| Shares or Principal Amount | Value | ||||
| COMMON STOCKS – 64.8% | |||||
| Communication services – 7.4% | |||||
| Interactive media and services – 7.4% | |||||
| Alphabet, Inc., Class A (A) | 108,715 | $ | 41,348,663 | ||
| Alphabet, Inc., Class C | 63,830 | 24,027,527 | |||
| Meta Platforms, Inc., Class A | 62,658 | 39,631,812 | |||
| 105,008,002 | |||||
| Consumer discretionary – 7.2% | |||||
| Broadline retail – 5.1% | |||||
| Amazon.com, Inc. (A)(B) | 267,705 | 72,451,682 | |||
| Hotels, restaurants and leisure – 2.1% | |||||
| DoorDash, Inc., Class A (B) | 68,470 | 10,906,586 | |||
| Starbucks Corp. | 90,627 | 8,986,573 | |||
| Yum! Brands, Inc. (A) | 65,671 | 9,716,024 | |||
| 29,609,183 | |||||
| 102,060,865 | |||||
| Consumer staples – 1.5% | |||||
| Beverages – 1.5% | |||||
| Keurig Dr. Pepper, Inc. | 719,271 | 21,599,708 | |||
| Energy – 1.6% | |||||
| Energy equipment and services – 0.2% | |||||
| SLB, Ltd. | 54,944 | 2,997,195 | |||
| Oil, gas and consumable fuels – 1.4% | |||||
| Canadian Natural Resources, Ltd. | 260,605 | 11,823,649 | |||
| Chevron Corp. | 15,793 | 2,881,591 | |||
| ConocoPhillips | 40,017 | 4,561,138 | |||
| 19,266,378 | |||||
| 22,263,573 | |||||
| Financials – 4.5% | |||||
| Capital markets – 1.1% | |||||
| Ares Management Corp., Class A | 9,395 | 1,207,258 | |||
| KKR & Company, Inc. | 71,600 | 6,869,304 | |||
| MSCI, Inc. | 12,200 | 7,702,836 | |||
| 15,779,398 | |||||
| Financial services – 2.6% | |||||
| Mastercard, Inc., Class A (A) | 47,617 | 23,521,846 | |||
| Visa, Inc., Class A (A) | 41,175 | 13,437,873 | |||
| 36,959,719 | |||||
| Insurance – 0.8% | |||||
| Arthur J. Gallagher & Company | 26,022 | 5,233,284 | |||
| Ryan Specialty Holdings, Inc. | 39,791 | 1,267,343 | |||
| Willis Towers Watson PLC | 19,113 | 4,771,943 | |||
| 11,272,570 | |||||
| 64,011,687 | |||||
| Health care – 11.9% | |||||
| Biotechnology – 4.3% | |||||
| Alnylam Pharmaceuticals, Inc. (B) | 43,310 | 13,078,754 | |||
| Apogee Therapeutics, Inc. (B) | 114,300 | 9,388,602 | |||
| Ascendis Pharma A/S (B) | 66,830 | 14,977,271 | |||
| BioNTech SE, ADR (B) | 11,036 | 1,058,904 | |||
| CG Oncology, Inc. (B) | 52,918 | 3,296,262 | |||
| Contra Arcellx, Inc. (B)(C) | 29,772 | 2,084 | |||
| Cytokinetics, Inc. (B) | 125,455 | 9,629,926 | |||
| Denali Therapeutics, Inc. (B) | 65,294 | 1,373,786 | |||
| Dyne Therapeutics, Inc. (B) | 68,051 | 1,315,426 | |||
| Erasca, Inc. (B) | 147,410 | 1,892,744 | |||
| Kymera Therapeutics, Inc. (B) | 28,378 | 2,310,537 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Biotechnology (continued) | |||||
| Vaxcyte, Inc. (B) | 59,801 | $ | 3,073,771 | ||
| 61,398,067 | |||||
| Health care equipment and supplies – 0.8% | |||||
| Becton, Dickinson and Company | 77,413 | 11,389,001 | |||
| Health care providers and services – 2.3% | |||||
| Cencora, Inc. | 92,938 | 25,033,780 | |||
| UnitedHealth Group, Inc. | 20,118 | 7,651,077 | |||
| 32,684,857 | |||||
| Life sciences tools and services – 4.5% | |||||
| Danaher Corp. | 94,151 | 17,198,563 | |||
| Revvity, Inc. | 236,134 | 24,687,810 | |||
| Waters Corp. (B) | 56,095 | 21,516,359 | |||
| 63,402,732 | |||||
| 168,874,657 | |||||
| Industrials – 2.4% | |||||
| Aerospace and defense – 1.1% | |||||
| Arxis, Inc. (B) | 28,888 | 1,297,938 | |||
| Lockheed Martin Corp. | 16,900 | 8,964,605 | |||
| Woodward, Inc. | 15,452 | 5,408,664 | |||
| 15,671,207 | |||||
| Commercial services and supplies – 0.5% | |||||
| Veralto Corp. | 81,800 | 6,726,414 | |||
| Machinery – 0.8% | |||||
| Ingersoll Rand, Inc. | 166,480 | 11,926,627 | |||
| 34,324,248 | |||||
| Information technology – 22.5% | |||||
| Communications equipment – 0.5% | |||||
| Arista Networks, Inc. (B) | 43,737 | 6,974,739 | |||
| Electronic equipment, instruments and components – 0.2% | |||||
| TE Connectivity PLC | 10,049 | 2,144,557 | |||
| Semiconductors and semiconductor equipment – 11.0% | |||||
| Advanced Micro Devices, Inc. (B) | 56,439 | 29,128,168 | |||
| Broadcom, Inc. | 96,982 | 43,328,648 | |||
| Cerebras Systems, Inc. (B) | 1,881 | 445,778 | |||
| Micron Technology, Inc. | 14,257 | 13,843,547 | |||
| NVIDIA Corp. (A) | 207,761 | 43,866,658 | |||
| Taiwan Semiconductor Manufacturing Company, Ltd. | 351,000 | 26,003,932 | |||
| 156,616,731 | |||||
| Software – 8.6% | |||||
| Aurora Innovation, Inc. (B) | 3,428,561 | 25,165,638 | |||
| Bentley Systems, Inc., Class B (D) | 130,805 | 4,269,475 | |||
| Cadence Design Systems, Inc. (B) | 14,800 | 5,548,964 | |||
| Microsoft Corp. (A) | 137,234 | 61,788,236 | |||
| PTC, Inc. (A)(B) | 148,621 | 20,618,191 | |||
| Synopsys, Inc. (B) | 11,400 | 5,422,068 | |||
| 122,812,572 | |||||
| Technology hardware, storage and peripherals – 2.2% | |||||
| Apple, Inc. | 98,791 | 30,828,719 | |||
| 319,377,318 | |||||
| Utilities – 5.8% | |||||
| Electric utilities – 0.9% | |||||
| PPL Corp. | 377,930 | 13,374,943 | |||
| Multi-utilities – 4.9% | |||||
| Ameren Corp. | 142,375 | 15,372,229 | |||
| CenterPoint Energy, Inc. | 819,295 | 34,623,407 | |||
| 1 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Multi-utilities (continued) | |||||
| NiSource, Inc. | 419,855 | $ | 19,405,698 | ||
| 69,401,334 | |||||
| 82,776,277 | |||||
| TOTAL COMMON STOCKS (Cost $773,413,115) | $ | 920,296,335 | |||
| U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 15.1% | |||||
| U.S. Government – 15.1% | |||||
| U.S. Treasury Notes | |||||
| 3.500%, 11/30/2030 to 02/28/2031 | $ | 73,047,600 | 71,129,366 | ||
| 3.625%, 10/31/2030 to 12/31/2030 | 52,824,300 | 51,755,187 | |||
| 3.750%, 01/31/2031 to 02/28/2033 | 40,222,000 | 39,224,791 | |||
| 3.875%, 03/31/2031 to 12/31/2032 | 39,976,000 | 39,329,392 | |||
| 4.000%, 01/31/2033 | 14,052,000 | 13,834,633 | |||
| 215,273,369 | |||||
| TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $217,923,355) | $ | 215,273,369 | |||
| CORPORATE BONDS - 8.1% | |||||
| Consumer discretionary - 2.0% | |||||
| Hilton Domestic Operating Company, Inc. | |||||
| 3.625%, 02/15/2032 (E) | 2,462,000 | 2,260,038 | |||
| 3.750%, 05/01/2029 (E) | 1,874,000 | 1,809,574 | |||
| 4.000%, 05/01/2031 (E) | 2,919,000 | 2,767,503 | |||
| 4.875%, 01/15/2030 | 1,701,000 | 1,682,504 | |||
| 5.500%, 03/31/2034 (E) | 1,508,000 | 1,501,122 | |||
| 5.750%, 09/15/2033 (E) | 1,622,000 | 1,636,364 | |||
| 5.875%, 04/01/2029 (E) | 904,000 | 917,839 | |||
| Hilton Worldwide Finance LLC 4.875%, 04/01/2027 | 838,000 | 837,703 | |||
| KFC Holding Company/Pizza Hut Holdings LLC/Taco Bell of America LLC 4.750%, 06/01/2027 (E) | 2,906,000 | 2,902,954 | |||
| Life Time, Inc. 6.000%, 11/15/2031 (E) | 739,000 | 749,705 | |||
| Service Corp. International | |||||
| 3.375%, 08/15/2030 | 516,000 | 479,770 | |||
| 4.625%, 12/15/2027 | 109,000 | 108,603 | |||
| 5.750%, 10/15/2032 | 687,000 | 692,578 | |||
| Vail Resorts, Inc. | |||||
| 5.625%, 07/15/2030 (E) | 178,000 | 178,445 | |||
| 6.500%, 05/15/2032 (E) | 616,000 | 627,567 | |||
| Yum! Brands, Inc. | |||||
| 3.625%, 03/15/2031 | 1,172,000 | 1,090,038 | |||
| 4.625%, 01/31/2032 | 2,094,000 | 2,010,892 | |||
| 4.750%, 01/15/2030 (E) | 938,000 | 924,856 | |||
| 5.350%, 11/01/2043 | 1,683,000 | 1,603,448 | |||
| 5.375%, 04/01/2032 | 2,564,000 | 2,560,561 | |||
| 6.875%, 11/15/2037 | 735,000 | 807,296 | |||
| 28,149,360 | |||||
| Energy - 0.0% | |||||
| Murphy Oil USA, Inc. | |||||
| 3.750%, 02/15/2031 (E) | 150,000 | 139,769 | |||
| 5.875%, 06/01/2034 (E) | 289,000 | 290,044 | |||
| 429,813 | |||||
| Financials - 2.2% | |||||
| AmWINS Group, Inc. 6.375%, 02/15/2029 (E) | 741,000 | 749,614 | |||
| Broadstreet Partners Group LLC 5.875%, 04/15/2029 (E) | 2,751,000 | 2,719,481 | |||
| HUB International, Ltd. | |||||
| 5.625%, 12/01/2029 (E) | 1,498,000 | 1,475,727 | |||
| 7.250%, 06/15/2030 (E) | 12,118,000 | 12,438,509 | |||
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Financials (continued) | |||||
| HUB International, Ltd. (continued) | |||||
| 7.375%, 01/31/2032 (E) | $ | 6,929,000 | $ | 7,098,345 | |
| MSCI, Inc. 5.250%, 09/01/2035 | 1,817,000 | 1,790,175 | |||
| Ryan Specialty LLC | |||||
| 4.375%, 02/01/2030 (E) | 511,000 | 495,148 | |||
| 5.875%, 08/01/2032 (E) | 1,318,000 | 1,309,190 | |||
| USI, Inc. 7.500%, 01/15/2032 (E) | 2,730,000 | 2,779,282 | |||
| 30,855,471 | |||||
| Health care - 0.2% | |||||
| IQVIA, Inc. | |||||
| 5.000%, 05/15/2027 (E) | 877,000 | 876,578 | |||
| 6.500%, 05/15/2030 (E) | 628,000 | 644,169 | |||
| Surgery Center Holdings, Inc. 7.250%, 04/15/2032 (E) | 507,000 | 508,187 | |||
| 2,028,934 | |||||
| Industrials - 1.6% | |||||
| Booz Allen Hamilton, Inc. | |||||
| 4.000%, 07/01/2029 (E) | 472,000 | 461,199 | |||
| 5.950%, 08/04/2033 | 693,000 | 708,708 | |||
| Korn Ferry 4.625%, 12/15/2027 (E) | 600,000 | 595,470 | |||
| TransDigm, Inc. | |||||
| 4.625%, 01/15/2029 | 951,000 | 936,864 | |||
| 6.125%, 07/31/2034 (E) | 1,164,000 | 1,159,187 | |||
| 6.250%, 01/31/2034 (E) | 198,000 | 202,654 | |||
| 6.375%, 03/01/2029 (E) | 3,998,000 | 4,076,501 | |||
| 6.375%, 05/31/2033 (E) | 3,934,000 | 3,971,772 | |||
| 6.625%, 03/01/2032 (E) | 5,051,000 | 5,195,121 | |||
| 6.750%, 08/15/2028 (E) | 573,000 | 580,073 | |||
| 6.750%, 01/31/2034 (E) | 2,942,000 | 3,015,109 | |||
| 7.125%, 12/01/2031 (E) | 2,249,000 | 2,335,767 | |||
| 23,238,425 | |||||
| Information technology - 0.2% | |||||
| Crowdstrike Holdings, Inc. 3.000%, 02/15/2029 | 150,000 | 143,038 | |||
| Ellucian Holdings, Inc. 6.500%, 12/01/2029 (E) | 907,000 | 894,961 | |||
| Fair Isaac Corp. 6.000%, 05/15/2033 (E) | 892,000 | 883,348 | |||
| PTC, Inc. 4.000%, 02/15/2028 (E) | 834,000 | 819,898 | |||
| 2,741,245 | |||||
| Real estate - 0.3% | |||||
| SBA Communications Corp. | |||||
| 3.125%, 02/01/2029 | 2,435,000 | 2,335,324 | |||
| 3.875%, 02/15/2027 | 2,075,000 | 2,058,252 | |||
| SBA Tower Trust 6.599%, 01/15/2028 (E) | 68,000 | 68,832 | |||
| 4,462,408 | |||||
| Utilities - 1.6% | |||||
| Alliant Energy Corp. 5.750%, (5.750% to 4-1-31, then 5 Year CMT + 2.077%), 04/01/2056 | 471,000 | 465,670 | |||
| American Electric Power Company, Inc. | |||||
| 5.800%, (5.800% to 3-15-31, then 5 Year CMT + 2.128%), 03/15/2056 | 3,379,000 | 3,368,570 | |||
| 6.050%, (6.050% to 3-15-36, then 5 Year CMT + 1.940%), 03/15/2056 | 3,351,000 | 3,323,036 | |||
| CenterPoint Energy, Inc. 5.950%, (5.950% to 4-1-31, then 5 Year CMT + 2.223%), 04/01/2056 | 2,918,000 | 2,917,233 | |||
| 2 |
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Utilities (continued) | |||||
| Entergy Corp. | |||||
| 5.875%, (5.875% to 6-15-31, then 5 Year CMT + 2.179%), 06/15/2056 | $ | 2,678,000 | $ | 2,688,158 | |
| 6.100%, (6.100% to 6-15-36, then 5 Year CMT + 2.013%), 06/15/2056 | 2,142,000 | 2,138,931 | |||
| NiSource, Inc. 5.750%, (5.750% to 7-15-31, then 5 Year CMT + 2.035%), 07/15/2056 | 4,607,000 | 4,640,903 | |||
| The Southern Company 6.000%, (6.000% to 4-1-33, then 5 Year CMT + 1.993%), 04/01/2058 | 3,473,000 | 3,495,147 | |||
| 23,037,648 | |||||
| TOTAL CORPORATE BONDS (Cost $113,377,770) | $ | 114,943,304 | |||
| TERM LOANS (F) – 8.7% | |||||
| Consumer discretionary – 0.8% | |||||
| Hilton Domestic Operating Company, Inc., 2023 Term Loan B4 (1 month CME Term SOFR + 1.750%) 5.334%, 11/08/2030 | 5,021,965 | 5,042,706 | |||
| Varsity Brands, Inc., 2025 1st Lien Term Loan (3 month CME Term SOFR + 2.750%) 6.450%, 08/26/2031 | 4,726,719 | 4,729,697 | |||
| Wyndham Hotels & Resorts, Inc., 2024 Term Loan (1 month CME Term SOFR + 1.750%) 5.370%, 05/24/2030 | 867,580 | 870,235 | |||
| 10,642,638 | |||||
| Financials – 3.9% | |||||
| AmWINS Group, Inc., 2026 Term Loan B (1 month CME Term SOFR + 2.000%) 5.620%, 01/30/2032 | 10,576,174 | 10,550,474 | |||
| Broadstreet Partners Group LLC, 2024 Term Loan B4 (1 month CME Term SOFR + 2.500%) 6.120%, 06/13/2031 | 10,561,405 | 10,416,185 | |||
| CPI Holdco B LLC, 2025 Add-on Term Loan B (1 month CME Term SOFR + 2.000%) 5.620%, 05/19/2031 | 4,463,168 | 4,456,652 | |||
| EP Wealth Advisors LLC, 2025 Term Loan B (3 month CME Term SOFR + 3.000%) 6.700%, 10/18/2032 | 497,000 | 498,451 | |||
| HUB International, Ltd., 2025 Term Loan B (3 month CME Term SOFR + 2.250%) 5.922%, 06/20/2030 | 18,555,017 | 18,592,498 | |||
| Mariner Wealth Advisors LLC, 2025 Repriced Term Loan B (3 month CME Term SOFR + 2.250%) 5.950%, 12/31/2030 | 2,734,182 | 2,741,099 | |||
| Ryan Specialty LLC, 2024 USD Term Loan B (1 month CME Term SOFR + 2.000%) 5.620%, 09/15/2031 | 141,922 | 141,993 | |||
| USI, Inc., 2024 Term Loan C (3 month CME Term SOFR + 2.250%) 5.950%, 09/29/2030 | 4,152,860 | 4,151,116 | |||
| USI, Inc., 2024 Term Loan D (3 month CME Term SOFR + 2.250%) 5.950%, 11/21/2029 | 4,142,631 | 4,142,631 | |||
| 55,691,099 | |||||
| Health care – 0.3% | |||||
| Loire Finco Luxembourg Sarl, 2025 USD Term Loan B (1 month CME Term SOFR + 4.000%) 7.620%, 01/21/2030 | 3,935,330 | 3,936,747 | |||
| Shares or Principal Amount | Value | ||||
| TERM LOANS (F)(continued) | |||||
| Industrials – 1.0% | |||||
| Filtration Group Corp., 2025 EUR Term Loan B (1 month EURIBOR + 3.500%) 5.403%, 10/21/2028 | EUR | 1,322,211 | 1,548,009 | ||
| Filtration Group Corp., 2025 USD Term Loan (1 month CME Term SOFR + 2.500%) 6.120%, 10/21/2028 | $ | 5,090,550 | 5,095,844 | ||
| TransDigm, Inc., 2025 Term Loan K (1 month CME Term SOFR + 2.250%) 5.870%, 03/22/2030 | 6,887,287 | 6,902,370 | |||
| TransDigm, Inc., 2026 Term Loan N (1 month CME Term SOFR + 2.500%) 6.120%, 02/13/2033 | 751,000 | 752,750 | |||
| 14,298,973 | |||||
| Information technology – 2.5% | |||||
| Applied Systems, Inc., 2024 1st Lien Term Loan (3 month CME Term SOFR + 2.250%) 5.950%, 02/24/2031 | 20,327,169 | 20,133,451 | |||
| Applied Systems, Inc., 2024 2nd Lien Term Loan (3 month CME Term SOFR + 4.500%) 8.200%, 02/23/2032 | 2,807,401 | 2,773,824 | |||
| Ascend Learning LLC, 2025 Repriced Term Loan B (1 month CME Term SOFR + 3.000%) 6.620%, 12/11/2028 | 229,075 | 225,836 | |||
| Bending Spoons US, Inc., Term Loan (1 month CME Term SOFR + 5.875%) 9.518%, 03/07/2031 | 4,173,000 | 4,011,296 | |||
| Bending Spoons US, Inc., USD Term Loan B (1 month CME Term SOFR + 5.875%) 9.518%, 03/07/2031 | 209,290 | 201,965 | |||
| Ellucian Holdings, Inc., 2024 1st Lien Term Loan B (1 month CME Term SOFR + 2.500%) 6.120%, 10/09/2029 | 3,749,108 | 3,700,669 | |||
| Epicor Software Corp., 2024 Term Loan F (1 month CME Term SOFR + 2.500%) 6.120%, 05/30/2031 | 2,996,217 | 2,955,019 | |||
| Icon Parent, Inc., 2025 Repriced Term Loan TBD 11/13/2031 (G) | 197,488 | 188,574 | |||
| Storable, Inc., 2025 Term Loan B (1 month CME Term SOFR + 3.250%) 6.870%, 04/16/2031 | 1,588,723 | 1,548,608 | |||
| 35,739,242 | |||||
| Real estate – 0.2% | |||||
| SBA Senior Finance II LLC, 2024 Term Loan B (1 month CME Term SOFR + 1.750%) 5.380%, 01/25/2031 | 2,685,601 | 2,690,892 | |||
| TOTAL TERM LOANS (Cost $123,092,842) | $ | 122,999,591 | |||
| SHORT-TERM INVESTMENTS – 4.1% | |||||
| Short-term funds – 4.1% | |||||
| John Hancock Collateral Trust, 3.5217% (H)(I) | 403,888 | $ | 4,039,158 | ||
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.5525% (H) | 18,924,484 | 18,924,484 | |||
| T. Rowe Price Government Reserve Fund, 3.6587% (H) | 35,926,224 | 35,926,224 | |||
| TOTAL SHORT-TERM INVESTMENTS (Cost $58,889,877) | $ | 58,889,866 | |||
| Total Investments (Capital Appreciation Value Fund) (Cost $1,286,696,959) – 100.8% | $ | 1,432,402,465 | |||
| Other assets and liabilities, net – (0.8%) | (11,739,435) | ||||
| TOTAL NET ASSETS – 100.0% | $ | 1,420,663,030 | |||
| Currency Abbreviations | |
| EUR | Euro |
| 3 |
| Security Abbreviations and Legend | |
| ADR | American Depositary Receipt |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| EURIBOR | Euro Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| (A) | All or a portion of this security is segregated at the custodian as collateral for certain derivatives. |
| (B) | Non-income producing security. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | All or a portion of this security is on loan as of 5-31-26. The value of securities on loan amounted to $3,941,280. |
| (E) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (F) | Term loans are variable rate obligations. The rate shown represents the rate at period end. |
| (G) | This position represents an unsettled loan commitment at period end. Certain details associated with this purchase are not known prior to the settlement date, including coupon rate, which is disclosed as TBD (To Be Determined). |
| (H) | The rate shown is the annualized seven-day yield as of 5-31-26. |
| (I) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| Options on securities | ||||||||
| Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
| Calls | ||||||||
| JPM | Advanced Micro Devices, Inc. | USD | 310.00 | Jan 2027 | 27 | 2,700 | $104,637 | $(641,002) |
| JPM | Advanced Micro Devices, Inc. | USD | 320.00 | Jan 2027 | 27 | 2,700 | 97,760 | (621,239) |
| UBS | Alphabet, Inc., Class A | USD | 340.00 | Jan 2027 | 22 | 2,200 | 60,533 | (153,733) |
| UBS | Alphabet, Inc., Class A | USD | 340.00 | Jan 2027 | 39 | 3,900 | 133,224 | (272,526) |
| UBS | Alphabet, Inc., Class A | USD | 350.00 | Jan 2027 | 22 | 2,200 | 54,811 | (139,972) |
| JPM | Alphabet, Inc., Class A | USD | 360.00 | Jan 2027 | 22 | 2,200 | 53,762 | (127,080) |
| UBS | Alphabet, Inc., Class A | USD | 360.00 | Jan 2027 | 22 | 2,200 | 49,529 | (127,080) |
| JPM | Alphabet, Inc., Class A | USD | 370.00 | Jan 2027 | 22 | 2,200 | 47,666 | (115,068) |
| JPM | Alphabet, Inc., Class A | USD | 380.00 | Jan 2027 | 22 | 2,200 | 42,241 | (103,935) |
| JPM | Alphabet, Inc., Class A | USD | 400.00 | Jan 2027 | 40 | 4,000 | 110,084 | (153,179) |
| JPM | Alphabet, Inc., Class A | USD | 415.00 | Jan 2027 | 40 | 4,000 | 94,709 | (130,277) |
| JPM | Alphabet, Inc., Class C | USD | 430.00 | Jun 2027 | 22 | 2,200 | 97,176 | (90,256) |
| JPM | Alphabet, Inc., Class C | USD | 440.00 | Jun 2027 | 23 | 2,300 | 94,267 | (87,095) |
| JPM | Alphabet, Inc., Class C | USD | 450.00 | Jun 2027 | 23 | 2,300 | 88,195 | (80,368) |
| JPM | Alphabet, Inc., Class C | USD | 460.00 | Jun 2027 | 23 | 2,300 | 80,065 | (74,147) |
| UBS | Amazon.com, Inc. | USD | 300.00 | Jan 2027 | 37 | 3,700 | 81,739 | (79,752) |
| UBS | Amazon.com, Inc. | USD | 305.00 | Jan 2027 | 37 | 3,700 | 75,504 | (73,739) |
| UBS | Amazon.com, Inc. | USD | 310.00 | Jan 2027 | 37 | 3,700 | 69,806 | (68,139) |
| UBS | Amazon.com, Inc. | USD | 315.00 | Jan 2027 | 37 | 3,700 | 64,293 | (62,933) |
| UBS | Amazon.com, Inc. | USD | 320.00 | Jan 2027 | 37 | 3,700 | 58,964 | (58,101) |
| UBS | Amazon.com, Inc. | USD | 300.00 | Jun 2027 | 31 | 3,100 | 98,919 | (103,925) |
| UBS | Amazon.com, Inc. | USD | 310.00 | Jun 2027 | 36 | 3,600 | 102,681 | (108,368) |
| UBS | Amazon.com, Inc. | USD | 320.00 | Jun 2027 | 36 | 3,600 | 91,915 | (97,244) |
| UBS | Amazon.com, Inc. | USD | 330.00 | Jun 2027 | 36 | 3,600 | 81,881 | (87,229) |
| BOA | Apple, Inc. | USD | 300.00 | Jan 2027 | 64 | 6,400 | 91,617 | (230,645) |
| BOA | Apple, Inc. | USD | 340.00 | Jun 2027 | 31 | 3,100 | 81,353 | (83,759) |
| BOA | Apple, Inc. | USD | 350.00 | Jun 2027 | 31 | 3,100 | 69,689 | (72,046) |
| BOA | Apple, Inc. | USD | 360.00 | Jun 2027 | 31 | 3,100 | 59,583 | (61,769) |
| BOA | Apple, Inc. | USD | 370.00 | Jun 2027 | 31 | 3,100 | 50,717 | (52,813) |
| GSI | Broadcom, Inc. | USD | 390.00 | Jan 2027 | 40 | 4,000 | 187,553 | (424,855) |
| GSI | Broadcom, Inc. | USD | 390.00 | Jan 2027 | 30 | 3,000 | 138,000 | (318,645) |
| GSI | Broadcom, Inc. | USD | 410.00 | Jan 2027 | 40 | 4,000 | 164,701 | (382,447) |
| JPM | Canadian Natural Resources, Ltd. | USD | 50.00 | Jan 2027 | 92 | 9,200 | 25,383 | (28,708) |
| JPM | Canadian Natural Resources, Ltd. | USD | 52.50 | Jan 2027 | 92 | 9,200 | 18,185 | (22,510) |
| JPM | Canadian Natural Resources, Ltd. | USD | 55.00 | Jan 2027 | 92 | 9,200 | 12,805 | (17,616) |
| JPM | Canadian Natural Resources, Ltd. | USD | 57.50 | Jan 2027 | 92 | 9,200 | 9,723 | (13,767) |
| BARC | Chevron Corp. | USD | 200.00 | Jun 2027 | 31 | 3,100 | 40,922 | (42,822) |
| BARC | Chevron Corp. | USD | 210.00 | Jun 2027 | 31 | 3,100 | 30,212 | (33,559) |
| BARC | Chevron Corp. | USD | 220.00 | Jun 2027 | 31 | 3,100 | 23,534 | (26,246) |
| BARC | Chevron Corp. | USD | 230.00 | Jun 2027 | 31 | 3,100 | 19,339 | (20,549) |
| NOM | DoorDash, Inc., Class A | USD | 230.00 | Jan 2027 | 27 | 2,700 | 84,294 | (26,490) |
| BOA | DoorDash, Inc., Class A | USD | 175.00 | Mar 2027 | 45 | 4,500 | 115,075 | (126,003) |
| BOA | DoorDash, Inc., Class A | USD | 180.00 | Mar 2027 | 45 | 4,500 | 107,047 | (117,883) |
| BOA | DoorDash, Inc., Class A | USD | 185.00 | Mar 2027 | 45 | 4,500 | 99,495 | (110,217) |
| BOA | DoorDash, Inc., Class A | USD | 190.00 | Mar 2027 | 45 | 4,500 | 92,360 | (102,985) |
| GSI | Ingersoll Rand, Inc. | USD | 95.00 | Jan 2027 | 26 | 2,600 | 20,515 | (6,163) |
| 4 |
| Options on securities (continued) | ||||||||
| Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
| Calls (continued) | ||||||||
| GSI | Ingersoll Rand, Inc. | USD | 95.00 | Jan 2027 | 21 | 2,100 | $15,022 | $(4,978) |
| GSI | Ingersoll Rand, Inc. | USD | 95.00 | Jan 2027 | 18 | 1,800 | 13,433 | (4,267) |
| GSI | Ingersoll Rand, Inc. | USD | 100.00 | Jan 2027 | 26 | 2,600 | 16,170 | (4,542) |
| GSI | Ingersoll Rand, Inc. | USD | 100.00 | Jan 2027 | 21 | 2,100 | 11,842 | (3,669) |
| GSI | Ingersoll Rand, Inc. | USD | 100.00 | Jan 2027 | 18 | 1,800 | 10,167 | (3,144) |
| GSI | Ingersoll Rand, Inc. | USD | 80.00 | Mar 2027 | 61 | 6,100 | 32,880 | (44,280) |
| GSI | Ingersoll Rand, Inc. | USD | 85.00 | Mar 2027 | 61 | 6,100 | 24,445 | (34,878) |
| BARC | Mastercard, Inc., Class A | USD | 670.00 | Jun 2026 | 24 | 2,400 | 39,168 | — |
| BARC | Mastercard, Inc., Class A | USD | 570.00 | Jan 2027 | 10 | 1,000 | 34,829 | (16,735) |
| BARC | Mastercard, Inc., Class A | USD | 570.00 | Jan 2027 | 18 | 1,800 | 48,366 | (30,123) |
| BARC | Mastercard, Inc., Class A | USD | 580.00 | Jan 2027 | 17 | 1,700 | 51,472 | (24,570) |
| BARC | Mastercard, Inc., Class A | USD | 600.00 | Jan 2027 | 17 | 1,700 | 41,423 | (18,246) |
| BARC | Mastercard, Inc., Class A | USD | 600.00 | Jan 2027 | 10 | 1,000 | 24,811 | (10,733) |
| BARC | Mastercard, Inc., Class A | USD | 550.00 | Jun 2027 | 15 | 1,500 | 53,735 | (57,755) |
| BARC | Mastercard, Inc., Class A | USD | 560.00 | Jun 2027 | 15 | 1,500 | 46,249 | (52,609) |
| BARC | Mastercard, Inc., Class A | USD | 580.00 | Jun 2027 | 15 | 1,500 | 37,879 | (43,499) |
| BARC | Mastercard, Inc., Class A | USD | 590.00 | Jun 2027 | 15 | 1,500 | 35,189 | (39,497) |
| WFB | Meta Platforms, Inc., Class A | USD | 740.00 | Jun 2027 | 20 | 2,000 | 138,856 | (139,362) |
| WFB | Meta Platforms, Inc., Class A | USD | 760.00 | Jun 2027 | 20 | 2,000 | 127,025 | (127,868) |
| WFB | Microsoft Corp. | USD | 470.00 | Jun 2027 | 21 | 2,100 | 89,980 | (121,231) |
| WFB | Microsoft Corp. | USD | 490.00 | Jun 2027 | 21 | 2,100 | 75,831 | (104,576) |
| WFB | Microsoft Corp. | USD | 500.00 | Jun 2027 | 21 | 2,100 | 71,956 | (96,987) |
| WFB | Revvity, Inc. | USD | 105.00 | Dec 2026 | 20 | 2,000 | 21,181 | (21,181) |
| WFB | Revvity, Inc. | USD | 110.00 | Dec 2026 | 20 | 2,000 | 16,976 | (16,976) |
| WFB | Revvity, Inc. | USD | 115.00 | Dec 2026 | 20 | 2,000 | 13,372 | (13,372) |
| WFB | Revvity, Inc. | USD | 120.00 | Dec 2026 | 20 | 2,000 | 10,368 | (10,368) |
| UBS | Starbucks Corp. | USD | 105.00 | Jan 2027 | 81 | 8,100 | 67,369 | (64,742) |
| UBS | Starbucks Corp. | USD | 105.00 | Jan 2027 | 24 | 2,400 | 18,443 | (19,183) |
| UBS | Starbucks Corp. | USD | 105.00 | Jan 2027 | 23 | 2,300 | 18,211 | (18,384) |
| UBS | Starbucks Corp. | USD | 105.00 | Jan 2027 | 40 | 4,000 | 31,480 | (31,971) |
| UBS | Starbucks Corp. | USD | 110.00 | Jan 2027 | 81 | 8,100 | 54,161 | (50,230) |
| UBS | Starbucks Corp. | USD | 110.00 | Jan 2027 | 24 | 2,400 | 14,945 | (14,883) |
| UBS | Starbucks Corp. | USD | 110.00 | Jan 2027 | 23 | 2,300 | 14,779 | (14,263) |
| UBS | Starbucks Corp. | USD | 115.00 | Jan 2027 | 24 | 2,400 | 11,178 | (11,468) |
| UBS | Starbucks Corp. | USD | 115.00 | Jan 2027 | 23 | 2,300 | 11,118 | (10,990) |
| UBS | Starbucks Corp. | USD | 115.00 | Jan 2027 | 135 | 13,500 | 91,268 | (64,506) |
| CITI | UnitedHealth Group, Inc. | USD | 420.00 | Jun 2027 | 15 | 1,500 | 59,700 | (58,912) |
| CITI | UnitedHealth Group, Inc. | USD | 440.00 | Jun 2027 | 15 | 1,500 | 49,695 | (49,013) |
| CITI | UnitedHealth Group, Inc. | USD | 450.00 | Jun 2027 | 14 | 1,400 | 42,028 | (41,667) |
| CITI | UnitedHealth Group, Inc. | USD | 460.00 | Jun 2027 | 15 | 1,500 | 41,325 | (40,637) |
| GSI | Visa, Inc., Class A | USD | 395.00 | Jun 2026 | 35 | 3,500 | 39,795 | (3) |
| CITI | Visa, Inc., Class A | USD | 345.00 | Jan 2027 | 13 | 1,300 | 28,444 | (27,527) |
| CITI | Visa, Inc., Class A | USD | 345.00 | Jan 2027 | 25 | 2,500 | 40,550 | (52,937) |
| CITI | Visa, Inc., Class A | USD | 360.00 | Jan 2027 | 25 | 2,500 | 45,175 | (38,739) |
| CITI | Visa, Inc., Class A | USD | 365.00 | Jan 2027 | 13 | 1,300 | 19,292 | (18,069) |
| CITI | Visa, Inc., Class A | USD | 375.00 | Jan 2027 | 25 | 2,500 | 33,175 | (27,788) |
| GSI | Visa, Inc., Class A | USD | 360.00 | Jun 2027 | 22 | 2,200 | 48,005 | (55,547) |
| GSI | Visa, Inc., Class A | USD | 370.00 | Jun 2027 | 22 | 2,200 | 39,625 | (47,617) |
| GSI | Visa, Inc., Class A | USD | 380.00 | Jun 2027 | 22 | 2,200 | 34,636 | (40,648) |
| GSI | Visa, Inc., Class A | USD | 390.00 | Jun 2027 | 22 | 2,200 | 28,218 | (34,576) |
| WFB | Waters Corp. | USD | 380.00 | Jan 2027 | 13 | 1,300 | 46,000 | (66,807) |
| WFB | Waters Corp. | USD | 390.00 | Jan 2027 | 13 | 1,300 | 37,818 | (60,149) |
| WFB | Waters Corp. | USD | 400.00 | Jan 2027 | 13 | 1,300 | 32,366 | (53,936) |
| WFB | Waters Corp. | USD | 410.00 | Jan 2027 | 13 | 1,300 | 28,472 | (48,195) |
| UBS | Yum! Brands, Inc. | USD | 165.00 | Jan 2027 | 44 | 4,400 | 35,052 | (24,810) |
| UBS | Yum! Brands, Inc. | USD | 180.00 | Jan 2027 | 6 | 600 | 3,886 | (1,474) |
| UBS | Yum! Brands, Inc. | USD | 180.00 | Jan 2027 | 6 | 600 | 4,304 | (1,474) |
| UBS | Yum! Brands, Inc. | USD | 180.00 | Jan 2027 | 23 | 2,300 | 15,894 | (5,651) |
| UBS | Yum! Brands, Inc. | USD | 185.00 | Jan 2027 | 6 | 600 | 3,144 | (1,099) |
| UBS | Yum! Brands, Inc. | USD | 185.00 | Jan 2027 | 6 | 600 | 3,505 | (1,099) |
| UBS | Yum! Brands, Inc. | USD | 185.00 | Jan 2027 | 23 | 2,300 | 12,925 | (4,212) |
| UBS | Yum! Brands, Inc. | USD | 165.00 | Jun 2027 | 19 | 1,900 | 16,954 | (17,518) |
| UBS | Yum! Brands, Inc. | USD | 170.00 | Jun 2027 | 19 | 1,900 | 13,755 | (14,631) |
| UBS | Yum! Brands, Inc. | USD | 175.00 | Jun 2027 | 19 | 1,900 | 11,031 | (12,228) |
| 5 |
| Options on securities (continued) | ||||||||
| Counterparty (OTC)/ Exchange- traded | Name of issuer | Currency | Exercise price | Expiration date | Number of contracts | Notional amount | Premium | Value |
| Calls (continued) | ||||||||
| UBS | Yum! Brands, Inc. | USD | 180.00 | Jun 2027 | 19 | 1,900 | $8,568 | $(10,249) |
| $5,735,377 | $(8,182,162) | |||||||
| Derivatives Currency Abbreviations | |
| USD | U.S. Dollar |
| Derivatives Abbreviations | |
| BARC | Barclays Bank PLC |
| BOA | Bank of America, N.A. |
| CITI | Citibank, N.A. |
| GSI | Goldman Sachs International |
| JPM | JPMorgan Chase Bank, N.A. |
| NOM | Nomura Global Financial Products, Inc. |
| OTC | Over-the-counter |
| UBS | UBS AG |
| WFB | Wells Fargo Bank, N.A. |
| Shares or Principal Amount | Value | ||||
| U.S. GOVERNMENT AND AGENCY OBLIGATIONS – 54.7% | |||||
| U.S. Government – 26.8% | |||||
| U.S. Treasury Bonds | |||||
| 1.125%, 08/15/2040 | $ | 2,288,000 | $ | 1,422,403 | |
| 1.375%, 11/15/2040 to 08/15/2050 | 40,952,000 | 21,727,641 | |||
| 1.625%, 11/15/2050 | 14,697,000 | 7,601,679 | |||
| 1.750%, 08/15/2041 | 18,120,000 | 12,072,450 | |||
| 2.000%, 11/15/2041 | 41,991,000 | 28,913,100 | |||
| 2.250%, 08/15/2049 | 14,898,000 | 9,185,548 | |||
| 2.375%, 02/15/2042 | 18,837,000 | 13,665,655 | |||
| 3.000%, 02/15/2048 to 02/15/2049 | 36,935,000 | 26,812,539 | |||
| 4.625%, 02/15/2046 | 9,889,000 | 9,443,995 | |||
| 4.750%, 02/15/2056 | 43,613,000 | 42,032,036 | |||
| 5.000%, 05/15/2046 | 21,996,000 | 22,057,864 | |||
| U.S. Treasury Notes | |||||
| 3.500%, 02/28/2031 | 11,279,000 | 10,974,996 | |||
| 3.625%, 03/31/2030 to 12/31/2030 | 61,076,000 | 59,856,276 | |||
| 3.750%, 04/30/2028 to 06/30/2030 | 45,585,000 | 45,173,905 | |||
| 3.875%, 03/31/2028 to 08/31/2032 | 39,896,000 | 39,449,408 | |||
| 4.000%, 05/31/2028 to 01/31/2033 | 46,652,000 | 46,389,860 | |||
| 4.125%, 10/31/2027 to 05/31/2031 | 26,065,000 | 26,077,339 | |||
| 4.250%, 05/31/2033 | 12,195,000 | 12,170,229 | |||
| 4.375%, 05/15/2036 | 6,911,000 | 6,875,365 | |||
| 4.875%, 10/31/2028 | 9,562,000 | 9,743,902 | |||
| 451,646,190 | |||||
| U.S. Government Agency – 27.9% | |||||
| Federal Home Loan Mortgage Corp. | |||||
| 2.000%, 10/01/2031 | 1,011,430 | 962,430 | |||
| 2.500%, 07/01/2033 to 04/01/2052 | 35,556,608 | 30,669,830 | |||
| 3.000%, 09/01/2030 to 01/01/2050 | 32,484,628 | 29,490,440 | |||
| 3.587%, (1 Year Refinitiv USD IBOR Consumer Cash Fallback Rate + 1.622%), 02/01/2050 (A) | 825,926 | 830,828 | |||
| 4.000%, 03/01/2050 | 3,033,475 | 2,894,197 | |||
| 4.169%, (30 day Average SOFR + 2.306%), 05/01/2053 (A) | 2,540,695 | 2,577,885 | |||
| 4.500%, 06/01/2039 to 11/01/2040 | 13,141,918 | 13,012,144 | |||
| 4.715%, (30 day Average SOFR + 2.335%), 10/01/2054 (A) | 1,133,142 | 1,133,730 | |||
| Shares or Principal Amount | Value | ||||
