | |||
Daseke, Inc. (A) | 9,289 | 50,253 | |||
Heartland Express, Inc. | 9,381 | 134,242 | |||
Marten Transport, Ltd. | 12,041 | 230,706 | |||
P.A.M. Transportation Services, Inc. (A) | 1,621 | 50,186 | |||
Saia, Inc. (A) | 5,448 | 1,035,120 | |||
TuSimple Holdings, Inc., Class A (A) | 29,088 | 221,069 | |||
Universal Logistics Holdings, Inc. | 1,677 | 53,194 | |||
Werner Enterprises, Inc. | 13,110 | 492,936 | |||
2,710,081 | |||||
Trading companies and distributors – 1.5% | |||||
Alta Equipment Group, Inc. | 5,146 | 56,657 | |||
Applied Industrial Technologies, Inc. | 7,815 | 803,226 | |||
Beacon Roofing Supply, Inc. (A) | 11,145 | 609,854 | |||
BlueLinx Holdings, Inc. (A) | 1,952 | 121,219 | |||
Boise Cascade Company | 8,056 | 479,010 | |||
Custom Truck One Source, Inc. (A) | 12,773 | 74,467 | |||
Distribution Solutions Group, Inc. (A) | 1,118 | 31,494 | |||
DXP Enterprises, Inc. (A) | 3,336 | 78,996 | |||
GATX Corp. | 7,213 | 614,187 | |||
Global Industrial Company | 2,775 | 74,453 | |||
GMS, Inc. (A) | 8,925 | 357,089 | |||
H&E Equipment Services, Inc. | 6,664 | 188,858 | |||
Herc Holdings, Inc. | 5,276 | 548,071 | |||
Hudson Technologies, Inc. (A) | 9,355 | 68,759 | |||
McGrath RentCorp | 4,875 | 408,818 | |||
MRC Global, Inc. (A) | 17,421 | 125,257 | |||
NOW, Inc. (A) | 23,121 | 232,366 |
209 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Trading companies and distributors (continued) | |||||
Rush Enterprises, Inc., Class A | 7,855 | $ | 344,520 | ||
Rush Enterprises, Inc., Class B | 2,250 | 107,798 | |||
Textainer Group Holdings, Ltd. | 9,454 | 253,934 | |||
Titan Machinery, Inc. (A) | 4,352 | 122,988 | |||
Transcat, Inc. (A) | 1,502 | 113,686 | |||
Triton International, Ltd. | 12,923 | 707,276 | |||
Veritiv Corp. (A) | 3,001 | 293,408 | |||
6,816,391 | |||||
66,372,497 | |||||
Information technology – 12.2% | |||||
Communications equipment – 0.9% | |||||
ADTRAN Holdings, Inc. | 10,195 | 199,618 | |||
Aviat Networks, Inc. (A) | 2,520 | 68,998 | |||
Calix, Inc. (A) | 11,686 | 714,482 | |||
Cambium Networks Corp. (A) | 2,619 | 44,313 | |||
Clearfield, Inc. (A) | 2,449 | 256,263 | |||
CommScope Holding Company, Inc. (A) | 42,542 | 391,812 | |||
Comtech Telecommunications Corp. | 6,033 | 60,390 | |||
Digi International, Inc. (A) | 7,140 | 246,830 | |||
DZS, Inc. (A) | 3,896 | 44,025 | |||
Extreme Networks, Inc. (A) | 26,478 | 346,067 | |||
Harmonic, Inc. (A) | 19,069 | 249,232 | |||
Infinera Corp. (A) | 39,580 | 191,567 | |||
NETGEAR, Inc. (A) | 6,102 | 122,284 | |||
NetScout Systems, Inc. (A) | 14,442 | 452,323 | |||
Ondas Holdings, Inc. (A) | 7,626 | 28,216 | |||
Ribbon Communications, Inc. (A) | 16,984 | 37,704 | |||
Viavi Solutions, Inc. (A) | 46,436 | 605,990 | |||
4,060,114 | |||||
Electronic equipment, instruments and components – 2.2% | |||||
908 Devices, Inc. (A) | 4,691 | 77,167 | |||
Advanced Energy Industries, Inc. | 7,686 | 594,973 | |||
Aeva Technologies, Inc. (A) | 21,314 | 39,857 | |||
Akoustis Technologies, Inc. (A)(B) | 13,130 | 38,996 | |||
Arlo Technologies, Inc. (A) | 18,089 | 83,933 | |||
Badger Meter, Inc. | 5,929 | 547,780 | |||
Belden, Inc. | 8,979 | 538,920 | |||
Benchmark Electronics, Inc. | 7,049 | 174,674 | |||
CTS Corp. | 6,475 | 269,684 | |||
ePlus, Inc. (A) | 5,402 | 224,399 | |||
Evolv Technologies Holdings, Inc. (A) | 19,127 | 40,549 | |||
Fabrinet (A) | 7,533 | 719,025 | |||
FARO Technologies, Inc. (A) | 3,885 | 106,604 | |||
Focus Universal, Inc. (A)(B) | 3,896 | 36,544 | |||
Identiv, Inc. (A) | 5,066 | 63,528 | |||
Insight Enterprises, Inc. (A) | 6,382 | 525,941 | |||
Itron, Inc. (A) | 9,314 | 392,213 | |||
Kimball Electronics, Inc. (A) | 5,136 | 88,082 | |||
Knowles Corp. (A) | 17,930 | 218,208 | |||
Lightwave Logic, Inc. (A)(B) | 23,863 | 175,154 | |||
Methode Electronics, Inc. | 7,265 | 269,895 | |||
MicroVision, Inc. (A) | 35,064 | 126,581 | |||
Mirion Technologies, Inc. (A) | 28,624 | 213,821 | |||
Napco Security Technologies, Inc. (A) | 6,285 | 182,768 | |||
nLight, Inc. (A) | 9,569 | 90,427 | |||
Novanta, Inc. (A) | 7,254 | 838,925 | |||
OSI Systems, Inc. (A) | 3,226 | 232,466 | |||
Ouster, Inc. (A)(B) | 30,294 | 29,185 | |||
PAR Technology Corp. (A)(B) | 5,554 | 164,010 | |||
PC Connection, Inc. | 2,211 | 99,694 | |||
Plexus Corp. (A) | 5,534 | 484,557 | |||
Rogers Corp. (A) | 3,817 | 923,256 | |||
Sanmina Corp. (A) | 12,179 | 561,208 | |||
ScanSource, Inc. (A) | 5,239 | 138,362 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electronic equipment, instruments and components (continued) | |||||
SmartRent, Inc. (A)(B) | 25,153 | $ | 57,097 | ||
TTM Technologies, Inc. (A) | 20,645 | 272,101 | |||
Velodyne Lidar, Inc. (A) | 44,203 | 41,865 | |||
Vishay Intertechnology, Inc. | 26,715 | 475,260 | |||
Vishay Precision Group, Inc. (A) | 2,739 | 81,047 | |||
10,238,756 | |||||
IT services – 2.0% | |||||
AvidXchange Holdings, Inc. (A) | 30,570 | 257,399 | |||
BigCommerce Holdings, Inc., Series 1 (A) | 13,305 | 196,914 | |||
Brightcove, Inc. (A) | 9,820 | 61,866 | |||
Cantaloupe, Inc. (A) | 13,711 | 47,714 | |||
Cass Information Systems, Inc. | 2,962 | 102,752 | |||
Cerberus Cyber Sentinel Corp. (A) | 10,178 | 30,025 | |||
Conduent, Inc. (A) | 36,166 | 120,794 | |||
Core Scientific, Inc. (A) | 46,599 | 60,579 | |||
CSG Systems International, Inc. | 6,522 | 344,883 | |||
Cyxtera Technologies, Inc. (A) | 9,000 | 36,720 | |||
DigitalOcean Holdings, Inc. (A) | 15,700 | 567,869 | |||
Edgio, Inc. (A) | 30,244 | 84,078 | |||
EVERTEC, Inc. | 12,329 | 386,514 | |||
EVO Payments, Inc., Class A (A) | 9,810 | 326,673 | |||
ExlService Holdings, Inc. (A) | 6,631 | 977,144 | |||
Fastly, Inc., Class A (A) | 23,123 | 211,807 | |||
Flywire Corp. (A) | 11,553 | 265,257 | |||
Grid Dynamics Holdings, Inc. (A) | 10,186 | 190,784 | |||
i3 Verticals, Inc., Class A (A) | 4,677 | 93,680 | |||
Information Services Group, Inc. | 8,913 | 42,426 | |||
International Money Express, Inc. (A) | 6,952 | 158,436 | |||
Marqeta, Inc., Class A (A) | 89,468 | 637,012 | |||
Maximus, Inc. | 12,530 | 725,111 | |||
MoneyGram International, Inc. (A) | 19,390 | 201,656 | |||
Paya Holdings, Inc. (A) | 18,483 | 112,931 | |||
Payoneer Global, Inc. (A) | 45,646 | 276,158 | |||
Paysafe, Ltd. (A) | 71,603 | 98,812 | |||
Perficient, Inc. (A) | 7,047 | 458,196 | |||
PFSweb, Inc. (A) | 4,074 | 37,970 | |||
Rackspace Technology, Inc. (A) | 12,797 | 52,212 | |||
Remitly Global, Inc. (A) | 17,822 | 198,181 | |||
Repay Holdings Corp. (A) | 18,420 | 130,045 | |||
Sabre Corp. (A) | 67,549 | 347,877 | |||
SolarWinds Corp. (A) | 10,212 | 79,143 | |||
Squarespace, Inc., Class A (A) | 6,635 | 141,724 | |||
StoneCo, Ltd., Class A (A) | 57,177 | 544,897 | |||
The Hackett Group, Inc. | 5,816 | 103,060 | |||
TTEC Holdings, Inc. | 3,876 | 171,746 | |||
Tucows, Inc., Class A (A) | 2,183 | 81,666 | |||
Unisys Corp. (A) | 13,676 | 103,254 | |||
Verra Mobility Corp. (A) | 30,017 | 461,361 | |||
9,527,326 | |||||
Semiconductors and semiconductor equipment – 2.3% | |||||
ACM Research, Inc., Class A (A) | 10,111 | 125,983 | |||
Alpha & Omega Semiconductor, Ltd. (A) | 4,616 | 141,988 | |||
Ambarella, Inc. (A) | 7,501 | 421,406 | |||
Amkor Technology, Inc. | 20,817 | 354,930 | |||
Atomera, Inc. (A)(B) | 4,844 | 49,070 | |||
Axcelis Technologies, Inc. (A) | 6,746 | 408,538 | |||
AXT, Inc. (A) | 9,997 | 66,980 | |||
CEVA, Inc. (A) | 4,855 | 127,347 | |||
Cohu, Inc. (A) | 9,907 | 255,402 | |||
Credo Technology Group Holding, Ltd. (A) | 5,037 | 55,407 | |||
CyberOptics Corp. (A) | 1,660 | 89,275 | |||
Diodes, Inc. (A) | 9,098 | 590,551 |
210 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Semiconductors and semiconductor equipment (continued) | |||||
Entegris, Inc. | 2,626 | $ | 218,011 | ||
FormFactor, Inc. (A) | 16,046 | 401,952 | |||
Ichor Holdings, Ltd. (A) | 5,907 | 143,008 | |||
Impinj, Inc. (A) | 4,381 | 350,611 | |||
Indie Semiconductor, Inc., Class A (A) | 21,361 | 156,363 | |||
Kulicke & Soffa Industries, Inc. | 11,870 | 457,351 | |||
MACOM Technology Solutions Holdings, Inc. (A) | 10,372 | 537,166 | |||
MaxLinear, Inc. (A) | 14,828 | 483,689 | |||
Onto Innovation, Inc. (A) | 10,171 | 651,453 | |||
PDF Solutions, Inc. (A) | 6,364 | 156,109 | |||
Photronics, Inc. (A) | 12,416 | 181,522 | |||
Power Integrations, Inc. | 11,822 | 760,391 | |||
Rambus, Inc. (A) | 22,514 | 572,306 | |||
Rockley Photonics Holdings, Ltd. (A) | 23,602 | 16,760 | |||
Semtech Corp. (A) | 12,982 | 381,801 | |||
Silicon Laboratories, Inc. (A) | 7,422 | 916,172 | |||
SiTime Corp. (A) | 3,296 | 259,494 | |||
SMART Global Holdings, Inc. (A) | 10,098 | 160,255 | |||
Synaptics, Inc. (A) | 8,143 | 806,238 | |||
Ultra Clean Holdings, Inc. (A) | 9,340 | 240,505 | |||
Veeco Instruments, Inc. (A) | 10,377 | 190,107 | |||
10,728,141 | |||||
Software – 4.5% | |||||
8x8, Inc. (A) | 23,210 | 80,075 | |||
A10 Networks, Inc. | 13,659 | 181,255 | |||
ACI Worldwide, Inc. (A) | 23,516 | 491,484 | |||
Agilysys, Inc. (A) | 4,123 | 228,208 | |||
Alarm.com Holdings, Inc. (A) | 9,881 | 640,882 | |||
Alkami Technology, Inc. (A)(B) | 7,689 | 115,719 | |||
Altair Engineering, Inc., Class A (A) | 10,671 | 471,872 | |||
American Software, Inc., Class A | 6,763 | 103,609 | |||
Amplitude, Inc., Class A (A)(B) | 11,645 | 180,148 | |||
Appfolio, Inc., Class A (A) | 3,940 | 412,597 | |||
Appian Corp., Class A (A) | 8,312 | 339,379 | |||
Asana, Inc., Class A (A) | 15,247 | 338,941 | |||
Avaya Holdings Corp. (A)(B) | 18,491 | 29,401 | |||
AvePoint, Inc. (A)(B) | 27,339 | 109,629 | |||
Benefitfocus, Inc. (A) | 5,957 | 37,827 | |||
Blackbaud, Inc. (A) | 9,536 | 420,156 | |||
Blackline, Inc. (A) | 11,362 | 680,584 | |||
Blend Labs, Inc., Class A (A) | 39,647 | 87,620 | |||
Box, Inc., Class A (A) | 26,473 | 645,676 | |||
BTRS Holdings, Inc., Class 1 (A) | 21,439 | 198,525 | |||
C3.ai, Inc., Class A (A)(B) | 14,216 | 177,700 | |||
Cerence, Inc. (A) | 8,220 | 129,465 | |||
ChannelAdvisor Corp. (A) | 6,421 | 145,500 | |||
Cleanspark, Inc. (A)(B) | 9,417 | 29,946 | |||
Clear Secure, Inc., Class A (A) | 12,888 | 294,620 | |||
CommVault Systems, Inc. (A) | 9,108 | 483,088 | |||
Consensus Cloud Solutions, Inc. (A) | 3,346 | 158,266 | |||
Couchbase, Inc. (A) | 5,701 | 81,353 | |||
CS Disco, Inc. (A) | 4,778 | 47,780 | |||
Cvent Holding Corp. (A) | 17,906 | 94,007 | |||
Digimarc Corp. (A)(B) | 3,281 | 44,458 | |||
Digital Turbine, Inc. (A) | 19,094 | 275,145 | |||
Domo, Inc., Class B (A) | 6,382 | 114,812 | |||
Duck Creek Technologies, Inc. (A) | 16,019 | 189,825 | |||
E2open Parent Holdings, Inc. (A)(B) | 41,215 | 250,175 | |||
Ebix, Inc. | 5,848 | 110,937 | |||
eGain Corp. (A) | 4,892 | 35,956 | |||
Enfusion, Inc., Class A (A) | 5,648 | 69,696 | |||
EngageSmart, Inc. (A) | 7,290 | 150,830 | |||
Envestnet, Inc. (A) | 11,249 | 499,456 | |||
Everbridge, Inc. (A) | 8,188 | 252,845 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Software (continued) | |||||
EverCommerce, Inc. (A) | 5,393 | $ | 58,945 | ||
Instructure Holdings, Inc. (A) | 3,728 | 83,060 | |||
Intapp, Inc. (A) | 3,140 | 58,624 | |||
InterDigital, Inc. | 6,344 | 256,424 | |||
IronNet, Inc. (A) | 14,993 | 10,330 | |||
KnowBe4, Inc., Class A (A) | 15,043 | 313,045 | |||
LivePerson, Inc. (A) | 14,641 | 137,918 | |||
LiveRamp Holdings, Inc. (A) | 13,907 | 252,551 | |||
Marathon Digital Holdings, Inc. (A)(B) | 21,180 | 226,838 | |||
Matterport, Inc. (A) | 45,628 | 172,930 | |||
MeridianLink, Inc. (A) | 4,922 | 80,130 | |||
MicroStrategy, Inc., Class A (A)(B) | 1,947 | 413,270 | |||
Mitek Systems, Inc. (A) | 9,209 | 84,354 | |||
Model N, Inc. (A) | 7,509 | 257,033 | |||
Momentive Global, Inc. (A) | 27,583 | 160,257 | |||
N-able, Inc. (A) | 14,243 | 131,463 | |||
Olo, Inc., Class A (A) | 18,701 | 147,738 | |||
ON24, Inc. (A) | 8,786 | 77,317 | |||
OneSpan, Inc. (A) | 8,827 | 76,000 | |||
PagerDuty, Inc. (A) | 17,567 | 405,271 | |||
Ping Identity Holding Corp. (A) | 15,981 | 448,587 | |||
Progress Software Corp. | 8,894 | 378,440 | |||
PROS Holdings, Inc. (A) | 8,533 | 210,765 | |||
Q2 Holdings, Inc. (A) | 11,527 | 371,169 | |||
Qualys, Inc. (A) | 8,008 | 1,116,235 | |||
Rapid7, Inc. (A) | 11,957 | 512,955 | |||
Rimini Street, Inc. (A) | 10,746 | 50,076 | |||
Riot Blockchain, Inc. (A)(B) | 24,566 | 172,208 | |||
Sapiens International Corp. NV | 6,413 | 123,001 | |||
ShotSpotter, Inc. (A) | 1,973 | 56,743 | |||
Sprout Social, Inc., Class A (A) | 9,494 | 576,096 | |||
SPS Commerce, Inc. (A) | 7,432 | 923,277 | |||
Sumo Logic, Inc. (A) | 18,322 | 137,415 | |||
Telos Corp. (A) | 11,552 | 102,697 | |||
Tenable Holdings, Inc. (A) | 22,595 | 786,306 | |||
Upland Software, Inc. (A) | 6,287 | 51,113 | |||
UserTesting, Inc. (A) | 10,441 | 40,929 | |||
Varonis Systems, Inc. (A) | 22,434 | 594,950 | |||
Verint Systems, Inc. (A) | 13,009 | 436,842 | |||
Veritone, Inc. (A)(B) | 7,221 | 40,654 | |||
WM Technology, Inc. (A) | 15,743 | 25,346 | |||
Workiva, Inc. (A) | 9,809 | 763,140 | |||
Xperi Holdings Corp. | 21,543 | 304,618 | |||
Yext, Inc. (A) | 25,472 | 113,605 | |||
Zuora, Inc., Class A (A) | 23,572 | 173,961 | |||
21,344,073 | |||||
Technology hardware, storage and peripherals – 0.3% | |||||
3D Systems Corp. (A) | 26,091 | 208,206 | |||
Avid Technology, Inc. (A) | 7,529 | 175,125 | |||
Corsair Gaming, Inc. (A) | 8,087 | 91,787 | |||
Eastman Kodak Company (A)(B) | 13,094 | 60,101 | |||
IonQ, Inc. (A) | 24,879 | 126,137 | |||
Super Micro Computer, Inc. (A) | 9,381 | 516,612 | |||
Turtle Beach Corp. (A) | 3,489 | 23,795 | |||
Xerox Holdings Corp. | 23,477 | 307,079 | |||
1,508,842 | |||||
57,407,252 | |||||
Materials – 3.8% | |||||
Chemicals – 2.0% | |||||
AdvanSix, Inc. | 5,606 | 179,953 | |||
American Vanguard Corp. | 6,135 | 114,725 | |||
Amyris, Inc. (A)(B) | 43,099 | 125,849 | |||
Aspen Aerogels, Inc. (A) | 6,087 | 56,122 | |||
Avient Corp. | 18,638 | 564,731 |
211 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Chemicals (continued) | |||||
Balchem Corp. | 6,453 | $ | 784,556 | ||
Cabot Corp. | 11,388 | 727,579 | |||
Chase Corp. | 1,535 | 128,280 | |||
Danimer Scientific, Inc. (A)(B) | 19,199 | 56,637 | |||
Diversey Holdings, Ltd. (A) | 16,612 | 80,734 | |||
Ecovyst, Inc. (A) | 13,462 | 113,619 | |||
FutureFuel Corp. | 6,470 | 39,079 | |||
Hawkins, Inc. | 4,013 | 156,467 | |||
HB Fuller Company | 10,783 | 648,058 | |||
Ingevity Corp. (A) | 7,995 | 484,737 | |||
Innospec, Inc. | 4,993 | 427,750 | |||
Intrepid Potash, Inc. (A) | 2,342 | 92,673 | |||
Koppers Holdings, Inc. | 4,459 | 92,658 | |||
Kronos Worldwide, Inc. | 4,674 | 43,655 | |||
Livent Corp. (A) | 33,351 | 1,022,208 | |||
LSB Industries, Inc. (A) | 6,791 | 96,772 | |||
Mativ Holdings, Inc. | 11,290 | 249,283 | |||
Minerals Technologies, Inc. | 6,603 | 326,254 | |||
Origin Materials, Inc. (A) | 22,706 | 117,163 | |||
Orion Engineered Carbons SA | 12,542 | 167,436 | |||
Perimeter Solutions SA (A) | 25,544 | 204,607 | |||
PureCycle Technologies, Inc. (A)(B) | 22,279 | 179,792 | |||
Quaker Chemical Corp. | 2,780 | 401,376 | |||
Sensient Technologies Corp. | 8,465 | 586,963 | |||
Stepan Company | 4,260 | 399,034 | |||
Tredegar Corp. | 6,187 | 58,405 | |||
Trinseo PLC | 7,370 | 135,018 | |||
Tronox Holdings PLC | 24,127 | 295,556 | |||
9,157,729 | |||||
Construction materials – 0.1% | |||||
Summit Materials, Inc., Class A (A) | 24,466 | 586,205 | |||
United States Lime & Minerals, Inc. | 468 | 47,830 | |||
634,035 | |||||
Containers and packaging – 0.3% | |||||
Cryptyde, Inc. (A) | 3,899 | 2,701 | |||
Greif, Inc., Class A | 5,074 | 302,258 | |||
Greif, Inc., Class B | 1,201 | 73,021 | |||
Myers Industries, Inc. | 7,615 | 125,419 | |||
O-I Glass, Inc. (A) | 32,072 | 415,332 | |||
Pactiv Evergreen, Inc. | 9,056 | 79,059 | |||
Ranpak Holdings Corp. (A) | 9,614 | 32,880 | |||
TriMas Corp. | 8,646 | 216,755 | |||
1,247,425 | |||||
Metals and mining – 1.3% | |||||
1911 Gold Corp. (A) | 5,045 | 384 | |||
5E Advanced Materials, Inc. (A) | 6,870 | 69,799 | |||
Alpha Metallurgical Resources, Inc. | 3,675 | 502,887 | |||
Arconic Corp. (A) | 21,769 | 370,944 | |||
ATI, Inc. (A) | 25,508 | 678,768 | |||
Carpenter Technology Corp. | 9,947 | 309,750 | |||
Century Aluminum Company (A) | 11,076 | 58,481 | |||
Coeur Mining, Inc. (A) | 57,649 | 197,160 | |||
Commercial Metals Company | 24,667 | 875,185 | |||
Compass Minerals International, Inc. | 7,108 | 273,871 | |||
Constellium SE (A) | 25,494 | 258,509 | |||
Dakota Gold Corp. (A) | 13,542 | 41,303 | |||
Ferroglobe PLC (A)(C) | 17,737 | 0 | |||
Haynes International, Inc. | 2,710 | 95,175 | |||
Hecla Mining Company | 110,229 | 434,302 | |||
Hycroft Mining Holding Corp. (A) | 37,389 | 22,602 | |||
Kaiser Aluminum Corp. | 3,251 | 199,449 | |||
Materion Corp. | 4,170 | 333,600 | |||
Novagold Resources, Inc. (A) | 49,093 | 230,246 | |||
Olympic Steel, Inc. | 2,108 | 48,083 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Metals and mining (continued) | |||||
Pan American Silver Corp., CVR (A) | 88,114 | $ | 50,754 | ||
Piedmont Lithium, Inc. (A) | 3,604 | 192,778 | |||
Ramaco Resources, Inc. | 4,893 | 45,016 | |||
Ryerson Holding Corp. | 3,480 | 89,575 | |||
Schnitzer Steel Industries, Inc., Class A | 5,343 | 152,062 | |||
SunCoke Energy, Inc. | 17,201 | 99,938 | |||
TimkenSteel Corp. (A) | 9,620 | 144,204 | |||
Warrior Met Coal, Inc. | 10,470 | 297,767 | |||
Worthington Industries, Inc. | 6,446 | 245,850 | |||
6,318,442 | |||||
Paper and forest products – 0.1% | |||||
Clearwater Paper Corp. (A) | 3,530 | 132,728 | |||
Glatfelter Corp. | 9,969 | 31,004 | |||
Resolute Forest Products, Inc. (A) | 9,492 | 189,840 | |||
Sylvamo Corp. | 7,241 | 245,470 | |||
599,042 | |||||
17,956,673 | |||||
Real estate – 6.2% | |||||
Equity real estate investment trusts – 5.6% | |||||
Acadia Realty Trust | 19,175 | 241,989 | |||
Agree Realty Corp. | 14,885 | 1,005,928 | |||
Alexander & Baldwin, Inc. | 15,015 | 248,949 | |||
Alexander's, Inc. | 380 | 79,405 | |||
American Assets Trust, Inc. | 10,044 | 258,332 | |||
Apartment Investment and Management Company, Class A | 31,510 | 230,023 | |||
Apple Hospitality REIT, Inc. | 43,987 | 618,457 | |||
Armada Hoffler Properties, Inc. | 14,067 | 146,015 | |||
Ashford Hospitality Trust, Inc. (A) | 8,341 | 56,802 | |||
Bluerock Residential Growth REIT, Inc. | 5,993 | 160,313 | |||
Braemar Hotels & Resorts, Inc. | 16,189 | 69,613 | |||
Brandywine Realty Trust | 34,488 | 232,794 | |||
Broadstone Net Lease, Inc. | 34,609 | 537,478 | |||
BRT Apartments Corp. | 2,769 | 56,238 | |||
CareTrust REIT, Inc. | 19,900 | 360,389 | |||
CBL & Associates Properties, Inc. | 5,862 | 150,126 | |||
Centerspace | 3,153 | 212,260 | |||
Chatham Lodging Trust (A) | 10,768 | 106,280 | |||
City Office REIT, Inc. | 8,917 | 88,902 | |||
Community Healthcare Trust, Inc. | 4,869 | 159,460 | |||
Corporate Office Properties Trust | 22,844 | 530,666 | |||
CTO Realty Growth, Inc. | 4,047 | 75,841 | |||
DiamondRock Hospitality Company | 43,520 | 326,835 | |||
Diversified Healthcare Trust | 54,192 | 53,656 | |||
Easterly Government Properties, Inc. | 18,297 | 288,544 | |||
Empire State Realty Trust, Inc., Class A | 28,779 | 188,790 | |||
Equity Commonwealth | 21,471 | 523,034 | |||
Essential Properties Realty Trust, Inc. | 26,675 | 518,829 | |||
Farmland Partners, Inc. | 9,604 | 121,683 | |||
Four Corners Property Trust, Inc. | 16,234 | 392,700 | |||
Franklin Street Properties Corp. | 22,306 | 58,665 | |||
Getty Realty Corp. | 8,537 | 229,560 | |||
Gladstone Commercial Corp. | 8,265 | 128,108 | |||
Gladstone Land Corp. | 6,871 | 124,365 | |||
Global Medical REIT, Inc. | 12,731 | 108,468 | |||
Global Net Lease, Inc. | 21,345 | 227,324 | |||
Healthcare Realty Trust, Inc. | 30,765 | 641,450 | |||
Hersha Hospitality Trust, Class A | 7,283 | 58,118 | |||
Independence Realty Trust, Inc. | 45,319 | 758,187 | |||
Indus Realty Trust, Inc. | 1,183 | 61,954 | |||
Industrial Logistics Properties Trust | 13,625 | 74,938 | |||
Innovative Industrial Properties, Inc. | 5,702 | 504,627 | |||
InvenTrust Properties Corp. | 13,916 | 296,828 | |||
iStar, Inc. | 13,598 | 125,917 |
212 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Equity real estate investment trusts (continued) | |||||
Kite Realty Group Trust | 44,728 | $ | 770,216 | ||
LTC Properties, Inc. | 7,920 | 296,604 | |||
LXP Industrial Trust | 57,866 | 530,053 | |||
National Health Investors, Inc. | 8,966 | 506,848 | |||
Necessity Retail REIT, Inc. | 28,491 | 167,527 | |||
NETSTREIT Corp. | 9,815 | 174,805 | |||
NexPoint Residential Trust, Inc. | 4,719 | 218,065 | |||
Office Properties Income Trust | 10,135 | 142,397 | |||
One Liberty Properties, Inc. | 3,733 | 78,468 | |||
Orion Office REIT, Inc. | 12,183 | 106,601 | |||
Outfront Media, Inc. | 30,188 | 458,556 | |||
Paramount Group, Inc. | 38,618 | 240,590 | |||
Pebblebrook Hotel Trust | 26,794 | 388,781 | |||
Phillips Edison & Company, Inc. | 23,342 | 654,743 | |||
Physicians Realty Trust | 45,567 | 685,328 | |||
Piedmont Office Realty Trust, Inc., Class A | 24,947 | 263,440 | |||
Plymouth Industrial REIT, Inc. | 7,973 | 134,026 | |||
Postal Realty Trust, Inc., Class A | 4,161 | 61,042 | |||
PotlatchDeltic Corp. | 16,459 | 675,477 | |||
Retail Opportunity Investments Corp. | 24,907 | 342,720 | |||
RLJ Lodging Trust | 34,206 | 346,165 | |||
RPT Realty | 17,767 | 134,319 | |||
Ryman Hospitality Properties, Inc. | 11,060 | 813,905 | |||
Sabra Health Care REIT, Inc. | 47,510 | 623,331 | |||
Safehold, Inc. | 4,443 | 117,562 | |||
Saul Centers, Inc. | 2,554 | 95,775 | |||
Service Properties Trust | 36,040 | 187,048 | |||
SITE Centers Corp. | 40,092 | 429,385 | |||
STAG Industrial, Inc. | 36,813 | 1,046,594 | |||
Summit Hotel Properties, Inc. | 22,638 | 152,127 | |||
Sunstone Hotel Investors, Inc. | 44,070 | 415,139 | |||
Tanger Factory Outlet Centers, Inc. | 21,021 | 287,567 | |||
Terreno Realty Corp. | 15,154 | 803,010 | |||
The Macerich Company | 44,660 | 354,600 | |||
UMH Properties, Inc. | 10,538 | 170,189 | |||
Uniti Group, Inc. | 49,143 | 341,544 | |||
Universal Health Realty Income Trust | 2,670 | 115,371 | |||
Urban Edge Properties | 23,433 | 312,596 | |||
Urstadt Biddle Properties, Inc., Class A | 6,619 | 102,661 | |||
Veris Residential, Inc. (A) | 17,911 | 203,648 | |||
Washington Real Estate Investment Trust | 17,716 | 311,093 | |||
Whitestone REIT | 10,143 | 85,810 | |||
Xenia Hotels & Resorts, Inc. | 23,769 | 327,775 | |||
26,112,341 | |||||
Real estate management and development – 0.6% | |||||
Anywhere Real Estate, Inc. (A) | 24,014 | 194,754 | |||
Compass, Inc., Class A (A) | 55,004 | 127,609 | |||
Cushman & Wakefield PLC (A) | 32,648 | 373,820 | |||
DigitalBridge Group, Inc. | 30,705 | 384,120 | |||
Douglas Elliman, Inc. | 16,788 | 68,831 | |||
eXp World Holdings, Inc. (B) | 14,518 | 162,747 | |||
Forestar Group, Inc. (A) | 3,942 | 44,111 | |||
FRP Holdings, Inc. (A) | 1,489 | 80,942 | |||
Kennedy-Wilson Holdings, Inc. | 24,125 | 372,973 | |||
Marcus & Millichap, Inc. | 5,110 | 167,506 | |||
Newmark Group, Inc., Class A | 30,583 | 246,499 | |||
Offerpad Solutions, Inc. (A)(B) | 15,133 | 18,311 | |||
RE/MAX Holdings, Inc., Class A | 4,030 | 76,207 | |||
Redfin Corp. (A)(B) | 21,916 | 127,989 | |||
Seritage Growth Properties, Class A (A) | 10,451 | 94,268 | |||
Stratus Properties, Inc. | 1,455 | 33,902 | |||
Tejon Ranch Company (A) | 4,733 | 68,155 | |||
The RMR Group, Inc., Class A | 3,449 | 81,707 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Real estate management and development (continued) | |||||
The St. Joe Company | 7,060 | $ | 226,132 | ||
2,950,583 | |||||
29,062,924 | |||||
Utilities – 3.2% | |||||
Electric utilities – 0.7% | |||||
ALLETE, Inc. | 11,554 | 578,278 | |||
MGE Energy, Inc. | 7,475 | 490,584 | |||
Otter Tail Corp. | 8,412 | 517,506 | |||
PNM Resources, Inc. | 17,334 | 792,684 | |||
Portland General Electric Company | 18,187 | 790,407 | |||
3,169,459 | |||||
Gas utilities – 1.2% | |||||
Brookfield Infrastructure Corp., Class A | 20,210 | 822,547 | |||
Chesapeake Utilities Corp. | 3,557 | 410,442 | |||
New Jersey Resources Corp. | 19,814 | 766,802 | |||
Northwest Natural Holding Company | 7,043 | 305,525 | |||
ONE Gas, Inc. | 11,029 | 776,331 | |||
South Jersey Industries, Inc. | 25,211 | 842,552 | |||
Southwest Gas Holdings, Inc. | 13,367 | 932,348 | |||
Spire, Inc. | 10,378 | 646,861 | |||
5,503,408 | |||||
Independent power and renewable electricity producers – 0.5% | |||||
Altus Power, Inc. (A) | 9,483 | 104,408 | |||
Clearway Energy, Inc., Class A | 7,939 | 231,025 | |||
Clearway Energy, Inc., Class C | 16,259 | 517,849 | |||
Montauk Renewables, Inc. (A) | 13,632 | 237,742 | |||
Ormat Technologies, Inc. (B) | 9,229 | 795,540 | |||
Sunnova Energy International, Inc. (A) | 20,542 | 453,567 | |||
2,340,131 | |||||
Multi-utilities – 0.4% | |||||
Avista Corp. | 14,776 | 547,451 | |||
Black Hills Corp. | 13,229 | 896,000 | |||
NorthWestern Corp. | 11,062 | 545,135 | |||
Unitil Corp. | 3,399 | 157,884 | |||
2,146,470 | |||||
Water utilities – 0.4% | |||||
American States Water Company | 7,566 | 589,770 | |||
Artesian Resources Corp., Class A | 2,212 | 106,441 | |||
California Water Service Group | 11,068 | 583,173 | |||
Middlesex Water Company | 3,623 | 279,696 | |||
Pure Cycle Corp. (A) | 5,354 | 44,706 | |||
SJW Group | 5,587 | 321,811 | |||
The York Water Company | 3,328 | 127,895 | |||
2,053,492 | |||||
15,212,960 | |||||
TOTAL COMMON STOCKS (Cost $437,455,059) | $ | 447,192,461 | |||
WARRANTS – 0.0% | |||||
Nabors Industries, Ltd. (Expiration Date: 6-11-26; Strike Price: $166.67) (A) | 668 | 12,124 | |||
TOTAL WARRANTS (Cost $0) | $ | 12,124 |
213 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS – 5.8% | |||||
Short-term funds – 5.8% | |||||
John Hancock Collateral Trust, 3.0556% (D)(E) | 2,711,874 | $ | 27,097,041 | ||
TOTAL SHORT-TERM INVESTMENTS (Cost $27,100,460) | $ | 27,097,041 | |||
Total Investments (Small Cap Index Trust) (Cost $464,555,519) – 101.1% | $ | 474,301,626 | |||
Other assets and liabilities, net – (1.1%) | (5,389,595) | ||||
TOTAL NET ASSETS – 100.0% | $ | 468,912,031 |
Security Abbreviations and Legend | |
CVR | Contingent Value Right |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $11,321,790. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $5,280,319 in the form of U.S. Treasuries was pledged to the fund. |
(C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(D) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $6,607,989. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Russell 2000 E-Mini Index Futures | 258 | Long | Dec 2022 | $23,835,046 | $21,540,420 | $(2,294,626) |
$(2,294,626) |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 98.6% | |||||
Communication services – 1.9% | |||||
Diversified telecommunication services – 0.3% | |||||
ATN International, Inc. | 1,281 | $ | 49,408 | ||
Communications Systems, Inc. (A)(B) | 450 | 0 | |||
Consolidated Communications Holdings, Inc. (B) | 4,985 | 20,738 | |||
EchoStar Corp., Class A (B) | 4,430 | 72,962 | |||
Liberty Latin America, Ltd., Class A (B) | 4,204 | 26,023 | |||
Liberty Latin America, Ltd., Class C (B) | 11,346 | 69,778 | |||
Lumen Technologies, Inc. (C) | 22,539 | 164,084 | |||
402,993 | |||||
Entertainment – 0.2% | |||||
Ballantyne Strong, Inc. (B) | 1,114 | 2,306 | |||
IMAX Corp. (B) | 1,547 | 21,844 | |||
Lions Gate Entertainment Corp., Class A (B) | 5,809 | 43,161 | |||
Lions Gate Entertainment Corp., Class B (B) | 9,367 | 65,101 | |||
Madison Square Garden Entertainment Corp. (B) | 1,748 | 77,069 | |||
Reading International, Inc., Class A (B) | 1,100 | 3,619 | |||
The Marcus Corp. | 2,916 | 40,503 | |||
253,603 | |||||
Interactive media and services – 0.2% | |||||
Cars.com, Inc. (B) | 5,579 | 64,159 | |||
DHI Group, Inc. (B) | 5,212 | 28,041 | |||
QuinStreet, Inc. (B) | 1,887 | 19,814 | |||
TrueCar, Inc. (B) | 8,052 | 12,159 | |||
Yelp, Inc. (B) | 1,685 | 57,138 | |||
Ziff Davis, Inc. (B) | 654 | 44,786 | |||
226,097 | |||||
Media – 1.0% | |||||
AMC Networks, Inc., Class A (B) | 2,542 | 51,603 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Media (continued) | |||||
Audacy, Inc. (B) | 6,702 | $ | 2,588 | ||
Beasley Broadcast Group, Inc., Class A (B) | 502 | 542 | |||
Boston Omaha Corp., Class A (B) | 2,031 | 46,794 | |||
comScore, Inc. (B) | 2,845 | 4,694 | |||
Cumulus Media, Inc., Class A (B) | 1,193 | 8,387 | |||
Daily Journal Corp. (B) | 41 | 10,512 | |||
DallasNews Corp. | 1,059 | 4,914 | |||
Entravision Communications Corp., Class A | 5,075 | 20,148 | |||
Fluent, Inc. (B) | 5,600 | 7,560 | |||
Gannett Company, Inc. (B) | 12,679 | 19,399 | |||
Gray Television, Inc. | 6,546 | 93,739 | |||
John Wiley & Sons, Inc., Class A | 2,376 | 89,243 | |||
Loyalty Ventures, Inc. (B) | 909 | 1,100 | |||
Magnite, Inc. (B) | 2,807 | 18,442 | |||
News Corp., Class A | 16,001 | 241,775 | |||
News Corp., Class B | 7,988 | 123,175 | |||
Nexstar Media Group, Inc. | 1,859 | 310,174 | |||
Scholastic Corp. | 2,276 | 70,010 | |||
TEGNA, Inc. | 8,149 | 168,521 | |||
The E.W. Scripps Company, Class A (B) | 5,843 | 65,851 | |||
Thryv Holdings, Inc. (B) | 1,589 | 36,277 | |||
Urban One, Inc. (B) | 3,100 | 13,175 | |||
1,408,623 | |||||
Wireless telecommunication services – 0.2% | |||||
Shenandoah Telecommunications Company | 3,060 | 52,081 | |||
Spok Holdings, Inc. | 3,863 | 29,513 | |||
Telephone & Data Systems, Inc. | 7,131 | 99,121 | |||
United States Cellular Corp. (B) | 2,963 | 77,127 | |||
257,842 | |||||
2,549,158 |
214 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Consumer discretionary – 12.8% | |||||
Auto components – 2.1% | |||||
Adient PLC (B) | 6,695 | $ | 185,786 | ||
American Axle & Manufacturing Holdings, Inc. (B) | 7,735 | 52,830 | |||
Autoliv, Inc. | 2,042 | 136,058 | |||
BorgWarner, Inc. | 13,023 | 408,922 | |||
Cooper-Standard Holdings, Inc. (B) | 1,311 | 7,656 | |||
Dana, Inc. | 10,994 | 125,661 | |||
Dorman Products, Inc. (B) | 5,370 | 440,984 | |||
Fox Factory Holding Corp. (B) | 9,518 | 752,683 | |||
Gentherm, Inc. (B) | 162 | 8,056 | |||
LCI Industries | 1,051 | 106,634 | |||
Lear Corp. | 1,143 | 136,806 | |||
Modine Manufacturing Company (B) | 4,925 | 63,730 | |||
Motorcar Parts of America, Inc. (B) | 1,585 | 24,124 | |||
Patrick Industries, Inc. | 1,685 | 73,870 | |||
Standard Motor Products, Inc. | 1,901 | 61,783 | |||
Stoneridge, Inc. (B) | 1,672 | 28,340 | |||
Strattec Security Corp. (B) | 924 | 19,219 | |||
The Goodyear Tire & Rubber Company (B) | 19,283 | 194,565 | |||
2,827,707 | |||||
Automobiles – 0.3% | |||||
Harley-Davidson, Inc. | 3,482 | 121,452 | |||
Thor Industries, Inc. | 2,081 | 145,628 | |||
Winnebago Industries, Inc. | 2,220 | 118,126 | |||
385,206 | |||||
Distributors – 0.1% | |||||
Funko, Inc., Class A (B) | 2,763 | 55,868 | |||
Weyco Group, Inc. | 1,316 | 26,767 | |||
82,635 | |||||
Diversified consumer services – 1.2% | |||||
2U, Inc. (B) | 2,844 | 17,775 | |||
ADT, Inc. | 13,007 | 97,422 | |||
Adtalem Global Education, Inc. (B) | 3,782 | 137,854 | |||
American Public Education, Inc. (B) | 1,450 | 13,253 | |||
Graham Holdings Company, Class B | 347 | 186,679 | |||
Grand Canyon Education, Inc. (B) | 8,819 | 725,363 | |||
Laureate Education, Inc. | 7,829 | 82,596 | |||
Lincoln Educational Services Corp. (B) | 1,100 | 5,984 | |||
Perdoceo Education Corp. (B) | 5,378 | 55,393 | |||
Strategic Education, Inc. | 1,691 | 103,844 | |||
Stride, Inc. (B) | 2,888 | 121,383 | |||
Terminix Global Holdings, Inc. (B) | 2,263 | 86,650 | |||
Universal Technical Institute, Inc. (B) | 3,087 | 16,793 | |||
1,650,989 | |||||
Hotels, restaurants and leisure – 1.3% | |||||
Ark Restaurants Corp. | 64 | 1,190 | |||
Biglari Holdings, Inc., Class A (B) | 3 | 1,740 | |||
Biglari Holdings, Inc., Class B (B) | 102 | 11,791 | |||
BJ's Restaurants, Inc. (B) | 1,440 | 34,344 | |||
Carrols Restaurant Group, Inc. (B) | 1,688 | 2,751 | |||
Churchill Downs, Inc. | 3,539 | 651,707 | |||
Chuy's Holdings, Inc. (B) | 22,122 | 512,788 | |||
El Pollo Loco Holdings, Inc. (B) | 2,613 | 23,308 | |||
Fiesta Restaurant Group, Inc. (B) | 1,348 | 8,546 | |||
Krispy Kreme, Inc. | 30,130 | 347,399 | |||
Marriott Vacations Worldwide Corp. | 466 | 56,787 | |||
Monarch Casino & Resort, Inc. (B) | 1,074 | 60,294 | |||
Playa Hotels & Resorts NV (B) | 13,271 | 77,237 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
RCI Hospitality Holdings, Inc. | 396 | $ | 25,875 | ||
1,815,757 | |||||
Household durables – 2.3% | |||||
Bassett Furniture Industries, Inc. | 1,234 | 19,349 | |||
Beazer Homes USA, Inc. (B) | 3,089 | 29,871 | |||
Cavco Industries, Inc. (B) | 613 | 126,131 | |||
Century Communities, Inc. | 2,560 | 109,517 | |||
Ethan Allen Interiors, Inc. | 2,768 | 58,516 | |||
Flexsteel Industries, Inc. | 1,118 | 17,553 | |||
GoPro, Inc., Class A (B) | 7,995 | 39,415 | |||
Green Brick Partners, Inc. (B) | 2,414 | 51,611 | |||
Hooker Furnishings Corp. | 1,821 | 24,565 | |||
Hovnanian Enterprises, Inc., Class A (B) | 292 | 10,424 | |||
iRobot Corp. (B) | 1,143 | 64,385 | |||
KB Home | 6,043 | 156,635 | |||
La-Z-Boy, Inc. | 3,039 | 68,590 | |||
Legacy Housing Corp. (B) | 1,185 | 20,323 | |||
LGI Homes, Inc. (B) | 1,611 | 131,087 | |||
Lifetime Brands, Inc. | 2,931 | 19,843 | |||
M/I Homes, Inc. (B) | 2,195 | 79,525 | |||
MDC Holdings, Inc. | 5,127 | 140,582 | |||
Meritage Homes Corp. (B) | 2,251 | 158,178 | |||
Mohawk Industries, Inc. (B) | 3,344 | 304,939 | |||
Newell Brands, Inc. | 5,229 | 72,631 | |||
PulteGroup, Inc. | 9,821 | 368,288 | |||
Taylor Morrison Home Corp. (B) | 7,865 | 183,412 | |||
Toll Brothers, Inc. | 8,961 | 376,362 | |||
TopBuild Corp. (B) | 2,358 | 388,551 | |||
Tri Pointe Homes, Inc. (B) | 9,765 | 147,549 | |||
Universal Electronics, Inc. (B) | 745 | 14,654 | |||
VOXX International Corp. (B) | 3,131 | 23,827 | |||
Whirlpool Corp. | 98 | 13,211 | |||
3,219,524 | |||||
Internet and direct marketing retail – 0.4% | |||||
1-800-Flowers.com, Inc., Class A (B) | 890 | 5,776 | |||
Duluth Holdings, Inc., Class B (B) | 1,106 | 7,786 | |||
Lands' End, Inc. (B) | 2,354 | 18,173 | |||
Qurate Retail, Inc., Series A | 22,636 | 45,498 | |||
Revolve Group, Inc. (B) | 21,595 | 468,396 | |||
545,629 | |||||
Leisure products – 0.3% | |||||
Acushnet Holdings Corp. | 4,282 | 186,224 | |||
American Outdoor Brands, Inc. (B) | 1,873 | 16,426 | |||
AMMO, Inc. (B) | 4,648 | 13,619 | |||
Escalade, Inc. | 2,724 | 27,104 | |||
Johnson Outdoors, Inc., Class A | 766 | 39,303 | |||
Malibu Boats, Inc., Class A (B) | 942 | 45,207 | |||
Nautilus, Inc. (B) | 1,580 | 2,575 | |||
Smith & Wesson Brands, Inc. | 3,041 | 31,535 | |||
Topgolf Callaway Brands Corp. (B) | 1,042 | 20,069 | |||
Vista Outdoor, Inc. (B) | 3,701 | 90,008 | |||
472,070 | |||||
Multiline retail – 0.6% | |||||
Big Lots, Inc. | 2,901 | 45,285 | |||
Dillard's, Inc., Class A | 1,452 | 396,048 | |||
Franchise Group, Inc. | 454 | 11,032 | |||
Kohl's Corp. | 8,128 | 204,419 | |||
Macy's, Inc. | 13,110 | 205,434 | |||
Ollie's Bargain Outlet Holdings, Inc. (B) | 334 | 17,234 | |||
879,452 | |||||
Specialty retail – 3.5% | |||||
Abercrombie & Fitch Company, Class A (B) | 4,970 | 77,284 |
215 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Specialty retail (continued) | |||||
Academy Sports & Outdoors, Inc. | 869 | $ | 36,654 | ||
American Eagle Outfitters, Inc. (C) | 12,847 | 125,001 | |||
America's Car-Mart, Inc. (B) | 465 | 28,374 | |||
Asbury Automotive Group, Inc. (B) | 887 | 134,026 | |||
AutoNation, Inc. (B) | 5,327 | 542,661 | |||
Barnes & Noble Education, Inc. (B) | 4,024 | 9,658 | |||
Big 5 Sporting Goods Corp. (C) | 2,004 | 21,523 | |||
Build-A-Bear Workshop, Inc. | 2,470 | 32,925 | |||
Caleres, Inc. | 856 | 20,732 | |||
Chico's FAS, Inc. (B) | 8,871 | 42,936 | |||
Citi Trends, Inc. (B) | 367 | 5,692 | |||
Conn's, Inc. (B) | 2,177 | 15,413 | |||
Designer Brands, Inc., Class A | 2,923 | 44,751 | |||
Dick's Sporting Goods, Inc. | 236 | 24,695 | |||
Five Below, Inc. (B) | 5,394 | 742,592 | |||
Foot Locker, Inc. | 6,590 | 205,147 | |||
Genesco, Inc. (B) | 1,311 | 51,549 | |||
Group 1 Automotive, Inc. | 1,593 | 227,592 | |||
Guess?, Inc. (C) | 5,350 | 78,485 | |||
Haverty Furniture Companies, Inc. | 1,613 | 40,164 | |||
Hibbett, Inc. | 1,098 | 54,691 | |||
Lithia Motors, Inc. | 3,325 | 713,379 | |||
LL Flooring Holdings, Inc. (B) | 1,480 | 10,256 | |||
MarineMax, Inc. (B) | 2,016 | 60,057 | |||
Monro, Inc. | 1,618 | 70,318 | |||
National Vision Holdings, Inc. (B) | 827 | 27,002 | |||
Penske Automotive Group, Inc. | 4,213 | 414,686 | |||
Rent-A-Center, Inc. | 2,379 | 41,656 | |||
Shoe Carnival, Inc. | 2,304 | 49,398 | |||
Signet Jewelers, Ltd. | 3,675 | 210,173 | |||
Sonic Automotive, Inc., Class A | 1,892 | 81,924 | |||
Sportsman's Warehouse Holdings, Inc. (B) | 3,273 | 27,166 | |||
The Aaron's Company, Inc. | 1,356 | 13,180 | |||
The Cato Corp., Class A | 1,957 | 18,670 | |||
The Children's Place, Inc. (B) | 930 | 28,728 | |||
The Container Store Group, Inc. (B) | 3,997 | 19,585 | |||
The Gap, Inc. | 18,158 | 149,077 | |||
The ODP Corp. (B) | 3,276 | 115,151 | |||
Tilly's, Inc., Class A | 712 | 4,927 | |||
Urban Outfitters, Inc. (B) | 6,474 | 127,214 | |||
Zumiez, Inc. (B) | 1,822 | 39,228 | |||
4,784,320 | |||||
Textiles, apparel and luxury goods – 0.7% | |||||
Capri Holdings, Ltd. (B) | 2,484 | 95,485 | |||
Culp, Inc. | 334 | 1,456 | |||
Delta Apparel, Inc. (B) | 500 | 6,995 | |||
Fossil Group, Inc. (B) | 3,231 | 11,050 | |||
G-III Apparel Group, Ltd. (B) | 3,404 | 50,890 | |||
Lakeland Industries, Inc. (B) | 1,110 | 12,798 | |||
Movado Group, Inc. | 1,758 | 49,540 | |||
Oxford Industries, Inc. | 5,365 | 481,670 | |||
Peace Mark Holdings, Ltd. (A)(B) | 464,000 | 0 | |||
PVH Corp. | 3,196 | 143,181 | |||
Ralph Lauren Corp. | 189 | 16,052 | |||
Rocky Brands, Inc. | 802 | 16,088 | |||
Steven Madden, Ltd. | 1,460 | 38,938 | |||
Superior Group of Companies, Inc. | 663 | 5,887 | |||
Unifi, Inc. (B) | 2,453 | 23,328 | |||
Vera Bradley, Inc. (B) | 2,034 | 6,122 | |||
Wolverine World Wide, Inc. | 3,251 | 50,033 | |||
1,009,513 | |||||
17,672,802 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Consumer staples – 3.5% | |||||
Beverages – 0.4% | |||||
MGP Ingredients, Inc. | 571 | $ | 60,617 | ||
Molson Coors Beverage Company, Class B | 8,585 | 411,994 | |||
The Duckhorn Portfolio, Inc. (B) | 4,647 | 67,056 | |||
539,667 | |||||
Food and staples retailing – 1.4% | |||||
Grocery Outlet Holding Corp. (B) | 3,602 | 119,911 | |||
Ingles Markets, Inc., Class A | 1,365 | 108,122 | |||
Natural Grocers by Vitamin Cottage, Inc. | 1,014 | 10,941 | |||
Performance Food Group Company (B) | 13,558 | 582,316 | |||
PriceSmart, Inc. | 4,915 | 283,055 | |||
SpartanNash Company | 3,523 | 102,237 | |||
Sprouts Farmers Market, Inc. (B) | 4,052 | 112,443 | |||
The Andersons, Inc. | 3,384 | 105,006 | |||
U.S. Foods Holding Corp. (B) | 5,723 | 151,316 | |||
United Natural Foods, Inc. (B) | 4,429 | 152,225 | |||
Village Super Market, Inc., Class A | 685 | 13,241 | |||
Weis Markets, Inc. | 2,371 | 168,910 | |||
1,909,723 | |||||
Food products – 1.2% | |||||
Alico, Inc. | 650 | 18,356 | |||
B&G Foods, Inc. (C) | 1,941 | 32,007 | |||
Cal-Maine Foods, Inc. | 2,277 | 126,578 | |||
Farmer Brothers Company (B) | 1,069 | 5,014 | |||
Fresh Del Monte Produce, Inc. | 3,959 | 92,007 | |||
Hostess Brands, Inc. (B) | 8,707 | 202,351 | |||
Ingredion, Inc. | 2,898 | 233,347 | |||
J&J Snack Foods Corp. | 260 | 33,662 | |||
Landec Corp. (B) | 3,130 | 27,826 | |||
Limoneira Company | 2,147 | 28,297 | |||
Pilgrim's Pride Corp. (B) | 2,893 | 66,597 | |||
Post Holdings, Inc. (B) | 3,484 | 285,374 | |||
Seaboard Corp. | 52 | 176,938 | |||
Seneca Foods Corp., Class A (B) | 908 | 45,800 | |||
The Hain Celestial Group, Inc. (B) | 3,908 | 65,967 | |||
The Simply Good Foods Company (B) | 2,852 | 91,235 | |||
Tootsie Roll Industries, Inc. | 1,415 | 47,091 | |||
TreeHouse Foods, Inc. (B) | 3,311 | 140,453 | |||
Whole Earth Brands, Inc. (B) | 1,600 | 6,144 | |||
1,725,044 | |||||
Household products – 0.2% | |||||
Central Garden & Pet Company (B) | 1,553 | 55,970 | |||
Central Garden & Pet Company, Class A (B) | 3,288 | 112,318 | |||
Oil-Dri Corp. of America | 531 | 12,850 | |||
Spectrum Brands Holdings, Inc. | 1,678 | 65,492 | |||
246,630 | |||||
Personal products – 0.2% | |||||
BellRing Brands, Inc. (B) | 4,416 | 91,014 | |||
Edgewell Personal Care Company | 3,845 | 143,803 | |||
Natural Alternatives International, Inc. (B) | 200 | 1,854 | |||
Nature's Sunshine Products, Inc. (B) | 1,118 | 9,212 | |||
Nu Skin Enterprises, Inc., Class A | 2,131 | 71,111 | |||
316,994 | |||||
Tobacco – 0.1% | |||||
Universal Corp. | 1,975 | 90,929 | |||
4,828,987 | |||||
Energy – 7.7% | |||||
Energy equipment and services – 1.6% | |||||
Archrock, Inc. | 10,702 | 68,707 |
216 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Energy equipment and services (continued) | |||||
Bristow Group, Inc. (B) | 1,645 | $ | 38,641 | ||
ChampionX Corp. | 28,427 | 556,316 | |||
Dril-Quip, Inc. (B) | 2,386 | 46,575 | |||
Expro Group Holdings NV (B) | 2,209 | 28,143 | |||
Exterran Corp. (B) | 4,737 | 19,706 | |||
Geospace Technologies Corp. (B) | 516 | 2,276 | |||
Gulf Island Fabrication, Inc. (B) | 3,019 | 12,589 | |||
Helix Energy Solutions Group, Inc. (B) | 12,029 | 46,432 | |||
Helmerich & Payne, Inc. | 4,826 | 178,417 | |||
Liberty Energy, Inc. (B) | 9,594 | 121,652 | |||
Nabors Industries, Ltd. (B) | 597 | 60,566 | |||
National Energy Services Reunited Corp. (B) | 6,084 | 36,139 | |||
Natural Gas Services Group, Inc. (B) | 2,620 | 26,305 | |||
Newpark Resources, Inc. (B) | 6,750 | 17,010 | |||
NexTier Oilfield Solutions, Inc. (B) | 11,003 | 81,422 | |||
Noble Corp. PLC (B) | 1,638 | 48,452 | |||
NOV, Inc. | 2,829 | 45,773 | |||
Oceaneering International, Inc. (B) | 5,817 | 46,303 | |||
Oil States International, Inc. (B) | 4,041 | 15,719 | |||
Patterson-UTI Energy, Inc. | 12,012 | 140,300 | |||
ProPetro Holding Corp. (B) | 7,061 | 56,841 | |||
RPC, Inc. | 12,691 | 87,949 | |||
SEACOR Marine Holdings, Inc. (B) | 2,432 | 13,668 | |||
Select Energy Services, Inc., Class A (B) | 5,093 | 35,498 | |||
Solaris Oilfield Infrastructure, Inc., Class A | 1,100 | 10,296 | |||
TechnipFMC PLC (B) | 24,797 | 209,783 | |||
Tidewater, Inc. (B) | 2,791 | 60,565 | |||
Transocean, Ltd. (B)(C) | 13,252 | 32,732 | |||
U.S. Silica Holdings, Inc. (B) | 5,286 | 57,882 | |||
2,202,657 | |||||
Oil, gas and consumable fuels – 6.1% | |||||
Adams Resources & Energy, Inc. | 724 | 21,575 | |||
Alto Ingredients, Inc. (B) | 3,300 | 12,012 | |||
Antero Midstream Corp. | 10,614 | 97,437 | |||
Antero Resources Corp. (B) | 20,791 | 634,749 | |||
Ardmore Shipping Corp. (B) | 2,232 | 20,378 | |||
Berry Corp. | 5,062 | 37,965 | |||
Brigham Minerals, Inc., Class A | 807 | 19,909 | |||
California Resources Corp. | 497 | 19,100 | |||
Callon Petroleum Company (B) | 3,734 | 130,727 | |||
Chesapeake Energy Corp. | 564 | 53,134 | |||
Chord Energy Corp. | 1,566 | 214,182 | |||
Civitas Resources, Inc. | 1,183 | 67,892 | |||
Clean Energy Fuels Corp. (B) | 13,796 | 73,671 | |||
CNX Resources Corp. (B) | 15,258 | 236,957 | |||
Comstock Resources, Inc. (B) | 6,135 | 106,074 | |||
CONSOL Energy, Inc. | 3,700 | 237,984 | |||
Continental Resources, Inc. | 318 | 21,246 | |||
CVR Energy, Inc. | 1,922 | 55,700 | |||
Delek US Holdings, Inc. | 5,312 | 144,168 | |||
DHT Holdings, Inc. | 10,864 | 82,132 | |||
Dorian LPG, Ltd. | 3,417 | 46,369 | |||
DT Midstream, Inc. | 1,682 | 87,279 | |||
Earthstone Energy, Inc., Class A (B) | 47,368 | 583,574 | |||
EnLink Midstream LLC (B) | 15,546 | 138,204 | |||
EQT Corp. | 9,302 | 379,057 | |||
Equitrans Midstream Corp. | 25,675 | 192,049 | |||
Green Plains, Inc. (B) | 3,377 | 98,169 | |||
Hallador Energy Company (B) | 1,635 | 9,189 | |||
HF Sinclair Corp. | 8,800 | 473,792 | |||
International Seaways, Inc. | 3,267 | 114,770 | |||
Magnolia Oil & Gas Corp., Class A | 29,428 | 582,969 | |||
Matador Resources Company | 19,003 | 929,627 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Murphy Oil Corp. | 10,625 | $ | 373,681 | ||
NACCO Industries, Inc., Class A | 700 | 32,921 | |||
Nordic American Tankers, Ltd. | 2,259 | 6,032 | |||
Overseas Shipholding Group, Inc., Class A (B) | 5,561 | 16,516 | |||
PBF Energy, Inc., Class A (B) | 8,576 | 301,532 | |||
PDC Energy, Inc. | 6,240 | 360,610 | |||
Peabody Energy Corp. (B) | 9,665 | 239,885 | |||
Permian Resources Corp. (B) | 16,856 | 114,621 | |||
PHX Minerals, Inc. | 557 | 1,805 | |||
Range Resources Corp. | 6,308 | 159,340 | |||
Ranger Oil Corp., Class A | 651 | 20,474 | |||
REX American Resources Corp. (B) | 1,287 | 35,933 | |||
Riley Exploration Permian, Inc. | 491 | 9,319 | |||
SandRidge Energy, Inc. (B) | 1,746 | 28,477 | |||
Scorpio Tankers, Inc. | 4,048 | 170,178 | |||
SFL Corp., Ltd. | 10,526 | 95,892 | |||
SilverBow Resources, Inc. (B) | 324 | 8,709 | |||
SM Energy Company | 5,199 | 195,534 | |||
Talos Energy, Inc. (B) | 5,072 | 84,449 | |||
Teekay Corp. (B) | 3,050 | 10,950 | |||
Teekay Tankers, Ltd., Class A (B) | 2,780 | 76,561 | |||
World Fuel Services Corp. | 4,219 | 98,893 | |||
8,364,352 | |||||
10,567,009 | |||||
Financials – 22.4% | |||||
Banks – 13.5% | |||||
1st Source Corp. | 2,092 | 96,860 | |||
ACNB Corp. | 394 | 11,836 | |||
Allegiance Bancshares, Inc. | 1,912 | 79,597 | |||
Amalgamated Financial Corp. | 2,221 | 50,084 | |||
Amerant Bancorp, Inc. | 2,770 | 68,807 | |||
American National Bankshares, Inc. | 991 | 31,662 | |||
Ameris Bancorp | 17,795 | 795,614 | |||
Arrow Financial Corp. | 1,118 | 32,208 | |||
Associated Banc-Corp. | 14,499 | 291,140 | |||
Atlantic Union Bankshares Corp. | 15,195 | 461,624 | |||
Banc of California, Inc. | 5,646 | 90,167 | |||
Bank of Marin Bancorp | 1,851 | 55,437 | |||
Bank OZK | 8,966 | 354,695 | |||
BankFinancial Corp. | 2,146 | 20,301 | |||
BankUnited, Inc. | 6,399 | 218,654 | |||
Bankwell Financial Group, Inc. | 400 | 11,644 | |||
Banner Corp. | 3,379 | 199,631 | |||
Bar Harbor Bankshares | 1,690 | 44,819 | |||
BayCom Corp. | 1,125 | 19,778 | |||
BCB Bancorp, Inc. | 1,477 | 24,858 | |||
Berkshire Hills Bancorp, Inc. | 3,539 | 96,615 | |||
Blue Ridge Bankshares, Inc. | 682 | 8,668 | |||
BOK Financial Corp. | 2,998 | 266,402 | |||
Brookline Bancorp, Inc. | 6,310 | 73,512 | |||
Business First Bancshares, Inc. | 1,362 | 29,324 | |||
Byline Bancorp, Inc. | 2,878 | 58,280 | |||
C&F Financial Corp. | 627 | 33,545 | |||
Cadence Bank | 8,101 | 205,846 | |||
Cambridge Bancorp | 121 | 9,649 | |||
Camden National Corp. | 1,722 | 73,357 | |||
Capital City Bank Group, Inc. | 1,865 | 58,020 | |||
Capstar Financial Holdings, Inc. | 972 | 18,011 | |||
Carter Bankshares, Inc. (B) | 1,494 | 24,053 | |||
Cathay General Bancorp | 5,298 | 203,761 | |||
Central Pacific Financial Corp. | 2,460 | 50,897 | |||
Central Valley Community Bancorp | 600 | 10,626 | |||
Chemung Financial Corp. | 723 | 30,272 | |||
Citizens & Northern Corp. | 960 | 23,213 |
217 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
City Holding Company | 481 | $ | 42,660 | ||
Civista Bancshares, Inc. | 1,114 | 23,127 | |||
CNB Financial Corp. | 1,562 | 36,816 | |||
Colony Bankcorp, Inc. | 959 | 12,496 | |||
Columbia Banking System, Inc. | 5,565 | 160,773 | |||
Comerica, Inc. | 3,415 | 242,807 | |||
Community Trust Bancorp, Inc. | 1,347 | 54,621 | |||
ConnectOne Bancorp, Inc. | 2,683 | 61,870 | |||
CrossFirst Bankshares, Inc. (B) | 3,053 | 39,842 | |||
Customers Bancorp, Inc. (B) | 2,568 | 75,705 | |||
CVB Financial Corp. | 4,755 | 120,397 | |||
Dime Community Bancshares, Inc. | 3,390 | 99,259 | |||
Eagle Bancorp, Inc. | 2,486 | 111,423 | |||
Eastern Bankshares, Inc. | 1,056 | 20,740 | |||
Enterprise Bancorp, Inc. | 246 | 7,358 | |||
Enterprise Financial Services Corp. | 2,420 | 106,577 | |||
Equity Bancshares, Inc., Class A | 1,442 | 42,726 | |||
Farmers National Banc Corp. | 1,865 | 24,413 | |||
FB Financial Corp. | 1,789 | 68,358 | |||
Financial Institutions, Inc. | 1,481 | 35,648 | |||
First Bancorp (North Carolina) | 2,905 | 106,265 | |||
First Bancorp (Puerto Rico) | 14,979 | 204,913 | |||
First Bank | 900 | 12,303 | |||
First Busey Corp. | 4,369 | 96,031 | |||
First Business Financial Services, Inc. | 1,366 | 44,135 | |||
First Citizens BancShares, Inc., Class A | 299 | 238,432 | |||
First Commonwealth Financial Corp. | 8,341 | 107,098 | |||
First Community Bankshares, Inc. | 2,201 | 70,498 | |||
First Financial Bancorp | 7,516 | 158,437 | |||
First Financial Corp. | 1,432 | 64,712 | |||
First Financial Northwest, Inc. | 1,100 | 16,324 | |||
First Foundation, Inc. | 4,373 | 79,326 | |||
First Hawaiian, Inc. | 9,183 | 226,177 | |||
First Horizon Corp. | 25,469 | 583,240 | |||
First Internet Bancorp | 777 | 26,309 | |||
First Interstate BancSystem, Inc., Class A | 4,489 | 181,131 | |||
First Merchants Corp. | 4,369 | 168,993 | |||
First Mid Bancshares, Inc. | 1,270 | 40,602 | |||
First Northwest Bancorp | 800 | 12,880 | |||
First Western Financial, Inc. (B) | 421 | 10,378 | |||
Flushing Financial Corp. | 2,921 | 56,580 | |||
FNB Corp. | 16,986 | 197,038 | |||
Fulton Financial Corp. | 12,592 | 198,954 | |||
German American Bancorp, Inc. | 755 | 26,961 | |||
Great Southern Bancorp, Inc. | 1,117 | 63,747 | |||
Guaranty Bancshares, Inc. | 293 | 10,135 | |||
Hancock Whitney Corp. | 7,556 | 346,140 | |||
Hanmi Financial Corp. | 3,082 | 72,982 | |||
HarborOne Bancorp, Inc. | 4,217 | 56,592 | |||
Heartland Financial USA, Inc. | 2,917 | 126,481 | |||
Heritage Commerce Corp. | 5,322 | 60,351 | |||
Heritage Financial Corp. | 2,815 | 74,513 | |||
Hilltop Holdings, Inc. | 4,528 | 112,521 | |||
HomeStreet, Inc. | 1,802 | 51,916 | |||
HomeTrust Bancshares, Inc. | 560 | 12,376 | |||
Hope Bancorp, Inc. | 10,431 | 131,848 | |||
Horizon Bancorp, Inc. | 3,849 | 69,128 | |||
Independent Bank Corp. (Massachusetts) | 2,387 | 177,903 | |||
Independent Bank Corp. (Michigan) | 1,806 | 34,495 | |||
Independent Bank Group, Inc. | 2,888 | 177,294 | |||
International Bancshares Corp. | 4,680 | 198,900 | |||
Investar Holding Corp. | 500 | 9,950 | |||
Lakeland Bancorp, Inc. | 5,402 | 86,486 | |||
LCNB Corp. | 600 | 9,516 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
M&T Bank Corp. | 1,406 | $ | 247,906 | ||
Macatawa Bank Corp. | 5,091 | 47,143 | |||
Mercantile Bank Corp. | 1,666 | 49,497 | |||
Metropolitan Bank Holding Corp. (B) | 762 | 49,042 | |||
Mid Penn Bancorp, Inc. | 765 | 21,978 | |||
Midland States Bancorp, Inc. | 1,553 | 36,604 | |||
MidWestOne Financial Group, Inc. | 1,343 | 36,650 | |||
MVB Financial Corp. | 300 | 8,349 | |||
National Bank Holdings Corp., Class A | 1,336 | 49,419 | |||
National Bankshares, Inc. | 622 | 20,999 | |||
NBT Bancorp, Inc. | 2,964 | 112,484 | |||
Nicolet Bankshares, Inc. (B) | 711 | 50,083 | |||
Northeast Bank | 770 | 28,236 | |||
Northrim BanCorp, Inc. | 647 | 26,889 | |||
Northwest Bancshares, Inc. | 9,669 | 130,628 | |||
Norwood Financial Corp. | 1,188 | 31,577 | |||
OceanFirst Financial Corp. | 5,012 | 93,424 | |||
OFG Bancorp | 4,124 | 103,636 | |||
Old National Bancorp | 18,139 | 298,749 | |||
Old Second Bancorp, Inc. | 2,721 | 35,509 | |||
Origin Bancorp, Inc. | 1,115 | 42,894 | |||
Orrstown Financial Services, Inc. | 500 | 11,960 | |||
Pacific Premier Bancorp, Inc. | 6,428 | 199,011 | |||
PacWest Bancorp | 6,786 | 153,364 | |||
Pathward Financial, Inc. | 2,595 | 85,531 | |||
PCSB Financial Corp. | 1,342 | 24,062 | |||
Peapack-Gladstone Financial Corp. | 1,625 | 54,681 | |||
Penns Woods Bancorp, Inc. | 1,188 | 27,217 | |||
Peoples Bancorp, Inc. | 2,883 | 83,405 | |||
Pinnacle Financial Partners, Inc. | 10,787 | 874,826 | |||
Popular, Inc. | 5,455 | 393,087 | |||
Preferred Bank | 388 | 25,309 | |||
Premier Financial Corp. | 2,467 | 63,402 | |||
Primis Financial Corp. | 3,850 | 46,701 | |||
Prosperity Bancshares, Inc. | 5,378 | 358,605 | |||
QCR Holdings, Inc. | 1,449 | 73,812 | |||
RBB Bancorp | 1,075 | 22,339 | |||
Renasant Corp. | 3,529 | 110,387 | |||
Republic Bancorp, Inc., Class A | 1,449 | 55,497 | |||
Republic First Bancorp, Inc. (B) | 2,700 | 7,641 | |||
Riverview Bancorp, Inc. | 3,925 | 24,924 | |||
S&T Bancorp, Inc. | 3,436 | 100,709 | |||
Sandy Spring Bancorp, Inc. | 3,344 | 117,909 | |||
Seacoast Banking Corp. of Florida | 1,753 | 52,993 | |||
Shore Bancshares, Inc. | 2,225 | 38,537 | |||
Sierra Bancorp | 1,759 | 34,740 | |||
Simmons First National Corp., Class A | 7,407 | 161,399 | |||
SmartFinancial, Inc. | 500 | 12,355 | |||
Southern First Bancshares, Inc. (B) | 537 | 22,371 | |||
Southside Bancshares, Inc. | 374 | 13,225 | |||
SouthState Corp. | 2,903 | 229,685 | |||
Stellar Bancorp, Inc. | 1,248 | 36,504 | |||
Synovus Financial Corp. | 3,170 | 118,907 | |||
Texas Capital Bancshares, Inc. (B) | 3,434 | 202,709 | |||
The Bancorp, Inc. (B) | 1,614 | 35,476 | |||
The Community Financial Corp. | 300 | 10,290 | |||
The First Bancorp, Inc. | 1,316 | 36,256 | |||
The First Bancshares, Inc. | 1,307 | 39,040 | |||
The First of Long Island Corp. | 2,386 | 41,135 | |||
Tompkins Financial Corp. | 268 | 19,462 | |||
Towne Bank | 4,917 | 131,923 | |||
TriCo Bancshares | 721 | 32,193 | |||
Triumph Bancorp, Inc. (B) | 540 | 29,349 | |||
Trustmark Corp. | 4,932 | 151,067 | |||
UMB Financial Corp. | 504 | 42,482 |
218 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
Umpqua Holdings Corp. | 10,662 | $ | 182,214 | ||
United Bankshares, Inc. | 7,106 | 254,040 | |||
United Community Banks, Inc. | 4,664 | 154,378 | |||
Univest Financial Corp. | 2,067 | 48,533 | |||
Valley National Bancorp | 23,485 | 253,638 | |||
Veritex Holdings, Inc. | 3,377 | 89,794 | |||
Washington Federal, Inc. | 4,842 | 145,163 | |||
Washington Trust Bancorp, Inc. | 1,035 | 48,107 | |||
Webster Financial Corp. | 6,286 | 284,127 | |||
WesBanco, Inc. | 5,027 | 167,751 | |||
Wintrust Financial Corp. | 3,040 | 247,912 | |||
Zions Bancorp NA | 7,487 | 380,789 | |||
18,616,693 | |||||
Capital markets – 1.8% | |||||
Blucora, Inc. (B) | 3,087 | 59,703 | |||
Cowen, Inc., Class A | 2,484 | 95,982 | |||
Houlihan Lokey, Inc. | 7,521 | 566,933 | |||
Invesco, Ltd. | 24,463 | 335,143 | |||
Janus Henderson Group PLC | 6,521 | 132,442 | |||
Jefferies Financial Group, Inc. | 9,310 | 274,645 | |||
Oppenheimer Holdings, Inc., Class A | 1,674 | 51,861 | |||
PJT Partners, Inc., Class A | 6,903 | 461,258 | |||
Stifel Financial Corp. | 8,180 | 424,624 | |||
StoneX Group, Inc. (B) | 1,235 | 102,431 | |||
2,505,022 | |||||
Consumer finance – 0.8% | |||||
Ally Financial, Inc. | 4,214 | 117,276 | |||
Atlanticus Holdings Corp. (B) | 505 | 13,246 | |||
Bread Financial Holdings, Inc. | 2,666 | 83,846 | |||
Consumer Portfolio Services, Inc. (B) | 1,066 | 7,750 | |||
Encore Capital Group, Inc. (B) | 1,949 | 88,641 | |||
Enova International, Inc. (B) | 2,224 | 65,096 | |||
EZCORP, Inc., Class A (B) | 4,801 | 37,016 | |||
Green Dot Corp., Class A (B) | 3,440 | 65,291 | |||
LendingClub Corp. (B) | 7,056 | 77,969 | |||
Navient Corp. | 15,325 | 225,124 | |||
Nelnet, Inc., Class A | 2,648 | 209,695 | |||
Nicholas Financial, Inc. (B) | 75 | 427 | |||
OneMain Holdings, Inc. | 300 | 8,856 | |||
PRA Group, Inc. (B) | 3,071 | 100,913 | |||
PROG Holdings, Inc. (B) | 2,293 | 34,349 | |||
Regional Management Corp. | 573 | 16,067 | |||
1,151,562 | |||||
Diversified financial services – 0.5% | |||||
Acacia Research Corp. (B) | 2,172 | 8,775 | |||
Alerus Financial Corp. | 904 | 19,978 | |||
A-Mark Precious Metals, Inc. | 684 | 19,419 | |||
California First Leasing Corp. | 880 | 14,124 | |||
Cannae Holdings, Inc. (B) | 6,116 | 126,357 | |||
Jackson Financial, Inc., Class A | 2,006 | 55,667 | |||
Voya Financial, Inc. | 6,477 | 391,859 | |||
636,179 | |||||
Insurance – 4.2% | |||||
Alleghany Corp. (B) | 615 | 516,213 | |||
Ambac Financial Group, Inc. (B) | 2,550 | 32,513 | |||
American Equity Investment Life Holding Company | 7,384 | 275,349 | |||
Argo Group International Holdings, Ltd. | 2,597 | 50,018 | |||
Assured Guaranty, Ltd. | 5,779 | 279,993 | |||
Axis Capital Holdings, Ltd. | 4,518 | 222,060 | |||
Brighthouse Financial, Inc. (B) | 5,200 | 225,784 | |||
CNA Financial Corp. | 1,354 | 49,963 | |||
CNO Financial Group, Inc. | 7,507 | 134,901 | |||
Donegal Group, Inc., Class A | 2,876 | 38,797 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Insurance (continued) | |||||
Employers Holdings, Inc. | 2,283 | $ | 78,741 | ||
Enstar Group, Ltd. (B) | 1,090 | 184,853 | |||
Everest Re Group, Ltd. | 1,673 | 439,062 | |||
Fidelity National Financial, Inc. | 1,894 | 68,563 | |||
First American Financial Corp. | 3,274 | 150,931 | |||
Genworth Financial, Inc., Class A (B) | 34,509 | 120,782 | |||
Global Indemnity Group LLC, Class A | 1,190 | 26,263 | |||
Globe Life, Inc. | 1,689 | 168,393 | |||
Greenlight Capital Re, Ltd., Class A (B) | 2,616 | 19,463 | |||
Hallmark Financial Services, Inc. (B) | 4,008 | 4,208 | |||
Heritage Insurance Holdings, Inc. | 657 | 1,485 | |||
Horace Mann Educators Corp. | 3,303 | 116,563 | |||
Investors Title Company | 189 | 26,649 | |||
James River Group Holdings, Ltd. | 2,157 | 49,201 | |||
Kemper Corp. | 4,317 | 178,119 | |||
Lincoln National Corp. | 8,094 | 355,408 | |||
MBIA, Inc. (B) | 3,153 | 29,008 | |||
Mercury General Corp. | 2,520 | 71,618 | |||
National Western Life Group, Inc., Class A | 221 | 37,747 | |||
Old Republic International Corp. | 13,924 | 291,429 | |||
Oscar Health, Inc., Class A (B) | 6,663 | 33,248 | |||
ProAssurance Corp. | 4,655 | 90,819 | |||
Reinsurance Group of America, Inc. | 3,624 | 455,935 | |||
RenaissanceRe Holdings, Ltd. | 100 | 14,039 | |||
Safety Insurance Group, Inc. | 612 | 49,915 | |||
SiriusPoint, Ltd. (B) | 8,380 | 41,481 | |||
Stewart Information Services Corp. | 1,817 | 79,294 | |||
Tiptree, Inc. | 3,689 | 39,694 | |||
United Fire Group, Inc. | 1,897 | 54,501 | |||
United Insurance Holdings Corp. | 5,283 | 3,384 | |||
Universal Insurance Holdings, Inc. | 3,287 | 32,377 | |||
Unum Group | 10,883 | 422,260 | |||
White Mountains Insurance Group, Ltd. | 205 | 267,119 | |||
5,828,143 | |||||
Thrifts and mortgage finance – 1.6% | |||||
Axos Financial, Inc. (B) | 1,199 | 41,042 | |||
Blue Foundry Bancorp (B) | 912 | 10,169 | |||
Bridgewater Bancshares, Inc. (B) | 798 | 13,143 | |||
Capitol Federal Financial, Inc. | 11,378 | 94,437 | |||
ESSA Bancorp, Inc. | 897 | 17,393 | |||
Essent Group, Ltd. | 379 | 13,216 | |||
Federal Agricultural Mortgage Corp., Class C | 594 | 58,889 | |||
Flagstar Bancorp, Inc. | 3,861 | 128,957 | |||
FS Bancorp, Inc. | 400 | 10,904 | |||
Home Bancorp, Inc. | 902 | 35,169 | |||
Kearny Financial Corp. | 6,261 | 66,492 | |||
Luther Burbank Corp. | 1,694 | 19,684 | |||
Merchants Bancorp | 1,376 | 31,744 | |||
MGIC Investment Corp. | 9,993 | 128,110 | |||
Mr. Cooper Group, Inc. (B) | 3,087 | 125,024 | |||
New York Community Bancorp, Inc. | 24,244 | 206,801 | |||
NMI Holdings, Inc., Class A (B) | 5,822 | 118,594 | |||
Northfield Bancorp, Inc. | 4,119 | 58,943 | |||
Ocwen Financial Corp. (B) | 315 | 7,330 | |||
OP Bancorp | 1,000 | 11,120 | |||
PennyMac Financial Services, Inc. | 3,525 | 151,223 | |||
Provident Financial Holdings, Inc. | 1,778 | 25,248 | |||
Provident Financial Services, Inc. | 5,205 | 101,498 | |||
Radian Group, Inc. | 10,338 | 199,420 | |||
Southern Missouri Bancorp, Inc. | 1,012 | 51,642 | |||
Territorial Bancorp, Inc. | 1,722 | 31,926 | |||
The Hingham Institution for Savings | 69 | 17,327 | |||
TrustCo Bank Corp. NY | 1,826 | 57,373 |
219 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Thrifts and mortgage finance (continued) | |||||
Walker & Dunlop, Inc. | 405 | $ | 33,911 | ||
Waterstone Financial, Inc. | 3,099 | 50,080 | |||
Western New England Bancorp, Inc. | 3,609 | 29,341 | |||
WSFS Financial Corp. | 4,396 | 204,238 | |||
2,150,388 | |||||
30,887,987 | |||||
Health care – 11.9% | |||||
Biotechnology – 3.4% | |||||
Achillion Pharmaceuticals, Inc. (A)(B) | 10,940 | 16,452 | |||
Agios Pharmaceuticals, Inc. (B) | 3,611 | 102,119 | |||
Albireo Pharma, Inc. (B) | 26,585 | 514,686 | |||
Allogene Therapeutics, Inc. (B) | 1,599 | 17,269 | |||
AnaptysBio, Inc. (B) | 1,489 | 37,984 | |||
Anika Therapeutics, Inc. (B) | 1,585 | 37,723 | |||
Arcus Biosciences, Inc. (B) | 2,290 | 59,906 | |||
BioCryst Pharmaceuticals, Inc. (B) | 31,393 | 395,552 | |||
Bioxcel Therapeutics, Inc. (B) | 657 | 7,766 | |||
Bluebird Bio, Inc. (B) | 3,230 | 20,446 | |||
ChemoCentryx, Inc. (B) | 7,995 | 413,022 | |||
Concert Pharmaceuticals, Inc. (B) | 1,198 | 8,027 | |||
Eagle Pharmaceuticals, Inc. (B) | 585 | 15,456 | |||
Emergent BioSolutions, Inc. (B) | 2,676 | 56,169 | |||
Forma Therapeutics Holdings, Inc. (B) | 835 | 16,658 | |||
Halozyme Therapeutics, Inc. (B) | 16,370 | 647,270 | |||
Ideaya Biosciences, Inc. (B) | 2,156 | 32,168 | |||
Immunovant, Inc. (B) | 4,814 | 26,862 | |||
Insmed, Inc. (B) | 18,885 | 406,783 | |||
Jounce Therapeutics, Inc. (B) | 3,193 | 7,472 | |||
Kodiak Sciences, Inc. (B) | 1,185 | 9,172 | |||
Kura Oncology, Inc. (B) | 2,404 | 32,839 | |||
Ligand Pharmaceuticals, Inc. (B) | 633 | 54,508 | |||
Myriad Genetics, Inc. (B) | 5,783 | 110,340 | |||
Oyster Point Pharma, Inc. (B) | 26,825 | 150,757 | |||
PDL BioPharma, Inc. (A)(B) | 5,434 | 7,499 | |||
REGENXBIO, Inc. (B) | 1,693 | 44,746 | |||
Replimune Group, Inc. (B) | 1,243 | 21,467 | |||
Sage Therapeutics, Inc. (B) | 2,666 | 104,401 | |||
Sutro Biopharma, Inc. (B) | 1,765 | 9,796 | |||
Travere Therapeutics, Inc. (B) | 19,387 | 477,696 | |||
United Therapeutics Corp. (B) | 467 | 97,780 | |||
Vanda Pharmaceuticals, Inc. (B) | 4,716 | 46,594 | |||
Veracyte, Inc. (B) | 14,655 | 243,273 | |||
Vericel Corp. (B) | 17,427 | 404,306 | |||
Viking Therapeutics, Inc. (B) | 4,579 | 12,455 | |||
Xencor, Inc. (B) | 1,408 | 36,580 | |||
4,703,999 | |||||
Health care equipment and supplies – 3.0% | |||||
AngioDynamics, Inc. (B) | 3,198 | 65,431 | |||
Artivion, Inc. (B) | 20,607 | 285,201 | |||
AtriCure, Inc. (B) | 11,548 | 451,527 | |||
Avanos Medical, Inc. (B) | 3,807 | 82,916 | |||
Cardiovascular Systems, Inc. (B) | 14,724 | 204,075 | |||
CryoPort, Inc. (B) | 16,425 | 400,113 | |||
Dentsply Sirona, Inc. | 4,558 | 129,219 | |||
Enovis Corp. (B) | 3,453 | 159,080 | |||
Envista Holdings Corp. (B) | 8,580 | 281,510 | |||
FONAR Corp. (B) | 463 | 6,551 | |||
Globus Medical, Inc., Class A (B) | 9,760 | 581,403 | |||
Heska Corp. (B) | 103 | 7,511 | |||
ICU Medical, Inc. (B) | 2,268 | 341,561 | |||
Inogen, Inc. (B) | 1,178 | 28,602 | |||
Integer Holdings Corp. (B) | 2,433 | 151,406 | |||
Integra LifeSciences Holdings Corp. (B) | 9,698 | 410,807 | |||
Kewaunee Scientific Corp. (B) | 83 | 1,461 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
LENSAR, Inc. (B) | 783 | $ | 4,346 | ||
LivaNova PLC (B) | 1,996 | 101,337 | |||
Meridian Bioscience, Inc. (B) | 2,202 | 69,429 | |||
Merit Medical Systems, Inc. (B) | 691 | 39,048 | |||
Mesa Laboratories, Inc. | 169 | 23,800 | |||
NuVasive, Inc. (B) | 2,101 | 92,045 | |||
OraSure Technologies, Inc. (B) | 4,040 | 15,312 | |||
Orthofix Medical, Inc. (B) | 1,236 | 23,620 | |||
SeaSpine Holdings Corp. (B) | 2,224 | 12,632 | |||
Surgalign Holdings, Inc. (B) | 164 | 571 | |||
UFP Technologies, Inc. (B) | 300 | 25,752 | |||
Utah Medical Products, Inc. | 289 | 24,655 | |||
Varex Imaging Corp. (B) | 2,872 | 60,714 | |||
4,081,635 | |||||
Health care providers and services – 2.5% | |||||
Acadia Healthcare Company, Inc. (B) | 12,074 | 943,945 | |||
Addus HomeCare Corp. (B) | 1,221 | 116,288 | |||
AlerisLife, Inc. (B) | 2,100 | 1,995 | |||
Brookdale Senior Living, Inc. (B) | 14,458 | 61,736 | |||
Castle Biosciences, Inc. (B) | 9,448 | 246,404 | |||
Covetrus, Inc. (B) | 4,582 | 95,672 | |||
Cross Country Healthcare, Inc. (B) | 2,734 | 77,564 | |||
Encompass Health Corp. | 160 | 7,237 | |||
Enhabit, Inc. (B) | 80 | 1,123 | |||
Fulgent Genetics, Inc. (B) | 1,997 | 76,126 | |||
HealthEquity, Inc. (B) | 9,762 | 655,714 | |||
LHC Group, Inc. (B) | 256 | 41,897 | |||
National HealthCare Corp. | 1,428 | 90,450 | |||
OPKO Health, Inc. (B) | 8,398 | 15,872 | |||
Owens & Minor, Inc. | 3,760 | 90,616 | |||
Patterson Companies, Inc. | 4,372 | 105,015 | |||
Pediatrix Medical Group, Inc. (B) | 5,689 | 93,925 | |||
PetIQ, Inc. (B) | 1,147 | 7,914 | |||
Premier, Inc., Class A | 3,905 | 132,536 | |||
Select Medical Holdings Corp. | 1,622 | 35,846 | |||
Surgery Partners, Inc. (B) | 370 | 8,658 | |||
Universal Health Services, Inc., Class B | 3,366 | 296,814 | |||
US Physical Therapy, Inc. | 4,021 | 305,676 | |||
3,509,023 | |||||
Health care technology – 0.3% | |||||
Allscripts Healthcare Solutions, Inc. (B) | 10,106 | 153,914 | |||
American Well Corp., Class A (B) | 9,568 | 34,349 | |||
Certara, Inc. (B) | 4,564 | 60,610 | |||
Computer Programs & Systems, Inc. (B) | 1,067 | 29,748 | |||
HealthStream, Inc. (B) | 1,969 | 41,861 | |||
NextGen Healthcare, Inc. (B) | 2,912 | 51,542 | |||
372,024 | |||||
Life sciences tools and services – 1.0% | |||||
Azenta, Inc. | 10,920 | 468,031 | |||
Harvard Bioscience, Inc. (B) | 5,200 | 13,312 | |||
Medpace Holdings, Inc. (B) | 3,553 | 558,425 | |||
NeoGenomics, Inc. (B) | 1,494 | 12,863 | |||
Personalis, Inc. (B) | 1,146 | 3,404 | |||
Syneos Health, Inc. (B) | 6,371 | 300,393 | |||
1,356,428 | |||||
Pharmaceuticals – 1.7% | |||||
Amphastar Pharmaceuticals, Inc. (B) | 1,979 | 55,610 | |||
ANI Pharmaceuticals, Inc. (B) | 800 | 25,712 | |||
Cara Therapeutics, Inc. (B) | 2,825 | 26,442 | |||
Collegium Pharmaceutical, Inc. (B) | 624 | 9,996 | |||
Cumberland Pharmaceuticals, Inc. (B) | 956 | 2,304 | |||
Cymabay Therapeutics, Inc. (B) | 6,567 | 22,985 | |||
Elanco Animal Health, Inc. (B) | 9,283 | 115,202 | |||
Innoviva, Inc. (B) | 4,474 | 51,943 |
220 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Pharmaceuticals (continued) | |||||
Intra-Cellular Therapies, Inc. (B) | 10,487 | $ | 487,960 | ||
Jazz Pharmaceuticals PLC (B) | 586 | 78,108 | |||
Nektar Therapeutics (B) | 6,733 | 21,546 | |||
Organon & Company | 695 | 16,263 | |||
Perrigo Company PLC | 6,736 | 240,206 | |||
Phathom Pharmaceuticals, Inc. (B) | 27,636 | 306,207 | |||
Phibro Animal Health Corp., Class A | 1,429 | 18,991 | |||
Prestige Consumer Healthcare, Inc. (B) | 3,240 | 161,449 | |||
Satsuma Pharmaceuticals, Inc. (B) | 2,208 | 13,248 | |||
Supernus Pharmaceuticals, Inc. (B) | 20,603 | 697,412 | |||
Taro Pharmaceutical Industries, Ltd. (B) | 503 | 15,080 | |||
2,366,664 | |||||
16,389,773 | |||||
Industrials – 18.0% | |||||
Aerospace and defense – 0.8% | |||||
AAR Corp. (B) | 3,093 | 110,791 | |||
Astronics Corp. (B) | 1,700 | 13,362 | |||
Ducommun, Inc. (B) | 1,245 | 49,377 | |||
Hexcel Corp. | 7,750 | 400,830 | |||
Kaman Corp. | 1,770 | 49,436 | |||
Kratos Defense & Security Solutions, Inc. (B) | 3,850 | 39,116 | |||
Maxar Technologies, Inc. | 5,183 | 97,026 | |||
Mercury Systems, Inc. (B) | 2,355 | 95,613 | |||
Moog, Inc., Class A | 1,548 | 108,902 | |||
National Presto Industries, Inc. | 644 | 41,892 | |||
Park Aerospace Corp. | 2,083 | 22,996 | |||
Parsons Corp. (B) | 721 | 28,263 | |||
SIFCO Industries, Inc. (B) | 1,000 | 3,070 | |||
V2X, Inc. (B) | 1,029 | 36,427 | |||
1,097,101 | |||||
Air freight and logistics – 0.4% | |||||
Air Transport Services Group, Inc. (B) | 5,761 | 138,782 | |||
Atlas Air Worldwide Holdings, Inc. (B) | 2,473 | 236,345 | |||
Hub Group, Inc., Class A (B) | 2,418 | 166,794 | |||
Radiant Logistics, Inc. (B) | 3,764 | 21,417 | |||
563,338 | |||||
Airlines – 0.4% | |||||
Alaska Air Group, Inc. (B) | 3,039 | 118,977 | |||
Allegiant Travel Company (B) | 1,247 | 91,006 | |||
Copa Holdings SA, Class A (B) | 905 | 60,644 | |||
Hawaiian Holdings, Inc. (B) | 3,931 | 51,693 | |||
JetBlue Airways Corp. (B) | 18,552 | 123,000 | |||
Mesa Air Group, Inc. (B) | 1,399 | 2,308 | |||
SkyWest, Inc. (B) | 3,644 | 59,251 | |||
Spirit Airlines, Inc. | 5,129 | 96,528 | |||
603,407 | |||||
Building products – 1.5% | |||||
American Woodmark Corp. (B) | 1,309 | 57,413 | |||
Apogee Enterprises, Inc. | 2,405 | 91,919 | |||
Builders FirstSource, Inc. (B) | 8,339 | 491,334 | |||
Fortune Brands Home & Security, Inc. | 538 | 28,885 | |||
Gibraltar Industries, Inc. (B) | 10,861 | 444,541 | |||
Griffon Corp. | 2,832 | 83,601 | |||
Hayward Holdings, Inc. (B) | 2,363 | 20,960 | |||
Insteel Industries, Inc. | 1,689 | 44,809 | |||
JELD-WEN Holding, Inc. (B) | 4,097 | 35,849 | |||
Masonite International Corp. (B) | 872 | 62,165 | |||
Owens Corning | 1,092 | 85,842 | |||
PGT Innovations, Inc. (B) | 2,094 | 43,890 | |||
Quanex Building Products Corp. | 3,929 | 71,351 | |||
Resideo Technologies, Inc. (B) | 9,105 | 173,541 | |||
The AZEK Company, Inc. (B) | 6,927 | 115,127 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Building products (continued) | |||||
UFP Industries, Inc. | 3,823 | $ | 275,868 | ||
2,127,095 | |||||
Commercial services and supplies – 1.6% | |||||
ABM Industries, Inc. | 5,148 | 196,808 | |||
ACCO Brands Corp. | 8,323 | 40,783 | |||
Acme United Corp. | 733 | 16,874 | |||
Brady Corp., Class A | 2,105 | 87,842 | |||
BrightView Holdings, Inc. (B) | 6,940 | 55,104 | |||
CECO Environmental Corp. (B) | 3,081 | 27,267 | |||
Civeo Corp. (B) | 673 | 16,912 | |||
Clean Harbors, Inc. (B) | 371 | 40,803 | |||
Deluxe Corp. | 2,706 | 45,055 | |||
Ennis, Inc. | 2,608 | 52,499 | |||
Harsco Corp. (B) | 4,378 | 16,374 | |||
Healthcare Services Group, Inc. | 2,180 | 26,356 | |||
Heritage-Crystal Clean, Inc. (B) | 1,877 | 55,503 | |||
HNI Corp. | 1,502 | 39,818 | |||
Interface, Inc. | 2,884 | 25,927 | |||
KAR Auction Services, Inc. (B) | 8,224 | 91,862 | |||
Kimball International, Inc., Class B | 3,015 | 18,964 | |||
Matthews International Corp., Class A | 2,517 | 56,406 | |||
MillerKnoll, Inc. | 1,960 | 30,576 | |||
NL Industries, Inc. | 3,260 | 25,200 | |||
Ritchie Brothers Auctioneers, Inc. | 15,486 | 967,541 | |||
SP Plus Corp. (B) | 400 | 12,528 | |||
Steelcase, Inc., Class A | 6,532 | 42,589 | |||
UniFirst Corp. | 667 | 112,209 | |||
Viad Corp. (B) | 528 | 16,674 | |||
Virco Manufacturing Corp. (B) | 1,200 | 5,112 | |||
VSE Corp. | 1,368 | 48,427 | |||
2,172,013 | |||||
Construction and engineering – 1.4% | |||||
API Group Corp. (B) | 3,732 | 49,524 | |||
Arcosa, Inc. | 4,310 | 246,446 | |||
Argan, Inc. | 1,446 | 46,518 | |||
Concrete Pumping Holdings, Inc. (B) | 1,800 | 11,610 | |||
Construction Partners, Inc., Class A (B) | 936 | 24,551 | |||
Dycom Industries, Inc. (B) | 4,508 | 430,649 | |||
Fluor Corp. (B) | 3,410 | 84,875 | |||
Granite Construction, Inc. | 3,746 | 95,111 | |||
Great Lakes Dredge & Dock Corp. (B) | 6,888 | 52,211 | |||
IES Holdings, Inc. (B) | 1,180 | 32,592 | |||
MasTec, Inc. (B) | 3,659 | 232,347 | |||
Matrix Service Company (B) | 2,731 | 11,306 | |||
MDU Resources Group, Inc. | 6,708 | 183,464 | |||
MYR Group, Inc. (B) | 1,212 | 102,693 | |||
Northwest Pipe Company (B) | 1,306 | 36,699 | |||
NV5 Global, Inc. (B) | 533 | 65,996 | |||
Orion Group Holdings, Inc. (B) | 4,263 | 11,254 | |||
Primoris Services Corp. | 3,474 | 56,453 | |||
Sterling Infrastructure, Inc. (B) | 2,528 | 54,276 | |||
Tutor Perini Corp. (B) | 4,167 | 23,002 | |||
1,851,577 | |||||
Electrical equipment – 1.4% | |||||
Allied Motion Technologies, Inc. | 300 | 8,586 | |||
American Superconductor Corp. (B) | 1,655 | 7,249 | |||
Atkore, Inc. (B) | 10,211 | 794,518 | |||
AZZ, Inc. | 1,376 | 50,238 | |||
Encore Wire Corp. | 1,949 | 225,187 | |||
EnerSys | 1,533 | 89,175 | |||
LSI Industries, Inc. | 4,131 | 31,767 | |||
nVent Electric PLC | 3,155 | 99,730 | |||
Pineapple Energy, Inc. | 450 | 391 | |||
Powell Industries, Inc. | 1,244 | 26,224 |
221 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electrical equipment (continued) | |||||
Preformed Line Products Company | 492 | $ | 35,006 | ||
Regal Rexnord Corp. | 2,643 | 370,971 | |||
Sensata Technologies Holding PLC | 3,072 | 114,524 | |||
Sunrun, Inc. (B) | 2,009 | 55,428 | |||
Thermon Group Holdings, Inc. (B) | 3,483 | 53,673 | |||
Ultralife Corp. (B) | 1,984 | 9,543 | |||
1,972,210 | |||||
Machinery – 4.2% | |||||
AGCO Corp. | 1,707 | 164,162 | |||
Alamo Group, Inc. | 5,183 | 633,725 | |||
Albany International Corp., Class A | 1,901 | 149,856 | |||
Altra Industrial Motion Corp. | 4,484 | 150,752 | |||
Astec Industries, Inc. | 2,415 | 75,324 | |||
Barnes Group, Inc. | 4,438 | 128,169 | |||
CIRCOR International, Inc. (B) | 1,614 | 26,615 | |||
Columbus McKinnon Corp. | 2,178 | 56,976 | |||
Commercial Vehicle Group, Inc. (B) | 2,492 | 11,214 | |||
Enerpac Tool Group Corp. | 2,335 | 41,633 | |||
EnPro Industries, Inc. | 1,502 | 127,640 | |||
Esab Corp. | 2,502 | 83,467 | |||
ESCO Technologies, Inc. | 1,885 | 138,434 | |||
Federal Signal Corp. | 3,670 | 136,964 | |||
Flowserve Corp. | 699 | 16,986 | |||
Gates Industrial Corp. PLC (B) | 18,170 | 177,339 | |||
Gencor Industries, Inc. (B) | 2,100 | 18,921 | |||
Graham Corp. | 333 | 2,927 | |||
Helios Technologies, Inc. | 9,021 | 456,463 | |||
Hillenbrand, Inc. | 2,144 | 78,728 | |||
Hurco Companies, Inc. | 1,054 | 23,694 | |||
Hyster-Yale Materials Handling, Inc. | 815 | 17,531 | |||
Kennametal, Inc. | 6,313 | 129,922 | |||
LB Foster Company, Class A (B) | 1,699 | 16,582 | |||
Luxfer Holdings PLC | 633 | 9,179 | |||
Mayville Engineering Company, Inc. (B) | 1,096 | 7,135 | |||
Miller Industries, Inc. | 1,434 | 30,530 | |||
Mueller Industries, Inc. | 2,004 | 119,118 | |||
Mueller Water Products, Inc., Class A | 3,140 | 32,248 | |||
NN, Inc. (B) | 2,376 | 4,063 | |||
Oshkosh Corp. | 1,476 | 103,748 | |||
Park-Ohio Holdings Corp. | 749 | 8,471 | |||
Perma-Pipe International Holdings, Inc. (B) | 1,100 | 10,395 | |||
Proto Labs, Inc. (B) | 1,588 | 57,851 | |||
RBC Bearings, Inc. (B) | 4,095 | 850,982 | |||
REV Group, Inc. | 5,224 | 57,621 | |||
Snap-on, Inc. | 769 | 154,838 | |||
SPX Technologies, Inc. (B) | 700 | 38,654 | |||
Standex International Corp. | 310 | 25,312 | |||
Tennant Company | 694 | 39,253 | |||
Terex Corp. | 1,393 | 41,428 | |||
The Eastern Company | 1,471 | 25,522 | |||
The Gorman-Rupp Company | 1,454 | 34,591 | |||
The Greenbrier Companies, Inc. | 2,830 | 68,684 | |||
The LS Starrett Company, Class A (B) | 1,530 | 13,510 | |||
The Manitowoc Company, Inc. (B) | 3,343 | 25,908 | |||
The Shyft Group, Inc. | 34,497 | 704,774 | |||
The Timken Company | 2,179 | 128,648 | |||
Titan International, Inc. (B) | 3,936 | 47,783 | |||
Trinity Industries, Inc. | 7,997 | 170,736 | |||
Twin Disc, Inc. (B) | 1,650 | 18,926 | |||
Wabash National Corp. | 1,980 | 30,809 | |||
5,724,741 | |||||
Marine – 0.4% | |||||
Costamare, Inc. | 9,592 | 85,848 | |||
Eagle Bulk Shipping, Inc. | 1,293 | 55,832 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Marine (continued) | |||||
Eneti, Inc. | 1,112 | $ | 7,417 | ||
Genco Shipping & Trading, Ltd. | 4,550 | 57,012 | |||
Kirby Corp. (B) | 2,166 | 131,628 | |||
Matson, Inc. | 2,868 | 176,439 | |||
Pangaea Logistics Solutions, Ltd. | 1,768 | 8,168 | |||
522,344 | |||||
Professional services – 2.2% | |||||
Barrett Business Services, Inc. | 497 | 38,766 | |||
BGSF, Inc. | 800 | 8,888 | |||
CACI International, Inc., Class A (B) | 2,654 | 692,853 | |||
CBIZ, Inc. (B) | 4,080 | 174,542 | |||
Clarivate PLC (B) | 8,715 | 81,834 | |||
CRA International, Inc. | 722 | 64,070 | |||
Exponent, Inc. | 8,140 | 713,634 | |||
First Advantage Corp. (B) | 1,878 | 24,095 | |||
Forrester Research, Inc. (B) | 9,254 | 333,237 | |||
Heidrick & Struggles International, Inc. | 1,672 | 43,455 | |||
Hill International, Inc. (B) | 3,275 | 10,873 | |||
Huron Consulting Group, Inc. (B) | 1,411 | 93,479 | |||
ICF International, Inc. | 1,429 | 155,790 | |||
Kelly Services, Inc., Class A | 3,287 | 44,670 | |||
Korn Ferry | 3,492 | 163,949 | |||
ManpowerGroup, Inc. | 1,187 | 76,787 | |||
Mistras Group, Inc. (B) | 2,232 | 9,955 | |||
Nielsen Holdings PLC | 6,976 | 193,375 | |||
RCM Technologies, Inc. (B) | 300 | 5,007 | |||
Resources Connection, Inc. | 4,120 | 74,448 | |||
TrueBlue, Inc. (B) | 3,219 | 61,419 | |||
Willdan Group, Inc. (B) | 400 | 5,924 | |||
3,071,050 | |||||
Road and rail – 1.4% | |||||
AMERCO | 1,099 | 559,633 | |||
ArcBest Corp. | 1,977 | 143,787 | |||
Covenant Logistics Group, Inc. | 1,513 | 43,423 | |||
Heartland Express, Inc. | 4,107 | 58,771 | |||
Knight-Swift Transportation Holdings, Inc. | 8,121 | 397,361 | |||
Marten Transport, Ltd. | 6,368 | 122,011 | |||
P.A.M. Transportation Services, Inc. (B) | 2,085 | 64,552 | |||
Patriot Transportation Holding, Inc. | 450 | 3,537 | |||
Ryder System, Inc. | 3,393 | 256,138 | |||
Schneider National, Inc., Class B | 2,987 | 60,636 | |||
TuSimple Holdings, Inc., Class A (B) | 4,034 | 30,658 | |||
U.S. Xpress Enterprises, Inc., Class A (B) | 2,111 | 5,193 | |||
Universal Logistics Holdings, Inc. | 600 | 19,032 | |||
Werner Enterprises, Inc. | 4,155 | 156,228 | |||
1,920,960 | |||||
Trading companies and distributors – 2.3% | |||||
Air Lease Corp. | 8,638 | 267,864 | |||
Alta Equipment Group, Inc. | 1,696 | 18,673 | |||
Beacon Roofing Supply, Inc. (B) | 4,604 | 251,931 | |||
BlueLinx Holdings, Inc. (B) | 665 | 41,297 | |||
Boise Cascade Company | 2,764 | 164,347 | |||
Distribution Solutions Group, Inc. (B) | 591 | 16,648 | |||
DXP Enterprises, Inc. (B) | 1,767 | 41,843 | |||
GATX Corp. | 2,663 | 226,754 | |||
GMS, Inc. (B) | 1,599 | 63,976 | |||
Herc Holdings, Inc. | 249 | 25,866 | |||
Hudson Technologies, Inc. (B) | 2,645 | 19,441 | |||
McGrath RentCorp | 1,800 | 150,948 | |||
MRC Global, Inc. (B) | 2,745 | 19,737 | |||
NOW, Inc. (B) | 7,656 | 76,943 | |||
Rush Enterprises, Inc., Class A | 2,831 | 124,168 |
222 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Trading companies and distributors (continued) | |||||
Rush Enterprises, Inc., Class B | 1,117 | $ | 53,515 | ||
SiteOne Landscape Supply, Inc. (B) | 6,693 | 697,009 | |||
Textainer Group Holdings, Ltd. | 3,510 | 94,279 | |||
Titan Machinery, Inc. (B) | 2,366 | 66,863 | |||
Triton International, Ltd. | 4,778 | 261,500 | |||
Univar Solutions, Inc. (B) | 3,996 | 90,869 | |||
Veritiv Corp. (B) | 1,106 | 108,134 | |||
WESCO International, Inc. (B) | 2,696 | 321,848 | |||
Willis Lease Finance Corp. (B) | 406 | 13,292 | |||
3,217,745 | |||||
24,843,581 | |||||
Information technology – 11.7% | |||||
Communications equipment – 1.2% | |||||
