Foreign Government and Government Agency Obligations - 71.3%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 3.3%
|
|||
Australian Commonwealth 1% 12/21/2030 (b)
|
AUD
|
5,842,000
|
3,416,170
|
Australian Commonwealth 1.25% 5/21/2032
|
AUD
|
20,000
|
11,272
|
Australian Commonwealth 1.5% 6/21/2031
|
AUD
|
3,080,000
|
1,817,020
|
Australian Commonwealth 1.75% 11/21/2032 (b)
|
AUD
|
490,000
|
280,704
|
Australian Commonwealth 1.75% 6/21/2051 (b)
|
AUD
|
809,000
|
281,178
|
Australian Commonwealth 2.25% 5/21/2028 (b)
|
AUD
|
3,740,000
|
2,457,559
|
Australian Commonwealth 2.75% 11/21/2027 (b)
|
AUD
|
1,990,000
|
1,332,566
|
Australian Commonwealth 2.75% 11/21/2029 (b)
|
AUD
|
3,840,000
|
2,485,861
|
Australian Commonwealth 2.75% 5/21/2041 (b)
|
AUD
|
244,000
|
126,503
|
Australian Commonwealth 2.75% 6/21/2035 (b)
|
AUD
|
2,920,000
|
1,693,176
|
Australian Commonwealth 3% 11/21/2033 (b)
|
AUD
|
3,690,000
|
2,251,251
|
Australian Commonwealth 3% 3/21/2047 (b)
|
AUD
|
1,898,000
|
930,928
|
Australian Commonwealth 3.25% 4/21/2029 (b)
|
AUD
|
2,470,000
|
1,639,247
|
Australian Commonwealth 3.5% 12/21/2034 (b)
|
AUD
|
2,630,000
|
1,636,414
|
Australian Commonwealth 3.75% 5/21/2034 (b)
|
AUD
|
1,910,000
|
1,220,313
|
Australian Commonwealth 4.25% 10/21/2036 (b)
|
AUD
|
440,000
|
285,898
|
Australian Commonwealth 4.25% 12/21/2035 (b)
|
AUD
|
2,890,000
|
1,889,333
|
Australian Commonwealth 4.25% 3/21/2036 (b)
|
AUD
|
1,730,000
|
1,128,991
|
Australian Commonwealth 4.25% 6/21/2034 (b)
|
AUD
|
520,000
|
343,992
|
Australian Commonwealth 4.5% 4/21/2033 (b)
|
AUD
|
980,000
|
664,819
|
Australian Commonwealth 4.75% 6/21/2054 (b)
|
AUD
|
290,000
|
183,420
|
New South Wales Treasury Corp 1.25% 11/20/2030
|
AUD
|
670,000
|
391,886
|
New South Wales Treasury Corp 1.75% 3/20/2034 (b)
|
AUD
|
840,000
|
444,005
|
New South Wales Treasury Corp 2% 3/20/2031
|
AUD
|
1,106,000
|
663,510
|
New South Wales Treasury Corp 3% 4/20/2029 (b)
|
AUD
|
2,690,000
|
1,760,420
|
New South Wales Treasury Corp 3% 5/20/2027 (b)
|
AUD
|
620,000
|
419,851
|
New South Wales Treasury Corp 4.25% 2/20/2036 (b)
|
AUD
|
470,000
|
292,501
|
New South Wales Treasury Corp 4.75% 2/20/2037 (b)
|
AUD
|
1,910,000
|
1,221,987
|
Queensland Treasury Corp 1.5% 8/20/2032 (b)(e)
|
AUD
|
2,840,000
|
1,568,252
|
Queensland Treasury Corp 1.75% 7/20/2034 (b)(e)
|
AUD
|
450,000
|
234,199
|
Queensland Treasury Corp 1.75% 8/21/2031 (b)(e)
|
AUD
|
2,631,000
|
1,533,349
|
Queensland Treasury Corp 2% 8/22/2033
|
AUD
|
1,000,000
|
550,408
|
Queensland Treasury Corp 2.25% 11/20/2041 (b)(e)
|
AUD
|
70,000
|
29,798
|
Queensland Treasury Corp 3.25% 7/21/2028 (b)(e)
|
AUD
|
154,000
|
102,703
|
Queensland Treasury Corp 3.5% 8/21/2030 (b)(e)
|
AUD
|
58,000
|
37,747
|
South Australian Government Financing Authority 1.75% 5/24/2032 (b)
|
AUD
|
490,000
|
277,827
|
South Australian Government Financing Authority 2% 5/23/2036 (b)
|
AUD
|
150,000
|
74,637
|
South Australian Government Financing Authority 4.5% 5/24/2033 (b)
|
AUD
|
720,000
|
474,062
|
Treasury Corp of Victoria 1.25% 11/19/2027
|
AUD
|
952,000
|
620,969
|
Treasury Corp of Victoria 1.5% 11/20/2030
|
AUD
|
1,347,000
|
795,534
|
Treasury Corp of Victoria 1.5% 9/10/2031
|
AUD
|
1,000,000
|
572,314
|
Treasury Corp of Victoria 2% 11/20/2037
|
AUD
|
260,000
|
121,628
|
Treasury Corp of Victoria 2% 9/17/2035
|
AUD
|
1,550,000
|
786,421
|
Treasury Corp of Victoria 2.25% 11/20/2034
|
AUD
|
350,000
|
187,371
|
Treasury Corp of Victoria 2.25% 11/20/2042
|
AUD
|
330,000
|
136,305
|
Treasury Corp of Victoria 2.25% 9/15/2033 (b)
|
AUD
|
310,000
|
172,534
|
Treasury Corp of Victoria 2.5% 10/22/2029
|
AUD
|
424,000
|
269,741
|
Treasury Corp of Victoria 3.625% 9/29/2040 (b)
|
EUR
|
120,000
|
136,093
|
Treasury Corp of Victoria 4.75% 9/15/2036
|
AUD
|
50,000
|
32,015
|
Treasury Corp of Victoria 5% 11/20/2040
|
AUD
|
300,000
|
185,728
|
Treasury Corp of Victoria 5.25% 9/15/2038
|
AUD
|
410,000
|
267,760
|
Western Australian Treasury Corp 4.25% 7/20/2033
|
AUD
|
150,000
|
97,628
|
Western Australian Treasury Corp 4.75% 10/24/2035 (b)
|
AUD
|
530,000
|
347,350
|
TOTAL AUSTRALIA
|
40,883,148
|
||
AUSTRIA - 1.3%
|
|||
Austrian Republic 0% 10/20/2028 (b)(e)
|
EUR
|
600,000
|
647,655
|
Austrian Republic 0% 10/20/2040 (b)(e)
|
EUR
|
788,000
|
544,050
|
Austrian Republic 0% 2/20/2030 (b)(e)
|
EUR
|
1,972,000
|
2,048,950
|
Austrian Republic 0% 2/20/2031 (b)(e)
|
EUR
|
1,370,000
|
1,377,832
|
Austrian Republic 0.5% 2/20/2029 (b)(e)
|
EUR
|
1,557,000
|
1,689,401
|
Austrian Republic 0.7% 4/20/2071 (b)(e)
|
EUR
|
80,000
|
33,055
|
Austrian Republic 0.75% 2/20/2028 (b)(e)
|
EUR
|
1,335,000
|
1,489,374
|
Austrian Republic 0.75% 3/20/2051 (b)(e)
|
EUR
|
930,000
|
555,006
|
Austrian Republic 0.85% 6/30/2120 (b)(e)
|
EUR
|
1,510,000
|
544,373
|
Austrian Republic 0.9% 2/20/2032 (b)(e)
|
EUR
|
394,000
|
404,308
|
Austrian Republic 1.5% 11/2/2086 (b)(e)
|
EUR
|
320,000
|
178,184
|
Austrian Republic 1.5% 2/20/2047 (b)(e)
|
EUR
|
293,000
|
230,666
|
Austrian Republic 2.4% 5/23/2034 (b)(e)
|
EUR
|
40,000
|
43,796
|
Austrian Republic 2.8% 9/20/2032 (b)(e)
|
EUR
|
1,010,000
|
1,152,704
|
Austrian Republic 2.9% 2/20/2033 (b)(e)
|
EUR
|
140,000
|
160,317
|
Austrian Republic 2.9% 2/20/2034 (b)(e)
|
EUR
|
620,000
|
705,674
|
Austrian Republic 2.95% 2/20/2035 (b)(e)
|
EUR
|
1,620,000
|
1,832,425
|
Austrian Republic 3.15% 10/20/2053 (b)(e)
|
EUR
|
130,000
|
134,092
|
Austrian Republic 3.15% 6/20/2044 (b)(e)
|
EUR
|
720,000
|
775,330
|
Austrian Republic 3.2% 2/20/2036 (b)(e)
|
EUR
|
650,000
|
744,385
|
Austrian Republic 3.2% 7/15/2039 (b)
|
EUR
|
190,000
|
212,204
|
Austrian Republic 4.15% 3/15/2037 (b)(e)
|
EUR
|
20,000
|
24,759
|
TOTAL AUSTRIA
|
15,528,540
|
||
BELGIUM - 1.9%
|
|||
Kingdom of Belgium 0% 10/22/2027 (b)(e)
|
EUR
|
2,060,000
|
2,285,654
|
Kingdom of Belgium 0.1% 6/22/2030 (b)(e)
|
EUR
|
1,015,000
|
1,044,344
|
Kingdom of Belgium 0.35% 6/22/2032 (b)(e)
|
EUR
|
2,699,000
|
2,634,138
|
Kingdom of Belgium 0.4% 6/22/2040 (b)(e)
|
EUR
|
1,212,000
|
869,236
|
Kingdom of Belgium 0.65% 6/22/2071 (b)(e)
|
EUR
|
1,750,000
|
645,469
|
Kingdom of Belgium 0.8% 6/22/2027 (b)(e)
|
EUR
|
39,000
|
44,118
|
Kingdom of Belgium 0.8% 6/22/2028 (b)(e)
|
EUR
|
1,220,000
|
1,352,744
|
Kingdom of Belgium 0.9% 6/22/2029 (b)(e)
|
EUR
|
1,373,000
|
1,495,484
|
Kingdom of Belgium 1.25% 4/22/2033 (b)(e)
|
EUR
|
1,461,000
|
1,488,915
|
Kingdom of Belgium 1.4% 6/22/2053 (b)(e)
|
EUR
|
932,000
|
583,454
|
Kingdom of Belgium 1.6% 6/22/2047 (b)(e)
|
EUR
|
38,000
|
28,311
|
Kingdom of Belgium 1.7% 6/22/2050 (b)(e)
|
EUR
|
23,000
|
16,529
|
Kingdom of Belgium 2.15% 6/22/2066 (b)(e)
|
EUR
|
90,000
|
63,243
|
Kingdom of Belgium 2.25% 6/22/2057 (b)(e)
|
EUR
|
124,000
|
93,210
|
Kingdom of Belgium 2.6% 10/22/2030 (b)(e)
|
EUR
|
640,000
|
728,169
|
Kingdom of Belgium 2.85% 10/22/2034 (b)(e)
|
EUR
|
1,020,000
|
1,133,821
|
Kingdom of Belgium 3.1% 6/22/2035 (b)(e)
|
EUR
|
2,530,000
|
2,837,129
|
Kingdom of Belgium 3.3% 6/22/2054 (b)(e)
|
EUR
|
360,000
|
350,208
|
Kingdom of Belgium 3.4% 6/22/2036 (b)(e)
|
EUR
|
460,000
|
522,899
|
Kingdom of Belgium 3.75% 6/22/2045 (b)
|
EUR
|
1,870,000
|
2,063,099
|
Kingdom of Belgium 4% 3/28/2032 (b)
|
EUR
|
30,000
|
36,386
|
Kingdom of Belgium 4.25% 3/28/2041 (b)(e)
|
EUR
|
545,000
|
654,554
|
Kingdom of Belgium 4.35% 6/22/2056 (b)(e)
|
EUR
|
360,000
|
413,455
|
Kingdom of Belgium 5.5% 3/28/2028 (b)
|
EUR
|
40,000
|
48,706
|
Ministeries Van de Vlaamse Gemeenschap 1.875% 6/2/2042
|
EUR
|
400,000
|
342,062
|
Ministeries Van de Vlaamse Gemeenschap 3.125% 6/22/2034 (b)
|
EUR
|
300,000
|
337,163
|
Ministeries Van de Vlaamse Gemeenschap 3.25% 4/5/2033 (b)
|
EUR
|
300,000
|
344,141
|
Region Wallonne Belgium 1.05% 6/22/2040 (b)
|
EUR
|
100,000
|
76,534
|
Region Wallonne Belgium 1.25% 5/3/2034 (b)
|
EUR
|
400,000
|
384,486
|
Region Wallonne Belgium 3.125% 6/22/2032 (b)
|
EUR
|
500,000
|
566,265
|
TOTAL BELGIUM
|
23,483,926
|
||
BULGARIA - 0.1%
|
|||
Bulgarian Republic 4.5% 1/27/2033 (b)
|
EUR
|
370,000
|
449,458
|
Bulgarian Republic 4.625% 9/23/2034 (b)
|
EUR
|
190,000
|
231,910
|
TOTAL BULGARIA
|
681,368
|
||
CANADA - 5.5%
|
|||
Canada Housing Trust No 1 1.6% 12/15/2031 (e)
|
CAD
|
320,000
|
209,703
|
Canada Housing Trust No 1 1.75% 6/15/2030 (e)
|
CAD
|
730,000
|
496,097
|
Canada Housing Trust No 1 2.1% 9/15/2029 (e)
|
CAD
|
70,000
|
48,738
|
Canada Housing Trust No 1 3.6% 12/15/2027 (e)
|
CAD
|
1,910,000
|
1,390,164
|
Canada Housing Trust No 1 3.6% 9/15/2035
|
CAD
|
1,560,000
|
1,114,316
|
Canada Housing Trust No 1 4.25% 3/15/2034 (e)
|
CAD
|
780,000
|
587,604
|
Canadian Government 0.5% 12/1/2030
|
CAD
|
491,000
|
313,843
|
Canadian Government 1.25% 6/1/2030
|
CAD
|
16,000
|
10,702
|
Canadian Government 1.75% 12/1/2053
|
CAD
|
70,000
|
32,139
|
Canadian Government 2% 6/1/2032
|
CAD
|
5,230,000
|
3,506,994
|
Canadian Government 2.5% 8/1/2027
|
CAD
|
4,900,000
|
3,510,880
|
Canadian Government 2.75% 12/1/2055
|
CAD
|
1,610,000
|
926,150
|
Canadian Government 2.75% 12/1/2064
|
CAD
|
3,020,000
|
1,679,135
|
Canadian Government 2.75% 3/1/2030
|
CAD
|
300,000
|
213,413
|
Canadian Government 2.75% 3/1/2031
|
CAD
|
2,880,000
|
2,038,228
|
Canadian Government 2.75% 6/1/2033
|
CAD
|
430,000
|
298,603
|
Canadian Government 2.75% 9/1/2030
|
CAD
|
8,810,000
|
6,251,791
|
Canadian Government 3% 6/1/2034
|
CAD
|
3,210,000
|
2,249,196
|
Canadian Government 3.25% 12/1/2033
|
CAD
|
1,640,000
|
1,173,207
|
Canadian Government 3.25% 12/1/2034
|
CAD
|
2,240,000
|
1,593,042
|
Canadian Government 3.25% 12/1/2035
|
CAD
|
4,740,000
|
3,347,423
|
Canadian Government 3.25% 6/1/2035
|
CAD
|
6,470,000
|
4,585,138
|
Canadian Government 3.5% 12/1/2045
|
CAD
|
1,760,000
|
1,216,902
|
Canadian Government 3.5% 12/1/2057
|
CAD
|
1,030,000
|
688,361
|
Canadian Government 3.5% 9/1/2029
|
CAD
|
1,600,000
|
1,168,794
|
City of Montreal 2.3% 9/1/2029
|
CAD
|
140,000
|
97,771
|
City of Montreal 2.4% 12/1/2041
|
CAD
|
260,000
|
139,626
|
City of Montreal 4.4% 12/1/2043
|
CAD
|
50,000
|
34,155
|
City of Ottawa Ontario 4.6% 7/14/2042
|
CAD
|
70,000
|
49,842
|
City of Toronto Canada Principal Strip 2.15% 8/25/2040
|
CAD
|
70,000
|
37,777
|
City of Toronto Canada Principal Strip 2.8% 11/22/2049
|
CAD
|
180,000
|
91,797
|
Export Development Canada 0.5% 2/25/2027 (b)
|
EUR
|
330,000
|
374,268
|
Province of Alberta 2.05% 6/1/2030
|
CAD
|
1,100,000
|
755,105
|
Province of Alberta 3.05% 12/1/2048
|
CAD
|
724,000
|
401,221
|
Province of Alberta 3.1% 6/1/2050
|
CAD
|
231,000
|
127,626
|
Province of Alberta 4.45% 12/1/2054
|
CAD
|
280,000
|
192,973
|
Province of British Columbia 2.2% 6/18/2030
|
CAD
|
2,280,000
|
1,573,428
|
Province of British Columbia 2.75% 6/18/2052
|
CAD
|
140,000
|
70,256
|
Province of British Columbia 2.95% 6/18/2050
|
CAD
|
924,000
|
491,478
|
Province of British Columbia 3.5% 5/29/2040 (b)
|
EUR
|
340,000
|
380,076
|
Province of British Columbia 3.55% 6/18/2033
|
CAD
|
970,000
|
693,009
|
Province of British Columbia 4.45% 12/18/2055
|
CAD
|
650,000
|
443,351
|
Province of British Columbia 4.6% 6/18/2057
|
CAD
|
70,000
|
48,957
|
Province of British Columbia 4.95% 7/16/2032 (b)
|
AUD
|
360,000
|
242,359
|
Province of Manitoba 3% 6/2/2028
|
CAD
|
320,000
|
230,213
|
Province of Manitoba 3.2% 3/5/2050
|
CAD
|
256,000
|
142,346
|
Province of Manitoba 3.4% 9/5/2048
|
CAD
|
470,000
|
273,662
|
Province of Manitoba 3.7% 6/2/2035
|
CAD
|
690,000
|
487,241
|
Province of Manitoba 4.05% 9/5/2045
|
CAD
|
80,000
|
52,633
|
Province of New Brunswick 2.55% 8/14/2031
|
CAD
|
690,000
|
476,058
|
Province of New Brunswick 3.05% 8/14/2050
|
CAD
|
227,000
|
122,455
|
Province of New Brunswick 3.55% 6/3/2043
|
CAD
|
100,000
|
62,539
|
Province of New Brunswick 3.95% 6/3/2035
|
CAD
|
210,000
|
151,124
|
Province of New Brunswick 4.8% 9/26/2039
|
CAD
|
90,000
|
67,392
|
Province of Newfoundland 1.75% 6/2/2030
|
CAD
|
290,000
|
196,012
|
Province of Newfoundland 2.65% 10/17/2050
|
CAD
|
217,000
|
106,221
|
Province of Newfoundland 3.3% 10/17/2046
|
CAD
|
50,000
|
28,585
|
Province of Newfoundland 3.7% 10/17/2048
|
CAD
|
70,000
|
42,058
|
Province of Newfoundland 4.6% 10/17/2055
|
CAD
|
130,000
|
89,448
|
Province of Nova Scotia 3.15% 12/1/2051
|
CAD
|
160,000
|
87,189
|
Province of Nova Scotia 3.45% 6/1/2045
|
CAD
|
150,000
|
90,357
|
Province of Nova Scotia 3.85% 6/1/2035
|
CAD
|
490,000
|
350,372
|
Province of Nova Scotia 4.05% 6/1/2033
|
CAD
|
370,000
|
272,679
|
Province of Ontario 0.375% 4/8/2027 (b)
|
EUR
|
283,000
|
319,673
|
Province of Ontario 1.05% 9/8/2027
|
CAD
|
2,770,000
|
1,943,521
|
Province of Ontario 1.9% 12/2/2051
|
CAD
|
210,000
|
88,736
|
Province of Ontario 2.05% 6/2/2030
|
CAD
|
59,000
|
40,495
|
Province of Ontario 2.15% 6/2/2031
|
CAD
|
170,000
|
115,402
|
Province of Ontario 2.65% 12/2/2050
|
CAD
|
49,000
|
24,794
|
Province of Ontario 2.7% 6/2/2029
|
CAD
|
1,703,000
|
1,209,974
|
Province of Ontario 2.8% 6/2/2048
|
CAD
|
1,868,000
|
995,027
|
Province of Ontario 2.9% 12/2/2046
|
CAD
|
480,000
|
264,809
|
Province of Ontario 2.9% 6/2/2049
|
CAD
|
1,735,000
|
932,264
|
Province of Ontario 2.95% 9/8/2030
|
CAD
|
1,620,000
|
1,150,618
|
Province of Ontario 3.1% 1/31/2034 (b)
|
EUR
|
280,000
|
318,857
|
Province of Ontario 3.65% 6/2/2033
|
CAD
|
1,500,000
|
1,080,958
|
Province of Ontario 3.75% 12/2/2053
|
CAD
|
210,000
|
129,095
|
Province of Ontario 4.1% 3/4/2033
|
CAD
|
840,000
|
623,379
|
Province of Ontario 4.45% 12/2/2056
|
CAD
|
240,000
|
166,155
|
Province of Ontario 4.6% 12/2/2055
|
CAD
|
2,250,000
|
1,596,075
|
Province of Ontario 4.6% 6/2/2039
|
CAD
|
230,000
|
170,486
|
Province of Ontario 4.7% 6/2/2037
|
CAD
|
190,000
|
143,526
|
Province of Quebec 0% 10/29/2030 (b)
|
EUR
|
1,050,000
|
1,058,383
|
Province of Quebec 0.5% 1/25/2032 (b)
|
EUR
|
330,000
|
328,087
|
Province of Quebec 1.5% 9/1/2031
|
CAD
|
1,966,000
|
1,283,395
|
Province of Quebec 1.9% 9/1/2030
|
CAD
|
131,000
|
88,992
|
Province of Quebec 2.3% 9/1/2029
|
CAD
|
1,179,000
|
825,320
|
Province of Quebec 2.85% 12/1/2053
|
CAD
|
2,270,000
|
1,147,418
|
Province of Quebec 3.1% 12/1/2051
|
CAD
|
230,000
|
124,660
|
Province of Quebec 3.5% 12/1/2045
|
CAD
|
880,000
|
534,231
|
Province of Quebec 3.5% 12/1/2048
|
CAD
|
270,000
|
159,648
|
Province of Quebec 3.6% 9/1/2033
|
CAD
|
300,000
|
214,559
|
Province of Quebec 3.65% 5/20/2032
|
CAD
|
410,000
|
297,319
|
Province of Quebec 4.4% 12/1/2055
|
CAD
|
260,000
|
176,023
|
Province of Quebec 5% 12/1/2038
|
CAD
|
90,000
|
68,937
|
Province of Quebec 5% 12/1/2041
|
CAD
|
420,000
|
317,562
|
Province of Saskatchewan 3.1% 6/2/2050
|
CAD
|
293,000
|
161,554
|
Province of Saskatchewan 3.25% 9/24/2035 (b)
|
EUR
|
150,000
|
170,379
|
Province of Saskatchewan 3.3% 6/2/2048
|
CAD
|
150,000
|
87,002
|
Province of Saskatchewan 3.8% 6/2/2035
|
CAD
|
570,000
|
407,502
|
Province of Saskatchewan 3.9% 6/2/2033
|
CAD
|
70,000
|
51,206
|
Province of Saskatchewan 4.75% 6/1/2040
|
CAD
|
120,000
|
89,766
|
TOTAL CANADA
|
67,130,009
|
||
CHILE - 0.0%
|
|||
Chilean Republic 1.25% 1/29/2040
|
EUR
|
114,000
|
91,578
|
Chilean Republic 1.875% 5/27/2030
|
EUR
|
100,000
|
108,436
|
TOTAL CHILE
|
200,014
|
||
CHINA - 0.1%
|
|||
Peoples Republic of China 0.5% 11/12/2031 (b)
|
EUR
|
820,000
|
826,583
|
Peoples Republic of China 0.625% 11/25/2035 (b)
|
EUR
|
150,000
|
139,713
|
TOTAL CHINA
|
966,296
|
||
CYPRUS - 0.1%
|
|||
Republic of Cyprus 0.625% 1/21/2030 (b)
|
EUR
|
50,000
|
53,122
|
Republic of Cyprus 1.25% 1/21/2040 (b)
|
EUR
|
130,000
|
107,096
|
Republic of Cyprus 2.25% 4/16/2050 (b)
|
EUR
|
59,000
|
48,917
|
Republic of Cyprus 2.375% 9/25/2028 (b)
|
EUR
|
584,000
|
667,058
|
TOTAL CYPRUS
|
876,193
|
||
DENMARK - 0.5%
|
|||
Danish Kingdom 0% 11/15/2031
|
DKK
|
1,700,000
|
228,144
|
Danish Kingdom 0% 11/15/2031
|
DKK
|
610,000
|
81,921
|
Danish Kingdom 0.25% 11/15/2052
|
DKK
|
3,891,000
|
289,897
|
Danish Kingdom 0.5% 11/15/2027
|
DKK
|
11,030,000
|
1,658,848
|
Danish Kingdom 0.5% 11/15/2029
|
DKK
|
16,594,000
|
2,398,348
|
Danish Kingdom 2.25% 11/15/2033
|
DKK
|
3,120,000
|
467,360
|
Danish Kingdom 2.25% 11/15/2035
|
DKK
|
4,640,000
|
680,468
|
Danish Kingdom 4.5% 11/15/2039
|
DKK
|
3,960,000
|
711,415
|
TOTAL DENMARK
|
6,516,401
|
||
ESTONIA - 0.0%
|
|||
Republic of Estonia 0.125% 6/10/2030 (b)
|
EUR
|
380,000
|
387,302
|
FINLAND - 0.6%
|
|||
Finnish Government 0% 9/15/2030 (b)(e)
|
EUR
|
740,000
|
754,745
|
Finnish Government 0.125% 4/15/2036 (b)(e)
|
EUR
|
452,000
|
381,079
|
Finnish Government 0.125% 4/15/2052 (b)(e)
|
EUR
|
294,000
|
134,448
|
Finnish Government 0.25% 9/15/2040 (b)(e)
|
EUR
|
433,000
|
312,038
|
Finnish Government 0.5% 4/15/2043 (b)(e)
|
EUR
|
1,243,000
|
856,565
|
Finnish Government 0.5% 9/15/2028 (b)(e)
|
EUR
|
1,080,000
|
1,184,414
|
Finnish Government 1.125% 4/15/2034 (b)(e)
|
EUR
|
166,000
|
164,459
|
Finnish Government 1.5% 9/15/2032 (b)(e)
|
EUR
|
1,180,000
|
1,242,470
|
Finnish Government 2.625% 4/15/2032 (b)(e)
|
EUR
|
370,000
|
419,580
|
Finnish Government 2.625% 7/4/2042 (b)(e)
|
EUR
|
20,000
|
20,247
|
Finnish Government 2.875% 4/15/2029 (b)(e)
|
EUR
|
440,000
|
510,688
|
Finnish Government 2.95% 4/15/2055 (b)(e)
|
EUR
|
200,000
|
194,562
|
Finnish Government 3% 9/15/2033 (b)(e)
|
EUR
|
200,000
|
229,886
|
Finnish Government 3% 9/15/2035 (b)(e)
|
EUR
|
520,000
|
588,129
|
TOTAL FINLAND
|
6,993,310
|
||
FRANCE - 8.8%
|
|||
Action Logement Services 0.375% 10/5/2031 (b)
|
EUR
|
600,000
|
590,507
|
Action Logement Services 3.125% 9/28/2037 (b)
|
EUR
|
100,000
|
106,498
|
Agence France Locale 3% 8/20/2032 (b)
|
EUR
|
200,000
|
224,496
|
Agence France Locale 3.125% 3/20/2034 (b)
|
EUR
|
100,000
|
111,054
|
Caisse d'Amortissement de la Dette Sociale 0% 11/25/2030 (b)
|
EUR
|
900,000
|
900,877
|
Caisse d'Amortissement de la Dette Sociale 0% 2/25/2028 (b)
|
EUR
|
600,000
|
657,509
|
Caisse d'Amortissement de la Dette Sociale 0% 5/25/2031 (b)
|
EUR
|
300,000
|
294,947
|
Caisse d'Amortissement de la Dette Sociale 0.6% 11/25/2029 (b)
|
EUR
|
1,400,000
|
1,484,622
|
Caisse d'Amortissement de la Dette Sociale 1.75% 11/25/2027 (b)
|
EUR
|
500,000
|
568,018
|
Caisse d'Amortissement de la Dette Sociale 3% 11/25/2031 (b)
|
EUR
|
200,000
|
228,072
|
French Government 0% 11/25/2029 (b)(e)
|
EUR
|
1,147,000
|
1,193,705
|
French Government 0% 11/25/2030 (b)(e)
|
EUR
|
1,209,000
|
1,216,339
|
French Government 0% 11/25/2031 (b)(e)
|
EUR
|
1,617,000
|
1,568,796
|
French Government 0% 5/25/2032 (b)(e)
|
EUR
|
2,183,000
|
2,072,558
|
French Government 0.5% 5/25/2029 (b)(e)
|
EUR
|
1,326,000
|
1,424,934
|
French Government 0.5% 5/25/2040 (b)(e)
|
EUR
|
3,197,000
|
2,304,530
|
French Government 0.5% 5/25/2072 (b)(e)
|
EUR
|
3,920,000
|
1,237,386
|
French Government 0.5% 6/25/2044 (b)(e)
|
EUR
|
690,000
|
428,461
|
French Government 0.75% 2/25/2028 (b)(e)
|
EUR
|
7,210,000
|
8,029,035
|
French Government 0.75% 5/25/2028 (b)(e)
|
EUR
|
473,000
|
524,058
|
French Government 0.75% 5/25/2052 (b)(e)
|
EUR
|
2,316,000
|
1,192,147
|
French Government 0.75% 5/25/2053 (b)(e)
|
EUR
|
2,348,000
|
1,170,385
|
French Government 1.25% 5/25/2034 (b)(e)
|
EUR
|
137,000
|
133,507
|
French Government 1.25% 5/25/2036 (b)(e)
|
EUR
|
1,858,000
|
1,705,481
|
French Government 1.25% 5/25/2038 (b)(e)
|
EUR
|
390,000
|
336,689
|
French Government 1.5% 5/25/2031 (b)(e)
|
EUR
|
1,913,000
|
2,046,762
|
French Government 1.5% 5/25/2050 (b)(e)
|
EUR
|
494,000
|
333,602
|
French Government 1.75% 5/25/2066 (b)(e)
|
EUR
|
2,063,000
|
1,234,735
|
French Government 1.75% 6/25/2039 (b)(e)
|
EUR
|
655,000
|
589,587
|
French Government 2% 11/25/2032 (b)(e)
|
EUR
|
8,700,000
|
9,290,711
|
French Government 2% 5/25/2048 (b)(e)
|
EUR
|
124,000
|
97,069
|
French Government 2.5% 5/25/2030 (b)(e)
|
EUR
|
840,000
|
953,612
|
French Government 2.5% 5/25/2043 (b)(e)
|
EUR
|
9,170,000
|
8,470,739
|
French Government 2.5% 9/24/2027 (b)(e)
|
EUR
|
5,340,000
|
6,151,848
|
French Government 2.7% 2/25/2031 (b)(e)
|
EUR
|
5,580,000
|
6,345,017
|
French Government 2.75% 2/25/2029 (b)(e)
|
EUR
|
12,510,000
|
14,421,990
|
French Government 2.75% 2/25/2030 (b)(e)
|
EUR
|
3,520,000
|
4,039,165
|
French Government 3% 11/25/2034 (b)(e)
|
EUR
|
3,680,000
|
4,086,606
|
French Government 3% 5/25/2033 (b)(e)
|
EUR
|
870,000
|
983,179
|
French Government 3% 5/25/2054 (b)(e)
|
EUR
|
610,000
|
547,679
|
French Government 3.2% 5/25/2035 (b)(e)
|
EUR
|
1,430,000
|
1,603,308
|
French Government 3.25% 5/25/2055 (b)(e)
|
EUR
|
1,090,000
|
1,021,767
|
French Government 3.5% 11/25/2033 (b)(e)
|
EUR
|
2,300,000
|
2,671,961
|
French Government 3.5% 11/25/2035 (b)(e)
|
EUR
|
8,030,000
|
9,171,540
|
French Government 3.75% 5/25/2056 (b)(e)
|
EUR
|
150,000
|
152,968
|
French Government 4% 4/25/2060 (b)(e)
|
EUR
|
490,000
|
524,273
|
French Government 4.1% 5/25/2046 (b)(e)
|
EUR
|
1,290,000
|
1,460,019
|
French Government 4.75% 4/25/2035 (b)(e)
|
EUR
|
100,000
|
126,031
|
Societe Des Grands Projets EPIC 0% 11/25/2030 (b)
|
EUR
|
1,500,000
|
1,500,261
|
Societe Des Grands Projets EPIC 1.7% 5/25/2050 (b)
|
EUR
|
500,000
|
348,666
|
Ville de Paris 1.375% 11/20/2034 (b)
|
EUR
|
100,000
|
95,385
|
Ville de Paris 3.75% 5/25/2040 (b)
|
EUR
|
100,000
|
109,781
|
TOTAL FRANCE
|
108,082,872
|
||
GERMANY - 9.2%
|
|||
Free State of Saxony 0.01% 12/17/2035 (b)
|