| U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Federal Home Loan Mortgage Corp. (continued) | |||||
| 4.795%, (30 day Average SOFR + 2.146%), 01/01/2055 (A) | $ | 1,393,146 | $ | 1,399,436 | |
| 4.935%, (30 day Average SOFR + 2.259%), 02/01/2054 (A) | 529,006 | 531,306 | |||
| 4.950%, (30 day Average SOFR + 2.140%), 02/01/2056 (A) | 2,426,552 | 2,430,450 | |||
| 5.000%, 05/01/2056 | 6,737,000 | 6,644,287 | |||
| 5.170%, (30 day Average SOFR + 2.202%), 06/01/2055 (A) | 1,185,516 | 1,194,543 | |||
| 5.305%, (30 day Average SOFR + 2.330%), 08/01/2055 (A) | 861,733 | 868,952 | |||
| 5.314%, (30 day Average SOFR + 2.105%), 08/01/2055 (A) | 664,182 | 670,993 | |||
| 5.378%, (30 day Average SOFR + 2.090%), 05/01/2055 (A) | 423,684 | 428,363 | |||
| 5.423%, (30 day Average SOFR + 2.330%), 08/01/2055 (A) | 1,123,109 | 1,135,622 | |||
| 5.500%, 05/01/2055 | 6,565,436 | 6,636,810 | |||
| 5.559%, (30 day Average SOFR + 2.330%), 07/01/2055 (A) | 1,128,533 | 1,143,141 | |||
| 6.000%, 09/01/2054 to 06/01/2055 | 16,315,958 | 16,914,395 | |||
| 6.500%, 10/01/2054 to 10/01/2055 | 1,721,331 | 1,825,381 | |||
| Federal National Mortgage Association | |||||
| 2.000%, 02/01/2031 to 04/01/2042 | 15,191,671 | 13,740,477 | |||
| 2.500%, 08/01/2041 to 05/01/2052 | 21,129,477 | 18,218,404 | |||
| 2.749%, (1 Year Refinitiv USD IBOR Consumer Cash Fallback Rate + 1.606%), 06/01/2050 (A) | 642,076 | 617,203 | |||
| 3.000%, 10/01/2030 to 02/01/2055 | 80,188,998 | 72,678,477 | |||
| 4.000%, 01/01/2027 to 12/01/2048 | 2,764,107 | 2,658,342 | |||
| 4.090%, (30 day Average SOFR + 2.120%), 09/01/2052 (A) | 1,174,464 | 1,198,013 | |||
| 4.130%, (30 day Average SOFR + 2.125%), 11/01/2052 (A) | 949,911 | 966,182 | |||
| 4.131%, (30 day Average SOFR + 2.135%), 10/01/2052 (A) | 3,227,559 | 3,284,615 | |||
| 6 |
| Shares or Principal Amount | Value | ||||
| U.S. GOVERNMENT AND AGENCY OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Federal National Mortgage Association (continued) | |||||
| 4.325%, (30 day Average SOFR + 2.158%), 01/01/2055 (A) | $ | 1,318,561 | $ | 1,347,032 | |
| 4.364%, (30 day Average SOFR + 2.126%), 07/01/2052 (A) | 1,345,655 | 1,341,666 | |||
| 4.500%, 11/01/2040 to 02/01/2046 | 6,586,325 | 6,512,250 | |||
| 4.582%, (30 day Average SOFR + 2.127%), 08/01/2052 (A) | 1,547,978 | 1,550,462 | |||
| 4.624%, (30 day Average SOFR + 2.129%), 08/01/2052 (A) | 784,623 | 786,088 | |||
| 4.671%, (30 day Average SOFR + 2.298%), 04/01/2053 (A) | 5,507,326 | 5,517,233 | |||
| 4.965%, (30 day Average SOFR + 2.310%), 05/01/2055 (A) | 1,292,815 | 1,294,755 | |||
| 5.000%, TBA (B) | 36,100,000 | 35,530,299 | |||
| 5.016%, (30 day Average SOFR + 2.300%), 04/01/2056 (A) | 788,926 | 791,049 | |||
| 5.161%, (30 day Average SOFR + 2.318%), 02/01/2055 (A) | 1,736,846 | 1,755,935 | |||
| 5.288%, (30 day Average SOFR + 2.339%), 08/01/2054 (A) | 1,535,150 | 1,555,219 | |||
| 5.500%, TBA (B) | 27,900,000 | 27,998,625 | |||
| 5.500%, 02/01/2054 to 07/01/2055 | 31,330,135 | 31,655,665 | |||
| 5.578%, (30 day Average SOFR + 2.060%), 08/01/2055 (A) | 1,145,845 | 1,167,729 | |||
| 5.597%, (30 day Average SOFR + 2.080%), 12/01/2053 (A) | 681,116 | 693,586 | |||
| 6.000%, 12/01/2053 to 11/01/2055 | 26,634,541 | 27,594,230 | |||
| 6.500%, 09/01/2054 to 11/01/2055 | 3,121,770 | 3,308,721 | |||
| Government National Mortgage Association | |||||
| 2.000%, 10/20/2050 to 01/20/2051 | 33,284,438 | 27,356,259 | |||
| 2.000%, 02/20/2051 (B) | 17,726,450 | 14,564,097 | |||
| 2.500%, 12/20/2037 to 07/20/2050 | 9,230,597 | 8,118,918 | |||
| 3.000%, 06/20/2043 to 10/20/2050 | 6,385,669 | 5,749,968 | |||
| 3.500%, 04/20/2048 to 04/20/2051 | 10,074,603 | 9,210,388 | |||
| 3.500%, 05/20/2052 (B) | 3,751,766 | 3,416,952 | |||
| 4.000%, 09/20/2052 to 10/20/2052 | 11,925,800 | 11,232,822 | |||
| 6.000%, 01/20/2053 | 4,502,256 | 4,663,080 | |||
| 471,469,904 | |||||
| TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS (Cost $928,855,017) | $ | 923,116,094 | |||
| FOREIGN GOVERNMENT OBLIGATIONS – 0.8% | |||||
| Australia – 0.1% | |||||
| Export Finance & Insurance Corp. 4.625%, 10/26/2027 (C)(D) | 1,910,000 | 1,923,599 | |||
| Chile – 0.1% | |||||
| Republic of Chile 4.350%, 04/13/2031 | 1,372,000 | 1,350,117 | |||
| Israel – 0.1% | |||||
| State of Israel | |||||
| 3.875%, 07/03/2050 (D) | 898,000 | 648,535 | |||
| 4.500%, 01/13/2031 | 1,996,000 | 1,958,378 | |||
| 2,606,913 | |||||
| Mexico – 0.3% | |||||
| Government of Mexico | |||||
| 3.500%, 02/12/2034 (D) | 1,041,000 | 885,891 | |||
| 4.400%, 02/12/2052 | 781,000 | 558,415 | |||
| 4.600%, 01/23/2046 | 813,000 | 626,660 | |||
| 4.600%, 02/10/2048 | 728,000 | 548,584 | |||
| 4.750%, 03/08/2044 | 742,000 | 597,310 | |||
| Shares or Principal Amount | Value | ||||
| FOREIGN GOVERNMENT OBLIGATIONS (continued) | |||||
| Mexico (continued) | |||||
| Government of Mexico (continued) | |||||
| 5.375%, 03/22/2033 | $ | 1,405,000 | $ | 1,372,685 | |
| 4,589,545 | |||||
| Paraguay – 0.1% | |||||
| Republic of Paraguay 5.400%, 03/30/2050 (C) | 1,676,000 | 1,513,428 | |||
| Poland – 0.1% | |||||
| Republic of Poland | |||||
| 5.375%, 04/14/2036 | 1,452,000 | 1,455,944 | |||
| 6.125%, 04/14/2056 | 690,000 | 690,184 | |||
| 2,146,128 | |||||
| TOTAL FOREIGN GOVERNMENT OBLIGATIONS (Cost $14,050,572) | $ | 14,129,730 | |||
| CORPORATE BONDS – 28.5% | |||||
| Communication services – 2.2% | |||||
| Alphabet, Inc. | |||||
| 3.700%, 02/15/2029 | 268,000 | 264,524 | |||
| 4.400%, 02/15/2033 | 1,683,000 | 1,655,658 | |||
| 4.700%, 11/15/2035 | 1,627,000 | 1,599,740 | |||
| 5.250%, 05/15/2055 | 773,000 | 728,873 | |||
| 5.300%, 05/15/2065 | 773,000 | 715,885 | |||
| AT&T, Inc. | |||||
| 3.500%, 06/01/2041 | 514,000 | 399,735 | |||
| 3.500%, 09/15/2053 | 631,000 | 417,274 | |||
| 3.550%, 09/15/2055 | 969,000 | 633,538 | |||
| 3.650%, 09/15/2059 | 504,000 | 328,964 | |||
| 3.800%, 12/01/2057 | 701,000 | 476,323 | |||
| 4.400%, 04/30/2031 (D) | 1,563,000 | 1,544,415 | |||
| 5.250%, 10/30/2036 | 1,843,000 | 1,824,546 | |||
| 5.550%, 11/01/2045 | 472,000 | 448,670 | |||
| 5.850%, 04/30/2046 | 1,042,000 | 1,017,537 | |||
| 6.000%, 04/30/2056 | 809,000 | 793,172 | |||
| 6.200%, 10/30/2056 | 1,063,000 | 1,069,957 | |||
| 6.300%, 10/30/2066 | 531,000 | 533,226 | |||
| Beignet Investor LLC 6.581%, 05/30/2049 (C) | 1,785,000 | 1,840,194 | |||
| Bell Canada 5.450%, 11/15/2036 (B) | 1,442,000 | 1,445,730 | |||
| Charter Communications Operating LLC | |||||
| 3.500%, 03/01/2042 | 607,000 | 418,186 | |||
| 3.900%, 06/01/2052 | 1,078,000 | 684,858 | |||
| Comcast Corp. | |||||
| 2.987%, 11/01/2063 | 602,000 | 322,715 | |||
| 4.049%, 11/01/2052 | 519,000 | 374,017 | |||
| Meta Platforms, Inc. | |||||
| 4.875%, 05/15/2033 | 2,174,000 | 2,167,758 | |||
| 4.875%, 11/15/2035 | 721,000 | 704,462 | |||
| 5.250%, 05/15/2036 | 2,416,000 | 2,413,957 | |||
| 5.500%, 11/15/2045 | 465,000 | 436,484 | |||
| 5.550%, 08/15/2064 | 200,000 | 177,904 | |||
| 6.200%, 05/15/2046 | 497,000 | 502,494 | |||
| 6.300%, 05/15/2056 | 1,643,000 | 1,657,805 | |||
| 6.450%, 05/15/2066 | 1,063,000 | 1,071,361 | |||
| Orange SA | |||||
| 4.000%, 01/13/2029 (C)(D) | 1,073,000 | 1,061,986 | |||
| 4.250%, 01/13/2031 (C) | 1,580,000 | 1,549,101 | |||
| 4.750%, 01/13/2033 (C) | 1,699,000 | 1,679,396 | |||
| 5.000%, 01/13/2036 (C) | 992,000 | 973,797 | |||
| Verizon Communications, Inc. | |||||
| 2.987%, 10/30/2056 | 806,000 | 479,018 | |||
| 5.750%, 11/30/2045 | 632,000 | 623,126 | |||
| 5.875%, 11/30/2055 | 1,250,000 | 1,230,125 | |||
| 6.000%, 11/30/2065 | 1,249,000 | 1,229,840 | |||
| 7 |
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Communication services (continued) | |||||
| Verizon Communications, Inc. (continued) | |||||
| 6.200%, (6.200% to 5-14-36, then 5 Year CMT + 2.042%), 05/14/2056 | $ | 5,000 | $ | 5,075 | |
| 37,501,426 | |||||
| Consumer discretionary – 1.9% | |||||
| Airbnb, Inc. | |||||
| 4.400%, 03/16/2029 | 1,695,000 | 1,692,018 | |||
| 4.650%, 03/16/2031 (D) | 1,038,000 | 1,037,988 | |||
| 5.250%, 03/16/2036 | 578,000 | 578,462 | |||
| Amazon.com, Inc. | |||||
| 3.900%, 11/20/2028 | 528,000 | 524,197 | |||
| 4.000%, 03/13/2029 | 2,262,000 | 2,245,292 | |||
| 4.100%, 11/20/2030 | 528,000 | 520,544 | |||
| 4.250%, 03/13/2031 | 2,078,000 | 2,054,730 | |||
| 4.350%, 03/20/2033 | 805,000 | 788,963 | |||
| 4.550%, 03/13/2033 | 1,204,000 | 1,191,238 | |||
| 4.650%, 11/20/2035 | 1,302,000 | 1,272,288 | |||
| 5.550%, 11/20/2065 | 607,000 | 575,610 | |||
| 5.650%, 03/13/2046 | 871,000 | 869,834 | |||
| 5.800%, 03/13/2056 | 527,000 | 527,503 | |||
| 5.950%, 03/13/2066 | 286,000 | 288,147 | |||
| 6.050%, 03/13/2076 | 626,000 | 631,406 | |||
| Booking Holdings, Inc. 5.375%, 05/07/2036 | 1,204,000 | 1,205,853 | |||
| Dick's Sporting Goods, Inc. 4.100%, 01/15/2052 (D) | 1,097,000 | 792,727 | |||
| Ford Motor Credit Company LLC | |||||
| 2.900%, 02/10/2029 | 2,691,000 | 2,539,191 | |||
| 5.869%, 10/31/2035 | 932,000 | 918,483 | |||
| 6.467%, 05/22/2036 (D) | 932,000 | 956,036 | |||
| General Motors Financial Company, Inc. 2.700%, 06/10/2031 | 1,490,000 | 1,344,020 | |||
| Hyundai Capital America | |||||
| 4.500%, 09/18/2030 (C) | 707,000 | 696,201 | |||
| 4.750%, 04/06/2029 (C) | 1,303,000 | 1,305,032 | |||
| 5.000%, 04/07/2031 (C) | 968,000 | 970,031 | |||
| 5.150%, 03/27/2030 (C) | 802,000 | 810,594 | |||
| Lowe's Companies, Inc. | |||||
| 3.500%, 04/01/2051 | 650,000 | 450,962 | |||
| 4.250%, 03/15/2031 | 1,263,000 | 1,240,597 | |||
| 4.250%, 04/01/2052 (D) | 1,198,000 | 936,809 | |||
| 4.850%, 10/15/2035 (D) | 1,176,000 | 1,145,848 | |||
| McDonald's Corp. 6.300%, 03/01/2038 | 820,000 | 893,539 | |||
| The Home Depot, Inc. 3.625%, 04/15/2052 | 523,000 | 376,522 | |||
| 31,380,665 | |||||
| Consumer staples – 1.2% | |||||
| Altria Group, Inc. 3.875%, 09/16/2046 | 443,000 | 330,084 | |||
| Anheuser-Busch Companies LLC 4.700%, 02/01/2036 | 2,821,000 | 2,746,626 | |||
| Anheuser-Busch InBev Worldwide, Inc. 5.450%, 01/23/2039 | 548,000 | 559,301 | |||
| BAT Capital Corp. | |||||
| 4.540%, 08/15/2047 | 1,136,000 | 936,292 | |||
| 6.250%, 08/15/2055 | 805,000 | 825,339 | |||
| 7.081%, 08/02/2053 (D) | 297,000 | 334,643 | |||
| Bunge, Ltd. Finance Corp. 5.150%, 08/04/2035 | 1,406,000 | 1,404,925 | |||
| Imperial Brands Finance PLC 5.625%, 07/01/2035 (C) | 1,203,000 | 1,216,571 | |||
| JBS NV | |||||
| 3.000%, 05/15/2032 | 1,060,000 | 942,606 | |||
| 3.625%, 01/15/2032 | 1,426,000 | 1,316,596 | |||
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Consumer staples (continued) | |||||
| JBS NV (continued) | |||||
| 5.750%, 04/01/2033 | $ | 350,000 | $ | 359,895 | |
| 6.375%, 04/15/2066 | 282,000 | 275,604 | |||
| 6.400%, 05/10/2057 (C) | 700,000 | 695,576 | |||
| 6.500%, 12/01/2052 | 740,000 | 747,976 | |||
| 7.250%, 11/15/2053 | 1,132,000 | 1,239,515 | |||
| Philip Morris International, Inc. | |||||
| 4.125%, 04/28/2028 | 2,375,000 | 2,364,644 | |||
| 4.375%, 04/30/2030 | 2,011,000 | 1,997,406 | |||
| 4.875%, 04/30/2035 | 2,132,000 | 2,105,887 | |||
| 20,399,486 | |||||
| Energy – 1.4% | |||||
| Aker BP ASA | |||||
| 5.250%, 10/30/2035 (C) | 1,316,000 | 1,290,850 | |||
| 5.800%, 10/01/2054 (C) | 539,000 | 507,072 | |||
| Baker Hughes Holdings LLC | |||||
| 4.350%, 06/15/2031 | 1,415,000 | 1,392,034 | |||
| 4.650%, 06/15/2033 | 722,000 | 708,971 | |||
| 5.000%, 06/15/2036 | 1,203,000 | 1,184,886 | |||
| 5.850%, 06/15/2056 | 697,000 | 694,839 | |||
| Enbridge, Inc. | |||||
| 4.850%, 03/27/2031 | 1,552,000 | 1,557,197 | |||
| 5.450%, 03/27/2036 | 1,154,000 | 1,169,411 | |||
| Energy Transfer LP | |||||
| 5.250%, 07/01/2029 | 1,368,000 | 1,393,684 | |||
| 5.300%, 04/15/2047 | 548,000 | 492,808 | |||
| 5.950%, 05/15/2054 (D) | 1,098,000 | 1,059,867 | |||
| 6.000%, 02/01/2029 (C) | 993,000 | 1,002,133 | |||
| 6.050%, 09/01/2054 | 550,000 | 536,174 | |||
| Equinor ASA | |||||
| 4.750%, 11/14/2035 | 1,073,000 | 1,054,143 | |||
| 5.125%, 06/03/2035 | 130,000 | 132,320 | |||
| Galaxy Pipeline Assets Bidco, Ltd. | |||||
| 2.160%, 03/31/2034 (C)(D) | 852,552 | 762,803 | |||
| 2.625%, 03/31/2036 (C) | 817,000 | 714,838 | |||
| MPLX LP | |||||
| 5.300%, 04/01/2036 | 962,000 | 951,431 | |||
| 6.100%, 04/01/2056 | 457,000 | 454,363 | |||
| ONEOK, Inc. | |||||
| 5.400%, 10/15/2035 | 282,000 | 282,718 | |||
| 5.700%, 11/01/2054 | 1,173,000 | 1,093,644 | |||
| 6.250%, 10/15/2055 (D) | 703,000 | 704,863 | |||
| Saudi Arabian Oil Company 6.375%, 06/02/2055 (C) | 1,201,000 | 1,223,335 | |||
| Schlumberger Investment SA 5.150%, 05/07/2036 | 1,450,000 | 1,450,513 | |||
| TotalEnergies Capital USA LLC | |||||
| 4.569%, 01/13/2033 | 471,000 | 465,161 | |||
| 4.857%, 01/13/2036 | 946,000 | 932,600 | |||
| 23,212,658 | |||||
| Financials – 8.2% | |||||
| AEGON Funding Company LLC 5.625%, 05/07/2036 | 966,000 | 964,142 | |||
| Apollo Global Management, Inc. 5.700%, 03/30/2036 | 1,058,000 | 1,067,963 | |||
| Ares Management Corp. 5.600%, 10/11/2054 | 817,000 | 745,318 | |||
| Banco Nacional de Mexico SA 6.697%, (6.697% to 8-7-31, then 5 Year CMT + 2.682%), 08/07/2036 (C)(D) | 721,000 | 719,486 | |||
| Banco Santander SA | |||||
| 4.600%, 04/15/2029 | 1,800,000 | 1,793,815 | |||
| 4.867%, 04/15/2031 | 1,600,000 | 1,590,863 | |||
| 5.437%, 04/15/2036 | 800,000 | 799,580 | |||
| 8 |
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Financials (continued) | |||||
| Bank of America Corp. 4.477%, (4.477% to 4-23-29, then Overnight SOFR + 0.870%), 04/23/2030 | $ | 5,363,000 | $ | 5,339,219 | |
| Bank of Montreal | |||||
| 4.879%, (4.879% to 6-2-31, then Overnight SOFR + 0.959%), 06/02/2032 | 1,568,000 | 1,569,748 | |||
| 5.298%, (5.298% to 6-2-36, then Overnight SOFR + 1.208%), 06/02/2037 | 1,333,000 | 1,335,025 | |||
| Barclays PLC 5.207%, (5.207% to 2-24-36, then Overnight SOFR + 1.506%), 02/24/2037 | 1,231,000 | 1,198,466 | |||
| BBVA Mexico SA 5.400%, 06/03/2031 (C) | 2,088,000 | 2,089,733 | |||
| Brookfield Asset Management, Ltd. | |||||
| 4.832%, 04/15/2031 | 1,493,000 | 1,486,671 | |||
| 5.298%, 01/15/2036 | 849,000 | 833,227 | |||
| Citizens Bank NA 4.192%, (4.192% to 1-29-28, then Overnight SOFR + 0.700%), 01/29/2029 | 2,070,000 | 2,055,342 | |||
| Fidelity National Information Services, Inc. | |||||
| 4.450%, 03/10/2028 | 1,415,000 | 1,411,465 | |||
| 4.550%, 03/10/2029 | 1,698,000 | 1,688,690 | |||
| Fifth Third Bancorp | |||||
| 4.566%, (4.566% to 4-29-31, then Overnight SOFR + 0.950%), 04/29/2032 | 1,283,000 | 1,261,755 | |||
| 5.141%, (5.141% to 1-29-36, then Overnight SOFR + 1.240%), 01/29/2037 | 953,000 | 933,758 | |||
| Goldman Sachs Bank USA 4.656%, (4.656% to 6-3-28, then Overnight SOFR + 0.720%), 06/03/2029 | 3,461,000 | 3,465,406 | |||
| HSBC Holdings PLC | |||||
| 4.711%, (4.711% to 5-12-29, then Overnight SOFR + 0.940%), 05/12/2030 | 1,583,000 | 1,579,707 | |||
| 5.208%, (5.208% to 5-12-33, then Overnight SOFR + 1.320%), 05/12/2034 (D) | 2,105,000 | 2,101,309 | |||
| 5.279%, (5.279% to 3-10-36, then Overnight SOFR + 1.550%), 03/10/2037 (D) | 1,376,000 | 1,361,403 | |||
| Lloyds Banking Group PLC | |||||
| 4.241%, (4.241% to 2-10-29, then 1 Year CMT + 0.600%), 02/10/2030 | 2,026,000 | 2,003,710 | |||
| 5.668%, (5.668% to 2-10-46, then 1 Year CMT + 0.820%), 02/10/2047 (D) | 1,720,000 | 1,688,275 | |||
| Lseg US Fin Corp. | |||||
| 4.250%, 03/23/2029 (C) | 1,450,000 | 1,437,985 | |||
| 4.500%, 03/23/2031 (C) | 1,450,000 | 1,432,314 | |||
| 5.250%, 03/23/2036 (C)(D) | 854,000 | 851,634 | |||
| Mitsubishi UFJ Financial Group, Inc. | |||||
| 4.505%, (4.505% to 1-14-31, then 1 Year CMT + 0.800%), 01/14/2032 | 1,473,000 | 1,451,827 | |||
| 4.847%, (4.847% to 4-21-31, then 1 Year CMT + 0.920%), 04/21/2032 | 1,316,000 | 1,314,040 | |||
| 5.057%, (5.057% to 1-14-36, then 1 Year CMT + 0.900%), 01/14/2037 | 936,000 | 922,715 | |||
| 5.325%, (5.325% to 4-21-36, then 1 Year CMT + 1.020%), 04/21/2037 | 404,000 | 405,274 | |||
| 5.868%, (5.868% to 4-21-46, then 1 Year CMT + 0.980%), 04/21/2047 | 755,000 | 765,156 | |||
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Financials (continued) | |||||
| Morgan Stanley | |||||
| 4.133%, (4.133% to 10-18-28, then Overnight SOFR + 0.913%), 10/18/2029 | $ | 1,820,000 | $ | 1,799,130 | |
| 4.238%, (4.238% to 1-9-29, then Overnight SOFR + 0.800%), 01/09/2030 | 565,000 | 558,788 | |||
| 4.493%, (4.493% to 1-16-31, then Overnight SOFR + 0.950%), 01/16/2032 | 2,685,000 | 2,642,042 | |||
| 4.555%, (4.555% to 4-10-29, then SOFR Compounded Index + 0.960%), 04/10/2030 | 2,850,000 | 2,838,962 | |||
| 4.708%, (4.708% to 3-12-31, then Overnight SOFR + 1.195%), 03/12/2032 | 3,393,000 | 3,361,957 | |||
| 4.809%, (4.809% to 4-16-31, then SOFR Compounded Index + 1.180%), 04/16/2032 | 3,044,000 | 3,031,059 | |||
| 4.892%, (4.892% to 10-22-35, then Overnight SOFR + 1.314%), 10/22/2036 | 834,000 | 809,279 | |||
| 5.073%, (5.073% to 1-30-36, then Overnight SOFR + 1.184%), 01/30/2037 | 1,717,000 | 1,681,343 | |||
| 5.296%, (5.296% to 4-10-36, then SOFR Compounded Index + 1.410%), 04/10/2037 | 1,530,000 | 1,525,863 | |||
| Morgan Stanley Bank NA 4.788%, (4.788% to 5-10-29, then SOFR Compounded Index + 0.974%), 05/10/2030 | 1,175,000 | 1,178,331 | |||
| Morgan Stanley Private Bank NA | |||||
| 4.213%, (4.213% to 2-8-29, then Overnight SOFR + 0.762%), 02/08/2030 | 3,325,000 | 3,288,428 | |||
| 4.465%, (4.465% to 11-19-30, then Overnight SOFR + 1.020%), 11/19/2031 | 6,479,000 | 6,380,482 | |||
| 4.466%, (4.466% to 7-6-27, then Overnight SOFR + 0.770%), 07/06/2028 | 1,749,000 | 1,749,995 | |||
| Nippon Life Insurance Company | |||||
| 4.748%, 04/02/2031 (C)(D) | 1,589,000 | 1,590,552 | |||
| 5.046%, 04/02/2033 (C) | 992,000 | 995,673 | |||
| PNC Bank NA 4.429%, (4.429% to 7-21-27, then Overnight SOFR + 0.727%), 07/21/2028 | 2,312,000 | 2,312,610 | |||
| Protective Life Corp. | |||||
| 4.700%, 01/15/2031 (C) | 1,366,000 | 1,348,891 | |||
| 5.350%, 12/15/2035 (C)(D) | 844,000 | 833,745 | |||
| RLI Corp. 5.375%, 06/01/2036 | 847,000 | 822,232 | |||
| Standard Chartered PLC 5.706%, (5.706% to 3-5-46, then 1 Year CMT + 1.100%), 03/05/2047 (C) | 1,226,000 | 1,186,256 | |||
| The Bank of New York Mellon Corp. | |||||
| 4.026%, (4.026% to 1-22-29, then Overnight SOFR + 0.634%), 01/22/2030 | 1,284,000 | 1,269,516 | |||
| 4.942%, (4.942% to 2-11-30, then Overnight SOFR + 0.887%), 02/11/2031 | 276,000 | 279,153 | |||
| 9 |
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Financials (continued) | |||||
| The Bank of Nova Scotia | |||||
| 4.578%, (4.578% to 6-5-28, then Overnight SOFR + 0.660%), 06/05/2029 (B) | $ | 2,308,000 | $ | 2,308,426 | |
| 4.904%, (4.904% to 6-5-31, then Overnight SOFR + 0.970%), 06/05/2032 (B) | 1,826,000 | 1,828,064 | |||
| The Charles Schwab Corp. 4.914%, (4.914% to 11-14-35, then Overnight SOFR + 1.230%), 11/14/2036 | 482,000 | 468,978 | |||
| The Goldman Sachs Group, Inc. | |||||
| 4.148%, (4.148% to 1-21-28, then Overnight SOFR + 0.710%), 01/21/2029 | 5,579,000 | 5,540,289 | |||
| 4.153%, (4.153% to 10-21-28, then Overnight SOFR + 0.900%), 10/21/2029 | 3,484,000 | 3,442,184 | |||
| 4.369%, (4.369% to 10-21-30, then Overnight SOFR + 1.060%), 10/21/2031 | 2,343,000 | 2,296,500 | |||
| 4.516%, (4.516% to 1-21-31, then Overnight SOFR + 0.960%), 01/21/2032 | 554,000 | 545,449 | |||
| 4.939%, (4.939% to 10-21-35, then Overnight SOFR + 1.330%), 10/21/2036 | 1,598,000 | 1,552,081 | |||
| 4.972%, (4.972% to 6-3-31, then Overnight SOFR + 1.030%), 06/03/2032 | 3,751,000 | 3,759,834 | |||
| 5.049%, (5.049% to 7-23-29, then Overnight SOFR + 1.210%), 07/23/2030 | 843,000 | 850,831 | |||
| 5.065%, (5.065% to 1-21-36, then Overnight SOFR + 1.190%), 01/21/2037 | 1,912,000 | 1,870,441 | |||
| 5.218%, (5.218% to 4-23-30, then Overnight SOFR + 1.580%), 04/23/2031 (D) | 1,164,000 | 1,181,045 | |||
| 5.330%, (5.330% to 7-23-34, then Overnight SOFR + 1.550%), 07/23/2035 | 2,833,000 | 2,851,209 | |||
| 5.387%, (5.387% to 2-2-36, then 5 Year CMT + 1.180%), 02/02/2041 | 836,000 | 815,300 | |||
| 5.425%, (5.425% to 6-3-36, then Overnight SOFR + 1.310%), 06/03/2037 | 866,000 | 870,577 | |||
| 5.541%, (5.541% to 1-21-46, then Overnight SOFR + 1.320%), 01/21/2047 | 571,000 | 551,785 | |||
| The PNC Financial Services Group, Inc. | |||||
| 4.075%, (4.075% to 1-26-28, then Overnight SOFR + 0.610%), 01/26/2029 | 1,765,000 | 1,754,826 | |||
| 4.812%, (4.812% to 10-21-31, then Overnight SOFR + 1.259%), 10/21/2032 | 1,251,000 | 1,248,105 | |||
| 5.373%, (5.373% to 7-21-35, then Overnight SOFR + 1.417%), 07/21/2036 | 704,000 | 710,890 | |||
| 5.423%, (5.423% to 1-25-36, then 5 Year CMT + 1.170%), 01/25/2041 | 524,000 | 514,995 | |||
| Truist Financial Corp. | |||||
| 4.597%, (4.597% to 1-27-31, then Overnight SOFR + 0.965%), 01/27/2032 | 1,869,000 | 1,847,615 | |||
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Financials (continued) | |||||
| Truist Financial Corp. (continued) | |||||
| 4.680%, (4.680% to 4-23-31, then Overnight SOFR + 1.087%), 04/23/2032 | $ | 1,451,000 | $ | 1,435,655 | |
| 5.281%, (5.281% to 4-23-36, then Overnight SOFR + 1.414%), 04/23/2037 | 1,451,000 | 1,437,406 | |||
| U.S. Bancorp | |||||
| 4.481%, (4.481% to 1-26-31, then Overnight SOFR + 0.867%), 01/26/2032 | 2,054,000 | 2,026,692 | |||
| 5.033%, (5.033% to 1-26-36, then Overnight SOFR + 1.101%), 01/26/2037 | 1,612,000 | 1,588,066 | |||
| UBS Group AG | |||||
| 4.588%, (4.588% to 8-10-31, then Overnight SOFR + 1.050%), 08/10/2032 (C) | 1,252,000 | 1,231,111 | |||
| 5.528%, (5.528% to 5-6-46, then Overnight SOFR + 1.490%), 05/06/2047 (C) | 1,357,000 | 1,313,051 | |||
| Wells Fargo & Company | |||||
| 4.960%, (4.960% to 1-23-36, then Overnight SOFR + 1.100%), 01/23/2037 (D) | 866,000 | 845,743 | |||
| 5.433%, (5.433% to 1-23-46, then Overnight SOFR + 1.230%), 01/23/2047 | 571,000 | 548,505 | |||
| 138,384,961 | |||||
| Health care – 2.3% | |||||
| AbbVie, Inc. | |||||
| 3.200%, 11/21/2029 | 2,000,000 | 1,920,579 | |||
| 4.050%, 11/21/2039 | 568,000 | 500,912 | |||
| 4.250%, 11/21/2049 | 1,974,000 | 1,615,914 | |||
| 4.400%, 03/15/2033 | 1,921,000 | 1,885,192 | |||
| 4.450%, 05/14/2046 | 240,000 | 206,441 | |||
| 4.750%, 03/15/2036 | 1,732,000 | 1,697,475 | |||
| 4.800%, 03/15/2027 (D) | 1,357,000 | 1,364,890 | |||
| 5.050%, 03/15/2034 | 781,000 | 792,598 | |||
| 5.200%, 03/15/2035 | 653,000 | 664,785 | |||
| Alcon Finance Corp. 5.375%, 12/06/2032 (C) | 1,678,000 | 1,714,864 | |||
| Amgen, Inc. | |||||
| 4.850%, 02/19/2036 | 1,738,000 | 1,703,657 | |||
| 5.500%, 02/19/2046 | 288,000 | 279,038 | |||
| 5.600%, 03/02/2043 | 783,000 | 777,163 | |||
| 5.650%, 02/19/2056 | 1,078,000 | 1,050,812 | |||
| AstraZeneca Finance LLC 4.000%, 03/02/2031 | 1,129,000 | 1,105,572 | |||
| CVS Health Corp. 5.050%, 03/25/2048 | 1,423,000 | 1,248,663 | |||
| Eli Lilly & Company | |||||
| 4.375%, 05/20/2031 | 1,646,000 | 1,637,584 | |||
| 4.650%, 05/20/2033 | 691,000 | 689,747 | |||
| Gilead Sciences, Inc. | |||||
| 4.000%, 09/01/2036 | 412,000 | 378,766 | |||
| 4.600%, 05/20/2031 | 1,204,000 | 1,204,521 | |||
| HCA, Inc. | |||||
| 5.250%, 06/15/2049 | 697,000 | 622,147 | |||
| 5.900%, 06/01/2053 (D) | 407,000 | 392,112 | |||
| Pfizer Investment Enterprises Pte, Ltd. | |||||
| 4.750%, 05/19/2033 | 770,000 | 765,745 | |||
| 5.300%, 05/19/2053 | 279,000 | 261,859 | |||
| 5.340%, 05/19/2063 | 282,000 | 260,068 | |||
| 10 |
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Health care (continued) | |||||
| Pfizer, Inc. | |||||
| 4.200%, 11/15/2030 | $ | 1,557,000 | $ | 1,542,708 | |
| 4.875%, 11/15/2035 | 2,143,000 | 2,119,233 | |||
| Roche Holdings, Inc. | |||||
| 4.075%, 12/02/2030 (C) | 1,060,000 | 1,041,774 | |||
| 4.374%, 12/02/2032 (C) | 516,000 | 507,569 | |||
| Royalty Pharma PLC | |||||
| 2.200%, 09/02/2030 | 558,000 | 504,621 | |||
| 3.300%, 09/02/2040 | 279,000 | 216,129 | |||
| 3.550%, 09/02/2050 | 1,273,000 | 887,479 | |||
| 5.200%, 09/25/2035 | 569,000 | 564,851 | |||
| Thermo Fisher Scientific, Inc. | |||||
| 4.215%, 02/12/2031 | 1,296,000 | 1,277,286 | |||
| 4.550%, 06/15/2033 | 678,000 | 668,298 | |||
| UnitedHealth Group, Inc. | |||||
| 3.050%, 05/15/2041 | 253,000 | 190,744 | |||
| 3.250%, 05/15/2051 | 228,000 | 153,253 | |||
| 5.500%, 07/15/2044 | 656,000 | 642,734 | |||
| 5.625%, 07/15/2054 | 524,000 | 508,797 | |||
| VSP Optical Group, Inc. | |||||
| 5.400%, 06/01/2033 (C) | 1,443,000 | 1,444,275 | |||
| 5.650%, 06/01/2036 (C) | 1,369,000 | 1,366,779 | |||
| 38,377,634 | |||||
| Industrials – 4.3% | |||||
| Caterpillar Financial Services Corp. | |||||
| 4.200%, 05/15/2028 | 2,867,000 | 2,866,631 | |||
| 4.300%, 05/15/2029 | 1,827,000 | 1,826,741 | |||
| 4.375%, 08/16/2029 | 614,000 | 614,878 | |||
| 4.500%, 05/15/2031 | 1,056,000 | 1,054,152 | |||
| Crowley Conro LLC 4.181%, 08/15/2043 | 639,273 | 590,735 | |||
| Delta Air Lines, Inc. | |||||
| 4.750%, 10/20/2028 (C) | 1,473,333 | 1,474,583 | |||
| 4.950%, 07/10/2028 | 2,181,000 | 2,191,774 | |||
| 5.250%, 07/10/2030 | 2,239,000 | 2,264,178 | |||
| Eaton Capital ULC 4.450%, 05/09/2030 (D) | 799,000 | 796,744 | |||
| Eaton Corp. | |||||
| 3.850%, 03/06/2028 | 2,288,000 | 2,270,547 | |||
| 3.950%, 03/06/2029 (D) | 1,450,000 | 1,433,574 | |||
| 4.200%, 03/06/2031 (D) | 1,076,000 | 1,058,862 | |||
| 4.500%, 03/06/2033 | 611,000 | 600,657 | |||
| 4.800%, 03/06/2036 | 549,000 | 540,084 | |||
| Embraer Netherlands Finance BV | |||||
| 5.400%, 01/09/2038 | 828,000 | 795,708 | |||
| 5.980%, 02/11/2035 | 869,000 | 903,386 | |||
| GE Vernova, Inc. 5.500%, 02/04/2056 (D) | 1,078,000 | 1,045,211 | |||
| General Electric Company | |||||
| 4.300%, 07/29/2030 | 1,642,000 | 1,631,952 | |||
| 4.900%, 01/29/2036 | 1,493,000 | 1,491,292 | |||
| Honeywell Aerospace, Inc. | |||||
| 3.900%, 03/16/2028 (C) | 2,916,000 | 2,892,065 | |||
| 4.000%, 03/16/2029 (C) | 1,750,000 | 1,729,613 | |||
| 4.300%, 03/16/2031 (C) | 2,678,000 | 2,638,180 | |||
| 4.600%, 03/16/2033 (C) | 2,483,000 | 2,446,427 | |||
| 4.950%, 03/16/2036 (C) | 1,741,000 | 1,722,122 | |||
| 5.622%, 03/16/2046 (C)(D) | 596,000 | 594,631 | |||
| 5.732%, 03/16/2056 (C) | 501,000 | 501,194 | |||
| 5.852%, 03/16/2066 (C) | 123,000 | 123,905 | |||
| Howmet Aerospace, Inc. | |||||
| 4.750%, 04/15/2036 | 720,000 | 700,878 | |||
| 4.850%, 10/15/2031 | 726,000 | 730,833 | |||
| John Deere Capital Corp. | |||||
| 4.375%, 04/15/2031 | 790,000 | 783,958 | |||
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Industrials (continued) | |||||
| John Deere Capital Corp. (continued) | |||||
| 4.500%, 01/08/2027 | $ | 1,349,000 | $ | 1,353,168 | |
| 4.650%, 01/07/2028 | 950,000 | 956,540 | |||
| 4.850%, 06/11/2029 | 177,000 | 179,672 | |||
| 5.150%, 09/08/2026 | 998,000 | 1,001,348 | |||
| Norfolk Southern Corp. 5.100%, 05/01/2035 | 938,000 | 944,756 | |||
| Northrop Grumman Corp. | |||||
| 4.650%, 07/15/2030 | 778,000 | 781,286 | |||
| 5.250%, 07/15/2035 (D) | 722,000 | 735,425 | |||
| Novartis Capital Corp. | |||||
| 4.400%, 03/18/2031 | 1,140,000 | 1,134,311 | |||
| 4.600%, 03/18/2033 | 1,603,000 | 1,591,847 | |||
| 4.600%, 11/05/2035 | 788,000 | 771,588 | |||
| 4.900%, 03/18/2036 | 3,245,000 | 3,232,289 | |||
| 5.600%, 03/18/2046 | 337,000 | 341,102 | |||
| 5.700%, 03/18/2056 | 269,000 | 272,868 | |||
| RTX Corp. | |||||
| 6.100%, 03/15/2034 | 1,740,000 | 1,870,348 | |||
| 6.400%, 03/15/2054 (D) | 1,193,000 | 1,303,527 | |||
| Siemens Funding BV | |||||
| 4.350%, 05/26/2028 (C) | 1,757,000 | 1,762,381 | |||
| 4.600%, 05/28/2030 (C) | 1,306,000 | 1,312,026 | |||
| 5.200%, 05/28/2035 (C) | 1,091,000 | 1,114,348 | |||
| 5.800%, 05/28/2055 (C)(D) | 798,000 | 818,296 | |||
| The Boeing Company | |||||
| 5.805%, 05/01/2050 | 946,000 | 936,528 | |||
| 6.858%, 05/01/2054 | 565,000 | 637,415 | |||
| Uber Technologies, Inc. | |||||
| 4.150%, 01/15/2031 | 1,413,000 | 1,382,023 | |||
| 4.800%, 09/15/2034 | 1,381,000 | 1,351,458 | |||
| 4.800%, 09/15/2035 | 942,000 | 917,235 | |||
| 5.350%, 09/15/2054 (D) | 1,243,000 | 1,157,173 | |||
| Union Pacific Corp. 5.600%, 12/01/2054 | 422,000 | 418,017 | |||
| Veralto Corp. 4.850%, 01/15/2032 | 1,154,000 | 1,155,649 | |||
| Verisk Analytics, Inc. | |||||
| 4.450%, 03/15/2031 | 846,000 | 832,092 | |||
| 5.125%, 03/15/2036 | 1,692,000 | 1,658,640 | |||
| 72,238,851 | |||||
| Information technology – 2.1% | |||||
| Apple, Inc. | |||||
| 2.375%, 02/08/2041 | 390,000 | 277,835 | |||
| 2.650%, 05/11/2050 | 753,000 | 466,323 | |||
| 3.950%, 08/08/2052 (D) | 1,026,000 | 803,185 | |||
| Broadcom, Inc. | |||||
| 4.550%, 02/15/2032 | 1,360,000 | 1,346,763 | |||
| 4.600%, 07/15/2030 | 1,768,000 | 1,769,250 | |||
| 4.800%, 10/15/2034 | 1,904,000 | 1,874,383 | |||
| 4.900%, 07/15/2032 | 950,000 | 955,551 | |||
| 4.926%, 05/15/2037 (C) | 766,000 | 744,301 | |||
| 5.050%, 07/12/2029 | 1,956,000 | 1,990,121 | |||
| 5.150%, 11/15/2031 | 1,825,000 | 1,864,332 | |||
| 5.200%, 07/15/2035 | 582,000 | 585,485 | |||
| Foundry JV Holdco LLC | |||||
| 5.500%, 01/25/2031 (C) | 300,000 | 307,374 | |||
| 6.300%, 01/25/2039 (C) | 408,000 | 430,929 | |||
| Intel Corp. | |||||
| 2.800%, 08/12/2041 | 461,000 | 323,559 | |||
| 3.250%, 11/15/2049 | 271,000 | 178,091 | |||
| 4.650%, 06/01/2031 | 1,040,000 | 1,031,987 | |||
| 5.000%, 08/15/2033 | 1,316,000 | 1,311,801 | |||
| 5.300%, 05/15/2036 | 1,208,000 | 1,206,471 | |||
| 5.625%, 02/10/2043 | 307,000 | 298,718 | |||
| 11 |
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Information technology (continued) | |||||
| Intel Corp. (continued) | |||||
| 5.900%, 02/10/2063 | $ | 403,000 | $ | 388,755 | |
| 6.125%, 05/15/2056 | 870,000 | 876,392 | |||
| 6.200%, 05/15/2066 | 676,000 | 679,585 | |||
| Mobility Global, Inc. | |||||