ADTRAN Holdings, Inc. | 2,032 | 39,787 | |||
Aviat Networks, Inc. (B) | 829 | 22,698 | |||
BK Technologies Corp. | 2,100 | 5,061 | |||
Comtech Telecommunications Corp. | 2,706 | 27,087 | |||
Digi International, Inc. (B) | 3,371 | 116,535 | |||
Genasys, Inc. (B) | 3,300 | 9,141 | |||
Harmonic, Inc. (B) | 6,756 | 88,301 | |||
Juniper Networks, Inc. | 8,102 | 211,624 | |||
NETGEAR, Inc. (B) | 3,326 | 66,653 | |||
NetScout Systems, Inc. (B) | 5,287 | 165,589 | |||
Optical Cable Corp. (B) | 931 | 3,212 | |||
Ribbon Communications, Inc. (B) | 8,541 | 18,961 | |||
TESSCO Technologies, Inc. (B) | 1,750 | 7,245 | |||
Viasat, Inc. (B) | 5,154 | 155,805 | |||
Viavi Solutions, Inc. (B) | 53,027 | 692,002 | |||
1,629,701 | |||||
Electronic equipment, instruments and components – 3.5% | |||||
ADDvantage Technologies Group, Inc. (B) | 428 | 753 | |||
Advanced Energy Industries, Inc. | 513 | 39,711 | |||
Arrow Electronics, Inc. (B) | 6,456 | 595,179 | |||
Avnet, Inc. | 9,371 | 338,481 | |||
Bel Fuse, Inc., Class B | 1,641 | 41,435 | |||
Belden, Inc. | 2,104 | 126,282 | |||
Benchmark Electronics, Inc. | 3,813 | 94,486 | |||
Coherent Corp. (B) | 192 | 6,691 | |||
CTS Corp. | 2,910 | 121,202 | |||
Daktronics, Inc. (B) | 3,929 | 10,648 | |||
ePlus, Inc. (B) | 1,596 | 66,298 | |||
Fabrinet (B) | 1,371 | 130,862 | |||
FARO Technologies, Inc. (B) | 684 | 18,769 | |||
Flex, Ltd. (B) | 20,782 | 346,228 | |||
Frequency Electronics, Inc. (B) | 1,783 | 10,252 | |||
Insight Enterprises, Inc. (B) | 2,190 | 180,478 | |||
Itron, Inc. (B) | 1,487 | 62,618 | |||
Jabil, Inc. | 1,463 | 84,430 | |||
Key Tronic Corp. (B) | 1,900 | 7,676 | |||
Kimball Electronics, Inc. (B) | 3,036 | 52,067 | |||
Knowles Corp. (B) | 7,107 | 86,492 | |||
Methode Electronics, Inc. | 2,971 | 110,373 | |||
Novanta, Inc. (B) | 6,544 | 756,814 | |||
OSI Systems, Inc. (B) | 880 | 63,413 | |||
PC Connection, Inc. | 2,391 | 107,810 | |||
Plexus Corp. (B) | 2,005 | 175,558 | |||
RF Industries, Ltd. (B) | 120 | 690 | |||
Richardson Electronics, Ltd. | 2,384 | 35,998 | |||
Rogers Corp. (B) | 1,055 | 255,183 | |||
Sanmina Corp. (B) | 4,939 | 227,589 | |||
ScanSource, Inc. (B) | 2,542 | 67,134 | |||
TD SYNNEX Corp. | 2,778 | 225,546 | |||
TTM Technologies, Inc. (B) | 8,193 | 107,984 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electronic equipment, instruments and components (continued) | |||||
Vishay Intertechnology, Inc. | 9,510 | $ | 169,183 | ||
Vishay Precision Group, Inc. (B) | 1,686 | 49,889 | |||
Wayside Technology Group, Inc. | 314 | 8,440 | |||
4,782,642 | |||||
IT services – 1.3% | |||||
BM Technologies, Inc. (B) | 367 | 2,455 | |||
Brightcove, Inc. (B) | 2,443 | 15,391 | |||
Cass Information Systems, Inc. | 379 | 13,148 | |||
Concentrix Corp. | 2,182 | 243,577 | |||
Conduent, Inc. (B) | 14,444 | 48,243 | |||
DXC Technology Company (B) | 10,684 | 261,544 | |||
Fastly, Inc., Class A (B) | 2,368 | 21,691 | |||
Flywire Corp. (B) | 22,300 | 512,008 | |||
Information Services Group, Inc. | 4,400 | 20,944 | |||
Kyndryl Holdings, Inc. (B) | 7,109 | 58,791 | |||
Maximus, Inc. | 710 | 41,088 | |||
PFSweb, Inc. (B) | 1,835 | 17,102 | |||
Rackspace Technology, Inc. (B) | 4,730 | 19,298 | |||
SolarWinds Corp. (B) | 6,602 | 51,166 | |||
Thoughtworks Holding, Inc. (B) | 52,462 | 550,326 | |||
1,876,772 | |||||
Semiconductors and semiconductor equipment – 3.1% | |||||
Alpha & Omega Semiconductor, Ltd. (B) | 2,746 | 84,467 | |||
Amkor Technology, Inc. | 18,705 | 318,920 | |||
Amtech Systems, Inc. (B) | 2,404 | 20,434 | |||
Axcelis Technologies, Inc. (B) | 1,196 | 72,430 | |||
AXT, Inc. (B) | 4,229 | 28,334 | |||
CEVA, Inc. (B) | 1,530 | 40,132 | |||
Cohu, Inc. (B) | 3,762 | 96,984 | |||
Diodes, Inc. (B) | 2,216 | 143,841 | |||
First Solar, Inc. (B) | 4,689 | 620,214 | |||
FormFactor, Inc. (B) | 2,770 | 69,389 | |||
Ichor Holdings, Ltd. (B) | 2,659 | 64,374 | |||
Kulicke & Soffa Industries, Inc. | 4,804 | 185,098 | |||
MACOM Technology Solutions Holdings, Inc. (B) | 15,496 | 802,538 | |||
Magnachip Semiconductor Corp. (B) | 2,526 | 25,866 | |||
Onto Innovation, Inc. (B) | 1,755 | 112,408 | |||
Photronics, Inc. (B) | 5,882 | 85,995 | |||
Power Integrations, Inc. | 9,909 | 637,347 | |||
Rambus, Inc. (B) | 2,174 | 55,263 | |||
Silicon Laboratories, Inc. (B) | 5,144 | 634,975 | |||
Ultra Clean Holdings, Inc. (B) | 3,668 | 94,451 | |||
Veeco Instruments, Inc. (B) | 2,996 | 54,887 | |||
4,248,347 | |||||
Software – 2.3% | |||||
ACI Worldwide, Inc. (B) | 8,244 | 172,300 | |||
Asure Software, Inc. (B) | 1,391 | 7,957 | |||
Aware, Inc. (B) | 2,160 | 3,845 | |||
Cerence, Inc. (B) | 289 | 4,552 | |||
ChannelAdvisor Corp. (B) | 1,546 | 35,032 | |||
Cognyte Software, Ltd. (B) | 402 | 1,624 | |||
Consensus Cloud Solutions, Inc. (B) | 218 | 10,311 | |||
Ebix, Inc. | 2,981 | 56,550 | |||
InterDigital, Inc. | 1,490 | 60,226 | |||
LiveRamp Holdings, Inc. (B) | 848 | 15,400 | |||
N-able, Inc. (B) | 430 | 3,969 | |||
ON24, Inc. (B) | 2,666 | 23,461 | |||
OneSpan, Inc. (B) | 1,048 | 9,023 | |||
Paycor HCM, Inc. (B) | 27,569 | 814,940 | |||
Paylocity Holding Corp. (B) | 3,871 | 935,156 | |||
Rapid7, Inc. (B) | 7,088 | 304,075 | |||
SecureWorks Corp., Class A (B) | 1,000 | 8,050 |
223 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Software (continued) | |||||
The Descartes Systems Group, Inc. (B) | 9,843 | $ | 625,326 | ||
Upland Software, Inc. (B) | 1,064 | 8,650 | |||
Verint Systems, Inc. (B) | 1,067 | 35,830 | |||
Xperi Holdings Corp. | 4,859 | 68,706 | |||
3,204,983 | |||||
Technology hardware, storage and peripherals – 0.3% | |||||
3D Systems Corp. (B) | 626 | 4,995 | |||
AstroNova, Inc. (B) | 1,439 | 16,836 | |||
Stratasys, Ltd. (B) | 4,814 | 69,370 | |||
Super Micro Computer, Inc. (B) | 3,994 | 219,950 | |||
Xerox Holdings Corp. | 10,478 | 137,052 | |||
448,203 | |||||
16,190,648 | |||||
Materials – 6.6% | |||||
Chemicals – 3.0% | |||||
AdvanSix, Inc. | 2,137 | 68,598 | |||
American Vanguard Corp. | 2,933 | 54,847 | |||
Ashland, Inc. | 2,740 | 260,218 | |||
Avient Corp. | 19,685 | 596,456 | |||
Balchem Corp. | 4,895 | 595,134 | |||
Cabot Corp. | 1,478 | 94,429 | |||
Chase Corp. | 200 | 16,714 | |||
Core Molding Technologies, Inc. (B) | 1,000 | 9,930 | |||
Ecovyst, Inc. (B) | 9,373 | 79,108 | |||
Element Solutions, Inc. | 7,601 | 123,668 | |||
FutureFuel Corp. | 4,276 | 25,827 | |||
Hawkins, Inc. | 1,460 | 56,925 | |||
HB Fuller Company | 3,615 | 217,262 | |||
Huntsman Corp. | 15,185 | 372,640 | |||
Innospec, Inc. | 1,794 | 153,692 | |||
Intrepid Potash, Inc. (B) | 1,117 | 44,200 | |||
Koppers Holdings, Inc. | 1,694 | 35,201 | |||
Kronos Worldwide, Inc. | 3,820 | 35,679 | |||
LSB Industries, Inc. (B) | 1,567 | 22,330 | |||
Mativ Holdings, Inc. | 2,233 | 49,305 | |||
Minerals Technologies, Inc. | 2,317 | 114,483 | |||
Olin Corp. | 3,134 | 134,386 | |||
Quaker Chemical Corp. | 2,158 | 311,572 | |||
Rayonier Advanced Materials, Inc. (B) | 4,555 | 14,348 | |||
Stepan Company | 1,433 | 134,229 | |||
Tredegar Corp. | 1,654 | 15,614 | |||
Trinseo PLC | 2,288 | 41,916 | |||
Tronox Holdings PLC | 10,595 | 129,789 | |||
Venator Materials PLC (B) | 2,700 | 2,376 | |||
Westlake Corp. | 3,760 | 326,669 | |||
4,137,545 | |||||
Construction materials – 0.1% | |||||
Summit Materials, Inc., Class A (B) | 5,031 | 120,543 | |||
United States Lime & Minerals, Inc. | 686 | 70,109 | |||
190,652 | |||||
Containers and packaging – 0.9% | |||||
Berry Global Group, Inc. (B) | 5,783 | 269,083 | |||
Graphic Packaging Holding Company | 7,736 | 152,709 | |||
Greif, Inc., Class A | 1,410 | 83,994 | |||
Greif, Inc., Class B | 698 | 42,438 | |||
Myers Industries, Inc. | 617 | 10,162 | |||
O-I Glass, Inc. (B) | 2,514 | 32,556 | |||
Pactiv Evergreen, Inc. | 3,705 | 32,345 | |||
Ranpak Holdings Corp. (B) | 1,842 | 6,300 | |||
Silgan Holdings, Inc. | 1,345 | 56,544 | |||
Sonoco Products Company | 3,115 | 176,714 | |||
TriMas Corp. | 1,856 | 46,530 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Containers and packaging (continued) | |||||
Westrock Company | 8,371 | $ | 258,580 | ||
1,167,955 | |||||
Metals and mining – 2.4% | |||||
Alcoa Corp. | 11,256 | 378,877 | |||
Ampco-Pittsburgh Corp. (B) | 1,644 | 6,050 | |||
Arconic Corp. (B) | 8,353 | 142,335 | |||
Ascent Industries Company (B) | 2,209 | 30,948 | |||
Carpenter Technology Corp. | 4,238 | 131,971 | |||
Century Aluminum Company (B) | 2,804 | 14,805 | |||
Cleveland-Cliffs, Inc. (B) | 20,363 | 274,290 | |||
Coeur Mining, Inc. (B) | 15,352 | 52,504 | |||
Commercial Metals Company | 5,907 | 209,580 | |||
Ferroglobe PLC (A)(B) | 5,300 | 0 | |||
Friedman Industries, Inc. | 1,511 | 10,743 | |||
Gold Resource Corp. | 6,900 | 11,385 | |||
Haynes International, Inc. | 868 | 30,484 | |||
Hecla Mining Company | 34,470 | 135,812 | |||
Materion Corp. | 1,721 | 137,680 | |||
Nexa Resources SA | 900 | 4,644 | |||
Olympic Steel, Inc. | 1,438 | 32,801 | |||
Reliance Steel & Aluminum Company | 3,854 | 672,176 | |||
Ryerson Holding Corp. | 2,583 | 66,486 | |||
Schnitzer Steel Industries, Inc., Class A | 3,077 | 87,571 | |||
Steel Dynamics, Inc. | 5,400 | 383,130 | |||
SunCoke Energy, Inc. | 6,433 | 37,376 | |||
TimkenSteel Corp. (B) | 3,682 | 55,193 | |||
U.S. Steel Corp. | 8,605 | 155,923 | |||
Universal Stainless & Alloy Products, Inc. (B) | 1,562 | 11,121 | |||
Warrior Met Coal, Inc. | 3,785 | 107,645 | |||
Worthington Industries, Inc. | 2,898 | 110,530 | |||
3,292,060 | |||||
Paper and forest products – 0.2% | |||||
Clearwater Paper Corp. (B) | 1,597 | 60,047 | |||
Glatfelter Corp. | 4,610 | 14,337 | |||
Mercer International, Inc. | 7,458 | 91,733 | |||
Resolute Forest Products, Inc. (B) | 7,541 | 150,820 | |||
316,937 | |||||
9,105,149 | |||||
Real estate – 1.5% | |||||
Equity real estate investment trusts – 0.7% | |||||
Ryman Hospitality Properties, Inc. | 6,594 | 485,252 | |||
STAG Industrial, Inc. | 18,127 | 515,351 | |||
1,000,603 | |||||
Real estate management and development – 0.8% | |||||
Anywhere Real Estate, Inc. (B) | 9,125 | 74,004 | |||
Cushman & Wakefield PLC (B) | 9,661 | 110,618 | |||
Douglas Elliman, Inc. | 2,482 | 10,176 | |||
Five Point Holdings LLC, Class A (B) | 2,659 | 6,913 | |||
Forestar Group, Inc. (B) | 2,613 | 29,239 | |||
FRP Holdings, Inc. (B) | 931 | 50,609 | |||
Jones Lang LaSalle, Inc. (B) | 1,889 | 285,371 | |||
Kennedy-Wilson Holdings, Inc. | 3,543 | 54,775 | |||
Marcus & Millichap, Inc. | 1,738 | 56,972 | |||
Newmark Group, Inc., Class A | 4,673 | 37,664 | |||
Rafael Holdings, Inc., Class B (B) | 500 | 900 | |||
RE/MAX Holdings, Inc., Class A | 2,193 | 41,470 | |||
Stratus Properties, Inc. | 1,025 | 23,883 | |||
Tejon Ranch Company (B) | 2,396 | 34,502 | |||
The Howard Hughes Corp. (B) | 3,339 | 184,947 | |||
1,002,043 | |||||
2,002,646 |
224 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Utilities – 0.6% | |||||
Electric utilities – 0.1% | |||||
Genie Energy, Ltd., B Shares | 1,000 | $ | 9,350 | ||
NRG Energy, Inc. | 2,766 | 105,855 | |||
115,205 | |||||
Gas utilities – 0.1% | |||||
New Jersey Resources Corp. | 3,121 | 120,783 | |||
Independent power and renewable electricity producers – 0.4% | |||||
Ormat Technologies, Inc. | 2,212 | 190,674 | |||
Vistra Corp. | 20,677 | 434,217 | |||
624,891 | |||||
860,879 | |||||
TOTAL COMMON STOCKS (Cost $133,406,290) | $ | 135,898,619 | |||
PREFERRED SECURITIES – 0.0% | |||||
Industrials – 0.0% | |||||
Trading companies and distributors – 0.0% | |||||
WESCO International, Inc., 10.625% (10.625% to 6-22-25, then 5 Year CMT + 10.325%) | 1,507 | 40,614 | |||
TOTAL PREFERRED SECURITIES (Cost $37,663) | $ | 40,614 | |||
SHORT-TERM INVESTMENTS – 1.8% | |||||
Short-term funds – 1.8% | |||||
John Hancock Collateral Trust, 3.0556% (D)(E) | 43,054 | 430,193 | |||
State Street Institutional Treasury Money Market Fund, Premier Class, 2.4174% (D) | 1,556,210 | 1,556,210 | |||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (D) | 422,013 | 422,013 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $2,408,409) | $ | 2,408,416 | |||
Total Investments (Small Cap Opportunities Trust) (Cost $135,852,362) – 100.4% | $ | 138,347,649 | |||
Other assets and liabilities, net – (0.4%) | (529,448) | ||||
TOTAL NET ASSETS – 100.0% | $ | 137,818,201 |
Security Abbreviations and Legend | |
CMT | Constant Maturity Treasury |
(A) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(B) | Non-income producing security. |
(C) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $419,590. |
(D) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 97.5% | |||||
Communication services – 3.3% | |||||
Interactive media and services – 2.4% | |||||
Bumble, Inc., Class A (A) | 37,129 | $ | 797,902 | ||
CarGurus, Inc. (A) | 163,486 | 2,316,597 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Interactive media and services (continued) | |||||
Ziff Davis, Inc. (A) | 39,625 | $ | 2,713,520 | ||
5,828,019 | |||||
Media – 0.9% | |||||
Criteo SA, ADR (A) | 82,748 | 2,236,678 | |||
8,064,697 | |||||
Consumer discretionary – 8.9% | |||||
Diversified consumer services – 1.9% | |||||
H&R Block, Inc. | 69,781 | 2,968,484 | |||
PowerSchool Holdings, Inc., Class A (A) | 100,707 | 1,680,800 | |||
4,649,284 | |||||
Hotels, restaurants and leisure – 4.5% | |||||
Boyd Gaming Corp. | 55,432 | 2,641,335 | |||
Texas Roadhouse, Inc. | 48,914 | 4,268,236 | |||
Wingstop, Inc. | 32,524 | 4,079,160 | |||
10,988,731 | |||||
Household durables – 1.2% | |||||
Skyline Champion Corp. (A) | 57,851 | 3,058,582 | |||
Textiles, apparel and luxury goods – 1.3% | |||||
Crocs, Inc. (A) | 28,629 | 1,965,667 | |||
Steven Madden, Ltd. | 50,254 | 1,340,274 | |||
3,305,941 | |||||
22,002,538 | |||||
Consumer staples – 3.7% | |||||
Beverages – 1.2% | |||||
Celsius Holdings, Inc. (A) | 31,507 | 2,857,055 | |||
Personal products – 2.5% | |||||
elf Beauty, Inc. (A) | 164,262 | 6,179,533 | |||
9,036,588 | |||||
Energy – 7.7% | |||||
Energy equipment and services – 1.2% | |||||
Cactus, Inc., Class A | 80,216 | 3,082,701 | |||
Oil, gas and consumable fuels – 6.5% | |||||
Brigham Minerals, Inc., Class A | 105,721 | 2,608,137 | |||
Chord Energy Corp. | 32,150 | 4,397,156 | |||
SM Energy Company | 134,116 | 5,044,103 | |||
Viper Energy Partners LP | 139,153 | 3,988,125 | |||
16,037,521 | |||||
19,120,222 | |||||
Financials – 3.8% | |||||
Banks – 2.7% | |||||
Ameris Bancorp | 79,322 | 3,546,487 | |||
Synovus Financial Corp. | 87,697 | 3,289,514 | |||
6,836,001 | |||||
Mortgage real estate investment trusts – 1.1% | |||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 88,686 | 2,654,372 | |||
9,490,373 | |||||
Health care – 26.0% | |||||
Biotechnology – 10.0% | |||||
Alkermes PLC (A) | 34,071 | 760,805 | |||
Amicus Therapeutics, Inc. (A) | 107,934 | 1,126,831 | |||
Apellis Pharmaceuticals, Inc. (A) | 30,198 | 2,062,523 | |||
Ascendis Pharma A/S, ADR (A) | 10,645 | 1,099,203 | |||
Blueprint Medicines Corp. (A) | 29,190 | 1,923,329 | |||
Celldex Therapeutics, Inc. (A) | 28,983 | 814,712 | |||
Crinetics Pharmaceuticals, Inc. (A) | 56,361 | 1,106,930 | |||
Cytokinetics, Inc. (A) | 54,216 | 2,626,765 | |||
Fate Therapeutics, Inc. (A) | 30,322 | 679,516 | |||
Halozyme Therapeutics, Inc. (A) | 30,622 | 1,210,794 |
225 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Intellia Therapeutics, Inc. (A) | 24,101 | $ | 1,348,692 | ||
Karuna Therapeutics, Inc. (A) | 10,452 | 2,350,968 | |||
Kymera Therapeutics, Inc. (A) | 25,911 | 564,082 | |||
Mirati Therapeutics, Inc. (A) | 9,859 | 688,553 | |||
Myovant Sciences, Ltd. (A) | 87,769 | 1,576,331 | |||
PTC Therapeutics, Inc. (A) | 38,657 | 1,940,581 | |||
REVOLUTION Medicines, Inc. (A) | 62,182 | 1,226,229 | |||
Rocket Pharmaceuticals, Inc. (A) | 43,184 | 689,217 | |||
Syndax Pharmaceuticals, Inc. (A) | 33,699 | 809,787 | |||
24,605,848 | |||||
Health care equipment and supplies – 7.3% | |||||
Enovis Corp. (A) | 47,748 | 2,199,750 | |||
Globus Medical, Inc., Class A (A) | 39,129 | 2,330,915 | |||
Haemonetics Corp. (A) | 47,618 | 3,525,161 | |||
Inari Medical, Inc. (A) | 45,580 | 3,310,931 | |||
Inspire Medical Systems, Inc. (A) | 25,406 | 4,506,262 | |||
Integra LifeSciences Holdings Corp. (A) | 53,213 | 2,254,103 | |||
18,127,122 | |||||
Health care providers and services – 6.8% | |||||
Acadia Healthcare Company, Inc. (A) | 44,371 | 3,468,925 | |||
Covetrus, Inc. (A) | 57,100 | 1,192,248 | |||
Cross Country Healthcare, Inc. (A) | 97,770 | 2,773,735 | |||
HealthEquity, Inc. (A) | 28,779 | 1,933,085 | |||
Owens & Minor, Inc. | 121,016 | 2,916,486 | |||
R1 RCM, Inc. (A) | 243,176 | 4,506,051 | |||
16,790,530 | |||||
Pharmaceuticals – 1.9% | |||||
Aclaris Therapeutics, Inc. (A) | 97,669 | 1,537,310 | |||
Intra-Cellular Therapies, Inc. (A) | 35,891 | 1,670,008 | |||
Pacira BioSciences, Inc. (A) | 25,501 | 1,356,398 | |||
4,563,716 | |||||
64,087,216 | |||||
Industrials – 18.8% | |||||
Aerospace and defense – 1.4% | |||||
Curtiss-Wright Corp. | 25,217 | 3,509,198 | |||
Building products – 1.9% | |||||
The AZEK Company, Inc. (A) | 120,315 | 1,999,635 | |||
Zurn Elkay Water Solutions Corp. | 112,118 | 2,746,891 | |||
4,746,526 | |||||
Commercial services and supplies – 1.6% | |||||
Aris Water Solution, Inc., Class A | 90,180 | 1,150,697 | |||
Casella Waste Systems, Inc., Class A (A) | 34,899 | 2,665,935 | |||
3,816,632 | |||||
Construction and engineering – 4.6% | |||||
Ameresco, Inc., Class A (A) | 15,857 | 1,054,173 | |||
Comfort Systems USA, Inc. | 30,025 | 2,922,333 | |||
Fluor Corp. (A) | 179,050 | 4,456,555 | |||
WillScot Mobile Mini Holdings Corp. (A) | 74,280 | 2,995,712 | |||
11,428,773 | |||||
Electrical equipment – 1.5% | |||||
Acuity Brands, Inc. | 23,790 | 3,746,211 | |||
Machinery – 2.1% | |||||
Chart Industries, Inc. (A) | 15,391 | 2,837,331 | |||
The Middleby Corp. (A) | 17,115 | 2,193,630 | |||
5,030,961 | |||||
Professional services – 1.5% | |||||
TriNet Group, Inc. (A) | 52,985 | 3,773,592 | |||
Trading companies and distributors – 4.2% | |||||
Applied Industrial Technologies, Inc. | 66,243 | 6,808,456 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Trading companies and distributors (continued) | |||||
WESCO International, Inc. (A) | 29,820 | $ | 3,559,912 | ||
10,368,368 | |||||
46,420,261 | |||||
Information technology – 17.0% | |||||
Communications equipment – 2.5% | |||||
Calix, Inc. (A) | 101,114 | 6,182,110 | |||
Electronic equipment, instruments and components – 1.5% | |||||
Coherent Corp. (A) | 38,442 | 1,339,704 | |||
Novanta, Inc. (A) | 18,953 | 2,191,914 | |||
3,531,618 | |||||
IT services – 4.5% | |||||
ExlService Holdings, Inc. (A) | 23,518 | 3,465,612 | |||
Perficient, Inc. (A) | 33,875 | 2,202,553 | |||
Verra Mobility Corp. (A) | 356,606 | 5,481,034 | |||
11,149,199 | |||||
Semiconductors and semiconductor equipment – 1.8% | |||||
MKS Instruments, Inc. | 19,063 | 1,575,366 | |||
Synaptics, Inc. (A) | 29,161 | 2,887,231 | |||
4,462,597 | |||||
Software – 6.7% | |||||
Five9, Inc. (A) | 38,854 | 2,913,273 | |||
Jamf Holding Corp. (A) | 162,192 | 3,594,175 | |||
Manhattan Associates, Inc. (A) | 21,353 | 2,840,590 | |||
Rapid7, Inc. (A) | 60,825 | 2,609,393 | |||
RingCentral, Inc., Class A (A) | 85,034 | 3,397,959 | |||
Varonis Systems, Inc. (A) | 45,339 | 1,202,390 | |||
16,557,780 | |||||
41,883,304 | |||||
Materials – 3.9% | |||||
Chemicals – 3.9% | |||||
Cabot Corp. | 79,685 | 5,091,075 | |||
Livent Corp. (A) | 148,847 | 4,562,161 | |||
9,653,236 | |||||
Real estate – 4.4% | |||||
Equity real estate investment trusts – 4.4% | |||||
Essential Properties Realty Trust, Inc. | 138,586 | 2,695,498 | |||
Independence Realty Trust, Inc. | 124,838 | 2,088,540 | |||
Phillips Edison & Company, Inc. | 100,654 | 2,823,345 | |||
Ryman Hospitality Properties, Inc. | 44,794 | 3,296,390 | |||
10,903,773 | |||||
TOTAL COMMON STOCKS (Cost $272,779,302) | $ | 240,662,208 | |||
SHORT-TERM INVESTMENTS – 2.2% | |||||
Repurchase agreement – 2.2% | |||||
Societe Generale SA Tri-Party Repurchase Agreement dated 9-30-22 at 2.980% to be repurchased at $5,301,316 on 10-3-22, collateralized by $6,115,100 U.S. Treasury Notes, 1.125% due 2-28-27 (valued at $5,406,074) | $ | 5,300,000 | 5,300,000 | ||
TOTAL SHORT-TERM INVESTMENTS (Cost $5,300,000) | $ | 5,300,000 | |||
Total Investments (Small Cap Stock Trust) (Cost $278,079,302) – 99.7% | $ | 245,962,208 | |||
Other assets and liabilities, net – 0.3% | 859,273 | ||||
TOTAL NET ASSETS – 100.0% | $ | 246,821,481 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
226 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 97.6% | |||||
Communication services – 3.0% | |||||
Interactive media and services – 2.2% | |||||
Shutterstock, Inc. | 91,142 | $ | 4,572,594 | ||
Ziff Davis, Inc. (A) | 62,590 | 4,286,163 | |||
8,858,757 | |||||
Media – 0.8% | |||||
WideOpenWest, Inc. (A) | 248,727 | 3,051,880 | |||
11,910,637 | |||||
Consumer discretionary – 8.5% | |||||
Auto components – 2.4% | |||||
Gentherm, Inc. (A) | 44,270 | 2,201,547 | |||
Visteon Corp. (A) | 68,134 | 7,226,292 | |||
9,427,839 | |||||
Hotels, restaurants and leisure – 0.8% | |||||
Aramark | 21,476 | 670,051 | |||
Wyndham Hotels & Resorts, Inc. | 44,471 | 2,728,296 | |||
3,398,347 | |||||
Household durables – 2.1% | |||||
Century Communities, Inc. | 93,198 | 3,987,010 | |||
Tri Pointe Homes, Inc. (A) | 280,054 | 4,231,616 | |||
8,218,626 | |||||
Specialty retail – 1.6% | |||||
Five Below, Inc. (A) | 3,109 | 428,016 | |||
Monro, Inc. | 132,287 | 5,749,193 | |||
6,177,209 | |||||
Textiles, apparel and luxury goods – 1.6% | |||||
Deckers Outdoor Corp. (A) | 1,773 | 554,258 | |||
Kontoor Brands, Inc. | 169,172 | 5,685,871 | |||
6,240,129 | |||||
33,462,150 | |||||
Consumer staples – 3.7% | |||||
Beverages – 0.8% | |||||
C&C Group PLC (A) | 1,892,925 | 3,147,925 | |||
Food and staples retailing – 1.1% | |||||
United Natural Foods, Inc. (A) | 123,313 | 4,238,268 | |||
Food products – 1.1% | |||||
Cranswick PLC | 128,112 | 3,805,806 | |||
Post Holdings, Inc. (A) | 4,132 | 338,452 | |||
4,144,258 | |||||
Household products – 0.7% | |||||
Spectrum Brands Holdings, Inc. | 73,763 | 2,878,970 | |||
14,409,421 | |||||
Energy – 2.7% | |||||
Oil, gas and consumable fuels – 2.7% | |||||
Brigham Minerals, Inc., Class A | 168,551 | 4,158,153 | |||
Chord Energy Corp. | 33,564 | 4,590,548 | |||
Dorian LPG, Ltd. | 142,695 | 1,936,371 | |||
10,685,072 | |||||
Financials – 24.9% | |||||
Banks – 17.4% | |||||
1st Source Corp. | 101,615 | 4,704,775 | |||
Atlantic Union Bankshares Corp. | 129,039 | 3,920,205 | |||
Banc of California, Inc. | 452,195 | 7,221,554 | |||
Berkshire Hills Bancorp, Inc. | 92,847 | 2,534,723 | |||
Cadence Bank | 215,477 | 5,475,271 | |||
Eastern Bankshares, Inc. | 276,864 | 5,437,609 | |||
First Busey Corp. | 225,237 | 4,950,709 | |||
First Citizens BancShares, Inc., Class A | 898 | 716,092 | |||
First Interstate BancSystem, Inc., Class A | 140,292 | 5,660,782 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
Flushing Financial Corp. | 283,038 | $ | 5,482,446 | ||
Hancock Whitney Corp. | 126,890 | 5,812,831 | |||
International Bancshares Corp. | 131,644 | 5,594,870 | |||
National Bank Holdings Corp., Class A | 118,580 | 4,386,274 | |||
Synovus Financial Corp. | 165,662 | 6,213,982 | |||
Webster Financial Corp. | 9,220 | 416,744 | |||
68,528,867 | |||||
Insurance – 6.0% | |||||
Assured Guaranty, Ltd. | 95,723 | 4,637,779 | |||
Kemper Corp. | 143,896 | 5,937,149 | |||
ProAssurance Corp. | 224,863 | 4,387,077 | |||
Reinsurance Group of America, Inc. | 5,093 | 640,750 | |||
SiriusPoint, Ltd. (A) | 520,030 | 2,574,149 | |||
White Mountains Insurance Group, Ltd. | 4,050 | 5,277,231 | |||
23,454,135 | |||||
Thrifts and mortgage finance – 1.5% | |||||
NMI Holdings, Inc., Class A (A) | 282,832 | 5,761,288 | |||
97,744,290 | |||||
Health care – 5.1% | |||||
Health care equipment and supplies – 3.1% | |||||
Haemonetics Corp. (A) | 98,134 | 7,264,860 | |||
ICU Medical, Inc. (A) | 32,560 | 4,903,536 | |||
12,168,396 | |||||
Health care providers and services – 1.2% | |||||
Owens & Minor, Inc. | 184,667 | 4,450,475 | |||
Life sciences tools and services – 0.8% | |||||
Syneos Health, Inc. (A) | 69,045 | 3,255,472 | |||
19,874,343 | |||||
Industrials – 20.1% | |||||
Aerospace and defense – 1.0% | |||||
Hexcel Corp. | 80,054 | 4,140,393 | |||
Building products – 2.4% | |||||
American Woodmark Corp. (A) | 86,988 | 3,815,294 | |||
The AZEK Company, Inc. (A) | 108,798 | 1,808,223 | |||
Tyman PLC | 1,774,605 | 3,865,401 | |||
9,488,918 | |||||
Commercial services and supplies – 4.9% | |||||
ACCO Brands Corp. | 682,851 | 3,345,970 | |||
BrightView Holdings, Inc. (A) | 352,656 | 2,800,089 | |||
Clean Harbors, Inc. (A) | 4,599 | 505,798 | |||
SP Plus Corp. (A) | 212,761 | 6,663,675 | |||
UniFirst Corp. | 35,235 | 5,927,584 | |||
19,243,116 | |||||
Construction and engineering – 0.2% | |||||
Primoris Services Corp. | 57,901 | 940,891 | |||
Electrical equipment – 1.0% | |||||
Thermon Group Holdings, Inc. (A) | 266,101 | 4,100,616 | |||
Machinery – 2.1% | |||||
John Bean Technologies Corp. | 43,274 | 3,721,564 | |||
Luxfer Holdings PLC | 301,563 | 4,372,664 | |||
8,094,228 | |||||
Professional services – 6.0% | |||||
Huron Consulting Group, Inc. (A) | 113,941 | 7,548,591 | |||
ICF International, Inc. | 54,389 | 5,929,489 | |||
Science Applications International Corp. | 69,455 | 6,141,906 | |||
Sterling Check Corp. (A) | 224,157 | 3,954,129 | |||
23,574,115 | |||||
Trading companies and distributors – 2.5% | |||||
Air Lease Corp. | 162,548 | 5,040,613 |
227 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Trading companies and distributors (continued) | |||||
GATX Corp. | 54,087 | $ | 4,605,508 | ||
9,646,121 | |||||
79,228,398 | |||||
Information technology – 10.8% | |||||
Electronic equipment, instruments and components – 5.7% | |||||
Belden, Inc. | 123,365 | 7,404,367 | |||
CTS Corp. | 165,524 | 6,894,075 | |||
ePlus, Inc. (A) | 105,054 | 4,363,943 | |||
National Instruments Corp. | 103,141 | 3,892,541 | |||
22,554,926 | |||||
IT services – 1.8% | |||||
Concentrix Corp. | 4,208 | 469,739 | |||
Perficient, Inc. (A) | 8,900 | 578,678 | |||
WNS Holdings, Ltd., ADR (A) | 74,481 | 6,095,525 | |||
7,143,942 | |||||
Software – 3.3% | |||||
ACI Worldwide, Inc. (A) | 236,578 | 4,944,480 | |||
Digital Turbine, Inc. (A) | 99,993 | 1,440,899 | |||
Progress Software Corp. | 150,850 | 6,418,668 | |||
12,804,047 | |||||
42,502,915 | |||||
Materials – 8.3% | |||||
Chemicals – 6.1% | |||||
Axalta Coating Systems, Ltd. (A) | 186,076 | 3,918,761 | |||
Element Solutions, Inc. | 428,534 | 6,972,248 | |||
HB Fuller Company | 68,260 | 4,102,426 | |||
Mativ Holdings, Inc. | 274,247 | 6,055,374 | |||
Orion Engineered Carbons SA | 202,615 | 2,704,910 | |||
23,753,719 | |||||
Containers and packaging – 2.2% | |||||
Sealed Air Corp. | 14,445 | 642,947 | |||
TriMas Corp. | 325,401 | 8,157,803 | |||
8,800,750 | |||||
32,554,469 | |||||
Real estate – 8.9% | |||||
Equity real estate investment trusts – 8.9% | |||||
Alexander & Baldwin, Inc. | 216,401 | 3,587,929 | |||
Brandywine Realty Trust | 182,472 | 1,231,686 | |||
Centerspace | 65,140 | 4,385,225 | |||
Global Medical REIT, Inc. | 222,986 | 1,899,841 | |||
LXP Industrial Trust | 318,158 | 2,914,327 | |||
Pebblebrook Hotel Trust | 280,279 | 4,066,848 | |||
Phillips Edison & Company, Inc. | 158,449 | 4,444,494 | |||
Piedmont Office Realty Trust, Inc., Class A | 441,044 | 4,657,425 | |||
PotlatchDeltic Corp. | 81,835 | 3,358,508 | |||
RPT Realty | 569,681 | 4,306,788 | |||
34,853,071 | |||||
Utilities – 1.6% | |||||
Gas utilities – 1.6% | |||||
New Jersey Resources Corp. | 86,319 | 3,340,545 | |||
Spire, Inc. | 40,267 | 2,509,842 | |||
UGI Corp. | 14,075 | 455,045 | |||
6,305,432 | |||||
TOTAL COMMON STOCKS (Cost $408,816,847) | $ | 383,530,198 |
Shares or Principal Amount | Value | ||||
SHORT-TERM INVESTMENTS – 2.2% | |||||
Repurchase agreement – 2.2% | |||||
Bank of America Tri-Party Repurchase Agreement dated 9-30-22 at 3.050% to be repurchased at $8,602,186 on 10-3-22, collateralized by $9,211,743 Government National Mortgage Association, 4.000% - 5.000% due 12-20-48 to 10-20-51 (valued at $8,772,000) | $ | 8,600,000 | $ | 8,600,000 | |
TOTAL SHORT-TERM INVESTMENTS (Cost $8,600,000) | $ | 8,600,000 | |||
Total Investments (Small Cap Value Trust) (Cost $417,416,847) – 99.8% | $ | 392,130,198 | |||
Other assets and liabilities, net – 0.2% | 966,870 | ||||
TOTAL NET ASSETS – 100.0% | $ | 393,097,068 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 95.7% | |||||
Communication services – 1.6% | |||||
Media – 1.6% | |||||
Advantage Solutions, Inc. (A) | 80,296 | $ | 171,030 | ||
Boston Omaha Corp., Class A (A) | 25,741 | 593,073 | |||
Cable One, Inc. | 1,048 | 893,996 | |||
Scholastic Corp. | 12,753 | 392,282 | |||
2,050,381 | |||||
Consumer discretionary – 8.2% | |||||
Auto components – 1.6% | |||||
Dorman Products, Inc. (A) | 8,286 | 680,446 | |||
LCI Industries | 6,171 | 626,110 | |||
Visteon Corp. (A) | 5,911 | 626,921 | |||
1,933,477 | |||||
Distributors – 0.2% | |||||
Pool Corp. | 856 | 272,388 | |||
Diversified consumer services – 0.9% | |||||
Strategic Education, Inc. | 18,599 | 1,142,165 | |||
Hotels, restaurants and leisure – 1.5% | |||||
BJ's Restaurants, Inc. (A) | 18,055 | 430,612 | |||
Marriott Vacations Worldwide Corp. | 6,051 | 737,375 | |||
Papa John's International, Inc. | 10,800 | 756,108 | |||
1,924,095 | |||||
Household durables – 1.3% | |||||
Cavco Industries, Inc. (A) | 4,822 | 992,175 | |||
Meritage Homes Corp. (A) | 8,210 | 576,917 | |||
1,569,092 | |||||
Internet and direct marketing retail – 0.4% | |||||
Farfetch, Ltd., Class A (A) | 47,621 | 354,776 | |||
Rent the Runway, Inc., Class A (A) | 13,477 | 29,649 | |||
Xometry, Inc., Class A (A) | 1,406 | 79,847 | |||
464,272 | |||||
Multiline retail – 0.2% | |||||
Ollie's Bargain Outlet Holdings, Inc. (A) | 4,700 | 242,520 | |||
Specialty retail – 1.5% | |||||
Floor & Decor Holdings, Inc., Class A (A) | 1,100 | 77,286 | |||
Hibbett, Inc. | 6,444 | 320,976 |
228 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Specialty retail (continued) | |||||
LL Flooring Holdings, Inc. (A) | 34,701 | $ | 240,478 | ||
Monro, Inc. | 12,580 | 546,727 | |||
Petco Health & Wellness Company, Inc. (A) | 25,990 | 290,048 | |||
Warby Parker, Inc., Class A (A) | 30,407 | 405,629 | |||
1,881,144 | |||||
Textiles, apparel and luxury goods – 0.6% | |||||
Steven Madden, Ltd. | 28,498 | 760,042 | |||
10,189,195 | |||||
Consumer staples – 2.6% | |||||
Beverages – 0.7% | |||||
Coca-Cola Consolidated, Inc. | 2,076 | 854,751 | |||
Food and staples retailing – 0.1% | |||||
Grocery Outlet Holding Corp. (A) | 2,858 | 95,143 | |||
Food products – 1.7% | |||||
Nomad Foods, Ltd. (A) | 64,561 | 916,766 | |||
Post Holdings, Inc. (A) | 7,828 | 641,191 | |||
The Simply Good Foods Company (A) | 17,345 | 554,867 | |||
2,112,824 | |||||
Personal products – 0.1% | |||||
BellRing Brands, Inc. (A) | 9,954 | 205,152 | |||
3,267,870 | |||||
Energy – 5.8% | |||||
Energy equipment and services – 2.4% | |||||
Cactus, Inc., Class A | 28,564 | 1,097,715 | |||
ChampionX Corp. | 55,887 | 1,093,709 | |||
Liberty Energy, Inc. (A) | 58,305 | 739,307 | |||
2,930,731 | |||||
Oil, gas and consumable fuels – 3.4% | |||||
International Seaways, Inc. | 15,109 | 530,779 | |||
Magnolia Oil & Gas Corp., Class A | 74,977 | 1,485,294 | |||
Matador Resources Company | 41,292 | 2,020,005 | |||
REX American Resources Corp. (A) | 7,945 | 221,824 | |||
4,257,902 | |||||
7,188,633 | |||||
Financials – 26.6% | |||||
Banks – 16.0% | |||||
BankUnited, Inc. | 39,255 | 1,341,343 | |||
Columbia Banking System, Inc. | 30,910 | 892,990 | |||
CrossFirst Bankshares, Inc. (A) | 37,768 | 492,872 | |||
Eastern Bankshares, Inc. | 31,634 | 621,292 | |||
FB Financial Corp. | 28,529 | 1,090,093 | |||
Glacier Bancorp, Inc. | 20,109 | 987,955 | |||
HarborOne Bancorp, Inc. | 55,901 | 750,191 | |||
Home BancShares, Inc. | 70,643 | 1,590,174 | |||
Independent Bank Corp. (Massachusetts) | 15,152 | 1,129,279 | |||
Live Oak Bancshares, Inc. | 32,949 | 1,008,239 | |||
National Bank Holdings Corp., Class A | 27,692 | 1,024,327 | |||
Origin Bancorp, Inc. | 21,488 | 826,643 | |||
PCSB Financial Corp. | 9,783 | 175,409 | |||
Pinnacle Financial Partners, Inc. | 23,100 | 1,873,410 | |||
Popular, Inc. | 15,352 | 1,106,265 | |||
Southern First Bancshares, Inc. (A) | 15,538 | 647,313 | |||
Texas Capital Bancshares, Inc. (A) | 11,377 | 671,584 | |||
Towne Bank | 39,044 | 1,047,551 | |||
Veritex Holdings, Inc. | 9,356 | 248,776 | |||
Webster Financial Corp. | 14,629 | 661,231 | |||
Western Alliance Bancorp | 26,442 | 1,738,297 | |||
19,925,234 | |||||
Capital markets – 2.2% | |||||
Hercules Capital, Inc. | 28,316 | 327,899 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Capital markets (continued) | |||||
Houlihan Lokey, Inc. | 14,248 | $ | 1,074,014 | ||
StepStone Group, Inc., Class A | 21,931 | 537,529 | |||
Virtus Investment Partners, Inc. | 4,849 | 773,512 | |||
2,712,954 | |||||
Consumer finance – 0.8% | |||||
Green Dot Corp., Class A (A) | 17,549 | 333,080 | |||
NerdWallet, Inc., Class A (A) | 17,010 | 150,879 | |||
PRA Group, Inc. (A) | 8,624 | 283,385 | |||
PROG Holdings, Inc. (A) | 14,094 | 211,128 | |||
978,472 | |||||
Insurance – 3.1% | |||||
BRP Group, Inc., Class A (A) | 46,466 | 1,224,379 | |||
James River Group Holdings, Ltd. | 30,500 | 695,705 | |||
Palomar Holdings, Inc. (A) | 9,468 | 792,661 | |||
ProAssurance Corp. | 27,438 | 535,315 | |||
Ryan Specialty Holdings, Inc. (A) | 15,988 | 649,433 | |||
3,897,493 | |||||
Mortgage real estate investment trusts – 1.2% | |||||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 29,997 | 897,810 | |||
PennyMac Mortgage Investment Trust | 46,825 | 551,599 | |||
1,449,409 | |||||
Thrifts and mortgage finance – 3.3% | |||||
PennyMac Financial Services, Inc. | 19,846 | 851,393 | |||
Radian Group, Inc. | 49,345 | 951,865 | |||
Walker & Dunlop, Inc. | 8,179 | 684,828 | |||
WSFS Financial Corp. | 34,682 | 1,611,326 | |||
4,099,412 | |||||
33,062,974 | |||||
Health care – 12.0% | |||||
Biotechnology – 5.3% | |||||
Apellis Pharmaceuticals, Inc. (A) | 13,121 | 896,164 | |||
Ascendis Pharma A/S, ADR (A) | 4,500 | 464,670 | |||
Blueprint Medicines Corp. (A) | 9,119 | 600,851 | |||
CRISPR Therapeutics AG (A) | 5,900 | 385,565 | |||
Insmed, Inc. (A) | 32,102 | 691,477 | |||
Ionis Pharmaceuticals, Inc. (A) | 14,300 | 632,489 | |||
Karuna Therapeutics, Inc. (A) | 3,398 | 764,312 | |||
Kymera Therapeutics, Inc. (A) | 13,925 | 303,147 | |||
MacroGenics, Inc. (A) | 30,300 | 104,838 | |||
Nkarta, Inc. (A) | 28,915 | 380,521 | |||
Syndax Pharmaceuticals, Inc. (A) | 13,100 | 314,793 | |||
Verve Therapeutics, Inc. (A) | 7,300 | 250,755 | |||
Xencor, Inc. (A) | 20,633 | 536,045 | |||
Zentalis Pharmaceuticals, Inc. (A) | 12,378 | 268,107 | |||
6,593,734 | |||||
Health care equipment and supplies – 1.9% | |||||
Atrion Corp. | 1,732 | 978,580 | |||
Embecta Corp. | 18,732 | 539,294 | |||
Figs, Inc., Class A (A) | 44,633 | 368,222 | |||
QuidelOrtho Corp. (A) | 6,103 | 436,242 | |||
2,322,338 | |||||
Health care providers and services – 3.8% | |||||
Agiliti, Inc. (A) | 33,481 | 479,113 | |||
Molina Healthcare, Inc. (A) | 1,061 | 349,960 | |||
Option Care Health, Inc. (A) | 50,653 | 1,594,050 | |||
Select Medical Holdings Corp. | 59,178 | 1,307,834 | |||
The Ensign Group, Inc. | 9,855 | 783,473 |
229 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care providers and services (continued) | |||||
The Pennant Group, Inc. (A) | 20,343 | $ | 211,771 | ||
4,726,201 | |||||
Health care technology – 0.6% | |||||
MultiPlan Corp. (A) | 57,100 | 163,306 | |||
Phreesia, Inc. (A) | 24,633 | 627,649 | |||
790,955 | |||||
Life sciences tools and services – 0.1% | |||||
Pacific Biosciences of California, Inc. (A) | 28,520 | 165,559 | |||
Pharmaceuticals – 0.3% | |||||
Arvinas, Inc. (A) | 7,796 | 346,844 | |||
14,945,631 | |||||
Industrials – 14.4% | |||||
Aerospace and defense – 1.0% | |||||
Parsons Corp. (A) | 14,449 | 566,401 | |||
Triumph Group, Inc. (A) | 81,826 | 702,885 | |||
1,269,286 | |||||
Airlines – 0.3% | |||||
Allegiant Travel Company (A) | 4,572 | 333,665 | |||
Building products – 2.0% | |||||
JELD-WEN Holding, Inc. (A) | 22,149 | 193,804 | |||
UFP Industries, Inc. | 25,720 | 1,855,955 | |||
Zurn Elkay Water Solutions Corp. | 16,800 | 411,600 | |||
2,461,359 | |||||
Commercial services and supplies – 1.8% | |||||
ABM Industries, Inc. | 6,945 | 265,507 | |||
Aris Water Solution, Inc., Class A | 30,996 | 395,509 | |||
Brady Corp., Class A | 17,907 | 747,259 | |||
MSA Safety, Inc. | 4,300 | 469,904 | |||
Stericycle, Inc. (A) | 7,485 | 315,193 | |||
2,193,372 | |||||
Construction and engineering – 0.5% | |||||
Valmont Industries, Inc. | 2,400 | 644,688 | |||
Electrical equipment – 1.4% | |||||
Regal Rexnord Corp. | 7,210 | 1,011,996 | |||
Shoals Technologies Group, Inc., Class A (A) | 36,525 | 787,114 | |||
1,799,110 | |||||
Machinery – 3.7% | |||||
Alamo Group, Inc. | 3,780 | 462,181 | |||
Blue Bird Corp. (A) | 18,610 | 155,394 | |||
CIRCOR International, Inc. (A) | 24,576 | 405,258 | |||
Enerpac Tool Group Corp. | 15,352 | 273,726 | |||
Esab Corp. | 6,525 | 217,674 | |||
ESCO Technologies, Inc. | 11,500 | 844,560 | |||
Helios Technologies, Inc. | 17,043 | 862,376 | |||
RBC Bearings, Inc. (A) | 2,900 | 602,649 | |||
SPX Technologies, Inc. (A) | 15,035 | 830,233 | |||
4,654,051 | |||||
Professional services – 0.4% | |||||
FTI Consulting, Inc. (A) | 2,635 | 436,646 | |||
Road and rail – 0.8% | |||||
Landstar System, Inc. | 7,130 | 1,029,358 | |||
Trading companies and distributors – 2.5% | |||||
Beacon Roofing Supply, Inc. (A) | 23,469 | 1,284,224 | |||
Herc Holdings, Inc. | 2,300 | 238,924 | |||
McGrath RentCorp | 9,443 | 791,890 | |||
Univar Solutions, Inc. (A) | 33,711 | 766,588 | |||
3,081,626 | |||||
17,903,161 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Information technology – 7.2% | |||||
Communications equipment – 1.1% | |||||
Harmonic, Inc. (A) | 100,838 | $ | 1,317,953 | ||
Electronic equipment, instruments and components – 2.6% | |||||
Belden, Inc. | 26,981 | 1,619,400 | |||
Knowles Corp. (A) | 16,700 | 203,239 | |||
Littelfuse, Inc. | 6,281 | 1,247,972 | |||
PAR Technology Corp. (A) | 7,645 | 225,757 | |||
3,296,368 | |||||
IT services – 0.7% | |||||
Conduent, Inc. (A) | 59,700 | 199,398 | |||
Payoneer Global, Inc. (A) | 105,196 | 636,436 | |||
835,834 | |||||
Semiconductors and semiconductor equipment – 1.2% | |||||
Entegris, Inc. | 4,891 | 406,051 | |||
Lattice Semiconductor Corp. (A) | 4,800 | 236,208 | |||
MaxLinear, Inc. (A) | 13,317 | 434,401 | |||
Onto Innovation, Inc. (A) | 6,183 | 396,021 | |||
1,472,681 | |||||
Software – 1.6% | |||||
DoubleVerify Holdings, Inc. (A) | 15,900 | 434,865 | |||
nCino, Inc. (A) | 14,629 | 498,995 | |||
Paycor HCM, Inc. (A) | 26,734 | 790,257 | |||
Workiva, Inc. (A) | 4,310 | 335,318 | |||
2,059,435 | |||||
8,982,271 | |||||
Materials – 4.3% | |||||
Chemicals – 1.6% | |||||
Element Solutions, Inc. | 47,967 | 780,423 | |||
Orion Engineered Carbons SA | 36,485 | 487,075 | |||
Quaker Chemical Corp. | 5,209 | 752,075 | |||
2,019,573 | |||||
Containers and packaging – 0.5% | |||||
Myers Industries, Inc. | 36,231 | 596,725 | |||
Metals and mining – 1.7% | |||||
Carpenter Technology Corp. | 20,643 | 642,823 | |||
Constellium SE (A) | 59,996 | 608,359 | |||
Reliance Steel & Aluminum Company | 4,835 | 843,272 | |||
2,094,454 | |||||
Paper and forest products – 0.5% | |||||
Clearwater Paper Corp. (A) | 18,717 | 703,759 | |||
5,414,511 | |||||
Real estate – 8.0% | |||||
Equity real estate investment trusts – 6.3% | |||||
Apple Hospitality REIT, Inc. | 80,092 | 1,126,094 | |||
EastGroup Properties, Inc. | 7,490 | 1,081,107 | |||
Essential Properties Realty Trust, Inc. | 30,886 | 600,733 | |||
JBG SMITH Properties | 39,749 | 738,536 | |||
NexPoint Residential Trust, Inc. | 3,300 | 152,493 | |||
PotlatchDeltic Corp. | 21,631 | 887,736 | |||
Safehold, Inc. | 15,090 | 399,281 | |||
Saul Centers, Inc. | 23,393 | 877,238 | |||
Terreno Realty Corp. | 23,714 | 1,256,605 | |||
Washington Real Estate Investment Trust | 39,437 | 692,514 | |||
7,812,337 | |||||
Real estate management and development – 1.7% | |||||
eXp World Holdings, Inc. | 9,400 | 105,374 | |||
FirstService Corp. | 3,739 | 444,978 | |||
Opendoor Technologies, Inc. (A) | 61,500 | 191,266 | |||
The St. Joe Company | 29,109 | 932,361 |
230 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Real estate management and development (continued) | |||||
Tricon Residential, Inc. | 49,088 | $ | 424,611 | ||
2,098,590 | |||||
9,910,927 | |||||
Utilities – 5.0% | |||||
Electric utilities – 2.8% | |||||
IDACORP, Inc. | 19,614 | 1,941,982 | |||
MGE Energy, Inc. | 22,531 | 1,478,710 | |||
3,420,692 | |||||
Gas utilities – 1.2% | |||||
Chesapeake Utilities Corp. | 13,142 | 1,516,455 | |||
Multi-utilities – 0.3% | |||||
NorthWestern Corp. | 6,980 | 343,974 | |||
Water utilities – 0.7% | |||||
California Water Service Group | 17,258 | 909,324 | |||
6,190,445 | |||||
TOTAL COMMON STOCKS (Cost $109,646,658) | $ | 119,105,999 | |||
WARRANTS – 0.0% | |||||
Advantage Solutions, Inc. (Expiration Date: 10-28-25; Strike Price: $11.50) (A) | 4,703 | 470 | |||
TOTAL WARRANTS (Cost $6,099) | $ | 470 | |||
SHORT-TERM INVESTMENTS – 4.3% | |||||
Short-term funds – 4.3% | |||||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (B) | 711,253 | 711,253 | |||
T. Rowe Price Government Reserve Fund, 3.0517% (B) | 4,611,267 | 4,611,267 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $5,322,520) | $ | 5,322,520 | |||
Total Investments (Small Company Value Trust) (Cost $114,975,277) – 100.0% | $ | 124,428,989 | |||
Other assets and liabilities, net – 0.0% | 32,940 | ||||
TOTAL NET ASSETS – 100.0% | $ | 124,461,929 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
(A) | Non-income producing security. |
(B) | The rate shown is the annualized seven-day yield as of 9-30-22. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 95.2% | |||||
Communication services – 6.0% | |||||
Diversified telecommunication services – 1.2% | |||||
Anterix, Inc. (A) | 2,045 | $ | 73,047 | ||
AT&T, Inc. | 807,984 | 12,394,475 | |||
ATN International, Inc. | 1,773 | 68,385 | |||
Bandwidth, Inc., Class A (A) | 4,004 | 47,648 | |||
Bezeq The Israeli Telecommunication Corp., Ltd. | 338,396 | 553,173 | |||
BT Group PLC | 1,133,705 | 1,524,040 | |||
Cellnex Telecom SA (A)(B) | 88,665 | 2,735,011 | |||
Charge Enterprises, Inc. (A) | 18,385 | 32,358 | |||
Cogent Communications Holdings, Inc. | 6,879 | 358,809 | |||
Consolidated Communications Holdings, Inc. (A) | 12,305 | 51,189 | |||
Deutsche Telekom AG | 528,797 | 9,001,004 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Diversified telecommunication services (continued) | |||||
EchoStar Corp., Class A (A) | 5,947 | $ | 97,947 | ||
Elisa OYJ | 23,205 | 1,051,396 | |||
Frontier Communications Parent, Inc. (A) | 53,524 | 1,254,067 | |||
Globalstar, Inc. (A)(C) | 112,726 | 179,234 | |||
HKT Trust & HKT, Ltd. | 618,421 | 724,302 | |||
IDT Corp., Class B (A) | 2,481 | 61,603 | |||
Infrastrutture Wireless Italiane SpA (B) | 54,829 | 478,357 | |||
Iridium Communications, Inc. (A) | 51,343 | 2,278,089 | |||
Koninklijke KPN NV | 538,935 | 1,458,554 | |||
Liberty Latin America, Ltd., Class A (A) | 13,149 | 81,392 | |||
Liberty Latin America, Ltd., Class C (A) | 19,057 | 117,201 | |||
Lumen Technologies, Inc. | 107,461 | 782,316 | |||
Nippon Telegraph & Telephone Corp. | 195,016 | 5,260,033 | |||
Ooma, Inc. (A) | 4,156 | 51,119 | |||
Orange SA | 325,489 | 2,943,896 | |||
Proximus SADP | 24,831 | 257,449 | |||
Radius Global Infrastructure, Inc., Class A (A) | 12,223 | 115,141 | |||
Singapore Telecommunications, Ltd. | 1,089,004 | 2,009,472 | |||
Singapore Telecommunications, Ltd. | 258,829 | 477,079 | |||
Spark New Zealand, Ltd. | 305,347 | 854,285 | |||
Swisscom AG | 4,226 | 1,978,785 | |||
Telecom Italia SpA (A) | 1,626,522 | 300,853 | |||
Telefonica Deutschland Holding AG | 169,852 | 343,410 | |||
Telefonica SA | 854,822 | 2,825,970 | |||
Telenor ASA | 114,159 | 1,044,797 | |||
Telia Company AB | 433,691 | 1,249,065 | |||
Telstra Corp., Ltd. | 662,550 | 1,635,987 | |||
United Internet AG | 15,834 | 295,999 | |||
Verizon Communications, Inc. | 476,543 | 18,094,338 | |||
75,141,275 | |||||
Entertainment – 1.1% | |||||
Activision Blizzard, Inc. | 80,717 | 6,000,502 | |||
Bollore SE | 144,262 | 661,882 | |||
Capcom Company, Ltd. | 28,700 | 722,592 | |||
Cinemark Holdings, Inc. (A) | 17,700 | 214,347 | |||
Electronic Arts, Inc. | 29,945 | 3,464,936 | |||
Embracer Group AB (A)(C) | 109,312 | 647,912 | |||
IMAX Corp. (A) | 8,069 | 113,934 | |||
Koei Tecmo Holdings Company, Ltd. | 19,200 | 316,048 | |||
Konami Group Corp. | 15,209 | 704,209 | |||
Liberty Media Corp.-Liberty Braves, Class A (A) | 2,982 | 83,943 | |||
Liberty Media Corp.-Liberty Braves, Class C (A) | 4,971 | 136,703 | |||
Lions Gate Entertainment Corp., Class A (A) | 9,808 | 72,873 | |||
Lions Gate Entertainment Corp., Class B (A) | 18,940 | 131,633 | |||
Live Nation Entertainment, Inc. (A) | 15,753 | 1,197,858 | |||
Madison Square Garden Entertainment Corp. (A) | 4,179 | 184,252 | |||
Netflix, Inc. (A) | 50,523 | 11,895,135 | |||
Nexon Company, Ltd. | 80,806 | 1,427,659 | |||
Nintendo Company, Ltd. | 180,390 | 7,275,900 | |||
Playstudios, Inc. (A) | 13,734 | 47,932 | |||
Sea, Ltd., ADR (A) | 59,000 | 3,306,950 | |||
Skillz, Inc. (A) | 51,208 | 52,232 | |||
Square Enix Holdings Company, Ltd. | 14,000 | 603,417 | |||
Take-Two Interactive Software, Inc. (A) | 17,821 | 1,942,489 | |||
The Marcus Corp. | 4,124 | 57,282 | |||
The Walt Disney Company (A) | 206,697 | 19,497,728 | |||
Toho Company, Ltd. | 18,208 | 662,093 | |||
Ubisoft Entertainment SA (A) | 15,316 | 420,922 | |||
Universal Music Group NV | 118,340 | 2,216,513 |
231 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Entertainment (continued) | |||||
Warner Brothers Discovery, Inc. (A) | 249,352 | $ | 2,867,548 | ||
World Wrestling Entertainment, Inc., Class A | 10,449 | 733,206 | |||
67,660,630 | |||||
Interactive media and services – 2.6% | |||||
Adevinta ASA (A) | 47,570 | 283,408 | |||
Alphabet, Inc., Class A (A) | 679,800 | 65,022,870 | |||
Alphabet, Inc., Class C (A) | 607,888 | 58,448,431 | |||
Auto Trader Group PLC (B) | 153,866 | 872,585 | |||
Bumble, Inc., Class A (A) | 14,074 | 302,450 | |||
CarGurus, Inc. (A) | 16,620 | 235,505 | |||
Cars.com, Inc. (A) | 11,388 | 130,962 | |||
DHI Group, Inc. (A) | 7,421 | 39,925 | |||
Eventbrite, Inc., Class A (A) | 12,771 | 77,648 | |||
EverQuote, Inc., Class A (A) | 3,525 | 24,041 | |||
FuboTV, Inc. (A) | 29,590 | 105,045 | |||
Kakaku.com, Inc. | 21,800 | 369,427 | |||
Match Group, Inc. (A) | 31,607 | 1,509,234 | |||
MediaAlpha, Inc., Class A (A) | 3,986 | 34,878 | |||
Meta Platforms, Inc., Class A (A) | 258,551 | 35,080,200 | |||
Outbrain, Inc. (A)(C) | 7,707 | 28,131 | |||
QuinStreet, Inc. (A) | 8,620 | 90,510 | |||
REA Group, Ltd. | 8,622 | 627,564 | |||
Scout24 SE (B) | 13,085 | 655,695 | |||
SEEK, Ltd. | 54,855 | 666,694 | |||
Shutterstock, Inc. | 3,964 | 198,874 | |||
TripAdvisor, Inc. (A) | 25,171 | 555,776 | |||
TrueCar, Inc. (A) | 17,258 | 26,060 | |||
Twitter, Inc. (A) | 76,258 | 3,343,151 | |||
Vimeo, Inc. (A) | 23,883 | 95,532 | |||
Vinco Ventures, Inc. (A)(C) | 32,009 | 29,807 | |||
Yelp, Inc. (A) | 11,149 | 378,063 | |||
Z Holdings Corp. | 433,754 | 1,149,736 | |||
Ziff Davis, Inc. (A) | 18,777 | 1,285,849 | |||
ZipRecruiter, Inc., Class A (A) | 13,079 | 215,804 | |||
171,883,855 | |||||
Media – 0.6% | |||||
Advantage Solutions, Inc. (A) | 14,304 | 30,468 | |||
AMC Networks, Inc., Class A (A) | 5,037 | 102,251 | |||
Boston Omaha Corp., Class A (A) | 3,462 | 79,764 | |||
Cable One, Inc. | 1,179 | 1,005,746 | |||
Cardlytics, Inc. (A) | 5,657 | 53,176 | |||
Charter Communications, Inc., Class A (A) | 12,541 | 3,804,312 | |||
Clear Channel Outdoor Holdings, Inc. (A) | 61,247 | 83,908 | |||
Comcast Corp., Class A | 499,435 | 14,648,429 | |||
CyberAgent, Inc. | 70,100 | 590,249 | |||
Daily Journal Corp. (A) | 223 | 57,175 | |||
Dentsu Group, Inc. | 35,265 | 1,002,496 | |||
DISH Network Corp., Class A (A) | 29,119 | 402,716 | |||
Entravision Communications Corp., Class A | 10,746 | 42,662 | |||
Fox Corp., Class A | 33,530 | 1,028,700 | |||
Fox Corp., Class B | 17,000 | 484,500 | |||
Gannett Company, Inc. (A) | 25,312 | 38,727 | |||
Gray Television, Inc. | 13,960 | 199,907 | |||
Hakuhodo DY Holdings, Inc. | 38,173 | 268,764 | |||
iHeartMedia, Inc., Class A (A) | 20,039 | 146,886 | |||
Informa PLC | 239,080 | 1,366,557 | |||
Integral Ad Science Holding Corp. (A) | 6,392 | 46,278 | |||
John Wiley & Sons, Inc., Class A | 17,333 | 651,027 | |||
Magnite, Inc. (A) | 21,506 | 141,294 | |||
News Corp., Class A | 41,125 | 621,399 | |||
News Corp., Class B | 14,117 | 217,684 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Media (continued) | |||||
Omnicom Group, Inc. | 22,716 | $ | 1,433,152 | ||
Paramount Global, Class B | 57,349 | 1,091,925 | |||
Pearson PLC | 109,324 | 1,044,000 | |||
Publicis Groupe SA | 37,217 | 1,763,441 | |||
PubMatic, Inc., Class A (A) | 6,833 | 113,633 | |||
Scholastic Corp. | 4,578 | 140,819 | |||
Sinclair Broadcast Group, Inc., Class A | 6,973 | 126,142 | |||
Stagwell, Inc. (A) | 13,047 | 90,677 | |||
TechTarget, Inc. (A) | 4,439 | 262,789 | |||
TEGNA, Inc. | 89,972 | 1,860,621 | |||
The E.W. Scripps Company, Class A (A) | 9,894 | 111,505 | |||
The Interpublic Group of Companies, Inc. | 43,178 | 1,105,357 | |||
The New York Times Company, Class A | 39,981 | 1,149,454 | |||
Thryv Holdings, Inc. (A) | 4,181 | 95,452 | |||
Vivendi SE | 117,560 | 911,863 | |||
WideOpenWest, Inc. (A) | 8,741 | 107,252 | |||
WPP PLC | 178,170 | 1,470,827 | |||
39,993,984 | |||||
Wireless telecommunication services – 0.5% | |||||
Gogo, Inc. (A) | 8,138 | 98,633 | |||
KDDI Corp. | 263,143 | 7,693,320 | |||
Shenandoah Telecommunications Company | 7,979 | 135,803 | |||
SoftBank Corp. | 468,600 | 4,679,405 | |||
SoftBank Group Corp. | 196,774 | 6,668,884 | |||
Tele2 AB, B Shares | 92,606 | 799,150 | |||
Telephone & Data Systems, Inc. | 16,318 | 226,820 | |||
T-Mobile US, Inc. (A) | 68,188 | 9,148,784 | |||
United States Cellular Corp. (A) | 2,451 | 63,800 | |||
Vodafone Group PLC | 4,358,693 | 4,878,247 | |||
34,392,846 | |||||
389,072,590 | |||||
Consumer discretionary – 11.0% | |||||
Auto components – 0.4% | |||||
Adient PLC (A) | 38,331 | 1,063,685 | |||
Aisin Corp. | 24,058 | 619,246 | |||
American Axle & Manufacturing Holdings, Inc. (A) | 18,463 | 126,102 | |||
Aptiv PLC (A) | 30,412 | 2,378,523 | |||
BorgWarner, Inc. | 25,934 | 814,328 | |||
Bridgestone Corp. | 93,106 | 3,011,133 | |||
Cie Generale des Etablissements Michelin SCA | 110,682 | 2,479,907 | |||
Continental AG | 17,947 | 796,368 | |||
Dana, Inc. | 51,813 | 592,223 | |||
Denso Corp. | 70,695 | 3,232,399 | |||
Dorman Products, Inc. (A) | 4,237 | 347,942 | |||
Fox Factory Holding Corp. (A) | 17,100 | 1,352,268 | |||
Gentex Corp. | 56,813 | 1,354,422 | |||
Gentherm, Inc. (A) | 5,359 | 266,503 | |||
Holley, Inc. (A) | 8,551 | 34,632 | |||
Koito Manufacturing Company, Ltd. | 34,132 | 466,655 | |||
LCI Industries | 4,009 | 406,753 | |||
Lear Corp. | 14,346 | 1,717,073 | |||
Luminar Technologies, Inc. (A)(C) | 38,978 | 283,955 | |||
Modine Manufacturing Company (A) | 8,294 | 107,324 | |||
Motorcar Parts of America, Inc. (A) | 3,442 | 52,387 | |||
Patrick Industries, Inc. | 3,581 | 156,991 | |||
Solid Power, Inc. (A) | 9,453 | 49,723 | |||
Standard Motor Products, Inc. | 3,190 | 103,675 | |||
Stoneridge, Inc. (A) | 4,434 | 75,156 | |||
Sumitomo Electric Industries, Ltd. | 116,543 | 1,183,089 | |||
Tenneco, Inc., Class A (A) | 13,397 | 232,974 |
232 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Auto components (continued) | |||||
The Goodyear Tire & Rubber Company (A) | 113,868 | $ | 1,148,928 | ||
Valeo | 33,639 | 508,280 | |||
Visteon Corp. (A) | 11,303 | 1,198,796 | |||
XPEL, Inc. (A) | 3,503 | 225,733 | |||
26,387,173 | |||||
Automobiles – 2.3% | |||||
Bayerische Motoren Werke AG | 54,018 | 3,661,205 | |||
Canoo, Inc. (A) | 19,423 | 36,418 | |||
Cenntro Electric Group, Ltd. (A) | 32,323 | 33,293 | |||
Faraday Future Intelligent Electric, Inc. (A) | 17,127 | 10,896 | |||
Ferrari NV | 20,565 | 3,808,346 | |||
Fisker, Inc. (A)(C) | 26,538 | 200,362 | |||
Ford Motor Company | 446,360 | 4,999,232 | |||
General Motors Company | 164,808 | 5,288,689 | |||
Harley-Davidson, Inc. | 32,138 | 1,120,973 | |||
Honda Motor Company, Ltd. | 265,973 | 5,773,150 | |||
Isuzu Motors, Ltd. | 95,146 | 1,052,071 | |||
Lordstown Motors Corp., Class A (A) | 27,077 | 49,551 | |||
Mazda Motor Corp. | 92,800 | 616,206 | |||
Mercedes-Benz Group AG | 130,907 | 6,619,578 | |||
Nissan Motor Company, Ltd. | 378,776 | 1,220,655 | |||
Renault SA (A) | 31,360 | 848,477 | |||
Stellantis NV | 359,044 | 4,241,186 | |||
Subaru Corp. | 100,427 | 1,517,687 | |||
Suzuki Motor Corp. | 60,143 | 1,872,259 | |||
Tesla, Inc. (A) | 301,960 | 80,094,890 | |||
Thor Industries, Inc. | 13,176 | 922,056 | |||
Toyota Motor Corp. | 1,730,200 | 22,614,481 | |||
Volkswagen AG | 4,814 | 784,534 | |||
Volvo Car AB, B Shares (A) | 97,221 | 421,871 | |||
Winnebago Industries, Inc. | 5,165 | 274,830 | |||
Workhorse Group, Inc. (A) | 24,634 | 70,700 | |||
Yamaha Motor Company, Ltd. | 48,613 | 910,810 | |||
149,064,406 | |||||
Distributors – 0.1% | |||||
D'ieteren Group | 4,060 | 572,056 | |||
Funko, Inc., Class A (A) | 5,287 | 106,903 | |||
Genuine Parts Company | 16,271 | 2,429,586 | |||
LKQ Corp. | 29,051 | 1,369,755 | |||
Pool Corp. | 4,447 | 1,415,080 | |||
Weyco Group, Inc. | 1,359 | 27,642 | |||
5,921,022 | |||||
Diversified consumer services – 0.1% | |||||
2U, Inc. (A) | 12,474 | 77,963 | |||
Adtalem Global Education, Inc. (A) | 7,261 | 264,663 | |||
American Public Education, Inc. (A) | 3,364 | 30,747 | |||
Carriage Services, Inc. | 2,219 | 71,363 | |||
Chegg, Inc. (A) | 20,216 | 425,951 | |||
Coursera, Inc. (A) | 18,649 | 201,036 | |||
Duolingo, Inc. (A) | 3,830 | 364,731 | |||
European Wax Center, Inc., Class A | 3,508 | 64,723 | |||
frontdoor, Inc. (A) | 13,484 | 274,939 | |||
Graham Holdings Company, Class B | 1,526 | 820,957 | |||
Grand Canyon Education, Inc. (A) | 7,723 | 635,217 | |||
H&R Block, Inc. | 38,561 | 1,640,385 | |||
IDP Education, Ltd. | 34,058 | 572,122 | |||
Laureate Education, Inc. | 18,433 | 194,468 | |||
Nerdy, Inc. (A) | 10,406 | 21,957 | |||
OneSpaWorld Holdings, Ltd. (A) | 11,184 | 93,946 | |||
Perdoceo Education Corp. (A) | 11,162 | 114,969 | |||
PowerSchool Holdings, Inc., Class A (A) | 7,547 | 125,959 | |||
Rover Group, Inc. (A) | 15,259 | 50,965 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Diversified consumer services (continued) | |||||
Service Corp. International | 38,098 | $ | 2,199,779 | ||
Strategic Education, Inc. | 3,737 | 229,489 | |||
Stride, Inc. (A) | 6,470 | 271,934 | |||
Udemy, Inc. (A) | 11,868 | 143,484 | |||
Universal Technical Institute, Inc. (A) | 5,434 | 29,561 | |||
Vivint Smart Home, Inc. (A) | 15,934 | 104,846 | |||
WW International, Inc. (A) | 9,327 | 36,655 | |||
9,062,809 | |||||
Hotels, restaurants and leisure – 1.8% | |||||
Accel Entertainment, Inc. (A) | 9,835 | 76,811 | |||
Accor SA (A) | 27,769 | 581,361 | |||
Aristocrat Leisure, Ltd. | 98,323 | 2,073,297 | |||
Bally's Corp. (A)(C) | 6,601 | 130,436 | |||
BJ's Restaurants, Inc. (A) | 3,870 | 92,300 | |||
Bloomin' Brands, Inc. | 14,356 | 263,145 | |||
Bluegreen Vacations Holding Corp. | 2,258 | 37,302 | |||
Booking Holdings, Inc. (A) | 4,503 | 7,399,375 | |||
Bowlero Corp. (A) | 6,580 | 81,000 | |||
Boyd Gaming Corp. | 19,620 | 934,893 | |||
Brinker International, Inc. (A) | 7,110 | 177,608 | |||
Caesars Entertainment, Inc. (A) | 24,929 | 804,210 | |||
Carnival Corp. (A) | 111,891 | 786,594 | |||
Century Casinos, Inc. (A) | 5,445 | 35,719 | |||
Chipotle Mexican Grill, Inc. (A) | 3,160 | 4,748,722 | |||
Choice Hotels International, Inc. | 7,008 | 767,516 | |||
Churchill Downs, Inc. | 8,016 | 1,476,146 | |||
Chuy's Holdings, Inc. (A) | 3,224 | 74,732 | |||
Compass Group PLC | 291,044 | 5,795,386 | |||
Cracker Barrel Old Country Store, Inc. | 9,248 | 856,180 | |||
Darden Restaurants, Inc. | 13,965 | 1,764,059 | |||
Dave & Buster's Entertainment, Inc. (A) | 6,972 | 216,341 | |||
Denny's Corp. (A) | 10,174 | 95,737 | |||
Dine Brands Global, Inc. | 2,557 | 162,523 | |||
Domino's Pizza Enterprises, Ltd. | 9,885 | 325,676 | |||
Domino's Pizza, Inc. | 3,962 | 1,229,012 | |||
El Pollo Loco Holdings, Inc. (A) | 3,736 | 33,325 | |||
Entain PLC | 95,980 | 1,147,581 | |||
Everi Holdings, Inc. (A) | 14,371 | 233,098 | |||
Evolution AB (B) | 29,831 | 2,358,068 | |||
Expedia Group, Inc. (A) | 17,519 | 1,641,355 | |||
Flutter Entertainment PLC (A) | 27,244 | 3,003,152 | |||
Full House Resorts, Inc. (A) | 6,148 | 34,552 | |||
Galaxy Entertainment Group, Ltd. | 355,153 | 2,087,550 | |||
Genting Singapore, Ltd. | 986,521 | 536,108 | |||
Golden Entertainment, Inc. (A) | 3,339 | 116,498 | |||
Hilton Grand Vacations, Inc. (A) | 14,537 | 478,122 | |||
Hilton Worldwide Holdings, Inc. | 31,249 | 3,769,254 | |||
Inspired Entertainment, Inc. (A) | 3,795 | 33,510 | |||
InterContinental Hotels Group PLC | 30,022 | 1,445,915 | |||
International Game Technology PLC | 16,187 | 255,755 | |||
Jack in the Box, Inc. | 3,445 | 255,171 | |||
Krispy Kreme, Inc. | 11,687 | 134,751 | |||
Kura Sushi USA, Inc., Class A (A) | 777 | 57,172 | |||
La Francaise des Jeux SAEM (B) | 17,139 | 508,410 | |||
Las Vegas Sands Corp. (A) | 37,209 | 1,396,082 | |||
Life Time Group Holdings, Inc. (A) | 7,074 | 68,972 | |||
Light & Wonder, Inc. (A) | 38,705 | 1,659,670 | |||
Lindblad Expeditions Holdings, Inc. (A) | 5,614 | 37,951 | |||
Marriott International, Inc., Class A | 31,363 | 4,395,211 | |||
Marriott Vacations Worldwide Corp. | 9,492 | 1,156,695 | |||
McDonald's Corp. | 83,309 | 19,222,719 | |||
McDonald's Holdings Company Japan, Ltd. | 14,061 | 489,927 | |||
MGM Resorts International | 36,945 | 1,098,005 | |||
Monarch Casino & Resort, Inc. (A) | 2,148 | 120,589 |
233 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
NeoGames SA (A) | 2,221 | $ | 28,651 | ||
Noodles & Company (A) | 7,474 | 35,128 | |||
Norwegian Cruise Line Holdings, Ltd. (A) | 48,615 | 552,266 | |||
ONE Group Hospitality, Inc. (A) | 4,445 | 29,515 | |||
Oriental Land Company, Ltd. | 32,600 | 4,421,497 | |||
Papa John's International, Inc. | 13,101 | 917,201 | |||
Penn Entertainment, Inc. (A) | 38,312 | 1,053,963 | |||
Portillo's, Inc., Class A (A) | 3,377 | 66,493 | |||
RCI Hospitality Holdings, Inc. | 1,483 | 96,899 | |||
Red Rock Resorts, Inc., Class A | 8,632 | 295,732 | |||
Royal Caribbean Cruises, Ltd. (A) | 24,614 | 932,871 | |||
Rush Street Interactive, Inc. (A) | 10,759 | 39,593 | |||
Ruth's Hospitality Group, Inc. | 5,450 | 91,887 | |||
Sands China, Ltd. (A) | 396,282 | 986,832 | |||
SeaWorld Entertainment, Inc. (A) | 7,303 | 332,360 | |||
Shake Shack, Inc., Class A (A) | 6,121 | 275,323 | |||
Sodexo SA | 14,434 | 1,083,998 | |||
Starbucks Corp. | 130,338 | 10,982,280 | |||
Sweetgreen, Inc., Class A (A)(C) | 2,267 | 41,940 | |||
Target Hospitality Corp. (A) | 5,142 | 64,892 | |||
Texas Roadhouse, Inc. | 27,183 | 2,371,989 | |||
The Cheesecake Factory, Inc. | 8,112 | 237,519 | |||
The Lottery Corp, Ltd. (A) | 363,132 | 973,174 | |||
The Wendy's Company | 41,135 | 768,813 | |||
Travel + Leisure Company | 20,254 | 691,066 | |||
Vacasa, Inc., Class A (A) | 7,360 | 22,595 | |||
Whitbread PLC | 32,959 | 835,460 | |||
Wingstop, Inc. | 12,099 | 1,517,457 | |||
Wyndham Hotels & Resorts, Inc. | 21,825 | 1,338,964 | |||
Wynn Resorts, Ltd. (A) | 11,035 | 695,536 | |||
Xponential Fitness, Inc., Class A (A) | 2,958 | 54,013 | |||
Yum! Brands, Inc. | 32,200 | 3,424,148 | |||
114,021,304 | |||||
Household durables – 0.7% | |||||
Aterian, Inc. (A) | 10,758 | 13,340 | |||
Barratt Developments PLC | 166,829 | 630,517 | |||
Beazer Homes USA, Inc. (A) | 5,202 | 50,303 | |||
Cavco Industries, Inc. (A) | 1,498 | 308,228 | |||
Century Communities, Inc. | 4,772 | 204,146 | |||
D.R. Horton, Inc. | 35,949 | 2,421,165 | |||
Dream Finders Homes, Inc., Class A (A) | 3,834 | 40,640 | |||
Electrolux AB, Series B (C) | 35,878 | 372,894 | |||
Ethan Allen Interiors, Inc. | 3,747 | 79,212 | |||
Garmin, Ltd. | 17,718 | 1,422,933 | |||
GoPro, Inc., Class A (A) | 21,653 | 106,749 | |||
Green Brick Partners, Inc. (A) | 4,684 | 100,144 | |||
Hamilton Beach Brands Holding Company, Class B | 853 | 9,955 | |||
Helen of Troy, Ltd. (A) | 9,641 | 929,778 | |||
Hovnanian Enterprises, Inc., Class A (A) | 885 | 31,595 | |||
Iida Group Holdings Company, Ltd. | 24,000 | 324,873 | |||
Installed Building Products, Inc. | 3,953 | 320,153 | |||
iRobot Corp. (A) | 4,412 | 248,528 | |||
KB Home | 33,306 | 863,292 | |||
La-Z-Boy, Inc. | 6,972 | 157,358 | |||
Leggett & Platt, Inc. | 32,044 | 1,064,502 | |||
Lennar Corp., A Shares | 28,910 | 2,155,241 | |||
LGI Homes, Inc. (A) | 3,409 | 277,390 | |||
M/I Homes, Inc. (A) | 4,455 | 161,405 | |||
MDC Holdings, Inc. | 9,270 | 254,183 | |||
Meritage Homes Corp. (A) | 5,880 | 413,188 | |||
Mohawk Industries, Inc. (A) | 6,282 | 572,856 | |||
Newell Brands, Inc. | 44,151 | 613,257 | |||
NVR, Inc. (A) | 352 | 1,403,452 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Household durables (continued) | |||||
Open House Group Company, Ltd. | 13,400 | $ | 452,698 | ||
Panasonic Holdings Corp. | 360,309 | 2,530,104 | |||
Persimmon PLC | 52,094 | 712,452 | |||
PulteGroup, Inc. | 26,250 | 984,375 | |||
Purple Innovation, Inc. (A) | 9,881 | 40,018 | |||
SEB SA | 4,065 | 255,692 | |||
Sekisui Chemical Company, Ltd. | 60,544 | 740,691 | |||
Sekisui House, Ltd. | 100,526 | 1,664,941 | |||
Sharp Corp. | 39,900 | 237,916 | |||
Skyline Champion Corp. (A) | 8,674 | 458,594 | |||
Snap One Holdings Corp. (A) | 3,157 | 32,012 | |||
Sonos, Inc. (A) | 20,790 | 288,981 | |||
Sony Group Corp. | 205,700 | 13,250,045 | |||
Taylor Morrison Home Corp. (A) | 46,131 | 1,075,775 | |||
Taylor Wimpey PLC | 581,418 | 566,149 | |||
Tempur Sealy International, Inc. | 41,606 | 1,004,369 | |||
The Berkeley Group Holdings PLC | 18,168 | 663,775 | |||
The Lovesac Company (A) | 2,341 | 47,710 | |||
Toll Brothers, Inc. | 25,836 | 1,085,112 | |||
TopBuild Corp. (A) | 7,823 | 1,289,074 | |||
Tri Pointe Homes, Inc. (A) | 16,616 | 251,068 | |||
Tupperware Brands Corp. (A) | 7,623 | 49,931 | |||
Universal Electronics, Inc. (A) | 2,373 | 46,677 | |||
Vizio Holding Corp., Class A (A) | 11,302 | 98,779 | |||
Vuzix Corp. (A) | 9,922 | 57,448 | |||
Weber, Inc., Class A | 5,168 | 33,954 | |||
Whirlpool Corp. | 6,184 | 833,665 | |||
44,303,282 | |||||
Internet and direct marketing retail – 2.0% | |||||
1-800-Flowers.com, Inc., Class A (A) | 4,765 | 30,925 | |||
Amazon.com, Inc. (A) | 1,004,827 | 113,545,451 | |||
CarParts.com, Inc. (A) | 8,593 | 44,426 | |||
ContextLogic, Inc., Class A (A) | 94,182 | 69,120 | |||
Delivery Hero SE (A)(B) | 26,630 | 972,718 | |||
eBay, Inc. | 61,477 | 2,262,968 | |||
Etsy, Inc. (A) | 14,108 | 1,412,634 | |||
Groupon, Inc. (A) | 3,722 | 29,627 | |||
Just Eat Takeaway.com NV (A)(B) | 29,811 | 462,421 | |||
Lands' End, Inc. (A) | 2,752 | 21,245 | |||
Liquidity Services, Inc. (A) | 4,142 | 67,349 | |||
Overstock.com, Inc. (A) | 6,957 | 169,403 | |||
PetMed Express, Inc. | 3,410 | 66,563 | |||
Porch Group, Inc. (A) | 14,344 | 32,274 | |||
Poshmark, Inc., Class A (A) | 7,876 | 123,417 | |||
Prosus NV (A) | 135,325 | 7,040,499 | |||
Quotient Technology, Inc. (A) | 16,442 | 37,981 | |||
Qurate Retail, Inc., Series A | 57,459 | 115,493 | |||
Rakuten Group, Inc. | 142,205 | 608,565 | |||
Rent the Runway, Inc., Class A (A) | 8,739 | 19,226 | |||
Revolve Group, Inc. (A) | 6,695 | 145,215 | |||
RumbleON, Inc., Class B (A) | 1,815 | 30,710 | |||
Stitch Fix, Inc., Class A (A) | 13,442 | 53,096 | |||
The RealReal, Inc. (A) | 15,172 | 22,758 | |||
ThredUp, Inc., Class A (A) | 10,641 | 19,579 | |||
Vivid Seats, Inc., Class A (C) | 4,218 | 32,310 | |||
Xometry, Inc., Class A (A) | 5,544 | 314,844 | |||
Zalando SE (A)(B) | 36,357 | 710,159 | |||
ZOZO, Inc. | 20,300 | 406,358 | |||
128,867,334 | |||||
Leisure products – 0.2% | |||||
Acushnet Holdings Corp. | 5,541 | 240,978 | |||
AMMO, Inc. (A) | 14,569 | 42,687 | |||
Bandai Namco Holdings, Inc. | 32,593 | 2,124,029 | |||
Brunswick Corp. | 17,969 | 1,176,071 | |||
Clarus Corp. | 4,848 | 65,303 |
234 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Leisure products (continued) | |||||
Hasbro, Inc. | 15,121 | $ | 1,019,458 | ||
Johnson Outdoors, Inc., Class A | 959 | 49,206 | |||
Latham Group, Inc. (A) | 7,646 | 27,449 | |||
Malibu Boats, Inc., Class A (A) | 3,413 | 163,790 | |||
MasterCraft Boat Holdings, Inc. (A) | 3,157 | 59,509 | |||
Mattel, Inc. (A) | 85,354 | 1,616,605 | |||
Polaris, Inc. | 13,527 | 1,293,858 | |||
Shimano, Inc. | 11,881 | 1,858,960 | |||
Smith & Wesson Brands, Inc. | 7,514 | 77,920 | |||
Sturm Ruger & Company, Inc. | 2,716 | 137,946 | |||
Topgolf Callaway Brands Corp. (A) | 56,238 | 1,083,144 | |||
Vista Outdoor, Inc. (A) | 9,037 | 219,780 | |||
Yamaha Corp. | 22,873 | 812,778 | |||
YETI Holdings, Inc. (A) | 20,822 | 593,843 | |||
12,663,314 | |||||
Multiline retail – 0.4% | |||||
Big Lots, Inc. | 4,668 | 72,867 | |||
Dillard's, Inc., Class A | 692 | 188,750 | |||
Dollar General Corp. | 25,583 | 6,136,338 | |||
Dollar Tree, Inc. (A) | 23,937 | 3,257,826 | |||
Franchise Group, Inc. | 4,536 | 110,225 | |||
Kohl's Corp. | 31,039 | 780,631 | |||
Macy's, Inc. | 65,173 | 1,021,261 | |||
Next PLC | 21,282 | 1,129,560 | |||
Nordstrom, Inc. | 27,160 | 454,387 | |||
Ollie's Bargain Outlet Holdings, Inc. (A) | 14,043 | 724,619 | |||
Pan Pacific International Holdings Corp. | 62,100 | 1,095,493 | |||
Target Corp. | 52,709 | 7,821,489 | |||
Wesfarmers, Ltd. | 185,034 | 5,058,557 | |||
27,852,003 | |||||
Specialty retail – 1.7% | |||||
Abercrombie & Fitch Company, Class A (A) | 8,197 | 127,463 | |||
Academy Sports & Outdoors, Inc. | 13,585 | 573,015 | |||
Advance Auto Parts, Inc. | 7,084 | 1,107,513 | |||
American Eagle Outfitters, Inc. | 25,157 | 244,778 | |||
America's Car-Mart, Inc. (A) | 991 | 60,471 | |||
Arko Corp. | 14,120 | 132,587 | |||
Asbury Automotive Group, Inc. (A) | 3,586 | 541,845 | |||
AutoNation, Inc. (A) | 9,334 | 950,855 | |||
AutoZone, Inc. (A) | 2,210 | 4,733,665 | |||
Bath & Body Works, Inc. | 24,907 | 811,968 | |||
Bed Bath & Beyond, Inc. (A) | 13,194 | 80,351 | |||
Best Buy Company, Inc. | 22,919 | 1,451,689 | |||
Big 5 Sporting Goods Corp. | 3,578 | 38,428 | |||
Boot Barn Holdings, Inc. (A) | 4,800 | 280,608 | |||
Build-A-Bear Workshop, Inc. | 2,463 | 32,832 | |||
Caleres, Inc. | 5,991 | 145,102 | |||
Camping World Holdings, Inc., Class A | 6,306 | 159,668 | |||
CarMax, Inc. (A) | 17,671 | 1,166,639 | |||
Chico's FAS, Inc. (A) | 20,330 | 98,397 | |||
Chow Tai Fook Jewellery Group, Ltd. | 326,400 | 613,429 | |||
Citi Trends, Inc. (A) | 1,582 | 24,537 | |||
Designer Brands, Inc., Class A | 9,552 | 146,241 | |||
Destination XL Group, Inc. (A) | 10,609 | 57,501 | |||
Dick's Sporting Goods, Inc. | 13,750 | 1,438,800 | |||
EVgo, Inc. (A)(C) | 11,299 | 89,375 | |||
Fast Retailing Company, Ltd. | 9,546 | 5,058,846 | |||
Five Below, Inc. (A) | 13,408 | 1,845,879 | |||
Foot Locker, Inc. | 32,934 | 1,025,235 | |||
GameStop Corp., Class A (A)(C) | 61,070 | 1,534,689 | |||
Genesco, Inc. (A) | 2,177 | 85,600 | |||
Group 1 Automotive, Inc. | 2,591 | 370,176 | |||
GrowGeneration Corp. (A) | 9,959 | 34,857 | |||
Guess?, Inc. | 5,682 | 83,355 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Specialty retail (continued) | |||||
Haverty Furniture Companies, Inc. | 2,482 | $ | 61,802 | ||
Hennes & Mauritz AB, B Shares (C) | 119,153 | 1,101,582 | |||
Hibbett, Inc. | 2,121 | 105,647 | |||
Hikari Tsushin, Inc. | 3,300 | 387,648 | |||
Industria de Diseno Textil SA | 177,967 | 3,672,639 | |||
JD Sports Fashion PLC | 420,771 | 463,554 | |||
Kingfisher PLC | 329,023 | 800,913 | |||
Lithia Motors, Inc. | 6,651 | 1,426,972 | |||
LL Flooring Holdings, Inc. (A) | 5,009 | 34,712 | |||
Lowe's Companies, Inc. | 72,469 | 13,610,403 | |||
MarineMax, Inc. (A) | 3,439 | 102,448 | |||
Monro, Inc. | 5,394 | 234,423 | |||
Murphy USA, Inc. | 8,816 | 2,423,607 | |||
National Vision Holdings, Inc. (A) | 13,227 | 431,862 | |||
Nitori Holdings Company, Ltd. | 13,111 | 1,100,276 | |||
OneWater Marine, Inc., Class A (A) | 1,866 | 56,185 | |||
O'Reilly Automotive, Inc. (A) | 7,230 | 5,085,221 | |||
Rent-A-Center, Inc. | 8,702 | 152,372 | |||
RH (A) | 4,830 | 1,188,518 | |||
Ross Stores, Inc. | 39,628 | 3,339,452 | |||
Sally Beauty Holdings, Inc. (A) | 17,446 | 219,820 | |||
Shoe Carnival, Inc. | 3,076 | 65,949 | |||
Signet Jewelers, Ltd. | 7,573 | 433,100 | |||
Sleep Number Corp. (A) | 3,551 | 120,059 | |||
Sonic Automotive, Inc., Class A | 3,280 | 142,024 | |||
Sportsman's Warehouse Holdings, Inc. (A) | 7,549 | 62,657 | |||
The Aaron's Company, Inc. | 5,152 | 50,077 | |||
The Buckle, Inc. | 4,943 | 156,495 | |||
The Cato Corp., Class A | 3,647 | 34,792 | |||
The Children's Place, Inc. (A) | 2,225 | 68,730 | |||
The Container Store Group, Inc. (A) | 5,584 | 27,362 | |||
The Gap, Inc. | 51,567 | 423,365 | |||
The Home Depot, Inc. | 116,524 | 32,153,633 | |||
The ODP Corp. (A) | 7,035 | 247,280 | |||
The TJX Companies, Inc. | 132,751 | 8,246,492 | |||
Tilly's, Inc., Class A | 4,764 | 32,967 | |||
Tractor Supply Company | 12,676 | 2,356,215 | |||
TravelCenters of America, Inc. (A) | 2,112 | 113,900 | |||
Ulta Beauty, Inc. (A) | 5,915 | 2,373,039 | |||
Urban Outfitters, Inc. (A) | 10,822 | 212,652 | |||
USS Company, Ltd. | 35,748 | 552,096 | |||
Victoria's Secret & Company (A) | 20,074 | 584,555 | |||
Volta, Inc. (A)(C) | 21,751 | 26,319 | |||
Warby Parker, Inc., Class A (A) | 13,590 | 181,291 | |||
Williams-Sonoma, Inc. | 16,615 | 1,958,078 | |||
Winmark Corp. | 477 | 103,194 | |||
Zumiez, Inc. (A) | 2,695 | 58,023 | |||
111,930,794 | |||||
Textiles, apparel and luxury goods – 1.3% | |||||
adidas AG | 28,207 | 3,242,712 | |||
Allbirds, Inc., Class A (A) | 16,153 | 49,105 | |||
Burberry Group PLC | 64,722 | 1,292,853 | |||
Capri Holdings, Ltd. (A) | 33,352 | 1,282,051 | |||
Carter's, Inc. | 9,422 | 617,424 | |||
Cie Financiere Richemont SA, A Shares | 85,164 | 8,039,092 | |||
Columbia Sportswear Company | 8,552 | 575,550 | |||
Crocs, Inc. (A) | 24,758 | 1,699,884 | |||
Deckers Outdoor Corp. (A) | 6,410 | 2,003,830 | |||
Ermenegildo Zegna NV | 7,911 | 85,043 | |||
EssilorLuxottica SA | 46,932 | 6,379,130 | |||
Fossil Group, Inc. (A) | 8,314 | 28,434 | |||
G-III Apparel Group, Ltd. (A) | 7,299 | 109,120 | |||
Hanesbrands, Inc. | 84,312 | 586,812 | |||
Hermes International | 5,167 | 6,077,009 |
235 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Textiles, apparel and luxury goods (continued) | |||||
Kering SA | 12,206 | $ | 5,413,953 | ||
Kontoor Brands, Inc. | 9,179 | 308,506 | |||
LVMH Moet Hennessy Louis Vuitton SE | 45,293 | 26,703,606 | |||
Moncler SpA | 33,488 | 1,367,132 | |||
Movado Group, Inc. | 2,645 | 74,536 | |||
NIKE, Inc., Class B | 143,614 | 11,937,196 | |||
Oxford Industries, Inc. | 2,515 | 225,797 | |||
Pandora A/S | 14,802 | 692,234 | |||
Puma SE | 17,225 | 796,830 | |||
PVH Corp. | 16,179 | 724,819 | |||
Ralph Lauren Corp. | 4,597 | 390,423 | |||
Rocky Brands, Inc. | 1,471 | 29,508 | |||
Skechers USA, Inc., Class A (A) | 32,591 | 1,033,787 | |||
Steven Madden, Ltd. | 12,865 | 343,110 | |||
Superior Group of Companies, Inc. | 2,630 | 23,354 | |||
Tapestry, Inc. | 27,473 | 781,057 | |||
The Swatch Group AG | 8,588 | 359,776 | |||
The Swatch Group AG, Bearer Shares | 4,721 | 1,060,329 | |||
Under Armour, Inc., Class A (A) | 45,588 | 303,160 | |||
Under Armour, Inc., Class C (A) | 48,232 | 287,463 | |||
VF Corp. | 37,720 | 1,128,205 | |||
Wolverine World Wide, Inc. | 13,173 | 202,732 | |||
86,255,562 | |||||
716,329,003 | |||||
Consumer staples – 7.5% | |||||
Beverages – 1.7% | |||||
Anheuser-Busch InBev SA/NV | 141,710 | 6,418,987 | |||
Asahi Group Holdings, Ltd. | 74,481 | 2,322,024 | |||
Brown-Forman Corp., Class B | 20,268 | 1,349,241 | |||
Budweiser Brewing Company APAC, Ltd. (B) | 280,900 | 731,480 | |||
Carlsberg A/S, Class B | 15,881 | 1,857,068 | |||
Celsius Holdings, Inc. (A) | 18,565 | 1,683,474 | |||
Coca-Cola Consolidated, Inc. | 1,872 | 770,759 | |||
Coca-Cola Europacific Partners PLC | 33,558 | 1,430,242 | |||
Coca-Cola HBC AG (A) | 32,879 | 687,002 | |||
Constellation Brands, Inc., Class A | 17,989 | 4,131,714 | |||
Davide Campari-Milano NV | 85,281 | 754,529 | |||
Diageo PLC | 373,147 | 15,707,060 | |||
Heineken Holding NV | 16,447 | 1,125,939 | |||
Heineken NV | 42,288 | 3,693,056 | |||
Ito En, Ltd. | 8,700 | 351,915 | |||
Keurig Dr. Pepper, Inc. | 96,252 | 3,447,747 | |||
Kirin Holdings Company, Ltd. | 134,192 | 2,067,327 | |||
MGP Ingredients, Inc. | 2,246 | 238,435 | |||
Molson Coors Beverage Company, Class B | 21,971 | 1,054,388 | |||
Monster Beverage Corp. (A) | 43,577 | 3,789,456 | |||
National Beverage Corp. | 3,800 | 146,452 | |||
PepsiCo, Inc. | 156,290 | 25,515,905 | |||
Pernod Ricard SA | 34,180 | 6,270,461 | |||
Primo Water Corp. | 25,431 | 319,159 | |||
Remy Cointreau SA | 3,755 | 623,137 | |||
Suntory Beverage & Food, Ltd. | 22,659 | 806,415 | |||
The Boston Beer Company, Inc., Class A (A) | 2,298 | 743,748 | |||
The Coca-Cola Company | 440,921 | 24,700,394 | |||
The Duckhorn Portfolio, Inc. (A) | 5,797 | 83,651 | |||
The Vita Coco Company, Inc. (A) | 4,667 | 53,157 | |||
Treasury Wine Estates, Ltd. | 117,769 | 947,611 | |||
Vintage Wine Estates, Inc. (A) | 5,859 | 16,229 | |||
113,838,162 | |||||
Food and staples retailing – 1.4% | |||||
Aeon Company, Ltd. | 106,678 | 1,992,052 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Food and staples retailing (continued) | |||||
BJ's Wholesale Club Holdings, Inc. (A) | 32,663 | $ | 2,378,193 | ||
Carrefour SA | 98,498 | 1,366,077 | |||
Casey's General Stores, Inc. | 9,000 | 1,822,680 | |||
Coles Group, Ltd. | 217,995 | 2,298,183 | |||
Costco Wholesale Corp. | 50,263 | 23,737,707 | |||
Endeavour Group, Ltd. | 219,147 | 984,876 | |||
Grocery Outlet Holding Corp. (A) | 21,313 | 709,510 | |||
HelloFresh SE (A) | 26,960 | 564,324 | |||
HF Foods Group, Inc. (A) | 6,967 | 26,962 | |||
Ingles Markets, Inc., Class A | 2,320 | 183,767 | |||
J Sainsbury PLC | 286,177 | 554,205 | |||
Jeronimo Martins SGPS SA | 46,201 | 860,420 | |||
Kesko OYJ, B Shares | 44,561 | 831,373 | |||
Kobe Bussan Company, Ltd. | 24,600 | 591,809 | |||
Koninklijke Ahold Delhaize NV | 170,609 | 4,345,655 | |||
Ocado Group PLC (A) | 94,178 | 488,734 | |||
Performance Food Group Company (A) | 37,452 | 1,608,563 | |||
PriceSmart, Inc. | 3,984 | 229,439 | |||
Rite Aid Corp. (A)(C) | 9,114 | 45,114 | |||
Seven & i Holdings Company, Ltd. | 122,929 | 4,938,062 | |||
SpartanNash Company | 5,797 | 168,229 | |||
Sprouts Farmers Market, Inc. (A) | 43,811 | 1,215,755 | |||
Sysco Corp. | 57,543 | 4,068,866 | |||
Tesco PLC | 1,231,608 | 2,826,629 | |||
The Andersons, Inc. | 5,201 | 161,387 | |||
The Chefs' Warehouse, Inc. (A) | 5,556 | 160,957 | |||
The Fresh Market, Inc. (A)(D) | 984 | 0 | |||
The Kroger Company | 74,217 | 3,246,994 | |||
United Natural Foods, Inc. (A) | 9,409 | 323,387 | |||
Village Super Market, Inc., Class A | 2,125 | 41,076 | |||
Walgreens Boots Alliance, Inc. | 80,897 | 2,540,166 | |||
Walmart, Inc. | 161,574 | 20,956,148 | |||
Weis Markets, Inc. | 2,677 | 190,709 | |||
Welcia Holdings Company, Ltd. | 15,400 | 324,978 | |||
Woolworths Group, Ltd. | 198,047 | 4,303,689 | |||
91,086,675 | |||||
Food products – 1.9% | |||||
Ajinomoto Company, Inc. | 74,496 | 2,036,071 | |||
Alico, Inc. | 1,165 | 32,900 | |||
AppHarvest, Inc. (A) | 12,733 | 25,084 | |||
Archer-Daniels-Midland Company | 63,624 | 5,118,551 | |||
Associated British Foods PLC | 58,122 | 812,116 | |||
B&G Foods, Inc. (C) | 10,903 | 179,790 | |||
Barry Callebaut AG | 582 | 1,097,078 | |||
Benson Hill, Inc. (A) | 28,675 | 78,570 | |||
Beyond Meat, Inc. (A)(C) | 10,010 | 141,842 | |||
BRC, Inc., Class A (A) | 4,256 | 32,899 | |||
Calavo Growers, Inc. | 2,847 | 90,392 | |||
Cal-Maine Foods, Inc. | 6,083 | 338,154 | |||
Campbell Soup Company | 23,575 | 1,110,854 | |||
Chocoladefabriken Lindt & Spruengli AG | 18 | 1,792,554 | |||
Chocoladefabriken Lindt & Spruengli AG, Participation Certificates | 175 | 1,691,254 | |||
Conagra Brands, Inc. | 54,807 | 1,788,352 | |||
Danone SA | 104,741 | 4,952,709 | |||
Darling Ingredients, Inc. (A) | 38,749 | 2,563,246 | |||
Flowers Foods, Inc. | 46,623 | 1,151,122 | |||
Fresh Del Monte Produce, Inc. | 4,888 | 113,597 | |||
General Mills, Inc. | 67,052 | 5,136,854 | |||
Hormel Foods Corp. | 32,901 | 1,495,021 | |||
Hostess Brands, Inc. (A) | 22,169 | 515,208 | |||
Ingredion, Inc. | 15,831 | 1,274,712 | |||
J&J Snack Foods Corp. | 2,451 | 317,331 | |||
JDE Peet's NV | 16,405 | 479,651 |
236 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Food products (continued) | |||||
John B. Sanfilippo & Son, Inc. | 1,411 | $ | 106,855 | ||
Kellogg Company | 29,304 | 2,041,317 | |||
Kerry Group PLC, Class A | 24,972 | 2,225,811 | |||
Kerry Group PLC, Class A (London Stock Exchange) | 1,204 | 106,967 | |||
Kikkoman Corp. | 23,746 | 1,346,186 | |||
Lamb Weston Holdings, Inc. | 15,941 | 1,233,515 | |||
Lancaster Colony Corp. | 7,912 | 1,189,015 | |||
Landec Corp. (A) | 4,877 | 43,357 | |||
McCormick & Company, Inc. | 28,777 | 2,050,937 | |||
MEIJI Holdings Company, Ltd. | 18,200 | 807,905 | |||
Mission Produce, Inc. (A) | 6,511 | 94,149 | |||
Mondelez International, Inc., Class A | 155,107 | 8,504,517 | |||
Mowi ASA | 67,493 | 858,480 | |||
Nestle SA | 459,264 | 49,672,759 | |||
Nisshin Seifun Group, Inc. | 32,300 | 326,243 | |||
Nissin Foods Holdings Company, Ltd. | 10,175 | 707,263 | |||
Orkla ASA | 122,537 | 890,759 | |||
Pilgrim's Pride Corp. (A) | 10,974 | 252,621 | |||
Post Holdings, Inc. (A) | 13,139 | 1,076,215 | |||