EUR
|
490,000
|
414,507
|
Gemeinsame Deutsche Bundeslaender HB HH MV RP SL SH 0.01% 2/4/2031 (b)
|
EUR
|
50,000
|
49,921
|
German Federal Republic 0.25% 2/15/2029 (b)
|
EUR
|
6,000
|
6,493
|
German Federal Republic 0.5% 2/15/2028 (b)
|
EUR
|
7,000
|
7,791
|
German Federal Republic 1.7% 8/15/2032 (b)
|
EUR
|
6,950,000
|
7,561,640
|
German Federal Republic 1.8% 8/15/2053 (b)
|
EUR
|
390,000
|
322,192
|
German Federal Republic 2% 12/16/2027 (b)
|
EUR
|
5,040,000
|
5,769,402
|
German Federal Republic 2.1% 4/12/2029 (b)
|
EUR
|
3,960,000
|
4,512,432
|
German Federal Republic 2.1% 4/12/2029 (b)
|
EUR
|
680,000
|
774,934
|
German Federal Republic 2.2% 10/10/2030 (b)
|
EUR
|
17,300,000
|
19,598,145
|
German Federal Republic 2.2% 3/11/2027 (b)
|
EUR
|
10,000
|
11,523
|
German Federal Republic 2.3% 2/15/2033 (b)
|
EUR
|
6,380,000
|
7,153,416
|
German Federal Republic 2.5% 10/11/2029 (b)
|
EUR
|
800,000
|
921,813
|
German Federal Republic 2.5% 11/15/2032 (b)
|
EUR
|
340,000
|
385,672
|
German Federal Republic 2.5% 4/16/2031 (b)
|
EUR
|
7,320,000
|
8,397,555
|
German Federal Republic 2.5% 7/4/2044 (b)
|
EUR
|
2,370,000
|
2,413,758
|
German Federal Republic 2.5% 8/15/2046 (b)
|
EUR
|
9,180,000
|
9,250,073
|
German Federal Republic 2.5% 8/15/2054 (b)
|
EUR
|
2,680,000
|
2,579,888
|
German Federal Republic 2.6% 8/15/2035 (b)
|
EUR
|
11,900,000
|
13,332,070
|
German Federal Republic 2.9% 2/15/2036 (b)
|
EUR
|
9,930,000
|
11,428,397
|
German Federal Republic 2.9% 8/15/2056 (b)
|
EUR
|
3,500,000
|
3,641,370
|
German Federal Republic 3.25% 7/4/2042 (b)(f)
|
EUR
|
520,000
|
594,602
|
German Federal Republic 3.4% 5/15/2047 (b)
|
EUR
|
2,200,000
|
2,543,217
|
German Federal Republic 4% 1/4/2037 (b)
|
EUR
|
40,000
|
50,216
|
German Federal Republic 4.75% 7/4/2040 (b)
|
EUR
|
20,000
|
27,036
|
Land Berlin 0.125% 11/24/2045 (b)
|
EUR
|
270,000
|
160,012
|
Land Berlin 2.75% 2/14/2033
|
EUR
|
340,000
|
384,465
|
State of Brandenburg 0.05% 7/1/2031 (b)
|
EUR
|
110,000
|
109,108
|
State of Bremen 0.15% 10/24/2031
|
EUR
|
50,000
|
49,383
|
State of Bremen 0.4% 8/20/2049 (b)
|
EUR
|
29,000
|
16,173
|
State of Hesse 0.01% 6/18/2031 (b)
|
EUR
|
540,000
|
535,185
|
State of Hesse 0.125% 10/10/2031
|
EUR
|
210,000
|
207,621
|
State of Hesse 2.75% 1/10/2034 (b)
|
EUR
|
520,000
|
584,301
|
State of Lower Saxony 0.01% 1/10/2031 (b)
|
EUR
|
130,000
|
130,805
|
State of Lower Saxony 0.01% 11/25/2027 (b)
|
EUR
|
430,000
|
474,945
|
State of Lower Saxony 0.05% 3/9/2035 (b)
|
EUR
|
510,000
|
445,872
|
State of Lower Saxony 0.125% 1/9/2032 (b)
|
EUR
|
200,000
|
196,186
|
State of Lower Saxony 0.75% 3/21/2031
|
EUR
|
170,000
|
176,705
|
State of Lower Saxony 1.125% 9/12/2033 (b)
|
EUR
|
70,000
|
70,236
|
State of North Rhine-Westphalia Germany 0% 10/12/2035 (b)
|
EUR
|
80,000
|
68,019
|
State of North Rhine-Westphalia Germany 0.2% 1/27/2051 (b)
|
EUR
|
50,000
|
25,203
|
State of North Rhine-Westphalia Germany 0.2% 3/31/2027 (b)
|
EUR
|
1,513,000
|
1,707,613
|
State of North Rhine-Westphalia Germany 0.2% 4/9/2030 (b)
|
EUR
|
725,000
|
752,918
|
State of North Rhine-Westphalia Germany 0.5% 11/25/2039 (b)
|
EUR
|
72,000
|
56,588
|
State of North Rhine-Westphalia Germany 0.625% 7/21/2031 (b)
|
EUR
|
24,000
|
24,571
|
State of North Rhine-Westphalia Germany 0.8% 7/30/2049 (b)
|
EUR
|
434,000
|
277,909
|
State of North Rhine-Westphalia Germany 1.25% 5/12/2036 (b)
|
EUR
|
226,000
|
214,723
|
State of North Rhine-Westphalia Germany 1.375% 1/15/2120 (b)
|
EUR
|
70,000
|
34,495
|
State of North Rhine-Westphalia Germany 1.5% 6/12/2040 (b)
|
EUR
|
160,000
|
142,770
|
State of North Rhine-Westphalia Germany 1.55% 6/16/2048 (b)
|
EUR
|
178,000
|
140,835
|
State of North Rhine-Westphalia Germany 1.65% 2/22/2038 (b)
|
EUR
|
607,000
|
580,175
|
State of North Rhine-Westphalia Germany 1.95% 9/26/2078 (b)
|
EUR
|
270,000
|
193,449
|
State of North Rhine-Westphalia Germany 2% 6/15/2032 (b)
|
EUR
|
590,000
|
642,440
|
State of North Rhine-Westphalia Germany 2.15% 3/21/2119 (b)
|
EUR
|
70,000
|
50,961
|
State of North Rhine-Westphalia Germany 3% 3/20/2054 (b)
|
EUR
|
510,000
|
518,017
|
State of Rhineland-Palatinate 0.01% 1/21/2031 (b)
|
EUR
|
340,000
|
341,403
|
State of Rhineland-Palatinate 0.75% 2/23/2032
|
EUR
|
130,000
|
131,699
|
State of Saxony-Anhalt 3.15% 2/6/2054
|
EUR
|
50,000
|
51,852
|
State of Schleswig-Holstein Germany 0.05% 7/8/2031 (b)
|
EUR
|
410,000
|
406,307
|
State of Schleswig-Holstein Germany 2.875% 4/10/2035 (b)
|
EUR
|
230,000
|
258,343
|
TOTAL GERMANY
|
111,909,350
|
||
GREECE - 0.3%
|
|||
Greek Government 1.875% 1/24/2052 (b)(e)
|
EUR
|
320,000
|
226,913
|
Greek Government 3.375% 6/15/2034 (b)(e)
|
EUR
|
200,000
|
226,992
|
Greek Government 3.375% 6/16/2036 (b)(e)
|
EUR
|
240,000
|
266,262
|
Greek Government 3.9% 1/30/2033 (b)
|
EUR
|
1,280,000
|
1,518,494
|
Greek Government 4.2% 1/30/2042 (b)
|
EUR
|
960,000
|
1,106,008
|
TOTAL GREECE
|
3,344,669
|
||
HONG KONG - 0.0%
|
|||
Hong Kong Government 1.59% 3/4/2036
|
HKD
|
1,050,000
|
118,043
|
HUNGARY - 0.0%
|
|||
Hungary Government 1.625% 4/28/2032 (b)
|
EUR
|
246,000
|
245,530
|
Hungary Government 1.75% 10/10/2027 (b)
|
EUR
|
150,000
|
169,721
|
Hungary Government 1.75% 6/5/2035 (b)
|
EUR
|
130,000
|
118,351
|
TOTAL HUNGARY
|
533,602
|
||
INDONESIA - 0.0%
|
|||
Indonesia Government 1.45% 9/18/2026
|
EUR
|
430,000
|
493,437
|
IRELAND - 0.4%
|
|||
Republic of Ireland 0% 10/18/2031 (b)
|
EUR
|
430,000
|
425,361
|
Republic of Ireland 0.2% 10/18/2030 (b)
|
EUR
|
86,000
|
88,579
|
Republic of Ireland 0.35% 10/18/2032 (b)
|
EUR
|
290,000
|
284,349
|
Republic of Ireland 0.4% 5/15/2035 (b)
|
EUR
|
355,000
|
321,478
|
Republic of Ireland 0.55% 4/22/2041 (b)
|
EUR
|
130,000
|
98,965
|
Republic of Ireland 1.1% 5/15/2029 (b)
|
EUR
|
1,129,000
|
1,242,279
|
Republic of Ireland 1.3% 5/15/2033 (b)
|
EUR
|
570,000
|
588,479
|
Republic of Ireland 1.35% 3/18/2031 (b)
|
EUR
|
130,000
|
140,447
|
Republic of Ireland 1.5% 5/15/2050 (b)
|
EUR
|
460,000
|
352,443
|
Republic of Ireland 1.7% 5/15/2037 (b)
|
EUR
|
380,000
|
374,729
|
Republic of Ireland 2% 2/18/2045 (b)
|
EUR
|
750,000
|
683,619
|
Republic of Ireland 2.6% 10/18/2034 (b)
|
EUR
|
160,000
|
178,107
|
Republic of Ireland 3.1% 6/18/2036 (b)
|
EUR
|
480,000
|
547,609
|
Republic of Ireland 3.15% 10/18/2055 (b)
|
EUR
|
120,000
|
125,351
|
TOTAL IRELAND
|
5,451,795
|
||
ISRAEL - 0.0%
|
|||
Israel Government 1.5% 1/16/2029 (b)
|
EUR
|
335,000
|
365,257
|
ITALY - 7.5%
|
|||
Cassa Depositi e Prestiti SpA 1% 2/11/2030 (b)
|
EUR
|
100,000
|
105,806
|
Italian Republic 0.45% 2/15/2029 (b)
|
EUR
|
190,000
|
204,898
|
Italian Republic 0.5% 7/15/2028 (b)
|
EUR
|
1,040,000
|
1,140,738
|
Italian Republic 0.9% 4/1/2031 (b)
|
EUR
|
82,000
|
84,806
|
Italian Republic 0.95% 6/1/2032 (b)
|
EUR
|
1,241,000
|
1,244,551
|
Italian Republic 0.95% 8/1/2030 (b)
|
EUR
|
142,000
|
149,943
|
Italian Republic 0.95% 9/15/2027 (b)
|
EUR
|
1,948,000
|
2,195,531
|
Italian Republic 1.35% 4/1/2030 (b)
|
EUR
|
1,900,000
|
2,057,760
|
Italian Republic 1.45% 3/1/2036 (b)(e)
|
EUR
|
1,347,000
|
1,257,859
|
Italian Republic 1.5% 4/30/2045 (b)(e)
|
EUR
|
4,960,000
|
3,629,618
|
Italian Republic 1.65% 3/1/2032 (b)(e)
|
EUR
|
575,000
|
605,742
|
Italian Republic 1.8% 3/1/2041 (b)(e)
|
EUR
|
2,541,000
|
2,169,752
|
Italian Republic 2.05% 8/1/2027 (b)
|
EUR
|
213,000
|
244,054
|
Italian Republic 2.15% 3/1/2072 (b)(e)
|
EUR
|
2,820,000
|
1,905,374
|
Italian Republic 2.15% 9/1/2052 (b)(e)
|
EUR
|
172,000
|
128,051
|
Italian Republic 2.25% 9/1/2036 (b)(e)
|
EUR
|
639,000
|
640,208
|
Italian Republic 2.4% 3/15/2029 (b)
|
EUR
|
1,430,000
|
1,625,428
|
Italian Republic 2.45% 9/1/2033 (b)(e)
|
EUR
|
897,000
|
966,523
|
Italian Republic 2.5% 12/1/2032 (b)
|
EUR
|
260,000
|
284,398
|
Italian Republic 2.65% 12/1/2027 (b)
|
EUR
|
640,000
|
738,427
|
Italian Republic 2.65% 6/15/2028 (b)
|
EUR
|
6,030,000
|
6,941,305
|
Italian Republic 2.7% 10/1/2030 (b)(e)
|
EUR
|
1,300,000
|
1,470,577
|
Italian Republic 2.7% 3/1/2047 (b)(e)
|
EUR
|
116,000
|
104,042
|
Italian Republic 2.8% 12/1/2028 (b)
|
EUR
|
640,000
|
739,078
|
Italian Republic 2.8% 6/15/2029 (b)
|
EUR
|
1,740,000
|
2,001,869
|
Italian Republic 2.85% 2/1/2031 (b)
|
EUR
|
1,270,000
|
1,441,154
|
Italian Republic 2.95% 7/1/2030 (b)
|
EUR
|
4,590,000
|
5,258,102
|
Italian Republic 2.95% 9/1/2038 (b)(e)
|
EUR
|
433,000
|
450,234
|
Italian Republic 3% 8/1/2029 (b)
|
EUR
|
1,708,000
|
1,977,114
|
Italian Republic 3.1% 3/1/2040 (b)(e)
|
EUR
|
1,208,000
|
1,244,374
|
Italian Republic 3.15% 11/15/2031 (b)(e)
|
EUR
|
1,190,000
|
1,365,393
|
Italian Republic 3.15% 3/15/2033 (b)(e)
|
EUR
|
700,000
|
789,415
|
Italian Republic 3.25% 11/15/2032 (b)(e)
|
EUR
|
980,000
|
1,115,613
|
Italian Republic 3.25% 7/15/2032 (b)(e)
|
EUR
|
5,450,000
|
6,247,980
|
Italian Republic 3.35% 3/1/2035 (b)(e)
|
EUR
|
1,808,000
|
2,039,622
|
Italian Republic 3.45% 2/1/2036 (b)
|
EUR
|
2,010,000
|
2,243,896
|
Italian Republic 3.45% 3/1/2048 (b)(e)
|
EUR
|
1,000
|
1,006
|
Italian Republic 3.45% 7/15/2027 (b)
|
EUR
|
5,780,000
|
6,737,631
|
Italian Republic 3.45% 7/15/2031 (b)
|
EUR
|
1,860,000
|
2,170,391
|
Italian Republic 3.5% 2/15/2031 (b)(e)
|
EUR
|
330,000
|
386,404
|
Italian Republic 3.6% 10/1/2035 (b)
|
EUR
|
1,730,000
|
1,961,628
|
Italian Republic 3.65% 8/1/2035 (b)(e)
|
EUR
|
6,070,000
|
6,950,593
|
Italian Republic 3.7% 6/15/2030 (b)
|
EUR
|
1,220,000
|
1,442,570
|
Italian Republic 3.85% 12/15/2029 (b)
|
EUR
|
1,770,000
|
2,103,752
|
Italian Republic 3.85% 2/1/2035 (b)
|
EUR
|
970,000
|
1,133,530
|
Italian Republic 3.85% 7/1/2034 (b)
|
EUR
|
1,280,000
|
1,501,591
|
Italian Republic 3.85% 9/1/2049 (b)(e)
|
EUR
|
679,000
|
722,703
|
Italian Republic 4% 11/15/2030 (b)
|
EUR
|
2,510,000
|
3,004,204
|
Italian Republic 4.1% 2/1/2029 (b)
|
EUR
|
130,000
|
154,820
|
Italian Republic 4.1% 4/30/2046 (b)(e)
|
EUR
|
860,000
|
956,357
|
Italian Republic 4.15% 10/1/2039 (b)(e)
|
EUR
|
50,000
|
58,231
|
Italian Republic 4.2% 3/1/2034 (b)
|
EUR
|
590,000
|
710,075
|
Italian Republic 4.3% 10/1/2054 (b)(e)
|
EUR
|
270,000
|
302,280
|
Italian Republic 4.4% 5/1/2033 (b)
|
EUR
|
760,000
|
928,763
|
Italian Republic 4.45% 9/1/2043 (b)(e)
|
EUR
|
2,760,000
|
3,259,429
|
Italian Republic 4.5% 10/1/2053 (b)(e)
|
EUR
|
390,000
|
451,710
|
Italian Republic 4.65% 10/1/2055 (b)(e)
|
EUR
|
490,000
|
574,954
|
Italian Republic 5% 8/1/2034 (b)(e)
|
EUR
|
20,000
|
25,377
|
Italian Republic 5% 8/1/2039 (b)(e)
|
EUR
|
20,000
|
25,395
|
Italian Republic 6.5% 11/1/2027 (b)
|
EUR
|
50,000
|
61,121
|
TOTAL ITALY
|
92,433,750
|
||
JAPAN - 12.1%
|
|||
Japan Government 0.005% 6/20/2027
|
JPY
|
230,000,000
|
1,428,927
|
Japan Government 0.1% 12/20/2027
|
JPY
|
439,850,000
|
2,715,056
|
Japan Government 0.1% 12/20/2028
|
JPY
|
135,350,000
|
822,100
|
Japan Government 0.1% 12/20/2029
|
JPY
|
277,200,000
|
1,650,591
|
Japan Government 0.1% 12/20/2030
|
JPY
|
83,550,000
|
486,803
|
Japan Government 0.1% 12/20/2031
|
JPY
|
453,900,000
|
2,585,170
|
Japan Government 0.1% 3/20/2027
|
JPY
|
4,100,000
|
25,586
|
Japan Government 0.1% 3/20/2028
|
JPY
|
53,650,000
|
329,844
|
Japan Government 0.1% 3/20/2029
|
JPY
|
299,800,000
|
1,812,674
|
Japan Government 0.1% 3/20/2030
|
JPY
|
15,400,000
|
91,217
|
Japan Government 0.1% 3/20/2031
|
JPY
|
407,600,000
|
2,362,248
|
Japan Government 0.1% 6/20/2028
|
JPY
|
780,800,000
|
4,781,607
|
Japan Government 0.1% 6/20/2028
|
JPY
|
302,750,000
|
1,853,968
|
Japan Government 0.1% 6/20/2030
|
JPY
|
393,950,000
|
2,320,563
|
Japan Government 0.1% 9/20/2027
|
JPY
|
510,700,000
|
3,164,983
|
Japan Government 0.1% 9/20/2027
|
JPY
|
177,000,000
|
1,096,957
|
Japan Government 0.1% 9/20/2028
|
JPY
|
1,221,050,000
|
7,447,453
|
Japan Government 0.1% 9/20/2030
|
JPY
|
362,600,000
|
2,124,111
|
Japan Government 0.2% 12/20/2027
|
JPY
|
169,000,000
|
1,044,931
|
Japan Government 0.2% 12/20/2028
|
JPY
|
46,550,000
|
283,491
|
Japan Government 0.2% 3/20/2032
|
JPY
|
68,000,000
|
387,292
|
Japan Government 0.2% 6/20/2032
|
JPY
|
227,950,000
|
1,290,492
|
Japan Government 0.2% 9/20/2032
|
JPY
|
1,110,350,000
|
6,250,069
|
Japan Government 0.3% 12/20/2039
|
JPY
|
900,000
|
4,065
|
Japan Government 0.3% 6/20/2039
|
JPY
|
144,250,000
|
663,584
|
Japan Government 0.3% 6/20/2046
|
JPY
|
17,900,000
|
63,286
|
Japan Government 0.3% 9/20/2039
|
JPY
|
56,150,000
|
255,927
|
Japan Government 0.4% 3/20/2029
|
JPY
|
182,000,000
|
1,110,302
|
Japan Government 0.4% 3/20/2036
|
JPY
|
192,500,000
|
1,003,134
|
Japan Government 0.4% 3/20/2040
|
JPY
|
51,800,000
|
235,581
|
Japan Government 0.4% 3/20/2050
|
JPY
|
17,400,000
|
54,743
|
Japan Government 0.4% 3/20/2056
|
JPY
|
333,750,000
|
873,993
|
Japan Government 0.4% 6/20/2040
|
JPY
|
10,450,000
|
47,121
|
Japan Government 0.4% 9/20/2040
|
JPY
|
73,150,000
|
327,021
|
Japan Government 0.4% 9/20/2049
|
JPY
|
5,450,000
|
17,483
|
Japan Government 0.5% 12/20/2038
|
JPY
|
15,550,000
|
74,920
|
Japan Government 0.5% 3/20/2033
|
JPY
|
52,850,000
|
300,372
|
Japan Government 0.5% 3/20/2049
|
JPY
|
10,450,000
|
35,217
|
Japan Government 0.5% 9/20/2036
|
JPY
|
93,750,000
|
486,162
|
Japan Government 0.6% 12/20/2033
|
JPY
|
301,400,000
|
1,696,230
|
Japan Government 0.6% 12/20/2037
|
JPY
|
6,700,000
|
33,787
|
Japan Government 0.6% 6/20/2037
|
JPY
|
136,750,000
|
700,494
|
Japan Government 0.6% 6/20/2050
|
JPY
|
27,350,000
|
90,736
|
Japan Government 0.7% 12/20/2048
|
JPY
|
10,800,000
|
38,846
|
Japan Government 0.7% 2/1/2027
|
JPY
|
276,600,000
|
1,737,542
|
Japan Government 0.7% 3/20/2037
|
JPY
|
22,050,000
|
115,178
|
Japan Government 0.7% 6/20/2048
|
JPY
|
13,100,000
|
47,874
|
Japan Government 0.7% 9/20/2038
|
JPY
|
863,100,000
|
4,306,877
|
Japan Government 0.8% 3/20/2034
|
JPY
|
190,550,000
|
1,083,565
|
Japan Government 0.8% 3/20/2042
|
JPY
|
149,000,000
|
678,663
|
Japan Government 0.8% 9/20/2033
|
JPY
|
83,150,000
|
478,001
|
Japan Government 0.8% 9/20/2047
|
JPY
|
10,200,000
|
39,189
|
Japan Government 0.9% 3/20/2057
|
JPY
|
146,150,000
|
455,473
|
Japan Government 0.9% 6/20/2042
|
JPY
|
345,000,000
|
1,586,922
|
Japan Government 0.9% 9/20/2034
|
JPY
|
598,400,000
|
3,396,177
|
Japan Government 0.9% 9/20/2048
|
JPY
|
249,150,000
|
951,595
|
Japan Government 1% 10/1/2027
|
JPY
|
172,950,000
|
1,085,609
|
Japan Government 1% 12/20/2035
|
JPY
|
647,550,000
|
3,611,344
|
Japan Government 1% 3/20/2052
|
JPY
|
170,000,000
|
601,513
|
Japan Government 1.1% 3/20/2043
|
JPY
|
45,600,000
|
212,644
|
Japan Government 1.1% 6/20/2030
|
JPY
|
725,150,000
|
4,456,656
|
Japan Government 1.1% 6/20/2034
|
JPY
|
27,100,000
|
157,143
|
Japan Government 1.1% 6/20/2043
|
JPY
|
110,150,000
|
509,955
|
Japan Government 1.1% 9/20/2042
|
JPY
|
219,650,000
|
1,036,688
|
Japan Government 1.2% 12/20/2034
|
JPY
|
163,750,000
|
948,628
|
Japan Government 1.2% 3/20/2035
|
JPY
|
19,650,000
|
113,295
|
Japan Government 1.2% 6/20/2053
|
JPY
|
19,800,000
|
72,614
|
Japan Government 1.3% 12/20/2043
|
JPY
|
398,750,000
|
1,890,166
|
Japan Government 1.3% 3/20/2063
|
JPY
|
47,600,000
|
156,300
|
Japan Government 1.3% 6/20/2052
|
JPY
|
232,000,000
|
890,194
|
Japan Government 1.3% 9/20/2030
|
JPY
|
220,300,000
|
1,361,672
|
Japan Government 1.4% 12/20/2042
|
JPY
|
193,650,000
|
956,128
|
Japan Government 1.4% 12/20/2045
|
JPY
|
232,050,000
|
1,070,434
|
Japan Government 1.4% 3/20/2035
|
JPY
|
138,300,000
|
811,307
|
Japan Government 1.4% 3/20/2053
|
JPY
|
110,700,000
|
431,768
|
Japan Government 1.4% 3/20/2055
|
JPY
|
5,500,000
|
20,940
|
Japan Government 1.4% 9/20/2052
|
JPY
|
52,050,000
|
204,505
|
Japan Government 1.5% 6/20/2035
|
JPY
|
1,986,450,000
|
11,713,990
|
Japan Government 1.5% 9/20/2043
|
JPY
|
51,950,000
|
256,804
|
Japan Government 1.6% 12/20/2030
|
JPY
|
184,800,000
|
1,155,175
|
Japan Government 1.6% 12/20/2052
|
JPY
|
170,150,000
|
702,617
|
Japan Government 1.6% 12/20/2053
|
JPY
|
171,100,000
|
697,801
|
Japan Government 1.6% 3/20/2033
|
JPY
|
4,300,000
|
26,377
|
Japan Government 1.6% 3/20/2044
|
JPY
|
163,650,000
|
813,320
|
Japan Government 1.6% 6/20/2030
|
JPY
|
4,600,000
|
28,856
|
Japan Government 1.7% 9/20/2035
|
JPY
|
786,650,000
|
4,703,387
|
Japan Government 1.8% 9/20/2044
|
JPY
|
438,650,000
|
2,234,661
|
Japan Government 1.8% 9/20/2053
|
JPY
|
32,000,000
|
137,786
|
Japan Government 1.9% 3/20/2053
|
JPY
|
42,450,000
|
188,383
|
Japan Government 1.9% 6/20/2044
|
JPY
|
66,600,000
|
346,440
|
Japan Government 2% 12/20/2044
|
JPY
|
184,950,000
|
970,506
|
Japan Government 2% 3/20/2042
|
JPY
|
110,000,000
|
606,007
|
Japan Government 2.1% 12/20/2035
|
JPY
|
862,000,000
|
5,321,830
|
Japan Government 2.1% 9/20/2054
|
JPY
|
106,900,000
|
489,239
|
Japan Government 2.2% 3/20/2064
|
JPY
|
454,450,000
|
1,978,021
|
Japan Government 2.2% 6/20/2054
|
JPY
|
19,550,000
|
92,110
|
Japan Government 2.3% 12/20/2054
|
JPY
|
64,800,000
|
311,182
|
Japan Government 2.3% 5/20/2032
|
JPY
|
1,000,000
|
6,435
|
Japan Government 2.4% 3/20/2045
|
JPY
|
107,500,000
|
599,884
|
Japan Government 2.4% 3/20/2055
|
JPY
|
62,950,000
|
309,030
|
Japan Government 2.5% 6/20/2045
|
JPY
|
1,681,250,000
|
9,503,317
|
Japan Government 2.7% 9/20/2045
|
JPY
|
627,050,000
|
3,648,154
|
Japan Government 3.1% 3/20/2065
|
JPY
|
1,341,550,000
|
7,357,201
|
Japan Government 3.2% 12/20/2045
|
JPY
|
386,350,000
|
2,417,024
|
Japan Government 3.2% 9/20/2055
|
JPY
|
24,000,000
|
139,577
|
Japan Government 3.4% 12/20/2055
|
JPY
|
182,000,000
|
1,101,442
|
TOTAL JAPAN
|
147,802,252
|
||
LATVIA - 0.1%
|
|||
Latvia Government International Bond 1.125% 5/30/2028 (b)
|
EUR
|
330,000
|
365,468
|
Latvia Government International Bond 1.375% 5/16/2036 (b)
|
EUR
|
470,000
|
432,049
|
TOTAL LATVIA
|
797,517
|
||
LITHUANIA - 0.1%
|
|||
Lithuania Government 0.5% 6/19/2029 (b)
|
EUR
|
982,000
|
1,045,592
|
Lithuania Government 2.1% 5/26/2047 (b)
|
EUR
|
230,000
|
179,462
|
Lithuania Government 2.125% 10/22/2035 (b)
|
EUR
|
57,000
|
57,059
|
Lithuania Government 2.875% 1/28/2030 (b)
|
EUR
|
130,000
|
148,618
|
Lithuania Government 3.875% 6/14/2033 (b)
|
EUR
|
90,000
|
105,653
|
TOTAL LITHUANIA
|
1,536,384
|
||
LUXEMBOURG - 0.1%
|
|||
State of the Grand-Duchy of Luxembourg 0% 3/24/2031 (b)
|
EUR
|
230,000
|
230,491
|
State of the Grand-Duchy of Luxembourg 0% 9/14/2032 (b)
|
EUR
|
210,000
|
200,837
|
State of the Grand-Duchy of Luxembourg 1.375% 5/25/2029 (b)
|
EUR
|
1,040,000
|
1,149,471
|
TOTAL LUXEMBOURG
|
1,580,799
|
||
MEXICO - 0.0%
|
|||
United Mexican States 1.125% 1/17/2030
|
EUR
|
100,000
|
103,482
|
United Mexican States 2.125% 10/25/2051
|
EUR
|
100,000
|
59,757
|
United Mexican States 2.25% 8/12/2036
|
EUR
|
130,000
|
116,677
|
United Mexican States 2.875% 4/8/2039
|
EUR
|
185,000
|
165,039
|
TOTAL MEXICO
|
444,955
|
||
MULTI-NATIONAL - 2.6%
|
|||
European Financial Stability Facility 0% 10/13/2027 (b)
|
EUR
|
85,000
|
94,282
|
European Financial Stability Facility 0.05% 1/18/2052 (b)
|
EUR
|
225,000
|
103,791
|
European Financial Stability Facility 0.05% 10/17/2029 (b)
|
EUR
|
23,000
|
24,116
|
European Financial Stability Facility 0.7% 1/20/2050 (b)
|
EUR
|
176,000
|
107,287
|
European Financial Stability Facility 0.75% 5/3/2027 (b)
|
EUR
|
43,000
|
48,715
|
European Financial Stability Facility 0.875% 4/10/2035 (b)
|
EUR
|
610,000
|
573,050
|
European Financial Stability Facility 1.25% 5/24/2033 (b)
|
EUR
|
1,849,000
|
1,883,796
|
European Financial Stability Facility 1.45% 9/5/2040 (b)
|
EUR
|
1,125,000
|
989,321
|
European Financial Stability Facility 2.875% 2/13/2034 (b)
|
EUR
|
1,400,000
|
1,584,281
|
European Financial Stability Facility 3.375% 8/30/2038 (b)
|
EUR
|
50,000
|
57,398
|
European Stability Mechanism 0.01% 3/4/2030 (b)
|
EUR
|
35,000
|
36,323
|
European Stability Mechanism 0.5% 3/5/2029 (b)
|
EUR
|
2,229,000
|
2,418,187
|
European Stability Mechanism 0.75% 3/15/2027 (b)
|
EUR
|
184,000
|
209,123
|
European Stability Mechanism 0.75% 9/5/2028 (b)
|
EUR
|
48,000
|
52,921
|
European Stability Mechanism 0.875% 7/18/2042 (b)
|
EUR
|
266,000
|
207,823
|
European Stability Mechanism 1.125% 5/3/2032 (b)
|
EUR
|
47,000
|
49,033
|
European Stability Mechanism 1.2% 5/23/2033 (b)
|
EUR
|
37,000
|
37,898
|
European Stability Mechanism 1.625% 11/17/2036 (b)
|
EUR
|
218,000
|
213,970
|
European Stability Mechanism 1.85% 12/1/2055 (b)
|
EUR
|
186,000
|
146,842
|
European Stability Mechanism 2.125% 11/17/2028 (b)
|
EUR
|
2,440,000
|
2,776,727
|
European Union 0% 10/4/2030 (b)
|
EUR
|
2,889,000
|
2,940,558
|
European Union 0% 7/4/2035 (b)
|
EUR
|
3,297,000
|
2,823,135
|
European Union 0.1% 10/4/2040 (b)
|
EUR
|
946,000
|
668,516
|
European Union 0.25% 4/22/2036 (b)
|
EUR
|
380,000
|
324,484
|
European Union 0.3% 11/4/2050 (b)
|
EUR
|
982,000
|
509,694
|
European Union 0.45% 5/2/2046 (b)
|
EUR
|
170,000
|
105,303
|
European Union 0.45% 7/4/2041 (b)
|
EUR
|
162,000
|
115,828
|
European Union 0.7% 7/6/2051 (b)
|
EUR
|
1,070,000
|
600,466
|
European Union 0.875% 3/11/2037 (b)
|
EUR
|
100,000
|
88,177
|
European Union 1.125% 4/4/2036 (b)
|
EUR
|
94,000
|
88,402
|
European Union 1.25% 2/4/2043 (b)
|
EUR
|
172,000
|
135,307
|
European Union 1.25% 4/4/2033 (b)
|
EUR
|
1,418,000
|
1,445,237
|
European Union 1.875% 5/25/2037 (b)
|
EUR
|
5,000,000
|
4,909,205
|
European Union 2% 10/4/2027 (b)
|
EUR
|
860,000
|
984,049
|