| 5.050%, 06/15/2029 (C) | 691,000 | 694,282 | |||
| 5.450%, 06/15/2031 (C) | 625,000 | 632,123 | |||
| 6.050%, 06/15/2036 (C) | 725,000 | 737,819 | |||
| Oracle Corp. | |||||
| 3.600%, 04/01/2050 | 1,575,000 | 984,455 | |||
| 4.000%, 07/15/2046 | 931,000 | 647,585 | |||
| 4.550%, 02/04/2029 | 763,000 | 755,377 | |||
| 4.800%, 09/26/2032 | 866,000 | 832,149 | |||
| 4.950%, 02/04/2031 | 1,258,000 | 1,237,049 | |||
| 5.200%, 09/26/2035 | 574,000 | 546,671 | |||
| 5.350%, 05/04/2033 | 652,000 | 641,752 | |||
| 5.375%, 09/27/2054 | 700,000 | 561,233 | |||
| 5.550%, 02/06/2053 | 579,000 | 479,015 | |||
| 5.875%, 09/26/2045 (D) | 1,103,000 | 986,452 | |||
| 6.000%, 08/03/2055 | 416,000 | 364,761 | |||
| 6.700%, 02/04/2056 | 429,000 | 413,175 | |||
| 6.850%, 02/04/2066 | 478,000 | 457,873 | |||
| Synopsys, Inc. | |||||
| 4.650%, 04/01/2028 | 818,000 | 820,994 | |||
| 4.850%, 04/01/2030 | 1,170,000 | 1,176,626 | |||
| 5.000%, 04/01/2032 | 936,000 | 941,807 | |||
| 5.150%, 04/01/2035 (D) | 824,000 | 822,913 | |||
| 5.700%, 04/01/2055 (D) | 658,000 | 641,502 | |||
| 35,086,804 | |||||
| Materials – 0.8% | |||||
| Anglo American Capital PLC | |||||
| 4.625%, 03/19/2031 (C) | 1,162,000 | 1,150,336 | |||
| 5.000%, 03/21/2033 (C) | 1,162,000 | 1,155,248 | |||
| 5.250%, 03/19/2036 (C) | 1,162,000 | 1,150,191 | |||
| ArcelorMittal SA 5.375%, 05/19/2036 | 2,006,000 | 1,995,140 | |||
| Eastman Chemical Company 4.500%, 02/20/2031 | 1,410,000 | 1,384,434 | |||
| Ecolab, Inc. | |||||
| 5.150%, 06/15/2033 | 1,451,000 | 1,473,187 | |||
| 5.350%, 06/15/2036 | 1,327,000 | 1,349,249 | |||
| Glencore Funding LLC | |||||
| 4.900%, 07/01/2031 (C) | 1,552,000 | 1,552,831 | |||
| 5.200%, 07/01/2033 (C)(D) | 1,439,000 | 1,444,553 | |||
| 5.508%, 04/01/2036 (C) | 1,055,000 | 1,065,756 | |||
| 13,720,925 | |||||
| Real estate – 1.1% | |||||
| Agree LP | |||||
| 2.600%, 06/15/2033 | 229,000 | 195,077 | |||
| 4.800%, 10/01/2032 | 503,000 | 499,033 | |||
| 5.600%, 06/15/2035 | 819,000 | 841,708 | |||
| American Homes 4 Rent LP | |||||
| 3.625%, 04/15/2032 (D) | 923,000 | 859,078 | |||
| 4.300%, 04/15/2052 | 414,000 | 322,723 | |||
| 4.950%, 06/15/2030 (D) | 705,000 | 708,164 | |||
| 5.250%, 03/15/2035 | 237,000 | 235,999 | |||
| 5.500%, 07/15/2034 | 557,000 | 563,533 | |||
| Brixmor Operating Partnership LP | |||||
| 2.500%, 08/16/2031 (D) | 883,000 | 788,588 | |||
| 4.850%, 02/15/2033 | 387,000 | 380,972 | |||
| 5.375%, 06/15/2036 | 1,141,000 | 1,138,354 | |||
| CBRE Services, Inc. 4.900%, 01/15/2033 | 812,000 | 800,980 | |||
| Essex Portfolio LP 2.550%, 06/15/2031 | 476,000 | 427,877 | |||
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Real estate (continued) | |||||
| FIBRA Prologis | |||||
| 5.500%, 11/26/2035 (C) | $ | 872,000 | $ | 849,459 | |
| 5.625%, 01/14/2038 (C) | 884,000 | 851,849 | |||
| Invitation Homes Operating Partnership LP 2.000%, 08/15/2031 | 160,000 | 137,810 | |||
| Kimco Realty OP LLC | |||||
| 4.850%, 03/01/2035 | 735,000 | 723,117 | |||
| 5.300%, 02/01/2036 (D) | 844,000 | 855,971 | |||
| Realty Income Corp. | |||||
| 2.850%, 12/15/2032 | 668,000 | 592,818 | |||
| 4.750%, 04/15/2033 | 1,449,000 | 1,430,904 | |||
| Regency Centers LP | |||||
| 2.950%, 09/15/2029 | 1,265,000 | 1,205,873 | |||
| 4.500%, 03/15/2033 | 564,000 | 550,294 | |||
| 5.000%, 07/15/2032 | 799,000 | 807,004 | |||
| 5.250%, 01/15/2034 | 1,084,000 | 1,098,725 | |||
| Store Capital LLC | |||||
| 2.700%, 12/01/2031 | 321,000 | 282,392 | |||
| 2.750%, 11/18/2030 | 649,000 | 585,507 | |||
| 4.950%, 02/11/2031 | 847,000 | 846,616 | |||
| 18,580,425 | |||||
| Utilities – 3.0% | |||||
| AEP Transmission Company LLC 5.250%, 06/01/2036 | 866,000 | 871,864 | |||
| American Transmission Systems, Inc. 2.650%, 01/15/2032 (C) | 333,000 | 297,641 | |||
| Appalachian Power Recovery Funding LLC 4.961%, 10/01/2035 | 867,000 | 870,819 | |||
| Arizona Public Service Company | |||||
| 5.100%, 03/15/2036 | 1,558,000 | 1,538,136 | |||
| 5.900%, 08/15/2055 (D) | 932,000 | 934,048 | |||
| Baltimore Gas & Electric Company | |||||
| 2.250%, 06/15/2031 | 715,000 | 639,229 | |||
| 5.450%, 06/01/2035 | 454,000 | 463,238 | |||
| CenterPoint Energy Houston Electric LLC | |||||
| 3.600%, 03/01/2052 | 528,000 | 380,029 | |||
| 4.850%, 04/01/2036 | 1,002,000 | 984,476 | |||
| 4.950%, 08/15/2035 | 1,125,000 | 1,115,318 | |||
| Chile Electricity Lux MPC II Sarl | |||||
| 5.580%, 10/20/2035 (C)(D) | 757,566 | 769,536 | |||
| 5.672%, 10/20/2035 (C) | 1,154,366 | 1,176,045 | |||
| Commonwealth Edison Company 5.850%, 06/01/2056 | 241,000 | 242,409 | |||
| Consolidated Edison Company of New York, Inc. | |||||
| 3.200%, 12/01/2051 | 161,000 | 106,955 | |||
| 3.700%, 11/15/2059 | 274,000 | 190,040 | |||
| Consumers Energy Company | |||||
| 4.500%, 01/15/2031 | 1,404,000 | 1,399,024 | |||
| 5.050%, 05/15/2035 | 1,038,000 | 1,043,911 | |||
| 5.125%, 05/01/2036 | 1,450,000 | 1,450,692 | |||
| DTE Electric Company | |||||
| 2.950%, 03/01/2050 | 835,000 | 542,326 | |||
| 3.650%, 03/01/2052 | 383,000 | 278,139 | |||
| Duke Energy Carolinas LLC | |||||
| 2.550%, 04/15/2031 | 326,000 | 297,240 | |||
| 2.850%, 03/15/2032 | 888,000 | 808,388 | |||
| 3.550%, 03/15/2052 | 647,000 | 460,377 | |||
| Duke Energy Corp. 3.500%, 06/15/2051 | 443,000 | 302,044 | |||
| Duke Energy Florida LLC 2.400%, 12/15/2031 | 713,000 | 636,813 | |||
| Duke Energy Progress LLC | |||||
| 2.500%, 08/15/2050 | 722,000 | 418,155 | |||
| 12 |
| Shares or Principal Amount | Value | ||||
| CORPORATE BONDS (continued) | |||||
| Utilities (continued) | |||||
| Duke Energy Progress LLC (continued) | |||||
| 3.700%, 10/15/2046 | $ | 163,000 | $ | 122,967 | |
| Entergy Arkansas LLC | |||||
| 2.650%, 06/15/2051 | 644,000 | 379,226 | |||
| 5.150%, 01/15/2033 | 1,073,000 | 1,091,878 | |||
| Entergy Mississippi LLC 5.800%, 04/15/2055 | 700,000 | 697,425 | |||
| FirstEnergy Pennsylvania Electric Company | |||||
| 3.250%, 03/15/2028 (C) | 697,000 | 681,544 | |||
| 4.300%, 01/15/2029 (C) | 841,000 | 835,426 | |||
| 4.550%, 03/15/2031 (C) | 1,553,000 | 1,539,526 | |||
| 5.200%, 04/01/2028 (C) | 550,000 | 556,261 | |||
| Hydro One, Inc. 4.750%, 05/30/2031 | 2,608,000 | 2,617,777 | |||
| Jersey Central Power & Light Company | |||||
| 2.750%, 03/01/2032 (C) | 786,000 | 705,050 | |||
| 4.150%, 01/15/2029 (C) | 759,000 | 749,994 | |||
| 4.400%, 01/15/2031 (C) | 1,265,000 | 1,246,575 | |||
| 5.100%, 01/15/2035 (D) | 637,000 | 635,772 | |||
| MidAmerican Energy Company | |||||
| 2.700%, 08/01/2052 | 620,000 | 374,899 | |||
| 5.500%, 11/15/2056 | 608,000 | 587,049 | |||
| Mississippi Power Company | |||||
| 3.100%, 07/30/2051 | 858,000 | 561,653 | |||
| 4.250%, 03/15/2042 | 364,000 | 307,103 | |||
| Northern States Power Company | |||||
| 5.400%, 03/15/2054 | 433,000 | 414,691 | |||
| 5.650%, 06/15/2054 | 469,000 | 464,495 | |||
| Ohio Edison Company 4.950%, 12/15/2029 (C)(D) | 704,000 | 711,952 | |||
| Oncor Electric Delivery Company LLC | |||||
| 4.500%, 03/15/2031 (C)(D) | 1,816,000 | 1,801,929 | |||
| 5.800%, 04/01/2055 | 767,000 | 770,455 | |||
| 5.900%, 03/15/2056 (C) | 1,018,000 | 1,029,739 | |||
| Pacific Gas & Electric Company | |||||
| 3.500%, 08/01/2050 | 271,000 | 181,158 | |||
| 3.950%, 12/01/2047 | 1,685,000 | 1,241,721 | |||
| 4.200%, 06/01/2041 | 416,000 | 341,513 | |||
| 4.950%, 07/01/2050 | 2,841,000 | 2,382,570 | |||
| 5.050%, 10/15/2032 (D) | 1,184,000 | 1,177,852 | |||
| PECO Energy Company 2.850%, 09/15/2051 | 863,000 | 534,288 | |||
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara | |||||
| 4.750%, 02/03/2031 (C) | 1,466,000 | 1,438,373 | |||
| 5.450%, 02/03/2036 (C) | 584,000 | 568,597 | |||
| Public Service Company of Oklahoma 3.150%, 08/15/2051 | 484,000 | 312,058 | |||
| Public Service Electric & Gas Company | |||||
| 1.900%, 08/15/2031 | 1,229,000 | 1,076,725 | |||
| 2.050%, 08/01/2050 | 200,000 | 105,932 | |||
| 2.700%, 05/01/2050 | 335,000 | 207,934 | |||
| Southern California Edison Company 4.125%, 03/01/2048 | 82,000 | 61,694 | |||
| Trans-Allegheny Interstate Line Company 5.000%, 01/15/2031 (C) | 1,020,000 | 1,029,926 | |||
| Virginia Electric & Power Company | |||||
| 2.950%, 11/15/2051 | 715,000 | 448,708 | |||
| 4.950%, 03/15/2036 | 2,232,000 | 2,193,931 | |||
| Wisconsin Electric Power Company 4.150%, 10/15/2030 | 1,018,000 | 1,002,247 | |||
| 51,405,505 | |||||
| TOTAL CORPORATE BONDS (Cost $486,200,522) | $ | 480,289,340 | |||
| Shares or Principal Amount | Value | ||||
| MUNICIPAL BONDS – 0.1% | |||||
| Board of Regents of the University of Texas System 2.439%, 08/15/2049 | $ | 520,000 | $ | 315,058 | |
| County of Clark Department of Aviation (Nevada) 6.820%, 07/01/2045 | 360,000 | 394,552 | |||
| North Texas Tollway Authority 6.718%, 01/01/2049 | 459,000 | 495,222 | |||
| Ohio State University 4.800%, 06/01/2111 | 258,000 | 209,852 | |||
| Port Authority of New York & New Jersey 4.458%, 10/01/2062 | 1,010,000 | 835,459 | |||
| TOTAL MUNICIPAL BONDS (Cost $2,667,240) | $ | 2,250,143 | |||
| COLLATERALIZED MORTGAGE OBLIGATIONS – 10.5% | |||||
| Commercial and residential – 1.5% | |||||
| Angel Oak Mortgage Trust LLC Series 2021-6, Class A1 1.458%, 09/25/2066 (C)(E) | 614,683 | 515,619 | |||
| BANK Series 2022-BNK44, Class A5 5.743%, 11/15/2055 (E) | 687,000 | 713,205 | |||
| BANK5 | |||||
| Series 2026-5YR21, Class A3, 5.525%, 04/15/2059 | 759,000 | 779,800 | |||
| Series 2026-5YR22, Class A3, 5.713%, 06/15/2059 (B) | 2,467,000 | 2,551,707 | |||
| BBCMS Mortgage Trust | |||||
| Series 2018-C2, Class ASB, 4.236%, 12/15/2051 | 162,533 | 161,917 | |||
| Series 2021-C12, Class A5, 2.689%, 11/15/2054 | 423,000 | 375,229 | |||
| Series 2022-C17, Class A5, 4.441%, 09/15/2055 | 538,000 | 520,551 | |||
| Series 2025-5C33, Class A4, 5.839%, 03/15/2058 | 1,064,000 | 1,099,201 | |||
| Series 2025-5C37, Class A3, 5.015%, 09/15/2058 | 266,000 | 268,108 | |||
| Benchmark Mortgage Trust | |||||
| Series 2021-B25, Class A4, 2.268%, 04/15/2054 | 573,000 | 522,663 | |||
| Series 2026-B43, Class A5, 5.506%, 04/15/2063 | 657,000 | 676,889 | |||
| Series 2026-V21, Class A3, 5.127%, 03/15/2059 | 1,089,000 | 1,101,947 | |||
| Series 2026-V22, Class A3, 5.468%, 05/15/2059 | 1,627,000 | 1,667,499 | |||
| Bunker Hill Loan Depositary Trust Series 2019-2, Class A1 2.879%, 07/25/2049 (C) | 169,864 | 167,110 | |||
| BX Trust | |||||
| Series 2025-VLT7, Class A (1 month CME Term SOFR + 1.700%), 5.327%, 07/15/2044 (A)(C) | 1,012,000 | 1,012,949 | |||
| Series 2025-VOLT, Class A (1 month CME Term SOFR + 1.700%), 5.327%, 12/15/2044 (A)(C) | 1,862,000 | 1,863,164 | |||
| COLT Mortgage Loan Trust | |||||
| Series 2021-2, Class A1, 0.924%, 08/25/2066 (C)(E) | 762,801 | 648,409 | |||
| Series 2021-4, Class A1, 1.397%, 10/25/2066 (C)(E) | 851,347 | 723,584 | |||
| CSAIL Commercial Mortgage Trust Series 2019-C16, Class ASB 3.142%, 06/15/2052 | 479,307 | 471,416 | |||
| 13 |
| Shares or Principal Amount | Value | ||||
| COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
| Commercial and residential (continued) | |||||
| GS Mortgage Securities Trust Series 2020-GSA2, Class A4 1.721%, 12/12/2053 | $ | 1,786,000 | $ | 1,596,265 | |
| JPMorgan Chase Commercial Mortgage Securities Trust Series 2016-JP4, Class A3 3.393%, 12/15/2049 | 213,468 | 212,704 | |||
| MFA Trust Series 2021-NQM2, Class A1 1.029%, 11/25/2064 (C)(E) | 296,518 | 262,609 | |||
| Morgan Stanley Capital I Trust Series 2020-HR8, Class A3 1.790%, 07/15/2053 | 656,686 | 593,332 | |||
| Starwood Mortgage Residential Trust | |||||
| Series 2020-INV1, Class A1, 1.027%, 11/25/2055 (C)(E) | 142,667 | 138,407 | |||
| Series 2021-4, Class A1, 1.162%, 08/25/2056 (C)(E) | 670,114 | 596,713 | |||
| SWCH Commercial Mortgage Trust Series 2025-DATA, Class A (1 month CME Term SOFR + 1.443%) 5.070%, 02/15/2042 (A)(C) | 1,577,000 | 1,567,144 | |||
| Verus Securitization Trust | |||||
| Series 2021-1, Class A1, 0.815%, 01/25/2066 (C)(E) | 479,391 | 436,033 | |||
| Series 2021-3, Class A1, 1.046%, 06/25/2066 (C)(E) | 497,870 | 438,901 | |||
| Series 2021-4, Class A1, 0.938%, 07/25/2066 (C)(E) | 665,054 | 564,751 | |||
| Series 2021-5, Class A1, 1.013%, 09/25/2066 (C)(E) | 1,724,667 | 1,482,392 | |||
| Series 2021-7, Class A1, 2.829%, 10/25/2066 (C) | 723,884 | 660,426 | |||
| Series 2021-8, Class A1, 2.824%, 11/25/2066 (C)(E) | 719,937 | 657,081 | |||
| Series 2021-R1, Class A1, 0.820%, 10/25/2063 (C)(E) | 155,224 | 150,842 | |||
| Series 2021-R3, Class A1, 1.020%, 04/25/2064 (C)(E) | 177,885 | 171,572 | |||
| 25,370,139 | |||||
| U.S. Government Agency – 9.0% | |||||
| Federal Home Loan Mortgage Corp. | |||||
| Series 264, Class 30, 3.000%, 07/15/2042 | 1,158,408 | 1,053,377 | |||
| Series 326, Class F2 (30 day Average SOFR + 0.664%), 4.307%, 03/15/2044 (A) | 581,712 | 580,714 | |||
| Series 3693, Class FC (30 day Average SOFR + 0.614%), 4.257%, 07/15/2040 (A) | 378,845 | 376,114 | |||
| Series 3919, Class FA (30 day Average SOFR + 0.614%), 4.257%, 09/15/2041 (A) | 370,289 | 367,434 | |||
| Series 3958, Class AF (30 day Average SOFR + 0.564%), 4.207%, 11/15/2041 (A) | 335,202 | 332,058 | |||
| Series 3975, Class FA (30 day Average SOFR + 0.604%), 4.247%, 12/15/2041 (A) | 309,510 | 307,169 | |||
| Series 3990, Class FG (30 day Average SOFR + 0.564%), 4.207%, 01/15/2042 (A) | 381,920 | 378,423 | |||
| Shares or Principal Amount | Value | ||||
| COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Federal Home Loan Mortgage Corp. (continued) | |||||
| Series 4059, Class FP (30 day Average SOFR + 0.564%), 4.207%, 06/15/2042 (A) | $ | 461,788 | $ | 456,968 | |
| Series 4091, Class BX, 3.250%, 10/15/2041 | 761,677 | 713,563 | |||
| Series 4091, Class EX, 3.375%, 07/15/2042 | 475,751 | 444,227 | |||
| Series 4091, Class FN (30 day Average SOFR + 0.514%), 4.157%, 08/15/2042 (A) | 449,102 | 442,893 | |||
| Series 4091, Class MX, 3.250%, 02/15/2042 | 569,021 | 528,992 | |||
| Series 4117, Class HB, 2.500%, 10/15/2042 | 529,658 | 472,993 | |||
| Series 4160, Class HP, 2.500%, 01/15/2033 | 402,593 | 384,887 | |||
| Series 4184, Class FN (30 day Average SOFR + 0.464%), 4.107%, 03/15/2043 (A) | 263,868 | 259,849 | |||
| Series 4240, Class FA (30 day Average SOFR + 0.614%), 4.257%, 08/15/2043 (A) | 1,297,074 | 1,280,226 | |||
| Series 4281, Class FA (30 day Average SOFR + 0.514%), 4.157%, 12/15/2043 (A) | 201,902 | 199,942 | |||
| Series 4290, Class LF (30 day Average SOFR + 0.514%), 4.157%, 07/15/2035 (A) | 402,636 | 399,374 | |||
| Series 4303, Class FA (30 day Average SOFR + 0.464%), 4.107%, 02/15/2044 (A) | 371,696 | 366,449 | |||
| Series 4427, Class CE, 3.000%, 02/15/2034 | 66,017 | 65,570 | |||
| Series 4446, Class CP, 2.250%, 03/15/2045 | 611,845 | 545,921 | |||
| Series 4582, Class HA, 3.000%, 09/15/2045 | 2,353,346 | 2,205,481 | |||
| Series 4587, Class AF (30 day Average SOFR + 0.464%), 4.107%, 06/15/2046 (A) | 603,162 | 598,215 | |||
| Series 4604, Class FB (30 day Average SOFR + 0.514%), 4.157%, 08/15/2046 (A) | 1,243,862 | 1,229,528 | |||
| Series 4611, Class BF (30 day Average SOFR + 0.514%), 4.157%, 06/15/2041 (A) | 4,721,991 | 4,670,160 | |||
| Series 4620, Class LF (30 day Average SOFR + 0.514%), 4.157%, 10/15/2046 (A) | 665,081 | 658,931 | |||
| Series 4709, Class FA (30 day Average SOFR + 0.414%), 4.057%, 08/15/2047 (A) | 493,266 | 486,255 | |||
| Series 4719, Class LA, 3.500%, 09/15/2047 | 715,468 | 663,739 | |||
| Series 4719, Class LM, 3.000%, 09/15/2047 | 516,271 | 464,073 | |||
| Series 4742, Class PA, 3.000%, 10/15/2047 | 837,987 | 761,714 | |||
| Series 4753, Class BD, 3.000%, 01/15/2048 | 595,526 | 530,286 | |||
| 14 |
| Shares or Principal Amount | Value | ||||
| COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Federal Home Loan Mortgage Corp. (continued) | |||||
| Series 4826, Class KF (30 day Average SOFR + 0.414%), 4.057%, 09/15/2048 (A) | $ | 442,187 | $ | 431,799 | |
| Series 4854, Class FB (30 day Average SOFR + 0.414%), 4.057%, 01/15/2049 (A) | 1,235,545 | 1,218,892 | |||
| Series 4857, Class JA, 3.350%, 01/15/2049 | 1,978,064 | 1,891,388 | |||
| Series 4880, Class DA, 3.000%, 05/15/2050 | 1,306,562 | 1,199,431 | |||
| Series 4903, Class NF (30 day Average SOFR + 0.514%), 4.127%, 08/25/2049 (A) | 419,407 | 412,103 | |||
| Series 4927, Class BG, 3.000%, 11/25/2049 | 938,757 | 860,154 | |||
| Series 4937, Class MD, 2.500%, 10/25/2049 | 932,489 | 821,237 | |||
| Series 4940, Class AG, 3.000%, 05/15/2040 | 556,901 | 526,832 | |||
| Series 4944, Class AC, 2.400%, 05/15/2044 | 1,464,482 | 1,303,056 | |||
| Series 4951, Class EA, 2.500%, 09/15/2044 | 547,758 | 484,634 | |||
| Series 4954, Class LB, 2.500%, 02/25/2050 | 418,601 | 365,513 | |||
| Series 4957, Class MY, 3.000%, 02/25/2050 | 712,000 | 595,062 | |||
| Series 4988, Class KF (30 day Average SOFR + 0.464%), 4.077%, 07/25/2050 (A) | 685,528 | 677,423 | |||
| Series 5020, Class ET, 3.500%, 10/25/2050 | 854,713 | 782,159 | |||
| Series 5058, Class BC, 5.000%, 11/25/2050 | 607,389 | 594,350 | |||
| Series 5091, Class AB, 1.500%, 03/25/2051 | 1,672,202 | 1,354,451 | |||
| Series 5092, Class HE, 2.000%, 02/25/2051 | 986,038 | 825,174 | |||
| Series 5114, Class AD, 1.500%, 08/25/2047 | 3,568,006 | 3,069,976 | |||
| Series 5118, Class CA, 1.500%, 10/15/2033 | 913,389 | 845,103 | |||
| Series 5202, Class KA, 2.500%, 06/25/2049 | 883,873 | 789,992 | |||
| Series 5202, Class TA, 2.500%, 12/25/2048 | 1,596,889 | 1,455,074 | |||
| Series 5207, Class PA, 3.000%, 06/25/2051 | 1,308,225 | 1,168,282 | |||
| Series 5228, Class TN, 3.500%, 07/25/2039 | 611,047 | 584,919 | |||
| Series 5335, Class FB (30 day Average SOFR + 0.814%), 4.457%, 10/15/2039 (A) | 1,628,715 | 1,632,927 | |||
| Series 5396, Class HF (30 day Average SOFR + 0.950%), 4.562%, 04/25/2054 (A) | 2,116,028 | 2,121,268 | |||
| Series 5410, Class JY, 3.000%, 03/15/2044 | 1,107,000 | 949,557 | |||
| Series 5451, Class FD (30 day Average SOFR + 0.514%), 4.157%, 01/15/2044 (A) | 739,004 | 728,809 | |||
| Shares or Principal Amount | Value | ||||
| COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Federal Home Loan Mortgage Corp. (continued) | |||||
| Series 5452, Class KY, 3.000%, 03/15/2044 | $ | 1,168,000 | $ | 1,011,897 | |
| Series 5529, Class HA, 3.000%, 03/15/2043 | 587,692 | 555,076 | |||
| Federal National Mortgage Association | |||||
| Series 1998-61, Class PL, 6.000%, 11/25/2028 | 29,811 | 30,206 | |||
| Series 2010-107, Class FB (30 day Average SOFR + 0.524%), 4.137%, 09/25/2040 (A) | 341,138 | 338,070 | |||
| Series 2011-111, Class DB, 4.000%, 11/25/2041 | 742,192 | 713,990 | |||
| Series 2011-117, Class AF (30 day Average SOFR + 0.564%), 4.177%, 11/25/2041 (A) | 304,776 | 301,866 | |||
| Series 2011-117, Class FA (30 day Average SOFR + 0.564%), 4.177%, 11/25/2041 (A) | 718,552 | 711,864 | |||
| Series 2011-127, Class FC (30 day Average SOFR + 0.564%), 4.177%, 12/25/2041 (A) | 331,202 | 327,766 | |||
| Series 2011-142, Class EF (30 day Average SOFR + 0.614%), 4.227%, 01/25/2042 (A) | 379,028 | 376,064 | |||
| Series 2011-55, Class FH (30 day Average SOFR + 0.554%), 4.167%, 06/25/2041 (A) | 255,141 | 253,041 | |||
| Series 2012-12, Class FA (30 day Average SOFR + 0.614%), 4.227%, 02/25/2042 (A) | 329,349 | 326,666 | |||
| Series 2012-47, Class JF (30 day Average SOFR + 0.614%), 4.227%, 05/25/2042 (A) | 444,762 | 441,083 | |||
| Series 2013-11, Class AP, 1.500%, 01/25/2043 | 1,507,272 | 1,379,436 | |||
| Series 2014-25, Class EL, 3.000%, 05/25/2044 | 686,519 | 623,643 | |||
| Series 2014-74, Class FC (30 day Average SOFR + 0.514%), 4.127%, 11/25/2044 (A) | 369,497 | 363,834 | |||
| Series 2015-32, Class FA (30 day Average SOFR + 0.414%), 4.027%, 05/25/2045 (A) | 635,442 | 620,308 | |||
| Series 2015-48, Class FB (30 day Average SOFR + 0.414%), 4.027%, 07/25/2045 (A) | 745,963 | 728,643 | |||
| Series 2015-72, Class GL, 3.000%, 10/25/2045 | 562,000 | 491,294 | |||
| Series 2015-8, Class AP, 2.000%, 03/25/2045 | 1,187,648 | 1,061,864 | |||
| Series 2015-84, Class PA, 1.700%, 08/25/2033 | 748,561 | 704,963 | |||
| Series 2016-11, Class CF (30 day Average SOFR + 0.464%), 4.077%, 03/25/2046 (A) | 337,799 | 333,524 | |||
| Series 2016-19, Class FD (30 day Average SOFR + 0.514%), 4.127%, 04/25/2046 (A) | 2,038,758 | 2,020,746 | |||
| Series 2016-22, Class FA (30 day Average SOFR + 0.514%), 4.127%, 04/25/2046 (A) | 909,194 | 898,451 | |||
| 15 |
| Shares or Principal Amount | Value | ||||
| COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Federal National Mortgage Association (continued) | |||||
| Series 2016-22, Class FG (30 day Average SOFR + 0.514%), 4.127%, 04/25/2046 (A) | $ | 791,817 | $ | 782,301 | |
| Series 2016-48, Class MA, 2.000%, 06/25/2038 | 1,737,682 | 1,622,035 | |||
| Series 2016-57, Class PC, 1.750%, 06/25/2046 | 4,250,719 | 3,608,887 | |||
| Series 2016-64, Class BC, 1.750%, 09/25/2046 | 776,922 | 725,507 | |||
| Series 2016-64, Class PE, 2.500%, 09/25/2046 | 595,000 | 457,136 | |||
| Series 2016-69, Class BF (30 day Average SOFR + 0.514%), 4.127%, 10/25/2046 (A) | 719,655 | 712,926 | |||
| Series 2016-75, Class FE (30 day Average SOFR + 0.514%), 4.127%, 10/25/2046 (A) | 538,362 | 533,521 | |||
| Series 2016-78, Class FA (30 day Average SOFR + 0.514%), 4.127%, 03/25/2044 (A) | 331,208 | 327,335 | |||
| Series 2016-79, Class FH (30 day Average SOFR + 0.514%), 4.127%, 11/25/2046 (A) | 542,411 | 537,580 | |||
| Series 2016-82, Class FE (30 day Average SOFR + 0.514%), 4.127%, 11/25/2046 (A) | 1,191,058 | 1,181,018 | |||
| Series 2016-82, Class FH (30 day Average SOFR + 0.514%), 4.127%, 11/25/2046 (A) | 1,116,221 | 1,103,620 | |||
| Series 2016-84, Class FB (30 day Average SOFR + 0.514%), 4.127%, 11/25/2046 (A) | 537,511 | 531,233 | |||
| Series 2016-86, Class FE (30 day Average SOFR + 0.514%), 4.127%, 11/25/2046 (A) | 1,392,553 | 1,375,986 | |||
| Series 2016-91, Class AF (30 day Average SOFR + 0.514%), 4.127%, 12/25/2046 (A) | 476,466 | 472,609 | |||
| Series 2017-11, Class FA (30 day Average SOFR + 0.514%), 4.127%, 03/25/2047 (A) | 204,352 | 202,377 | |||
| Series 2017-113, Class FB (30 day Average SOFR + 0.364%), 3.977%, 01/25/2048 (A) | 207,901 | 205,091 | |||
| Series 2017-12, Class FD (30 day Average SOFR + 0.514%), 4.127%, 03/25/2047 (A) | 537,105 | 531,756 | |||
| Series 2017-13, Class PA, 3.000%, 08/25/2046 | 536,122 | 498,969 | |||
| Series 2017-23, Class FA (30 day Average SOFR + 0.514%), 4.127%, 04/25/2047 (A) | 618,977 | 612,286 | |||
| Series 2017-24, Class PG, 2.625%, 04/25/2047 | 2,236,521 | 1,954,739 | |||
| Series 2017-26, Class FA (30 day Average SOFR + 0.464%), 4.077%, 04/25/2047 (A) | 1,339,157 | 1,325,467 | |||
| Series 2017-35, Class MC, 2.625%, 12/25/2044 | 386,587 | 375,834 | |||
| Series 2017-82, Class FE (30 day Average SOFR + 0.364%), 3.977%, 10/25/2047 (A) | 453,503 | 449,378 | |||
| Shares or Principal Amount | Value | ||||
| COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Federal National Mortgage Association (continued) | |||||
| Series 2017-9, Class BF (30 day Average SOFR + 0.514%), 4.127%, 03/25/2047 (A) | $ | 667,812 | $ | 661,723 | |
| Series 2017-9, Class DF (30 day Average SOFR + 0.514%), 4.127%, 03/25/2047 (A) | 476,754 | 472,405 | |||
| Series 2017-9, Class EF (30 day Average SOFR + 0.514%), 4.127%, 03/25/2047 (A) | 243,956 | 241,792 | |||
| Series 2017-96, Class FB (30 day Average SOFR + 0.414%), 4.027%, 12/25/2047 (A) | 853,451 | 840,676 | |||
| Series 2018-1, Class FA (30 day Average SOFR + 0.364%), 3.977%, 02/25/2048 (A) | 268,071 | 264,311 | |||
| Series 2018-14, Class KC, 3.000%, 03/25/2048 | 741,302 | 703,208 | |||
| Series 2018-36, Class FD (30 day Average SOFR + 0.364%), 3.977%, 06/25/2048 (A) | 1,105,266 | 1,092,482 | |||
| Series 2018-38, Class MA, 3.300%, 06/25/2048 | 1,021,261 | 971,116 | |||
| Series 2018-45, Class TM, 3.000%, 06/25/2048 | 807,348 | 722,138 | |||
| Series 2018-55, Class GA, 3.375%, 08/25/2048 | 754,874 | 719,788 | |||
| Series 2018-64, Class A, 3.000%, 09/25/2048 | 771,418 | 684,782 | |||
| Series 2018-85, Class EA, 3.500%, 12/25/2048 | 518,486 | 499,329 | |||
| Series 2019-25, Class PA, 3.000%, 05/25/2048 | 1,466,781 | 1,361,131 | |||
| Series 2019-43, Class FC (30 day Average SOFR + 0.514%), 4.127%, 08/25/2049 (A) | 753,503 | 739,711 | |||
| Series 2020-34, Class AG, 2.000%, 06/25/2035 | 1,330,127 | 1,261,393 | |||
| Series 2020-48, Class AB, 2.000%, 07/25/2050 | 856,934 | 711,652 | |||
| Series 2020-59, Class NC, 3.000%, 08/25/2040 | 920,896 | 854,475 | |||
| Series 2021-27, Class EC, 1.500%, 05/25/2051 | 3,175,040 | 2,567,820 | |||
| Series 2021-40, Class DW, 2.000%, 06/25/2041 | 202,402 | 179,295 | |||
| Series 2021-78, Class ND, 1.500%, 11/25/2051 | 1,248,468 | 1,011,530 | |||
| Series 2021-95, Class CP, 1.500%, 08/25/2051 | 474,590 | 404,430 | |||
| Series 2022-6, Class CB, 2.125%, 02/25/2052 | 436,000 | 256,964 | |||
| Series 2022-62, Class KA, 3.250%, 09/25/2052 | 604,906 | 563,475 | |||
| Series 2023-37, Class FH (30 day Average SOFR + 0.514%), 4.127%, 01/25/2050 (A) | 1,708,299 | 1,680,132 | |||
| Series 2023-38, Class FC (30 day Average SOFR + 0.664%), 4.277%, 06/25/2040 (A) | 1,250,572 | 1,245,385 | |||
| Series 2023-38, Class FD (30 day Average SOFR + 0.864%), 4.510%, 10/25/2039 (A) | 378,911 | 377,427 | |||
| 16 |
| Shares or Principal Amount | Value | ||||
| COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Federal National Mortgage Association (continued) | |||||
| Series 2025-67, Class BY, 2.500%, 01/25/2057 | $ | 768,000 | $ | 522,754 | |
| Series 2025-95, Class FC (30 day Average SOFR + 0.700%), 4.312%, 09/25/2052 (A) | 2,444,204 | 2,445,765 | |||
| Series 2025-98, Class PK, 4.500%, 08/25/2054 | 8,865,478 | 8,725,418 | |||
| Government National Mortgage Association | |||||
| Series 2010-163, Class NC, 4.000%, 12/20/2040 | 749,598 | 737,858 | |||
| Series 2013-152, Class HA, 2.500%, 06/20/2043 | 900,238 | 830,023 | |||
| Series 2014-133, Class BP, 2.250%, 09/20/2044 | 686,705 | 614,069 | |||
| Series 2014-181, Class L, 3.000%, 12/20/2044 | 645,295 | 581,034 | |||
| Series 2015-144, Class CA, 2.500%, 10/20/2045 | 989,482 | 867,349 | |||
| Series 2016-136, Class A, 3.000%, 07/20/2044 | 615,351 | 555,499 | |||
| Series 2016-93, Class AB, 1.750%, 07/20/2044 | 1,347,147 | 1,132,350 | |||
| Series 2016-99, Class TL, 2.000%, 04/16/2044 | 1,630,678 | 1,365,282 | |||
| Series 2017-139, Class GA, 3.000%, 09/20/2047 | 2,259,517 | 2,031,883 | |||
| Series 2018-65, Class DC, 3.500%, 05/20/2048 | 924,077 | 850,101 | |||
| Series 2019-158, Class PG, 2.250%, 12/20/2049 | 602,686 | 505,868 | |||
| Series 2019-158, Class PK, 1.750%, 12/20/2049 | 753,433 | 613,844 | |||
| Series 2019-158, Class PL, 1.500%, 12/20/2049 | 1,401,587 | 1,123,045 | |||
| Series 2019-78, Class PT, 2.500%, 08/20/2044 | 567,944 | 507,870 | |||
| Series 2019-96, Class DE, 2.350%, 08/20/2049 | 443,367 | 377,277 | |||
| Series 2020-112, Class AB, 1.500%, 08/20/2050 | 1,187,713 | 949,261 | |||
| Series 2020-17, Class AP, 2.250%, 01/20/2050 | 552,458 | 474,370 | |||
| Series 2020-17, Class PD, 2.250%, 01/20/2050 | 580,418 | 492,664 | |||
| Series 2020-21, Class GV, 2.250%, 10/20/2049 | 510,102 | 442,711 | |||
| Series 2020-31, Class E, 2.000%, 09/20/2049 | 1,341,553 | 1,152,195 | |||
| Series 2020-63, Class UD, 1.750%, 04/20/2050 | 609,385 | 497,217 | |||
| Series 2020-95, Class A, 1.625%, 07/20/2050 | 2,040,084 | 1,648,350 | |||
| Series 2021-27, Class BD, 5.000%, 02/20/2051 | 732,456 | 718,641 | |||
| Series 2021-27, Class CW, 5.000%, 02/20/2051 (E) | 1,038,446 | 1,018,943 | |||
| Series 2021-27, Class Q, 5.000%, 02/20/2051 | 733,173 | 719,099 | |||
| Series 2021-89, Class LK, 2.000%, 05/20/2051 | 1,754,330 | 1,436,086 | |||
| Shares or Principal Amount | Value | ||||
| COLLATERALIZED MORTGAGE OBLIGATIONS (continued) | |||||
| U.S. Government Agency (continued) | |||||
| Government National Mortgage Association (continued) | |||||
| Series 2022-153, Class KA, 4.000%, 12/20/2049 | $ | 860,515 | $ | 839,567 | |
| Series 2022-197, Class LF (30 day Average SOFR + 0.700%), 4.325%, 11/20/2052 (A) | 3,293,789 | 3,283,767 | |||
| Series 2022-34, Class DN, 3.500%, 09/20/2041 | 1,746,440 | 1,658,704 | |||
| Series 2022-46, Class LY, 3.000%, 03/20/2052 | 459,000 | 379,519 | |||
| Series 2022-66, Class CG, 3.500%, 04/20/2052 | 1,948,563 | 1,846,977 | |||
| Series 2022-66, Class Y, 3.500%, 04/20/2052 | 519,000 | 427,833 | |||
| Series 2022-78, Class HW, 2.500%, 04/20/2052 | 783,000 | 621,940 | |||
| Series 2024-110, Class JL, 3.000%, 10/20/2049 | 1,227,000 | 1,054,411 | |||
| Series 2024-45, Class BD, 2.000%, 03/20/2054 | 724,605 | 666,342 | |||
| Series 2025-7, Class EL, 2.500%, 01/20/2055 | 529,000 | 374,520 | |||
| Series 2025-89, Class GT, 3.000%, 05/20/2055 | 1,021,115 | 911,664 | |||
| 151,747,616 | |||||
| TOTAL COLLATERALIZED MORTGAGE OBLIGATIONS (Cost $180,720,487) | $ | 177,117,755 | |||
| ASSET-BACKED SECURITIES – 6.3% | |||||
| Ally Auto Receivables Trust Series 2022-3, Class A4 5.070%, 10/16/2028 | 378,109 | 378,266 | |||
| AmeriCredit Automobile Receivables Trust | |||||
| Series 2023-2, Class A3 5.810%, 05/18/2028 | 475,833 | 477,733 | |||
| Series 2026-1, Class A3 4.150%, 11/18/2032 (C) | 1,771,000 | 1,764,553 | |||
| AutoNation Finance Trust Series 2025-1A, Class A3 4.620%, 11/13/2029 (C) | 1,183,000 | 1,187,043 | |||
| Barings Equipment Finance LLC Series 2026-A, Class A3 4.080%, 07/13/2033 (C) | 688,000 | 681,674 | |||
| CarMax Auto Owner Trust | |||||
| Series 2025-2, Class A3 4.480%, 03/15/2030 | 2,777,000 | 2,787,040 | |||
| Series 2025-3, Class A3 4.350%, 07/15/2030 | 1,506,000 | 1,509,108 | |||