Salmar ASA | 9,609 | 323,884 | |||
Seneca Foods Corp., Class A (A) | 1,039 | 52,407 | |||
Sovos Brands, Inc. (A) | 4,603 | 65,547 | |||
SunOpta, Inc. (A) | 16,116 | 146,656 | |||
Tattooed Chef, Inc. (A)(C) | 8,187 | 40,771 | |||
The Hain Celestial Group, Inc. (A) | 12,256 | 206,881 | |||
The Hershey Company | 16,769 | 3,697,061 | |||
The J.M. Smucker Company | 12,065 | 1,657,852 | |||
The Kraft Heinz Company | 90,100 | 3,004,835 | |||
The Simply Good Foods Company (A) | 14,602 | 467,118 | |||
Tootsie Roll Industries, Inc. | 2,280 | 75,878 | |||
TreeHouse Foods, Inc. (A) | 8,238 | 349,456 | |||
Tyson Foods, Inc., Class A | 32,817 | 2,163,625 | |||
Utz Brands, Inc. | 10,728 | 161,993 | |||
Vital Farms, Inc. (A) | 5,149 | 61,634 | |||
WH Group, Ltd. (B) | 1,360,500 | 855,671 | |||
Whole Earth Brands, Inc. (A) | 7,514 | 28,854 | |||
Wilmar International, Ltd. | 313,403 | 833,773 | |||
Yakult Honsha Company, Ltd. | 20,903 | 1,213,728 | |||
123,308,407 | |||||
Household products – 1.0% | |||||
Central Garden & Pet Company (A) | 3,231 | 116,445 | |||
Central Garden & Pet Company, Class A (A) | 5,115 | 174,728 | |||
Church & Dwight Company, Inc. | 27,861 | 1,990,390 | |||
Colgate-Palmolive Company | 94,711 | 6,653,448 | |||
Energizer Holdings, Inc. | 26,820 | 674,255 | |||
Essity AB, B Shares | 99,358 | 1,962,995 | |||
Henkel AG & Company KGaA | 16,954 | 960,837 | |||
Kimberly-Clark Corp. | 38,158 | 4,294,301 | |||
Reckitt Benckiser Group PLC | 116,662 | 7,732,525 | |||
The Clorox Company | 14,002 | 1,797,717 | |||
The Procter & Gamble Company | 270,682 | 34,173,603 | |||
Unicharm Corp. | 65,800 | 2,158,560 | |||
WD-40 Company | 2,198 | 386,277 | |||
63,076,081 | |||||
Personal products – 0.8% | |||||
Beiersdorf AG | 16,445 | 1,615,924 | |||
BellRing Brands, Inc. (A) | 54,094 | 1,114,877 | |||
Coty, Inc., Class A (A) | 87,190 | 551,041 | |||
Edgewell Personal Care Company | 8,726 | 326,352 | |||
elf Beauty, Inc. (A) | 7,876 | 296,295 | |||
Haleon PLC (A) | 828,636 | 2,583,659 | |||
Herbalife Nutrition, Ltd. (A) | 16,102 | 320,269 | |||
Inter Parfums, Inc. | 2,914 | 219,890 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Personal products (continued) | |||||
Kao Corp. | 77,475 | $ | 3,152,483 | ||
Kobayashi Pharmaceutical Company, Ltd. | 8,700 | 509,842 | |||
Kose Corp. | 5,400 | 556,763 | |||
L'Oreal SA | 39,372 | 12,588,882 | |||
Medifast, Inc. | 1,837 | 199,057 | |||
Nu Skin Enterprises, Inc., Class A | 20,242 | 675,476 | |||
Shiseido Company, Ltd. | 65,260 | 2,287,180 | |||
The Beauty Health Company (A) | 16,239 | 191,458 | |||
The Estee Lauder Companies, Inc., Class A | 26,199 | 5,656,364 | |||
The Honest Company, Inc. (A) | 12,105 | 42,368 | |||
Unilever PLC | 416,336 | 18,293,740 | |||
USANA Health Sciences, Inc. (A) | 1,799 | 100,834 | |||
Veru, Inc. (A) | 10,563 | 121,686 | |||
51,404,440 | |||||
Tobacco – 0.7% | |||||
22nd Century Group, Inc. (A) | 28,048 | 26,009 | |||
Altria Group, Inc. | 204,574 | 8,260,698 | |||
British American Tobacco PLC | 351,413 | 12,600,803 | |||
Imperial Brands PLC | 147,305 | 3,029,011 | |||
Japan Tobacco, Inc. | 195,766 | 3,216,973 | |||
Philip Morris International, Inc. | 175,996 | 14,609,428 | |||
Swedish Match AB | 248,802 | 2,461,082 | |||
Turning Point Brands, Inc. | 2,555 | 54,243 | |||
Universal Corp. | 3,836 | 176,609 | |||
Vector Group, Ltd. | 23,118 | 203,670 | |||
44,638,526 | |||||
487,352,291 | |||||
Energy – 4.5% | |||||
Energy equipment and services – 0.3% | |||||
Archrock, Inc. | 22,117 | 141,991 | |||
Baker Hughes Company | 114,477 | 2,399,438 | |||
Borr Drilling, Ltd. (A) | 22,140 | 73,505 | |||
Bristow Group, Inc. (A) | 3,915 | 91,963 | |||
Cactus, Inc., Class A | 9,500 | 365,085 | |||
ChampionX Corp. | 82,201 | 1,608,674 | |||
Diamond Offshore Drilling, Inc. (A) | 16,556 | 109,766 | |||
DMC Global, Inc. (A) | 3,198 | 51,104 | |||
Dril-Quip, Inc. (A) | 5,584 | 109,000 | |||
Expro Group Holdings NV (A) | 12,854 | 163,760 | |||
Halliburton Company | 104,105 | 2,563,065 | |||
Helix Energy Solutions Group, Inc. (A) | 24,218 | 93,481 | |||
Helmerich & Payne, Inc. | 16,622 | 614,515 | |||
Liberty Energy, Inc. (A) | 23,164 | 293,720 | |||
Nabors Industries, Ltd. (A) | 1,483 | 150,450 | |||
National Energy Services Reunited Corp. (A) | 6,575 | 39,056 | |||
Newpark Resources, Inc. (A) | 15,685 | 39,526 | |||
NexTier Oilfield Solutions, Inc. (A) | 28,552 | 211,285 | |||
Noble Corp. PLC (A) | 5,999 | 177,450 | |||
NOV, Inc. | 94,910 | 1,535,644 | |||
Oceaneering International, Inc. (A) | 16,552 | 131,754 | |||
Oil States International, Inc. (A) | 10,711 | 41,666 | |||
Patterson-UTI Energy, Inc. | 34,852 | 407,071 | |||
ProPetro Holding Corp. (A) | 14,318 | 115,260 | |||
RPC, Inc. | 12,208 | 84,601 | |||
Schlumberger NV | 159,519 | 5,726,732 | |||
Select Energy Services, Inc., Class A (A) | 11,961 | 83,368 | |||
Solaris Oilfield Infrastructure, Inc., Class A | 5,180 | 48,485 | |||
Tenaris SA | 77,041 | 996,839 | |||
TETRA Technologies, Inc. (A) | 20,833 | 74,790 | |||
Tidewater, Inc. (A) | 6,255 | 135,734 |
237 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Energy equipment and services (continued) | |||||
U.S. Silica Holdings, Inc. (A) | 12,139 | $ | 132,922 | ||
Valaris, Ltd. (A) | 9,838 | 481,472 | |||
Weatherford International PLC (A) | 11,537 | 372,530 | |||
19,665,702 | |||||
Oil, gas and consumable fuels – 4.2% | |||||
Aemetis, Inc. (A) | 4,989 | 30,533 | |||
Aker BP ASA | 51,556 | 1,479,891 | |||
Alto Ingredients, Inc. (A) | 12,211 | 44,448 | |||
Amplify Energy Corp. (A) | 5,908 | 38,816 | |||
Ampol, Ltd. | 38,879 | 719,139 | |||
Antero Midstream Corp. | 80,924 | 742,882 | |||
APA Corp. | 36,758 | 1,256,756 | |||
Arch Resources, Inc. | 2,457 | 291,400 | |||
Archaea Energy, Inc. (A) | 9,804 | 176,570 | |||
Ardmore Shipping Corp. (A) | 5,993 | 54,716 | |||
Berry Corp. | 13,468 | 101,010 | |||
BP PLC | 3,152,238 | 15,062,610 | |||
Brigham Minerals, Inc., Class A | 8,275 | 204,144 | |||
California Resources Corp. | 12,557 | 482,566 | |||
Callon Petroleum Company (A) | 8,017 | 280,675 | |||
Centrus Energy Corp., Class A (A) | 1,798 | 73,682 | |||
Chevron Corp. | 204,142 | 29,329,081 | |||
Chord Energy Corp. | 6,820 | 932,771 | |||
Civitas Resources, Inc. | 11,941 | 685,294 | |||
Clean Energy Fuels Corp. (A) | 27,739 | 148,126 | |||
CNX Resources Corp. (A) | 76,969 | 1,195,329 | |||
Comstock Resources, Inc. (A) | 14,893 | 257,500 | |||
ConocoPhillips | 144,300 | 14,767,662 | |||
CONSOL Energy, Inc. | 5,576 | 358,648 | |||
Coterra Energy, Inc. | 91,341 | 2,385,827 | |||
Crescent Energy Company, Class A | 5,459 | 73,533 | |||
CVR Energy, Inc. | 4,780 | 138,524 | |||
Delek US Holdings, Inc. | 11,411 | 309,695 | |||
Denbury, Inc. (A) | 8,204 | 707,677 | |||
Devon Energy Corp. | 74,237 | 4,463,871 | |||
DHT Holdings, Inc. | 22,487 | 170,002 | |||
Diamondback Energy, Inc. | 20,135 | 2,425,462 | |||
Dorian LPG, Ltd. | 5,033 | 68,298 | |||
DT Midstream, Inc. | 23,373 | 1,212,825 | |||
Earthstone Energy, Inc., Class A (A) | 7,056 | 86,930 | |||
ENEOS Holdings, Inc. | 500,711 | 1,614,869 | |||
Energy Fuels, Inc. (A) | 25,650 | 156,978 | |||
Eni SpA | 411,774 | 4,376,620 | |||
EOG Resources, Inc. | 66,184 | 7,394,738 | |||
EQT Corp. | 42,995 | 1,752,046 | |||
Equinor ASA | 159,446 | 5,258,324 | |||
Equitrans Midstream Corp. | 171,379 | 1,281,915 | |||
Excelerate Energy, Inc., Class A | 3,031 | 70,925 | |||
Exxon Mobil Corp. | 472,493 | 41,253,364 | |||
FLEX LNG, Ltd. | 4,639 | 146,917 | |||
Frontline, Ltd. (C) | 20,131 | 220,032 | |||
Galp Energia SGPS SA | 81,780 | 786,837 | |||
Gevo, Inc. (A) | 32,661 | 74,467 | |||
Golar LNG, Ltd. (A) | 16,405 | 408,813 | |||
Green Plains, Inc. (A) | 8,575 | 249,275 | |||
Gulfport Energy Corp. (A) | 1,877 | 165,720 | |||
Hess Corp. | 31,808 | 3,466,754 | |||
HF Sinclair Corp. | 35,104 | 1,889,999 | |||
Idemitsu Kosan Company, Ltd. | 33,986 | 738,626 | |||
Inpex Corp. | 169,641 | 1,582,255 | |||
International Seaways, Inc. | 8,007 | 281,286 | |||
Kinder Morgan, Inc. | 224,711 | 3,739,191 | |||
Kinetik Holdings, Inc. | 2,713 | 88,390 | |||
Kosmos Energy, Ltd. (A) | 73,436 | 379,664 | |||
Laredo Petroleum, Inc. (A) | 2,792 | 175,477 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
Magnolia Oil & Gas Corp., Class A | 27,042 | $ | 535,702 | ||
Marathon Oil Corp. | 76,807 | 1,734,302 | |||
Marathon Petroleum Corp. | 56,528 | 5,614,926 | |||
Matador Resources Company | 45,373 | 2,219,647 | |||
Murphy Oil Corp. | 59,203 | 2,082,170 | |||
Neste OYJ | 69,023 | 3,008,678 | |||
NextDecade Corp. (A) | 5,346 | 32,183 | |||
Nordic American Tankers, Ltd. | 31,707 | 84,658 | |||
Northern Oil and Gas, Inc. | 10,679 | 292,711 | |||
Occidental Petroleum Corp. | 84,491 | 5,191,972 | |||
OMV AG | 24,027 | 869,613 | |||
ONEOK, Inc. | 50,189 | 2,571,684 | |||
Par Pacific Holdings, Inc. (A) | 7,962 | 130,656 | |||
PBF Energy, Inc., Class A (A) | 15,688 | 551,590 | |||
PDC Energy, Inc. | 23,270 | 1,344,773 | |||
Peabody Energy Corp. (A) | 19,109 | 474,285 | |||
Permian Resources Corp. (A) | 33,537 | 228,052 | |||
Phillips 66 | 54,558 | 4,403,922 | |||
Pioneer Natural Resources Company | 27,053 | 5,857,786 | |||
Range Resources Corp. | 59,870 | 1,512,316 | |||
Ranger Oil Corp., Class A | 3,510 | 110,390 | |||
Repsol SA | 236,733 | 2,720,122 | |||
REX American Resources Corp. (A) | 2,621 | 73,178 | |||
Riley Exploration Permian, Inc. | 1,803 | 34,221 | |||
Ring Energy, Inc. (A) | 15,036 | 34,884 | |||
SandRidge Energy, Inc. (A) | 5,266 | 85,888 | |||
Santos, Ltd. | 524,943 | 2,424,997 | |||
Scorpio Tankers, Inc. | 8,053 | 338,548 | |||
SFL Corp., Ltd. | 18,524 | 168,754 | |||
Shell PLC | 1,213,568 | 30,106,110 | |||
SilverBow Resources, Inc. (A) | 1,911 | 51,368 | |||
Sitio Royalties Corp. | 2,036 | 45,016 | |||
SM Energy Company | 19,665 | 739,601 | |||
Southwestern Energy Company (A) | 269,241 | 1,647,755 | |||
Talos Energy, Inc. (A) | 10,790 | 179,654 | |||
Targa Resources Corp. | 54,741 | 3,303,072 | |||
Teekay Corp. (A) | 12,994 | 46,648 | |||
Teekay Tankers, Ltd., Class A (A) | 3,735 | 102,862 | |||
Tellurian, Inc. (A) | 83,087 | 198,578 | |||
The Williams Companies, Inc. | 137,656 | 3,941,091 | |||
TotalEnergies SE (C) | 404,492 | 18,976,558 | |||
Uranium Energy Corp. (A)(C) | 45,826 | 160,391 | |||
Ur-Energy, Inc. (A) | 33,473 | 36,486 | |||
VAALCO Energy, Inc. | 10,007 | 43,631 | |||
Valero Energy Corp. | 44,671 | 4,773,096 | |||
Vertex Energy, Inc. (A)(C) | 8,733 | 54,407 | |||
W&T Offshore, Inc. (A) | 15,469 | 90,648 | |||
Washington H. Soul Pattinson & Company, Ltd. | 35,325 | 607,303 | |||
Woodside Energy Group, Ltd. | 309,779 | 6,329,254 | |||
World Fuel Services Corp. | 10,040 | 235,338 | |||
274,711,850 | |||||
294,377,552 | |||||
Financials – 13.2% | |||||
Banks – 5.8% | |||||
1st Source Corp. | 2,475 | 114,593 | |||
ABN AMRO Bank NV (B) | 69,012 | 618,373 | |||
ACNB Corp. | 1,726 | 51,849 | |||
Allegiance Bancshares, Inc. | 3,166 | 131,801 | |||
Amalgamated Financial Corp. | 2,453 | 55,315 | |||
Amerant Bancorp, Inc. | 4,674 | 116,102 | |||
American National Bankshares, Inc. | 2,209 | 70,578 | |||
Ameris Bancorp | 10,764 | 481,258 | |||
Arrow Financial Corp. | 2,561 | 73,796 | |||
Associated Banc-Corp. | 60,342 | 1,211,667 |
238 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
Atlantic Union Bankshares Corp. | 12,029 | $ | 365,441 | ||
Australia & New Zealand Banking Group, Ltd. | 486,245 | 7,118,042 | |||
Banc of California, Inc. | 8,886 | 141,909 | |||
BancFirst Corp. | 3,152 | 282,009 | |||
Banco Bilbao Vizcaya Argentaria SA | 1,087,858 | 4,879,963 | |||
Banco Santander SA | 2,786,698 | 6,484,364 | |||
Bank First Corp. | 1,086 | 83,057 | |||
Bank Hapoalim BM | 207,198 | 1,749,051 | |||
Bank Leumi Le-Israel BM | 251,870 | 2,151,163 | |||
Bank of America Corp. | 792,522 | 23,934,164 | |||
Bank of Hawaii Corp. | 9,709 | 739,049 | |||
Bank of Marin Bancorp | 2,831 | 84,788 | |||
Bank OZK | 26,871 | 1,063,017 | |||
BankUnited, Inc. | 12,963 | 442,946 | |||
Bankwell Financial Group, Inc. | 1,485 | 43,228 | |||
Banner Corp. | 5,275 | 311,647 | |||
Bar Harbor Bankshares | 2,858 | 75,794 | |||
Barclays PLC | 2,731,680 | 4,346,472 | |||
BayCom Corp. | 2,708 | 47,607 | |||
BCB Bancorp, Inc. | 2,871 | 48,319 | |||
Berkshire Hills Bancorp, Inc. | 7,512 | 205,078 | |||
Blue Ridge Bankshares, Inc. | 3,343 | 42,490 | |||
BNP Paribas SA | 181,242 | 7,655,522 | |||
BOC Hong Kong Holdings, Ltd. | 603,741 | 2,007,871 | |||
Brookline Bancorp, Inc. | 12,443 | 144,961 | |||
Business First Bancshares, Inc. | 3,846 | 82,804 | |||
Byline Bancorp, Inc. | 3,928 | 79,542 | |||
Cadence Bank | 73,655 | 1,871,574 | |||
CaixaBank SA | 723,297 | 2,329,649 | |||
Cambridge Bancorp | 1,183 | 94,332 | |||
Camden National Corp. | 2,334 | 99,428 | |||
Capital Bancorp, Inc. | 1,937 | 44,745 | |||
Capital City Bank Group, Inc. | 2,514 | 78,211 | |||
Capstar Financial Holdings, Inc. | 4,009 | 74,287 | |||
Carter Bankshares, Inc. (A) | 4,816 | 77,538 | |||
Cathay General Bancorp | 29,397 | 1,130,609 | |||
Central Pacific Financial Corp. | 4,511 | 93,333 | |||
Citigroup, Inc. | 219,171 | 9,132,856 | |||
Citizens & Northern Corp. | 3,072 | 74,281 | |||
Citizens Financial Group, Inc. | 55,222 | 1,897,428 | |||
City Holding Company | 2,198 | 194,941 | |||
Civista Bancshares, Inc. | 3,101 | 64,377 | |||
CNB Financial Corp. | 3,038 | 71,606 | |||
Coastal Financial Corp. (A) | 1,852 | 73,598 | |||
Colony Bankcorp, Inc. | 3,672 | 47,846 | |||
Columbia Banking System, Inc. | 12,546 | 362,454 | |||
Comerica, Inc. | 15,240 | 1,083,564 | |||
Commerce Bancshares, Inc. | 26,359 | 1,743,911 | |||
Commerzbank AG (A) | 173,673 | 1,236,380 | |||
Commonwealth Bank of Australia | 278,396 | 16,195,667 | |||
Community Bank System, Inc. | 8,428 | 506,354 | |||
Community Trust Bancorp, Inc. | 2,462 | 99,834 | |||
Concordia Financial Group, Ltd. | 177,646 | 551,307 | |||
ConnectOne Bancorp, Inc. | 6,085 | 140,320 | |||
Credit Agricole SA | 197,469 | 1,603,059 | |||
CrossFirst Bankshares, Inc. (A) | 7,779 | 101,516 | |||
Cullen/Frost Bankers, Inc. | 15,495 | 2,048,749 | |||
Customers Bancorp, Inc. (A) | 5,013 | 147,783 | |||
CVB Financial Corp. | 21,386 | 541,494 | |||
Danske Bank A/S | 112,532 | 1,400,648 | |||
DBS Group Holdings, Ltd. | 295,483 | 6,835,514 | |||
Dime Community Bancshares, Inc. | 5,422 | 158,756 | |||
DNB Bank ASA | 151,764 | 2,408,199 | |||
Eagle Bancorp, Inc. | 4,973 | 222,890 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
East West Bancorp, Inc. | 34,049 | $ | 2,286,050 | ||
Eastern Bankshares, Inc. | 25,660 | 503,962 | |||
Enterprise Financial Services Corp. | 5,579 | 245,699 | |||
Equity Bancshares, Inc., Class A | 2,800 | 82,964 | |||
Erste Group Bank AG | 56,097 | 1,229,768 | |||
Esquire Financial Holdings, Inc. | 1,405 | 52,758 | |||
Farmers & Merchants Bancorp, Inc. | 2,146 | 57,663 | |||
Farmers National Banc Corp. | 5,529 | 72,375 | |||
FB Financial Corp. | 5,819 | 222,344 | |||
Fifth Third Bancorp | 78,766 | 2,517,361 | |||
Financial Institutions, Inc. | 2,916 | 70,188 | |||
FinecoBank Banca Fineco SpA | 99,557 | 1,229,577 | |||
First Bancorp (North Carolina) | 5,701 | 208,543 | |||
First Bancorp (Puerto Rico) | 31,692 | 433,547 | |||
First Bank | 3,433 | 46,929 | |||
First Busey Corp. | 8,161 | 179,379 | |||
First Business Financial Services, Inc. | 1,681 | 54,313 | |||
First Commonwealth Financial Corp. | 14,854 | 190,725 | |||
First Community Bankshares, Inc. | 2,991 | 95,802 | |||
First Financial Bancorp | 14,839 | 312,806 | |||
First Financial Bankshares, Inc. | 52,201 | 2,183,568 | |||
First Financial Corp. | 1,901 | 85,906 | |||
First Foundation, Inc. | 8,449 | 153,265 | |||
First Horizon Corp. | 129,657 | 2,969,145 | |||
First Internet Bancorp | 1,713 | 58,002 | |||
First Interstate BancSystem, Inc., Class A | 15,001 | 605,290 | |||
First Merchants Corp. | 9,211 | 356,281 | |||
First Mid Bancshares, Inc. | 3,228 | 103,199 | |||
First Republic Bank | 20,747 | 2,708,521 | |||
First Western Financial, Inc. (A) | 1,536 | 37,862 | |||
Flushing Financial Corp. | 4,920 | 95,300 | |||
FNB Corp. | 84,745 | 983,042 | |||
Fulton Financial Corp. | 66,372 | 1,048,678 | |||
FVCBankcorp, Inc. (A) | 2,838 | 54,404 | |||
German American Bancorp, Inc. | 4,489 | 160,302 | |||
Glacier Bancorp, Inc. | 44,549 | 2,188,692 | |||
Great Southern Bancorp, Inc. | 1,479 | 84,407 | |||
Guaranty Bancshares, Inc. | 1,550 | 53,615 | |||
Hancock Whitney Corp. | 34,523 | 1,581,499 | |||
Hang Seng Bank, Ltd. | 124,790 | 1,895,872 | |||
Hanmi Financial Corp. | 5,043 | 119,418 | |||
HarborOne Bancorp, Inc. | 7,859 | 105,468 | |||
Heartland Financial USA, Inc. | 6,431 | 278,848 | |||
Heritage Commerce Corp. | 10,290 | 116,689 | |||
Heritage Financial Corp. | 5,455 | 144,394 | |||
Hilltop Holdings, Inc. | 9,820 | 244,027 | |||
Home BancShares, Inc. | 76,512 | 1,722,285 | |||
HomeStreet, Inc. | 3,025 | 87,150 | |||
HomeTrust Bancshares, Inc. | 2,958 | 65,372 | |||
Hope Bancorp, Inc. | 18,220 | 230,301 | |||
Horizon Bancorp, Inc. | 6,742 | 121,086 | |||
HSBC Holdings PLC | 3,279,218 | 16,979,327 | |||
Huntington Bancshares, Inc. | 164,444 | 2,167,372 | |||
Independent Bank Corp. (Massachusetts) | 7,398 | 551,373 | |||
Independent Bank Corp. (Michigan) | 3,828 | 73,115 | |||
Independent Bank Group, Inc. | 5,866 | 360,114 | |||
ING Groep NV | 637,410 | 5,461,601 | |||
International Bancshares Corp. | 21,399 | 909,458 | |||
Intesa Sanpaolo SpA | 2,694,548 | 4,454,129 | |||
Israel Discount Bank, Ltd., Class A | 201,817 | 1,016,213 | |||
Japan Post Bank Company, Ltd. | 67,300 | 470,440 | |||
John Marshall Bancorp, Inc. | 2,126 | 52,215 | |||
JPMorgan Chase & Co. | 332,593 | 34,755,969 | |||
KBC Group NV | 40,808 | 1,936,502 |
239 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
KeyCorp | 104,057 | $ | 1,666,993 | ||
Lakeland Bancorp, Inc. | 10,253 | 164,151 | |||
Lakeland Financial Corp. | 3,834 | 279,154 | |||
Live Oak Bancshares, Inc. | 5,436 | 166,342 | |||
Lloyds Banking Group PLC | 11,361,580 | 5,135,289 | |||
M&T Bank Corp. | 19,833 | 3,496,955 | |||
Macatawa Bank Corp. | 7,312 | 67,709 | |||
Mediobanca Banca di Credito Finanziario SpA | 98,752 | 772,707 | |||
Mercantile Bank Corp. | 2,744 | 81,524 | |||
Metrocity Bankshares, Inc. | 3,311 | 65,028 | |||
Metropolitan Bank Holding Corp. (A) | 1,686 | 108,511 | |||
Mid Penn Bancorp, Inc. | 2,721 | 78,174 | |||
Midland States Bancorp, Inc. | 3,772 | 88,906 | |||
MidWestOne Financial Group, Inc. | 2,530 | 69,044 | |||
Mitsubishi UFJ Financial Group, Inc. | 1,950,268 | 8,834,956 | |||
Mizrahi Tefahot Bank, Ltd. | 25,121 | 879,462 | |||
Mizuho Financial Group, Inc. | 393,550 | 4,260,032 | |||
MVB Financial Corp. | 1,880 | 52,320 | |||
National Australia Bank, Ltd. | 523,688 | 9,696,442 | |||
National Bank Holdings Corp., Class A | 4,565 | 168,859 | |||
NatWest Group PLC | 874,877 | 2,179,073 | |||
NBT Bancorp, Inc. | 6,377 | 242,007 | |||
Nicolet Bankshares, Inc. (A) | 1,936 | 136,372 | |||
Nordea Bank ABP | 556,429 | 4,762,045 | |||
Northeast Bank | 1,301 | 47,708 | |||
Northwest Bancshares, Inc. | 19,183 | 259,162 | |||
OceanFirst Financial Corp. | 9,461 | 176,353 | |||
OFG Bancorp | 7,596 | 190,887 | |||
Old National Bancorp | 117,647 | 1,937,646 | |||
Old Second Bancorp, Inc. | 7,340 | 95,787 | |||
Origin Bancorp, Inc. | 3,671 | 141,223 | |||
Orrstown Financial Services, Inc. | 2,524 | 60,374 | |||
Oversea-Chinese Banking Corp., Ltd. | 552,424 | 4,526,496 | |||
Pacific Premier Bancorp, Inc. | 15,206 | 470,778 | |||
PacWest Bancorp | 28,456 | 643,106 | |||
Park National Corp. | 2,211 | 275,225 | |||
Parke Bancorp, Inc. | 2,231 | 46,762 | |||
Pathward Financial, Inc. | 4,786 | 157,747 | |||
PCB Bancorp | 2,724 | 49,223 | |||
PCSB Financial Corp. | 2,654 | 47,586 | |||
Peapack-Gladstone Financial Corp. | 3,024 | 101,758 | |||
Peoples Bancorp, Inc. | 4,581 | 132,528 | |||
Peoples Financial Services Corp. | 1,264 | 59,206 | |||
Pinnacle Financial Partners, Inc. | 18,464 | 1,497,430 | |||
Preferred Bank | 2,151 | 140,310 | |||
Premier Financial Corp. | 5,966 | 153,326 | |||
Primis Financial Corp. | 4,671 | 56,659 | |||
Professional Holding Corp., Class A (A) | 2,437 | 63,216 | |||
Prosperity Bancshares, Inc. | 22,039 | 1,469,561 | |||
QCR Holdings, Inc. | 2,650 | 134,991 | |||
RBB Bancorp | 2,906 | 60,387 | |||
Red River Bancshares, Inc. | 838 | 41,422 | |||
Regions Financial Corp. | 107,659 | 2,160,716 | |||
Renasant Corp. | 8,750 | 273,700 | |||
Republic Bancorp, Inc., Class A | 1,470 | 56,301 | |||
Resona Holdings, Inc. | 352,546 | 1,290,128 | |||
S&T Bancorp, Inc. | 6,231 | 182,631 | |||
Sandy Spring Bancorp, Inc. | 6,940 | 244,704 | |||
Seacoast Banking Corp. of Florida | 9,793 | 296,042 | |||
ServisFirst Bancshares, Inc. | 8,005 | 640,400 | |||
Shore Bancshares, Inc. | 3,606 | 62,456 | |||
Sierra Bancorp | 3,014 | 59,527 | |||
Signature Bank | 7,315 | 1,104,565 | |||
Silvergate Capital Corp., Class A (A) | 5,103 | 384,511 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
Simmons First National Corp., Class A | 20,094 | $ | 437,848 | ||
Skandinaviska Enskilda Banken AB, A Shares | 265,527 | 2,530,672 | |||
SmartFinancial, Inc. | 2,965 | 73,265 | |||
Societe Generale SA | 129,747 | 2,565,889 | |||
South Plains Financial, Inc. | 1,939 | 53,439 | |||
Southern First Bancshares, Inc. (A) | 1,552 | 64,656 | |||
Southside Bancshares, Inc. | 4,669 | 165,096 | |||
SouthState Corp. | 12,012 | 950,389 | |||
Standard Chartered PLC | 411,567 | 2,574,168 | |||
Stellar Bancorp, Inc. | 3,205 | 93,746 | |||
Stock Yards Bancorp, Inc. | 4,568 | 310,670 | |||
Sumitomo Mitsui Financial Group, Inc. | 213,058 | 5,906,282 | |||
Sumitomo Mitsui Trust Holdings, Inc. | 55,083 | 1,566,543 | |||
SVB Financial Group (A) | 6,792 | 2,280,618 | |||
Svenska Handelsbanken AB, A Shares | 237,966 | 1,953,461 | |||
Swedbank AB, A Shares | 147,748 | 1,939,304 | |||
Synovus Financial Corp. | 35,125 | 1,317,539 | |||
Texas Capital Bancshares, Inc. (A) | 20,260 | 1,195,948 | |||
The Bancorp, Inc. (A) | 9,151 | 201,139 | |||
The Bank of NT Butterfield & Son, Ltd. | 7,956 | 258,252 | |||
The Chiba Bank, Ltd. | 86,464 | 468,231 | |||
The First Bancshares, Inc. | 3,473 | 103,739 | |||
The First of Long Island Corp. | 4,388 | 75,649 | |||
The PNC Financial Services Group, Inc. | 46,292 | 6,916,951 | |||
The Shizuoka Bank, Ltd. | 72,808 | 447,072 | |||
Third Coast Bancshares, Inc. (A) | 2,632 | 45,034 | |||
Tompkins Financial Corp. | 2,111 | 153,301 | |||
Towne Bank | 10,670 | 286,276 | |||
TriCo Bancshares | 4,974 | 222,089 | |||
Triumph Bancorp, Inc. (A) | 3,923 | 213,215 | |||
Truist Financial Corp. | 150,345 | 6,546,021 | |||
Trustmark Corp. | 9,598 | 293,987 | |||
U.S. Bancorp | 152,715 | 6,157,469 | |||
UMB Financial Corp. | 17,467 | 1,472,293 | |||
Umpqua Holdings Corp. | 52,443 | 896,251 | |||
UniCredit SpA | 338,564 | 3,427,651 | |||
United Bankshares, Inc. | 53,760 | 1,921,920 | |||
United Community Banks, Inc. | 17,012 | 563,097 | |||
United Overseas Bank, Ltd. | 192,539 | 3,487,377 | |||
Unity Bancorp, Inc. | 1,691 | 42,461 | |||
Univest Financial Corp. | 4,914 | 115,381 | |||
Valley National Bancorp | 171,532 | 1,852,546 | |||
Veritex Holdings, Inc. | 8,498 | 225,962 | |||
Washington Federal, Inc. | 25,964 | 778,401 | |||
Washington Trust Bancorp, Inc. | 2,759 | 128,238 | |||
Webster Financial Corp. | 42,485 | 1,920,322 | |||
Wells Fargo & Company | 430,160 | 17,301,035 | |||
WesBanco, Inc. | 9,162 | 305,736 | |||
West BanCorp, Inc. | 3,265 | 67,945 | |||
Westamerica BanCorp | 3,931 | 205,552 | |||
Westpac Banking Corp. | 571,205 | 7,557,039 | |||
Wintrust Financial Corp. | 14,675 | 1,196,746 | |||
Zions Bancorp NA | 16,384 | 833,290 | |||
378,208,931 | |||||
Capital markets – 2.6% | |||||
3i Group PLC | 158,783 | 1,906,576 | |||
abrdn PLC | 355,782 | 544,243 | |||
Affiliated Managers Group, Inc. | 9,236 | 1,033,047 | |||
Ameriprise Financial, Inc. | 12,195 | 3,072,530 | |||
Amundi SA (B) | 9,939 | 413,769 | |||
Artisan Partners Asset Management, Inc., Class A | 9,753 | 262,648 | |||
AssetMark Financial Holdings, Inc. (A) | 3,658 | 66,905 | |||
ASX, Ltd. | 31,585 | 1,453,644 |
240 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Capital markets (continued) | |||||
B. Riley Financial, Inc. | 3,326 | $ | 148,074 | ||
Bakkt Holdings, Inc. (A)(C) | 10,467 | 23,865 | |||
BGC Partners, Inc., Class A | 52,526 | 164,932 | |||
BlackRock, Inc. | 17,087 | 9,402,634 | |||
Blucora, Inc. (A) | 7,767 | 150,214 | |||
Brightsphere Investment Group, Inc. | 5,281 | 78,740 | |||
Cboe Global Markets, Inc. | 11,817 | 1,386,961 | |||
CME Group, Inc. | 40,625 | 7,195,906 | |||
Cohen & Steers, Inc. | 4,129 | 258,599 | |||
Cowen, Inc., Class A | 4,321 | 166,963 | |||
Credit Suisse Group AG | 432,467 | 1,710,658 | |||
Daiwa Securities Group, Inc. | 217,608 | 854,089 | |||
Deutsche Bank AG | 337,192 | 2,496,561 | |||
Deutsche Boerse AG | 30,998 | 5,081,399 | |||
Diamond Hill Investment Group, Inc. | 509 | 83,985 | |||
Donnelley Financial Solutions, Inc. (A) | 4,541 | 167,881 | |||
Ellington Financial, Inc. | 9,203 | 104,638 | |||
EQT AB | 48,643 | 939,887 | |||
Euronext NV (B) | 13,979 | 884,678 | |||
Evercore, Inc., Class A | 8,701 | 715,657 | |||
FactSet Research Systems, Inc. | 4,241 | 1,696,867 | |||
Federated Hermes, Inc. | 34,629 | 1,146,912 | |||
Focus Financial Partners, Inc., Class A (A) | 9,469 | 298,368 | |||
Franklin Resources, Inc. | 32,790 | 705,641 | |||
Futu Holdings, Ltd., ADR (A) | 9,700 | 361,713 | |||
GCM Grosvenor, Inc., Class A | 7,580 | 59,806 | |||
Hamilton Lane, Inc., Class A | 5,747 | 342,579 | |||
Hargreaves Lansdown PLC | 58,038 | 555,832 | |||
Hong Kong Exchanges & Clearing, Ltd. | 196,471 | 6,715,852 | |||
Houlihan Lokey, Inc. | 8,216 | 619,322 | |||
Interactive Brokers Group, Inc., Class A | 24,849 | 1,588,100 | |||
Intercontinental Exchange, Inc. | 63,075 | 5,698,826 | |||
Invesco, Ltd. | 51,497 | 705,509 | |||
Janus Henderson Group PLC | 32,021 | 650,347 | |||
Japan Exchange Group, Inc. | 81,900 | 1,106,883 | |||
Jefferies Financial Group, Inc. | 44,933 | 1,325,524 | |||
Julius Baer Group, Ltd. | 36,093 | 1,575,066 | |||
London Stock Exchange Group PLC | 53,768 | 4,540,647 | |||
Macquarie Group, Ltd. | 59,462 | 5,801,121 | |||
Manning & Napier, Inc. | 2,904 | 35,632 | |||
MarketAxess Holdings, Inc. | 4,148 | 922,889 | |||
Moelis & Company, Class A | 10,451 | 353,348 | |||
Moody's Corp. | 17,866 | 4,343,403 | |||
Morgan Stanley | 151,800 | 11,993,718 | |||
MSCI, Inc. | 9,159 | 3,863,175 | |||
Nasdaq, Inc. | 38,784 | 2,198,277 | |||
Nomura Holdings, Inc. | 474,813 | 1,572,997 | |||
Northern Trust Corp. | 23,861 | 2,041,547 | |||
Open Lending Corp., Class A (A) | 17,461 | 140,386 | |||
Oppenheimer Holdings, Inc., Class A | 1,490 | 46,160 | |||
Partners Group Holding AG | 3,703 | 2,980,116 | |||
Perella Weinberg Partners | 8,477 | 53,659 | |||
Piper Sandler Companies | 2,815 | 294,843 | |||
PJT Partners, Inc., Class A | 3,881 | 259,328 | |||
Raymond James Financial, Inc. | 21,788 | 2,153,090 | |||
S&P Global, Inc. | 38,631 | 11,795,976 | |||
SBI Holdings, Inc. | 39,990 | 717,623 | |||
Schroders PLC | 119,300 | 512,789 | |||
Sculptor Capital Management, Inc. | 4,870 | 43,051 | |||
SEI Investments Company | 24,880 | 1,220,364 | |||
Silvercrest Asset Management Group, Inc., Class A | 1,896 | 31,000 | |||
Singapore Exchange, Ltd. | 139,848 | 917,455 | |||
St. James's Place PLC | 88,686 | 1,009,973 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Capital markets (continued) | |||||
State Street Corp. | 42,038 | $ | 2,556,331 | ||
StepStone Group, Inc., Class A | 8,637 | 211,693 | |||
Stifel Financial Corp. | 25,647 | 1,331,336 | |||
StoneX Group, Inc. (A) | 2,787 | 231,154 | |||
T. Rowe Price Group, Inc. | 25,664 | 2,694,977 | |||
The Bank of New York Mellon Corp. | 83,687 | 3,223,623 | |||
The Charles Schwab Corp. | 173,120 | 12,442,134 | |||
The Goldman Sachs Group, Inc. | 38,608 | 11,314,074 | |||
UBS Group AG | 573,844 | 8,325,307 | |||
Victory Capital Holdings, Inc., Class A | 2,670 | 62,238 | |||
Virtus Investment Partners, Inc. | 1,161 | 185,203 | |||
WisdomTree Investments, Inc. | 22,955 | 107,429 | |||
168,450,896 | |||||
Consumer finance – 0.4% | |||||
American Express Company | 68,015 | 9,175,904 | |||
Bread Financial Holdings, Inc. | 20,202 | 635,353 | |||
Capital One Financial Corp. | 43,522 | 4,011,423 | |||
Consumer Portfolio Services, Inc. (A) | 2,742 | 19,934 | |||
Discover Financial Services | 30,980 | 2,816,702 | |||
Encore Capital Group, Inc. (A) | 3,880 | 176,462 | |||
Enova International, Inc. (A) | 5,200 | 152,204 | |||
EZCORP, Inc., Class A (A) | 8,719 | 67,223 | |||
FirstCash Holdings, Inc. | 15,491 | 1,136,265 | |||
Green Dot Corp., Class A (A) | 8,036 | 152,523 | |||
LendingClub Corp. (A) | 16,651 | 183,994 | |||
LendingTree, Inc. (A) | 1,801 | 42,972 | |||
Moneylion, Inc. (A) | 26,155 | 23,346 | |||
Navient Corp. | 45,740 | 671,921 | |||
Nelnet, Inc., Class A | 2,400 | 190,056 | |||
NerdWallet, Inc., Class A (A) | 4,373 | 38,789 | |||
Oportun Financial Corp. (A) | 5,366 | 23,449 | |||
PRA Group, Inc. (A) | 6,468 | 212,538 | |||
PROG Holdings, Inc. (A) | 8,938 | 133,891 | |||
Regional Management Corp. | 1,431 | 40,125 | |||
SLM Corp. | 60,740 | 849,753 | |||
Synchrony Financial | 54,259 | 1,529,561 | |||
World Acceptance Corp. (A) | 691 | 66,903 | |||
22,351,291 | |||||
Diversified financial services – 1.1% | |||||
Alerus Financial Corp. | 2,712 | 59,935 | |||
A-Mark Precious Metals, Inc. | 2,942 | 83,523 | |||
Banco Latinoamericano de Comercio Exterior SA, Class E | 5,611 | 73,280 | |||
Berkshire Hathaway, Inc., Class B (A) | 204,508 | 54,607,726 | |||
Cannae Holdings, Inc. (A) | 12,384 | 255,853 | |||
Compass Diversified Holdings | 9,953 | 179,751 | |||
Eurazeo SE | 7,109 | 370,958 | |||
EXOR NV | 17,694 | 1,135,489 | |||
Groupe Bruxelles Lambert SA | 16,225 | 1,134,697 | |||
Industrivarden AB, A Shares | 21,283 | 428,695 | |||
Industrivarden AB, C Shares | 25,124 | 501,078 | |||
Investor AB, A Shares | 81,363 | 1,246,769 | |||
Investor AB, B Shares | 297,247 | 4,337,194 | |||
Jackson Financial, Inc., Class A | 12,222 | 339,161 | |||
Kinnevik AB, B Shares (A) | 39,550 | 518,339 | |||
L.E. Lundbergforetagen AB, B Shares | 12,399 | 447,610 | |||
M&G PLC | 419,486 | 772,743 | |||
Mitsubishi HC Capital, Inc. | 107,696 | 462,901 | |||
ORIX Corp. | 194,983 | 2,731,527 | |||
Sofina SA | 2,515 | 434,059 | |||
Voya Financial, Inc. | 23,659 | 1,431,370 |
241 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Diversified financial services (continued) | |||||
Wendel SE | 4,343 | $ | 310,850 | ||
71,863,508 | |||||
Insurance – 3.1% | |||||
Admiral Group PLC | 29,356 | 623,628 | |||
Aegon NV | 292,096 | 1,161,081 | |||
Aflac, Inc. | 65,243 | 3,666,657 | |||
Ageas SA/NV | 26,311 | 959,607 | |||
AIA Group, Ltd. | 1,965,135 | 16,361,523 | |||
Alleghany Corp. (A) | 3,251 | 2,728,792 | |||
Allianz SE | 66,639 | 10,497,925 | |||
Ambac Financial Group, Inc. (A) | 7,744 | 98,736 | |||
American Equity Investment Life Holding Company | 12,482 | 465,454 | |||
American Financial Group, Inc. | 16,873 | 2,074,198 | |||
American International Group, Inc. | 86,193 | 4,092,444 | |||
AMERISAFE, Inc. | 3,227 | 150,798 | |||
Aon PLC, Class A | 24,008 | 6,431,023 | |||
Argo Group International Holdings, Ltd. | 5,368 | 103,388 | |||
Arthur J. Gallagher & Company | 24,006 | 4,110,307 | |||
Assicurazioni Generali SpA | 181,196 | 2,474,110 | |||
Assurant, Inc. | 6,019 | 874,380 | |||
Aviva PLC | 461,580 | 1,979,642 | |||
AXA SA | 304,930 | 6,657,507 | |||
Baloise Holding AG | 7,472 | 954,732 | |||
Bright Health Group, Inc. (A) | 33,118 | 34,774 | |||
Brighthouse Financial, Inc. (A) | 17,353 | 753,467 | |||
Brown & Brown, Inc. | 26,141 | 1,581,008 | |||
BRP Group, Inc., Class A (A) | 9,592 | 252,749 | |||
Chubb, Ltd. | 47,367 | 8,615,110 | |||
Cincinnati Financial Corp. | 18,039 | 1,615,753 | |||
CNO Financial Group, Inc. | 46,174 | 829,747 | |||
Dai-ichi Life Holdings, Inc. | 159,837 | 2,541,459 | |||
Donegal Group, Inc., Class A | 2,988 | 40,308 | |||
eHealth, Inc. (A) | 4,420 | 17,282 | |||
Employers Holdings, Inc. | 4,500 | 155,205 | |||
Enstar Group, Ltd. (A) | 1,881 | 318,999 | |||
Everest Re Group, Ltd. | 4,591 | 1,204,862 | |||
First American Financial Corp. | 25,168 | 1,160,245 | |||
Genworth Financial, Inc., Class A (A) | 82,548 | 288,918 | |||
Gjensidige Forsikring ASA | 32,630 | 559,907 | |||
Globe Life, Inc. | 10,415 | 1,038,376 | |||
Goosehead Insurance, Inc., Class A (A) | 3,158 | 112,551 | |||
Greenlight Capital Re, Ltd., Class A (A) | 6,396 | 47,586 | |||
Hannover Rueck SE | 9,838 | 1,474,768 | |||
HCI Group, Inc. | 1,276 | 50,019 | |||
Horace Mann Educators Corp. | 6,758 | 238,490 | |||
Insurance Australia Group, Ltd. | 402,178 | 1,189,747 | |||
James River Group Holdings, Ltd. | 6,234 | 142,198 | |||
Japan Post Holdings Company, Ltd. | 387,900 | 2,569,919 | |||
Japan Post Insurance Company, Ltd. | 32,600 | 456,598 | |||
Kemper Corp. | 15,428 | 636,559 | |||
Kinsale Capital Group, Inc. | 8,716 | 2,226,241 | |||
Legal & General Group PLC | 974,083 | 2,325,117 | |||
Lemonade, Inc. (A) | 7,663 | 162,302 | |||
Lincoln National Corp. | 17,218 | 756,042 | |||
Loews Corp. | 22,642 | 1,128,477 | |||
Marsh & McLennan Companies, Inc. | 56,748 | 8,471,909 | |||
MBIA, Inc. (A) | 8,202 | 75,458 | |||
Medibank Private, Ltd. | 449,312 | 1,004,284 | |||
Mercury General Corp. | 4,410 | 125,332 | |||
MetLife, Inc. | 76,006 | 4,619,645 | |||
MS&AD Insurance Group Holdings, Inc. | 72,651 | 1,923,996 | |||
Muenchener Rueckversicherungs-Gesellschaft AG | 22,857 | 5,502,151 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Insurance (continued) | |||||
National Western Life Group, Inc., Class A | 394 | $ | 67,295 | ||
NN Group NV | 45,519 | 1,770,413 | |||
Old Republic International Corp. | 69,421 | 1,452,982 | |||
Oscar Health, Inc., Class A (A) | 19,591 | 97,759 | |||
Palomar Holdings, Inc. (A) | 3,976 | 332,871 | |||
Phoenix Group Holdings PLC | 122,307 | 712,297 | |||
Poste Italiane SpA (B) | 85,236 | 643,959 | |||
Primerica, Inc. | 9,050 | 1,117,223 | |||
Principal Financial Group, Inc. | 26,614 | 1,920,200 | |||
ProAssurance Corp. | 8,863 | 172,917 | |||
Prudential Financial, Inc. | 42,360 | 3,633,641 | |||
Prudential PLC | 448,546 | 4,390,204 | |||
QBE Insurance Group, Ltd. | 241,992 | 1,795,494 | |||
Reinsurance Group of America, Inc. | 16,190 | 2,036,864 | |||
RenaissanceRe Holdings, Ltd. | 10,560 | 1,482,518 | |||
RLI Corp. | 16,080 | 1,646,270 | |||
Root, Inc., Class A (A) | 1,472 | 11,599 | |||
Safety Insurance Group, Inc. | 2,332 | 190,198 | |||
Sampo OYJ, A Shares | 78,125 | 3,335,281 | |||
Selective Insurance Group, Inc. | 24,262 | 1,974,927 | |||
Selectquote, Inc. (A) | 23,950 | 17,484 | |||
SiriusPoint, Ltd. (A) | 16,270 | 80,537 | |||
Sompo Holdings, Inc. | 51,091 | 2,044,219 | |||
Stewart Information Services Corp. | 4,379 | 191,100 | |||
Suncorp Group, Ltd. | 205,993 | 1,329,263 | |||
Swiss Life Holding AG | 5,144 | 2,272,677 | |||
Swiss Re AG | 49,209 | 3,629,360 | |||
T&D Holdings, Inc. | 86,525 | 822,423 | |||
The Allstate Corp. | 30,455 | 3,792,561 | |||
The Hanover Insurance Group, Inc. | 8,610 | 1,103,285 | |||
The Hartford Financial Services Group, Inc. | 37,082 | 2,296,859 | |||
The Progressive Corp. | 66,126 | 7,684,502 | |||
The Travelers Companies, Inc. | 26,684 | 4,087,989 | |||
Tiptree, Inc. | 4,492 | 48,334 | |||
Tokio Marine Holdings, Inc. | 299,655 | 5,325,807 | |||
Trupanion, Inc. (A) | 6,370 | 378,569 | |||
Tryg A/S | 58,743 | 1,212,684 | |||
United Fire Group, Inc. | 3,654 | 104,979 | |||
Universal Insurance Holdings, Inc. | 5,005 | 49,299 | |||
Unum Group | 45,425 | 1,762,490 | |||
W.R. Berkley Corp. | 23,202 | 1,498,385 | |||
Willis Towers Watson PLC | 12,587 | 2,529,232 | |||
Zurich Insurance Group AG | 24,547 | 9,785,675 | |||
203,546,115 | |||||
Mortgage real estate investment trusts – 0.1% | |||||
AFC Gamma, Inc. | 3,136 | 47,981 | |||
Annaly Capital Management, Inc. | 104,157 | 1,787,334 | |||
Apollo Commercial Real Estate Finance, Inc. | 22,675 | 188,203 | |||
Arbor Realty Trust, Inc. | 25,253 | 290,410 | |||
Ares Commercial Real Estate Corp. | 7,092 | 74,111 | |||
ARMOUR Residential REIT, Inc. | 16,697 | 81,314 | |||
Blackstone Mortgage Trust, Inc., Class A | 27,220 | 635,315 | |||
BrightSpire Capital, Inc. | 15,975 | 100,802 | |||
Broadmark Realty Capital, Inc. | 21,300 | 108,843 | |||
Chimera Investment Corp. | 38,469 | 200,808 | |||
Claros Mortgage Trust, Inc. | 14,964 | 175,677 | |||
Dynex Capital, Inc. | 5,813 | 67,721 | |||
Franklin BSP Realty Trust, Inc. | 13,688 | 147,420 | |||
Granite Point Mortgage Trust, Inc. | 9,028 | 58,140 | |||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 13,856 | 414,710 | |||
Invesco Mortgage Capital, Inc. | 5,677 | 63,015 |
242 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Mortgage real estate investment trusts (continued) | |||||
KKR Real Estate Finance Trust, Inc. | 7,901 | $ | 128,391 | ||
Ladder Capital Corp. | 18,483 | 165,608 | |||
MFA Financial, Inc. | 16,898 | 131,466 | |||
New York Mortgage Trust, Inc. | 63,339 | 148,213 | |||
Orchid Island Capital, Inc. | 6,010 | 49,282 | |||
PennyMac Mortgage Investment Trust | 14,877 | 175,251 | |||
Ready Capital Corp. | 12,059 | 122,278 | |||
Redwood Trust, Inc. | 19,678 | 112,952 | |||
TPG RE Finance Trust, Inc. | 11,605 | 81,235 | |||
Two Harbors Investment Corp. | 55,863 | 185,465 | |||
5,741,945 | |||||
Thrifts and mortgage finance – 0.1% | |||||
Axos Financial, Inc. (A) | 9,257 | 316,867 | |||
Blue Foundry Bancorp (A) | 5,384 | 60,032 | |||
Bridgewater Bancshares, Inc. (A) | 3,848 | 63,377 | |||
Capitol Federal Financial, Inc. | 20,966 | 174,018 | |||
Columbia Financial, Inc. (A) | 5,514 | 116,511 | |||
Enact Holdings, Inc. | 4,941 | 109,542 | |||
Essent Group, Ltd. | 43,136 | 1,504,152 | |||
Federal Agricultural Mortgage Corp., Class C | 1,492 | 147,917 | |||
Flagstar Bancorp, Inc. | 8,295 | 277,053 | |||
Home Bancorp, Inc. | 1,541 | 60,084 | |||
Kearny Financial Corp. | 10,480 | 111,298 | |||
Luther Burbank Corp. | 2,661 | 30,921 | |||
Merchants Bancorp | 2,660 | 61,366 | |||
MGIC Investment Corp. | 73,318 | 939,937 | |||
Mr. Cooper Group, Inc. (A) | 11,789 | 477,455 | |||
New York Community Bancorp, Inc. | 112,631 | 960,742 | |||
NMI Holdings, Inc., Class A (A) | 13,869 | 282,512 | |||
Northfield Bancorp, Inc. | 7,790 | 111,475 | |||
PennyMac Financial Services, Inc. | 4,801 | 205,963 | |||
Provident Bancorp, Inc. | 2,991 | 42,801 | |||
Provident Financial Services, Inc. | 11,621 | 226,610 | |||
Radian Group, Inc. | 28,084 | 541,740 | |||
Southern Missouri Bancorp, Inc. | 1,493 | 76,188 | |||
The Hingham Institution for Savings | 246 | 61,773 | |||
TrustCo Bank Corp. NY | 3,289 | 103,340 | |||
Walker & Dunlop, Inc. | 4,987 | 417,562 | |||
Waterstone Financial, Inc. | 4,265 | 68,922 | |||
WSFS Financial Corp. | 10,395 | 482,952 | |||
8,033,110 | |||||
858,195,796 | |||||
Health care – 13.8% | |||||
Biotechnology – 2.1% | |||||
2seventy bio, Inc. (A) | 6,284 | 91,432 | |||
4D Molecular Therapeutics, Inc. (A) | 5,196 | 41,776 | |||
Aadi Bioscience, Inc. (A) | 2,709 | 38,278 | |||
AbbVie, Inc. | 200,450 | 26,902,395 | |||
ACADIA Pharmaceuticals, Inc. (A) | 19,523 | 319,396 | |||
Achillion Pharmaceuticals, Inc. (A)(D) | 23,194 | 34,879 | |||
Adicet Bio, Inc. (A) | 4,759 | 67,673 | |||
ADMA Biologics, Inc. (A) | 31,255 | 75,950 | |||
Aduro Biotech, Inc. (A)(D) | 2,435 | 3,750 | |||
Aerovate Therapeutics, Inc. (A)(C) | 1,545 | 25,616 | |||
Affimed NV (A) | 24,010 | 49,461 | |||
Agenus, Inc. (A) | 44,739 | 91,715 | |||
Agios Pharmaceuticals, Inc. (A) | 8,985 | 254,096 | |||
Akero Therapeutics, Inc. (A) | 4,881 | 166,198 | |||
Albireo Pharma, Inc. (A) | 2,883 | 55,815 | |||
Alector, Inc. (A) | 10,287 | 97,315 | |||
Alkermes PLC (A) | 26,438 | 590,361 | |||
Allogene Therapeutics, Inc. (A) | 13,019 | 140,605 | |||
Allovir, Inc. (A) | 5,557 | 43,845 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
ALX Oncology Holdings, Inc. (A) | 3,771 | $ | 36,088 | ||
Amgen, Inc. | 60,680 | 13,677,272 | |||
Amicus Therapeutics, Inc. (A) | 44,734 | 467,023 | |||
AnaptysBio, Inc. (A) | 3,320 | 84,693 | |||
Anavex Life Sciences Corp. (A) | 11,233 | 115,925 | |||
Anika Therapeutics, Inc. (A) | 2,564 | 61,023 | |||
Apellis Pharmaceuticals, Inc. (A) | 14,759 | 1,008,040 | |||
Arbutus Biopharma Corp. (A) | 18,001 | 34,382 | |||
Arcturus Therapeutics Holdings, Inc. (A) | 3,947 | 58,495 | |||
Arcus Biosciences, Inc. (A) | 8,340 | 218,174 | |||
Arcutis Biotherapeutics, Inc. (A) | 5,700 | 108,927 | |||
Argenx SE (A) | 8,983 | 3,196,838 | |||
Arrowhead Pharmaceuticals, Inc. (A) | 42,272 | 1,397,090 | |||
Atara Biotherapeutics, Inc. (A) | 15,347 | 58,012 | |||
Aura Biosciences, Inc. (A) | 3,126 | 56,643 | |||
Aurinia Pharmaceuticals, Inc. (A) | 21,952 | 165,079 | |||
Avid Bioservices, Inc. (A) | 9,980 | 190,818 | |||
Avidity Biosciences, Inc. (A) | 8,071 | 131,799 | |||
Beam Therapeutics, Inc. (A) | 10,325 | 491,883 | |||
BioCryst Pharmaceuticals, Inc. (A) | 30,156 | 379,966 | |||
Biogen, Inc. (A) | 16,513 | 4,408,971 | |||
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 10,094 | 1,525,910 | |||
Bioxcel Therapeutics, Inc. (A) | 3,281 | 38,781 | |||
Bluebird Bio, Inc. (A) | 12,189 | 77,156 | |||
Blueprint Medicines Corp. (A) | 9,694 | 638,738 | |||
Bridgebio Pharma, Inc. (A) | 17,155 | 170,521 | |||
C4 Therapeutics, Inc. (A) | 7,155 | 62,749 | |||
CareDx, Inc. (A) | 8,301 | 141,283 | |||
Caribou Biosciences, Inc. (A) | 9,075 | 95,741 | |||
Catalyst Pharmaceuticals, Inc. (A) | 15,674 | 201,097 | |||
Celldex Therapeutics, Inc. (A) | 7,465 | 209,841 | |||
Century Therapeutics, Inc. (A) | 3,477 | 34,388 | |||
Cerevel Therapeutics Holdings, Inc. (A) | 8,834 | 249,649 | |||
ChemoCentryx, Inc. (A) | 10,261 | 530,083 | |||
Chimerix, Inc. (A) | 14,936 | 28,826 | |||
Chinook Therapeutics, Inc. (A) | 7,074 | 139,075 | |||
Cogent Biosciences, Inc. (A) | 7,409 | 110,542 | |||
Coherus Biosciences, Inc. (A) | 12,153 | 116,790 | |||
Crinetics Pharmaceuticals, Inc. (A) | 8,624 | 169,375 | |||
CSL, Ltd. | 78,590 | 14,292,935 | |||
CTI BioPharma Corp. (A) | 15,288 | 88,976 | |||
Cullinan Oncology, Inc. (A) | 4,910 | 62,946 | |||
Cytokinetics, Inc. (A) | 13,306 | 644,676 | |||
Day One Biopharmaceuticals, Inc. (A) | 3,797 | 76,054 | |||
Deciphera Pharmaceuticals, Inc. (A) | 7,450 | 137,825 | |||
Denali Therapeutics, Inc. (A) | 15,999 | 491,009 | |||
Design Therapeutics, Inc. (A) | 5,582 | 93,331 | |||
Dynavax Technologies Corp. (A) | 19,205 | 200,500 | |||
Dyne Therapeutics, Inc. (A) | 5,371 | 68,212 | |||
Eagle Pharmaceuticals, Inc. (A) | 1,636 | 43,223 | |||
Editas Medicine, Inc. (A) | 11,322 | 138,581 | |||
Eiger BioPharmaceuticals, Inc. (A) | 6,977 | 52,537 | |||
Emergent BioSolutions, Inc. (A) | 8,139 | 170,838 | |||
Enanta Pharmaceuticals, Inc. (A) | 3,171 | 164,480 | |||
EQRx, Inc. (A) | 22,382 | 110,791 | |||
Erasca, Inc. (A) | 10,851 | 84,638 | |||
Exelixis, Inc. (A) | 77,762 | 1,219,308 | |||
Fate Therapeutics, Inc. (A) | 13,506 | 302,669 | |||
FibroGen, Inc. (A) | 14,311 | 186,186 | |||
Foghorn Therapeutics, Inc. (A) | 3,362 | 28,846 | |||
Forma Therapeutics Holdings, Inc. (A) | 6,210 | 123,890 | |||
Generation Bio Company (A) | 7,794 | 41,386 | |||
Genmab A/S (A) | 10,728 | 3,451,235 | |||
Geron Corp. (A) | 59,381 | 138,952 |
243 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Gilead Sciences, Inc. | 141,640 | $ | 8,737,772 | ||
Global Blood Therapeutics, Inc. (A) | 10,098 | 687,674 | |||
Gossamer Bio, Inc. (A) | 10,377 | 124,316 | |||
Grifols SA (A) | 48,666 | 420,442 | |||
Halozyme Therapeutics, Inc. (A) | 55,237 | 2,184,071 | |||
Heron Therapeutics, Inc. (A) | 17,440 | 73,597 | |||
Icosavax, Inc. (A) | 4,007 | 12,662 | |||
Ideaya Biosciences, Inc. (A) | 5,924 | 88,386 | |||
IGM Biosciences, Inc. (A) | 1,656 | 37,657 | |||
Imago Biosciences, Inc. (A) | 4,408 | 66,340 | |||
ImmunityBio, Inc. (A) | 13,585 | 67,517 | |||
ImmunoGen, Inc. (A) | 34,981 | 167,209 | |||
Immunovant, Inc. (A) | 7,304 | 40,756 | |||
Incyte Corp. (A) | 20,840 | 1,388,778 | |||
Inhibrx, Inc. (A) | 4,873 | 87,470 | |||
Inovio Pharmaceuticals, Inc. (A) | 36,878 | 63,615 | |||
Insmed, Inc. (A) | 19,388 | 417,618 | |||
Instil Bio, Inc. (A) | 11,932 | 57,751 | |||
Intellia Therapeutics, Inc. (A) | 12,238 | 684,838 | |||
Intercept Pharmaceuticals, Inc. (A) | 4,040 | 56,358 | |||
Invivyd, Inc. (A) | 9,363 | 29,306 | |||
Iovance Biotherapeutics, Inc. (A) | 24,511 | 234,815 | |||
Ironwood Pharmaceuticals, Inc. (A) | 22,119 | 229,153 | |||
iTeos Therapeutics, Inc. (A) | 3,850 | 73,343 | |||
IVERIC bio, Inc. (A) | 19,010 | 341,039 | |||
Janux Therapeutics, Inc. (A) | 2,882 | 39,022 | |||
Jounce Therapeutics, Inc. (A) | 7,663 | 17,931 | |||
KalVista Pharmaceuticals, Inc. (A) | 4,196 | 60,884 | |||
Karuna Therapeutics, Inc. (A) | 4,264 | 959,102 | |||
Karyopharm Therapeutics, Inc. (A) | 12,737 | 69,544 | |||
Keros Therapeutics, Inc. (A) | 2,756 | 103,681 | |||
Kezar Life Sciences, Inc. (A) | 7,630 | 65,694 | |||
Kiniksa Pharmaceuticals, Ltd., Class A (A) | 5,352 | 68,720 | |||
Kinnate Biopharma, Inc. (A) | 4,870 | 58,197 | |||
Kodiak Sciences, Inc. (A) | 5,629 | 43,568 | |||
Kronos Bio, Inc. (A) | 7,668 | 25,688 | |||
Krystal Biotech, Inc. (A) | 3,382 | 235,725 | |||
Kura Oncology, Inc. (A) | 10,338 | 141,217 | |||
Kymera Therapeutics, Inc. (A) | 6,193 | 134,822 | |||
Lexicon Pharmaceuticals, Inc. (A) | 12,996 | 31,190 | |||
Ligand Pharmaceuticals, Inc. (A) | 2,451 | 211,056 | |||
Lyell Immunopharma, Inc. (A)(C) | 28,276 | 207,263 | |||
MacroGenics, Inc. (A) | 10,572 | 36,579 | |||
Madrigal Pharmaceuticals, Inc. (A) | 2,079 | 135,114 | |||
MannKind Corp. (A) | 40,592 | 125,429 | |||
MeiraGTx Holdings PLC (A) | 5,257 | 44,211 | |||
Mersana Therapeutics, Inc. (A) | 14,630 | 98,899 | |||
MiMedx Group, Inc. (A) | 19,158 | 54,983 | |||
Mirum Pharmaceuticals, Inc. (A) | 2,601 | 54,647 | |||
Moderna, Inc. (A) | 38,139 | 4,509,937 | |||
Monte Rosa Therapeutics, Inc. (A) | 4,987 | 40,744 | |||
Morphic Holding, Inc. (A) | 4,253 | 120,360 | |||
Myriad Genetics, Inc. (A) | 12,971 | 247,487 | |||
Neurocrine Biosciences, Inc. (A) | 23,108 | 2,454,301 | |||
Nkarta, Inc. (A) | 5,322 | 70,038 | |||
Nurix Therapeutics, Inc. (A) | 7,355 | 95,836 | |||
Nuvalent, Inc., Class A (A) | 2,867 | 55,734 | |||
Ocugen, Inc. (A)(C) | 36,158 | 64,361 | |||
Organogenesis Holdings, Inc. (A) | 11,973 | 38,793 | |||
PDL BioPharma, Inc. (A)(D) | 23,030 | 31,781 | |||
PMV Pharmaceuticals, Inc. (A) | 6,091 | 72,483 | |||
Point Biopharma Global, Inc. (A) | 12,231 | 94,546 | |||
Precigen, Inc. (A) | 18,288 | 38,771 | |||
Progenics Pharmaceuticals, Inc. (A)(D) | 15,140 | 17,425 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Prometheus Biosciences, Inc. (A) | 4,761 | $ | 280,947 | ||
Protagonist Therapeutics, Inc. (A) | 7,712 | 65,012 | |||
Prothena Corp. PLC (A) | 5,817 | 352,685 | |||
PTC Therapeutics, Inc. (A) | 11,377 | 571,125 | |||
Radius Health, Inc. (A)(D) | 8,191 | 655 | |||
Rallybio Corp. (A) | 2,796 | 40,458 | |||
RAPT Therapeutics, Inc. (A) | 4,294 | 103,314 | |||
Recursion Pharmaceuticals, Inc., Class A (A) | 22,134 | 235,506 | |||
Regeneron Pharmaceuticals, Inc. (A) | 12,103 | 8,337,394 | |||
REGENXBIO, Inc. (A) | 6,533 | 172,667 | |||
Relay Therapeutics, Inc. (A) | 12,513 | 279,916 | |||
Replimune Group, Inc. (A) | 5,011 | 86,540 | |||
REVOLUTION Medicines, Inc. (A) | 10,281 | 202,741 | |||
Rigel Pharmaceuticals, Inc. (A) | 31,166 | 36,776 | |||
Rocket Pharmaceuticals, Inc. (A) | 7,211 | 115,088 | |||
Sage Therapeutics, Inc. (A) | 8,463 | 331,411 | |||
Sana Biotechnology, Inc. (A) | 14,716 | 88,296 | |||
Sangamo Therapeutics, Inc. (A) | 20,085 | 98,417 | |||
Seres Therapeutics, Inc. (A) | 12,248 | 78,632 | |||
Sorrento Therapeutics, Inc. (A) | 62,106 | 97,506 | |||
SpringWorks Therapeutics, Inc. (A) | 5,700 | 162,621 | |||
Stoke Therapeutics, Inc. (A) | 3,797 | 48,753 | |||
Sutro Biopharma, Inc. (A) | 7,770 | 43,124 | |||
Swedish Orphan Biovitrum AB (A) | 27,558 | 532,611 | |||
Syndax Pharmaceuticals, Inc. (A) | 8,485 | 203,895 | |||
Tango Therapeutics, Inc. (A) | 8,067 | 29,203 | |||
TG Therapeutics, Inc. (A) | 21,976 | 130,098 | |||
Travere Therapeutics, Inc. (A) | 9,844 | 242,556 | |||
Twist Bioscience Corp. (A) | 9,119 | 321,354 | |||
United Therapeutics Corp. (A) | 10,998 | 2,302,761 | |||
Vanda Pharmaceuticals, Inc. (A) | 9,030 | 89,216 | |||
Vaxart, Inc. (A) | 20,577 | 44,858 | |||
Vaxcyte, Inc. (A) | 8,539 | 204,936 | |||
VBI Vaccines, Inc. (A) | 35,315 | 24,925 | |||
Vera Therapeutics, Inc. (A) | 2,344 | 49,951 | |||
Veracyte, Inc. (A) | 11,689 | 194,037 | |||
Vericel Corp. (A) | 7,680 | 178,176 | |||
Vertex Pharmaceuticals, Inc. (A) | 29,162 | 8,443,565 | |||
Verve Therapeutics, Inc. (A) | 6,068 | 208,436 | |||
Vir Biotechnology, Inc. (A) | 11,717 | 225,904 | |||
Viridian Therapeutics, Inc. (A) | 4,382 | 89,875 | |||
Xencor, Inc. (A) | 9,300 | 241,614 | |||
Y-mAbs Therapeutics, Inc. (A) | 6,084 | 87,731 | |||
Zentalis Pharmaceuticals, Inc. (A) | 6,313 | 136,740 | |||
135,552,538 | |||||
Health care equipment and supplies – 2.5% | |||||
Abbott Laboratories | 198,645 | 19,220,890 | |||
ABIOMED, Inc. (A) | 5,024 | 1,234,196 | |||
Alcon, Inc. | 81,525 | 4,735,415 | |||
Align Technology, Inc. (A) | 8,108 | 1,679,248 | |||
Alphatec Holdings, Inc. (A) | 11,761 | 102,791 | |||
AngioDynamics, Inc. (A) | 6,055 | 123,885 | |||
Artivion, Inc. (A) | 6,391 | 88,451 | |||
Asahi Intecc Company, Ltd. | 35,500 | 566,165 | |||
AtriCure, Inc. (A) | 7,416 | 289,966 | |||
Atrion Corp. | 212 | 119,780 | |||
Avanos Medical, Inc. (A) | 7,590 | 165,310 | |||
Axogen, Inc. (A) | 6,836 | 81,485 | |||
Axonics, Inc. (A) | 7,603 | 535,555 | |||
Baxter International, Inc. | 56,792 | 3,058,817 | |||
Becton, Dickinson and Company | 32,261 | 7,188,719 | |||
BioLife Solutions, Inc. (A) | 5,539 | 126,012 | |||
BioMerieux | 6,832 | 540,410 | |||
Bioventus, Inc., Class A (A) | 5,506 | 38,542 |
244 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
Boston Scientific Corp. (A) | 161,632 | $ | 6,260,007 | ||
Butterfly Network, Inc. (A) | 21,952 | 103,174 | |||
Cardiovascular Systems, Inc. (A) | 6,672 | 92,474 | |||
Carl Zeiss Meditec AG, Bearer Shares | 6,566 | 682,037 | |||
Cerus Corp. (A) | 28,293 | 101,855 | |||
Cochlear, Ltd. | 10,731 | 1,332,978 | |||
Coloplast A/S, B Shares | 19,382 | 1,969,683 | |||
CONMED Corp. | 4,534 | 363,491 | |||
CryoPort, Inc. (A) | 7,258 | 176,805 | |||
Cue Health, Inc. (A) | 17,808 | 53,602 | |||
Cutera, Inc. (A) | 2,712 | 123,667 | |||
Demant A/S (A) | 15,034 | 371,662 | |||
Dentsply Sirona, Inc. | 25,493 | 722,727 | |||
DexCom, Inc. (A) | 44,524 | 3,585,963 | |||
DiaSorin SpA | 4,108 | 458,422 | |||
Edwards Lifesciences Corp. (A) | 70,313 | 5,809,963 | |||
Embecta Corp. | 9,364 | 269,590 | |||
Enovis Corp. (A) | 11,510 | 530,266 | |||
Envista Holdings Corp. (A) | 39,479 | 1,295,306 | |||
Figs, Inc., Class A (A) | 20,765 | 171,311 | |||
Fisher & Paykel Healthcare Corp., Ltd. | 94,184 | 976,206 | |||
Getinge AB, B Shares | 37,318 | 638,180 | |||
Glaukos Corp. (A) | 7,408 | 394,402 | |||
Globus Medical, Inc., Class A (A) | 18,614 | 1,108,836 | |||
GN Store Nord A/S | 21,264 | 372,469 | |||
Haemonetics Corp. (A) | 20,590 | 1,524,278 | |||
Heska Corp. (A) | 1,607 | 117,182 | |||
Hologic, Inc. (A) | 28,672 | 1,849,917 | |||
Hoya Corp. | 59,707 | 5,753,279 | |||
ICU Medical, Inc. (A) | 4,851 | 730,561 | |||
IDEXX Laboratories, Inc. (A) | 9,492 | 3,092,494 | |||
Inari Medical, Inc. (A) | 19,432 | 1,411,540 | |||
Inogen, Inc. (A) | 3,822 | 92,798 | |||
Inspire Medical Systems, Inc. (A) | 4,399 | 780,251 | |||
Integer Holdings Corp. (A) | 5,294 | 329,446 | |||
Integra LifeSciences Holdings Corp. (A) | 17,554 | 743,587 | |||
Intuitive Surgical, Inc. (A) | 40,573 | 7,605,003 | |||
iRadimed Corp. | 1,206 | 36,252 | |||
iRhythm Technologies, Inc. (A) | 4,839 | 606,230 | |||
Koninklijke Philips NV | 144,207 | 2,220,282 | |||
Lantheus Holdings, Inc. (A) | 11,074 | 778,834 | |||
LeMaitre Vascular, Inc. | 3,124 | 158,324 | |||
LivaNova PLC (A) | 21,617 | 1,097,495 | |||
Masimo Corp. (A) | 11,677 | 1,648,325 | |||
Medtronic PLC | 150,661 | 12,165,876 | |||
Meridian Bioscience, Inc. (A) | 6,862 | 216,359 | |||
Merit Medical Systems, Inc. (A) | 9,021 | 509,777 | |||
Mesa Laboratories, Inc. | 807 | 113,650 | |||
Nano-X Imaging, Ltd. (A) | 6,974 | 79,992 | |||
Neogen Corp. (A) | 69,741 | 974,282 | |||
Nevro Corp. (A) | 5,672 | 264,315 | |||
NuVasive, Inc. (A) | 21,041 | 921,806 | |||
Olympus Corp. | 201,408 | 3,874,633 | |||
Omnicell, Inc. (A) | 17,816 | 1,550,526 | |||
OraSure Technologies, Inc. (A) | 12,619 | 47,826 | |||
Orthofix Medical, Inc. (A) | 3,183 | 60,827 | |||
OrthoPediatrics Corp. (A) | 2,352 | 108,521 | |||
Outset Medical, Inc. (A) | 7,941 | 126,500 | |||
Paragon 28, Inc. (A)(C) | 7,531 | 134,202 | |||
Penumbra, Inc. (A) | 9,155 | 1,735,788 | |||
PROCEPT BioRobotics Corp. (A) | 4,172 | 172,971 | |||
Pulmonx Corp. (A) | 5,724 | 95,362 | |||
QuidelOrtho Corp. (A) | 13,104 | 936,674 | |||
ResMed, Inc. | 16,520 | 3,606,316 | |||
RxSight, Inc. (A) | 3,481 | 41,772 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
SeaSpine Holdings Corp. (A) | 6,531 | $ | 37,096 | ||
Senseonics Holdings, Inc. (A) | 75,134 | 99,177 | |||
Shockwave Medical, Inc. (A) | 14,451 | 4,018,390 | |||
SI-BONE, Inc. (A) | 5,661 | 98,841 | |||
Siemens Healthineers AG (B) | 46,008 | 1,973,535 | |||
Sight Sciences, Inc. (A) | 3,825 | 24,289 | |||
Silk Road Medical, Inc. (A) | 5,618 | 252,810 | |||
Smith & Nephew PLC | 142,327 | 1,642,849 | |||
Sonova Holding AG | 8,760 | 1,927,733 | |||
STAAR Surgical Company (A) | 19,390 | 1,367,965 | |||
STERIS PLC | 11,510 | 1,913,883 | |||
Straumann Holding AG | 18,210 | 1,665,489 | |||
Stryker Corp. | 38,076 | 7,711,913 | |||
Surmodics, Inc. (A) | 2,280 | 69,312 | |||
Sysmex Corp. | 27,379 | 1,463,030 | |||
Tactile Systems Technology, Inc. (A) | 3,594 | 27,997 | |||
Tandem Diabetes Care, Inc. (A) | 15,517 | 742,488 | |||
Teleflex, Inc. | 5,463 | 1,100,576 | |||
Terumo Corp. | 105,334 | 2,960,960 | |||
The Cooper Companies, Inc. | 5,654 | 1,492,091 | |||
TransMedics Group, Inc. (A) | 4,386 | 183,072 | |||
Treace Medical Concepts, Inc. (A) | 5,467 | 120,657 | |||
UFP Technologies, Inc. (A) | 1,125 | 96,570 | |||
Utah Medical Products, Inc. | 571 | 48,712 | |||
Varex Imaging Corp. (A) | 6,267 | 132,484 | |||
Vicarious Surgical, Inc. (A) | 9,819 | 32,894 | |||
ViewRay, Inc. (A) | 25,083 | 91,302 | |||
Zimmer Biomet Holdings, Inc. | 23,996 | 2,508,782 | |||
Zimvie, Inc. (A) | 3,465 | 34,200 | |||
Zynex, Inc. | 3,857 | 34,983 | |||
160,048,846 | |||||
Health care providers and services – 2.3% | |||||
1Life Healthcare, Inc. (A) | 29,427 | 504,673 | |||
23andMe Holding Company, Class A (A)(C) | 28,530 | 81,596 | |||
Acadia Healthcare Company, Inc. (A) | 21,949 | 1,715,973 | |||
Accolade, Inc. (A) | 9,840 | 112,373 | |||
AdaptHealth Corp. (A) | 11,735 | 220,383 | |||
Addus HomeCare Corp. (A) | 2,517 | 239,719 | |||
Agiliti, Inc. (A) | 4,494 | 64,309 | |||
Alignment Healthcare, Inc. (A) | 13,912 | 164,718 | |||
Amedisys, Inc. (A) | 7,839 | 758,737 | |||
AmerisourceBergen Corp. | 17,610 | 2,383,161 | |||
AMN Healthcare Services, Inc. (A) | 7,219 | 764,925 | |||
Amplifon SpA | 20,314 | 529,267 | |||
Apollo Medical Holdings, Inc. (A) | 6,370 | 248,430 | |||
Brookdale Senior Living, Inc. (A) | 30,929 | 132,067 | |||
Cano Health, Inc. (A) | 26,962 | 233,761 | |||
Cardinal Health, Inc. | 31,313 | 2,087,951 | |||
CareMax, Inc. (A) | 10,121 | 71,758 | |||
Castle Biosciences, Inc. (A) | 3,971 | 103,564 | |||
Centene Corp. (A) | 64,809 | 5,042,788 | |||
Chemed Corp. | 3,601 | 1,572,053 | |||
Cigna Corp. | 34,591 | 9,597,965 | |||
Clover Health Investments Corp. (A) | 62,952 | 107,018 | |||
Community Health Systems, Inc. (A) | 20,734 | 44,578 | |||
CorVel Corp. (A) | 1,458 | 201,831 | |||
Covetrus, Inc. (A) | 17,261 | 360,410 | |||
Cross Country Healthcare, Inc. (A) | 6,003 | 170,305 | |||
CVS Health Corp. | 148,983 | 14,208,509 | |||
DaVita, Inc. (A) | 6,304 | 521,782 | |||
DocGo, Inc. (A) | 13,374 | 132,670 | |||
Elevance Health, Inc. | 27,253 | 12,379,403 | |||
Encompass Health Corp. | 24,109 | 1,090,450 |
245 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care providers and services (continued) | |||||
Fresenius Medical Care AG & Company KGaA | 33,465 | $ | 942,810 | ||
Fresenius SE & Company KGaA | 68,339 | 1,456,659 | |||
Fulgent Genetics, Inc. (A) | 3,518 | 134,106 | |||
Hanger, Inc. (A) | 6,368 | 119,209 | |||
HCA Healthcare, Inc. | 24,402 | 4,484,844 | |||
HealthEquity, Inc. (A) | 33,844 | 2,273,301 | |||
Henry Schein, Inc. (A) | 15,128 | 994,969 | |||
Hims & Hers Health, Inc. (A) | 20,148 | 112,426 | |||
Humana, Inc. | 14,293 | 6,934,821 | |||
Invitae Corp. (A) | 37,841 | 93,089 | |||
Laboratory Corp. of America Holdings | 10,362 | 2,122,241 | |||
LHC Group, Inc. (A) | 12,322 | 2,016,619 | |||
LifeStance Health Group, Inc. (A) | 12,174 | 80,592 | |||
McKesson Corp. | 16,233 | 5,517,110 | |||
ModivCare, Inc. (A) | 2,079 | 207,235 | |||
Molina Healthcare, Inc. (A) | 6,586 | 2,172,326 | |||
National HealthCare Corp. | 1,999 | 126,617 | |||
National Research Corp. | 2,408 | 95,838 | |||
NMC Health PLC (A) | 19,536 | 391 | |||
OPKO Health, Inc. (A) | 67,098 | 126,815 | |||
Option Care Health, Inc. (A) | 60,697 | 1,910,135 | |||
Owens & Minor, Inc. | 11,885 | 286,429 | |||
Patterson Companies, Inc. | 34,954 | 839,595 | |||
Pediatrix Medical Group, Inc. (A) | 14,055 | 232,048 | |||
PetIQ, Inc. (A) | 4,549 | 31,388 | |||
Privia Health Group, Inc. (A) | 7,097 | 241,724 | |||
Progyny, Inc. (A) | 30,210 | 1,119,583 | |||
Quest Diagnostics, Inc. | 13,036 | 1,599,387 | |||
R1 RCM, Inc. (A) | 55,140 | 1,021,744 | |||
RadNet, Inc. (A) | 8,130 | 165,446 | |||
Ramsay Health Care, Ltd. | 29,873 | 1,096,564 | |||
Select Medical Holdings Corp. | 17,573 | 388,363 | |||
Sema4 Holdings Corp. (A) | 27,704 | 24,310 | |||
Sonic Healthcare, Ltd. | 74,410 | 1,451,382 | |||
Surgery Partners, Inc. (A) | 6,499 | 152,077 | |||
Tenet Healthcare Corp. (A) | 26,068 | 1,344,587 | |||
The Ensign Group, Inc. | 8,727 | 693,797 | |||
The Joint Corp. (A) | 2,454 | 38,552 | |||
The Pennant Group, Inc. (A) | 4,509 | 46,939 | |||
UnitedHealth Group, Inc. | 106,039 | 53,553,937 | |||
Universal Health Services, Inc., Class B | 7,500 | 661,350 | |||
US Physical Therapy, Inc. | 2,086 | 158,578 | |||
152,917,060 | |||||
Health care technology – 0.1% | |||||
Allscripts Healthcare Solutions, Inc. (A) | 18,553 | 282,562 | |||
American Well Corp., Class A (A) | 37,830 | 135,810 | |||
Computer Programs & Systems, Inc. (A) | 2,386 | 66,522 | |||
Evolent Health, Inc., Class A (A) | 13,318 | 478,516 | |||
Health Catalyst, Inc. (A) | 9,019 | 87,484 | |||
HealthStream, Inc. (A) | 4,027 | 85,614 | |||
M3, Inc. | 71,986 | 2,009,975 | |||
MultiPlan Corp. (A) | 61,518 | 175,941 | |||
NextGen Healthcare, Inc. (A) | 9,165 | 162,221 | |||
OptimizeRx Corp. (A) | 3,143 | 46,579 | |||
Phreesia, Inc. (A) | 8,068 | 205,573 | |||
Schrodinger, Inc. (A) | 8,848 | 221,023 | |||
Simulations Plus, Inc. | 2,544 | 123,486 | |||
4,081,306 | |||||
Life sciences tools and services – 1.3% | |||||
AbCellera Biologics, Inc. (A) | 33,546 | 331,770 | |||
Absci Corp. (A)(C) | 9,050 | 28,327 | |||
Adaptive Biotechnologies Corp. (A) | 18,310 | 130,367 | |||
Agilent Technologies, Inc. | 33,939 | 4,125,285 | |||
Akoya Biosciences, Inc. (A) | 2,823 | 33,170 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Life sciences tools and services (continued) | |||||
Azenta, Inc. | 18,126 | $ | 776,880 | ||
Bachem Holding AG | 5,415 | 340,561 | |||
Berkeley Lights, Inc. (A) | 10,011 | 28,631 | |||
Bionano Genomics, Inc. (A) | 48,312 | 88,411 | |||
Bio-Rad Laboratories, Inc., Class A (A) | 2,363 | 985,702 | |||
Bio-Techne Corp. | 4,347 | 1,234,548 | |||
Bruker Corp. | 24,340 | 1,291,480 | |||
Charles River Laboratories International, Inc. (A) | 5,885 | 1,158,168 | |||
Codexis, Inc. (A) | 10,309 | 62,473 | |||
Cytek Biosciences, Inc. (A) | 18,678 | 274,940 | |||
Danaher Corp. | 74,228 | 19,172,350 | |||
Eurofins Scientific SE | 21,956 | 1,303,403 | |||
Illumina, Inc. (A) | 17,668 | 3,370,878 | |||
Inotiv, Inc. (A) | 2,953 | 49,758 | |||
IQVIA Holdings, Inc. (A) | 20,978 | 3,799,955 | |||
Lonza Group AG | 12,149 | 5,915,238 | |||
MaxCyte, Inc. (A) | 14,915 | 96,948 | |||
Medpace Holdings, Inc. (A) | 10,505 | 1,651,071 | |||
Mettler-Toledo International, Inc. (A) | 2,567 | 2,782,936 | |||
NanoString Technologies, Inc. (A) | 7,755 | 99,031 | |||
NeoGenomics, Inc. (A) | 20,459 | 176,152 | |||
Pacific Biosciences of California, Inc. (A) | 36,939 | 214,431 | |||
PerkinElmer, Inc. | 14,504 | 1,745,266 | |||
QIAGEN NV (A) | 37,109 | 1,545,386 | |||
Quanterix Corp. (A) | 5,890 | 64,908 | |||
Quantum-Si, Inc. (A) | 15,587 | 42,864 | |||
Repligen Corp. (A) | 12,469 | 2,333,075 | |||
Sartorius Stedim Biotech | 4,512 | 1,383,996 | |||
Seer, Inc. (A) | 8,731 | 67,578 | |||
Singular Genomics Systems, Inc. (A) | 9,789 | 24,473 | |||
SomaLogic, Inc. (A) | 25,031 | 72,590 | |||
Sotera Health Company (A) | 23,924 | 163,162 | |||
Syneos Health, Inc. (A) | 24,803 | 1,169,461 | |||
Thermo Fisher Scientific, Inc. | 44,419 | 22,528,873 | |||
Waters Corp. (A) | 6,784 | 1,828,492 | |||
West Pharmaceutical Services, Inc. | 8,265 | 2,033,851 | |||
84,526,839 | |||||
Pharmaceuticals – 5.5% | |||||
Aclaris Therapeutics, Inc. (A) | 9,789 | 154,079 | |||
Aerie Pharmaceuticals, Inc. (A) | 7,889 | 119,361 | |||
Amneal Pharmaceuticals, Inc. (A) | 18,088 | 36,538 | |||
Amphastar Pharmaceuticals, Inc. (A) | 6,193 | 174,023 | |||
Amylyx Pharmaceuticals, Inc. (A) | 1,904 | 53,598 | |||
ANI Pharmaceuticals, Inc. (A) | 2,131 | 68,490 | |||
Arvinas, Inc. (A) | 7,931 | 352,850 | |||
Astellas Pharma, Inc. | 299,547 | 3,968,185 | |||
AstraZeneca PLC | 252,793 | 27,789,388 | |||
Atea Pharmaceuticals, Inc. (A) | 12,525 | 71,267 | |||
Axsome Therapeutics, Inc. (A) | 4,691 | 209,312 | |||
Bayer AG | 160,281 | 7,384,868 | |||
Bristol-Myers Squibb Company | 241,978 | 17,202,216 | |||
Cara Therapeutics, Inc. (A) | 7,519 | 70,378 | |||
Cassava Sciences, Inc. (A)(C) | 6,272 | 262,295 | |||
Catalent, Inc. (A) | 20,672 | 1,495,826 | |||
Chugai Pharmaceutical Company, Ltd. | 109,602 | 2,738,195 | |||
CinCor Pharma, Inc. (A) | 2,227 | 73,090 | |||
Collegium Pharmaceutical, Inc. (A) | 5,567 | 89,183 | |||
Corcept Therapeutics, Inc. (A) | 13,790 | 353,576 | |||
Daiichi Sankyo Company, Ltd. | 285,858 | 7,989,974 | |||
DICE Therapeutics, Inc. (A) | 4,712 | 95,559 | |||
Edgewise Therapeutics, Inc. (A) | 5,105 | 50,233 | |||
Eisai Company, Ltd. | 41,168 | 2,209,037 | |||
Eli Lilly & Company | 89,385 | 28,902,640 |
246 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Pharmaceuticals (continued) | |||||
Esperion Therapeutics, Inc. (A) | 10,928 | $ | 73,218 | ||
Evolus, Inc. (A) | 5,718 | 46,030 | |||
EyePoint Pharmaceuticals, Inc. (A) | 4,677 | 36,995 | |||
Fulcrum Therapeutics, Inc. (A) | 5,899 | 47,723 | |||
GSK PLC | 663,555 | 9,583,524 | |||
Harmony Biosciences Holdings, Inc. (A) | 4,245 | 188,011 | |||
Hikma Pharmaceuticals PLC | 27,066 | 407,966 | |||
Innoviva, Inc. (A) | 10,152 | 117,865 | |||
Intra-Cellular Therapies, Inc. (A) | 14,863 | 691,575 | |||
Ipsen SA | 6,153 | 569,461 | |||
Jazz Pharmaceuticals PLC (A) | 15,145 | 2,018,677 | |||
Johnson & Johnson | 298,002 | 48,681,607 | |||
Kyowa Kirin Company, Ltd. | 44,059 | 1,013,013 | |||
Liquidia Corp. (A) | 8,156 | 44,369 | |||
Merck & Company, Inc. | 287,076 | 24,722,985 | |||
Merck KGaA | 21,086 | 3,413,418 | |||
Nektar Therapeutics (A) | 30,174 | 96,557 | |||
NGM Biopharmaceuticals, Inc. (A) | 6,578 | 86,040 | |||
Nippon Shinyaku Company, Ltd. | 8,000 | 408,174 | |||
Novartis AG | 352,948 | 26,907,669 | |||
Novo Nordisk A/S, B Shares | 270,082 | 26,904,974 | |||
Nuvation Bio, Inc. (A) | 20,338 | 45,557 | |||
Ocular Therapeutix, Inc. (A) | 13,168 | 54,647 | |||
Ono Pharmaceutical Company, Ltd. | 59,100 | 1,380,501 | |||
Organon & Company | 29,567 | 691,868 | |||
Orion OYJ, Class B | 17,400 | 732,670 | |||
Otsuka Holdings Company, Ltd. | 63,693 | 2,016,831 | |||
Pacira BioSciences, Inc. (A) | 7,281 | 387,276 | |||
Perrigo Company PLC | 32,527 | 1,159,913 | |||
Pfizer, Inc. | 636,074 | 27,834,598 | |||
Phathom Pharmaceuticals, Inc. (A) | 4,106 | 45,494 | |||
Phibro Animal Health Corp., Class A | 3,563 | 47,352 | |||
Prestige Consumer Healthcare, Inc. (A) | 8,055 | 401,381 | |||
Provention Bio, Inc. (A) | 9,830 | 44,235 | |||
Reata Pharmaceuticals, Inc., Class A (A) | 4,661 | 117,131 | |||
Recordati Industria Chimica e Farmaceutica SpA | 17,059 | 624,334 | |||
Relmada Therapeutics, Inc. (A) | 4,497 | 166,479 | |||
Revance Therapeutics, Inc. (A) | 11,465 | 309,555 | |||
Roche Holding AG | 114,622 | 37,313,195 | |||
Roche Holding AG, Bearer Shares | 4,352 | 1,700,024 | |||
Sanofi | 185,779 | 14,146,417 | |||
Shionogi & Company, Ltd. | 43,211 | 2,086,837 | |||
SIGA Technologies, Inc. | 7,655 | 78,847 | |||
Supernus Pharmaceuticals, Inc. (A) | 7,898 | 267,347 | |||
Takeda Pharmaceutical Company, Ltd. | 245,198 | 6,367,248 | |||
Tarsus Pharmaceuticals, Inc. (A) | 3,061 | 52,404 | |||
Teva Pharmaceutical Industries, Ltd., ADR (A) | 181,108 | 1,461,542 | |||
Theravance Biopharma, Inc. (A) | 10,796 | 109,471 | |||
Tricida, Inc. (A) | 5,631 | 59,013 | |||
UCB SA | 20,627 | 1,431,469 | |||
Ventyx Biosciences, Inc. (A) | 3,729 | 130,179 | |||
Viatris, Inc. | 141,032 | 1,201,593 | |||
Vifor Pharma AG (C) | 7,427 | 1,348,296 | |||
Xeris Biopharma Holdings, Inc. (A) | 22,102 | 34,479 | |||
Zoetis, Inc. | 53,144 | 7,880,724 | |||
Zogenix, Inc. (A)(D) | 9,475 | 18,950 | |||
359,721,869 | |||||
896,848,458 | |||||
Industrials – 10.8% | |||||
Aerospace and defense – 1.4% | |||||
AAR Corp. (A) | 5,461 | 195,613 | |||
Aerojet Rocketdyne Holdings, Inc. (A) | 12,783 | 511,192 | |||
AeroVironment, Inc. (A) | 3,775 | 314,684 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Aerospace and defense (continued) | |||||
AerSale Corp. (A) | 2,742 | $ | 50,837 | ||
Airbus SE | 96,438 | 8,312,990 | |||
Archer Aviation, Inc., Class A (A) | 20,792 | 54,267 | |||
Astra Space, Inc. (A) | 27,271 | 16,663 | |||
Astronics Corp. (A) | 4,528 | 35,590 | |||
Axon Enterprise, Inc. (A) | 16,315 | 1,888,461 | |||
BAE Systems PLC | 514,905 | 4,524,172 | |||
Cadre Holdings, Inc. | 2,696 | 64,866 | |||
Curtiss-Wright Corp. | 9,277 | 1,290,987 | |||
Dassault Aviation SA | 4,086 | 464,868 | |||
Ducommun, Inc. (A) | 1,869 | 74,125 | |||
Elbit Systems, Ltd. | 4,339 | 821,517 | |||
General Dynamics Corp. | 25,490 | 5,408,213 | |||
Hexcel Corp. | 20,321 | 1,051,002 | |||
Howmet Aerospace, Inc. | 40,947 | 1,266,491 | |||
Huntington Ingalls Industries, Inc. | 4,349 | 963,304 | |||
Kaman Corp. | 4,607 | 128,674 | |||
Kongsberg Gruppen ASA | 14,588 | 442,710 | |||
Kratos Defense & Security Solutions, Inc. (A) | 20,241 | 205,649 | |||
L3Harris Technologies, Inc. | 21,824 | 4,535,682 | |||
Lockheed Martin Corp. | 26,789 | 10,348,323 | |||
Maxar Technologies, Inc. | 11,855 | 221,926 | |||
Mercury Systems, Inc. (A) | 13,935 | 565,761 | |||
Moog, Inc., Class A | 4,603 | 323,821 | |||
MTU Aero Engines AG | 8,718 | 1,302,944 | |||
National Presto Industries, Inc. | 896 | 58,285 | |||
Northrop Grumman Corp. | 16,531 | 7,774,860 | |||
Park Aerospace Corp. | 3,719 | 41,058 | |||
Parsons Corp. (A) | 5,432 | 212,934 | |||
Raytheon Technologies Corp. | 167,200 | 13,686,992 | |||
Rheinmetall AG | 7,107 | 1,094,247 | |||
Rocket Lab USA, Inc. (A) | 35,027 | 142,560 | |||
Rolls-Royce Holdings PLC (A) | 1,365,161 | 1,045,509 | |||
Safran SA | 55,763 | 5,073,861 | |||
Singapore Technologies Engineering, Ltd. | 254,752 | 632,919 | |||
Textron, Inc. | 23,940 | 1,394,744 | |||
Thales SA | 17,409 | 1,918,366 | |||
The Boeing Company (A) | 63,306 | 7,665,090 | |||
TransDigm Group, Inc. | 5,855 | 3,072,821 | |||
Triumph Group, Inc. (A) | 10,585 | 90,925 | |||
V2X, Inc. (A) | 1,989 | 70,411 | |||
Virgin Galactic Holdings, Inc. (A) | 37,304 | 175,702 | |||
Woodward, Inc. | 14,537 | 1,166,740 | |||
90,703,356 | |||||
Air freight and logistics – 0.5% | |||||
Air Transport Services Group, Inc. (A) | 9,540 | 229,819 | |||
Atlas Air Worldwide Holdings, Inc. (A) | 4,523 | 432,263 | |||
CH Robinson Worldwide, Inc. | 14,108 | 1,358,741 | |||
Deutsche Post AG | 161,721 | 4,874,213 | |||
DSV A/S | 30,541 | 3,577,799 | |||
Expeditors International of Washington, Inc. | 18,649 | 1,646,893 | |||
FedEx Corp. | 26,946 | 4,000,673 | |||
Forward Air Corp. | 4,335 | 391,277 | |||
GXO Logistics, Inc. (A) | 28,660 | 1,004,820 | |||
Hub Group, Inc., Class A (A) | 5,406 | 372,906 | |||
Nippon Express Holdings, Inc. | 12,546 | 637,700 | |||
Radiant Logistics, Inc. (A) | 6,639 | 37,776 | |||
SG Holdings Company, Ltd. | 47,000 | 643,741 | |||
United Parcel Service, Inc., Class B | 83,018 | 13,410,728 |
247 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Air freight and logistics (continued) | |||||
Yamato Holdings Company, Ltd. | 47,593 | $ | 714,723 | ||
33,334,072 | |||||
Airlines – 0.2% | |||||
Alaska Air Group, Inc. (A) | 14,682 | 574,800 | |||
Allegiant Travel Company (A) | 2,478 | 180,844 | |||
American Airlines Group, Inc. (A) | 75,534 | 909,429 | |||
ANA Holdings, Inc. (A) | 26,049 | 490,037 | |||
Blade Air Mobility, Inc. (A) | 9,385 | 37,822 | |||
Delta Air Lines, Inc. (A) | 73,548 | 2,063,757 | |||
Deutsche Lufthansa AG (A) | 97,521 | 560,566 | |||
Frontier Group Holdings, Inc. (A) | 6,169 | 59,839 | |||
Hawaiian Holdings, Inc. (A) | 8,424 | 110,776 | |||
Japan Airlines Company, Ltd. (A) | 23,540 | 421,554 | |||
JetBlue Airways Corp. (A) | 78,250 | 518,798 | |||
Joby Aviation, Inc. (A)(C) | 41,070 | 177,833 | |||
Qantas Airways, Ltd. (A) | 150,775 | 483,855 | |||
Singapore Airlines, Ltd. (A) | 218,627 | 772,695 | |||
SkyWest, Inc. (A) | 8,156 | 132,617 | |||
Southwest Airlines Company (A) | 66,004 | 2,035,563 | |||
Spirit Airlines, Inc. | 17,620 | 331,608 | |||
Sun Country Airlines Holdings, Inc. (A) | 5,239 | 71,303 | |||
United Airlines Holdings, Inc. (A) | 37,760 | 1,228,333 | |||
Wheels Up Experience, Inc. (A) | 27,602 | 31,742 | |||
11,193,771 | |||||
Building products – 0.8% | |||||
A.O. Smith Corp. | 13,887 | 674,630 | |||
AAON, Inc. | 7,097 | 382,386 | |||
AGC, Inc. | 31,576 | 983,019 | |||
Allegion PLC | 10,175 | 912,494 | |||
American Woodmark Corp. (A) | 2,770 | 121,492 | |||
Apogee Enterprises, Inc. | 3,665 | 140,076 | |||
Assa Abloy AB, B Shares | 163,524 | 3,063,794 | |||
Builders FirstSource, Inc. (A) | 37,711 | 2,221,932 | |||
Caesarstone, Ltd. | 4,497 | 41,867 | |||
Carlisle Companies, Inc. | 12,498 | 3,504,564 | |||
Carrier Global Corp. | 96,008 | 3,414,044 | |||
Cie de Saint-Gobain | 81,218 | 2,903,998 | |||
CSW Industrials, Inc. | 2,404 | 287,999 | |||
Daikin Industries, Ltd. | 40,697 | 6,262,004 | |||
Fortune Brands Home & Security, Inc. | 14,085 | 756,224 | |||
Geberit AG | 5,853 | 2,509,697 | |||
Gibraltar Industries, Inc. (A) | 5,398 | 220,940 | |||
Griffon Corp. | 7,501 | 221,430 | |||
Insteel Industries, Inc. | 3,126 | 82,933 | |||
Janus International Group, Inc. (A) | 13,645 | 121,713 | |||
JELD-WEN Holding, Inc. (A) | 14,251 | 124,696 | |||
Johnson Controls International PLC | 78,553 | 3,866,379 | |||
Kingspan Group PLC | 25,191 | 1,134,969 | |||
Lennox International, Inc. | 7,790 | 1,734,599 | |||
Lixil Corp. | 48,550 | 712,364 | |||
Masco Corp. | 25,854 | 1,207,123 | |||
Masonite International Corp. (A) | 3,683 | 262,561 | |||
Nibe Industrier AB, B Shares | 247,251 | 2,205,534 | |||
Owens Corning | 23,253 | 1,827,918 | |||
PGT Innovations, Inc. (A) | 9,664 | 202,557 | |||
Quanex Building Products Corp. | 5,510 | 100,062 | |||
Resideo Technologies, Inc. (A) | 23,496 | 447,834 | |||
ROCKWOOL A/S, B Shares | 1,452 | 229,035 | |||
Simpson Manufacturing Company, Inc. | 17,411 | 1,365,022 | |||
TOTO, Ltd. | 23,100 | 771,390 | |||
Trane Technologies PLC | 26,387 | 3,821,101 | |||
Trex Company, Inc. (A) | 26,642 | 1,170,649 | |||
UFP Industries, Inc. | 9,842 | 710,199 | |||
View, Inc. (A)(C) | 19,317 | 25,885 | |||
Xinyi Glass Holdings, Ltd. | 296,000 | 428,070 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Building products (continued) | |||||
Zurn Elkay Water Solutions Corp. | 20,044 | $ | 491,078 | ||
51,666,261 | |||||
Commercial services and supplies – 0.6% | |||||
ABM Industries, Inc. | 10,837 | 414,299 | |||
ACCO Brands Corp. | 15,626 | 76,567 | |||
ACV Auctions, Inc., Class A (A) | 18,612 | 133,820 | |||
Aris Water Solution, Inc., Class A | 3,614 | 46,115 | |||
Brady Corp., Class A | 7,505 | 313,184 | |||
Brambles, Ltd. | 234,226 | 1,713,466 | |||
BrightView Holdings, Inc. (A) | 7,262 | 57,660 | |||
Casella Waste Systems, Inc., Class A (A) | 8,065 | 616,085 | |||
Cimpress PLC (A) | 3,003 | 73,513 | |||
Cintas Corp. | 9,647 | 3,744,869 | |||
Clean Harbors, Inc. (A) | 12,157 | 1,337,027 | |||
Copart, Inc. (A) | 24,555 | 2,612,652 | |||
CoreCivic, Inc. (A) | 19,619 | 173,432 | |||
Dai Nippon Printing Company, Ltd. | 36,273 | 726,701 | |||
Deluxe Corp. | 7,238 | 120,513 | |||
Ennis, Inc. | 4,455 | 89,679 | |||
Harsco Corp. (A) | 13,386 | 50,064 | |||
Healthcare Services Group, Inc. | 12,195 | 147,438 | |||
Heritage-Crystal Clean, Inc. (A) | 2,697 | 79,750 | |||
HNI Corp. | 6,796 | 180,162 | |||
IAA, Inc. (A) | 32,316 | 1,029,265 | |||
Interface, Inc. | 9,932 | 89,289 | |||
KAR Auction Services, Inc. (A) | 19,603 | 218,966 | |||
Kimball International, Inc., Class B | 7,430 | 46,735 | |||
Li-Cycle Holdings Corp. (A)(C) | 21,816 | 116,061 | |||
Matthews International Corp., Class A | 5,076 | 113,753 | |||
MillerKnoll, Inc. | 30,686 | 478,702 | |||
Montrose Environmental Group, Inc. (A) | 4,534 | 152,569 | |||
MSA Safety, Inc. | 8,886 | 971,062 | |||
Pitney Bowes, Inc. | 28,752 | 66,992 | |||
Rentokil Initial PLC | 304,082 | 1,611,779 | |||
Republic Services, Inc. | 23,476 | 3,193,675 | |||
Rollins, Inc. | 26,395 | 915,379 | |||
Secom Company, Ltd. | 34,255 | 1,953,189 | |||
Securitas AB, B Shares (C) | 51,086 | 354,641 | |||
SP Plus Corp. (A) | 3,844 | 120,394 | |||
Steelcase, Inc., Class A | 14,098 | 91,919 | |||
Stericycle, Inc. (A) | 22,273 | 937,916 | |||
Tetra Tech, Inc. | 12,883 | 1,655,852 | |||
The Brink's Company | 18,942 | 917,550 | |||
The GEO Group, Inc. (A) | 19,142 | 147,393 | |||
Toppan, Inc. | 42,762 | 636,985 | |||
UniFirst Corp. | 2,389 | 401,901 | |||
Viad Corp. (A) | 3,416 | 107,877 | |||
VSE Corp. | 1,869 | 66,163 | |||
Waste Management, Inc. | 42,600 | 6,824,946 | |||
35,927,949 | |||||
Construction and engineering – 0.5% | |||||
ACS Actividades de Construccion y Servicios SA | 37,676 | 846,555 | |||
AECOM | 33,742 | 2,306,941 | |||
Ameresco, Inc., Class A (A) | 5,183 | 344,566 | |||
API Group Corp. (A) | 33,792 | 448,420 | |||
Arcosa, Inc. | 7,835 | 448,005 | |||
Argan, Inc. | 2,400 | 77,208 | |||
Bouygues SA | 37,444 | 979,479 | |||
Comfort Systems USA, Inc. | 5,749 | 559,550 | |||
Construction Partners, Inc., Class A (A) | 6,698 | 175,689 | |||
Dycom Industries, Inc. (A) | 11,822 | 1,129,356 | |||
Eiffage SA | 13,590 | 1,089,823 | |||
EMCOR Group, Inc. | 20,103 | 2,321,494 | |||
Ferrovial SA | 78,690 | 1,786,153 |
248 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Construction and engineering (continued) | |||||
Fluor Corp. (A) | 57,499 | $ | 1,431,150 | ||
Granite Construction, Inc. | 7,420 | 188,394 | |||
Great Lakes Dredge & Dock Corp. (A) | 10,886 | 82,516 | |||
IES Holdings, Inc. (A) | 1,540 | 42,535 | |||
Infrastructure and Energy Alternatives, Inc. (A) | 5,151 | 69,745 | |||
Kajima Corp. | 68,985 | 653,875 | |||
MasTec, Inc. (A) | 13,807 | 876,745 | |||
MDU Resources Group, Inc. | 49,134 | 1,343,815 | |||
MYR Group, Inc. (A) | 2,721 | 230,550 | |||
Northwest Pipe Company (A) | 1,696 | 47,658 | |||
NV5 Global, Inc. (A) | 2,197 | 272,033 | |||
Obayashi Corp. | 105,915 | 679,759 | |||
Primoris Services Corp. | 8,707 | 141,489 | |||
Quanta Services, Inc. | 16,089 | 2,049,578 | |||
Shimizu Corp. | 90,029 | 440,156 | |||
Skanska AB, B Shares | 55,504 | 690,789 | |||
Sterling Infrastructure, Inc. (A) | 4,888 | 104,945 | |||
Taisei Corp. | 29,473 | 817,393 | |||
Tutor Perini Corp. (A) | 7,537 | 41,604 | |||
Valmont Industries, Inc. | 5,159 | 1,385,811 | |||
Vinci SA | 87,055 | 7,039,330 | |||
31,143,109 | |||||
Electrical equipment – 1.0% | |||||
ABB, Ltd. | 267,975 | 6,918,961 | |||
Acuity Brands, Inc. | 7,904 | 1,244,643 | |||
Allied Motion Technologies, Inc. | 2,415 | 69,117 | |||
AMETEK, Inc. | 26,012 | 2,950,021 | |||
Array Technologies, Inc. (A) | 24,550 | 407,039 | |||
Atkore, Inc. (A) | 6,974 | 542,647 | |||
AZZ, Inc. | 3,980 | 145,310 | |||
Babcock & Wilcox Enterprises, Inc. (A) | 10,097 | 64,419 | |||
Blink Charging Company (A)(C) | 6,088 | 107,879 | |||
Bloom Energy Corp., Class A (A) | 26,465 | 529,035 | |||
Eaton Corp. PLC | 45,184 | 6,025,738 | |||
Emerson Electric Company | 67,205 | 4,920,750 | |||
Encore Wire Corp. | 3,097 | 357,827 | |||
EnerSys | 16,524 | 961,201 | |||
Enovix Corp. (A) | 17,735 | 325,171 | |||
ESS Tech, Inc. (A) | 13,893 | 56,822 | |||
Fluence Energy, Inc. (A) | 6,037 | 88,080 | |||
FTC Solar, Inc. (A) | 7,434 | 22,005 | |||
FuelCell Energy, Inc. (A) | 60,240 | 205,418 | |||
Fuji Electric Company, Ltd. | 20,740 | 760,139 | |||
Generac Holdings, Inc. (A) | 7,357 | 1,310,576 | |||
GrafTech International, Ltd. | 32,221 | 138,873 | |||
Hubbell, Inc. | 12,970 | 2,892,310 | |||
Legrand SA | 43,634 | 2,821,334 | |||
Mitsubishi Electric Corp. | 315,297 | 2,852,822 | |||
Nidec Corp. | 72,986 | 4,085,473 | |||
NuScale Power Corp. (A) | 2,964 | 34,620 | |||
nVent Electric PLC | 40,227 | 1,271,575 | |||
Powell Industries, Inc. | 1,663 | 35,056 | |||
Prysmian SpA | 41,560 | 1,190,439 | |||
Regal Rexnord Corp. | 16,063 | 2,254,603 | |||
Rockwell Automation, Inc. | 13,023 | 2,801,378 | |||
Schneider Electric SE | 88,514 | 9,997,723 | |||
Shoals Technologies Group, Inc., Class A (A) | 18,227 | 392,792 | |||