European Union 2.5% 10/4/2052 (b)
|
EUR
|
380,000
|
330,351
|
European Union 3% 3/4/2053 (b)
|
EUR
|
1,120,000
|
1,075,650
|
European Union 3.375% 10/5/2054 (b)
|
EUR
|
660,000
|
674,770
|
European Union 3.75% 10/12/2045 (b)
|
EUR
|
550,000
|
619,778
|
European Union 4% 10/12/2055 (b)
|
EUR
|
1,870,000
|
2,128,415
|
TOTAL MULTI-NATIONAL
|
32,182,209
|
||
NETHERLANDS - 1.6%
|
|||
Dutch Government 0% 1/15/2052 (b)(e)
|
EUR
|
185,000
|
89,602
|
Dutch Government 0% 7/15/2030 (b)(e)
|
EUR
|
3,028,000
|
3,124,068
|
Dutch Government 0.25% 7/15/2029 (b)(e)
|
EUR
|
1,336,000
|
1,427,453
|
Dutch Government 0.5% 1/15/2040 (b)(e)
|
EUR
|
1,722,000
|
1,376,419
|
Dutch Government 0.5% 7/15/2032 (b)(e)
|
EUR
|
501,000
|
501,867
|
Dutch Government 0.75% 7/15/2027 (b)(e)
|
EUR
|
1,666,000
|
1,881,912
|
Dutch Government 0.75% 7/15/2028 (b)(e)
|
EUR
|
2,860,000
|
3,171,272
|
Dutch Government 2% 1/15/2054 (b)(e)
|
EUR
|
580,000
|
497,183
|
Dutch Government 2.5% 1/15/2033 (b)(e)
|
EUR
|
80,000
|
90,384
|
Dutch Government 2.5% 7/15/2033 (b)(e)
|
EUR
|
740,000
|
832,542
|
Dutch Government 2.5% 7/15/2034 (b)(e)
|
EUR
|
190,000
|
212,054
|
Dutch Government 2.5% 7/15/2035 (b)(e)
|
EUR
|
1,720,000
|
1,903,158
|
Dutch Government 2.75% 1/15/2047 (b)(e)
|
EUR
|
1,390,000
|
1,443,284
|
Dutch Government 2.75% 7/15/2036 (b)(e)
|
EUR
|
440,000
|
490,301
|
Dutch Government 3.25% 1/15/2044 (b)(e)
|
EUR
|
710,000
|
803,978
|
Dutch Government 3.5% 1/15/2056 (b)(e)
|
EUR
|
610,000
|
709,046
|
Dutch Government 3.75% 1/15/2042 (b)(e)
|
EUR
|
530,000
|
641,458
|
Dutch Government 4% 1/15/2037 (b)(e)
|
EUR
|
30,000
|
37,358
|
TOTAL NETHERLANDS
|
19,233,339
|
||
NEW ZEALAND - 0.5%
|
|||
New Zealand Government 0.25% 5/15/2028
|
NZD
|
5,230,000
|
2,805,063
|
New Zealand Government 1.5% 5/15/2031
|
NZD
|
2,032,000
|
1,021,886
|
New Zealand Government 1.75% 5/15/2041
|
NZD
|
1,452,000
|
542,615
|
New Zealand Government 2% 5/15/2032
|
NZD
|
380,000
|
190,827
|
New Zealand Government 2.75% 4/15/2037 (b)
|
NZD
|
410,000
|
194,175
|
New Zealand Government 4.5% 5/15/2030
|
NZD
|
390,000
|
228,044
|
New Zealand Government 4.5% 5/15/2035
|
NZD
|
1,870,000
|
1,064,095
|
New Zealand Government 5% 5/15/2054
|
NZD
|
290,000
|
158,792
|
New Zealand Local Government Funding Agency Bond 5.1% 11/28/2030
|
AUD
|
50,000
|
34,243
|
TOTAL NEW ZEALAND
|
6,239,740
|
||
NORWAY - 0.2%
|
|||
Kingdom of Norway 1.375% 8/19/2030 (b)(e)
|
NOK
|
5,110,000
|
465,733
|
Kingdom of Norway 2.125% 5/18/2032 (b)(e)
|
NOK
|
6,630,000
|
604,981
|
Kingdom of Norway 3% 8/15/2033 (b)(e)
|
NOK
|
6,860,000
|
650,598
|
Kingdom of Norway 3.5% 10/6/2042 (b)(e)
|
NOK
|
2,430,000
|
226,472
|
Kingdom of Norway 3.75% 6/12/2035 (b)(e)
|
NOK
|
5,300,000
|
523,924
|
TOTAL NORWAY
|
2,471,708
|
||
POLAND - 0.1%
|
|||
Bank Gospodarstwa Krajowego 4% 3/13/2032 (b)
|
EUR
|
330,000
|
389,341
|
Republic of Poland 1% 3/7/2029 (b)
|
EUR
|
309,000
|
337,871
|
Republic of Poland 2% 3/8/2049 (b)
|
EUR
|
17,000
|
12,902
|
Republic of Poland 3.875% 2/14/2033 (b)
|
EUR
|
220,000
|
258,928
|
Republic of Poland 4.125% 1/11/2044 (b)
|
EUR
|
100,000
|
111,282
|
TOTAL POLAND
|
1,110,324
|
||
PORTUGAL - 0.6%
|
|||
Portugal Obrigacoes do Tesouro 0.475% 10/18/2030 (b)(e)
|
EUR
|
1,028,000
|
1,072,114
|
Portugal Obrigacoes do Tesouro 0.7% 10/15/2027 (b)(e)
|
EUR
|
350,000
|
392,864
|
Portugal Obrigacoes do Tesouro 0.9% 10/12/2035 (b)(e)
|
EUR
|
734,000
|
680,941
|
Portugal Obrigacoes do Tesouro 1% 4/12/2052 (b)(e)
|
EUR
|
220,000
|
133,526
|
Portugal Obrigacoes do Tesouro 1.65% 7/16/2032 (b)(e)
|
EUR
|
253,000
|
270,359
|
Portugal Obrigacoes do Tesouro 1.95% 6/15/2029 (b)(e)
|
EUR
|
458,000
|
518,042
|
Portugal Obrigacoes do Tesouro 2.25% 4/18/2034 (b)(e)
|
EUR
|
260,000
|
280,105
|
Portugal Obrigacoes do Tesouro 2.875% 10/20/2034 (b)(e)
|
EUR
|
390,000
|
437,326
|
Portugal Obrigacoes do Tesouro 3% 6/15/2035 (b)(e)
|
EUR
|
890,000
|
1,000,473
|
Portugal Obrigacoes do Tesouro 3.25% 6/13/2036 (b)(e)
|
EUR
|
610,000
|
696,677
|
Portugal Obrigacoes do Tesouro 3.625% 6/12/2054 (b)(e)
|
EUR
|
270,000
|
291,476
|
Portugal Obrigacoes do Tesouro 3.875% 2/15/2030 (b)(e)
|
EUR
|
760,000
|
915,039
|
Portugal Obrigacoes do Tesouro 4.1% 2/15/2045 (b)(e)
|
EUR
|
730,000
|
871,317
|
Republic of Portugal 2.125% 10/17/2028 (b)(e)
|
EUR
|
250,000
|
285,344
|
TOTAL PORTUGAL
|
7,845,603
|
||
ROMANIA - 0.1%
|
|||
Romanian Republic 1.375% 12/2/2029 (b)
|
EUR
|
567,000
|
584,666
|
Romanian Republic 2.125% 3/7/2028 (b)
|
EUR
|
470,000
|
525,866
|
Romanian Republic 2.875% 4/13/2042 (b)
|
EUR
|
60,000
|
43,310
|
Romanian Republic 2.875% 5/26/2028 (b)
|
EUR
|
32,000
|
36,141
|
Romanian Republic 3.375% 1/28/2050 (b)
|
EUR
|
54,000
|
37,886
|
TOTAL ROMANIA
|
1,227,869
|
||
RUSSIA - 0.0%
|
|||
Ministry of Finance of the Russian Federation 7.6% (g)(h)
|
RUB
|
4,237,000
|
0
|
SAUDI ARABIA - 0.0%
|
|||
Kingdom of Saudi Arabia 2% 7/9/2039 (b)
|
EUR
|
163,000
|
141,436
|
SINGAPORE - 0.5%
|
|||
Republic of Singapore 1.625% 7/1/2031
|
SGD
|
520,000
|
396,374
|
Republic of Singapore 1.875% 10/1/2051
|
SGD
|
330,000
|
232,519
|
Republic of Singapore 2.25% 8/1/2036
|
SGD
|
768,000
|
594,816
|
Republic of Singapore 2.375% 7/1/2039
|
SGD
|
325,000
|
253,350
|
Republic of Singapore 2.625% 5/1/2028
|
SGD
|
1,016,000
|
806,767
|
Republic of Singapore 2.625% 8/1/2032
|
SGD
|
1,740,000
|
1,394,763
|
Republic of Singapore 2.75% 3/1/2035
|
SGD
|
140,000
|
113,224
|
Republic of Singapore 2.75% 3/1/2046
|
SGD
|
470,000
|
387,070
|
Republic of Singapore 2.75% 4/1/2042
|
SGD
|
260,000
|
212,913
|
Republic of Singapore 2.875% 9/1/2027
|
SGD
|
690,000
|
546,471
|
Republic of Singapore 2.875% 9/1/2030
|
SGD
|
650,000
|
526,016
|
Republic of Singapore 3% 8/1/2072 (b)
|
SGD
|
770,000
|
676,755
|
Republic of Singapore Treasury Bills 3% 4/1/2029
|
SGD
|
700,000
|
563,618
|
TOTAL SINGAPORE
|
6,704,656
|
||
SLOVAKIA - 0.3%
|
|||
Slovak Republic 0.125% 6/17/2027 (b)
|
EUR
|
288,000
|
322,529
|
Slovak Republic 0.375% 4/21/2036 (b)
|
EUR
|
400,000
|
332,025
|
Slovak Republic 0.75% 4/9/2030 (b)
|
EUR
|
600,000
|
634,756
|
Slovak Republic 1% 10/13/2051 (b)
|
EUR
|
160,000
|
90,844
|
Slovak Republic 1% 10/9/2030 (b)
|
EUR
|
110,000
|
115,861
|
Slovak Republic 1% 5/14/2032 (b)
|
EUR
|
120,000
|
121,866
|
Slovak Republic 1.625% 1/21/2031 (b)
|
EUR
|
348,000
|
376,525
|
Slovak Republic 1.875% 3/9/2037 (b)
|
EUR
|
515,000
|
489,916
|
Slovak Republic 2.25% 6/12/2068 (b)
|
EUR
|
240,000
|
168,448
|
Slovak Republic 3.75% 3/6/2034 (b)
|
EUR
|
180,000
|
210,818
|
Slovak Republic 4% 2/23/2043 (b)
|
EUR
|
240,000
|
268,949
|
TOTAL SLOVAKIA
|
3,132,537
|
||
SLOVENIA - 0.1%
|
|||
Republic of Slovenia 0.125% 7/1/2031 (b)
|
EUR
|
288,000
|
288,162
|
Republic of Slovenia 0.6875% 3/3/2081 (b)
|
EUR
|
550,000
|
174,803
|
Republic of Slovenia 1.1875% 3/14/2029 (b)
|
EUR
|
560,000
|
618,673
|
Republic of Slovenia 1.75% 11/3/2040 (b)
|
EUR
|
89,000
|
78,856
|
Republic of Slovenia 2.25% 3/3/2032 (b)
|
EUR
|
230,000
|
254,236
|
Republic of Slovenia 3.625% 3/11/2033 (b)
|
EUR
|
110,000
|
130,468
|
TOTAL SLOVENIA
|
1,545,198
|
||
SPAIN - 5.1%
|
|||
Autonomous Community of Madrid Spain 0.827% 7/30/2027 (b)
|
EUR
|
50,000
|
56,392
|
Autonomous Community of Madrid Spain 1.571% 4/30/2029 (b)
|
EUR
|
606,000
|
673,696
|
Basque Government 1.45% 4/30/2028 (b)
|
EUR
|
370,000
|
416,219
|
Junta de Andalucia 0.5% 4/30/2031 (b)
|
EUR
|
180,000
|
182,866
|
Junta de Andalucia 3.25% 10/31/2033 (b)
|
EUR
|
160,000
|
183,200
|
Spanish Kingdom 0% 1/31/2028
|
EUR
|
1,320,000
|
1,454,946
|
Spanish Kingdom 0.1% 4/30/2031 (b)(e)
|
EUR
|
1,410,000
|
1,416,183
|
Spanish Kingdom 0.5% 10/31/2031 (b)(e)
|
EUR
|
976,000
|
988,537
|
Spanish Kingdom 0.5% 4/30/2030 (b)(e)
|
EUR
|
143,000
|
150,487
|
Spanish Kingdom 0.6% 10/31/2029 (b)(e)
|
EUR
|
574,000
|
615,515
|
Spanish Kingdom 0.7% 4/30/2032 (b)(e)
|
EUR
|
140,000
|
141,431
|
Spanish Kingdom 0.8% 7/30/2027 (b)(e)
|
EUR
|
1,203,000
|
1,357,542
|
Spanish Kingdom 0.85% 7/30/2037 (b)(e)
|
EUR
|
1,098,000
|
948,635
|
Spanish Kingdom 1% 10/31/2050 (b)(e)
|
EUR
|
1,856,000
|
1,140,661
|
Spanish Kingdom 1% 7/30/2042 (b)(e)
|
EUR
|
111,000
|
84,220
|
Spanish Kingdom 1.2% 10/31/2040 (b)(e)
|
EUR
|
2,179,000
|
1,790,948
|
Spanish Kingdom 1.25% 10/31/2030 (b)(e)
|
EUR
|
3,826,000
|
4,124,505
|
Spanish Kingdom 1.4% 4/30/2028 (b)(e)
|
EUR
|
100,000
|
112,674
|
Spanish Kingdom 1.45% 10/31/2027 (b)(e)
|
EUR
|
100,000
|
113,454
|
Spanish Kingdom 1.45% 10/31/2071 (b)(e)
|
EUR
|
2,110,000
|
1,135,897
|
Spanish Kingdom 1.45% 4/30/2029 (b)(e)
|
EUR
|
2,176,000
|
2,421,778
|
Spanish Kingdom 1.85% 7/30/2035 (b)(e)
|
EUR
|
480,000
|
487,632
|
Spanish Kingdom 1.9% 10/31/2052 (b)(e)
|
EUR
|
960,000
|
721,780
|
Spanish Kingdom 1.95% 7/30/2030 (b)(e)
|
EUR
|
26,000
|
28,959
|
Spanish Kingdom 2.35% 7/30/2033 (b)(e)
|
EUR
|
292,000
|
319,310
|
Spanish Kingdom 2.4% 5/31/2028
|
EUR
|
50,000
|
57,443
|
Spanish Kingdom 2.5% 5/31/2027
|
EUR
|
4,980,000
|
5,745,835
|
Spanish Kingdom 2.55% 10/31/2032 (b)(e)
|
EUR
|
2,490,000
|
2,783,981
|
Spanish Kingdom 2.7% 1/31/2030
|
EUR
|
5,210,000
|
5,994,421
|
Spanish Kingdom 2.7% 10/31/2048 (b)(e)
|
EUR
|
189,000
|
176,464
|
Spanish Kingdom 3% 1/31/2033
|
EUR
|
1,530,000
|
1,748,803
|
Spanish Kingdom 3.1% 7/30/2031
|
EUR
|
1,100,000
|
1,277,080
|
Spanish Kingdom 3.15% 4/30/2033 (b)(e)
|
EUR
|
510,000
|
589,639
|
Spanish Kingdom 3.15% 4/30/2035 (b)(e)
|
EUR
|
530,000
|
602,554
|
Spanish Kingdom 3.2% 10/31/2035 (b)(e)
|
EUR
|
4,240,000
|
4,806,386
|
Spanish Kingdom 3.25% 4/30/2034 (b)(e)
|
EUR
|
1,110,000
|
1,278,212
|
Spanish Kingdom 3.3% 4/30/2036 (b)(e)
|
EUR
|
1,000,000
|
1,135,673
|
Spanish Kingdom 3.45% 10/31/2034 (b)(e)
|
EUR
|
1,460,000
|
1,707,307
|
Spanish Kingdom 3.45% 7/30/2043 (b)(e)
|
EUR
|
6,000,000
|
6,556,258
|
Spanish Kingdom 3.5% 1/31/2041 (b)(e)
|
EUR
|
210,000
|
234,233
|
Spanish Kingdom 3.5% 5/31/2029
|
EUR
|
2,220,000
|
2,623,201
|
Spanish Kingdom 3.55% 10/31/2033 (b)(e)
|
EUR
|
1,630,000
|
1,921,351
|
Spanish Kingdom 4% 10/31/2054 (b)(e)
|
EUR
|
230,000
|
261,491
|
Spanish Kingdom 5.15% 10/31/2028 (b)(e)
|
EUR
|
1,660,000
|
2,033,596
|
TOTAL SPAIN
|
62,601,395
|
||
SWEDEN - 0.6%
|
|||
Sweden Kingdom 0.125% 5/12/2031 (b)
|
SEK
|
18,230,000
|
1,703,518
|
Sweden Kingdom 0.5% 11/24/2045 (b)
|
SEK
|
1,040,000
|
68,815
|
Sweden Kingdom 0.75% 11/12/2029 (b)
|
SEK
|
26,050,000
|
2,589,666
|
Sweden Kingdom 0.75% 5/12/2028 (b)
|
SEK
|
16,670,000
|
1,701,827
|
Sweden Kingdom 1.375% 6/23/2071 (b)
|
SEK
|
580,000
|
34,500
|
Sweden Kingdom 1.75% 11/11/2033 (b)
|
SEK
|
2,500,000
|
247,019
|
Sweden Kingdom 2.25% 6/1/2032 (b)
|
SEK
|
5,270,000
|
545,156
|
Sweden Kingdom 2.5% 10/15/2036 (b)
|
SEK
|
6,850,000
|
700,478
|
Sweden Kingdom 3.5% 3/30/2039 (b)
|
SEK
|
760,000
|
84,939
|
TOTAL SWEDEN
|
7,675,918
|
||
SWITZERLAND - 0.9%
|
|||
Swiss Confederation 0% 6/22/2029 (b)
|
CHF
|
1,602,000
|
1,998,549
|
Swiss Confederation 0% 6/26/2034 (b)
|
CHF
|
974,000
|
1,188,659
|
Swiss Confederation 0% 7/24/2039 (b)
|
CHF
|
273,000
|
321,489
|
Swiss Confederation 0.25% 6/23/2035 (b)
|
CHF
|
2,660,000
|
3,305,779
|
Swiss Confederation 0.5% 5/24/2055 (b)
|
CHF
|
400,000
|
495,240
|
Swiss Confederation 0.5% 6/28/2045 (b)
|
CHF
|
710,000
|
878,717
|
Swiss Confederation 1.25% 6/28/2043 (b)
|
CHF
|
260,000
|
363,651
|
Swiss Confederation 1.5% 4/30/2042 (b)
|
CHF
|
200,000
|
287,778
|
Swiss Confederation 2% 6/25/2064 (b)
|
CHF
|
240,000
|
460,265
|
Swiss Confederation 2.5% 3/8/2036 (b)
|
CHF
|
280,000
|
424,044
|
Swiss Confederation 3.25% 6/27/2027 (b)
|
CHF
|
590,000
|
767,249
|
Swiss Confederation 3.5% 4/8/2033 (b)
|
CHF
|
365,000
|
559,821
|
TOTAL SWITZERLAND
|
11,051,241
|
||
UNITED KINGDOM - 6.1%
|
|||
United Kingdom of Great Britain and Northern Ireland 0.375% 10/22/2030 (b)
|
GBP
|
447,000
|
496,124
|
United Kingdom of Great Britain and Northern Ireland 0.625% 10/22/2050 (b)
|
GBP
|
85,000
|
39,563
|
United Kingdom of Great Britain and Northern Ireland 0.625% 7/31/2035 (b)
|
GBP
|
1,562,000
|
1,419,511
|
United Kingdom of Great Britain and Northern Ireland 0.875% 1/31/2046 (b)
|
GBP
|
505,000
|
299,965
|
United Kingdom of Great Britain and Northern Ireland 1.125% 10/22/2073 (b)
|
GBP
|
14,280,000
|
5,571,152
|
United Kingdom of Great Britain and Northern Ireland 1.25% 10/22/2041 (b)
|
GBP
|
4,399,076
|
3,362,300
|
United Kingdom of Great Britain and Northern Ireland 1.25% 7/22/2027 (b)
|
GBP
|
42,000
|
53,417
|
United Kingdom of Great Britain and Northern Ireland 1.25% 7/31/2051 (b)
|
GBP
|
1,370,000
|
766,959
|
United Kingdom of Great Britain and Northern Ireland 1.5% 7/22/2047 (b)
|
GBP
|
195,000
|
129,619
|
United Kingdom of Great Britain and Northern Ireland 1.625% 10/22/2054 (b)
|
GBP
|
359,000
|
211,334
|
United Kingdom of Great Britain and Northern Ireland 1.75% 1/22/2049 (b)
|
GBP
|
742,000
|
507,510
|
United Kingdom of Great Britain and Northern Ireland 1.75% 7/22/2057 (b)
|
GBP
|
1,184,000
|
696,524
|
United Kingdom of Great Britain and Northern Ireland 1.75% 9/7/2037 (b)
|
GBP
|
7,000
|
6,655
|
United Kingdom of Great Britain and Northern Ireland 3.25% 1/22/2044 (b)
|
GBP
|
400,000
|
398,754
|
United Kingdom of Great Britain and Northern Ireland 3.25% 1/31/2033 (b)
|
GBP
|
1,480,000
|
1,800,755
|
United Kingdom of Great Britain and Northern Ireland 3.5% 1/22/2045 (b)
|
GBP
|
8,850,000
|
9,076,189
|
United Kingdom of Great Britain and Northern Ireland 3.75% 10/22/2053 (b)
|
GBP
|
1,670,000
|
1,655,398
|
United Kingdom of Great Britain and Northern Ireland 4% 10/22/2063 (b)
|
GBP
|
430,000
|
433,697
|
United Kingdom of Great Britain and Northern Ireland 4.125% 3/7/2031 (b)
|
GBP
|
2,720,000
|
3,545,607
|
United Kingdom of Great Britain and Northern Ireland 4.125% 7/22/2029 (b)
|
GBP
|
2,100,000
|
2,757,777
|
United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2040 (b)
|
GBP
|
19,000
|
22,606
|
United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2046 (b)
|
GBP
|
170,000
|
190,838
|
United Kingdom of Great Britain and Northern Ireland 4.25% 12/7/2055 (b)
|
GBP
|
30,000
|
32,435
|
United Kingdom of Great Britain and Northern Ireland 4.25% 6/7/2032 (b)
|
GBP
|
160,000
|
208,734
|
United Kingdom of Great Britain and Northern Ireland 4.25% 7/31/2034 (b)
|
GBP
|
3,250,000
|
4,139,440
|
United Kingdom of Great Britain and Northern Ireland 4.25% 9/7/2039 (b)
|
GBP
|
13,000
|
15,687
|
United Kingdom of Great Britain and Northern Ireland 4.375% 1/31/2040 (b)
|
GBP
|
190,000
|
230,718
|
United Kingdom of Great Britain and Northern Ireland 4.375% 3/7/2030 (b)
|
GBP
|
8,390,000
|
11,088,624
|
United Kingdom of Great Britain and Northern Ireland 4.375% 7/31/2054 (b)
|
GBP
|
390,000
|
429,614
|
United Kingdom of Great Britain and Northern Ireland 4.5% 12/7/2042 (b)
|
GBP
|
550,000
|
660,222
|
United Kingdom of Great Britain and Northern Ireland 4.5% 3/7/2035 (b)
|
GBP
|
13,690,000
|
17,649,393
|
United Kingdom of Great Britain and Northern Ireland 4.5% 6/7/2028 (b)
|
GBP
|
3,180,000
|
4,219,422
|
United Kingdom of Great Britain and Northern Ireland 4.625% 1/31/2034 (b)
|
GBP
|
560,000
|
735,604
|
United Kingdom of Great Britain and Northern Ireland 4.75% 10/22/2035 (b)
|
GBP
|
1,220,000
|
1,594,072
|
United Kingdom of Great Britain and Northern Ireland 5.375% 1/31/2056 (b)
|
GBP
|
240,000
|
310,912
|
TOTAL UNITED KINGDOM
|
74,757,131
|
||
|
TOTAL FOREIGN GOVERNMENT AND GOVERNMENT AGENCY OBLIGATIONS
(Cost $946,115,211)
|
876,461,493
|
||
Non-Convertible Corporate Bonds - 28.0%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
AUSTRALIA - 0.8%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
NBN Co Ltd 4.125% 3/15/2029 (b)
|
EUR
|
530,000
|
628,251
|
Telstra Group Ltd 1.375% 3/26/2029 (b)
|
EUR
|
370,000
|
405,912
|
Telstra Group Ltd 4.9% 3/8/2028
|
AUD
|
220,000
|
151,025
|
TOTAL COMMUNICATION SERVICES
|
1,185,188
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Woolworths Group Ltd 5.91% 11/29/2034 (b)
|
AUD
|
150,000
|
101,869
|
Financials - 0.4%
|
|||
Banks - 0.4%
|
|||
Australia & New Zealand Banking Group Ltd 5.1454% 8/18/2036 (b)(c)
|
GBP
|
140,000
|
180,468
|
Australia & New Zealand Banking Group Ltd 5.35% 11/4/2027
|
AUD
|
300,000
|
207,538
|
Australia & New Zealand Banking Group Ltd 5.906% 8/12/2032 (c)
|
AUD
|
620,000
|
428,988
|
Australia & New Zealand Banking Group Ltd 6.124% 7/25/2039 (c)
|
AUD
|
160,000
|
108,682
|
Commonwealth Bank of Australia 0.125% 10/15/2029 (b)
|
EUR
|
120,000
|
125,624
|
Commonwealth Bank of Australia 2.907% 11/11/2030 (b)
|
EUR
|
290,000
|
332,854
|
Commonwealth Bank of Australia 4.266% 6/4/2034 (c)
|
EUR
|
180,000
|
209,953
|
Commonwealth Bank of Australia 4.4% 8/18/2027
|
AUD
|
260,000
|
177,665
|
Commonwealth Bank of Australia 5.252% 9/12/2035 (b)(c)
|
AUD
|
180,000
|
120,305
|
Commonwealth Bank of Australia 6.86% 11/9/2032 (b)(c)
|
AUD
|
540,000
|
379,141
|
National Australia Bank Ltd 1.375% 8/30/2028 (b)
|
EUR
|
520,000
|
576,094
|
National Australia Bank Ltd 2.125% 5/24/2028 (b)
|
EUR
|
160,000
|
181,013
|
National Australia Bank Ltd 2.347% 8/30/2029 (b)
|
EUR
|
130,000
|
147,245
|
National Australia Bank Ltd 4.95% 5/10/2027
|
AUD
|
530,000
|
365,107
|
National Australia Bank Ltd 5.774% 7/30/2040 (b)(c)
|
AUD
|
100,000
|
65,919
|
National Australia Bank Ltd 6.163% 3/9/2033 (b)(c)
|
AUD
|
420,000
|
291,964
|
Westpac Banking Corp 5.754% 4/3/2034 (b)(c)
|
AUD
|
400,000
|
275,036
|
Westpac Banking Corp 5.815% 6/4/2040 (b)(c)
|
AUD
|
90,000
|
59,619
|
Westpac Banking Corp 7.199% 11/15/2038 (c)
|
AUD
|
100,000
|
72,867
|
4,306,082
|
|||
Capital Markets - 0.0%
|
|||
Macquarie Group Ltd 0.943% 1/19/2029 (b)
|
EUR
|
410,000
|
443,142
|
Financial Services - 0.0%
|
|||
Australian Capital Territory 2.5% 10/22/2032 (b)
|
AUD
|
440,000
|
257,055
|
Australian Capital Territory 5.25% 10/23/2036 (b)
|
AUD
|
110,000
|
72,572
|
329,627
|
|||
TOTAL FINANCIALS
|
5,078,851
|
||
Industrials - 0.1%
|
|||
Passenger Airlines - 0.0%
|
|||
Australia Pacific Airports Melbourne Pty Ltd 3.763% 11/25/2031
|
AUD
|
220,000
|
136,095
|
Transportation Infrastructure - 0.1%
|
|||
Sydney Airport Finance Co Pty Ltd 1.75% 4/26/2028 (b)
|
EUR
|
310,000
|
346,989
|
Sydney Airport Finance Co Pty Ltd 5.9% 4/19/2034 (b)
|
AUD
|
160,000
|
108,649
|
Transurban Finance Co Pty Ltd 3% 4/8/2030 (b)
|
EUR
|
190,000
|
215,245
|
Transurban Finance Co Pty Ltd 3.713% 3/12/2032 (b)
|
EUR
|
100,000
|
115,562
|
Transurban Finance Co Pty Ltd 4.225% 4/26/2033 (b)
|
EUR
|
100,000
|
118,040
|
904,485
|
|||
TOTAL INDUSTRIALS
|
1,040,580
|
||
Materials - 0.2%
|
|||
Containers & Packaging - 0.2%
|
|||
Amcor UK Finance PLC 1.125% 6/23/2027
|
EUR
|
1,384,000
|
1,560,304
|
Metals & Mining - 0.0%
|
|||
BHP Billiton Finance Ltd 3.18% 9/4/2031 (b)
|
EUR
|
200,000
|
226,376
|
Glencore Capital Finance DAC 0.75% 3/1/2029 (b)
|
EUR
|
240,000
|
257,093
|
Glencore Finance Canada Ltd 4.045% 10/10/2032
|
CAD
|
150,000
|
106,196
|
589,665
|
|||
TOTAL MATERIALS
|
2,149,969
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
AusNet Services Holdings Pty Ltd 1.625% 3/11/2081 (b)(c)
|
EUR
|
100,000
|
114,305
|
AusNet Services Holdings Pty Ltd 6.134% 5/31/2033
|
AUD
|
190,000
|
132,237
|
246,542
|
|||
Gas Utilities - 0.0%
|
|||
APA Infrastructure Ltd 2% 7/15/2030 (b)
|
EUR
|
110,000
|
118,890
|
TOTAL UTILITIES
|
365,432
|
||
TOTAL AUSTRALIA
|
9,921,889
|
||
AUSTRIA - 0.2%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
OMV AG 2.375% 4/9/2032 (b)
|
EUR
|
76,000
|
83,554
|
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 0.01% 11/19/2035 (b)
|
EUR
|
100,000
|
83,274
|
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 0.1% 5/12/2031 (b)
|
EUR
|
300,000
|
298,054
|
BAWAG PSK Bank fuer Arbeit und Wirtschaft und Oesterreichische Postsparkasse AG 3% 5/17/2027 (b)
|
EUR
|
100,000
|
115,844
|
Erste Group Bank AG 0.01% 9/11/2029 (b)
|
EUR
|
400,000
|
418,417
|
Erste Group Bank AG 0.25% 9/14/2029 (b)
|
EUR
|
400,000
|
415,322
|
Erste Group Bank AG 3% 4/20/2032 (b)
|
EUR
|
300,000
|
344,310
|
Erste Group Bank AG 4% 1/15/2035 (b)(c)
|
EUR
|
100,000
|
114,598
|
Raiffeisen Bank International AG 6% 9/15/2028 (b)(c)
|
EUR
|
300,000
|
358,751
|
Raiffeisenlandesbank Niederoesterreich-Wien AG 2.375% 8/31/2032 (b)
|
EUR
|
100,000
|
109,730
|
TOTAL FINANCIALS
|
2,258,300
|
||
Industrials - 0.0%
|
|||
Construction & Engineering - 0.0%
|
|||
Autobahnen- und Schnell- strassen-Finanzierungs AG 0.1% 7/16/2035 (b)
|
EUR
|
710,000
|
612,117
|
TOTAL AUSTRIA
|
2,953,971
|
||
BELGIUM - 0.3%
|
|||
Consumer Discretionary - 0.0%
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Communaute Francaise de Belgique 0.25% 1/23/2030
|
EUR
|
300,000
|
310,360
|
Communaute Francaise de Belgique 1.625% 5/3/2032 (b)
|
EUR
|
100,000
|
104,242
|
TOTAL CONSUMER DISCRETIONARY
|
414,602
|
||
Consumer Staples - 0.1%
|
|||
Beverages - 0.1%
|
|||
Anheuser-Busch InBev Finance Inc 4.32% 5/15/2047
|
CAD
|
110,000
|
69,972
|
Anheuser-Busch InBev SA/NV 1.5% 4/18/2030 (b)
|
EUR
|
49,000
|
52,829
|
Anheuser-Busch InBev SA/NV 2% 3/17/2028 (b)
|
EUR
|
23,000
|
26,065
|
Anheuser-Busch InBev SA/NV 2.85% 5/25/2037 (b)
|
GBP
|
200,000
|
205,468
|
Anheuser-Busch InBev SA/NV 3.7% 4/2/2040 (b)
|
EUR
|
331,000
|
360,601
|
Anheuser-Busch InBev SA/NV 3.95% 3/22/2044 (b)
|
EUR
|
130,000
|
140,117
|
855,052
|
|||
Food Products - 0.0%
|
|||