| Series 2025-3, Class A4 4.470%, 01/15/2031 | 1,058,000 | 1,060,786 | |||
| Chase Auto Owner Trust Series 2022-AA, Class A4 3.990%, 03/27/2028 (C) | 409,811 | 409,766 | |||
| College Ave Student Loans LLC | |||||
| Series 2017-A, Class A1 (1 month CME Term SOFR + 1.764%) 5.349%, 11/26/2046 (A)(C) | 218,354 | 220,532 | |||
| Series 2018-A, Class A2 4.130%, 12/26/2047 (C) | 303,294 | 296,951 | |||
| Series 2019-A, Class A2 3.280%, 12/28/2048 (C) | 361,484 | 346,585 | |||
| 17 |
| Shares or Principal Amount | Value | ||||
| ASSET-BACKED SECURITIES (continued) | |||||
| Ford Credit Auto Owner Trust | |||||
| Series 2025-1, Class A (4.860% to 2-15-30, then 9.710% thereafter) 4.860%, 08/15/2037 (C) | $ | 2,013,000 | $ | 2,039,403 | |
| Series 2025-2, Class A (4.370% to 8-15-30, then 8.750% thereafter) 4.370%, 02/15/2038 (C) | 784,000 | 779,743 | |||
| Series 2026-1, Class A (4.320% to 2-15-31, then 8.630% thereafter) 4.320%, 08/15/2038 (C) | 4,224,000 | 4,178,859 | |||
| Ford Credit Floorplan Master Owner Trust | |||||
| Series 2024-3, Class A1 4.300%, 09/15/2029 (C) | 2,747,000 | 2,748,913 | |||
| Series 2025-1, Class A1 4.630%, 04/15/2030 | 2,928,000 | 2,942,195 | |||
| Series 2026-1, Class A 4.420%, 05/15/2031 | 2,779,000 | 2,776,256 | |||
| Series 2026-2, Class A 4.600%, 05/15/2033 | 1,696,000 | 1,695,994 | |||
| GM Financial Automobile Leasing Trust Series 2026-2, Class A3 4.300%, 03/20/2029 | 737,000 | 737,056 | |||
| GM Financial Consumer Automobile Receivables Trust Series 2025-4, Class A3 3.840%, 02/18/2031 | 879,000 | 872,041 | |||
| GM Financial Revolving Receivables Trust Series 2025-1, Class A 4.640%, 12/11/2037 (C) | 723,000 | 726,512 | |||
| Hyundai Auto Lease Securitization Trust | |||||
| Series 2025-B, Class A3 4.530%, 04/17/2028 (C) | 2,318,000 | 2,326,327 | |||
| Series 2026-B, Class A3 4.210%, 04/16/2029 (C) | 2,237,000 | 2,232,583 | |||
| Hyundai Auto Receivables Trust | |||||
| Series 2023-A, Class A4 4.480%, 07/17/2028 | 908,928 | 909,853 | |||
| Series 2023-B, Class A3 5.480%, 04/17/2028 | 224,058 | 225,015 | |||
| Mercedes-Benz Auto Receivables Trust | |||||
| Series 2025-1, Class A3 4.780%, 12/17/2029 | 1,335,000 | 1,343,414 | |||
| Series 2026-1, Class A4 4.470%, 10/15/2032 | 2,057,000 | 2,060,407 | |||
| Navient Education Loan Trust Series 2026-A, Class A 4.860%, 09/15/2056 (C) | 703,000 | 701,125 | |||
| Navient Private Education Refi Loan Trust | |||||
| Series 2018-DA, Class A2A 4.000%, 12/15/2059 (C) | 208,126 | 207,054 | |||
| Series 2019-CA, Class A2 3.130%, 02/15/2068 (C) | 149,012 | 147,906 | |||
| Series 2019-D, Class A2A 3.010%, 12/15/2059 (C) | 833,659 | 810,310 | |||
| Series 2019-FA, Class A2 2.600%, 08/15/2068 (C) | 400,365 | 387,169 | |||
| Series 2020-EA, Class A 1.690%, 05/15/2069 (C) | 59,869 | 56,001 | |||
| Series 2020-GA, Class A 1.170%, 09/16/2069 (C) | 654,181 | 613,862 | |||
| Series 2021-BA, Class A 0.940%, 07/15/2069 (C) | 214,403 | 195,317 | |||
| Series 2021-CA, Class A 1.060%, 10/15/2069 (C) | 58,958 | 53,568 | |||
| Series 2021-EA, Class A 0.970%, 12/16/2069 (C) | 1,596,135 | 1,432,570 | |||
| Shares or Principal Amount | Value | ||||
| ASSET-BACKED SECURITIES (continued) | |||||
| Navient Private Education Refi Loan Trust (continued) | |||||
| Series 2021-FA, Class A 1.110%, 02/18/2070 (C) | $ | 887,363 | $ | 788,455 | |
| Series 2021-GA, Class A 1.580%, 04/15/2070 (C) | 262,601 | 235,787 | |||
| Series 2022-A, Class A 2.230%, 07/15/2070 (C) | 2,329,878 | 2,121,290 | |||
| Navient Refinance Loan Trust | |||||
| Series 2025-C, Class A 4.800%, 10/15/2055 (C) | 1,215,401 | 1,204,897 | |||
| Series 2026-A, Class A 4.500%, 01/18/2056 (C) | 2,965,906 | 2,916,404 | |||
| Navient Student Loan Trust Series 2021-3A, Class A1A 1.770%, 08/25/2070 (C) | 977,194 | 842,822 | |||
| Nelnet Student Loan Trust | |||||
| Series 2005-1, Class A5 (90 day Average SOFR + 0.372%) 4.040%, 10/25/2033 (A) | 988,519 | 981,769 | |||
| Series 2005-2, Class A5 (90 day Average SOFR + 0.362%) 4.050%, 03/23/2037 (A) | 1,068,028 | 1,061,438 | |||
| Series 2005-3, Class A5 (90 day Average SOFR + 0.382%) 4.070%, 12/24/2035 (A) | 734,014 | 730,281 | |||
| Nissan Auto Lease Trust Series 2026-A, Class A3 3.870%, 03/15/2029 | 1,828,000 | 1,814,452 | |||
| Nissan Auto Receivables Owner Trust Series 2026-A, Class A4 4.640%, 03/15/2032 | 1,203,000 | 1,206,885 | |||
| Santander Drive Auto Receivables Trust | |||||
| Series 2024-3, Class A3 5.630%, 01/16/2029 | 252,433 | 252,833 | |||
| Series 2025-2, Class A3 4.670%, 08/15/2029 | 1,488,000 | 1,491,712 | |||
| Series 2025-3, Class A3 4.380%, 01/15/2030 | 1,730,000 | 1,734,000 | |||
| SBNA Auto Receivables Trust | |||||
| Series 2024-A, Class A3 5.320%, 12/15/2028 (C) | 139,555 | 139,749 | |||
| Series 2024-A, Class A4 5.210%, 04/16/2029 (C) | 399,000 | 400,664 | |||
| SFS Auto Receivables Securitization Trust | |||||
| Series 2024-1A, Class A3 4.950%, 05/21/2029 (C) | 1,020,828 | 1,024,640 | |||
| Series 2024-1A, Class A4 4.940%, 01/21/2031 (C) | 347,000 | 350,022 | |||
| Series 2024-2A, Class A3 5.330%, 11/20/2029 (C) | 882,765 | 889,154 | |||
| Series 2025-2A, Class A4 4.580%, 05/20/2031 (C) | 1,109,000 | 1,110,284 | |||
| Series 2025-3A, Class A3 4.120%, 04/21/2031 (C) | 1,646,000 | 1,639,643 | |||
| Series 2026-1A, Class A3 3.960%, 07/21/2031 (C) | 1,771,000 | 1,752,056 | |||
| SMB Private Education Loan Trust Series 2021-A, Class APT1 1.070%, 01/15/2053 (C) | 1,668,815 | 1,532,949 | |||
| SoFi Professional Loan Program LLC Series 2021-B, Class AFX 1.140%, 02/15/2047 (C) | 683,921 | 602,369 | |||
| Stellantis Financial Underwritten Enhanced Lease Trust Series 2025-CA, Class A3 4.110%, 04/20/2029 (C) | 1,694,000 | 1,685,051 | |||
| 18 |
| Shares or Principal Amount | Value | ||||
| ASSET-BACKED SECURITIES (continued) | |||||
| Synchrony Card Funding LLC | |||||
| Series 2025-A2, Class A 4.490%, 05/15/2031 | $ | 652,000 | $ | 653,367 | |
| Series 2026-A1, Class A 4.180%, 03/15/2032 | 1,696,000 | 1,684,639 | |||
| T-Mobile US Trust Series 2024-2A, Class A 4.250%, 05/21/2029 (C) | 3,767,000 | 3,770,313 | |||
| Toyota Auto Loan Extended Note Trust | |||||
| Series 2024-1A, Class A 5.160%, 11/25/2036 (C) | 4,196,000 | 4,278,988 | |||
| Series 2026-1A, Class A 4.580%, 04/25/2039 (C) | 4,197,000 | 4,189,721 | |||
| Toyota Lease Owner Trust Series 2026-A, Class A3 3.820%, 02/20/2029 (C) | 1,064,000 | 1,056,516 | |||
| USB Auto Owner Trust | |||||
| Series 2025-1A, Class A3 4.490%, 06/17/2030 (C) | 1,354,000 | 1,358,483 | |||
| Series 2025-1A, Class A4 4.620%, 12/16/2030 (C) | 405,000 | 406,918 | |||
| Verizon Master Trust | |||||
| Series 2024-7, Class A 4.350%, 08/20/2032 (C) | 2,782,000 | 2,772,723 | |||
| Series 2025-10, Class A 4.280%, 10/20/2033 (C) | 1,836,000 | 1,820,714 | |||
| Series 2025-2, Class A 4.940%, 01/20/2033 (C) | 3,540,000 | 3,593,946 | |||
| Series 2025-4, Class A 4.760%, 03/21/2033 (C) | 2,104,000 | 2,122,461 | |||
| Volkswagen Auto Lease Trust Series 2026-A, Class A3 4.170%, 03/20/2029 | 1,472,000 | 1,467,053 | |||
| World Omni Auto Receivables Trust Series 2026-B, Class A3 4.370%, 06/16/2031 | 2,906,000 | 2,907,750 | |||
| Yamaha Motor Master Trust II Series 2026-A, Class A1 4.430%, 04/15/2031 (C) | 1,427,000 | 1,420,035 | |||
| TOTAL ASSET-BACKED SECURITIES (Cost $107,338,336) | $ | 106,332,723 | |||
| SHORT-TERM INVESTMENTS – 4.7% | |||||
| Short-term funds – 4.7% | |||||
| John Hancock Collateral Trust, 3.5217% (F)(G) | 177,589 | 1,776,015 | |||
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.5525% (F) | 78,255,733 | 78,255,733 | |||
| TOTAL SHORT-TERM INVESTMENTS (Cost $80,031,802) | $ | 80,031,748 | |||
| Total Investments (Core Bond Fund) (Cost $1,799,863,976) – 105.6% | $ | 1,783,267,533 | |||
| Other assets and liabilities, net – (5.6%) | (94,776,599) | ||||
| TOTAL NET ASSETS – 100.0% | $ | 1,688,490,934 | |||
| Security Abbreviations and Legend | |
| CME | CME Group Published Rates |
| CMT | Constant Maturity Treasury |
| IBOR | Interbank Offered Rate |
| SOFR | Secured Overnight Financing Rate |
| TBA | To Be Announced. A forward mortgage-backed securities trade issued by a U.S. Government Agency, to be delivered at an agreed-upon future settlement date. |
| (A) | Variable rate obligation. The coupon rate shown represents the rate at period end. |
| (B) | Security purchased or sold on a when-issued or delayed-delivery basis. |
| (C) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. Rule 144A securities amounted to $172,506,251 or 10.2% of the fund's net assets as of 5-31-26. |
| (D) | All or a portion of this security is on loan as of 5-31-26. The value of securities on loan amounted to $20,812,122. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $19,492,198 in the form of U.S. Treasuries was pledged to the fund. |
| (E) | Variable or floating rate security, the interest rate of which adjusts periodically based on a weighted average of interest rates and prepayments on the underlying pool of assets. The interest rate shown is the current rate as of period end. |
| (F) | The rate shown is the annualized seven-day yield as of 5-31-26. |
| (G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS - 92.4% | |||||
| Australia - 3.4% | |||||
| ANZ Group Holdings, Ltd. | 394,243 | $ | 9,981,970 | ||
| APA Group | 169,185 | 1,224,208 | |||
| Aristocrat Leisure, Ltd. | 72,803 | 2,615,850 | |||
| ASX, Ltd. | 25,813 | 857,415 | |||
| BHP Group, Ltd. | 664,357 | 29,576,168 | |||
| Brambles, Ltd. | 177,419 | 2,113,645 | |||
| carsales.com, Ltd. | 48,819 | 870,640 | |||
| Cochlear, Ltd. | 8,514 | 613,251 | |||
| Coles Group, Ltd. | 173,424 | 2,702,446 | |||
| Commonwealth Bank of Australia | 218,898 | 25,942,833 | |||
| Computershare, Ltd. | 68,512 | 1,697,672 | |||
| CSL, Ltd. | 63,489 | 4,409,398 | |||
| Evolution Mining, Ltd. | 264,036 | 2,326,013 | |||
| Fortescue, Ltd. | 222,176 | 3,568,348 | |||
| Goodman Group | 268,235 | 6,095,532 | |||
| Insurance Australia Group, Ltd. | 317,158 | 1,743,214 | |||
| Lynas Rare Earths, Ltd. (A) | 117,476 | 1,615,122 | |||
| Macquarie Group, Ltd. | 47,740 | 8,186,437 | |||
| Medibank Private, Ltd. | 366,982 | 1,263,904 | |||
| MMG, Ltd. (A) | 572,000 | 644,774 | |||
| National Australia Bank, Ltd. | 401,221 | 10,769,066 | |||
| Northern Star Resources, Ltd. | 176,433 | 2,404,898 | |||
| Origin Energy, Ltd. | 225,541 | 1,760,023 | |||
| Pro Medicus, Ltd. | 7,516 | 714,509 | |||
| Qantas Airways, Ltd. | 98,462 | 666,250 | |||
| QBE Insurance Group, Ltd. | 200,551 | 3,259,074 | |||
| REA Group, Ltd. | 6,721 | 718,975 | |||
| Rio Tinto, Ltd. | 48,645 | 6,506,019 | |||
| Santos, Ltd. | 423,591 | 2,377,074 | |||
| Scentre Group | 685,067 | 1,882,093 | |||
| SGH, Ltd. | 26,965 | 796,312 | |||
| Sigma Healthcare, Ltd. | 677,581 | 1,429,377 | |||
| Sonic Healthcare, Ltd. | 61,773 | 864,938 | |||
| South32, Ltd. | 585,712 | 2,031,911 | |||
| Stockland | 317,816 | 934,054 | |||
| Suncorp Group, Ltd. | 147,649 | 1,841,313 | |||
| Telstra Group, Ltd. | 515,444 | 1,929,887 | |||
| The Lottery Corp., Ltd. | 287,404 | 1,116,440 | |||
| Transurban Group | 404,059 | 4,345,759 | |||
| Vicinity, Ltd. | 511,548 | 928,604 | |||
| 19 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Australia (continued) | |||||
| Washington H. Soul Pattinson & Company, Ltd. | 44,703 | $ | 1,397,092 | ||
| Wesfarmers, Ltd. | 148,666 | 8,507,552 | |||
| Westpac Banking Corp. | 447,352 | 11,566,588 | |||
| WiseTech Global, Ltd. | 26,340 | 684,774 | |||
| Woodside Energy Group, Ltd. | 248,121 | 5,427,771 | |||
| Woolworths Group, Ltd. | 158,981 | 4,019,485 | |||
| 186,928,678 | |||||
| Austria - 0.2% | |||||
| BAWAG Group AG (B) | 13,051 | 2,340,317 | |||
| Erste Group Bank AG | 51,795 | 6,173,816 | |||
| OMV AG (C) | 24,268 | 1,746,328 | |||
| Raiffeisen Bank International AG | 21,789 | 1,250,751 | |||
| Verbund AG (C) | 11,191 | 751,261 | |||
| 12,262,473 | |||||
| Belgium - 0.5% | |||||
| Ageas SA/NV | 23,450 | 1,816,944 | |||
| Anheuser-Busch InBev SA/NV | 144,401 | 11,561,826 | |||
| D'ieteren Group | 3,095 | 617,418 | |||
| Elia Group SA/NV | 6,290 | 977,757 | |||
| Financiere de Tubize SA | 2,967 | 777,426 | |||
| Groupe Bruxelles Lambert NV | 11,953 | 1,125,456 | |||
| KBC Group NV | 33,407 | 4,433,132 | |||
| Lotus Bakeries NV (C) | 60 | 768,950 | |||
| Sofina SA (C) | 2,413 | 626,150 | |||
| Syensqo SA (C) | 10,720 | 838,904 | |||
| UCB SA | 18,472 | 5,423,864 | |||
| 28,967,827 | |||||
| Brazil - 0.9% | |||||
| Ambev SA | 680,400 | 2,201,213 | |||
| Axia Energia | 172,400 | 1,791,821 | |||
| B3 SA - Brasil Bolsa Balcao | 764,160 | 2,499,458 | |||
| Banco Bradesco SA | 206,538 | 634,613 | |||
| Banco BTG Pactual SA | 175,200 | 1,866,767 | |||
| Banco do Brasil SA | 247,000 | 993,964 | |||
| BB Seguridade Participacoes SA | 102,000 | 715,782 | |||
| Caixa Seguridade Participacoes SA | 89,800 | 315,263 | |||
| Cia de Saneamento Basico do Estado de Sao Paulo | 353,023 | 1,955,968 | |||
| Companhia Paranaense de Energia | 286,400 | 826,632 | |||
| CPFL Energia SA | 31,300 | 269,223 | |||
| Embraer SA | 101,300 | 1,473,549 | |||
| Energisa SA | 42,970 | 408,869 | |||
| Eneva SA (A) | 135,800 | 689,963 | |||
| Engie Brasil Energia SA | 38,575 | 253,111 | |||
| Equatorial SA | 167,900 | 1,283,077 | |||
| Klabin SA | 114,461 | 378,243 | |||
| Localiza Rent a Car SA | 126,645 | 1,054,925 | |||
| MBRF Global Foods Company SA | 91,910 | 291,697 | |||
| Motiva Infraestrutura de Mobilidade SA | 139,600 | 390,472 | |||
| NU Holdings, Ltd., Class A (A) | 486,531 | 6,388,152 | |||
| Petroleo Brasileiro SA | 524,300 | 4,856,833 | |||
| Porto Seguro SA | 28,900 | 276,766 | |||
| PRIO SA (A) | 116,400 | 1,436,382 | |||
| Raia Drogasil SA | 187,419 | 694,385 | |||
| Rede D'Or Sao Luiz SA (B) | 115,100 | 776,224 | |||
| Rumo SA | 182,900 | 497,445 | |||
| StoneCo, Ltd., Class A (C) | 32,144 | 368,049 | |||
| Suzano SA | 99,327 | 825,206 | |||
| Telefonica Brasil SA | 116,360 | 780,108 | |||
| TIM SA | 121,300 | 526,602 | |||
| TOTVS SA | 75,900 | 497,569 | |||
| Ultrapar Participacoes SA | 103,000 | 528,216 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Brazil (continued) | |||||
| Vale SA | 522,438 | $ | 8,577,240 | ||
| Vibra Energia SA | 153,932 | 907,807 | |||
| WEG SA | 240,540 | 2,102,827 | |||
| XP, Inc., Class A | 58,466 | 974,628 | |||
| 51,309,049 | |||||
| Canada - 7.4% | |||||
| Agnico Eagle Mines, Ltd. | 69,455 | 12,770,067 | |||
| Alamos Gold, Inc., Class A | 58,352 | 2,393,928 | |||
| Alimentation Couche-Tard, Inc. | 102,668 | 5,800,465 | |||
| AltaGas, Ltd. | 45,025 | 1,752,142 | |||
| ARC Resources, Ltd. | 80,007 | 1,811,206 | |||
| Atco, Ltd., Class I | 953 | 47,019 | |||
| AtkinsRealis Group, Inc. | 23,311 | 1,399,353 | |||
| Bank of Montreal | 98,690 | 16,029,922 | |||
| Barrick Mining Corp. | 233,694 | 9,984,098 | |||
| BCE, Inc. | 12,607 | 318,044 | |||
| Bombardier, Inc., Class B (A) | 12,297 | 2,773,905 | |||
| Brookfield Corp. | 289,874 | 13,206,387 | |||
| Brookfield Wealth Solutions, Ltd. (A) | 1,158 | 52,967 | |||
| CAE, Inc. (A) | 44,125 | 1,142,292 | |||
| Cameco Corp. | 60,421 | 6,789,118 | |||
| Canadian Apartment Properties REIT | 1,853 | 47,123 | |||
| Canadian Imperial Bank of Commerce | 129,473 | 14,132,950 | |||
| Canadian National Railway Company | 73,262 | 8,675,169 | |||
| Canadian Natural Resources, Ltd. | 289,280 | 13,156,244 | |||
| Canadian Pacific Kansas City, Ltd. | 124,794 | 11,142,887 | |||
| Canadian Tire Corp., Ltd., Class A | 7,312 | 938,231 | |||
| Canadian Utilities, Ltd., Class A | 21,604 | 777,252 | |||
| CCL Industries, Inc., Class B | 21,165 | 1,366,940 | |||
| Celestica, Inc. (A) | 15,971 | 6,174,666 | |||
| Cenovus Energy, Inc. | 197,117 | 5,441,753 | |||
| CGI, Inc. | 27,778 | 1,939,916 | |||
| China Gold International Resources Corp., Ltd. | 31,961 | 615,689 | |||
| Constellation Software, Inc. | 2,794 | 5,720,804 | |||
| Dollarama, Inc. | 38,141 | 4,877,422 | |||
| Element Fleet Management Corp. | 58,675 | 1,169,116 | |||
| Emera, Inc. | 43,558 | 2,277,976 | |||
| Empire Company, Ltd., Class A | 18,689 | 662,754 | |||
| Enbridge, Inc. | 300,619 | 16,493,542 | |||
| Fairfax Financial Holdings, Ltd. | 2,931 | 4,561,743 | |||
| First Capital Real Estate Investment Trust | 1,767 | 30,120 | |||
| First Quantum Minerals, Ltd. (A) | 99,674 | 3,068,338 | |||
| FirstService Corp. | 6,032 | 808,642 | |||
| Fortis, Inc. | 72,812 | 4,027,594 | |||
| Franco-Nevada Corp. | 26,835 | 6,216,245 | |||
| George Weston, Ltd. | 24,612 | 1,724,170 | |||
| GFL Environmental, Inc. | 34,025 | 1,141,694 | |||
| Gildan Activewear, Inc. | 25,141 | 1,533,826 | |||
| Great-West Lifeco, Inc. (C) | 41,378 | 2,415,480 | |||
| Hydro One, Ltd. (B) | 47,893 | 1,969,704 | |||
| iA Financial Corp., Inc. | 14,296 | 1,782,321 | |||
| IGM Financial, Inc. | 14,958 | 852,356 | |||
| Imperial Oil, Ltd. | 23,823 | 2,826,481 | |||
| Intact Financial Corp. | 25,487 | 5,007,554 | |||
| Ivanhoe Mines, Ltd., Class A (A) | 110,050 | 974,657 | |||
| Keyera Corp. | 32,939 | 1,366,396 | |||
| Kinross Gold Corp. | 167,632 | 5,092,248 | |||
| Loblaw Companies, Ltd. | 82,552 | 3,692,730 | |||
| Lundin Gold, Inc. | 15,014 | 1,002,458 | |||
| Lundin Mining Corp. | 95,273 | 2,845,785 | |||
| Magna International, Inc. (C) | 37,877 | 2,454,800 | |||
| Metro, Inc. | 29,503 | 1,893,251 | |||
| 20 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Canada (continued) | |||||
| National Bank of Canada | 54,792 | $ | 8,001,901 | ||
| Nutrien, Ltd. | 67,411 | 4,616,308 | |||
| Open Text Corp. | 37,177 | 883,953 | |||
| Pan American Silver Corp. | 58,837 | 3,359,980 | |||
| Pembina Pipeline Corp. | 81,735 | 3,812,699 | |||
| Power Corp. of Canada | 79,643 | 4,813,877 | |||
| RioCan Real Estate Investment Trust | 5,501 | 88,541 | |||
| Rogers Communications, Inc., Class B | 51,911 | 2,003,166 | |||
| Royal Bank of Canada | 194,186 | 37,246,978 | |||
| Saputo, Inc. | 35,770 | 1,095,945 | |||
| Shopify, Inc., Class A (A) | 169,045 | 20,159,350 | |||
| SmartCentres Real Estate Investment Trust | 1,681 | 35,336 | |||
| Stantec, Inc. | 16,332 | 1,234,037 | |||
| Sun Life Financial, Inc. | 79,909 | 5,742,853 | |||
| Suncor Energy, Inc. | 167,536 | 10,471,532 | |||
| TC Energy Corp. | 144,673 | 9,639,620 | |||
| Teck Resources, Ltd., Class B | 63,852 | 4,234,569 | |||
| TELUS Corp. (C) | 75,506 | 948,035 | |||
| TFI International, Inc. | 11,167 | 1,722,698 | |||
| The Bank of Nova Scotia | 172,844 | 13,868,642 | |||
| The Descartes Systems Group, Inc. (A) | 12,616 | 931,021 | |||
| The Toronto-Dominion Bank | 234,543 | 26,837,238 | |||
| Thomson Reuters Corp. | 21,702 | 1,881,737 | |||
| TMX Group, Ltd. | 41,905 | 1,568,113 | |||
| Toromont Industries, Ltd. | 11,679 | 1,926,296 | |||
| Tourmaline Oil Corp. | 52,002 | 2,377,083 | |||
| Wheaton Precious Metals Corp. | 63,120 | 8,486,507 | |||
| Whitecap Resources, Inc. | 173,684 | 1,995,542 | |||
| WSP Global, Inc. | 18,958 | 2,685,046 | |||
| 411,838,543 | |||||
| Chile - 0.2% | |||||
| Antofagasta PLC | 53,734 | 2,960,052 | |||
| Banco de Chile | 6,317,829 | 1,190,112 | |||
| Banco de Credito e Inversiones SA | 12,130 | 818,411 | |||
| Banco Santander Chile | 9,071,233 | 713,436 | |||
| Cencosud SA | 171,607 | 404,704 | |||
| Empresas CMPC SA | 159,550 | 191,093 | |||
| Empresas COPEC SA | 53,721 | 381,668 | |||
| Enel Americas SA | 140,509 | 12,314 | |||
| Enel Chile SA | 3,839,445 | 333,456 | |||
| Falabella SA | 86,786 | 555,795 | |||
| Latam Airlines Group SA | 43,116,291 | 1,167,479 | |||
| Plaza SA | 103,571 | 451,503 | |||
| 9,180,023 | |||||
| China - 5.2% | |||||
| 360 Security Technology, Inc., Class A | 55,800 | 83,183 | |||
| 37 Interactive Entertainment Network Technology Group Company, Ltd., Class A | 16,800 | 47,681 | |||
| 3SBio, Inc. (A)(B) | 246,500 | 582,368 | |||
| AAC Technologies Holdings, Inc. | 106,644 | 619,792 | |||
| Accelink Technologies Company, Ltd., Class A | 6,500 | 195,535 | |||
| ACM Research Shanghai, Inc., Class A | 1,487 | 50,345 | |||
| Advanced Micro-Fabrication Equipment, Inc., Class A | 6,975 | 306,985 | |||
| AECC Aviation Power Company, Ltd., Class A | 21,400 | 131,244 | |||
| Agricultural Bank of China, Ltd., Class A | 670,600 | 626,150 | |||
| Agricultural Bank of China, Ltd., H Shares | 3,777,544 | 2,782,238 | |||
| Aier Eye Hospital Group Company, Ltd., Class A | 70,084 | 94,448 | |||
| Air China, Ltd., Class A (A) | 91,200 | 91,686 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Akeso, Inc. (A)(B) | 87,504 | $ | 1,321,645 | ||
| Aluminum Corp. of China, Ltd., A Shares | 110,000 | 186,111 | |||
| Aluminum Corp. of China, Ltd., H Shares | 504,805 | 706,955 | |||
| Amlogic Shanghai Company, Ltd., Class A | 3,357 | 52,567 | |||
| Angel Yeast Company, Ltd., Class A | 7,500 | 40,572 | |||
| Anhui Conch Cement Company, Ltd., Class A | 34,700 | 103,208 | |||
| Anhui Conch Cement Company, Ltd., H Shares | 165,939 | 402,577 | |||
| Anhui Gujing Distillery Company, Ltd., Class A | 3,000 | 41,226 | |||
| Anhui Jianghuai Automobile Group Corp., Ltd., Class A (A) | 17,900 | 97,872 | |||
| Anji Microelectronics Technology Shanghai Company, Ltd., Class A | 1,197 | 50,284 | |||
| Anker Innovations Technology Company, Ltd., Class A | 4,250 | 78,944 | |||
| ANTA Sports Products, Ltd. | 168,483 | 1,628,710 | |||
| APT Medical, Inc., Class A | 677 | 20,563 | |||
| Autohome, Inc., ADR | 418 | 7,298 | |||
| Avary Holding Shenzhen Company, Ltd., Class A | 19,200 | 297,759 | |||
| AVIC Airborne Systems Company, Ltd. | 28,980 | 47,686 | |||
| AviChina Industry & Technology Company, Ltd., H Shares (C) | 386,295 | 154,501 | |||
| BAIC BluePark New Energy Technology Company, Ltd., Class A (A) | 47,900 | 43,258 | |||
| Baidu, Inc., Class A (A) | 300,285 | 5,077,611 | |||
| Baiyin Nonferrous Group Company, Ltd., Class A | 57,500 | 53,617 | |||
| Bank of Beijing Company, Ltd., Class A | 178,900 | 134,533 | |||
| Bank of Changsha Company, Ltd., Class A | 38,500 | 54,049 | |||
| Bank of Chengdu Company, Ltd., Class A | 39,300 | 108,021 | |||
| Bank of China, Ltd., Class A | 276,000 | 238,971 | |||
| Bank of China, Ltd., H Shares | 9,693,899 | 6,444,044 | |||
| Bank of Communications Company, Ltd., Class A | 430,300 | 423,438 | |||
| Bank of Communications Company, Ltd., H Shares | 1,193,090 | 1,112,195 | |||
| Bank of Hangzhou Company, Ltd., Class A | 65,300 | 154,472 | |||
| Bank of Jiangsu Company, Ltd., Class A | 159,500 | 266,089 | |||
| Bank of Nanjing Company, Ltd., Class A | 106,300 | 169,329 | |||
| Bank of Ningbo Company, Ltd., Class A | 56,900 | 260,935 | |||
| Bank of Shanghai Company, Ltd., Class A | 106,200 | 141,707 | |||
| Bank of Suzhou Company, Ltd., Class A | 46,800 | 56,359 | |||
| Baoshan Iron & Steel Company, Ltd., Class A | 170,800 | 152,305 | |||
| Beijing Compass Technology Development Company, Ltd., Class A | 5,200 | 70,597 | |||
| Beijing Enlight Media Company, Ltd., Class A | 23,300 | 43,775 | |||
| Beijing Kingsoft Office Software, Inc., Class A | 3,478 | 122,858 | |||
| Beijing New Building Materials PLC, Class A | 12,800 | 43,302 | |||
| Beijing Roborock Technology Company, Ltd., Class A | 2,119 | 32,113 | |||
| Beijing Tong Ren Tang Company, Ltd., Class A | 8,800 | 33,345 | |||
| Beijing Wantai Biological Pharmacy Enterprise Company, Ltd., Class A (A) | 5,669 | 29,017 | |||
| Beijing-Shanghai High Speed Railway Company, Ltd., Class A | 394,800 | 292,833 | |||
| 21 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Bestechnic Shanghai Company, Ltd., Class A | 1,262 | $ | 31,095 | ||
| Bilibili, Inc., Class Z (A) | 33,593 | 582,549 | |||
| Bluefocus Intelligent Communications Group Company, Ltd., Class A | 28,900 | 71,330 | |||
| BOC International China Company, Ltd., Class A | 28,900 | 48,724 | |||
| BOE Technology Group Company, Ltd., Class A | 301,000 | 227,302 | |||
| BYD Company, Ltd., Class A | 44,200 | 627,909 | |||
| BYD Company, Ltd., H Shares | 496,815 | 5,783,260 | |||
| BYD Electronic International Company, Ltd. (C) | 108,801 | 405,011 | |||
| Caitong Securities Company, Ltd., Class A | 63,400 | 73,544 | |||
| Cambricon Technologies Corp., Ltd., Class A | 4,897 | 948,017 | |||
| Capital Securities Company, Ltd., Class A | 17,000 | 36,569 | |||
| CCOOP Group Company, Ltd., Class A (A) | 137,800 | 35,375 | |||
| CGN Power Company, Ltd., Class A | 9,900 | 6,699 | |||
| CGN Power Company, Ltd., H Shares (B) | 1,437,089 | 568,682 | |||
| Changchun High-Tech Industry Group Company, Ltd., Class A | 3,000 | 32,609 | |||
| Changjiang Securities Company, Ltd., Class A | 74,600 | 89,624 | |||
| Changzhou Xingyu Automotive Lighting Systems Company, Ltd., Class A | 2,200 | 41,263 | |||
| Chaozhou Three-Circle Group Company, Ltd., Class A | 15,000 | 285,157 | |||
| Chengtun Mining Group Company, Ltd., Class A | 21,200 | 38,391 | |||
| Chifeng Jilong Gold Mining Group, Ltd., Class A | 11,800 | 58,707 | |||
| China CITIC Bank Corp., Ltd., Class A | 76,000 | 83,324 | |||
| China CITIC Bank Corp., Ltd., H Shares | 1,136,061 | 1,056,950 | |||
| China CITIC Financial Asset Management Company, Ltd., H Shares (A)(B)(C) | 1,954,000 | 164,668 | |||
| China Coal Energy Company, Ltd., H Shares | 249,593 | 402,909 | |||
| China Communications Services Corp., Ltd., H Shares | 19,874 | 10,474 | |||
| China Construction Bank Corp., Class A | 164,500 | 242,138 | |||
| China Construction Bank Corp., H Shares | 12,998,124 | 14,083,638 | |||
| China CSSC Holdings, Ltd., Class A | 61,800 | 341,285 | |||
| China Eastern Airlines Corp., Ltd., Class A (A) | 121,300 | 78,618 | |||
| China Energy Engineering Corp., Ltd., Class A | 274,900 | 117,467 | |||
| China Everbright Bank Company, Ltd., Class A | 389,900 | 178,563 | |||
| China Feihe, Ltd. (B) | 484,868 | 189,471 | |||
| China Galaxy Securities Company, Ltd., Class A | 66,500 | 120,686 | |||
| China Galaxy Securities Company, Ltd., H Shares | 480,520 | 475,940 | |||
| China Great Wall Securities Company, Ltd., Class A | 39,900 | 50,160 | |||
| China Greatwall Technology Group Company, Ltd., Class A (A) | 24,000 | 62,971 | |||
| China Hongqiao Group, Ltd. | 384,832 | 1,379,868 | |||
| China Huishan Dairy Holdings Company, Ltd. (A)(D) | 175,000 | 0 | |||
| China International Capital Corp., Ltd., Class A | 23,900 | 119,328 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| China International Capital Corp., Ltd., H Shares (B) | 248,849 | $ | 623,172 | ||
| China Jushi Company, Ltd., Class A | 32,000 | 199,322 | |||
| China Life Insurance Company, Ltd., Class A | 24,500 | 122,468 | |||
| China Life Insurance Company, Ltd., H Shares | 1,008,911 | 3,721,984 | |||
| China Literature, Ltd. (A)(B)(C) | 55,050 | 162,296 | |||
| China Longyuan Power Group Corp., Ltd., H Shares | 335,016 | 289,417 | |||
| China Mengniu Dairy Company, Ltd. | 418,329 | 905,746 | |||
| China Merchants Bank Company, Ltd., Class A | 171,900 | 965,704 | |||
| China Merchants Bank Company, Ltd., H Shares | 524,387 | 3,154,736 | |||
| China Merchants Energy Shipping Company, Ltd., Class A | 63,200 | 148,174 | |||
| China Merchants Expressway Network & Technology Holdings Company, Ltd., Class A | 38,700 | 57,404 | |||
| China Merchants Securities Company, Ltd., Class A | 76,000 | 190,891 | |||
| China Merchants Shekou Industrial Zone Holdings Company, Ltd., Class A | 76,100 | 99,190 | |||
| China Minsheng Banking Corp., Ltd., Class A | 358,700 | 188,125 | |||
| China Minsheng Banking Corp., Ltd., H Shares | 837,267 | 358,837 | |||
| China National Building Material Company, Ltd., H Shares | 501,361 | 339,370 | |||
| China National Chemical Engineering Company, Ltd., Class A | 54,000 | 61,549 | |||
| China National Nuclear Power Company, Ltd., Class A | 169,000 | 225,724 | |||
| China National Software & Service Company, Ltd., Class A (A) | 5,460 | 29,182 | |||
| China Nonferrous Mining Corp., Ltd. | 183,000 | 317,613 | |||
| China Northern Rare Earth Group High-Tech Company, Ltd., Class A | 28,400 | 204,151 | |||
| China Oilfield Services, Ltd., H Shares | 243,334 | 245,532 | |||
| China Pacific Insurance Group Company, Ltd., Class A | 60,300 | 286,732 | |||
| China Pacific Insurance Group Company, Ltd., H Shares | 357,563 | 1,435,324 | |||
| China Petroleum & Chemical Corp., Class A | 241,100 | 172,773 | |||
| China Petroleum & Chemical Corp., H Shares | 3,071,946 | 1,693,353 | |||
| China Railway Group, Ltd., Class A | 169,900 | 119,682 | |||
| China Railway Group, Ltd., H Shares | 573,115 | 256,380 | |||
| China Railway Signal & Communication Corp., Ltd., Class A | 60,230 | 42,717 | |||
| China Rare Earth Resources and Technology Company, Ltd., Class A (A) | 7,200 | 51,940 | |||
| China Resources Microelectronics, Ltd., Class A | 10,117 | 95,904 | |||
| China Resources Mixc Lifestyle Services, Ltd. (B) | 92,081 | 488,658 | |||
| China Resources Sanjiu Medical & Pharmaceutical Company, Ltd., Class A | 11,126 | 40,189 | |||
| China Shenhua Energy Company, Ltd., Class A | 51,500 | 356,957 | |||
| China Shenhua Energy Company, Ltd., H Shares | 458,002 | 2,632,970 | |||
| 22 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| China Southern Airlines Company, Ltd., Class A (A) | 79,200 | $ | 64,177 | ||
| China State Construction Engineering Corp., Ltd., Class A | 370,600 | 264,345 | |||
| China Three Gorges Renewables Group Company, Ltd., Class A | 201,400 | 124,083 | |||
| China Tourism Group Duty Free Corp., Ltd., Class A | 15,700 | 138,010 | |||
| China Tower Corp., Ltd., H Shares (B) | 603,485 | 763,539 | |||