Siemens Energy AG | 71,131 | 783,207 | |||
Siemens Gamesa Renewable Energy SA (A) | 38,895 | 678,131 | |||
Stem, Inc. (A) | 23,585 | 314,624 | |||
SunPower Corp. (A) | 33,948 | 782,162 | |||
Sunrun, Inc. (A) | 51,249 | 1,413,960 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electrical equipment (continued) | |||||
Thermon Group Holdings, Inc. (A) | 5,899 | $ | 90,904 | ||
TPI Composites, Inc. (A) | 6,188 | 69,801 | |||
Vestas Wind Systems A/S | 164,759 | 3,033,684 | |||
Vicor Corp. (A) | 8,971 | 530,545 | |||
66,478,814 | |||||
Industrial conglomerates – 0.9% | |||||
3M Company | 62,771 | 6,936,196 | |||
Brookfield Business Corp., Class A | 4,321 | 95,494 | |||
CK Hutchison Holdings, Ltd. | 437,738 | 2,410,293 | |||
DCC PLC | 16,094 | 835,803 | |||
General Electric Company | 124,252 | 7,692,441 | |||
Hitachi, Ltd. | 157,994 | 6,723,603 | |||
Honeywell International, Inc. | 76,338 | 12,746,156 | |||
Investment AB Latour, B Shares | 24,155 | 399,664 | |||
Jardine Matheson Holdings, Ltd. | 26,000 | 1,314,507 | |||
Keppel Corp., Ltd. | 237,645 | 1,143,522 | |||
Lifco AB, B Shares | 38,032 | 527,619 | |||
Melrose Industries PLC | 713,356 | 797,651 | |||
Siemens AG | 124,809 | 12,199,187 | |||
Smiths Group PLC | 61,181 | 1,019,091 | |||
Toshiba Corp. | 63,628 | 2,266,765 | |||
57,107,992 | |||||
Machinery – 2.2% | |||||
AGCO Corp. | 14,960 | 1,438,703 | |||
Alamo Group, Inc. | 1,620 | 198,077 | |||
Albany International Corp., Class A | 5,111 | 402,900 | |||
Alfa Laval AB | 47,266 | 1,172,055 | |||
Alstom SA | 51,835 | 838,470 | |||
Altra Industrial Motion Corp. | 10,637 | 357,616 | |||
Astec Industries, Inc. | 3,785 | 118,054 | |||
Atlas Copco AB, A Shares | 438,227 | 4,073,038 | |||
Atlas Copco AB, B Shares | 254,655 | 2,110,837 | |||
Barnes Group, Inc. | 7,988 | 230,693 | |||
Blue Bird Corp. (A) | 3,017 | 25,192 | |||
Caterpillar, Inc. | 59,857 | 9,821,337 | |||
Chart Industries, Inc. (A) | 14,612 | 2,693,722 | |||
CIRCOR International, Inc. (A) | 3,313 | 54,631 | |||
CNH Industrial NV | 166,950 | 1,868,546 | |||
Columbus McKinnon Corp. | 4,704 | 123,057 | |||
Crane Holdings Company | 11,521 | 1,008,548 | |||
Cummins, Inc. | 16,017 | 3,259,620 | |||
Daifuku Company, Ltd. | 16,500 | 776,111 | |||
Daimler Truck Holding AG (A) | 73,845 | 1,669,384 | |||
Deere & Company | 31,573 | 10,541,909 | |||
Desktop Metal, Inc., Class A (A) | 43,699 | 113,180 | |||
Donaldson Company, Inc. | 29,854 | 1,463,145 | |||
Douglas Dynamics, Inc. | 3,807 | 106,672 | |||
Dover Corp. | 16,509 | 1,924,619 | |||
Energy Recovery, Inc. (A) | 9,117 | 198,204 | |||
Enerpac Tool Group Corp. | 9,929 | 177,034 | |||
EnPro Industries, Inc. | 3,358 | 285,363 | |||
Epiroc AB, A Shares | 107,517 | 1,538,084 | |||
Epiroc AB, B Shares | 63,623 | 802,264 | |||
Esab Corp. | 11,026 | 367,827 | |||
ESCO Technologies, Inc. | 4,174 | 306,539 | |||
Evoqua Water Technologies Corp. (A) | 19,127 | 632,530 | |||
FANUC Corp. | 31,318 | 4,397,494 | |||
Federal Signal Corp. | 9,584 | 357,675 | |||
Flowserve Corp. | 31,578 | 767,345 | |||
Fortive Corp. | 39,903 | 2,326,345 | |||
Franklin Electric Company, Inc. | 7,469 | 610,292 | |||
GEA Group AG | 24,590 | 795,805 | |||
Graco, Inc. | 40,862 | 2,449,677 | |||
Helios Technologies, Inc. | 5,277 | 267,016 | |||
Hillenbrand, Inc. | 11,739 | 431,056 |
249 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Machinery (continued) | |||||
Hillman Solutions Corp. (A) | 22,067 | $ | 166,385 | ||
Hitachi Construction Machinery Company, Ltd. | 17,552 | 326,200 | |||
Hoshizaki Corp. | 17,700 | 493,660 | |||
Husqvarna AB, B Shares (C) | 68,459 | 379,495 | |||
Hyliion Holdings Corp. (A) | 22,636 | 64,965 | |||
Hyster-Yale Materials Handling, Inc. | 1,969 | 42,353 | |||
Hyzon Motors, Inc. (A) | 15,528 | 26,398 | |||
IDEX Corp. | 8,505 | 1,699,724 | |||
Illinois Tool Works, Inc. | 32,113 | 5,801,213 | |||
Indutrade AB | 44,586 | 723,183 | |||
Ingersoll Rand, Inc. | 45,100 | 1,951,026 | |||
ITT, Inc. | 19,982 | 1,305,624 | |||
John Bean Technologies Corp. | 5,120 | 440,320 | |||
Kadant, Inc. | 1,845 | 307,764 | |||
Kennametal, Inc. | 33,112 | 681,445 | |||
KION Group AG | 11,773 | 225,467 | |||
Knorr-Bremse AG | 11,835 | 508,233 | |||
Komatsu, Ltd. | 150,876 | 2,747,196 | |||
Kone OYJ, B Shares | 55,453 | 2,136,522 | |||
Kubota Corp. | 166,452 | 2,313,165 | |||
Kurita Water Industries, Ltd. | 17,027 | 604,513 | |||
Lincoln Electric Holdings, Inc. | 13,995 | 1,759,451 | |||
Lindsay Corp. | 1,775 | 254,322 | |||
Luxfer Holdings PLC | 4,949 | 71,761 | |||
Makita Corp. | 36,552 | 709,304 | |||
Markforged Holding Corp. (A) | 20,037 | 39,673 | |||
Microvast Holdings, Inc. (A) | 28,393 | 51,391 | |||
Miller Industries, Inc. | 2,103 | 44,773 | |||
MINEBEA MITSUMI, Inc. | 59,200 | 875,797 | |||
MISUMI Group, Inc. | 46,400 | 999,104 | |||
Mitsubishi Heavy Industries, Ltd. | 52,263 | 1,738,229 | |||
Mueller Industries, Inc. | 9,050 | 537,932 | |||
Mueller Water Products, Inc., Class A | 25,043 | 257,192 | |||
NGK Insulators, Ltd. | 38,861 | 483,693 | |||
Nikola Corp. (A)(C) | 47,690 | 167,869 | |||
Nordson Corp. | 5,980 | 1,269,375 | |||
Omega Flex, Inc. | 522 | 48,348 | |||
Oshkosh Corp. | 15,795 | 1,110,231 | |||
Otis Worldwide Corp. | 47,848 | 3,052,702 | |||
PACCAR, Inc. | 39,239 | 3,283,912 | |||
Parker-Hannifin Corp. | 14,544 | 3,524,157 | |||
Pentair PLC | 19,297 | 784,037 | |||
Proterra, Inc. (A) | 36,412 | 181,332 | |||
Proto Labs, Inc. (A) | 4,507 | 164,190 | |||
Rational AG | 835 | 404,409 | |||
RBC Bearings, Inc. (A) | 4,623 | 960,706 | |||
REV Group, Inc. | 5,729 | 63,191 | |||
Sandvik AB | 173,954 | 2,371,263 | |||
Sarcos Technology and Robotics Corp. (A) | 13,210 | 29,326 | |||
Schindler Holding AG | 3,830 | 577,077 | |||
Schindler Holding AG, Participation Certificates | 6,643 | 1,030,990 | |||
SKF AB, B Shares | 62,544 | 837,877 | |||
SMC Corp. | 9,347 | 3,803,952 | |||
Snap-on, Inc. | 5,885 | 1,184,945 | |||
Spirax-Sarco Engineering PLC | 12,036 | 1,383,576 | |||
SPX Technologies, Inc. (A) | 7,180 | 396,480 | |||
Standex International Corp. | 1,897 | 154,890 | |||
Stanley Black & Decker, Inc. | 17,033 | 1,281,052 | |||
Techtronic Industries Company, Ltd. | 224,242 | 2,139,745 | |||
Tennant Company | 2,999 | 169,623 | |||
Terex Corp. | 27,468 | 816,898 | |||
The Gorman-Rupp Company | 3,784 | 90,021 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Machinery (continued) | |||||
The Greenbrier Companies, Inc. | 5,131 | $ | 124,529 | ||
The Manitowoc Company, Inc. (A) | 6,327 | 49,034 | |||
The Middleby Corp. (A) | 13,020 | 1,668,773 | |||
The Shyft Group, Inc. | 5,698 | 116,410 | |||
The Timken Company | 16,149 | 953,437 | |||
The Toro Company | 25,267 | 2,185,090 | |||
Titan International, Inc. (A) | 8,442 | 102,486 | |||
Toyota Industries Corp. | 23,953 | 1,144,252 | |||
Trinity Industries, Inc. | 13,520 | 288,652 | |||
VAT Group AG (B) | 4,405 | 893,903 | |||
Velo3D, Inc. (A) | 9,738 | 38,368 | |||
Volvo AB, A Shares | 32,669 | 483,424 | |||
Volvo AB, B Shares | 246,199 | 3,483,955 | |||
Wabash National Corp. | 7,912 | 123,111 | |||
Wabtec Corp. | 20,555 | 1,672,149 | |||
Wartsila OYJ ABP | 77,231 | 493,345 | |||
Watts Water Technologies, Inc., Class A | 10,962 | 1,378,252 | |||
Xylem, Inc. | 20,434 | 1,785,114 | |||
Yaskawa Electric Corp. | 39,110 | 1,125,511 | |||
143,260,108 | |||||
Marine – 0.1% | |||||
A.P. Moller - Maersk A/S, Series A | 506 | 893,982 | |||
A.P. Moller - Maersk A/S, Series B | 820 | 1,490,127 | |||
Costamare, Inc. | 8,661 | 77,516 | |||
Eagle Bulk Shipping, Inc. | 2,186 | 94,391 | |||
Eneti, Inc. | 4,625 | 30,849 | |||
Genco Shipping & Trading, Ltd. | 5,928 | 74,278 | |||
Golden Ocean Group, Ltd. | 19,827 | 148,108 | |||
Kirby Corp. (A) | 14,473 | 879,524 | |||
Kuehne + Nagel International AG | 8,865 | 1,805,196 | |||
Matson, Inc. | 6,479 | 398,588 | |||
Mitsui OSK Lines, Ltd. | 56,100 | 1,003,774 | |||
Nippon Yusen KK | 78,975 | 1,340,510 | |||
Safe Bulkers, Inc. | 11,740 | 28,998 | |||
SITC International Holdings Company, Ltd. | 219,000 | 401,631 | |||
ZIM Integrated Shipping Services, Ltd. | 13,800 | 324,300 | |||
8,991,772 | |||||
Professional services – 0.9% | |||||
Adecco Group AG | 26,325 | 726,559 | |||
Alight, Inc., Class A (A) | 55,311 | 405,430 | |||
ASGN, Inc. (A) | 20,254 | 1,830,354 | |||
Barrett Business Services, Inc. | 1,196 | 93,288 | |||
Bureau Veritas SA | 47,972 | 1,073,495 | |||
CACI International, Inc., Class A (A) | 5,658 | 1,477,077 | |||
CBIZ, Inc. (A) | 7,969 | 340,914 | |||
CoStar Group, Inc. (A) | 44,895 | 3,126,937 | |||
CRA International, Inc. | 1,193 | 105,867 | |||
Equifax, Inc. | 14,020 | 2,403,449 | |||
Experian PLC | 150,227 | 4,397,533 | |||
Exponent, Inc. | 8,345 | 731,606 | |||
First Advantage Corp. (A) | 9,648 | 123,784 | |||
Forrester Research, Inc. (A) | 1,935 | 69,679 | |||
Franklin Covey Company (A) | 2,074 | 94,139 | |||
FTI Consulting, Inc. (A) | 8,346 | 1,383,016 | |||
Heidrick & Struggles International, Inc. | 3,238 | 84,156 | |||
HireRight Holdings Corp. (A) | 3,455 | 52,723 | |||
Huron Consulting Group, Inc. (A) | 3,418 | 226,443 | |||
ICF International, Inc. | 2,968 | 323,571 | |||
Insperity, Inc. | 14,507 | 1,481,020 | |||
Intertek Group PLC | 26,331 | 1,080,336 | |||
Jacobs Solutions, Inc. | 14,440 | 1,566,596 | |||
KBR, Inc. | 33,596 | 1,452,019 | |||
Kelly Services, Inc., Class A | 5,783 | 78,591 | |||
Kforce, Inc. | 3,273 | 191,961 |
250 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Professional services (continued) | |||||
Korn Ferry | 8,658 | $ | 406,493 | ||
Legalzoom.com, Inc. (A) | 16,246 | 139,228 | |||
Leidos Holdings, Inc. | 15,269 | 1,335,579 | |||
ManpowerGroup, Inc. | 12,502 | 808,754 | |||
Nielsen Holdings PLC | 41,841 | 1,159,833 | |||
Nihon M&A Center Holdings, Inc. | 49,400 | 564,995 | |||
Persol Holdings Company, Ltd. | 29,000 | 536,454 | |||
Planet Labs PBC (A) | 25,527 | 138,612 | |||
Randstad NV (C) | 19,508 | 841,982 | |||
Recruit Holdings Company, Ltd. | 235,200 | 6,775,085 | |||
Red Violet, Inc. (A) | 1,823 | 31,574 | |||
RELX PLC | 314,065 | 7,674,410 | |||
Resources Connection, Inc. | 5,312 | 95,988 | |||
Robert Half International, Inc. | 12,768 | 976,752 | |||
Science Applications International Corp. | 13,454 | 1,189,737 | |||
SGS SA | 1,039 | 2,223,194 | |||
Skillsoft Corp. (A) | 14,243 | 26,065 | |||
Spire Global, Inc. (A) | 24,241 | 26,180 | |||
Sterling Check Corp. (A) | 3,962 | 69,890 | |||
Teleperformance | 9,583 | 2,431,052 | |||
TriNet Group, Inc. (A) | 6,061 | 431,664 | |||
TrueBlue, Inc. (A) | 5,424 | 103,490 | |||
Upwork, Inc. (A) | 19,531 | 266,012 | |||
Verisk Analytics, Inc. | 17,836 | 3,041,573 | |||
Willdan Group, Inc. (A) | 2,151 | 31,856 | |||
Wolters Kluwer NV | 42,829 | 4,170,415 | |||
60,417,410 | |||||
Road and rail – 0.8% | |||||
ArcBest Corp. | 3,967 | 288,520 | |||
Aurizon Holdings, Ltd. | 300,308 | 664,176 | |||
Avis Budget Group, Inc. (A) | 6,968 | 1,034,469 | |||
Central Japan Railway Company | 23,476 | 2,755,869 | |||
Covenant Logistics Group, Inc. | 1,908 | 54,760 | |||
CSX Corp. | 243,082 | 6,475,704 | |||
Daseke, Inc. (A) | 7,019 | 37,973 | |||
East Japan Railway Company | 49,340 | 2,530,376 | |||
Grab Holdings, Ltd., Class A (A) | 211,800 | 557,034 | |||
Hankyu Hanshin Holdings, Inc. | 37,300 | 1,122,589 | |||
Heartland Express, Inc. | 7,457 | 106,710 | |||
JB Hunt Transport Services, Inc. | 9,361 | 1,464,248 | |||
Keio Corp. | 16,815 | 612,729 | |||
Keisei Electric Railway Company, Ltd. | 21,094 | 574,647 | |||
Kintetsu Group Holdings Company, Ltd. | 27,974 | 931,359 | |||
Knight-Swift Transportation Holdings, Inc. | 38,820 | 1,899,463 | |||
Landstar System, Inc. | 8,802 | 1,270,745 | |||
Marten Transport, Ltd. | 9,494 | 181,905 | |||
MTR Corp., Ltd. | 252,815 | 1,159,624 | |||
Norfolk Southern Corp. | 26,619 | 5,580,673 | |||
Odakyu Electric Railway Company, Ltd. | 48,079 | 619,501 | |||
Old Dominion Freight Line, Inc. | 10,394 | 2,585,715 | |||
P.A.M. Transportation Services, Inc. (A) | 1,152 | 35,666 | |||
Ryder System, Inc. | 12,370 | 933,811 | |||
Saia, Inc. (A) | 10,681 | 2,029,390 | |||
Tobu Railway Company, Ltd. | 30,773 | 725,390 | |||
Tokyu Corp. | 86,608 | 987,722 | |||
TuSimple Holdings, Inc., Class A (A) | 23,022 | 174,967 | |||
Union Pacific Corp. | 70,672 | 13,768,319 | |||
Universal Logistics Holdings, Inc. | 1,248 | 39,587 | |||
Werner Enterprises, Inc. | 24,602 | 925,035 | |||
West Japan Railway Company | 35,825 | 1,369,378 | |||
XPO Logistics, Inc. (A) | 27,796 | 1,237,478 | |||
54,735,532 | |||||
Trading companies and distributors – 0.8% | |||||
AerCap Holdings NV (A) | 22,000 | 931,260 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Trading companies and distributors (continued) | |||||
Alta Equipment Group, Inc. | 3,841 | $ | 42,289 | ||
Applied Industrial Technologies, Inc. | 6,193 | 636,517 | |||
Ashtead Group PLC | 72,253 | 3,244,867 | |||
Beacon Roofing Supply, Inc. (A) | 8,836 | 483,506 | |||
BlueLinx Holdings, Inc. (A) | 1,519 | 94,330 | |||
Boise Cascade Company | 6,379 | 379,295 | |||
Brenntag SE | 25,207 | 1,523,813 | |||
Bunzl PLC | 55,048 | 1,681,879 | |||
Custom Truck One Source, Inc. (A) | 9,984 | 58,207 | |||
Distribution Solutions Group, Inc. (A) | 830 | 23,381 | |||
DXP Enterprises, Inc. (A) | 2,582 | 61,142 | |||
Fastenal Company | 64,934 | 2,989,561 | |||
Ferguson PLC | 34,983 | 3,628,759 | |||
GATX Corp. | 14,234 | 1,212,025 | |||
Global Industrial Company | 2,141 | 57,443 | |||
GMS, Inc. (A) | 7,054 | 282,231 | |||
H&E Equipment Services, Inc. | 5,245 | 148,643 | |||
Herc Holdings, Inc. | 4,168 | 432,972 | |||
Hudson Technologies, Inc. (A) | 7,245 | 53,251 | |||
IMCD NV | 9,298 | 1,102,385 | |||
ITOCHU Corp. | 193,904 | 4,680,437 | |||
Marubeni Corp. | 252,159 | 2,200,211 | |||
McGrath RentCorp | 3,856 | 323,364 | |||
Mitsubishi Corp. | 206,006 | 5,634,310 | |||
Mitsui & Company, Ltd. | 227,803 | 4,847,593 | |||
MonotaRO Company, Ltd. | 40,900 | 627,604 | |||
MRC Global, Inc. (A) | 13,770 | 99,006 | |||
MSC Industrial Direct Company, Inc., Class A | 11,436 | 832,655 | |||
NOW, Inc. (A) | 18,131 | 182,217 | |||
Reece, Ltd. | 36,907 | 331,651 | |||
Rush Enterprises, Inc., Class A | 6,578 | 288,511 | |||
Rush Enterprises, Inc., Class B | 1,417 | 67,888 | |||
Sumitomo Corp. | 183,738 | 2,269,969 | |||
Textainer Group Holdings, Ltd. | 7,498 | 201,396 | |||
Titan Machinery, Inc. (A) | 3,397 | 95,999 | |||
Toyota Tsusho Corp. | 34,682 | 1,074,267 | |||
Transcat, Inc. (A) | 1,204 | 91,131 | |||
Triton International, Ltd. | 10,267 | 561,913 | |||
United Rentals, Inc. (A) | 8,038 | 2,171,225 | |||
Univar Solutions, Inc. (A) | 40,301 | 916,445 | |||
Veritiv Corp. (A) | 2,366 | 231,324 | |||
W.W. Grainger, Inc. | 5,144 | 2,516,393 | |||
Watsco, Inc. | 8,024 | 2,065,859 | |||
51,379,124 | |||||
Transportation infrastructure – 0.1% | |||||
Aena SME SA (A)(B) | 12,236 | 1,269,847 | |||
Aeroports de Paris (A) | 4,844 | 559,775 | |||
Atlantia SpA | 80,835 | 1,783,678 | |||
Auckland International Airport, Ltd. (A) | 204,228 | 818,611 | |||
Getlink SE | 71,786 | 1,113,210 | |||
Transurban Group | 500,984 | 3,956,479 | |||
9,501,600 | |||||
705,840,870 | |||||
Information technology – 17.8% | |||||
Communications equipment – 0.7% | |||||
ADTRAN Holdings, Inc. | 11,455 | 224,289 | |||
Arista Networks, Inc. (A) | 27,956 | 3,155,953 | |||
Aviat Networks, Inc. (A) | 1,922 | 52,624 | |||
Calix, Inc. (A) | 22,958 | 1,403,652 | |||
Cambium Networks Corp. (A) | 1,973 | 33,383 | |||
Ciena Corp. (A) | 36,172 | 1,462,434 | |||
Cisco Systems, Inc. | 469,391 | 18,775,640 | |||
Clearfield, Inc. (A) | 1,887 | 197,456 |
251 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Communications equipment (continued) | |||||
CommScope Holding Company, Inc. (A) | 33,531 | $ | 308,821 | ||
Comtech Telecommunications Corp. | 4,660 | 46,647 | |||
Digi International, Inc. (A) | 5,579 | 192,866 | |||
DZS, Inc. (A) | 3,005 | 33,957 | |||
Extreme Networks, Inc. (A) | 20,873 | 272,810 | |||
F5, Inc. (A) | 6,593 | 954,205 | |||
Harmonic, Inc. (A) | 15,148 | 197,984 | |||
Infinera Corp. (A) | 31,065 | 150,355 | |||
Inseego Corp. (A) | 15,604 | 32,300 | |||
Juniper Networks, Inc. | 35,242 | 920,521 | |||
Lumentum Holdings, Inc. (A) | 16,672 | 1,143,199 | |||
Motorola Solutions, Inc. | 18,916 | 4,236,617 | |||
NETGEAR, Inc. (A) | 4,718 | 94,549 | |||
NetScout Systems, Inc. (A) | 11,460 | 358,927 | |||
Nokia OYJ | 882,872 | 3,790,223 | |||
Ribbon Communications, Inc. (A) | 12,540 | 27,839 | |||
Telefonaktiebolaget LM Ericsson, B Shares (C) | 476,195 | 2,783,573 | |||
Viasat, Inc. (A) | 18,255 | 551,849 | |||
Viavi Solutions, Inc. (A) | 36,680 | 478,674 | |||
41,881,347 | |||||
Electronic equipment, instruments and components – 1.1% | |||||
908 Devices, Inc. (A) | 3,620 | 59,549 | |||
Advanced Energy Industries, Inc. | 6,092 | 471,582 | |||
Aeva Technologies, Inc. (A) | 17,073 | 31,927 | |||
Akoustis Technologies, Inc. (A) | 9,874 | 29,326 | |||
Amphenol Corp., Class A | 67,591 | 4,525,893 | |||
Arlo Technologies, Inc. (A) | 14,170 | 65,749 | |||
Arrow Electronics, Inc. (A) | 15,505 | 1,429,406 | |||
Avnet, Inc. | 22,874 | 826,209 | |||
Azbil Corp. | 18,800 | 490,062 | |||
Badger Meter, Inc. | 4,702 | 434,418 | |||
Belden, Inc. | 17,621 | 1,057,612 | |||
Benchmark Electronics, Inc. | 5,605 | 138,892 | |||
CDW Corp. | 15,166 | 2,367,109 | |||
Cognex Corp. | 41,897 | 1,736,631 | |||
Coherent Corp. (A) | 31,321 | 1,091,537 | |||
Corning, Inc. | 87,111 | 2,527,961 | |||
CTS Corp. | 5,115 | 213,040 | |||
ePlus, Inc. (A) | 4,350 | 180,699 | |||
Evolv Technologies Holdings, Inc. (A) | 14,461 | 30,657 | |||
Fabrinet (A) | 5,954 | 568,309 | |||
FARO Technologies, Inc. (A) | 3,080 | 84,515 | |||
Focus Universal, Inc. (A) | 2,939 | 27,568 | |||
Halma PLC | 61,939 | 1,393,154 | |||
Hamamatsu Photonics KK | 22,900 | 981,546 | |||
Hexagon AB, B Shares | 317,556 | 2,965,698 | |||
Hirose Electric Company, Ltd. | 4,875 | 639,326 | |||
Ibiden Company, Ltd. | 18,400 | 503,033 | |||
Identiv, Inc. (A) | 3,879 | 48,643 | |||
Insight Enterprises, Inc. (A) | 5,092 | 419,632 | |||
IPG Photonics Corp. (A) | 8,007 | 675,390 | |||
Itron, Inc. (A) | 7,360 | 309,930 | |||
Jabil, Inc. | 33,236 | 1,918,050 | |||
Keyence Corp. | 31,700 | 10,478,762 | |||
Keysight Technologies, Inc. (A) | 20,556 | 3,234,692 | |||
Kimball Electronics, Inc. (A) | 4,026 | 69,046 | |||
Knowles Corp. (A) | 14,266 | 173,617 | |||
Kyocera Corp. | 52,363 | 2,637,981 | |||
Lightwave Logic, Inc. (A)(C) | 18,402 | 135,071 | |||
Littelfuse, Inc. | 5,981 | 1,188,365 | |||
Methode Electronics, Inc. | 5,826 | 216,436 | |||
MicroVision, Inc. (A)(C) | 27,342 | 98,705 | |||
Mirion Technologies, Inc. (A) | 22,393 | 167,276 | |||
Murata Manufacturing Company, Ltd. | 93,739 | 4,314,541 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electronic equipment, instruments and components (continued) | |||||
Napco Security Technologies, Inc. (A) | 4,844 | $ | 140,864 | ||
National Instruments Corp. | 31,970 | 1,206,548 | |||
nLight, Inc. (A) | 7,555 | 71,395 | |||
Novanta, Inc. (A) | 14,348 | 1,659,346 | |||
Omron Corp. | 30,318 | 1,389,087 | |||
OSI Systems, Inc. (A) | 2,571 | 185,266 | |||
Ouster, Inc. (A) | 24,749 | 23,843 | |||
PAR Technology Corp. (A) | 4,382 | 129,400 | |||
PC Connection, Inc. | 1,835 | 82,740 | |||
Plexus Corp. (A) | 4,412 | 386,315 | |||
Rogers Corp. (A) | 3,009 | 727,817 | |||
Sanmina Corp. (A) | 9,663 | 445,271 | |||
ScanSource, Inc. (A) | 4,233 | 111,794 | |||
Shimadzu Corp. | 38,692 | 1,015,134 | |||
SmartRent, Inc. (A) | 19,502 | 44,270 | |||
TD SYNNEX Corp. | 10,190 | 827,326 | |||
TDK Corp. | 63,463 | 1,959,125 | |||
TE Connectivity, Ltd. | 36,457 | 4,023,395 | |||
Teledyne Technologies, Inc. (A) | 5,348 | 1,804,790 | |||
Trimble, Inc. (A) | 27,460 | 1,490,254 | |||
TTM Technologies, Inc. (A) | 16,442 | 216,706 | |||
Velodyne Lidar, Inc. (A) | 33,765 | 31,979 | |||
Venture Corp., Ltd. | 45,200 | 513,605 | |||
Vishay Intertechnology, Inc. | 52,861 | 940,397 | |||
Vishay Precision Group, Inc. (A) | 2,118 | 62,672 | |||
Vontier Corp. | 38,163 | 637,704 | |||
Yokogawa Electric Corp. | 37,292 | 587,504 | |||
Zebra Technologies Corp., Class A (A) | 5,839 | 1,529,876 | |||
73,201,968 | |||||
IT services – 3.0% | |||||
Accenture PLC, Class A | 71,850 | 18,487,005 | |||
Adyen NV (A)(B) | 3,537 | 4,411,210 | |||
Akamai Technologies, Inc. (A) | 17,758 | 1,426,323 | |||
Amadeus IT Group SA (A) | 73,498 | 3,407,560 | |||
Automatic Data Processing, Inc. | 47,217 | 10,680,013 | |||
AvidXchange Holdings, Inc. (A) | 24,100 | 202,922 | |||
Bechtle AG | 13,362 | 480,349 | |||
BigCommerce Holdings, Inc., Series 1 (A) | 10,618 | 157,146 | |||
Brightcove, Inc. (A) | 7,637 | 48,113 | |||
Broadridge Financial Solutions, Inc. | 13,295 | 1,918,734 | |||
Cantaloupe, Inc. (A) | 10,441 | 36,335 | |||
Capgemini SE | 26,719 | 4,277,723 | |||
Cass Information Systems, Inc. | 2,402 | 83,325 | |||
Cognizant Technology Solutions Corp., Class A | 58,834 | 3,379,425 | |||
Computershare, Ltd. | 88,648 | 1,413,942 | |||
Concentrix Corp. | 10,312 | 1,151,129 | |||
Conduent, Inc. (A) | 28,508 | 95,217 | |||
Core Scientific, Inc. (A)(C) | 36,518 | 47,473 | |||
CSG Systems International, Inc. | 5,138 | 271,697 | |||
Cyxtera Technologies, Inc. (A) | 6,966 | 28,421 | |||
DigitalOcean Holdings, Inc. (A) | 12,409 | 448,834 | |||
DXC Technology Company (A) | 25,790 | 631,339 | |||
Edenred | 40,720 | 1,876,000 | |||
Edgio, Inc. (A) | 23,296 | 64,763 | |||
EPAM Systems, Inc. (A) | 6,437 | 2,331,417 | |||
Euronet Worldwide, Inc. (A) | 11,381 | 862,225 | |||
EVERTEC, Inc. | 9,723 | 304,816 | |||
EVO Payments, Inc., Class A (A) | 7,710 | 256,743 | |||
ExlService Holdings, Inc. (A) | 13,626 | 2,007,927 | |||
Fastly, Inc., Class A (A) | 18,279 | 167,436 | |||
Fidelity National Information Services, Inc. | 68,980 | 5,212,819 |
252 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
IT services (continued) | |||||
Fiserv, Inc. (A) | 72,513 | $ | 6,785,041 | ||
FleetCor Technologies, Inc. (A) | 8,364 | 1,473,486 | |||
Flywire Corp. (A) | 9,085 | 208,592 | |||
Fujitsu, Ltd. | 32,123 | 3,522,349 | |||
Gartner, Inc. (A) | 9,084 | 2,513,452 | |||
Genpact, Ltd. | 40,787 | 1,785,247 | |||
Global Payments, Inc. | 31,215 | 3,372,781 | |||
GMO Payment Gateway, Inc. | 6,900 | 473,002 | |||
Grid Dynamics Holdings, Inc. (A) | 8,024 | 150,290 | |||
i3 Verticals, Inc., Class A (A) | 3,709 | 74,291 | |||
IBM Corp. | 102,404 | 12,166,619 | |||
Information Services Group, Inc. | 6,605 | 31,440 | |||
International Money Express, Inc. (A) | 5,378 | 122,565 | |||
Itochu Techno-Solutions Corp. | 15,700 | 368,026 | |||
Jack Henry & Associates, Inc. | 8,103 | 1,476,934 | |||
Kyndryl Holdings, Inc. (A) | 49,312 | 407,810 | |||
Marqeta, Inc., Class A (A) | 70,953 | 505,185 | |||
Mastercard, Inc., Class A | 96,736 | 27,505,914 | |||
Maximus, Inc. | 24,563 | 1,421,461 | |||
MoneyGram International, Inc. (A) | 15,346 | 159,598 | |||
NEC Corp. | 40,084 | 1,283,500 | |||
Nexi SpA (A)(B) | 85,597 | 691,463 | |||
Nomura Research Institute, Ltd. | 54,800 | 1,338,393 | |||
NTT Data Corp. | 103,010 | 1,330,590 | |||
Obic Company, Ltd. | 11,400 | 1,528,668 | |||
Otsuka Corp. | 18,600 | 580,085 | |||
Paya Holdings, Inc. (A) | 14,633 | 89,408 | |||
Paychex, Inc. | 36,302 | 4,073,447 | |||
Payoneer Global, Inc. (A) | 35,853 | 216,911 | |||
PayPal Holdings, Inc. (A) | 130,745 | 11,253,222 | |||
Paysafe, Ltd. (A) | 56,511 | 77,985 | |||
Perficient, Inc. (A) | 5,558 | 361,381 | |||
Rackspace Technology, Inc. (A) | 10,324 | 42,122 | |||
Remitly Global, Inc. (A) | 13,956 | 155,191 | |||
Repay Holdings Corp. (A) | 14,611 | 103,154 | |||
Sabre Corp. (A) | 132,579 | 682,782 | |||
SCSK Corp. | 25,500 | 386,052 | |||
SolarWinds Corp. (A) | 8,247 | 63,914 | |||
Squarespace, Inc., Class A (A) | 5,235 | 111,820 | |||
StoneCo, Ltd., Class A (A) | 45,193 | 430,689 | |||
The Hackett Group, Inc. | 4,557 | 80,750 | |||
The Western Union Company | 93,206 | 1,258,281 | |||
TIS, Inc. | 36,900 | 979,683 | |||
TTEC Holdings, Inc. | 3,102 | 137,450 | |||
Tucows, Inc., Class A (A) | 1,703 | 63,709 | |||
Unisys Corp. (A) | 10,989 | 82,967 | |||
VeriSign, Inc. (A) | 10,608 | 1,842,610 | |||
Verra Mobility Corp. (A) | 23,838 | 366,390 | |||
Visa, Inc., Class A | 185,380 | 32,932,757 | |||
WEX, Inc. (A) | 10,673 | 1,354,831 | |||
Wix.com, Ltd. (A) | 9,300 | 727,539 | |||
Worldline SA (A)(B) | 38,951 | 1,539,565 | |||
196,859,773 | |||||
Semiconductors and semiconductor equipment – 3.7% | |||||
ACM Research, Inc., Class A (A) | 7,862 | 97,961 | |||
Advanced Micro Devices, Inc. (A) | 183,144 | 11,604,004 | |||
Advantest Corp. | 30,900 | 1,426,982 | |||
Alpha & Omega Semiconductor, Ltd. (A) | 3,628 | 111,597 | |||
Ambarella, Inc. (A) | 5,928 | 333,035 | |||
Amkor Technology, Inc. | 40,776 | 695,231 | |||
Analog Devices, Inc. | 59,167 | 8,244,330 | |||
Applied Materials, Inc. | 98,616 | 8,079,609 | |||
ASM International NV | 7,641 | 1,710,874 | |||
ASML Holding NV | 66,316 | 27,473,314 | |||
Atomera, Inc. (A) | 3,647 | 36,944 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Semiconductors and semiconductor equipment (continued) | |||||
Axcelis Technologies, Inc. (A) | 5,320 | $ | 322,179 | ||
AXT, Inc. (A) | 7,219 | 48,367 | |||
Broadcom, Inc. | 45,780 | 20,326,778 | |||
CEVA, Inc. (A) | 3,858 | 101,195 | |||
Cirrus Logic, Inc. (A) | 13,516 | 929,901 | |||
Cohu, Inc. (A) | 7,837 | 202,038 | |||
Credo Technology Group Holding, Ltd. (A) | 3,852 | 42,372 | |||
CyberOptics Corp. (A) | 1,272 | 68,408 | |||
Diodes, Inc. (A) | 7,225 | 468,975 | |||
Disco Corp. | 4,700 | 1,036,123 | |||
Enphase Energy, Inc. (A) | 15,360 | 4,261,939 | |||
First Solar, Inc. (A) | 23,953 | 3,168,263 | |||
FormFactor, Inc. (A) | 12,686 | 317,784 | |||
Ichor Holdings, Ltd. (A) | 4,663 | 112,891 | |||
Impinj, Inc. (A) | 3,431 | 274,583 | |||
Indie Semiconductor, Inc., Class A (A) | 16,825 | 123,159 | |||
Infineon Technologies AG | 213,059 | 4,662,588 | |||
Intel Corp. | 465,415 | 11,993,745 | |||
KLA Corp. | 16,075 | 4,864,777 | |||
Kulicke & Soffa Industries, Inc. | 9,428 | 363,261 | |||
Lam Research Corp. | 15,498 | 5,672,268 | |||
Lasertec Corp. | 12,300 | 1,237,157 | |||
Lattice Semiconductor Corp. (A) | 33,179 | 1,632,739 | |||
MACOM Technology Solutions Holdings, Inc. (A) | 20,599 | 1,066,822 | |||
MaxLinear, Inc. (A) | 11,713 | 382,078 | |||
Microchip Technology, Inc. | 62,772 | 3,830,975 | |||
Micron Technology, Inc. | 124,806 | 6,252,781 | |||
MKS Instruments, Inc. | 13,817 | 1,141,837 | |||
Monolithic Power Systems, Inc. | 5,053 | 1,836,260 | |||
NVIDIA Corp. | 283,877 | 34,459,829 | |||
NXP Semiconductors NV | 29,662 | 4,375,442 | |||
ON Semiconductor Corp. (A) | 49,114 | 3,061,276 | |||
Onto Innovation, Inc. (A) | 8,049 | 515,538 | |||
PDF Solutions, Inc. (A) | 5,036 | 123,533 | |||
Photronics, Inc. (A) | 9,755 | 142,618 | |||
Power Integrations, Inc. | 23,183 | 1,491,131 | |||
Qorvo, Inc. (A) | 11,679 | 927,429 | |||
Qualcomm, Inc. | 127,307 | 14,383,145 | |||
Rambus, Inc. (A) | 17,836 | 453,391 | |||
Renesas Electronics Corp. (A) | 190,300 | 1,595,330 | |||
Rockley Photonics Holdings, Ltd. (A) | 19,330 | 13,726 | |||
Rohm Company, Ltd. | 14,242 | 933,366 | |||
Semtech Corp. (A) | 25,613 | 753,278 | |||
Silicon Laboratories, Inc. (A) | 14,151 | 1,746,799 | |||
SiTime Corp. (A) | 6,459 | 508,517 | |||
Skyworks Solutions, Inc. | 17,981 | 1,533,240 | |||
SMART Global Holdings, Inc. (A) | 8,048 | 127,722 | |||
SolarEdge Technologies, Inc. (A) | 6,358 | 1,471,623 | |||
STMicroelectronics NV | 111,506 | 3,465,300 | |||
SUMCO Corp. | 57,100 | 665,275 | |||
Synaptics, Inc. (A) | 16,010 | 1,585,150 | |||
Teradyne, Inc. | 17,838 | 1,340,526 | |||
Texas Instruments, Inc. | 103,572 | 16,030,874 | |||
Tokyo Electron, Ltd. | 24,360 | 6,002,179 | |||
Tower Semiconductor, Ltd. (A) | 17,796 | 776,819 | |||
Ultra Clean Holdings, Inc. (A) | 7,384 | 190,138 | |||
Universal Display Corp. | 10,499 | 990,581 | |||
Veeco Instruments, Inc. (A) | 8,220 | 150,590 | |||
Wolfspeed, Inc. (A) | 29,873 | 3,087,673 | |||
239,458,162 | |||||
Software – 5.4% | |||||
8x8, Inc. (A) | 18,191 | 62,759 | |||
A10 Networks, Inc. | 10,799 | 143,303 |
253 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Software (continued) | |||||
ACI Worldwide, Inc. (A) | 46,137 | $ | 964,263 | ||
Adobe, Inc. (A) | 53,056 | 14,601,011 | |||
Agilysys, Inc. (A) | 3,202 | 177,231 | |||
Alarm.com Holdings, Inc. (A) | 7,814 | 506,816 | |||
Alkami Technology, Inc. (A) | 6,020 | 90,601 | |||
Altair Engineering, Inc., Class A (A) | 8,466 | 374,367 | |||
American Software, Inc., Class A | 5,337 | 81,763 | |||
Amplitude, Inc., Class A (A)(C) | 9,224 | 142,695 | |||
ANSYS, Inc. (A) | 10,025 | 2,222,543 | |||
Appfolio, Inc., Class A (A) | 3,115 | 326,203 | |||
Appian Corp., Class A (A) | 6,556 | 267,681 | |||
Asana, Inc., Class A (A) | 12,029 | 267,405 | |||
Aspen Technology, Inc. (A) | 6,992 | 1,665,494 | |||
Autodesk, Inc. (A) | 24,544 | 4,584,819 | |||
AvePoint, Inc. (A)(C) | 21,557 | 86,444 | |||
AVEVA Group PLC | 19,688 | 679,280 | |||
Benefitfocus, Inc. (A) | 4,900 | 31,115 | |||
Blackbaud, Inc. (A) | 18,306 | 806,562 | |||
Blackline, Inc. (A) | 8,986 | 538,261 | |||
Blend Labs, Inc., Class A (A) | 31,085 | 68,698 | |||
Box, Inc., Class A (A) | 20,923 | 510,312 | |||
BTRS Holdings, Inc., Class 1 (A) | 16,788 | 155,457 | |||
C3.ai, Inc., Class A (A) | 11,292 | 141,150 | |||
Cadence Design Systems, Inc. (A) | 31,141 | 5,089,374 | |||
Cerence, Inc. (A) | 6,537 | 102,958 | |||
Ceridian HCM Holding, Inc. (A) | 17,351 | 969,574 | |||
ChannelAdvisor Corp. (A) | 5,032 | 114,025 | |||
Check Point Software Technologies, Ltd. (A) | 16,726 | 1,873,647 | |||
Citrix Systems, Inc. | 13,819 | 1,435,794 | |||
Cleanspark, Inc. (A) | 6,910 | 21,974 | |||
Clear Secure, Inc., Class A (A) | 10,185 | 232,829 | |||
CommVault Systems, Inc. (A) | 18,074 | 958,645 | |||
Consensus Cloud Solutions, Inc. (A) | 2,643 | 125,014 | |||
Couchbase, Inc. (A) | 4,432 | 63,245 | |||
CS Disco, Inc. (A) | 3,851 | 38,510 | |||
Cvent Holding Corp. (A) | 13,994 | 73,469 | |||
CyberArk Software, Ltd. (A) | 6,600 | 989,604 | |||
Dassault Systemes SE | 108,744 | 3,754,393 | |||
Digimarc Corp. (A)(C) | 2,427 | 32,886 | |||
Digital Turbine, Inc. (A) | 15,017 | 216,395 | |||
Domo, Inc., Class B (A) | 5,026 | 90,418 | |||
Duck Creek Technologies, Inc. (A) | 12,712 | 150,637 | |||
Dynatrace, Inc. (A) | 48,599 | 1,691,731 | |||
E2open Parent Holdings, Inc. (A) | 32,644 | 198,149 | |||
Ebix, Inc. | 4,454 | 84,492 | |||
eGain Corp. (A) | 3,608 | 26,519 | |||
Enfusion, Inc., Class A (A) | 4,323 | 53,346 | |||
EngageSmart, Inc. (A) | 5,764 | 119,257 | |||
Envestnet, Inc. (A) | 22,246 | 987,722 | |||
Everbridge, Inc. (A) | 6,501 | 200,751 | |||
EverCommerce, Inc. (A) | 4,044 | 44,201 | |||
Fair Isaac Corp. (A) | 6,102 | 2,514,085 | |||
ForgeRock, Inc., Class A (A) | 4,661 | 67,724 | |||
Fortinet, Inc. (A) | 73,808 | 3,626,187 | |||
Instructure Holdings, Inc. (A) | 2,849 | 63,476 | |||
Intapp, Inc. (A) | 2,423 | 45,237 | |||
InterDigital, Inc. | 5,013 | 202,625 | |||
Intuit, Inc. | 31,946 | 12,373,325 | |||
KnowBe4, Inc., Class A (A) | 11,892 | 247,473 | |||
LivePerson, Inc. (A) | 11,595 | 109,225 | |||
LiveRamp Holdings, Inc. (A) | 10,987 | 199,524 | |||
Manhattan Associates, Inc. (A) | 15,154 | 2,015,937 | |||
Marathon Digital Holdings, Inc. (A)(C) | 16,479 | 176,490 | |||
Matterport, Inc. (A) | 36,020 | 136,516 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Software (continued) | |||||
MeridianLink, Inc. (A) | 3,870 | $ | 63,004 | ||
Microsoft Corp. | 845,497 | 196,916,251 | |||
MicroStrategy, Inc., Class A (A) | 1,531 | 324,970 | |||
Mitek Systems, Inc. (A) | 7,237 | 66,291 | |||
Model N, Inc. (A) | 5,926 | 202,847 | |||
Momentive Global, Inc. (A) | 21,916 | 127,332 | |||
N-able, Inc. (A) | 11,163 | 103,034 | |||
NCR Corp. (A) | 33,078 | 628,813 | |||
Nemetschek SE | 9,422 | 447,231 | |||
Nice, Ltd. (A) | 10,356 | 1,948,725 | |||
NortonLifeLock, Inc. | 67,853 | 1,366,559 | |||
Olo, Inc., Class A (A) | 14,824 | 117,110 | |||
ON24, Inc. (A) | 7,264 | 63,923 | |||
OneSpan, Inc. (A) | 6,840 | 58,892 | |||
Oracle Corp. | 172,213 | 10,517,048 | |||
Oracle Corp. Japan | 6,306 | 334,250 | |||
PagerDuty, Inc. (A) | 13,874 | 320,073 | |||
Paycom Software, Inc. (A) | 5,513 | 1,819,235 | |||
Paylocity Holding Corp. (A) | 9,884 | 2,387,777 | |||
Ping Identity Holding Corp. (A) | 12,599 | 353,654 | |||
Progress Software Corp. | 7,082 | 301,339 | |||
PROS Holdings, Inc. (A) | 6,802 | 168,009 | |||
PTC, Inc. (A) | 12,274 | 1,283,860 | |||
Q2 Holdings, Inc. (A) | 9,137 | 294,211 | |||
Qualys, Inc. (A) | 14,751 | 2,056,142 | |||
Rapid7, Inc. (A) | 9,444 | 405,148 | |||
Rimini Street, Inc. (A) | 8,301 | 38,683 | |||
Riot Blockchain, Inc. (A) | 19,199 | 134,585 | |||
Roper Technologies, Inc. | 11,963 | 4,302,373 | |||
salesforce.com, Inc. (A) | 112,802 | 16,225,440 | |||
SAP SE | 170,365 | 13,883,919 | |||
Sapiens International Corp. NV | 5,067 | 97,185 | |||
ServiceNow, Inc. (A) | 22,899 | 8,646,891 | |||
ShotSpotter, Inc. (A) | 1,580 | 45,441 | |||
Sprout Social, Inc., Class A (A) | 7,482 | 454,008 | |||
SPS Commerce, Inc. (A) | 5,860 | 727,988 | |||
Sumo Logic, Inc. (A) | 14,392 | 107,940 | |||
Synopsys, Inc. (A) | 17,311 | 5,288,684 | |||
Telos Corp. (A) | 9,030 | 80,277 | |||
Temenos AG | 10,367 | 698,911 | |||
Tenable Holdings, Inc. (A) | 17,866 | 621,737 | |||
Teradata Corp. (A) | 24,839 | 771,499 | |||
The Sage Group PLC | 166,197 | 1,280,811 | |||
Trend Micro, Inc. | 21,864 | 1,177,655 | |||
Tyler Technologies, Inc. (A) | 4,778 | 1,660,355 | |||
Upland Software, Inc. (A) | 5,172 | 42,048 | |||
UserTesting, Inc. (A) | 8,249 | 32,336 | |||
Varonis Systems, Inc. (A) | 17,748 | 470,677 | |||
Verint Systems, Inc. (A) | 10,308 | 346,143 | |||
Veritone, Inc. (A)(C) | 5,315 | 29,923 | |||
WiseTech Global, Ltd. | 23,959 | 782,801 | |||
WM Technology, Inc. (A) | 13,084 | 21,065 | |||
Workiva, Inc. (A) | 7,759 | 603,650 | |||
Xero, Ltd. (A) | 21,959 | 1,016,187 | |||
Xperi Holdings Corp. | 17,183 | 242,968 | |||
Yext, Inc. (A) | 20,025 | 89,312 | |||
Zeta Global Holdings Corp., Class A (A) | 5,395 | 35,661 | |||
Zuora, Inc., Class A (A) | 18,675 | 137,822 | |||
353,784,319 | |||||
Technology hardware, storage and peripherals – 3.9% | |||||
3D Systems Corp. (A) | 20,748 | 165,569 | |||
Apple, Inc. | 1,712,606 | 236,682,149 | |||
Avid Technology, Inc. (A) | 5,954 | 138,490 | |||
Brother Industries, Ltd. | 38,536 | 665,769 | |||
Canon, Inc. | 163,177 | 3,564,198 |
254 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Technology hardware, storage and peripherals (continued) | |||||
Corsair Gaming, Inc. (A) | 6,383 | $ | 72,447 | ||
Diebold Nixdorf, Inc. (A) | 12,788 | 31,203 | |||
Eastman Kodak Company (A) | 9,802 | 44,991 | |||
FUJIFILM Holdings Corp. | 58,738 | 2,682,846 | |||
Hewlett Packard Enterprise Company | 145,065 | 1,737,879 | |||
HP, Inc. | 103,222 | 2,572,292 | |||
IonQ, Inc. (A) | 19,627 | 99,509 | |||
Logitech International SA | 28,242 | 1,291,154 | |||
NetApp, Inc. | 24,851 | 1,537,034 | |||
Ricoh Company, Ltd. | 93,577 | 685,190 | |||
Seagate Technology Holdings PLC | 22,064 | 1,174,467 | |||
Seiko Epson Corp. | 45,647 | 623,284 | |||
Super Micro Computer, Inc. (A) | 7,397 | 407,353 | |||
Western Digital Corp. (A) | 36,284 | 1,181,044 | |||
Xerox Holdings Corp. | 45,744 | 598,332 | |||
255,955,200 | |||||
1,161,140,769 | |||||
Materials – 4.3% | |||||
Chemicals – 2.1% | |||||
AdvanSix, Inc. | 4,419 | 141,850 | |||
Air Liquide SA | 85,316 | 9,751,540 | |||
Air Products & Chemicals, Inc. | 25,047 | 5,829,188 | |||
Akzo Nobel NV | 29,629 | 1,679,074 | |||
Albemarle Corp. | 13,383 | 3,539,001 | |||
American Vanguard Corp. | 4,758 | 88,975 | |||
Amyris, Inc. (A)(C) | 33,089 | 96,620 | |||
Arkema SA | 9,696 | 706,634 | |||
Asahi Kasei Corp. | 204,657 | 1,356,326 | |||
Ashland, Inc. | 12,035 | 1,142,964 | |||
Aspen Aerogels, Inc. (A) | 4,688 | 43,223 | |||
Avient Corp. | 35,379 | 1,071,984 | |||
Balchem Corp. | 5,118 | 622,246 | |||
BASF SE | 149,849 | 5,750,962 | |||
Cabot Corp. | 22,599 | 1,443,850 | |||
Celanese Corp. | 11,324 | 1,023,010 | |||
CF Industries Holdings, Inc. | 22,629 | 2,178,041 | |||
Chase Corp. | 1,234 | 103,125 | |||
Chr. Hansen Holding A/S | 17,209 | 847,702 | |||
Clariant AG (A) | 35,201 | 562,291 | |||
Corteva, Inc. | 81,742 | 4,671,555 | |||
Covestro AG (B) | 31,520 | 901,209 | |||
Croda International PLC | 22,762 | 1,625,753 | |||
Danimer Scientific, Inc. (A)(C) | 14,968 | 44,156 | |||
Diversey Holdings, Ltd. (A) | 12,951 | 62,942 | |||
Dow, Inc. | 80,641 | 3,542,559 | |||
DuPont de Nemours, Inc. | 57,275 | 2,886,660 | |||
Eastman Chemical Company | 13,974 | 992,853 | |||
Ecolab, Inc. | 28,022 | 4,046,937 | |||
Ecovyst, Inc. (A) | 10,488 | 88,519 | |||
EMS-Chemie Holding AG | 1,145 | 722,786 | |||
Evonik Industries AG | 34,212 | 572,970 | |||
FMC Corp. | 14,447 | 1,527,048 | |||
FutureFuel Corp. | 4,514 | 27,265 | |||
Givaudan SA | 1,506 | 4,549,629 | |||
Hawkins, Inc. | 3,166 | 123,442 | |||
HB Fuller Company | 8,523 | 512,232 | |||
ICL Group, Ltd. | 115,498 | 925,653 | |||
Ingevity Corp. (A) | 14,954 | 906,661 | |||
Innospec, Inc. | 3,951 | 338,482 | |||
International Flavors & Fragrances, Inc. | 28,754 | 2,611,726 | |||
Intrepid Potash, Inc. (A) | 1,823 | 72,136 | |||
Johnson Matthey PLC | 29,961 | 604,888 | |||
JSR Corp. | 29,490 | 559,211 | |||
Koninklijke DSM NV | 28,516 | 3,244,851 | |||
Koppers Holdings, Inc. | 3,483 | 72,377 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Chemicals (continued) | |||||
Kronos Worldwide, Inc. | 3,551 | $ | 33,166 | ||
Linde PLC | 56,538 | 15,242,079 | |||
Livent Corp. (A) | 26,300 | 806,095 | |||
LSB Industries, Inc. (A) | 5,235 | 74,599 | |||
LyondellBasell Industries NV, Class A | 29,265 | 2,203,069 | |||
Mativ Holdings, Inc. | 8,798 | 194,260 | |||
Minerals Technologies, Inc. | 5,266 | 260,193 | |||
Mitsubishi Chemical Group Corp. | 208,859 | 956,756 | |||
Mitsui Chemicals, Inc. | 30,018 | 585,105 | |||
NewMarket Corp. | 1,669 | 502,085 | |||
Nippon Paint Holdings Company, Ltd. | 135,400 | 914,615 | |||
Nippon Sanso Holdings Corp. | 28,257 | 446,658 | |||
Nissan Chemical Corp. | 20,800 | 929,213 | |||
Nitto Denko Corp. | 23,187 | 1,255,478 | |||
Novozymes A/S, B Shares | 33,369 | 1,676,863 | |||
OCI NV | 17,189 | 629,316 | |||
Olin Corp. | 32,615 | 1,398,531 | |||
Orica, Ltd. | 73,328 | 624,285 | |||
Origin Materials, Inc. (A) | 17,762 | 91,652 | |||
Orion Engineered Carbons SA | 9,828 | 131,204 | |||
Perimeter Solutions SA (A) | 19,995 | 160,160 | |||
PPG Industries, Inc. | 26,599 | 2,944,243 | |||
PureCycle Technologies, Inc. (A)(C) | 17,687 | 142,734 | |||
Quaker Chemical Corp. | 2,201 | 317,780 | |||
Rayonier Advanced Materials, Inc. (A) | 11,109 | 34,993 | |||
RPM International, Inc. | 31,171 | 2,596,856 | |||
Sensient Technologies Corp. | 16,829 | 1,166,923 | |||
Shin-Etsu Chemical Company, Ltd. | 61,146 | 6,050,813 | |||
Sika AG | 23,828 | 4,789,230 | |||
Solvay SA | 12,092 | 936,189 | |||
Stepan Company | 3,399 | 318,384 | |||
Sumitomo Chemical Company, Ltd. | 243,044 | 835,973 | |||
Symrise AG | 21,663 | 2,112,410 | |||
The Chemours Company | 37,485 | 924,005 | |||
The Mosaic Company | 39,186 | 1,893,859 | |||
The Scotts Miracle-Gro Company | 9,773 | 417,796 | |||
The Sherwin-Williams Company | 26,720 | 5,470,920 | |||
Toray Industries, Inc. | 226,272 | 1,113,673 | |||
Tosoh Corp. | 42,400 | 472,563 | |||
Tredegar Corp. | 5,057 | 47,738 | |||
Trinseo PLC | 5,849 | 107,154 | |||
Tronox Holdings PLC | 18,949 | 232,125 | |||
Umicore SA | 34,170 | 1,003,139 | |||
Valvoline, Inc. | 42,772 | 1,083,842 | |||
Yara International ASA | 27,013 | 948,025 | |||
139,289,855 | |||||
Construction materials – 0.3% | |||||
CRH PLC | 124,507 | 4,003,130 | |||
Eagle Materials, Inc. | 9,106 | 975,981 | |||
HeidelbergCement AG | 23,627 | 933,364 | |||
Holcim, Ltd. (A) | 90,439 | 3,706,239 | |||
James Hardie Industries PLC, CHESS Depositary Interest | 72,658 | 1,427,189 | |||
Martin Marietta Materials, Inc. | 7,161 | 2,306,486 | |||
Summit Materials, Inc., Class A (A) | 19,308 | 462,620 | |||
United States Lime & Minerals, Inc. | 393 | 40,165 | |||
Vulcan Materials Company | 15,006 | 2,366,596 | |||
16,221,770 | |||||
Containers and packaging – 0.3% | |||||
Amcor PLC | 167,573 | 1,798,058 | |||
AptarGroup, Inc. | 15,787 | 1,500,239 | |||
Avery Dennison Corp. | 9,400 | 1,529,380 | |||
Ball Corp. | 36,134 | 1,745,995 | |||
Greif, Inc., Class A | 10,521 | 626,736 | |||
Greif, Inc., Class B | 918 | 55,814 |
255 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Containers and packaging (continued) | |||||
International Paper Company | 40,293 | $ | 1,277,288 | ||
Myers Industries, Inc. | 5,935 | 97,749 | |||
O-I Glass, Inc. (A) | 25,314 | 327,816 | |||
Packaging Corp. of America | 10,911 | 1,225,196 | |||
Pactiv Evergreen, Inc. | 7,138 | 62,315 | |||
Ranpak Holdings Corp. (A) | 7,205 | 24,641 | |||
Sealed Air Corp. | 15,801 | 703,303 | |||
SIG Group AG (A) | 49,894 | 1,013,052 | |||
Silgan Holdings, Inc. | 20,239 | 850,848 | |||
Smurfit Kappa Group PLC | 40,330 | 1,153,405 | |||
Sonoco Products Company | 23,560 | 1,336,559 | |||
TriMas Corp. | 6,865 | 172,106 | |||
Westrock Company | 28,200 | 871,098 | |||
16,371,598 | |||||
Metals and mining – 1.5% | |||||
1911 Gold Corp. (A) | 3,149 | 240 | |||
5E Advanced Materials, Inc. (A) | 5,391 | 54,773 | |||
Alcoa Corp. | 43,474 | 1,463,335 | |||
Alpha Metallurgical Resources, Inc. | 2,901 | 396,973 | |||
Anglo American PLC | 207,313 | 6,224,743 | |||
Antofagasta PLC | 64,337 | 788,370 | |||
ArcelorMittal SA | 85,928 | 1,709,822 | |||
Arconic Corp. (A) | 17,179 | 292,730 | |||
ATI, Inc. (A) | 20,131 | 535,686 | |||
BHP Group, Ltd. | 825,912 | 20,530,615 | |||
BlueScope Steel, Ltd. | 78,253 | 759,965 | |||
Boliden AB | 44,623 | 1,378,668 | |||
Carpenter Technology Corp. | 7,835 | 243,982 | |||
Century Aluminum Company (A) | 8,735 | 46,121 | |||
Cleveland-Cliffs, Inc. (A) | 124,991 | 1,683,629 | |||
Coeur Mining, Inc. (A) | 47,112 | 161,123 | |||
Commercial Metals Company | 48,638 | 1,725,676 | |||
Compass Minerals International, Inc. | 5,625 | 216,731 | |||
Constellium SE (A) | 20,212 | 204,950 | |||
Dakota Gold Corp. (A) | 10,118 | 30,860 | |||
Evolution Mining, Ltd. | 299,053 | 390,137 | |||
Ferroglobe PLC (A)(D) | 15,626 | 0 | |||
Fortescue Metals Group, Ltd. | 276,281 | 2,965,973 | |||
Freeport-McMoRan, Inc. | 161,274 | 4,407,618 | |||
Glencore PLC | 1,608,529 | 8,452,840 | |||
Haynes International, Inc. | 2,116 | 74,314 | |||
Hecla Mining Company | 88,595 | 349,064 | |||
Hitachi Metals, Ltd. (A) | 34,964 | 526,024 | |||
JFE Holdings, Inc. | 80,233 | 744,997 | |||
Kaiser Aluminum Corp. | 2,597 | 159,326 | |||
Materion Corp. | 3,311 | 264,880 | |||
Mineral Resources, Ltd. | 27,781 | 1,166,092 | |||
MP Materials Corp. (A) | 22,305 | 608,927 | |||
Newcrest Mining, Ltd. | 145,712 | 1,599,798 | |||
Newmont Corp. | 89,601 | 3,765,930 | |||
Nippon Steel Corp. | 131,800 | 1,829,155 | |||
Norsk Hydro ASA | 219,410 | 1,177,337 | |||
Northern Star Resources, Ltd. | 190,089 | 951,831 | |||
Novagold Resources, Inc. (A) | 40,666 | 190,724 | |||
Nucor Corp. | 29,478 | 3,153,851 | |||
Olympic Steel, Inc. | 1,720 | 39,233 | |||
Pan American Silver Corp., CVR (A) | 54,671 | 31,491 | |||
Piedmont Lithium, Inc. (A) | 2,838 | 151,805 | |||
Ramaco Resources, Inc. | 3,624 | 33,341 | |||
Reliance Steel & Aluminum Company | 14,568 | 2,540,805 | |||
Rio Tinto PLC | 183,437 | 9,925,014 | |||
Rio Tinto, Ltd. | 60,563 | 3,663,598 | |||
Royal Gold, Inc. | 15,860 | 1,487,985 | |||
Ryerson Holding Corp. | 2,713 | 69,833 | |||
Schnitzer Steel Industries, Inc., Class A | 4,257 | 121,154 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Metals and mining (continued) | |||||
South32, Ltd. | 757,711 | $ | 1,798,736 | ||
Steel Dynamics, Inc. | 41,917 | 2,974,011 | |||
Sumitomo Metal Mining Company, Ltd. | 40,307 | 1,155,058 | |||
SunCoke Energy, Inc. | 13,192 | 76,646 | |||
TimkenSteel Corp. (A) | 7,597 | 113,879 | |||
U.S. Steel Corp. | 57,319 | 1,038,620 | |||
voestalpine AG | 18,944 | 320,916 | |||
Warrior Met Coal, Inc. | 8,276 | 235,369 | |||
Worthington Industries, Inc. | 12,438 | 474,385 | |||
97,479,689 | |||||
Paper and forest products – 0.1% | |||||
Clearwater Paper Corp. (A) | 2,742 | 103,099 | |||
Glatfelter Corp. | 8,192 | 25,477 | |||
Holmen AB, B Shares | 15,305 | 580,774 | |||
Louisiana-Pacific Corp. | 17,849 | 913,690 | |||
Mondi PLC | 79,218 | 1,216,981 | |||
Oji Holdings Corp. | 132,438 | 491,431 | |||
Resolute Forest Products, Inc. (A) | 7,481 | 149,620 | |||
Stora Enso OYJ, R Shares | 89,918 | 1,142,268 | |||
Svenska Cellulosa AB SCA, B Shares | 98,847 | 1,254,218 | |||
Sylvamo Corp. | 5,737 | 194,484 | |||
UPM-Kymmene OYJ | 87,078 | 2,763,371 | |||
8,835,413 | |||||
278,198,325 | |||||
Real estate – 3.2% | |||||
Equity real estate investment trusts – 2.7% | |||||
Acadia Realty Trust | 15,157 | 191,281 | |||
Agree Realty Corp. | 11,860 | 801,499 | |||
Alexander & Baldwin, Inc. | 11,910 | 197,468 | |||
Alexander's, Inc. | 323 | 67,494 | |||
Alexandria Real Estate Equities, Inc. | 16,973 | 2,379,445 | |||
American Assets Trust, Inc. | 7,947 | 204,397 | |||
American Tower Corp. | 52,858 | 11,348,613 | |||
Apartment Income REIT Corp. | 37,255 | 1,438,788 | |||
Apartment Investment and Management Company, Class A | 24,457 | 178,536 | |||
Apple Hospitality REIT, Inc. | 34,695 | 487,812 | |||
Armada Hoffler Properties, Inc. | 10,948 | 113,640 | |||
Ashford Hospitality Trust, Inc. (A) | 6,046 | 41,173 | |||
AvalonBay Communities, Inc. | 15,721 | 2,895,651 | |||
BGP Holdings PLC (A)(D) | 1,525,695 | 0 | |||
Bluerock Residential Growth REIT, Inc. | 4,680 | 125,190 | |||
Boston Properties, Inc. | 16,576 | 1,242,703 | |||
Braemar Hotels & Resorts, Inc. | 12,090 | 51,987 | |||
Brandywine Realty Trust | 27,264 | 184,032 | |||
Brixmor Property Group, Inc. | 72,407 | 1,337,357 | |||
Broadstone Net Lease, Inc. | 27,229 | 422,866 | |||
BRT Apartments Corp. | 2,163 | 43,931 | |||
Camden Property Trust | 12,170 | 1,453,707 | |||
CapitaLand Integrated Commercial Trust | 865,330 | 1,151,048 | |||
CapLand Ascendas REIT | 547,878 | 1,021,980 | |||
CareTrust REIT, Inc. | 15,634 | 283,132 | |||
CBL & Associates Properties, Inc. | 4,473 | 114,554 | |||
Centerspace | 2,497 | 168,098 | |||
Chatham Lodging Trust (A) | 8,277 | 81,694 | |||
City Office REIT, Inc. | 7,110 | 70,887 | |||
Community Healthcare Trust, Inc. | 3,883 | 127,168 | |||
Corporate Office Properties Trust | 45,232 | 1,050,739 | |||
Cousins Properties, Inc. | 36,590 | 854,377 | |||
Covivio | 7,727 | 372,238 | |||
Crown Castle, Inc. | 49,002 | 7,083,239 | |||
CTO Realty Growth, Inc. | 3,172 | 59,443 | |||
Daiwa House REIT Investment Corp. | 360 | 751,854 | |||
Dexus | 175,477 | 872,920 |
256 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Equity real estate investment trusts (continued) | |||||
DiamondRock Hospitality Company | 34,298 | $ | 257,578 | ||
Digital Realty Trust, Inc. | 32,857 | 3,258,757 | |||
Diversified Healthcare Trust | 42,267 | 41,849 | |||
Douglas Emmett, Inc. | 42,473 | 761,541 | |||
Duke Realty Corp. | 43,703 | 2,106,485 | |||
Easterly Government Properties, Inc. | 14,343 | 226,189 | |||
EastGroup Properties, Inc. | 10,527 | 1,519,467 | |||
Empire State Realty Trust, Inc., Class A | 22,755 | 149,273 | |||
EPR Properties | 18,125 | 649,963 | |||
Equinix, Inc. | 10,301 | 5,859,621 | |||
Equity Commonwealth | 16,935 | 412,537 | |||
Equity Residential | 38,284 | 2,573,450 | |||
Essential Properties Realty Trust, Inc. | 21,114 | 410,667 | |||
Essex Property Trust, Inc. | 7,472 | 1,809,943 | |||
Extra Space Storage, Inc. | 15,335 | 2,648,508 | |||
Farmland Partners, Inc. | 7,445 | 94,328 | |||
Federal Realty Investment Trust | 8,251 | 743,580 | |||
First Industrial Realty Trust, Inc. | 31,911 | 1,429,932 | |||
Four Corners Property Trust, Inc. | 12,806 | 309,777 | |||
Franklin Street Properties Corp. | 18,224 | 47,929 | |||
Gecina SA | 7,496 | 587,084 | |||
Getty Realty Corp. | 6,694 | 180,002 | |||
Gladstone Commercial Corp. | 6,549 | 101,510 | |||
Gladstone Land Corp. | 5,326 | 96,401 | |||
Global Medical REIT, Inc. | 10,111 | 86,146 | |||
Global Net Lease, Inc. | 16,814 | 179,069 | |||
GLP J-REIT | 696 | 771,900 | |||
Goodman Group | 274,319 | 2,772,489 | |||
Healthcare Realty Trust, Inc. | 91,949 | 1,917,137 | |||
Healthpeak Properties, Inc. | 61,292 | 1,404,813 | |||
Hersha Hospitality Trust, Class A | 5,507 | 43,946 | |||
Highwoods Properties, Inc. | 25,415 | 685,188 | |||
Host Hotels & Resorts, Inc. | 79,164 | 1,257,124 | |||
Independence Realty Trust, Inc. | 89,349 | 1,494,809 | |||
Indus Realty Trust, Inc. | 966 | 50,589 | |||
Industrial Logistics Properties Trust | 11,223 | 61,727 | |||
Innovative Industrial Properties, Inc. | 4,519 | 399,932 | |||
InvenTrust Properties Corp. | 10,970 | 233,990 | |||
Invitation Homes, Inc. | 65,579 | 2,214,603 | |||
Iron Mountain, Inc. | 32,381 | 1,423,793 | |||
iStar, Inc. | 10,828 | 100,267 | |||
Japan Metropolitan Fund Investment Corp. | 1,140 | 855,927 | |||
Japan Real Estate Investment Corp. | 203 | 837,455 | |||
JBG SMITH Properties | 24,046 | 446,775 | |||
Kilroy Realty Corp. | 25,415 | 1,070,226 | |||
Kimco Realty Corp. | 68,301 | 1,257,421 | |||
Kite Realty Group Trust | 88,257 | 1,519,786 | |||
Klepierre SA (A) | 35,101 | 610,240 | |||
Lamar Advertising Company, Class A | 21,049 | 1,736,332 | |||
Land Securities Group PLC | 114,925 | 664,066 | |||
Life Storage, Inc. | 20,389 | 2,258,286 | |||
Link REIT | 344,306 | 2,403,430 | |||
LTC Properties, Inc. | 6,227 | 233,201 | |||
LXP Industrial Trust | 45,672 | 418,356 | |||
Mapletree Logistics Trust | 534,100 | 577,094 | |||
Mapletree Pan Asia Commercial Trust | 384,100 | 457,290 | |||
Medical Properties Trust, Inc. | 144,732 | 1,716,522 | |||
Mid-America Apartment Communities, Inc. | 13,231 | 2,051,731 | |||
Mirvac Group | 643,308 | 801,370 | |||
National Health Investors, Inc. | 7,085 | 400,515 | |||
National Retail Properties, Inc. | 42,794 | 1,705,769 | |||
National Storage Affiliates Trust | 20,620 | 857,380 | |||
Necessity Retail REIT, Inc. | 22,533 | 132,494 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Equity real estate investment trusts (continued) | |||||
NETSTREIT Corp. | 7,840 | $ | 139,630 | ||
NexPoint Residential Trust, Inc. | 3,685 | 170,284 | |||
Nippon Building Fund, Inc. | 250 | 1,100,119 | |||
Nippon Prologis REIT, Inc. | 349 | 765,153 | |||
Nomura Real Estate Master Fund, Inc. | 692 | 764,829 | |||
Office Properties Income Trust | 8,074 | 113,440 | |||
Omega Healthcare Investors, Inc. | 56,566 | 1,668,131 | |||
One Liberty Properties, Inc. | 2,924 | 61,462 | |||
Orion Office REIT, Inc. | 9,586 | 83,878 | |||
Outfront Media, Inc. | 23,827 | 361,932 | |||
Paramount Group, Inc. | 30,590 | 190,576 | |||
Park Hotels & Resorts, Inc. | 54,327 | 611,722 | |||
Pebblebrook Hotel Trust | 52,937 | 768,116 | |||
Phillips Edison & Company, Inc. | 18,225 | 511,211 | |||
Physicians Realty Trust | 90,698 | 1,364,098 | |||
Piedmont Office Realty Trust, Inc., Class A | 19,661 | 207,620 | |||
Plymouth Industrial REIT, Inc. | 6,323 | 106,290 | |||
Postal Realty Trust, Inc., Class A | 3,429 | 50,303 | |||
PotlatchDeltic Corp. | 32,422 | 1,330,599 | |||
Prologis, Inc. | 83,707 | 8,504,631 | |||
Public Storage | 17,902 | 5,241,885 | |||
Rayonier, Inc. | 35,379 | 1,060,309 | |||
Realty Income Corp. | 69,982 | 4,072,952 | |||
Regency Centers Corp. | 17,969 | 967,631 | |||
Retail Opportunity Investments Corp. | 19,715 | 271,278 | |||
Rexford Industrial Realty, Inc. | 41,334 | 2,149,368 | |||
RLJ Lodging Trust | 26,914 | 272,370 | |||
RPT Realty | 14,054 | 106,248 | |||
Ryman Hospitality Properties, Inc. | 8,736 | 642,882 | |||
Sabra Health Care REIT, Inc. | 93,302 | 1,224,122 | |||
Safehold, Inc. | 3,559 | 94,171 | |||
Saul Centers, Inc. | 1,975 | 74,063 | |||
SBA Communications Corp. | 12,208 | 3,475,007 | |||
Scentre Group | 846,805 | 1,383,577 | |||
Segro PLC | 197,120 | 1,644,741 | |||
Service Properties Trust | 27,618 | 143,337 | |||
Simon Property Group, Inc. | 37,073 | 3,327,302 | |||
SITE Centers Corp. | 31,571 | 338,125 | |||
SL Green Realty Corp. | 15,536 | 623,926 | |||
Spirit Realty Capital, Inc. | 32,943 | 1,191,219 | |||
STAG Industrial, Inc. | 29,096 | 827,199 | |||
Stockland | 389,464 | 815,077 | |||
STORE Capital Corp. | 64,205 | 2,011,543 | |||
Summit Hotel Properties, Inc. | 17,682 | 118,823 | |||
Sunstone Hotel Investors, Inc. | 34,857 | 328,353 | |||
Tanger Factory Outlet Centers, Inc. | 16,519 | 225,980 | |||
Terreno Realty Corp. | 11,963 | 633,919 | |||
The British Land Company PLC | 143,655 | 556,426 | |||
The GPT Group | 312,526 | 769,180 | |||
The Macerich Company | 87,059 | 691,248 | |||
UDR, Inc. | 34,541 | 1,440,705 | |||
UMH Properties, Inc. | 8,209 | 132,575 | |||
Unibail-Rodamco-Westfield (A) | 19,243 | 796,273 | |||
Uniti Group, Inc. | 38,777 | 269,500 | |||
Universal Health Realty Income Trust | 2,117 | 91,476 | |||
Urban Edge Properties | 18,531 | 247,204 | |||
Urstadt Biddle Properties, Inc., Class A | 5,214 | 80,869 | |||
Ventas, Inc. | 45,946 | 1,845,651 | |||
Veris Residential, Inc. (A) | 14,197 | 161,420 | |||
VICI Properties, Inc. | 109,105 | 3,256,784 | |||
Vicinity Centres | 631,295 | 703,882 | |||
Vornado Realty Trust | 18,541 | 429,410 | |||
Warehouses De Pauw CVA | 24,268 | 596,037 | |||
Washington Real Estate Investment Trust | 14,038 | 246,507 |
257 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Equity real estate investment trusts (continued) | |||||
Welltower, Inc. | 52,491 | $ | 3,376,221 | ||
Weyerhaeuser Company | 84,008 | 2,399,268 | |||
Whitestone REIT | 7,939 | 67,164 | |||
Xenia Hotels & Resorts, Inc. | 18,698 | 257,845 | |||
174,211,576 | |||||
Real estate management and development – 0.5% | |||||
Anywhere Real Estate, Inc. (A) | 18,927 | 153,498 | |||
Aroundtown SA | 162,997 | 356,915 | |||
Azrieli Group, Ltd. | 6,924 | 472,549 | |||
CapitaLand Investment, Ltd. | 424,484 | 1,021,251 | |||
CBRE Group, Inc., Class A (A) | 36,084 | 2,436,031 | |||
City Developments, Ltd. | 66,713 | 351,586 | |||
CK Asset Holdings, Ltd. | 327,062 | 1,963,479 | |||
Compass, Inc., Class A (A) | 43,207 | 100,240 | |||
Cushman & Wakefield PLC (A) | 25,923 | 296,818 | |||
Daito Trust Construction Company, Ltd. | 10,111 | 945,806 | |||
Daiwa House Industry Company, Ltd. | 97,866 | 1,989,871 | |||
DigitalBridge Group, Inc. | 24,154 | 302,167 | |||
Douglas Elliman, Inc. | 13,031 | 53,427 | |||
ESR Group, Ltd. (B) | 326,800 | 822,022 | |||
eXp World Holdings, Inc. | 11,278 | 126,426 | |||
Fastighets AB Balder, B Shares (A) | 102,943 | 410,916 | |||
Forestar Group, Inc. (A) | 3,403 | 38,080 | |||
FRP Holdings, Inc. (A) | 1,148 | 62,405 | |||
Hang Lung Properties, Ltd. | 330,313 | 542,419 | |||
Henderson Land Development Company, Ltd. | 236,709 | 662,835 | |||
Hongkong Land Holdings, Ltd. | 184,134 | 809,088 | |||
Hulic Company, Ltd. | 62,669 | 461,730 | |||
Jones Lang LaSalle, Inc. (A) | 11,578 | 1,749,088 | |||
Kennedy-Wilson Holdings, Inc. | 19,145 | 295,982 | |||
LEG Immobilien SE | 11,884 | 709,351 | |||
Lendlease Corp., Ltd. | 112,395 | 642,577 | |||
Marcus & Millichap, Inc. | 4,049 | 132,726 | |||
Mitsubishi Estate Company, Ltd. | 192,924 | 2,542,000 | |||
Mitsui Fudosan Company, Ltd. | 147,826 | 2,816,082 | |||
New World Development Company, Ltd. | 246,392 | 699,775 | |||
Newmark Group, Inc., Class A | 24,175 | 194,851 | |||
Nomura Real Estate Holdings, Inc. | 19,363 | 437,298 | |||
RE/MAX Holdings, Inc., Class A | 3,156 | 59,680 | |||
Redfin Corp. (A) | 17,371 | 101,447 | |||
Sagax AB, Class B | 31,053 | 511,227 | |||
Seritage Growth Properties, Class A (A) | 7,402 | 66,766 | |||
Sino Land Company, Ltd. | 565,722 | 744,110 | |||
Stratus Properties, Inc. | 1,160 | 27,028 | |||
Sumitomo Realty & Development Company, Ltd. | 50,483 | 1,148,086 | |||
Sun Hung Kai Properties, Ltd. | 236,314 | 2,608,026 | |||
Swire Pacific, Ltd., Class A | 81,018 | 605,572 | |||
Swire Properties, Ltd. | 190,887 | 410,650 | |||
Swiss Prime Site AG | 12,517 | 997,072 | |||
Tejon Ranch Company (A) | 3,868 | 55,699 | |||
The RMR Group, Inc., Class A | 2,698 | 63,916 | |||
The St. Joe Company | 5,569 | 178,375 | |||
UOL Group, Ltd. | 75,770 | 348,594 | |||
Vonovia SE | 116,858 | 2,522,002 | |||
Wharf Real Estate Investment Company, Ltd. | 272,346 | 1,234,650 | |||
36,282,189 | |||||
210,493,765 | |||||
Utilities – 3.1% | |||||
Electric utilities – 1.8% | |||||
Acciona SA | 4,027 | 707,769 | |||
ALLETE, Inc. | 22,975 | 1,149,899 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electric utilities (continued) | |||||
Alliant Energy Corp. | 27,981 | $ | 1,482,713 | ||
American Electric Power Company, Inc. | 58,006 | 5,014,619 | |||
Chubu Electric Power Company, Inc. | 105,129 | 945,486 | |||
CK Infrastructure Holdings, Ltd. | 102,843 | 524,532 | |||
CLP Holdings, Ltd. | 267,834 | 2,024,217 | |||
Constellation Energy Corp. | 37,067 | 3,083,604 | |||
Duke Energy Corp. | 87,083 | 8,100,461 | |||
Edison International | 43,614 | 2,467,680 | |||
EDP - Energias de Portugal SA | 452,898 | 1,965,583 | |||
Electricite de France SA | 91,451 | 1,060,598 | |||
Elia Group SA/NV | 5,388 | 634,012 | |||
Endesa SA | 51,820 | 778,313 | |||
Enel SpA | 1,326,945 | 5,442,098 | |||
Entergy Corp. | 22,804 | 2,294,767 | |||
Evergy, Inc. | 25,661 | 1,524,263 | |||
Eversource Energy | 39,578 | 3,085,501 | |||
Exelon Corp. | 112,608 | 4,218,296 | |||
FirstEnergy Corp. | 61,536 | 2,276,832 | |||
Fortum OYJ | 72,462 | 973,676 | |||
Hawaiian Electric Industries, Inc. | 26,450 | 916,757 | |||
HK Electric Investments, Ltd. | 432,500 | 303,121 | |||
Iberdrola SA | 971,510 | 9,058,537 | |||
IDACORP, Inc. | 12,216 | 1,209,506 | |||
Mercury NZ, Ltd. | 112,723 | 358,850 | |||
MGE Energy, Inc. | 5,937 | 389,645 | |||
NextEra Energy, Inc. | 222,876 | 17,475,707 | |||
NRG Energy, Inc. | 27,479 | 1,051,621 | |||
OGE Energy Corp. | 48,373 | 1,763,680 | |||
Origin Energy, Ltd. | 287,340 | 953,384 | |||
Orsted A/S (B) | 30,863 | 2,459,804 | |||
Otter Tail Corp. | 6,635 | 408,185 | |||
PG&E Corp. (A) | 191,898 | 2,398,725 | |||
Pinnacle West Capital Corp. | 13,156 | 848,694 | |||
PNM Resources, Inc. | 34,416 | 1,573,844 | |||
Portland General Electric Company | 35,934 | 1,561,692 | |||
Power Assets Holdings, Ltd. | 226,236 | 1,134,069 | |||
PPL Corp. | 82,833 | 2,099,817 | |||
Red Electrica Corp. SA | 66,207 | 1,015,986 | |||
SSE PLC | 174,189 | 2,941,354 | |||
Terna - Rete Elettrica Nazionale | 229,550 | 1,398,081 | |||
The Kansai Electric Power Company, Inc. | 114,824 | 960,658 | |||
The Southern Company | 120,120 | 8,168,160 | |||
Tokyo Electric Power Company Holdings, Inc. (A) | 249,028 | 796,050 | |||
Verbund AG | 11,109 | 948,457 | |||
Xcel Energy, Inc. | 62,171 | 3,978,944 | |||
115,928,247 | |||||
Gas utilities – 0.3% | |||||
APA Group | 192,498 | 1,184,429 | |||
Atmos Energy Corp. | 15,793 | 1,608,517 | |||
Brookfield Infrastructure Corp., Class A | 15,909 | 647,496 | |||
Chesapeake Utilities Corp. | 2,813 | 324,592 | |||
Enagas SA | 40,606 | 628,538 | |||
Hong Kong & China Gas Company, Ltd. | 1,827,022 | 1,609,333 | |||
National Fuel Gas Company | 22,103 | 1,360,440 | |||
Naturgy Energy Group SA (C) | 23,729 | 548,937 | |||
New Jersey Resources Corp. | 38,863 | 1,503,998 | |||
Northwest Natural Holding Company | 5,532 | 239,978 | |||
ONE Gas, Inc. | 21,788 | 1,533,657 | |||
Osaka Gas Company, Ltd. | 61,175 | 922,273 | |||
Snam SpA | 328,992 | 1,329,763 | |||
South Jersey Industries, Inc. | 19,893 | 664,824 | |||
Southwest Gas Holdings, Inc. | 25,398 | 1,771,511 | |||
Spire, Inc. | 20,908 | 1,303,196 |
258 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Gas utilities (continued) | |||||
Tokyo Gas Company, Ltd. | 64,796 | $ | 1,093,825 | ||
UGI Corp. | 50,591 | 1,635,607 | |||
19,910,914 | |||||
Independent power and renewable electricity producers – 0.1% | |||||
Altus Power, Inc. (A) | 7,284 | 80,197 | |||
Clearway Energy, Inc., Class A | 6,354 | 184,901 | |||
Clearway Energy, Inc., Class C | 12,704 | 404,622 | |||
EDP Renovaveis SA | 47,014 | 967,086 | |||
Meridian Energy, Ltd. | 210,264 | 564,202 | |||
Montauk Renewables, Inc. (A)(C) | 10,638 | 185,527 | |||
Ormat Technologies, Inc. | 18,094 | 1,559,703 | |||
RWE AG | 104,808 | 3,852,322 | |||
Sunnova Energy International, Inc. (A) | 16,177 | 357,188 | |||
The AES Corp. | 74,968 | 1,694,277 | |||
Uniper SE (C) | 14,934 | 56,364 | |||
9,906,389 | |||||
Multi-utilities – 0.8% | |||||
Ameren Corp. | 29,541 | 2,379,528 | |||
Avista Corp. | 11,712 | 433,930 | |||
Black Hills Corp. | 26,209 | 1,775,136 | |||
CenterPoint Energy, Inc. | 71,779 | 2,022,732 | |||
CMS Energy Corp. | 32,696 | 1,904,215 | |||
Consolidated Edison, Inc. | 40,025 | 3,432,544 | |||
Dominion Energy, Inc. | 94,444 | 6,527,025 | |||
DTE Energy Company | 22,246 | 2,559,402 | |||
E.ON SE | 366,289 | 2,814,115 | |||
Engie SA | 297,986 | 3,429,786 | |||
National Grid PLC | 594,938 | 6,124,352 | |||
NiSource, Inc. | 45,795 | 1,153,576 | |||
NorthWestern Corp. | 22,371 | 1,102,443 | |||
Public Service Enterprise Group, Inc. | 56,473 | 3,175,477 | |||
Sempra Energy | 35,541 | 5,329,018 | |||
Unitil Corp. | 2,672 | 124,114 | |||
Veolia Environnement SA | 108,582 | 2,075,239 | |||
WEC Energy Group, Inc. | 35,605 | 3,184,155 | |||
49,546,787 | |||||
Water utilities – 0.1% | |||||
American States Water Company | 5,981 | 466,219 | |||
American Water Works Company, Inc. | 20,858 | 2,714,877 | |||
Artesian Resources Corp., Class A | 1,738 | 83,633 | |||
California Water Service Group | 8,744 | 460,721 | |||
Essential Utilities, Inc. | 57,622 | 2,384,398 | |||
Middlesex Water Company | 2,847 | 219,788 | |||
Pure Cycle Corp. (A) | 3,974 | 33,183 | |||
Severn Trent PLC | 40,836 | 1,067,518 | |||
SJW Group | 4,447 | 256,147 | |||
The York Water Company | 2,628 | 100,994 | |||
United Utilities Group PLC | 111,249 | 1,098,490 | |||
8,885,968 | |||||
204,178,305 | |||||
TOTAL COMMON STOCKS (Cost $4,126,344,627) | $ | 6,202,027,724 | |||
PREFERRED SECURITIES – 0.1% | |||||
Consumer discretionary – 0.1% | |||||
Automobiles – 0.1% | |||||
Bayerische Motoren Werke AG | 9,692 | 629,381 | |||
Porsche Automobil Holding SE | 24,982 | 1,407,563 | |||
Volkswagen AG | 30,278 | 3,699,729 | |||
5,736,673 | |||||
Consumer staples – 0.0% | |||||
Household products – 0.0% | |||||
Henkel AG & Company KGaA | 29,067 | 1,726,203 |
Shares or Principal Amount | Value | ||||
PREFERRED SECURITIES (continued) | |||||
Health care – 0.0% | |||||
Life sciences tools and services – 0.0% | |||||
Sartorius AG | 3,970 | $ | 1,373,240 | ||
TOTAL PREFERRED SECURITIES (Cost $9,632,055) | $ | 8,836,116 | |||
RIGHTS – 0.0% | |||||
Securitas AB (Expiration Date: 10-12-22; Strike Price: SEK 46.00) (A) | 204,344 | 85,253 | |||
TOTAL RIGHTS (Cost $87,836) | $ | 85,253 | |||
WARRANTS – 0.0% | |||||
Chord Energy Corp. (Expiration Date: 9-1-24; Strike Price: $116.37) (A) | 917 | 19,716 | |||
Chord Energy Corp. (Expiration Date: 9-1-25; Strike Price: $133.70) (A) | 458 | 9,568 | |||
Cie Financiere Richemont SA (Expiration Date: 11-22-23; Strike Price: CHF 67.00) (A) | 200,486 | 89,403 | |||
Nabors Industries, Ltd. (Expiration Date: 6-11-26; Strike Price: $166.67) (A) | 480 | 8,712 | |||
TOTAL WARRANTS (Cost $15,655) | $ | 127,399 | |||
SHORT-TERM INVESTMENTS – 4.3% | |||||
U.S. Government Agency – 0.6% | |||||
Federal Home Loan Bank Discount Note 2.315%, 10/06/2022 * | $ | 37,000,000 | 36,990,797 | ||
Short-term funds – 3.7% | |||||
John Hancock Collateral Trust, 3.0556% (E)(F) | 24,047,009 | 240,277,706 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $277,277,481) | $ | 277,268,503 | |||
Total Investments (Strategic Equity Allocation Trust) (Cost $4,413,357,654) – 99.6% | $ | 6,488,344,995 | |||
Other assets and liabilities, net – 0.4% | 28,318,314 | ||||
TOTAL NET ASSETS – 100.0% | $ | 6,516,663,309 |
Currency Abbreviations | |
CHF | Swiss Franc |
SEK | Swedish Krona |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
CVR | Contingent Value Right |
(A) | Non-income producing security. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(C) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $17,699,544. |
(D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(E) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $18,644,908. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
259 |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
MSCI EAFE Index Futures | 1,601 | Long | Dec 2022 | $143,448,655 | $132,931,030 | $(10,517,625) |
Russell 2000 E-Mini Index Futures | 287 | Long | Dec 2022 | 26,014,300 | 23,961,630 | (2,052,670) |
S&P 500 E-Mini Index Futures | 704 | Long | Dec 2022 | 141,571,187 | 126,772,800 | (14,798,387) |
S&P Mid 400 E-Mini Index Futures | 75 | Long | Dec 2022 | 17,731,133 | 16,561,500 | (1,169,633) |
$(28,538,315) |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 10.0% | |||||
U.S. Government – 9.5% | |||||
U.S. Treasury Bonds | |||||
2.000%, 02/15/2050 | $ | 1,800,000 | $ | 1,236,586 | |
2.375%, 02/15/2042 | 4,210,000 | 3,225,913 | |||
2.750%, 11/15/2042 | 995,000 | 806,067 | |||
3.000%, 02/15/2049 | 5,975,000 | 5,097,422 | |||
U.S. Treasury Notes | |||||
0.375%, 11/30/2025 | 900,000 | 797,941 | |||
0.500%, 02/28/2026 | 1,150,000 | 1,014,740 | |||
1.500%, 01/31/2027 | 4,680,000 | 4,195,181 | |||
1.875%, 02/15/2032 | 2,374,000 | 2,011,594 | |||
2.000%, 11/15/2026 | 1,390,000 | 1,276,411 | |||
2.250%, 03/31/2024 | 3,180,000 | 3,084,600 | |||
2.375%, 03/31/2029 | 2,195,000 | 1,987,504 | |||
2.625%, 05/31/2027 | 1,015,000 | 952,831 | |||
2.875%, 05/15/2032 | 10,035,000 | 9,277,671 | |||
34,964,461 | |||||
U.S. Government Agency – 0.5% | |||||
Federal National Mortgage Association | |||||
4.000%, TBA (A) | 380,000 | 352,212 | |||
4.500%, TBA (A) | 1,570,000 | 1,493,707 | |||
1,845,919 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $40,209,210) | $ | 36,810,380 | |||
FOREIGN GOVERNMENT OBLIGATIONS – 21.5% | |||||
Australia – 1.1% | |||||
Commonwealth of Australia | |||||
0.250%, 11/21/2024 | AUD | 2,210,000 | 1,320,625 | ||
0.500%, 09/21/2026 | 775,000 | 438,133 | |||
New South Wales Treasury Corp. | |||||
1.250%, 03/20/2025 | 1,370,000 | 823,081 | |||
3.000%, 05/20/2027 | 1,260,000 | 767,345 | |||
Queensland Treasury Corp. 2.750%, 08/20/2027 (B) | 910,000 | 547,240 | |||
3,896,424 | |||||
Austria – 0.2% | |||||
Republic of Austria 0.500%, 02/20/2029 (B) | EUR | 755,000 | 648,097 | ||
Brazil – 0.6% | |||||
Federative Republic of Brazil 10.000%, 01/01/2023 to 01/01/2025 | BRL | 11,960,000 | 2,210,969 | ||
Canada – 2.8% | |||||
Canada Housing Trust No. 1 | |||||
1.250%, 06/15/2026 (B) | CAD | 1,425,000 | 944,202 | ||
1.950%, 12/15/2025 (B) | 1,675,000 | 1,145,926 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Canada (continued) | |||||
CPPIB Capital, Inc. 2.250%, 12/01/2031 (B) | CAD | 635,000 | $ | 399,682 | |
Government of Canada | |||||
1.500%, 09/01/2024 | 885,000 | 614,275 | |||
2.250%, 12/01/2029 | 1,350,000 | 919,194 | |||
Province of Ontario | |||||
1.350%, 12/02/2030 | 5,160,000 | 3,074,073 | |||
2.900%, 06/02/2028 | 1,815,000 | 1,255,318 | |||
3.450%, 06/02/2045 | 1,060,000 | 682,050 | |||
Province of Quebec | |||||
0.200%, 04/07/2025 | EUR | 285,000 | 261,835 | ||
1.500%, 12/15/2023 | GBP | 497,000 | 534,017 | ||
3.000%, 09/01/2023 | CAD | 650,000 | 465,971 | ||
10,296,543 | |||||
China – 1.2% | |||||
People's Republic of China | |||||
1.990%, 04/09/2025 | CNY | 12,420,000 | 1,737,777 | ||
2.690%, 08/12/2026 | 4,220,000 | 600,088 | |||
2.880%, 11/05/2023 | 14,670,000 | 2,089,845 | |||
4,427,710 | |||||
Colombia – 0.9% | |||||
Republic of Colombia | |||||
3.250%, 04/22/2032 | $ | 955,000 | 645,451 | ||
4.500%, 03/15/2029 | 235,000 | 192,733 | |||
5.625%, 02/26/2044 | 235,000 | 155,393 | |||
6.250%, 11/26/2025 | COP | 3,780,000,000 | 697,740 | ||
7.500%, 08/26/2026 | 3,905,000,000 | 723,878 | |||
10.000%, 07/24/2024 | 4,909,200,000 | 1,035,885 | |||
3,451,080 | |||||
Greece – 0.6% | |||||
Republic of Greece | |||||
1.500%, 06/18/2030 (B) | EUR | 1,020,000 | 795,821 | ||
2.000%, 04/22/2027 (B) | 779,000 | 699,005 | |||
4.200%, 01/30/2042 | 685,000 | 626,047 | |||
2,120,873 | |||||
India – 0.4% | |||||
Export-Import Bank of India 3.875%, 02/01/2028 (B) | $ | 630,000 | 572,788 | ||
Republic of India | |||||
6.100%, 07/12/2031 | INR | 33,840,000 | 376,138 | ||
6.450%, 10/07/2029 | 33,000,000 | 385,745 | |||
7.270%, 04/08/2026 | 15,300,000 | 187,985 | |||
1,522,656 | |||||
Indonesia – 3.0% | |||||
Perusahaan Penerbit SBSN Indonesia III 4.150%, 03/29/2027 (B) | $ | 940,000 | 899,213 |
260 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Indonesia (continued) | |||||
Republic of Indonesia | |||||
1.100%, 03/12/2033 | EUR | 261,000 | $ | 173,808 | |
2.150%, 07/18/2024 (B) | 740,000 | 701,333 | |||
2.625%, 06/14/2023 (B) | 850,000 | 826,596 | |||
3.050%, 03/12/2051 | $ | 545,000 | 361,314 | ||
3.850%, 10/15/2030 | 405,000 | 362,417 | |||
6.375%, 04/15/2032 | IDR | 30,847,000,000 | 1,882,341 | ||
6.500%, 06/15/2025 | 27,798,000,000 | 1,807,756 | |||
6.625%, 05/15/2033 | 6,431,000,000 | 395,353 | |||
7.500%, 06/15/2035 to 05/15/2038 | 10,834,000,000 | 712,329 | |||
8.125%, 05/15/2024 | 3,514,000,000 | 237,097 | |||
8.375%, 09/15/2026 | 12,897,000,000 | 888,048 | |||
8.750%, 05/15/2031 | 17,423,000,000 | 1,232,134 | |||
9.000%, 03/15/2029 | 6,709,000,000 | 477,913 | |||
10,957,652 | |||||
Ireland – 0.1% | |||||
Republic of Ireland 1.100%, 05/15/2029 | EUR | 315,000 | 283,541 | ||
Italy – 0.5% | |||||
Republic of Italy | |||||
1.250%, 02/17/2026 | $ | 742,000 | 634,655 | ||
1.850%, 07/01/2025 (B) | EUR | 1,325,000 | 1,247,471 | ||
1,882,126 | |||||
Japan – 1.0% | |||||
Government of Japan | |||||
0.005%, 03/20/2027 | JPY | 107,000,000 | 738,159 | ||
0.100%, 06/20/2025 | 447,900,000 | 3,106,646 | |||
3,844,805 | |||||
Malaysia – 1.1% | |||||
Government of Malaysia | |||||
3.733%, 06/15/2028 | MYR | 1,930,000 | 403,298 | ||
3.828%, 07/05/2034 | 1,965,000 | 390,302 | |||
3.844%, 04/15/2033 | 4,313,000 | 871,206 | |||
3.882%, 03/14/2025 | 2,835,000 | 612,763 | |||
3.899%, 11/16/2027 | 3,370,000 | 719,821 | |||
3.900%, 11/30/2026 | 1,805,000 | 387,081 | |||
4.059%, 09/30/2024 | 3,895,000 | 847,317 | |||
4,231,788 | |||||
Mexico – 1.5% | |||||
Government of Mexico | |||||
5.000%, 03/06/2025 | MXN | 22,890,000 | 1,009,288 | ||
5.750%, 03/05/2026 | 24,110,000 | 1,050,511 | |||
7.500%, 06/03/2027 | 44,140,000 | 2,006,645 | |||
7.750%, 05/29/2031 | 32,570,000 | 1,435,250 | |||
5,501,694 | |||||
New Zealand – 1.3% | |||||
Government of New Zealand | |||||
0.500%, 05/15/2024 to 05/15/2026 | NZD | 6,945,000 | 3,560,491 | ||
1.500%, 04/15/2026 | 680,000 | 338,246 | |||
4.500%, 04/15/2027 | 1,945,000 | 1,078,975 | |||
4,977,712 | |||||
Norway – 1.3% | |||||
Kingdom of Norway | |||||
1.500%, 02/19/2026 (B) | NOK | 7,640,000 | 663,486 | ||
1.750%, 03/13/2025 to 02/17/2027 (B) | 19,650,000 | 1,723,373 | |||
2.000%, 05/24/2023 (B) | 5,505,000 | 502,693 | |||
2.125%, 05/18/2032 (B) | 10,990,000 | 912,730 | |||
Kommunalbanken AS | |||||
4.250%, 07/16/2025 | AUD | 1,070,000 | 681,925 | ||
5.250%, 07/15/2024 | 764,000 | 497,004 | |||
4,981,211 |
Shares or Principal Amount | Value | ||||
FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
Philippines – 0.5% | |||||
Republic of the Philippines | |||||
0.875%, 05/17/2027 | EUR | 1,465,000 | $ | 1,237,391 | |
6.250%, 01/14/2036 | PHP | 43,000,000 | 670,708 | ||
1,908,099 | |||||
Portugal – 0.5% | |||||
Republic of Portugal | |||||
0.475%, 10/18/2030 (B) | EUR | 1,905,000 | 1,535,649 | ||
0.700%, 10/15/2027 (B) | 435,000 | 387,938 | |||
1,923,587 | |||||
Qatar – 0.2% | |||||
State of Qatar 4.817%, 03/14/2049 (B) | $ | 710,000 | 656,750 | ||
Singapore – 0.3% | |||||
Republic of Singapore | |||||
1.250%, 11/01/2026 | SGD | 905,000 | 574,359 | ||
2.375%, 06/01/2025 | 650,000 | 439,882 | |||
1,014,241 | |||||
South Korea – 0.9% | |||||
Republic of Korea | |||||
2.125%, 06/10/2027 | KRW | 1,303,700,000 | 827,230 | ||
2.375%, 03/10/2027 | 3,972,830,000 | 2,559,133 | |||
3,386,363 | |||||
Spain – 0.4% | |||||
Kingdom of Spain | |||||
0.250%, 07/30/2024 (B) | EUR | 875,000 | 828,341 | ||
0.800%, 07/30/2027 (B) | 865,000 | 775,929 | |||
1,604,270 | |||||
Sweden – 0.3% | |||||
Kingdom of Sweden 0.125%, 04/24/2023 (B) | 955,000 | 927,216 | |||
United Arab Emirates – 0.4% | |||||
Government of Abu Dhabi | |||||
1.700%, 03/02/2031 (B) | $ | 465,000 | 368,619 | ||
3.125%, 04/16/2030 (B) | 730,000 | 659,738 | |||
3.875%, 04/16/2050 (B) | 475,000 | 387,125 | |||
1,415,482 | |||||
United Kingdom – 0.4% | |||||
Government of United Kingdom | |||||
0.125%, 01/31/2024 | GBP | 1,070,000 | 1,130,849 | ||
0.250%, 01/31/2025 | 335,000 | 337,234 | |||
1,468,083 | |||||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $98,018,832) | $ | 79,538,972 | |||
CORPORATE BONDS – 45.9% | |||||
Communication services – 5.4% | |||||
AT&T, Inc. 0.900%, 03/25/2024 | $ | 315,000 | 297,921 | ||
CCO Holdings LLC | |||||
4.250%, 02/01/2031 (B) | 165,000 | 126,562 | |||
4.500%, 08/15/2030 to 06/01/2033 (B) | 1,245,000 | 958,040 | |||
4.750%, 03/01/2030 (B) | 1,030,000 | 835,588 | |||
5.125%, 05/01/2027 (B) | 1,245,000 | 1,123,613 | |||
Cellnex Telecom SA 1.875%, 06/26/2029 | EUR | 500,000 | 369,485 | ||
Charter Communications Operating LLC | |||||
2.800%, 04/01/2031 | $ | 230,000 | 173,868 | ||
5.125%, 07/01/2049 | 1,395,000 | 1,022,587 | |||
5.750%, 04/01/2048 | 790,000 | 637,617 | |||
CT Trust 5.125%, 02/03/2032 (B) | 360,000 | 270,900 |
261 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Communication services (continued) | |||||
Globo Comunicacao e Participacoes SA 5.500%, 01/14/2032 (B) | $ | 550,000 | $ | 412,364 | |
IHS Holding, Ltd. 6.250%, 11/29/2028 (B) | 370,000 | 282,199 | |||
Kenbourne Invest SA 4.700%, 01/22/2028 (B) | 450,000 | 342,076 | |||
LCPR Senior Secured Financing DAC 5.125%, 07/15/2029 (B) | 785,000 | 591,158 | |||
Match Group Holdings II LLC 4.125%, 08/01/2030 (B) | 705,000 | 578,981 | |||
Millicom International Cellular SA 4.500%, 04/27/2031 (B) | 530,000 | 377,858 | |||
Netflix, Inc. 5.375%, 11/15/2029 (B) | 405,000 | 380,700 | |||
News Corp. 3.875%, 05/15/2029 (B) | 1,685,000 | 1,430,329 | |||
Sirius XM Radio, Inc. 4.125%, 07/01/2030 (B) | 1,160,000 | 942,894 | |||
T-Mobile USA, Inc. | |||||
2.625%, 04/15/2026 to 02/15/2029 | 670,000 | 572,115 | |||
2.875%, 02/15/2031 | 400,000 | 322,336 | |||
3.375%, 04/15/2029 | 470,000 | 406,071 | |||
3.500%, 04/15/2031 | 785,000 | 659,643 | |||
4.750%, 02/01/2028 | 165,000 | 155,762 | |||
Total Play Telecomunicaciones SA de CV 7.500%, 11/12/2025 (B) | 895,000 | 760,750 | |||
Verizon Communications, Inc. 0.750%, 03/22/2024 | 236,000 | 223,067 | |||
Virgin Media Finance PLC 5.000%, 07/15/2030 (B) | 720,000 | 529,484 | |||
Virgin Media Secured Finance PLC | |||||
4.500%, 08/15/2030 (B) | 670,000 | 522,902 | |||
5.500%, 05/15/2029 (B) | 1,161,000 | 994,000 | |||
Vmed O2 UK Financing I PLC | |||||
3.250%, 01/31/2031 (B) | EUR | 735,000 | 541,512 | ||
4.250%, 01/31/2031 (B) | $ | 1,225,000 | 928,170 | ||
VTR Comunicaciones SpA | |||||
4.375%, 04/15/2029 (B) | 315,000 | 195,300 | |||
5.125%, 01/15/2028 (B) | 415,000 | 280,125 | |||
VTR Finance NV 6.375%, 07/15/2028 (B) | 510,000 | 281,775 | |||
WMG Acquisition Corp. 3.000%, 02/15/2031 (B) | 1,910,000 | 1,449,994 | |||
19,977,746 | |||||
Consumer discretionary – 5.2% | |||||
BMW Finance NV 1.000%, 11/14/2024 | EUR | 410,000 | 386,277 | ||
Carnival Corp. 5.750%, 03/01/2027 (B) | $ | 1,165,000 | 816,141 | ||
Ford Motor Company 3.250%, 02/12/2032 | 580,000 | 417,791 | |||
Ford Motor Credit Company LLC | |||||
2.748%, 06/14/2024 | GBP | 316,000 | 317,129 | ||
2.900%, 02/16/2028 | $ | 360,000 | 282,949 | ||
3.625%, 06/17/2031 | 1,220,000 | 906,399 | |||
4.000%, 11/13/2030 | 255,000 | 198,900 | |||
4.125%, 08/17/2027 | 205,000 | 176,403 | |||
4.542%, 08/01/2026 | 445,000 | 396,226 | |||
4.950%, 05/28/2027 | 1,115,000 | 995,450 | |||
General Motors Financial Company, Inc. | |||||
1.200%, 10/15/2024 | 1,090,000 | 1,000,532 | |||
3.500%, 11/07/2024 | 425,000 | 407,126 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
Hilton Domestic Operating Company, Inc. | |||||
3.625%, 02/15/2032 (B) | $ | 485,000 | $ | 371,461 | |
4.875%, 01/15/2030 | 710,000 | 617,700 | |||
Hyatt Hotels Corp. 6.000%, 04/23/2030 | 744,000 | 721,192 | |||
MercadoLibre, Inc. | |||||
2.375%, 01/14/2026 | 565,000 | 484,149 | |||
3.125%, 01/14/2031 | 450,000 | 326,250 | |||
MGM Resorts International 4.750%, 10/15/2028 | 105,000 | 87,869 | |||
New Red Finance, Inc. | |||||
3.500%, 02/15/2029 (B) | 1,193,000 | 981,243 | |||
3.875%, 01/15/2028 (B) | 970,000 | 844,104 | |||
4.000%, 10/15/2030 (B) | 2,124,000 | 1,672,820 | |||
Premier Entertainment Sub LLC 5.875%, 09/01/2031 (B) | 70,000 | 47,250 | |||
Royal Caribbean Cruises, Ltd. | |||||
4.250%, 07/01/2026 (B) | 690,000 | 507,209 | |||
5.500%, 04/01/2028 (B) | 1,235,000 | 865,290 | |||
11.625%, 08/15/2027 (B) | 264,000 | 240,245 | |||
Travel + Leisure Company | |||||
4.500%, 12/01/2029 (B) | 895,000 | 693,979 | |||
6.625%, 07/31/2026 (B) | 372,000 | 348,468 | |||
Wyndham Hotels & Resorts, Inc. 4.375%, 08/15/2028 (B) | 660,000 | 580,157 | |||
Yum! Brands, Inc. | |||||
3.625%, 03/15/2031 | 1,795,000 | 1,434,564 | |||
4.625%, 01/31/2032 | 875,000 | 733,408 | |||
4.750%, 01/15/2030 (B) | 1,773,000 | 1,549,442 | |||
19,408,123 | |||||
Consumer staples – 3.3% | |||||
Becle SAB de CV 2.500%, 10/14/2031 (B) | 795,000 | 615,330 | |||
Darling Ingredients, Inc. 6.000%, 06/15/2030 (B) | 1,295,000 | 1,232,439 | |||
JBS USA LUX SA | |||||
3.625%, 01/15/2032 (B) | 1,070,000 | 835,938 | |||
5.750%, 04/01/2033 (B) | 735,000 | 663,808 | |||
Kraft Heinz Foods Company | |||||
3.000%, 06/01/2026 | 662,000 | 610,397 | |||
3.875%, 05/15/2027 | 370,000 | 345,794 | |||
4.250%, 03/01/2031 | 1,525,000 | 1,372,556 | |||