Barry Callebaut Services NV 4% 6/14/2029 (b)
|
EUR
|
100,000
|
116,334
|
TOTAL CONSUMER STAPLES
|
971,386
|
||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Belfius Bank SA 5.25% 4/19/2033 (b)(c)
|
EUR
|
200,000
|
236,080
|
Dexia SA 1% 10/18/2027 (b)
|
EUR
|
100,000
|
112,367
|
KBC Group NV 0.125% 1/14/2029 (b)(c)
|
EUR
|
200,000
|
218,609
|
KBC Group NV 0.625% 12/7/2031 (b)(c)
|
EUR
|
300,000
|
342,185
|
KBC Group NV 3.375% 11/24/2033 (b)(c)
|
EUR
|
100,000
|
112,150
|
KBC Group NV 4.375% 4/19/2030 (b)(c)
|
EUR
|
200,000
|
237,105
|
KBC Group NV 4.75% 4/17/2035 (b)(c)
|
EUR
|
100,000
|
118,048
|
TOTAL FINANCIALS
|
1,376,544
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Elia Transmission Belgium SA 0.875% 4/28/2030 (b)
|
EUR
|
100,000
|
104,397
|
FLUVIUS System Operator CV 0.25% 6/14/2028 (b)
|
EUR
|
500,000
|
542,232
|
FLUVIUS System Operator CV 3.875% 5/9/2033 (b)
|
EUR
|
100,000
|
116,021
|
TOTAL UTILITIES
|
762,650
|
||
TOTAL BELGIUM
|
3,525,182
|
||
CANADA - 2.5%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Bell Canada 4.45% 2/27/2047 (b)
|
CAD
|
29,000
|
18,608
|
Bell Canada 4.75% 9/29/2044
|
CAD
|
120,000
|
80,257
|
Bell Canada 5.15% 8/24/2034
|
CAD
|
590,000
|
440,289
|
TELUS Corp 2.05% 10/7/2030
|
CAD
|
740,000
|
499,605
|
TELUS Corp 5.95% 9/8/2053
|
CAD
|
170,000
|
130,238
|
1,168,997
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
Rogers Communications Inc 2.9% 12/9/2030
|
CAD
|
968,000
|
670,057
|
Rogers Communications Inc 5.9% 9/21/2033
|
CAD
|
350,000
|
274,035
|
944,092
|
|||
TOTAL COMMUNICATION SERVICES
|
2,113,089
|
||
Consumer Staples - 0.0%
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Alimentation Couche-Tard Inc 3.647% 5/12/2031 (b)
|
EUR
|
130,000
|
149,697
|
Loblaw Cos Ltd 3.564% 12/12/2029
|
CAD
|
200,000
|
143,067
|
TOTAL CONSUMER STAPLES
|
292,764
|
||
Energy - 0.3%
|
|||
Oil, Gas & Consumable Fuels - 0.3%
|
|||
Enbridge Inc 5.15% 12/17/2055 (c)
|
CAD
|
570,000
|
404,990
|
Enbridge Pipelines Inc 4.13% 8/9/2046
|
CAD
|
406,000
|
247,088
|
Inter Pipeline Ltd/AB 4.232% 6/1/2027
|
CAD
|
1,253,683
|
907,347
|
Inter Pipeline Ltd/AB 4.637% 5/30/2044
|
CAD
|
50,000
|
32,187
|
Keyera Corp 3.959% 5/29/2030
|
CAD
|
761,000
|
548,400
|
North West Redwater Partnership / NWR Financing Co Ltd 4.35% 1/10/2039
|
CAD
|
591,000
|
408,020
|
Pembina Pipeline Corp 4.74% 1/21/2047
|
CAD
|
402,000
|
264,022
|
Suncor Energy Inc 3.95% 3/4/2051
|
CAD
|
50,000
|
29,204
|
Transcanada Pipelines Ltd Residual Strip 3% 9/18/2029 (b)
|
CAD
|
30,000
|
21,160
|
Transcanada Pipelines Ltd Residual Strip 4.18% 7/3/2048 (b)
|
CAD
|
33,000
|
20,036
|
Transcanada Pipelines Ltd Residual Strip 4.35% 6/6/2046
|
CAD
|
456,000
|
285,493
|
TOTAL ENERGY
|
3,167,947
|
||
Financials - 1.6%
|
|||
Banks - 1.2%
|
|||
Bank of Montreal 3.19% 3/1/2028
|
CAD
|
585,000
|
419,949
|
Bank of Montreal 3.75% 7/10/2030 (b)(c)
|
EUR
|
190,000
|
220,884
|
Bank of Montreal 5.039% 5/29/2028
|
CAD
|
320,000
|
237,078
|
Bank of Montreal 6.034% 9/7/2033 (c)
|
CAD
|
60,000
|
45,349
|
Bank of Nova Scotia/The 0.25% 11/1/2028 (b)
|
EUR
|
660,000
|
707,464
|
Bank of Nova Scotia/The 2.516% 6/18/2029 (b)
|
EUR
|
270,000
|
307,721
|
Bank of Nova Scotia/The 3.1% 2/2/2028
|
CAD
|
85,000
|
60,933
|
Bank of Nova Scotia/The 3.934% 5/3/2032 (c)
|
CAD
|
860,000
|
622,087
|
Bank of Nova Scotia/The 4.442% 11/15/2035 (c)
|
CAD
|
260,000
|
188,448
|
Bank of Nova Scotia/The 5.679% 8/2/2033 (c)
|
CAD
|
160,000
|
119,942
|
Canadian Imperial Bank of Commerce 0.01% 4/30/2029 (b)
|
EUR
|
3,019,000
|
3,188,067
|
Canadian Imperial Bank of Commerce 3.807% 7/9/2029 (b)
|
EUR
|
190,000
|
222,422
|
Canadian Imperial Bank of Commerce 4.9% 4/2/2027 (c)
|
CAD
|
840,000
|
603,884
|
Canadian Imperial Bank of Commerce 5.33% 1/20/2033 (c)
|
CAD
|
240,000
|
177,580
|
Federation des Caisses Desjardins du Quebec 4.123% 8/25/2032
|
CAD
|
190,000
|
136,955
|
Federation des Caisses Desjardins du Quebec 5.279% 5/15/2034 (c)
|
CAD
|
50,000
|
37,301
|
Federation des Caisses Desjardins du Quebec 5.467% 11/17/2028
|
CAD
|
80,000
|
60,155
|
National Bank of Canada 5.426% 8/16/2032 (c)
|
CAD
|
240,000
|
177,276
|
Royal Bank of Canada 0.01% 1/27/2031 (b)
|
EUR
|
120,000
|
119,227
|
Royal Bank of Canada 2.125% 4/26/2029 (b)
|
EUR
|
110,000
|
122,801
|
Royal Bank of Canada 2.14% 11/3/2031 (c)
|
CAD
|
2,730,000
|
1,951,464
|
Royal Bank of Canada 3.125% 9/27/2031 (b)(c)
|
EUR
|
320,000
|
362,682
|
Royal Bank of Canada 4.464% 10/17/2035 (c)
|
CAD
|
180,000
|
130,885
|
Royal Bank of Canada 4.612% 7/26/2027
|
CAD
|
530,000
|
387,603
|
Royal Bank of Canada 4.632% 5/1/2028
|
CAD
|
880,000
|
647,294
|
Royal Bank of Canada 5.01% 2/1/2033 (c)
|
CAD
|
250,000
|
184,186
|
Toronto Dominion Bank 1.952% 4/8/2030 (b)
|
EUR
|
220,000
|
239,419
|
Toronto Dominion Bank 2.776% 9/3/2027 (b)
|
EUR
|
840,000
|
969,493
|
Toronto Dominion Bank 2.973% 9/9/2032 (b)
|
EUR
|
310,000
|
353,317
|
Toronto Dominion Bank 3.06% 1/26/2032 (b)(c)
|
CAD
|
340,000
|
244,064
|
Toronto Dominion Bank 3.631% 12/13/2029 (b)
|
EUR
|
520,000
|
604,027
|
Toronto Dominion Bank 4.002% 10/31/2030 (c)
|
CAD
|
210,000
|
151,986
|
Toronto Dominion Bank 4.423% 10/31/2035 (c)
|
CAD
|
100,000
|
72,330
|
Toronto Dominion Bank 4.68% 1/8/2029
|
CAD
|
350,000
|
258,892
|
Toronto Dominion Bank 5.177% 4/9/2034 (b)(c)
|
CAD
|
270,000
|
200,940
|
14,534,105
|
|||
Capital Markets - 0.3%
|
|||
Brookfield Corp 3.8% 3/16/2027
|
CAD
|
260,000
|
187,799
|
Brookfield Finance II Inc 5.399% 12/11/2055
|
CAD
|
60,000
|
42,897
|
CPPIB Capital Inc 0.25% 4/6/2027 (b)
|
EUR
|
300,000
|
338,576
|
CPPIB Capital Inc 1.25% 12/7/2027 (b)
|
GBP
|
544,000
|
681,551
|
CPPIB Capital Inc 3% 6/15/2028 (b)
|
CAD
|
1,310,000
|
942,003
|
CPPIB Capital Inc 3.25% 8/27/2035 (b)
|
EUR
|
340,000
|
387,654
|
CPPIB Capital Inc 4.2% 5/2/2028 (b)
|
AUD
|
90,000
|
61,324
|
CPPIB Capital Inc 4.4% 1/15/2029 (b)
|
AUD
|
1,010,000
|
686,703
|
IGM Financial Inc 4.206% 3/21/2050 (b)
|
CAD
|
50,000
|
31,213
|
Ontario Teachers' Finance Trust 0.95% 11/24/2051 (b)
|
EUR
|
110,000
|
64,993
|
PSP Capital Inc 1.5% 3/15/2028 (b)
|
CAD
|
340,000
|
237,724
|
Teranet Holdings LP 5.754% 12/17/2040
|
CAD
|
60,000
|
43,739
|
3,706,176
|
|||
Consumer Finance - 0.0%
|
|||
Toyota Credit Canada Inc 3.65% 8/19/2030
|
CAD
|
340,000
|
242,576
|
Insurance - 0.1%
|
|||
Fairfax Financial Holdings Ltd 2.75% 3/29/2028 (b)
|
EUR
|
380,000
|
430,843
|
Great-West Lifeco Inc 5.998% 11/16/2039
|
CAD
|
50,000
|
39,659
|
Intact Financial Corp 4.653% 5/16/2034 (c)
|
CAD
|
260,000
|
191,852
|
Manulife Financial Corp 5.409% 3/10/2033 (c)
|
CAD
|
310,000
|
230,018
|
Sun Life Financial Inc 2.06% 10/1/2035 (c)
|
CAD
|
200,000
|
133,881
|
Sun Life Financial Inc 2.58% 5/10/2032 (b)(c)
|
CAD
|
460,000
|
327,940
|
Sun Life Financial Inc 2.8% 11/21/2033 (c)
|
CAD
|
480,000
|
337,030
|
1,691,223
|
|||
TOTAL FINANCIALS
|
20,174,080
|
||
Industrials - 0.1%
|
|||
Construction & Engineering - 0.0%
|
|||
Coastal Gaslink Pipeline LP 5.857% 3/30/2049
|
CAD
|
80,000
|
62,596
|
Electrical Equipment - 0.0%
|
|||
Brookfield Renewable Partners ULC 4.29% 11/5/2049
|
CAD
|
70,000
|
42,695
|
Brookfield Renewable Partners ULC 5.84% 11/5/2036
|
CAD
|
80,000
|
62,273
|
104,968
|
|||
Ground Transportation - 0.0%
|
|||
Canadian National Railway Co 3.6% 8/1/2047
|
CAD
|
229,000
|
135,415
|
Canadian Pacific Railway Co 6.45% 11/17/2039
|
CAD
|
90,000
|
74,179
|
209,594
|
|||
Transportation Infrastructure - 0.1%
|
|||
407 International Inc 2.84% 3/7/2050
|
CAD
|
73,000
|
36,905
|
407 International Inc 3.65% 9/8/2044 (b)
|
CAD
|
295,000
|
180,450
|
Greater Toronto Airports Authority 2.75% 10/17/2039
|
CAD
|
516,000
|
300,131
|
517,486
|
|||
TOTAL INDUSTRIALS
|
894,644
|
||
Real Estate - 0.0%
|
|||
Office REITs - 0.0%
|
|||
Allied Properties Real Estate Investment Trust 3.113% 4/8/2027
|
CAD
|
110,000
|
78,695
|
Retail REITs - 0.0%
|
|||
Choice Properties Real Estate Investment Trust 2.848% 5/21/2027
|
CAD
|
200,000
|
143,201
|
Choice Properties Real Estate Investment Trust 4.178% 3/8/2028
|
CAD
|
128,000
|
92,977
|
Choice Properties Real Estate Investment Trust 5.03% 2/28/2031
|
CAD
|
60,000
|
44,853
|
RioCan Real Estate Investment Trust 2.361% 3/10/2027
|
CAD
|
440,000
|
313,740
|
SmartCentres Real Estate Investment Trust 2.307% 12/18/2028
|
CAD
|
100,000
|
69,376
|
664,147
|
|||
TOTAL REAL ESTATE
|
742,842
|
||
Utilities - 0.3%
|
|||
Electric Utilities - 0.3%
|
|||
AltaLink LP 3.717% 12/3/2046
|
CAD
|
338,000
|
205,458
|
Brookfield Infrastructure Finance ULC 5.98% 2/14/2033
|
CAD
|
90,000
|
70,580
|
Bruce Power LP 4.7% 12/21/2027
|
CAD
|
410,000
|
300,566
|
Bruce Power LP 4.746% 6/21/2049 (b)
|
CAD
|
70,000
|
46,949
|
FortisAlberta Inc 2.632% 6/8/2051
|
CAD
|
50,000
|
23,722
|
Hydro One Inc 1.69% 1/16/2031
|
CAD
|
417,000
|
278,833
|
Hydro One Inc 3.02% 4/5/2029
|
CAD
|
30,000
|
21,352
|
Hydro One Inc 4.46% 1/27/2053
|
CAD
|
230,000
|
153,011
|
Hydro One Inc 5% 10/19/2046
|
CAD
|
280,000
|
203,453
|
Hydro One Inc 5.36% 5/20/2036
|
CAD
|
50,000
|
38,734
|
Hydro-Quebec 2.1% 2/15/2060
|
CAD
|
70,000
|
27,939
|
Hydro-Quebec 4% 2/15/2055
|
CAD
|
220,000
|
138,558
|
Hydro-Quebec 4% 2/15/2063
|
CAD
|
1,050,000
|
654,336
|
Hydro-Quebec 5% 2/15/2050
|
CAD
|
370,000
|
273,650
|
Nova Scotia Power Inc 5.61% 6/15/2040
|
CAD
|
70,000
|
53,010
|
Nova Scotia Power Inc 5.67% 11/14/2035
|
CAD
|
90,000
|
69,525
|
Ontario Power Generation Inc 3.215% 4/8/2030
|
CAD
|
100,000
|
70,790
|
Ontario Power Generation Inc 3.838% 6/22/2048
|
CAD
|
120,000
|
71,536
|
Ontario Power Generation Inc 4.248% 1/18/2049
|
CAD
|
50,000
|
31,726
|
Toronto Hydro Corp 2.43% 12/11/2029
|
CAD
|
80,000
|
55,841
|
2,789,569
|
|||
Gas Utilities - 0.0%
|
|||
Enbridge Gas Inc 3.65% 4/1/2050
|
CAD
|
290,000
|
168,691
|
FortisBC Energy Inc 2.82% 8/9/2049
|
CAD
|
70,000
|
35,211
|
203,902
|
|||
Multi-Utilities - 0.0%
|
|||
CU Inc 3.548% 11/22/2047
|
CAD
|
280,000
|
163,686
|
EPCOR Utilities Inc 3.554% 11/27/2047
|
CAD
|
571,000
|
333,685
|
497,371
|
|||
TOTAL UTILITIES
|
3,490,842
|
||
TOTAL CANADA
|
30,876,208
|
||
DENMARK - 0.3%
|
|||
Consumer Staples - 0.0%
|
|||
Beverages - 0.0%
|
|||
Carlsberg Breweries A/S 3.5% 2/28/2035 (b)
|
EUR
|
160,000
|
178,501
|
Financials - 0.3%
|
|||
Banks - 0.2%
|
|||
Danske Bank A/S 0.75% 6/9/2029 (b)(c)
|
EUR
|
270,000
|
295,159
|
Danske Bank A/S 3.375% 12/2/2033 (b)(c)
|
EUR
|
100,000
|
111,999
|
Danske Bank A/S 4.5% 11/9/2028 (b)(c)
|
EUR
|
110,000
|
129,660
|
Danske Bank A/S 4.625% 4/13/2027 (b)(c)
|
GBP
|
100,000
|
132,364
|
Danske Bank A/S 4.625% 5/14/2034 (b)(c)
|
EUR
|
100,000
|
117,936
|
Jyske Bank A/S 0.25% 2/17/2028 (b)(c)
|
EUR
|
100,000
|
112,799
|
Jyske Bank A/S 2.875% 5/5/2029 (b)(c)
|
EUR
|
200,000
|
229,492
|
1,129,409
|
|||
Financial Services - 0.1%
|
|||
Kommunekredit 0% 11/17/2029
|
EUR
|
240,000
|
250,166
|
Kommunekredit 0% 8/27/2030 (b)
|
EUR
|
130,000
|
132,430
|
Kommunekredit 0.125% 9/26/2040 (b)
|
EUR
|
100,000
|
71,211
|
Kommunekredit 2.375% 9/15/2032 (b)
|
EUR
|
370,000
|
411,758
|
Nykredit Realkredit A/S 3.5% 1/12/2033 (b)
|
EUR
|
120,000
|
134,702
|
1,000,267
|
|||
TOTAL FINANCIALS
|
2,129,676
|
||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Novo Nordisk Finance Netherlands BV 3.375% 5/21/2034 (b)
|
EUR
|
240,000
|
269,885
|
Novo Nordisk Finance Netherlands BV 4% 11/20/2045 (b)
|
EUR
|
130,000
|
142,145
|
TOTAL HEALTH CARE
|
412,030
|
||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
DSV Finance BV 3.375% 11/6/2032 (b)
|
EUR
|
200,000
|
226,242
|
Utilities - 0.0%
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
Orsted AS 2.125% 5/17/2027 (b)
|
GBP
|
104,000
|
132,863
|
Orsted AS 2.5% 5/16/2033 (b)
|
GBP
|
104,000
|
109,725
|
Orsted AS 5.125% 9/13/2034 (b)
|
GBP
|
290,000
|
355,466
|
TOTAL UTILITIES
|
598,054
|
||
TOTAL DENMARK
|
3,544,503
|
||
FINLAND - 0.3%
|
|||
Financials - 0.3%
|
|||
Banks - 0.2%
|
|||
Nordea Bank Abp 0.5% 3/19/2031 (b)
|
EUR
|
120,000
|
119,924
|
Nordea Bank Abp 0.625% 8/18/2031 (b)(c)
|
EUR
|
220,000
|
253,261
|
Nordea Bank Abp 2.5% 5/23/2029 (b)
|
EUR
|
244,000
|
275,230
|
Nordea Bank Abp 2.75% 5/2/2030 (b)
|
EUR
|
260,000
|
294,185
|
Nordea Kiinnitysluottopankki Oyj 2.5% 9/14/2032 (b)
|
EUR
|
110,000
|
122,840
|
Nordea Kiinnitysluottopankki Oyj 3% 8/28/2035 (b)
|
EUR
|
900,000
|
1,013,165
|
OP Mortgage Bank 0.01% 11/19/2030 (b)
|
EUR
|
180,000
|
181,155
|
OP Mortgage Bank 0.05% 4/21/2028 (b)
|
EUR
|
550,000
|
600,256
|
OP Mortgage Bank 2.625% 7/9/2030 (b)
|
EUR
|
100,000
|
113,855
|
2,973,871
|
|||
Capital Markets - 0.0%
|
|||
Finnvera Oyj 2.875% 8/30/2029 (b)
|
EUR
|
200,000
|
230,878
|
Financial Services - 0.1%
|
|||
Kuntarahoitus Oyj 0.25% 2/25/2032 (b)
|
EUR
|
140,000
|
137,458
|
Kuntarahoitus Oyj 2.75% 2/2/2034 (b)
|
EUR
|
330,000
|
369,036
|
Kuntarahoitus Oyj 5.125% 7/22/2027 (b)
|
GBP
|
120,000
|
159,887
|
OP Corporate Bank plc 0.1% 11/16/2027 (b)
|
EUR
|
130,000
|
143,312
|
809,693
|
|||
TOTAL FINLAND
|
4,014,442
|
||
FRANCE - 5.6%
|
|||
Communication Services - 0.2%
|
|||
Diversified Telecommunication Services - 0.2%
|
|||
Ile-de-France Mobilites 0.4% 5/28/2031 (b)
|
EUR
|
300,000
|
299,597
|
Ile-de-France Mobilites 0.95% 2/16/2032 (b)
|
EUR
|
300,000
|
301,830
|
Ile-de-France Mobilites 3.7% 6/14/2038 (b)
|
EUR
|
100,000
|
111,093
|
Orange SA 0.75% 6/29/2034 (b)
|
EUR
|
600,000
|
544,076
|
Orange SA 3.25% 1/15/2032 (b)
|
GBP
|
200,000
|
237,118
|
Orange SA 3.5% 11/13/2034 (b)
|
EUR
|
100,000
|
111,944
|
Orange SA 4.125% 11/13/2045 (b)
|
EUR
|
200,000
|
218,691
|
Orange SA 8.125% 1/28/2033
|
EUR
|
70,000
|
102,609
|
1,926,958
|
|||
Media - 0.0%
|
|||
Publicis Groupe SA 2.875% 6/12/2029 (b)
|
EUR
|
200,000
|
227,100
|
TOTAL COMMUNICATION SERVICES
|
2,154,058
|
||
Consumer Discretionary - 0.1%
|
|||
Automobile Components - 0.0%
|
|||
Cie Generale des Etablissements Michelin SCA 0.25% 11/2/2032 (b)
|
EUR
|
200,000
|
186,741
|
Automobiles - 0.0%
|
|||
RCI Banque SA 4.125% 4/4/2031 (b)
|
EUR
|
110,000
|
128,433
|
RCI Banque SA 4.875% 10/2/2029 (b)
|
EUR
|
270,000
|
322,690
|
451,123
|
|||
Hotels, Restaurants & Leisure - 0.0%
|
|||
Accor SA 3.875% 3/11/2031 (b)
|
EUR
|
100,000
|
114,433
|
Textiles, Apparel & Luxury Goods - 0.1%
|
|||
Kering SA 3.625% 3/11/2036 (b)
|
EUR
|
200,000
|
219,265
|
Kering SA 5% 11/23/2032 (b)
|
GBP
|
100,000
|
128,744
|
LVMH Moet Hennessy Louis Vuitton SE 0.375% 2/11/2031 (b)
|
EUR
|
500,000
|
501,268
|
849,277
|
|||
TOTAL CONSUMER DISCRETIONARY
|
1,601,574
|
||
Consumer Staples - 0.1%
|
|||
Beverages - 0.0%
|
|||
Pernod Ricard SA 3.25% 2/4/2033 (b)
|
EUR
|
100,000
|
110,673
|
Pernod Ricard SA 3.625% 5/7/2034 (b)
|
EUR
|
200,000
|
224,225
|
334,898
|
|||
Consumer Staples Distribution & Retail - 0.1%
|
|||
Carrefour SA 2.875% 12/8/2028 (b)
|
EUR
|
300,000
|
342,583
|
Carrefour SA 3.75% 10/10/2030 (b)
|
EUR
|
200,000
|
232,729
|
575,312
|
|||
Food Products - 0.0%
|
|||
Danone SA 3.071% 9/7/2032 (b)
|
EUR
|
200,000
|
224,768
|
Personal Care Products - 0.0%
|
|||
L'Oreal SA 3.375% 1/19/2036 (b)
|
EUR
|
100,000
|
112,715
|
TOTAL CONSUMER STAPLES
|
1,247,693
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
TotalEnergies Capital International SA 1.491% 4/8/2027 (b)
|
EUR
|
100,000
|
114,035
|
TotalEnergies Capital International SA 3.852% 3/3/2045 (b)
|
EUR
|
300,000
|
316,503
|
TOTAL ENERGY
|
430,538
|
||
Financials - 3.6%
|
|||
Banks - 2.7%
|
|||
Agence Francaise de Developpement EPIC 0.125% 9/29/2031 (b)
|
EUR
|
200,000
|
192,908
|
Arkea Public Sector SCF SA 0.875% 3/31/2028 (b)
|
EUR
|
200,000
|
221,789
|
Arkea Public Sector SCF SA 3.004% 1/27/2032 (b)
|
EUR
|
200,000
|
228,426
|
Banque Federative du Credit Mutuel SA 0.625% 11/19/2027 (b)
|
EUR
|
100,000
|
110,846
|
Banque Federative du Credit Mutuel SA 0.75% 1/17/2030 (b)
|
EUR
|
200,000
|
208,265
|
Banque Federative du Credit Mutuel SA 0.875% 12/7/2027 (b)
|
GBP
|
600,000
|
741,660
|
Banque Federative du Credit Mutuel SA 1.125% 1/19/2032 (b)
|
EUR
|
100,000
|
99,712
|
Banque Federative du Credit Mutuel SA 1.125% 11/19/2031 (b)
|
EUR
|
300,000
|
298,054
|
Banque Federative du Credit Mutuel SA 1.25% 5/26/2027 (b)
|
EUR
|
100,000
|
113,468
|
Banque Federative du Credit Mutuel SA 1.25% 6/3/2030 (b)
|
EUR
|
300,000
|
314,454
|
Banque Federative du Credit Mutuel SA 2.5% 5/25/2028 (b)
|
EUR
|
300,000
|
339,352
|
Banque Federative du Credit Mutuel SA 2.625% 11/6/2029 (b)
|
EUR
|
100,000
|
111,935
|
Banque Federative du Credit Mutuel SA 3.75% 5/14/2036 (b)(c)
|
EUR
|
100,000
|
112,815
|
Banque Federative du Credit Mutuel SA 3.875% 6/16/2032 (b)(c)
|
EUR
|
200,000
|
231,502
|
Banque Federative du Credit Mutuel SA 4% 1/26/2033 (b)
|
EUR
|
100,000
|
115,835
|
Banque Federative du Credit Mutuel SA 4.375% 5/2/2030 (b)
|
EUR
|
100,000
|
118,746
|
Banque Federative du Credit Mutuel SA 4.75% 11/10/2031 (b)
|
EUR
|
500,000
|
603,934
|
Banque Federative du Credit Mutuel SA 5.1264% 5/24/2027 (b)
|
AUD
|
820,000
|
563,830
|
BNP Paribas SA 0.5% 1/19/2030 (b)(c)
|
EUR
|
300,000
|
318,839
|
BNP Paribas SA 0.5% 2/19/2028 (b)(c)
|
EUR
|
400,000
|
452,160
|
BNP Paribas SA 0.5% 5/30/2028 (b)(c)
|
EUR
|
1,900,000
|
2,127,459
|
BNP Paribas SA 0.625% 12/3/2032 (b)
|
EUR
|
100,000
|
93,437
|
BNP Paribas SA 0.875% 7/11/2030 (b)(c)
|
EUR
|
100,000
|
106,003
|
BNP Paribas SA 1.25% 7/13/2031 (b)
|
GBP
|
100,000
|
107,005
|
BNP Paribas SA 1.625% 7/2/2031 (b)
|
EUR
|
100,000
|
103,573
|
BNP Paribas SA 1.875% 12/14/2027 (b)
|
GBP
|
200,000
|
250,739
|
BNP Paribas SA 2% 5/24/2031 (b)(c)
|
GBP
|
200,000
|
263,390
|
BNP Paribas SA 2% 9/13/2036 (b)
|
GBP
|
100,000
|
92,170
|
BNP Paribas SA 2.5% 3/31/2032 (b)(c)
|
EUR
|
100,000
|
114,015
|
BNP Paribas SA 2.538% 7/13/2029 (c)
|
CAD
|
1,200,000
|
840,276
|
BNP Paribas SA 2.75% 7/25/2028 (b)(c)
|
EUR
|
1,200,000
|
1,376,805
|
BNP Paribas SA 4.159% 8/28/2034 (b)(c)
|
EUR
|
200,000
|
231,429
|
BNP Paribas SA 4.75% 11/13/2032 (b)(c)
|
EUR
|
300,000
|
361,144
|
BNP Paribas SA 6.3175% 11/15/2035 (b)(c)
|
GBP
|
200,000
|
269,599
|
BPCE SA 0.25% 1/14/2031 (b)
|
EUR
|
200,000
|
198,450
|
BPCE SA 0.5% 1/14/2028 (b)(c)
|
EUR
|
2,000,000
|
2,268,120
|
BPCE SA 0.5% 9/15/2027 (b)(c)
|
EUR
|
600,000
|
686,577
|
BPCE SA 0.75% 3/3/2031 (b)
|
EUR
|
200,000
|
200,405
|
BPCE SA 1% 1/14/2032 (b)
|
EUR
|
200,000
|
197,740
|
BPCE SA 1.625% 1/31/2028 (b)
|
EUR
|
100,000
|
112,130
|
BPCE SA 2.25% 3/2/2032 (b)(c)
|
EUR
|
100,000
|
114,234
|
BPCE SA 2.5% 11/30/2032 (b)(c)
|
GBP
|
100,000
|
125,977
|
BPCE SA 3.625% 10/1/2033 (b)(c)
|
EUR
|
100,000
|
112,600
|
BPCE SA 3.875% 2/26/2036 (b)(c)
|
EUR
|
100,000
|
112,325
|
BPCE SA 4% 1/20/2034 (b)(c)
|
EUR
|
100,000
|
114,620
|
BPCE SA 4.125% 3/8/2033 (b)(c)
|
EUR
|
200,000
|
232,091
|
BPCE SA 4.625% 3/2/2030 (b)(c)
|
EUR
|
200,000
|
237,558
|
BPCE SA 5.125% 1/25/2035 (b)(c)
|
EUR
|
100,000
|
118,964
|
BPCE SA 5.75% 6/1/2033 (b)(c)
|
EUR
|
300,000
|
360,102
|
Caisse des Depots et Consignations 3% 5/25/2029 (b)
|
EUR
|
500,000
|
577,264
|
Carrefour Banque SA 4.079% 5/5/2027 (b)
|
EUR
|
100,000
|
116,208
|
Cie de Financement Foncier SA 0.01% 10/29/2035 (b)
|
EUR
|
700,000
|
577,256
|
Cie de Financement Foncier SA 0.01% 4/16/2029 (b)
|
EUR
|
1,000,000
|
1,057,148
|
Credit Agricole Home Loan SFH SA 0.05% 12/6/2029 (b)
|
EUR
|
200,000
|
207,704
|
Credit Agricole Home Loan SFH SA 1.5% 9/28/2038 (b)
|
EUR
|
300,000
|
270,147
|
Credit Agricole Home Loan SFH SA 3% 12/11/2032 (b)
|
EUR
|
200,000
|
227,590
|
Credit Agricole Home Loan SFH SA 3% 7/9/2032 (b)
|
EUR
|
700,000
|
799,565
|
Credit Agricole SA 0.375% 4/20/2028 (b)
|
EUR
|
100,000
|
108,945
|
Credit Agricole SA 0.5% 9/21/2029 (b)(c)
|
EUR
|
100,000
|
107,607
|
Credit Agricole SA 1.125% 7/12/2032 (b)
|
EUR
|
400,000
|
393,284
|
Credit Agricole SA 1.874% 12/9/2031 (b)(c)
|
GBP
|
200,000
|
258,929
|
Credit Agricole SA 2.625% 3/17/2027 (b)
|
EUR
|
107,000
|
122,917
|
Credit Agricole SA 3.75% 1/23/2031 (b)(c)
|
EUR
|
300,000
|
347,863
|
Credit Agricole SA 3.875% 11/28/2034 (b)
|
EUR
|
100,000
|
115,625
|
Credit Agricole SA 4% 1/18/2033 (b)
|
EUR
|
100,000
|
117,591
|
Credit Agricole SA 4.875% 10/23/2029 (b)
|
GBP
|
100,000
|
131,202
|
Credit Agricole SA 5.5% 7/31/2032 (b)(c)
|
GBP
|
500,000
|
660,173
|
Credit Agricole SA 5.5% 8/28/2033 (b)(c)
|
EUR
|
200,000
|
239,759
|
Credit Agricole SA 5.75% 11/29/2027 (b)(c)
|
GBP
|
500,000
|
665,744
|
Credit Agricole SA/London 1% 7/3/2029 (b)
|
EUR
|
700,000
|
752,881
|
Credit Mutuel Arkea SA 0.375% 10/3/2028 (b)
|
EUR
|
300,000
|
323,723
|
Credit Mutuel Arkea SA 0.875% 10/25/2031 (b)
|
EUR
|
200,000
|
198,115
|
Credit Mutuel Arkea SA 0.875% 3/11/2033 (b)
|
EUR
|
100,000
|
93,917
|
Credit Mutuel Arkea SA 3.307% 5/6/2032 (b)
|
EUR
|
100,000
|
113,182
|
HSBC Continental Europe SA 0.1% 9/3/2027 (b)
|
EUR
|
200,000
|
221,971
|
HSBC Continental Europe SA 1.375% 9/4/2028 (b)
|
EUR
|
700,000
|
777,704
|
La Banque Postale Home Loan SFH SA 2.75% 6/12/2032 (b)
|
EUR
|
400,000
|
450,394
|
La Banque Postale SA 0.75% 8/2/2032 (b)(c)
|
EUR
|
100,000
|
111,785
|
La Banque Postale SA 1% 2/9/2028 (b)(c)
|
EUR
|
400,000
|
453,921
|
La Banque Postale SA 3.5% 6/13/2030 (b)
|
EUR
|
200,000
|
232,019
|
La Banque Postale SA 5.625% 9/21/2028 (b)(c)
|
GBP
|
100,000
|
132,764
|
SFIL SA 0.05% 6/4/2029 (b)
|
EUR
|
400,000
|
420,560
|
SFIL SA 0.25% 12/1/2031 (b)
|
EUR
|
200,000
|
194,388
|
SFIL SA 3.125% 9/17/2029 (b)
|