| China Tungsten and Hightech Materials Company, Ltd., Class A | 18,100 | 182,025 | |||
| China United Network Communications, Ltd., Class A | 266,100 | 171,062 | |||
| China Vanke Company, Ltd., Class A (A) | 86,100 | 45,156 | |||
| China XD Electric Company, Ltd., Class A | 40,800 | 99,897 | |||
| China Yangtze Power Company, Ltd., Class A | 196,700 | 806,449 | |||
| China Zheshang Bank Company, Ltd., Class A | 207,600 | 92,007 | |||
| Chongqing Afari Technology Company, Ltd., Class A (A) | 35,000 | 55,787 | |||
| Chongqing Changan Automobile Company, Ltd., Class A | 66,010 | 77,258 | |||
| Chongqing Rural Commercial Bank Company, Ltd., Class A | 93,800 | 92,057 | |||
| Chongqing Rural Commercial Bank Company, Ltd., H Shares | 302,000 | 245,012 | |||
| Chongqing Zhifei Biological Products Company, Ltd., Class A (A) | 18,150 | 36,438 | |||
| CICT Mobile Communication Technology Company, Ltd., Class A (A) | 26,347 | 62,770 | |||
| Citic Pacific Special Steel Group Company, Ltd., Class A | 22,700 | 47,436 | |||
| CITIC Securities Company, Ltd., Class A | 110,900 | 427,113 | |||
| CITIC Securities Company, Ltd., H Shares | 211,842 | 705,859 | |||
| CITIC, Ltd. | 554,235 | 929,584 | |||
| CMOC Group, Ltd., Class A | 140,700 | 385,837 | |||
| CMOC Group, Ltd., H Shares | 507,272 | 1,183,937 | |||
| CNGR Advanced Material Company, Ltd., Class A | 6,820 | 52,716 | |||
| CNPC Capital Company, Ltd., Class A | 66,300 | 76,280 | |||
| Contemporary Amperex Technology Company, Ltd., Class A | 35,720 | 2,239,896 | |||
| Contemporary Amperex Technology Company, Ltd., H Shares | 13,800 | 1,304,022 | |||
| COSCO SHIPPING Energy Transportation Company, Ltd., Class A | 30,800 | 88,688 | |||
| COSCO SHIPPING Holdings Company, Ltd., Class A | 98,800 | 206,401 | |||
| COSCO SHIPPING Holdings Company, Ltd., H Shares (C) | 358,991 | 649,149 | |||
| CRRC Corp., Ltd., Class A | 214,900 | 183,211 | |||
| CRRC Corp., Ltd., H Shares | 581,773 | 385,647 | |||
| CSC Financial Company, Ltd., Class A | 39,000 | 140,580 | |||
| CSI Solar Company, Ltd., Class A | 28,979 | 56,746 | |||
| CSPC Innovation Pharmaceutical Company, Ltd., Class A (A) | 11,200 | 44,297 | |||
| CSPC Pharmaceutical Group, Ltd. | 1,085,785 | 1,039,525 | |||
| Daqin Railway Company, Ltd., Class A | 185,700 | 142,385 | |||
| Datang International Power Generation Company, Ltd., Class A | 96,200 | 122,720 | |||
| Dongfang Electric Corp., Ltd., Class A | 24,800 | 129,106 | |||
| Dongxing Securities Company, Ltd., Class A | 31,100 | 61,456 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Dosilicon Company, Ltd., Class A (A) | 3,455 | $ | 72,481 | ||
| East Money Information Company, Ltd., Class A | 133,256 | 377,517 | |||
| Eastroc Beverage Group Company, Ltd., Class A | 5,304 | 111,630 | |||
| Ecovacs Robotics Company, Ltd., Class A | 4,500 | 39,040 | |||
| Empyrean Technology Company, Ltd., Class A | 2,900 | 49,035 | |||
| ENN Energy Holdings, Ltd. | 107,177 | 751,449 | |||
| ENN Natural Gas Company, Ltd., Class A | 17,300 | 49,956 | |||
| Eoptolink Technology, Inc., Ltd., Class A (A) | 8,140 | 844,474 | |||
| Eve Energy Company, Ltd., Class A | 16,800 | 158,108 | |||
| Everbright Securities Company, Ltd., Class A | 44,300 | 93,411 | |||
| Everdisplay Optronics Shanghai Company, Ltd., Class A (A) | 89,865 | 31,207 | |||
| Fiberhome Telecommunication Technologies Company, Ltd., Class A | 11,300 | 86,608 | |||
| Focus Media Information Technology Company, Ltd., Class A | 108,100 | 89,117 | |||
| Foshan Haitian Flavouring & Food Company, Ltd., Class A | 38,644 | 205,144 | |||
| Founder Securities Company, Ltd., Class A | 95,100 | 96,840 | |||
| Founder Technology Group Corp., class A (A) | 34,300 | 68,053 | |||
| Foxconn Industrial Internet Company, Ltd., Class A | 107,400 | 1,160,356 | |||
| Fuyao Glass Industry Group Company, Ltd., Class A | 16,800 | 130,760 | |||
| Fuyao Glass Industry Group Company, Ltd., H Shares (B) | 81,574 | 579,175 | |||
| GalaxyCore, Inc., Class A | 15,160 | 32,469 | |||
| Ganfeng Lithium Group Company, Ltd., Class A | 12,060 | 127,621 | |||
| Ganfeng Lithium Group Company, Ltd., H Shares (B)(C) | 65,800 | 540,625 | |||
| GD Power Development Company, Ltd., Class A | 145,700 | 110,860 | |||
| GDS Holdings, Ltd., Class A (A) | 151,600 | 667,854 | |||
| GEM Company, Ltd., Class A | 36,800 | 42,428 | |||
| Genscript Biotech Corp. (A) | 160,044 | 278,856 | |||
| Geovis Technology Company, Ltd., Class A (A) | 5,844 | 42,049 | |||
| GF Securities Company, Ltd., Class A | 59,600 | 166,466 | |||
| GF Securities Company, Ltd., H Shares | 144,600 | 298,143 | |||
| Giant Biogene Holding Company, Ltd. (B)(C) | 49,800 | 191,009 | |||
| Giant Network Group Company, Ltd., Class A | 15,600 | 60,084 | |||
| GigaDevice Semiconductor, Inc., Class A | 5,500 | 379,746 | |||
| GoerTek, Inc., Class A | 29,300 | 116,245 | |||
| Goldwind Science & Technology Company, Ltd., Class A | 28,600 | 98,981 | |||
| Goneo Group Company, Ltd., Class A | 3,576 | 21,972 | |||
| Gotion High-tech Company, Ltd., Class A | 14,100 | 68,671 | |||
| Great Wall Motor Company, Ltd., H Shares | 311,249 | 410,269 | |||
| Gree Electric Appliances, Inc. of Zhuhai, Class A | 24,900 | 144,079 | |||
| Guangdong Haid Group Company, Ltd., Class A | 13,100 | 90,619 | |||
| Guangdong HEC Technology Holding Company, Ltd., Class A (A) | 22,100 | 116,381 | |||
| 23 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Guangzhou Automobile Group Company, Ltd., Class A | 53,100 | $ | 47,605 | ||
| Guangzhou Baiyunshan Pharmaceutical Holdings Company, Ltd., Class A | 13,000 | 41,337 | |||
| Guangzhou Haige Communications Group, Inc. Company, Class A | 20,800 | 48,626 | |||
| Guangzhou Tinci Materials Technology Company, Ltd., Class A | 15,800 | 121,292 | |||
| Guobo Electronics Company, Ltd. Class A | 2,881 | 38,741 | |||
| Guolian Minsheng Securities Company, Ltd., Class A | 52,000 | 66,784 | |||
| Guosen Securities Company, Ltd., Class A | 70,200 | 105,035 | |||
| Guotai Haitong Securities Company, Ltd. | 123,014 | 279,724 | |||
| Guotai Haitong Securities Company, Ltd., H Shares (B) | 263,726 | 440,166 | |||
| Guoyuan Securities Company, Ltd., Class A | 66,900 | 70,529 | |||
| H World Group, Ltd., ADR | 27,056 | 1,214,544 | |||
| Haidilao International Holding, Ltd. (B) | 222,816 | 362,574 | |||
| Haier Smart Home Company, Ltd., Class A | 51,700 | 159,495 | |||
| Haier Smart Home Company, Ltd., H Shares | 330,386 | 830,519 | |||
| Hainan Airlines Holding Company, Ltd., Class A (A) | 320,100 | 69,481 | |||
| Hainan Airport Infrastructure Company, Ltd., Class A | 78,500 | 37,232 | |||
| Haisco Pharmaceutical Group Company, Ltd., Class A | 6,800 | 51,806 | |||
| Haitian International Holdings, Ltd. | 86,963 | 219,626 | |||
| Hangzhou Chang Chuan Technology Company, Ltd., Class A | 5,100 | 158,949 | |||
| Hangzhou First Applied Material Company, Ltd., Class A | 18,551 | 49,064 | |||
| Hangzhou Silan Microelectronics Company, Ltd., Class A | 11,100 | 56,753 | |||
| Hangzhou Tigermed Consulting Company, Ltd., A Shares | 3,200 | 18,660 | |||
| Hansoh Pharmaceutical Group Company, Ltd. (B) | 205,299 | 822,157 | |||
| Hebei Changshan Biochemical Pharmaceutical Company, Ltd., Class A (A) | 7,500 | 45,745 | |||
| Henan Shenhuo Coal Industry & Electricity Power Company, Ltd., Class A | 18,100 | 77,817 | |||
| Henan Shuanghui Investment & Development Company, Ltd., Class A | 26,700 | 98,689 | |||
| Hengan International Group Company, Ltd. | 86,690 | 269,434 | |||
| Hengli Petrochemical Company, Ltd., Class A | 55,600 | 141,281 | |||
| Hengtong Optic-Electric Company Ltd., Class A | 20,900 | 238,367 | |||
| Hesai Group (A) | 15,740 | 301,964 | |||
| Hgtech Company, Ltd., Class A | 8,200 | 184,305 | |||
| Hithink RoyalFlush Information Network Company, Ltd., Class A | 6,300 | 212,040 | |||
| Horizon Robotics (A)(C) | 677,400 | 458,951 | |||
| Hoshine Silicon Industry Company, Ltd., Class A | 6,500 | 36,584 | |||
| Hua Hong Semiconductor, Ltd., Class A (A) | 3,273 | 114,485 | |||
| Hua Hong Semiconductor, Ltd., H Shares (A)(B) | 99,732 | 2,055,329 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Huadian Power International Corp., Ltd., Class A | 78,300 | $ | 64,324 | ||
| Huadong Medicine Company, Ltd., Class A | 12,600 | 54,017 | |||
| Huafon Chemical Company, Ltd., Class A | 40,600 | 60,625 | |||
| Huaneng Power International, Inc., Class A | 68,400 | 89,642 | |||
| Huaneng Power International, Inc., H Shares | 572,352 | 530,983 | |||
| Huaqin Company, Ltd., Class A | 7,200 | 113,127 | |||
| Huatai Securities Company, Ltd., Class A | 73,900 | 198,556 | |||
| Huatai Securities Company, Ltd., H Shares (B) | 184,106 | 372,874 | |||
| Huaxia Bank Company, Ltd., Class A | 103,100 | 102,217 | |||
| Huayu Automotive Systems Company, Ltd., Class A | 25,700 | 63,450 | |||
| Huizhou Desay Sv Automotive Company, Ltd., Class A | 4,800 | 72,127 | |||
| Hunan Valin Steel Company, Ltd., Class A | 49,200 | 29,171 | |||
| Hundsun Technologies, Inc., Class A | 14,900 | 53,465 | |||
| Hwatsing Technology Company, Ltd., Class A | 2,472 | 95,510 | |||
| Hygon Information Technology Company, Ltd., Class A | 18,636 | 810,976 | |||
| IEIT Systems Company, Ltd., Class A | 12,200 | 116,384 | |||
| Iflytek Company, Ltd., Class A | 18,600 | 131,628 | |||
| Imeik Technology Development Company, Ltd., Class A | 2,200 | 34,046 | |||
| Industrial & Commercial Bank of China, Ltd., Class A | 484,200 | 516,555 | |||
| Industrial & Commercial Bank of China, Ltd., H Shares | 8,835,826 | 7,482,666 | |||
| Industrial Bank Company, Ltd., Class A | 174,000 | 475,659 | |||
| Industrial Securities Company, Ltd., Class A | 92,000 | 78,199 | |||
| Ingenic Semiconductor Company, Ltd., Class A | 3,800 | 88,481 | |||
| Inner Mongolia BaoTou Steel Union Company, Ltd., Class A | 358,500 | 125,230 | |||
| Inner Mongolia Dian Tou Energy Corp., Ltd., Class A | 17,100 | 78,274 | |||
| Inner Mongolia Junzheng Energy & Chemical Industry Group Company, Ltd., Class A | 71,900 | 54,416 | |||
| Inner Mongolia Xingye Silver&Tin Mining Company, Ltd., Class A | 13,700 | 81,018 | |||
| Inner Mongolia Yili Industrial Group Company, Ltd., Class A | 52,400 | 208,326 | |||
| Inner Mongolia Yitai Coal Company, Ltd., Class B | 123,573 | 343,423 | |||
| Innovent Biologics, Inc. (A)(B) | 199,021 | 2,113,273 | |||
| Isoftstone Information Technology Group Company, Ltd., Class A | 7,750 | 37,881 | |||
| J&T Global Express, Ltd. (A) | 319,400 | 368,312 | |||
| JA Solar Technology Company, Ltd., Class A (A) | 20,888 | 28,117 | |||
| JCET Group Company, Ltd., Class A | 14,900 | 180,899 | |||
| JD Health International, Inc. (A)(B) | 150,808 | 735,434 | |||
| JD Logistics, Inc. (A)(B) | 259,294 | 426,627 | |||
| JD.com, Inc., Class A | 322,603 | 4,650,571 | |||
| Jiangsu Eastern Shenghong Company, Ltd., Class A (A) | 45,600 | 81,156 | |||
| Jiangsu Expressway Company, Ltd., H Shares | 156,837 | 209,940 | |||
| 24 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Jiangsu Hengli Hydraulic Company, Ltd., Class A | 10,700 | $ | 172,517 | ||
| Jiangsu Hengrui Pharmaceuticals Company, Ltd., Class A | 51,900 | 384,941 | |||
| Jiangsu Hoperun Software Company, Ltd., Class A | 6,400 | 38,116 | |||
| Jiangsu King's Luck Brewery JSC, Ltd., Class A | 7,400 | 33,121 | |||
| Jiangsu Yanghe Distillery Company, Ltd., Class A | 12,300 | 82,479 | |||
| Jiangsu Yuyue Medical Equipment & Supply Company, Ltd., Class A | 7,700 | 30,067 | |||
| Jiangsu Zhongtian Technology Company, Ltd., Class A | 28,600 | 177,867 | |||
| Jiangxi Copper Company, Ltd., Class A | 16,500 | 106,332 | |||
| Jiangxi Copper Company, Ltd., H Shares | 140,515 | 632,733 | |||
| Jinduicheng Molybdenum Company, Ltd., Class A | 22,900 | 81,938 | |||
| Jinko Solar Company, Ltd., Class A (A) | 73,031 | 63,242 | |||
| JL Mag Rare-Earth Company, Ltd., Class A | 8,300 | 39,559 | |||
| Kanzhun, Ltd., ADR | 50,257 | 681,987 | |||
| KE Holdings, Inc., Class A | 274,200 | 1,498,377 | |||
| Kingdee International Software Group Company, Ltd. (A) | 402,412 | 375,744 | |||
| Kingfa Sci & Tech Company, Ltd., Class A | 22,000 | 55,019 | |||
| Kingnet Network Company, Ltd., Class A | 15,400 | 36,509 | |||
| Kingsoft Corp., Ltd. | 138,596 | 375,944 | |||
| Kuaishou Technology (B) | 343,871 | 2,004,291 | |||
| Kuang-Chi Technologies Company, Ltd., Class A (A) | 17,400 | 103,324 | |||
| Kunlun Tech Company, Ltd., Class A (A) | 10,100 | 65,598 | |||
| Kweichow Moutai Company, Ltd., Class A | 10,200 | 1,997,083 | |||
| Laopu Gold Company, Ltd., H Shares (C) | 3,700 | 237,312 | |||
| LB Group Company, Ltd., Class A | 20,300 | 42,900 | |||
| Lenovo Group, Ltd. | 1,090,690 | 3,342,486 | |||
| Lens Technology Company, Ltd., Class A | 41,700 | 249,462 | |||
| Leo Group Company, Ltd., Class A | 55,200 | 48,755 | |||
| Li Auto, Inc., Class A (A) | 167,698 | 1,250,476 | |||
| Li Ning Company, Ltd. | 311,602 | 723,123 | |||
| Lingyi iTech Guangdong Company, Class A | 59,800 | 128,575 | |||
| Longfor Group Holdings, Ltd. (B)(C) | 288,327 | 288,386 | |||
| LONGi Green Energy Technology Company, Ltd., Class A (A) | 58,040 | 119,123 | |||
| Loongson Technology Corp, Ltd., Class A (A) | 2,864 | 61,768 | |||
| Luxshare Precision Industry Company, Ltd., Class A | 60,000 | 650,207 | |||
| Luzhou Laojiao Company, Ltd., Class A | 11,800 | 158,767 | |||
| Mango Excellent Media Company, Ltd., Class A | 14,000 | 36,040 | |||
| Maxscend Microelectronics Company, Ltd., Class A (A) | 3,700 | 59,095 | |||
| Meitu, Inc. (A)(B)(C) | 490,500 | 273,172 | |||
| Meituan, Class B (A)(B) | 671,146 | 6,522,586 | |||
| Metallurgical Corp. of China, Ltd., Class A | 155,100 | 64,831 | |||
| Midea Group Company, Ltd., Class A | 30,800 | 367,845 | |||
| Midea Group Company, Ltd., H Shares | 56,500 | 617,973 | |||
| MINISO Group Holding, Ltd. | 66,400 | 217,834 | |||
| Montage Technology Company, Ltd., Class A | 9,077 | 340,234 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Muyuan Foods Group Company, Ltd., Class A | 43,660 | $ | 245,289 | ||
| NARI Technology Company, Ltd., Class A | 63,648 | 234,149 | |||
| National Silicon Industry Group Company, Ltd., Class A (A) | 24,528 | 100,560 | |||
| NAURA Technology Group Company, Ltd., Class A | 5,770 | 537,381 | |||
| NetEase, Inc. | 234,596 | 5,751,932 | |||
| New China Life Insurance Company, Ltd., Class A | 17,800 | 157,067 | |||
| New China Life Insurance Company, Ltd., H Shares | 127,317 | 788,405 | |||
| New Hope Liuhe Company, Ltd., Class A | 21,100 | 24,592 | |||
| New Oriental Education & Technology Group, Inc. | 182,458 | 840,379 | |||
| Nexchip Semiconductor Corp., Class A | 15,298 | 103,067 | |||
| Ningbo Deye Technology Corp., Class A | 10,137 | 173,330 | |||
| Ningbo Orient Wires & Cables Company, Ltd., Class A | 6,120 | 40,417 | |||
| Ningbo Sanxing Medical Electric Company, Ltd., Class A | 10,400 | 25,128 | |||
| Ningbo Tuopu Group Company, Ltd., Class A | 14,390 | 132,383 | |||
| Ningxia Baofeng Energy Group Company, Ltd., Class A | 59,000 | 209,100 | |||
| NIO, Inc., Class A (A) | 248,520 | 1,400,322 | |||
| Nongfu Spring Company, Ltd., H Shares (B) | 271,006 | 1,479,070 | |||
| OFILM Group Company, Ltd., Class A (A) | 17,800 | 23,574 | |||
| OmniVision Integrated Circuits Group, Inc. | 10,045 | 141,107 | |||
| Orient Securities Company, Ltd., Class A | 81,600 | 112,253 | |||
| PetroChina Company, Ltd., Class A | 160,500 | 257,782 | |||
| PetroChina Company, Ltd., H Shares | 2,860,130 | 3,975,989 | |||
| Pharmaron Beijing Company, Ltd., Class A | 14,425 | 53,504 | |||
| PICC Property & Casualty Company, Ltd., H Shares | 945,292 | 1,754,446 | |||
| Ping An Bank Company, Ltd., Class A | 163,700 | 264,421 | |||
| Ping An Insurance Group Company of China, Ltd., Class A | 88,700 | 701,179 | |||
| Ping An Insurance Group Company of China, Ltd., H Shares | 907,662 | 6,951,906 | |||
| Piotech, Inc., Class A | 2,016 | 187,504 | |||
| Poly Developments and Holdings Group Company, Ltd., Class A | 109,200 | 93,105 | |||
| Pony AI, Inc., Class A (A) | 26,300 | 267,687 | |||
| Pop Mart International Group, Ltd. (B)(C) | 72,407 | 1,595,860 | |||
| Postal Savings Bank of China Company, Ltd., Class A | 253,500 | 186,520 | |||
| Postal Savings Bank of China Company, Ltd., H Shares (B) | 1,206,504 | 772,490 | |||
| Power Construction Corp. of China, Ltd., Class A | 142,400 | 112,413 | |||
| Qfin Holdings, Inc., ADR | 444 | 7,140 | |||
| Qinghai Salt Lake Industry Company, Ltd., Class A (A) | 41,500 | 188,843 | |||
| QuantumCTek Company, Ltd., Class A | 798 | 65,765 | |||
| Range Intelligent Computing Technology Group Company, Ltd., Class A | 10,900 | 135,039 | |||
| Remegen Company, Ltd., H Shares (A)(B) | 25,500 | 269,624 | |||
| RoboTechnik Intelligent Technology Company, Ltd., Class A | 1,400 | 132,120 | |||
| Rockchip Electronics Company, Ltd., Class A | 3,400 | 88,316 | |||
| 25 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Rongsheng Petrochemical Company, Ltd., Class A | 78,800 | $ | 131,156 | ||
| SAIC Motor Corp., Ltd., Class A | 64,100 | 116,689 | |||
| Sailun Group Company, Ltd., Class A | 25,700 | 47,960 | |||
| Sanan Optoelectronics Company, Ltd., Class A | 41,200 | 95,353 | |||
| Sangfor Technologies, Inc., Class A | 3,300 | 52,408 | |||
| Sany Heavy Industry Company, Ltd., Class A | 67,600 | 179,482 | |||
| Satellite Chemical Company, Ltd., Class A | 28,243 | 97,056 | |||
| SDIC Capital Company, Ltd., CLass A | 82,800 | 78,814 | |||
| SDIC Power Holdings Company, Ltd., Class A | 63,200 | 133,527 | |||
| SenseTime Group, Inc., Class B (A)(B) | 3,766,000 | 799,657 | |||
| Seres Group Company, Ltd., Class A | 12,600 | 151,614 | |||
| SF Holding Company, Ltd., Class A | 37,000 | 191,061 | |||
| SG Micro Corp., Class A | 4,001 | 69,620 | |||
| Shaanxi Coal Industry Company, Ltd., Class A | 75,900 | 288,546 | |||
| Shandong Gold Mining Company, Ltd., Class A | 28,600 | 122,946 | |||
| Shandong Gold Mining Company, Ltd., H Shares (B) | 126,287 | 386,433 | |||
| Shandong Himile Mechanical Science & Technology Company, Ltd., Class A | 9,180 | 70,994 | |||
| Shandong Hongqiao Aluminum Industry Holding Company, Ltd., Class A | 24,900 | 78,301 | |||
| Shandong Hualu Hengsheng Chemical Company, Ltd., Class A | 15,300 | 66,486 | |||
| Shandong Nanshan Aluminum Company, Ltd., Class A | 92,400 | 71,090 | |||
| Shandong Sun Paper Industry JSC, Ltd., Class A | 23,900 | 48,760 | |||
| Shandong Weigao Group Medical Polymer Company, Ltd., H Shares | 336,295 | 144,213 | |||
| Shanghai Allist Pharmaceuticals Company, Ltd., Class A | 2,731 | 36,206 | |||
| Shanghai Baosight Software Company, Ltd., Class A | 15,772 | 47,069 | |||
| Shanghai BOCHU Electronic Technology Corp., Ltd., Class A | 1,653 | 39,824 | |||
| Shanghai Electric Group Company, Ltd., Class A (A) | 102,400 | 122,098 | |||
| Shanghai Electric Power Company, Ltd., Class A (A) | 22,600 | 74,396 | |||
| Shanghai Fosun Pharmaceutical Group Company, Ltd., Class A | 19,800 | 68,027 | |||
| Shanghai International Airport Company, Ltd., Class A | 4,700 | 17,409 | |||
| Shanghai Pharmaceuticals Holding Company, Ltd., Class A | 25,100 | 61,119 | |||
| Shanghai Pudong Development Bank Company, Ltd., Class A | 257,700 | 356,933 | |||
| Shanghai Putailai New Energy Technology Group Company, Ltd. | 16,610 | 75,265 | |||
| Shanghai RAAS Blood Products Company, Ltd., Class A | 54,700 | 42,916 | |||
| Shanghai Rural Commercial Bank Company, Ltd., Class A | 75,300 | 94,578 | |||
| Shanghai Stonehill Technology Company, Ltd., Class A (A) | 45,900 | 52,043 | |||
| Shanghai United Imaging Healthcare Company, Ltd., Class A | 6,015 | 106,917 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Shanghai Zhangjiang High-Tech Park Development Company, Ltd., Class A | 12,900 | $ | 66,208 | ||
| Shanjin International Gold Company, Ltd., Class A | 20,300 | 67,837 | |||
| Shannon Semiconductor Technology Company, Ltd., Class A | 3,700 | 97,897 | |||
| Shanxi Coking Coal Energy Group Company, Ltd., Class A | 30,000 | 30,098 | |||
| Shanxi Lu'an Environmental Energy Development Company, Ltd., Class A | 19,900 | 47,044 | |||
| Shanxi Xinghuacun Fen Wine Factory Company, Ltd., Class A | 9,500 | 180,105 | |||
| Sharetronic Data Technology Company, Ltd., Class A | 3,920 | 138,528 | |||
| Shenergy Company, Ltd., Class A | 38,600 | 58,857 | |||
| Shengyi Electronics Company, Ltd., Class A | 5,486 | 112,018 | |||
| Shengyi Technology Company, Ltd., Class A | 20,000 | 414,774 | |||
| Shennan Circuits Company, Ltd., Class A | 5,390 | 327,239 | |||
| Shenwan Hongyuan Group Company, Ltd., Class A | 233,600 | 152,243 | |||
| Shenzhen Envicool Technology Company, Ltd., Class A | 7,600 | 102,220 | |||
| Shenzhen Everwin Precision Technology Company, Ltd., Class A (A) | 11,300 | 55,737 | |||
| Shenzhen Goodix Technology Company, Ltd., Class A | 3,600 | 32,468 | |||
| Shenzhen Inovance Technology Company, Ltd., Class A | 10,300 | 112,656 | |||
| Shenzhen Kinwong Electronic Company, Ltd., Class A | 8,000 | 93,520 | |||
| Shenzhen Longsys Electronics Company, Ltd., Class A (A) | 2,800 | 228,217 | |||
| Shenzhen Megmeet Electrical Company, Ltd., Class A | 4,700 | 87,408 | |||
| Shenzhen Mindray Bio-Medical Electronics Company, Ltd., Class A | 10,000 | 224,324 | |||
| Shenzhen New Industries Biomedical Engineering Company, Ltd., Class A | 5,800 | 40,047 | |||
| Shenzhen Salubris Pharmaceuticals Company, Ltd., Class A | 8,900 | 43,938 | |||
| Shenzhen Sunway Communication Company, Ltd., Class A | 8,300 | 120,800 | |||
| Shenzhen Transsion Holdings Company, Ltd., Class A | 8,140 | 72,255 | |||
| Shenzhou International Group Holdings, Ltd. | 112,991 | 668,567 | |||
| Sichuan Changhong Electric Company, Ltd., Class A | 36,900 | 39,256 | |||
| Sichuan Chuantou Energy Company, Ltd., Class A | 38,000 | 87,026 | |||
| Sichuan Kelun Pharmaceutical Company, Ltd., Class A | 12,200 | 65,540 | |||
| Sichuan Kelun-Biotech Biopharmaceutical Company, Ltd., H Shares (A) | 6,700 | 394,578 | |||
| Sichuan Road and Bridge Group Company, Ltd., Class A | 51,400 | 66,414 | |||
| Sinolink Securities Company, Ltd., Class A | 52,600 | 67,388 | |||
| Sinoma Science & Technology Company, Ltd., Class A | 13,800 | 145,055 | |||
| Sinomine Resource Group Company, Ltd., Class A | 4,900 | 44,911 | |||
| 26 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Sinopharm Group Company, Ltd., H Shares | 183,753 | $ | 396,393 | ||
| Sinotruk Hong Kong, Ltd. | 92,500 | 439,773 | |||
| Skyverse Technology Company, Ltd., Class A (A) | 2,479 | 79,838 | |||
| Smoore International Holdings, Ltd. (B)(C) | 253,334 | 294,131 | |||
| SooChow Securities Company, Ltd., Class A | 56,800 | 65,779 | |||
| Spring Airlines Company, Ltd., Class A | 6,900 | 49,921 | |||
| Sungrow Power Supply Company, Ltd., Class A | 17,020 | 447,762 | |||
| Sunny Optical Technology Group Company, Ltd. | 96,364 | 1,032,119 | |||
| Sunwoda Electronic Company, Ltd., Class A | 15,700 | 52,973 | |||
| SUPCON Technology Company, Ltd., Class A (A) | 5,851 | 74,178 | |||
| Suzhou Dongshan Precision Manufacturing Company, Ltd., Class A (A) | 14,900 | 468,691 | |||
| Suzhou Maxwell Technologies Company, Ltd., Class A | 2,200 | 81,041 | |||
| Suzhou TFC Optical Communication Company, Ltd., Class A | 6,388 | 427,627 | |||
| TAL Education Group, ADR (A) | 56,315 | 546,819 | |||
| TBEA Company, Ltd., Class A | 40,410 | 151,216 | |||
| TCL Technology Group Corp., Class A | 162,870 | 103,064 | |||
| TCL Zhonghuan Renewable Energy Technology Company, Ltd., Class A (A) | 25,800 | 37,171 | |||
| Tencent Holdings, Ltd. | 861,198 | 46,790,082 | |||
| Tencent Music Entertainment Group, ADR | 77,675 | 716,164 | |||
| The People's Insurance Company Group of China, Ltd., Class A | 86,600 | 87,515 | |||
| The People's Insurance Company Group of China, Ltd., H Shares | 1,194,879 | 789,704 | |||
| Tianfeng Securities Company, Ltd., Class A (A) | 89,400 | 44,241 | |||
| Tianqi Lithium Corp., Class A (A) | 11,000 | 102,482 | |||
| Tianshan Aluminum Group Company, Ltd., Class A | 37,400 | 82,687 | |||
| Tianshui Huatian Technology Company, Ltd., Class A (A) | 25,800 | 73,731 | |||
| Tingyi Cayman Islands Holding Corp. | 265,102 | 404,160 | |||
| Tongcheng Travel Holdings, Ltd. | 173,112 | 312,735 | |||
| TongFu Microelectronics Company, Ltd., Class A | 12,200 | 119,261 | |||
| Tongling Nonferrous Metals Group Company, Ltd., Class A | 103,000 | 105,311 | |||
| Tongwei Company, Ltd., Class A (A) | 32,600 | 71,160 | |||
| Trina Solar Company, Ltd., Class A (A) | 16,334 | 37,218 | |||
| Tsingtao Brewery Company, Ltd., Class A | 6,400 | 57,834 | |||
| Tsingtao Brewery Company, Ltd., H Shares | 84,597 | 537,381 | |||
| UBTech Robotics Corp., Ltd., H Shares (A)(C) | 29,250 | 381,740 | |||
| Unigroup Guoxin Microelectronics Company, Ltd., Class A | 6,179 | 72,368 | |||
| Unisplendour Corp., Ltd., Class A | 22,600 | 95,963 | |||
| United Nova Technology Company, Ltd., Class A (A) | 58,675 | 69,942 | |||
| Universal Scientific Industrial Shanghai Company, Ltd., Class A | 15,000 | 99,375 | |||
| Verisilicon Microelectronics Shanghai Company, Ltd., Class A (A) | 4,000 | 145,992 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Victory Giant Technology Huizhou Company, Ltd., Class A | 7,100 | $ | 385,808 | ||
| Vipshop Holdings, Ltd., ADR | 42,521 | 604,649 | |||
| Voyah Automobile Technology Company, Ltd. (A) | 106,709 | 71,758 | |||
| Wanhua Chemical Group Company, Ltd., Class A | 26,000 | 282,165 | |||
| Wanxiang Qianchao Company, Ltd., Class A | 27,600 | 60,269 | |||
| Weichai Power Company, Ltd., Class A | 62,700 | 327,546 | |||
| Weichai Power Company, Ltd., H Shares | 255,633 | 1,357,995 | |||
| Wens Foodstuff Group Company, Ltd., Class A | 49,700 | 100,442 | |||
| Western Mining Company, Ltd., Class A | 19,500 | 88,169 | |||
| Western Securities Company, Ltd., Class A | 59,800 | 58,260 | |||
| Western Superconducting Technologies Company, Ltd., Class A | 4,546 | 45,385 | |||
| Wingtech Technology Company, Ltd., Class A (A) | 9,800 | 29,919 | |||
| Wintime Energy Group Company, Ltd., Class A (A) | 198,200 | 53,302 | |||
| Wolong Electric Group Company, Ltd., Class A | 13,200 | 77,034 | |||
| Wuhan Guide Infrared Company, Ltd., Class A (A) | 31,078 | 59,094 | |||
| Wuliangye Yibin Company, Ltd., Class A | 31,800 | 398,797 | |||
| WUS Printed Circuit Kunshan Company, Ltd., Class A | 15,600 | 304,141 | |||
| WuXi AppTec Company, Ltd., Class A | 22,300 | 334,650 | |||
| WuXi AppTec Company, Ltd., H Shares (B) | 50,494 | 840,765 | |||
| WuXi Biologics Cayman, Inc. (A)(B) | 476,620 | 2,038,545 | |||
| WuXi XDC Cayman, Inc. (A) | 51,500 | 361,015 | |||
| XCMG Construction Machinery Company, Ltd., Class A | 93,600 | 134,834 | |||
| Xiamen Tungsten Company, Ltd., Class A | 12,100 | 97,433 | |||
| Xiaomi Corp., Class B (A)(B) | 2,324,634 | 8,325,606 | |||
| Xinjiang Daqo New Energy Company, Ltd., Class A (A) | 15,125 | 43,492 | |||
| Xinyi Solar Holdings, Ltd. | 605,086 | 206,381 | |||
| XPeng, Inc., A Shares (A) | 168,476 | 1,370,376 | |||
| XtalPi Holdings, Ltd. (A)(C) | 235,000 | 247,174 | |||
| Yadea Group Holdings, Ltd. (B) | 162,485 | 234,005 | |||
| Yangtze Optical Fibre and Cable Joint Stock Company, Ltd., H Shares (B) | 54,500 | 1,571,400 | |||
| Yangzijiang Shipbuilding Holdings, Ltd. | 204,100 | 582,279 | |||
| Yankuang Energy Group Company, Ltd., Class A | 46,370 | 149,397 | |||
| Yankuang Energy Group Company, Ltd., H Shares | 438,584 | 816,729 | |||
| Yantai Jereh Oilfield Services Group Company, Ltd., Class A | 8,300 | 172,156 | |||
| Yealink Network Technology Corp., Ltd., Class A | 10,280 | 54,881 | |||
| Yonghui Superstores Company, Ltd., Class A (A) | 65,500 | 35,693 | |||
| Yonyou Network Technology Company, Ltd., Class A (A) | 25,400 | 38,944 | |||
| Youngor Fashion Company, Ltd., Class A | 13,900 | 15,320 | |||
| YTO Express Group Company, Ltd., Class A | 25,200 | 69,822 | |||
| Yuanjie Semiconductor Technology Company, Ltd., Class A | 1,001 | 167,479 | |||
| Yum China Holdings, Inc. | 47,950 | 2,094,000 | |||
| 27 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| China (continued) | |||||
| Yunnan Aluminium Company, Ltd., Class A | 28,000 | $ | 118,074 | ||
| Yunnan Baiyao Group Company, Ltd., Class A | 14,240 | 105,059 | |||
| Yunnan Energy New Material Group Company, Ltd., Class A (A) | 7,500 | 78,039 | |||
| Yunnan Tin Company, Ltd., Class A | 12,700 | 70,601 | |||
| Yunnan Yuntianhua Company, Ltd., Class A | 14,200 | 64,271 | |||
| Yutong Bus Company, Ltd., Class A | 17,200 | 82,126 | |||
| Zangge Mining Company, Ltd., Class A | 12,400 | 141,446 | |||
| Zhangzhou Pientzehuang Pharmaceutical Company, Ltd., Class A | 4,100 | 77,777 | |||
| Zhaojin Mining Industry Company, Ltd., H Shares | 230,743 | 638,861 | |||
| Zhejiang Century Huatong Group Company, Ltd., Class A | 57,900 | 124,722 | |||
| Zhejiang China Commodities City Group Company, Ltd., Class A | 47,200 | 89,106 | |||
| Zhejiang Chint Electrics Company, Ltd., Class A | 16,700 | 71,923 | |||
| Zhejiang Dahua Technology Company, Ltd., Class A | 24,500 | 60,468 | |||
| Zhejiang Expressway Company, Ltd., H Shares | 8,355 | 7,165 | |||
| Zhejiang Huayou Cobalt Company, Ltd., Class A | 15,010 | 121,759 | |||
| Zhejiang Jingsheng Mechanical & Electrical Company, Ltd., Class A | 10,200 | 76,668 | |||
| Zhejiang Juhua Company, Ltd., Class A | 21,800 | 106,447 | |||
| Zhejiang Leapmotor Technology Company, Ltd., H Shares (A)(B) | 66,600 | 334,495 | |||
| Zhejiang Longsheng Group Company, Ltd., Class A | 26,700 | 44,236 | |||