4.375%, 06/01/2046 | 280,000 | 217,671 | |||
4.625%, 10/01/2039 | 1,090,000 | 902,220 | |||
6.875%, 01/26/2039 | 1,220,000 | 1,256,790 | |||
7.125%, 08/01/2039 (B) | 165,000 | 172,880 | |||
MARB BondCo PLC 3.950%, 01/29/2031 (B) | 1,205,000 | 872,119 | |||
Natura & Company Luxembourg Holdings Sarl 6.000%, 04/19/2029 (B) | 390,000 | 321,095 | |||
Natura Cosmeticos SA 4.125%, 05/03/2028 (B) | 830,000 | 655,700 | |||
NBM US Holdings, Inc. 7.000%, 05/14/2026 (B) | 205,000 | 197,829 | |||
Post Holdings, Inc. | |||||
4.500%, 09/15/2031 (B) | 725,000 | 583,625 | |||
5.500%, 12/15/2029 (B) | 285,000 | 246,383 | |||
5.625%, 01/15/2028 (B) | 1,255,000 | 1,145,464 | |||
12,248,038 | |||||
Energy – 5.9% | |||||
Aker BP ASA 3.750%, 01/15/2030 (B) | 750,000 | 637,536 |
262 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
Cenovus Energy, Inc. | |||||
3.500%, 02/07/2028 | CAD | 510,000 | $ | 343,249 | |
5.250%, 06/15/2037 | $ | 194,000 | 169,971 | ||
5.400%, 06/15/2047 | 777,000 | 665,156 | |||
6.750%, 11/15/2039 | 1,806,000 | 1,793,319 | |||
Cheniere Energy Partners LP | |||||
4.000%, 03/01/2031 | 1,252,000 | 1,049,777 | |||
4.500%, 10/01/2029 | 390,000 | 343,352 | |||
Continental Resources, Inc. | |||||
2.875%, 04/01/2032 (B) | 1,206,000 | 883,148 | |||
5.750%, 01/15/2031 (B) | 1,490,000 | 1,346,749 | |||
Ecopetrol SA | |||||
4.625%, 11/02/2031 | 435,000 | 304,500 | |||
5.375%, 06/26/2026 | 230,000 | 207,920 | |||
5.875%, 05/28/2045 | 235,000 | 142,271 | |||
6.875%, 04/29/2030 | 470,000 | 394,759 | |||
Enbridge, Inc. 3.125%, 11/15/2029 | 990,000 | 846,585 | |||
EQT Corp. | |||||
3.125%, 05/15/2026 (B) | 190,000 | 173,035 | |||
3.625%, 05/15/2031 (B) | 2,235,000 | 1,863,243 | |||
3.900%, 10/01/2027 | 325,000 | 295,749 | |||
Kinder Morgan, Inc. 5.300%, 12/01/2034 | 230,000 | 207,758 | |||
MC Brazil Downstream Trading SARL 7.250%, 06/30/2031 (B) | 955,000 | 718,638 | |||
Medco Oak Tree Pte, Ltd. 7.375%, 05/14/2026 (B) | 1,180,000 | 1,026,600 | |||
Occidental Petroleum Corp. | |||||
3.200%, 08/15/2026 | 154,000 | 142,789 | |||
3.400%, 04/15/2026 | 238,000 | 225,505 | |||
6.125%, 01/01/2031 | 775,000 | 763,375 | |||
6.625%, 09/01/2030 | 1,160,000 | 1,177,400 | |||
7.500%, 05/01/2031 | 335,000 | 350,075 | |||
Ovintiv, Inc. 6.500%, 08/15/2034 to 02/01/2038 | 1,375,000 | 1,337,775 | |||
Pertamina Persero PT | |||||
3.100%, 01/21/2030 (B) | 255,000 | 209,940 | |||
3.650%, 07/30/2029 (B) | 295,000 | 255,246 | |||
Petrorio Luxembourg Trading Sarl 6.125%, 06/09/2026 (B) | 505,000 | 455,131 | |||
Qatar Energy | |||||
2.250%, 07/12/2031 (B) | 935,000 | 749,380 | |||
3.300%, 07/12/2051 (B) | 295,000 | 209,403 | |||
Southwestern Energy Company 5.700%, 01/23/2025 | 17,000 | 16,645 | |||
The Williams Companies, Inc. 3.500%, 11/15/2030 | 80,000 | 67,919 | |||
TransCanada PipeLines, Ltd. | |||||
1.000%, 10/12/2024 | 631,000 | 581,466 | |||
4.100%, 04/15/2030 | 1,060,000 | 948,277 | |||
Transcontinental Gas Pipe Line Company LLC 3.250%, 05/15/2030 | 80,000 | 67,633 | |||
Western Midstream Operating LP 4.300%, 02/01/2030 | 975,000 | 833,879 | |||
21,805,153 | |||||
Financials – 8.5% | |||||
American International Group, Inc. 8.175%, (8.175% to 5-15-38, then 3 month LIBOR + 4.195%), 05/15/2058 | 1,700,000 | 1,915,999 | |||
Asian Development Bank 3.000%, 10/14/2026 | AUD | 565,000 | 342,341 | ||
Banco Actinver SA | |||||
4.800%, 12/18/2032 (B) | $ | 215,000 | 122,550 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Banco Actinver SA (continued) | |||||
9.500%, 12/18/2032 (B) | MXN | 12,100,000 | $ | 342,461 | |
Bank of America Corp. 0.981%, (0.981% to 9-25-24, then SOFR + 0.910%), 09/25/2025 | $ | 620,000 | 564,097 | ||
Barclays PLC 4.375%, (4.375% to 3-15-28, then 5 Year CMT + 3.410%), 03/15/2028 (C) | 90,000 | 55,467 | |||
Berkshire Hathaway Finance Corp. 2.375%, 06/19/2039 | GBP | 610,000 | 445,837 | ||
Berkshire Hathaway, Inc., Zero Coupon 0.000%, 03/12/2025 | EUR | 975,000 | 885,456 | ||
BNG Bank NV 0.250%, 06/07/2024 | 395,000 | 372,595 | |||
BNP Paribas SA 2.219%, (2.219% to 6-9-25, then SOFR + 2.074%), 06/09/2026 (B) | $ | 990,000 | 890,152 | ||
Capital One Financial Corp. 0.800%, 06/12/2024 | EUR | 155,000 | 143,781 | ||
Chubb INA Holdings, Inc. 0.300%, 12/15/2024 | 875,000 | 802,522 | |||
Citigroup, Inc. 1.566%, (3 month EURIBOR + 0.500%), 03/21/2023 (D) | 535,000 | 524,767 | |||
DB Insurance Company, Ltd. | |||||
3.512%, 05/25/2024 | KRW | 1,000,000,000 | 680,745 | ||
3.865%, 05/25/2027 | 1,000,000,000 | 656,064 | |||
European Investment Bank 2.538%, (SONIA + 0.350%), 06/29/2023 (D) | GBP | 550,000 | 615,140 | ||
ING Groep NV 5.750%, (5.750% to 11-16-26, then 5 Year CMT + 4.342%), 11/16/2026 (C) | $ | 825,000 | 709,250 | ||
Inter-American Development Bank | |||||
2.700%, 01/29/2026 | AUD | 582,000 | 352,347 | ||
2.750%, 10/30/2025 | 500,000 | 305,437 | |||
International Bank for Reconstruction & Development | |||||
1.800%, 01/19/2027 | CAD | 625,000 | 417,097 | ||
1.900%, 01/16/2025 | 1,390,000 | 960,618 | |||
2.875%, 11/30/2026 | NZD | 715,000 | 371,021 | ||
International Finance Corp. | |||||
0.375%, 09/10/2025 | 1,240,000 | 610,188 | |||
2.550%, 09/18/2023 | CNY | 3,110,000 | 432,374 | ||
3.600%, 02/24/2026 | AUD | 1,395,000 | 871,731 | ||
Intesa Sanpaolo SpA 4.198%, (4.198% to 6-1-31, then 1 Year CMT + 2.600%), 06/01/2032 (B) | $ | 740,000 | 498,907 | ||
JPMorgan Chase & Co. | |||||
0.563%, (0.563% to 2-16-24, then SOFR + 0.420%), 02/16/2025 | 1,020,000 | 953,690 | |||
0.653%, (0.653% to 9-16-23, then 3 month CME Term SOFR + 0.600%) , 09/16/2024 | 950,000 | 906,023 | |||
MSCI, Inc. | |||||
3.250%, 08/15/2033 (B) | 390,000 | 301,170 | |||
3.625%, 09/01/2030 to 11/01/2031 (B) | 2,374,000 | 1,936,037 | |||
3.875%, 02/15/2031 (B) | 765,000 | 644,102 | |||
NatWest Group PLC 4.600%, (4.600% to 6-28-31, then 5 Year CMT + 3.100%), 06/28/2031 (C) | 208,000 | 130,000 | |||
Nordea Eiendomskreditt AS | |||||
3.100%, (3 month NIBOR + 0.340%), 06/19/2024 (D) | NOK | 12,000,000 | 1,102,587 |
263 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Nordea Eiendomskreditt AS (continued) | |||||
3.120%, (3 month NIBOR + 0.300%), 06/21/2023 (D) | NOK | 7,000,000 | $ | 643,754 | |
Nordic Investment Bank 1.875%, 04/10/2024 | 3,920,000 | 351,629 | |||
Popular, Inc. 6.125%, 09/14/2023 | $ | 1,625,000 | 1,613,706 | ||
QNB Finance, Ltd. 3.500%, 03/28/2024 | 330,000 | 320,211 | |||
Royal Bank of Canada 4.200%, (4.200% to 2-24-27, then 5 Year Canada Government Bond Yield + 2.710%), 02/24/2027 (C) | CAD | 615,000 | 363,537 | ||
Shinhan Financial Group Company, Ltd. 2.875%, (2.875% to 5-12-26, then 5 Year CMT + 2.064%), 05/12/2026 (B)(C) | $ | 880,000 | 750,640 | ||
Starwood Property Trust, Inc. 4.375%, 01/15/2027 (B) | 335,000 | 285,582 | |||
Swiss Insured Brazil Power Finance Sarl 9.850%, 07/16/2032 (B) | BRL | 8,166,610 | 1,354,958 | ||
The Goldman Sachs Group, Inc. | |||||
1.375%, 05/15/2024 | EUR | 983,000 | 936,988 | ||
2.000%, 11/01/2028 | 328,000 | 281,530 | |||
3.375%, 03/27/2025 | 67,000 | 65,300 | |||
U.S. Bancorp | |||||
0.850%, 06/07/2024 | 2,560,000 | 2,407,409 | |||
3.700%, (3.700% to 1-15-27, then 5 Year CMT + 2.541%), 01/15/2027 (C) | $ | 1,014,000 | 765,418 | ||
UBS Group AG | |||||
3.875%, (3.875% to 6-2-26, then 5 Year CMT + 3.098%), 06/02/2026 (B)(C) | 471,000 | 355,534 | |||
4.375%, (4.375% to 2-10-31, then 5 Year CMT + 3.313%), 02/10/2031 (B)(C) | 213,000 | 139,941 | |||
31,498,690 | |||||
Health care – 4.2% | |||||
Allergan Funding SCS | |||||
1.250%, 06/01/2024 | EUR | 520,000 | 486,637 | ||
2.625%, 11/15/2028 | 300,000 | 261,819 | |||
Becton Dickinson Euro Finance Sarl 1.208%, 06/04/2026 | 745,000 | 670,024 | |||
Centene Corp. | |||||
2.500%, 03/01/2031 | $ | 905,000 | 682,172 | ||
3.000%, 10/15/2030 | 1,795,000 | 1,421,532 | |||
3.375%, 02/15/2030 | 1,765,000 | 1,442,888 | |||
4.625%, 12/15/2029 | 260,000 | 233,636 | |||
DH Europe Finance II Sarl 0.450%, 03/18/2028 | EUR | 1,630,000 | 1,349,406 | ||
HCA, Inc. | |||||
3.500%, 09/01/2030 | $ | 3,693,000 | 3,049,384 | ||
4.125%, 06/15/2029 | 1,175,000 | 1,030,463 | |||
5.375%, 02/01/2025 | 1,305,000 | 1,289,568 | |||
Rede D'or Finance Sarl | |||||
4.500%, 01/22/2030 (B) | 367,000 | 297,326 | |||
4.950%, 01/17/2028 (B) | 310,000 | 273,287 | |||
Stryker Corp. | |||||
0.600%, 12/01/2023 | 200,000 | 190,441 | |||
1.150%, 06/15/2025 | 630,000 | 568,270 | |||
Thermo Fisher Scientific, Inc. | |||||
0.500%, 03/01/2028 | EUR | 650,000 | 544,838 | ||
0.750%, 09/12/2024 | 282,000 | 264,969 | |||
1.400%, 01/23/2026 | 468,000 | 431,057 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Health care (continued) | |||||
UnitedHealth Group, Inc. 0.550%, 05/15/2024 | $ | 395,000 | $ | 370,447 | |
Zimmer Biomet Holdings, Inc. 1.450%, 11/22/2024 | 630,000 | 582,540 | |||
15,440,704 | |||||
Industrials – 4.1% | |||||
AECOM 5.125%, 03/15/2027 | 1,235,000 | 1,152,632 | |||
Airbus SE 1.625%, 06/09/2030 | EUR | 255,000 | 215,340 | ||
American Airlines, Inc. | |||||
5.500%, 04/20/2026 (B) | $ | 970,000 | 910,995 | ||
5.750%, 04/20/2029 (B) | 790,000 | 689,275 | |||
Canadian Pacific Railway Company 1.350%, 12/02/2024 | 315,000 | 291,287 | |||
DAE Funding LLC 3.375%, 03/20/2028 (B) | 640,000 | 542,121 | |||
Delta Air Lines 2020-1 Class A Pass Through Trust 2.500%, 06/10/2028 | 442,412 | 370,754 | |||
Delta Air Lines, Inc. | |||||
2.900%, 10/28/2024 | 540,000 | 500,234 | |||
4.500%, 10/20/2025 (B) | 200,000 | 194,131 | |||
4.750%, 10/20/2028 (B) | 3,217,000 | 2,996,171 | |||
7.375%, 01/15/2026 | 165,000 | 166,794 | |||
Indian Railway Finance Corp., Ltd. 3.249%, 02/13/2030 (B) | 645,000 | 531,151 | |||
Johnson Controls International PLC 0.375%, 09/15/2027 | EUR | 240,000 | 198,744 | ||
Movida Europe SA 5.250%, 02/08/2031 (B) | $ | 235,000 | 166,675 | ||
Simpar Europe SA 5.200%, 01/26/2031 (B) | 285,000 | 200,688 | |||
Simpar Finance Sarl 10.750%, 02/12/2028 (B) | BRL | 3,000,000 | 456,433 | ||
Singapore Airlines, Ltd. 3.375%, 01/19/2029 | $ | 420,000 | 362,513 | ||
The Boeing Company | |||||
5.040%, 05/01/2027 | 1,035,000 | 997,079 | |||
5.150%, 05/01/2030 | 2,425,000 | 2,243,241 | |||
United Rentals North America, Inc. | |||||
3.875%, 02/15/2031 | 1,120,000 | 910,874 | |||
4.000%, 07/15/2030 | 660,000 | 545,219 | |||
4.875%, 01/15/2028 | 530,000 | 485,925 | |||
15,128,276 | |||||
Information technology – 1.1% | |||||
Apple, Inc. 0.875%, 05/24/2025 | EUR | 865,000 | 808,867 | ||
Atento Luxco 1 SA 8.000%, 02/10/2026 (B) | $ | 106,000 | 45,169 | ||
CDW LLC 4.250%, 04/01/2028 | 165,000 | 146,850 | |||
Dell International LLC 8.350%, 07/15/2046 | 541,000 | 583,527 | |||
Fidelity National Information Services, Inc. | |||||
1.000%, 12/03/2028 | EUR | 425,000 | 341,913 | ||
1.500%, 05/21/2027 | 820,000 | 717,753 | |||
Fiserv, Inc. 1.125%, 07/01/2027 | 290,000 | 249,588 | |||
Gartner, Inc. 3.750%, 10/01/2030 (B) | $ | 475,000 | 388,856 | ||
Picard Midco, Inc. 6.500%, 03/31/2029 (B) | 430,000 | 363,221 |
264 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Information technology (continued) | |||||
SK Hynix, Inc. 1.500%, 01/19/2026 (B) | $ | 485,000 | $ | 419,919 | |
4,065,663 | |||||
Materials – 4.1% | |||||
Ardagh Metal Packaging Finance USA LLC 3.250%, 09/01/2028 (B) | 960,000 | 783,322 | |||
Ball Corp. | |||||
2.875%, 08/15/2030 | 520,000 | 399,071 | |||
4.875%, 03/15/2026 | 1,035,000 | 981,915 | |||
5.250%, 07/01/2025 | 1,185,000 | 1,158,089 | |||
Berry Global, Inc. 5.625%, 07/15/2027 (B) | 590,000 | 551,966 | |||
Braskem Idesa SAPI 6.990%, 02/20/2032 (B) | 480,000 | 320,400 | |||
Braskem Netherlands Finance BV | |||||
4.500%, 01/31/2030 (B) | 570,000 | 460,674 | |||
5.875%, 01/31/2050 (B) | 585,000 | 414,473 | |||
Cemex SAB de CV 3.875%, 07/11/2031 (B) | 1,355,000 | 1,067,711 | |||
Cleveland-Cliffs, Inc. | |||||
4.625%, 03/01/2029 (B) | 1,475,000 | 1,239,000 | |||
4.875%, 03/01/2031 (B)(E) | 790,000 | 652,493 | |||
Ecolab, Inc. 1.000%, 01/15/2024 | EUR | 330,000 | 314,840 | ||
FMG Resources August 2006 Proprietary, Ltd. 4.375%, 04/01/2031 (B) | $ | 905,000 | 694,731 | ||
Freeport-McMoRan, Inc. | |||||
4.125%, 03/01/2028 | 140,000 | 125,360 | |||
4.625%, 08/01/2030 | 985,000 | 863,085 | |||
5.450%, 03/15/2043 | 1,905,000 | 1,589,342 | |||
FS Luxembourg Sarl 10.000%, 12/15/2025 (B) | 870,000 | 878,470 | |||
Indonesia Asahan Aluminium Persero PT 4.750%, 05/15/2025 (B) | 1,090,000 | 1,063,840 | |||
Sealed Air Corp. 5.000%, 04/15/2029 (B) | 425,000 | 379,313 | |||
St. Mary's Cement, Inc. 5.750%, 01/28/2027 (B) | 830,000 | 804,349 | |||
Westlake Corp. 0.875%, 08/15/2024 | 475,000 | 443,036 | |||
15,185,480 | |||||
Real estate – 1.6% | |||||
American Tower Corp. | |||||
0.500%, 01/15/2028 | EUR | 270,000 | 214,056 | ||
1.950%, 05/22/2026 | 305,000 | 278,247 | |||
Crown Castle, Inc. | |||||
1.350%, 07/15/2025 | $ | 156,000 | 139,994 | ||
2.250%, 01/15/2031 | 215,000 | 164,173 | |||
Host Hotels & Resorts LP | |||||
3.375%, 12/15/2029 | 240,000 | 194,452 | |||
3.500%, 09/15/2030 | 240,000 | 191,394 | |||
SBA Communications Corp. | |||||
3.125%, 02/01/2029 | 955,000 | 768,078 | |||
3.875%, 02/15/2027 | 2,400,000 | 2,128,584 | |||
VICI Properties LP | |||||
4.125%, 08/15/2030 (B) | 895,000 | 747,522 | |||
4.625%, 12/01/2029 (B) | 385,000 | 334,003 | |||
5.125%, 05/15/2032 | 750,000 | 664,800 | |||
5,825,303 | |||||
Utilities – 2.5% | |||||
Chile Electricity PEC SpA 6.856%, 01/25/2028 (B)(F) | 285,000 | 199,252 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Utilities (continued) | |||||
DPL, Inc. 4.125%, 07/01/2025 | $ | 1,330,000 | $ | 1,224,023 | |
DTE Energy Company 1.050%, 06/01/2025 | 340,000 | 304,319 | |||
E.ON SE 0.375%, 09/29/2027 | EUR | 315,000 | 263,320 | ||
EDP Finance BV 0.375%, 09/16/2026 | 130,000 | 112,734 | |||
Engie SA 0.375%, 06/21/2027 | 300,000 | 253,759 | |||
FirstEnergy Corp. | |||||
4.400%, 07/15/2027 | $ | 890,000 | 825,813 | ||
7.375%, 11/15/2031 | 1,355,000 | 1,488,874 | |||
Greenko Dutch BV 3.850%, 03/29/2026 (B) | 587,325 | 474,265 | |||
Greenko Solar Mauritius, Ltd. 5.550%, 01/29/2025 (B) | 430,000 | 381,840 | |||
Greenko Wind Projects Mauritius, Ltd. 5.500%, 04/06/2025 (B) | 775,000 | 687,328 | |||
Israel Electric Corp., Ltd. | |||||
3.750%, 02/22/2032 (B) | 490,000 | 421,374 | |||
6.875%, 06/21/2023 (B) | 390,000 | 393,063 | |||
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara 4.125%, 05/15/2027 (B) | 1,440,000 | 1,332,158 | |||
Pinnacle West Capital Corp. 1.300%, 06/15/2025 | 355,000 | 318,483 | |||
The AES Corp. 3.950%, 07/15/2030 (B) | 160,000 | 137,008 | |||
WEC Energy Group, Inc. 0.800%, 03/15/2024 | 314,000 | 295,507 | |||
9,113,120 | |||||
TOTAL CORPORATE BONDS (Cost $205,397,104) | $ | 169,696,296 | |||
CONVERTIBLE BONDS – 1.9% | |||||
Communication services – 0.7% | |||||
Liberty Broadband Corp. | |||||
1.250%, 09/30/2050 (B) | 1,205,000 | 1,138,725 | |||
2.750%, 09/30/2050 (B) | 815,000 | 781,360 | |||
Liberty Media Corp. 0.500%, 12/01/2050 (B) | 500,000 | 517,500 | |||
2,437,585 | |||||
Consumer discretionary – 0.2% | |||||
Burlington Stores, Inc. 2.250%, 04/15/2025 | 705,000 | 669,750 | |||
Industrials – 1.0% | |||||
Air Canada 4.000%, 07/01/2025 | 500,000 | 524,250 | |||
American Airlines Group, Inc. 6.500%, 07/01/2025 | 1,395,000 | 1,406,858 | |||
Southwest Airlines Company 1.250%, 05/01/2025 | 915,000 | 1,044,473 | |||
Uber Technologies, Inc. 5.894%, 12/15/2025 (F) | 945,000 | 784,263 | |||
3,759,844 | |||||
TOTAL CONVERTIBLE BONDS (Cost $8,130,034) | $ | 6,867,179 |
265 |
Shares or Principal Amount | Value | ||||
CAPITAL PREFERRED SECURITIES – 0.1% | |||||
Financials – 0.1% | |||||
USB Capital IX 3.532%, (Greater of 3 month LIBOR + 1.020% or 3.500%), 10/31/2022 (C)(D) | $ | 617,000 | $ | 468,334 | |
TOTAL CAPITAL PREFERRED SECURITIES (Cost $554,905) | $ | 468,334 | |||
TERM LOANS (G) – 6.0% | |||||
Communication services – 0.7% | |||||
AP Core Holdings II LLC, Amortization Term Loan B1 (1 month LIBOR + 5.500%) 8.615%, 09/01/2027 | 674,500 | 623,069 | |||
AP Core Holdings II LLC, High-Yield Term Loan B2 (1 month LIBOR + 5.500%) 8.615%, 09/01/2027 | 490,000 | 452,638 | |||
SBA Senior Finance II LLC, 2018 Term Loan B (1 month LIBOR + 1.750%) 4.865%, 04/11/2025 | 56,260 | 54,643 | |||
Univision Communications, Inc., 2021 First Lien Term Loan B (1 month LIBOR + 3.250%) 6.365%, 03/15/2026 | 680,591 | 644,752 | |||
Univision Communications, Inc., 2022 First Lien Term Loan B (3 month SOFR + 4.250%) 7.790%, 06/24/2029 | 80,000 | 77,800 | |||
WMG Acquisition Corp., 2021 Term Loan G (1 month LIBOR + 2.125%) 5.240%, 01/20/2028 | 915,000 | 885,263 | |||
2,738,165 | |||||
Consumer discretionary – 2.6% | |||||
APX Group, Inc., 2021 Term Loan B (Prime rate + 2.250% and 1 month LIBOR + 3.250%) 6.250%, 07/10/2028 | 227,363 | 214,451 | |||
Aramark Services, Inc., 2018 Term Loan B3 (1 month LIBOR + 1.750%) 4.865%, 03/11/2025 | 1,722,000 | 1,661,730 | |||
Bally's Corp., 2021 Term Loan B (1 month LIBOR + 3.250%) 5.935%, 10/02/2028 | 343,411 | 309,307 | |||
Burlington Coat Factory Warehouse Corp., 2021 Term Loan B6 (1 month LIBOR + 2.000%) 5.115%, 06/24/2028 | 720,926 | 683,077 | |||
Carnival Corp., 2021 Incremental Term Loan B (6 month LIBOR + 3.250%) 6.127%, 10/18/2028 | 466,475 | 406,612 | |||
Carnival Corp., USD Term Loan B (6 month LIBOR + 3.000%) 5.877%, 06/30/2025 | 1,198,913 | 1,085,016 | |||
KFC Holding Company, 2021 Term Loan B (1 month LIBOR + 1.750%) 4.743%, 03/15/2028 | 1,661,699 | 1,641,626 | |||
Marriott Ownership Resorts, Inc., 2019 Term Loan B (1 month LIBOR + 1.750%) 4.871%, 08/29/2025 | 780,000 | 741,000 | |||
New Red Finance, Inc., Term Loan B4 (1 month LIBOR + 1.750%) 4.871%, 11/19/2026 | 1,413,250 | 1,348,396 | |||
Patagonia Holdco LLC, Term Loan B (3 month SOFR + 5.750%) 8.386%, 08/01/2029 | 615,000 | 492,000 | |||
Patagonia Holdco LLC, Term Loan B1 08/01/2029 TBD (H) | 615,000 | 492,000 |
Shares or Principal Amount | Value | ||||
TERM LOANS (G) (continued) | |||||
Consumer discretionary (continued) | |||||
RH, Term Loan B (1 month LIBOR + 2.500%) 5.615%, 10/20/2028 | $ | 457,443 | $ | 404,265 | |
Whatabrands LLC, 2021 Term Loan B (1 month LIBOR + 3.250%) 6.365%, 08/03/2028 | 147,593 | 136,265 | |||
9,615,745 | |||||
Financials – 0.3% | |||||
Asurion LLC, 2021 Second Lien Term Loan B4 (1 month LIBOR + 5.250%) 8.365%, 01/20/2029 | 650,000 | 494,000 | |||
Asurion LLC, 2021 Term Loan B9 (1 month LIBOR + 3.250%) 6.365%, 07/31/2027 | 478,922 | 403,013 | |||
897,013 | |||||
Health care – 0.9% | |||||
athenahealth, Inc., 2022 Term Loan B (1 month SOFR + 3.500%) 6.576%, 02/15/2029 | 269,325 | 240,777 | |||
Avantor Funding, Inc., 2021 Term Loan B5 (1 month LIBOR + 2.250%) 5.365%, 11/08/2027 | 47,137 | 45,789 | |||
ICON Luxembourg Sarl, LUX Term Loan (3 month LIBOR + 2.250%) 5.936%, 07/03/2028 | 616,304 | 601,512 | |||
ICON Luxembourg Sarl, US Term Loan (3 month LIBOR + 2.250%) 5.892%, 07/03/2028 | 151,764 | 148,122 | |||
Jazz Financing Lux Sarl, USD Term Loan (1 month LIBOR + 3.500%) 6.615%, 05/05/2028 | 663,681 | 640,452 | |||
Organon & Company, USD Term Loan (3 month LIBOR + 3.000%) 6.188%, 06/02/2028 | 1,220,306 | 1,189,799 | |||
Padagis LLC, Term Loan B (3 month LIBOR + 4.750%) 7.043%, 07/06/2028 | 686,118 | 593,492 | |||
3,459,943 | |||||
Industrials – 1.4% | |||||
AAdvantage Loyalty IP, Ltd., 2021 Term Loan (3 month LIBOR + 4.750%) 7.460%, 04/20/2028 | 1,425,000 | 1,377,975 | |||
Avis Budget Car Rental LLC, 2022 Term Loan C (1 month SOFR + 3.500%) 6.634%, 03/16/2029 | 73,813 | 70,799 | |||
Brown Group Holding LLC, Term Loan B (1 month LIBOR + 2.500%) 5.615%, 06/07/2028 | 279,785 | 265,329 | |||
Clean Harbors, Inc., 2021 Incremental Term Loan B (1 month LIBOR + 2.000%) 5.115%, 10/08/2028 | 167,229 | 165,592 | |||
JELD-WEN, Inc., 2021 Term Loan B (1 month LIBOR + 2.250%) 5.365%, 07/28/2028 | 320,788 | 297,030 | |||
Mileage Plus Holdings LLC, 2020 Term Loan B (3 month LIBOR + 5.250%) 8.777%, 06/21/2027 | 793,250 | 795,090 | |||
MillerKnoll, Inc., Term Loan B (1 month LIBOR + 2.000%) 5.115%, 07/19/2028 | 243,198 | 223,944 | |||
The Hertz Corp., 2021 Term Loan B (1 month LIBOR + 3.250%) 6.365%, 06/30/2028 | 470,837 | 444,649 |
266 |
Shares or Principal Amount | Value | ||||
TERM LOANS (G) (continued) | |||||
Industrials (continued) | |||||
The Hertz Corp., 2021 Term Loan C (1 month LIBOR + 3.250%) 6.365%, 06/30/2028 | $ | 79,900 | $ | 75,456 | |
United Airlines, Inc., 2021 Term Loan B (3 month LIBOR + 3.750%) 6.533%, 04/21/2028 | 1,553,325 | 1,479,760 | |||
5,195,624 | |||||
Information technology – 0.1% | |||||
Quest Software, Inc., 2022 Term Loan (3 month SOFR + 4.250%) 6.977%, 02/01/2029 | 266,000 | 194,845 | |||
TOTAL TERM LOANS (Cost $23,466,414) | $ | 22,101,335 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS – 5.3% | |||||
Commercial and residential – 3.2% | |||||
Arroyo Mortgage Trust Series 2019-1, Class A1 3.805%, 01/25/2049 (B)(I) | 303,099 | 284,462 | |||
BOCA Commercial Mortgage Trust Series 2022-BOCA, Class B (1 month CME Term SOFR + 2.319%) 5.164%, 05/15/2039 (B)(D) | 300,000 | 291,677 | |||
BX Commercial Mortgage Trust | |||||
Series 2019-XL, Class A (1 month LIBOR + 0.920%), 3.738%, 10/15/2036 (B)(D) | 1,771,474 | 1,744,745 | |||
Series 2021-CIP, Class A (1 month LIBOR + 0.921%), 3.739%, 12/15/2038 (B)(D) | 470,000 | 449,984 | |||
Series 2021-VOLT, Class A (1 month LIBOR + 0.700%), 3.518%, 09/15/2036 (B)(D) | 535,000 | 510,712 | |||
BX Trust | |||||
Series 2022-GPA, Class A (1 month CME Term SOFR + 2.165%), 4.665%, 10/15/2039 (B)(D) | 795,000 | 790,301 | |||
Series 2022-GPA, Class B (1 month CME Term SOFR + 2.664%), 5.164%, 10/15/2039 (B)(D) | 480,000 | 472,186 | |||
Series 2022-GPA, Class D (1 month CME Term SOFR + 4.061%), 6.561%, 10/15/2039 (B)(D) | 330,000 | 324,709 | |||
CAMB Commercial Mortgage Trust Series 2019-LIFE, Class A (1 month LIBOR + 1.070%) 3.888%, 12/15/2037 (B)(D) | 364,300 | 356,970 | |||
COLT Mortgage Loan Trust Series 2022-5, Class A1 4.550%, 04/25/2067 (B)(I) | 365,012 | 347,657 | |||
Credit Suisse Mortgage Capital Certificates | |||||
Series 2019-ICE4, Class A (1 month LIBOR + 0.980%), 3.798%, 05/15/2036 (B)(D) | 1,035,000 | 1,020,762 | |||
Series 2019-NQM1, Class A1 (2.656% to 11-1-23, then 3.656% thereafter), 2.656%, 10/25/2059 (B) | 98,887 | 93,818 | |||
GCAT Trust Series 2022-NQM4, Class A1 (5.269% to 8-1-26, then 6.269% thereafter) 5.269%, 08/25/2067 (B) | 413,275 | 400,622 | |||
HarborView Mortgage Loan Trust | |||||
Series 2007-3, Class ES IO, 0.350%, 05/19/2047 (B) | 3,433,244 | 35,666 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
HarborView Mortgage Loan Trust (continued) | |||||
Series 2007-4, Class ES IO, 0.350%, 07/19/2047 | $ | 3,625,375 | $ | 47,403 | |
Series 2007-6, Class ES IO, 0.343%, 08/19/2037 (B) | 3,688,174 | 45,557 | |||
InTown Mortgage Trust Series 2022-STAY, Class B (1 month CME Term SOFR + 3.286%) 6.131%, 08/15/2037 (B)(D) | 640,000 | 622,369 | |||
Life Mortgage Trust | |||||
Series 2022-BMR2, Class A1 (1 month CME Term SOFR + 1.295%), 4.141%, 05/15/2039 (B)(D) | 1,155,000 | 1,121,754 | |||
Series 2022-BMR2, Class B (1 month CME Term SOFR + 1.794%), 4.639%, 05/15/2039 (B)(D) | 1,090,000 | 1,057,259 | |||
Series 2022-BMR2, Class D (1 month CME Term SOFR + 2.542%), 5.387%, 05/15/2039 (B)(D) | 880,000 | 840,353 | |||
Morgan Stanley Mortgage Loan Trust Series 2004-9, Class 1A 5.361%, 11/25/2034 (I) | 76,225 | 74,098 | |||
Verus Securitization Trust | |||||
Series 2022-4, Class A2, 4.740%, 04/25/2067 (B)(I) | 500,609 | 473,084 | |||
Series 2022-INV1, Class A1 (5.041% to 8-1-26, then 6.041% thereafter), 5.041%, 08/25/2067 (B) | 365,097 | 353,381 | |||
11,759,529 | |||||
U.S. Government Agency – 2.1% | |||||
Federal Home Loan Mortgage Corp. | |||||
Series 2022-DNA3, Class M1A (1 month SOFR + 2.000%), 4.281%, 04/25/2042 (B)(D) | 712,943 | 705,827 | |||
Series 2022-DNA4, Class M1A (1 month SOFR + 2.200%), 4.481%, 05/25/2042 (B)(D) | 838,982 | 831,546 | |||
Series 2022-DNA4, Class M1B (1 month SOFR + 3.350%), 5.631%, 05/25/2042 (B)(D) | 1,165,000 | 1,106,752 | |||
Series 2022-DNA6, Class M1A (1 month SOFR + 2.150%), 4.435%, 09/25/2042 (B)(D) | 880,000 | 874,773 | |||
Series 2022-DNA7, Class M1A (1 month SOFR + 2.500%), 4.876%, 09/25/2042 (B)(D) | 660,000 | 660,206 | |||
Series 2022-HQA1, Class M1B (1 month SOFR + 3.500%), 5.781%, 03/25/2042 (B)(D) | 365,000 | 349,261 | |||
Series 2022-HQA3, Class M1B (1 month SOFR + 3.550%), 5.831%, 08/25/2042 (B)(D) | 540,000 | 506,278 | |||
Federal National Mortgage Association | |||||
Series 2022-R01, Class 1M1 (1 month SOFR + 1.000%), 3.281%, 12/25/2041 (B)(D) | 280,555 | 275,274 | |||
Series 2022-R03, Class 1M1 (1 month SOFR + 2.100%), 4.381%, 03/25/2042 (B)(D) | 106,727 | 105,464 |
267 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal National Mortgage Association (continued) | |||||
Series 2022-R04, Class 1M1 (1 month SOFR + 2.000%), 4.281%, 03/25/2042 (B)(D) | $ | 217,421 | $ | 214,903 | |
Series 2022-R05, Class 2M2 (1 month SOFR + 3.000%), 5.281%, 04/25/2042 (B)(D) | 1,040,000 | 959,401 | |||
Series 2022-R06, Class 1M1 (1 month SOFR + 2.750%), 5.031%, 05/25/2042 (B)(D) | 401,300 | 400,923 | |||
Series 2022-R09, Class 2M1 (1 month SOFR + 2.500%), 4.781%, 09/25/2042 (B)(D) | 770,000 | 769,495 | |||
7,760,103 | |||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $19,894,051) | $ | 19,519,632 | |||
ASSET BACKED SECURITIES – 0.9% | |||||
DB Master Finance LLC Series 2019-1A, Class A2II 4.021%, 05/20/2049 (B) | 470,450 | 437,438 | |||
Domino's Pizza Master Issuer LLC Series 2015-1A, Class A2II 4.474%, 10/25/2045 (B) | 852,963 | 815,695 | |||
FirstKey Homes Trust Series 2020-SFR2, Class A 1.266%, 10/19/2037 (B) | 282,699 | 253,316 | |||
Home Partners of America Trust Series 2019-1, Class B 3.157%, 09/17/2039 (B) | 345,480 | 307,044 | |||
Jack in the Box Funding LLC Series 2019-1A, Class A2II 4.476%, 08/25/2049 (B) | 96,530 | 87,632 | |||
MVW Owner Trust Series 2018-1A, Class A 3.450%, 01/21/2036 (B) | 143,670 | 139,454 | |||
Taco Bell Funding LLC Series 2016-1A, Class A23 4.970%, 05/25/2046 (B) | 1,478,100 | 1,422,871 | |||
TOTAL ASSET BACKED SECURITIES (Cost $3,669,857) | $ | 3,463,450 | |||
COMMON STOCKS – 0.8% | |||||
Communication services – 0.0% | |||||
Vertis Holdings, Inc. (J)(K) | 8,371 | 0 | |||
Consumer discretionary – 0.1% | |||||
General Motors Company | 11,358 | 364,478 | |||
Financials – 0.1% | |||||
U.S. Bancorp | 12,384 | 499,323 | |||
Industrials – 0.2% | |||||
Delta Air Lines, Inc. (K) | 11,986 | 336,327 | |||
The Boeing Company (K) | 5,022 | 608,064 | |||
944,391 | |||||
Real estate – 0.1% | |||||
Americold Realty Trust, Inc. | 12,328 | 303,269 | |||
Utilities – 0.3% | |||||
Algonquin Power & Utilities Corp. | 25,100 | 950,524 | |||
TOTAL COMMON STOCKS (Cost $4,884,844) | $ | 3,061,985 |
Shares or Principal Amount | Value | ||||
PREFERRED SECURITIES – 3.1% | |||||
Communication services – 0.4% | |||||
2020 Cash Mandatory Exchangeable Trust, 5.250% (B) | 1,080 | $ | 1,214,892 | ||
Paramount Global, 5.750% | 9,700 | 299,730 | |||
1,514,622 | |||||
Financials – 0.7% | |||||
KKR & Company, Inc., 6.000% | 4,950 | 269,379 | |||
Stifel Financial Corp., 4.500% | 32,750 | 561,335 | |||
U.S. Bancorp, 3.532% (Greater of 3 month LIBOR + 1.020% or 3.500%) (D) | 804 | 598,980 | |||
Valley National Bancorp, 5.500% (5.500% to 9-30-22, then 3 month LIBOR + 3.578%) | 22,825 | 510,595 | |||
Wells Fargo & Company, 5.850% (5.850% to 9-15-23, then 3 month LIBOR + 3.090%) | 27,605 | 619,732 | |||
2,560,021 | |||||
Health care – 0.4% | |||||
Becton, Dickinson and Company, 6.000% | 10,850 | 511,469 | |||
Danaher Corp., 5.000% | 805 | 1,084,729 | |||
1,596,198 | |||||
Information technology – 0.1% | |||||
Sabre Corp., 6.500% | 2,400 | 171,312 | |||
Utilities – 1.5% | |||||
American Electric Power Company, Inc., 6.125% | 19,950 | 987,525 | |||
NextEra Energy, Inc., 6.219% | 17,400 | 844,944 | |||
NextEra Energy, Inc., 6.926% | 51,700 | 2,378,200 | |||
The AES Corp., 6.875% | 13,600 | 1,201,832 | |||
5,412,501 | |||||
TOTAL PREFERRED SECURITIES (Cost $12,683,387) | $ | 11,254,654 | |||
PURCHASED OPTIONS – 0.0% | |||||
Puts – 0.0% | |||||
Over the Counter Option on the USD vs. CAD (Expiration Date: 12-12-22; Strike Price: $1.24; Counterparty: Goldman Sachs Bank USA) (K)(L) | 6,076,000 | 334 | |||
Over the Counter Option on the USD vs. JPY (Expiration Date: 4-5-23; Strike Price: $120.50; Counterparty: Goldman Sachs Bank USA) (K)(L) | 9,285,000 | 28,997 | |||
29,331 | |||||
TOTAL PURCHASED OPTIONS (Cost $165,109) | $ | 29,331 | |||
SHORT-TERM INVESTMENTS – 2.0% | |||||
Short-term funds – 2.0% | |||||
John Hancock Collateral Trust, 3.0556% (M)(N) | 751,712 | 7,511,109 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $7,511,319) | $ | 7,511,109 | |||
Total Investments (Strategic Income Opportunities Trust) (Cost $424,585,066) – 97.5% | $ | 360,322,657 | |||
Other assets and liabilities, net – 2.5% | 9,368,608 | ||||
TOTAL NET ASSETS – 100.0% | $ | 369,691,265 |
Currency Abbreviations | |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
CNY | Chinese Yuan Renminbi |
268 |
COP | Colombian Peso |
EUR | Euro |
GBP | Pound Sterling |
IDR | Indonesian Rupiah |
INR | Indian Rupee |
JPY | Japanese Yen |
KRW | Korean Won |
MXN | Mexican Peso |
MYR | Malaysian Ringgit |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
PHP | Philippine Peso |
SGD | Singapore Dollar |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
EURIBOR | Euro Interbank Offered Rate |
IO | Interest-Only Security - (Interest Tranche of Stripped Mortgage Pool). Rate shown is the annualized yield at the end of the period. |
LIBOR | London Interbank Offered Rate |
NIBOR | Norwegian Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
SONIA | Sterling Overnight Interbank Average Rate |
TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
(A) | Security purchased or sold on a when-issued or delayed delivery basis. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $117,512,768 or 31.8% of the fund's net assets as of 9-30-22. |
(C) | Perpetual bonds have no stated maturity date. Date shown as maturity date is next call date. |
(D) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(E) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $554,347. |
(F) | Zero coupon bonds are issued at a discount from their principal amount in lieu of paying interest periodically. Rate shown is the effective yield at period end. |
(G) | Term loans are variable rate obligations. The coupon rate shown represents the rate at period end. |
(H) | 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 is disclosed as TBD (To Be Determined). |
(I) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(J) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(K) | Non-income producing security. |
(L) | For this type of option, notional amounts are equivalent to number of contracts. |
(M) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(N) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $557,702. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Euro-BTP Italian Government Bond Futures | 7 | Long | Dec 2022 | $803,216 | $768,222 | $(34,994) |
10-Year U.S. Treasury Note Futures | 4 | Short | Dec 2022 | (451,191) | (448,250) | 2,941 |
German Euro BUND Futures | 11 | Short | Dec 2022 | (1,564,673) | (1,492,999) | 71,674 |
U.S. Treasury Long Bond Futures | 35 | Short | Dec 2022 | (4,752,195) | (4,424,219) | 327,976 |
$367,597 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
BRL | 3,727,426 | USD | 684,308 | CITI | 1/18/2023 | — | $(9,523) |
CAD | 15,624,317 | USD | 11,478,113 | CIBC | 1/18/2023 | — | (158,270) |
CAD | 2,433,590 | USD | 1,792,788 | CITI | 1/18/2023 | — | (29,648) |
CAD | 6,097,454 | USD | 4,448,750 | GSI | 1/18/2023 | — | (31,135) |
CAD | 2,446,797 | USD | 1,791,719 | HUS | 1/18/2023 | — | (19,011) |
CAD | 2,442,426 | USD | 1,792,788 | JPM | 1/18/2023 | — | (23,246) |
CAD | 2,014,502 | USD | 1,465,000 | MSCS | 1/18/2023 | — | (5,490) |
CAD | 2,940,275 | USD | 2,150,063 | RBC | 1/18/2023 | — | (19,829) |
CAD | 1,947,700 | USD | 1,465,000 | UBS AG | 1/18/2023 | — | (53,888) |
EUR | 2,049,446 | USD | 1,997,818 | BARC | 1/18/2023 | $28,057 | — |
EUR | 6,575,000 | USD | 6,630,394 | CITI | 1/18/2023 | — | (131,014) |
EUR | 1,465,000 | USD | 1,462,968 | HUS | 1/18/2023 | — | (14,817) |
EUR | 1,280,384 | USD | 1,234,298 | JPM | 1/18/2023 | 31,360 | — |
269 |
Contract to buy | Contract to sell | Counterparty (OTC) | Contractual settlement date | Unrealized appreciation | Unrealized depreciation | ||
EUR | 3,384,616 | USD | 3,315,031 | MSCS | 1/18/2023 | $30,658 | — |
GBP | 1,467,500 | USD | 1,629,076 | JPM | 1/18/2023 | 11,547 | — |
GBP | 111,798 | USD | 120,366 | MSCS | 1/18/2023 | 4,621 | — |
JPY | 150,718,474 | USD | 1,055,304 | GSI | 1/18/2023 | — | $(377) |
USD | 7,467,414 | AUD | 10,997,194 | ANZ | 1/18/2023 | 418,575 | — |
USD | 2,697,011 | BRL | 14,375,876 | CITI | 1/18/2023 | 94,510 | — |
USD | 2,310,172 | CAD | 3,129,005 | CIBC | 1/18/2023 | 43,203 | — |
USD | 1,442,675 | CAD | 1,961,952 | GSI | 1/18/2023 | 21,238 | — |
USD | 4,718,213 | CAD | 6,375,622 | HUS | 1/18/2023 | 99,064 | — |
USD | 1,431,172 | CAD | 1,949,099 | JPM | 1/18/2023 | 19,047 | — |
USD | 3,022,681 | CAD | 4,083,939 | MSCS | 1/18/2023 | 63,861 | — |
USD | 3,516,000 | CAD | 4,758,245 | RBC | 1/18/2023 | 68,644 | — |
USD | 2,947,500 | CAD | 4,029,586 | SCB | 1/18/2023 | 28,058 | — |
USD | 4,199,631 | CAD | 5,716,647 | SSB | 1/18/2023 | 57,911 | — |
USD | 1,677,966 | COP | 7,584,826,751 | CITI | 1/18/2023 | 64,551 | — |
USD | 4,425,636 | EUR | 4,383,333 | BOA | 1/18/2023 | 92,715 | — |
USD | 2,246,367 | EUR | 2,272,270 | CITI | 1/18/2023 | 231 | — |
USD | 12,572,730 | EUR | 12,437,756 | HUS | 1/18/2023 | 278,023 | — |
USD | 4,241,834 | EUR | 4,300,504 | JPM | 1/18/2023 | — | (9,209) |
USD | 4,251,972 | EUR | 4,257,366 | MSCS | 1/18/2023 | 43,570 | — |
USD | 2,949,282 | EUR | 2,930,000 | SSB | 1/18/2023 | 52,981 | — |
USD | 15,810,087 | EUR | 15,717,442 | UBS AG | 1/18/2023 | 273,414 | — |
USD | 1,641,084 | GBP | 1,467,500 | HUS | 1/18/2023 | 461 | — |
USD | 3,708,689 | GBP | 3,206,936 | MSCS | 1/18/2023 | 123,425 | — |
USD | 2,898,148 | GBP | 2,641,500 | SCB | 1/18/2023 | — | (54,974) |
USD | 2,674,519 | JPY | 380,498,847 | CIBC | 1/18/2023 | 11,288 | — |
USD | 1,194,021 | JPY | 166,665,391 | JPM | 1/18/2023 | 27,477 | — |
USD | 4,236,958 | MXN | 86,794,875 | RBC | 1/18/2023 | 8,751 | — |
USD | 3,178,025 | NOK | 31,903,549 | MSCS | 1/18/2023 | 239,762 | — |
USD | 1,025,063 | NZD | 1,721,083 | CITI | 1/18/2023 | 61,161 | — |
USD | 1,025,869 | NZD | 1,721,083 | MSCS | 1/18/2023 | 61,966 | — |
USD | 2,148,721 | NZD | 3,572,064 | RBC | 1/18/2023 | 148,166 | — |
USD | 1,976,610 | SGD | 2,827,046 | CIBC | 1/18/2023 | 4,721 | — |
USD | 1,581,288 | SGD | 2,261,365 | CITI | 1/18/2023 | 3,966 | — |
USD | 3,557,897 | SGD | 5,087,785 | HUS | 1/18/2023 | 9,123 | — |
USD | 3,557,897 | SGD | 5,086,251 | JPM | 1/18/2023 | 10,193 | — |
USD | 1,976,610 | SGD | 2,829,457 | SSB | 1/18/2023 | 3,039 | — |
$2,539,338 | $(560,431) |
Foreign currency options | |||||||
Description | Counterparty (OTC) | Currency | Exercise price | Expiration date | Notional amount* | Premium | Value |
Puts | |||||||
U.S. Dollar vs. Japanese Yen | GSI | USD | 112.75 | Apr 2023 | 9,285,000 | $55,339 | $(12,173) |
$55,339 | $(12,173) | ||||||
* For this type of option, notional amounts are equivalent to number of contracts. |
Derivatives Currency Abbreviations | |
AUD | Australian Dollar |
BRL | Brazilian Real |
CAD | Canadian Dollar |
COP | Colombian Peso |
EUR | Euro |
GBP | Pound Sterling |
JPY | Japanese Yen |
MXN | Mexican Peso |
NOK | Norwegian Krone |
NZD | New Zealand Dollar |
SGD | Singapore Dollar |
USD | U.S. Dollar |
270 |
Derivatives Abbreviations | |
ANZ | Australia and New Zealand Banking Group Limited |
BARC | Barclays Bank PLC |
BOA | Bank of America, N.A. |
CIBC | Canadian Imperial Bank of Commerce |
CITI | Citibank, N.A. |
GSI | Goldman Sachs International |
HUS | HSBC Bank USA, N.A. |
JPM | JPMorgan Chase Bank, N.A. |
MSCS | Morgan Stanley Capital Services LLC |
OTC | Over-the-counter |
RBC | Royal Bank of Canada |
SCB | Standard Chartered Bank |
SSB | State Street Bank and Trust Company |
UBS | UBS AG |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 65.3% | |||||
U.S. Government – 34.4% | |||||
U.S. Treasury Bonds | |||||
1.250%, 05/15/2050 | $ | 8,000,000 | $ | 4,477,500 | |
2.000%, 11/15/2041 to 08/15/2051 | 19,000,000 | 13,206,485 | |||
2.250%, 08/15/2049 | 2,000,000 | 1,462,266 | |||
2.750%, 08/15/2047 | 3,000,000 | 2,396,953 | |||
2.875%, 05/15/2049 | 1,500,000 | 1,250,156 | |||
3.000%, 02/15/2047 to 02/15/2049 | 22,635,000 | 19,031,327 | |||
4.250%, 05/15/2039 to 11/15/2040 | 4,610,000 | 4,797,651 | |||
4.375%, 05/15/2041 | 1,830,000 | 1,916,711 | |||
4.625%, 02/15/2040 | 5,000,000 | 5,436,133 | |||
4.750%, 02/15/2041 | 2,000,000 | 2,199,219 | |||
U.S. Treasury Notes | |||||
0.250%, 03/15/2024 to 10/31/2025 | 18,300,000 | 16,371,261 | |||
0.375%, 09/15/2024 to 07/31/2027 | 9,000,000 | 7,996,758 | |||
0.500%, 10/31/2027 | 12,000,000 | 10,045,313 | |||
0.625%, 03/31/2027 | 6,000,000 | 5,147,109 | |||
0.750%, 03/31/2026 | 4,000,000 | 3,551,719 | |||
0.875%, 01/31/2024 to 09/30/2026 | 15,000,000 | 13,952,149 | |||
1.125%, 01/15/2025 | 20,000,000 | 18,633,594 | |||
1.250%, 08/31/2024 | 5,000,000 | 4,725,781 | |||
1.375%, 08/31/2026 to 11/15/2031 | 8,000,000 | 6,936,914 | |||
1.500%, 01/31/2027 | 30,000,000 | 26,892,186 | |||
1.750%, 12/31/2024 to 01/31/2029 | 34,000,000 | 30,061,524 | |||
2.125%, 05/31/2026 | 3,000,000 | 2,788,945 | |||
2.250%, 11/15/2027 | 20,595,000 | 18,845,229 | |||
2.375%, 05/15/2029 | 5,000,000 | 4,524,609 | |||
2.625%, 02/28/2023 | 3,000,000 | 2,986,758 | |||
2.750%, 04/30/2023 | 1,500,000 | 1,489,395 | |||
2.875%, 11/30/2023 to 05/15/2028 | 9,300,000 | 8,849,825 | |||
3.000%, 10/31/2025 | 2,000,000 | 1,928,750 | |||
241,902,220 | |||||
U.S. Government Agency – 30.9% | |||||
Federal Home Loan Bank 5.500%, 07/15/2036 | 1,690,000 | 1,888,201 | |||
Federal Home Loan Mortgage Corp. | |||||
1.500%, 12/01/2036 to 03/01/2051 | 6,667,006 | 5,293,968 | |||
2.000%, 07/01/2035 | 766,625 | 678,574 | |||
2.500%, 04/01/2031 to 08/01/2050 | 4,158,130 | 3,562,512 | |||
2.600%, (12 month LIBOR + 2.100%), 02/01/2037 (A) | 53,882 | 54,515 | |||
2.750%, 06/19/2023 | 2,000,000 | 1,978,254 | |||
3.000%, 07/01/2032 to 04/01/2051 | 9,181,452 | 8,172,756 | |||
3.500%, 12/01/2025 to 06/01/2049 | 6,250,801 | 5,716,316 | |||
4.000%, 02/01/2024 to 09/01/2047 | 1,157,755 | 1,099,179 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal Home Loan Mortgage Corp. (continued) | |||||
4.112%, (12 month LIBOR + 1.863%), 08/01/2037 (A) | $ | 383,376 | $ | 389,832 | |
4.500%, 05/01/2024 to 10/01/2050 | 3,359,755 | 3,247,661 | |||
4.500%, 07/01/2052 (B) | 2,463,523 | 2,350,209 | |||
5.000%, 06/01/2023 to 09/01/2039 | 168,033 | 169,030 | |||
5.500%, 02/01/2023 to 01/01/2039 | 269,960 | 276,536 | |||
6.000%, 10/01/2036 to 10/01/2038 | 134,033 | 139,961 | |||
6.250%, 07/15/2032 | 450,000 | 523,610 | |||
6.500%, 08/01/2037 to 08/01/2038 | 28,664 | 30,639 | |||
6.750%, 09/15/2029 | 1,200,000 | 1,397,440 | |||
7.000%, 04/01/2029 to 04/01/2032 | 10,451 | 11,037 | |||
7.500%, 09/01/2030 to 03/01/2032 | 4,329 | 4,644 | |||
8.000%, 02/01/2030 | 486 | 515 | |||
Federal National Mortgage Association | |||||
1.500%, 12/01/2036 to 02/01/2051 | 3,619,403 | 2,932,024 | |||
1.857%, (12 month LIBOR + 1.558%), 01/01/2035 (A) | 31,593 | 31,724 | |||
2.000%, 02/01/2035 to 02/01/2052 | 63,804,503 | 52,649,003 | |||
2.125%, 04/24/2026 | 2,000,000 | 1,860,582 | |||
2.500%, 05/01/2028 to 02/01/2052 | 38,487,846 | 32,923,294 | |||
2.597%, (6 month LIBOR + 1.415%), 07/01/2034 (A) | 65,466 | 65,812 | |||
2.625%, 09/06/2024 | 1,000,000 | 969,926 | |||
2.995%, (12 month LIBOR + 1.843%), 04/01/2037 (A) | 64,679 | 65,814 | |||
3.000%, 01/01/2027 to 03/01/2052 | 19,030,746 | 16,980,577 | |||
3.079%, (1 Year CMT + 2.185%), 05/01/2036 (A) | 40,048 | 41,500 | |||
3.133%, (12 month LIBOR + 1.576%), 09/01/2037 (A) | 43,456 | 43,991 | |||
3.500%, 12/01/2025 to 02/01/2052 | 11,168,595 | 10,250,116 | |||
4.000%, 03/01/2024 to 03/01/2050 | 9,464,256 | 8,931,733 | |||
4.175%, (12 month LIBOR + 1.925%), 10/01/2037 (A) | 14,607 | 14,888 | |||
4.500%, 08/01/2024 to 09/01/2048 | 1,767,887 | 1,728,310 | |||
5.000%, 08/01/2023 to 09/01/2048 | 1,233,347 | 1,223,973 | |||
5.500%, 01/01/2034 to 11/01/2038 | 301,552 | 308,668 | |||
6.000%, 08/01/2023 to 08/01/2038 | 209,660 | 217,824 | |||
6.500%, 07/01/2031 to 12/01/2037 | 84,792 | 90,155 | |||
7.000%, 02/01/2031 to 10/01/2038 | 36,989 | 39,882 | |||
7.125%, 01/15/2030 | 209,000 | 247,345 | |||
7.250%, 05/15/2030 | 1,450,000 | 1,738,524 |
271 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
U.S. Government Agency (continued) | |||||
Federal National Mortgage Association (continued) | |||||
7.500%, 09/01/2030 to 08/01/2031 | $ | 13,590 | $ | 14,482 | |
8.000%, 08/01/2030 to 09/01/2031 | 2,442 | 2,601 | |||
8.500%, 09/01/2030 | 268 | 288 | |||
Government National Mortgage Association | |||||
2.000%, 02/20/2051 | 12,390,868 | 10,383,412 | |||
2.500%, 08/20/2050 to 02/20/2051 | 12,482,271 | 10,808,508 | |||
3.000%, 08/15/2043 to 07/20/2051 | 12,095,916 | 10,800,658 | |||
3.500%, 04/15/2042 to 01/20/2052 | 9,911,417 | 9,114,844 | |||
4.000%, 11/15/2026 to 04/20/2049 | 4,123,393 | 3,904,369 | |||
4.500%, 06/15/2023 to 04/20/2050 | 1,378,939 | 1,338,765 | |||
5.000%, 10/15/2023 to 07/20/2040 | 460,756 | 461,299 | |||
5.500%, 08/15/2023 to 09/20/2039 | 194,600 | 198,762 | |||
6.000%, 07/15/2029 to 10/15/2038 | 144,457 | 150,156 | |||
6.500%, 05/15/2028 to 12/15/2038 | 113,798 | 119,511 | |||
7.000%, 08/15/2029 to 05/15/2032 | 18,388 | 19,133 | |||
7.500%, 09/15/2030 to 01/15/2031 | 4,885 | 5,149 | |||
217,662,991 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $523,089,744) | $ | 459,565,211 | |||
FOREIGN GOVERNMENT OBLIGATIONS – 0.9% | |||||
Brazil – 0.2% | |||||
Federative Republic of Brazil 4.250%, 01/07/2025 | 1,612,000 | 1,569,622 | |||
Canada – 0.2% | |||||
Province of British Columbia 6.500%, 01/15/2026 | 490,000 | 514,451 | |||
Province of Quebec | |||||
7.125%, 02/09/2024 | 150,000 | 154,902 | |||
7.500%, 07/15/2023 | 410,000 | 419,394 | |||
1,088,747 | |||||
Israel – 0.1% | |||||
State of Israel 5.500%, 09/18/2023 | 455,000 | 459,262 | |||
Italy – 0.1% | |||||
Republic of Italy 6.875%, 09/27/2023 | 300,000 | 303,547 | |||
Japan – 0.1% | |||||
Japan Bank for International Cooperation 2.500%, 05/23/2024 | 800,000 | 773,966 | |||
Mexico – 0.1% | |||||
Government of Mexico 6.050%, 01/11/2040 | 930,000 | 860,054 | |||
Panama – 0.1% | |||||
Republic of Panama 6.700%, 01/26/2036 | 370,000 | 363,463 | |||
Peru – 0.0% | |||||
Republic of Peru 6.550%, 03/14/2037 | 250,000 | 256,002 | |||
Turkey – 0.0% | |||||
Republic of Turkey 6.000%, 01/14/2041 | 400,000 | 246,710 | |||
TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $6,649,915) | $ | 5,921,373 | |||
CORPORATE BONDS – 28.5% | |||||
Communication services – 2.4% | |||||
Alphabet, Inc. | |||||
1.100%, 08/15/2030 | 300,000 | 231,943 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Communication services (continued) | |||||
Alphabet, Inc. (continued) | |||||
2.050%, 08/15/2050 | $ | 400,000 | $ | 235,045 | |
AT&T, Inc. | |||||
2.550%, 12/01/2033 | 665,000 | 492,328 | |||
3.800%, 12/01/2057 | 609,000 | 411,407 | |||
4.750%, 05/15/2046 | 900,000 | 754,328 | |||
4.850%, 07/15/2045 | 500,000 | 414,847 | |||
5.150%, 03/15/2042 | 50,000 | 43,563 | |||
6.375%, 03/01/2041 | 360,000 | 364,961 | |||
7.625%, 04/15/2031 | 285,000 | 304,220 | |||
Baidu, Inc. 4.125%, 06/30/2025 | 250,000 | 241,421 | |||
British Telecommunications PLC 9.625%, 12/15/2030 | 190,000 | 219,517 | |||
Charter Communications Operating LLC | |||||
2.800%, 04/01/2031 | 600,000 | 453,569 | |||
5.050%, 03/30/2029 | 400,000 | 368,168 | |||
5.375%, 05/01/2047 | 500,000 | 386,766 | |||
Comcast Corp. | |||||
2.350%, 01/15/2027 | 455,000 | 408,030 | |||
2.887%, 11/01/2051 | 256,000 | 160,315 | |||
3.375%, 02/15/2025 | 600,000 | 579,390 | |||
3.450%, 02/01/2050 | 500,000 | 349,160 | |||
3.999%, 11/01/2049 | 500,000 | 383,133 | |||
4.600%, 10/15/2038 | 400,000 | 351,960 | |||
6.500%, 11/15/2035 | 52,000 | 55,467 | |||
Deutsche Telekom International Finance BV 8.750%, 06/15/2030 | 146,000 | 167,271 | |||
Discovery Communications LLC | |||||
4.125%, 05/15/2029 | 900,000 | 770,440 | |||
5.300%, 05/15/2049 | 400,000 | 298,493 | |||
Fox Corp. 3.500%, 04/08/2030 | 600,000 | 514,588 | |||
Grupo Televisa SAB 6.625%, 01/15/2040 | 220,000 | 215,904 | |||
Paramount Global 4.000%, 01/15/2026 | 600,000 | 566,572 | |||
TCI Communications, Inc. 7.125%, 02/15/2028 | 110,000 | 119,296 | |||
Telefonica Emisiones SA 7.045%, 06/20/2036 | 230,000 | 226,141 | |||
Telefonica Europe BV 8.250%, 09/15/2030 | 350,000 | 378,541 | |||
The Walt Disney Company 2.650%, 01/13/2031 | 400,000 | 330,976 | |||
Time Warner Entertainment Company LP 8.375%, 07/15/2033 | 525,000 | 560,048 | |||
T-Mobile USA, Inc. | |||||
3.000%, 02/15/2041 | 400,000 | 267,337 | |||
3.875%, 04/15/2030 | 600,000 | 532,209 | |||
4.500%, 04/15/2050 | 700,000 | 560,388 | |||
TWDC Enterprises 18 Corp. | |||||
3.150%, 09/17/2025 | 500,000 | 477,071 | |||
4.125%, 06/01/2044 | 500,000 | 408,970 | |||
Verizon Communications, Inc. | |||||
1.680%, 10/30/2030 | 400,000 | 299,773 | |||
2.875%, 11/20/2050 | 500,000 | 305,754 | |||
4.016%, 12/03/2029 | 500,000 | 454,088 | |||
4.272%, 01/15/2036 | 458,000 | 390,786 | |||
4.522%, 09/15/2048 | 1,260,000 | 1,045,437 | |||
Vodafone Group PLC | |||||
4.375%, 05/30/2028 | 400,000 | 376,266 | |||
5.250%, 05/30/2048 | 300,000 | 248,410 | |||
16,724,297 |
272 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary – 2.0% | |||||
Amazon.com, Inc. | |||||
2.100%, 05/12/2031 | $ | 400,000 | $ | 324,373 | |
2.500%, 06/03/2050 | 800,000 | 499,467 | |||
4.050%, 08/22/2047 | 600,000 | 506,683 | |||
American Honda Finance Corp. 1.800%, 01/13/2031 | 600,000 | 465,760 | |||
AutoZone, Inc. 3.250%, 04/15/2025 | 1,000,000 | 950,795 | |||
Booking Holdings, Inc. 3.550%, 03/15/2028 | 300,000 | 273,714 | |||
Brinker International, Inc. 3.875%, 05/15/2023 | 250,000 | 245,613 | |||
Choice Hotels International, Inc. 3.700%, 01/15/2031 | 200,000 | 166,250 | |||
D.R. Horton, Inc. 1.400%, 10/15/2027 | 200,000 | 161,441 | |||
Expedia Group, Inc. 3.250%, 02/15/2030 | 300,000 | 243,303 | |||
Ford Motor Credit Company LLC 3.096%, 05/04/2023 | 280,000 | 275,063 | |||
General Motors Company 5.400%, 04/01/2048 | 300,000 | 234,155 | |||
General Motors Financial Company, Inc. | |||||
2.400%, 10/15/2028 | 300,000 | 237,097 | |||
3.100%, 01/12/2032 | 350,000 | 263,981 | |||
4.250%, 05/15/2023 | 280,000 | 278,886 | |||
5.250%, 03/01/2026 | 650,000 | 632,531 | |||
Hyatt Hotels Corp. 3.375%, 07/15/2023 | 250,000 | 247,412 | |||
Lennar Corp. 4.750%, 11/29/2027 | 300,000 | 276,990 | |||
Lowe's Companies, Inc. 3.375%, 09/15/2025 | 460,000 | 439,221 | |||
McDonald's Corp. 3.300%, 07/01/2025 | 1,000,000 | 961,610 | |||
NIKE, Inc. 2.400%, 03/27/2025 | 1,000,000 | 948,235 | |||
Starbucks Corp. 3.550%, 08/15/2029 | 300,000 | 272,521 | |||
Target Corp. 3.900%, 11/15/2047 | 500,000 | 402,503 | |||
The Home Depot, Inc. | |||||
2.700%, 04/15/2030 | 700,000 | 597,863 | |||
3.350%, 09/15/2025 | 752,000 | 725,806 | |||
4.250%, 04/01/2046 | 390,000 | 329,478 | |||
5.875%, 12/16/2036 | 280,000 | 290,548 | |||
The TJX Companies, Inc. | |||||
3.875%, 04/15/2030 | 600,000 | 549,993 | |||
4.500%, 04/15/2050 | 600,000 | 528,719 | |||
Toll Brothers Finance Corp. 3.800%, 11/01/2029 | 200,000 | 161,907 | |||
Toyota Motor Credit Corp. | |||||
1.150%, 08/13/2027 | 500,000 | 418,345 | |||
1.900%, 09/12/2031 | 700,000 | 541,521 | |||
3.050%, 01/11/2028 | 300,000 | 272,209 | |||
Whirlpool Corp. 5.150%, 03/01/2043 | 300,000 | 258,961 | |||
13,982,954 | |||||
Consumer staples – 1.8% | |||||
Altria Group, Inc. | |||||
3.400%, 02/04/2041 | 400,000 | 252,222 | |||
4.500%, 05/02/2043 | 500,000 | 352,414 | |||
Anheuser-Busch Companies LLC | |||||
3.650%, 02/01/2026 | 800,000 | 768,456 | |||
4.900%, 02/01/2046 | 500,000 | 434,540 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer staples (continued) | |||||
Anheuser-Busch InBev Worldwide, Inc. | |||||
4.500%, 06/01/2050 | $ | 400,000 | $ | 329,612 | |
4.750%, 01/23/2029 | 500,000 | 487,079 | |||
BAT Capital Corp. | |||||
2.726%, 03/25/2031 | 600,000 | 446,528 | |||
3.215%, 09/06/2026 | 500,000 | 446,703 | |||
Constellation Brands, Inc. 4.500%, 05/09/2047 | 350,000 | 281,843 | |||
Costco Wholesale Corp. 1.600%, 04/20/2030 | 500,000 | 400,914 | |||
Diageo Capital PLC 2.000%, 04/29/2030 | 300,000 | 240,392 | |||
General Mills, Inc. 2.875%, 04/15/2030 | 600,000 | 509,824 | |||
Kellogg Company 3.250%, 04/01/2026 | 400,000 | 375,863 | |||
Keurig Dr. Pepper, Inc. 4.597%, 05/25/2028 (C) | 500,000 | 481,039 | |||
Kimberly-Clark Corp. 3.200%, 07/30/2046 | 300,000 | 213,669 | |||
Kraft Heinz Foods Company | |||||
3.000%, 06/01/2026 | 458,000 | 422,299 | |||
6.875%, 01/26/2039 | 40,000 | 41,206 | |||
Mondelez International, Inc. 4.625%, 05/07/2048 | 300,000 | 254,855 | |||
PepsiCo, Inc. | |||||
2.850%, 02/24/2026 | 495,000 | 466,054 | |||
4.000%, 03/05/2042 | 270,000 | 232,598 | |||
5.500%, 01/15/2040 | 280,000 | 288,770 | |||
Philip Morris International, Inc. | |||||
3.600%, 11/15/2023 | 250,000 | 247,192 | |||
6.375%, 05/16/2038 | 300,000 | 283,949 | |||
SC Johnson & Son, Inc. 4.000%, 05/15/2043 (D) | 250,000 | 193,282 | |||
Sysco Corp. 6.600%, 04/01/2050 | 1,000,000 | 1,049,668 | |||
The Coca-Cola Company | |||||
2.125%, 09/06/2029 | 400,000 | 337,120 | |||
2.500%, 06/01/2040 | 400,000 | 279,184 | |||
The Estee Lauder Companies, Inc. 2.600%, 04/15/2030 | 600,000 | 508,551 | |||
The Kroger Company 3.500%, 02/01/2026 | 500,000 | 474,340 | |||
The Procter & Gamble Company 3.600%, 03/25/2050 | 600,000 | 498,082 | |||
Tyson Foods, Inc. 4.350%, 03/01/2029 | 400,000 | 377,409 | |||
Walmart, Inc. | |||||
3.250%, 07/08/2029 | 600,000 | 548,545 | |||
4.050%, 06/29/2048 | 500,000 | 432,513 | |||
12,956,715 | |||||
Energy – 2.2% | |||||
Anadarko Petroleum Corp. 6.450%, 09/15/2036 | 280,000 | 274,400 | |||
Baker Hughes Holdings LLC | |||||
3.337%, 12/15/2027 | 500,000 | 449,642 | |||
4.486%, 05/01/2030 | 500,000 | 461,276 | |||
Boardwalk Pipelines LP 4.950%, 12/15/2024 | 400,000 | 395,805 | |||
BP Capital Markets America, Inc. 3.796%, 09/21/2025 | 800,000 | 779,288 | |||
Canadian Natural Resources, Ltd. 6.250%, 03/15/2038 | 290,000 | 279,697 | |||
Cenovus Energy, Inc. 4.250%, 04/15/2027 | 300,000 | 282,908 |
273 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Energy (continued) | |||||
Chevron Corp. 2.954%, 05/16/2026 | $ | 800,000 | $ | 752,898 | |
Devon Energy Corp. | |||||
5.000%, 06/15/2045 | 885,000 | 736,437 | |||
7.875%, 09/30/2031 | 170,000 | 186,221 | |||
Enbridge, Inc. | |||||
3.700%, 07/15/2027 | 400,000 | 370,630 | |||
4.500%, 06/10/2044 | 400,000 | 319,015 | |||
Energy Transfer LP | |||||
3.450%, 01/15/2023 | 170,000 | 169,112 | |||
5.500%, 06/01/2027 | 600,000 | 584,457 | |||
6.125%, 12/15/2045 | 350,000 | 306,938 | |||
6.500%, 02/01/2042 | 50,000 | 46,531 | |||
Enterprise Products Operating LLC | |||||
3.200%, 02/15/2052 | 700,000 | 446,771 | |||
4.850%, 08/15/2042 | 280,000 | 237,299 | |||
6.875%, 03/01/2033 | 130,000 | 138,217 | |||
Exxon Mobil Corp. | |||||
2.995%, 08/16/2039 | 400,000 | 296,885 | |||
3.482%, 03/19/2030 | 700,000 | 635,658 | |||
Kinder Morgan Energy Partners LP | |||||
4.300%, 05/01/2024 | 700,000 | 690,360 | |||
6.375%, 03/01/2041 | 60,000 | 55,702 | |||
6.500%, 09/01/2039 | 180,000 | 171,112 | |||
Kinder Morgan, Inc. 5.550%, 06/01/2045 | 375,000 | 326,700 | |||
MPLX LP 4.800%, 02/15/2029 | 400,000 | 372,216 | |||
ONEOK Partners LP 6.650%, 10/01/2036 | 268,000 | 252,548 | |||
Ovintiv, Inc. 6.500%, 08/15/2034 | 270,000 | 263,027 | |||
Petroleos Mexicanos | |||||
6.625%, 06/15/2035 | 230,000 | 146,625 | |||
6.700%, 02/16/2032 | 173,000 | 121,381 | |||
Phillips 66 Company 3.750%, 03/01/2028 (D) | 200,000 | 181,910 | |||
Plains All American Pipeline LP 4.900%, 02/15/2045 | 500,000 | 366,795 | |||
Shell International Finance BV | |||||
4.375%, 05/11/2045 | 1,000,000 | 840,396 | |||
6.375%, 12/15/2038 | 90,000 | 95,280 | |||
Suncor Energy, Inc. 5.950%, 05/15/2035 | 235,000 | 224,732 | |||
The Williams Companies, Inc. | |||||
3.500%, 11/15/2030 | 400,000 | 339,594 | |||
5.100%, 09/15/2045 | 400,000 | 338,693 | |||
Tosco Corp. 8.125%, 02/15/2030 | 383,000 | 439,622 | |||
TotalEnergies Capital International SA 3.700%, 01/15/2024 | 500,000 | 493,520 | |||
TransCanada PipeLines, Ltd. 5.850%, 03/15/2036 | 405,000 | 389,780 | |||
Valero Energy Corp. | |||||
2.850%, 04/15/2025 | 600,000 | 565,683 | |||
7.500%, 04/15/2032 | 270,000 | 292,867 | |||
15,118,628 | |||||
Financials – 7.7% | |||||
American Express Company 2.650%, 12/02/2022 | 345,000 | 344,230 | |||
American International Group, Inc. | |||||
4.125%, 02/15/2024 | 550,000 | 545,770 | |||
6.250%, 05/01/2036 | 430,000 | 446,833 | |||
Arch Capital Finance LLC 4.011%, 12/15/2026 | 400,000 | 382,143 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Ares Capital Corp. 3.875%, 01/15/2026 | $ | 1,000,000 | $ | 909,808 | |
Banco Santander SA 1.722%, (1.722% to 9-14-26, then 1 Year CMT + 0.900%), 09/14/2027 | 700,000 | 579,092 | |||
Bank of America Corp. | |||||
3.004%, (3.004% to 12-20-22, then 3 month LIBOR + 0.790%), 12/20/2023 | 386,000 | 383,951 | |||
3.300%, 01/11/2023 | 800,000 | 798,011 | |||
3.366%, (3.366% to 1-23-25, then 3 month LIBOR + 0.810%), 01/23/2026 | 1,700,000 | 1,610,733 | |||
3.419%, (3.419% to 12-20-27, then 3 month LIBOR + 1.040%), 12/20/2028 | 1,312,000 | 1,164,923 | |||
3.970%, (3.970% to 3-5-28, then 3 month LIBOR + 1.070%), 03/05/2029 | 500,000 | 452,349 | |||
4.443%, (4.443% to 1-20-47, then 3 month LIBOR + 1.990%), 01/20/2048 | 500,000 | 405,016 | |||
4.450%, 03/03/2026 | 700,000 | 674,525 | |||
7.750%, 05/14/2038 | 480,000 | 532,427 | |||
Barclays PLC 4.375%, 01/12/2026 | 500,000 | 471,347 | |||
Berkshire Hathaway, Inc. 3.125%, 03/15/2026 | 500,000 | 474,446 | |||
Capital One Bank USA NA 3.375%, 02/15/2023 | 360,000 | 358,516 | |||
Capital One Financial Corp. | |||||
3.200%, 02/05/2025 | 2,000,000 | 1,899,719 | |||
3.300%, 10/30/2024 | 1,500,000 | 1,445,028 | |||
Chubb INA Holdings, Inc. 3.350%, 05/03/2026 | 300,000 | 283,526 | |||
Citigroup, Inc. | |||||
1.462%, (1.462% to 6-9-26, then SOFR + 0.770%), 06/09/2027 | 600,000 | 510,839 | |||
2.666%, (2.666% to 1-29-30, then SOFR + 1.146%), 01/29/2031 | 1,000,000 | 797,851 | |||
3.300%, 04/27/2025 | 600,000 | 571,307 | |||
4.281%, (4.281% to 4-24-47, then 3 month LIBOR + 1.839%), 04/24/2048 | 500,000 | 388,982 | |||
4.450%, 09/29/2027 | 500,000 | 462,837 | |||
5.500%, 09/13/2025 | 400,000 | 399,377 | |||
Credit Suisse Group AG | |||||
3.750%, 03/26/2025 | 250,000 | 232,888 | |||
4.550%, 04/17/2026 | 800,000 | 736,014 | |||
Deutsche Bank AG 2.129%, (2.129% to 11-24-25, then SOFR + 1.870%), 11/24/2026 | 600,000 | 509,448 | |||
European Investment Bank | |||||
2.500%, 10/15/2024 | 1,500,000 | 1,447,051 | |||
3.250%, 01/29/2024 | 600,000 | 591,460 | |||
Fifth Third Bank NA 2.250%, 02/01/2027 | 500,000 | 444,296 | |||
Five Corners Funding Trust II 2.850%, 05/15/2030 (D) | 800,000 | 658,490 | |||
GE Capital International Funding Company 4.418%, 11/15/2035 | 822,000 | 736,447 | |||
HSBC Holdings PLC | |||||
2.848%, (2.848% to 6-4-30, then SOFR + 2.387%), 06/04/2031 | 1,000,000 | 765,460 |
274 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
HSBC Holdings PLC (continued) | |||||
6.500%, 09/15/2037 | $ | 660,000 | $ | 622,040 | |
Inter-American Development Bank | |||||
2.000%, 07/23/2026 | 1,000,000 | 918,850 | |||
7.000%, 06/15/2025 | 325,000 | 346,028 | |||
Intercontinental Exchange, Inc. 3.100%, 09/15/2027 | 400,000 | 363,179 | |||
International Bank for Reconstruction & Development 0.750%, 11/24/2027 | 1,000,000 | 841,030 | |||
JPMorgan Chase & Co. | |||||
2.522%, (2.522% to 4-22-30, then SOFR + 2.040%), 04/22/2031 | 1,000,000 | 790,461 | |||
3.300%, 04/01/2026 | 700,000 | 656,950 | |||
3.375%, 05/01/2023 | 500,000 | 496,844 | |||
3.509%, (3.509% to 1-23-28, then 3 month LIBOR + 0.945%), 01/23/2029 | 500,000 | 442,286 | |||
3.540%, (3.540% to 5-1-27, then 3 month LIBOR + 1.380%), 05/01/2028 | 700,000 | 633,786 | |||
3.875%, 02/01/2024 | 1,300,000 | 1,284,633 | |||
4.452%, (4.452% to 12-5-28, then 3 month LIBOR + 1.330%), 12/05/2029 | 600,000 | 549,152 | |||
6.400%, 05/15/2038 | 125,000 | 128,378 | |||
KfW | |||||
2.125%, 01/17/2023 | 600,000 | 596,873 | |||
2.625%, 02/28/2024 | 800,000 | 781,215 | |||
Liberty Mutual Group, Inc. 3.950%, 05/15/2060 (D) | 500,000 | 315,817 | |||
Lincoln National Corp. | |||||
3.625%, 12/12/2026 | 500,000 | 469,681 | |||
7.000%, 06/15/2040 | 150,000 | 156,682 | |||
Lloyds Banking Group PLC 2.438%, (2.438% to 2-5-25, then 1 Year CMT + 1.000%), 02/05/2026 | 900,000 | 826,887 | |||
MetLife, Inc. 4.600%, 05/13/2046 | 500,000 | 437,067 | |||
Mitsubishi UFJ Financial Group, Inc. 1.538%, (1.538% to 7-20-26, then 1 Year CMT + 0.750%), 07/20/2027 | 1,600,000 | 1,363,042 | |||
Mizuho Financial Group, Inc. 1.234%, (1.234% to 5-22-26, then 1 Year CMT + 0.670%), 05/22/2027 | 800,000 | 676,047 | |||
Morgan Stanley | |||||
1.512%, (1.512% to 7-20-26, then SOFR + 0.858%), 07/20/2027 | 500,000 | 425,843 | |||
3.622%, (3.622% to 4-1-30, then SOFR + 3.120%), 04/01/2031 | 1,000,000 | 864,229 | |||
3.700%, 10/23/2024 | 950,000 | 925,922 | |||
3.772%, (3.772% to 1-24-28, then 3 month LIBOR + 1.140%), 01/24/2029 | 550,000 | 494,638 | |||
4.100%, 05/22/2023 | 750,000 | 747,518 | |||
Raymond James Financial, Inc. 4.950%, 07/15/2046 | 600,000 | 528,706 | |||
Royal Bank of Canada 2.300%, 11/03/2031 | 800,000 | 615,109 | |||
State Street Corp. 3.100%, 05/15/2023 | 250,000 | 247,883 | |||
Stifel Financial Corp. 4.250%, 07/18/2024 | 500,000 | 491,179 | |||
Sumitomo Mitsui Financial Group, Inc. | |||||
3.364%, 07/12/2027 | 900,000 | 818,009 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Sumitomo Mitsui Financial Group, Inc. (continued) | |||||
3.784%, 03/09/2026 | $ | 550,000 | $ | 522,050 | |
The Allstate Corp. 3.280%, 12/15/2026 | 500,000 | 469,420 | |||
The Bank of New York Mellon Corp. 3.250%, 05/16/2027 | 800,000 | 748,024 | |||
The Charles Schwab Corp. 3.200%, 01/25/2028 | 300,000 | 274,687 | |||
The Goldman Sachs Group, Inc. | |||||
2.600%, 02/07/2030 | 700,000 | 564,463 | |||
3.500%, 01/23/2025 | 750,000 | 720,717 | |||
3.625%, 01/22/2023 | 500,000 | 498,989 | |||
3.750%, 02/25/2026 | 500,000 | 473,595 | |||
The Hartford Financial Services Group, Inc. 5.950%, 10/15/2036 | 170,000 | 166,128 | |||
The PNC Financial Services Group, Inc. 3.450%, 04/23/2029 | 1,000,000 | 894,758 | |||
The Toronto-Dominion Bank 2.000%, 09/10/2031 | 800,000 | 597,078 | |||
The Travelers Companies, Inc. 4.050%, 03/07/2048 | 300,000 | 246,564 | |||
Travelers Property Casualty Corp. 7.750%, 04/15/2026 | 50,000 | 54,592 | |||
Truist Financial Corp. | |||||
1.125%, 08/03/2027 | 700,000 | 573,073 | |||
2.850%, 10/26/2024 | 700,000 | 673,483 | |||
Wells Fargo & Company | |||||
2.572%, (2.572% to 2-11-30, then SOFR + 1.262%), 02/11/2031 | 2,000,000 | 1,600,890 | |||
3.000%, 10/23/2026 | 1,000,000 | 906,392 | |||
Westpac Banking Corp. 1.150%, 06/03/2026 | 800,000 | 699,082 | |||
53,955,089 | |||||
Health care – 3.2% | |||||
Abbott Laboratories | |||||
2.950%, 03/15/2025 | 300,000 | 288,620 | |||
3.750%, 11/30/2026 | 283,000 | 274,468 | |||
AbbVie, Inc. | |||||
2.900%, 11/06/2022 | 500,000 | 499,120 | |||
3.200%, 05/14/2026 to 11/21/2029 | 1,716,000 | 1,544,772 | |||
4.400%, 11/06/2042 | 260,000 | 215,918 | |||
Aetna, Inc. 3.500%, 11/15/2024 | 200,000 | 194,337 | |||
Allergan Funding SCS 4.750%, 03/15/2045 | 321,000 | 238,522 | |||
Amgen, Inc. | |||||
4.400%, 05/01/2045 | 260,000 | 212,271 | |||
4.663%, 06/15/2051 | 659,000 | 553,721 | |||
AstraZeneca PLC 0.700%, 04/08/2026 | 500,000 | 432,078 | |||
Baxalta, Inc. 4.000%, 06/23/2025 | 500,000 | 485,089 | |||
Bayer US Finance II LLC 2.850%, 04/15/2025 (D) | 300,000 | 280,178 | |||
Becton, Dickinson and Company 4.685%, 12/15/2044 | 400,000 | 341,620 | |||
Biogen, Inc. 3.250%, 02/15/2051 | 561,000 | 362,882 | |||
Boston Scientific Corp. 2.650%, 06/01/2030 | 500,000 | 414,869 | |||
Bristol-Myers Squibb Company | |||||
3.250%, 08/01/2042 | 500,000 | 372,163 | |||
4.550%, 02/20/2048 | 300,000 | 263,976 |
275 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Health care (continued) | |||||
Cardinal Health, Inc. 3.750%, 09/15/2025 | $ | 500,000 | $ | 482,844 | |
Cigna Corp. 4.375%, 10/15/2028 | 500,000 | 472,123 | |||
CVS Health Corp. | |||||
3.875%, 07/20/2025 | 650,000 | 630,410 | |||
4.300%, 03/25/2028 | 389,000 | 366,888 | |||
5.050%, 03/25/2048 | 500,000 | 440,331 | |||
CVS Pass-Through Trust 8.353%, 07/10/2031 (D) | 61,120 | 66,069 | |||
DH Europe Finance II Sarl 3.250%, 11/15/2039 | 300,000 | 227,444 | |||
Dignity Health 4.500%, 11/01/2042 | 300,000 | 242,735 | |||
Elevance Health, Inc. | |||||
4.101%, 03/01/2028 | 350,000 | 331,030 | |||
4.650%, 08/15/2044 | 150,000 | 128,935 | |||
Eli Lilly & Company 2.250%, 05/15/2050 | 500,000 | 309,299 | |||
Evernorth Health, Inc. 6.125%, 11/15/2041 | 330,000 | 331,263 | |||
Gilead Sciences, Inc. 3.650%, 03/01/2026 | 600,000 | 570,316 | |||
GlaxoSmithKline Capital, Inc. | |||||
3.625%, 05/15/2025 | 500,000 | 486,252 | |||
6.375%, 05/15/2038 | 210,000 | 228,522 | |||
HCA, Inc. | |||||
4.500%, 02/15/2027 | 500,000 | 466,755 | |||
5.500%, 06/15/2047 | 400,000 | 337,918 | |||
Humana, Inc. 3.850%, 10/01/2024 | 350,000 | 341,183 | |||
Johnson & Johnson | |||||
2.100%, 09/01/2040 | 500,000 | 332,643 | |||
5.850%, 07/15/2038 | 285,000 | 304,470 | |||
Laboratory Corp. of America Holdings 2.950%, 12/01/2029 | 500,000 | 423,545 | |||
Medtronic, Inc. 4.375%, 03/15/2035 | 500,000 | 455,722 | |||
Merck & Company, Inc. 2.750%, 02/10/2025 | 850,000 | 814,869 | |||
Novartis Capital Corp. 3.000%, 11/20/2025 | 500,000 | 475,394 | |||
Pfizer, Inc. | |||||
2.750%, 06/03/2026 | 713,000 | 670,607 | |||
4.400%, 05/15/2044 | 264,000 | 235,292 | |||
Quest Diagnostics, Inc. | |||||
4.200%, 06/30/2029 | 500,000 | 461,214 | |||
4.700%, 03/30/2045 | 500,000 | 411,637 | |||
Regeneron Pharmaceuticals, Inc. 2.800%, 09/15/2050 | 1,000,000 | 604,269 | |||
Stryker Corp. 4.625%, 03/15/2046 | 350,000 | 305,289 | |||
Thermo Fisher Scientific, Inc. 2.000%, 10/15/2031 | 400,000 | 315,310 | |||
UnitedHealth Group, Inc. | |||||
2.300%, 05/15/2031 | 500,000 | 402,245 | |||
2.900%, 05/15/2050 | 400,000 | 262,719 | |||
4.375%, 03/15/2042 | 50,000 | 42,800 | |||
4.450%, 12/15/2048 | 300,000 | 255,749 | |||
5.800%, 03/15/2036 | 300,000 | 305,847 | |||
Utah Acquisition Sub, Inc. 3.950%, 06/15/2026 | 500,000 | 455,841 | |||
Viatris, Inc. 2.700%, 06/22/2030 | 500,000 | 371,507 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Health care (continued) | |||||
Zimmer Biomet Holdings, Inc. 3.050%, 01/15/2026 | $ | 500,000 | $ | 466,948 | |
Zoetis, Inc. 2.000%, 05/15/2030 | 500,000 | 397,107 | |||
22,205,945 | |||||
Industrials – 2.6% | |||||
3M Company 3.000%, 08/07/2025 | 330,000 | 313,671 | |||
AerCap Ireland Capital DAC | |||||
3.300%, 01/30/2032 | 500,000 | 376,034 | |||
4.450%, 04/03/2026 | 400,000 | 373,160 | |||
Air Lease Corp. | |||||
3.125%, 12/01/2030 | 600,000 | 472,423 | |||
3.625%, 12/01/2027 | 400,000 | 345,987 | |||
American Airlines 2016-2 Class AA Pass Through Trust 3.200%, 06/15/2028 | 222,600 | 193,562 | |||
Burlington Northern Santa Fe LLC 4.400%, 03/15/2042 | 50,000 | 43,216 | |||
Canadian Pacific Railway Company 4.450%, 03/15/2023 | 300,000 | 299,891 | |||
Carrier Global Corp. 3.577%, 04/05/2050 | 500,000 | 346,139 | |||
Caterpillar, Inc. | |||||
3.250%, 04/09/2050 | 400,000 | 293,926 | |||
3.400%, 05/15/2024 | 500,000 | 490,398 | |||
CSX Corp. | |||||
3.350%, 11/01/2025 | 420,000 | 399,330 | |||
3.800%, 04/15/2050 | 1,000,000 | 754,928 | |||
Deere & Company 3.100%, 04/15/2030 | 500,000 | 444,922 | |||
Delta Air Lines 2019-1 Class AA Pass Through Trust 3.204%, 04/25/2024 | 200,000 | 193,239 | |||
Equifax, Inc. 3.100%, 05/15/2030 | 1,200,000 | 996,217 | |||
FedEx Corp. | |||||
3.875%, 08/01/2042 | 420,000 | 308,154 | |||
4.400%, 01/15/2047 | 350,000 | 271,198 | |||
General Dynamics Corp. 3.625%, 04/01/2030 | 500,000 | 457,418 | |||
General Electric Company | |||||
4.500%, 03/11/2044 | 500,000 | 417,351 | |||
6.750%, 03/15/2032 | 66,000 | 71,311 | |||
6.875%, 01/10/2039 | 168,000 | 182,525 | |||
Honeywell International, Inc. 1.950%, 06/01/2030 | 500,000 | 408,483 | |||
John Deere Capital Corp. 2.050%, 01/09/2025 | 500,000 | 471,130 | |||
Johnson Controls, Inc. 5.700%, 03/01/2041 | 150,000 | 134,373 | |||
Kansas City Southern 2.875%, 11/15/2029 | 500,000 | 424,801 | |||
L3Harris Technologies, Inc. 2.900%, 12/15/2029 | 300,000 | 253,382 | |||
Lockheed Martin Corp. 3.800%, 03/01/2045 | 400,000 | 317,970 | |||
Norfolk Southern Corp. 4.837%, 10/01/2041 | 240,000 | 213,923 | |||
Northrop Grumman Corp. | |||||
3.250%, 01/15/2028 | 300,000 | 272,972 | |||
4.400%, 05/01/2030 | 200,000 | 188,855 | |||
Precision Castparts Corp. 3.250%, 06/15/2025 | 500,000 | 482,551 |
276 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Industrials (continued) | |||||
Raytheon Technologies Corp. | |||||
4.625%, 11/16/2048 | $ | 500,000 | $ | 431,141 | |
6.125%, 07/15/2038 | 225,000 | 230,469 | |||
Republic Services, Inc. 2.375%, 03/15/2033 | 400,000 | 306,866 | |||
Southwest Airlines Company 5.250%, 05/04/2025 | 1,200,000 | 1,198,767 | |||
Stanley Black & Decker, Inc. 2.750%, 11/15/2050 | 300,000 | 180,428 | |||
The Boeing Company | |||||
2.600%, 10/30/2025 | 438,000 | 399,685 | |||
2.950%, 02/01/2030 | 400,000 | 321,574 | |||
3.750%, 02/01/2050 | 400,000 | 260,491 | |||
5.805%, 05/01/2050 | 600,000 | 521,395 | |||
8.750%, 09/15/2031 | 90,000 | 102,343 | |||
Thomson Reuters Corp. 4.500%, 05/23/2043 | 250,000 | 194,096 | |||
Trane Technologies Global Holding Company, Ltd. 4.300%, 02/21/2048 | 600,000 | 459,733 | |||
Union Pacific Corp. | |||||
3.250%, 08/15/2025 | 500,000 | 481,190 | |||
3.799%, 10/01/2051 to 04/06/2071 | 1,113,000 | 804,017 | |||
United Airlines 2016-2 Class AA Pass Through Trust 2.875%, 10/07/2028 | 228,636 | 197,653 | |||
United Parcel Service, Inc. 3.400%, 03/15/2029 | 400,000 | 367,238 | |||
Verisk Analytics, Inc. 4.125%, 03/15/2029 | 600,000 | 547,326 | |||
Waste Management, Inc. 2.500%, 11/15/2050 | 300,000 | 182,695 | |||
18,400,547 | |||||
Information technology – 2.9% | |||||
Apple, Inc. | |||||
1.650%, 05/11/2030 | 900,000 | 724,531 | |||
2.400%, 05/03/2023 | 800,000 | 791,257 | |||
2.450%, 08/04/2026 | 1,060,000 | 977,408 | |||
3.250%, 02/23/2026 | 500,000 | 479,791 | |||
Applied Materials, Inc. | |||||
3.900%, 10/01/2025 | 470,000 | 460,152 | |||
5.100%, 10/01/2035 | 470,000 | 459,240 | |||
Automatic Data Processing, Inc. 3.375%, 09/15/2025 | 752,000 | 729,424 | |||
Broadcom, Inc. | |||||
2.600%, 02/15/2033 (D) | 1,000,000 | 714,222 | |||
3.137%, 11/15/2035 (D) | 600,000 | 420,420 | |||
4.300%, 11/15/2032 | 700,000 | 587,744 | |||
Cisco Systems, Inc. 5.900%, 02/15/2039 | 80,000 | 82,746 | |||
Dell International LLC 5.300%, 10/01/2029 | 600,000 | 559,044 | |||
Eaton Corp. 3.103%, 09/15/2027 | 500,000 | 456,142 | |||
Fiserv, Inc. 2.250%, 06/01/2027 | 600,000 | 518,019 | |||
Global Payments, Inc. 4.450%, 06/01/2028 | 400,000 | 365,677 | |||
Hewlett Packard Enterprise Company 6.200%, 10/15/2035 | 400,000 | 391,308 | |||
IBM Corp. | |||||
3.450%, 02/19/2026 | 1,115,000 | 1,062,206 | |||
4.000%, 06/20/2042 | 210,000 | 164,741 | |||
5.600%, 11/30/2039 | 21,000 | 20,410 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Information technology (continued) | |||||
Intel Corp. | |||||
2.000%, 08/12/2031 | $ | 500,000 | $ | 387,281 | |
2.700%, 12/15/2022 | 690,000 | 687,692 | |||
Mastercard, Inc. | |||||
2.000%, 11/18/2031 | 350,000 | 276,943 | |||
2.950%, 11/21/2026 | 300,000 | 280,042 | |||
Microsoft Corp. | |||||
2.525%, 06/01/2050 | 1,538,000 | 1,004,842 | |||
3.125%, 11/03/2025 | 438,000 | 420,608 | |||
NVIDIA Corp. 2.000%, 06/15/2031 | 400,000 | 314,529 | |||
NXP BV 3.400%, 05/01/2030 | 520,000 | 433,362 | |||
Oracle Corp. | |||||
2.400%, 09/15/2023 | 435,000 | 424,430 | |||
2.650%, 07/15/2026 | 310,000 | 278,989 | |||
2.875%, 03/25/2031 | 400,000 | 315,466 | |||
2.950%, 05/15/2025 | 550,000 | 517,640 | |||
4.000%, 11/15/2047 | 400,000 | 268,020 | |||
4.125%, 05/15/2045 | 500,000 | 343,565 | |||
PayPal Holdings, Inc. | |||||
2.300%, 06/01/2030 | 600,000 | 488,106 | |||
2.850%, 10/01/2029 | 1,000,000 | 855,404 | |||
Qualcomm, Inc. 1.650%, 05/20/2032 | 566,000 | 423,715 | |||
Roper Technologies, Inc. 4.200%, 09/15/2028 | 500,000 | 467,019 | |||
Salesforce, Inc. 2.700%, 07/15/2041 | 400,000 | 275,381 | |||
Texas Instruments, Inc. 3.875%, 03/15/2039 | 200,000 | 172,610 | |||
Visa, Inc. | |||||
2.050%, 04/15/2030 | 600,000 | 495,685 | |||
3.150%, 12/14/2025 | 463,000 | 442,026 | |||
4.300%, 12/14/2045 | 463,000 | 403,299 | |||
VMware, Inc. 1.800%, 08/15/2028 | 400,000 | 317,111 | |||
Xerox Corp. 6.750%, 12/15/2039 | 60,000 | 44,400 | |||
20,302,647 | |||||
Materials – 0.9% | |||||
Air Products and Chemicals, Inc. 1.850%, 05/15/2027 | 500,000 | 440,332 | |||
Avery Dennison Corp. 2.650%, 04/30/2030 | 400,000 | 319,735 | |||
DuPont de Nemours, Inc. 5.319%, 11/15/2038 | 400,000 | 362,661 | |||
Eastman Chemical Company 4.650%, 10/15/2044 | 500,000 | 389,965 | |||
Freeport-McMoRan, Inc. 3.875%, 03/15/2023 | 500,000 | 496,980 | |||
Glencore Funding LLC 2.625%, 09/23/2031 (D) | 500,000 | 374,752 | |||
Huntsman International LLC 4.500%, 05/01/2029 | 500,000 | 440,841 | |||
International Paper Company 5.000%, 09/15/2035 | 500,000 | 462,812 | |||
LYB International Finance II BV 3.500%, 03/02/2027 | 400,000 | 365,771 | |||
Martin Marietta Materials, Inc. 2.400%, 07/15/2031 | 300,000 | 231,588 | |||
Newmont Corp. 4.875%, 03/15/2042 | 270,000 | 232,788 | |||
Potash Corp. of Saskatchewan, Inc. 5.625%, 12/01/2040 | 150,000 | 136,159 |
277 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Materials (continued) | |||||
Rio Tinto Alcan, Inc. 6.125%, 12/15/2033 | $ | 100,000 | $ | 105,646 | |
Rio Tinto Finance USA PLC 4.750%, 03/22/2042 | 270,000 | 245,267 | |||
Rio Tinto Finance USA, Ltd. 5.200%, 11/02/2040 | 250,000 | 242,220 | |||
Teck Resources, Ltd. 6.250%, 07/15/2041 | 270,000 | 246,713 | |||
The Dow Chemical Company | |||||
4.375%, 11/15/2042 | 590,000 | 464,130 | |||
9.400%, 05/15/2039 | 130,000 | 165,178 | |||
The Sherwin-Williams Company 3.450%, 06/01/2027 | 300,000 | 275,420 | |||
Vale Overseas, Ltd. 6.875%, 11/10/2039 | 350,000 | 328,616 | |||
Vulcan Materials Company 3.500%, 06/01/2030 | 300,000 | 256,608 | |||
6,584,182 | |||||
Real estate – 1.0% | |||||
Alexandria Real Estate Equities, Inc. 1.875%, 02/01/2033 | 400,000 | 281,133 | |||
American Tower Corp. 5.000%, 02/15/2024 | 500,000 | 499,721 | |||
AvalonBay Communities, Inc. 2.050%, 01/15/2032 | 400,000 | 310,716 | |||
Boston Properties LP 2.550%, 04/01/2032 | 500,000 | 368,662 | |||
Crown Castle, Inc. | |||||
2.500%, 07/15/2031 | 300,000 | 231,176 | |||
3.700%, 06/15/2026 | 400,000 | 375,690 | |||
CubeSmart LP 4.000%, 11/15/2025 | 200,000 | 189,571 | |||
Digital Realty Trust LP 4.450%, 07/15/2028 | 200,000 | 186,848 | |||
Duke Realty LP 3.250%, 06/30/2026 | 200,000 | 184,555 | |||
Equinix, Inc. 2.150%, 07/15/2030 | 400,000 | 306,665 | |||
Essex Portfolio LP 3.000%, 01/15/2030 | 400,000 | 332,384 | |||
Extra Space Storage LP 2.350%, 03/15/2032 | 500,000 | 368,492 | |||
GLP Capital LP 5.300%, 01/15/2029 | 600,000 | 546,874 | |||
Healthpeak Properties, Inc. 3.500%, 07/15/2029 | 400,000 | 351,426 | |||
Mid-America Apartments LP 3.950%, 03/15/2029 | 800,000 | 727,444 | |||
Service Properties Trust 4.500%, 03/15/2025 | 200,000 | 167,058 | |||
Simon Property Group LP | |||||
3.375%, 06/15/2027 | 500,000 | 458,906 | |||
3.500%, 09/01/2025 | 441,500 | 421,540 | |||
SL Green Operating Partnership LP 3.250%, 10/15/2022 | 500,000 | 499,799 | |||
Welltower, Inc. 2.750%, 01/15/2031 | 500,000 | 395,362 | |||
7,204,022 | |||||
Utilities – 1.8% | |||||
AEP Transmission Company LLC 3.750%, 12/01/2047 | 400,000 | 301,597 | |||
Ameren Corp. 3.500%, 01/15/2031 | 1,000,000 | 862,638 | |||
American Water Capital Corp. 4.300%, 09/01/2045 | 350,000 | 282,623 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Utilities (continued) | |||||
Arizona Public Service Company 3.350%, 05/15/2050 | $ | 500,000 | $ | 326,898 | |
Berkshire Hathaway Energy Company | |||||
4.500%, 02/01/2045 | 500,000 | 417,145 | |||
6.125%, 04/01/2036 | 436,000 | 445,717 | |||
Consolidated Edison Company of New York, Inc. 3.950%, 04/01/2050 | 700,000 | 538,366 | |||
Constellation Energy Generation LLC 6.250%, 10/01/2039 | 160,000 | 156,352 | |||
Dominion Energy, Inc. | |||||
3.375%, 04/01/2030 | 600,000 | 515,985 | |||
3.900%, 10/01/2025 | 242,000 | 232,408 | |||
Duke Energy Carolinas LLC 6.000%, 01/15/2038 | 200,000 | 206,087 | |||
Duke Energy Corp. | |||||
3.750%, 04/15/2024 | 500,000 | 490,945 | |||
4.800%, 12/15/2045 | 500,000 | 412,828 | |||
Entergy Texas, Inc. 1.750%, 03/15/2031 | 700,000 | 528,457 | |||
Essential Utilities, Inc. 4.276%, 05/01/2049 | 500,000 | 388,425 | |||
Eversource Energy 4.250%, 04/01/2029 | 500,000 | 463,743 | |||
Exelon Corp. 3.400%, 04/15/2026 | 542,000 | 510,186 | |||
Florida Power & Light Company 5.650%, 02/01/2037 | 290,000 | 286,977 | |||
Georgia Power Company 5.950%, 02/01/2039 | 335,000 | 322,526 | |||
Indiana Michigan Power Company 6.050%, 03/15/2037 | 187,000 | 187,991 | |||
NextEra Energy Capital Holdings, Inc. 2.250%, 06/01/2030 | 700,000 | 558,453 | |||
NiSource, Inc. 3.950%, 03/30/2048 | 400,000 | 295,109 | |||
Oncor Electric Delivery Company LLC 7.500%, 09/01/2038 | 188,000 | 222,198 | |||
Pacific Gas & Electric Company | |||||
2.500%, 02/01/2031 | 600,000 | 436,591 | |||
3.450%, 07/01/2025 | 30,000 | 27,904 | |||
3.750%, 07/01/2028 | 30,000 | 25,258 | |||
4.550%, 07/01/2030 | 227,000 | 194,525 | |||
4.950%, 07/01/2050 | 227,000 | 166,147 | |||
PacifiCorp 6.000%, 01/15/2039 | 335,000 | 334,776 | |||
Public Service Company of Colorado 3.600%, 09/15/2042 | 500,000 | 384,367 | |||
Public Service Electric & Gas Company 3.000%, 05/15/2025 | 250,000 | 238,188 | |||
San Diego Gas & Electric Company 6.125%, 09/15/2037 | 202,000 | 204,948 | |||
Southern California Edison Company | |||||
2.250%, 06/01/2030 | 700,000 | 554,536 | |||
5.350%, 07/15/2035 | 130,000 | 119,074 | |||
The Southern Company 3.250%, 07/01/2026 | 572,000 | 529,900 | |||
Virginia Electric & Power Company 8.875%, 11/15/2038 | 190,000 | 242,283 | |||
Xcel Energy, Inc. 3.300%, 06/01/2025 | 400,000 | 383,230 | |||
12,795,381 | |||||
TOTAL CORPORATE BONDS (Cost $230,006,001) | $ | 200,230,407 |
278 |
Shares or Principal Amount | Value | ||||
MUNICIPAL BONDS – 0.5% | |||||
Bay Area Toll Authority (California) 6.907%, 10/01/2050 | $ | 50,000 | $ | 60,847 | |
Illinois State Toll Highway Authority 6.184%, 01/01/2034 | 150,000 | 160,203 | |||
Maryland State Transportation Authority 5.888%, 07/01/2043 | 60,000 | 64,708 | |||
Metropolitan Washington Airports Authority 7.462%, 10/01/2046 | 40,000 | 49,063 | |||
New Jersey Turnpike Authority 7.102%, 01/01/2041 | 90,000 | 106,315 | |||
New York State Dormitory Authority 5.628%, 03/15/2039 | 340,000 | 350,447 | |||
New York State Urban Development Corp. 5.770%, 03/15/2039 | 300,000 | 310,169 | |||
State of California, GO | |||||
7.300%, 10/01/2039 | 400,000 | 478,760 | |||
7.500%, 04/01/2034 | 80,000 | 95,229 | |||
State of Illinois, GO | |||||
5.100%, 06/01/2033 | 115,000 | 109,544 | |||
7.350%, 07/01/2035 | 260,000 | 275,758 | |||
State of Texas, GO 5.517%, 04/01/2039 | 260,000 | 272,481 | |||
State of Utah, GO | |||||
3.539%, 07/01/2025 | 286,286 | 281,009 | |||
4.554%, 07/01/2024 | 95,000 | 94,999 | |||
State of Washington, GO 5.481%, 08/01/2039 | 260,000 | 265,771 | |||
Texas Transportation Commission State Highway Fund 5.178%, 04/01/2030 | 310,000 | 313,865 | |||
University of California 5.770%, 05/15/2043 | 320,000 | 334,295 | |||
TOTAL MUNICIPAL BONDS (Cost $3,507,310) | $ | 3,623,463 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS – 2.4% | |||||
Commercial and residential – 2.1% | |||||
Banc of America Commercial Mortgage Trust Series 2015-UBS7, Class A4 3.705%, 09/15/2048 | 145,000 | 137,590 | |||
BANK Series 2017-BNK6, Class A4 3.254%, 07/15/2060 | 2,000,000 | 1,829,150 | |||
BMO Mortgage Trust Series 2022-C1, Class A5 3.374%, 02/15/2055 (E) | 2,000,000 | 1,727,918 | |||
CD Mortgage Trust Series 2017-CD3, Class A4 3.631%, 02/10/2050 | 1,090,000 | 1,015,348 | |||
Commercial Mortgage Trust (Cantor Fitzgerald/Deutsche Bank AG) | |||||
Series 2012-CR3, Class A3, 2.822%, 10/15/2045 | 61,933 | 61,805 | |||
Series 2012-CR5, Class A4, 2.771%, 12/10/2045 | 65,667 | 65,554 | |||
Series 2013-CR8, Class AM, 3.910%, 06/10/2046 (D)(E) | 630,000 | 622,544 | |||
Series 2014-CR14, Class A3, 3.955%, 02/10/2047 | 1,000,000 | 984,941 | |||
Series 2014-CR21, Class A3, 3.528%, 12/10/2047 | 639,549 | 616,886 | |||
Series 2015-CR27, Class A4, 3.612%, 10/10/2048 | 1,000,000 | 949,748 |
Shares or Principal Amount | Value | ||||
COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
Commercial and residential (continued) | |||||
GS Mortgage Securities Trust | |||||
Series 2016-GS4, Class A3, 3.178%, 11/10/2049 | $ | 2,846,635 | $ | 2,613,522 | |
Series 2017-GS5, Class A3, 3.409%, 03/10/2050 | 3,000,000 | 2,779,529 | |||
JPMBB Commercial Mortgage Securities Trust Series 2013-C14, Class A4 4.133%, 08/15/2046 (E) | 301,517 | 299,008 | |||
JPMorgan Chase Commercial Mortgage Securities Trust Series 2013-C16, Class A4 4.166%, 12/15/2046 | 500,000 | 493,409 | |||
Morgan Stanley Bank of America Merrill Lynch Trust Series 2013-C7, Class A4 2.918%, 02/15/2046 | 204,138 | 203,490 | |||