EUR
|
100,000
|
115,568
|
Societe Generale SA 0.875% 9/22/2028 (b)(c)
|
EUR
|
500,000
|
557,904
|
Societe Generale SA 0.875% 9/24/2029 (b)
|
EUR
|
100,000
|
105,505
|
Societe Generale SA 1.125% 6/30/2031 (b)(c)
|
EUR
|
200,000
|
229,756
|
Societe Generale SA 1.25% 12/7/2027 (b)
|
GBP
|
300,000
|
372,422
|
Societe Generale SA 1.25% 6/12/2030 (b)
|
EUR
|
200,000
|
209,776
|
Societe Generale SA 1.75% 3/22/2029 (b)
|
EUR
|
200,000
|
219,334
|
Societe Generale SA 3.875% 11/20/2035 (b)(c)
|
EUR
|
100,000
|
113,346
|
Societe Generale SA 4.25% 11/16/2032 (b)
|
EUR
|
100,000
|
120,044
|
Societe Generale SA 4.25% 12/6/2030 (b)(c)
|
EUR
|
200,000
|
235,104
|
Societe Generale SA 5.25% 9/6/2032 (b)(c)
|
EUR
|
200,000
|
236,466
|
Societe Generale SA 5.637% 9/9/2032 (b)(c)
|
GBP
|
200,000
|
263,324
|
31,385,861
|
|||
Capital Markets - 0.1%
|
|||
Bpifrance SACA 0.05% 9/26/2029 (b)
|
EUR
|
600,000
|
623,520
|
Bpifrance SACA 0.25% 3/29/2030 (b)
|
EUR
|
100,000
|
103,006
|
Bpifrance SACA 2.125% 11/29/2027 (b)
|
EUR
|
200,000
|
228,147
|
Bpifrance SACA 3.125% 7/1/2033 (b)
|
EUR
|
500,000
|
560,718
|
1,515,391
|
|||
Financial Services - 0.6%
|
|||
Arkea Home Loans SFH SA 3.072% 2/7/2034 (b)
|
EUR
|
100,000
|
112,873
|
Arkea Home Loans SFH SA 3.25% 8/1/2033 (b)
|
EUR
|
100,000
|
114,658
|
BPCE SFH SA 0.01% 10/16/2028 (b)
|
EUR
|
500,000
|
536,831
|
BPCE SFH SA 3.25% 6/26/2035 (b)
|
EUR
|
200,000
|
226,516
|
BPCE SFH SA 3.375% 6/27/2033 (b)
|
EUR
|
400,000
|
463,092
|
Caisse de Refinancement de l'Habitat SA 0.01% 10/8/2029 (b)
|
EUR
|
600,000
|
625,139
|
Caisse de Refinancement de l'Habitat SA 2.75% 4/12/2028 (b)
|
EUR
|
100,000
|
115,197
|
Caisse de Refinancement de l'Habitat SA 2.875% 3/25/2031 (b)
|
EUR
|
300,000
|
342,724
|
Caisse de Refinancement de l'Habitat SA 3% 4/25/2033 (b)
|
EUR
|
100,000
|
113,303
|
Caisse de Refinancement de l'Habitat SA 3.125% 6/3/2036 (b)
|
EUR
|
100,000
|
111,548
|
Caisse Francaise de Financement Local SA 0.125% 2/15/2036 (b)
|
EUR
|
900,000
|
747,149
|
Caisse Francaise de Financement Local SA 0.125% 6/30/2031 (b)
|
EUR
|
1,200,000
|
1,182,727
|
Caisse Francaise de Financement Local SA 1.5% 6/28/2038 (b)
|
EUR
|
100,000
|
90,346
|
Edenred SE 3.625% 6/13/2031 (b)
|
EUR
|
100,000
|
114,721
|
UNEDIC ASSEO 0% 11/25/2028 (b)
|
EUR
|
200,000
|
214,343
|
UNEDIC ASSEO 0.25% 11/25/2029 (b)
|
EUR
|
600,000
|
628,671
|
UNEDIC ASSEO 0.25% 7/16/2035 (b)
|
EUR
|
400,000
|
339,418
|
UNEDIC ASSEO 0.875% 5/25/2028 (b)
|
EUR
|
400,000
|
443,557
|
UNEDIC ASSEO 1.25% 10/21/2027 (b)
|
EUR
|
100,000
|
112,887
|
UNEDIC ASSEO 1.5% 4/20/2032 (b)
|
EUR
|
100,000
|
104,367
|
UNEDIC ASSEO 1.75% 11/25/2032 (b)
|
EUR
|
500,000
|
523,338
|
7,263,405
|
|||
Insurance - 0.2%
|
|||
AXA SA 1.875% 7/10/2042 (b)(c)
|
EUR
|
253,000
|
257,141
|
AXA SA 3.375% 7/6/2047 (b)(c)
|
EUR
|
100,000
|
115,383
|
CNP Assurances SA 1.25% 1/27/2029 (b)
|
EUR
|
300,000
|
325,537
|
CNP Assurances SA 2.5% 6/30/2051 (b)(c)
|
EUR
|
100,000
|
107,200
|
Credit Agricole Assurances SA 1.5% 10/6/2031 (b)
|
EUR
|
100,000
|
101,968
|
Credit Agricole Assurances SA 2% 7/17/2030 (b)
|
EUR
|
200,000
|
213,282
|
Credit Agricole Assurances SA 5.875% 10/25/2033 (b)
|
EUR
|
100,000
|
126,655
|
Groupe des Assurances du Credit Mutuel SADIR 3.75% 4/30/2029 (b)
|
EUR
|
400,000
|
465,730
|
Mutuelle Assurance Des Commercants et Industriels de France et Des Cadres et Sal 0.625% 6/21/2027 (b)
|
EUR
|
700,000
|
782,678
|
2,495,574
|
|||
TOTAL FINANCIALS
|
42,660,231
|
||
Health Care - 0.1%
|
|||
Health Care Equipment & Supplies - 0.1%
|
|||
EssilorLuxottica SA 0.5% 6/5/2028 (b)
|
EUR
|
600,000
|
657,947
|
Industrials - 0.7%
|
|||
Aerospace & Defense - 0.0%
|
|||
Airbus SE 2.375% 6/9/2040 (b)
|
EUR
|
166,000
|
156,626
|
Building Products - 0.0%
|
|||
Cie de Saint-Gobain SA 3.375% 4/8/2030 (b)
|
EUR
|
200,000
|
230,004
|
Cie de Saint-Gobain SA 3.625% 4/8/2034 (b)
|
EUR
|
100,000
|
113,536
|
Cie de Saint-Gobain SA 3.875% 11/29/2030 (b)
|
EUR
|
200,000
|
234,101
|
577,641
|
|||
Construction & Engineering - 0.1%
|
|||
Bouygues SA 0.5% 2/11/2030 (b)
|
EUR
|
100,000
|
103,992
|
Bouygues SA 2.25% 6/29/2029 (b)
|
EUR
|
500,000
|
558,405
|
Bouygues SA 3.25% 6/30/2037 (b)
|
EUR
|
100,000
|
108,889
|
Bouygues SA 4.625% 6/7/2032 (b)
|
EUR
|
100,000
|
121,630
|
892,916
|
|||
Electrical Equipment - 0.0%
|
|||
Legrand SA 0.375% 10/6/2031 (b)
|
EUR
|
200,000
|
194,771
|
Ground Transportation - 0.4%
|
|||
Ayvens SA 4% 7/5/2027 (b)
|
EUR
|
200,000
|
233,760
|
SNCF Reseau 0.75% 5/25/2036 (b)
|
EUR
|
300,000
|
254,366
|
SNCF Reseau 0.875% 1/22/2029 (b)
|
EUR
|
1,000,000
|
1,085,392
|
SNCF Reseau 1.125% 5/19/2027 (b)
|
EUR
|
1,100,000
|
1,247,240
|
Societe Nationale SNCF SACA 0.625% 4/17/2030 (b)
|
EUR
|
500,000
|
521,864
|
Societe Nationale SNCF SACA 3.125% 11/2/2027 (b)
|
EUR
|
500,000
|
580,414
|
Societe Nationale SNCF SACA 3.125% 5/25/2034 (b)
|
EUR
|
300,000
|
331,963
|
4,254,999
|
|||
Transportation Infrastructure - 0.2%
|
|||
Aeroports de Paris SA 1% 1/5/2029 (b)
|
EUR
|
600,000
|
650,011
|
APRR SA 1.875% 1/6/2031 (b)
|
EUR
|
200,000
|
215,636
|
Autoroutes du Sud de la France SA 2.75% 9/2/2032 (b)
|
EUR
|
300,000
|
328,626
|
La Poste SA 1.375% 4/21/2032 (b)
|
EUR
|
400,000
|
406,718
|
1,600,991
|
|||
TOTAL INDUSTRIALS
|
7,677,944
|
||
Information Technology - 0.1%
|
|||
IT Services - 0.1%
|
|||
Capgemini SE 1.125% 6/23/2030 (b)
|
EUR
|
100,000
|
103,896
|
Capgemini SE 2% 4/15/2029 (b)
|
EUR
|
500,000
|
551,228
|
TOTAL INFORMATION TECHNOLOGY
|
655,124
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Air Liquide Finance SA 3.5% 11/5/2037 (b)
|
EUR
|
100,000
|
110,319
|
Air Liquide Finance SA 3.5% 3/21/2035 (b)
|
EUR
|
100,000
|
113,626
|
Arkema SA 0.75% 12/3/2029 (b)
|
EUR
|
100,000
|
105,102
|
Arkema SA 3.5% 9/9/2033 (b)
|
EUR
|
100,000
|
110,919
|
TOTAL MATERIALS
|
439,966
|
||
Real Estate - 0.2%
|
|||
Diversified REITs - 0.0%
|
|||
Covivio SA/France 1.625% 6/23/2030 (b)
|
EUR
|
200,000
|
210,885
|
ICADE 1.625% 2/28/2028 (b)
|
EUR
|
300,000
|
333,222
|
544,107
|
|||
Office REITs - 0.0%
|
|||
Gecina SA 1.375% 1/26/2028 (b)
|
EUR
|
200,000
|
222,756
|
Gecina SA 3.375% 8/4/2035 (b)
|
EUR
|
100,000
|
108,674
|
331,430
|
|||
Retail REITs - 0.2%
|
|||
Klepierre SA 0.875% 2/17/2031 (b)
|
EUR
|
100,000
|
100,248
|
Klepierre SA 3.875% 9/23/2033 (b)
|
EUR
|
100,000
|
114,095
|
Unibail-Rodamco-Westfield SE 0.75% 10/25/2028 (b)
|
EUR
|
500,000
|
541,547
|
Unibail-Rodamco-Westfield SE 1% 2/27/2027 (b)
|
EUR
|
600,000
|
681,289
|
Unibail-Rodamco-Westfield SE 1.5% 5/29/2029 (b)
|
EUR
|
120,000
|
129,719
|
Unibail-Rodamco-Westfield SE 1.75% 7/1/2049 (b)
|
EUR
|
100,000
|
64,258
|
Unibail-Rodamco-Westfield SE 3.5% 9/11/2029 (b)
|
EUR
|
400,000
|
459,534
|
2,090,690
|
|||
TOTAL REAL ESTATE
|
2,966,227
|
||
Utilities - 0.5%
|
|||
Electric Utilities - 0.2%
|
|||
Coentreprise de Transport d'Electricite SA 1.5% 7/29/2028 (b)
|
EUR
|
100,000
|
110,966
|
Electricite de France SA 1% 11/29/2033 (b)
|
EUR
|
100,000
|
93,592
|
Electricite de France SA 2% 12/9/2049 (b)
|
EUR
|
400,000
|
274,649
|
Electricite de France SA 5.5% 1/25/2035 (b)
|
GBP
|
300,000
|
380,078
|
Electricite de France SA 6.5% 11/8/2064 (b)
|
GBP
|
100,000
|
122,242
|
RTE Reseau de Transport d'Electricite SADIR 0% 9/9/2027 (b)
|
EUR
|
1,200,000
|
1,328,935
|
RTE Reseau de Transport d'Electricite SADIR 0.625% 7/8/2032 (b)
|
EUR
|
500,000
|
481,723
|
RTE Reseau de Transport d'Electricite SADIR 3.5% 4/30/2033 (b)
|
EUR
|
100,000
|
113,639
|
2,905,824
|
|||
Multi-Utilities - 0.3%
|
|||
Engie SA 0.375% 10/26/2029 (b)
|
EUR
|
700,000
|
730,924
|
Engie SA 1.25% 10/24/2041 (b)
|
EUR
|
300,000
|
221,084
|
Engie SA 1.75% 3/27/2028 (b)
|
EUR
|
1,000,000
|
1,125,942
|
Engie SA 1.875% 9/19/2033 (b)
|
EUR
|
100,000
|
100,588
|
Engie SA 3.875% 3/6/2036 (b)
|
EUR
|
100,000
|
114,175
|
Engie SA 4.25% 1/11/2043 (b)
|
EUR
|
100,000
|
110,854
|
Engie SA 5.625% 4/3/2053 (b)
|
GBP
|
100,000
|
114,543
|
Veolia Environnement SA 0.664% 1/15/2031 (b)
|
EUR
|
100,000
|
100,396
|
Veolia Environnement SA 1.25% 4/15/2028 (b)
|
EUR
|
100,000
|
110,877
|
Veolia Environnement SA 1.25% 5/14/2035 (b)
|
EUR
|
100,000
|
91,817
|
Veolia Environnement SA 1.625% 9/17/2030 (b)
|
EUR
|
200,000
|
212,305
|
Veolia Environnement SA 3.324% 6/17/2032 (b)
|
EUR
|
100,000
|
112,791
|
3,146,296
|
|||
Water Utilities - 0.0%
|
|||
Suez SACA 1.875% 5/24/2027 (b)
|
EUR
|
100,000
|
113,951
|
Suez SACA 2.375% 5/24/2030 (b)
|
EUR
|
200,000
|
220,214
|
Suez SACA 2.875% 5/24/2034 (b)
|
EUR
|
100,000
|
105,727
|
Suez SACA 4.625% 11/3/2028 (b)
|
EUR
|
100,000
|
118,769
|
558,661
|
|||
TOTAL UTILITIES
|
6,610,781
|
||
TOTAL FRANCE
|
67,102,083
|
||
GERMANY - 3.3%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Deutsche Telekom AG 1.375% 7/5/2034 (b)
|
EUR
|
240,000
|
233,370
|
Deutsche Telekom AG 1.75% 12/9/2049 (b)
|
EUR
|
50,000
|
35,905
|
Deutsche Telekom AG 3.125% 2/6/2034 (b)
|
GBP
|
60,000
|
68,449
|
Deutsche Telekom AG 3.25% 3/20/2036 (b)
|
EUR
|
180,000
|
199,622
|
TOTAL COMMUNICATION SERVICES
|
537,346
|
||
Consumer Discretionary - 0.4%
|
|||
Automobile Components - 0.0%
|
|||
Robert Bosch GmbH 4% 6/2/2035 (b)
|
EUR
|
100,000
|
114,991
|
Robert Bosch GmbH 4.375% 6/2/2043 (b)
|
EUR
|
100,000
|
110,634
|
225,625
|
|||
Automobiles - 0.4%
|
|||
BMW Canada Inc 3.7% 9/5/2029
|
CAD
|
360,000
|
257,942
|
BMW Finance NV 1.5% 2/6/2029 (b)
|
EUR
|
86,000
|
94,873
|
BMW Finance NV 3.25% 7/22/2030 (b)
|
EUR
|
350,000
|
404,644
|
BMW Finance NV 3.75% 11/20/2034 (b)
|
EUR
|
200,000
|
229,604
|
BMW US Capital LLC 3.375% 2/2/2034 (b)
|
EUR
|
100,000
|
111,615
|
Mercedes-Benz Finance Canada Inc 4.7% 10/10/2030 (b)
|
GBP
|
200,000
|
259,268
|
Mercedes-Benz Group AG 1.125% 8/8/2034 (b)
|
EUR
|
267,000
|
251,797
|
Mercedes-Benz Group AG 1.5% 7/3/2029 (b)
|
EUR
|
44,000
|
48,097
|
Mercedes-Benz Group AG 2.375% 5/22/2030 (b)
|
EUR
|
100,000
|
111,593
|
Mercedes-Benz International Finance BV 3.25% 9/15/2027 (b)
|
EUR
|
410,000
|
474,111
|
Volkswagen Financial Services NV 3.25% 4/13/2027 (b)
|
GBP
|
200,000
|
259,477
|
Volkswagen Financial Services NV 5.25% 7/14/2031 (b)
|
GBP
|
600,000
|
778,124
|
Volkswagen International Finance NV 1.625% 1/16/2030 (b)
|
EUR
|
45,000
|
48,196
|
Volkswagen International Finance NV 3.25% 11/18/2030 (b)
|
EUR
|
200,000
|
224,646
|
Volkswagen International Finance NV 4.125% 11/16/2038 (b)
|
EUR
|
200,000
|
221,605
|
3,775,592
|
|||
TOTAL CONSUMER DISCRETIONARY
|
4,001,217
|
||
Energy - 0.0%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Vier Gas Transport GmbH 1.5% 9/25/2028 (b)
|
EUR
|
100,000
|
111,138
|
Vier Gas Transport GmbH 3.375% 11/11/2031 (b)
|
EUR
|
100,000
|
113,778
|
TOTAL ENERGY
|
224,916
|
||
Financials - 2.2%
|
|||
Banks - 0.6%
|
|||
Commerzbank AG 0.01% 3/11/2030
|
EUR
|
183,000
|
188,590
|
Commerzbank AG 1.25% 1/9/2034
|
EUR
|
58,000
|
58,243
|
Commerzbank AG 1.375% 12/29/2031 (b)(c)
|
EUR
|
300,000
|
343,713
|
Commerzbank AG 1.5% 8/28/2028 (b)
|
EUR
|
100,000
|
111,765
|
Commerzbank AG 1.875% 2/28/2028 (b)
|
EUR
|
700,000
|
789,016
|
Commerzbank AG 2.75% 1/9/2031 (b)
|
EUR
|
860,000
|
981,743
|
Commerzbank AG 3.125% 6/6/2030 (b)(c)
|
EUR
|
200,000
|
227,570
|
Commerzbank AG 4.125% 6/30/2037 (b)(c)
|
EUR
|
100,000
|
113,408
|
Commerzbank AG 4.625% 3/21/2028 (b)(c)
|
EUR
|
300,000
|
351,700
|
Hamburg Commercial Bank AG 4.875% 3/30/2027 (b)
|
EUR
|
270,000
|
317,454
|
Investitionsbank Berlin 0.01% 7/15/2027
|
EUR
|
500,000
|
558,187
|
Landesbank Baden-Wuerttemberg 0.25% 5/19/2033 (b)
|
EUR
|
1,020,000
|
963,059
|
Landesbank Baden-Wuerttemberg 0.375% 5/7/2029 (b)
|
EUR
|
100,000
|
104,899
|
Landesbank Baden-Wuerttemberg 3% 4/26/2027 (b)
|
EUR
|
200,000
|
231,788
|
Lloyds Bank GmbH 2.875% 9/9/2032 (b)
|
EUR
|
300,000
|
340,392
|
Muenchener Hypothekenbank eG 1.875% 8/25/2032 (b)
|
EUR
|
60,000
|
64,623
|
NRW Bank 0.5% 6/17/2041 (b)
|
EUR
|
50,000
|
36,303
|
NRW Bank 0.875% 4/12/2034
|
EUR
|
387,000
|
374,351
|
NRW Bank 1.625% 8/3/2032 (b)
|
EUR
|
740,000
|
785,831
|
UniCredit Bank GmbH 0.25% 1/15/2032 (b)
|
EUR
|
39,000
|
38,289
|
UniCredit Bank GmbH 0.375% 1/17/2033 (b)
|
EUR
|
200,000
|
191,557
|
UniCredit Bank GmbH 0.85% 5/22/2034 (b)
|
EUR
|
102,000
|
97,010
|
7,269,491
|
|||
Capital Markets - 0.1%
|
|||
Deutsche Bank AG 1.375% 2/17/2032 (b)(c)
|
EUR
|
200,000
|
205,541
|
Deutsche Bank AG 1.875% 2/23/2028 (b)(c)
|
EUR
|
200,000
|
228,556
|
Deutsche Bank AG 3.25% 5/24/2028 (b)(c)
|
EUR
|
100,000
|
115,508
|
Deutsche Bank AG 3.375% 2/13/2031 (b)(c)
|
EUR
|
200,000
|
226,944
|
Deutsche Bank AG 4% 6/24/2032 (b)(c)
|
EUR
|
100,000
|
115,637
|
Deutsche Bank AG 4.125% 4/4/2030 (b)(c)
|
EUR
|
200,000
|
233,662
|
Deutsche Bank AG 6.125% 12/12/2030 (b)(c)
|
GBP
|
300,000
|
405,784
|
Deutsche Boerse AG 0.125% 2/22/2031 (b)
|
EUR
|
100,000
|
99,019
|
Deutsche Boerse AG 1.5% 4/4/2032 (b)
|
EUR
|
100,000
|
103,527
|
1,734,178
|
|||
Consumer Finance - 0.1%
|
|||
Grenke Finance PLC 5.75% 7/6/2029 (b)
|
EUR
|
100,000
|
121,425
|
Volkswagen Financial Services AG 0.375% 2/12/2030 (b)
|
EUR
|
70,000
|
71,515
|
Volkswagen Financial Services AG 0.875% 1/31/2028 (b)
|
EUR
|
630,000
|
695,760
|
Volkswagen Financial Services AG 3.375% 4/6/2028 (b)
|
EUR
|
32,000
|
37,001
|
925,701
|
|||
Financial Services - 1.3%
|
|||
Aareal Bank AG 0.01% 2/1/2028 (b)
|
EUR
|
100,000
|
109,604
|
Aareal Bank AG 3% 8/5/2031 (b)
|
EUR
|
280,000
|
320,295
|
Free and Hanseatic City of Hamburg 0.25% 2/18/2041 (b)
|
EUR
|
190,000
|
135,620
|
Free and Hanseatic City of Hamburg 1.2% 6/3/2033 (b)
|
EUR
|
390,000
|
395,042
|
KfW 0% 9/15/2028 (b)
|
EUR
|
442,000
|
478,353
|
KfW 0% 9/17/2030 (b)
|
EUR
|
261,000
|
266,239
|
KfW 0.01% 5/5/2027 (b)
|
EUR
|
38,000
|
42,712
|
KfW 0.05% 9/29/2034 (b)
|
EUR
|
1,284,000
|
1,146,266
|
KfW 0.625% 1/7/2028
|
EUR
|
1,834,000
|
2,047,255
|
KfW 0.625% 2/22/2027
|
EUR
|
283,000
|
321,658
|
KfW 0.75% 12/7/2027 (b)
|
GBP
|
320,000
|
398,507
|
KfW 0.75% 6/28/2028
|
EUR
|
72,000
|
79,731
|
KfW 0.875% 7/4/2039 (b)
|
EUR
|
110,000
|
92,812
|
KfW 1.375% 2/2/2028 (b)
|
SEK
|
310,000
|
31,942
|
KfW 2.375% 4/11/2028 (b)
|
EUR
|
2,010,000
|
2,308,161
|
KfW 2.625% 1/10/2034 (b)
|
EUR
|
420,000
|
470,627
|
KfW 2.75% 2/14/2033 (b)
|
EUR
|
2,470,000
|
2,806,841
|
KfW 2.875% 12/28/2029 (b)
|
EUR
|
740,000
|
857,455
|
KfW 4.45% 1/16/2030
|
AUD
|
690,000
|
467,682
|
Landwirtschaftliche Rentenbank 0.05% 1/31/2031 (b)
|
EUR
|
480,000
|
483,718
|
Landwirtschaftliche Rentenbank 0.05% 12/18/2029 (b)
|
EUR
|
42,000
|
43,808
|
Landwirtschaftliche Rentenbank 0.875% 12/15/2026 (b)
|
GBP
|
19,000
|
24,560
|
Landwirtschaftliche Rentenbank 2.6% 3/23/2027 (b)
|
AUD
|
60,000
|
40,519
|
Landwirtschaftliche Rentenbank 2.625% 7/8/2032 (b)
|
EUR
|
830,000
|
938,931
|
Landwirtschaftliche Rentenbank 4% 1/19/2028
|
AUD
|
350,000
|
237,592
|
Volkswagen Leasing GmbH 0.625% 7/19/2029 (b)
|
EUR
|
50,000
|
52,186
|
Volkswagen Leasing GmbH 4% 4/11/2031 (b)
|
EUR
|
290,000
|
337,869
|
14,935,985
|
|||
Insurance - 0.1%
|
|||
Allianz Finance II BV 1.5% 1/15/2030 (b)
|
EUR
|
200,000
|
217,926
|
Allianz SE 1.301% 9/25/2049 (b)(c)
|
EUR
|
400,000
|
425,451
|
Allianz SE 4.252% 7/5/2052 (b)(c)
|
EUR
|
200,000
|
232,137
|
Hannover Rueck SE 1.75% 10/8/2040 (b)(c)
|
EUR
|
200,000
|
211,018
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 1% 5/26/2042 (b)(c)
|
EUR
|
200,000
|
194,854
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen 1.25% 5/26/2041 (b)(c)
|
EUR
|
200,000
|
204,216
|
1,485,602
|
|||
TOTAL FINANCIALS
|
26,350,957
|
||
Health Care - 0.0%
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
Sartorius Finance BV 4.5% 9/14/2032 (b)
|
EUR
|
100,000
|
118,719
|
Pharmaceuticals - 0.0%
|
|||
Bayer AG 1.375% 7/6/2032 (b)
|
EUR
|
300,000
|
298,437
|
Bayer AG 4.625% 5/26/2033 (b)
|
EUR
|
120,000
|
143,885
|
442,322
|
|||
TOTAL HEALTH CARE
|
561,041
|
||
Industrials - 0.3%
|
|||
Air Freight & Logistics - 0.0%
|
|||
Deutsche Post AG 3.375% 7/3/2033 (b)
|
EUR
|
100,000
|
114,644
|
Deutsche Post AG 3.5% 3/25/2036 (b)
|
EUR
|
150,000
|
169,455
|
Deutsche Post AG 3.75% 11/25/2037 (b)
|
EUR
|
70,000
|
79,464
|
363,563
|
|||
Electrical Equipment - 0.1%
|
|||
Eurogrid GmbH 0.741% 4/21/2033 (b)
|
EUR
|
100,000
|
93,522
|
Eurogrid GmbH 3.598% 2/1/2029 (b)
|
EUR
|
600,000
|
698,467
|
Eurogrid GmbH 3.732% 10/18/2035 (b)
|
EUR
|
100,000
|
112,500
|
904,489
|
|||
Ground Transportation - 0.0%
|
|||
Deutsche Bahn AG 0.625% 12/8/2050 (b)
|
EUR
|
144,000
|
77,547
|
Deutsche Bahn AG 0.625% 4/15/2036 (b)
|
EUR
|
260,000
|
226,101
|
Deutsche Bahn AG 0.875% 6/23/2039 (b)
|
EUR
|
198,000
|
159,605
|
463,253
|
|||
Industrial Conglomerates - 0.2%
|
|||
Siemens Financieringsmaatschappij NV 0.125% 9/5/2029 (b)
|
EUR
|
24,000
|
25,082
|
Siemens Financieringsmaatschappij NV 1.75% 2/28/2039 (b)
|
EUR
|
23,000
|
20,550
|
Siemens Financieringsmaatschappij NV 3% 11/22/2028 (b)
|
EUR
|
500,000
|
576,415
|
Siemens Financieringsmaatschappij NV 3% 9/8/2033 (b)
|
EUR
|
100,000
|
111,962
|
Siemens Financieringsmaatschappij NV 3.125% 5/22/2032 (b)
|
EUR
|
200,000
|
227,309
|
Siemens Financieringsmaatschappij NV 3.125% 5/27/2033 (b)
|
EUR
|
200,000
|
226,299
|
Siemens Financieringsmaatschappij NV 3.625% 2/24/2043 (b)
|
EUR
|
100,000
|
106,249
|
Siemens Financieringsmaatschappij NV 4% 5/27/2045 (b)
|
EUR
|
100,000
|
111,092
|
1,404,958
|
|||
Machinery - 0.0%
|
|||
Traton Finance Luxembourg SA 2.875% 8/26/2028 (b)
|
EUR
|
400,000
|
453,171
|
TOTAL INDUSTRIALS
|
3,589,434
|
||
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
BASF SE 4.25% 3/8/2032 (b)
|
EUR
|
200,000
|
239,007
|
Construction Materials - 0.0%
|
|||
Heidelberg Materials Finance Luxembourg SA 4.875% 11/21/2033 (b)
|
EUR
|
100,000
|
121,833
|
TOTAL MATERIALS
|
360,840
|
||
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
Aroundtown SA 0.375% 4/15/2027 (b)
|
EUR
|
200,000
|
224,380
|
Aroundtown SA 1.45% 7/9/2028 (b)
|
EUR
|
100,000
|
109,895
|
Aroundtown SA 3.625% 4/10/2031 (b)
|
GBP
|
120,000
|
140,953
|
LEG Immobilien SE 0.75% 6/30/2031 (b)
|
EUR
|
100,000
|
97,981
|
LEG Immobilien SE 0.875% 1/17/2029 (b)
|
EUR
|
200,000
|
214,794
|
LEG Immobilien SE 0.875% 11/28/2027 (b)
|
EUR
|
100,000
|
111,112
|
Vonovia SE 0.625% 10/7/2027 (b)
|
EUR
|
200,000
|
222,760
|
Vonovia SE 0.75% 9/1/2032 (b)
|
EUR
|
100,000
|
94,804
|
Vonovia SE 1% 1/28/2041 (b)
|
EUR
|
100,000
|
68,951
|
Vonovia SE 1% 6/16/2033 (b)
|
EUR
|
400,000
|
373,106
|
Vonovia SE 1.5% 6/14/2041 (b)
|
EUR
|
100,000
|
74,150
|
Vonovia SE 4.5% 11/12/2040 (b)
|
EUR
|
100,000
|
110,516
|
TOTAL REAL ESTATE
|
1,843,402
|
||
Utilities - 0.3%
|
|||
Electric Utilities - 0.2%
|
|||
Amprion GmbH 0.625% 9/23/2033 (b)
|
EUR
|
200,000
|
183,324
|
Amprion GmbH 3.45% 9/22/2027 (b)
|
EUR
|
100,000
|
115,980
|
Amprion GmbH 3.971% 9/22/2032 (b)
|
EUR
|
200,000
|
234,335
|
Amprion GmbH 4.125% 9/7/2034 (b)
|
EUR
|
100,000
|
116,679
|
E.ON International Finance BV 1.5% 7/31/2029 (b)
|
EUR
|
115,000
|
125,527
|
E.ON International Finance BV 3.5% 9/3/2035 (b)
|
EUR
|
300,000
|
336,093
|
E.ON International Finance BV 5.75% 2/14/2033 (b)
|
EUR
|
130,000
|
168,429
|
EnBW Energie Baden-Wuerttemberg AG 1.375% 8/31/2081 (b)(c)
|
EUR
|
100,000
|
108,450
|
EnBW International Finance BV 0.5% 3/1/2033 (b)
|
EUR
|
391,000
|
366,385
|
EnBW International Finance BV 3.75% 11/20/2035 (b)
|
EUR
|
120,000
|
137,365
|
1,892,567
|
|||
Independent Power and Renewable Electricity Producers - 0.0%
|
|||
RWE AG 2.75% 5/24/2030 (b)
|
EUR
|
120,000
|
135,947
|
Multi-Utilities - 0.1%
|
|||
E.ON SE 0.35% 2/28/2030 (b)
|
EUR
|
190,000
|
196,065
|
E.ON SE 0.75% 2/20/2028 (b)
|
EUR
|
99,000
|
109,541
|
E.ON SE 0.875% 10/18/2034 (b)
|
EUR
|
117,000
|
106,720
|
E.ON SE 0.875% 8/20/2031 (b)
|
EUR
|
200,000
|
201,653
|
E.ON SE 3.5% 1/12/2028 (b)
|
EUR
|
140,000
|
162,906
|
E.ON SE 4.125% 3/25/2044 (b)
|
EUR
|
110,000
|
124,006
|
E.ON SE 5.461% 10/21/2035 (b)
|
AUD
|
260,000
|
169,994
|
1,070,885
|
|||
TOTAL UTILITIES
|
3,099,399
|
||
TOTAL GERMANY
|
40,568,552
|
||
GREECE - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Eurobank SA 3.25% 3/12/2030 (b)(c)
|
EUR
|
260,000
|
295,538
|
HONG KONG - 0.0%
|
|||
Financials - 0.0%
|
|||
Banks - 0.0%
|
|||
Hongkong & Shanghai Banking Corp Ltd-The-/Sydney 5.1% 3/3/2028 (b)
|
AUD
|
250,000
|
172,046
|
IRELAND - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
AIB Group PLC 4.625% 5/20/2035 (b)(c)
|
EUR
|
110,000
|
128,895
|
AIB Group PLC 4.625% 7/23/2029 (b)(c)
|
EUR
|
250,000
|
296,144
|
Bank of Ireland Group PLC 0.375% 5/10/2027 (b)(c)
|
EUR
|
140,000
|
161,450
|
Bank of Ireland Group PLC 1.375% 8/11/2031 (b)(c)
|
EUR
|
100,000
|
115,354
|
Bank of Ireland Group PLC 3.625% 5/19/2032 (b)(c)
|
EUR
|
170,000
|
195,842
|
TOTAL FINANCIALS
|
897,685
|
||
Materials - 0.0%
|
|||
Containers & Packaging - 0.0%
|
|||
Smurfit Kappa Treasury ULC 1% 9/22/2033 (b)
|
EUR
|
100,000
|
93,492
|
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
ESB Finance DAC 1.125% 6/11/2030 (b)
|
EUR
|
135,000
|
142,003
|
ESB Finance DAC 1.875% 7/21/2035 (b)
|
GBP
|
130,000
|
125,965
|
ESB Finance DAC 4% 10/3/2028 (b)
|
EUR
|
250,000
|
293,279
|
TOTAL UTILITIES
|
561,247
|
||
TOTAL IRELAND
|
1,552,424
|
||
ITALY - 0.9%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Eni SpA 3.625% 5/19/2027 (b)
|
EUR
|
100,000
|
116,230
|
Eni SpA 4.25% 5/19/2033 (b)