| Zhejiang NHU Company, Ltd., Class A | 25,580 | 110,932 | |||
| Zhejiang Sanhua Intelligent Controls Company, Ltd., Class A | 15,700 | 107,659 | |||
| Zhejiang Wanfeng Auto Wheel Company, Ltd., Class A | 17,000 | 29,791 | |||
| Zhejiang Weiming Environment Protection Company, Ltd., Class A | 13,536 | 30,156 | |||
| Zhejiang Zheneng Electric Power Company, Ltd., Class A | 93,000 | 88,908 | |||
| Zheshang Securities Company, Ltd., Class A | 59,100 | 82,450 | |||
| Zhongji Innolight Company, Ltd., Class A | 9,180 | 1,564,147 | |||
| Zhongjin Gold Corp., Ltd., Class A | 38,200 | 127,581 | |||
| Zhongtai Securities Company, Ltd., Class A | 92,100 | 74,050 | |||
| Zhuzhou CRRC Times Electric Company, Ltd., Class A | 6,489 | 58,499 | |||
| Zhuzhou CRRC Times Electric Company, Ltd., H Shares | 59,792 | 309,468 | |||
| Zijin Mining Group Company, Ltd., Class A | 169,100 | 764,455 | |||
| Zijin Mining Group Company, Ltd., H Shares | 810,396 | 3,397,356 | |||
| Zoomlion Heavy Industry Science and Technology Company, Ltd., Class A | 59,500 | 63,407 | |||
| ZTE Corp., Class A (A) | 31,700 | 171,780 | |||
| ZTE Corp., H Shares | 103,575 | 353,176 | |||
| ZTO Express Cayman, Inc. | 56,550 | 1,245,352 | |||
| 285,435,163 | |||||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Colombia - 0.0% | |||||
| Grupo Cibest SA | 29,162 | $ | 601,156 | ||
| Interconexion Electrica SA ESP | 52,771 | 432,273 | |||
| 1,033,429 | |||||
| Czech Republic - 0.0% | |||||
| CEZ AS | 18,065 | 1,089,126 | |||
| CSG NV (A)(C) | 28,640 | 600,260 | |||
| Komercni banka AS | 10,556 | 501,111 | |||
| Moneta Money Bank AS (B) | 36,543 | 326,045 | |||
| 2,516,542 | |||||
| Denmark - 0.9% | |||||
| A.P. Moller - Maersk A/S, Series A | 295 | 718,280 | |||
| A.P. Moller - Maersk A/S, Series B | 639 | 1,586,615 | |||
| Carlsberg A/S, Class B | 12,876 | 1,730,802 | |||
| Coloplast A/S, B Shares | 17,034 | 1,045,705 | |||
| Danske Bank A/S | 91,293 | 4,802,105 | |||
| Demant A/S (A)(C) | 12,824 | 498,647 | |||
| DSV A/S | 27,923 | 6,985,166 | |||
| Genmab A/S (A) | 8,313 | 2,179,034 | |||
| Novo Nordisk A/S, Class B | 439,223 | 20,070,350 | |||
| Novonesis A/S, B Shares | 47,841 | 2,779,470 | |||
| Orsted A/S (A)(B) | 71,744 | 1,828,434 | |||
| Pandora A/S | 10,779 | 1,008,791 | |||
| ROCKWOOL A/S, B Shares | 13,299 | 416,393 | |||
| Tryg A/S | 48,608 | 1,142,526 | |||
| Vestas Wind Systems A/S | 137,415 | 3,855,569 | |||
| 50,647,887 | |||||
| Egypt - 0.0% | |||||
| Commercial International Bank Egypt SAE | 17,760 | 45,361 | |||
| Eastern Company SAE | 2,026 | 1,475 | |||
| Talaat Moustafa Group | 2,836 | 5,217 | |||
| 52,053 | |||||
| Finland - 0.9% | |||||
| Elisa OYJ | 25,302 | 1,214,929 | |||
| Fortum OYJ | 80,637 | 1,884,861 | |||
| Kesko OYJ, B Shares | 48,393 | 1,172,552 | |||
| Kone OYJ, B Shares | 61,320 | 3,665,131 | |||
| Metso OYJ | 121,424 | 2,316,186 | |||
| Neste OYJ | 76,157 | 2,504,040 | |||
| Nokia OYJ | 962,797 | 14,141,333 | |||
| Nordea Bank ABP | 560,909 | 10,746,941 | |||
| Orion OYJ, Class B | 19,799 | 1,653,746 | |||
| Sampo OYJ, A Shares | 447,492 | 4,723,071 | |||
| Stora Enso OYJ, R Shares | 106,612 | 1,247,643 | |||
| UPM-Kymmene OYJ | 95,962 | 2,803,600 | |||
| Wartsila OYJ ABP | 91,395 | 3,709,134 | |||
| 51,783,167 | |||||
| France - 4.6% | |||||
| Accor SA | 24,483 | 1,333,539 | |||
| Aeroports de Paris SA (C) | 4,306 | 576,956 | |||
| Air Liquide SA | 75,077 | 15,509,655 | |||
| Alstom SA (A) | 44,880 | 895,778 | |||
| Amundi SA (B) | 8,494 | 828,115 | |||
| AXA SA | 219,771 | 10,134,364 | |||
| Ayvens SA (B) | 45,102 | 604,919 | |||
| BioMerieux | 5,198 | 449,552 | |||
| BNP Paribas SA | 130,715 | 14,090,107 | |||
| Bollore SE | 88,354 | 559,819 | |||
| Bouygues SA | 24,441 | 1,430,108 | |||
| Bureau Veritas SA | 43,773 | 1,324,014 | |||
| Capgemini SE | 19,816 | 2,354,233 | |||
| Carrefour SA | 75,627 | 1,412,962 | |||
| Cie de Saint-Gobain SA | 57,983 | 5,254,467 | |||
| 28 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| France (continued) | |||||
| Cie Generale des Etablissements Michelin SCA | 84,758 | $ | 3,093,762 | ||
| Covivio SA | 7,002 | 449,726 | |||
| Credit Agricole SA | 138,441 | 2,667,231 | |||
| Danone SA | 83,713 | 5,951,983 | |||
| Dassault Aviation SA | 2,505 | 889,962 | |||
| Dassault Systemes SE | 86,131 | 1,889,661 | |||
| Eiffage SA | 8,696 | 1,258,547 | |||
| Engie SA | 236,486 | 7,295,357 | |||
| EssilorLuxottica SA (C) | 39,072 | 7,897,207 | |||
| Gecina SA | 5,773 | 493,477 | |||
| Getlink SE | 37,321 | 815,477 | |||
| Hermes International SCA | 4,109 | 7,678,593 | |||
| Ipsen SA | 4,889 | 893,068 | |||
| Kering SA | 9,660 | 2,845,056 | |||
| Klepierre SA | 27,131 | 1,106,772 | |||
| Legrand SA | 34,020 | 5,847,339 | |||
| L'Oreal SA | 31,158 | 13,748,375 | |||
| LVMH Moet Hennessy Louis Vuitton SE | 32,287 | 17,659,288 | |||
| Orange SA | 239,976 | 5,019,235 | |||
| Pernod Ricard SA | 26,301 | 1,937,526 | |||
| Publicis Groupe SA | 29,901 | 2,909,035 | |||
| Renault SA | 24,883 | 851,061 | |||
| Rexel SA | 29,108 | 1,243,009 | |||
| Safran SA | 46,141 | 16,410,121 | |||
| Sanofi SA | 142,580 | 12,498,421 | |||
| Sartorius Stedim Biotech | 3,805 | 788,164 | |||
| Schneider Electric SE | 70,012 | 21,989,558 | |||
| Schneider Electric SE (Euronext London Exchange) | 1,178 | 368,475 | |||
| Societe Generale SA | 89,795 | 7,463,851 | |||
| Sodexo SA | 11,316 | 620,890 | |||
| Thales SA | 11,952 | 3,353,281 | |||
| TotalEnergies SE | 256,992 | 22,549,174 | |||
| Unibail-Rodamco-Westfield (A) | 15,813 | 1,827,967 | |||
| Veolia Environnement SA | 81,042 | 3,269,695 | |||
| Vinci SA | 63,969 | 9,303,526 | |||
| 251,642,458 | |||||
| Germany - 4.7% | |||||
| adidas AG | 23,258 | 4,492,405 | |||
| Allianz SE | 52,205 | 23,134,918 | |||
| BASF SE | 121,588 | 7,199,554 | |||
| Bayer AG | 133,781 | 5,689,262 | |||
| Bayerische Motoren Werke AG | 38,295 | 3,332,045 | |||
| Beiersdorf AG | 13,037 | 1,048,135 | |||
| Brenntag SE | 16,310 | 1,072,637 | |||
| Commerzbank AG | 98,922 | 4,258,371 | |||
| Continental AG | 14,743 | 1,218,564 | |||
| CTS Eventim AG & Company KGaA | 8,224 | 593,669 | |||
| Daimler Truck Holding AG | 62,598 | 3,063,004 | |||
| Delivery Hero SE (A)(B)(C) | 26,363 | 1,129,339 | |||
| Deutsche Bank AG | 248,678 | 8,058,427 | |||
| Deutsche Boerse AG | 25,658 | 7,392,356 | |||
| Deutsche Lufthansa AG | 80,639 | 801,755 | |||
| Deutsche Telekom AG | 500,974 | 16,820,221 | |||
| DHL Group | 125,239 | 7,458,894 | |||
| E.ON SE | 304,767 | 6,469,744 | |||
| Evonik Industries AG | 34,096 | 667,725 | |||
| Fresenius Medical Care AG | 29,971 | 1,298,852 | |||
| Fresenius SE & Company KGaA | 57,502 | 2,428,079 | |||
| GEA Group AG | 19,626 | 1,265,144 | |||
| Hannover Rueck SE | 8,525 | 2,302,090 | |||
| Heidelberg Materials AG | 18,244 | 4,036,571 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Germany (continued) | |||||
| Henkel AG & Company KGaA | 11,966 | $ | 867,877 | ||
| Hensoldt AG | 8,545 | 887,139 | |||
| HOCHTIEF AG | 2,087 | 1,179,911 | |||
| Infineon Technologies AG | 178,134 | 16,889,841 | |||
| Knorr-Bremse AG | 9,594 | 1,158,986 | |||
| LEG Immobilien SE (C) | 10,248 | 665,350 | |||
| Mercedes-Benz Group AG | 98,548 | 5,983,632 | |||
| Merck KGaA | 17,739 | 2,701,541 | |||
| MTU Aero Engines AG | 7,327 | 2,673,152 | |||
| Muenchener Rueckversicherungs-Gesellschaft AG | 17,914 | 9,407,896 | |||
| Nemetschek SE | 7,577 | 545,615 | |||
| Rational AG | 669 | 511,884 | |||
| Rheinmetall AG | 6,260 | 9,424,826 | |||
| RWE AG | 86,063 | 5,469,390 | |||
| SAP SE | 142,237 | 25,729,846 | |||
| Scout24 SE (B) | 9,912 | 833,652 | |||
| Siemens AG | 103,645 | 32,496,819 | |||
| Siemens Energy AG | 105,583 | 19,988,316 | |||
| Siemens Healthineers AG (B) | 46,521 | 1,889,939 | |||
| Symrise AG | 17,945 | 1,649,453 | |||
| Talanx AG | 9,482 | 1,134,200 | |||
| Vonovia SE | 103,353 | 2,575,932 | |||
| Zalando SE (A)(B) | 30,297 | 819,682 | |||
| 260,716,640 | |||||
| Greece - 0.2% | |||||
| Alpha Bank SA | 212,051 | 969,339 | |||
| Eurobank SA | 345,905 | 1,611,108 | |||
| Hellenic Telecommunications Organization SA | 21,418 | 454,423 | |||
| JUMBO SA | 15,359 | 417,344 | |||
| Metlen Energy & Metals PLC (A) | 13,235 | 646,983 | |||
| National Bank of Greece SA | 117,407 | 2,031,086 | |||
| Piraeus Bank SA (A) | 149,083 | 1,581,759 | |||
| Public Power Corp. SA | 23,989 | 603,193 | |||
| 8,315,235 | |||||
| Hong Kong - 2.0% | |||||
| AIA Group, Ltd. | 1,436,474 | 15,068,288 | |||
| Alibaba Group Holding, Ltd. | 2,318,683 | 35,949,217 | |||
| Alibaba Health Information Technology, Ltd. (A)(C) | 757,746 | 350,428 | |||
| Beijing Enterprises Holdings, Ltd. | 68,970 | 271,403 | |||
| BOC Hong Kong Holdings, Ltd. | 500,301 | 3,057,006 | |||
| Bosideng International Holdings, Ltd. | 605,812 | 328,751 | |||
| C&D International Investment Group, Ltd. (C) | 113,246 | 227,729 | |||
| China Gas Holdings, Ltd. | 361,702 | 320,037 | |||
| China Merchants Port Holdings Company, Ltd. | 178,231 | 350,148 | |||
| China Overseas Land & Investment, Ltd. | 524,752 | 1,043,773 | |||
| China Power International Development, Ltd. | 484,969 | 230,190 | |||
| China Resources Beer Holdings Company, Ltd. | 220,662 | 681,865 | |||
| China Resources Gas Group, Ltd. | 125,373 | 294,352 | |||
| China Resources Land, Ltd. | 439,711 | 1,980,300 | |||
| China Resources Power Holdings Company, Ltd. | 280,808 | 762,035 | |||
| China Ruyi Holdings, Ltd. (A)(C) | 1,557,326 | 270,310 | |||
| China State Construction International Holdings, Ltd. (C) | 171,116 | 190,818 | |||
| China Taiping Insurance Holdings Company, Ltd. | 196,929 | 499,987 | |||
| 29 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Hong Kong (continued) | |||||
| Chow Tai Fook Jewellery Group, Ltd. | 260,631 | $ | 365,295 | ||
| CK Asset Holdings, Ltd. | 264,573 | 1,597,393 | |||
| CK Hutchison Holdings, Ltd. | 365,634 | 3,289,926 | |||
| CK Infrastructure Holdings, Ltd. | 84,799 | 641,856 | |||
| CLP Holdings, Ltd. | 222,344 | 2,169,721 | |||
| Far East Horizon, Ltd. | 319,693 | 313,888 | |||
| Futu Holdings, Ltd., ADR | 7,828 | 814,660 | |||
| Galaxy Entertainment Group, Ltd. | 268,387 | 1,068,975 | |||
| GCL Technology Holdings, Ltd. (A) | 3,274,736 | 347,185 | |||
| Geely Automobile Holdings, Ltd. | 882,860 | 2,118,775 | |||
| Guangdong Investment, Ltd. | 390,587 | 416,148 | |||
| Henderson Land Development Company, Ltd. | 198,796 | 784,865 | |||
| HKT Trust & HKT, Ltd. | 509,846 | 787,670 | |||
| Hong Kong & China Gas Company, Ltd. | 1,511,498 | 1,381,919 | |||
| Hong Kong Exchanges & Clearing, Ltd. | 165,185 | 8,434,340 | |||
| Hongkong Land Holdings, Ltd. | 147,346 | 1,123,207 | |||
| Jardine Matheson Holdings, Ltd. | 22,167 | 1,472,971 | |||
| Kunlun Energy Company, Ltd. | 523,215 | 478,158 | |||
| Link REIT | 354,085 | 1,825,241 | |||
| MTR Corp., Ltd. | 205,712 | 827,729 | |||
| NetEase Cloud Music, Inc. (A)(B)(C) | 11,450 | 173,823 | |||
| Orient Overseas International, Ltd. | 18,227 | 316,739 | |||
| Power Assets Holdings, Ltd. | 187,806 | 1,440,149 | |||
| Prudential PLC | 352,535 | 5,015,683 | |||
| Sino Biopharmaceutical, Ltd. | 1,393,160 | 887,854 | |||
| Sino Land Company, Ltd. | 495,297 | 746,385 | |||
| SITC International Holdings Company, Ltd. | 181,947 | 805,067 | |||
| Sun Hung Kai Properties, Ltd. | 197,863 | 3,323,055 | |||
| Swire Pacific, Ltd., Class A | 46,125 | 479,995 | |||
| Techtronic Industries Company, Ltd. | 200,113 | 2,970,795 | |||
| The Wharf Holdings, Ltd. (C) | 140,000 | 396,088 | |||
| Want Want China Holdings, Ltd. | 621,564 | 330,152 | |||
| WH Group, Ltd. (B) | 1,123,866 | 1,296,982 | |||
| Wharf Real Estate Investment Company, Ltd. | 225,027 | 689,651 | |||
| Zijin Gold International Company, Ltd. (A) | 28,400 | 471,524 | |||
| 111,480,501 | |||||
| Hungary - 0.1% | |||||
| MOL Hungarian Oil & Gas PLC | 54,010 | 686,045 | |||
| OTP Bank NYRT | 29,941 | 4,111,060 | |||
| Richter Gedeon NYRT | 18,749 | 793,676 | |||
| 5,590,781 | |||||
| India - 3.2% | |||||
| ABB India, Ltd. | 6,688 | 512,158 | |||
| Adani Enterprises, Ltd. | 19,774 | 611,552 | |||
| Adani Ports & Special Economic Zone, Ltd. | 68,679 | 1,306,962 | |||
| Adani Power, Ltd. (A) | 364,118 | 934,995 | |||
| Aditya Birla Capital, Ltd. (A) | 101,287 | 387,990 | |||
| Alkem Laboratories, Ltd. | 6,184 | 360,248 | |||
| Ambuja Cements, Ltd. | 76,095 | 360,409 | |||
| APL Apollo Tubes, Ltd. | 22,554 | 434,400 | |||
| Apollo Hospitals Enterprise, Ltd. | 13,756 | 1,189,794 | |||
| Ashok Leyland, Ltd. | 376,420 | 620,506 | |||
| Asian Paints, Ltd. | 48,403 | 1,370,129 | |||
| Astral, Ltd. | 14,815 | 246,932 | |||
| AU Small Finance Bank, Ltd. (B) | 70,160 | 730,420 | |||
| Aurobindo Pharma, Ltd. | 34,084 | 509,940 | |||
| Avenue Supermarts, Ltd. (A)(B) | 20,494 | 872,495 | |||
| Axis Bank, Ltd. | 293,778 | 3,978,679 | |||
| Bajaj Auto, Ltd. | 8,747 | 964,411 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| India (continued) | |||||
| Bajaj Finance, Ltd. | 356,770 | $ | 3,415,429 | ||
| Bajaj Finserv, Ltd. | 49,455 | 935,489 | |||
| Bajaj Holdings & Investment, Ltd. | 3,455 | 379,321 | |||
| Balkrishna Industries, Ltd. | 9,840 | 236,606 | |||
| Bank of Baroda | 131,922 | 373,333 | |||
| Bharat Electronics, Ltd. | 468,852 | 2,033,589 | |||
| Bharat Forge, Ltd. | 31,132 | 639,616 | |||
| Bharat Heavy Electricals, Ltd. | 132,279 | 578,497 | |||
| Bharat Petroleum Corp., Ltd. | 190,454 | 599,159 | |||
| Bharti Airtel, Ltd. | 327,123 | 6,287,047 | |||
| Bosch, Ltd. | 926 | 359,071 | |||
| Britannia Industries, Ltd. | 13,651 | 751,521 | |||
| BSE, Ltd. | 25,604 | 1,120,215 | |||
| Canara Bank | 233,386 | 323,643 | |||
| CG Power & Industrial Solutions, Ltd. | 89,751 | 870,867 | |||
| Cholamandalam Investment and Finance Company, Ltd. | 53,920 | 878,012 | |||
| Cipla, Ltd. | 72,625 | 1,069,958 | |||
| Coal India, Ltd. | 237,372 | 1,144,661 | |||
| Colgate-Palmolive India, Ltd. | 15,228 | 330,811 | |||
| Coromandel International, Ltd. | 14,717 | 273,064 | |||
| Cummins India, Ltd. | 17,771 | 1,103,374 | |||
| Dabur India, Ltd. | 69,768 | 330,416 | |||
| Divi's Laboratories, Ltd. | 15,377 | 1,081,209 | |||
| Dixon Technologies India, Ltd. | 4,587 | 557,373 | |||
| DLF, Ltd. | 97,430 | 611,985 | |||
| Dr. Reddy's Laboratories, Ltd. | 69,942 | 976,096 | |||
| Eicher Motors, Ltd. | 17,418 | 1,321,838 | |||
| Eternal, Ltd. (A) | 306,012 | 811,030 | |||
| Fortis Healthcare, Ltd. | 63,377 | 624,649 | |||
| FSN E-Commerce Ventures, Ltd. (A) | 140,401 | 387,216 | |||
| GAIL India, Ltd. | 304,062 | 531,086 | |||
| GE Vernova T&D India, Ltd. | 16,218 | 854,686 | |||
| GMR Airports, Ltd. (A) | 310,424 | 328,566 | |||
| Godrej Consumer Products, Ltd. | 52,228 | 564,874 | |||
| Godrej Properties, Ltd. (A) | 19,144 | 353,459 | |||
| Grasim Industries, Ltd. | 34,774 | 1,149,645 | |||
| Havells India, Ltd. | 27,202 | 339,647 | |||
| HCL Technologies, Ltd. | 121,843 | 1,519,927 | |||
| HDFC Asset Management Company, Ltd. (B) | 25,007 | 705,502 | |||
| HDFC Bank, Ltd. | 1,451,968 | 11,423,227 | |||
| HDFC Life Insurance Company, Ltd. (B) | 128,177 | 804,736 | |||
| Hero MotoCorp, Ltd. | 15,307 | 793,952 | |||
| Hindalco Industries, Ltd. | 173,441 | 2,066,547 | |||
| Hindustan Aeronautics, Ltd. | 25,756 | 1,167,276 | |||
| Hindustan Petroleum Corp., Ltd. | 119,426 | 494,878 | |||
| Hindustan Unilever, Ltd. | 105,212 | 2,392,147 | |||
| Hitachi Energy India, Ltd. | 1,697 | 684,539 | |||
| Hyundai Motor India, Ltd. | 20,504 | 427,499 | |||
| ICICI Bank, Ltd. | 676,708 | 8,974,761 | |||
| ICICI Lombard General Insurance Company, Ltd. (B) | 32,137 | 603,848 | |||
| ICICI Prudential Life Insurance Company, Ltd. (B) | 50,437 | 270,668 | |||
| IDFC First Bank, Ltd. | 441,539 | 330,670 | |||
| Indian Oil Corp., Ltd. | 355,850 | 527,158 | |||
| Indus Towers, Ltd. (A) | 168,960 | 789,346 | |||
| IndusInd Bank, Ltd. (A) | 73,335 | 705,079 | |||
| Info Edge India, Ltd. | 46,016 | 485,079 | |||
| Infosys, Ltd. | 415,077 | 5,062,462 | |||
| InterGlobe Aviation, Ltd. (B) | 24,108 | 1,119,207 | |||
| ITC, Ltd. | 384,385 | 1,163,823 | |||
| Jindal Stainless, Ltd. | 41,599 | 301,191 | |||
| 30 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| India (continued) | |||||
| Jindal Steel, Ltd. | 45,897 | $ | 593,003 | ||
| Jio Financial Services, Ltd. | 363,186 | 917,804 | |||
| JSW Energy, Ltd. | 54,720 | 344,241 | |||
| JSW Steel, Ltd. | 78,424 | 1,054,123 | |||
| Jubilant Foodworks, Ltd. | 49,339 | 223,534 | |||
| Kalyan Jewellers India, Ltd. | 52,411 | 197,939 | |||
| Kotak Mahindra Bank, Ltd. | 699,087 | 2,837,043 | |||
| Kwality Wall's India, Ltd. (A) | 18,809 | 5,337 | |||
| L&T Finance, Ltd. | 112,621 | 338,186 | |||
| Larsen & Toubro, Ltd. | 86,502 | 3,726,243 | |||
| Lodha Developers, Ltd. (B) | 37,814 | 375,970 | |||
| LTM, Ltd. (B) | 9,337 | 402,022 | |||
| Lupin, Ltd. | 32,220 | 770,852 | |||
| Mahindra & Mahindra, Ltd. | 119,318 | 3,848,504 | |||
| Malco Energy, Ltd. (A)(D) | 171,186 | 218,091 | |||
| Mankind Pharma, Ltd. | 15,614 | 395,834 | |||
| Marico, Ltd. | 65,096 | 563,668 | |||
| Maruti Suzuki India, Ltd. | 16,062 | 2,230,391 | |||
| Max Healthcare Institute, Ltd. | 99,352 | 1,008,876 | |||
| Mphasis, Ltd. | 16,327 | 389,711 | |||
| MRF, Ltd. | 294 | 381,102 | |||
| Muthoot Finance, Ltd. | 15,268 | 530,299 | |||
| Nestle India, Ltd. | 84,537 | 1,283,293 | |||
| NHPC, Ltd. | 389,460 | 321,761 | |||
| NMDC, Ltd. | 397,749 | 370,131 | |||
| NTPC, Ltd. | 559,611 | 2,293,744 | |||
| Oberoi Realty, Ltd. | 16,114 | 288,269 | |||
| Oil & Natural Gas Corp., Ltd. | 403,702 | 1,129,754 | |||
| Oil India, Ltd. | 62,125 | 313,780 | |||
| One 97 Communications, Ltd. (A) | 48,935 | 577,335 | |||
| Oracle Financial Services Software, Ltd. | 2,827 | 297,071 | |||
| Page Industries, Ltd. | 740 | 297,424 | |||
| PB Fintech, Ltd. (A) | 44,155 | 797,139 | |||
| Persistent Systems, Ltd. | 14,112 | 771,390 | |||
| Petronet LNG, Ltd. | 93,667 | 268,128 | |||
| PI Industries, Ltd. | 9,463 | 278,315 | |||
| Pidilite Industries, Ltd. | 37,983 | 592,243 | |||
| Polycab India, Ltd. | 6,676 | 666,761 | |||
| Power Finance Corp., Ltd. | 190,542 | 863,963 | |||
| Power Grid Corp. of India, Ltd. | 594,912 | 1,801,912 | |||
| Prestige Estates Projects, Ltd. | 22,267 | 322,876 | |||
| Punjab National Bank | 289,437 | 323,661 | |||
| Rail Vikas Nigam, Ltd. | 67,461 | 177,691 | |||
| REC, Ltd. | 154,612 | 548,613 | |||
| Reliance Industries, Ltd. | 778,191 | 10,824,132 | |||
| Samvardhana Motherson International, Ltd. | 539,464 | 856,737 | |||
| SBI Cards & Payment Services, Ltd. | 35,741 | 235,063 | |||
| SBI Life Insurance Company, Ltd. (B) | 58,778 | 1,137,779 | |||
| Shree Cement, Ltd. | 1,119 | 297,022 | |||
| Shriram Finance, Ltd. | 179,985 | 1,808,995 | |||
| Siemens Energy India, Ltd. | 11,158 | 450,815 | |||
| Siemens, Ltd. (A) | 11,316 | 457,200 | |||
| Solar Industries India, Ltd. | 3,441 | 659,140 | |||
| SRF, Ltd. | 18,842 | 537,187 | |||
| State Bank of India | 237,298 | 2,410,756 | |||
| Sun Pharmaceutical Industries, Ltd. | 123,124 | 2,335,797 | |||
| Sundaram Finance, Ltd. | 8,401 | 368,836 | |||
| Supreme Industries, Ltd. | 8,047 | 301,207 | |||
| Suzlon Energy, Ltd. (A) | 1,286,217 | 781,336 | |||
| Swiggy, Ltd. (A) | 174,729 | 472,772 | |||
| Talwandi Sabo Power, Ltd. (A)(D) | 171,186 | 218,091 | |||
| Tata Communications, Ltd. | 13,929 | 287,396 | |||
| Tata Consultancy Services, Ltd. | 115,585 | 2,746,116 | |||
| Tata Consumer Products, Ltd. | 75,498 | 932,575 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| India (continued) | |||||
| Tata Motors Passenger Vehicles, Ltd. | 262,839 | $ | 1,092,143 | ||
| Tata Motors, Ltd. (A) | 260,360 | 1,046,250 | |||
| Tata Steel, Ltd. | 957,497 | 2,120,218 | |||
| Tech Mahindra, Ltd. | 69,245 | 1,080,447 | |||
| The Indian Hotels Company, Ltd. | 107,149 | 743,375 | |||
| The Phoenix Mills, Ltd. | 24,955 | 463,448 | |||
| The Tata Power Company, Ltd. | 205,188 | 911,264 | |||
| Titan Company, Ltd. | 45,188 | 1,954,353 | |||
| Torrent Pharmaceuticals, Ltd. | 15,066 | 700,503 | |||
| Torrent Power, Ltd. | 22,108 | 327,976 | |||
| Trent, Ltd. | 22,869 | 1,018,686 | |||
| Tube Investments of India, Ltd. | 13,273 | 440,589 | |||
| TVS Motor Company, Ltd. | 30,155 | 1,063,060 | |||
| UltraTech Cement, Ltd. | 15,062 | 1,822,618 | |||
| Union Bank of India, Ltd. | 196,674 | 348,563 | |||
| United Spirits, Ltd. | 36,537 | 488,618 | |||
| UPL, Ltd. | 64,060 | 440,786 | |||
| Varun Beverages, Ltd. | 171,315 | 955,562 | |||
| Vedanta Aluminium Metal, Ltd. (A)(D) | 171,186 | 218,091 | |||
| Vedanta Iron and Steel, Ltd. (A)(D) | 171,186 | 218,091 | |||
| Vedanta, Ltd. | 175,053 | 650,481 | |||
| Vishal Mega Mart, Ltd. (A) | 271,283 | 347,273 | |||
| Vodafone Idea, Ltd. (A) | 3,448,685 | 509,025 | |||
| Voltas, Ltd. | 26,940 | 356,618 | |||
| WAAREE Energies, Ltd. | 10,908 | 359,068 | |||
| Wipro, Ltd. | 345,602 | 745,733 | |||
| Yes Bank, Ltd. (A) | 1,953,498 | 476,949 | |||
| Zydus Lifesciences, Ltd. | 26,522 | 301,771 | |||
| 177,991,138 | |||||
| Indonesia - 0.1% | |||||
| Amman Mineral Internasional PT (A) | 545,000 | 100,729 | |||
| Astra International Tbk PT | 815,900 | 228,545 | |||
| Bank Central Asia Tbk PT | 2,131,700 | 681,171 | |||
| Bank Mandiri Persero Tbk PT | 1,456,200 | 332,517 | |||
| Bank Negara Indonesia Persero Tbk PT | 578,300 | 119,677 | |||
| Bank Rakyat Indonesia Persero Tbk PT | 2,643,800 | 436,821 | |||
| Barito Pacific Tbk PT (A) | 874,000 | 94,767 | |||
| Barito Renewables Energy Tbk PT (A) | 311,700 | 57,360 | |||
| Bumi Resources Minerals Tbk PT (A) | 2,098,700 | 69,831 | |||
| Chandra Asri Pacific Tbk PT | 317,000 | 31,786 | |||
| Charoen Pokphand Indonesia Tbk PT | 328,700 | 78,519 | |||
| Dian Swastatika Sentosa Tbk PT (A) | 948,800 | 26,087 | |||
| GoTo Gojek Tokopedia Tbk PT (A) | 35,393,300 | 99,157 | |||
| Indofood Sukses Makmur Tbk PT | 37,900 | 14,690 | |||
| Petrindo Jaya Kreasi Tbk PT (A) | 825,000 | 29,085 | |||
| Sumber Alfaria Trijaya Tbk PT | 708,500 | 45,566 | |||
| Telkom Indonesia Persero Tbk PT | 1,993,600 | 335,625 | |||
| United Tractors Tbk PT | 56,000 | 71,859 | |||
| 2,853,792 | |||||
| Ireland - 0.5% | |||||
| AerCap Holdings NV | 24,563 | 3,423,837 | |||
| AIB Group PLC | 293,953 | 3,459,203 | |||
| Bank of Ireland Group PLC | 132,034 | 2,682,792 | |||
| Experian PLC | 125,149 | 4,321,836 | |||
| Kerry Group PLC, Class A | 21,224 | 1,818,445 | |||
| Kerry Group PLC, Class A (London Stock Exchange) | 918 | 79,946 | |||
| Kingspan Group PLC | 20,426 | 1,867,135 | |||
| Kingspan Group PLC (London Stock Exchange) (A) | 877 | 81,161 | |||
| PDD Holdings, Inc., ADR (A) | 95,710 | 8,081,752 | |||
| Ryanair Holdings PLC | 116,568 | 3,402,611 | |||
| 29,218,718 | |||||
| 31 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Israel - 0.6% | |||||
| Azrieli Group, Ltd. | 5,553 | $ | 917,525 | ||
| Bank Hapoalim BM | 163,675 | 4,196,670 | |||
| Bank Leumi Le-Israel BM | 193,952 | 4,907,184 | |||
| Check Point Software Technologies, Ltd. (A) | 11,320 | 1,528,766 | |||
| Elbit Systems, Ltd. | 3,647 | 3,321,541 | |||
| ICL Group, Ltd. | 99,460 | 653,607 | |||
| Israel Discount Bank, Ltd., Class A | 159,110 | 1,761,560 | |||
| Mizrahi Tefahot Bank, Ltd. | 20,261 | 1,552,467 | |||
| Monday.com, Ltd. (A) | 5,748 | 480,648 | |||
| Nice, Ltd. (A) | 8,089 | 730,387 | |||
| Nova, Ltd. (A) | 3,906 | 2,032,047 | |||
| Teva Pharmaceutical Industries, Ltd., ADR (A) | 150,469 | 5,314,565 | |||
| The Phoenix Holdings, Ltd. | 30,362 | 2,005,330 | |||
| Tower Semiconductor, Ltd. (A) | 14,800 | 4,198,995 | |||
| 33,601,292 | |||||
| Italy - 1.9% | |||||
| Banca Mediolanum SpA | 34,199 | 789,171 | |||
| Banca Monte dei Paschi di Siena SpA (C) | 294,744 | 3,170,003 | |||
| Banco BPM SpA | 167,072 | 2,624,889 | |||
| BPER Banca SpA | 219,027 | 2,965,215 | |||
| Buzzi SpA | 11,709 | 632,493 | |||
| Davide Campari-Milano NV | 91,900 | 599,510 | |||
| Enel SpA | 1,218,081 | 13,668,284 | |||
| Eni SpA | 304,360 | 7,962,975 | |||
| Ferrari NV | 18,875 | 6,485,648 | |||
| FinecoBank SpA | 90,373 | 2,205,023 | |||
| Generali | 130,246 | 5,865,649 | |||
| Intesa Sanpaolo SpA | 2,089,874 | 14,123,485 | |||
| Italgas SpA | 89,501 | 1,049,976 | |||
| Leonardo SpA | 60,747 | 3,857,737 | |||
| Moncler SpA | 34,924 | 2,263,876 | |||
| Nexi SpA (B) | 721 | 2,950 | |||
| Poste Italiane SpA | 70,274 | 2,075,251 | |||
| Prysmian SpA | 42,334 | 7,292,738 | |||
| Recordati Industria Chimica e Farmaceutica SpA | 17,026 | 1,022,467 | |||
| Snam SpA | 293,949 | 2,148,319 | |||
| Telecom Italia SpA (A) | 2,635,296 | 2,238,681 | |||
| Terna - Rete Elettrica Nazionale | 207,820 | 2,387,673 | |||
| UniCredit SpA | 209,844 | 18,111,399 | |||
| Unipol Assicurazioni SpA | 58,051 | 1,435,210 | |||
| 104,978,622 | |||||
| Japan - 12.8% | |||||
| Advantest Corp. | 104,784 | 17,131,704 | |||
| Aeon Company, Ltd. | 303,455 | 2,656,049 | |||
| AGC, Inc. | 26,742 | 1,164,750 | |||
| Aisin Corp. | 67,767 | 1,027,135 | |||
| Ajinomoto Company, Inc. | 123,724 | 3,997,648 | |||
| ANA Holdings, Inc. | 21,323 | 399,365 | |||
| Asahi Group Holdings, Ltd. | 207,920 | 1,984,102 | |||
| Asahi Kasei Corp. | 176,490 | 1,979,703 | |||
| Asics Corp. | 95,400 | 2,898,058 | |||
| Astellas Pharma, Inc. | 246,112 | 3,505,589 | |||
| Bandai Namco Holdings, Inc. | 79,676 | 1,817,657 | |||
| Bridgestone Corp. | 156,068 | 3,359,163 | |||
| Canon, Inc. | 118,693 | 3,156,571 | |||
| Capcom Company, Ltd. | 46,988 | 889,634 | |||
| Central Japan Railway Company | 104,810 | 2,292,463 | |||
| Chubu Electric Power Company, Inc. | 92,629 | 1,700,685 | |||
| Chugai Pharmaceutical Company, Ltd. | 91,890 | 4,544,549 | |||
| Dai Nippon Printing Company, Ltd. | 54,186 | 942,175 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Japan (continued) | |||||
| Daifuku Company, Ltd. | 43,948 | $ | 2,008,998 | ||
| Daiichi Life Group, Inc. | 485,692 | 4,963,006 | |||
| Daiichi Sankyo Company, Ltd. | 245,788 | 4,136,745 | |||
| Daikin Industries, Ltd. | 36,134 | 5,202,056 | |||
| Daito Trust Construction Company, Ltd. (C) | 39,230 | 779,264 | |||
| Daiwa House Industry Company, Ltd. | 76,455 | 2,079,142 | |||
| Daiwa Securities Group, Inc. | 185,964 | 1,750,513 | |||
| Denso Corp. | 238,948 | 2,842,862 | |||
| Disco Corp. | 12,724 | 5,191,835 | |||
| East Japan Railway Company | 130,790 | 2,785,734 | |||
| Ebara Corp. | 63,500 | 2,257,951 | |||
| Eisai Company, Ltd. | 35,925 | 893,200 | |||
| ENEOS Holdings, Inc. | 368,248 | 3,017,284 | |||
| FANUC Corp. | 127,902 | 6,284,034 | |||
| Fast Retailing Company, Ltd. | 26,191 | 13,573,125 | |||
| Fuji Electric Company, Ltd. | 19,564 | 1,898,659 | |||
| FUJIFILM Holdings Corp. | 153,265 | 3,186,294 | |||
| Fujikura, Ltd. | 207,100 | 6,171,683 | |||
| Fujitsu, Ltd. | 240,320 | 5,118,835 | |||
| Hankyu Hanshin Holdings, Inc. | 32,000 | 940,517 | |||
| Hikari Tsushin, Inc. | 2,391 | 548,360 | |||
| Hitachi, Ltd. | 626,690 | 20,285,657 | |||
| Honda Motor Company, Ltd. | 504,724 | 4,535,437 | |||
| Hoya Corp. | 46,333 | 7,868,596 | |||
| Hulic Company, Ltd. | 61,718 | 658,281 | |||
| Ibiden Company, Ltd. | 32,800 | 4,715,596 | |||
| Idemitsu Kosan Company, Ltd. | 103,560 | 909,255 | |||
| IHI Corp. | 140,700 | 2,444,854 | |||
| Inpex Corp. | 119,135 | 2,678,927 | |||
| Isuzu Motors, Ltd. | 72,467 | 1,064,654 | |||
| ITOCHU Corp. | 812,215 | 9,819,447 | |||
| Japan Airlines Company, Ltd. (C) | 19,153 | 327,667 | |||
| Japan Exchange Group, Inc. | 134,906 | 1,648,045 | |||
| Japan Post Bank Company, Ltd. | 244,097 | 4,704,041 | |||
| Japan Post Holdings Company, Ltd. | 247,165 | 3,205,535 | |||
| Japan Post Insurance Company, Ltd. | 80,435 | 721,385 | |||
| Japan Tobacco, Inc. | 163,926 | 6,314,729 | |||
| JFE Holdings, Inc. (C) | 78,225 | 836,461 | |||
| JX Advanced Metals Corp. | 75,900 | 1,873,413 | |||
| Kajima Corp. | 57,727 | 2,131,945 | |||
| Kao Corp. | 62,004 | 2,374,576 | |||
| Kawasaki Heavy Industries, Ltd. | 104,300 | 2,039,851 | |||
| Kawasaki Kisen Kaisha, Ltd. (C) | 49,159 | 777,552 | |||
| KDDI Corp. | 400,480 | 6,884,425 | |||
| Keyence Corp. | 26,704 | 13,419,692 | |||
| Kikkoman Corp. (C) | 90,885 | 793,092 | |||
| Kioxia Holdings Corp. (A) | 26,000 | 10,706,492 | |||
| Kirin Holdings Company, Ltd. | 104,603 | 1,780,237 | |||
| Komatsu, Ltd. | 130,184 | 5,316,414 | |||
| Konami Group Corp. | 13,779 | 1,636,759 | |||
| Kubota Corp. | 132,609 | 2,356,127 | |||
| Kyocera Corp. | 175,468 | 3,836,614 | |||
| Kyowa Kirin Company, Ltd. | 31,893 | 501,180 | |||
| Lasertec Corp. | 11,036 | 2,790,387 | |||
| LY Corp. | 369,954 | 960,706 | |||
| M3, Inc. | 60,419 | 539,148 | |||
| Makita Corp. | 30,960 | 1,074,526 | |||
| Marubeni Corp. | 193,313 | 6,319,091 | |||
| MatsukiyoCocokara & Company (C) | 43,913 | 626,806 | |||
| MINEBEA MITSUMI, Inc. | 49,368 | 1,413,964 | |||
| Mitsubishi Chemical Group Corp. | 168,410 | 1,210,174 | |||
| Mitsubishi Corp. | 440,606 | 13,932,138 | |||
| Mitsubishi Electric Corp. | 259,866 | 10,564,346 | |||
| 32 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Japan (continued) | |||||
| Mitsubishi Estate Company, Ltd. | 145,377 | $ | 3,673,348 | ||
| Mitsubishi HC Capital, Inc. | 118,440 | 968,429 | |||
| Mitsubishi Heavy Industries, Ltd. | 438,200 | 10,358,503 | |||
| Mitsubishi UFJ Financial Group, Inc. | 1,541,054 | 28,962,342 | |||
| Mitsui & Company, Ltd. | 337,390 | 11,213,396 | |||
| Mitsui Fudosan Company, Ltd. | 360,732 | 3,453,056 | |||
| Mitsui OSK Lines, Ltd. | 47,621 | 1,636,820 | |||