Wells Fargo Commercial Mortgage Trust Series 2015-C29, Class AS 4.013%, 06/15/2048 (E) | 500,000 | 471,358 | |||
14,871,800 | |||||
U.S. Government Agency – 0.3% | |||||
Federal Home Loan Mortgage Corp. | |||||
Series K041, Class A2, 3.171%, 10/25/2024 | 700,000 | 680,388 | |||
Series K047, Class A2, 3.329%, 05/25/2025 (E) | 700,000 | 677,486 | |||
Series K050, Class A2, 3.334%, 08/25/2025 (E) | 700,000 | 675,953 | |||
2,033,827 | |||||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $18,867,037) | $ | 16,905,627 | |||
ASSET BACKED SECURITIES – 0.2% | |||||
SMB Private Education Loan Trust Series 2021-E, Class A1A 1.680%, 02/15/2051 (D) | 1,550,016 | 1,386,851 | |||
TOTAL ASSET BACKED SECURITIES (Cost $1,549,953) | $ | 1,386,851 | |||
COMMON STOCKS – 0.0% | |||||
Energy – 0.0% | |||||
Noble Corp. PLC (F) | 38 | 1,124 | |||
TOTAL COMMON STOCKS (Cost $508) | $ | 1,124 | |||
WARRANTS – 0.0% | |||||
Noble Corp. (Expiration Date: 2-5-28; Strike Price: $23.13) (F) | 154 | 1,771 | |||
TOTAL WARRANTS (Cost $279) | $ | 1,771 | |||
SHORT-TERM INVESTMENTS – 2.3% | |||||
Short-term funds – 2.3% | |||||
John Hancock Collateral Trust, 3.0556% (G)(H) | 1,632,955 | 16,316,485 | |||
State Street Institutional U.S. Government Money Market Fund, Premier Class, 2.9329% (G) | 2,830 | 2,830 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $16,319,986) | $ | 16,319,315 | |||
Total Investments (Total Bond Market Trust) (Cost $799,990,733) – 100.1% | $ | 703,955,142 | |||
Other assets and liabilities, net – (0.1%) | (500,548) | ||||
TOTAL NET ASSETS – 100.0% | $ | 703,454,594 |
279 |
Security Abbreviations and Legend | |
CMT | Constant Maturity Treasury |
GO | General Obligation |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(B) | Security purchased or sold on a when-issued or delayed delivery basis. |
(C) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $138,930. |
(D) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
(E) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(F) | Non-income producing security. |
(G) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(H) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $164,410. |
Shares or Principal Amount | Value | ||||
COMMON STOCKS – 97.6% | |||||
Communication services – 7.6% | |||||
Diversified telecommunication services – 0.8% | |||||
AT&T, Inc. | 119,362 | $ | 1,831,013 | ||
ATN International, Inc. | 316 | 12,188 | |||
Bandwidth, Inc., Class A (A) | 474 | 5,641 | |||
Cogent Communications Holdings, Inc. | 822 | 42,876 | |||
Consolidated Communications Holdings, Inc. (A) | 1,652 | 6,872 | |||
EchoStar Corp., Class A (A) | 1,756 | 28,921 | |||
Frontier Communications Parent, Inc. (A) | 3,391 | 79,451 | |||
Globalstar, Inc. (A) | 32,049 | 50,958 | |||
IDT Corp., Class B (A) | 471 | 11,695 | |||
Iridium Communications, Inc. (A) | 2,310 | 102,495 | |||
Lumen Technologies, Inc. (B) | 18,207 | 132,547 | |||
Ooma, Inc. (A) | 511 | 6,285 | |||
Starry Group Holdings, Inc., Class A (A) | 496 | 739 | |||
Telesat Corp. (A) | 472 | 3,686 | |||
Verizon Communications, Inc. | 69,898 | 2,654,027 | |||
4,969,394 | |||||
Entertainment – 1.3% | |||||
Activision Blizzard, Inc. | 13,022 | 968,055 | |||
AMC Entertainment Holdings, Inc., Class A (A)(B) | 9,060 | 63,148 | |||
Cinemark Holdings, Inc. (A) | 2,255 | 27,308 | |||
Electronic Arts, Inc. | 4,657 | 538,861 | |||
Endeavor Group Holdings, Inc., Class A (A) | 11,690 | 236,839 | |||
Gaia, Inc. (A) | 509 | 1,237 | |||
Liberty Media Corp.-Liberty Braves, Class A (A) | 1,055 | 29,698 | |||
Liberty Media Corp.-Liberty Formula One, Series A (A) | 225 | 11,817 | |||
Liberty Media Corp.-Liberty Formula One, Series C (A) | 3,503 | 204,926 | |||
Lions Gate Entertainment Corp., Class B (A) | 4,142 | 28,787 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Entertainment (continued) | |||||
Live Nation Entertainment, Inc. (A) | 3,863 | $ | 293,743 | ||
Madison Square Garden Entertainment Corp. (A) | 552 | 24,338 | |||
Madison Square Garden Sports Corp. (A) | 348 | 47,558 | |||
Netflix, Inc. (A) | 7,438 | 1,751,203 | |||
Reservoir Media, Inc. (A) | 628 | 3,065 | |||
ROBLOX Corp., Class A (A) | 10,056 | 360,407 | |||
Roku, Inc. (A) | 2,123 | 119,737 | |||
Sciplay Corp., Class A (A) | 2,344 | 27,565 | |||
Skillz, Inc. (A) | 6,830 | 6,967 | |||
Take-Two Interactive Software, Inc. (A) | 2,731 | 297,679 | |||
The Marcus Corp. | 654 | 9,084 | |||
The Walt Disney Company (A) | 30,477 | 2,874,895 | |||
Warner Brothers Discovery, Inc. (A) | 37,836 | 435,114 | |||
Warner Music Group Corp., Class A | 8,822 | 204,759 | |||
World Wrestling Entertainment, Inc., Class A | 1,303 | 91,432 | |||
8,658,222 | |||||
Interactive media and services – 4.1% | |||||
Actua Corp. (A)(C) | 909 | 32 | |||
Alphabet, Inc., Class A (A) | 100,332 | 9,596,756 | |||
Alphabet, Inc., Class C (A) | 104,582 | 10,055,559 | |||
Angi, Inc. (A) | 9,083 | 26,795 | |||
Bumble, Inc., Class A (A) | 1,949 | 41,884 | |||
CarGurus, Inc. (A) | 2,085 | 29,544 | |||
Cars.com, Inc. (A) | 1,331 | 15,307 | |||
Eventbrite, Inc., Class A (A) | 1,726 | 10,494 | |||
EverQuote, Inc., Class A (A) | 566 | 3,860 | |||
IAC, Inc. (A) | 1,594 | 88,276 | |||
Match Group, Inc. (A) | 4,873 | 232,686 | |||
MediaAlpha, Inc., Class A (A) | 859 | 7,516 | |||
Meta Platforms, Inc., Class A (A) | 38,702 | 5,251,087 | |||
Nextdoor Holdings, Inc. (A) | 5,834 | 16,277 | |||
Outbrain, Inc. (A) | 626 | 2,285 | |||
Pinterest, Inc., Class A (A) | 11,371 | 264,944 | |||
QuinStreet, Inc. (A) | 1,058 | 11,109 | |||
Shutterstock, Inc. | 655 | 32,861 | |||
Snap, Inc., Class A (A) | 23,418 | 229,965 | |||
Society Pass, Inc. (A) | 350 | 546 | |||
The Arena Group Holdings, Inc. (A) | 200 | 2,620 | |||
TripAdvisor, Inc. (A) | 2,236 | 49,371 | |||
TrueCar, Inc. (A) | 2,265 | 3,420 | |||
Twitter, Inc. (A) | 12,856 | 563,607 | |||
Vimeo, Inc. (A) | 2,863 | 11,452 | |||
Yelp, Inc. (A) | 1,333 | 45,202 | |||
Ziff Davis, Inc. (A) | 792 | 54,236 | |||
ZipRecruiter, Inc., Class A (A) | 1,805 | 29,783 | |||
ZoomInfo Technologies, Inc. (A) | 6,815 | 283,913 | |||
26,961,387 | |||||
Media – 0.9% | |||||
AdTheorent Holding Company, Inc. (A) | 292 | 628 | |||
Advantage Solutions, Inc. (A) | 1,149 | 2,447 | |||
Altice USA, Inc., Class A (A) | 8,038 | 46,862 | |||
AMC Networks, Inc., Class A (A) | 803 | 16,301 | |||
Boston Omaha Corp., Class A (A) | 528 | 12,165 | |||
Cable One, Inc. | 108 | 92,129 | |||
Cardlytics, Inc. (A) | 542 | 5,095 | |||
Charter Communications, Inc., Class A (A) | 2,805 | 850,897 | |||
Clear Channel Outdoor Holdings, Inc. (A) | 8,922 | 12,223 | |||
Comcast Corp., Class A | 79,198 | 2,322,877 | |||
comScore, Inc. (A) | 384 | 634 | |||
DISH Network Corp., Class A (A) | 9,207 | 127,333 | |||
Emerald Holding, Inc. (A) | 1,734 | 5,861 |
280 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Media (continued) | |||||
Entravision Communications Corp., Class A | 1,680 | $ | 6,670 | ||
Fox Corp., Class A | 2,199 | 67,465 | |||
Fox Corp., Class B | 7,492 | 213,522 | |||
Gannett Company, Inc. (A) | 2,798 | 4,281 | |||
Gray Television, Inc. | 1,878 | 26,893 | |||
iHeartMedia, Inc., Class A (A) | 2,155 | 15,796 | |||
Innovid Corp. (A) | 484 | 1,312 | |||
Integral Ad Science Holding Corp. (A) | 2,544 | 18,419 | |||
John Wiley & Sons, Inc., Class A | 855 | 32,114 | |||
Liberty Media Corp.-Liberty SiriusXM, Series A | 2,949 | 112,268 | |||
Liberty Media Corp.-Liberty SiriusXM, Series C (A) | 2,528 | 95,331 | |||
Loyalty Ventures, Inc. (A) | 372 | 450 | |||
Magnite, Inc. (A) | 2,098 | 13,784 | |||
National CineMedia, Inc. | 1,758 | 1,145 | |||
News Corp., Class A | 9,963 | 150,541 | |||
Nexstar Media Group, Inc. | 687 | 114,626 | |||
Omnicom Group, Inc. | 3,382 | 213,370 | |||
Paramount Global, Class B | 11,037 | 210,144 | |||
PubMatic, Inc., Class A (A) | 758 | 12,606 | |||
Saga Communications, Inc., Class A | 454 | 11,872 | |||
Scholastic Corp. | 619 | 19,040 | |||
Sinclair Broadcast Group, Inc., Class A | 1,490 | 26,954 | |||
Sirius XM Holdings, Inc. (B) | 66,024 | 376,997 | |||
TechTarget, Inc. (A) | 514 | 30,429 | |||
TEGNA, Inc. | 3,707 | 76,661 | |||
The E.W. Scripps Company, Class A (A) | 1,748 | 19,700 | |||
The Interpublic Group of Companies, Inc. | 6,672 | 170,803 | |||
The New York Times Company, Class A | 2,883 | 82,886 | |||
Tremor International, Ltd. (A) | 81 | 277 | |||
Urban One, Inc. (A) | 118 | 502 | |||
WideOpenWest, Inc. (A) | 1,455 | 17,853 | |||
5,640,163 | |||||
Wireless telecommunication services – 0.5% | |||||
Gogo, Inc. (A) | 2,008 | 24,337 | |||
Shenandoah Telecommunications Company | 1,007 | 17,139 | |||
Spok Holdings, Inc. | 499 | 3,812 | |||
Telephone & Data Systems, Inc. | 2,276 | 31,636 | |||
T-Mobile US, Inc. (A) | 20,936 | 2,808,983 | |||
United States Cellular Corp. (A) | 1,559 | 40,581 | |||
2,926,488 | |||||
49,155,654 | |||||
Consumer discretionary – 11.8% | |||||
Auto components – 0.1% | |||||
American Axle & Manufacturing Holdings, Inc. (A) | 2,288 | 15,627 | |||
Autoliv, Inc. | 1,369 | 91,216 | |||
BorgWarner, Inc. | 4,065 | 127,641 | |||
Dana, Inc. | 2,759 | 31,535 | |||
Dorman Products, Inc. (A) | 498 | 40,896 | |||
Fox Factory Holding Corp. (A) | 771 | 60,971 | |||
Gentex Corp. | 3,681 | 87,755 | |||
Gentherm, Inc. (A) | 623 | 30,982 | |||
Holley, Inc. (A) | 1,608 | 6,512 | |||
Horizon Global Corp. (A) | 154 | 189 | |||
LCI Industries | 432 | 43,831 | |||
Lear Corp. | 990 | 118,493 | |||
Modine Manufacturing Company (A) | 1,173 | 15,179 | |||
Motorcar Parts of America, Inc. (A) | 476 | 7,245 | |||
Patrick Industries, Inc. | 466 | 20,429 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Auto components (continued) | |||||
QuantumScape Corp. (A)(B) | 7,355 | $ | 61,856 | ||
Standard Motor Products, Inc. | 472 | 15,340 | |||
Stoneridge, Inc. (A) | 619 | 10,492 | |||
Superior Industries International, Inc. (A) | 134 | 405 | |||
Tenneco, Inc., Class A (A) | 1,225 | 21,303 | |||
The Goodyear Tire & Rubber Company (A) | 4,838 | 48,815 | |||
Visteon Corp. (A) | 518 | 54,939 | |||
911,651 | |||||
Automobiles – 2.6% | |||||
Arcimoto, Inc. (A) | 810 | 1,118 | |||
AYRO, Inc. (A) | 4,451 | 2,626 | |||
Faraday Future Intelligent Electric, Inc. (A) | 5,346 | 3,401 | |||
Ford Motor Company | 68,021 | 761,835 | |||
General Motors Company | 24,210 | 776,899 | |||
Harley-Davidson, Inc. | 2,579 | 89,956 | |||
Lucid Group, Inc. (A)(B) | 28,317 | 395,588 | |||
Rivian Automotive, Inc., Class A (A)(B) | 15,153 | 498,685 | |||
Tesla, Inc. (A) | 53,173 | 14,104,138 | |||
Thor Industries, Inc. | 922 | 64,522 | |||
Volcon, Inc. (A) | 695 | 1,369 | |||
Winnebago Industries, Inc. | 587 | 31,234 | |||
16,731,371 | |||||
Distributors – 0.1% | |||||
Funko, Inc., Class A (A) | 938 | 18,966 | |||
Genuine Parts Company | 2,289 | 341,793 | |||
LKQ Corp. | 4,581 | 215,994 | |||
Pool Corp. | 679 | 216,065 | |||
Weyco Group, Inc. | 262 | 5,329 | |||
798,147 | |||||
Diversified consumer services – 0.2% | |||||
2U, Inc. (A) | 1,345 | 8,406 | |||
ADT, Inc. | 13,826 | 103,557 | |||
Adtalem Global Education, Inc. (A) | 863 | 31,456 | |||
American Public Education, Inc. (A) | 372 | 3,400 | |||
Bright Horizons Family Solutions, Inc. (A) | 1,087 | 62,666 | |||
Carriage Services, Inc. | 377 | 12,124 | |||
Chegg, Inc. (A) | 2,505 | 52,780 | |||
Coursera, Inc. (A) | 2,210 | 23,824 | |||
Duolingo, Inc. (A) | 621 | 59,138 | |||
European Wax Center, Inc., Class A | 916 | 16,900 | |||
frontdoor, Inc. (A) | 1,584 | 32,298 | |||
Graham Holdings Company, Class B | 32 | 17,215 | |||
Grand Canyon Education, Inc. (A) | 537 | 44,168 | |||
H&R Block, Inc. | 2,868 | 122,005 | |||
ITT Educational Services, Inc. (A)(C) | 608 | 0 | |||
Laureate Education, Inc. | 3,622 | 38,212 | |||
Mister Car Wash, Inc. (A) | 4,643 | 39,837 | |||
Nerdy, Inc. (A) | 2,326 | 4,908 | |||
Perdoceo Education Corp. (A) | 1,522 | 15,677 | |||
PowerSchool Holdings, Inc., Class A (A) | 3,254 | 54,309 | |||
Rover Group, Inc. (A) | 2,832 | 9,459 | |||
Service Corp. International | 2,630 | 151,856 | |||
StoneMor, Inc. (A) | 3,034 | 10,407 | |||
Strategic Education, Inc. | 459 | 28,187 | |||
Stride, Inc. (A) | 765 | 32,153 | |||
Terminix Global Holdings, Inc. (A) | 2,086 | 79,873 | |||
The Beachbody Company, Inc. (A) | 4,660 | 4,707 | |||
Udemy, Inc. (A) | 1,436 | 17,361 |
281 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Diversified consumer services (continued) | |||||
WW International, Inc. (A) | 1,278 | $ | 5,023 | ||
1,081,906 | |||||
Hotels, restaurants and leisure – 2.1% | |||||
Accel Entertainment, Inc. (A) | 1,164 | 9,091 | |||
Airbnb, Inc., Class A (A) | 6,774 | 711,541 | |||
Ambassadors Group, Inc. (A)(C) | 714 | 29 | |||
Aramark | 4,413 | 137,686 | |||
Bally's Corp. (A) | 742 | 14,662 | |||
Biglari Holdings, Inc., Class B (A) | 58 | 6,705 | |||
BJ's Restaurants, Inc. (A) | 418 | 9,969 | |||
Bloomin' Brands, Inc. | 1,726 | 31,638 | |||
Bluegreen Vacations Holding Corp. | 472 | 7,797 | |||
Booking Holdings, Inc. (A) | 677 | 1,112,453 | |||
Bowlero Corp. (A) | 57 | 702 | |||
Boyd Gaming Corp. | 1,753 | 83,530 | |||
Brinker International, Inc. (A) | 773 | 19,310 | |||
Caesars Entertainment, Inc. (A) | 3,709 | 119,652 | |||
Carnival Corp. (A) | 17,373 | 122,132 | |||
Carrols Restaurant Group, Inc. (A) | 1,021 | 1,664 | |||
Cedar Fair LP | 1,032 | 42,467 | |||
Century Casinos, Inc. (A) | 682 | 4,474 | |||
Chipotle Mexican Grill, Inc. (A) | 474 | 712,308 | |||
Choice Hotels International, Inc. | 960 | 105,139 | |||
Churchill Downs, Inc. | 607 | 111,779 | |||
Chuy's Holdings, Inc. (A) | 395 | 9,156 | |||
Cracker Barrel Old Country Store, Inc. | 465 | 43,050 | |||
Darden Restaurants, Inc. | 2,128 | 268,809 | |||
Dave & Buster's Entertainment, Inc. (A) | 672 | 20,852 | |||
Denny's Corp. (A) | 1,245 | 11,715 | |||
Dine Brands Global, Inc. | 324 | 20,593 | |||
Domino's Pizza, Inc. | 606 | 187,981 | |||
DraftKings, Inc., Class A (A)(B) | 14,066 | 212,959 | |||
Dutch Bros, Inc., Class A (A) | 2,817 | 87,750 | |||
EBET, Inc. (A) | 521 | 636 | |||
El Pollo Loco Holdings, Inc. (A) | 824 | 7,350 | |||
Everi Holdings, Inc. (A) | 1,659 | 26,909 | |||
Expedia Group, Inc. (A) | 2,579 | 241,627 | |||
F45 Training Holdings, Inc. (A)(B) | 1,198 | 3,702 | |||
FAT Brands, Inc., Class A | 101 | 748 | |||
Fiesta Restaurant Group, Inc. (A) | 709 | 4,495 | |||
Full House Resorts, Inc. (A) | 163 | 916 | |||
Golden Entertainment, Inc. (A) | 568 | 19,818 | |||
Hilton Grand Vacations, Inc. (A) | 1,856 | 61,044 | |||
Hilton Worldwide Holdings, Inc. | 4,583 | 552,801 | |||
Hyatt Hotels Corp., Class A (A) | 1,856 | 150,262 | |||
Inspired Entertainment, Inc. (A) | 189 | 1,669 | |||
Jack in the Box, Inc. | 387 | 28,665 | |||
Krispy Kreme, Inc. | 2,475 | 28,537 | |||
Kura Sushi USA, Inc., Class A (A) | 110 | 8,094 | |||
Las Vegas Sands Corp. (A) | 12,722 | 477,329 | |||
Life Time Group Holdings, Inc. (A) | 2,149 | 20,953 | |||
Light & Wonder, Inc. (A) | 1,726 | 74,011 | |||
Marriott International, Inc., Class A | 5,410 | 758,157 | |||
Marriott Vacations Worldwide Corp. | 718 | 87,495 | |||
McDonald's Corp. | 12,247 | 2,825,873 | |||
Membership Collective Group, Inc., Class A (A) | 3,166 | 14,944 | |||
MGM Resorts International | 7,112 | 211,369 | |||
Monarch Casino & Resort, Inc. (A) | 382 | 21,445 | |||
Nathan's Famous, Inc. | 100 | 6,367 | |||
Noodles & Company (A) | 1,045 | 4,912 | |||
Norwegian Cruise Line Holdings, Ltd. (A) | 6,309 | 71,670 | |||
Papa John's International, Inc. | 670 | 46,907 | |||
Penn Entertainment, Inc. (A) | 2,894 | 79,614 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Hotels, restaurants and leisure (continued) | |||||
Planet Fitness, Inc., Class A (A) | 1,554 | $ | 89,604 | ||
PlayAGS, Inc. (A) | 812 | 4,304 | |||
Portillo's, Inc., Class A (A) | 529 | 10,416 | |||
Potbelly Corp. (A) | 25 | 113 | |||
RCI Hospitality Holdings, Inc. | 210 | 13,721 | |||
Red Robin Gourmet Burgers, Inc. (A) | 308 | 2,073 | |||
Red Rock Resorts, Inc., Class A | 1,959 | 67,115 | |||
Restaurant Brands International LP | 82 | 4,370 | |||
Royal Caribbean Cruises, Ltd. (A) | 4,419 | 167,480 | |||
Ruth's Hospitality Group, Inc. | 679 | 11,448 | |||
SeaWorld Entertainment, Inc. (A) | 1,279 | 58,207 | |||
Shake Shack, Inc., Class A (A) | 773 | 34,770 | |||
Six Flags Entertainment Corp. (A) | 1,568 | 27,754 | |||
Sonder Holdings, Inc. (A) | 1,734 | 2,878 | |||
Starbucks Corp. | 19,231 | 1,620,404 | |||
Sweetgreen, Inc., Class A (A) | 1,407 | 26,030 | |||
Target Hospitality Corp. (A) | 1,050 | 13,251 | |||
Texas Roadhouse, Inc. | 1,263 | 110,209 | |||
The Cheesecake Factory, Inc. | 940 | 27,523 | |||
The Wendy's Company | 3,552 | 66,387 | |||
Travel + Leisure Company | 1,587 | 54,148 | |||
Vail Resorts, Inc. | 619 | 133,481 | |||
Wingstop, Inc. | 558 | 69,984 | |||
Wyndham Hotels & Resorts, Inc. | 1,569 | 96,258 | |||
Wynn Resorts, Ltd. (A) | 2,018 | 127,195 | |||
Xponential Fitness, Inc., Class A (A) | 696 | 12,709 | |||
Yum! Brands, Inc. | 4,640 | 493,418 | |||
13,411,162 | |||||
Household durables – 0.4% | |||||
Aterian, Inc. (A) | 1,801 | 2,233 | |||
Bassett Furniture Industries, Inc. | 298 | 4,673 | |||
Beazer Homes USA, Inc. (A) | 757 | 7,320 | |||
Cavco Industries, Inc. (A) | 176 | 36,214 | |||
Century Communities, Inc. | 552 | 23,615 | |||
Cricut, Inc., Class A (A)(B) | 3,750 | 34,725 | |||
D.R. Horton, Inc. | 5,779 | 389,216 | |||
Dream Finders Homes, Inc., Class A (A) | 1,315 | 13,939 | |||
Ethan Allen Interiors, Inc. | 592 | 12,515 | |||
Flexsteel Industries, Inc. | 230 | 3,611 | |||
GoPro, Inc., Class A (A) | 2,917 | 14,381 | |||
Green Brick Partners, Inc. (A) | 1,021 | 21,829 | |||
Hamilton Beach Brands Holding Company, Class A | 354 | 4,131 | |||
Hamilton Beach Brands Holding Company, Class B | 241 | 2,812 | |||
Helen of Troy, Ltd. (A) | 381 | 36,744 | |||
Hooker Furnishings Corp. | 271 | 3,656 | |||
Hovnanian Enterprises, Inc., Class A (A) | 117 | 4,177 | |||
Installed Building Products, Inc. | 560 | 45,354 | |||
iRobot Corp. (A) | 525 | 29,573 | |||
KB Home | 1,321 | 34,240 | |||
La-Z-Boy, Inc. | 888 | 20,042 | |||
Legacy Housing Corp. (A) | 580 | 9,947 | |||
Leggett & Platt, Inc. | 2,359 | 78,366 | |||
Lennar Corp., A Shares | 4,621 | 344,496 | |||
M/I Homes, Inc. (A) | 512 | 18,550 | |||
MDC Holdings, Inc. | 1,048 | 28,736 | |||
Meritage Homes Corp. (A) | 502 | 35,276 | |||
Mohawk Industries, Inc. (A) | 1,026 | 93,561 | |||
Newell Brands, Inc. | 7,138 | 99,147 | |||
NVR, Inc. (A) | 52 | 207,328 | |||
PulteGroup, Inc. | 3,709 | 139,088 | |||
Purple Innovation, Inc. (A) | 922 | 3,734 | |||
Skyline Champion Corp. (A) | 1,047 | 55,355 | |||
Snap One Holdings Corp. (A) | 1,112 | 11,276 |
282 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Household durables (continued) | |||||
Sonos, Inc. (A) | 2,295 | $ | 31,901 | ||
Taylor Morrison Home Corp. (A) | 1,997 | 46,570 | |||
Tempur Sealy International, Inc. | 3,103 | 74,906 | |||
The Lovesac Company (A) | 280 | 5,706 | |||
Toll Brothers, Inc. | 1,865 | 78,330 | |||
TopBuild Corp. (A) | 575 | 94,749 | |||
Traeger, Inc. (A) | 1,820 | 5,132 | |||
Tri Pointe Homes, Inc. (A) | 1,388 | 20,973 | |||
Tupperware Brands Corp. (A) | 955 | 6,255 | |||
Universal Electronics, Inc. (A) | 312 | 6,137 | |||
Vizio Holding Corp., Class A (A) | 2,995 | 26,176 | |||
VOXX International Corp. (A) | 708 | 5,388 | |||
Weber, Inc., Class A (B) | 4,667 | 30,662 | |||
Whirlpool Corp. | 879 | 118,498 | |||
2,421,243 | |||||
Internet and direct marketing retail – 3.2% | |||||
1-800-Flowers.com, Inc., Class A (A) | 1,178 | 7,645 | |||
1stdibs.com, Inc. (A) | 442 | 2,780 | |||
Aka Brands Holding Corp. (A) | 1,841 | 2,669 | |||
Amazon.com, Inc. (A) | 172,877 | 19,535,101 | |||
Boxed, Inc. (A) | 1,263 | 1,164 | |||
CarParts.com, Inc. (A) | 587 | 3,035 | |||
Chewy, Inc., Class A (A)(B) | 1,893 | 58,153 | |||
ContextLogic, Inc., Class A (A) | 11,179 | 8,204 | |||
DoorDash, Inc., Class A (A) | 5,960 | 294,722 | |||
Duluth Holdings, Inc., Class B (A) | 700 | 4,928 | |||
eBay, Inc. | 9,454 | 348,002 | |||
Etsy, Inc. (A) | 2,196 | 219,885 | |||
Groupon, Inc. (A) | 572 | 4,553 | |||
Lands' End, Inc. (A) | 610 | 4,709 | |||
Liquidity Services, Inc. (A) | 666 | 10,829 | |||
Lulu's Fashion Lounge Holdings, Inc. (A) | 483 | 2,251 | |||
Overstock.com, Inc. (A) | 765 | 18,628 | |||
PetMed Express, Inc. | 456 | 8,901 | |||
Poshmark, Inc., Class A (A) | 1,160 | 18,177 | |||
Quotient Technology, Inc. (A) | 1,823 | 4,211 | |||
Qurate Retail, Inc., Series A | 7,183 | 14,438 | |||
Rent the Runway, Inc., Class A (A) | 740 | 1,628 | |||
Revolve Group, Inc. (A) | 1,292 | 28,023 | |||
RumbleON, Inc., Class B (A) | 206 | 3,486 | |||
Stitch Fix, Inc., Class A (A) | 1,919 | 7,580 | |||
The RealReal, Inc. (A) | 2,001 | 3,002 | |||
ThredUp, Inc., Class A (A) | 1,553 | 2,858 | |||
Vivid Seats, Inc., Class A | 1,894 | 14,508 | |||
Wayfair, Inc., Class A (A) | 1,829 | 59,534 | |||
Xometry, Inc., Class A (A) | 602 | 34,188 | |||
20,727,792 | |||||
Leisure products – 0.1% | |||||
Acushnet Holdings Corp. | 1,273 | 55,363 | |||
American Outdoor Brands, Inc. (A) | 307 | 2,692 | |||
Brunswick Corp. | 1,314 | 86,001 | |||
Clarus Corp. | 526 | 7,085 | |||
Escalade, Inc. | 418 | 4,159 | |||
Hasbro, Inc. | 2,330 | 157,089 | |||
Johnson Outdoors, Inc., Class A | 208 | 10,672 | |||
Latham Group, Inc. (A) | 1,896 | 6,807 | |||
Malibu Boats, Inc., Class A (A) | 395 | 18,956 | |||
Marine Products Corp. | 742 | 6,277 | |||
MasterCraft Boat Holdings, Inc. (A) | 427 | 8,049 | |||
Mattel, Inc. (A) | 5,938 | 112,466 | |||
Nautilus, Inc. (A) | 464 | 756 | |||
Peloton Interactive, Inc., Class A (A) | 5,316 | 36,840 | |||
Polaris, Inc. | 1,025 | 98,041 | |||
Smith & Wesson Brands, Inc. | 903 | 9,364 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Leisure products (continued) | |||||
Sturm Ruger & Company, Inc. | 342 | $ | 17,370 | ||
Topgolf Callaway Brands Corp. (A) | 3,017 | 58,107 | |||
Vista Outdoor, Inc. (A) | 999 | 24,296 | |||
YETI Holdings, Inc. (A) | 1,561 | 44,520 | |||
764,910 | |||||
Multiline retail – 0.4% | |||||
Big Lots, Inc. | 645 | 10,068 | |||
Dillard's, Inc., Class A | 296 | 80,737 | |||
Dollar General Corp. | 3,764 | 902,833 | |||
Dollar Tree, Inc. (A) | 3,736 | 508,470 | |||
Franchise Group, Inc. | 539 | 13,098 | |||
Kohl's Corp. | 2,278 | 57,292 | |||
Macy's, Inc. | 4,669 | 73,163 | |||
Nordstrom, Inc. | 2,756 | 46,108 | |||
Ollie's Bargain Outlet Holdings, Inc. (A) | 1,100 | 56,760 | |||
Target Corp. | 7,747 | 1,149,577 | |||
2,898,106 | |||||
Specialty retail – 2.1% | |||||
Abercrombie & Fitch Company, Class A (A) | 1,074 | 16,701 | |||
Academy Sports & Outdoors, Inc. | 1,438 | 60,655 | |||
Advance Auto Parts, Inc. | 1,007 | 157,434 | |||
American Eagle Outfitters, Inc. | 3,071 | 29,881 | |||
America's Car-Mart, Inc. (A) | 119 | 7,261 | |||
Arhaus, Inc. (A) | 1,503 | 10,596 | |||
Asbury Automotive Group, Inc. (A) | 361 | 54,547 | |||
AutoNation, Inc. (A) | 917 | 93,415 | |||
AutoZone, Inc. (A) | 328 | 702,553 | |||
Barnes & Noble Education, Inc. (A) | 1,158 | 2,779 | |||
Bath & Body Works, Inc. | 3,890 | 126,814 | |||
Bed Bath & Beyond, Inc. (A)(B) | 1,937 | 11,796 | |||
Best Buy Company, Inc. | 3,794 | 240,312 | |||
Big 5 Sporting Goods Corp. | 321 | 3,448 | |||
Boot Barn Holdings, Inc. (A) | 531 | 31,042 | |||
Brilliant Earth Group, Inc., Class A (A) | 1,474 | 8,446 | |||
Build-A-Bear Workshop, Inc. | 144 | 1,920 | |||
Burlington Stores, Inc. (A) | 1,104 | 123,527 | |||
Caleres, Inc. | 726 | 17,584 | |||
Camping World Holdings, Inc., Class A | 1,591 | 40,284 | |||
CarMax, Inc. (A) | 2,662 | 175,745 | |||
Carvana Company (A)(B) | 3,047 | 61,854 | |||
Chico's FAS, Inc. (A) | 2,330 | 11,277 | |||
Citi Trends, Inc. (A) | 191 | 2,962 | |||
Conn's, Inc. (A) | 510 | 3,611 | |||
Designer Brands, Inc., Class A | 1,409 | 21,572 | |||
Destination XL Group, Inc. (A) | 752 | 4,076 | |||
Dick's Sporting Goods, Inc. (B) | 1,363 | 142,624 | |||
EVgo, Inc. (A)(B) | 4,917 | 38,893 | |||
Express, Inc. (A) | 817 | 891 | |||
Five Below, Inc. (A) | 972 | 133,815 | |||
Floor & Decor Holdings, Inc., Class A (A) | 1,849 | 129,911 | |||
Foot Locker, Inc. | 1,577 | 49,092 | |||
GameStop Corp., Class A (A)(B) | 5,294 | 133,038 | |||
Genesco, Inc. (A) | 296 | 11,639 | |||
Group 1 Automotive, Inc. | 235 | 33,574 | |||
Guess?, Inc. | 1,272 | 18,660 | |||
Haverty Furniture Companies, Inc. | 406 | 10,109 | |||
Hibbett, Inc. | 306 | 15,242 | |||
J. Jill, Inc. (A) | 28 | 465 | |||
JOANN, Inc. | 421 | 2,787 | |||
Kirkland's, Inc. (A) | 147 | 442 | |||
Lazydays Holdings, Inc. (A) | 67 | 905 | |||
Leslie's, Inc. (A) | 3,078 | 45,277 | |||
Lithia Motors, Inc. | 485 | 104,057 |
283 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Specialty retail (continued) | |||||
LL Flooring Holdings, Inc. (A) | 701 | $ | 4,858 | ||
LMP Automotive Holdings, Inc. (A) | 214 | 1,971 | |||
Lowe's Companies, Inc. | 10,639 | 1,998,111 | |||
MarineMax, Inc. (A) | 429 | 12,780 | |||
Monro, Inc. | 639 | 27,771 | |||
Murphy USA, Inc. | 399 | 109,689 | |||
National Vision Holdings, Inc. (A) | 1,537 | 50,183 | |||
OneWater Marine, Inc., Class A (A) | 187 | 5,631 | |||
O'Reilly Automotive, Inc. (A) | 1,086 | 763,838 | |||
Party City Holdco, Inc. (A) | 1,740 | 2,749 | |||
Penske Automotive Group, Inc. | 1,186 | 116,738 | |||
Petco Health & Wellness Company, Inc. (A) | 3,669 | 40,946 | |||
Rent-A-Center, Inc. | 1,174 | 20,557 | |||
RH (A) | 372 | 91,538 | |||
Ross Stores, Inc. | 5,801 | 488,850 | |||
Sally Beauty Holdings, Inc. (A) | 2,060 | 25,956 | |||
Shoe Carnival, Inc. | 547 | 11,728 | |||
Signet Jewelers, Ltd. | 839 | 47,982 | |||
Sleep Number Corp. (A) | 444 | 15,012 | |||
Sonic Automotive, Inc., Class A | 780 | 33,774 | |||
Sportsman's Warehouse Holdings, Inc. (A) | 611 | 5,071 | |||
The Aaron's Company, Inc. | 685 | 6,658 | |||
The Buckle, Inc. | 804 | 25,455 | |||
The Cato Corp., Class A | 560 | 5,342 | |||
The Children's Place, Inc. (A) | 273 | 8,433 | |||
The Container Store Group, Inc. (A) | 658 | 3,224 | |||
The Gap, Inc. | 6,757 | 55,475 | |||
The Home Depot, Inc. | 17,122 | 4,724,645 | |||
The ODP Corp. (A) | 969 | 34,060 | |||
The TJX Companies, Inc. | 19,422 | 1,206,495 | |||
Tilly's, Inc., Class A | 687 | 4,754 | |||
Torrid Holdings, Inc. (A) | 1,663 | 6,935 | |||
Tractor Supply Company | 1,863 | 346,294 | |||
TravelCenters of America, Inc. (A) | 191 | 10,301 | |||
Ulta Beauty, Inc. (A) | 860 | 345,023 | |||
Urban Outfitters, Inc. (A) | 1,678 | 32,973 | |||
Victoria's Secret & Company (A) | 1,370 | 39,894 | |||
Volta, Inc. (A) | 1,921 | 2,324 | |||
Vroom, Inc. (A) | 3,063 | 3,553 | |||
Warby Parker, Inc., Class A (A)(B) | 1,697 | 22,638 | |||
Williams-Sonoma, Inc. | 1,183 | 139,417 | |||
Winmark Corp. | 75 | 16,226 | |||
Zumiez, Inc. (A) | 453 | 9,753 | |||
13,819,118 | |||||
Textiles, apparel and luxury goods – 0.5% | |||||
Allbirds, Inc., Class A (A) | 1,736 | 5,277 | |||
Carter's, Inc. | 593 | 38,859 | |||
Columbia Sportswear Company | 928 | 62,454 | |||
Crocs, Inc. (A) | 1,067 | 73,260 | |||
Culp, Inc. | 350 | 1,526 | |||
Deckers Outdoor Corp. (A) | 438 | 136,923 | |||
Fossil Group, Inc. (A) | 1,102 | 3,769 | |||
G-III Apparel Group, Ltd. (A) | 960 | 14,352 | |||
Hanesbrands, Inc. | 6,267 | 43,618 | |||
Kontoor Brands, Inc. | 1,067 | 35,862 | |||
Levi Strauss & Company, Class A | 7,232 | 104,647 | |||
Movado Group, Inc. | 465 | 13,104 | |||
NIKE, Inc., Class B | 21,443 | 1,782,342 | |||
Oxford Industries, Inc. | 328 | 29,448 | |||
PVH Corp. | 1,139 | 51,027 | |||
Ralph Lauren Corp. | 1,259 | 106,927 | |||
Rocky Brands, Inc. | 191 | 3,831 | |||
Skechers USA, Inc., Class A (A) | 2,574 | 81,647 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Textiles, apparel and luxury goods (continued) | |||||
Steven Madden, Ltd. | 1,372 | $ | 36,591 | ||
Superior Group of Companies, Inc. | 407 | 3,614 | |||
Tapestry, Inc. | 4,284 | 121,794 | |||
Under Armour, Inc., Class A (A) | 7,212 | 47,960 | |||
Unifi, Inc. (A) | 438 | 4,165 | |||
Vera Bradley, Inc. (A) | 773 | 2,327 | |||
VF Corp. | 6,503 | 194,505 | |||
Wolverine World Wide, Inc. | 1,556 | 23,947 | |||
3,023,776 | |||||
76,589,182 | |||||
Consumer staples – 6.6% | |||||
Beverages – 1.7% | |||||
Brown-Forman Corp., Class B | 5,259 | 350,092 | |||
Celsius Holdings, Inc. (A) | 1,343 | 121,783 | |||
Coca-Cola Consolidated, Inc. | 160 | 65,877 | |||
Constellation Brands, Inc., Class A | 3,090 | 709,711 | |||
Keurig Dr. Pepper, Inc. | 23,956 | 858,104 | |||
MGP Ingredients, Inc. | 345 | 36,625 | |||
Molson Coors Beverage Company, Class B | 3,708 | 177,947 | |||
Monster Beverage Corp. (A) | 8,853 | 769,857 | |||
National Beverage Corp. | 1,667 | 64,246 | |||
PepsiCo, Inc. | 22,995 | 3,754,164 | |||
Primo Water Corp. | 398 | 4,995 | |||
The Boston Beer Company, Inc., Class A (A) | 221 | 71,527 | |||
The Coca-Cola Company | 72,359 | 4,053,551 | |||
The Duckhorn Portfolio, Inc. (A) | 1,652 | 23,838 | |||
Zevia PBC, Class A (A) | 777 | 3,357 | |||
11,065,674 | |||||
Food and staples retailing – 1.9% | |||||
Albertsons Companies, Inc., Class A | 7,979 | 198,358 | |||
BJ's Wholesale Club Holdings, Inc. (A) | 2,227 | 162,148 | |||
Blue Apron Holdings, Inc., Class A (A) | 291 | 1,682 | |||
Casey's General Stores, Inc. | 592 | 119,892 | |||
Costco Wholesale Corp. | 7,400 | 3,494,798 | |||
Grocery Outlet Holding Corp. (A) | 1,726 | 57,459 | |||
HF Foods Group, Inc. (A) | 1,021 | 3,951 | |||
Ingles Markets, Inc., Class A | 329 | 26,060 | |||
Natural Grocers by Vitamin Cottage, Inc. | 523 | 5,643 | |||
Performance Food Group Company (A) | 2,704 | 116,137 | |||
PriceSmart, Inc. | 564 | 32,481 | |||
Rite Aid Corp. (A) | 1,178 | 5,831 | |||
SpartanNash Company | 831 | 24,116 | |||
Sprouts Farmers Market, Inc. (A) | 2,029 | 56,305 | |||
Sysco Corp. | 8,568 | 605,843 | |||
The Andersons, Inc. | 755 | 23,428 | |||
The Chefs' Warehouse, Inc. (A) | 665 | 19,265 | |||
The Fresh Market, Inc. (A)(C) | 153 | 0 | |||
The Kroger Company | 12,060 | 527,625 | |||
U.S. Foods Holding Corp. (A) | 3,918 | 103,592 | |||
United Natural Foods, Inc. (A) | 1,030 | 35,401 | |||
Village Super Market, Inc., Class A | 374 | 7,229 | |||
Walgreens Boots Alliance, Inc. | 14,219 | 446,477 | |||
Walmart, Inc. | 45,850 | 5,946,745 | |||
Weis Markets, Inc. | 498 | 35,478 | |||
12,055,944 | |||||
Food products – 1.2% | |||||
Alico, Inc. | 195 | 5,507 | |||
Archer-Daniels-Midland Company | 9,418 | 757,678 | |||
B&G Foods, Inc. (B) | 1,224 | 20,184 | |||
Benson Hill, Inc. (A) | 607 | 1,663 | |||
Beyond Meat, Inc. (A)(B) | 1,148 | 16,267 | |||
Bunge, Ltd. | 2,382 | 196,682 |
284 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Food products (continued) | |||||
Calavo Growers, Inc. | 372 | $ | 11,811 | ||
Cal-Maine Foods, Inc. | 883 | 49,086 | |||
Campbell Soup Company | 4,985 | 234,893 | |||
Conagra Brands, Inc. | 8,116 | 264,825 | |||
Darling Ingredients, Inc. (A) | 2,747 | 181,714 | |||
Flowers Foods, Inc. | 3,686 | 91,007 | |||
Fresh Del Monte Produce, Inc. | 1,036 | 24,077 | |||
Freshpet, Inc. (A) | 763 | 38,219 | |||
General Mills, Inc. | 9,965 | 763,419 | |||
Hormel Foods Corp. | 8,869 | 403,007 | |||
Hostess Brands, Inc. (A) | 2,428 | 56,427 | |||
Ingredion, Inc. | 1,107 | 89,136 | |||
J&J Snack Foods Corp. | 372 | 48,163 | |||
John B. Sanfilippo & Son, Inc. | 247 | 18,705 | |||
Kellogg Company | 5,530 | 385,220 | |||
Lamb Weston Holdings, Inc. | 2,447 | 189,349 | |||
Lancaster Colony Corp. | 432 | 64,921 | |||
Landec Corp. (A) | 729 | 6,481 | |||
Limoneira Company | 402 | 5,298 | |||
McCormick & Company, Inc. | 4,491 | 320,074 | |||
Mission Produce, Inc. (A) | 643 | 9,298 | |||
Mondelez International, Inc., Class A | 23,001 | 1,261,145 | |||
Pilgrim's Pride Corp. (A) | 4,053 | 93,300 | |||
Post Holdings, Inc. (A) | 974 | 79,780 | |||
Seaboard Corp. | 15 | 51,040 | |||
Seneca Foods Corp., Class A (A) | 231 | 11,652 | |||
Sovos Brands, Inc. (A) | 1,290 | 18,370 | |||
The Hain Celestial Group, Inc. (A) | 1,742 | 29,405 | |||
The Hershey Company | 2,492 | 549,411 | |||
The J.M. Smucker Company | 1,579 | 216,970 | |||
The Kraft Heinz Company | 20,416 | 680,874 | |||
The Simply Good Foods Company (A) | 1,833 | 58,638 | |||
Tootsie Roll Industries, Inc. | 1,341 | 44,628 | |||
TreeHouse Foods, Inc. (A) | 1,008 | 42,759 | |||
Tyson Foods, Inc., Class A | 5,918 | 390,174 | |||
Vital Farms, Inc. (A) | 450 | 5,387 | |||
7,786,644 | |||||
Household products – 1.1% | |||||
Central Garden & Pet Company, Class A (A) | 1,140 | 38,942 | |||
Church & Dwight Company, Inc. | 4,018 | 287,046 | |||
Colgate-Palmolive Company | 13,865 | 974,016 | |||
Energizer Holdings, Inc. | 1,319 | 33,160 | |||
Kimberly-Clark Corp. | 5,513 | 620,433 | |||
Oil-Dri Corp. of America | 183 | 4,429 | |||
Reynolds Consumer Products, Inc. | 2,722 | 70,799 | |||
Spectrum Brands Holdings, Inc. | 719 | 28,063 | |||
The Clorox Company | 2,034 | 261,145 | |||
The Procter & Gamble Company | 39,980 | 5,047,475 | |||
WD-40 Company | 237 | 41,650 | |||
7,407,158 | |||||
Personal products – 0.2% | |||||
BellRing Brands, Inc. (A) | 2,012 | 41,467 | |||
Coty, Inc., Class A (A) | 13,695 | 86,552 | |||
Edgewell Personal Care Company | 1,013 | 37,886 | |||
elf Beauty, Inc. (A) | 1,002 | 37,695 | |||
Herbalife Nutrition, Ltd. (A) | 1,991 | 39,601 | |||
Inter Parfums, Inc. | 609 | 45,955 | |||
Medifast, Inc. | 216 | 23,406 | |||
Nature's Sunshine Products, Inc. (A) | 585 | 4,820 | |||
Nu Skin Enterprises, Inc., Class A | 977 | 32,602 | |||
Olaplex Holdings, Inc. (A) | 11,131 | 106,301 | |||
Revlon, Inc., Class A (A)(B) | 1,150 | 5,957 | |||
The Estee Lauder Companies, Inc., Class A | 3,926 | 847,623 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Personal products (continued) | |||||
The Honest Company, Inc. (A) | 1,180 | $ | 4,130 | ||
Thorne HealthTech, Inc. (A) | 552 | 2,611 | |||
USANA Health Sciences, Inc. (A) | 350 | 19,618 | |||
Veru, Inc. (A)(B) | 1,088 | 12,534 | |||
1,348,758 | |||||
Tobacco – 0.5% | |||||
22nd Century Group, Inc. (A) | 3,256 | 3,019 | |||
Altria Group, Inc. | 30,040 | 1,213,015 | |||
Philip Morris International, Inc. | 25,761 | 2,138,421 | |||
Turning Point Brands, Inc. | 361 | 7,664 | |||
Universal Corp. | 431 | 19,843 | |||
Vector Group, Ltd. | 2,715 | 23,919 | |||
3,405,881 | |||||
43,070,059 | |||||
Energy – 5.0% | |||||
Energy equipment and services – 0.3% | |||||
Archrock, Inc. | 3,041 | 19,523 | |||
Baker Hughes Company | 17,438 | 365,500 | |||
Bristow Group, Inc. (A) | 260 | 6,107 | |||
Cactus, Inc., Class A | 1,371 | 52,688 | |||
ChampionX Corp. | 3,261 | 63,818 | |||
DMC Global, Inc. (A) | 314 | 5,018 | |||
Dril-Quip, Inc. (A) | 785 | 15,323 | |||
Exterran Corp. (A) | 1,489 | 6,194 | |||
Halliburton Company | 15,132 | 372,550 | |||
Helix Energy Solutions Group, Inc. (A) | 3,143 | 12,132 | |||
Helmerich & Payne, Inc. | 1,952 | 72,165 | |||
KLX Energy Services Holdings, Inc. (A) | 86 | 708 | |||
Liberty Energy, Inc. (A) | 2,697 | 34,198 | |||
Mammoth Energy Services, Inc. (A) | 344 | 1,173 | |||
Nabors Industries, Ltd. (A) | 179 | 18,160 | |||
National Energy Services Reunited Corp. (A) | 1,682 | 9,991 | |||
Newpark Resources, Inc. (A) | 2,201 | 5,547 | |||
NexTier Oilfield Solutions, Inc. (A) | 4,459 | 32,997 | |||
NOV, Inc. | 7,253 | 117,354 | |||
Oceaneering International, Inc. (A) | 1,924 | 15,315 | |||
Oil States International, Inc. (A) | 1,360 | 5,290 | |||
Patterson-UTI Energy, Inc. | 4,208 | 49,149 | |||
ProFrac Holding Corp., Class A (A) | 1,291 | 19,636 | |||
ProPetro Holding Corp. (A) | 1,939 | 15,609 | |||
RPC, Inc. | 4,336 | 30,048 | |||
Schlumberger NV | 23,696 | 850,686 | |||
SEACOR Marine Holdings, Inc. (A) | 67 | 377 | |||
Select Energy Services, Inc., Class A (A) | 2,431 | 16,944 | |||
Solaris Oilfield Infrastructure, Inc., Class A | 1,111 | 10,399 | |||
TETRA Technologies, Inc. (A) | 1,157 | 4,154 | |||
Tidewater, Inc. (A) | 820 | 17,794 | |||
USA Compression Partners LP | 2,101 | 36,557 | |||
2,283,104 | |||||
Oil, gas and consumable fuels – 4.7% | |||||
Aemetis, Inc. (A) | 638 | 3,905 | |||
Alliance Resource Partners LP | 2,226 | 50,975 | |||
Alto Ingredients, Inc. (A) | 841 | 3,061 | |||
Amplify Energy Corp. (A) | 157 | 1,031 | |||
Antero Midstream Corp. | 8,691 | 79,783 | |||
Antero Resources Corp. (A) | 5,355 | 163,488 | |||
APA Corp. | 5,944 | 203,225 | |||
Arch Resources, Inc. | 237 | 28,108 | |||
Archaea Energy, Inc. (A) | 1,370 | 24,674 | |||
Black Stone Minerals LP | 4,319 | 67,592 | |||
BP PLC, ADR | 688 | 19,642 | |||
Brigham Minerals, Inc., Class A | 1,168 | 28,815 |
285 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
California Resources Corp. | 1,237 | $ | 47,538 | ||
Callon Petroleum Company (A) | 932 | 32,629 | |||
Calumet Specialty Products Partners LP (A) | 1,619 | 20,739 | |||
Centrus Energy Corp., Class A (A) | 198 | 8,114 | |||
Cheniere Energy, Inc. | 4,279 | 709,929 | |||
Chesapeake Energy Corp. | 1,424 | 134,155 | |||
Chevron Corp. | 32,963 | 4,735,794 | |||
Chord Energy Corp. | 623 | 85,208 | |||
Civitas Resources, Inc. | 958 | 54,980 | |||
Clean Energy Fuels Corp. (A) | 4,254 | 22,716 | |||
CNX Resources Corp. (A) | 4,165 | 64,682 | |||
Comstock Resources, Inc. (A) | 3,787 | 65,477 | |||
ConocoPhillips | 21,725 | 2,223,337 | |||
CONSOL Energy, Inc. | 616 | 39,621 | |||
Continental Resources, Inc. | 6,125 | 409,211 | |||
Coterra Energy, Inc. | 13,701 | 357,870 | |||
Crescent Energy Company, Class A | 2,209 | 29,755 | |||
Crestwood Equity Partners LP | 1,830 | 50,819 | |||
CrossAmerica Partners LP | 693 | 12,952 | |||
CVR Energy, Inc. | 1,445 | 41,876 | |||
DCP Midstream LP | 3,765 | 141,451 | |||
Delek Logistics Partners LP | 535 | 27,253 | |||
Delek US Holdings, Inc. | 1,398 | 37,942 | |||
Denbury, Inc. (A) | 828 | 71,423 | |||
Devon Energy Corp. | 11,192 | 672,975 | |||
Diamondback Energy, Inc. | 3,094 | 372,703 | |||
Dorchester Minerals LP | 821 | 20,509 | |||
Dorian LPG, Ltd. | 943 | 12,797 | |||
DT Midstream, Inc. | 1,701 | 88,265 | |||
Energy Transfer LP | 51,709 | 570,350 | |||
EnLink Midstream LLC (A) | 9,120 | 81,077 | |||
Enterprise Products Partners LP | 36,098 | 858,410 | |||
Enviva, Inc. | 868 | 52,132 | |||
EOG Resources, Inc. | 9,877 | 1,103,557 | |||
EQT Corp. | 6,375 | 259,781 | |||
Equitrans Midstream Corp. | 8,041 | 60,147 | |||
Excelerate Energy, Inc., Class A | 257 | 6,014 | |||
Exxon Mobil Corp. | 70,466 | 6,152,386 | |||
Genesis Energy LP | 2,417 | 22,236 | |||
Gevo, Inc. (A) | 3,343 | 7,622 | |||
Global Partners LP | 792 | 19,602 | |||
Green Plains Partners LP | 503 | 6,137 | |||
Green Plains, Inc. (A) | 849 | 24,680 | |||
Gulfport Energy Corp. (A) | 298 | 26,310 | |||
Harvest Natural Resources, Inc. (A)(C) | 270 | 0 | |||
Hess Corp. | 5,281 | 575,576 | |||
Hess Midstream LP, Class A | 701 | 17,890 | |||
HF Sinclair Corp. | 3,024 | 162,812 | |||
HighPeak Energy, Inc. | 1,453 | 31,472 | |||
Holly Energy Partners LP | 1,975 | 32,410 | |||
International Seaways, Inc. | 416 | 14,614 | |||
Kimbell Royalty Partners LP | 1,094 | 18,576 | |||
Kinder Morgan, Inc. | 37,722 | 627,694 | |||
Laredo Petroleum, Inc. (A) | 264 | 16,592 | |||
LinnCo LLC (A)(C) | 2,890 | 0 | |||
Magellan Midstream Partners LP | 3,113 | 147,899 | |||
Magnolia Oil & Gas Corp., Class A | 4,348 | 86,134 | |||
Marathon Oil Corp. | 12,186 | 275,160 | |||
Marathon Petroleum Corp. | 9,072 | 901,122 | |||
Matador Resources Company | 2,130 | 104,200 | |||
MPLX LP | 17,057 | 511,881 | |||
Murphy Oil Corp. | 2,467 | 86,764 | |||
NACCO Industries, Inc., Class A | 187 | 8,795 | |||
Natural Resource Partners LP | 290 | 12,833 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Oil, gas and consumable fuels (continued) | |||||
New Fortress Energy, Inc. | 3,610 | $ | 157,793 | ||
NextDecade Corp. (A) | 1,344 | 8,091 | |||
Northern Oil and Gas, Inc. | 973 | 26,670 | |||
NuStar Energy LP | 2,314 | 31,239 | |||
Occidental Petroleum Corp. | 15,722 | 966,117 | |||
ONEOK, Inc. | 7,695 | 394,292 | |||
Ovintiv, Inc. | 4,448 | 204,608 | |||
PBF Energy, Inc., Class A (A) | 2,083 | 73,238 | |||
PBF Logistics LP | 1,384 | 26,144 | |||
PDC Energy, Inc. | 1,740 | 100,555 | |||
Peabody Energy Corp. (A) | 2,102 | 52,172 | |||
Permian Resources Corp. (A) | 5,240 | 35,632 | |||
Phillips 66 | 8,080 | 652,218 | |||
Pioneer Natural Resources Company | 4,083 | 884,092 | |||
Plains All American Pipeline LP | 12,070 | 126,976 | |||
Plains GP Holdings LP, Class A (A) | 3,615 | 39,440 | |||
Range Resources Corp. | 4,676 | 118,116 | |||
Ranger Oil Corp., Class A | 135 | 4,246 | |||
REX American Resources Corp. (A) | 471 | 13,150 | |||
Riley Exploration Permian, Inc. | 118 | 2,240 | |||
SandRidge Energy, Inc. (A) | 462 | 7,535 | |||
SFL Corp., Ltd. | 2,278 | 20,753 | |||
Shell Midstream Partners LP | 5,552 | 87,777 | |||
SilverBow Resources, Inc. (A) | 168 | 4,516 | |||
SM Energy Company | 2,191 | 82,404 | |||
Southwestern Energy Company (A) | 16,800 | 102,816 | |||
Sprague Resources LP | 617 | 12,241 | |||
Sunoco LP | 1,303 | 50,778 | |||
Talos Energy, Inc. (A) | 1,148 | 19,114 | |||
Targa Resources Corp. | 3,881 | 234,180 | |||
Teekay Corp. (A) | 2,383 | 8,555 | |||
Tellurian, Inc. (A) | 7,716 | 18,441 | |||
Texas Pacific Land Corp. | 129 | 229,263 | |||
The Williams Companies, Inc. | 20,449 | 585,455 | |||
Uranium Energy Corp. (A) | 4,770 | 16,695 | |||
Valero Energy Corp. | 6,821 | 728,824 | |||
Vertex Energy, Inc. (A) | 861 | 5,364 | |||
Viper Energy Partners LP | 3,095 | 88,703 | |||
W&T Offshore, Inc. (A) | 3,111 | 18,230 | |||
Western Midstream Partners LP | 7,159 | 180,120 | |||
World Fuel Services Corp. | 1,250 | 29,300 | |||
30,597,977 | |||||
32,881,081 | |||||
Financials – 11.5% | |||||
Banks – 3.9% | |||||
1st Source Corp. | 559 | 25,882 | |||
Allegiance Bancshares, Inc. | 511 | 21,273 | |||
Amerant Bancorp, Inc. | 655 | 16,270 | |||
American National Bankshares, Inc. | 218 | 6,965 | |||
Ameris Bancorp | 1,382 | 61,789 | |||
Ames National Corp. | 260 | 5,767 | |||
Arrow Financial Corp. | 455 | 13,121 | |||
Associated Banc-Corp. | 2,795 | 56,124 | |||
Atlantic Union Bankshares Corp. | 1,651 | 50,157 | |||
Banc of California, Inc. | 1,367 | 21,831 | |||
BancFirst Corp. | 496 | 44,377 | |||
Bank of America Corp. | 134,931 | 4,074,916 | |||
Bank of Hawaii Corp. | 678 | 51,609 | |||
Bank of Marin Bancorp | 328 | 9,824 | |||
Bank OZK | 1,946 | 76,984 | |||
BankFinancial Corp. | 481 | 4,550 | |||
BankUnited, Inc. | 1,574 | 53,784 | |||
Bankwell Financial Group, Inc. | 211 | 6,142 | |||
Banner Corp. | 760 | 44,901 | |||
Bar Harbor Bankshares | 435 | 11,536 |
286 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
BayCom Corp. | 336 | $ | 5,907 | ||
BCB Bancorp, Inc. | 577 | 9,711 | |||
Berkshire Hills Bancorp, Inc. | 1,028 | 28,064 | |||
BOK Financial Corp. | 1,118 | 99,345 | |||
Brookline Bancorp, Inc. | 1,813 | 21,121 | |||
Business First Bancshares, Inc. | 293 | 6,308 | |||
Byline Bancorp, Inc. | 825 | 16,706 | |||
Cadence Bank | 3,193 | 81,134 | |||
Cambridge Bancorp | 93 | 7,416 | |||
Camden National Corp. | 400 | 17,040 | |||
Capital City Bank Group, Inc. | 465 | 14,466 | |||
Capstar Financial Holdings, Inc. | 374 | 6,930 | |||
Cathay General Bancorp | 768 | 29,537 | |||
Central Pacific Financial Corp. | 579 | 11,980 | |||
Central Valley Community Bancorp | 357 | 6,322 | |||
Chemung Financial Corp. | 161 | 6,741 | |||
Citigroup, Inc. | 32,391 | 1,349,733 | |||
Citizens & Northern Corp. | 324 | 7,834 | |||
Citizens Financial Group, Inc. | 8,170 | 280,721 | |||
City Holding Company | 404 | 35,831 | |||
Civista Bancshares, Inc. | 342 | 7,100 | |||
CNB Financial Corp. | 426 | 10,041 | |||
Codorus Valley Bancorp, Inc. | 267 | 5,030 | |||
Columbia Banking System, Inc. | 1,479 | 42,728 | |||
Comerica, Inc. | 2,238 | 159,122 | |||
Commerce Bancshares, Inc. | 1,726 | 114,192 | |||
Community Bank System, Inc. | 769 | 46,202 | |||
Community Trust Bancorp, Inc. | 310 | 12,571 | |||
ConnectOne Bancorp, Inc. | 882 | 20,339 | |||
Cullen/Frost Bankers, Inc. | 1,088 | 143,855 | |||
Customers Bancorp, Inc. (A) | 631 | 18,602 | |||
Dime Community Bancshares, Inc. | 892 | 26,118 | |||
Eagle Bancorp, Inc. | 547 | 24,517 | |||
East West Bancorp, Inc. | 2,254 | 151,334 | |||
Eastern Bankshares, Inc. | 1,120 | 21,997 | |||
Enterprise Bancorp, Inc. | 327 | 9,781 | |||
Enterprise Financial Services Corp. | 834 | 36,729 | |||
Equity Bancshares, Inc., Class A | 331 | 9,808 | |||
Esquire Financial Holdings, Inc. | 291 | 10,927 | |||
Farmers & Merchants Bancorp, Inc. | 233 | 6,261 | |||
FB Financial Corp. | 964 | 36,834 | |||
Fidelity D&D Bancorp, Inc. | 112 | 4,519 | |||
Fifth Third Bancorp | 11,578 | 370,033 | |||
Financial Institutions, Inc. | 417 | 10,037 | |||
First Bancorp (North Carolina) | 687 | 25,130 | |||
First Bancorp (Puerto Rico) | 3,172 | 43,393 | |||
First Busey Corp. | 1,265 | 27,805 | |||
First Citizens BancShares, Inc., Class A | 221 | 176,232 | |||
First Commonwealth Financial Corp. | 2,106 | 27,041 | |||
First Community Bankshares, Inc. | 247 | 7,911 | |||
First Financial Bancorp | 2,135 | 45,006 | |||
First Financial Bankshares, Inc. | 2,377 | 99,430 | |||
First Financial Corp. | 338 | 15,274 | |||
First Financial Northwest, Inc. | 388 | 5,758 | |||
First Hawaiian, Inc. | 2,545 | 62,683 | |||
First Horizon Corp. | 9,156 | 209,672 | |||
First Internet Bancorp | 224 | 7,585 | |||
First Interstate BancSystem, Inc., Class A | 2,023 | 81,628 | |||
First Merchants Corp. | 955 | 36,939 | |||
First Republic Bank | 2,911 | 380,031 | |||
Flushing Financial Corp. | 465 | 9,007 | |||
FNB Corp. | 6,123 | 71,027 | |||
Fulton Financial Corp. | 2,254 | 35,613 | |||
FVCBankcorp, Inc. (A) | 432 | 8,281 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
German American Bancorp, Inc. | 635 | $ | 22,676 | ||
Glacier Bancorp, Inc. | 1,909 | 93,789 | |||
Great Southern Bancorp, Inc. | 369 | 21,059 | |||
Guaranty Bancshares, Inc. | 278 | 9,616 | |||
Hancock Whitney Corp. | 1,414 | 64,775 | |||
Hanmi Financial Corp. | 645 | 15,274 | |||
HarborOne Bancorp, Inc. | 1,624 | 21,794 | |||
Heartland Financial USA, Inc. | 771 | 33,431 | |||
Heritage Commerce Corp. | 1,034 | 11,726 | |||
Heritage Financial Corp. | 813 | 21,520 | |||
Hilltop Holdings, Inc. | 1,026 | 25,496 | |||
Home BancShares, Inc. | 3,102 | 69,826 | |||
HomeStreet, Inc. | 402 | 11,582 | |||
Hope Bancorp, Inc. | 2,740 | 34,634 | |||
Horizon Bancorp, Inc. | 951 | 17,080 | |||
Huntington Bancshares, Inc. | 25,090 | 330,686 | |||
Independent Bank Corp. (Massachusetts) | 711 | 52,991 | |||
Independent Bank Corp. (Michigan) | 561 | 10,715 | |||
Independent Bank Group, Inc. | 910 | 55,865 | |||
International Bancshares Corp. | 802 | 34,085 | |||
Investar Holding Corp. | 319 | 6,348 | |||
JPMorgan Chase & Co. | 48,957 | 5,116,007 | |||
KeyCorp | 14,999 | 240,284 | |||
Lakeland Bancorp, Inc. | 1,308 | 20,941 | |||
Lakeland Financial Corp. | 520 | 37,861 | |||
Live Oak Bancshares, Inc. | 804 | 24,602 | |||
M&T Bank Corp. | 2,844 | 501,454 | |||
Macatawa Bank Corp. | 926 | 8,575 | |||
Mercantile Bank Corp. | 434 | 12,894 | |||
Metropolitan Bank Holding Corp. (A) | 184 | 11,842 | |||
Midland States Bancorp, Inc. | 539 | 12,704 | |||
MidWestOne Financial Group, Inc. | 336 | 9,169 | |||
MVB Financial Corp. | 370 | 10,297 | |||
National Bank Holdings Corp., Class A | 721 | 26,670 | |||
National Bankshares, Inc. | 188 | 6,347 | |||
NBT Bancorp, Inc. | 501 | 19,013 | |||
Nicolet Bankshares, Inc. (A) | 105 | 7,396 | |||
Northrim BanCorp, Inc. | 222 | 9,226 | |||
Northwest Bancshares, Inc. | 2,105 | 28,439 | |||
Norwood Financial Corp. | 211 | 5,608 | |||
OceanFirst Financial Corp. | 1,155 | 21,529 | |||
OFG Bancorp | 1,126 | 28,296 | |||
Old National Bancorp | 4,312 | 71,019 | |||
Old Second Bancorp, Inc. | 816 | 10,649 | |||
Origin Bancorp, Inc. | 516 | 19,851 | |||
Pacific Premier Bancorp, Inc. | 1,278 | 39,567 | |||
PacWest Bancorp | 2,065 | 46,669 | |||
Park National Corp. | 210 | 26,141 | |||
Pathward Financial, Inc. | 629 | 20,732 | |||
PCSB Financial Corp. | 498 | 8,929 | |||
Peapack-Gladstone Financial Corp. | 485 | 16,320 | |||
Penns Woods Bancorp, Inc. | 222 | 5,086 | |||
Peoples Bancorp of North Carolina, Inc. | 237 | 5,878 | |||
Peoples Bancorp, Inc. | 778 | 22,508 | |||
Pinnacle Financial Partners, Inc. | 1,285 | 104,214 | |||
Popular, Inc. | 399 | 28,752 | |||
Preferred Bank | 341 | 22,243 | |||
Premier Financial Corp. | 968 | 24,878 | |||
Primis Financial Corp. | 655 | 7,945 | |||
Prosperity Bancshares, Inc. | 925 | 61,679 | |||
QCR Holdings, Inc. | 353 | 17,982 | |||
RBB Bancorp | 407 | 8,457 | |||
Red River Bancshares, Inc. | 155 | 7,662 | |||
Regions Financial Corp. | 15,886 | 318,832 | |||
Renasant Corp. | 1,124 | 35,159 |
287 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Banks (continued) | |||||
Republic Bancorp, Inc., Class A | 425 | $ | 16,278 | ||
Republic First Bancorp, Inc. (A) | 1,584 | 4,483 | |||
Riverview Bancorp, Inc. | 881 | 5,594 | |||
S&T Bancorp, Inc. | 768 | 22,510 | |||
Sandy Spring Bancorp, Inc. | 750 | 26,445 | |||
Seacoast Banking Corp. of Florida | 1,186 | 35,853 | |||
ServisFirst Bancshares, Inc. | 848 | 67,840 | |||
Shore Bancshares, Inc. | 488 | 8,452 | |||
Sierra Bancorp | 373 | 7,367 | |||
Signature Bank | 987 | 149,037 | |||
Silvergate Capital Corp., Class A (A) | 431 | 32,476 | |||
Simmons First National Corp., Class A | 2,304 | 50,204 | |||
South Plains Financial, Inc. | 426 | 11,741 | |||
Southern First Bancshares, Inc. (A) | 207 | 8,624 | |||
Southside Bancshares, Inc. | 820 | 28,995 | |||
SouthState Corp. | 1,328 | 105,071 | |||
Stellar Bancorp, Inc. | 597 | 17,462 | |||
Stock Yards Bancorp, Inc. | 419 | 28,496 | |||
Summit Financial Group, Inc. | 334 | 8,998 | |||
SVB Financial Group (A) | 1,005 | 337,459 | |||
Synovus Financial Corp. | 2,673 | 100,264 | |||
Texas Capital Bancshares, Inc. (A) | 987 | 58,263 | |||
The Bancorp, Inc. (A) | 1,124 | 24,706 | |||
The Bank of Princeton | 248 | 7,031 | |||
The First Bancorp, Inc. | 302 | 8,320 | |||
The First of Long Island Corp. | 648 | 11,172 | |||
The PNC Financial Services Group, Inc. | 6,789 | 1,014,412 | |||
Tompkins Financial Corp. | 330 | 23,965 | |||
Towne Bank | 1,654 | 44,377 | |||
TriCo Bancshares | 636 | 28,397 | |||
Triumph Bancorp, Inc. (A) | 474 | 25,762 | |||
Truist Financial Corp. | 22,324 | 971,987 | |||
Trustmark Corp. | 1,219 | 37,338 | |||
U.S. Bancorp | 24,778 | 999,049 | |||
UMB Financial Corp. | 475 | 40,038 | |||
Umpqua Holdings Corp. | 3,973 | 67,899 | |||
United Bankshares, Inc. | 2,146 | 76,720 | |||
United Community Banks, Inc. | 1,695 | 56,105 | |||
Unity Bancorp, Inc. | 355 | 8,914 | |||
Univest Financial Corp. | 733 | 17,211 | |||
Valley National Bancorp | 7,874 | 85,039 | |||
Veritex Holdings, Inc. | 1,027 | 27,308 | |||
Washington Federal, Inc. | 1,028 | 30,819 | |||
Washington Trust Bancorp, Inc. | 335 | 15,571 | |||
Webster Financial Corp. | 3,060 | 138,312 | |||
Wells Fargo & Company | 63,091 | 2,537,520 | |||
WesBanco, Inc. | 1,220 | 40,711 | |||
West BanCorp, Inc. | 463 | 9,635 | |||
Western Alliance Bancorp | 1,809 | 118,924 | |||
Wintrust Financial Corp. | 1,051 | 85,709 | |||
Zions Bancorp NA | 2,266 | 115,249 | |||
25,230,158 | |||||
Capital markets – 3.3% | |||||
Affiliated Managers Group, Inc. | 667 | 74,604 | |||
AllianceBernstein Holding LP | 1,953 | 68,472 | |||
Ameriprise Financial, Inc. | 1,841 | 463,840 | |||
Ares Capital Corp. | 8,591 | 145,016 | |||
Ares Management Corp., Class A | 4,922 | 304,918 | |||
Artisan Partners Asset Management, Inc., Class A | 1,550 | 41,742 | |||
AssetMark Financial Holdings, Inc. (A) | 1,278 | 23,375 | |||
Associated Capital Group, Inc., Class A | 454 | 16,689 | |||
Bain Capital Specialty Finance, Inc. | 1,190 | 14,280 | |||
Barings BDC, Inc. | 1,926 | 15,928 | |||
BGC Partners, Inc., Class A | 7,348 | 23,073 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Capital markets (continued) | |||||
BlackRock Capital Investment Corp. | 2,127 | $ | 7,211 | ||
BlackRock TCP Capital Corp. | 1,134 | 12,395 | |||
BlackRock, Inc. | 2,545 | 1,400,463 | |||
Blucora, Inc. (A) | 1,076 | 20,810 | |||
Bridge Investment Group Holdings, Inc., Class A | 1,456 | 21,112 | |||
Capital Southwest Corp. | 445 | 7,538 | |||
Carlyle Secured Lending, Inc. | 1,406 | 16,085 | |||
Cboe Global Markets, Inc. | 1,864 | 218,778 | |||
CME Group, Inc. | 6,071 | 1,075,356 | |||
Cohen & Steers, Inc. | 930 | 58,246 | |||
Coinbase Global, Inc., Class A (A)(B) | 3,735 | 240,870 | |||
Cowen, Inc., Class A | 420 | 16,229 | |||
Diamond Hill Investment Group, Inc. | 83 | 13,695 | |||
Donnelley Financial Solutions, Inc. (A) | 686 | 25,361 | |||
Ellington Financial, Inc. | 880 | 10,006 | |||
Evercore, Inc., Class A | 743 | 61,112 | |||
FactSet Research Systems, Inc. | 621 | 248,468 | |||
Federated Hermes, Inc. | 1,842 | 61,007 | |||
Fidus Investment Corp. | 605 | 10,394 | |||
Focus Financial Partners, Inc., Class A (A) | 1,365 | 43,011 | |||
Franklin Resources, Inc. | 8,721 | 187,676 | |||
FS KKR Capital Corp. | 3,921 | 66,461 | |||
GAMCO Investors, Inc., Class A | 443 | 7,553 | |||
Gladstone Capital Corp. | 801 | 6,800 | |||
Gladstone Investment Corp. | 797 | 9,644 | |||
Goldman Sachs BDC, Inc. | 967 | 13,973 | |||
Golub Capital BDC, Inc. | 1,363 | 16,888 | |||
Hamilton Lane, Inc., Class A | 1,002 | 59,729 | |||
Hercules Capital, Inc. | 2,271 | 26,298 | |||
Houlihan Lokey, Inc. | 1,199 | 90,381 | |||
Interactive Brokers Group, Inc., Class A | 1,612 | 103,023 | |||
Intercontinental Exchange, Inc. | 9,410 | 850,194 | |||
Invesco, Ltd. | 8,234 | 112,806 | |||
Jefferies Financial Group, Inc. | 3,974 | 117,233 | |||
KKR & Company, Inc. | 14,591 | 627,413 | |||
Lazard, Ltd., Class A | 2,033 | 64,710 | |||
LPL Financial Holdings, Inc. | 1,359 | 296,914 | |||
Main Street Capital Corp. | 1,316 | 44,270 | |||
MarketAxess Holdings, Inc. | 665 | 147,956 | |||
MarketWise, Inc. (A) | 5,323 | 12,136 | |||
MidCap Financial Investment Corp. | 1,528 | 15,616 | |||
Moelis & Company, Class A | 1,258 | 42,533 | |||
Monroe Capital Corp. | 561 | 4,062 | |||
Moody's Corp. | 3,080 | 748,779 | |||
Morgan Stanley | 29,390 | 2,322,104 | |||
Morningstar, Inc. | 721 | 153,083 | |||
MSCI, Inc. | 1,356 | 571,947 | |||
Nasdaq, Inc. | 8,282 | 469,424 | |||
New Mountain Finance Corp. | 2,060 | 23,752 | |||
Newtek Business Services Corp. | 477 | 7,785 | |||
Northern Trust Corp. | 3,051 | 261,044 | |||
Oaktree Specialty Lending Corp. | 2,519 | 15,114 | |||
Open Lending Corp., Class A (A) | 2,053 | 16,506 | |||
Oppenheimer Holdings, Inc., Class A | 169 | 5,236 | |||
Owl Rock Capital Corp. | 4,673 | 48,459 | |||
Oxford Square Capital Corp. | 1,411 | 4,247 | |||
P10, Inc., Class A | 510 | 5,365 | |||
P10, Inc., Class B | 665 | 6,996 | |||
PennantPark Floating Rate Capital, Ltd. | 874 | 8,390 | |||
PennantPark Investment Corp. | 1,841 | 10,052 | |||
Perella Weinberg Partners | 815 | 5,159 | |||
Piper Sandler Companies | 319 | 33,412 | |||
Portman Ridge Finance Corp. | 340 | 7,140 |
288 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Capital markets (continued) | |||||
Prospect Capital Corp. (B) | 8,135 | $ | 50,437 | ||
Pzena Investment Management, Inc., Class A | 1,693 | 16,050 | |||
Raymond James Financial, Inc. | 3,641 | 359,804 | |||
Robinhood Markets, Inc., Class A (A)(B) | 14,944 | 150,934 | |||
S&P Global, Inc. | 5,193 | 1,585,683 | |||
Sculptor Capital Management, Inc. | 1,110 | 9,812 | |||
SEI Investments Company | 2,354 | 115,464 | |||
Sixth Street Specialty Lending, Inc. | 1,483 | 24,232 | |||
SLR Investment Corp. | 1,171 | 14,427 | |||
State Street Corp. | 6,212 | 377,752 | |||
Stellus Capital Investment Corp. | 500 | 5,965 | |||
StepStone Group, Inc., Class A | 1,560 | 38,236 | |||
Stifel Financial Corp. | 1,899 | 98,577 | |||
StoneX Group, Inc. (A) | 429 | 35,581 | |||
T. Rowe Price Group, Inc. | 3,899 | 409,434 | |||
The Bank of New York Mellon Corp. | 13,532 | 521,253 | |||
The Blackstone Group, Inc. | 11,848 | 991,678 | |||
The Carlyle Group, Inc. | 6,273 | 162,094 | |||
The Charles Schwab Corp. | 30,635 | 2,201,737 | |||
The Goldman Sachs Group, Inc. | 5,702 | 1,670,971 | |||
TPG, Inc. | 1,527 | 42,512 | |||
Tradeweb Markets, Inc., Class A | 4,071 | 229,686 | |||
TriplePoint Venture Growth BDC Corp. | 568 | 6,168 | |||
Victory Capital Holdings, Inc., Class A | 1,360 | 31,702 | |||
Virtu Financial, Inc., Class A | 3,193 | 66,319 | |||
Virtus Investment Partners, Inc. | 128 | 20,419 | |||
WhiteHorse Finance, Inc. | 557 | 6,183 | |||
WisdomTree Investments, Inc. | 3,365 | 15,748 | |||
21,667,205 | |||||
Consumer finance – 0.6% | |||||
Ally Financial, Inc. | 5,433 | 151,200 | |||
American Express Company | 12,619 | 1,702,429 | |||
Atlanticus Holdings Corp. (A) | 243 | 6,374 | |||
Bread Financial Holdings, Inc. | 803 | 25,254 | |||
Capital One Financial Corp. | 6,480 | 597,262 | |||
Credit Acceptance Corp. (A) | 230 | 100,740 | |||
Curo Group Holdings Corp. | 881 | 3,533 | |||
Discover Financial Services | 4,701 | 427,415 | |||
Elevate Credit, Inc. (A) | 1,491 | 1,640 | |||
Encore Capital Group, Inc. (A) | 502 | 22,831 | |||
Enova International, Inc. (A) | 722 | 21,133 | |||
EZCORP, Inc., Class A (A) | 1,448 | 11,164 | |||
FirstCash Holdings, Inc. | 795 | 58,313 | |||
Green Dot Corp., Class A (A) | 1,032 | 19,587 | |||
LendingTree, Inc. (A) | 258 | 6,156 | |||
Moneylion, Inc. (A) | 3,076 | 2,746 | |||
Navient Corp. | 2,559 | 37,592 | |||
Nelnet, Inc., Class A | 367 | 29,063 | |||
NerdWallet, Inc., Class A (A) | 271 | 2,404 | |||
OneMain Holdings, Inc. | 2,193 | 64,737 | |||
Oportun Financial Corp. (A) | 399 | 1,744 | |||
OppFi, Inc. (A) | 1,374 | 3,160 | |||
PRA Group, Inc. (A) | 907 | 29,804 | |||
PROG Holdings, Inc. (A) | 1,189 | 17,811 | |||
Regional Management Corp. | 233 | 6,533 | |||
SLM Corp. | 4,663 | 65,235 | |||
Sunlight Financial Holdings, Inc. (A)(B) | 1,462 | 1,813 | |||
Synchrony Financial | 8,464 | 238,600 | |||
Upstart Holdings, Inc. (A)(B) | 1,379 | 28,669 | |||
World Acceptance Corp. (A) | 133 | 12,877 | |||
3,697,819 | |||||
Diversified financial services – 1.6% | |||||
Acacia Research Corp. (A) | 1,357 | 5,482 | |||
Apollo Global Management, Inc. | 8,044 | 374,046 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Diversified financial services (continued) | |||||
Berkshire Hathaway, Inc., Class A (A) | 10 | $ | 4,064,700 | ||
Berkshire Hathaway, Inc., Class B (A) | 21,745 | 5,806,350 | |||
Equitable Holdings, Inc. | 6,466 | 170,379 | |||
Jackson Financial, Inc., Class A | 1,303 | 36,158 | |||
Voya Financial, Inc. | 1,720 | 104,060 | |||
10,561,175 | |||||
Insurance – 1.9% | |||||
Aflac, Inc. | 10,648 | 598,418 | |||
Alleghany Corp. (A) | 196 | 164,517 | |||
American Equity Investment Life Holding Company | 1,171 | 43,667 | |||
American Financial Group, Inc. | 1,397 | 171,733 | |||
American International Group, Inc. | 13,399 | 636,185 | |||
AMERISAFE, Inc. | 412 | 19,253 | |||
Arch Capital Group, Ltd. (A) | 6,202 | 282,439 | |||
Argo Group International Holdings, Ltd. | 742 | 14,291 | |||
Arthur J. Gallagher & Company | 3,560 | 609,543 | |||
Assurant, Inc. | 912 | 132,486 | |||
Assured Guaranty, Ltd. | 1,260 | 61,047 | |||
Axis Capital Holdings, Ltd. | 1,624 | 79,820 | |||
Bright Health Group, Inc. (A) | 10,245 | 10,757 | |||
Brighthouse Financial, Inc. (A) | 1,236 | 53,667 | |||
Brown & Brown, Inc. | 4,895 | 296,050 | |||
BRP Group, Inc., Class A (A) | 1,594 | 42,002 | |||
Cincinnati Financial Corp. | 2,737 | 245,153 | |||
Citizens, Inc. (A) | 1,370 | 4,576 | |||
CNA Financial Corp. | 4,636 | 171,068 | |||
CNO Financial Group, Inc. | 2,410 | 43,308 | |||
Crawford & Company, Class B | 1,283 | 6,736 | |||
Donegal Group, Inc., Class A | 786 | 10,603 | |||
eHealth, Inc. (A) | 490 | 1,916 | |||
Employers Holdings, Inc. | 692 | 23,867 | |||
Enstar Group, Ltd. (A) | 196 | 33,240 | |||
Erie Indemnity Company, Class A | 826 | 183,628 | |||
Everest Re Group, Ltd. | 580 | 152,215 | |||
Fidelity National Financial, Inc. | 4,829 | 174,810 | |||
First American Financial Corp. | 1,867 | 86,069 | |||
Genworth Financial, Inc., Class A (A) | 7,491 | 26,219 | |||
Globe Life, Inc. | 1,425 | 142,073 | |||
Goosehead Insurance, Inc., Class A (A) | 660 | 23,522 | |||
Hagerty, Inc., Class A (A) | 2,744 | 24,669 | |||
HCI Group, Inc. | 170 | 6,664 | |||
Heritage Insurance Holdings, Inc. | 734 | 1,659 | |||
Hippo Holdings, Inc. (A) | 325 | 6,017 | |||
Horace Mann Educators Corp. | 900 | 31,761 | |||
Investors Title Company | 50 | 7,050 | |||
Kemper Corp. | 1,246 | 51,410 | |||
Kinsale Capital Group, Inc. | 439 | 112,129 | |||
Lemonade, Inc. (A)(B) | 1,078 | 22,832 | |||
Lincoln National Corp. | 3,004 | 131,906 | |||
Loews Corp. | 4,170 | 207,833 | |||
Markel Corp. (A) | 208 | 225,518 | |||
Marsh & McLennan Companies, Inc. | 8,403 | 1,254,484 | |||
MBIA, Inc. (A) | 1,204 | 11,077 | |||
Mercury General Corp. | 1,045 | 29,699 | |||
MetLife, Inc. | 13,553 | 823,751 | |||
National Western Life Group, Inc., Class A | 35 | 5,978 | |||
NI Holdings, Inc. (A) | 641 | 8,564 | |||
Old Republic International Corp. | 5,164 | 108,083 | |||
Oscar Health, Inc., Class A (A) | 3,277 | 16,352 | |||
Palomar Holdings, Inc. (A) | 514 | 43,032 | |||
Primerica, Inc. | 672 | 82,958 | |||
Principal Financial Group, Inc. | 4,222 | 304,617 | |||
ProAssurance Corp. | 1,182 | 23,061 |
289 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Insurance (continued) | |||||
Prudential Financial, Inc. | 6,280 | $ | 538,698 | ||
Reinsurance Group of America, Inc. | 1,159 | 145,814 | |||
RenaissanceRe Holdings, Ltd. | 725 | 101,783 | |||
RLI Corp. | 831 | 85,078 | |||
Root, Inc., Class A (A) | 229 | 1,805 | |||
Ryan Specialty Holdings, Inc. (A) | 4,244 | 172,391 | |||
Safety Insurance Group, Inc. | 334 | 27,241 | |||
Selective Insurance Group, Inc. | 1,079 | 87,831 | |||
Selectquote, Inc. (A) | 2,662 | 1,943 | |||
Stewart Information Services Corp. | 487 | 21,253 | |||
The Allstate Corp. | 4,552 | 566,861 | |||
The Hanover Insurance Group, Inc. | 581 | 74,449 | |||
The Hartford Financial Services Group, Inc. | 5,233 | 324,132 | |||
The Progressive Corp. | 9,834 | 1,142,809 | |||
The Travelers Companies, Inc. | 3,981 | 609,889 | |||
Trean Insurance Group, Inc. (A) | 448 | 1,523 | |||
Trupanion, Inc. (A) | 731 | 43,443 | |||
United Fire Group, Inc. | 546 | 15,687 | |||
Universal Insurance Holdings, Inc. | 656 | 6,462 | |||
Unum Group | 3,143 | 121,948 | |||
W.R. Berkley Corp. | 4,459 | 287,962 | |||
White Mountains Insurance Group, Ltd. | 18 | 23,454 | |||
12,488,438 | |||||
Mortgage real estate investment trusts – 0.1% | |||||
AGNC Investment Corp. | 6,319 | 53,206 | |||
Angel Oak Mortgage, Inc. | 54 | 647 | |||
Annaly Capital Management, Inc. | 5,326 | 91,398 | |||
Apollo Commercial Real Estate Finance, Inc. | 3,205 | 26,602 | |||
Arbor Realty Trust, Inc. | 2,208 | 25,392 | |||
Ares Commercial Real Estate Corp. | 789 | 8,245 | |||
ARMOUR Residential REIT, Inc. | 1,413 | 6,881 | |||
Blackstone Mortgage Trust, Inc., Class A | 2,768 | 64,605 | |||
BrightSpire Capital, Inc. | 2,808 | 17,718 | |||
Broadmark Realty Capital, Inc. | 2,185 | 11,165 | |||
Chimera Investment Corp. | 3,772 | 19,690 | |||
Dynex Capital, Inc. | 611 | 7,118 | |||
Ellington Residential Mortgage REIT | 471 | 2,906 | |||
Franklin BSP Realty Trust, Inc. | 474 | 5,105 | |||
Granite Point Mortgage Trust, Inc. | 1,105 | 7,116 | |||
Great Ajax Corp. | 553 | 4,153 | |||
Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 1,402 | 41,962 | |||
Invesco Mortgage Capital, Inc. | 330 | 3,663 | |||
KKR Real Estate Finance Trust, Inc. | 1,084 | 17,615 | |||
Ladder Capital Corp. | 2,535 | 22,714 | |||
MFA Financial, Inc. | 2,272 | 17,676 | |||
New York Mortgage Trust, Inc. | 5,225 | 12,227 | |||
Orchid Island Capital, Inc. | 231 | 1,894 | |||
PennyMac Mortgage Investment Trust | 1,761 | 20,745 | |||
Ready Capital Corp. | 1,430 | 14,500 | |||
Redwood Trust, Inc. | 2,127 | 12,209 | |||
Rithm Capital Corp. | 8,506 | 62,264 | |||
Starwood Property Trust, Inc. | 5,131 | 93,487 | |||
TPG RE Finance Trust, Inc. | 1,656 | 11,592 | |||
Two Harbors Investment Corp. | 5,815 | 19,306 | |||
703,801 | |||||
Thrifts and mortgage finance – 0.1% | |||||
Axos Financial, Inc. (A) | 1,145 | 39,193 | |||
Bridgewater Bancshares, Inc. (A) | 655 | 10,788 | |||
Capitol Federal Financial, Inc. | 1,954 | 16,218 | |||
Columbia Financial, Inc. (A) | 1,970 | 41,626 | |||
Enact Holdings, Inc. | 1,803 | 39,973 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Thrifts and mortgage finance (continued) | |||||
Federal Agricultural Mortgage Corp., Class C | 191 | $ | 18,936 | ||
Federal Home Loan Mortgage Corp. (A) | 12,537 | 6,566 | |||
Federal National Mortgage Association (A) | 21,500 | 11,176 | |||
Flagstar Bancorp, Inc. | 306 | 10,220 | |||
Home Bancorp, Inc. | 185 | 7,213 | |||
Home Point Capital, Inc. | 1,484 | 2,285 | |||
Kearny Financial Corp. | 2,110 | 22,408 | |||
Luther Burbank Corp. | 1,316 | 15,292 | |||
Merchants Bancorp | 927 | 21,386 | |||
MGIC Investment Corp. | 5,610 | 71,920 | |||
New York Community Bancorp, Inc. | 6,179 | 52,707 | |||
NMI Holdings, Inc., Class A (A) | 1,463 | 29,801 | |||
Northfield Bancorp, Inc. | 1,247 | 17,845 | |||
Ocwen Financial Corp. (A) | 244 | 5,678 | |||
PennyMac Financial Services, Inc. | 824 | 35,350 | |||
Ponce Financial Group, Inc. (A) | 711 | 6,513 | |||
Provident Bancorp, Inc. | 677 | 9,688 | |||
Provident Financial Services, Inc. | 1,019 | 19,871 | |||
Radian Group, Inc. | 3,097 | 59,741 | |||
Rocket Companies, Inc., Class A (B) | 1,960 | 12,387 | |||
Southern Missouri Bancorp, Inc. | 216 | 11,022 | |||
Sterling Bancorp, Inc. (A) | 1,248 | 7,525 | |||
Territorial Bancorp, Inc. | 238 | 4,413 | |||
TFS Financial Corp. | 3,937 | 51,181 | |||
Timberland Bancorp, Inc. | 255 | 7,051 | |||
TrustCo Bank Corp. NY | 512 | 16,087 | |||
Velocity Financial, Inc. (A) | 372 | 4,032 | |||
Walker & Dunlop, Inc. | 597 | 49,987 | |||
Western New England Bancorp, Inc. | 789 | 6,415 | |||
WSFS Financial Corp. | 1,244 | 57,796 | |||
800,290 | |||||
75,148,886 | |||||
Health care – 14.0% | |||||
Biotechnology – 2.7% | |||||
2seventy bio, Inc. (A) | 390 | 5,675 | |||
4D Molecular Therapeutics, Inc. (A) | 496 | 3,988 | |||
89bio, Inc. (A) | 819 | 4,742 | |||
Aadi Bioscience, Inc. (A) | 394 | 5,567 | |||
AbbVie, Inc. | 29,535 | 3,963,892 | |||
Abeona Therapeutics, Inc. (A) | 280 | 851 | |||
ACADIA Pharmaceuticals, Inc. (A) | 3,016 | 49,342 | |||
Achieve Life Sciences, Inc. (A) | 143 | 472 | |||
Achillion Pharmaceuticals, Inc. (A)(C) | 3,410 | 5,128 | |||
Acumen Pharmaceuticals, Inc. (A) | 542 | 5,436 | |||
Adicet Bio, Inc. (A) | 572 | 8,134 | |||
Aduro Biotech, Inc. (A)(C) | 312 | 480 | |||
Adverum Biotechnologies, Inc. (A) | 3,267 | 3,104 | |||
Aerovate Therapeutics, Inc. (A) | 373 | 6,184 | |||
Agenus, Inc. (A) | 4,171 | 8,551 | |||
Agios Pharmaceuticals, Inc. (A) | 1,160 | 32,805 | |||
AIkido Pharma, Inc. (A) | 196 | 1,341 | |||
Akero Therapeutics, Inc. (A) | 639 | 21,758 | |||
Akouos, Inc. (A) | 504 | 3,407 | |||
Alaunos Therapeutics, Inc. (A) | 2,828 | 4,864 | |||
Albireo Pharma, Inc. (A) | 301 | 5,827 | |||
Aldeyra Therapeutics, Inc. (A) | 1,796 | 9,591 | |||
Alector, Inc. (A) | 1,508 | 14,266 | |||
Aligos Therapeutics, Inc. (A) | 2,014 | 2,215 | |||
Alkermes PLC (A) | 3,013 | 67,280 | |||
Allakos, Inc. (A) | 1,058 | 6,475 | |||
Allarity Therapeutics, Inc. (A) | 714 | 785 | |||
Allogene Therapeutics, Inc. (A) | 2,589 | 27,961 | |||
Allovir, Inc. (A) | 1,297 | 10,233 |
290 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Alnylam Pharmaceuticals, Inc. (A) | 2,071 | $ | 414,531 | ||
Alpine Immune Sciences, Inc. (A) | 365 | 2,628 | |||
Altimmune, Inc. (A) | 636 | 8,122 | |||
ALX Oncology Holdings, Inc. (A) | 659 | 6,307 | |||
Ambit Biosciences Corp. (A)(C) | 515 | 309 | |||
Amgen, Inc. | 8,866 | 1,998,396 | |||
Amicus Therapeutics, Inc. (A) | 4,973 | 51,918 | |||
AnaptysBio, Inc. (A) | 595 | 15,178 | |||
Anika Therapeutics, Inc. (A) | 318 | 7,568 | |||
Anixa Biosciences, Inc. (A) | 267 | 1,314 | |||
Annexon, Inc. (A) | 896 | 5,537 | |||
Annovis Bio, Inc. (A) | 176 | 2,411 | |||
Apellis Pharmaceuticals, Inc. (A) | 1,496 | 102,177 | |||
Applied Molecular Transport, Inc. (A) | 2,113 | 2,056 | |||
Applied Therapeutics, Inc. (A) | 1,774 | 1,650 | |||
Aptevo Therapeutics, Inc. (A) | 400 | 1,216 | |||
AquaBounty Technologies, Inc. (A) | 655 | 511 | |||
Arcellx, Inc. (A) | 188 | 3,529 | |||
Arcus Biosciences, Inc. (A) | 1,192 | 31,183 | |||
Arcutis Biotherapeutics, Inc. (A) | 769 | 14,696 | |||
Aridis Pharmaceuticals, Inc. (A) | 495 | 460 | |||
Arrowhead Pharmaceuticals, Inc. (A) | 1,889 | 62,431 | |||
Assembly Biosciences, Inc. (A) | 358 | 587 | |||
Astria Therapeutics, Inc. (A) | 687 | 6,210 | |||
Atara Biotherapeutics, Inc. (A) | 2,136 | 8,074 | |||
Atreca, Inc., Class A (A) | 1,320 | 2,072 | |||
aTyr Pharma, Inc. (A) | 237 | 711 | |||
Aura Biosciences, Inc. (A) | 353 | 6,396 | |||
Avalo Therapeutics, Inc. (A) | 511 | 1,697 | |||
AVEO Pharmaceuticals, Inc. (A) | 932 | 7,670 | |||
Avid Bioservices, Inc. (A) | 992 | 18,967 | |||
Avidity Biosciences, Inc. (A) | 655 | 10,696 | |||
Axcella Health, Inc. (A) | 1,360 | 2,326 | |||
Beam Therapeutics, Inc. (A) | 1,141 | 54,357 | |||
BioAtla, Inc. (A) | 935 | 7,200 | |||
BioCryst Pharmaceuticals, Inc. (A) | 2,966 | 37,372 | |||
Biogen, Inc. (A) | 2,430 | 648,810 | |||
Biohaven Pharmaceutical Holding Company, Ltd. (A) | 1,214 | 183,520 | |||
BioMarin Pharmaceutical, Inc. (A) | 3,127 | 265,076 | |||
Biomea Fusion, Inc. (A) | 491 | 4,802 | |||
Bioxcel Therapeutics, Inc. (A) | 460 | 5,437 | |||
Black Diamond Therapeutics, Inc. (A) | 960 | 1,622 | |||
Bluebird Bio, Inc. (A) | 1,170 | 7,406 | |||
Blueprint Medicines Corp. (A) | 1,044 | 68,789 | |||
Bolt Biotherapeutics, Inc. (A) | 1,138 | 1,684 | |||
Bridgebio Pharma, Inc. (A) | 2,737 | 27,206 | |||
C4 Therapeutics, Inc. (A) | 755 | 6,621 | |||
Cabaletta Bio, Inc. (A) | 1,503 | 977 | |||
Calithera Biosciences, Inc. (A) | 171 | 503 | |||
Candel Therapeutics, Inc. (A) | 599 | 1,881 | |||
Capricor Therapeutics, Inc. (A) | 880 | 5,280 | |||
Cardiff Oncology, Inc. (A) | 1,316 | 2,027 | |||
CareDx, Inc. (A) | 890 | 15,148 | |||
Caribou Biosciences, Inc. (A) | 895 | 9,442 | |||
CASI Pharmaceuticals, Inc. (A) | 172 | 447 | |||
Catalyst Biosciences, Inc. | 1,309 | 660 | |||
Catalyst Pharmaceuticals, Inc. (A) | 2,142 | 27,482 | |||
Celcuity, Inc. (A) | 72 | 723 | |||
Celldex Therapeutics, Inc. (A) | 768 | 21,588 | |||
Cellectar Biosciences, Inc. (A) | 377 | 1,267 | |||
CEL-SCI Corp. (A)(B) | 784 | 2,423 | |||
Celularity, Inc. (A)(B) | 1,959 | 4,525 | |||
Century Therapeutics, Inc. (A) | 839 | 8,298 | |||
Checkpoint Therapeutics, Inc. (A) | 2,432 | 2,529 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
ChemoCentryx, Inc. (A) | 1,259 | $ | 65,040 | ||
Chimerix, Inc. (A) | 1,055 | 2,036 | |||
Chinook Therapeutics, Inc. (A) | 797 | 15,669 | |||
Clovis Oncology, Inc. (A) | 3,189 | 3,795 | |||
Codiak Biosciences, Inc. (A) | 1,366 | 1,068 | |||
Cogent Biosciences, Inc. (A) | 839 | 12,518 | |||
Coherus Biosciences, Inc. (A) | 1,434 | 13,781 | |||
Comera Life Sciences Holdings, Inc. (A) | 276 | 444 | |||
Concert Pharmaceuticals, Inc. (A) | 1,605 | 10,754 | |||
Crinetics Pharmaceuticals, Inc. (A) | 678 | 13,316 | |||
CTI BioPharma Corp. (A) | 2,424 | 14,108 | |||
Cue Biopharma, Inc. (A) | 664 | 1,481 | |||
Cullinan Oncology, Inc. (A) | 632 | 8,102 | |||
Cyteir Therapeutics, Inc. (A) | 402 | 772 | |||
Cytokinetics, Inc. (A) | 1,360 | 65,892 | |||
CytomX Therapeutics, Inc. (A) | 1,192 | 1,728 | |||
Day One Biopharmaceuticals, Inc. (A) | 960 | 19,229 | |||
Decibel Therapeutics, Inc. (A) | 543 | 1,879 | |||
Deciphera Pharmaceuticals, Inc. (A) | 1,040 | 19,240 | |||
Denali Therapeutics, Inc. (A) | 2,075 | 63,682 | |||
Design Therapeutics, Inc. (A) | 812 | 13,577 | |||
Dynavax Technologies Corp. (A) | 1,897 | 19,805 | |||
Dyne Therapeutics, Inc. (A) | 642 | 8,153 | |||
Eagle Pharmaceuticals, Inc. (A) | 282 | 7,450 | |||
Editas Medicine, Inc. (A) | 1,143 | 13,990 | |||
Eiger BioPharmaceuticals, Inc. (A) | 622 | 4,684 | |||
Eledon Pharmaceuticals, Inc. (A) | 957 | 2,641 | |||
Elevation Oncology, Inc. (A) | 551 | 623 | |||
Eliem Therapeutics, Inc. (A) | 893 | 2,884 | |||
Emergent BioSolutions, Inc. (A) | 1,025 | 21,515 | |||
Enanta Pharmaceuticals, Inc. (A) | 386 | 20,022 | |||
Entrada Therapeutics, Inc. (A) | 489 | 7,707 | |||
EQRx, Inc. (A) | 6,419 | 31,774 | |||
Equillium, Inc. (A) | 835 | 1,854 | |||
Erasca, Inc. (A) | 1,961 | 15,296 | |||
Evelo Biosciences, Inc. (A) | 2,584 | 5,401 | |||
Exact Sciences Corp. (A) | 3,078 | 100,004 | |||
Exagen, Inc. (A) | 108 | 293 | |||
Exelixis, Inc. (A) | 5,660 | 88,749 | |||
Fate Therapeutics, Inc. (A) | 1,608 | 36,035 | |||
Fennec Pharmaceuticals, Inc. (A) | 143 | 1,158 | |||
FibroGen, Inc. (A) | 1,854 | 24,121 | |||
Finch Therapeutics Group, Inc. (A) | 739 | 1,234 | |||
Flexion Therapeutics, Inc. (A)(C) | 867 | 572 | |||
Foghorn Therapeutics, Inc. (A) | 592 | 5,079 | |||
Forma Therapeutics Holdings, Inc. (A) | 728 | 14,524 | |||
Forte Biosciences, Inc. (A) | 1,115 | 1,193 | |||
Frequency Therapeutics, Inc. (A) | 965 | 1,727 | |||
F-star Therapeutics, Inc. (A) | 714 | 3,656 | |||
G1 Therapeutics, Inc. (A) | 777 | 9,705 | |||
Gain Therapeutics, Inc. (A) | 90 | 293 | |||
Galectin Therapeutics, Inc. (A) | 1,506 | 2,455 | |||
Galera Therapeutics, Inc. (A) | 1,618 | 2,815 | |||
Generation Bio Company (A) | 1,161 | 6,165 | |||
Genprex, Inc. (A) | 381 | 537 | |||
Geron Corp. (A) | 4,452 | 10,418 | |||
Gilead Sciences, Inc. | 20,900 | 1,289,321 | |||
Global Blood Therapeutics, Inc. (A) | 1,168 | 79,541 | |||
Gossamer Bio, Inc. (A) | 1,462 | 17,515 | |||
Graphite Bio, Inc. (A) | 889 | 2,818 | |||
GreenLight Biosciences Holdings PBC (A) | 993 | 2,304 | |||
Greenwich Lifesciences, Inc. (A) | 190 | 1,729 | |||
Gritstone bio, Inc. (A) | 1,231 | 3,164 | |||
GTX Corp. (A)(C) | 38 | 0 |
291 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Halozyme Therapeutics, Inc. (A) | 2,466 | $ | 97,506 | ||
Harpoon Therapeutics, Inc. (A) | 1,277 | 1,239 | |||
Heron Therapeutics, Inc. (A) | 1,487 | 6,275 | |||
HilleVax, Inc. (A) | 222 | 3,794 | |||
Homology Medicines, Inc. (A) | 999 | 1,608 | |||
Hookipa Pharma, Inc. (A) | 864 | 1,158 | |||
Horizon Therapeutics PLC (A) | 3,931 | 243,290 | |||
Humacyte, Inc. (A) | 1,629 | 5,311 | |||
Icosavax, Inc. (A) | 626 | 1,978 | |||
Ideaya Biosciences, Inc. (A) | 547 | 8,161 | |||
IGM Biosciences, Inc. (A) | 619 | 14,076 | |||
Imago Biosciences, Inc. (A) | 528 | 7,946 | |||
Immuneering Corp., Class A (A) | 361 | 5,170 | |||
Immunic, Inc. (A) | 884 | 2,793 | |||
ImmunityBio, Inc. (A)(B) | 6,612 | 32,862 | |||
ImmunoGen, Inc. (A) | 3,467 | 16,572 | |||
Immunome, Inc. (A) | 505 | 2,242 | |||
Immunovant, Inc. (A) | 1,756 | 9,798 | |||
Impel Pharmaceuticals, Inc. (A) | 519 | 2,528 | |||
Imunon, Inc. (A) | 460 | 773 | |||
IN8bio, Inc. (A) | 585 | 1,182 | |||
Incyte Corp. (A) | 3,755 | 250,233 | |||
Infinity Pharmaceuticals, Inc. (A) | 2,257 | 2,686 | |||
Inhibrx, Inc. (A) | 678 | 12,170 | |||
Inmune Bio, Inc. (A) | 473 | 2,933 | |||
Inovio Pharmaceuticals, Inc. (A) | 3,313 | 5,715 | |||
Inozyme Pharma, Inc. (A) | 748 | 2,005 | |||
Insmed, Inc. (A) | 1,924 | 41,443 | |||
Instil Bio, Inc. (A) | 2,107 | 10,198 | |||
Intellia Therapeutics, Inc. (A) | 1,264 | 70,733 | |||
Intercept Pharmaceuticals, Inc. (A) | 671 | 9,360 | |||
Invivyd, Inc. (A) | 1,879 | 5,881 | |||
Ionis Pharmaceuticals, Inc. (A) | 2,584 | 114,290 | |||
Ironwood Pharmaceuticals, Inc. (A) | 3,112 | 32,240 | |||
iTeos Therapeutics, Inc. (A) | 554 | 10,554 | |||
IVERIC bio, Inc. (A) | 1,864 | 33,440 | |||
Janux Therapeutics, Inc. (A) | 624 | 8,449 | |||
Jasper Therapeutics, Inc. (A) | 1,150 | 907 | |||
Jounce Therapeutics, Inc. (A) | 954 | 2,232 | |||
KalVista Pharmaceuticals, Inc. (A) | 368 | 5,340 | |||
Karuna Therapeutics, Inc. (A) | 532 | 119,663 | |||
Keros Therapeutics, Inc. (A) | 375 | 14,108 | |||
Kezar Life Sciences, Inc. (A) | 542 | 4,667 | |||
Kiniksa Pharmaceuticals, Ltd., Class A (A) | 1,104 | 14,175 | |||
Kinnate Biopharma, Inc. (A) | 602 | 7,194 | |||
Kodiak Sciences, Inc. (A) | 899 | 6,958 | |||
Kronos Bio, Inc. (A) | 1,099 | 3,682 | |||
Krystal Biotech, Inc. (A) | 389 | 27,113 | |||
Kura Oncology, Inc. (A) | 1,043 | 14,247 | |||
Kymera Therapeutics, Inc. (A) | 836 | 18,200 | |||
Lantern Pharma, Inc. (A) | 174 | 832 | |||
Larimar Therapeutics, Inc. (A) | 512 | 1,638 | |||
Leap Therapeutics, Inc. (A) | 2,727 | 2,400 | |||
Lexicon Pharmaceuticals, Inc. (A) | 2,592 | 6,221 | |||
Ligand Pharmaceuticals, Inc. (A) | 309 | 26,608 | |||
Lineage Cell Therapeutics, Inc. (A) | 2,770 | 3,130 | |||
Lumos Pharma, Inc. (A) | 43 | 381 | |||
Lyell Immunopharma, Inc. (A) | 3,921 | 28,741 | |||
MacroGenics, Inc. (A) | 1,361 | 4,709 | |||
Madrigal Pharmaceuticals, Inc. (A) | 323 | 20,992 | |||
Magenta Therapeutics, Inc. (A) | 2,418 | 3,409 | |||
MannKind Corp. (A) | 3,858 | 11,921 | |||
Matinas BioPharma Holdings, Inc. (A) | 5,353 | 3,405 | |||
MeiraGTx Holdings PLC (A) | 698 | 5,870 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Mersana Therapeutics, Inc. (A) | 1,335 | $ | 9,025 | ||
Miragen Therapeutics, Inc. (A)(C) | 4,849 | 0 | |||
Mirum Pharmaceuticals, Inc. (A) | 659 | 13,846 | |||
Moderna, Inc. (A) | 6,685 | 790,501 | |||
Moleculin Biotech, Inc. (A) | 1,608 | 1,704 | |||
Monte Rosa Therapeutics, Inc. (A) | 877 | 7,165 | |||
Morphic Holding, Inc. (A) | 687 | 19,442 | |||
Myriad Genetics, Inc. (A) | 1,496 | 28,544 | |||
Natera, Inc. (A) | 1,602 | 70,200 | |||
Neurocrine Biosciences, Inc. (A) | 1,669 | 177,264 | |||
NextCure, Inc. (A) | 542 | 1,491 | |||
Nkarta, Inc. (A) | 548 | 7,212 | |||
Northwest Biotherapeutics, Inc. (A) | 11,656 | 8,322 | |||
Novavax, Inc. (A) | 1,306 | 23,769 | |||
Nurix Therapeutics, Inc. (A) | 723 | 9,421 | |||
Nuvalent, Inc., Class A (A) | 753 | 14,638 | |||
Ocugen, Inc. (A) | 3,119 | 5,552 | |||
Olema Pharmaceuticals, Inc. (A) | 673 | 1,857 | |||
Omega Therapeutics, Inc. (A) | 866 | 4,694 | |||
Omthera Pharmaceuticals, Inc. (A)(C) | 498 | 0 | |||
Organogenesis Holdings, Inc. (A) | 2,172 | 7,037 | |||
Orgenesis, Inc. (A) | 485 | 689 | |||