|
EUR
|
290,000
|
346,180
|
TOTAL ENERGY
|
462,410
|
||
Financials - 0.5%
|
|||
Banks - 0.4%
|
|||
Credit Agricole Italia SpA 0.375% 1/20/2032 (b)
|
EUR
|
200,000
|
196,555
|
Credit Agricole Italia SpA 3.5% 1/15/2030 (b)
|
EUR
|
400,000
|
469,488
|
Iccrea Banca SpA 3.5% 6/5/2034 (b)
|
EUR
|
120,000
|
139,230
|
Iccrea Banca SpA 4% 11/8/2027 (b)
|
EUR
|
140,000
|
164,429
|
Intesa Sanpaolo SpA 0.75% 3/16/2028 (b)
|
EUR
|
360,000
|
396,869
|
Intesa Sanpaolo SpA 2.5% 1/15/2030 (b)
|
GBP
|
100,000
|
120,490
|
Intesa Sanpaolo SpA 2.925% 10/14/2030 (b)
|
EUR
|
230,000
|
257,943
|
Intesa Sanpaolo SpA 4.875% 5/19/2030 (b)
|
EUR
|
200,000
|
243,415
|
Intesa Sanpaolo SpA 5.125% 8/29/2031 (b)
|
EUR
|
100,000
|
124,030
|
Intesa Sanpaolo SpA 6.625% 5/31/2033 (b)
|
GBP
|
140,000
|
195,888
|
Mediobanca Banca di Credito Finanziario SpA 2.375% 6/30/2027 (b)
|
EUR
|
160,000
|
183,972
|
Mediobanca Banca di Credito Finanziario SpA 2.625% 8/5/2030 (b)
|
EUR
|
210,000
|
237,905
|
Mediobanca Banca di Credito Finanziario SpA 4.625% 2/7/2029 (b)(c)
|
EUR
|
200,000
|
235,557
|
Mediobanca Banca di Credito Finanziario SpA 4.75% 3/14/2028 (b)(c)
|
EUR
|
100,000
|
117,174
|
UniCredit SpA 0.85% 1/19/2031 (b)
|
EUR
|
340,000
|
347,583
|
UniCredit SpA 2.2% 7/22/2027 (b)(c)
|
EUR
|
490,000
|
565,785
|
UniCredit SpA 2.731% 1/15/2032 (b)(c)
|
EUR
|
400,000
|
459,285
|
UniCredit SpA 3.2% 9/22/2031 (b)(c)
|
EUR
|
330,000
|
372,217
|
UniCredit SpA 4.3% 1/23/2031 (b)(c)
|
EUR
|
230,000
|
271,485
|
UniCredit SpA 4.45% 2/16/2029 (b)(c)
|
EUR
|
320,000
|
376,338
|
5,475,638
|
|||
Insurance - 0.1%
|
|||
Generali 1.713% 6/30/2032 (b)
|
EUR
|
100,000
|
101,472
|
Generali 2.124% 10/1/2030 (b)
|
EUR
|
130,000
|
140,109
|
Generali 2.429% 7/14/2031 (b)
|
EUR
|
290,000
|
312,190
|
Generali 5.5% 10/27/2047 (b)(c)
|
EUR
|
100,000
|
118,117
|
671,888
|
|||
TOTAL FINANCIALS
|
6,147,526
|
||
Industrials - 0.1%
|
|||
Transportation Infrastructure - 0.1%
|
|||
Autostrade per l'Italia SpA 1.875% 9/26/2029 (b)
|
EUR
|
460,000
|
502,661
|
Autostrade per l'Italia SpA 2% 12/4/2028 (b)
|
EUR
|
200,000
|
222,258
|
Autostrade per l'Italia SpA 2.25% 1/25/2032 (b)
|
EUR
|
100,000
|
105,868
|
TOTAL INDUSTRIALS
|
830,787
|
||
Utilities - 0.3%
|
|||
Electric Utilities - 0.2%
|
|||
ENEL Finance International NV 0.375% 6/17/2027 (b)
|
EUR
|
220,000
|
246,482
|
ENEL Finance International NV 0.75% 6/17/2030 (b)
|
EUR
|
110,000
|
113,675
|
ENEL Finance International NV 0.875% 1/17/2031 (b)
|
EUR
|
170,000
|
173,528
|
ENEL Finance International NV 0.875% 9/28/2034 (b)
|
EUR
|
100,000
|
90,049
|
ENEL Finance International NV 2.875% 4/11/2029 (b)
|
GBP
|
636,000
|
789,033
|
ENEL Finance International NV 4% 2/20/2031 (b)
|
EUR
|
410,000
|
482,773
|
Terna - Rete Elettrica Nazionale 0.375% 6/23/2029 (b)
|
EUR
|
120,000
|
126,323
|
Terna - Rete Elettrica Nazionale 1.375% 7/26/2027 (b)
|
EUR
|
150,000
|
169,678
|
Terna - Rete Elettrica Nazionale 3.125% 2/17/2032 (b)
|
EUR
|
160,000
|
180,382
|
2,371,923
|
|||
Gas Utilities - 0.1%
|
|||
Italgas SpA 1% 12/11/2031 (b)
|
EUR
|
210,000
|
210,458
|
Snam SpA 0.75% 6/20/2029 (b)
|
EUR
|
420,000
|
448,545
|
Snam SpA 3.25% 7/1/2032 (b)
|
EUR
|
110,000
|
123,909
|
Snam SpA 3.875% 2/19/2034 (b)
|
EUR
|
100,000
|
115,311
|
898,223
|
|||
Multi-Utilities - 0.0%
|
|||
A2A SpA 0.625% 7/15/2031 (b)
|
EUR
|
140,000
|
139,020
|
ACEA SpA 1.5% 6/8/2027 (b)
|
EUR
|
217,000
|
246,351
|
Hera SpA 0.875% 7/5/2027 (b)
|
EUR
|
190,000
|
213,809
|
599,180
|
|||
TOTAL UTILITIES
|
3,869,326
|
||
TOTAL ITALY
|
11,310,049
|
||
JAPAN - 0.3%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
NTT Finance Corp 3.678% 7/16/2033 (b)
|
EUR
|
210,000
|
240,541
|
NTT Finance Corp 4.091% 7/16/2037 (b)
|
EUR
|
180,000
|
206,719
|
TOTAL COMMUNICATION SERVICES
|
447,260
|
||
Financials - 0.2%
|
|||
Banks - 0.2%
|
|||
Development Bank of Japan Inc 3.125% 4/13/2028 (b)
|
EUR
|
140,000
|
162,406
|
Mitsubishi UFJ Financial Group Inc 3.556% 9/5/2032 (b)(c)
|
EUR
|
220,000
|
252,044
|
Mizuho Financial Group Inc 0.797% 4/15/2030 (b)
|
EUR
|
470,000
|
488,127
|
Mizuho Financial Group Inc 1.412% 7/13/2033
|
JPY
|
12,000,000
|
68,883
|
Mizuho Financial Group Inc 4.416% 5/20/2033 (b)
|
EUR
|
100,000
|
119,116
|
Mizuho Financial Group Inc 5.628% 6/13/2028 (b)
|
GBP
|
380,000
|
508,721
|
Sumitomo Mitsui Financial Group Inc 0.632% 10/23/2029 (b)
|
EUR
|
210,000
|
220,486
|
Sumitomo Mitsui Financial Group Inc 3.573% 5/28/2032 (b)
|
EUR
|
120,000
|
137,200
|
1,956,983
|
|||
Consumer Finance - 0.0%
|
|||
Toyota Motor Finance Netherlands BV 3.125% 7/11/2029 (b)
|
EUR
|
280,000
|
320,323
|
Toyota Motor Finance Netherlands BV 3.5% 1/13/2028 (b)
|
EUR
|
300,000
|
348,540
|
668,863
|
|||
TOTAL FINANCIALS
|
2,625,846
|
||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Takeda Pharmaceutical Co Ltd 2% 7/9/2040
|
EUR
|
157,000
|
136,475
|
Industrials - 0.1%
|
|||
Ground Transportation - 0.1%
|
|||
East Japan Railway Co 1.104% 9/15/2039 (b)
|
EUR
|
160,000
|
128,315
|
East Japan Railway Co 1.162% 9/15/2028 (b)
|
GBP
|
210,000
|
254,389
|
East Japan Railway Co 3.533% 9/4/2036 (b)
|
EUR
|
130,000
|
145,064
|
East Japan Railway Co 3.727% 9/2/2037 (b)
|
EUR
|
120,000
|
135,100
|
TOTAL INDUSTRIALS
|
662,868
|
||
TOTAL JAPAN
|
3,872,449
|
||
LUXEMBOURG - 0.2%
|
|||
Communication Services - 0.0%
|
|||
Media - 0.0%
|
|||
SES SA 0.875% 11/4/2027 (b)
|
EUR
|
330,000
|
365,585
|
Financials - 0.0%
|
|||
Capital Markets - 0.0%
|
|||
JAB Holdings BV 1% 7/14/2031 (b)
|
EUR
|
100,000
|
101,136
|
JAB Holdings BV 2.25% 12/19/2039 (b)
|
EUR
|
100,000
|
87,168
|
JAB Holdings BV 2.5% 6/25/2029 (b)
|
EUR
|
100,000
|
112,172
|
TOTAL FINANCIALS
|
300,476
|
||
Real Estate - 0.2%
|
|||
Industrial REITs - 0.1%
|
|||
Prologis International Funding II SA 1.75% 3/15/2028 (b)
|
EUR
|
514,000
|
577,291
|
Prologis International Funding II SA 2.375% 11/14/2030 (b)
|
EUR
|
230,000
|
251,110
|
Prologis International Funding II SA 3.125% 6/1/2031 (b)
|
EUR
|
120,000
|
133,784
|
962,185
|
|||
Real Estate Management & Development - 0.1%
|
|||
Blackstone Property Partners Europe Holdings Sarl 1.25% 4/26/2027 (b)
|
EUR
|
313,000
|
353,173
|
CBRE Open-Ended Funds SCA SICAV-SIF 0.5% 1/27/2028 (b)
|
EUR
|
200,000
|
218,142
|
Logicor Financing Sarl 1.625% 7/15/2027 (b)
|
EUR
|
290,000
|
328,620
|
Logicor Financing Sarl 4.25% 7/18/2029 (b)
|
EUR
|
220,000
|
257,189
|
P3 Group Sarl 1.625% 1/26/2029 (b)
|
EUR
|
220,000
|
240,043
|
1,397,167
|
|||
TOTAL REAL ESTATE
|
2,359,352
|
||
TOTAL LUXEMBOURG
|
3,025,413
|
||
MEXICO - 0.0%
|
|||
Communication Services - 0.0%
|
|||
Wireless Telecommunication Services - 0.0%
|
|||
America Movil SAB de CV 0.75% 6/26/2027
|
EUR
|
100,000
|
112,238
|
America Movil SAB de CV 2.125% 3/10/2028
|
EUR
|
200,000
|
226,010
|
TOTAL COMMUNICATION SERVICES
|
338,248
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Petroleos Mexicanos 4.75% 2/26/2029 (b)
|
EUR
|
100,000
|
114,809
|
TOTAL MEXICO
|
453,057
|
||
MULTI-NATIONAL - 1.7%
|
|||
Financials - 1.7%
|
|||
Banks - 1.4%
|
|||
African Development Bank 0.875% 5/24/2028
|
EUR
|
87,000
|
96,519
|
Asian Development Bank 1.95% 7/22/2032
|
EUR
|
610,000
|
662,406
|
Asian Development Bank 3.3% 8/8/2028 (b)
|
AUD
|
55,000
|
36,581
|
Asian Development Bank 3.875% 7/22/2027
|
GBP
|
310,000
|
407,177
|
Asian Development Bank 4.65% 2/16/2027
|
CAD
|
700,000
|
511,980
|
Council Of Europe Development Bank 0% 4/9/2027 (b)
|
EUR
|
33,000
|
37,149
|
Council Of Europe Development Bank 1% 4/13/2029 (b)
|
EUR
|
210,000
|
229,693
|
Council Of Europe Development Bank 2.75% 6/19/2035 (b)
|
EUR
|
190,000
|
211,434
|
European Investment Bank 0% 6/17/2027
|
EUR
|
215,000
|
240,936
|
European Investment Bank 0% 9/9/2030 (b)
|
EUR
|
309,000
|
315,371
|
European Investment Bank 0.01% 5/15/2041 (b)
|
EUR
|
330,000
|
224,631
|
European Investment Bank 0.05% 10/13/2034 (b)
|
EUR
|
1,677,000
|
1,501,596
|
European Investment Bank 0.05% 11/15/2029 (b)
|
EUR
|
2,750,000
|
2,885,167
|
European Investment Bank 0.125% 6/20/2029 (b)
|
EUR
|
578,000
|
614,751
|
European Investment Bank 0.25% 1/20/2032 (b)
|
EUR
|
530,000
|
525,353
|
European Investment Bank 0.75% 7/15/2027
|
AUD
|
340,000
|
222,663
|
European Investment Bank 1% 4/14/2032 (b)
|
EUR
|
736,000
|
760,058
|
European Investment Bank 1.125% 4/13/2033 (b)
|
EUR
|
265,000
|
269,905
|
European Investment Bank 2.875% 6/18/2035 (b)
|
EUR
|
2,410,000
|
2,706,813
|
European Investment Bank 3.625% 1/12/2032 (b)
|
GBP
|
550,000
|
691,751
|
European Investment Bank 4.25% 3/19/2029
|
AUD
|
1,060,000
|
717,203
|
Inter-American Development Bank 3.15% 6/26/2029
|
AUD
|
120,000
|
78,244
|
Inter-American Development Bank 3.875% 2/15/2029
|
GBP
|
130,000
|
169,285
|
International Development Association 0% 7/15/2031 (b)
|
EUR
|
110,000
|
108,726
|
International Development Association 0.7% 1/17/2042 (b)
|
EUR
|
297,000
|
223,531
|
International Development Association 2.5% 5/28/2030 (b)
|
EUR
|
480,000
|
545,765
|
International Development Association 2.75% 9/3/2032 (b)
|
EUR
|
1,110,000
|
1,259,428
|
International Development Association 3.625% 10/28/2050 (b)
|
EUR
|
60,000
|
67,483
|
International Development Association 4.75% 10/14/2031 (b)
|
GBP
|
230,000
|
306,617
|
16,628,216
|
|||
Financial Services - 0.3%
|
|||
IBRD Discount Notes 0.01% 4/24/2028
|
EUR
|
687,000
|
751,016
|
IBRD Discount Notes 1% 12/21/2029
|
GBP
|
248,000
|
289,790
|
IBRD Discount Notes 1.2% 8/8/2034
|
EUR
|
403,000
|
400,131
|
IBRD Discount Notes 1.25% 12/13/2028
|
GBP
|
100,000
|
121,684
|
IBRD Discount Notes 3% 7/23/2035
|
EUR
|
660,000
|
747,690
|
IBRD Discount Notes 3.3% 8/14/2028
|
AUD
|
210,000
|
139,655
|
IBRD Discount Notes 3.45% 9/13/2038
|
EUR
|
140,000
|
162,055
|
International Finance Corp 3.15% 6/26/2029 (b)
|
AUD
|
90,000
|
58,805
|
International Finance Corp 4.5% 10/2/2028
|
GBP
|
370,000
|
489,732
|
International Finance Corp 4.5% 5/20/2030 (b)
|
AUD
|
860,000
|
581,365
|
3,741,923
|
|||
TOTAL FINANCIALS
|
20,370,139
|
||
Industrials - 0.0%
|
|||
Ground Transportation - 0.0%
|
|||
EUROFIMA 0.15% 10/10/2034 (b)
|
EUR
|
191,000
|
169,712
|
TOTAL MULTI-NATIONAL
|
20,539,851
|
||
NETHERLANDS - 1.6%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Koninklijke KPN NV 3.875% 7/3/2031 (b)
|
EUR
|
300,000
|
351,710
|
Consumer Staples - 0.1%
|
|||
Beverages - 0.1%
|
|||
Heineken NV 1.75% 5/7/2040 (b)
|
EUR
|
160,000
|
136,097
|
Heineken NV 3.872% 10/3/2037 (b)
|
EUR
|
220,000
|
247,792
|
383,889
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Koninklijke Ahold Delhaize NV 0.375% 3/18/2030 (b)
|
EUR
|
120,000
|
123,931
|
Food Products - 0.0%
|
|||
JDE Peet's NV 0.5% 1/16/2029 (b)
|
EUR
|
130,000
|
137,420
|
Magnum Icc Finance BV 4% 11/26/2037 (b)
|
EUR
|
100,000
|
111,040
|
248,460
|
|||
TOTAL CONSUMER STAPLES
|
756,280
|
||
Financials - 1.4%
|
|||
Banks - 1.3%
|
|||
ABN AMRO Bank NV 0.375% 1/14/2035 (b)
|
EUR
|
300,000
|
271,188
|
ABN AMRO Bank NV 0.5% 9/23/2029 (b)
|
EUR
|
300,000
|
313,505
|
ABN AMRO Bank NV 1.375% 1/12/2037 (b)
|
EUR
|
400,000
|
377,540
|
ABN AMRO Bank NV 2.625% 8/30/2027 (b)
|
EUR
|
100,000
|
115,262
|
ABN AMRO Bank NV 3.875% 1/15/2032 (b)
|
EUR
|
100,000
|
116,017
|
ABN AMRO Bank NV 4.375% 10/20/2028 (b)
|
EUR
|
400,000
|
472,786
|
ABN AMRO Bank NV 4.5% 11/21/2034 (b)
|
EUR
|
100,000
|
120,136
|
ABN AMRO Bank NV 5.125% 2/22/2033 (b)(c)
|
EUR
|
200,000
|
235,845
|
BNG Bank NV 0% 1/20/2031 (b)
|
EUR
|
120,000
|
120,267
|
BNG Bank NV 0.75% 1/24/2029 (b)
|
EUR
|
2,384,000
|
2,600,597
|
BNG Bank NV 3% 1/11/2033 (b)
|
EUR
|
1,290,000
|
1,481,198
|
BNG Bank NV 3.3% 7/17/2028 (b)
|
AUD
|
1,267,000
|
840,974
|
Cooperatieve Rabobank UA 0.125% 12/1/2031 (b)
|
EUR
|
100,000
|
98,346
|
Cooperatieve Rabobank UA 0.625% 2/25/2033 (b)
|
EUR
|
100,000
|
94,285
|
Cooperatieve Rabobank UA 1.125% 5/7/2031 (b)
|
EUR
|
100,000
|
102,373
|
Cooperatieve Rabobank UA 1.875% 7/12/2028 (b)(c)
|
GBP
|
200,000
|
254,394
|
Cooperatieve Rabobank UA 3.064% 2/1/2034 (b)
|
EUR
|
400,000
|
458,097
|
Cooperatieve Rabobank UA 3.202% 5/6/2036 (b)
|
EUR
|
400,000
|
457,242
|
Cooperatieve Rabobank UA 4% 1/10/2030 (b)
|
EUR
|
500,000
|
589,194
|
ING Bank NV 0.75% 2/18/2029 (b)
|
EUR
|
100,000
|
108,786
|
ING Bank NV 2.5% 9/2/2030 (b)
|
EUR
|
400,000
|
452,562
|
ING Bank NV 2.625% 1/10/2028 (b)
|
EUR
|
100,000
|
115,152
|
ING Bank NV 3% 5/21/2034 (b)
|
EUR
|
300,000
|
341,233
|
ING Groep NV 0.25% 2/1/2030 (b)(c)
|
EUR
|
200,000
|
211,216
|
ING Groep NV 0.25% 2/18/2029 (b)(c)
|
EUR
|
500,000
|
545,791
|
ING Groep NV 1% 11/16/2032 (b)(c)
|
EUR
|
500,000
|
556,080
|
ING Groep NV 2.125% 5/26/2031 (b)(c)
|
EUR
|
400,000
|
462,004
|
ING Groep NV 3.5% 9/3/2030 (b)(c)
|
EUR
|
300,000
|
345,754
|
ING Groep NV 3.875% 8/20/2037 (b)(c)
|
EUR
|
100,000
|
112,408
|
ING Groep NV 4.75% 5/23/2034 (b)(c)
|
EUR
|
200,000
|
241,938
|
ING Groep NV 4.875% 11/14/2027 (b)(c)
|
EUR
|
200,000
|
233,907
|
ING Groep NV 4.875% 9/17/2032 (b)(c)
|
GBP
|
400,000
|
514,969
|
ING Groep NV 5% 2/20/2035 (b)(c)
|
EUR
|
100,000
|
119,277
|
Nationale-Nederlanden Bank NV/The Netherlands 1% 9/25/2028 (b)
|
EUR
|
700,000
|
771,598
|
Nationale-Nederlanden Bank NV/The Netherlands 3.25% 5/28/2027 (b)
|
EUR
|
200,000
|
232,443
|
Nederlandse Waterschapsbank NV 0.75% 10/4/2041 (b)
|
EUR
|
748,000
|
564,096
|
Nederlandse Waterschapsbank NV 3.3% 5/2/2029 (b)
|
AUD
|
40,000
|
26,211
|
15,074,671
|
|||
Financial Services - 0.0%
|
|||
EXOR NV 1.75% 1/18/2028 (b)
|
EUR
|
170,000
|
190,712
|
EXOR NV 3.75% 2/14/2033 (b)
|
EUR
|
110,000
|
125,030
|
315,742
|
|||
Insurance - 0.1%
|
|||
ASR Nederland NV 3.375% 5/2/2049 (b)(c)
|
EUR
|
100,000
|
113,810
|
NN Group NV 4.625% 1/13/2048 (b)(c)
|
EUR
|
180,000
|
210,941
|
324,751
|
|||
TOTAL FINANCIALS
|
15,715,164
|
||
Health Care - 0.0%
|
|||
Health Care Equipment & Supplies - 0.0%
|
|||
Koninklijke Philips NV 2.125% 11/5/2029 (b)
|
EUR
|
110,000
|
121,597
|
Koninklijke Philips NV 3.25% 5/23/2030 (b)
|
EUR
|
220,000
|
251,370
|
TOTAL HEALTH CARE
|
372,967
|
||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Royal Schiphol Group NV 2% 4/6/2029 (b)
|
EUR
|
117,000
|
130,893
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Akzo Nobel NV 4% 5/24/2033 (b)
|
EUR
|
120,000
|
137,015
|
Real Estate - 0.0%
|
|||
Real Estate Management & Development - 0.0%
|
|||
CTP NV 0.75% 2/18/2027 (b)
|
EUR
|
108,000
|
121,968
|
CTP NV 1.25% 6/21/2029 (b)
|
EUR
|
220,000
|
235,376
|
CTP NV 3.625% 3/10/2031 (b)
|
EUR
|
120,000
|
134,967
|
TOTAL REAL ESTATE
|
492,311
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Alliander NV 3% 5/6/2033 (b)
|
EUR
|
230,000
|
253,939
|
Enexis Holding NV 0.75% 7/2/2031 (b)
|
EUR
|
100,000
|
100,478
|
Enexis Holding NV 3.375% 11/13/2035 (b)
|
EUR
|
100,000
|
111,492
|
Tennet Netherlands BV 0.875% 6/16/2035 (b)
|
EUR
|
574,000
|
537,797
|
1,003,706
|
|||
Gas Utilities - 0.0%
|
|||
Nederlandse Gasunie NV 3.5% 4/23/2035 (b)
|
EUR
|
140,000
|
158,214
|
TOTAL UTILITIES
|
1,161,920
|
||
TOTAL NETHERLANDS
|
19,118,260
|
||
NEW ZEALAND - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Westpac Securities NZ Ltd/London 0.01% 6/8/2028 (b)
|
EUR
|
998,000
|
1,083,032
|
NORWAY - 0.4%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telenor ASA 1.125% 5/31/2029 (b)
|
EUR
|
557,000
|
602,955
|
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Equinor ASA 1.375% 5/22/2032 (b)
|
EUR
|
241,000
|
245,966
|
Financials - 0.3%
|
|||
Banks - 0.3%
|
|||
DNB Bank ASA 3.125% 9/21/2027 (b)(c)
|
EUR
|
170,000
|
196,831
|
DNB Bank ASA 4% 8/17/2027 (b)(c)
|
GBP
|
100,000
|
132,063
|
DNB Bank ASA 4.625% 11/1/2029 (b)(c)
|
EUR
|
200,000
|
238,191
|
SpareBank 1 Boligkreditt AS 0.01% 9/22/2027 (b)
|
EUR
|
1,151,000
|
1,277,385
|
SpareBank 1 Boligkreditt AS 2.375% 2/13/2030 (b)
|
EUR
|
380,000
|
429,599
|
2,274,069
|
|||
Capital Markets - 0.0%
|
|||
Kommunalbanken AS 0.05% 10/24/2029 (b)
|
EUR
|
500,000
|
521,598
|
TOTAL FINANCIALS
|
2,795,667
|
||
Information Technology - 0.0%
|
|||
Semiconductors & Semiconductor Equipment - 0.0%
|
|||
Statkraft AS 3.5% 6/9/2033 (b)
|
EUR
|
140,000
|
159,601
|
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
DNB Boligkreditt AS 0.01% 1/21/2031 (b)
|
EUR
|
200,000
|
200,964
|
DNB Boligkreditt AS 2.625% 1/28/2030 (b)
|
EUR
|
460,000
|
525,053
|
TOTAL REAL ESTATE
|
726,017
|
||
TOTAL NORWAY
|
4,530,206
|
||
PORTUGAL - 0.1%
|
|||
Financials - 0.1%
|
|||
Banks - 0.1%
|
|||
Banco Santander Totta SA 3.25% 2/15/2031 (b)
|
EUR
|
100,000
|
116,236
|
Banco Santander Totta SA 3.375% 4/19/2028 (b)
|
EUR
|
400,000
|
466,687
|
TOTAL FINANCIALS
|
582,923
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
EDP Finance BV 1.875% 9/21/2029 (b)
|
EUR
|
100,000
|
109,896
|
EDP Servicios Financieros Espana SA 4.375% 4/4/2032 (b)
|
EUR
|
120,000
|
143,694
|
TOTAL UTILITIES
|
253,590
|
||
TOTAL PORTUGAL
|
836,513
|
||
SOUTH AFRICA - 0.0%
|
|||
Materials - 0.0%
|
|||
Metals & Mining - 0.0%
|
|||
Anglo American Capital PLC 3.75% 6/15/2029 (b)
|
EUR
|
260,000
|
301,636
|
SPAIN - 1.0%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Telefonica Emisiones SA 0.664% 2/3/2030 (b)
|
EUR
|
300,000
|
312,440
|
Telefonica Emisiones SA 1.93% 10/17/2031 (b)
|
EUR
|
300,000
|
317,528
|
Telefonica Emisiones SA 4.055% 1/24/2036 (b)
|
EUR
|
200,000
|
225,258
|
TOTAL COMMUNICATION SERVICES
|
855,226
|
||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Repsol Europe Finance Sarl 3.625% 9/5/2034 (b)
|
EUR
|
100,000
|
113,795
|
Financials - 0.7%
|
|||
Banks - 0.7%
|
|||
Banco Bilbao Vizcaya Argentaria SA 3.375% 9/20/2027 (b)
|
EUR
|
1,100,000
|
1,277,202
|
Banco Bilbao Vizcaya Argentaria SA 3.5% 3/26/2031 (b)
|
EUR
|
200,000
|
232,882
|
Banco Bilbao Vizcaya Argentaria SA 4% 2/25/2037 (b)(c)
|
EUR
|
100,000
|
113,722
|
Banco Bilbao Vizcaya Argentaria SA 4.375% 10/14/2029 (b)
|
EUR
|
300,000
|
361,190
|
Banco Bilbao Vizcaya Argentaria SA 5.75% 9/15/2033 (b)(c)
|
EUR
|
300,000
|
359,273
|
Banco de Sabadell SA 3.5% 5/27/2031 (b)(c)
|
EUR
|
200,000
|
228,983
|
Banco Santander SA 0.2% 2/11/2028 (b)
|
EUR
|
300,000
|
328,606
|
Banco Santander SA 2.125% 2/8/2028 (b)
|
EUR
|
100,000
|
112,989
|
Banco Santander SA 2.25% 10/4/2032 (b)(c)
|
GBP
|
300,000
|
380,939
|
Banco Santander SA 2.875% 7/14/2033 (b)
|
EUR
|
500,000
|
564,369
|
Banco Santander SA 3.25% 4/2/2029 (b)(c)
|
EUR
|
300,000
|
345,636
|
Banco Santander SA 3.5% 1/9/2030 (b)(c)
|
EUR
|
300,000
|
348,053
|
Banco Santander SA 3.75% 1/9/2034 (b)
|
EUR
|
200,000
|
230,980
|
Banco Santander SA 3.875% 4/22/2029 (b)
|
EUR
|
400,000
|
467,882
|
Banco Santander SA 5.125% 1/25/2030 (b)
|
GBP
|
100,000
|
132,157
|
Banco Santander SA 5.625% 1/27/2031 (b)(c)
|
GBP
|
400,000
|
533,165
|
Banco Santander SA 5.75% 8/23/2033 (b)(c)
|
EUR
|
100,000
|
119,749
|
Bankinter SA 4.375% 5/3/2030 (b)(c)
|
EUR
|
200,000
|
237,583
|
CaixaBank SA 0.5% 2/9/2029 (b)(c)
|
EUR
|
400,000
|
439,286
|
CaixaBank SA 0.75% 5/26/2028 (b)(c)
|
EUR
|
300,000
|
337,535
|
CaixaBank SA 3.375% 6/26/2035 (b)
|
EUR
|
100,000
|
111,443
|
CaixaBank SA 3.625% 9/19/2032 (b)(c)
|
EUR
|
100,000
|
114,771
|
CaixaBank SA 3.75% 1/27/2036 (b)(c)
|
EUR
|
100,000
|
112,484
|
CaixaBank SA 5% 7/19/2029 (b)(c)
|
EUR
|
100,000
|
119,674
|
CaixaBank SA 5.375% 11/14/2030 (b)(c)
|
EUR
|
200,000
|
245,499
|
CaixaBank SA 6.25% 2/23/2033 (b)(c)
|
EUR
|
600,000
|
720,213
|
TOTAL FINANCIALS
|
8,576,265
|
||
Industrials - 0.0%
|
|||
Transportation Infrastructure - 0.0%
|
|||
Abertis Infraestructuras SA 1.875% 3/26/2032 (b)
|
EUR
|
100,000
|
103,899
|
Abertis Infraestructuras SA 2.375% 9/27/2027 (b)
|
EUR
|
400,000
|
457,143
|
TOTAL INDUSTRIALS
|
561,042
|
||
Information Technology - 0.1%
|
|||
Communications Equipment - 0.1%
|
|||
Cellnex Finance Co SA 1% 9/15/2027 (b)
|
EUR
|
400,000
|
448,576
|
Cellnex Finance Co SA 3.5% 5/22/2032 (b)
|
EUR
|
100,000
|
112,693
|
Cellnex Finance Co SA 3.625% 1/24/2029 (b)
|
EUR
|
200,000
|
231,747
|
TOTAL INFORMATION TECHNOLOGY
|
793,016
|
||
Utilities - 0.1%
|
|||
Electric Utilities - 0.0%
|
|||
Iberdrola Finanzas SA 3.375% 11/22/2032 (b)
|
EUR
|
200,000
|
228,301
|
Iberdrola Finanzas SA 3.5% 5/16/2035 (b)
|
EUR
|
100,000
|
112,857
|
341,158
|
|||
Gas Utilities - 0.1%
|
|||
Naturgy Finance Iberia SA 1.5% 1/29/2028 (b)
|
EUR
|
600,000
|
674,258
|
TOTAL UTILITIES
|
1,015,416
|
||
TOTAL SPAIN
|
11,914,760
|
||
SWEDEN - 1.0%
|
|||
Communication Services - 0.0%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
Telia Co AB 0.125% 11/27/2030 (b)
|
EUR
|
310,000
|
308,410
|
Financials - 0.9%
|
|||
Banks - 0.7%
|
|||
Lansforsakringar Hypotek AB 2.75% 3/25/2030 (b)
|
EUR
|
490,000
|
561,047
|
Lansforsakringar Hypotek AB 3.75% 9/30/2030 (b)
|
SEK
|
4,000,000
|
433,082
|
Skandinaviska Enskilda Banken AB 0.625% 11/12/2029 (b)
|
EUR
|
200,000
|
208,903
|
Skandinaviska Enskilda Banken AB 0.75% 11/15/2027 (b)
|
EUR
|
100,000
|
111,765
|
Skandinaviska Enskilda Banken AB 2.375% 5/8/2030 (b)
|
EUR
|
630,000
|
711,113
|
Skandinaviska Enskilda Banken AB 3% 11/6/2028 (b)
|
SEK
|
4,000,000
|
423,689
|
Skandinaviska Enskilda Banken AB 3% 2/10/2032 (b)
|
EUR
|
150,000
|
169,540
|
Skandinaviska Enskilda Banken AB 3.25% 5/4/2028 (b)
|
EUR
|
250,000
|
291,329
|
Skandinaviska Enskilda Banken AB 3.75% 2/7/2028 (b)
|
EUR
|
160,000
|
186,675
|
Stadshypotek AB 0.01% 11/24/2028 (b)
|
EUR
|
1,850,000