| Mizuho Financial Group, Inc. | 340,513 | 15,304,687 | |||
| MonotaRO Company, Ltd. (C) | 33,504 | 395,985 | |||
| MS&AD Insurance Group Holdings, Inc. | 178,094 | 4,765,961 | |||
| Murata Manufacturing Company, Ltd. | 228,056 | 14,364,030 | |||
| NEC Corp. | 177,030 | 4,588,598 | |||
| Nexon Company, Ltd. | 50,471 | 709,499 | |||
| Nidec Corp. (A) | 114,348 | 2,005,229 | |||
| Nintendo Company, Ltd. | 150,963 | 6,755,423 | |||
| Nippon Building Fund, Inc. | 1,041 | 832,657 | |||
| Nippon Paint Holdings Company, Ltd. | 129,314 | 857,328 | |||
| Nippon Sanso Holdings Corp. | 23,633 | 915,809 | |||
| Nippon Steel Corp. (C) | 658,510 | 2,343,205 | |||
| Nippon Yusen KK | 56,892 | 1,895,662 | |||
| Nissan Motor Company, Ltd. (A) | 301,691 | 750,773 | |||
| Nitori Holdings Company, Ltd. (C) | 54,165 | 889,531 | |||
| Nitto Denko Corp. | 93,315 | 1,748,706 | |||
| Nomura Holdings, Inc. | 418,588 | 3,373,456 | |||
| Nomura Research Institute, Ltd. | 51,235 | 1,641,273 | |||
| NTT, Inc. | 4,073,890 | 3,822,238 | |||
| Obayashi Corp. | 86,764 | 1,760,907 | |||
| Obic Company, Ltd. | 43,300 | 1,090,995 | |||
| Olympus Corp. | 152,167 | 1,704,839 | |||
| Oracle Corp. Japan (C) | 4,960 | 269,009 | |||
| Oriental Land Company, Ltd. (C) | 146,958 | 2,113,350 | |||
| ORIX Corp. | 159,639 | 6,225,777 | |||
| Osaka Gas Company, Ltd. | 48,603 | 1,633,286 | |||
| Otsuka Corp. | 29,924 | 543,894 | |||
| Otsuka Holdings Company, Ltd. | 59,332 | 4,359,122 | |||
| Pan Pacific International Holdings Corp. | 257,800 | 1,416,381 | |||
| Panasonic Holdings Corp. | 318,830 | 7,366,239 | |||
| Rakuten Group, Inc. (A) | 206,806 | 966,716 | |||
| Recruit Holdings Company, Ltd. | 192,512 | 12,873,400 | |||
| Renesas Electronics Corp. | 243,381 | 6,775,167 | |||
| Resona Holdings, Inc. | 285,035 | 3,638,575 | |||
| Ryohin Keikaku Company, Ltd. | 68,900 | 1,682,805 | |||
| Sanrio Company, Ltd. | 122,400 | 658,168 | |||
| SBI Holdings, Inc. | 77,870 | 1,424,623 | |||
| SCREEN Holdings Company, Ltd. | 22,400 | 1,562,555 | |||
| Secom Company, Ltd. | 53,528 | 2,133,872 | |||
| Seibu Holdings, Inc. | 28,500 | 505,011 | |||
| Sekisui Chemical Company, Ltd. (C) | 49,950 | 718,314 | |||
| Sekisui House, Ltd. | 82,203 | 1,725,890 | |||
| Seven & i Holdings Company, Ltd. | 284,639 | 3,316,895 | |||
| Shimadzu Corp. | 32,010 | 758,352 | |||
| Shimano, Inc. | 10,056 | 1,040,781 | |||
| Shimizu Corp. | 68,600 | 1,152,400 | |||
| Shin-Etsu Chemical Company, Ltd. | 230,991 | 11,212,922 | |||
| Shionogi & Company, Ltd. | 102,558 | 1,928,893 | |||
| Shiseido Company, Ltd. | 55,106 | 971,581 | |||
| SMC Corp. | 7,965 | 3,464,185 | |||
| SoftBank Corp. | 3,920,960 | 5,297,470 | |||
| SoftBank Group Corp. | 508,072 | 23,900,753 | |||
| Sompo Holdings, Inc. | 122,284 | 4,518,659 | |||
| Sony Financial Group, Inc. (C) | 823,135 | 723,068 | |||
| Sony Group Corp. | 840,935 | 18,139,127 | |||
| Subaru Corp. | 80,004 | 1,214,170 | |||
| Sumitomo Corp. | 149,217 | 6,580,078 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Japan (continued) | |||||
| Sumitomo Electric Industries, Ltd. | 97,700 | $ | 7,535,668 | ||
| Sumitomo Metal Mining Company, Ltd. | 33,865 | 1,919,861 | |||
| Sumitomo Mitsui Financial Group, Inc. | 501,046 | 18,274,586 | |||
| Sumitomo Mitsui Trust Group, Inc. | 88,320 | 3,042,383 | |||
| Sumitomo Realty & Development Company, Ltd. | 83,370 | 1,944,463 | |||
| Suntory Beverage & Food, Ltd. (C) | 18,836 | 508,796 | |||
| Suzuki Motor Corp. | 214,688 | 2,658,709 | |||
| Sysmex Corp. | 67,568 | 590,834 | |||
| T&D Holdings, Inc. | 64,916 | 1,707,525 | |||
| Taisei Corp. | 20,095 | 1,760,987 | |||
| Takeda Pharmaceutical Company, Ltd. | 217,418 | 6,940,215 | |||
| TDK Corp. | 266,255 | 6,896,620 | |||
| Terumo Corp. | 181,294 | 2,726,102 | |||
| The Chiba Bank, Ltd. | 78,639 | 1,149,735 | |||
| The Kansai Electric Power Company, Inc. | 129,271 | 1,894,431 | |||
| TIS, Inc. (C) | 28,285 | 602,791 | |||
| Toho Company, Ltd. (C) | 71,170 | 548,742 | |||
| Tokio Marine Holdings, Inc. | 253,265 | 11,246,579 | |||
| Tokyo Electron, Ltd. | 61,351 | 20,575,558 | |||
| Tokyo Gas Company, Ltd. | 43,010 | 1,719,512 | |||
| Tokyu Corp. | 66,439 | 666,153 | |||
| TOPPAN Holdings, Inc. | 32,488 | 930,967 | |||
| Toray Industries, Inc. | 190,382 | 1,423,254 | |||
| Toyota Industries Corp. (A) | 22,394 | 2,875,319 | |||
| Toyota Motor Corp. | 1,295,197 | 24,502,149 | |||
| Toyota Tsusho Corp. | 94,263 | 4,106,952 | |||
| Tsuruha Holdings, Inc. (C) | 29,800 | 368,715 | |||
| Unicharm Corp. | 150,259 | 894,135 | |||
| West Japan Railway Company | 54,670 | 901,716 | |||
| Yamaha Motor Company, Ltd. (C) | 124,913 | 1,027,936 | |||
| Yokogawa Electric Corp. | 30,900 | 969,911 | |||
| Yokohama Financial Group, Inc. | 141,917 | 1,446,253 | |||
| Zensho Holdings Company, Ltd. | 13,200 | 667,599 | |||
| ZOZO, Inc. (C) | 58,672 | 365,805 | |||
| 710,660,453 | |||||
| Kuwait - 0.2% | |||||
| Boubyan Bank KSCP | 229,291 | 485,198 | |||
| Gulf Bank KSCP | 279,356 | 316,126 | |||
| Kuwait Finance House KSCP | 1,643,566 | 4,141,608 | |||
| Mabanee Company KPSC | 100,815 | 320,766 | |||
| Mobile Telecommunications Company KSCP | 279,682 | 539,774 | |||
| National Bank of Kuwait SAKP | 1,204,954 | 3,310,751 | |||
| Warba Bank KSCP | 324,957 | 292,658 | |||
| 9,406,881 | |||||
| Luxembourg - 0.1% | |||||
| ArcelorMittal SA | 55,472 | 3,818,821 | |||
| CVC Capital Partners PLC (B) | 33,173 | 530,249 | |||
| Eurofins Scientific SE | 15,336 | 1,115,632 | |||
| Reinet Investments SCA | 18,867 | 568,003 | |||
| Tenaris SA | 56,127 | 1,709,736 | |||
| Zabka Group SA (A)(C) | 50,182 | 353,337 | |||
| 8,095,778 | |||||
| Macau - 0.0% | |||||
| Sands China, Ltd. | 324,478 | 633,910 | |||
| Malaysia - 0.2% | |||||
| AMMB Holdings BHD | 245,300 | 400,709 | |||
| Axiata Group BHD | 263,600 | 132,937 | |||
| CELCOMDIGI BHD | 322,100 | 247,878 | |||
| CIMB Group Holdings BHD | 794,800 | 1,498,727 | |||
| Gamuda BHD | 459,700 | 487,260 | |||
| 33 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Malaysia (continued) | |||||
| Hong Leong Bank BHD | 65,600 | $ | 345,342 | ||
| IHH Healthcare BHD | 216,400 | 491,886 | |||
| IOI Corp. BHD | 250,500 | 252,101 | |||
| Kuala Lumpur Kepong BHD | 49,000 | 251,278 | |||
| Malayan Banking BHD | 595,800 | 1,598,912 | |||
| Maxis BHD | 218,100 | 204,141 | |||
| MISC BHD | 132,100 | 271,353 | |||
| Mr. D.I.Y Group M BHD (B) | 293,200 | 116,776 | |||
| Nestle Malaysia BHD | 6,600 | 151,394 | |||
| Petronas Chemicals Group BHD | 236,200 | 310,536 | |||
| Petronas Dagangan BHD | 27,900 | 124,818 | |||
| Petronas Gas BHD | 73,600 | 317,414 | |||
| Press Metal Aluminium Holdings BHD | 359,900 | 816,012 | |||
| Public Bank BHD | 1,443,900 | 1,715,418 | |||
| QL Resources BHD | 150,625 | 136,868 | |||
| RHB Bank BHD | 174,500 | 361,342 | |||
| SD Guthrie BHD | 211,300 | 309,489 | |||
| Sunway BHD | 274,700 | 373,898 | |||
| Sunway Healthcare Holdings BHD (A) | 27,560 | 12,303 | |||
| Telekom Malaysia BHD | 113,900 | 212,625 | |||
| Tenaga Nasional BHD | 259,400 | 934,291 | |||
| YTL Corp. BHD | 280,900 | 145,231 | |||
| YTL Power International BHD | 293,700 | 308,205 | |||
| 12,529,144 | |||||
| Mexico - 0.6% | |||||
| America Movil SAB de CV, Series B | 2,673,236 | 3,404,571 | |||
| Arca Continental SAB de CV | 76,617 | 994,293 | |||
| Cemex SAB de CV, Series CPO | 2,246,084 | 2,949,953 | |||
| Coca-Cola Femsa SAB de CV | 77,995 | 841,628 | |||
| Fibra Uno Administracion SA de CV | 430,943 | 744,462 | |||
| Fomento Economico Mexicano SAB de CV | 252,766 | 3,012,431 | |||
| Fresnillo PLC | 29,986 | 1,317,558 | |||
| Gruma SAB de CV, Class B | 22,690 | 381,360 | |||
| Grupo Aeroportuario del Centro Norte SAB de CV | 42,400 | 532,586 | |||
| Grupo Aeroportuario del Pacifico SAB de CV, B Shares | 56,975 | 1,338,651 | |||
| Grupo Aeroportuario del Sureste SAB de CV, B Shares | 26,908 | 797,633 | |||
| Grupo Bimbo SAB de CV, Series A (C) | 191,357 | 658,828 | |||
| Grupo Carso SAB de CV, Series A1 (C) | 81,856 | 643,913 | |||
| Grupo Comercial Chedraui SA de CV (C) | 47,900 | 270,762 | |||
| Grupo Financiero Banorte SAB de CV, Series O | 373,981 | 3,896,417 | |||
| Grupo Financiero Inbursa SAB de CV, Series O | 224,613 | 559,686 | |||
| Grupo Mexico SAB de CV, Series B | 459,889 | 5,684,352 | |||
| Industrias Penoles SAB de CV | 29,281 | 1,705,821 | |||
| Kimberly-Clark de Mexico SAB de CV, Class A | 217,817 | 482,446 | |||
| Prologis Property Mexico SA de CV (C) | 154,723 | 742,335 | |||
| Promotora y Operadora de Infraestructura SAB de CV | 27,662 | 445,397 | |||
| Sigma Foods SAB de CV | 538,644 | 514,503 | |||
| Wal-Mart de Mexico SAB de CV | 766,997 | 2,321,740 | |||
| 34,241,326 | |||||
| Netherlands - 3.8% | |||||
| ABN AMRO Bank NV | 84,168 | 3,344,944 | |||
| Adyen NV (A)(B) | 3,672 | 4,022,183 | |||
| Aegon, Ltd. | 195,998 | 1,662,470 | |||
| Airbus SE | 77,161 | 16,113,292 | |||
| Akzo Nobel NV | 25,081 | 1,903,522 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Netherlands (continued) | |||||
| Argenx SE (A) | 9,016 | $ | 7,536,768 | ||
| ASM International NV | 6,821 | 7,117,124 | |||
| ASML Holding NV | 56,573 | 91,474,635 | |||
| ASR Nederland NV (C) | 24,267 | 1,816,586 | |||
| BE Semiconductor Industries NV | 10,610 | 3,513,028 | |||
| Euronext NV (B) | 10,109 | 1,642,808 | |||
| EXOR NV | 13,704 | 1,067,219 | |||
| Ferrovial SE | 70,515 | 4,823,125 | |||
| Heineken Holding NV | 18,622 | 1,342,860 | |||
| Heineken NV | 41,860 | 3,269,044 | |||
| ING Groep NV | 424,626 | 13,152,953 | |||
| JBS NV, Class A | 58,202 | 725,779 | |||
| JDE Peet's NV | 22,763 | 845,641 | |||
| Koninklijke Ahold Delhaize NV | 129,599 | 5,460,923 | |||
| Koninklijke KPN NV | 555,041 | 2,891,232 | |||
| Koninklijke Philips NV (C) | 112,567 | 2,988,644 | |||
| Nebius Group NV (A)(C) | 31,180 | 7,205,386 | |||
| NEPI Rockcastle NV (A) | 82,528 | 722,298 | |||
| NN Group NV | 39,631 | 3,308,244 | |||
| Prosus NV (A) | 190,686 | 8,672,305 | |||
| Qiagen NV | 28,255 | 1,041,882 | |||
| Randstad NV | 15,300 | 469,078 | |||
| Stellantis NV (A) | 293,312 | 2,340,723 | |||
| Stellantis NV (Euronext Paris Exchange) (A) | 10,559 | 83,921 | |||
| The Magnum Ice Cream Company NV (A) | 70,748 | 1,146,964 | |||
| Universal Music Group NV (C) | 159,308 | 3,575,812 | |||
| Wolters Kluwer NV | 33,660 | 2,393,110 | |||
| 207,674,503 | |||||
| New Zealand - 0.1% | |||||
| Auckland International Airport, Ltd. | 222,757 | 1,103,030 | |||
| Contact Energy, Ltd. | 116,244 | 663,872 | |||
| Fisher & Paykel Healthcare Corp., Ltd. | 76,669 | 1,710,667 | |||
| Infratil, Ltd. | 122,986 | 1,157,396 | |||
| Meridian Energy, Ltd. | 170,595 | 598,845 | |||
| Xero, Ltd. (A) | 22,028 | 1,196,974 | |||
| 6,430,784 | |||||
| Norway - 0.4% | |||||
| Aker BP ASA | 42,297 | 1,521,660 | |||
| DNB Bank ASA | 122,267 | 3,802,307 | |||
| Equinor ASA | 104,005 | 3,759,740 | |||
| Gjensidige Forsikring ASA | 29,204 | 805,607 | |||
| Kongsberg Gruppen ASA | 60,634 | 2,171,978 | |||
| Kongsberg Maritime AS (A) | 60,634 | 382,436 | |||
| Mowi ASA | 66,098 | 1,456,365 | |||
| Norsk Hydro ASA | 190,868 | 2,334,271 | |||
| Orkla ASA | 97,149 | 1,023,847 | |||
| Salmar ASA | 9,475 | 588,643 | |||
| Telenor ASA | 85,118 | 1,390,232 | |||
| Yara International ASA | 22,499 | 1,221,439 | |||
| 20,458,525 | |||||
| Peru - 0.1% | |||||
| Cia de Minas Buenaventura SAA, ADR | 22,746 | 839,100 | |||
| Credicorp, Ltd. | 9,429 | 3,230,658 | |||
| 4,069,758 | |||||
| Philippines - 0.1% | |||||
| Ayala Corp. | 35,370 | 250,583 | |||
| Ayala Land, Inc. | 909,880 | 215,219 | |||
| Bank of the Philippine Islands | 255,777 | 389,453 | |||
| BDO Unibank, Inc. | 324,949 | 601,267 | |||
| International Container Terminal Services, Inc. | 140,370 | 1,715,110 | |||
| 34 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Philippines (continued) | |||||
| Jollibee Foods Corp. | 68,150 | $ | 140,393 | ||
| Manila Electric Company | 38,870 | 359,909 | |||
| Metropolitan Bank & Trust Company | 253,019 | 260,664 | |||
| PLDT, Inc. | 10,605 | 197,836 | |||
| SM Investments Corp. | 31,675 | 295,215 | |||
| SM Prime Holdings, Inc. | 1,394,900 | 416,708 | |||
| 4,842,357 | |||||
| Poland - 0.3% | |||||
| Allegro.eu SA (A)(B) | 104,169 | 997,375 | |||
| Asseco Poland SA | 7,196 | 391,598 | |||
| Bank Millennium SA (A) | 72,473 | 397,059 | |||
| Bank Polska Kasa Opieki SA | 24,362 | 1,626,293 | |||
| Budimex SA | 1,668 | 321,243 | |||
| CD Projekt SA | 8,495 | 544,181 | |||
| Dino Polska SA (A)(B) | 63,496 | 539,555 | |||
| Erste Bank Polska SA | 5,427 | 919,539 | |||
| InPost SA (A) | 35,667 | 639,368 | |||
| KGHM Polska Miedz SA (A) | 18,255 | 1,757,119 | |||
| LPP SA | 146 | 906,839 | |||
| mBank SA (A) | 1,865 | 661,211 | |||
| ORLEN SA | 75,146 | 2,937,090 | |||
| PGE Polska Grupa Energetyczna SA (A) | 118,494 | 345,277 | |||
| Powszechna Kasa Oszczednosci Bank Polski SA | 114,931 | 3,262,062 | |||
| Powszechny Zaklad Ubezpieczen SA | 84,221 | 1,495,629 | |||
| 17,741,438 | |||||
| Portugal - 0.1% | |||||
| Banco Comercial Portugues SA, R Shares | 984,926 | 1,115,641 | |||
| EDP SA | 418,024 | 2,128,847 | |||
| Galp Energia SGPS SA | 55,211 | 1,203,187 | |||
| Jeronimo Martins SGPS SA | 37,206 | 787,701 | |||
| 5,235,376 | |||||
| Qatar - 0.2% | |||||
| Al Rayan Bank | 866,623 | 517,229 | |||
| Barwa Real Estate Company | 46,336 | 31,396 | |||
| Commercial Bank PSQC | 427,382 | 493,102 | |||
| Dukhan Bank | 224,832 | 213,612 | |||
| Industries Qatar QSC | 211,687 | 713,322 | |||
| Mesaieed Petrochemical Holding Company | 858,067 | 288,643 | |||
| Nebras Energy | 64,403 | 257,438 | |||
| Ooredoo QPSC | 138,360 | 508,744 | |||
| Qatar Fuel QSC | 81,905 | 315,797 | |||
| Qatar Gas Transport Company, Ltd. | 366,098 | 436,687 | |||
| Qatar International Islamic Bank QSC | 127,782 | 385,528 | |||
| Qatar Islamic Bank QPSC | 240,070 | 1,504,727 | |||
| Qatar National Bank QPSC | 634,187 | 3,104,872 | |||
| 8,771,097 | |||||
| Saudi Arabia - 0.8% | |||||
| ACWA Power Company (A) | 20,804 | 1,019,662 | |||
| Ades Holding Company | 42,487 | 223,409 | |||
| Al Rajhi Bank | 402,540 | 7,118,395 | |||
| Alinma Bank | 199,219 | 1,282,828 | |||
| Almarai Company JSC | 66,491 | 814,525 | |||
| Arab National Bank | 121,287 | 681,535 | |||
| Arabian Internet & Communications Services Company | 3,183 | 180,365 | |||
| Bank AlBilad | 100,706 | 659,328 | |||
| Bank Al-Jazira | 90,279 | 274,246 | |||
| Banque Saudi Fransi | 168,480 | 862,713 | |||
| Bupa Arabia for Cooperative Insurance Company | 11,288 | 522,655 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Saudi Arabia (continued) | |||||
| Dar Al Arkan Real Estate Development Company (A) | 70,597 | $ | 313,344 | ||
| Dr Sulaiman Al Habib Medical Services Group Company | 11,620 | 673,596 | |||
| Elm Company | 3,196 | 587,428 | |||
| Etihad Etisalat Company | 52,281 | 891,713 | |||
| Jabal Omar Development Company (A) | 76,005 | 313,822 | |||
| Jarir Marketing Company | 78,366 | 326,558 | |||
| Makkah Construction & Development Company | 12,666 | 303,391 | |||
| Mouwasat Medical Services Company | 13,677 | 242,779 | |||
| Riyad Bank | 271,094 | 1,457,509 | |||
| SABIC Agri-Nutrients Company | 31,325 | 1,143,562 | |||
| Sahara International Petrochemical Company | 450 | 1,765 | |||
| SAL Saudi Logistics Services | 5,104 | 231,397 | |||
| Saudi Arabian Mining Company (A) | 185,600 | 3,120,464 | |||
| Saudi Arabian Oil Company (B) | 821,849 | 5,989,715 | |||
| Saudi Awwal Bank | 141,168 | 1,273,675 | |||
| Saudi Basic Industries Corp. | 123,261 | 1,853,230 | |||
| Saudi Energy Company | 115,187 | 520,213 | |||
| Saudi Tadawul Group Holding Company | 6,437 | 233,133 | |||
| Saudi Telecom Company | 275,474 | 3,221,413 | |||
| The Company for Cooperative Insurance | 9,870 | 363,974 | |||
| The Saudi Investment Bank | 82,679 | 296,266 | |||
| The Saudi National Bank | 402,620 | 4,283,541 | |||
| Yanbu National Petrochemical Company | 38,661 | 343,591 | |||
| 41,625,740 | |||||
| Singapore - 0.6% | |||||
| BOC Aviation, Ltd. (B) | 28,021 | 273,189 | |||
| CapitaLand Ascendas REIT | 301,984 | 591,819 | |||
| CapitaLand Integrated Commercial Trust | 472,652 | 841,299 | |||
| CapitaLand Investment, Ltd. | 192,830 | 383,634 | |||
| DBS Group Holdings, Ltd. | 167,342 | 8,242,906 | |||
| Grab Holdings, Ltd., Class A (A) | 189,727 | 671,634 | |||
| Keppel REIT | 12,874 | 8,726 | |||
| Keppel, Ltd. | 115,966 | 977,943 | |||
| Oversea-Chinese Banking Corp., Ltd. | 269,161 | 4,940,294 | |||
| Sea, Ltd., ADR (A) | 31,198 | 2,824,355 | |||
| Sembcorp Industries, Ltd. | 68,200 | 341,465 | |||
| Singapore Airlines, Ltd. | 126,669 | 672,911 | |||
| Singapore Exchange, Ltd. | 68,190 | 1,169,026 | |||
| Singapore Technologies Engineering, Ltd. | 121,446 | 1,083,724 | |||
| Singapore Telecommunications, Ltd. | 607,646 | 2,067,661 | |||
| Trip.com Group, Ltd. (A) | 83,699 | 3,943,478 | |||
| United Overseas Bank, Ltd. | 99,268 | 2,924,642 | |||
| Wilmar International, Ltd. | 152,501 | 429,041 | |||
| 32,387,747 | |||||
| South Africa - 0.8% | |||||
| Absa Group, Ltd. | 115,410 | 1,682,211 | |||
| Bid Corp., Ltd. | 45,211 | 1,135,364 | |||
| Capitec Bank Holdings, Ltd. | 11,808 | 3,255,046 | |||
| Clicks Group, Ltd. | 30,639 | 443,174 | |||
| Discovery, Ltd. | 80,456 | 1,376,719 | |||
| FirstRand, Ltd. | 690,403 | 3,929,312 | |||
| Gold Fields, Ltd. | 121,244 | 4,781,544 | |||
| Harmony Gold Mining Company, Ltd. | 77,044 | 1,409,409 | |||
| Impala Platinum Holdings, Ltd. | 122,650 | 1,747,819 | |||
| MTN Group, Ltd. | 237,291 | 3,166,578 | |||
| Naspers, Ltd., N Shares | 106,829 | 5,611,446 | |||
| Nedbank Group, Ltd. | 62,091 | 993,115 | |||
| Northam Platinum Holdings, Ltd. | 48,593 | 945,585 | |||
| OUTsurance Group, Ltd. | 116,532 | 509,864 | |||
| 35 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| South Africa (continued) | |||||
| Pepkor Holdings, Ltd. (B) | 484,868 | $ | 644,010 | ||
| Remgro, Ltd. | 70,099 | 820,629 | |||
| Sanlam, Ltd. | 252,034 | 1,334,539 | |||
| Sasol, Ltd. (A) | 78,654 | 980,214 | |||
| Shoprite Holdings, Ltd. | 63,328 | 1,112,683 | |||
| Sibanye Stillwater, Ltd. | 383,252 | 1,146,068 | |||
| Standard Bank Group, Ltd. | 180,339 | 3,487,325 | |||
| The Bidvest Group, Ltd. | 43,562 | 624,731 | |||
| Valterra Platinum, Ltd. | 35,973 | 2,970,430 | |||
| Vodacom Group, Ltd. | 84,723 | 794,931 | |||
| 44,902,746 | |||||
| South Korea - 7.1% | |||||
| Alteogen, Inc. (A) | 5,546 | 1,356,568 | |||
| Amorepacific Corp. | 4,010 | 305,937 | |||
| APR Corp. | 3,350 | 878,157 | |||
| Celltrion, Inc. (A) | 20,793 | 2,659,174 | |||
| Coway Company, Ltd. | 120 | 7,157 | |||
| DB Insurance Company, Ltd. | 6,495 | 616,113 | |||
| Doosan Bobcat, Inc. | 98 | 4,192 | |||
| Doosan Company, Ltd. | 1,014 | 1,330,512 | |||
| Doosan Enerbility Company, Ltd. (A) | 62,126 | 4,357,425 | |||
| Ecopro BM Company, Ltd. | 6,734 | 968,906 | |||
| Ecopro Company, Ltd. (A) | 14,054 | 1,298,782 | |||
| Hana Financial Group, Inc. | 38,657 | 2,958,076 | |||
| Hanjin Kal Corp. | 3,215 | 234,443 | |||
| Hankook Tire & Technology Company, Ltd. | 10,291 | 456,102 | |||
| Hanmi Semiconductor Company, Ltd. | 5,934 | 1,114,620 | |||
| Hanwha Aerospace Company, Ltd. | 4,635 | 3,614,037 | |||
| Hanwha Ocean Company, Ltd. (A) | 19,059 | 1,560,469 | |||
| Hanwha Systems Company, Ltd. | 10,452 | 729,077 | |||
| HD Hyundai Company, Ltd. | 5,983 | 1,102,143 | |||
| HD Hyundai Electric Company, Ltd. | 3,242 | 2,270,482 | |||
| HD Hyundai Heavy Industries Company, Ltd. | 5,078 | 2,346,500 | |||
| HD Hyundai Marine Solution Company, Ltd. | 2,134 | 317,280 | |||
| HD Korea Shipbuilding & Offshore Engineering Company, Ltd. | 5,877 | 1,650,312 | |||
| HLB, Inc. (A) | 16,312 | 549,345 | |||
| HMM Company, Ltd. | 32,458 | 421,086 | |||
| HYBE Company, Ltd. (A) | 3,212 | 467,551 | |||
| Hyosung Heavy Industries Corp. | 774 | 1,897,267 | |||
| Hyundai Engineering & Construction Company, Ltd. | 10,773 | 1,052,259 | |||
| Hyundai Glovis Company, Ltd. | 5,196 | 837,073 | |||
| Hyundai Mobis Company, Ltd. | 8,169 | 4,159,965 | |||
| Hyundai Motor Company | 18,404 | 8,805,366 | |||
| Hyundai Rotem Company, Ltd. | 10,559 | 1,405,477 | |||
| Industrial Bank of Korea | 39,202 | 526,359 | |||
| Kakao Corp. | 42,718 | 1,188,765 | |||
| KakaoBank Corp. | 23,029 | 342,656 | |||
| KB Financial Group, Inc. | 50,306 | 5,039,991 | |||
| Kia Corp. | 32,424 | 3,637,330 | |||
| Korea Aerospace Industries, Ltd. | 10,121 | 1,131,713 | |||
| Korea Electric Power Corp. | 35,377 | 919,003 | |||
| Korea Investment Holdings Company, Ltd. | 5,830 | 922,565 | |||
| Korean Air Lines Company, Ltd. | 25,554 | 453,237 | |||
| Krafton, Inc. (A) | 3,861 | 659,640 | |||
| KT&G Corp. | 13,108 | 1,601,085 | |||
| LG Chem, Ltd. | 6,837 | 1,665,659 | |||
| LG Corp. | 12,866 | 1,252,512 | |||
| LG Display Company, Ltd. (A) | 41,134 | 440,280 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| South Korea (continued) | |||||
| LG Electronics, Inc. | 14,627 | $ | 2,851,892 | ||
| LG Energy Solution, Ltd. (A) | 6,459 | 1,961,024 | |||
| LG H&H Company, Ltd. | 4 | 657 | |||
| LG Uplus Corp. | 14,943 | 160,026 | |||
| LIG Defense & Aerospace Company, Ltd. | 1,824 | 969,067 | |||
| LS Electric Company, Ltd. | 10,389 | 1,674,313 | |||
| Meritz Financial Group, Inc. (A) | 10,871 | 742,170 | |||
| Mirae Asset Securities Company, Ltd. | 27,765 | 1,136,770 | |||
| NAVER Corp. | 19,505 | 3,023,046 | |||
| NH Investment & Securities Company, Ltd. | 19,997 | 402,063 | |||
| POSCO Future M Company, Ltd. | 4,875 | 797,473 | |||
| POSCO Holdings, Inc. | 10,074 | 2,837,614 | |||
| POSCO International Corp. | 7,153 | 302,493 | |||
| Samsung Biologics Company, Ltd. (A)(B) | 1,598 | 1,445,975 | |||
| Samsung C&T Corp. | 11,811 | 3,406,099 | |||
| Samsung Electro-Mechanics Company, Ltd. | 7,755 | 10,962,356 | |||
| Samsung Electronics Company, Ltd. | 655,462 | 137,511,752 | |||
| Samsung Episholdings Company, Ltd. (A) | 1,032 | 331,223 | |||
| Samsung Fire & Marine Insurance Company, Ltd. | 4,183 | 1,578,572 | |||
| Samsung Heavy Industries Company, Ltd. (A) | 97,343 | 1,807,257 | |||
| Samsung Life Insurance Company, Ltd. | 11,171 | 2,886,162 | |||
| Samsung SDI Company, Ltd. (A) | 8,342 | 3,810,238 | |||
| Samsung SDS Company, Ltd. | 5,870 | 1,168,063 | |||
| Samyang Foods Company, Ltd. | 569 | 455,104 | |||
| Shinhan Financial Group Company, Ltd. | 60,647 | 3,772,381 | |||
| SK Biopharmaceuticals Company, Ltd. (A) | 4,226 | 251,306 | |||
| SK Hynix, Inc. | 75,572 | 117,666,160 | |||
| SK Innovation Company, Ltd. (A) | 9,204 | 728,290 | |||
| SK Square Company, Ltd. (A) | 12,810 | 10,622,286 | |||
| SK Telecom Company, Ltd. | 14,396 | 964,090 | |||
| SK, Inc. | 4,986 | 2,244,453 | |||
| S-Oil Corp. | 5,940 | 423,605 | |||
| Woori Financial Group, Inc. | 91,708 | 1,813,686 | |||
| Yuhan Corp. | 7,809 | 440,326 | |||
| 392,660,640 | |||||
| Spain - 2.0% | |||||
| Acciona SA | 3,356 | 962,727 | |||
| ACS Actividades de Construccion y Servicios SA | 24,363 | 3,531,236 | |||
| Aena SME SA (B) | 102,079 | 2,961,932 | |||
| Amadeus IT Group SA | 61,716 | 3,936,976 | |||
| Banco Bilbao Vizcaya Argentaria SA | 779,550 | 18,207,661 | |||
| Banco de Sabadell SA | 681,865 | 2,305,429 | |||
| Banco Santander SA | 2,006,756 | 25,096,143 | |||
| Bankinter SA | 89,911 | 1,510,562 | |||
| CaixaBank SA | 525,089 | 7,089,516 | |||
| Cellnex Telecom SA (A)(B) | 63,687 | 2,131,134 | |||
| EDP Renewables SA (C) | 41,093 | 679,461 | |||
| Endesa SA | 43,208 | 1,806,479 | |||
| Grifols SA (C) | 41,193 | 445,932 | |||
| Iberdrola SA | 879,265 | 19,960,902 | |||
| Indra Sistemas SA | 10,770 | 716,161 | |||
| Industria de Diseno Textil SA | 149,196 | 9,194,824 | |||
| Mapfre SA (C) | 141,834 | 663,224 | |||
| Naturgy Energy Group SA | 32,737 | 1,084,367 | |||
| Redeia Corp. SA | 54,778 | 939,740 | |||
| Repsol SA | 154,277 | 3,983,471 | |||
| Telefonica SA | 500,388 | 2,289,218 | |||
| 109,497,095 | |||||
| 36 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Sweden - 1.9% | |||||
| AddTech AB, B Shares | 34,651 | $ | 1,235,041 | ||
| Alfa Laval AB | 38,951 | 2,184,912 | |||
| Assa Abloy AB, B Shares | 135,320 | 4,859,154 | |||
| Atlas Copco AB, A Shares | 363,850 | 6,957,286 | |||
| Atlas Copco AB, B Shares | 208,508 | 3,529,527 | |||
| Beijer Ref AB (C) | 54,707 | 760,122 | |||
| Boliden AB | 38,129 | 2,374,204 | |||
| Epiroc AB, A Shares | 89,845 | 2,657,924 | |||
| Epiroc AB, B Shares | 51,452 | 1,313,637 | |||
| EQT AB (C) | 68,032 | 2,339,911 | |||
| Essity AB, B Shares | 80,609 | 2,260,830 | |||
| Evolution AB (A)(B) | 17,795 | 1,335,709 | |||
| Fastighets AB Balder, B Shares (A) | 94,519 | 541,399 | |||
| Hennes & Mauritz AB, B Shares (C) | 66,318 | 1,176,665 | |||
| Hexagon AB, B Shares | 279,836 | 2,567,355 | |||
| Holmen AB, B Shares (C) | 9,371 | 311,360 | |||
| Industrivarden AB, A Shares | 6,227 | 353,157 | |||
| Industrivarden AB, C Shares (C) | 30,098 | 1,645,763 | |||
| Indutrade AB | 35,964 | 751,728 | |||
| Investment AB Latour, B Shares | 19,368 | 417,659 | |||
| Investor AB, B Shares | 246,401 | 10,124,972 | |||
| L.E. Lundbergforetagen AB, B Shares | 10,429 | 613,517 | |||
| Lifco AB, B Shares | 30,914 | 992,901 | |||
| Nibe Industrier AB, B Shares | 204,044 | 797,495 | |||
| Norion Bank AB (A) | 7,269 | 45,614 | |||
| Saab AB, B Shares | 43,091 | 2,655,759 | |||
| Sagax AB, B Shares (C) | 28,858 | 520,237 | |||
| Sandvik AB | 144,375 | 5,871,767 | |||
| Securitas AB, B Shares | 65,484 | 1,092,840 | |||
| Skandinaviska Enskilda Banken AB, A Shares | 205,167 | 4,100,210 | |||
| Skanska AB, B Shares | 46,116 | 1,247,666 | |||
| SKF AB, B Shares | 46,699 | 1,224,889 | |||
| Spotify Technology SA (A) | 21,080 | 10,491,094 | |||
| Svenska Cellulosa AB SCA, B Shares | 81,600 | 897,606 | |||
| Svenska Handelsbanken AB, A Shares | 195,353 | 2,883,502 | |||
| Swedbank AB, A Shares | 114,030 | 4,210,542 | |||
| Swedish Orphan Biovitrum AB (A) | 26,493 | 1,267,534 | |||
| Tele2 AB, B Shares | 73,470 | 1,379,260 | |||
| Telefonaktiebolaget LM Ericsson, B Shares | 376,002 | 4,903,140 | |||
| Telia Company AB | 312,619 | 1,675,659 | |||
| Trelleborg AB, B Shares | 27,488 | 1,197,559 | |||
| Volvo AB, B Shares | 214,532 | 7,552,860 | |||
| 105,319,966 | |||||
| Switzerland - 5.3% | |||||
| ABB, Ltd. | 210,897 | 22,550,653 | |||
| Alcon, Inc. | 67,366 | 4,482,360 | |||
| Allwyn AG | 24,636 | 362,297 | |||
| Avolta AG (A) | 11,217 | 704,859 | |||
| Banque Cantonale Vaudoise | 3,866 | 581,737 | |||
| Barry Callebaut AG | 474 | 730,788 | |||
| Belimo Holding AG | 1,314 | 1,386,959 | |||
| BKW AG | 2,689 | 508,798 | |||
| Chocoladefabriken Lindt & Spruengli AG | 13 | 1,588,671 | |||
| Chocoladefabriken Lindt & Spruengli AG, Participation Certificates | 133 | 1,584,614 | |||
| Cie Financiere Richemont SA, A Shares | 72,305 | 15,525,246 | |||
| Coca-Cola HBC AG (A) | 29,695 | 1,703,429 | |||
| DSM-Firmenich AG | 24,971 | 2,098,343 | |||
| EMS-Chemie Holding AG | 899 | 820,273 | |||
| Galderma Group AG (A) | 20,799 | 4,400,055 | |||
| Geberit AG | 4,524 | 2,964,085 | |||
| Givaudan SA | 1,234 | 4,578,238 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Switzerland (continued) | |||||
| Glencore PLC (A) | 1,359,863 | $ | 10,342,236 | ||
| Helvetia Baloise Holding AG | 10,970 | 2,846,650 | |||
| Holcim, Ltd. (A) | 68,855 | 6,777,335 | |||
| Julius Baer Group, Ltd. | 28,341 | 2,318,459 | |||
| Kuehne + Nagel International AG | 6,388 | 1,472,386 | |||
| Logitech International SA | 20,573 | 2,500,132 | |||
| Lonza Group AG | 9,458 | 6,040,936 | |||
| Nestle SA | 346,331 | 35,140,121 | |||
| Novartis AG | 255,697 | 38,459,398 | |||
| Partners Group Holding AG | 3,115 | 3,286,542 | |||
| Roche Holding AG | 94,828 | 39,898,890 | |||
| Roche Holding AG, Bearer Shares | 3,962 | 1,704,001 | |||
| Sandoz Group AG | 56,177 | 4,723,841 | |||
| Schindler Holding AG | 2,609 | 853,930 | |||
| Schindler Holding AG, Participation Certificates | 5,892 | 1,983,506 | |||
| SGS SA | 21,984 | 2,498,595 | |||
| Sika AG | 20,545 | 4,010,040 | |||
| Sonova Holding AG | 6,790 | 1,792,358 | |||
| STMicroelectronics NV | 88,085 | 6,027,908 | |||
| Straumann Holding AG | 15,012 | 1,814,136 | |||
| Swiss Life Holding AG | 3,933 | 4,269,928 | |||
| Swiss Prime Site AG | 10,591 | 1,775,344 | |||
| Swiss Re AG | 40,615 | 6,085,607 | |||
| Swisscom AG | 3,433 | 2,938,449 | |||
| The Swatch Group AG, Bearer Shares (C) | 3,864 | 1,069,691 | |||
| UBS Group AG | 428,345 | 20,228,955 | |||
| VAT Group AG (B) | 3,628 | 2,832,693 | |||
| Zurich Insurance Group AG | 19,905 | 14,135,305 | |||
| 294,398,777 | |||||
| Taiwan - 8.6% | |||||
| Accton Technology Corp. | 70,430 | 5,388,905 | |||
| Advantech Company, Ltd. | 65,891 | 1,035,752 | |||
| Airtac International Group | 19,145 | 850,176 | |||
| Alchip Technologies, Ltd. | 11,076 | 1,535,537 | |||
| ASE Technology Holding Company, Ltd. | 477,949 | 9,131,377 | |||
| Asia Cement Corp. | 344,352 | 373,856 | |||
| Asia Vital Components Company, Ltd. | 46,561 | 3,926,322 | |||
| ASPEED Technology, Inc. | 4,030 | 2,398,420 | |||
| Asustek Computer, Inc. | 100,369 | 2,421,359 | |||
| Bizlink Holding, Inc. | 24,176 | 1,570,141 | |||
| Caliway Biopharmaceuticals Company, Ltd. (A) | 142,052 | 454,762 | |||
| Catcher Technology Company, Ltd. | 74,801 | 485,857 | |||
| Cathay Financial Holding Company, Ltd. | 1,383,280 | 3,786,347 | |||
| Chailease Holding Company, Ltd. | 219,492 | 753,217 | |||
| Chang Hwa Commercial Bank, Ltd. | 1,037,201 | 670,209 | |||