ORIC Pharmaceuticals, Inc. (A) | 743 | 2,378 | |||
Ovid therapeutics, Inc. (A) | 572 | 1,052 | |||
Oyster Point Pharma, Inc. (A) | 482 | 2,709 | |||
Pardes Biosciences, Inc. (A) | 821 | 1,519 | |||
Passage Bio, Inc. (A) | 1,256 | 1,570 | |||
PDL BioPharma, Inc. (A)(C) | 1,734 | 2,393 | |||
PDS Biotechnology Corp. (A) | 660 | 1,960 | |||
Pieris Pharmaceuticals, Inc. (A) | 1,728 | 1,987 | |||
PMV Pharmaceuticals, Inc. (A) | 729 | 8,675 | |||
Point Biopharma Global, Inc. (A) | 1,417 | 10,953 | |||
Poseida Therapeutics, Inc. (A) | 1,586 | 5,599 | |||
Praxis Precision Medicines, Inc. (A) | 1,320 | 2,996 | |||
Precigen, Inc. (A) | 3,241 | 6,871 | |||
Precision BioSciences, Inc. (A) | 1,970 | 2,561 | |||
Prelude Therapeutics, Inc. (A) | 793 | 5,242 | |||
Progenics Pharmaceuticals, Inc. (A)(C) | 1,955 | 2,250 | |||
Prometheus Biosciences, Inc. (A) | 584 | 34,462 | |||
Protagonist Therapeutics, Inc. (A) | 791 | 6,668 | |||
Protara Therapeutics, Inc. (A) | 372 | 1,101 | |||
PTC Therapeutics, Inc. (A) | 1,304 | 65,461 | |||
Puma Biotechnology, Inc. (A) | 890 | 2,109 | |||
Pyxis Oncology, Inc. (A) | 679 | 1,338 | |||
Quince Therapeutics, Inc. (A) | 1,270 | 1,689 | |||
Rallybio Corp. (A) | 464 | 6,714 | |||
RAPT Therapeutics, Inc. (A) | 483 | 11,621 | |||
Recursion Pharmaceuticals, Inc., Class A (A) | 2,835 | 30,164 | |||
Regeneron Pharmaceuticals, Inc. (A) | 1,788 | 1,231,700 | |||
REGENXBIO, Inc. (A) | 794 | 20,985 | |||
Regulus Therapeutics, Inc. (A) | 1,307 | 2,222 | |||
Relay Therapeutics, Inc. (A) | 1,768 | 39,550 | |||
Reneo Pharmaceuticals, Inc. (A) | 651 | 2,181 | |||
Renovacor, Inc. (A) | 158 | 398 | |||
Replimune Group, Inc. (A) | 698 | 12,054 | |||
REVOLUTION Medicines, Inc. (A) | 1,143 | 22,540 | |||
Rhythm Pharmaceuticals, Inc. (A) | 833 | 20,409 | |||
Rigel Pharmaceuticals, Inc. (A) | 3,503 | 4,134 | |||
Rocket Pharmaceuticals, Inc. (A) | 1,021 | 16,295 | |||
Sage Therapeutics, Inc. (A) | 1,099 | 43,037 | |||
Sana Biotechnology, Inc. (A) | 3,178 | 19,068 | |||
Sangamo Therapeutics, Inc. (A) | 2,664 | 13,054 | |||
Sarepta Therapeutics, Inc. (A) | 1,435 | 158,625 | |||
Savara, Inc. (A) | 3,273 | 5,073 |
292 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Biotechnology (continued) | |||||
Scholar Rock Holding Corp. (A) | 838 | $ | 5,807 | ||
Seagen, Inc. (A) | 3,124 | 427,457 | |||
Selecta Biosciences, Inc. (A) | 1,298 | 2,129 | |||
SELLAS Life Sciences Group, Inc. (A) | 418 | 844 | |||
Sensei Biotherapeutics, Inc. (A) | 498 | 772 | |||
Senti Biosciences, Inc. (A) | 368 | 799 | |||
Seres Therapeutics, Inc. (A) | 1,753 | 11,254 | |||
Shattuck Labs, Inc. (A) | 733 | 1,979 | |||
Silverback Therapeutics, Inc. (A) | 919 | 4,852 | |||
Spectrum Pharmaceuticals, Inc. (A) | 2,314 | 995 | |||
SpringWorks Therapeutics, Inc. (A) | 861 | 24,564 | |||
Spruce Biosciences, Inc. (A) | 1,458 | 1,997 | |||
SQZ Biotechnologies Company (A) | 719 | 1,639 | |||
Stoke Therapeutics, Inc. (A) | 722 | 9,270 | |||
Surface Oncology, Inc. (A) | 1,145 | 1,191 | |||
Sutro Biopharma, Inc. (A) | 635 | 3,524 | |||
Syndax Pharmaceuticals, Inc. (A) | 646 | 15,523 | |||
Synergy Pharmaceuticals, Inc. (A)(C) | 6,230 | 18 | |||
Synthetic Biologics, Inc. (A) | 2,075 | 2,046 | |||
Talaris Therapeutics, Inc. (A) | 937 | 2,464 | |||
Tango Therapeutics, Inc. (A) | 1,346 | 4,873 | |||
Taysha Gene Therapies, Inc. (A) | 1,015 | 1,959 | |||
TCR2 Therapeutics, Inc. (A) | 1,031 | 1,856 | |||
Tempest Therapeutics, Inc. (A) | 96 | 167 | |||
Tenaya Therapeutics, Inc. (A) | 748 | 2,169 | |||
Tonix Pharmaceuticals Holding Corp. (A) | 3,900 | 2,083 | |||
Tracon Pharmaceuticals, Inc. (A) | 1,275 | 2,129 | |||
Travere Therapeutics, Inc. (A) | 1,004 | 24,739 | |||
TScan Therapeutics, Inc. (A) | 684 | 2,086 | |||
Twist Bioscience Corp. (A) | 827 | 29,143 | |||
Tyra Biosciences, Inc. (A) | 661 | 5,810 | |||
Ultragenyx Pharmaceutical, Inc. (A) | 1,226 | 50,769 | |||
United Therapeutics Corp. (A) | 746 | 156,197 | |||
UroGen Pharma, Ltd. (A) | 495 | 4,118 | |||
Vanda Pharmaceuticals, Inc. (A) | 1,167 | 11,530 | |||
Vaxart, Inc. (A) | 2,037 | 4,441 | |||
Vaxcyte, Inc. (A) | 827 | 19,848 | |||
Vaxxinity, Inc., Class A (A) | 2,522 | 4,994 | |||
Vera Therapeutics, Inc. (A) | 459 | 9,781 | |||
Veracyte, Inc. (A) | 1,119 | 18,575 | |||
Verastem, Inc. (A) | 2,859 | 2,430 | |||
Vericel Corp. (A) | 881 | 20,439 | |||
Vertex Pharmaceuticals, Inc. (A) | 4,280 | 1,239,231 | |||
Verve Therapeutics, Inc. (A) | 788 | 27,068 | |||
Vigil Neuroscience, Inc. (A) | 587 | 5,342 | |||
Viking Therapeutics, Inc. (A) | 1,686 | 4,586 | |||
Vir Biotechnology, Inc. (A) | 2,250 | 43,380 | |||
Viracta Therapeutics, Inc. (A) | 1,210 | 5,167 | |||
Viridian Therapeutics, Inc. (A) | 526 | 10,788 | |||
Virios Therapeutics, Inc. (A) | 639 | 243 | |||
Vor BioPharma, Inc. (A) | 556 | 2,213 | |||
Voyager Therapeutics, Inc. (A) | 1,312 | 7,767 | |||
Werewolf Therapeutics, Inc. (A) | 346 | 1,560 | |||
XBiotech, Inc. (A) | 761 | 2,755 | |||
Xencor, Inc. (A) | 1,123 | 29,176 | |||
Xilio Therapeutics, Inc. (A) | 1,088 | 3,166 | |||
XOMA Corp. (A) | 228 | 4,083 | |||
Y-mAbs Therapeutics, Inc. (A) | 853 | 12,300 | |||
Zentalis Pharmaceuticals, Inc. (A) | 734 | 15,898 | |||
17,511,083 | |||||
Health care equipment and supplies – 2.2% | |||||
Abbott Laboratories | 29,216 | 2,826,940 | |||
ABIOMED, Inc. (A) | 788 | 193,580 | |||
Accelerate Diagnostics, Inc. (A) | 1,152 | 1,751 | |||
Accuray, Inc. (A) | 2,141 | 4,453 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
Acutus Medical, Inc. (A) | 946 | $ | 832 | ||
Align Technology, Inc. (A) | 1,340 | 277,527 | |||
Alphatec Holdings, Inc. (A) | 1,472 | 12,865 | |||
AngioDynamics, Inc. (A) | 817 | 16,716 | |||
Apollo Endosurgery, Inc. (A) | 285 | 1,570 | |||
Apyx Medical Corp. (A) | 740 | 3,323 | |||
Artivion, Inc. (A) | 840 | 11,626 | |||
AtriCure, Inc. (A) | 851 | 33,274 | |||
Atrion Corp. | 38 | 21,470 | |||
Avanos Medical, Inc. (A) | 963 | 20,974 | |||
Axogen, Inc. (A) | 892 | 10,633 | |||
Axonics, Inc. (A) | 681 | 47,970 | |||
Baxter International, Inc. | 8,422 | 453,609 | |||
Becton, Dickinson and Company | 4,718 | 1,051,312 | |||
BioLife Solutions, Inc. (A) | 651 | 14,810 | |||
Bioventus, Inc., Class A (A) | 978 | 6,846 | |||
Boston Scientific Corp. (A) | 23,877 | 924,756 | |||
Cardiovascular Systems, Inc. (A) | 748 | 10,367 | |||
Cerus Corp. (A) | 3,177 | 11,437 | |||
Co-Diagnostics, Inc. (A) | 301 | 966 | |||
CONMED Corp. | 541 | 43,372 | |||
CryoPort, Inc. (A) | 806 | 19,634 | |||
Cue Health, Inc. (A) | 2,236 | 6,730 | |||
Cutera, Inc. (A) | 347 | 15,823 | |||
CVRx, Inc. (A) | 171 | 1,595 | |||
CytoSorbents Corp. (A) | 847 | 1,152 | |||
Delcath Systems, Inc. (A) | 160 | 512 | |||
Dentsply Sirona, Inc. | 3,631 | 102,939 | |||
DexCom, Inc. (A) | 6,612 | 532,530 | |||
Eargo, Inc. (A) | 1,815 | 1,906 | |||
Edwards Lifesciences Corp. (A) | 10,478 | 865,797 | |||
Ekso Bionics Holdings, Inc. (A) | 534 | 833 | |||
Embecta Corp. | 980 | 28,214 | |||
Enovis Corp. (A) | 825 | 38,008 | |||
Envista Holdings Corp. (A) | 2,826 | 92,721 | |||
enVVeno Medical Corp. (A) | 432 | 2,713 | |||
Establishment Labs Holdings, Inc. (A) | 465 | 25,394 | |||
Figs, Inc., Class A (A) | 2,715 | 22,399 | |||
Glaukos Corp. (A) | 856 | 45,573 | |||
Globus Medical, Inc., Class A (A) | 1,818 | 108,298 | |||
Haemonetics Corp. (A) | 894 | 66,183 | |||
Heska Corp. (A) | 175 | 12,761 | |||
Hologic, Inc. (A) | 4,025 | 259,693 | |||
Hyperfine, Inc. (A) | 1,024 | 829 | |||
ICU Medical, Inc. (A) | 382 | 57,529 | |||
IDEXX Laboratories, Inc. (A) | 1,413 | 460,355 | |||
Inari Medical, Inc. (A) | 835 | 60,654 | |||
Inogen, Inc. (A) | 449 | 10,902 | |||
Inspire Medical Systems, Inc. (A) | 489 | 86,734 | |||
Insulet Corp. (A) | 1,183 | 271,380 | |||
Integer Holdings Corp. (A) | 623 | 38,769 | |||
Integra LifeSciences Holdings Corp. (A) | 1,456 | 61,676 | |||
Intuitive Surgical, Inc. (A) | 6,026 | 1,129,513 | |||
iRadimed Corp. | 275 | 8,267 | |||
iRhythm Technologies, Inc. (A) | 538 | 67,401 | |||
Lantheus Holdings, Inc. (A) | 1,197 | 84,185 | |||
LeMaitre Vascular, Inc. | 458 | 23,211 | |||
Lucira Health, Inc. (A) | 556 | 589 | |||
Masimo Corp. (A) | 961 | 135,655 | |||
Meridian Bioscience, Inc. (A) | 942 | 29,701 | |||
Merit Medical Systems, Inc. (A) | 1,044 | 58,996 | |||
Mesa Laboratories, Inc. | 96 | 13,520 | |||
Microbot Medical, Inc. (A) | 440 | 2,103 | |||
Neogen Corp. (A) | 1,989 | 27,786 | |||
Neuronetics, Inc. (A) | 550 | 1,749 |
293 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care equipment and supplies (continued) | |||||
NeuroPace, Inc. (A) | 100 | $ | 375 | ||
Nevro Corp. (A) | 648 | 30,197 | |||
NuVasive, Inc. (A) | 954 | 41,795 | |||
Omnicell, Inc. (A) | 790 | 68,754 | |||
OraSure Technologies, Inc. (A) | 1,505 | 5,704 | |||
Orthofix Medical, Inc. (A) | 439 | 8,389 | |||
OrthoPediatrics Corp. (A) | 364 | 16,795 | |||
Outset Medical, Inc. (A) | 709 | 11,294 | |||
Owlet, Inc. (A) | 1,787 | 1,912 | |||
PAVmed, Inc. (A) | 1,802 | 1,550 | |||
Penumbra, Inc. (A) | 660 | 125,136 | |||
PROCEPT BioRobotics Corp. (A) | 603 | 25,000 | |||
Pulmonx Corp. (A) | 486 | 8,097 | |||
Pulse Biosciences, Inc. (A) | 574 | 1,320 | |||
QuidelOrtho Corp. (A) | 1,107 | 79,128 | |||
ResMed, Inc. | 2,442 | 533,089 | |||
Retractable Technologies, Inc. (A) | 238 | 471 | |||
RxSight, Inc. (A) | 159 | 1,908 | |||
SeaSpine Holdings Corp. (A) | 591 | 3,357 | |||
Senseonics Holdings, Inc. (A)(B) | 7,349 | 9,701 | |||
Shockwave Medical, Inc. (A) | 616 | 171,291 | |||
SI-BONE, Inc. (A) | 650 | 11,349 | |||
Sight Sciences, Inc. (A) | 684 | 4,343 | |||
Silk Road Medical, Inc. (A) | 667 | 30,015 | |||
SmileDirectClub, Inc. (A)(B) | 7,305 | 6,614 | |||
Sonendo, Inc. (A) | 247 | 264 | |||
STAAR Surgical Company (A) | 849 | 59,897 | |||
Stereotaxis, Inc. (A) | 1,565 | 2,817 | |||
Stryker Corp. | 6,304 | 1,276,812 | |||
Surmodics, Inc. (A) | 315 | 9,576 | |||
Tactile Systems Technology, Inc. (A) | 415 | 3,233 | |||
Tandem Diabetes Care, Inc. (A) | 1,121 | 53,640 | |||
Tela Bio, Inc. (A) | 31 | 264 | |||
Teleflex, Inc. | 788 | 158,750 | |||
The Cooper Companies, Inc. | 804 | 212,176 | |||
TransMedics Group, Inc. (A) | 477 | 19,910 | |||
Treace Medical Concepts, Inc. (A) | 685 | 15,118 | |||
Utah Medical Products, Inc. | 94 | 8,019 | |||
Vapotherm, Inc. (A) | 424 | 666 | |||
Varex Imaging Corp. (A) | 786 | 16,616 | |||
Vicarious Surgical, Inc. (A) | 1,697 | 5,685 | |||
Vivani Medical, Inc. (A) | 422 | 962 | |||
Zimmer Biomet Holdings, Inc. | 3,469 | 362,684 | |||
Zimvie, Inc. (A) | 366 | 3,612 | |||
14,294,176 | |||||
Health care providers and services – 3.3% | |||||
1Life Healthcare, Inc. (A) | 2,859 | 49,032 | |||
Acadia Healthcare Company, Inc. (A) | 1,593 | 124,541 | |||
Accolade, Inc. (A) | 974 | 11,123 | |||
Aceto Corp. (A)(C) | 853 | 0 | |||
Addus HomeCare Corp. (A) | 306 | 29,143 | |||
agilon health, Inc. (A) | 6,679 | 156,422 | |||
AirSculpt Technologies, Inc. | 375 | 2,411 | |||
Alignment Healthcare, Inc. (A) | 3,052 | 36,136 | |||
Amedisys, Inc. (A) | 587 | 56,816 | |||
AmerisourceBergen Corp. | 3,439 | 465,400 | |||
AMN Healthcare Services, Inc. (A) | 814 | 86,251 | |||
Apollo Medical Holdings, Inc. (A) | 958 | 37,362 | |||
Aveanna Healthcare Holdings, Inc. (A) | 2,590 | 3,885 | |||
Biodesix, Inc. (A) | 1,183 | 1,502 | |||
Brookdale Senior Living, Inc. (A) | 3,810 | 16,269 | |||
Cardinal Health, Inc. | 4,600 | 306,728 | |||
Castle Biosciences, Inc. (A) | 350 | 9,128 | |||
Centene Corp. (A) | 9,864 | 767,518 | |||
Chemed Corp. | 230 | 100,409 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care providers and services (continued) | |||||
Cigna Corp. | 5,306 | $ | 1,472,256 | ||
Community Health Systems, Inc. (A) | 2,429 | 5,222 | |||
CorVel Corp. (A) | 325 | 44,990 | |||
Covetrus, Inc. (A) | 2,407 | 50,258 | |||
Cross Country Healthcare, Inc. (A) | 752 | 21,334 | |||
CVS Health Corp. | 21,867 | 2,085,456 | |||
DaVita, Inc. (A) | 1,518 | 125,645 | |||
Elevance Health, Inc. | 4,026 | 1,828,770 | |||
Encompass Health Corp. | 1,801 | 81,459 | |||
Enhabit, Inc. (A) | 900 | 12,636 | |||
Fulgent Genetics, Inc. (A) | 470 | 17,916 | |||
Guardant Health, Inc. (A) | 1,818 | 97,863 | |||
Hanger, Inc. (A) | 810 | 15,163 | |||
HCA Healthcare, Inc. | 4,950 | 909,761 | |||
HealthEquity, Inc. (A) | 1,482 | 99,546 | |||
Henry Schein, Inc. (A) | 2,159 | 141,997 | |||
Humana, Inc. | 2,114 | 1,025,692 | |||
InfuSystem Holdings, Inc. (A) | 109 | 762 | |||
Innovage Holding Corp. (A) | 1,986 | 11,678 | |||
Invitae Corp. (A) | 4,121 | 10,138 | |||
Laboratory Corp. of America Holdings | 1,543 | 316,022 | |||
LHC Group, Inc. (A) | 562 | 91,977 | |||
LifeStance Health Group, Inc. (A) | 6,301 | 41,713 | |||
McKesson Corp. | 2,405 | 817,387 | |||
ModivCare, Inc. (A) | 241 | 24,023 | |||
Molina Healthcare, Inc. (A) | 972 | 320,604 | |||
National HealthCare Corp. | 341 | 21,599 | |||
National Research Corp. | 508 | 20,218 | |||
Oak Street Health, Inc. (A) | 4,161 | 102,028 | |||
OPKO Health, Inc. (A) | 12,549 | 23,718 | |||
Option Care Health, Inc. (A) | 3,251 | 102,309 | |||
Owens & Minor, Inc. | 1,368 | 32,969 | |||
Patterson Companies, Inc. | 1,751 | 42,059 | |||
Pediatrix Medical Group, Inc. (A) | 1,595 | 26,333 | |||
PetIQ, Inc. (A) | 575 | 3,968 | |||
Premier, Inc., Class A | 1,861 | 63,162 | |||
Privia Health Group, Inc. (A) | 1,729 | 58,890 | |||
Progyny, Inc. (A) | 1,614 | 59,815 | |||
Quest Diagnostics, Inc. | 1,943 | 238,387 | |||
R1 RCM, Inc. (A) | 4,729 | 87,628 | |||
RadNet, Inc. (A) | 1,011 | 20,574 | |||
Select Medical Holdings Corp. | 2,459 | 54,344 | |||
Sema4 Holdings Corp. (A) | 4,214 | 3,698 | |||
Signify Health, Inc., Class A (A) | 3,684 | 107,389 | |||
Surgery Partners, Inc. (A) | 1,393 | 32,596 | |||
Talkspace, Inc. (A) | 2,060 | 2,122 | |||
Tenet Healthcare Corp. (A) | 1,901 | 98,054 | |||
The Ensign Group, Inc. | 1,012 | 80,454 | |||
The Joint Corp. (A) | 267 | 4,195 | |||
The Oncology Institute, Inc. (A) | 594 | 2,750 | |||
The Pennant Group, Inc. (A) | 613 | 6,381 | |||
UnitedHealth Group, Inc. | 15,658 | 7,907,916 | |||
Universal Health Services, Inc., Class B | 1,248 | 110,049 | |||
US Physical Therapy, Inc. | 274 | 20,829 | |||
Vivos Therapeutics, Inc. (A) | 1,675 | 1,089 | |||
21,265,867 | |||||
Health care technology – 0.2% | |||||
Allscripts Healthcare Solutions, Inc. (A) | 2,443 | 37,207 | |||
American Well Corp., Class A (A) | 4,475 | 16,065 | |||
Better Therapeutics, Inc. (A) | 1,171 | 2,061 | |||
Certara, Inc. (A) | 2,761 | 36,666 | |||
Change Healthcare, Inc. (A) | 4,981 | 136,928 | |||
Computer Programs & Systems, Inc. (A) | 332 | 9,256 | |||
Convey Health Solutions Holdings, Inc. (A) | 707 | 7,431 |
294 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Health care technology (continued) | |||||
Definitive Healthcare Corp. (A) | 2,482 | $ | 38,570 | ||
Doximity, Inc., Class A (A)(B) | 3,282 | 99,182 | |||
Evolent Health, Inc., Class A (A) | 1,650 | 59,285 | |||
GoodRx Holdings, Inc., Class A (A) | 7,028 | 32,821 | |||
Health Catalyst, Inc. (A) | 714 | 6,926 | |||
HealthStream, Inc. (A) | 704 | 14,967 | |||
iSpecimen, Inc. (A) | 803 | 1,325 | |||
MultiPlan Corp. (A) | 10,977 | 31,394 | |||
NextGen Healthcare, Inc. (A) | 1,375 | 24,338 | |||
Nutex Health, Inc. (A) | 8,116 | 12,174 | |||
Pear Therapeutics, Inc. (A) | 2,627 | 5,359 | |||
Phreesia, Inc. (A) | 801 | 20,409 | |||
Schrodinger, Inc. (A) | 1,147 | 28,652 | |||
Sharecare, Inc. (A) | 5,224 | 9,926 | |||
Simulations Plus, Inc. | 395 | 19,173 | |||
Tabula Rasa HealthCare, Inc. (A) | 474 | 2,275 | |||
Teladoc Health, Inc. (A) | 2,766 | 70,118 | |||
Veeva Systems, Inc., Class A (A) | 2,607 | 429,842 | |||
1,152,350 | |||||
Life sciences tools and services – 1.7% | |||||
10X Genomics, Inc., Class A (A) | 1,989 | 56,647 | |||
Absci Corp. (A) | 1,492 | 4,670 | |||
Adaptive Biotechnologies Corp. (A) | 2,619 | 18,647 | |||
Agilent Technologies, Inc. | 5,021 | 610,303 | |||
Alpha Teknova, Inc. (A) | 345 | 1,152 | |||
Avantor, Inc. (A) | 10,429 | 204,408 | |||
Azenta, Inc. | 1,336 | 57,261 | |||
Berkeley Lights, Inc. (A) | 1,103 | 3,155 | |||
Bionano Genomics, Inc. (A) | 4,957 | 9,071 | |||
Bio-Rad Laboratories, Inc., Class A (A) | 498 | 207,736 | |||
Bio-Techne Corp. | 661 | 187,724 | |||
Bruker Corp. | 2,553 | 135,462 | |||
Charles River Laboratories International, Inc. (A) | 886 | 174,365 | |||
Codex DNA, Inc. (A) | 789 | 1,310 | |||
Codexis, Inc. (A) | 1,214 | 7,357 | |||
Cytek Biosciences, Inc. (A) | 1,914 | 28,174 | |||
Danaher Corp. | 12,109 | 3,127,634 | |||
ICON PLC (A) | 19 | 3,492 | |||
Illumina, Inc. (A) | 2,602 | 496,436 | |||
Inotiv, Inc. (A) | 218 | 3,673 | |||
IQVIA Holdings, Inc. (A) | 3,171 | 574,395 | |||
IsoPlexis Corp. (A) | 921 | 1,584 | |||
Maravai LifeSciences Holdings, Inc., Class A (A) | 4,572 | 116,723 | |||
Medpace Holdings, Inc. (A) | 612 | 96,188 | |||
Mettler-Toledo International, Inc. (A) | 377 | 408,713 | |||
Miromatrix Medical, Inc. (A) | 304 | 1,332 | |||
NanoString Technologies, Inc. (A) | 769 | 9,820 | |||
NeoGenomics, Inc. (A) | 2,242 | 19,304 | |||
Pacific Biosciences of California, Inc. (A) | 3,737 | 21,693 | |||
PerkinElmer, Inc. | 2,124 | 255,581 | |||
Personalis, Inc. (A) | 1,303 | 3,870 | |||
Quanterix Corp. (A) | 548 | 6,039 | |||
Rapid Micro Biosystems, Inc., Class A (A) | 438 | 1,415 | |||
Repligen Corp. (A) | 962 | 180,000 | |||
Science 37 Holdings, Inc. (A) | 1,340 | 2,157 | |||
Seer, Inc. (A) | 912 | 7,059 | |||
Singular Genomics Systems, Inc. (A) | 1,117 | 2,793 | |||
SomaLogic, Inc. (A) | 2,875 | 8,338 | |||
Sotera Health Company (A) | 5,040 | 34,373 | |||
Standard BioTools, Inc. (A) | 1,624 | 1,786 | |||
Syneos Health, Inc. (A) | 1,834 | 86,473 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Life sciences tools and services (continued) | |||||
Thermo Fisher Scientific, Inc. | 6,519 | $ | 3,306,372 | ||
Waters Corp. (A) | 990 | 266,835 | |||
West Pharmaceutical Services, Inc. | 1,242 | 305,631 | |||
11,057,151 | |||||
Pharmaceuticals – 3.9% | |||||
Aclaris Therapeutics, Inc. (A) | 1,008 | 15,866 | |||
Aerie Pharmaceuticals, Inc. (A) | 991 | 14,994 | |||
Alexza Pharmaceuticals, Inc. (A)(C) | 2,067 | 72 | |||
Amneal Pharmaceuticals, Inc. (A) | 5,989 | 12,098 | |||
Amphastar Pharmaceuticals, Inc. (A) | 1,078 | 30,292 | |||
Amylyx Pharmaceuticals, Inc. (A) | 667 | 18,776 | |||
AN2 Therapeutics, Inc. (A) | 23 | 400 | |||
Anebulo Pharmaceuticals, Inc. (A) | 636 | 1,781 | |||
ANI Pharmaceuticals, Inc. (A) | 272 | 8,742 | |||
Aquestive Therapeutics, Inc. (A) | 521 | 610 | |||
Arvinas, Inc. (A) | 830 | 36,927 | |||
Assertio Holdings, Inc. (A) | 333 | 756 | |||
Atea Pharmaceuticals, Inc. (A) | 1,534 | 8,728 | |||
Athira Pharma, Inc. (A) | 1,364 | 4,051 | |||
Axsome Therapeutics, Inc. (A) | 694 | 30,966 | |||
Bristol-Myers Squibb Company | 35,727 | 2,539,832 | |||
Cara Therapeutics, Inc. (A) | 906 | 8,480 | |||
Cassava Sciences, Inc. (A)(B) | 680 | 28,438 | |||
Catalent, Inc. (A) | 3,014 | 218,093 | |||
CinCor Pharma, Inc. (A) | 342 | 11,224 | |||
Clearside Biomedical, Inc. (A) | 745 | 842 | |||
Cognition Therapeutics, Inc. (A) | 866 | 1,645 | |||
Collegium Pharmaceutical, Inc. (A) | 742 | 11,887 | |||
Corcept Therapeutics, Inc. (A) | 2,154 | 55,229 | |||
DICE Therapeutics, Inc. (A) | 507 | 10,282 | |||
Dova Pharmaceuticals, Inc. (A)(C) | 702 | 0 | |||
Edgewise Therapeutics, Inc. (A) | 725 | 7,134 | |||
Elanco Animal Health, Inc. (A) | 7,996 | 99,230 | |||
Eli Lilly & Company | 15,855 | 5,126,714 | |||
Esperion Therapeutics, Inc. (A) | 1,610 | 10,787 | |||
Evolus, Inc. (A) | 1,243 | 10,006 | |||
Eyenovia, Inc. (A) | 1,231 | 2,407 | |||
EyePoint Pharmaceuticals, Inc. (A) | 226 | 1,788 | |||
Fulcrum Therapeutics, Inc. (A) | 1,200 | 9,708 | |||
Harmony Biosciences Holdings, Inc. (A) | 852 | 37,735 | |||
Harrow Health, Inc. (A) | 642 | 7,749 | |||
Ikena Oncology, Inc. (A) | 556 | 1,974 | |||
Innoviva, Inc. (A) | 1,418 | 16,463 | |||
Intra-Cellular Therapies, Inc. (A) | 1,306 | 60,768 | |||
Johnson & Johnson | 43,842 | 7,162,029 | |||
Liquidia Corp. (A) | 907 | 4,934 | |||
Lyra Therapeutics, Inc. (A) | 554 | 2,776 | |||
Marinus Pharmaceuticals, Inc. (A) | 654 | 4,349 | |||
Merck & Company, Inc. | 42,147 | 3,629,700 | |||
MyMD Pharmaceuticals, Inc. (A) | 848 | 2,213 | |||
Nektar Therapeutics (A) | 3,478 | 11,130 | |||
NGM Biopharmaceuticals, Inc. (A) | 1,448 | 18,940 | |||
Ocular Therapeutix, Inc. (A) | 1,256 | 5,212 | |||
Omeros Corp. (A) | 1,206 | 3,799 | |||
Onconova Therapeutics, Inc. (A) | 1,857 | 1,636 | |||
Optinose, Inc. (A) | 2,082 | 7,620 | |||
Oramed Pharmaceuticals, Inc. (A) | 522 | 3,383 | |||
Organon & Company | 3,968 | 92,851 | |||
Pacira BioSciences, Inc. (A) | 844 | 44,892 | |||
Palisade Bio, Inc. (A)(C) | 9,919 | 0 | |||
Paratek Pharmaceuticals, Inc. (A) | 901 | 2,316 | |||
Pfizer, Inc. | 93,569 | 4,094,579 | |||
Phathom Pharmaceuticals, Inc. (A) | 484 | 5,363 | |||
Phibro Animal Health Corp., Class A | 851 | 11,310 | |||
Pliant Therapeutics, Inc. (A) | 598 | 12,492 |
295 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Pharmaceuticals (continued) | |||||
Prestige Consumer Healthcare, Inc. (A) | 755 | $ | 37,622 | ||
Prevail Therapeutics, Inc. (A)(C) | 788 | 1,497 | |||
Provention Bio, Inc. (A) | 1,645 | 7,403 | |||
Rain Therapeutics, Inc. (A) | 373 | 1,820 | |||
Rani Therapeutics Holdings, Inc., Class A (A) | 789 | 7,559 | |||
Reata Pharmaceuticals, Inc., Class A (A) | 634 | 15,932 | |||
Relmada Therapeutics, Inc. (A) | 267 | 9,884 | |||
Revance Therapeutics, Inc. (A) | 1,139 | 30,753 | |||
Royalty Pharma PLC, Class A | 10,181 | 409,073 | |||
RVL Pharmaceuticals PLC (A) | 428 | 899 | |||
Satsuma Pharmaceuticals, Inc. (A) | 341 | 2,046 | |||
scPharmaceuticals, Inc. (A) | 172 | 1,121 | |||
SCYNEXIS, Inc. (A) | 751 | 1,802 | |||
SIGA Technologies, Inc. | 1,703 | 17,541 | |||
Supernus Pharmaceuticals, Inc. (A) | 1,044 | 35,339 | |||
Tarsus Pharmaceuticals, Inc. (A) | 267 | 4,571 | |||
Terns Pharmaceuticals, Inc. (A) | 403 | 2,374 | |||
TFF Pharmaceuticals, Inc. (A) | 273 | 1,108 | |||
TherapeuticsMD, Inc. (A) | 165 | 1,096 | |||
Theseus Pharmaceuticals, Inc. (A) | 484 | 2,807 | |||
Tilray Brands, Inc. (A) | 7,922 | 21,786 | |||
Tobira Therapeutics, Inc. (A)(C) | 609 | 2,521 | |||
Tricida, Inc. (A) | 1,068 | 11,193 | |||
Ventyx Biosciences, Inc. (A) | 482 | 16,827 | |||
Verrica Pharmaceuticals, Inc. (A) | 866 | 2,529 | |||
Viatris, Inc. | 20,546 | 175,052 | |||
Xeris Biopharma Holdings, Inc. (A) | 3,057 | 4,769 | |||
Zoetis, Inc. | 7,880 | 1,168,525 | |||
Zogenix, Inc. (A)(C) | 961 | 1,922 | |||
Zynerba Pharmaceuticals, Inc. (A) | 1,108 | 811 | |||
25,583,180 | |||||
90,863,807 | |||||
Industrials – 8.6% | |||||
Aerospace and defense – 1.5% | |||||
AAR Corp. (A) | 757 | 27,116 | |||
Aerojet Rocketdyne Holdings, Inc. (A) | 1,476 | 59,025 | |||
AeroVironment, Inc. (A) | 487 | 40,596 | |||
Applied Energetics, Inc. (A) | 2,713 | 6,213 | |||
Archer Aviation, Inc., Class A (A) | 3,543 | 9,247 | |||
Astra Space, Inc. (A)(B) | 4,206 | 2,570 | |||
Astronics Corp. (A) | 623 | 4,897 | |||
Axon Enterprise, Inc. (A) | 1,184 | 137,048 | |||
BWX Technologies, Inc. | 1,584 | 79,786 | |||
Cadre Holdings, Inc. | 144 | 3,465 | |||
Curtiss-Wright Corp. | 627 | 87,253 | |||
Ducommun, Inc. (A) | 268 | 10,629 | |||
General Dynamics Corp. | 4,599 | 975,770 | |||
HEICO Corp. | 160 | 23,037 | |||
HEICO Corp., Class A | 2,143 | 245,631 | |||
Hexcel Corp. | 1,553 | 80,321 | |||
Howmet Aerospace, Inc. | 7,124 | 220,345 | |||
Huntington Ingalls Industries, Inc. | 592 | 131,128 | |||
Kaman Corp. | 587 | 16,395 | |||
Kratos Defense & Security Solutions, Inc. (A) | 2,288 | 23,246 | |||
L3Harris Technologies, Inc. | 3,233 | 671,914 | |||
Lockheed Martin Corp. | 4,418 | 1,706,629 | |||
Maxar Technologies, Inc. | 1,313 | 24,579 | |||
Mercury Systems, Inc. (A) | 1,036 | 42,062 | |||
Momentus, Inc. (A) | 826 | 1,132 | |||
Moog, Inc., Class A | 670 | 47,135 | |||
National Presto Industries, Inc. | 169 | 10,993 | |||
Northrop Grumman Corp. | 2,580 | 1,213,426 | |||
Park Aerospace Corp. | 561 | 6,193 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Aerospace and defense (continued) | |||||
Parsons Corp. (A) | 1,809 | $ | 70,913 | ||
Raytheon Technologies Corp. | 24,916 | 2,039,624 | |||
Redwire Corp. (A) | 767 | 1,825 | |||
Rocket Lab USA, Inc. (A) | 6,412 | 26,097 | |||
Spirit AeroSystems Holdings, Inc., Class A | 1,918 | 42,043 | |||
Textron, Inc. | 3,615 | 210,610 | |||
The Boeing Company (A) | 9,901 | 1,198,813 | |||
TransDigm Group, Inc. | 913 | 479,161 | |||
Triumph Group, Inc. (A) | 1,030 | 8,848 | |||
V2X, Inc. (A) | 260 | 9,204 | |||
Woodward, Inc. | 1,078 | 86,520 | |||
10,081,439 | |||||
Air freight and logistics – 0.5% | |||||
Air Transport Services Group, Inc. (A) | 1,293 | 31,148 | |||
Atlas Air Worldwide Holdings, Inc. (A) | 418 | 39,948 | |||
CH Robinson Worldwide, Inc. | 2,085 | 200,806 | |||
Expeditors International of Washington, Inc. | 2,730 | 241,086 | |||
FedEx Corp. | 4,318 | 641,093 | |||
Forward Air Corp. | 511 | 46,123 | |||
GXO Logistics, Inc. (A) | 1,949 | 68,332 | |||
Hub Group, Inc., Class A (A) | 546 | 37,663 | |||
United Parcel Service, Inc., Class B | 12,419 | 2,006,165 | |||
3,312,364 | |||||
Airlines – 0.2% | |||||
Alaska Air Group, Inc. (A) | 2,141 | 83,820 | |||
Allegiant Travel Company (A) | 324 | 23,646 | |||
American Airlines Group, Inc. (A)(B) | 11,117 | 133,849 | |||
Delta Air Lines, Inc. (A) | 10,691 | 299,989 | |||
Frontier Group Holdings, Inc. (A) | 3,244 | 31,467 | |||
Hawaiian Holdings, Inc. (A) | 993 | 13,058 | |||
JetBlue Airways Corp. (A) | 6,077 | 40,291 | |||
Joby Aviation, Inc. (A)(B) | 10,208 | 44,201 | |||
Mesa Air Group, Inc. (A) | 734 | 1,211 | |||
SkyWest, Inc. (A) | 1,002 | 16,293 | |||
Southwest Airlines Company (A) | 9,973 | 307,567 | |||
Spirit Airlines, Inc. | 1,541 | 29,002 | |||
Sun Country Airlines Holdings, Inc. (A) | 623 | 8,479 | |||
United Airlines Holdings, Inc. (A) | 5,481 | 178,297 | |||
Wheels Up Experience, Inc. (A) | 3,103 | 3,568 | |||
1,214,738 | |||||
Building products – 0.5% | |||||
A.O. Smith Corp. | 2,744 | 133,304 | |||
AAON, Inc. | 991 | 53,395 | |||
Advanced Drainage Systems, Inc. | 1,296 | 161,184 | |||
American Woodmark Corp. (A) | 357 | 15,658 | |||
Apogee Enterprises, Inc. | 557 | 21,289 | |||
Armstrong World Industries, Inc. | 847 | 67,108 | |||
Builders FirstSource, Inc. (A) | 2,935 | 172,930 | |||
Carlisle Companies, Inc. | 734 | 205,821 | |||
Carrier Global Corp. | 14,254 | 506,872 | |||
CSW Industrials, Inc. | 335 | 40,133 | |||
Fortune Brands Home & Security, Inc. | 2,215 | 118,923 | |||
Gibraltar Industries, Inc. (A) | 643 | 26,318 | |||
Griffon Corp. | 1,054 | 31,114 | |||
Hayward Holdings, Inc. (A) | 3,667 | 32,526 | |||
Insteel Industries, Inc. | 400 | 10,612 | |||
JELD-WEN Holding, Inc. (A) | 1,838 | 16,083 | |||
Johnson Controls International PLC | 11,633 | 572,576 | |||
Lennox International, Inc. | 599 | 133,379 | |||
Masco Corp. | 3,871 | 180,737 | |||
Owens Corning | 1,618 | 127,191 | |||
PGT Innovations, Inc. (A) | 1,295 | 27,143 |
296 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Building products (continued) | |||||
Quanex Building Products Corp. | 554 | $ | 10,061 | ||
Resideo Technologies, Inc. (A) | 2,640 | 50,318 | |||
Simpson Manufacturing Company, Inc. | 736 | 57,702 | |||
The AZEK Company, Inc. (A) | 2,505 | 41,633 | |||
Trex Company, Inc. (A) | 2,066 | 90,780 | |||
UFP Industries, Inc. | 1,020 | 73,603 | |||
Zurn Elkay Water Solutions Corp. | 2,268 | 55,566 | |||
3,033,959 | |||||
Commercial services and supplies – 0.7% | |||||
ABM Industries, Inc. | 1,188 | 45,417 | |||
ACCO Brands Corp. | 2,109 | 10,334 | |||
ACV Auctions, Inc., Class A (A) | 2,502 | 17,989 | |||
Aurora Innovation, Inc. (A) | 17,214 | 38,043 | |||
Brady Corp., Class A | 832 | 34,719 | |||
BrightView Holdings, Inc. (A) | 2,167 | 17,206 | |||
Casella Waste Systems, Inc., Class A (A) | 925 | 70,661 | |||
CECO Environmental Corp. (A) | 931 | 8,239 | |||
Charah Solutions, Inc. (A) | 247 | 452 | |||
Cintas Corp. | 1,692 | 656,817 | |||
Civeo Corp. (A) | 76 | 1,910 | |||
Clean Harbors, Inc. (A) | 942 | 103,601 | |||
Copart, Inc. (A) | 3,963 | 421,663 | |||
CoreCivic, Inc. (A) | 2,321 | 20,518 | |||
Deluxe Corp. | 840 | 13,986 | |||
Driven Brands Holdings, Inc. (A) | 2,702 | 75,602 | |||
Ennis, Inc. | 556 | 11,192 | |||
Harsco Corp. (A) | 1,705 | 6,377 | |||
Healthcare Services Group, Inc. | 1,493 | 18,050 | |||
Heritage-Crystal Clean, Inc. (A) | 532 | 15,731 | |||
HNI Corp. | 862 | 22,852 | |||
IAA, Inc. (A) | 2,340 | 74,529 | |||
Interface, Inc. | 1,167 | 10,491 | |||
KAR Auction Services, Inc. (A) | 2,327 | 25,993 | |||
Kimball International, Inc., Class B | 828 | 5,208 | |||
Matthews International Corp., Class A | 680 | 15,239 | |||
MillerKnoll, Inc. | 1,430 | 22,308 | |||
Montrose Environmental Group, Inc. (A) | 443 | 14,907 | |||
MSA Safety, Inc. | 654 | 71,469 | |||
NL Industries, Inc. | 1,334 | 10,312 | |||
Performant Financial Corp. (A) | 374 | 692 | |||
Pitney Bowes, Inc. | 3,538 | 8,244 | |||
Quad/Graphics, Inc. (A) | 1,350 | 3,456 | |||
Republic Services, Inc. | 5,163 | 702,375 | |||
Rollins, Inc. | 8,322 | 288,607 | |||
SP Plus Corp. (A) | 517 | 16,192 | |||
Steelcase, Inc., Class A | 2,379 | 15,511 | |||
Stericycle, Inc. (A) | 1,729 | 72,808 | |||
Tetra Tech, Inc. | 912 | 117,219 | |||
The Brink's Company | 847 | 41,029 | |||
The GEO Group, Inc. (A) | 2,079 | 16,008 | |||
UniFirst Corp. | 321 | 54,002 | |||
Viad Corp. (A) | 446 | 14,085 | |||
VSE Corp. | 270 | 9,558 | |||
Waste Management, Inc. | 6,843 | 1,096,317 | |||
4,317,918 | |||||
Construction and engineering – 0.2% | |||||
AECOM | 2,356 | 161,080 | |||
Ameresco, Inc., Class A (A) | 941 | 62,558 | |||
Arcosa, Inc. | 870 | 49,747 | |||
Argan, Inc. | 361 | 11,613 | |||
Comfort Systems USA, Inc. | 664 | 64,627 | |||
Construction Partners, Inc., Class A (A) | 1,071 | 28,092 | |||
Dycom Industries, Inc. (A) | 550 | 52,542 | |||
EMCOR Group, Inc. | 840 | 97,003 | |||
Fluor Corp. (A) | 2,601 | 64,739 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Construction and engineering (continued) | |||||
Granite Construction, Inc. | 919 | $ | 23,333 | ||
Great Lakes Dredge & Dock Corp. (A) | 1,462 | 11,082 | |||
IES Holdings, Inc. (A) | 478 | 13,202 | |||
Infrastructure and Energy Alternatives, Inc. (A) | 472 | 6,391 | |||
Innovate Corp. (A) | 406 | 284 | |||
MasTec, Inc. (A) | 1,313 | 83,376 | |||
Matrix Service Company (A) | 663 | 2,745 | |||
MDU Resources Group, Inc. | 3,464 | 94,740 | |||
MYR Group, Inc. (A) | 327 | 27,707 | |||
Northwest Pipe Company (A) | 252 | 7,081 | |||
Orion Group Holdings, Inc. (A) | 985 | 2,600 | |||
Primoris Services Corp. | 1,046 | 16,998 | |||
Quanta Services, Inc. | 2,418 | 308,029 | |||
Sterling Infrastructure, Inc. (A) | 650 | 13,956 | |||
Tutor Perini Corp. (A) | 1,152 | 6,359 | |||
Valmont Industries, Inc. | 334 | 89,719 | |||
WillScot Mobile Mini Holdings Corp. (A) | 4,069 | 164,103 | |||
1,463,706 | |||||
Electrical equipment – 0.6% | |||||
Acuity Brands, Inc. | 573 | 90,230 | |||
Allied Motion Technologies, Inc. | 333 | 9,530 | |||
American Superconductor Corp. (A) | 626 | 2,742 | |||
AMETEK, Inc. | 3,775 | 428,123 | |||
Array Technologies, Inc. (A) | 2,316 | 38,399 | |||
Atkore, Inc. (A) | 730 | 56,801 | |||
AZZ, Inc. | 556 | 20,300 | |||
Babcock & Wilcox Enterprises, Inc. (A) | 1,048 | 6,686 | |||
Blink Charging Company (A)(B) | 696 | 12,333 | |||
Bloom Energy Corp., Class A (A) | 2,966 | 59,290 | |||
Capstone Green Energy Corp. (A) | 503 | 890 | |||
ChargePoint Holdings, Inc. (A)(B) | 5,450 | 80,442 | |||
Eaton Corp. PLC | 6,638 | 885,244 | |||
Emerson Electric Company | 9,961 | 729,344 | |||
Encore Wire Corp. | 341 | 39,399 | |||
Energous Corp. (A) | 2,892 | 2,979 | |||
Energy Vault Holdings, Inc. (A) | 24 | 127 | |||
EnerSys | 802 | 46,652 | |||
Enovix Corp. (A) | 2,439 | 44,719 | |||
ESS Tech, Inc. (A) | 331 | 1,354 | |||
Fluence Energy, Inc. (A) | 1,929 | 28,144 | |||
FTC Solar, Inc. (A) | 1,092 | 3,232 | |||
FuelCell Energy, Inc. (A) | 6,301 | 21,486 | |||
Generac Holdings, Inc. (A) | 1,079 | 192,213 | |||
GrafTech International, Ltd. | 4,159 | 17,925 | |||
Hubbell, Inc. | 888 | 198,024 | |||
NuScale Power Corp. (A) | 2,240 | 26,163 | |||
nVent Electric PLC | 2,941 | 92,965 | |||
Orion Energy Systems, Inc. (A) | 915 | 1,427 | |||
Plug Power, Inc. (A) | 10,023 | 210,583 | |||
Powell Industries, Inc. | 287 | 6,050 | |||
Preformed Line Products Company | 126 | 8,965 | |||
Regal Rexnord Corp. | 1,144 | 160,572 | |||
Rockwell Automation, Inc. | 1,955 | 420,540 | |||
SES AI Corp. (A) | 539 | 2,630 | |||
Shoals Technologies Group, Inc., Class A (A) | 2,743 | 59,112 | |||
SunPower Corp. (A) | 3,113 | 71,724 | |||
Sunrun, Inc. (A) | 3,673 | 101,338 | |||
Sunworks, Inc. (A) | 718 | 2,003 | |||
Thermon Group Holdings, Inc. (A) | 751 | 11,573 | |||
TPI Composites, Inc. (A) | 773 | 8,719 |
297 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electrical equipment (continued) | |||||
Vicor Corp. (A) | 789 | $ | 46,661 | ||
4,247,633 | |||||
Industrial conglomerates – 0.7% | |||||
3M Company | 9,442 | 1,043,341 | |||
General Electric Company | 18,453 | 1,142,425 | |||
Honeywell International, Inc. | 11,338 | 1,893,106 | |||
Icahn Enterprises LP | 4,276 | 212,389 | |||
4,291,261 | |||||
Machinery – 1.7% | |||||
AGCO Corp. | 1,208 | 116,173 | |||
Alamo Group, Inc. | 239 | 29,223 | |||
Albany International Corp., Class A | 541 | 42,647 | |||
Allison Transmission Holdings, Inc. | 1,224 | 41,322 | |||
Altra Industrial Motion Corp. | 1,239 | 41,655 | |||
Astec Industries, Inc. | 493 | 15,377 | |||
Barnes Group, Inc. | 1,066 | 30,786 | |||
Berkshire Grey, Inc. (A) | 3,321 | 5,646 | |||
Caterpillar, Inc. | 8,896 | 1,459,656 | |||
Chart Industries, Inc. (A) | 647 | 119,274 | |||
CIRCOR International, Inc. (A) | 461 | 7,602 | |||
Columbus McKinnon Corp. | 532 | 13,917 | |||
Commercial Vehicle Group, Inc. (A) | 856 | 3,852 | |||
Crane Holdings Company | 950 | 83,163 | |||
Cummins, Inc. | 2,294 | 466,852 | |||
Deere & Company | 5,137 | 1,715,193 | |||
Donaldson Company, Inc. | 2,008 | 98,412 | |||
Douglas Dynamics, Inc. | 435 | 12,189 | |||
Dover Corp. | 2,215 | 258,225 | |||
Energy Recovery, Inc. (A) | 1,211 | 26,327 | |||
Enerpac Tool Group Corp. | 1,293 | 23,054 | |||
EnPro Industries, Inc. | 426 | 36,201 | |||
Esab Corp. | 825 | 27,522 | |||
ESCO Technologies, Inc. | 519 | 38,115 | |||
Evoqua Water Technologies Corp. (A) | 2,177 | 71,993 | |||
Federal Signal Corp. | 1,100 | 41,052 | |||
Flowserve Corp. | 2,471 | 60,045 | |||
Fortive Corp. | 5,976 | 348,401 | |||
Franklin Electric Company, Inc. | 831 | 67,901 | |||
Gates Industrial Corp. PLC (A) | 5,423 | 52,928 | |||
Gencor Industries, Inc. (A) | 428 | 3,856 | |||
Graco, Inc. | 2,945 | 176,553 | |||
Graham Corp. | 310 | 2,725 | |||
Helios Technologies, Inc. | 627 | 31,726 | |||
Hillenbrand, Inc. | 1,455 | 53,428 | |||
Hillman Solutions Corp. (A) | 2,499 | 18,842 | |||
Hurco Companies, Inc. | 183 | 4,114 | |||
Hydrofarm Holdings Group, Inc. (A) | 570 | 1,106 | |||
Hyster-Yale Materials Handling, Inc. | 296 | 6,367 | |||
Hyzon Motors, Inc. (A)(B) | 3,912 | 6,650 | |||
IDEX Corp. | 1,049 | 209,643 | |||
Illinois Tool Works, Inc. | 5,137 | 927,999 | |||
Ingersoll Rand, Inc. | 7,162 | 309,828 | |||
ITT, Inc. | 1,450 | 94,743 | |||
John Bean Technologies Corp. | 595 | 51,170 | |||
Kadant, Inc. | 213 | 35,531 | |||
Kennametal, Inc. | 1,628 | 33,504 | |||
LB Foster Company, Class A (A) | 298 | 2,908 | |||
Lincoln Electric Holdings, Inc. | 847 | 106,485 | |||
Lindsay Corp. | 215 | 30,805 | |||
Markforged Holding Corp. (A) | 2,754 | 5,453 | |||
Mayville Engineering Company, Inc. (A) | 522 | 3,398 | |||
Microvast Holdings, Inc. (A) | 5,831 | 10,554 | |||
Miller Industries, Inc. | 293 | 6,238 | |||
Mueller Industries, Inc. | 805 | 47,849 | |||
Mueller Water Products, Inc., Class A | 3,308 | 33,973 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Machinery (continued) | |||||
Nikola Corp. (A)(B) | 6,833 | $ | 24,052 | ||
NN, Inc. (A) | 766 | 1,310 | |||
Nordson Corp. | 841 | 178,519 | |||
Omega Flex, Inc. | 223 | 20,654 | |||
Oshkosh Corp. | 1,051 | 73,875 | |||
Otis Worldwide Corp. | 7,041 | 449,216 | |||
PACCAR, Inc. | 5,694 | 476,531 | |||
Parker-Hannifin Corp. | 2,128 | 515,636 | |||
Park-Ohio Holdings Corp. | 316 | 3,574 | |||
Proto Labs, Inc. (A) | 533 | 19,417 | |||
RBC Bearings, Inc. (A) | 514 | 106,814 | |||
REV Group, Inc. | 1,210 | 13,346 | |||
Sarcos Technology and Robotics Corp. (A) | 1,472 | 3,268 | |||
Snap-on, Inc. | 835 | 168,127 | |||
SPX Technologies, Inc. (A) | 887 | 48,980 | |||
Standex International Corp. | 280 | 22,862 | |||
Stanley Black & Decker, Inc. | 2,596 | 195,245 | |||
Tennant Company | 380 | 21,493 | |||
Terex Corp. | 1,289 | 38,335 | |||
The Eastern Company | 202 | 3,505 | |||
The Gorman-Rupp Company | 603 | 14,345 | |||
The Greenbrier Companies, Inc. | 586 | 14,222 | |||
The Manitowoc Company, Inc. (A) | 748 | 5,797 | |||
The Middleby Corp. (A) | 945 | 121,121 | |||
The Shyft Group, Inc. | 699 | 14,281 | |||
The Timken Company | 1,384 | 81,711 | |||
The Toro Company | 1,675 | 144,854 | |||
Titan International, Inc. (A) | 1,489 | 18,076 | |||
Trinity Industries, Inc. | 1,797 | 38,366 | |||
Velo3D, Inc. (A) | 2,050 | 8,077 | |||
Wabash National Corp. | 1,110 | 17,272 | |||
Wabtec Corp. | 3,138 | 255,276 | |||
Watts Water Technologies, Inc., Class A | 551 | 69,277 | |||
Xos, Inc. (A) | 2,320 | 2,784 | |||
Xylem, Inc. | 3,093 | 270,204 | |||
11,030,573 | |||||
Marine – 0.0% | |||||
Eagle Bulk Shipping, Inc. | 275 | 11,875 | |||
Kirby Corp. (A) | 1,155 | 70,189 | |||
Matson, Inc. | 636 | 39,127 | |||
121,191 | |||||
Professional services – 0.6% | |||||
Alight, Inc., Class A (A) | 6,833 | 50,086 | |||
ASGN, Inc. (A) | 891 | 80,520 | |||
Barrett Business Services, Inc. | 173 | 13,494 | |||
BlackSky Technology, Inc. (A) | 1,388 | 2,082 | |||
Booz Allen Hamilton Holding Corp. | 2,167 | 200,122 | |||
CACI International, Inc., Class A (A) | 328 | 85,628 | |||
CBIZ, Inc. (A) | 1,073 | 45,903 | |||
CoStar Group, Inc. (A) | 6,734 | 469,023 | |||
CRA International, Inc. | 162 | 14,376 | |||
Dun & Bradstreet Holdings, Inc. | 7,238 | 89,679 | |||
Equifax, Inc. | 2,051 | 351,603 | |||
Exponent, Inc. | 909 | 79,692 | |||
First Advantage Corp. (A) | 2,261 | 29,009 | |||
Forrester Research, Inc. (A) | 420 | 15,124 | |||
Franklin Covey Company (A) | 312 | 14,162 | |||
FTI Consulting, Inc. (A) | 466 | 77,221 | |||
Heidrick & Struggles International, Inc. | 421 | 10,942 | |||
Huron Consulting Group, Inc. (A) | 436 | 28,885 | |||
ICF International, Inc. | 377 | 41,101 | |||
Insperity, Inc. | 673 | 68,707 | |||
Jacobs Solutions, Inc. | 2,106 | 228,480 | |||
KBR, Inc. | 2,454 | 106,062 |
298 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Professional services (continued) | |||||
Kelly Services, Inc., Class A | 813 | $ | 11,049 | ||
Kforce, Inc. | 412 | 24,164 | |||
Korn Ferry | 976 | 45,823 | |||
Legalzoom.com, Inc. (A) | 3,194 | 27,373 | |||
Leidos Holdings, Inc. | 2,233 | 195,321 | |||
ManpowerGroup, Inc. | 920 | 59,515 | |||
Mistras Group, Inc. (A) | 754 | 3,363 | |||
Nielsen Holdings PLC | 6,106 | 169,258 | |||
Planet Labs PBC (A) | 1,753 | 9,519 | |||
Red Violet, Inc. (A) | 54 | 935 | |||
Resources Connection, Inc. | 781 | 14,113 | |||
Robert Half International, Inc. | 1,878 | 143,667 | |||
Science Applications International Corp. | 855 | 75,608 | |||
Spire Global, Inc. (A) | 2,065 | 2,230 | |||
Sterling Check Corp. (A) | 1,453 | 25,631 | |||
TransUnion | 3,258 | 193,818 | |||
TriNet Group, Inc. (A) | 1,038 | 73,926 | |||
TrueBlue, Inc. (A) | 739 | 14,100 | |||
Upwork, Inc. (A) | 2,277 | 31,013 | |||
Verisk Analytics, Inc. | 2,647 | 451,393 | |||
Willdan Group, Inc. (A) | 264 | 3,910 | |||
3,677,630 | |||||
Road and rail – 1.0% | |||||
AMERCO | 307 | 156,331 | |||
ArcBest Corp. | 474 | 34,474 | |||
Avis Budget Group, Inc. (A) | 817 | 121,292 | |||
Canadian Pacific Railway, Ltd. | 309 | 20,616 | |||
Covenant Logistics Group, Inc. | 436 | 12,513 | |||
CSX Corp. | 36,216 | 964,794 | |||
Daseke, Inc. (A) | 1,184 | 6,405 | |||
FTAI Infrastructure, Inc. (A) | 1,753 | 4,207 | |||
Heartland Express, Inc. | 1,522 | 21,780 | |||
JB Hunt Transport Services, Inc. | 1,720 | 269,042 | |||
Knight-Swift Transportation Holdings, Inc. | 2,778 | 135,928 | |||
Landstar System, Inc. | 521 | 75,217 | |||
Lyft, Inc., Class A (A) | 5,983 | 78,796 | |||
Marten Transport, Ltd. | 1,666 | 31,921 | |||
Norfolk Southern Corp. | 3,937 | 825,392 | |||
Old Dominion Freight Line, Inc. | 1,893 | 470,922 | |||
P.A.M. Transportation Services, Inc. (A) | 478 | 14,799 | |||
Ryder System, Inc. | 826 | 62,355 | |||
Saia, Inc. (A) | 471 | 89,490 | |||
Schneider National, Inc., Class B | 2,984 | 60,575 | |||
TuSimple Holdings, Inc., Class A (A) | 3,576 | 27,178 | |||
Uber Technologies, Inc. (A) | 33,227 | 880,516 | |||
Union Pacific Corp. | 10,451 | 2,036,064 | |||
Universal Logistics Holdings, Inc. | 647 | 20,523 | |||
Werner Enterprises, Inc. | 858 | 32,261 | |||
XPO Logistics, Inc. (A) | 1,938 | 86,280 | |||
Yellow Corp. (A) | 875 | 4,436 | |||
6,544,107 | |||||
Trading companies and distributors – 0.4% | |||||
Air Lease Corp. | 1,934 | 59,973 | |||
Alta Equipment Group, Inc. | 98 | 1,079 | |||
Applied Industrial Technologies, Inc. | 635 | 65,265 | |||
Beacon Roofing Supply, Inc. (A) | 1,255 | 68,674 | |||
BlueLinx Holdings, Inc. (A) | 138 | 8,570 | |||
Boise Cascade Company | 690 | 41,027 | |||
Core & Main, Inc., Class A (A) | 3,569 | 81,159 | |||
Distribution Solutions Group, Inc. (A) | 105 | 2,958 | |||
DXP Enterprises, Inc. (A) | 424 | 10,040 | |||
EVI Industries, Inc. (A) | 281 | 5,097 | |||
Fastenal Company | 9,652 | 444,378 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Trading companies and distributors (continued) | |||||
Fortress Transportation & Infrastructure Investors LLC, Class A | 1,753 | $ | 26,286 | ||
GATX Corp. | 572 | 48,706 | |||
Global Industrial Company | 777 | 20,847 | |||
GMS, Inc. (A) | 822 | 32,888 | |||
H&E Equipment Services, Inc. | 697 | 19,753 | |||
Herc Holdings, Inc. | 532 | 55,264 | |||
McGrath RentCorp | 476 | 39,917 | |||
MRC Global, Inc. (A) | 1,850 | 13,302 | |||
MSC Industrial Direct Company, Inc., Class A | 705 | 51,331 | |||
NOW, Inc. (A) | 2,251 | 22,623 | |||
Rush Enterprises, Inc., Class A | 908 | 39,825 | |||
SiteOne Landscape Supply, Inc. (A) | 794 | 82,687 | |||
Textainer Group Holdings, Ltd. | 934 | 25,087 | |||
Titan Machinery, Inc. (A) | 513 | 14,497 | |||
United Rentals, Inc. (A) | 1,199 | 323,874 | |||
Univar Solutions, Inc. (A) | 2,975 | 67,652 | |||
Veritiv Corp. (A) | 272 | 26,593 | |||
W.W. Grainger, Inc. | 825 | 403,582 | |||
Watsco, Inc. | 656 | 168,894 | |||
WESCO International, Inc. (A) | 892 | 106,487 | |||
2,378,315 | |||||
55,714,834 | |||||
Information technology – 24.2% | |||||
Communications equipment – 0.8% | |||||
ADTRAN Holdings, Inc. | 1,000 | 19,580 | |||
Applied Optoelectronics, Inc. (A) | 524 | 1,425 | |||
Arista Networks, Inc. (A) | 5,210 | 588,157 | |||
Aviat Networks, Inc. (A) | 36 | 986 | |||
CalAmp Corp. (A) | 820 | 3,149 | |||
Calix, Inc. (A) | 1,143 | 69,883 | |||
Cambium Networks Corp. (A) | 562 | 9,509 | |||
Casa Systems, Inc. (A) | 2,022 | 6,329 | |||
Ciena Corp. (A) | 2,586 | 104,552 | |||
Cisco Systems, Inc. | 69,280 | 2,771,200 | |||
Clearfield, Inc. (A) | 289 | 30,241 | |||
CommScope Holding Company, Inc. (A) | 3,833 | 35,302 | |||
Comtech Telecommunications Corp. | 548 | 5,485 | |||
Digi International, Inc. (A) | 683 | 23,611 | |||
DZS, Inc. (A) | 566 | 6,396 | |||
EMCORE Corp. (A) | 60 | 100 | |||
Extreme Networks, Inc. (A) | 2,573 | 33,629 | |||
F5, Inc. (A) | 1,020 | 147,625 | |||
Harmonic, Inc. (A) | 2,066 | 27,003 | |||
Infinera Corp. (A) | 3,517 | 17,022 | |||
Inseego Corp. (A) | 1,798 | 3,722 | |||
Juniper Networks, Inc. | 5,342 | 139,533 | |||
KVH Industries, Inc. (A) | 504 | 4,647 | |||
Lantronix, Inc. (A) | 53 | 255 | |||
Lumentum Holdings, Inc. (A) | 1,205 | 82,627 | |||
Motorola Solutions, Inc. | 2,765 | 619,277 | |||
NETGEAR, Inc. (A) | 654 | 13,106 | |||
NetScout Systems, Inc. (A) | 1,447 | 45,320 | |||
Powerwave Technologies, Inc. (A)(C) | 912 | 0 | |||
Ribbon Communications, Inc. (A) | 2,627 | 5,832 | |||
Ubiquiti, Inc. (B) | 1,015 | 297,963 | |||
Viasat, Inc. (A) | 1,289 | 38,966 | |||
Viavi Solutions, Inc. (A) | 3,915 | 51,091 | |||
5,203,523 | |||||
Electronic equipment, instruments and components – 0.7% | |||||
908 Devices, Inc. (A) | 290 | 4,771 | |||
Advanced Energy Industries, Inc. | 715 | 55,348 | |||
AEye, Inc. (A) | 2,196 | 2,438 |
299 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electronic equipment, instruments and components (continued) | |||||
Akoustis Technologies, Inc. (A) | 872 | $ | 2,590 | ||
Amphenol Corp., Class A | 9,922 | 664,377 | |||
Arlo Technologies, Inc. (A) | 1,497 | 6,946 | |||
Arrow Electronics, Inc. (A) | 946 | 87,212 | |||
Avnet, Inc. | 1,581 | 57,106 | |||
Badger Meter, Inc. | 563 | 52,016 | |||
Bel Fuse, Inc., Class B | 346 | 8,737 | |||
Belden, Inc. | 810 | 48,616 | |||
Benchmark Electronics, Inc. | 800 | 19,824 | |||
CDW Corp. | 2,225 | 347,278 | |||
Cognex Corp. | 3,061 | 126,878 | |||
Coherent Corp. (A) | 2,271 | 79,144 | |||
Corning, Inc. | 14,132 | 410,111 | |||
CTS Corp. | 667 | 27,781 | |||
Daktronics, Inc. (A) | 1,227 | 3,325 | |||
ePlus, Inc. (A) | 342 | 14,207 | |||
Evolv Technologies Holdings, Inc. (A) | 2,210 | 4,685 | |||
FARO Technologies, Inc. (A) | 391 | 10,729 | |||
Identiv, Inc. (A) | 100 | 1,254 | |||
Insight Enterprises, Inc. (A) | 564 | 46,479 | |||
IPG Photonics Corp. (A) | 902 | 76,084 | |||
Iteris, Inc. (A) | 1,032 | 3,065 | |||
Itron, Inc. (A) | 841 | 35,415 | |||
Jabil, Inc. | 2,314 | 133,541 | |||
Keysight Technologies, Inc. (A) | 3,011 | 473,811 | |||
Kimball Electronics, Inc. (A) | 554 | 9,501 | |||
Knowles Corp. (A) | 1,805 | 21,967 | |||
Littelfuse, Inc. | 406 | 80,668 | |||
Methode Electronics, Inc. | 768 | 28,531 | |||
MicroVision, Inc. (A)(B) | 2,624 | 9,473 | |||
Napco Security Technologies, Inc. (A) | 742 | 21,577 | |||
National Instruments Corp. | 2,435 | 91,897 | |||
Netlist, Inc. (A) | 3,719 | 9,669 | |||
nLight, Inc. (A) | 848 | 8,014 | |||
Novanta, Inc. (A) | 636 | 73,553 | |||
OSI Systems, Inc. (A) | 333 | 23,996 | |||
PAR Technology Corp. (A) | 370 | 10,926 | |||
PC Connection, Inc. | 517 | 23,312 | |||
Plexus Corp. (A) | 440 | 38,526 | |||
Rogers Corp. (A) | 310 | 74,983 | |||
Sanmina Corp. (A) | 855 | 39,398 | |||
ScanSource, Inc. (A) | 460 | 12,149 | |||
SmartRent, Inc. (A) | 2,767 | 6,281 | |||
TD SYNNEX Corp. | 1,563 | 126,900 | |||
Teledyne Technologies, Inc. (A) | 788 | 265,926 | |||
Trimble, Inc. (A) | 4,259 | 231,136 | |||
TTM Technologies, Inc. (A) | 2,254 | 29,708 | |||
Vishay Intertechnology, Inc. | 2,027 | 36,060 | |||
Vishay Precision Group, Inc. (A) | 306 | 9,055 | |||
Vontier Corp. | 2,602 | 43,479 | |||
Zebra Technologies Corp., Class A (A) | 892 | 233,713 | |||
4,364,166 | |||||
IT services – 3.8% | |||||
Affirm Holdings, Inc. (A) | 4,641 | 87,065 | |||
Akamai Technologies, Inc. (A) | 2,628 | 211,081 | |||
Automatic Data Processing, Inc. | 6,965 | 1,575,413 | |||
AvidXchange Holdings, Inc. (A) | 2,123 | 17,876 | |||
Backblaze, Inc., Class A (A) | 179 | 890 | |||
BigBear.ai Holdings, Inc. (A)(B) | 538 | 845 | |||
BigCommerce Holdings, Inc., Series 1 (A) | 1,168 | 17,286 | |||
Block, Inc. (A) | 9,376 | 515,586 | |||
BM Technologies, Inc. (A) | 364 | 2,435 | |||
Brightcove, Inc. (A) | 983 | 6,193 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
IT services (continued) | |||||
Broadridge Financial Solutions, Inc. | 1,957 | $ | 282,434 | ||
Cass Information Systems, Inc. | 256 | 8,881 | |||
Cloudflare, Inc., Class A (A) | 5,513 | 304,924 | |||
Cognizant Technology Solutions Corp., Class A | 8,680 | 498,579 | |||
Concentrix Corp. | 881 | 98,346 | |||
Conduent, Inc. (A) | 4,515 | 15,080 | |||
Core Scientific, Inc. (A) | 3,234 | 4,204 | |||
CSG Systems International, Inc. | 652 | 34,478 | |||
Cyxtera Technologies, Inc. (A) | 2,238 | 9,131 | |||
DigitalOcean Holdings, Inc. (A) | 1,853 | 67,023 | |||
DXC Technology Company (A) | 4,136 | 101,249 | |||
Edgio, Inc. (A) | 2,664 | 7,406 | |||
EPAM Systems, Inc. (A) | 967 | 350,238 | |||
Euronet Worldwide, Inc. (A) | 939 | 71,139 | |||
EVO Payments, Inc., Class A (A) | 1,591 | 52,980 | |||
ExlService Holdings, Inc. (A) | 572 | 84,290 | |||
Fastly, Inc., Class A (A) | 1,995 | 18,274 | |||
Fidelity National Information Services, Inc. | 10,293 | 777,842 | |||
Fiserv, Inc. (A) | 10,849 | 1,015,141 | |||
FleetCor Technologies, Inc. (A) | 1,270 | 223,736 | |||
Flywire Corp. (A) | 1,698 | 38,986 | |||
Gartner, Inc. (A) | 1,349 | 373,255 | |||
Genpact, Ltd. | 3,264 | 142,865 | |||
Global Payments, Inc. | 4,804 | 519,072 | |||
GoDaddy, Inc., Class A (A) | 2,674 | 189,533 | |||
i3 Verticals, Inc., Class A (A) | 606 | 12,138 | |||
IBM Corp. | 14,989 | 1,780,843 | |||
Information Services Group, Inc. | 1,192 | 5,674 | |||
Jack Henry & Associates, Inc. | 1,194 | 217,630 | |||
Kyndryl Holdings, Inc. (A) | 3,286 | 27,175 | |||
Marqeta, Inc., Class A (A) | 9,562 | 68,081 | |||
Mastercard, Inc., Class A | 16,320 | 4,640,429 | |||
Maximus, Inc. | 1,042 | 60,301 | |||
MoneyGram International, Inc. (A) | 1,519 | 15,798 | |||
MongoDB, Inc. (A) | 1,099 | 218,217 | |||
Okta, Inc. (A) | 2,503 | 142,346 | |||
Paychex, Inc. | 6,017 | 675,168 | |||
Paymentus Holdings, Inc., Class A (A) | 1,879 | 18,264 | |||
Payoneer Global, Inc. (A) | 5,500 | 33,275 | |||
PayPal Holdings, Inc. (A) | 19,406 | 1,670,274 | |||
Paysign, Inc. (A) | 1,105 | 2,619 | |||
Perficient, Inc. (A) | 594 | 38,622 | |||
Rackspace Technology, Inc. (A) | 3,379 | 13,786 | |||
Remitly Global, Inc. (A) | 2,668 | 29,668 | |||
Sabre Corp. (A) | 5,716 | 29,437 | |||
Shift4 Payments, Inc., Class A (A) | 1,389 | 61,963 | |||
Snowflake, Inc., Class A (A) | 5,222 | 887,531 | |||
SolarWinds Corp. (A) | 2,988 | 23,157 | |||
Squarespace, Inc., Class A (A) | 2,323 | 49,619 | |||
SS&C Technologies Holdings, Inc. | 4,294 | 205,039 | |||
StarTek, Inc. (A) | 653 | 1,959 | |||
Switch, Inc., Class A | 4,328 | 145,810 | |||
TaskUS, Inc., Class A (A) | 1,642 | 26,436 | |||
The Glimpse Group, Inc. (A) | 48 | 254 | |||
The Hackett Group, Inc. | 696 | 12,333 | |||
The Western Union Company | 6,903 | 93,191 | |||
Thoughtworks Holding, Inc. (A) | 5,068 | 53,163 | |||
Toast, Inc., Class A (A) | 8,600 | 143,792 | |||
TTEC Holdings, Inc. | 869 | 38,505 | |||
Twilio, Inc., Class A (A) | 3,083 | 213,159 | |||
Unisys Corp. (A) | 1,317 | 9,943 | |||
VeriSign, Inc. (A) | 1,792 | 311,270 | |||
Verra Mobility Corp. (A) | 3,031 | 46,586 |
300 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
IT services (continued) | |||||
Visa, Inc., Class A | 27,745 | $ | 4,928,899 | ||
WEX, Inc. (A) | 759 | 96,347 | |||
24,772,457 | |||||
Semiconductors and semiconductor equipment – 4.1% | |||||
ACM Research, Inc., Class A (A) | 1,080 | 13,457 | |||
Advanced Micro Devices, Inc. (A) | 27,119 | 1,718,260 | |||
Aehr Test Systems (A) | 328 | 4,625 | |||
Allegro MicroSystems, Inc. (A) | 3,489 | 76,235 | |||
Alpha & Omega Semiconductor, Ltd. (A) | 545 | 16,764 | |||
Ambarella, Inc. (A) | 657 | 36,910 | |||
Amkor Technology, Inc. | 4,058 | 69,189 | |||
Analog Devices, Inc. | 8,631 | 1,202,644 | |||
Applied Materials, Inc. | 14,500 | 1,187,985 | |||
Atomera, Inc. (A) | 385 | 3,900 | |||
Axcelis Technologies, Inc. (A) | 640 | 38,758 | |||
AXT, Inc. (A) | 115 | 771 | |||
Broadcom, Inc. | 6,721 | 2,984,191 | |||
CEVA, Inc. (A) | 480 | 12,590 | |||
Cirrus Logic, Inc. (A) | 781 | 53,733 | |||
Cohu, Inc. (A) | 925 | 23,847 | |||
CyberOptics Corp. (A) | 20 | 1,076 | |||
Diodes, Inc. (A) | 771 | 50,046 | |||
Enphase Energy, Inc. (A) | 2,273 | 630,689 | |||
Entegris, Inc. | 2,484 | 206,222 | |||
Everspin Technologies, Inc. (A) | 78 | 452 | |||
First Solar, Inc. (A) | 1,809 | 239,276 | |||
FormFactor, Inc. (A) | 1,365 | 34,193 | |||
GlobalFoundries, Inc. (A)(B) | 8,996 | 434,957 | |||
Ichor Holdings, Ltd. (A) | 384 | 9,297 | |||
Impinj, Inc. (A) | 451 | 36,094 | |||
Intel Corp. | 67,828 | 1,747,928 | |||
KLA Corp. | 2,477 | 749,615 | |||
Kulicke & Soffa Industries, Inc. | 983 | 37,875 | |||
Lam Research Corp. | 2,303 | 842,898 | |||
Lattice Semiconductor Corp. (A) | 2,376 | 116,923 | |||
MACOM Technology Solutions Holdings, Inc. (A) | 1,251 | 64,789 | |||
Marvell Technology, Inc. | 14,317 | 614,342 | |||
MaxLinear, Inc. (A) | 1,397 | 45,570 | |||
Meta Materials, Inc. (A) | 4,648 | 3,017 | |||
Microchip Technology, Inc. | 9,232 | 563,429 | |||
Micron Technology, Inc. | 18,562 | 929,956 | |||
MKS Instruments, Inc. | 979 | 80,905 | |||
Monolithic Power Systems, Inc. | 781 | 283,815 | |||
NVE Corp. | 120 | 5,598 | |||
NVIDIA Corp. | 41,845 | 5,079,565 | |||
ON Semiconductor Corp. (A) | 7,321 | 456,318 | |||
Onto Innovation, Inc. (A) | 905 | 57,965 | |||
PDF Solutions, Inc. (A) | 745 | 18,275 | |||
Photronics, Inc. (A) | 1,404 | 20,526 | |||
Pixelworks, Inc. (A) | 598 | 963 | |||
Power Integrations, Inc. | 988 | 63,548 | |||
Qorvo, Inc. (A) | 1,740 | 138,173 | |||
Qualcomm, Inc. | 18,659 | 2,108,094 | |||
Rambus, Inc. (A) | 2,144 | 54,500 | |||
Semtech Corp. (A) | 1,046 | 30,763 | |||
Silicon Laboratories, Inc. (A) | 627 | 77,397 | |||
SiTime Corp. (A) | 323 | 25,430 | |||
SkyWater Technology, Inc. (A) | 576 | 4,406 | |||
Skyworks Solutions, Inc. | 2,672 | 227,841 | |||
SMART Global Holdings, Inc. (A) | 1,012 | 16,060 | |||
Synaptics, Inc. (A) | 681 | 67,426 | |||
Teradyne, Inc. | 2,738 | 205,761 | |||
Texas Instruments, Inc. | 15,256 | 2,361,324 | |||
Ultra Clean Holdings, Inc. (A) | 836 | 21,527 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Semiconductors and semiconductor equipment (continued) | |||||
Universal Display Corp. | 856 | $ | 80,764 | ||
Veeco Instruments, Inc. (A) | 1,119 | 20,500 | |||
Wolfspeed, Inc. (A) | 2,067 | 213,645 | |||
26,523,592 | |||||
Software – 8.8% | |||||
8x8, Inc. (A) | 2,080 | 7,176 | |||
A10 Networks, Inc. | 1,431 | 18,989 | |||
ACI Worldwide, Inc. (A) | 2,182 | 45,604 | |||
Adobe, Inc. (A) | 7,899 | 2,173,805 | |||
Agilysys, Inc. (A) | 497 | 27,509 | |||
Alarm.com Holdings, Inc. (A) | 928 | 60,190 | |||
Alkami Technology, Inc. (A) | 1,341 | 20,182 | |||
Altair Engineering, Inc., Class A (A) | 1,383 | 61,156 | |||
Alteryx, Inc., Class A (A) | 1,217 | 67,957 | |||
American Software, Inc., Class A | 667 | 10,218 | |||
Amplitude, Inc., Class A (A) | 1,760 | 27,227 | |||
ANSYS, Inc. (A) | 1,470 | 325,899 | |||
Appfolio, Inc., Class A (A) | 633 | 66,288 | |||
Appian Corp., Class A (A) | 1,266 | 51,691 | |||
Applied Blockchain, Inc. (A) | 929 | 1,579 | |||
AppLovin Corp., Class A (A) | 6,582 | 128,283 | |||
Asana, Inc., Class A (A) | 3,102 | 68,957 | |||
Aspen Technology, Inc. (A) | 1,131 | 269,404 | |||
Autodesk, Inc. (A) | 3,655 | 682,754 | |||
Avalara, Inc. (A) | 1,549 | 142,198 | |||
AvePoint, Inc. (A) | 2,541 | 10,189 | |||
Benefitfocus, Inc. (A) | 722 | 4,585 | |||
Bentley Systems, Inc., Class B | 4,989 | 152,614 | |||
Bill.com Holdings, Inc. (A) | 1,661 | 219,867 | |||
Black Knight, Inc. (A) | 2,600 | 168,298 | |||
Blackbaud, Inc. (A) | 910 | 40,095 | |||
Blackline, Inc. (A) | 1,061 | 63,554 | |||
Blend Labs, Inc., Class A (A) | 3,398 | 7,510 | |||
Box, Inc., Class A (A) | 2,708 | 66,048 | |||
Braze, Inc., Class A (A) | 1,334 | 46,463 | |||
C3.ai, Inc., Class A (A) | 1,825 | 22,813 | |||
Cadence Design Systems, Inc. (A) | 4,627 | 756,191 | |||
CCC Intelligent Solutions Holdings, Inc. (A) | 9,972 | 90,745 | |||
Cerence, Inc. (A) | 696 | 10,962 | |||
Ceridian HCM Holding, Inc. (A) | 2,675 | 149,479 | |||
ChannelAdvisor Corp. (A) | 600 | 13,596 | |||
Cipher Mining, Inc. (A) | 3,155 | 3,975 | |||
Citrix Systems, Inc. | 1,972 | 204,891 | |||
Clear Secure, Inc., Class A (A) | 2,462 | 56,281 | |||
Clearwater Analytics Holdings, Inc., Class A (A) | 3,883 | 65,196 | |||
CommVault Systems, Inc. (A) | 850 | 45,084 | |||
Confluent, Inc., Class A (A) | 4,598 | 109,294 | |||
Consensus Cloud Solutions, Inc. (A) | 297 | 14,048 | |||
CoreCard Corp. (A) | 191 | 4,158 | |||
Couchbase, Inc. (A) | 669 | 9,547 | |||
Coupa Software, Inc. (A) | 1,310 | 77,028 | |||
Crowdstrike Holdings, Inc., Class A (A) | 3,920 | 646,055 | |||
CS Disco, Inc. (A) | 897 | 8,970 | |||
Cvent Holding Corp. (A) | 4,640 | 24,360 | |||
Datadog, Inc., Class A (A) | 5,348 | 474,795 | |||
Digimarc Corp. (A) | 294 | 3,984 | |||
DocuSign, Inc. (A) | 3,447 | 184,311 | |||
Dolby Laboratories, Inc., Class A | 1,720 | 112,058 | |||
Domo, Inc., Class B (A) | 570 | 10,254 | |||
DoubleVerify Holdings, Inc. (A) | 2,545 | 69,606 | |||
Dropbox, Inc., Class A (A) | 6,329 | 131,137 | |||
Duck Creek Technologies, Inc. (A) | 2,105 | 24,944 | |||
Dynatrace, Inc. (A) | 4,956 | 172,518 |
301 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Software (continued) | |||||
Ebix, Inc. | 593 | $ | 11,249 | ||
eGain Corp. (A) | 755 | 5,549 | |||
Embark Technology, Inc. (A) | 485 | 3,604 | |||
Enfusion, Inc., Class A (A) | 737 | 9,095 | |||
EngageSmart, Inc. (A) | 2,523 | 52,201 | |||
Envestnet, Inc. (A) | 1,010 | 44,844 | |||
Everbridge, Inc. (A) | 700 | 21,616 | |||
EverCommerce, Inc. (A) | 3,253 | 35,555 | |||
Expensify, Inc., Class A (A) | 591 | 8,794 | |||
Fair Isaac Corp. (A) | 432 | 177,988 | |||
Five9, Inc. (A) | 1,205 | 90,351 | |||
ForgeRock, Inc., Class A (A) | 1,314 | 19,092 | |||
Fortinet, Inc. (A) | 13,527 | 664,582 | |||
Freshworks, Inc., Class A (A) | 4,778 | 61,971 | |||
Gitlab, Inc., Class A (A) | 2,234 | 114,425 | |||
Greenidge Generation Holdings, Inc. (A) | 613 | 1,226 | |||
Guidewire Software, Inc. (A) | 1,507 | 92,801 | |||
HashiCorp, Inc., Class A (A) | 2,736 | 88,072 | |||
HubSpot, Inc. (A) | 833 | 225,010 | |||
Informatica, Inc., Class A (A) | 3,963 | 79,537 | |||
Instructure Holdings, Inc. (A) | 2,069 | 46,097 | |||
Intapp, Inc. (A) | 876 | 16,355 | |||
InterDigital, Inc. | 575 | 23,242 | |||
Intuit, Inc. | 4,748 | 1,838,995 | |||
IronNet, Inc. (A) | 1,570 | 1,082 | |||
Jamf Holding Corp. (A) | 1,772 | 39,268 | |||
JFrog, Ltd. (A) | 1,737 | 38,405 | |||
Kaltura, Inc. (A) | 1,306 | 2,873 | |||
KnowBe4, Inc., Class A (A) | 2,865 | 59,621 | |||
LivePerson, Inc. (A) | 1,279 | 12,048 | |||
LiveRamp Holdings, Inc. (A) | 1,229 | 22,319 | |||
Manhattan Associates, Inc. (A) | 1,116 | 148,461 | |||
Matterport, Inc. (A) | 4,076 | 15,448 | |||
MeridianLink, Inc. (A) | 1,186 | 19,308 | |||
Microsoft Corp. | 126,556 | 29,474,892 | |||
MicroStrategy, Inc., Class A (A)(B) | 173 | 36,721 | |||
Mitek Systems, Inc. (A) | 911 | 8,345 | |||
Model N, Inc. (A) | 719 | 24,611 | |||
Momentive Global, Inc. (A) | 2,729 | 15,855 | |||
N-able, Inc. (A) | 3,262 | 30,108 | |||
nCino, Inc. (A) | 1,572 | 53,621 | |||
NCR Corp. (A) | 2,373 | 45,111 | |||
New Relic, Inc. (A) | 1,168 | 67,020 | |||
NextNav, Inc. (A) | 661 | 1,778 | |||
NortonLifeLock, Inc. | 9,525 | 191,834 | |||
Nutanix, Inc., Class A (A) | 3,791 | 78,967 | |||
Olo, Inc., Class A (A) | 2,432 | 19,213 | |||
ON24, Inc. (A) | 546 | 4,805 | |||
OneSpan, Inc. (A) | 856 | 7,370 | |||
Oracle Corp. | 44,390 | 2,710,897 | |||
PagerDuty, Inc. (A) | 1,558 | 35,943 | |||
Palantir Technologies, Inc., Class A (A) | 34,039 | 276,737 | |||
Palo Alto Networks, Inc. (A) | 5,037 | 825,010 | |||
Paycom Software, Inc. (A) | 1,029 | 339,560 | |||
Paycor HCM, Inc. (A) | 3,177 | 93,912 | |||
Paylocity Holding Corp. (A) | 957 | 231,192 | |||
Pegasystems, Inc. | 1,468 | 47,182 | |||
Ping Identity Holding Corp. (A) | 1,506 | 42,273 | |||
Procore Technologies, Inc. (A) | 2,210 | 109,351 | |||
Progress Software Corp. | 801 | 34,083 | |||
PROS Holdings, Inc. (A) | 854 | 21,094 | |||
PTC, Inc. (A) | 2,003 | 209,514 | |||
Q2 Holdings, Inc. (A) | 1,009 | 32,490 | |||
Qualtrics International, Inc., Class A (A) | 8,835 | 89,940 | |||
Qualys, Inc. (A) | 688 | 95,900 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Software (continued) | |||||
Rapid7, Inc. (A) | 1,011 | $ | 43,372 | ||
Rekor Systems, Inc. (A) | 2,920 | 2,920 | |||
Rimini Street, Inc. (A) | 1,519 | 7,079 | |||
RingCentral, Inc., Class A (A) | 1,448 | 57,862 | |||
Riot Blockchain, Inc. (A) | 2,134 | 14,959 | |||
Roper Technologies, Inc. | 1,755 | 631,168 | |||
salesforce.com, Inc. (A) | 16,655 | 2,395,655 | |||
Samsara, Inc., Class A (A)(B) | 7,257 | 87,592 | |||
SecureWorks Corp., Class A (A) | 1,619 | 13,033 | |||
SEMrush Holdings, Inc., Class A (A) | 2,229 | 24,987 | |||
SentinelOne, Inc., Class A (A) | 4,539 | 116,017 | |||
ServiceNow, Inc. (A) | 3,368 | 1,271,790 | |||
ShotSpotter, Inc. (A) | 262 | 7,535 | |||
Smartsheet, Inc., Class A (A) | 2,230 | 76,623 | |||
Splunk, Inc. (A) | 2,779 | 208,981 | |||
Sprinklr, Inc., Class A (A) | 4,476 | 41,269 | |||
Sprout Social, Inc., Class A (A) | 917 | 55,644 | |||
SPS Commerce, Inc. (A) | 634 | 78,762 | |||
Stronghold Digital Mining, Inc., Class A (A) | 565 | 588 | |||
Sumo Logic, Inc. (A) | 1,696 | 12,720 | |||
Synchronoss Technologies, Inc. (A) | 1,177 | 1,342 | |||
Synopsys, Inc. (A) | 2,529 | 772,635 | |||
Telos Corp. (A) | 953 | 8,472 | |||
Tenable Holdings, Inc. (A) | 1,938 | 67,442 | |||
Teradata Corp. (A) | 1,938 | 60,194 | |||
Terawulf, Inc. (A) | 1,276 | 1,608 | |||
The Trade Desk, Inc., Class A (A) | 8,210 | 490,548 | |||
Tyler Technologies, Inc. (A) | 709 | 246,378 | |||
UiPath, Inc., Class A (A) | 8,998 | 113,465 | |||
Unity Software, Inc. (A) | 4,988 | 158,918 | |||
Upland Software, Inc. (A) | 553 | 4,496 | |||
UserTesting, Inc. (A) | 35 | 137 | |||
Varonis Systems, Inc. (A) | 1,938 | 51,396 | |||
Verint Systems, Inc. (A) | 1,230 | 41,303 | |||
Veritone, Inc. (A) | 504 | 2,838 | |||
Vertex, Inc., Class A (A) | 2,371 | 32,412 | |||
Viant Technology, Inc., Class A (A) | 801 | 3,372 | |||
VirnetX Holding Corp. (A) | 1,593 | 1,864 | |||
VMware, Inc., Class A | 6,982 | 743,304 | |||
Weave Communications, Inc. (A) | 191 | 965 | |||
Workday, Inc., Class A (A) | 4,297 | 654,089 | |||
Workiva, Inc. (A) | 906 | 70,487 | |||
Xperi Holdings Corp. | 2,083 | 29,454 | |||
Yext, Inc. (A) | 2,330 | 10,392 | |||
Zendesk, Inc. (A) | 2,137 | 162,626 | |||
Zeta Global Holdings Corp., Class A (A) | 2,980 | 19,698 | |||
Zoom Video Communications, Inc., Class A (A) | 5,082 | 373,984 | |||
Zscaler, Inc. (A) | 2,407 | 395,639 | |||
Zuora, Inc., Class A (A) | 2,245 | 16,568 | |||
57,563,564 | |||||
Technology hardware, storage and peripherals – 6.0% | |||||
3D Systems Corp. (A) | 2,231 | 17,803 | |||
Apple, Inc. | 272,711 | 37,688,645 | |||
Avid Technology, Inc. (A) | 850 | 19,771 | |||
Corsair Gaming, Inc. (A) | 1,436 | 16,299 | |||
CPI Card Group, Inc. (A) | 115 | 1,812 | |||
Dell Technologies, Inc., Class C | 4,397 | 150,245 | |||
Diebold Nixdorf, Inc. (A) | 1,599 | 3,902 | |||
Eastman Kodak Company (A) | 667 | 3,062 | |||
Hewlett Packard Enterprise Company | 21,657 | 259,451 | |||
HP, Inc. | 17,508 | 436,299 | |||
Immersion Corp. (A) | 809 | 4,441 | |||
Intevac, Inc. (A) | 745 | 3,464 |
302 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Technology hardware, storage and peripherals (continued) | |||||
IonQ, Inc. (A) | 2,837 | $ | 14,384 | ||
NetApp, Inc. | 3,738 | 231,195 | |||
Pure Storage, Inc., Class A (A) | 5,116 | 140,025 | |||
Turtle Beach Corp. (A) | 144 | 982 | |||
Western Digital Corp. (A) | 5,243 | 170,660 | |||
Xerox Holdings Corp. | 3,431 | 44,877 | |||
39,207,317 | |||||
157,634,619 | |||||
Materials – 2.3% | |||||
Chemicals – 1.3% | |||||
AdvanSix, Inc. | 524 | 16,820 | |||
Air Products & Chemicals, Inc. | 3,695 | 859,937 | |||
Albemarle Corp. | 1,970 | 520,947 | |||
American Vanguard Corp. | 728 | 13,614 | |||
Amyris, Inc. (A) | 4,982 | 14,547 | |||
Ashland, Inc. | 882 | 83,764 | |||
Aspen Aerogels, Inc. (A) | 612 | 5,643 | |||
Avient Corp. | 1,706 | 51,692 | |||
Axalta Coating Systems, Ltd. (A) | 3,825 | 80,555 | |||
Balchem Corp. | 457 | 55,562 | |||
Cabot Corp. | 1,012 | 64,657 | |||
Celanese Corp. | 1,702 | 153,759 | |||
CF Industries Holdings, Inc. | 3,508 | 337,645 | |||
Chase Corp. | 194 | 16,213 | |||
Corteva, Inc. | 12,048 | 688,543 | |||
CVR Nitrogen LP (A)(C) | 1,086 | 195 | |||
Diversey Holdings, Ltd. (A) | 4,552 | 22,123 | |||
Dow, Inc. | 12,067 | 530,103 | |||
DuPont de Nemours, Inc. | 8,559 | 431,374 | |||
Eastman Chemical Company | 2,143 | 152,260 | |||
Ecolab, Inc. | 4,747 | 685,562 | |||
Ecovyst, Inc. (A) | 2,904 | 24,510 | |||
FMC Corp. | 2,098 | 221,759 | |||
FutureFuel Corp. | 1,090 | 6,584 | |||
Ginkgo Bioworks Holdings, Inc. (A)(B) | 27,450 | 85,644 | |||
Hawkins, Inc. | 532 | 20,743 | |||
HB Fuller Company | 970 | 58,297 | |||
Huntsman Corp. | 3,470 | 85,154 | |||
Ingevity Corp. (A) | 715 | 43,350 | |||
Innospec, Inc. | 397 | 34,011 | |||
International Flavors & Fragrances, Inc. | 4,351 | 395,201 | |||
Intrepid Potash, Inc. (A) | 302 | 11,950 | |||
Koppers Holdings, Inc. | 482 | 10,016 | |||
Kronos Worldwide, Inc. | 2,526 | 23,593 | |||
Livent Corp. (A) | 2,960 | 90,724 | |||
LSB Industries, Inc. (A) | 1,182 | 16,844 | |||
Mativ Holdings, Inc. | 1,095 | 24,178 | |||
Minerals Technologies, Inc. | 469 | 23,173 | |||
NewMarket Corp. | 96 | 28,880 | |||
Olin Corp. | 2,586 | 110,888 | |||
Origin Materials, Inc. (A) | 1,904 | 9,825 | |||
PPG Industries, Inc. | 3,943 | 436,451 | |||
Quaker Chemical Corp. | 313 | 45,191 | |||
Rayonier Advanced Materials, Inc. (A) | 1,194 | 3,761 | |||
RPM International, Inc. | 2,026 | 168,786 | |||
Sensient Technologies Corp. | 716 | 49,647 | |||
Stepan Company | 50 | 4,684 | |||
The Chemours Company | 2,664 | 65,668 | |||
The Mosaic Company | 6,083 | 293,991 | |||
The Scotts Miracle-Gro Company | 1,019 | 43,562 | |||
The Sherwin-Williams Company | 4,339 | 888,410 | |||
Tredegar Corp. | 832 | 7,854 | |||
Valhi, Inc. | 622 | 15,650 | |||
Valvoline, Inc. | 2,977 | 75,437 | |||
Westlake Chemical Partners LP | 799 | 17,179 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Chemicals (continued) | |||||
Westlake Corp. | 2,089 | $ | 181,492 | ||
Zymergen, Inc. (A) | 2,081 | 5,785 | |||
8,414,387 | |||||
Construction materials – 0.1% | |||||
Eagle Materials, Inc. | 669 | 71,703 | |||
Martin Marietta Materials, Inc. | 984 | 316,937 | |||
Summit Materials, Inc., Class A (A) | 2,191 | 52,496 | |||
United States Lime & Minerals, Inc. | 134 | 13,695 | |||
Vulcan Materials Company | 2,073 | 326,933 | |||
781,764 | |||||
Containers and packaging – 0.3% | |||||
AptarGroup, Inc. | 916 | 87,047 | |||
Avery Dennison Corp. | 1,341 | 218,181 | |||
Ball Corp. | 5,276 | 254,936 | |||
Berry Global Group, Inc. (A) | 2,045 | 95,154 | |||
Crown Holdings, Inc. | 2,028 | 164,329 | |||
Graphic Packaging Holding Company | 5,169 | 102,036 | |||
Greif, Inc., Class A | 815 | 48,550 | |||
International Paper Company | 6,072 | 192,482 | |||
Myers Industries, Inc. | 844 | 13,901 | |||
O-I Glass, Inc. (A) | 2,703 | 35,004 | |||
Packaging Corp. of America | 1,491 | 167,424 | |||
Pactiv Evergreen, Inc. | 2,656 | 23,187 | |||
Sealed Air Corp. | 2,299 | 102,328 | |||
Silgan Holdings, Inc. | 1,469 | 61,757 | |||
Sonoco Products Company | 1,488 | 84,414 | |||
TriMas Corp. | 1,020 | 25,571 | |||
Westrock Company | 4,451 | 137,491 | |||
1,813,792 | |||||
Metals and mining – 0.6% | |||||
Alcoa Corp. | 3,147 | 105,928 | |||
Alpha Metallurgical Resources, Inc. | 330 | 45,157 | |||
Arconic Corp. (A) | 1,979 | 33,722 | |||
ATI, Inc. (A) | 2,292 | 60,990 | |||
Carpenter Technology Corp. | 974 | 30,330 | |||
Century Aluminum Company (A) | 1,740 | 9,187 | |||
Cleveland-Cliffs, Inc. (A) | 8,588 | 115,680 | |||
Coeur Mining, Inc. (A) | 4,942 | 16,902 | |||
Commercial Metals Company | 1,876 | 66,560 | |||
Compass Minerals International, Inc. | 664 | 25,584 | |||
Freeport-McMoRan, Inc. | 24,375 | 666,169 | |||
Gatos Silver, Inc. (A) | 868 | 2,326 | |||
Haynes International, Inc. | 334 | 11,730 | |||
Hecla Mining Company | 9,827 | 38,718 | |||
Kaiser Aluminum Corp. | 336 | 20,614 | |||
Materion Corp. | 423 | 33,840 | |||
MP Materials Corp. (A) | 2,977 | 81,272 | |||
Newmont Corp. | 13,724 | 576,820 | |||
Nucor Corp. | 4,410 | 471,826 | |||
Olympic Steel, Inc. | 325 | 7,413 | |||
Pan American Silver Corp., CVR (A) | 7,232 | 4,166 | |||
Ramaco Resources, Inc. | 575 | 5,290 | |||
Reliance Steel & Aluminum Company | 900 | 156,969 | |||
Royal Gold, Inc. | 1,062 | 99,637 | |||
Ryerson Holding Corp. | 738 | 18,996 | |||
Schnitzer Steel Industries, Inc., Class A | 547 | 15,568 | |||
Southern Copper Corp. | 13,087 | 586,821 | |||
Steel Dynamics, Inc. | 3,028 | 214,837 | |||
SunCoke Energy, Inc. | 2,119 | 12,311 | |||
TimkenSteel Corp. (A) | 1,005 | 15,065 | |||
U.S. Steel Corp. | 4,301 | 77,934 | |||
Warrior Met Coal, Inc. | 935 | 26,591 |
303 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Metals and mining (continued) | |||||
Worthington Industries, Inc. | 793 | $ | 30,245 | ||
3,685,198 | |||||
Paper and forest products – 0.0% | |||||
Clearwater Paper Corp. (A) | 390 | 14,664 | |||
Glatfelter Corp. | 999 | 3,107 | |||
Louisiana-Pacific Corp. | 1,205 | 61,684 | |||
Sylvamo Corp. | 673 | 22,815 | |||
102,270 | |||||
14,797,411 | |||||
Real estate – 3.2% | |||||
Equity real estate investment trusts – 3.0% | |||||
Acadia Realty Trust | 1,860 | 23,473 | |||
Agree Realty Corp. | 883 | 59,673 | |||
Alexander & Baldwin, Inc. | 1,506 | 24,969 | |||
Alexander's, Inc. | 108 | 22,568 | |||
Alexandria Real Estate Equities, Inc. | 2,408 | 337,578 | |||
American Assets Trust, Inc. | 1,261 | 32,433 | |||
American Homes 4 Rent, Class A | 6,051 | 198,533 | |||
American Tower Corp. | 7,625 | 1,637,088 | |||
Americold Realty Trust, Inc. | 4,031 | 99,163 | |||
Apartment Income REIT Corp. | 2,951 | 113,968 | |||
Apartment Investment and Management Company, Class A | 3,114 | 22,732 | |||
Apple Hospitality REIT, Inc. | 4,472 | 62,876 | |||
Armada Hoffler Properties, Inc. | 1,229 | 12,757 | |||
Ashford Hospitality Trust, Inc. (A) | 444 | 3,024 | |||
AvalonBay Communities, Inc. | 2,283 | 420,506 | |||
Bluerock Residential Growth REIT, Inc. | 683 | 18,270 | |||
Boston Properties, Inc. | 2,684 | 201,219 | |||
Braemar Hotels & Resorts, Inc. | 978 | 4,205 | |||
Brandywine Realty Trust | 3,757 | 25,360 | |||
Brixmor Property Group, Inc. | 5,578 | 103,026 | |||
Broadstone Net Lease, Inc. | 1,879 | 29,181 | |||
BRT Apartments Corp. | 385 | 7,819 | |||
Camden Property Trust | 1,440 | 172,008 | |||
CareTrust REIT, Inc. | 2,053 | 37,180 | |||
Centerspace | 226 | 15,214 | |||
Chatham Lodging Trust (A) | 1,057 | 10,433 | |||
Community Healthcare Trust, Inc. | 472 | 15,458 | |||
Corporate Office Properties Trust | 2,351 | 54,614 | |||
Cousins Properties, Inc. | 2,993 | 69,887 | |||
Crown Castle, Inc. | 7,258 | 1,049,144 | |||
CubeSmart | 3,744 | 149,985 | |||
DiamondRock Hospitality Company | 4,163 | 31,264 | |||
Digital Realty Trust, Inc. | 4,884 | 484,395 | |||
Diversified Healthcare Trust | 5,157 | 5,106 | |||
Douglas Emmett, Inc. | 3,408 | 61,105 | |||
Duke Realty Corp. | 6,587 | 317,493 | |||
Easterly Government Properties, Inc. | 1,561 | 24,617 | |||
EastGroup Properties, Inc. | 743 | 107,245 | |||
Empire State Realty Trust, Inc., Class A | 3,543 | 23,242 | |||
EPR Properties | 1,457 | 52,248 | |||
Equinix, Inc. | 1,546 | 879,427 | |||
Equity LifeStyle Properties, Inc. | 2,967 | 186,446 | |||
Equity Residential | 6,358 | 427,385 | |||
Essential Properties Realty Trust, Inc. | 1,463 | 28,455 | |||
Essex Property Trust, Inc. | 922 | 223,336 | |||
Extra Space Storage, Inc. | 2,270 | 392,052 | |||
Farmland Partners, Inc. | 930 | 11,783 | |||
Federal Realty Investment Trust | 1,450 | 130,674 | |||
First Industrial Realty Trust, Inc. | 2,476 | 110,950 | |||
Four Corners Property Trust, Inc. | 1,453 | 35,148 | |||
Franklin Street Properties Corp. | 2,261 | 5,946 | |||
Gaming and Leisure Properties, Inc. | 4,359 | 192,842 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Equity real estate investment trusts (continued) | |||||
Getty Realty Corp. | 966 | $ | 25,976 | ||
Gladstone Commercial Corp. | 793 | 12,292 | |||
Gladstone Land Corp. | 706 | 12,779 | |||
Global Medical REIT, Inc. | 854 | 7,276 | |||
Global Net Lease, Inc. | 1,979 | 21,076 | |||
Healthcare Realty Trust, Inc. | 6,939 | 144,678 | |||
Healthpeak Properties, Inc. | 9,580 | 219,574 | |||
Hersha Hospitality Trust, Class A | 1,005 | 8,020 | |||
Highwoods Properties, Inc. | 2,063 | 55,618 | |||
Host Hotels & Resorts, Inc. | 12,499 | 198,484 | |||
Hudson Pacific Properties, Inc. | 3,068 | 33,595 | |||
Independence Realty Trust, Inc. | 2,095 | 35,049 | |||
Indus Realty Trust, Inc. | 186 | 9,741 | |||
Industrial Logistics Properties Trust | 1,490 | 8,195 | |||
Innovative Industrial Properties, Inc. | 372 | 32,922 | |||
Invitation Homes, Inc. | 10,409 | 351,512 | |||
Iron Mountain, Inc. | 4,992 | 219,498 | |||
iStar, Inc. | 1,236 | 11,445 | |||
JBG SMITH Properties | 2,682 | 49,832 | |||
Kilroy Realty Corp. | 2,154 | 90,705 | |||
Kimco Realty Corp. | 10,989 | 202,307 | |||
Kite Realty Group Trust | 4,091 | 70,447 | |||
Lamar Advertising Company, Class A | 1,785 | 147,245 | |||
Life Storage, Inc. | 1,345 | 148,972 | |||
LTC Properties, Inc. | 837 | 31,346 | |||
LXP Industrial Trust | 5,323 | 48,759 | |||
Medical Properties Trust, Inc. | 10,170 | 120,616 | |||
Mid-America Apartment Communities, Inc. | 1,807 | 280,211 | |||
National Health Investors, Inc. | 880 | 49,746 | |||
National Retail Properties, Inc. | 3,330 | 132,734 | |||
National Storage Affiliates Trust | 1,224 | 50,894 | |||
Necessity Retail REIT, Inc. | 2,393 | 14,071 | |||
New York REIT Liquidating LLC (A)(C) | 457 | 7,229 | |||
NexPoint Residential Trust, Inc. | 522 | 24,122 | |||
Office Properties Income Trust | 1,104 | 15,511 | |||
Omega Healthcare Investors, Inc. | 4,418 | 130,287 | |||
One Liberty Properties, Inc. | 547 | 11,498 | |||
Orion Office REIT, Inc. | 983 | 8,601 | |||
Outfront Media, Inc. | 2,732 | 41,499 | |||
Paramount Group, Inc. | 4,815 | 29,997 | |||
Park Hotels & Resorts, Inc. | 4,447 | 50,073 | |||
Pebblebrook Hotel Trust | 2,611 | 37,886 | |||
Phillips Edison & Company, Inc. | 1,416 | 39,719 | |||
Physicians Realty Trust | 3,981 | 59,874 | |||
Piedmont Office Realty Trust, Inc., Class A | 2,477 | 26,157 | |||
Plymouth Industrial REIT, Inc. | 429 | 7,211 | |||
PotlatchDeltic Corp. | 1,637 | 67,182 | |||
Prologis, Inc. | 12,507 | 1,270,711 | |||
Public Storage | 2,878 | 842,707 | |||
Rayonier, Inc. | 2,771 | 83,047 | |||
Realty Income Corp. | 9,835 | 572,397 | |||
Regency Centers Corp. | 3,144 | 169,304 | |||
Retail Opportunity Investments Corp. | 2,507 | 34,496 | |||
Rexford Industrial Realty, Inc. | 2,347 | 122,044 | |||
RLJ Lodging Trust | 3,441 | 34,823 | |||
RPT Realty | 1,545 | 11,680 | |||
Ryman Hospitality Properties, Inc. | 1,027 | 75,577 | |||
Sabra Health Care REIT, Inc. | 4,102 | 53,818 | |||
Safehold, Inc. | 890 | 23,549 | |||
Saul Centers, Inc. | 494 | 18,525 | |||
SBA Communications Corp. | 1,786 | 508,385 | |||
Service Properties Trust | 3,498 | 18,155 | |||
Simon Property Group, Inc. | 5,602 | 502,780 |
304 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Equity real estate investment trusts (continued) | |||||
SITE Centers Corp. | 4,024 | $ | 43,097 | ||
SL Green Realty Corp. | 172 | 6,908 | |||
Spirit Realty Capital, Inc. | 2,024 | 73,188 | |||
STAG Industrial, Inc. | 2,912 | 82,788 | |||
STORE Capital Corp. | 4,908 | 153,768 | |||
Summit Hotel Properties, Inc. | 2,173 | 14,603 | |||
Sun Communities, Inc. | 1,906 | 257,939 | |||
Sunstone Hotel Investors, Inc. | 4,424 | 41,674 | |||
Tanger Factory Outlet Centers, Inc. | 1,977 | 27,045 | |||
Terreno Realty Corp. | 1,416 | 75,034 | |||
The Macerich Company | 3,197 | 25,384 | |||
UDR, Inc. | 5,225 | 217,935 | |||
UMH Properties, Inc. | 958 | 15,472 | |||
Uniti Group, Inc. | 4,136 | 28,745 | |||
Universal Health Realty Income Trust | 293 | 12,661 | |||
Urban Edge Properties | 2,372 | 31,642 | |||
Urstadt Biddle Properties, Inc., Class A | 889 | 13,788 | |||
Ventas, Inc. | 6,972 | 280,065 | |||
Veris Residential, Inc. (A) | 1,996 | 22,695 | |||
VICI Properties, Inc. | 13,685 | 408,497 | |||
Vornado Realty Trust | 3,603 | 83,445 | |||
Washington Real Estate Investment Trust | 1,739 | 30,537 | |||
Welltower, Inc. | 7,629 | 490,697 | |||
Weyerhaeuser Company | 12,552 | 358,485 | |||
Whitestone REIT | 991 | 8,384 | |||
WP Carey, Inc. | 3,360 | 234,528 | |||
Xenia Hotels & Resorts, Inc. | 2,341 | 32,282 | |||
19,581,248 | |||||
Real estate management and development – 0.2% | |||||
CBRE Group, Inc., Class A (A) | 5,605 | 378,394 | |||
Compass, Inc., Class A (A) | 6,964 | 16,156 | |||
DigitalBridge Group, Inc. | 2,286 | 28,598 | |||
Doma Holdings, Inc. (A) | 5,923 | 2,603 | |||
Douglas Elliman, Inc. | 1,405 | 5,761 | |||
eXp World Holdings, Inc. | 2,650 | 29,707 | |||
Fathom Holdings, Inc. (A) | 187 | 991 | |||
Five Point Holdings LLC, Class A (A) | 2,953 | 7,678 | |||
Forestar Group, Inc. (A) | 1,120 | 12,533 | |||
FRP Holdings, Inc. (A) | 258 | 14,025 | |||
Jones Lang LaSalle, Inc. (A) | 864 | 130,524 | |||
Kennedy-Wilson Holdings, Inc. | 2,863 | 44,262 | |||
Marcus & Millichap, Inc. | 768 | 25,175 | |||
Maui Land & Pineapple Company, Inc. (A) | 514 | 4,734 | |||
Newmark Group, Inc., Class A | 3,701 | 29,830 | |||
Offerpad Solutions, Inc. (A) | 3,542 | 4,286 | |||
Opendoor Technologies, Inc. (A) | 10,757 | 33,454 | |||
Rafael Holdings, Inc., Class B (A) | 347 | 625 | |||
RE/MAX Holdings, Inc., Class A | 431 | 8,150 | |||
Redfin Corp. (A) | 1,922 | 11,224 | |||
Seritage Growth Properties, Class A (A) | 866 | 7,811 | |||
Tejon Ranch Company (A) | 613 | 8,827 | |||
The Howard Hughes Corp. (A) | 903 | 50,017 | |||
The RMR Group, Inc., Class A | 663 | 15,706 | |||
The St. Joe Company | 1,186 | 37,988 | |||
Zillow Group, Inc., Class A (A) | 45 | 1,288 | |||
Zillow Group, Inc., Class C (A) | 4,074 | 116,557 | |||
1,026,904 | |||||
20,608,152 | |||||
Utilities – 2.8% | |||||
Electric utilities – 1.7% | |||||
ALLETE, Inc. | 1,037 | 51,902 | |||
Alliant Energy Corp. | 3,250 | 172,218 | |||
American Electric Power Company, Inc. | 8,441 | 729,724 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Electric utilities (continued) | |||||