|
1,983,367
|
Stadshypotek AB 2% 9/1/2028 (b)
|
SEK
|
10,000,000
|
1,035,665
|
Svenska Handelsbanken AB 0.5% 2/18/2030 (b)
|
EUR
|
200,000
|
206,990
|
Svenska Handelsbanken AB 1.375% 2/23/2029 (b)
|
EUR
|
110,000
|
120,508
|
Svenska Handelsbanken AB 3.25% 6/1/2033 (b)(c)
|
EUR
|
170,000
|
193,993
|
Svenska Handelsbanken AB 3.25% 8/27/2031 (b)
|
EUR
|
100,000
|
113,947
|
Sveriges Sakerstallda Obligationer AB 0.01% 3/14/2030 (b)
|
EUR
|
620,000
|
638,405
|
Sveriges Sakerstallda Obligationer AB 3.5% 6/14/2028 (b)
|
SEK
|
8,000,000
|
857,155
|
Swedbank AB 0.3% 5/20/2027 (b)(c)
|
EUR
|
240,000
|
276,669
|
Swedbank AB 2.1% 5/25/2027 (b)
|
EUR
|
108,000
|
123,745
|
Swedbank AB 3.25% 9/24/2029 (b)
|
EUR
|
230,000
|
264,303
|
8,911,890
|
|||
Financial Services - 0.2%
|
|||
Danske Hypotek AB 3.5% 12/15/2027 (b)
|
SEK
|
8,000,000
|
855,626
|
Investor AB 0.375% 10/29/2035 (b)
|
EUR
|
110,000
|
92,678
|
Investor AB 1.5% 9/12/2030 (b)
|
EUR
|
220,000
|
233,973
|
Swedbank Hypotek AB 3% 10/29/2030 (b)
|
SEK
|
2,800,000
|
293,825
|
Swedbank Hypotek AB 3% 3/28/2029 (b)
|
SEK
|
1,900,000
|
201,131
|
Swedbank Hypotek AB 3.125% 7/5/2028 (b)
|
EUR
|
390,000
|
453,364
|
2,130,597
|
|||
TOTAL FINANCIALS
|
11,042,487
|
||
Real Estate - 0.1%
|
|||
Real Estate Management & Development - 0.1%
|
|||
Akelius Residential Property Financing BV 1% 1/17/2028 (b)
|
EUR
|
100,000
|
109,292
|
Balder Finland Oyj 1% 1/20/2029 (b)
|
EUR
|
130,000
|
138,274
|
Fastighets AB Balder 1.25% 1/28/2028 (b)
|
EUR
|
108,000
|
119,059
|
Heimstaden Bostad AB 3.875% 11/5/2029 (b)
|
EUR
|
140,000
|
160,051
|
Heimstaden Bostad Treasury BV 1.375% 7/24/2028 (b)
|
EUR
|
135,000
|
148,032
|
TOTAL REAL ESTATE
|
674,708
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Vattenfall AB 0.125% 2/12/2029 (b)
|
EUR
|
108,000
|
114,479
|
TOTAL SWEDEN
|
12,140,084
|
||
SWITZERLAND - 0.9%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.1%
|
|||
Swisscom Finance BV 0.375% 11/14/2028 (b)
|
EUR
|
590,000
|
634,667
|
Swisscom Finance BV 3.5% 8/29/2028 (b)
|
EUR
|
680,000
|
790,940
|
TOTAL COMMUNICATION SERVICES
|
1,425,607
|
||
Financials - 0.8%
|
|||
Banks - 0.5%
|
|||
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 3/13/2028 (b)
|
CHF
|
600,000
|
744,816
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0% 7/25/2031 (b)
|
CHF
|
340,000
|
412,590
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.1% 12/3/2031 (b)
|
CHF
|
795,000
|
967,176
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.125% 3/23/2032 (b)
|
CHF
|
1,000,000
|
1,214,916
|
Pfandbriefzentrale der schweizerischen Kantonalbanken AG 0.5% 11/24/2028 (b)
|
CHF
|
40,000
|
50,146
|
UBS AG/Australia 5.808% 11/24/2028 (b)
|
AUD
|
90,000
|
62,832
|
UBS AG/London 0.25% 9/1/2028 (b)
|
EUR
|
1,090,000
|
1,168,160
|
4,620,636
|
|||
Capital Markets - 0.1%
|
|||
UBS Group AG 0.65% 1/14/2028 (b)(c)
|
EUR
|
100,000
|
113,539
|
UBS Group AG 1% 6/24/2027 (b)(c)
|
EUR
|
150,000
|
172,761
|
UBS Group AG 2.125% 11/15/2029 (b)(c)
|
GBP
|
130,000
|
158,973
|
UBS Group AG 2.875% 4/2/2032 (b)(c)
|
EUR
|
590,000
|
655,042
|
UBS Group AG 3.25% 2/12/2034 (b)(c)
|
EUR
|
250,000
|
276,540
|
1,376,855
|
|||
Financial Services - 0.2%
|
|||
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 10/26/2029 (b)
|
CHF
|
50,000
|
61,478
|
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0% 8/26/2049 (b)
|
CHF
|
520,000
|
503,269
|
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0.125% 12/19/2031 (b)
|
CHF
|
1,270,000
|
1,547,513
|
Pfandbriefbank schweizerischer Hypothekarinstitute AG 0.125% 3/19/2031 (b)
|
CHF
|
460,000
|
562,911
|
2,675,171
|
|||
Insurance - 0.0%
|
|||
Argentum Netherlands BV for Zurich Insurance Co Ltd 2.75% 2/19/2049 (b)(c)
|
EUR
|
120,000
|
135,303
|
Zurich Finance Ireland Designated Activity Co 1.625% 6/17/2039 (b)
|
EUR
|
100,000
|
87,409
|
222,712
|
|||
TOTAL FINANCIALS
|
8,895,374
|
||
Health Care - 0.0%
|
|||
Health Care Providers & Services - 0.0%
|
|||
Lonza Finance International NV 3.875% 4/24/2036 (b)
|
EUR
|
100,000
|
113,434
|
Industrials - 0.0%
|
|||
Building Products - 0.0%
|
|||
ABB Finance BV 0% 1/19/2030 (b)
|
EUR
|
130,000
|
132,585
|
Materials - 0.0%
|
|||
Chemicals - 0.0%
|
|||
Firmenich Productions Participations SAS 1.75% 4/30/2030 (b)
|
EUR
|
290,000
|
313,668
|
Construction Materials - 0.0%
|
|||
Holcim Finance Luxembourg SA 0.5% 4/23/2031 (b)
|
EUR
|
130,000
|
128,566
|
TOTAL MATERIALS
|
442,234
|
||
TOTAL SWITZERLAND
|
11,009,234
|
||
UNITED KINGDOM - 2.3%
|
|||
Communication Services - 0.1%
|
|||
Diversified Telecommunication Services - 0.0%
|
|||
British Telecommunications PLC 3.625% 11/21/2047 (b)
|
GBP
|
110,000
|
94,899
|
British Telecommunications PLC 3.75% 1/3/2035 (b)
|
EUR
|
100,000
|
112,448
|
British Telecommunications PLC 3.75% 5/13/2031 (b)
|
EUR
|
270,000
|
313,769
|
521,116
|
|||
Media - 0.0%
|
|||
Informa PLC 1.25% 4/22/2028 (b)
|
EUR
|
250,000
|
276,091
|
WPP Finance SA 4.125% 5/30/2028 (b)
|
EUR
|
170,000
|
197,979
|
474,070
|
|||
Wireless Telecommunication Services - 0.1%
|
|||
CK Hutchison Group Telecom Finance SA 1.125% 10/17/2028 (b)
|
EUR
|
100,000
|
109,047
|
Vodafone Group PLC 6.375% 7/3/2050 (b)
|
GBP
|
110,000
|
139,721
|
Vodafone International Financing DAC 3.75% 12/2/2034 (b)
|
EUR
|
330,000
|
374,508
|
623,276
|
|||
TOTAL COMMUNICATION SERVICES
|
1,618,462
|
||
Consumer Discretionary - 0.1%
|
|||
Diversified Consumer Services - 0.0%
|
|||
WPP Finance 2013 3.625% 6/9/2031 (b)
|
EUR
|
110,000
|
121,510
|
Hotels, Restaurants & Leisure - 0.0%
|
|||
Compass Group Finance Netherlands BV 3% 3/8/2030 (b)
|
EUR
|
220,000
|
250,630
|
Household Durables - 0.1%
|
|||
Clarion Funding PLC 1.25% 11/13/2032 (b)
|
GBP
|
120,000
|
122,154
|
Clarion Funding PLC 1.875% 1/22/2035 (b)
|
GBP
|
160,000
|
154,757
|
276,911
|
|||
TOTAL CONSUMER DISCRETIONARY
|
649,051
|
||
Consumer Staples - 0.3%
|
|||
Beverages - 0.1%
|
|||
CCEP Finance Ireland DAC 0.875% 5/6/2033 (b)
|
EUR
|
210,000
|
200,629
|
Coca-Cola Europacific Partners PLC 0.7% 9/12/2031 (b)
|
EUR
|
170,000
|
168,903
|
Diageo Capital BV 1.5% 6/8/2029 (b)
|
EUR
|
240,000
|
262,537
|
Diageo Finance PLC 2.75% 6/8/2038 (b)
|
GBP
|
150,000
|
144,547
|
Diageo Finance PLC 3.125% 2/28/2031 (b)
|
EUR
|
270,000
|
306,412
|
1,083,028
|
|||
Consumer Staples Distribution & Retail - 0.0%
|
|||
Tesco Corporate Treasury Services PLC 1.875% 11/2/2028 (b)
|
GBP
|
380,000
|
465,229
|
Household Products - 0.0%
|
|||
Reckitt Benckiser Treasury Services Nederland BV 0.75% 5/19/2030 (b)
|
EUR
|
400,000
|
414,511
|
Personal Care Products - 0.0%
|
|||
Unilever Finance Netherlands BV 3.5% 2/15/2037 (b)
|
EUR
|
390,000
|
434,661
|
Tobacco - 0.2%
|
|||
BAT International Finance PLC 2.25% 6/26/2028 (b)
|
GBP
|
240,000
|
298,156
|
BAT International Finance PLC 4.125% 4/12/2032 (b)
|
EUR
|
160,000
|
186,368
|
BAT Netherlands Finance BV 3.125% 4/7/2028 (b)
|
EUR
|
100,000
|
115,347
|
BAT Netherlands Finance BV 5.375% 2/16/2031 (b)
|
EUR
|
260,000
|
321,689
|
Imperial Brands Finance Netherlands BV 5.25% 2/15/2031 (b)
|
EUR
|
220,000
|
268,663
|
1,190,223
|
|||
TOTAL CONSUMER STAPLES
|
3,587,652
|
||
Financials - 1.2%
|
|||
Banks - 0.8%
|
|||
Barclays PLC 0.577% 8/9/2029 (b)(c)
|
EUR
|
810,000
|
874,915
|
Barclays PLC 1.106% 5/12/2032 (b)(c)
|
EUR
|
110,000
|
111,055
|
Barclays PLC 3.25% 1/17/2033
|
GBP
|
399,000
|
451,140
|
Barclays PLC 4.506% 1/31/2033 (b)(c)
|
EUR
|
170,000
|
201,334
|
Barclays PLC 4.973% 5/31/2036 (b)(c)
|
EUR
|
130,000
|
153,968
|
Barclays PLC 5.746% 7/31/2032 (b)(c)
|
GBP
|
130,000
|
172,425
|
HSBC Holdings PLC 3% 5/29/2030 (c)
|
GBP
|
130,000
|
160,761
|
HSBC Holdings PLC 3% 7/22/2028 (c)
|
GBP
|
110,000
|
141,777
|
HSBC Holdings PLC 3.313% 5/13/2030 (b)(c)
|
EUR
|
230,000
|
263,533
|
HSBC Holdings PLC 3.445% 9/25/2030 (b)(c)
|
EUR
|
200,000
|
229,575
|
HSBC Holdings PLC 3.608% 12/1/2033 (b)(c)
|
EUR
|
170,000
|
192,563
|
HSBC Holdings PLC 3.755% 5/20/2029 (b)(c)
|
EUR
|
210,000
|
244,185
|
HSBC Holdings PLC 3.911% 5/13/2034 (b)(c)
|
EUR
|
130,000
|
148,751
|
HSBC Holdings PLC 4.768% 8/28/2031 (b)(c)
|
AUD
|
270,000
|
178,893
|
HSBC Holdings PLC 6.364% 11/16/2032 (b)(c)
|
EUR
|
600,000
|
718,825
|
HSBC Holdings PLC 8.201% 11/16/2034 (b)(c)
|
GBP
|
470,000
|
669,855
|
Lloyds Bank PLC 0.125% 9/23/2029 (b)
|
EUR
|
100,000
|
104,669
|
Lloyds Banking Group PLC 1.985% 12/15/2031 (c)
|
GBP
|
934,000
|
1,218,822
|
Lloyds Banking Group PLC 2% 4/12/2028 (b)(c)
|
GBP
|
140,000
|
179,425
|
Lloyds Banking Group PLC 3.5% 11/6/2030 (b)(c)
|
EUR
|
210,000
|
241,850
|
Lloyds Banking Group PLC 5.189% 5/28/2031 (b)(c)
|
AUD
|
370,000
|
249,668
|
Lloyds Banking Group PLC 5.25% 10/16/2031 (b)(c)
|
GBP
|
140,000
|
183,905
|
Lloyds Banking Group PLC 5.802% 3/17/2029 (c)
|
AUD
|
100,000
|
69,272
|
Lloyds Banking Group PLC 6.625% 6/2/2033 (b)(c)
|
GBP
|
160,000
|
215,983
|
NatWest Group PLC 1.043% 9/14/2032 (b)(c)
|
EUR
|
710,000
|
793,016
|
NatWest Group PLC 3.575% 9/12/2032 (b)(c)
|
EUR
|
240,000
|
274,820
|
NatWest Group PLC 3.632% 9/3/2034 (b)(c)
|
EUR
|
110,000
|
123,960
|
NatWest Group PLC 4.771% 2/16/2029 (b)(c)
|
EUR
|
120,000
|
141,990
|
NatWest Markets PLC 5.899% 8/23/2028 (b)
|
AUD
|
490,000
|
340,895
|
NatWest Markets PLC 6.375% 11/8/2027 (b)
|
GBP
|
280,000
|
377,246
|
Santander UK Group Holdings PLC 7.098% 11/16/2027 (b)(c)
|
GBP
|
110,000
|
147,504
|
Santander UK PLC 3% 3/12/2029 (b)
|
EUR
|
390,000
|
450,486
|
Standard Chartered PLC 0.8% 11/17/2029 (b)(c)
|
EUR
|
110,000
|
118,575
|
Standard Chartered PLC 0.85% 1/27/2028 (b)(c)
|
EUR
|
107,000
|
121,574
|
Standard Chartered PLC 4.196% 3/4/2032 (b)(c)
|
EUR
|
120,000
|
140,319
|
10,407,534
|
|||
Capital Markets - 0.0%
|
|||
London Stock Exchange Group PLC 1.75% 9/19/2029 (b)
|
EUR
|
110,000
|
119,282
|
Consumer Finance - 0.1%
|
|||
Motability Operations Group PLC 1.5% 1/20/2041 (b)
|
GBP
|
340,000
|
244,419
|
Motability Operations Group PLC 3.5% 7/17/2031 (b)
|
EUR
|
330,000
|
376,432
|
Motability Operations Group PLC 4.25% 6/17/2035 (b)
|
EUR
|
130,000
|
150,402
|
771,253
|
|||
Financial Services - 0.2%
|
|||
LCR Finance PLC 5.1% 3/7/2051
|
GBP
|
93,000
|
113,154
|
M&G PLC 5.625% 10/20/2051 (b)(c)
|
GBP
|
104,000
|
135,090
|
Nationwide Building Society 0.625% 3/25/2027 (b)
|
EUR
|
903,000
|
1,022,757
|
Nationwide Building Society 3% 3/3/2030 (b)
|
EUR
|
320,000
|
363,135
|
Nationwide Building Society 3.125% 8/18/2032 (b)
|
EUR
|
120,000
|
134,530
|
Nationwide Building Society 5.532% 1/13/2033 (b)(c)
|
GBP
|
100,000
|
132,028
|
Nationwide Building Society 6.178% 12/7/2027 (b)(c)
|
GBP
|
110,000
|
146,840
|
2,047,534
|
|||
Insurance - 0.1%
|
|||
Aviva PLC 6.875% 11/27/2053 (b)(c)
|
GBP
|
220,000
|
302,209
|
Legal & General Group PLC 5.125% 11/14/2048 (b)(c)
|
GBP
|
340,000
|
444,565
|
Pension Insurance Corp PLC 5.625% 9/20/2030 (b)
|
GBP
|
100,000
|
130,113
|
Standard Life PLC 5.867% 6/13/2029 (b)
|
GBP
|
100,000
|
132,786
|
Swiss RE Subordinated Finance PLC 3.89% 3/26/2033 (b)(c)
|
EUR
|
100,000
|
113,786
|
1,123,459
|
|||
TOTAL FINANCIALS
|
14,469,062
|
||
Health Care - 0.0%
|
|||
Pharmaceuticals - 0.0%
|
|||
Astrazeneca Finance LLC 3.278% 8/5/2033 (b)
|
EUR
|
130,000
|
147,903
|
GlaxoSmithKline Capital PLC 1.625% 5/12/2035 (b)
|
GBP
|
140,000
|
134,752
|
GSK Capital BV 3.25% 11/19/2036 (b)
|
EUR
|
110,000
|
120,485
|
TOTAL HEALTH CARE
|
403,140
|
||
Industrials - 0.1%
|
|||
Commercial Services & Supplies - 0.0%
|
|||
AA Bond Co Ltd 7.375% 7/31/2050 (b)
|
GBP
|
120,000
|
165,026
|
AA Bond Co Ltd 8.45% 7/31/2050 (b)
|
GBP
|
130,000
|
179,435
|
344,461
|
|||
Transportation Infrastructure - 0.1%
|
|||
Gatwick Funding Ltd 2.5% 4/15/2032 (b)
|
GBP
|
220,000
|
262,032
|
Gatwick Funding Ltd 3.875% 6/24/2035 (b)
|
EUR
|
120,000
|
134,604
|
Heathrow Funding Ltd 2.625% 3/16/2028 (b)
|
GBP
|
440,000
|
550,333
|
Heathrow Funding Ltd 3.661% 1/13/2033 (b)
|
CAD
|
215,000
|
151,795
|
Heathrow Funding Ltd 4.5% 7/11/2035 (b)
|
EUR
|
160,000
|
189,008
|
Heathrow Funding Ltd 4.9% 8/6/2039
|
CAD
|
90,000
|
65,053
|
Manchester Airport Group Funding PLC 2.875% 9/30/2044 (b)
|
GBP
|
130,000
|
105,169
|
1,457,994
|
|||
TOTAL INDUSTRIALS
|
1,802,455
|
||
Real Estate - 0.1%
|
|||
Industrial REITs - 0.0%
|
|||
Segro PLC 2.375% 10/11/2029 (b)
|
GBP
|
250,000
|
301,781
|
Real Estate Management & Development - 0.1%
|
|||
Land Securities Capital Markets PLC 2.375% 3/29/2029 (b)
|
GBP
|
160,000
|
205,808
|
Land Securities Capital Markets PLC 4.75% 9/18/2033 (b)
|
GBP
|
140,000
|
180,824
|
London & Quadrant Housing Trust 2% 3/31/2032 (b)
|
GBP
|
112,000
|
122,064
|
London & Quadrant Housing Trust 2.25% 7/20/2029 (b)
|
GBP
|
160,000
|
191,732
|
Places for People Homes Ltd 3.625% 11/22/2028 (b)
|
GBP
|
190,000
|
240,825
|
941,253
|
|||
TOTAL REAL ESTATE
|
1,243,034
|
||
Utilities - 0.4%
|
|||
Electric Utilities - 0.1%
|
|||
National Grid Electricity Distribution South West PLC 2.375% 5/16/2029 (b)
|
GBP
|
250,000
|
307,489
|
National Grid Electricity Transmission PLC 0.823% 7/7/2032 (b)
|
EUR
|
140,000
|
135,104
|
National Grid Electricity Transmission PLC 5.221% 9/16/2031 (b)
|
CAD
|
200,000
|
150,694
|
Northern Powergrid Yorkshire PLC 2.25% 10/9/2059 (b)
|
GBP
|
100,000
|
56,966
|
Scottish Hydro Electric Transmission PLC 3.375% 11/2/2033 (b)
|
EUR
|
100,000
|
111,878
|
South Eastern Power Networks PLC 1.75% 9/30/2034 (b)
|
GBP
|
100,000
|
98,226
|
SSE PLC 3.5% 3/18/2032 (b)
|
EUR
|
130,000
|
148,545
|
1,008,902
|
|||
Gas Utilities - 0.0%
|
|||
Southern Gas Networks PLC 3.1% 9/15/2036 (b)
|
GBP
|
100,000
|
100,830
|
Multi-Utilities - 0.1%
|
|||
Cadent Finance PLC 3.125% 3/21/2040 (b)
|
GBP
|
100,000
|
91,484
|
Cadent Finance PLC 4.25% 7/5/2029 (b)
|
EUR
|
270,000
|
319,078
|
National Grid PLC 0.163% 1/20/2028 (b)
|
EUR
|
220,000
|
240,648
|
National Grid PLC 0.25% 9/1/2028 (b)
|
EUR
|
130,000
|
139,946
|
National Grid PLC 3.875% 1/16/2029 (b)
|
EUR
|
220,000
|
257,416
|
1,048,572
|
|||
Water Utilities - 0.2%
|
|||
Anglian Water Services Financing PLC 5.375% 11/10/2033 (b)
|
GBP
|
120,000
|
152,267
|
Anglian Water Services Financing PLC 5.875% 6/20/2031 (b)
|
GBP
|
250,000
|
332,360
|
DWR Cymru Financing UK PLC 2.5% 3/31/2036 (b)
|
GBP
|
110,000
|
105,513
|
Northumbrian Water Finance PLC 5.5% 10/2/2037 (b)
|
GBP
|
100,000
|
122,015
|
Severn Trent Utilities Finance PLC 2.625% 2/22/2033 (b)
|
GBP
|
210,000
|
231,301
|
Severn Trent Utilities Finance PLC 4% 3/5/2034 (b)
|
EUR
|
110,000
|
127,125
|
Severn Trent Utilities Finance PLC 4.625% 11/30/2034 (b)
|
GBP
|
100,000
|
121,791
|
SW Finance I PLC 1.625% 3/30/2027 (b)
|
GBP
|
150,000
|
190,377
|
SW Finance I PLC 2.375% 5/28/2028 (b)
|
GBP
|
320,000
|
393,511
|
SW Finance I PLC 6.875% 8/7/2032 (b)
|
GBP
|
100,000
|
134,513
|
United Utilities Water Finance PLC 0.875% 10/28/2029 (b)
|
GBP
|
200,000
|
229,435
|
United Utilities Water Finance PLC 1.75% 2/10/2038 (b)
|
GBP
|
210,000
|
173,553
|
United Utilities Water Finance PLC 3.75% 5/23/2034 (b)
|
EUR
|
100,000
|
113,556
|
Wessex Water Services Finance PLC 1.25% 1/12/2036 (b)
|
GBP
|
110,000
|
93,139
|
Yorkshire Water Finance PLC 1.75% 10/27/2032 (b)
|
GBP
|
220,000
|
225,068
|
Yorkshire Water Finance PLC 5.25% 4/28/2030 (b)
|
GBP
|
110,000
|
143,233
|
2,888,757
|
|||
TOTAL UTILITIES
|
5,047,061
|
||
TOTAL UNITED KINGDOM
|
28,819,917
|
||
UNITED STATES - 4.1%
|
|||
Communication Services - 0.3%
|
|||
Diversified Telecommunication Services - 0.3%
|
|||
AT&T Inc 2.05% 5/19/2032
|
EUR
|
370,000
|
388,526
|
AT&T Inc 2.6% 5/19/2038
|
EUR
|
210,000
|
204,032
|
AT&T Inc 4.875% 6/1/2044
|
GBP
|
290,000
|
314,015
|
AT&T Inc 7% 4/30/2040
|
GBP
|
100,000
|
139,054
|
Comcast Corp 1.875% 2/20/2036
|
GBP
|
405,000
|
376,962
|
Verizon Communications Inc 1.125% 9/19/2035
|
EUR
|
220,000
|
196,740
|
Verizon Communications Inc 1.3% 5/18/2033
|
EUR
|
120,000
|
117,046
|
Verizon Communications Inc 3.375% 10/27/2036
|
GBP
|
486,000
|
511,516
|
Verizon Communications Inc 3.75% 2/28/2036
|
EUR
|
160,000
|
179,854
|
2,427,745
|
|||
Entertainment - 0.0%
|
|||
Netflix Inc 3.625% 6/15/2030 (b)
|
EUR
|
100,000
|
116,478
|
Interactive Media & Services - 0.0%
|
|||
Alphabet Inc 3.375% 5/6/2037
|
EUR
|
340,000
|
374,384
|
Alphabet Inc 4.375% 11/6/2064
|
EUR
|
190,000
|
207,255
|
581,639
|
|||
Media - 0.0%
|
|||
Time Warner Cable LLC 5.75% 6/2/2031
|
GBP
|
110,000
|
143,301
|
Wireless Telecommunication Services - 0.0%
|
|||
T-Mobile USA Inc 3.15% 2/11/2032
|
EUR
|
350,000
|
393,272
|
TOTAL COMMUNICATION SERVICES
|
3,662,435
|
||
Consumer Discretionary - 0.3%
|
|||
Automobile Components - 0.0%
|
|||
Robert Bosch Finance LLC 2.75% 5/28/2028 (b)
|
EUR
|
500,000
|
570,294
|
Automobiles - 0.1%
|
|||
American Honda Finance Corp 3.95% 3/19/2032
|
EUR
|
150,000
|
171,822
|
Ford Credit Canada Co Cie Credit Ford Du Canada 4.222% 1/10/2028
|
CAD
|
300,000
|
215,666
|
General Motors Financial Co Inc 3.9% 1/12/2028 (b)
|
EUR
|
100,000
|
116,272
|
General Motors Financial Co Inc 4% 7/10/2030 (b)
|
EUR
|
170,000
|
198,225
|
Stellantis NV 2.75% 4/1/2032 (b)
|
EUR
|
200,000
|
206,123
|
Stellantis NV 3.375% 11/19/2028 (b)
|
EUR
|
350,000
|
399,216
|
Stellantis NV 3.875% 6/6/2031 (b)
|
EUR
|
120,000
|
133,768
|
Stellantis NV 4% 3/19/2034 (b)
|
EUR
|
100,000
|
107,140
|
1,548,232
|
|||
Hotels, Restaurants & Leisure - 0.1%
|
|||
Booking Holdings Inc 4.125% 5/12/2033
|
EUR
|
430,000
|
503,600
|
Booking Holdings Inc 4.5% 11/15/2031
|
EUR
|
150,000
|
180,229
|
Booking Holdings Inc 4.5% 5/9/2046
|
EUR
|
110,000
|
120,466
|
McDonald's Corp 1.6% 3/15/2031 (b)
|
EUR
|
200,000
|
210,603
|
McDonald's Corp 3% 5/31/2034 (b)
|
EUR
|
130,000
|
141,051
|
McDonald's Corp 4.107% 8/21/2032
|
CAD
|
370,000
|
265,868
|
1,421,817
|
|||
Textiles, Apparel & Luxury Goods - 0.1%
|
|||
VF Corp 0.25% 2/25/2028
|
EUR
|
606,000
|
641,220
|
TOTAL CONSUMER DISCRETIONARY
|
4,181,563
|
||
Consumer Staples - 0.4%
|
|||
Beverages - 0.1%
|
|||
Coca-Cola Co/The 0.375% 3/15/2033
|
EUR
|
906,000
|
846,356
|
PepsiCo Inc 0.4% 10/9/2032
|
EUR
|
440,000
|
416,429
|
1,262,785
|
|||
Consumer Staples Distribution & Retail - 0.1%
|
|||
Mondelez International Holdings Netherlands BV 0.25% 9/9/2029 (b)
|
EUR
|
310,000
|
322,186
|
Mondelez International Holdings Netherlands BV 0.875% 10/1/2031 (b)
|
EUR
|
110,000
|
110,322
|
Nestle Finance International Ltd 0.25% 6/14/2029 (b)
|
EUR
|
120,000
|
127,385
|
Nestle Finance International Ltd 1.25% 11/2/2029 (b)
|
EUR
|
30,000
|
32,611
|
Nestle Finance International Ltd 3% 1/23/2031 (b)
|
EUR
|
200,000
|
229,634
|
Nestle Finance International Ltd 3.25% 1/23/2037 (b)
|
EUR
|
290,000
|
318,984
|
Nestle Holdings Inc 1.375% 6/23/2033 (b)
|
GBP
|
120,000
|
123,997
|
1,265,119
|
|||
Food Products - 0.0%
|
|||
General Mills Inc 3.907% 4/13/2029
|
EUR
|
210,000
|
245,807
|
Mondelez International Inc 4.625% 7/3/2031
|
CAD
|
210,000
|
155,152
|
400,959
|
|||
Household Products - 0.1%
|
|||
Procter & Gamble Co/The 1.8% 5/3/2029
|
GBP
|
381,000
|
464,892
|
Procter & Gamble Co/The 3.25% 8/2/2031
|
EUR
|
240,000
|
277,125
|
742,017
|
|||
Personal Care Products - 0.0%
|
|||
Haleon Netherlands Capital BV 1.75% 3/29/2030 (b)
|
EUR
|
190,000
|
205,823
|
Tobacco - 0.1%
|
|||
Altria Group Inc 2.2% 6/15/2027
|
EUR
|
398,000
|
455,637
|
Altria Group Inc 3.125% 6/15/2031
|
EUR
|
174,000
|
194,811
|
Philip Morris International Inc 1.45% 8/1/2039
|
EUR
|
100,000
|
81,078
|
Philip Morris International Inc 2% 5/9/2036
|
EUR
|
210,000
|
198,839
|
930,365
|
|||
TOTAL CONSUMER STAPLES
|
4,807,068
|
||
Energy - 0.1%
|
|||
Energy Equipment & Services - 0.0%
|
|||
Schlumberger Finance BV 2% 5/6/2032 (b)
|
EUR
|
230,000
|
242,745
|
Oil, Gas & Consumable Fuels - 0.1%
|
|||
BP Capital Markets BV 0.933% 12/4/2040 (b)
|
EUR
|
290,000
|
210,254
|
BP Capital Markets BV 1.467% 9/21/2041 (b)
|
EUR
|
100,000
|
76,743
|
BP Capital Markets PLC 1.637% 6/26/2029 (b)
|
EUR
|
100,000
|
109,448
|
Exxon Mobil Corp 0.835% 6/26/2032
|
EUR
|
160,000
|
158,086
|
Shell International Finance BV 0.5% 11/8/2031 (b)
|
EUR
|
310,000
|
305,771
|
Shell International Finance BV 1.25% 11/11/2032 (b)
|
EUR
|
130,000
|
130,527
|
990,829
|
|||
TOTAL ENERGY
|
1,233,574
|
||
Financials - 1.6%
|
|||
Banks - 0.6%
|
|||
Bank of America Corp 0.654% 10/26/2031 (b)(c)
|
EUR
|
200,000
|
202,367
|
Bank of America Corp 0.694% 3/22/2031 (b)(c)
|
EUR
|
486,000
|
501,720
|
Bank of America Corp 1.667% 6/2/2029 (b)(c)
|
GBP
|
100,000
|
123,223
|
Bank of America Corp 2.824% 4/27/2033 (b)(c)
|
EUR
|
160,000
|
175,550
|
Bank of America Corp 3.485% 3/10/2034 (b)(c)
|
EUR
|
160,000
|
180,789
|
Citigroup Inc 2.928% 10/22/2030 (c)
|
EUR
|
250,000
|
283,012
|
Citigroup Inc 4.112% 9/22/2033 (b)(c)
|
EUR
|
220,000
|
257,947
|
Citigroup Inc 4.113% 4/29/2036 (c)
|
EUR
|
110,000
|
126,445
|
Citigroup Inc 4.55% 6/3/2035 (c)
|
CAD
|
220,000
|
159,250
|
Citigroup Inc 5.07% 4/29/2028 (c)
|
CAD
|
1,560,000
|
1,142,259
|
John Deere Bank SA 3.3% 10/15/2029 (b)
|
EUR
|
200,000
|
229,889
|
JPMorgan Chase & Co 0.389% 2/24/2028 (b)(c)
|
EUR
|
792,000
|
894,259
|
JPMorgan Chase & Co 0.597% 2/17/2033 (b)(c)
|
EUR
|
160,000
|
154,842
|
JPMorgan Chase & Co 1.001% 7/25/2031 (b)(c)
|
EUR
|
100,000
|
103,555
|
JPMorgan Chase & Co 1.638% 5/18/2028 (b)(c)
|
EUR
|
210,000
|
238,679
|
JPMorgan Chase & Co 3.588% 1/23/2036 (b)(c)
|
EUR
|
380,000
|
424,675
|