Avangrid, Inc. | 5,835 | $ | 243,320 | ||
Constellation Energy Corp. | 5,643 | 469,441 | |||
Duke Energy Corp. | 12,867 | 1,196,888 | |||
Edison International | 6,537 | 369,863 | |||
Entergy Corp. | 3,364 | 338,519 | |||
Evergy, Inc. | 3,974 | 236,056 | |||
Eversource Energy | 5,745 | 447,880 | |||
Exelon Corp. | 16,513 | 618,577 | |||
FirstEnergy Corp. | 9,491 | 351,167 | |||
Genie Energy, Ltd., B Shares | 706 | 6,601 | |||
Hawaiian Electric Industries, Inc. | 1,834 | 63,566 | |||
IDACORP, Inc. | 860 | 85,149 | |||
MGE Energy, Inc. | 751 | 49,288 | |||
NextEra Energy, Inc. | 32,983 | 2,586,197 | |||
NRG Energy, Inc. | 3,773 | 144,393 | |||
OGE Energy Corp. | 3,672 | 133,881 | |||
Otter Tail Corp. | 769 | 47,309 | |||
PG&E Corp. (A) | 34,023 | 425,288 | |||
Pinnacle West Capital Corp. | 1,796 | 115,860 | |||
PNM Resources, Inc. | 1,621 | 74,128 | |||
Portland General Electric Company | 1,697 | 73,752 | |||
PPL Corp. | 12,531 | 317,661 | |||
The Southern Company | 17,738 | 1,206,184 | |||
Via Renewables, Inc. | 849 | 5,867 | |||
Xcel Energy, Inc. | 9,079 | 581,056 | |||
11,141,735 | |||||
Gas utilities – 0.1% | |||||
Atmos Energy Corp. | 2,179 | 221,931 | |||
Chesapeake Utilities Corp. | 353 | 40,733 | |||
National Fuel Gas Company | 1,547 | 95,218 | |||
New Jersey Resources Corp. | 1,858 | 71,905 | |||
Northwest Natural Holding Company | 666 | 28,891 | |||
ONE Gas, Inc. | 951 | 66,941 | |||
RGC Resources, Inc. | 260 | 5,476 | |||
South Jersey Industries, Inc. | 1,973 | 65,938 | |||
Southwest Gas Holdings, Inc. | 848 | 59,148 | |||
Spire, Inc. | 960 | 59,837 | |||
Star Group LP | 997 | 8,106 | |||
Suburban Propane Partners LP | 1,423 | 21,416 | |||
UGI Corp. | 3,409 | 110,213 | |||
855,753 | |||||
Independent power and renewable electricity producers – 0.1% | |||||
Brookfield Renewable Corp., Class A | 270 | 8,824 | |||
Clearway Energy, Inc., Class A | 1,164 | 33,872 | |||
Clearway Energy, Inc., Class C | 1,928 | 61,407 | |||
Montauk Renewables, Inc. (A) | 2,059 | 35,909 | |||
NextEra Energy Partners LP | 1,301 | 94,075 | |||
Ormat Technologies, Inc. | 1,010 | 87,062 | |||
Sunnova Energy International, Inc. (A) | 1,925 | 42,504 | |||
The AES Corp. | 11,543 | 260,872 | |||
Vistra Corp. | 7,625 | 160,125 | |||
784,650 | |||||
Multi-utilities – 0.8% | |||||
Ameren Corp. | 4,077 | 328,402 | |||
Avista Corp. | 1,415 | 52,426 | |||
Black Hills Corp. | 1,108 | 75,045 | |||
CenterPoint Energy, Inc. | 10,525 | 296,595 | |||
CMS Energy Corp. | 4,778 | 278,271 | |||
Consolidated Edison, Inc. | 5,366 | 460,188 | |||
Dominion Energy, Inc. | 13,736 | 949,295 | |||
DTE Energy Company | 3,196 | 367,700 | |||
NiSource, Inc. | 7,095 | 178,723 | |||
NorthWestern Corp. | 981 | 48,344 |
305 |
Shares or Principal Amount | Value | ||||
COMMON STOCKS (continued) | |||||
Multi-utilities (continued) | |||||
Public Service Enterprise Group, Inc. | 8,609 | $ | 484,084 | ||
Sempra Energy | 5,251 | 787,335 | |||
Unitil Corp. | 366 | 17,001 | |||
WEC Energy Group, Inc. | 5,228 | 467,540 | |||
4,790,949 | |||||
Water utilities – 0.1% | |||||
American States Water Company | 703 | 54,799 | |||
American Water Works Company, Inc. | 3,014 | 392,302 | |||
Artesian Resources Corp., Class A | 287 | 13,810 | |||
Cadiz, Inc. (A) | 752 | 1,429 | |||
California Water Service Group | 1,017 | 53,586 | |||
Essential Utilities, Inc. | 3,802 | 157,327 | |||
Global Water Resources, Inc. | 678 | 7,953 | |||
Middlesex Water Company | 324 | 25,013 | |||
Pure Cycle Corp. (A) | 700 | 5,845 | |||
SJW Group | 625 | 36,000 | |||
The York Water Company | 308 | 11,836 | |||
759,900 | |||||
18,332,987 | |||||
TOTAL COMMON STOCKS (Cost $341,587,615) | $ | 634,796,672 | |||
PREFERRED SECURITIES – 0.0% | |||||
Communication services – 0.0% | |||||
Entertainment – 0.0% | |||||
AMC Entertainment Holdings, Inc. (A) | 9,060 | 24,553 | |||
Consumer discretionary – 0.0% | |||||
Internet and direct marketing retail – 0.0% | |||||
Qurate Retail, Inc., 8.000% | 260 | 11,840 | |||
Industrials – 0.0% | |||||
Industrial conglomerates – 0.0% | |||||
Steel Partners Holdings LP, 6.000% | 510 | 11,873 | |||
Information technology – 0.0% | |||||
Semiconductors and semiconductor equipment – 0.0% | |||||
Meta Materials, Inc. (A)(B) | 2,456 | 3,782 | |||
TOTAL PREFERRED SECURITIES (Cost $219,426) | $ | 52,048 | |||
WARRANTS – 0.0% | |||||
Battalion Oil Corp. (Expiration Date: 10-8-22; Strike Price: $40.17) (A)(C) | 46 | 0 | |||
Battalion Oil Corp. (Expiration Date: 10-8-22; Strike Price: $48.28) (A)(C) | 57 | 0 | |||
Battalion Oil Corp. (Expiration Date: 10-8-22; Strike Price: $60.45) (A)(C) | 74 | 0 |
Shares or Principal Amount | Value | ||||
WARRANTS (continued) | |||||
Chord Energy Corp. (Expiration Date: 11-19-24; Strike Price: $90.57) (A) | 31 | $ | 1,969 | ||
Denbury, Inc. (Expiration Date: 9-18-23; Strike Price: $35.41) (A) | 23 | 1,231 | |||
Education Management Corp. (A)(D) | 4,333 | 0 | |||
Hycroft Mining Holding Corp. (Expiration Date: 10-22-22; Strike Price: $40.31) (A) | 196 | 11 | |||
Nabors Industries, Ltd. (Expiration Date: 6-11-26; Strike Price: $166.67) (A) | 77 | 1,398 | |||
Tidewater, Inc., Class A (Expiration Date: 7-31-23; Strike Price: $57.06) (A) | 66 | 43 | |||
Tidewater, Inc., Class B (Expiration Date: 7-31-23; Strike Price: $62.28) (A) | 71 | 40 | |||
TOTAL WARRANTS (Cost $120,229) | $ | 4,692 | |||
SHORT-TERM INVESTMENTS – 2.6% | |||||
Short-term funds – 2.6% | |||||
John Hancock Collateral Trust, 3.0556% (E)(F) | 1,722,500 | 17,211,220 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $17,212,956) | $ | 17,211,220 | |||
Total Investments (Total Stock Market Index Trust) (Cost $359,140,226) – 100.2% | $ | 652,064,632 | |||
Other assets and liabilities, net – (0.2%) | (1,607,439) | ||||
TOTAL NET ASSETS – 100.0% | $ | 650,457,193 |
Security Abbreviations and Legend | |
ADR | American Depositary Receipt |
CVR | Contingent Value Right |
(A) | Non-income producing security. |
(B) | All or a portion of this security is on loan as of 9-30-22. The value of securities on loan amounted to $3,833,523. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $265,472 in the form of U.S. Treasuries was pledged to the fund. |
(C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
(D) | Strike price and/or expiration date not available. |
(E) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(F) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Cash collateral received for securities lending amounted to $4,033,080. |
Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
Russell 2000 E-Mini Index Futures | 30 | Long | Dec 2022 | $2,718,062 | $2,504,700 | $(213,362) |
S&P 500 E-Mini Index Futures | 74 | Long | Dec 2022 | 14,610,537 | 13,325,550 | (1,284,987) |
$(1,498,349) |
306 |
Shares or Principal Amount | Value | ||||
U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 0.7% | |||||
U.S. Government Agency – 0.7% | |||||
Federal Home Loan Mortgage Corp. | |||||
2.165%, (6 month LIBOR + 1.515%), 12/01/2035 (A) | $ | 28,603 | $ | 29,242 | |
2.773%, (12 month LIBOR + 1.589%), 05/01/2037 (A) | 54,724 | 55,234 | |||
2.813%, (1 Year CMT + 2.084%), 12/01/2035 (A) | 93,611 | 95,952 | |||
2.815%, (6 month LIBOR + 1.565%), 12/01/2036 (A) | 21,054 | 21,340 | |||
3.087%, (1 Year CMT + 2.165%), 11/01/2036 (A) | 69,762 | 71,663 | |||
3.321%, (12 month LIBOR + 1.605%), 02/01/2036 (A) | 42,701 | 43,261 | |||
3.341%, (1 Year CMT + 2.231%), 05/01/2034 (A) | 94,734 | 96,837 | |||
3.385%, (12 month LIBOR + 1.638%), 09/01/2043 (A) | 212,288 | 215,681 | |||
3.697%, (12 month LIBOR + 1.447%), 06/01/2036 (A) | 15,266 | 15,504 | |||
4.295%, (1 Year CMT + 2.295%), 08/01/2035 (A) | 59,518 | 61,724 | |||
Federal National Mortgage Association | |||||
2.169%, (12 month LIBOR + 1.295%), 10/01/2038 (A) | 29,758 | 29,836 | |||
2.272%, (1 Year CMT + 2.147%), 01/01/2036 (A) | 31,754 | 32,589 | |||
2.329%, (1 Year CMT + 2.195%), 02/01/2035 (A) | 105,880 | 109,389 | |||
2.418%, (1 Year CMT + 2.195%), 05/01/2036 (A) | 140,037 | 143,771 | |||
2.467%, (12 month LIBOR + 1.441%), 04/01/2035 (A) | 238,541 | 239,942 | |||
2.648%, (1 Year CMT + 2.173%), 01/01/2036 (A) | 98,853 | 101,293 | |||
2.735%, (1 Year CMT + 2.333%), 05/01/2034 (A) | 43,567 | 44,780 | |||
3.034%, (12 month LIBOR + 1.563%), 07/01/2035 (A) | 132,133 | 133,489 | |||
3.485%, (1 Year CMT + 2.273%), 07/01/2035 (A) | 81,523 | 84,321 | |||
3.564%, (6 month LIBOR + 1.521%), 02/01/2035 (A) | 53,856 | 55,420 | |||
3.694%, (6 month LIBOR + 1.489%), 10/01/2035 (A) | 108,791 | 111,609 | |||
Government National Mortgage Association 1.625%, (1 Year CMT + 1.500%), 08/20/2032 (A) | 98,589 | 96,915 | |||
1,889,792 | |||||
TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $1,942,228) | $ | 1,889,792 | |||
CORPORATE BONDS – 52.6% | |||||
Communication services – 1.6% | |||||
AT&T, Inc. 0.900%, 03/25/2024 | 1,445,000 | 1,366,654 | |||
Comcast Corp. 3.700%, 04/15/2024 | 2,000,000 | 1,966,980 | |||
Warnermedia Holdings, Inc. 3.638%, 03/15/2025 (B) | 1,111,000 | 1,052,141 | |||
4,385,775 | |||||
Consumer discretionary – 10.1% | |||||
Amazon.com, Inc. | |||||
0.450%, 05/12/2024 | 4,455,000 | 4,176,234 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Consumer discretionary (continued) | |||||
Amazon.com, Inc. (continued) | |||||
2.730%, 04/13/2024 | $ | 2,000,000 | $ | 1,953,996 | |
American Honda Finance Corp. | |||||
0.650%, 09/08/2023 | 2,000,000 | 1,925,607 | |||
3.550%, 01/12/2024 | 2,000,000 | 1,970,065 | |||
Booking Holdings, Inc. 3.650%, 03/15/2025 | 2,000,000 | 1,939,718 | |||
eBay, Inc. 2.750%, 01/30/2023 | 3,000,000 | 2,981,783 | |||
General Motors Financial Company, Inc. 5.100%, 01/17/2024 | 2,000,000 | 1,992,715 | |||
Hyundai Capital America 0.800%, 01/08/2024 (B) | 3,000,000 | 2,822,282 | |||
Nissan Motor Acceptance Company LLC 3.875%, 09/21/2023 (B) | 1,500,000 | 1,473,180 | |||
Toyota Motor Credit Corp. 3.350%, 01/08/2024 | 3,360,000 | 3,310,659 | |||
Volkswagen Group of America Finance LLC 3.125%, 05/12/2023 (B) | 3,000,000 | 2,966,490 | |||
27,512,729 | |||||
Consumer staples – 0.5% | |||||
Walmart, Inc. 2.850%, 07/08/2024 | 1,370,000 | 1,330,943 | |||
Energy – 3.9% | |||||
Aker BP ASA 3.000%, 01/15/2025 (B) | 1,415,000 | 1,325,437 | |||
Energy Transfer LP 4.500%, 11/01/2023 | 3,000,000 | 2,973,694 | |||
Enterprise Products Operating LLC 3.900%, 02/15/2024 | 2,000,000 | 1,964,017 | |||
MPLX LP 4.875%, 06/01/2025 | 1,500,000 | 1,469,926 | |||
The Williams Companies, Inc. 4.500%, 11/15/2023 | 3,000,000 | 2,983,537 | |||
10,716,611 | |||||
Financials – 24.8% | |||||
Ally Financial, Inc. 3.875%, 05/21/2024 | 2,000,000 | 1,953,966 | |||
American Express Company 3.400%, 02/22/2024 | 3,000,000 | 2,945,411 | |||
Athene Global Funding 0.950%, 01/08/2024 (B) | 3,000,000 | 2,823,789 | |||
Bank of America Corp. | |||||
0.523%, (0.523% to 6-14-23, then SOFR + 0.410%), 06/14/2024 | 2,855,000 | 2,757,400 | |||
4.000%, 04/01/2024 | 2,000,000 | 1,976,948 | |||
Bank of Montreal 2.150%, 03/08/2024 | 3,000,000 | 2,884,298 | |||
Barclays PLC 3.932%, (3.932% to 5-7-24, then 3 month LIBOR + 1.610%), 05/07/2025 | 2,000,000 | 1,923,469 | |||
Brighthouse Financial Global Funding | |||||
0.600%, 06/28/2023 (B) | 1,000,000 | 968,687 | |||
2.925%, (SOFR + 0.760%), 04/12/2024 (A)(B) | 2,000,000 | 1,980,935 | |||
Capital One Financial Corp. 3.750%, 04/24/2024 | 3,176,000 | 3,108,607 | |||
Citigroup, Inc. 3.352%, (3.352% to 4-24-24, then 3 month LIBOR + 0.897%), 04/24/2025 | 3,000,000 | 2,893,095 | |||
Credit Agricole SA 3.750%, 04/24/2023 (B) | 2,000,000 | 1,985,316 |
307 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Financials (continued) | |||||
Fifth Third Bancorp 3.650%, 01/25/2024 | $ | 3,000,000 | $ | 2,944,097 | |
Five Corners Funding Trust 4.419%, 11/15/2023 (B) | 3,000,000 | 2,971,882 | |||
JPMorgan Chase & Co. 1.514%, (1.514% to 6-1-23, then SOFR + 1.455%), 06/01/2024 | 5,000,000 | 4,881,374 | |||
Lloyds Banking Group PLC 2.907%, (2.907% to 11-7-22, then 3 month LIBOR + 0.810%), 11/07/2023 | 2,000,000 | 1,995,331 | |||
Morgan Stanley | |||||
3.737%, (3.737% to 4-24-23, then 3 month LIBOR + 0.847%), 04/24/2024 | 3,000,000 | 2,968,536 | |||
3.875%, 04/29/2024 | 2,000,000 | 1,963,423 | |||
Santander Holdings USA, Inc. 3.244%, 10/05/2026 | 3,000,000 | 2,684,502 | |||
The Bank of New York Mellon Corp. 3.450%, 08/11/2023 | 3,000,000 | 2,977,061 | |||
The Bank of Nova Scotia 1.950%, 02/01/2023 | 3,000,000 | 2,973,598 | |||
The Goldman Sachs Group, Inc. 1.217%, 12/06/2023 | 3,000,000 | 2,876,300 | |||
The Toronto-Dominion Bank 0.450%, 09/11/2023 | 2,000,000 | 1,917,503 | |||
UBS Group AG 1.008%, (1.008% to 7-30-23, then 1 Year CMT + 0.830%), 07/30/2024 (B) | 3,000,000 | 2,894,402 | |||
Wells Fargo & Company | |||||
3.300%, 09/09/2024 | 2,765,000 | 2,666,270 | |||
3.750%, 01/24/2024 | 3,000,000 | 2,953,201 | |||
67,869,401 | |||||
Health care – 2.2% | |||||
AbbVie, Inc. 2.850%, 05/14/2023 | 1,001,000 | 990,048 | |||
Boston Scientific Corp. 1.900%, 06/01/2025 | 1,000,000 | 919,074 | |||
Cigna Corp. 0.613%, 03/15/2024 | 3,000,000 | 2,824,181 | |||
UnitedHealth Group, Inc. 3.500%, 02/15/2024 | 1,360,000 | 1,338,753 | |||
6,072,056 | |||||
Industrials – 1.4% | |||||
AerCap Ireland Capital DAC 3.150%, 02/15/2024 | 2,000,000 | 1,920,813 | |||
The Boeing Company 1.433%, 02/04/2024 | 2,000,000 | 1,899,915 | |||
3,820,728 | |||||
Information technology – 4.3% | |||||
Apple, Inc. | |||||
0.750%, 05/11/2023 | 2,000,000 | 1,960,018 | |||
2.850%, 05/11/2024 | 2,000,000 | 1,950,704 | |||
NXP BV 4.875%, 03/01/2024 | 3,000,000 | 2,964,490 | |||
Oracle Corp. 2.625%, 02/15/2023 | 3,000,000 | 2,980,825 | |||
VMware, Inc. 0.600%, 08/15/2023 | 2,000,000 | 1,925,536 | |||
11,781,573 | |||||
Materials – 2.0% | |||||
Georgia-Pacific LLC 0.625%, 05/15/2024 (B) | 3,000,000 | 2,785,698 |
Shares or Principal Amount | Value | ||||
CORPORATE BONDS (continued) | |||||
Materials (continued) | |||||
Graphic Packaging International LLC 0.821%, 04/15/2024 (B) | $ | 3,000,000 | $ | 2,786,069 | |
5,571,767 | |||||
Utilities – 1.8% | |||||
Alexander Funding Trust 1.841%, 11/15/2023 (B) | 3,000,000 | 2,807,181 | |||
Eversource Energy 2.800%, 05/01/2023 | 2,000,000 | 1,979,189 | |||
4,786,370 | |||||
TOTAL CORPORATE BONDS (Cost $148,850,815) | $ | 143,847,953 | |||
MUNICIPAL BONDS – 0.7% | |||||
Port Authority of New York & New Jersey 1.086%, 07/01/2023 | 2,000,000 | 1,949,681 | |||
TOTAL MUNICIPAL BONDS (Cost $2,000,000) | $ | 1,949,681 | |||
COLLATERALIZED MORTGAGE OBLIGATIONS – 0.4% | |||||
Commercial and residential – 0.2% | |||||
BX Commercial Mortgage Trust Series 2022-AHP, Class A (1 month CME Term SOFR + 0.990%) 3.835%, 01/17/2039 (A)(B) | 408,000 | 391,138 | |||
COLT Mortgage Loan Trust Series 2020-3, Class A1 1.506%, 04/27/2065 (B)(C) | 191,077 | 180,565 | |||
571,703 | |||||
U.S. Government Agency – 0.2% | |||||
Federal National Mortgage Association Series 2013-10, Class FT (1 month LIBOR + 0.350%) 3.434%, 04/25/2042 (A) | 526,801 | 519,314 | |||
TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $1,125,884) | $ | 1,091,017 | |||
ASSET BACKED SECURITIES – 19.7% | |||||
Ally Auto Receivables Trust | |||||
Series 2019-3, Class A3 1.930%, 05/15/2024 | 103,338 | 103,111 | |||
Series 2019-4, Class A3 1.840%, 06/17/2024 | 418,798 | 417,812 | |||
American Tower Trust Series 2013, Class 2A 3.070%, 03/15/2048 (B) | 2,500,000 | 2,482,650 | |||
AmeriCredit Automobile Receivables Trust | |||||
Series 2018-3, Class D 4.040%, 11/18/2024 | 2,650,000 | 2,628,413 | |||
Series 2020-1, Class C 1.590%, 10/20/2025 | 3,000,000 | 2,908,626 | |||
Avis Budget Rental Car Funding AESOP LLC Series 2019-3A, Class A 2.360%, 03/20/2026 (B) | 3,000,000 | 2,808,631 | |||
BA Credit Card Trust Series 2021-A1, Class A1 0.440%, 09/15/2026 | 3,753,000 | 3,525,843 | |||
CarMax Auto Owner Trust Series 2019-2, Class A4 2.770%, 12/16/2024 | 2,000,000 | 1,983,035 | |||
Carvana Auto Receivables Trust | |||||
Series 2021-N4, Class A1 0.830%, 09/11/2028 | 756,159 | 735,195 |
308 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Carvana Auto Receivables Trust (continued) | |||||
Series 2022-P1, Class A2 2.570%, 05/12/2025 | $ | 1,743,292 | $ | 1,724,940 | |
Series 2022-P3, Class A3 4.610%, 11/10/2027 | 1,000,000 | 981,238 | |||
CCG Receivables Trust | |||||
Series 2019-1, Class B 3.220%, 09/14/2026 (B) | 710,076 | 709,942 | |||
Series 2021-1, Class A2 0.300%, 06/14/2027 (B) | 1,274,555 | 1,232,555 | |||
Chesapeake Funding II LLC Series 2020-1A, Class A1 0.870%, 08/15/2032 (B) | 259,121 | 256,219 | |||
CNH Equipment Trust Series 2020-A, Class A3 1.160%, 06/16/2025 | 967,090 | 948,945 | |||
Dell Equipment Finance Trust | |||||
Series 2020-1, Class C 4.260%, 06/22/2023 (B) | 1,000,000 | 999,901 | |||
Series 2021-2, Class A2 0.330%, 12/22/2026 (B) | 86,607 | 85,391 | |||
Enterprise Fleet Funding LLC Series 2021-1, Class A2 0.440%, 12/21/2026 (B) | 870,517 | 841,907 | |||
Flagship Credit Auto Trust | |||||
Series 2018-2, Class D 4.230%, 09/16/2024 (B) | 978,515 | 975,370 | |||
Series 2021-1, Class A 0.310%, 06/16/2025 (B) | 275,595 | 273,389 | |||
GM Financial Consumer Automobile Receivables Trust | |||||
Series 2020-1, Class A4 1.900%, 03/17/2025 | 500,000 | 490,064 | |||
Series 2021-1, Class A3 0.350%, 10/16/2025 | 1,671,525 | 1,623,538 | |||
GreatAmerica Leasing Receivables Funding LLC | |||||
Series 2019-1, Class C 3.540%, 02/17/2026 (B) | 1,000,000 | 998,450 | |||
Series 2021-1, Class A2 0.270%, 06/15/2023 (B) | 358,888 | 357,775 | |||
Series 2021-2, Class A2 0.380%, 03/15/2024 (B) | 1,168,285 | 1,144,094 | |||
Honda Auto Receivables Owner Trust | |||||
Series 2020-3, Class A3 0.370%, 10/18/2024 | 1,648,646 | 1,612,484 | |||
Series 2021-1, Class A3 0.270%, 04/21/2025 | 950,128 | 922,247 | |||
HPEFS Equipment Trust | |||||
Series 2021-1A, Class A2 0.270%, 03/20/2031 (B) | 259,900 | 259,121 | |||
Series 2022-1A, Class A2 1.020%, 05/21/2029 (B) | 3,190,000 | 3,128,675 | |||
Hyundai Auto Lease Securitization Trust Series 2021-B, Class A3 0.330%, 06/17/2024 (B) | 3,000,000 | 2,926,398 | |||
Mercedes-Benz Auto Receivables Trust Series 2021-1, Class A2 0.210%, 07/15/2024 | 840,334 | 833,099 | |||
MMAF Equipment Finance LLC | |||||
Series 2019-A, Class A4 2.930%, 03/10/2026 (B) | 405,000 | 400,689 | |||
Series 2019-B, Class A3 2.010%, 12/12/2024 (B) | 74,800 | 73,569 |
Shares or Principal Amount | Value | ||||
ASSET BACKED SECURITIES (continued) | |||||
Nissan Auto Receivables Owner Trust Series 2019-B, Class A3 2.500%, 11/15/2023 | $ | 138,982 | $ | 138,927 | |
Santander Consumer Auto Receivables Trust | |||||
Series 2020-AA, Class A 1.370%, 10/15/2024 (B) | 13,849 | 13,836 | |||
Series 2021-AA, Class A3 0.330%, 10/15/2025 (B) | 1,756,123 | 1,720,163 | |||
Santander Drive Auto Receivables Trust | |||||
Series 2021-3, Class A3 0.330%, 03/17/2025 | 70,904 | 70,752 | |||
Series 2021-3, Class C 0.950%, 09/15/2027 | 1,693,000 | 1,635,393 | |||
Santander Retail Auto Lease Trust | |||||
Series 2020-B, Class A3 0.570%, 04/22/2024 (B) | 2,000,000 | 1,956,699 | |||
Series 2022-B, Class A2 2.840%, 05/20/2025 (B) | 1,734,816 | 1,711,095 | |||
SCF Equipment Leasing LLC | |||||
Series 2019-2A, Class A2 2.470%, 04/20/2026 (B) | 673,321 | 663,341 | |||
Series 2021-1A, Class A3 0.830%, 08/21/2028 (B) | 1,000,000 | 952,643 | |||
Tesla Auto Lease Trust Series 2020-A, Class A3 0.680%, 12/20/2023 (B) | 224,606 | 222,674 | |||
Verizon Owner Trust | |||||
Series 2019-C, Class C 2.160%, 04/22/2024 | 295,000 | 292,526 | |||
Series 2020-A, Class B 1.980%, 07/22/2024 | 125,000 | 123,104 | |||
Series 2020-B, Class A 0.470%, 02/20/2025 | 2,639,813 | 2,599,013 | |||
Series 2020-C, Class A 0.410%, 04/21/2025 | 239,000 | 234,127 | |||
Westlake Automobile Receivables Trust Series 2021-3A, Class A2 0.570%, 09/16/2024 (B) | 348,259 | 345,025 | |||
World Omni Auto Receivables Trust Series 2018-D, Class A3 3.330%, 04/15/2024 | 316 | 316 | |||
TOTAL ASSET BACKED SECURITIES (Cost $55,283,563) | $ | 54,072,950 | |||
SHORT-TERM INVESTMENTS – 27.0% | |||||
U.S. Government – 23.7% | |||||
U.S. Treasury Bill | |||||
2.350%, 10/11/2022 * | 16,500,000 | 16,491,017 | |||
2.472%, 10/27/2022 * | 16,200,000 | 16,172,204 | |||
2.785%, 11/25/2022 * | 10,100,000 | 10,058,161 | |||
3.045%, 12/15/2022 * | 22,190,000 | 22,063,369 | |||
64,784,751 | |||||
Short-term funds – 3.3% | |||||
John Hancock Collateral Trust, 3.0556% (D)(E) | 902,993 | 9,022,701 | |||
TOTAL SHORT-TERM INVESTMENTS (Cost $73,789,131) | $ | 73,807,452 | |||
Total Investments (Ultra Short Term Bond Trust) (Cost $282,991,621) – 101.1% | $ | 276,658,845 | |||
Other assets and liabilities, net – (1.1%) | (3,126,072) | ||||
TOTAL NET ASSETS – 100.0% | $ | 273,532,773 |
Security Abbreviations and Legend | |
CME | Chicago Mercantile Exchange |
CMT | Constant Maturity Treasury |
309 |
LIBOR | London Interbank Offered Rate |
SOFR | Secured Overnight Financing Rate |
(A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
(B) | These securities are exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $59,755,394 or 21.8% of the fund's net assets as of 9-30-22. |
(C) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
(D) | The rate shown is the annualized seven-day yield as of 9-30-22. |
(E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. |
* | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
310 |
Subadvisors of Affiliated Underlying Funds | |
Allspring Global Investments, LLC | (Allspring Investments) |
Dimensional Fund Advisors, LP | (DFA) |
Manulife Investment Management (US) LLC | (MIM US) |
Redwood Investments, LLC | (Redwood) |
T. Rowe Price Associates, Inc. | (T. Rowe Price) |
Wellington Management Company LLP | (Wellington) |
United States | 89.2% |
France | 2.5% |
Netherlands | 2.4% |
Australia | 1.4% |
Uruguay | 1.4% |
Canada | 1.3% |
Denmark | 1.3% |
Other countries | 0.5% |
TOTAL | 100.0% |
United States | 88.6% |
France | 3.5% |
Germany | 2.3% |
Switzerland | 1.9% |
Canada | 1.6% |
Ireland | 1.2% |
Other countries | 0.9% |
TOTAL | 100.0% |
United States | 89.1% |
Canada | 2.2% |
Switzerland | 2.0% |
Belgium | 1.5% |
United Kingdom | 1.4% |
France | 1.4% |
Netherlands | 1.0% |
Other countries | 1.4% |
TOTAL | 100.0% |
United States | 86.9% |
United Kingdom | 3.4% |
Netherlands | 2.1% |
Germany | 1.7% |
Switzerland | 1.4% |
Japan | 1.4% |
Denmark | 1.3% |
Other countries | 1.8% |
TOTAL | 100.0% |
United States | 78.4% |
Cayman Islands | 7.8% |
Canada | 3.6% |
United Kingdom | 1.3% |
Luxembourg | 1.3% |
Switzerland | 1.2% |
Netherlands | 1.1% |
Other countries | 5.3% |
TOTAL | 100.0% |
United States | 88.5% |
Cayman Islands | 4.1% |
United Kingdom | 1.0% |
Other countries | 6.4% |
TOTAL | 100.0% |
United States | 82.1% |
United Kingdom | 4.1% |
Canada | 3.9% |
Bermuda | 1.6% |
Ireland | 1.3% |
South Africa | 1.1% |
Puerto Rico | 1.0% |
Mexico | 1.0% |
Netherlands | 1.0% |
Belgium | 1.0% |
Other countries | 1.9% |
TOTAL | 100.0% |
United States | 70.7% |
China | 10.0% |
Germany | 8.5% |
Ireland | 3.9% |
South Africa | 1.9% |
South Korea | 1.7% |
Netherlands | 1.6% |
Other countries | 1.7% |
TOTAL | 100.0% |
United States | 68.1% |
Japan | 6.9% |
United Kingdom | 4.9% |
Switzerland | 3.6% |
France | 3.3% |
Australia | 2.4% |
Germany | 2.3% |
Netherlands | 1.4% |
Sweden | 1.0% |
Other countries | 6.1% |
TOTAL | 100.0% |
United States | 61.3% |
Canada | 6.4% |
Indonesia | 3.7% |
Luxembourg | 2.4% |
Mexico | 2.4% |
Norway | 2.0% |
United Kingdom | 1.7% |
South Korea | 1.6% |
Supranational | 1.5% |
New Zealand | 1.4% |
Other countries | 15.6% |
TOTAL | 100.0% |
311 |
Industrials | 19.2% |
Financials | 17.5% |
Health care | 11.8% |
Materials | 11.4% |
Energy | 9.7% |
Consumer discretionary | 9.4% |
Communication services | 5.6% |
Consumer staples | 5.5% |
Information technology | 5.1% |
Utilities | 1.1% |
Short-term investments and other | 3.7% |
TOTAL | 100.0% |
Financials | 29.5% |
Materials | 14.6% |
Information technology | 11.2% |
Energy | 10.3% |
Industrials | 9.0% |
Consumer discretionary | 8.6% |
Real estate | 4.8% |
Consumer staples | 3.2% |
Communication services | 3.0% |
Health care | 2.8% |
Utilities | 1.7% |
Other assets and liabilities, net | 1.3% |
TOTAL | 100.0% |
Information technology | 21.3% |
Financials | 11.9% |
Health care | 11.8% |
Consumer staples | 10.9% |
Communication services | 10.2% |
Materials | 9.3% |
Industrials | 9.1% |
Energy | 6.0% |
Consumer discretionary | 3.8% |
Utilities | 2.0% |
Real estate | 1.7% |
Short-term investments and other | 2.0% |
TOTAL | 100.0% |
Financials | 19.8% |
Industrials | 12.0% |
Consumer discretionary | 11.3% |
Information technology | 10.5% |
Health care | 9.4% |
Consumer staples | 9.4% |
Materials | 8.0% |
Energy | 6.1% |
Communication services | 5.9% |
Utilities | 3.3% |
Real estate | 2.3% |
Short-term investments and other | 2.0% |
TOTAL | 100.0% |
Industrials | 21.6% |
Financials | 13.3% |
Consumer discretionary | 11.7% |
Materials | 11.4% |
Information technology | 10.7% |
Energy | 6.6% |
Consumer staples | 5.9% |
Health care | 5.5% |
Real estate | 4.2% |
Communication services | 3.8% |
Utilities | 3.6% |
Short-term investments and other | 1.7% |
TOTAL | 100.0% |
312 |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
500 Index Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $6,196,852,423 | $6,196,852,423 | — | — |
Short-term investments | 210,967,000 | 210,967,000 | — | — |
Total investments in securities | $6,407,819,423 | $6,407,819,423 | — | — |
Derivatives: | ||||
Liabilities | ||||
Futures | $(23,851,103) | $(23,851,103) | — | — |
Active Bond Trust | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $206,465,917 | — | $206,465,917 | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Active Bond Trust (continued) | ||||
Foreign government obligations | $3,539,759 | — | $3,539,759 | — |
Corporate bonds | 224,123,535 | — | 224,123,535 | — |
Capital preferred securities | 1,119,395 | — | 1,119,395 | — |
Municipal bonds | 3,381,369 | — | 3,381,369 | — |
Term loans | 1,187,741 | — | 1,187,741 | — |
Collateralized mortgage obligations | 52,216,586 | — | 52,216,586 | — |
Asset backed securities | 35,029,781 | — | 35,029,781 | — |
Common stocks | 319,822 | $319,822 | — | — |
Preferred securities | 615,944 | 615,944 | — | — |
Warrants | 17,710 | 17,710 | — | — |
Escrow certificates | 265 | — | 265 | — |
Short-term investments | 24,640,583 | 24,640,583 | — | — |
Total investments in securities | $552,658,407 | $25,594,059 | $527,064,348 | — |
American Asset Allocation Trust | ||||
Investments in securities: | ||||
Assets | ||||
Investment companies | $1,056,270,336 | $1,056,270,336 | — | — |
Total investments in securities | $1,056,270,336 | $1,056,270,336 | — | — |
American Global Growth Trust | ||||
Investments in securities: | ||||
Assets | ||||
Investment companies | $166,322,700 | $166,322,700 | — | — |
Total investments in securities | $166,322,700 | $166,322,700 | — | — |
American Growth Trust | ||||
Investments in securities: | ||||
Assets | ||||
Investment companies | $728,625,788 | $728,625,788 | — | — |
Total investments in securities | $728,625,788 | $728,625,788 | — | — |
American Growth-Income Trust | ||||
Investments in securities: | ||||
Assets | ||||
Investment companies | $766,491,342 | $766,491,342 | — | — |
Total investments in securities | $766,491,342 | $766,491,342 | — | — |
American International Trust | ||||
Investments in securities: | ||||
Assets | ||||
Investment companies | $317,404,494 | $317,404,494 | — | — |
Total investments in securities | $317,404,494 | $317,404,494 | — | — |
Blue Chip Growth Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $240,542,114 | $235,637,794 | $4,904,320 | — |
Consumer discretionary | 320,711,289 | 320,711,289 | — | — |
Financials | 52,505,518 | 52,505,518 | — | — |
Health care | 204,538,242 | 204,538,242 | — | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Blue Chip Growth Trust (continued) | ||||
Industrials | $8,981,634 | $8,981,634 | — | — |
Information technology | 640,030,775 | 638,157,539 | $1,873,236 | — |
Materials | 12,739,137 | 12,739,137 | — | — |
Real estate | 1,037,807 | 1,037,807 | — | — |
Corporate bonds | 2,579,888 | — | 2,579,888 | — |
Short-term investments | 2,258,222 | 2,258,222 | — | — |
Total investments in securities | $1,485,924,626 | $1,476,567,182 | $9,357,444 | — |
Capital Appreciation Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $37,126,697 | $37,126,697 | — | — |
Consumer discretionary | 126,185,389 | 115,807,696 | $10,377,693 | — |
Consumer staples | 18,135,641 | 18,135,641 | — | — |
Energy | 6,074,962 | 6,074,962 | — | — |
Financials | 14,138,010 | 14,138,010 | — | — |
Health care | 54,867,800 | 54,867,800 | — | — |
Industrials | 10,057,869 | 10,057,869 | — | — |
Information technology | 148,487,799 | 142,426,592 | 6,061,207 | — |
Real estate | 6,051,964 | 6,051,964 | — | — |
Preferred securities | 2,207,560 | — | 2,207,560 | — |
Short-term investments | 2,096,046 | 2,096,046 | — | — |
Total investments in securities | $425,429,737 | $406,783,277 | $18,646,460 | — |
Capital Appreciation Value Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $256,078,425 | $253,332,029 | $2,746,396 | — |
Preferred securities | 1,845,583 | 1,845,583 | — | — |
U.S. Government and Agency obligations | 38,712,895 | — | 38,712,895 | — |
Corporate bonds | 26,000,351 | — | 26,000,351 | — |
Convertible bonds | 639,996 | — | 639,996 | — |
Term loans | 52,463,967 | — | 52,463,967 | — |
Asset backed securities | 1,081,276 | — | 1,081,276 | — |
Short-term investments | 29,241,596 | 26,792,596 | 2,449,000 | — |
Total investments in securities | $406,064,089 | $281,970,208 | $124,093,881 | — |
Derivatives: | ||||
Liabilities | ||||
Written options | $(122,917) | — | $(122,917) | — |
Core Bond Trust | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $430,633,866 | — | $430,633,866 | — |
Foreign government obligations | 6,907,547 | — | 6,907,547 | — |
Corporate bonds | 207,392,254 | — | 207,392,254 | — |
Municipal bonds | 2,796,354 | — | 2,796,354 | — |
Collateralized mortgage obligations | 73,192,912 | — | 73,192,912 | — |
Asset backed securities | 93,669,678 | — | 93,669,678 | — |
Short-term investments | 37,217,506 | $37,217,506 | — | — |
Total investments in securities | $851,810,117 | $37,217,506 | $814,592,611 | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Disciplined Value International Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $935,056 | — | $935,056 | — |
Austria | 2,324,913 | — | 2,324,913 | — |
Belgium | 1,759,630 | — | 1,759,630 | — |
Bermuda | 5,041,472 | $5,041,472 | — | — |
Canada | 16,538,893 | 16,538,893 | — | — |
China | 1,422,056 | — | 1,422,056 | — |
Denmark | 1,945,000 | — | 1,945,000 | — |
Finland | 7,119,089 | — | 7,119,089 | — |
France | 20,789,684 | — | 20,789,684 | — |
Germany | 16,595,569 | — | 16,595,569 | — |
Greece | 1,574,448 | — | 1,574,448 | — |
India | 3,493,808 | 3,493,808 | — | — |
Ireland | 5,232,011 | — | 5,232,011 | — |
Japan | 27,947,290 | — | 27,947,290 | — |
Netherlands | 7,581,554 | — | 7,581,554 | — |
Norway | 3,403,903 | — | 3,403,903 | — |
Singapore | 1,429,083 | — | 1,429,083 | — |
South Korea | 6,548,930 | — | 6,548,930 | — |
Spain | 550,025 | — | 550,025 | — |
Sweden | 6,078,201 | — | 6,078,201 | — |
Switzerland | 24,160,877 | — | 24,160,877 | — |
United Kingdom | 41,095,141 | 10,122,770 | 30,972,371 | — |
United States | 8,106,930 | 8,106,930 | — | — |
Preferred securities | 1,300,362 | — | 1,300,362 | — |
Short-term investments | 12,967,558 | 12,967,558 | — | — |
Total investments in securities | $225,941,483 | $56,271,431 | $169,670,052 | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Emerging Markets Value Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $43,784 | — | $43,784 | — |
Belgium | 26,374 | — | 26,374 | — |
Brazil | 5,313,055 | $5,313,055 | — | — |
Canada | 20,559 | — | 20,559 | — |
Chile | 1,063,673 | — | 1,063,673 | — |
China | 44,066,217 | 3,414,581 | 40,529,210 | $122,426 |
Colombia | 119,252 | 119,252 | — | — |
Cyprus | 11,553 | — | 11,553 | — |
Czech Republic | 242,937 | — | 242,937 | — |
Greece | 496,436 | — | 496,436 | — |
Hong Kong | 7,979,221 | — | 7,811,816 | 167,405 |
Hungary | 293,188 | — | 293,188 | — |
India | 32,283,729 | 78,365 | 32,115,571 | 89,793 |
Indonesia | 4,193,949 | — | 4,153,035 | 40,914 |
Malaysia | 3,434,165 | — | 3,434,165 | — |
Mexico | 4,554,502 | 4,554,502 | — | — |
Panama | 3,122 | 3,122 | — | — |
Philippines | 1,396,225 | — | 1,396,068 | 157 |
Poland | 1,010,827 | — | 1,010,827 | — |
Qatar | 1,872,948 | — | 1,872,948 | — |
Russia | 79,066 | — | — | 79,066 |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Emerging Markets Value Trust (continued) | ||||
Saudi Arabia | $7,558,784 | — | $7,558,784 | — |
Singapore | 132,342 | $109,720 | 22,622 | — |
South Africa | 6,373,272 | 694,131 | 5,679,141 | — |
South Korea | 20,344,249 | 1,782,598 | 18,561,651 | — |
Taiwan | 30,335,024 | — | 30,328,862 | $6,162 |
Thailand | 4,123,881 | — | 4,123,881 | — |
Turkey | 1,127,640 | — | 1,127,360 | 280 |
Ukraine | 1,234 | — | 1,234 | — |
United Arab Emirates | 2,192,451 | — | 2,192,451 | — |
United States | 51,351 | — | 51,351 | — |
Preferred securities | ||||
Brazil | 3,878,397 | 3,878,397 | — | — |
Colombia | 57,370 | 57,370 | — | — |
Philippines | 9,639 | — | 9,639 | — |
Taiwan | 10,904 | — | 10,904 | — |
Warrants | 1,374 | 1,374 | — | — |
Total investments in securities | $184,702,694 | $20,006,467 | $164,190,024 | $506,203 |
Derivatives: | ||||
Liabilities | ||||
Futures | $(111,981) | $(111,981) | — | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Equity Income Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $62,242,188 | $62,242,188 | — | — |
Consumer discretionary | 58,011,938 | 58,011,938 | — | — |
Consumer staples | 86,379,664 | 86,379,664 | — | — |
Energy | 99,302,431 | 73,613,058 | $25,689,373 | — |
Financials | 260,088,686 | 260,088,686 | — | — |
Health care | 219,914,068 | 212,521,246 | 7,392,822 | — |
Industrials | 124,572,474 | 124,572,474 | — | — |
Information technology | 88,745,390 | 88,745,390 | — | — |
Materials | 61,340,146 | 59,366,275 | 1,973,871 | — |
Real estate | 54,088,773 | 54,088,773 | — | — |
Utilities | 106,732,527 | 106,732,527 | — | — |
Preferred securities | 16,371,979 | 16,371,979 | — | — |
Short-term investments | 27,046,906 | 27,046,906 | — | — |
Total investments in securities | $1,264,837,170 | $1,229,781,104 | $35,056,066 | — |
Financial Industries Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Financials | ||||
Banks | $68,379,457 | $67,475,546 | $903,911 | — |
Capital markets | 17,783,457 | 17,783,457 | — | — |
Consumer finance | 3,123,976 | 3,123,976 | — | — |
Diversified financial services | 5,015,643 | 4,340,155 | 675,488 | — |
Insurance | 29,426,598 | 29,426,598 | — | — |
Thrifts and mortgage finance | 639,746 | 639,746 | — | — |
Real estate | ||||
Equity real estate investment trusts | 3,531,342 | 3,531,342 | — | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Financial Industries Trust (continued) | ||||
Short-term investments | $5,212,795 | $5,212,795 | — | — |
Total investments in securities | $133,113,014 | $131,533,615 | $1,579,399 | — |
Fundamental All Cap Core Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $223,535,236 | $223,535,236 | — | — |
Consumer discretionary | 419,163,596 | 380,708,056 | $38,455,540 | — |
Consumer staples | 103,951,491 | 103,951,491 | — | — |
Energy | 106,099,844 | 106,099,844 | — | — |
Financials | 345,961,410 | 345,961,410 | — | — |
Health care | 80,595,211 | 80,595,211 | — | — |
Industrials | 77,240,130 | 77,240,130 | — | — |
Information technology | 348,027,567 | 348,027,567 | — | — |
Materials | 19,353,803 | 19,353,803 | — | — |
Real estate | 44,274,250 | 44,274,250 | — | — |
Short-term investments | 18,142,501 | 18,142,501 | — | — |
Total investments in securities | $1,786,345,039 | $1,747,889,499 | $38,455,540 | — |
Fundamental Large Cap Value Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $50,479,206 | $50,479,206 | — | — |
Consumer discretionary | 43,322,765 | 37,893,545 | $5,429,220 | — |
Consumer staples | 63,938,958 | 48,655,601 | 15,283,357 | — |
Energy | 50,328,131 | 50,328,131 | — | — |
Financials | 122,509,000 | 122,509,000 | — | — |
Health care | 109,242,459 | 109,242,459 | — | — |
Industrials | 87,745,371 | 87,745,371 | — | — |
Information technology | 70,904,831 | 65,129,261 | 5,775,570 | — |
Materials | 11,645,495 | 11,645,495 | — | — |
Real estate | 17,623,005 | 17,623,005 | — | — |
Short-term investments | 10,133,174 | 10,133,174 | — | — |
Total investments in securities | $637,872,395 | $611,384,248 | $26,488,147 | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Global Equity Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
France | $30,583,510 | — | $30,583,510 | — |
Germany | 2,151,602 | — | 2,151,602 | — |
Ireland | 6,564,468 | $2,965,383 | 3,599,085 | — |
Japan | 18,350,222 | — | 18,350,222 | — |
Netherlands | 12,796,052 | — | 12,796,052 | — |
Spain | 3,103,457 | — | 3,103,457 | — |
Switzerland | 11,996,141 | 4,779,079 | 7,217,062 | — |
United Kingdom | 17,332,488 | — | 17,332,488 | — |
United States | 140,875,039 | 140,875,039 | — | — |
Preferred securities | 5,848,123 | — | 5,848,123 | — |
Short-term investments | 4,347,944 | 4,347,944 | — | — |
Total investments in securities | $253,949,046 | $152,967,445 | $100,981,601 | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Global Equity Trust (continued) | ||||
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Health Sciences Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Consumer discretionary | $566,483 | $566,483 | — | — |
Financials | 252,802 | 252,802 | — | — |
Health care | 254,118,177 | 244,754,128 | $9,338,844 | $25,205 |
Industrials | 745,520 | 745,520 | — | — |
Information technology | 175,783 | — | 175,783 | — |
Materials | 246,037 | 246,037 | — | — |
Preferred securities | 1,533,048 | — | 1,533,048 | — |
Warrants | 5,650 | 5,650 | — | — |
Short-term investments | 1,075,731 | 1,075,731 | — | — |
Total investments in securities | $258,719,231 | $247,646,351 | $11,047,675 | $25,205 |
High Yield Trust | ||||
Investments in securities: | ||||
Assets | ||||
Foreign government obligations | $460,619 | — | $460,619 | — |
Corporate bonds | 134,560,592 | — | 134,560,592 | — |
Convertible bonds | 1,524,244 | — | 1,524,244 | — |
Term loans | 8,169,840 | — | 7,763,091 | $406,749 |
Asset backed securities | 11,494,414 | — | 11,494,414 | — |
Common stocks | 841,755 | $827,071 | 11,750 | 2,934 |
Preferred securities | 1,330,687 | 804,447 | — | 526,240 |
Short-term investments | 4,636,965 | 4,636,965 | — | — |
Total investments in securities | $163,019,116 | $6,268,483 | $155,814,710 | $935,923 |
Derivatives: | ||||
Assets | ||||
Forward foreign currency contracts | $43,358 | — | $43,358 | — |
Swap contracts | 100,861 | — | 100,861 | — |
Liabilities | ||||
Futures | (316,554) | $(316,554) | — | — |
Forward foreign currency contracts | (51,090) | — | (51,090) | — |
Swap contracts | (25,705) | — | (25,705) | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
International Equity Index Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $33,397,504 | — | $33,397,504 | — |
Austria | 740,436 | — | 740,436 | — |
Belgium | 3,519,571 | — | 3,519,571 | — |
Brazil | 8,163,983 | $8,163,983 | — | — |
Canada | 56,058,856 | 55,756,525 | 302,331 | — |
Chile | 767,337 | 504,336 | 263,001 | — |
China | 54,047,966 | 5,912,901 | 48,089,380 | $45,685 |
Colombia | 178,586 | 178,586 | — | — |
Czech Republic | 325,296 | — | 325,296 | — |
Denmark | 11,538,453 | — | 11,538,453 | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
International Equity Index Trust (continued) | ||||
Egypt | $132,837 | — | $132,837 | — |
Finland | 5,314,059 | — | 5,314,059 | — |
France | 46,438,330 | — | 46,438,330 | — |
Germany | 29,693,428 | — | 29,693,428 | — |
Greece | 584,607 | — | 581,859 | $2,748 |
Hong Kong | 17,053,131 | $97,061 | 16,923,297 | 32,773 |
Hungary | 282,740 | — | 282,740 | — |
India | 29,877,768 | 3,407,745 | 26,422,611 | 47,412 |
Indonesia | 4,405,126 | 10,328 | 4,394,798 | — |
Ireland | 4,110,750 | 194,718 | 3,916,032 | — |
Israel | 3,509,484 | 852,377 | 2,657,107 | — |
Italy | 8,404,903 | — | 8,404,903 | — |
Japan | 97,745,125 | — | 97,745,125 | — |
Jordan | 104,109 | — | 104,109 | — |
Luxembourg | 1,116,469 | — | 1,116,469 | — |
Macau | 229,101 | — | 229,101 | — |
Malaysia | 3,089,603 | — | 3,089,603 | — |
Mexico | 4,541,229 | 4,541,229 | — | — |
Netherlands | 18,915,108 | — | 18,915,108 | — |
New Zealand | 949,356 | — | 949,356 | — |
Norway | 3,335,745 | — | 3,335,745 | — |
Peru | 482,036 | 482,036 | — | — |
Philippines | 1,335,813 | — | 1,335,813 | — |
Poland | 1,004,866 | — | 1,004,866 | — |
Portugal | 758,339 | — | 758,339 | — |
Russia | 185,642 | — | — | 185,642 |
Saudi Arabia | 8,735,902 | — | 8,735,902 | — |
Singapore | 7,046,829 | 834,172 | 6,212,657 | — |
South Africa | 6,526,545 | — | 6,526,545 | — |
South Korea | 19,038,898 | 59,955 | 18,978,943 | — |
Spain | 10,403,758 | 52,205 | 10,351,553 | — |
Sweden | 13,516,911 | — | 13,516,911 | — |
Switzerland | 47,980,575 | — | 47,980,575 | — |
Taiwan | 26,213,764 | — | 26,213,764 | — |
Thailand | 3,595,058 | — | 3,595,058 | — |
Turkey | 761,557 | — | 761,557 | — |
United Arab Emirates | 89 | — | 89 | — |
United Kingdom | 63,392,169 | — | 63,392,169 | — |
United States | 389,904 | 334,777 | 55,127 | — |
Preferred securities | ||||
Brazil | 3,186,207 | 3,186,207 | — | — |
Germany | 1,909,390 | — | 1,909,390 | — |
South Korea | 1,064,056 | — | 1,064,056 | — |
Rights | 21,911 | 21,354 | 557 | — |
Warrants | 690 | 690 | — | — |
Short-term investments | 12,989,636 | 12,989,636 | — | — |
Total investments in securities | $679,111,541 | $97,580,821 | $581,216,460 | $314,260 |
Derivatives: | ||||
Liabilities | ||||
Futures | $(1,597,612) | $(1,597,612) | — | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
International Small Company Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Australia | $6,170,843 | $92,483 | $6,025,444 | $52,916 |
Austria | 1,330,145 | — | 1,330,145 | — |
Belgium | 1,289,040 | 35,766 | 1,253,274 | — |
Bermuda | 169,447 | — | 169,447 | — |
Cambodia | 34,373 | — | 34,373 | — |
Canada | 11,691,524 | 11,663,063 | 28,003 | 458 |
Chile | 526 | 526 | — | — |
China | 67,008 | — | 67,008 | — |
Denmark | 2,123,735 | — | 2,123,735 | — |
Finland | 1,880,384 | — | 1,880,384 | — |
France | 4,080,538 | — | 4,078,622 | 1,916 |
Gabon | 2,934 | — | 2,934 | — |
Georgia | 86,521 | — | 86,521 | — |
Germany | 4,912,799 | — | 4,912,799 | — |
Gibraltar | 16,398 | — | 16,398 | — |
Greece | 10,092 | — | 10,032 | 60 |
Guernsey, Channel Islands | 127 | — | — | 127 |
Hong Kong | 2,053,643 | — | 2,030,658 | 22,985 |
Ireland | 733,753 | — | 733,753 | — |
Isle of Man | 87,146 | — | 87,146 | — |
Israel | 1,697,946 | 66,128 | 1,631,818 | — |
Italy | 2,953,321 | — | 2,953,321 | — |
Japan | 23,732,889 | — | 23,732,889 | — |
Jersey, Channel Islands | 86,974 | — | 86,974 | — |
Liechtenstein | 57,566 | — | 57,566 | — |
Luxembourg | 496,177 | — | 496,177 | — |
Macau | 13,688 | — | 13,688 | — |
Malaysia | 10,349 | — | 10,349 | — |
Malta | 7,273 | — | 7,273 | — |
Mauritius | 8,339 | — | 8,339 | — |
Netherlands | 1,907,904 | — | 1,907,904 | — |
New Zealand | 444,819 | — | 444,819 | — |
Norway | 943,098 | — | 943,098 | — |
Peru | 10,803 | — | 10,803 | — |
Portugal | 335,926 | — | 335,926 | — |
Singapore | 1,112,748 | — | 1,094,599 | 18,149 |
South Africa | 194,306 | — | 194,306 | — |
Spain | 2,045,027 | — | 2,045,027 | — |
Sweden | 2,283,737 | — | 2,283,737 | — |
Switzerland | 6,719,595 | — | 6,719,595 | — |
Taiwan | 5,747 | — | 5,747 | — |
United Arab Emirates | 37,581 | 5,684 | 31,897 | — |
United Kingdom | 9,715,676 | 2,073 | 9,699,349 | 14,254 |
United States | 817,338 | 347,138 | 470,200 | — |
Preferred securities | 231,555 | — | 231,555 | — |
Warrants | 327 | 79 | 248 | — |
Short-term investments | 292,993 | 292,993 | — | — |
Total investments in securities | $92,904,678 | $12,505,933 | $80,287,880 | $110,865 |
Derivatives: | ||||
Liabilities | ||||
Futures | $(57,563) | $(57,563) | — | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Investment Quality Bond Trust | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $123,724,052 | — | $123,724,052 | — |
Foreign government obligations | 8,771,898 | — | 8,771,898 | — |
Corporate bonds | 59,497,899 | — | 59,497,899 | — |
Municipal bonds | 4,421,070 | — | 4,421,070 | — |
Term loans | 124,517 | — | 124,517 | — |
Collateralized mortgage obligations | 31,059,675 | — | 31,059,675 | — |
Asset backed securities | 23,430,922 | — | 23,430,922 | — |
Common stocks | 10,742 | — | 10,742 | — |
Short-term investments | 12,200,000 | — | 12,200,000 | — |
Total investments in securities | $263,240,775 | — | $263,240,775 | — |
Derivatives: | ||||
Assets | ||||
Futures | $2,534,721 | $2,534,721 | — | — |
Forward foreign currency contracts | 120,160 | — | $120,160 | — |
Swap contracts | 1,097,240 | — | 1,097,240 | — |
Liabilities | ||||
Futures | (568,210) | (568,210) | — | — |
Forward foreign currency contracts | (11,190) | — | (11,190) | — |
Swap contracts | (40,473) | — | (40,473) | — |
Lifestyle Balanced Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $860,119,491 | $860,119,491 | — | — |
Total investments in securities | $860,119,491 | $860,119,491 | — | — |
Lifestyle Conservative Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $163,465,463 | $163,465,463 | — | — |
Short-term investments | 7,555 | 7,555 | — | — |
Total investments in securities | $163,473,018 | $163,473,018 | — | — |
Lifestyle Growth Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $4,608,168,317 | $4,608,168,317 | — | — |
Total investments in securities | $4,608,168,317 | $4,608,168,317 | — | — |
Lifestyle Moderate Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $267,140,422 | $267,140,422 | — | — |
Short-term investments | 3,437 | 3,437 | — | — |
Total investments in securities | $267,143,859 | $267,143,859 | — | — |
Managed Volatility Balanced Portfolio | ||||
Investments in securities: | ||||
Assets |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Managed Volatility Balanced Portfolio (continued) | ||||
Affiliated investment companies | $4,075,209,397 | $4,075,209,397 | — | — |
Unaffiliated investment companies | 78,039,960 | 78,039,960 | — | — |
Short-term investments | 109,098,994 | 108,105,040 | $993,954 | — |
Total investments in securities | $4,262,348,351 | $4,261,354,397 | $993,954 | — |
Derivatives: | ||||
Assets | ||||
Futures | $116,759,479 | $116,759,479 | — | — |
Managed Volatility Conservative Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $650,630,142 | $650,630,142 | — | — |
Unaffiliated investment companies | 5,247,339 | 5,247,339 | — | — |
U.S. Government and Agency obligations | 499,997 | — | $499,997 | — |
Short-term investments | 7,535,588 | 7,535,588 | — | — |
Total investments in securities | $663,913,066 | $663,413,069 | $499,997 | — |
Derivatives: | ||||
Assets | ||||
Futures | $10,403,691 | $10,403,691 | — | — |
Managed Volatility Growth Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $5,043,299,782 | $5,043,299,782 | — | — |
Unaffiliated investment companies | 128,676,972 | 128,676,972 | — | — |
Short-term investments | 201,661,857 | 200,667,903 | $993,954 | — |
Total investments in securities | $5,373,638,611 | $5,372,644,657 | $993,954 | — |
Derivatives: | ||||
Assets | ||||
Futures | $206,208,041 | $206,208,041 | — | — |
Managed Volatility Moderate Portfolio | ||||
Investments in securities: | ||||
Assets | ||||
Affiliated investment companies | $1,157,822,416 | $1,157,822,416 | — | — |
Unaffiliated investment companies | 21,549,998 | 21,549,998 | — | — |
U.S. Government and Agency obligations | 1,499,991 | — | $1,499,991 | — |
Short-term investments | 22,646,997 | 22,646,997 | — | — |
Total investments in securities | $1,203,519,402 | $1,202,019,411 | $1,499,991 | — |
Derivatives: | ||||
Assets | ||||
Futures | $27,159,797 | $27,159,797 | — | — |
Mid Cap Growth Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $489,138,763 | $489,138,763 | — | — |
Preferred securities | 4,819,163 | — | — | $4,819,163 |
Exchange-traded funds | 29,080,386 | 29,080,386 | — | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Mid Cap Growth Trust (continued) | ||||
Short-term investments | $13,878,251 | $3,878,251 | $10,000,000 | — |
Total investments in securities | $536,916,563 | $522,097,400 | $10,000,000 | $4,819,163 |
Mid Cap Index Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $1,018,211,596 | $1,018,211,596 | — | — |
Short-term investments | 32,359,932 | 32,359,932 | — | — |
Total investments in securities | $1,050,571,528 | $1,050,571,528 | — | — |
Derivatives: | ||||
Liabilities | ||||
Futures | $(3,252,017) | $(3,252,017) | — | — |
Mid Value Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $24,285,892 | $24,285,892 | — | — |
Consumer discretionary | 33,424,058 | 28,591,253 | $4,832,805 | — |
Consumer staples | 39,292,466 | 34,624,128 | 4,668,338 | — |
Energy | 42,433,413 | 42,433,413 | — | — |
Financials | 88,140,001 | 84,845,707 | 3,294,294 | — |
Health care | 63,186,078 | 60,189,955 | 2,996,123 | — |
Industrials | 56,689,250 | 50,074,308 | 6,614,942 | — |
Information technology | 27,578,802 | 27,578,802 | — | — |
Materials | 42,453,461 | 37,236,947 | 5,216,514 | — |
Real estate | 31,109,732 | 31,109,732 | — | — |
Utilities | 26,048,962 | 26,048,962 | — | — |
Short-term investments | 32,124,738 | 32,124,738 | — | — |
Total investments in securities | $506,766,853 | $479,143,837 | $27,623,016 | — |
Opportunistic Fixed Income Trust | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $24,731,081 | — | $24,731,081 | — |
Foreign government obligations | 70,528,745 | — | 70,528,745 | — |
Corporate bonds | 39,770,430 | — | 39,770,430 | — |
Convertible bonds | 3,782,247 | — | 3,782,247 | — |
Municipal bonds | 5,924,131 | — | 5,924,131 | — |
Term loans | 7,624,859 | — | 7,624,859 | — |
Collateralized mortgage obligations | 6,401,340 | — | 6,401,340 | — |
Asset backed securities | 6,317,629 | — | 6,317,629 | — |
Preferred securities | 212,298 | $206,105 | 6,193 | — |
Exchange-traded funds | 481,080 | 481,080 | — | — |
Short-term investments | 9,346,382 | 9,203,710 | 142,672 | — |
Total investments in securities | $175,120,222 | $9,890,895 | $165,229,327 | — |
Derivatives: | ||||
Assets | ||||
Futures | $1,599,952 | $1,599,952 | — | — |
Forward foreign currency contracts | 1,122,667 | — | $1,122,667 | — |
Swap contracts | 1,206,964 | — | 1,206,964 | — |
Liabilities | ||||
Futures | (1,029,835) | (1,029,835) | — | — |
Forward foreign currency contracts | (834,961) | — | (834,961) | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Opportunistic Fixed Income Trust (continued) | ||||
Swap contracts | $(3,245,775) | — | $(3,245,775) | — |
Real Estate Securities Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $279,237,299 | $279,237,299 | — | — |
Short-term investments | 2,143,516 | 2,143,516 | — | — |
Total investments in securities | $281,380,815 | $281,380,815 | — | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Science & Technology Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $86,354,147 | $82,905,478 | $3,302,993 | $145,676 |
Consumer discretionary | 181,733,876 | 118,241,654 | 63,492,222 | — |
Health care | 3,807,904 | 3,807,904 | — | — |
Information technology | 315,846,176 | 302,562,359 | 13,283,817 | — |
Real estate | 2,410,711 | 2,410,711 | — | — |
Short-term investments | 9,844,496 | 9,844,496 | — | — |
Total investments in securities | $599,997,310 | $519,772,602 | $80,079,032 | $145,676 |
Select Bond Trust | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $2,482,111,459 | — | $2,482,111,459 | — |
Foreign government obligations | 8,131,039 | — | 8,131,039 | — |
Corporate bonds | 1,850,589,233 | — | 1,850,589,233 | — |
Municipal bonds | 53,687,214 | — | 53,687,214 | — |
Collateralized mortgage obligations | 661,652,220 | — | 661,652,220 | — |
Asset backed securities | 815,431,893 | — | 815,431,893 | — |
Preferred securities | 6,005,957 | $6,005,957 | — | — |
Short-term investments | 407,975,633 | 407,975,633 | — | — |
Total investments in securities | $6,285,584,648 | $413,981,590 | $5,871,603,058 | — |
Liabilities | ||||
Sale commitments outstanding | $(1,682,528) | — | $(1,682,528) | — |
Derivatives: | ||||
Liabilities | ||||
Futures | (2,815,733) | $(2,815,733) | — | — |
Short Term Government Income Trust | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $156,549,648 | — | $156,549,648 | — |
Municipal bonds | 7,561,796 | — | 7,561,796 | — |
Collateralized mortgage obligations | 1,130,714 | — | 1,130,714 | — |
Short-term investments | 3,638,704 | $3,638,704 | — | — |
Total investments in securities | $168,880,862 | $3,638,704 | $165,242,158 | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Small Cap Index Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $12,001,069 | $12,001,069 | — | — |
Consumer discretionary | 45,682,433 | 45,668,464 | $13,969 | — |
Consumer staples | 15,366,013 | 15,366,013 | — | — |
Energy | 27,192,234 | 27,192,234 | — | — |
Financials | 77,614,546 | 77,614,546 | — | — |
Health care | 83,323,860 | 83,165,955 | — | $157,905 |
Industrials | 66,372,497 | 66,372,497 | — | — |
Information technology | 57,407,252 | 57,407,252 | — | — |
Materials | 17,956,673 | 17,956,673 | — | — |
Real estate | 29,062,924 | 29,062,924 | — | — |
Utilities | 15,212,960 | 15,212,960 | — | — |
Warrants | 12,124 | 12,124 | — | — |
Short-term investments | 27,097,041 | 27,097,041 | — | — |
Total investments in securities | $474,301,626 | $474,129,752 | $13,969 | $157,905 |
Derivatives: | ||||
Liabilities | ||||
Futures | $(2,294,626) | $(2,294,626) | — | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Small Cap Opportunities Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $2,549,158 | $2,549,158 | — | — |
Consumer discretionary | 17,672,802 | 17,672,802 | — | — |
Consumer staples | 4,828,987 | 4,828,987 | — | — |
Energy | 10,567,009 | 10,567,009 | — | — |
Financials | 30,887,987 | 30,887,987 | — | — |
Health care | 16,389,773 | 16,365,822 | — | $23,951 |
Industrials | 24,843,581 | 24,843,581 | — | — |
Information technology | 16,190,648 | 16,190,648 | — | — |
Materials | 9,105,149 | 9,105,149 | — | — |
Real estate | 2,002,646 | 2,002,646 | — | — |
Utilities | 860,879 | 860,879 | — | — |
Preferred securities | 40,614 | 40,614 | — | — |
Short-term investments | 2,408,416 | 2,408,416 | — | — |
Total investments in securities | $138,347,649 | $138,323,698 | — | $23,951 |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Small Cap Stock Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $240,662,208 | $240,662,208 | — | — |
Short-term investments | 5,300,000 | — | $5,300,000 | — |
Total investments in securities | $245,962,208 | $240,662,208 | $5,300,000 | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Small Cap Value Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $11,910,637 | $11,910,637 | — | — |
Consumer discretionary | 33,462,150 | 33,462,150 | — | — |
Consumer staples | 14,409,421 | 7,455,690 | $6,953,731 | — |
Energy | 10,685,072 | 10,685,072 | — | — |
Financials | 97,744,290 | 97,744,290 | — | — |
Health care | 19,874,343 | 19,874,343 | — | — |
Industrials | 79,228,398 | 75,362,997 | 3,865,401 | — |
Information technology | 42,502,915 | 42,502,915 | — | — |
Materials | 32,554,469 | 32,554,469 | — | — |
Real estate | 34,853,071 | 34,853,071 | — | — |
Utilities | 6,305,432 | 6,305,432 | — | — |
Short-term investments | 8,600,000 | — | 8,600,000 | — |
Total investments in securities | $392,130,198 | $372,711,066 | $19,419,132 | — |
Small Company Value Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | $119,105,999 | $119,105,999 | — | — |
Warrants | 470 | 470 | — | — |
Short-term investments | 5,322,520 | 5,322,520 | — | — |
Total investments in securities | $124,428,989 | $124,428,989 | — | — |
Strategic Equity Allocation Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $389,072,590 | $296,648,214 | $92,424,376 | — |
Consumer discretionary | 716,329,003 | 498,403,402 | 217,925,601 | — |
Consumer staples | 487,352,291 | 266,975,093 | 220,377,198 | — |
Energy | 294,377,552 | 196,718,907 | 97,658,645 | — |
Financials | 858,195,796 | 509,453,273 | 348,742,523 | — |
Health care | 896,848,458 | 630,310,240 | 266,430,778 | $107,440 |
Industrials | 705,840,870 | 409,733,756 | 296,107,114 | — |
Information technology | 1,161,140,769 | 1,008,308,344 | 152,832,425 | — |
Materials | 278,198,325 | 129,811,431 | 148,386,894 | — |
Real estate | 210,493,765 | 155,302,547 | 55,191,218 | — |
Utilities | 204,178,305 | 137,427,098 | 66,751,207 | — |
Preferred securities | 8,836,116 | — | 8,836,116 | — |
Rights | 85,253 | 85,253 | — | — |
Warrants | 127,399 | 127,399 | — | — |
Short-term investments | 277,268,503 | 240,277,706 | 36,990,797 | — |
Total investments in securities | $6,488,344,995 | $4,479,582,663 | $2,008,654,892 | $107,440 |
Derivatives: | ||||
Liabilities | ||||
Futures | $(28,538,315) | $(28,538,315) | — | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Strategic Income Opportunities Trust | ||||
Investments in securities: | ||||
Assets |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Strategic Income Opportunities Trust (continued) | ||||
U.S. Government and Agency obligations | $36,810,380 | — | $36,810,380 | — |
Foreign government obligations | 79,538,972 | — | 79,538,972 | — |
Corporate bonds | 169,696,296 | — | 169,696,296 | — |
Convertible bonds | 6,867,179 | — | 6,867,179 | — |
Capital preferred securities | 468,334 | — | 468,334 | — |
Term loans | 22,101,335 | — | 22,101,335 | — |
Collateralized mortgage obligations | 19,519,632 | — | 19,519,632 | — |
Asset backed securities | 3,463,450 | — | 3,463,450 | — |
Common stocks | 3,061,985 | $3,061,985 | — | — |
Preferred securities | 11,254,654 | 10,039,762 | 1,214,892 | — |
Purchased options | 29,331 | — | 29,331 | — |
Short-term investments | 7,511,109 | 7,511,109 | — | — |
Total investments in securities | $360,322,657 | $20,612,856 | $339,709,801 | — |
Derivatives: | ||||
Assets | ||||
Futures | $402,591 | $402,591 | — | — |
Forward foreign currency contracts | 2,539,338 | — | $2,539,338 | — |
Liabilities | ||||
Futures | (34,994) | (34,994) | — | — |
Forward foreign currency contracts | (560,431) | — | (560,431) | — |
Written options | (12,173) | — | (12,173) | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Total Bond Market Trust | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $459,565,211 | — | $459,565,211 | — |
Foreign government obligations | 5,921,373 | — | 5,921,373 | — |
Corporate bonds | 200,230,407 | — | 200,230,407 | — |
Municipal bonds | 3,623,463 | — | 3,623,463 | — |
Collateralized mortgage obligations | 16,905,627 | — | 16,905,627 | — |
Asset backed securities | 1,386,851 | — | 1,386,851 | — |
Common stocks | 1,124 | $1,124 | — | — |
Warrants | 1,771 | 1,771 | — | — |
Short-term investments | 16,319,315 | 16,319,315 | — | — |
Total investments in securities | $703,955,142 | $16,322,210 | $687,632,932 | — |
Total Stock Market Index Trust | ||||
Investments in securities: | ||||
Assets | ||||
Common stocks | ||||
Communication services | $49,155,654 | $49,155,345 | $277 | $32 |
Consumer discretionary | 76,589,182 | 76,586,341 | 2,812 | 29 |
Consumer staples | 43,070,059 | 43,070,059 | — | — |
Energy | 32,881,081 | 32,881,081 | — | — |
Financials | 75,148,886 | 75,141,890 | 6,996 | — |
Health care | 90,863,807 | 90,846,645 | — | 17,162 |
Industrials | 55,714,834 | 55,714,834 | — | — |
Information technology | 157,634,619 | 157,634,619 | — | — |
Materials | 14,797,411 | 14,797,216 | — | 195 |
Real estate | 20,608,152 | 20,600,923 | — | 7,229 |
Utilities | 18,332,987 | 18,332,987 | — | — |
Preferred securities | 52,048 | 52,048 | — | — |
Warrants | 4,692 | 4,692 | — | — |
Total value at 9-30-22 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
Total Stock Market Index Trust (continued) | ||||
Short-term investments | $17,211,220 | $17,211,220 | — | — |
Total investments in securities | $652,064,632 | $652,029,900 | $10,085 | $24,647 |
Derivatives: | ||||
Liabilities | ||||
Futures | $(1,498,349) | $(1,498,349) | — | — |
Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
Ultra Short Term Bond Trust | ||||
Investments in securities: | ||||
Assets | ||||
U.S. Government and Agency obligations | $1,889,792 | — | $1,889,792 | — |
Corporate bonds | 143,847,953 | — | 143,847,953 | — |
Municipal bonds | 1,949,681 | — | 1,949,681 | — |
Collateralized mortgage obligations | 1,091,017 | — | 1,091,017 | — |
Asset backed securities | 54,072,950 | — | 54,072,950 | — |
Short-term investments | 73,807,452 | $9,022,701 | 64,784,751 | — |
Total investments in securities | $276,658,845 | $9,022,701 | $267,636,144 | — |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
500 Index Trust | |||||||||
John Hancock Collateral Trust | 21,113,591 | $2,433,032 | $328,402,225 | $(119,847,178) | $(6,916) | $(14,163) | $369,912 | — | $210,967,000 |
Active Bond Trust | |||||||||
John Hancock Collateral Trust | 2,465,986 | $3,651,934 | $74,299,590 | $(53,305,343) | $(4,637) | $(1,409) | $102,256 | — | $24,640,135 |
Blue Chip Growth Trust | |||||||||
John Hancock Collateral Trust | — | $7,988,139 | $78,101,655 | $(86,081,941) | $(7,853) | — | $56,311 | — | — |
Capital Appreciation Trust | |||||||||
John Hancock Collateral Trust | — | $104,677 | $400 | $(105,077) | $(18) | $18 | — | — | — |
Capital Appreciation Value Trust | |||||||||
John Hancock Collateral Trust | 30,297 | $1,954,744 | $10,431,400 | $(12,082,590) | $(1,151) | $326 | $7,184 | — | $302,729 |
Core Bond Trust | |||||||||
John Hancock Collateral Trust | — | $2,532,319 | $32,152,953 | $(34,683,106) | $(2,532) | $366 | $6,818 | — | — |
Disciplined Value International Trust | |||||||||
John Hancock Collateral Trust | 622,288 | — | $60,924,132 | $(54,704,173) | $(2,361) | $303 | $39,203 | — | $6,217,901 |
Emerging Markets Value Trust | |||||||||
John Hancock Collateral Trust | — | $1,942,586 | $12,557,289 | $(14,498,851) | $(1,327) | $303 | $54,453 | $280 | — |
Equity Income Trust | |||||||||
John Hancock Collateral Trust | — | $6,149,481 | $53,243,166 | $(59,388,218) | $(4,369) | $(60) | $43,950 | — | — |
Financial Industries Trust |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust | 521,696 | — | $9,849,450 | $(4,636,633) | $(134) | $112 | $5,648 | — | $5,212,795 |
Fundamental All Cap Core Trust | |||||||||
John Hancock Collateral Trust | 1,815,703 | — | $57,481,659 | $(39,337,683) | $(523) | $(952) | $54,471 | — | $18,142,501 |
Fundamental Large Cap Value Trust | |||||||||
John Hancock Collateral Trust | 1,014,129 | — | $16,683,601 | $(6,549,094) | $(308) | $(1,025) | $27,636 | — | $10,133,174 |
High Yield Trust | |||||||||
John Hancock Collateral Trust | 395,097 | $5,725,696 | $45,454,113 | $(47,223,628) | $(8,808) | $435 | $63,841 | — | $3,947,808 |
International Equity Index Trust | |||||||||
John Hancock Collateral Trust | 967,950 | $2,968,797 | $111,920,320 | $(105,209,175) | $(8,183) | — | $115,349 | $654 | $9,671,759 |
International Small Company Trust | |||||||||
John Hancock Collateral Trust | 29,323 | $2,475,909 | $19,475,069 | $(21,654,340) | $(4,163) | $518 | $60,233 | $474 | $292,993 |
Investment Quality Bond Trust | |||||||||
John Hancock Collateral Trust | — | $64,565 | $5,928,224 | $(5,992,304) | $(496) | $11 | $1,782 | — | — |
Lifestyle Balanced Portfolio | |||||||||
Select Bond Trust | 37,463,576 | $594,048,540 | $28,343,479 | $(94,159,983) | $(7,570,803) | $(79,340,311) | — | — | $441,320,922 |
Strategic Equity Allocation Trust | 24,737,068 | 605,352,589 | 8,666,592 | (51,767,582) | 10,140,628 | (153,593,658) | — | — | 418,798,569 |
$2,569,825 | $(232,933,969) | — | — | $860,119,491 | |||||
Lifestyle Conservative Portfolio | |||||||||
John Hancock Collateral Trust | 756 | — | $7,557 | — | — | $(2) | $12 | — | $7,555 |
Select Bond Trust | 11,179,763 | $180,432,462 | 6,269,361 | $(28,815,244) | $(2,002,773) | (24,186,195) | — | — | 131,697,611 |
Strategic Equity Allocation Trust | 1,876,424 | 45,036,283 | 9,293,754 | (12,233,994) | 2,737,926 | (13,066,117) | — | — | 31,767,852 |
$735,153 | $(37,252,314) | $12 | — | $163,473,018 | |||||
Lifestyle Growth Portfolio | |||||||||
Select Bond Trust | 121,444,392 | $1,885,450,327 | $91,117,470 | $(266,764,975) | $(19,142,171) | $(260,045,718) | — | — | $1,430,614,933 |
Strategic Equity Allocation Trust | 187,687,737 | 4,541,486,014 | 13,612,357 | (286,152,631) | 55,300,518 | (1,146,692,874) | — | — | 3,177,553,384 |
$36,158,347 | $(1,406,738,592) | — | — | $4,608,168,317 | |||||
Lifestyle Moderate Portfolio | |||||||||
John Hancock Collateral Trust | 344 | — | $3,437 | — | — | — | $5 | — | $3,437 |
Select Bond Trust | 13,888,427 | $215,666,085 | 11,484,205 | $(31,733,240) | $(2,700,784) | $(29,110,596) | — | — | 163,605,670 |
Strategic Equity Allocation Trust | 6,115,461 | 146,136,996 | 5,820,781 | (13,516,065) | 3,344,565 | (38,251,525) | — | — | 103,534,752 |
$643,781 | $(67,362,121) | $5 | — | $267,143,859 | |||||
Managed Volatility Balanced Portfolio | |||||||||
Blue Chip Growth | 6,126,994 | $227,297,182 | $24,555,964 | $(10,141,013) | $(1,584,847) | $(81,376,882) | — | — | $158,750,404 |
Bond | 41,323,489 | 720,842,297 | 20,295,891 | (68,315,019) | (2,821,853) | (125,357,730) | $17,295,891 | — | 544,643,586 |
Core Bond | 17,108,349 | 250,047,042 | 3,000,000 | (27,818,314) | (4,643,831) | (31,195,478) | — | — | 189,389,419 |
Emerging Markets Equity | 14,274,599 | 162,412,942 | 8,990,304 | — | — | (58,348,419) | — | — | 113,054,827 |
Equity Income | 13,375,252 | 274,361,033 | — | (54,353,382) | 1,564,356 | (32,312,196) | — | — | 189,259,811 |
Fundamental Large Cap Core | 3,606,487 | 289,524,868 | 10,624,755 | (27,259,963) | 8,454,458 | (82,013,572) | — | — | 199,330,546 |
John Hancock Collateral Trust | 10,819,159 | — | 242,710,456 | (134,597,523) | (8,159) | 266 | 204,024 | — | 108,105,040 |
Mid Cap Growth | 3,071,230 | 54,056,377 | 13,034,510 | (8,665,345) | (2,055,420) | (18,686,128) | — | — | 37,683,994 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Mid Value | 4,236,335 | $65,597,552 | $300,796 | $(15,873,332) | $1,521,459 | $(9,140,766) | — | — | $42,405,709 |
Multifactor Developed International ETF | 3,005,016 | 101,622,338 | 4,797,547 | (5,905,185) | 952,627 | (29,106,542) | $1,529,385 | — | 72,360,785 |
Multifactor Emerging Markets ETF | 2,721,522 | 70,821,126 | 8,026,026 | (1,413,487) | 280,872 | (18,525,244) | 437,581 | — | 59,189,293 |
Multifactor Mid Cap ETF | 1,554,180 | 96,063,745 | 1,318,605 | (10,488,310) | 3,492,142 | (24,178,114) | 320,459 | — | 66,208,068 |
Multifactor Small Cap ETF | 1,844,139 | 72,140,364 | 643,185 | (5,652,514) | 1,257,848 | (16,605,460) | 179,518 | — | 51,783,423 |
Select Bond Trust | 117,995,633 | 1,835,355,675 | — | (175,476,645) | (14,686,268) | (255,204,209) | — | — | 1,389,988,553 |
Small Cap Growth | 1,525,460 | 30,944,541 | 4,864,812 | (4,911,832) | (344,356) | (10,234,042) | — | — | 20,319,123 |
Small Cap Value | 2,405,126 | 54,668,294 | 134,685 | (10,663,354) | 1,940,424 | (10,243,665) | — | — | 35,836,384 |
Strategic Equity Allocation Trust | 53,455,728 | 1,281,437,978 | 19,905,824 | (90,971,626) | 19,651,422 | (325,018,126) | — | — | 905,005,472 |
$12,970,874 | $(1,127,546,307) | $19,966,858 | — | $4,183,314,437 | |||||
Managed Volatility Conservative Portfolio | |||||||||
Blue Chip Growth | 463,969 | $17,159,208 | $5,327,019 | $(3,990,443) | $87,632 | $(6,561,972) | — | — | $12,021,444 |
Bond | 10,316,312 | 181,367,308 | 4,488,408 | (17,724,621) | (736,281) | (31,425,822) | $4,333,320 | — | 135,968,992 |
Core Bond | 4,257,961 | 62,824,849 | 127,084 | (6,834,876) | (831,073) | (8,150,353) | — | — | 47,135,631 |
Emerging Markets Equity | 776,682 | 8,538,615 | 1,117,294 | (362,123) | (2,823) | (3,139,639) | — | — | 6,151,324 |
Equity Income | 1,075,399 | 21,530,004 | 807,454 | (4,713,501) | 681,841 | (3,088,900) | — | — | 15,216,898 |
Fundamental Large Cap Core | 244,504 | 19,113,742 | 2,487,433 | (3,251,206) | 896,853 | (5,733,112) | — | — | 13,513,710 |
John Hancock Collateral Trust | 754,162 | — | 21,126,502 | (13,590,197) | (674) | (43) | 17,612 | — | 7,535,588 |
Multifactor Developed International ETF | — | 406,275 | 32,241 | (381,938) | 35,052 | (91,630) | 6,080 | — | — |
Multifactor Emerging Markets ETF | 117,644 | 3,569,423 | 125,347 | (280,615) | 38,559 | (894,122) | 21,940 | — | 2,558,592 |
Multifactor Mid Cap ETF | 190,892 | 11,398,396 | 964,590 | (1,786,390) | 584,950 | (3,029,547) | 39,167 | — | 8,131,999 |
Multifactor Small Cap ETF | 223,453 | 8,537,238 | 750,931 | (1,227,727) | 281,771 | (2,067,653) | 21,753 | — | 6,274,560 |
Select Bond Trust | 29,403,825 | 461,361,476 | 556,394 | (47,844,193) | (3,978,503) | (63,718,118) | — | — | 346,377,056 |
Strategic Equity Allocation Trust | 3,383,339 | 80,224,383 | 4,307,247 | (8,183,249) | 996,801 | (20,065,246) | — | — | 57,279,936 |
$(1,945,895) | $(147,966,157) | $4,439,872 | — | $658,165,730 | |||||
Managed Volatility Growth Portfolio | |||||||||
Blue Chip Growth | 9,414,143 | $352,690,836 | $42,596,898 | $(22,491,241) | $(3,943,294) | $(124,932,755) | — | — | $243,920,444 |
Bond | 29,936,772 | 529,351,860 | 19,357,829 | (60,545,086) | (2,581,575) | (91,016,369) | $12,607,829 | — | 394,566,659 |
Core Bond | 12,420,239 | 184,009,300 | 6,750,000 | (27,063,667) | (2,290,821) | (23,912,769) | — | — | 137,492,043 |
Emerging Markets Equity | 29,472,812 | 331,931,518 | 24,135,928 | (2,467,992) | (437,356) | (119,737,428) | — | — | 233,424,670 |
Equity Income | 20,507,828 | 424,204,823 | 1,105,868 | (87,914,709) | 3,139,830 | (50,350,039) | — | — | 290,185,773 |
Fundamental Large Cap Core | 6,145,517 | 493,272,282 | 22,458,597 | (51,327,940) | 15,854,489 | (140,594,702) | — | — | 339,662,726 |
John Hancock Collateral Trust | 20,082,857 | — | 420,104,425 | (219,420,763) | (15,342) | (417) | 376,314 | — | 200,667,903 |
Mid Cap Growth | 7,046,465 | 121,529,824 | 30,766,633 | (18,116,815) | (4,289,573) | (43,429,938) | — | — | 86,460,131 |
Mid Value | 9,343,845 | 142,433,245 | 2,388,213 | (34,637,636) | 2,335,889 | (18,987,820) | — | — | 93,531,891 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
Multifactor Developed International ETF | 6,653,496 | $224,620,250 | $11,832,970 | $(14,335,958) | $2,335,387 | $(64,236,465) | $3,339,255 | — | $160,216,184 |
Multifactor Emerging Markets ETF | 5,548,566 | 145,079,397 | 14,847,312 | (2,001,549) | 392,070 | (37,643,687) | 902,106 | — | 120,673,543 |
Multifactor Mid Cap ETF | 2,741,663 | 169,253,316 | 5,185,668 | (21,543,506) | 7,063,416 | (43,164,050) | 566,936 | — | 116,794,844 |
Multifactor Small Cap ETF | 3,901,698 | 151,971,238 | 3,706,316 | (13,976,580) | 3,024,785 | (35,166,079) | 380,905 | — | 109,559,680 |
Select Bond Trust | 85,953,320 | 1,355,230,471 | — | (144,762,325) | (9,183,092) | (188,754,947) | — | — | 1,012,530,107 |
Small Cap Growth | 2,722,299 | 54,849,407 | 9,194,120 | (8,770,942) | (1,148,744) | (17,862,824) | — | — | 36,261,017 |
Small Cap Value | 3,686,998 | 84,818,601 | 1,144,571 | (18,337,039) | 3,642,024 | (16,331,893) | — | — | 54,936,264 |
Strategic Equity Allocation Trust | 95,279,611 | 2,294,907,347 | 41,365,477 | (178,641,338) | 42,864,188 | (587,411,868) | — | — | 1,613,083,806 |
$56,762,281 | $(1,603,534,050) | $18,173,345 | — | $5,243,967,685 | |||||
Managed Volatility Moderate Portfolio | |||||||||
Blue Chip Growth | 1,499,967 | $55,131,904 | $8,122,430 | $(4,248,628) | $(296,603) | $(19,844,970) | — | — | $38,864,133 |
Bond | 14,019,403 | 244,794,398 | 6,620,576 | (23,155,367) | (931,065) | (42,552,809) | $5,870,576 | — | 184,775,733 |
Core Bond | 5,810,142 | 85,060,033 | 750,000 | (9,315,904) | (1,562,629) | (10,613,228) | — | — | 64,318,272 |
Emerging Markets Equity | 2,781,014 | 29,863,100 | 3,104,682 | (49,726) | (7,207) | (10,885,222) | — | — | 22,025,627 |
Equity Income | 3,451,204 | 70,370,499 | 208,707 | (13,895,161) | 650,046 | (8,499,548) | — | — | 48,834,543 |
Fundamental Large Cap Core | 866,974 | 68,472,338 | 4,259,152 | (7,469,945) | 2,460,501 | (19,804,391) | — | — | 47,917,655 |
John Hancock Collateral Trust | 2,266,513 | — | 58,349,704 | (35,701,023) | (1,674) | (10) | 45,358 | — | 22,646,997 |
Mid Cap Growth | 866,259 | 15,109,366 | 3,849,051 | (2,446,530) | (660,025) | (5,222,869) | — | — | 10,628,993 |
Mid Value | 1,104,407 | 16,542,172 | 334,919 | (3,890,317) | 456,439 | (2,388,103) | — | — | 11,055,110 |
Multifactor Developed International ETF | 445,669 | 14,999,257 | 816,654 | (960,875) | 165,405 | (4,288,731) | 224,902 | — | 10,731,710 |
Multifactor Emerging Markets ETF | 439,718 | 13,007,045 | 85,815 | (344,605) | 69,584 | (3,254,588) | 79,819 | — | 9,563,251 |
Multifactor Mid Cap ETF | 202,173 | 12,213,234 | 428,165 | (1,398,598) | 461,969 | (3,092,200) | 41,540 | — | 8,612,570 |
Multifactor Small Cap ETF | 253,857 | 9,808,416 | 322,307 | (929,861) | 205,407 | (2,277,964) | 24,627 | — | 7,128,305 |
Select Bond Trust | 40,083,047 | 624,449,309 | — | (60,562,625) | (5,007,938) | (86,700,457) | — | — | 472,178,289 |
Small Cap Growth | 367,231 | 7,169,362 | 1,325,377 | (1,103,812) | (33,229) | (2,466,176) | — | — | 4,891,522 |
Small Cap Value | 507,439 | 11,393,562 | 195,783 | (2,306,765) | 591,328 | (2,313,072) | — | — | 7,560,836 |
Strategic Equity Allocation Trust | 12,329,348 | 295,108,430 | 6,728,589 | (22,965,081) | 5,139,193 | (75,275,264) | — | — | 208,735,867 |
$1,699,502 | $(299,479,602) | $6,286,822 | — | $1,180,469,413 | |||||
Mid Cap Growth Trust | |||||||||
John Hancock Collateral Trust | 388,136 | $50,950,585 | $122,831,325 | $(169,888,784) | $(20,436) | $5,561 | $48,556 | — | $3,878,251 |
Mid Cap Index Trust | |||||||||
John Hancock Collateral Trust | 3,238,584 | $9,901,319 | $130,079,743 | $(107,610,056) | $(13,823) | $2,749 | $340,089 | — | $32,359,932 |
Mid Value Trust | |||||||||
John Hancock Collateral Trust | 256,188 | $1,029,121 | $44,928,743 | $(43,393,407) | $(4,674) | $46 | $25,294 | — | $2,559,829 |
Opportunistic Fixed Income Trust |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
John Hancock Collateral Trust | 28,411 | — | $13,198,786 | $(12,912,360) | $(2,556) | $11 | $2,759 | — | $283,881 |
Real Estate Securities Trust | |||||||||
John Hancock Collateral Trust | 54,551 | $1,555,545 | $7,634,210 | $(8,644,078) | $(819) | $211 | $1,465 | — | $545,069 |
Science & Technology Trust | |||||||||
John Hancock Collateral Trust | 398,584 | $8,572,790 | $86,913,032 | $(91,493,043) | $(10,489) | $361 | $87,010 | — | $3,982,651 |
Select Bond Trust | |||||||||
John Hancock Collateral Trust | 40,830,227 | $5,365,362 | $1,032,060,561 | $(629,386,783) | $(27,138) | $(36,369) | $1,353,311 | — | $407,975,633 |
Short Term Government Income Trust | |||||||||
John Hancock Collateral Trust | 364,162 | — | $16,750,010 | $(13,110,971) | $(131) | $(204) | $13,559 | — | $3,638,704 |
Small Cap Index Trust | |||||||||
John Hancock Collateral Trust | 2,711,874 | $6,126,348 | $95,157,259 | $(74,171,742) | $(12,197) | $(2,627) | $515,249 | — | $27,097,041 |
Small Cap Opportunities Trust | |||||||||
John Hancock Collateral Trust | 43,054 | $806,089 | $5,047,765 | $(5,423,167) | $(517) | $23 | $2,523 | — | $430,193 |
Small Cap Stock Trust | |||||||||
John Hancock Collateral Trust | — | $2,941,841 | $66,829,358 | $(69,769,230) | $(2,433) | $464 | $15,683 | — | — |
Small Cap Value Trust | |||||||||
John Hancock Collateral Trust | — | — | $8,829,019 | $(8,828,939) | $(80) | — | $2,181 | — | — |
Small Company Value Trust | |||||||||
John Hancock Collateral Trust | — | $1,741,904 | $16,040,229 | $(17,779,695) | $(2,592) | $154 | $24,384 | — | — |
Strategic Equity Allocation Trust | |||||||||
John Hancock Collateral Trust | 24,047,009 | $26,701,436 | $740,288,132 | $(526,648,980) | $(54,593) | $(8,289) | $1,297,929 | — | $240,277,706 |
Strategic Income Opportunities Trust | |||||||||
John Hancock Collateral Trust | 751,712 | $6,903,711 | $56,669,880 | $(56,055,578) | $(7,743) | $839 | $68,647 | — | $7,511,109 |
Total Bond Market Trust | |||||||||
John Hancock Collateral Trust | 1,632,955 | $3,599,385 | $51,913,940 | $(39,192,259) | $(4,647) | $66 | $43,546 | — | $16,316,485 |
Total Stock Market Index Trust | |||||||||
John Hancock Collateral Trust | 1,722,500 | $6,114,405 | $59,462,029 | $(48,356,567) | $(7,704) | $(943) | $231,654 | — | $17,211,220 |
Ultra Short Term Bond Trust | |||||||||
John Hancock Collateral Trust | 902,993 | — | $85,415,792 | $(76,392,201) | $(1,030) | $140 | $18,018 | — | $9,022,701 |
Dividends and distributions | |||||||||
Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
International Equity Index Trust | |||||||||
Manulife Financial Corp. | 68,000 | $1,259,869 | $115,923 | $(80,704) | $27,304 | $(255,146) | $44,077 | — | $1,067,246 |
Issuer, Description | Original acquisition date | Acquisition cost | Beginning share amount | Shares purchased | Shares sold | Ending share amount | Value as a percentage of net assets | Ending value |
Emerging Markets Value Trust | ||||||||
Yes Bank, Ltd., Lock-In Shares | 10-4-21 | $618,081 | 147,461 | — | — | 147,461 | 0.0%1 | $26,743 |
High Yield Trust | ||||||||
KCAD Holdings I, Ltd. | 3-21-11 | $1,353,651 | 165,553,563 | — | — | 165,553,563 | 0.0%1 | $166 |
MWO Holdings LLC | 8-30-16 | 438,156 | 445 | — | — | 445 | 0.0%1 | 2,768 |
New Cotai, Inc., Class B | 4-12-13 | 0 | 3 | — | — | 3 | 0.0% | 0 |
$2,934 | ||||||||
Mid Cap Growth Trust | ||||||||
Essence Group Holdings Corp. | 5-1-14 | $2,731,549 | 1,663,188 | — | — | 1,663,188 | 0.6% | $2,977,107 |
Lookout, Inc., Series F | 7-31-14 | 2,338,736 | 211,003 | — | — | 211,003 | 0.3% | 1,842,056 |
$4,819,163 |
1 | Less than 0.05%. |