Wells Fargo & Co 2.125% 9/24/2031 (b)
|
GBP
|
350,000
|
394,436
|
Wells Fargo & Co 5.083% 4/26/2028 (c)
|
CAD
|
1,570,000
|
1,149,488
|
6,742,385
|
|||
Capital Markets - 0.3%
|
|||
Athene Global Funding 2.47% 6/9/2028 (b)
|
CAD
|
510,000
|
354,144
|
Athene Global Funding 3.41% 2/25/2030 (b)
|
EUR
|
300,000
|
336,170
|
BMS Ireland Capital Funding DAC 4.581% 11/10/2055
|
EUR
|
150,000
|
168,771
|
GA Global Funding Trust 4.858% 7/22/2033 (b)
|
CAD
|
170,000
|
120,689
|
Goldman Sachs Group Inc/The 0.75% 3/23/2032 (b)
|
EUR
|
170,000
|
165,482
|
Goldman Sachs Group Inc/The 1% 3/18/2033 (b)
|
EUR
|
70,000
|
67,005
|
Goldman Sachs Group Inc/The 1.25% 2/7/2029 (b)
|
EUR
|
50,000
|
54,527
|
Goldman Sachs Group Inc/The 1.875% 12/16/2030 (b)
|
GBP
|
100,000
|
114,370
|
Goldman Sachs Group Inc/The 2% 11/1/2028 (b)
|
EUR
|
51,000
|
57,108
|
Goldman Sachs Group Inc/The 3.125% 7/25/2029 (b)
|
GBP
|
27,000
|
33,580
|
Goldman Sachs Group Inc/The 3.5% 1/23/2033 (b)(c)
|
EUR
|
180,000
|
204,359
|
Goldman Sachs Group Inc/The 3.625% 10/29/2029 (b)(c)
|
GBP
|
450,000
|
573,390
|
Morgan Stanley 0.495% 10/26/2029 (c)
|
EUR
|
100,000
|
107,332
|
Morgan Stanley 1.102% 4/29/2033 (c)
|
EUR
|
493,000
|
485,548
|
Morgan Stanley 3.749% 11/7/2036 (c)
|
EUR
|
240,000
|
267,537
|
Morgan Stanley 3.79% 3/21/2030 (c)
|
EUR
|
350,000
|
407,344
|
Morgan Stanley 4.656% 3/2/2029 (c)
|
EUR
|
330,000
|
390,114
|
Morgan Stanley 5.789% 11/18/2033 (c)
|
GBP
|
170,000
|
228,315
|
Nasdaq Inc 0.875% 2/13/2030
|
EUR
|
100,000
|
104,689
|
4,240,474
|
|||
Consumer Finance - 0.1%
|
|||
Ford Motor Credit Co LLC 4.165% 11/21/2028
|
EUR
|
160,000
|
185,101
|
Ford Motor Credit Co LLC 4.867% 8/3/2027
|
EUR
|
320,000
|
374,494
|
Ford Motor Credit Co LLC 5.625% 10/9/2028
|
GBP
|
280,000
|
368,978
|
Ford Motor Credit Co LLC 6.125% 5/15/2028
|
EUR
|
130,000
|
156,447
|
General Motors Financial of Canada Ltd 3.15% 2/8/2027
|
CAD
|
200,000
|
143,676
|
John Deere Financial Ltd 4.45% 6/21/2030
|
AUD
|
290,000
|
191,440
|
1,420,136
|
|||
Financial Services - 0.4%
|
|||
Berkshire Hathaway Inc 2.15% 3/15/2028
|
EUR
|
797,000
|
905,184
|
CRH SMW Finance DAC 4% 7/11/2031 (b)
|
EUR
|
120,000
|
140,688
|
DH Europe Finance II Sarl 0.75% 9/18/2031
|
EUR
|
456,000
|
456,415
|
DH Europe Finance II Sarl 1.35% 9/18/2039
|
EUR
|
192,000
|
159,265
|
Fidelity National Information Services Inc 1.5% 5/21/2027
|
EUR
|
758,000
|
858,673
|
Fiserv Inc 1.625% 7/1/2030
|
EUR
|
320,000
|
335,533
|
Nestle Capital Corp 4.55% 3/13/2030 (b)
|
AUD
|
1,740,000
|
1,168,159
|
Upjohn Finance BV 1.362% 6/23/2027 (b)
|
EUR
|
460,000
|
520,282
|
Visa Inc 2.375% 6/15/2034
|
EUR
|
210,000
|
222,628
|
4,766,827
|
|||
Insurance - 0.2%
|
|||
Berkshire Hathaway Fin Corp 2.375% 6/19/2039
|
GBP
|
270,000
|
239,516
|
Chubb INA Holdings LLC 1.55% 3/15/2028
|
EUR
|
639,000
|
715,297
|
MassMutual Global Funding II 4.127% 7/15/2032 (b)
|
CAD
|
220,000
|
157,994
|
Metropolitan Life Global Funding I 0.5% 5/25/2029 (b)
|
EUR
|
100,000
|
105,629
|
Metropolitan Life Global Funding I 1.625% 10/12/2028 (b)
|
GBP
|
110,000
|
134,110
|
Metropolitan Life Global Funding I 2.45% 1/12/2029 (b)
|
CAD
|
230,000
|
160,885
|
Metropolitan Life Global Funding I 3.625% 3/26/2034 (b)
|
EUR
|
110,000
|
124,846
|
New York Life Global Funding 0.125% 7/23/2030 (b)
|
CHF
|
215,000
|
259,231
|
New York Life Global Funding 3.625% 1/9/2030 (b)
|
EUR
|
190,000
|
219,627
|
2,117,135
|
|||
TOTAL FINANCIALS
|
19,286,957
|
||
Health Care - 0.4%
|
|||
Health Care Equipment & Supplies - 0.1%
|
|||
American Medical Systems Europe BV 3.25% 3/8/2034
|
EUR
|
170,000
|
188,784
|
Becton Dickinson & Co 3.828% 6/7/2032
|
EUR
|
110,000
|
126,952
|
Becton Dickinson Euro Finance Sarl 4.029% 6/7/2036
|
EUR
|
130,000
|
148,597
|
Medtronic Global Holdings SCA 1.625% 10/15/2050
|
EUR
|
170,000
|
112,212
|
Medtronic Global Holdings SCA 1.75% 7/2/2049
|
EUR
|
227,000
|
158,356
|
Medtronic Inc 4.2% 10/15/2045
|
EUR
|
100,000
|
110,645
|
Stryker Corp 1% 12/3/2031
|
EUR
|
200,000
|
201,321
|
Thermo Fisher Scientific Finance I BV 1.625% 10/18/2041
|
EUR
|
150,000
|
120,549
|
Thermo Fisher Scientific Finance I BV 2% 10/18/2051
|
EUR
|
170,000
|
123,081
|
1,290,497
|
|||
Health Care Providers & Services - 0.1%
|
|||
McKesson Corp 3.125% 2/17/2029
|
GBP
|
573,000
|
721,044
|
Life Sciences Tools & Services - 0.0%
|
|||
Thermo Fisher Scientific Inc 1.875% 10/1/2049
|
EUR
|
106,000
|
76,772
|
Pharmaceuticals - 0.2%
|
|||
Eli Lilly & Co 1.7% 11/1/2049
|
EUR
|
140,000
|
101,670
|
Johnson & Johnson 3.2% 6/1/2032
|
EUR
|
260,000
|
298,873
|
Johnson & Johnson 3.35% 2/26/2037
|
EUR
|
110,000
|
122,348
|
Johnson & Johnson 3.6% 2/26/2045
|
EUR
|
160,000
|
171,700
|
MSD Netherlands Capital BV 3.25% 5/30/2032
|
EUR
|
170,000
|
193,645
|
MSD Netherlands Capital BV 3.7% 5/30/2044
|
EUR
|
100,000
|
105,569
|
Novartis Finance SA 1.375% 8/14/2030 (b)
|
EUR
|
340,000
|
364,675
|
Pfizer Inc 2.735% 6/15/2043 (b)
|
GBP
|
110,000
|
93,185
|
Pfizer Netherlands International Finance BV 3.25% 5/19/2032
|
EUR
|
220,000
|
250,604
|
Roche Finance Europe BV 3.227% 5/3/2030 (b)
|
EUR
|
380,000
|
440,363
|
Roche Finance Europe BV 3.564% 5/3/2044 (b)
|
EUR
|
130,000
|
139,856
|
Sanofi SA 0.875% 3/21/2029 (b)
|
EUR
|
700,000
|
758,538
|
3,041,026
|
|||
TOTAL HEALTH CARE
|
5,129,339
|
||
Industrials - 0.3%
|
|||
Aerospace & Defense - 0.0%
|
|||
GE Aerospace 2.125% 5/17/2037
|
EUR
|
230,000
|
223,885
|
Air Freight & Logistics - 0.0%
|
|||
FedEx Corp 0.95% 5/4/2033
|
EUR
|
371,000
|
345,529
|
Building Products - 0.1%
|
|||
Carrier Global Corp 4.125% 5/29/2028
|
EUR
|
260,000
|
304,816
|
Johnson Controls International PLC / Tyco Fire & Security Finance SCA 3.125% 12/11/2033
|
EUR
|
100,000
|
110,054
|
414,870
|
|||
Electrical Equipment - 0.2%
|
|||
Schneider Electric SE 3% 1/10/2031 (b)
|
EUR
|
300,000
|
341,083
|
Schneider Electric SE 3.25% 11/9/2027 (b)
|
EUR
|
1,100,000
|
1,273,554
|
Schneider Electric SE 3.624% 9/2/2037 (b)
|
EUR
|
100,000
|
112,338
|
1,726,975
|
|||
Industrial Conglomerates - 0.0%
|
|||
Honeywell International Inc 0.75% 3/10/2032
|
EUR
|
150,000
|
146,972
|
Machinery - 0.0%
|
|||
CNH Industrial NV 3.75% 6/11/2031 (b)
|
EUR
|
140,000
|
160,382
|
Illinois Tool Works Inc 1% 6/5/2031
|
EUR
|
100,000
|
102,397
|
262,779
|
|||
Marine Transportation - 0.0%
|
|||
AP Moller - Maersk A/S 3.75% 3/5/2032 (b)
|
EUR
|
120,000
|
139,070
|
TOTAL INDUSTRIALS
|
3,260,080
|
||
Information Technology - 0.1%
|
|||
IT Services - 0.0%
|
|||
IBM Corporation 1.2% 2/11/2040
|
EUR
|
272,000
|
212,349
|
IBM Corporation 4% 2/6/2043
|
EUR
|
100,000
|
107,918
|
IBM Corporation 4.875% 2/6/2038
|
GBP
|
140,000
|
165,724
|
485,991
|
|||
Technology Hardware, Storage & Peripherals - 0.1%
|
|||
Apple Inc 0.5% 11/15/2031
|
EUR
|
911,000
|
909,486
|
TOTAL INFORMATION TECHNOLOGY
|
1,395,477
|
||
Materials - 0.2%
|
|||
Chemicals - 0.2%
|
|||
Air Products and Chemicals Inc 0.5% 5/5/2028
|
EUR
|
1,223,000
|
1,336,234
|
Dow Chemical Co/The 1.875% 3/15/2040
|
EUR
|
232,000
|
185,674
|
Linde PLC 0.375% 9/30/2033 (b)
|
EUR
|
200,000
|
182,241
|
Linde PLC 1% 9/30/2051 (b)
|
EUR
|
100,000
|
56,128
|
Linde PLC 1.625% 3/31/2035 (b)
|
EUR
|
300,000
|
289,315
|
TOTAL MATERIALS
|
2,049,592
|
||
Real Estate - 0.4%
|
|||
Diversified REITs - 0.1%
|
|||
Digital Dutch Finco BV 1.5% 3/15/2030 (b)
|
EUR
|
100,000
|
105,930
|
Digital Intrepid Holding BV 0.625% 7/15/2031 (b)
|
EUR
|
280,000
|
271,161
|
Equinix Canada Financing Ltd 4% 11/15/2032
|
CAD
|
210,000
|
147,006
|
Equinix Europe 2 Financing Corp LLC 3.25% 3/15/2031
|
EUR
|
210,000
|
235,428
|
WPC Eurobond BV 0.95% 6/1/2030
|
EUR
|
200,000
|
205,376
|
964,901
|
|||
Industrial REITs - 0.2%
|
|||
Prologis Euro Finance LLC 1.875% 1/5/2029
|
EUR
|
900,000
|
995,861
|
Prologis Euro Finance LLC 4% 5/5/2034
|
EUR
|
140,000
|
160,407
|
Prologis LP 2.25% 6/30/2029
|
GBP
|
619,000
|
753,656
|
Prologis LP 4.2% 2/15/2033
|
CAD
|
250,000
|
178,469
|
2,088,393
|
|||
Real Estate Management & Development - 0.1%
|
|||
Digital Euro Finco LLC 1.125% 4/9/2028 (b)
|
EUR
|
440,000
|
484,424
|
Digital Euro Finco LLC 4.25% 11/20/2037 (b)
|
EUR
|
120,000
|
131,891
|
616,315
|
|||
Retail REITs - 0.0%
|
|||
Realty Income Corp 1.75% 7/13/2033
|
GBP
|
413,000
|
420,451
|
Specialized REITs - 0.0%
|
|||
American Tower Corp 1% 1/15/2032
|
EUR
|
140,000
|
137,854
|
American Tower Corp 3.625% 5/30/2032
|
EUR
|
100,000
|
113,866
|
Public Storage Operating Co 0.875% 1/24/2032
|
EUR
|
245,000
|
239,289
|
491,009
|
|||
TOTAL REAL ESTATE
|
4,581,069
|
||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
Duke Energy Corp 3.1% 6/15/2028
|
EUR
|
220,000
|
252,519
|
NextEra Energy Capital Holdings Inc 4.496% 5/15/2056 (c)
|
EUR
|
120,000
|
133,358
|
NextEra Energy Capital Holdings Inc 4.67% 6/12/2035
|
CAD
|
100,000
|
72,144
|
458,021
|
|||
Gas Utilities - 0.0%
|
|||
National Grid North America Inc 3.247% 11/25/2029 (b)
|
EUR
|
470,000
|
538,614
|
National Grid North America Inc 3.631% 9/3/2031 (b)
|
EUR
|
130,000
|
149,367
|
687,981
|
|||
TOTAL UTILITIES
|
1,146,002
|
||
TOTAL UNITED STATES
|
50,733,156
|
||
|
TOTAL NON-CONVERTIBLE CORPORATE BONDS
(Cost $348,080,321)
|
344,214,455
|
||
Preferred Securities - 0.4%
|
|||
Principal
Amount (a)
|
Value ($)
|
||
FRANCE - 0.1%
|
|||
Energy - 0.1%
|
|||
Oil, Gas & Consumable Fuels - 0.1%
|
|||
TotalEnergies SE 2% (b)(c)(d)
|
EUR
|
1,020,000
|
1,183,797
|
TotalEnergies SE 2.125% (b)(c)(d)
|
EUR
|
160,000
|
161,508
|
TOTAL ENERGY
|
1,345,305
|
||
Utilities - 0.0%
|
|||
Multi-Utilities - 0.0%
|
|||
Engie SA 1.5% (b)(c)(d)
|
EUR
|
300,000
|
331,736
|
Veolia Environnement SA 1.625% (b)(c)(d)
|
EUR
|
100,000
|
115,535
|
TOTAL UTILITIES
|
447,271
|
||
TOTAL FRANCE
|
1,792,576
|
||
GERMANY - 0.1%
|
|||
Consumer Discretionary - 0.1%
|
|||
Automobiles - 0.1%
|
|||
Volkswagen International Finance NV 3.875% (b)(c)(d)
|
EUR
|
500,000
|
593,441
|
Volkswagen International Finance NV 4.625% (b)(c)(d)
|
EUR
|
300,000
|
359,007
|
TOTAL GERMANY
|
952,448
|
||
ITALY - 0.1%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Eni SpA 3.375% (b)(c)(d)
|
EUR
|
220,000
|
250,564
|
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Enel SpA 1.375% (b)(c)(d)
|
EUR
|
600,000
|
675,190
|
Enel SpA 6.375% (b)(c)(d)
|
EUR
|
100,000
|
125,154
|
TOTAL UTILITIES
|
800,344
|
||
TOTAL ITALY
|
1,050,908
|
||
SPAIN - 0.1%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
Repsol International Finance BV 4.247% (b)(c)(d)
|
EUR
|
200,000
|
235,240
|
Utilities - 0.1%
|
|||
Electric Utilities - 0.1%
|
|||
Iberdrola Finanzas SA 1.575% (b)(c)(d)
|
EUR
|
300,000
|
337,538
|
Iberdrola International BV 1.825% (b)(c)(d)
|
EUR
|
100,000
|
107,049
|
TOTAL UTILITIES
|
444,587
|
||
TOTAL SPAIN
|
679,827
|
||
UNITED KINGDOM - 0.0%
|
|||
Utilities - 0.0%
|
|||
Electric Utilities - 0.0%
|
|||
SSE PLC 3.74% (b)(c)(d)
|
GBP
|
216,000
|
295,829
|
UNITED STATES - 0.0%
|
|||
Energy - 0.0%
|
|||
Oil, Gas & Consumable Fuels - 0.0%
|
|||
BP Capital Markets PLC 4.25% (b)(c)(d)
|
GBP
|
210,000
|
283,130
|
|
TOTAL PREFERRED SECURITIES
(Cost $4,614,099)
|
5,054,718
|
||
|
TOTAL INVESTMENT IN SECURITIES - 99.7%
(Cost $1,298,809,631)
|
1,225,730,666
|
NET OTHER ASSETS (LIABILITIES) - 0.3%
|
4,304,113
|
NET ASSETS - 100.0%
|
1,230,034,779
|
Futures Contracts
|
||||
Number
of contracts
|
Expiration
Date
|
Notional
Amount ($)
|
Unrealized
Appreciation/
(Depreciation) ($)
|
|
LONG
|
||||
Interest Rate Contracts
|
||||
Eurex Deutschland German Federal Republic Contracts (Germany)
|
19
|
6/2026
|
2,534,976
|
(36,458)
|
ICE Long GILT Futures (United Kingdom)
|
7
|
6/2026
|
813,392
|
(42,802)
|
TOTAL FUTURES CONTRACTS
|
(79,260)
|
|||
The notional amount of long futures as a percentage of Net Assets is 0.3%.
|
||||
Forward Foreign Currency Contracts
|
||||||
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation/
(Depreciation) ($)
|
||
AUD
|
112,000
|
USD
|
79,275
|
Brown Brothers Harriman & Co.
|
4/2026
|
(2,000)
|
AUD
|
74,000
|
USD
|
51,705
|
JPMorgan Chase Bank NA
|
4/2026
|
(648)
|
AUD
|
25,000
|
USD
|
17,520
|
JPMorgan Chase Bank NA
|
4/2026
|
(271)
|
AUD
|
74,709,000
|
USD
|
51,220,490
|
Royal Bank of Canada
|
4/2026
|
324,984
|
AUD
|
2,340,240
|
USD
|
1,605,568
|
State Street Bank & Trust Co
|
4/2026
|
9,080
|
CAD
|
83,000
|
USD
|
60,791
|
Canadian Imperial Bank of Commerce
|
4/2026
|
(1,126)
|
CAD
|
37,000
|
USD
|
27,251
|
JPMorgan Chase Bank NA
|
4/2026
|
(654)
|
CAD
|
126,780,938
|
USD
|
91,061,252
|
JPMorgan Chase Bank NA
|
4/2026
|
75,933
|
CAD
|
3,624,000
|
USD
|
2,600,355
|
Royal Bank of Canada
|
5/2026
|
8,448
|
CHF
|
14,042,000
|
USD
|
17,550,306
|
Bank of America NA
|
4/2026
|
10,974
|
CHF
|
109,216
|
USD
|
136,139
|
Royal Bank of Canada
|
4/2026
|
450
|
CHF
|
98,000
|
USD
|
122,607
|
Royal Bank of Canada
|
5/2026
|
414
|
DKK
|
41,652,000
|
USD
|
6,384,407
|
JPMorgan Chase Bank NA
|
4/2026
|
58,085
|
DKK
|
1,473,509
|
USD
|
227,084
|
JPMorgan Chase Bank NA
|
4/2026
|
830
|
EUR
|
683,247,000
|
USD
|
783,206,036
|
Bank of America NA
|
4/2026
|
6,525,013
|
EUR
|
9,069,000
|
USD
|
10,450,753
|
Bank of America NA
|
4/2026
|
31,651
|
EUR
|
1,304,000
|
USD
|
1,507,457
|
HSBC Bank USA NA
|
4/2026
|
(228)
|
EUR
|
9,356,000
|
USD
|
10,798,508
|
Bank of America NA
|
5/2026
|
33,040
|
GBP
|
477,000
|
USD
|
637,000
|
Citibank NA
|
4/2026
|
(5,643)
|
GBP
|
86,614,000
|
USD
|
114,226,543
|
Royal Bank of Canada
|
4/2026
|
415,747
|
GBP
|
2,068,000
|
USD
|
2,729,580
|
State Street Bank & Trust Co
|
4/2026
|
7,625
|
GBP
|
1,644,000
|
USD
|
2,169,861
|
State Street Bank & Trust Co
|
5/2026
|
6,053
|
HKD
|
878,721
|
USD
|
112,125
|
Canadian Imperial Bank of Commerce
|
4/2026
|
(60)
|
JPY
|
23,721,687,619
|
USD
|
148,743,966
|
Goldman Sachs Bank USA
|
4/2026
|
726,358
|
JPY
|
413,020,028
|
USD
|
2,597,870
|
JPMorgan Chase Bank NA
|
4/2026
|
4,569
|
JPY
|
184,200,000
|
USD
|
1,161,491
|
JPMorgan Chase Bank NA
|
5/2026
|
2,504
|
NOK
|
24,816,000
|
USD
|
2,542,623
|
Bank of America NA
|
4/2026
|
20,246
|
NZD
|
9,809,000
|
USD
|
5,603,882
|
JPMorgan Chase Bank NA
|
4/2026
|
32,860
|
NZD
|
1,289,322
|
USD
|
736,487
|
Canadian Imperial Bank of Commerce
|
4/2026
|
4,422
|
SEK
|
3,008,618
|
USD
|
315,817
|
Bank of America NA
|
4/2026
|
1,995
|
SEK
|
111,620,400
|
USD
|
11,673,210
|
Citibank NA
|
4/2026
|
117,698
|
SGD
|
8,872,831
|
USD
|
6,871,771
|
State Street Bank & Trust Co
|
4/2026
|
29,396
|
USD
|
81,052
|
AUD
|
116,000
|
BNP Paribas SA
|
4/2026
|
1,018
|
USD
|
2,191,558
|
AUD
|
3,077,000
|
Bank of America NA
|
4/2026
|
68,582
|
USD
|
356,358
|
AUD
|
508,000
|
JPMorgan Chase Bank NA
|
4/2026
|
5,864
|
USD
|
672,348
|
AUD
|
940,000
|
JPMorgan Chase Bank NA
|
4/2026
|
23,795
|
USD
|
49,940,890
|
AUD
|
70,279,000
|
Royal Bank of Canada
|
4/2026
|
1,451,894
|
USD
|
51,494,410
|
AUD
|
75,139,000
|
Royal Bank of Canada
|
5/2026
|
(326,684)
|
USD
|
580,882
|
AUD
|
847,000
|
State Street Bank & Trust Co
|
5/2026
|
(3,268)
|
USD
|
1,633,121
|
CAD
|
2,226,000
|
Brown Brothers Harriman & Co.
|
4/2026
|
32,949
|
USD
|
192,636
|
CAD
|
263,000
|
Canadian Imperial Bank of Commerce
|
4/2026
|
3,577
|
USD
|
88,784,747
|
CAD
|
121,397,000
|
JPMorgan Chase Bank NA
|
4/2026
|
1,517,836
|
USD
|
571,958
|
CAD
|
779,000
|
JPMorgan Chase Bank NA
|
4/2026
|
11,970
|
USD
|
1,248,355
|
CAD
|
1,700,000
|
JPMorgan Chase Bank NA
|
4/2026
|
26,301
|
USD
|
409,727
|
CAD
|
562,000
|
Royal Bank of Canada
|
4/2026
|
5,730
|
USD
|
631,292
|
CAD
|
881,047
|
Royal Bank of Canada
|
4/2026
|
(2,054)
|
USD
|
91,892,263
|
CAD
|
127,754,000
|
JPMorgan Chase Bank NA
|
5/2026
|
(73,794)
|
USD
|
17,655,540
|
CHF
|
13,624,000
|
Bank of America NA
|
4/2026
|
617,021
|
USD
|
97,653
|
CHF
|
76,000
|
Bank of America NA
|
4/2026
|
2,606
|
USD
|
211,376
|
CHF
|
162,000
|
HSBC Bank USA NA
|
4/2026
|
8,775
|
USD
|
229,168
|
CHF
|
180,000
|
JPMorgan Chase Bank NA
|
4/2026
|
4,055
|
USD
|
17,562,455
|
CHF
|
14,001,000
|
Bank of America NA
|
5/2026
|
(13,236)
|
USD
|
156,455
|
DKK
|
1,008,000
|
Bank of America NA
|
4/2026
|
543
|
USD
|
6,432,825
|
DKK
|
40,644,000
|
JPMorgan Chase Bank NA
|
4/2026
|
146,244
|
USD
|
96,038
|
DKK
|
622,000
|
JPMorgan Chase Bank NA
|
5/2026
|
(346)
|
USD
|
6,417,076
|
DKK
|
41,788,000
|
JPMorgan Chase Bank NA
|
5/2026
|
(58,343)
|
USD
|
1,005,369
|
EUR
|
867,000
|
Bank of America NA
|
4/2026
|
3,247
|
USD
|
3,001,675
|
EUR
|
2,583,000
|
Bank of America NA
|
4/2026
|
16,114
|
USD
|
698,165
|
EUR
|
603,000
|
Bank of America NA
|
4/2026
|
1,188
|
USD
|
27,281,811
|
EUR
|
23,052,000
|
Bank of America NA
|
4/2026
|
637,157
|
USD
|
772,803,596
|
EUR
|
653,263,000
|
Bank of America NA
|
4/2026
|
17,729,554
|
USD
|
3,430,473
|
EUR
|
2,977,000
|
JPMorgan Chase Bank NA
|
4/2026
|
(10,493)
|
USD
|
1,715,679
|
EUR
|
1,477,000
|
Morgan Stanley Capital Services LLC
|
4/2026
|
8,488
|
USD
|
785,974,356
|
EUR
|
684,590,000
|
Bank of America NA
|
5/2026
|
(6,583,322)
|
USD
|
4,464,471
|
GBP
|
3,318,000
|
Goldman Sachs Bank USA
|
4/2026
|
72,766
|
USD
|
540,236
|
GBP
|
402,000
|
JPMorgan Chase Bank NA
|
4/2026
|
8,148
|
USD
|
590,278
|
GBP
|
440,000
|
JPMorgan Chase Bank NA
|
4/2026
|
7,894
|
USD
|
677,950
|
GBP
|
508,000
|
JPMorgan Chase Bank NA
|
4/2026
|
5,561
|
USD
|
111,659,180
|
GBP
|
82,423,000
|
Royal Bank of Canada
|
4/2026
|
2,564,097
|
USD
|
114,544,232
|
GBP
|
86,857,000
|
Royal Bank of Canada
|
5/2026
|
(415,244)
|
USD
|
113,514
|
HKD
|
887,000
|
Canadian Imperial Bank of Commerce
|
4/2026
|
394
|
USD
|
123,869
|
HKD
|
969,000
|
Canadian Imperial Bank of Commerce
|
5/2026
|
57
|
USD
|
981,155
|
JPY
|
156,450,000
|
Bank of America NA
|
4/2026
|
(4,637)
|
USD
|
5,335,619
|
JPY
|
830,900,000
|
Bank of America NA
|
4/2026
|
100,120
|
USD
|
169,383
|
JPY
|
26,800,000
|
JPMorgan Chase Bank NA
|
4/2026
|
517
|
USD
|
859,125
|
JPY
|
135,300,000
|
JPMorgan Chase Bank NA
|
4/2026
|
6,600
|
USD
|
1,068,062
|
JPY
|
169,050,000
|
JPMorgan Chase Bank NA
|
4/2026
|
2,878
|
USD
|
143,904,714
|
JPY
|
22,404,050,000
|
State Street Bank & Trust Co
|
4/2026
|
2,736,824
|
USD
|
149,008,317
|
JPY
|
23,703,200,000
|
Goldman Sachs Bank USA
|
5/2026
|
(776,731)
|
USD
|
2,589,900
|
NOK
|
24,816,000
|
Royal Bank of Canada
|
4/2026
|
27,031
|
USD
|
2,561,053
|
NOK
|
24,999,000
|
Bank of America NA
|
5/2026
|
(20,338)
|
USD
|
291,463
|
NZD
|
492,000
|
Bank of America NA
|
4/2026
|
8,736
|
USD
|
5,581,418
|
NZD
|
9,317,000
|
JPMorgan Chase Bank NA
|
4/2026
|
227,404
|
USD
|
613,022
|
NZD
|
1,072,000
|
Canadian Imperial Bank of Commerce
|
5/2026
|
(3,696)
|
USD
|
5,619,882
|
NZD
|
9,826,000
|
JPMorgan Chase Bank NA
|
5/2026
|
(32,979)
|
USD
|
1,584,458
|
SEK
|
14,266,000
|
Bank of America NA
|
4/2026
|
77,483
|
USD
|
10,790,857
|
SEK
|
97,438,000
|
Citibank NA
|
4/2026
|
498,093
|
USD
|
88,957
|
SEK
|
846,000
|
Bank of America NA
|
5/2026
|
(566)
|
USD
|
11,741,777
|
SEK
|
112,088,000
|
Citibank NA
|
5/2026
|
(119,350)
|
USD
|
135,019
|
SGD
|
172,000
|
Bank of America NA
|
4/2026
|
1,240
|
USD
|
490,532
|
SGD
|
624,000
|
Canadian Imperial Bank of Commerce
|
4/2026
|
5,193
|
USD
|
6,418,384
|
SGD
|
8,094,000
|
Goldman Sachs Bank USA
|
4/2026
|
122,981
|
USD
|
6,874,559
|
SGD
|
8,856,000
|
State Street Bank & Trust Co
|
5/2026
|
(30,255)
|
TOTAL FORWARD FOREIGN CURRENCY CONTRACTS
|
28,760,934
|
|||||
Unrealized Appreciation
|
37,246,900
|
|||||
Unrealized Depreciation
|
(8,485,966)
|
|||||
AUD
|
-
|
Australian Dollar
|
CAD
|
-
|
Canadian Dollar
|
CHF
|
-
|
Swiss Franc
|
DKK
|
-
|
Danish Krone
|
EUR
|
-
|
European Monetary Unit (Euro)
|
GBP
|
-
|
British Pound Sterling
|
HKD
|
-
|
Hong Kong Dollar
|
JPY
|
-
|
Japanese Yen
|
NOK
|
-
|
Norwegian Krone
|
NZD
|
-
|
New Zealand Dollar
|
RUB
|
-
|
Russian Ruble
|
SEK
|
-
|
Swedish Krona
|
SGD
|
-
|
Singapore Dollar
|
USD
|
-
|
United States Dollar
|
(a)
|
Amount is stated in United States dollars unless otherwise noted.
|
(b)
|
Security exempt from registration under Regulation S of the Securities Act of 1933 and may be resold to qualified foreign investors outside of the United States. At the end of the period, the value of securities amounted to $898,210,632 or 73.0% of net assets.
|
(c)
|
Coupon rates for floating and adjustable rate securities reflect the rates in effect at period end.
|
(d)
|
Security is perpetual in nature with no stated maturity date.
|
(e)
|
Security exempt from registration under Rule 144A of the Securities Act of 1933. These securities may be resold in transactions exempt from registration, normally to qualified institutional buyers. At the end of the period, the value of these securities amounted to $260,998,189 or 21.2% of net assets.
|
(f)
|
Security or a portion of the security was pledged to cover margin requirements for futures contracts. At period end, the value of securities pledged amounted to $68,608.
|
(g)
|
Level 3 security.
|
(h)
|
Non-income producing - Security is in default.
|
Affiliate
|
Value,
beginning
of period ($)
|
Purchases ($)
|
Sales
Proceeds ($)
|
Dividend
Income ($)
|
Realized
Gain (loss) ($)
|
Change in
Unrealized
appreciation
(depreciation) ($)
|
Value,
end
of period ($)
|
Shares,
end
of period
|
% ownership,
end
of period
|
Fidelity Cash Central Fund
|
4,449,160
|
56,075,058
|
60,524,218
|
49,054
|
(265)
|
265
|
-
|
-
|
0.0%
|
Total
|
4,449,160
|
56,075,058
|
60,524,218
|
49,054
|
(265)
|
265
|
-
|
||