| China Airlines, Ltd. | 428,219 | 260,888 | |||
| China Steel Corp. | 1,680,009 | 1,022,629 | |||
| Chroma ATE, Inc. | 53,391 | 4,248,420 | |||
| Chunghwa Telecom Company, Ltd. | 550,458 | 2,408,061 | |||
| Compal Electronics, Inc. | 599,216 | 697,065 | |||
| CTBC Financial Holding Company, Ltd. | 2,412,961 | 4,658,994 | |||
| Delta Electronics, Inc. | 277,337 | 21,279,034 | |||
| E Ink Holdings, Inc. | 120,097 | 843,994 | |||
| E.Sun Financial Holding Company, Ltd. | 2,078,697 | 2,054,570 | |||
| Eclat Textile Company, Ltd. | 542 | 5,917 | |||
| Elite Material Company, Ltd. | 42,394 | 6,851,826 | |||
| eMemory Technology, Inc. | 9,061 | 978,146 | |||
| Eva Airways Corp. | 394,149 | 452,536 | |||
| Evergreen Marine Corp. Taiwan, Ltd. | 154,769 | 1,051,080 | |||
| Far Eastern New Century Corp. | 466,558 | 382,351 | |||
| 37 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Taiwan (continued) | |||||
| Far EasTone Telecommunications Company, Ltd. | 248,399 | $ | 751,601 | ||
| First Financial Holding Company, Ltd. | 1,645,233 | 1,442,307 | |||
| Formosa Chemicals & Fibre Corp. | 503,186 | 802,808 | |||
| Formosa Plastics Corp. | 544,648 | 827,789 | |||
| Fortune Electric Company, Ltd. | 21,728 | 602,398 | |||
| Fubon Financial Holding Company, Ltd. | 1,222,481 | 4,287,452 | |||
| Gigabyte Technology Company, Ltd. | 75,536 | 884,381 | |||
| Global Unichip Corp. | 12,092 | 1,784,138 | |||
| Globalwafers Company, Ltd. | 37,268 | 1,181,875 | |||
| Gold Circuit Electronics, Ltd. | 46,330 | 1,934,144 | |||
| Hon Hai Precision Industry Company, Ltd. | 1,807,025 | 16,541,139 | |||
| Hon Precision, Inc. | 11,000 | 2,882,697 | |||
| Hotai Motor Company, Ltd. | 42,234 | 653,988 | |||
| Hua Nan Financial Holdings Company, Ltd. | 1,285,676 | 1,250,736 | |||
| Innolux Corp. | 1,086,386 | 1,750,272 | |||
| International Games System Company, Ltd. | 31,230 | 750,872 | |||
| Inventec Corp. | 385,993 | 856,212 | |||
| Jentech Precision Industrial Company, Ltd. | 12,084 | 1,355,661 | |||
| KGI Financial Holding Company, Ltd. | 2,370,374 | 1,700,366 | |||
| King Slide Works Company, Ltd. | 8,061 | 1,288,328 | |||
| King Yuan Electronics Company, Ltd. | 158,144 | 1,640,515 | |||
| Largan Precision Company, Ltd. | 14,099 | 1,581,147 | |||
| Lite-On Technology Corp. | 281,046 | 2,075,947 | |||
| Lotes Company, Ltd. | 12,084 | 1,010,518 | |||
| MediaTek, Inc. | 217,293 | 29,541,317 | |||
| Mega Financial Holding Company, Ltd. | 1,711,266 | 2,184,306 | |||
| Nan Ya Plastics Corp. | 735,653 | 2,294,560 | |||
| Nien Made Enterprise Company, Ltd. | 184 | 1,860 | |||
| Novatek Microelectronics Corp. | 81,746 | 1,244,248 | |||
| Pegatron Corp. | 290,649 | 819,991 | |||
| PharmaEssentia Corp. | 42,060 | 1,252,521 | |||
| President Chain Store Corp. | 78,613 | 536,538 | |||
| Quanta Computer, Inc. | 388,016 | 4,164,457 | |||
| Realtek Semiconductor Corp. | 68,318 | 1,259,231 | |||
| SinoPac Financial Holdings Company, Ltd. | 1,765,402 | 1,690,720 | |||
| Taiwan Business Bank | 1,038,895 | 538,772 | |||
| Taiwan Cooperative Financial Holding Company, Ltd. | 1,545,228 | 1,129,526 | |||
| Taiwan High Speed Rail Corp. | 261,177 | 207,083 | |||
| Taiwan Mobile Company, Ltd. | 250,364 | 891,727 | |||
| Taiwan Semiconductor Manufacturing Company, Ltd. | 3,540,219 | 262,278,098 | |||
| TCC Group Holdings Company, Ltd. | 979,000 | 762,421 | |||
| Teco Electric & Machinery Company, Ltd. | 170,244 | 404,271 | |||
| The Shanghai Commercial & Savings Bank, Ltd. | 547,464 | 694,307 | |||
| TS Financial Holding Company, Ltd. | 3,024,288 | 2,251,049 | |||
| Unimicron Technology Corp. | 188,890 | 6,267,908 | |||
| Uni-President Enterprises Corp. | 690,236 | 1,583,637 | |||
| United Microelectronics Corp. | 1,622,284 | 7,303,439 | |||
| Vanguard International Semiconductor Corp. | 159,919 | 850,731 | |||
| Wan Hai Lines, Ltd. | 95,820 | 250,703 | |||
| Wistron Corp. | 432,448 | 2,164,900 | |||
| Wiwynn Corp. | 16,115 | 2,754,516 | |||
| Yageo Corp. | 235,628 | 5,482,123 | |||
| Yang Ming Marine Transport Corp. | 246,329 | 414,208 | |||
| Yuanta Financial Holding Company, Ltd. | 1,540,632 | 2,928,462 | |||
| Zhen Ding Technology Holding, Ltd. | 106,255 | 1,734,197 | |||
| 477,696,866 | |||||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Thailand - 0.4% | |||||
| Advanced Info Service PCL, NVDR | 164,391 | $ | 1,780,603 | ||
| Airports of Thailand PCL, NVDR | 670,767 | 1,135,373 | |||
| Bangkok Dusit Medical Services PCL, NVDR | 1,724,855 | 963,855 | |||
| Bumrungrad Hospital PCL, NVDR | 91,579 | 505,085 | |||
| Central Pattana PCL, NVDR | 314,586 | 621,896 | |||
| Charoen Pokphand Foods PCL, NVDR | 611,972 | 356,582 | |||
| CP ALL PCL, NVDR | 843,640 | 1,219,294 | |||
| Delta Electronics Thailand PCL, NVDR | 490,969 | 5,294,738 | |||
| Gulf Development PCL, NVDR | 705,809 | 1,343,111 | |||
| Kasikornbank PCL, NVDR | 94,765 | 584,956 | |||
| Krung Thai Bank PCL, NVDR | 561,256 | 598,941 | |||
| Minor International PCL, NVDR | 485,929 | 335,478 | |||
| PTT Exploration & Production PCL, NVDR | 214,392 | 932,971 | |||
| PTT PCL, NVDR | 1,587,210 | 1,768,262 | |||
| SCB X PCL, NVDR | 135,395 | 559,268 | |||
| The Siam Cement PCL, NVDR | 124,098 | 866,155 | |||
| TMBThanachart Bank PCL, NVDR | 3,886,800 | 272,286 | |||
| True Corp. PCL, NVDR | 1,624,900 | 688,574 | |||
| 19,827,428 | |||||
| Turkey - 0.1% | |||||
| Akbank TAS | 414,201 | 565,380 | |||
| Aselsan Elektronik Sanayi Ve Ticaret AS | 183,120 | 1,509,565 | |||
| BIM Birlesik Magazalar AS | 121,318 | 974,466 | |||
| Eregli Demir ve Celik Fabrikalari TAS | 476,267 | 402,976 | |||
| Ford Otomotiv Sanayi AS | 89,825 | 162,181 | |||
| Haci Omer Sabanci Holding AS | 151,964 | 299,560 | |||
| KOC Holding AS | 100,855 | 412,550 | |||
| Turk Hava Yollari AO | 77,007 | 494,260 | |||
| Turkcell Iletisim Hizmetleri AS | 165,306 | 359,602 | |||
| Turkiye Is Bankasi AS, Class C | 1,173,394 | 330,517 | |||
| Turkiye Petrol Rafinerileri AS | 127,163 | 641,079 | |||
| Yapi ve Kredi Bankasi AS (A) | 443,732 | 314,356 | |||
| 6,466,492 | |||||
| United Arab Emirates - 0.4% | |||||
| Abu Dhabi Commercial Bank PJSC | 440,293 | 1,652,114 | |||
| Abu Dhabi Islamic Bank PJSC | 194,194 | 1,087,933 | |||
| Abu Dhabi National Oil Company for Distribution PJSC | 413,068 | 442,727 | |||
| ADNOC Drilling Company PJSC | 443,756 | 720,364 | |||
| Adnoc Gas PLC | 868,347 | 814,357 | |||
| ADNOC Logistics & Services | 256,510 | 419,674 | |||
| Air Arabia PJSC | 322,975 | 433,161 | |||
| Aldar Properties PJSC | 532,666 | 1,137,908 | |||
| Americana Restaurants International PLC | 1,888 | 1,014 | |||
| Dubai Electricity & Water Authority PJSC | 838,551 | 596,792 | |||
| Dubai Islamic Bank PJSC | 393,131 | 792,411 | |||
| Emaar Development PJSC | 139,254 | 551,912 | |||
| Emaar Properties PJSC | 918,164 | 2,971,499 | |||
| Emirates NBD Bank PJSC | 259,364 | 1,964,237 | |||
| Emirates Telecommunications Group Company PJSC | 478,639 | 2,357,007 | |||
| First Abu Dhabi Bank PJSC | 611,485 | 2,817,760 | |||
| NMC Health PLC (A)(D) | 5,577 | 0 | |||
| Salik Company PJSC | 248,428 | 363,365 | |||
| Two Point Zero Group PJSC (A) | 445,615 | 261,466 | |||
| 19,385,701 | |||||
| United Kingdom - 7.4% | |||||
| 3i Group PLC | 135,552 | 4,116,665 | |||
| Admiral Group PLC | 35,540 | 1,572,585 | |||
| Airtel Africa PLC (B) | 124,083 | 585,879 | |||
| Anglo American PLC | 152,602 | 8,166,809 | |||
| 38 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| United Kingdom (continued) | |||||
| Associated British Foods PLC | 43,837 | $ | 1,072,742 | ||
| AstraZeneca PLC | 211,510 | 39,269,675 | |||
| Autotrader Group PLC (B) | 109,616 | 647,876 | |||
| Aviva PLC | 428,107 | 3,523,875 | |||
| BAE Systems PLC | 409,307 | 11,135,838 | |||
| Barclays PLC | 1,895,304 | 11,578,465 | |||
| Barratt Redrow PLC | 183,335 | 645,921 | |||
| BP PLC | 2,140,489 | 15,119,189 | |||
| British American Tobacco PLC | 297,064 | 18,381,203 | |||
| BT Group PLC | 815,304 | 2,286,317 | |||
| Bunzl PLC | 44,272 | 1,399,705 | |||
| Centrica PLC | 628,935 | 1,586,618 | |||
| Coca-Cola Europacific Partners PLC | 30,379 | 2,755,072 | |||
| Compass Group PLC | 231,386 | 7,420,612 | |||
| Diageo PLC | 304,049 | 6,232,529 | |||
| Endeavour Mining PLC | 25,621 | 1,574,828 | |||
| Entain PLC | 84,699 | 606,081 | |||
| GSK PLC | 555,887 | 14,056,427 | |||
| Haleon PLC | 1,213,459 | 5,478,038 | |||
| Halma PLC | 51,740 | 3,252,250 | |||
| Hikma Pharmaceuticals PLC | 171 | 3,390 | |||
| HSBC Holdings PLC | 2,345,332 | 44,040,948 | |||
| Imperial Brands PLC | 102,528 | 3,717,814 | |||
| Informa PLC | 177,736 | 1,931,000 | |||
| InterContinental Hotels Group PLC | 19,784 | 3,033,900 | |||
| International Consolidated Airlines Group SA | 165,061 | 950,527 | |||
| Intertek Group PLC | 21,213 | 1,507,677 | |||
| J Sainsbury PLC | 230,310 | 915,078 | |||
| JD Sports Fashion PLC | 339,505 | 384,361 | |||
| Kingfisher PLC | 233,817 | 902,800 | |||
| Land Securities Group PLC | 96,330 | 813,269 | |||
| Legal & General Group PLC | 800,206 | 2,912,727 | |||
| Lloyds Banking Group PLC | 8,046,354 | 11,006,017 | |||
| London Stock Exchange Group PLC | 62,607 | 7,575,361 | |||
| M&G PLC | 315,411 | 1,336,819 | |||
| Marks & Spencer Group PLC | 277,263 | 1,324,068 | |||
| Melrose Industries PLC | 173,054 | 1,092,127 | |||
| National Grid PLC | 677,152 | 10,868,590 | |||
| NatWest Group PLC | 1,089,468 | 8,762,256 | |||
| Next PLC | 15,744 | 2,792,375 | |||
| Pearson PLC | 78,451 | 1,166,122 | |||
| Reckitt Benckiser Group PLC | 88,021 | 5,416,896 | |||
| RELX PLC | 248,037 | 8,094,399 | |||
| Rentokil Initial PLC | 344,164 | 2,068,025 | |||
| Rio Tinto PLC | 153,963 | 16,352,535 | |||
| Rolls-Royce Holdings PLC | 1,146,109 | 20,620,471 | |||
| Schroders PLC | 103,155 | 808,130 | |||
| Segro PLC | 174,409 | 1,690,680 | |||
| Severn Trent PLC | 36,073 | 1,438,364 | |||
| Shell PLC | 776,727 | 32,820,695 | |||
| Smith & Nephew PLC | 109,428 | 1,631,066 | |||
| Smiths Group PLC | 43,816 | 1,446,563 | |||
| Spirax Group PLC | 10,144 | 944,612 | |||
| SSE PLC | 164,409 | 5,141,567 | |||
| Standard Chartered PLC | 262,067 | 7,018,050 | |||
| Standard Life PLC | 99,487 | 1,035,084 | |||
| Tesco PLC | 868,048 | 5,031,646 | |||
| The Sage Group PLC | 128,194 | 1,450,160 | |||
| Unilever PLC | 297,254 | 16,750,632 | |||
| United Utilities Group PLC | 91,277 | 1,649,720 | |||
| Verisure PLC (A) | 34,385 | 457,882 | |||
| Vodafone Group PLC | 2,565,477 | 3,855,184 | |||
| Whitbread PLC | 22,922 | 719,781 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| United Kingdom (continued) | |||||
| Wise Group PLC, Class A (A) | 90,666 | $ | 1,135,820 | ||
| 407,080,387 | |||||
| United States - 0.5% | |||||
| AngloGold Ashanti PLC | 68,245 | 6,529,095 | |||
| BeOne Medicines, Ltd., H Shares (A) | 115,549 | 2,599,766 | |||
| Brookfield Asset Management, Ltd., Class A (C) | 59,431 | 2,874,449 | |||
| Brookfield Renewable Corp. (C) | 20,050 | 804,094 | |||
| Legend Biotech Corp., ADR (A) | 10,034 | 272,523 | |||
| Octave Intelligence PLC, SDR (A) | 27,984 | 477,047 | |||
| RB Global, Inc. (C) | 26,037 | 2,769,990 | |||
| Restaurant Brands International, Inc. | 46,423 | 3,473,349 | |||
| Southern Copper Corp. | 12,829 | 2,454,192 | |||
| Sunbelt Rentals Holdings, Inc. | 56,971 | 4,465,092 | |||
| 26,719,597 | |||||
| TOTAL COMMON STOCKS (Cost $3,424,531,986) | $ | 5,107,104,523 | |||
| PREFERRED SECURITIES - 0.8% | |||||
| Brazil - 0.3% | |||||
| Axia Energia, Class B | 36,100 | 407,405 | |||
| Axia Energia, Class C (A) | 52,630 | 525,304 | |||
| Banco Bradesco SA | 776,587 | 2,724,840 | |||
| Cia Energetica de Minas Gerais | 248,802 | 530,693 | |||
| Gerdau SA | 190,034 | 857,772 | |||
| Itau Unibanco Holding SA | 778,798 | 6,181,537 | |||
| Itausa SA | 855,148 | 2,190,188 | |||
| Localiza Rent a Car SA | 4,643 | 37,258 | |||
| Petroleo Brasileiro SA | 675,100 | 5,620,759 | |||
| 19,075,756 | |||||
| Chile - 0.0% | |||||
| Sociedad Quimica y Minera de Chile SA, B Shares | 19,687 | 1,685,485 | |||
| Colombia - 0.0% | |||||
| Grupo Cibest SA | 53,476 | 899,305 | |||
| Germany - 0.2% | |||||
| Bayerische Motoren Werke AG | 7,345 | 638,435 | |||
| Dr. Ing. h.c. F. Porsche AG (C) | 15,408 | 838,674 | |||
| Henkel AG & Company KGaA | 23,667 | 1,837,017 | |||
| Porsche Automobil Holding SE | 20,646 | 785,247 | |||
| Sartorius AG | 3,589 | 1,022,999 | |||
| Volkswagen AG | 28,082 | 2,996,334 | |||
| 8,118,706 | |||||
| India - 0.0% | |||||
| TVS Motor Company, Ltd., 6.000% (A) | 117,772 | 12,806 | |||
| South Korea - 0.3% | |||||
| Hyundai Motor Company | 3,109 | 564,698 | |||
| Hyundai Motor Company, 2nd Preferred Shares | 4,870 | 877,211 | |||
| Samsung Electronics Company, Ltd. | 112,854 | 15,099,133 | |||
| 16,541,042 | |||||
| TOTAL PREFERRED SECURITIES (Cost $30,399,030) | $ | 46,333,100 | |||
| RIGHTS - 0.0% | |||||
| Ferrovial NV (Expiration Date: 6-15-26) (A)(C)(E) | 70,515 | 45,878 | |||
| TOTAL RIGHTS (Cost $45,833) | $ | 45,878 | |||
| WARRANTS - 0.0% | |||||
| BTS Group Holdings PCL (Expiration Date: 11-20-26; Strike Price: THB 14.90) (A) | 100,920 | 31 | |||
| 39 |
| Shares or Principal Amount | Value | ||||
| WARRANTS (continued) | |||||
| YTL Corp. BHD (Expiration Date: 6-2-28; Strike Price: MYR 1.50) (A) | 88,680 | $ | 12,301 | ||
| YTL Power International BHD (Expiration Date: 6-2-28; Strike Price: MYR 2.45) (A) | 65,920 | 28,430 | |||
| TOTAL WARRANTS (Cost $0) | $ | 40,762 | |||
| SHORT-TERM INVESTMENTS - 6.6% | |||||
| U.S. Government - 4.3% | |||||
| U.S. Treasury Bill | |||||
| 3.566%, 06/11/2026 * | $ | 73,000,000 | $ | 72,926,615 | |
| 3.568%, 07/09/2026 * | 23,700,000 | 23,609,252 | |||
| 3.570%, 07/14/2026 * | 33,400,000 | 33,255,722 | |||
| 3.590%, 06/18/2026 * | 50,000,000 | 49,914,233 | |||
| 3.599%, 06/04/2026 * | 50,000,000 | 49,984,792 | |||
| 3.611%, 07/07/2026 * | 10,000,000 | 9,963,740 | |||
| 239,654,354 | |||||
| U.S. Government Agency - 1.6% | |||||
| Federal Home Loan Mortgage Corp. Discount Note 3.450%, 06/01/2026 * | 31,900,000 | 31,890,350 | |||
| Federal National Mortgage Association Discount Note 3.530%, 06/02/2026 * | 54,400,000 | 54,378,059 | |||
| 86,268,409 | |||||
| Short-term funds - 0.7% | |||||
| John Hancock Collateral Trust, 3.5217% (F)(G) | 4,069,752 | 40,700,365 | |||
| TOTAL SHORT-TERM INVESTMENTS (Cost $366,656,339) | $ | 366,623,128 | |||
| Total Investments (International Strategic Equity Allocation Fund) (Cost $3,821,633,188) - 99.8% | $ | 5,520,147,391 | |||
| Other assets and liabilities, net - 0.2% | 10,526,047 | ||||
| TOTAL NET ASSETS - 100.0% | $ | 5,530,673,438 | |||
| Currency Abbreviations | |
| MYR | Malaysian Ringgit |
| THB | Thai Bhat |
| Security Abbreviations and Legend | |
| ADR | American Depositary Receipt |
| NVDR | Non-Voting Depositary Receipt |
| SDR | Swedish Depositary Receipt |
| (A) | Non-income producing security. |
| (B) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (C) | All or a portion of this security is on loan as of 5-31-26. The value of securities on loan amounted to $41,966,123. In addition to the cash collateral invested in John Hancock Collateral Trust, if any, non-cash collateral of $3,648,113 in the form of U.S. Treasuries was pledged to the fund. |
| (D) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (E) | Strike price and/or expiration date not available. |
| (F) | The rate shown is the annualized seven-day yield as of 5-31-26. |
| (G) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| * | Yield represents either the annualized yield at the date of purchase, the stated coupon rate or, for floating rate securities, the rate at period end. |
| Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
| Canadian Dollar Currency Futures | 391 | Long | Jun 2026 | $28,625,528 | $28,361,185 | $(264,343) |
| Mini MSCI EAFE Index Futures | 1,383 | Long | Jun 2026 | 203,840,728 | 215,146,395 | 11,305,667 |
| Mini MSCI Emerging Markets Index Futures | 1,435 | Long | Jun 2026 | 108,553,308 | 125,454,875 | 16,901,567 |
| S&P/TSX 60 Index Futures | 102 | Long | Jun 2026 | 28,324,624 | 29,933,021 | 1,608,397 |
| $29,551,288 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS – 97.9% | |||||
| Consumer discretionary – 6.7% | |||||
| Broadline retail – 1.4% | |||||
| eBay, Inc. | 102,955 | $ | 11,249,893 | ||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Broadline retail (continued) | |||||
| Global-e Online, Ltd. (A) | 259,412 | $ | 7,948,384 | ||
| 19,198,277 | |||||
| Hotels, restaurants and leisure – 1.5% | |||||
| Aramark | 247,146 | 13,192,653 | |||
| 40 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Hotels, restaurants and leisure (continued) | |||||
| Norwegian Cruise Line Holdings, Ltd. (A) | 339,400 | $ | 6,224,596 | ||
| 19,417,249 | |||||
| Household durables – 0.9% | |||||
| Installed Building Products, Inc. | 21,096 | 4,429,738 | |||
| PulteGroup, Inc. | 66,385 | 7,845,379 | |||
| 12,275,117 | |||||
| Specialty retail – 2.3% | |||||
| Advance Auto Parts, Inc. | 364,210 | 21,940,010 | |||
| Burlington Stores, Inc. (A) | 27,286 | 8,836,025 | |||
| 30,776,035 | |||||
| Textiles, apparel and luxury goods – 0.6% | |||||
| Ralph Lauren Corp. | 21,330 | 7,761,987 | |||
| 89,428,665 | |||||
| Consumer staples – 3.3% | |||||
| Beverages – 0.8% | |||||
| Keurig Dr. Pepper, Inc. | 376,120 | 11,294,884 | |||
| Food products – 1.3% | |||||
| Lamb Weston Holdings, Inc. | 389,321 | 16,810,881 | |||
| Household products – 1.2% | |||||
| Colgate-Palmolive Company | 170,900 | 15,403,217 | |||
| 43,508,982 | |||||
| Energy – 7.8% | |||||
| Energy equipment and services – 2.3% | |||||
| Baker Hughes Company | 216,475 | 13,828,423 | |||
| TechnipFMC PLC | 131,922 | 9,026,103 | |||
| Tidewater, Inc. (A) | 104,983 | 7,715,201 | |||
| 30,569,727 | |||||
| Oil, gas and consumable fuels – 5.5% | |||||
| Cenovus Energy, Inc. | 461,142 | 12,713,685 | |||
| Cheniere Energy, Inc. | 17,200 | 3,867,592 | |||
| Marathon Petroleum Corp. | 30,270 | 7,530,268 | |||
| Ovintiv, Inc. | 226,533 | 12,694,909 | |||
| Permian Resources Corp., Class A | 515,668 | 9,916,296 | |||
| Phillips 66 | 97,602 | 17,166,240 | |||
| Viper Energy, Inc., Class A | 234,012 | 10,647,546 | |||
| 74,536,536 | |||||
| 105,106,263 | |||||
| Financials – 17.2% | |||||
| Banks – 3.9% | |||||
| Columbia Banking System, Inc. | 224,235 | 6,646,325 | |||
| Fifth Third Bancorp | 235,896 | 11,778,287 | |||
| KeyCorp | 482,341 | 10,288,334 | |||
| Popular, Inc. | 99,029 | 14,708,777 | |||
| Western Alliance Bancorp | 102,004 | 8,124,619 | |||
| 51,546,342 | |||||
| Capital markets – 3.0% | |||||
| Invesco, Ltd. | 263,094 | 7,487,655 | |||
| Lazard, Inc. | 380,019 | 17,986,299 | |||
| Main Street Capital Corp. (B) | 132,336 | 6,776,927 | |||
| StepStone Group, Inc., Class A | 172,870 | 8,524,220 | |||
| 40,775,101 | |||||
| Consumer finance – 0.5% | |||||
| SLM Corp. | 299,664 | 6,628,568 | |||
| Financial services – 4.2% | |||||
| Block, Inc. (A) | 159,922 | 12,109,294 | |||
| Corpay, Inc. (A) | 60,822 | 22,005,400 | |||
| Marqeta, Inc., Class A (A) | 1,637,219 | 6,647,109 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Financial services (continued) | |||||
| Voya Financial, Inc. | 192,207 | $ | 15,611,053 | ||
| 56,372,856 | |||||
| Insurance – 5.1% | |||||
| American International Group, Inc. | 171,112 | 12,701,644 | |||
| Assurant, Inc. | 46,683 | 11,617,998 | |||
| Horace Mann Educators Corp. | 117,085 | 5,354,297 | |||
| Lincoln National Corp. | 181,241 | 6,395,995 | |||
| RenaissanceRe Holdings, Ltd. | 28,125 | 7,884,844 | |||
| The Allstate Corp. | 45,058 | 9,286,003 | |||
| The Hanover Insurance Group, Inc. | 52,106 | 9,702,137 | |||
| Willis Towers Watson PLC | 23,156 | 5,781,359 | |||
| 68,724,277 | |||||
| Mortgage real estate investment trusts – 0.5% | |||||
| Annaly Capital Management, Inc. | 278,523 | 6,085,728 | |||
| 230,132,872 | |||||
| Health care – 6.9% | |||||
| Biotechnology – 0.4% | |||||
| Alkermes PLC (A) | 143,358 | 6,048,274 | |||
| Health care equipment and supplies – 1.1% | |||||
| The Cooper Companies, Inc. (A) | 233,165 | 14,272,030 | |||
| Health care providers and services – 3.3% | |||||
| Centene Corp. (A) | 193,654 | 11,541,778 | |||
| Concentra Group Holdings Parent, Inc. | 631,033 | 15,693,791 | |||
| Molina Healthcare, Inc. (A) | 50,150 | 8,706,040 | |||
| RadNet, Inc. (A) | 149,446 | 8,298,736 | |||
| 44,240,345 | |||||
| Life sciences tools and services – 0.9% | |||||
| Waters Corp. (A) | 31,522 | 12,090,894 | |||
| Pharmaceuticals – 1.2% | |||||
| Perrigo Company PLC | 499,135 | 5,515,442 | |||
| Viatris, Inc. | 649,364 | 10,558,659 | |||
| 16,074,101 | |||||
| 92,725,644 | |||||
| Industrials – 19.3% | |||||
| Aerospace and defense – 4.3% | |||||
| Hexcel Corp. | 204,083 | 18,324,613 | |||
| L3Harris Technologies, Inc. | 34,583 | 10,899,870 | |||
| StandardAero, Inc. (A) | 724,408 | 20,747,045 | |||
| Textron, Inc. | 85,187 | 7,816,759 | |||
| 57,788,287 | |||||
| Building products – 0.6% | |||||
| Owens Corning | 59,900 | 7,536,618 | |||
| Construction and engineering – 1.1% | |||||
| API Group Corp. (A) | 351,797 | 14,423,677 | |||
| Electrical equipment – 1.4% | |||||
| Sensata Technologies Holding PLC | 387,358 | 19,131,612 | |||
| Ground transportation – 2.0% | |||||
| CSX Corp. | 219,806 | 9,948,420 | |||
| Saia, Inc. (A) | 35,792 | 16,907,067 | |||
| 26,855,487 | |||||
| Machinery – 5.6% | |||||
| AGCO Corp. | 84,665 | 9,506,186 | |||
| Esab Corp. | 171,877 | 15,886,591 | |||
| Fortive Corp. | 324,332 | 18,915,042 | |||
| JBT Marel Corp. | 78,888 | 10,601,758 | |||
| 41 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Machinery (continued) | |||||
| The Middleby Corp. (A) | 129,092 | $ | 20,010,551 | ||
| 74,920,128 | |||||
| Passenger airlines – 0.8% | |||||
| Southwest Airlines Company | 262,723 | 11,283,953 | |||
| Professional services – 2.0% | |||||
| First Advantage Corp. (A) | 696,727 | 11,147,632 | |||
| FTI Consulting, Inc. (A) | 45,879 | 7,027,745 | |||
| SS&C Technologies Holdings, Inc. | 123,369 | 8,329,875 | |||
| 26,505,252 | |||||
| Trading companies and distributors – 1.5% | |||||
| EquipmentShare.com, Inc., Class A (A)(B) | 299,699 | 6,245,727 | |||
| SiteOne Landscape Supply, Inc. (A) | 50,435 | 5,477,241 | |||
| W.W. Grainger, Inc. | 7,082 | 8,740,888 | |||
| 20,463,856 | |||||
| 258,908,870 | |||||
| Information technology – 17.9% | |||||
| Communications equipment – 1.7% | |||||
| Ciena Corp. (A) | 18,700 | 10,850,301 | |||
| Viasat, Inc. (A) | 151,563 | 12,219,009 | |||
| 23,069,310 | |||||
| Electronic equipment, instruments and components – 5.8% | |||||
| Belden, Inc. | 77,656 | 8,160,092 | |||
| CDW Corp. | 57,691 | 7,237,336 | |||
| Corning, Inc. | 160,137 | 29,010,419 | |||
| Keysight Technologies, Inc. (A) | 28,115 | 9,512,148 | |||
| Novanta, Inc. (A) | 57,610 | 9,179,001 | |||
| TD SYNNEX Corp. | 15,800 | 4,128,224 | |||
| TE Connectivity PLC | 49,623 | 10,590,044 | |||
| 77,817,264 | |||||
| IT services – 0.4% | |||||
| GoDaddy, Inc., Class A (A) | 65,479 | 5,620,063 | |||
| Semiconductors and semiconductor equipment – 3.4% | |||||
| Entegris, Inc. | 74,917 | 10,397,730 | |||
| MKS, Inc. | 43,243 | 14,021,975 | |||
| Rambus, Inc. (A) | 53,771 | 7,821,530 | |||
| Skyworks Solutions, Inc. | 76,900 | 5,986,665 | |||
| Wolfspeed, Inc. (A)(B) | 117,903 | 6,989,290 | |||
| 45,217,190 | |||||
| Software – 1.7% | |||||
| CCC Intelligent Solutions Holdings, Inc. (A) | 1,330,085 | 6,251,400 | |||
| DocuSign, Inc. (A) | 147,223 | 7,732,152 | |||
| Procore Technologies, Inc. (A) | 166,506 | 8,240,382 | |||
| 22,223,934 | |||||
| Technology hardware, storage and peripherals – 4.9% | |||||
| Sandisk Corp. (A) | 21,020 | 35,628,474 | |||
| Western Digital Corp. | 56,270 | 29,891,187 | |||
| 65,519,661 | |||||
| 239,467,422 | |||||
| Materials – 4.5% | |||||
| Chemicals – 1.2% | |||||
| DuPont de Nemours, Inc. | 144,582 | 7,000,660 | |||
| Westlake Corp. | 96,644 | 8,391,599 | |||
| 15,392,259 | |||||
| Construction materials – 0.8% | |||||
| Knife River Corp. (A) | 130,852 | 10,273,191 | |||
| Containers and packaging – 0.9% | |||||
| International Paper Company | 353,972 | 11,847,443 | |||
| Metals and mining – 0.9% | |||||
| Franco-Nevada Corp. | 29,046 | 6,728,416 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Metals and mining (continued) | |||||
| OR Royalties, Inc. | 154,305 | $ | 5,750,692 | ||
| 12,479,108 | |||||
| Paper and forest products – 0.7% | |||||
| Stora Enso OYJ, R Shares | 842,265 | 9,856,740 | |||
| 59,848,741 | |||||
| Real estate – 7.7% | |||||
| Health care REITs – 1.4% | |||||
| Healthcare Realty Trust, Inc. | 472,439 | 9,410,985 | |||
| Ventas, Inc. | 110,920 | 9,363,866 | |||
| 18,774,851 | |||||
| Industrial REITs – 0.7% | |||||
| Rexford Industrial Realty, Inc. | 262,867 | 9,323,892 | |||
| Office REITs – 0.6% | |||||
| Vornado Realty Trust | 251,899 | 8,501,591 | |||
| Real estate management and development – 1.0% | |||||
| Colliers International Group, Inc. | 51,321 | 4,842,650 | |||
| Jones Lang LaSalle, Inc. (A) | 27,328 | 7,714,968 | |||
| 12,557,618 | |||||
| Residential REITs – 2.2% | |||||
| Apartment Investment and Management Company, Class A | 805,902 | 3,384,788 | |||
| Equity Residential | 178,504 | 11,683,087 | |||
| Sun Communities, Inc. | 119,441 | 14,770,074 | |||
| 29,837,949 | |||||
| Retail REITs – 1.0% | |||||
| Regency Centers Corp. | 174,817 | 13,522,095 | |||
| Specialized REITs – 0.8% | |||||
| Digital Realty Trust, Inc. | 56,376 | 10,711,440 | |||
| 103,229,436 | |||||
| Utilities – 6.6% | |||||
| Electric utilities – 1.9% | |||||
| FirstEnergy Corp. | 311,605 | 14,455,356 | |||
| PG&E Corp. | 692,950 | 11,322,803 | |||
| 25,778,159 | |||||
| Gas utilities – 0.5% | |||||
| National Fuel Gas Company | 79,058 | 6,107,231 | |||
| Multi-utilities – 4.2% | |||||
| Ameren Corp. | 156,499 | 16,897,197 | |||
| CenterPoint Energy, Inc. | 268,172 | 11,332,949 | |||
| Consolidated Edison, Inc. | 128,552 | 13,578,948 | |||
| Dominion Energy, Inc. | 218,237 | 14,608,785 | |||
| 56,417,879 | |||||
| 88,303,269 | |||||
| TOTAL COMMON STOCKS (Cost $1,006,538,259) | $ | 1,310,660,164 | |||
| CONVERTIBLE BONDS - 0.7% | |||||
| Information technology - 0.7% | |||||
| Wolfspeed, Inc. | |||||
| 2.500%, 06/15/2031 (C) | $ | 981,000 | 4,719,689 | ||
| 3.500%, 03/15/2031 (C) | 1,383,000 | 4,220,225 | |||
| 8,939,914 | |||||
| TOTAL CONVERTIBLE BONDS (Cost $2,287,903) | $ | 8,939,914 | |||
| CORPORATE BONDS - 0.0% | |||||
| Information technology - 0.0% | |||||
| Wolfspeed, Inc. 12.000%, (7.000% Cash or 12.000% PIK), 06/15/2031 | 1,004,749 | 900,530 | |||
| TOTAL CORPORATE BONDS (Cost $1,618,232) | $ | 900,530 | |||
| 42 |
| Shares or Principal Amount | Value | ||||
| SHORT-TERM INVESTMENTS – 3.0% | |||||
| Short-term funds – 3.0% | |||||
| John Hancock Collateral Trust, 3.5217% (D)(E) | 1,985,362 | $ | 19,855,012 | ||
| State Street Institutional U.S. Government Money Market Fund, Premier Class, 3.5525% (D) | 1,413,359 | 1,413,359 | |||
| T. Rowe Price Government Reserve Fund, 3.6587% (D) | 18,943,007 | 18,943,007 | |||
| TOTAL SHORT-TERM INVESTMENTS (Cost $40,211,441) | $ | 40,211,378 | |||
| Total Investments (Mid Value Fund) (Cost $1,050,655,835) – 101.6% | $ | 1,360,711,986 | |||
| Other assets and liabilities, net – (1.6%) | (21,400,323) | ||||
| TOTAL NET ASSETS – 100.0% | $ | 1,339,311,663 | |||
| Security Abbreviations and Legend | |
| PIK | Pay-in-Kind Security - Represents a payment-in-kind which may pay interest in additional par and/or cash. Rates shown are the current rate and most recent payment rate. |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 5-31-26. The value of securities on loan amounted to $19,417,184. |
| (C) | This security is exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be resold, normally to qualified institutional buyers, in transactions exempt from registration. |
| (D) | The rate shown is the annualized seven-day yield as of 5-31-26. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. This security represents the investment of cash collateral received for securities lending. |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS – 98.2% | |||||
| Communication services – 10.6% | |||||
| Diversified telecommunication services – 0.7% | |||||
| AT&T, Inc. | 582,559 | $ | 14,447,463 | ||
| Comcast Corp., Class A | 298,631 | 7,426,953 | |||
| Verizon Communications, Inc. | 350,926 | 16,777,772 | |||
| 38,652,188 | |||||
| Entertainment – 1.2% | |||||
| Electronic Arts, Inc. | 18,732 | 3,778,619 | |||
| Live Nation Entertainment, Inc. (A) | 13,133 | 2,211,729 | |||
| Netflix, Inc. (A) | 351,385 | 30,226,138 | |||
| Take-Two Interactive Software, Inc. (A) | 14,485 | 3,246,958 | |||
| The Walt Disney Company | 147,411 | 15,010,862 | |||
| TKO Group Holdings, Inc. | 5,519 | 1,132,388 | |||
| Warner Brothers Discovery, Inc. (A) | 206,191 | 5,569,219 | |||
| 61,175,913 | |||||
| Interactive media and services – 8.4% | |||||
| Alphabet, Inc., Class A | 484,522 | 184,283,097 | |||
| Alphabet, Inc., Class C | 389,198 | 146,505,803 | |||
| Meta Platforms, Inc., Class A | 182,021 | 115,130,103 | |||
| 445,919,003 | |||||
| Media – 0.2% | |||||
| Charter Communications, Inc., Class A (A) | 7,155 | 1,030,678 | |||
| EchoStar Corp., Class A (A)(B) | 11,217 | 1,449,124 | |||
| Fox Corp., Class A | 16,724 | 1,068,998 | |||
| Fox Corp., Class B | 11,815 | 678,063 | |||
| News Corp., Class A | 30,833 | 804,741 | |||
| News Corp., Class B | 10,162 | 303,031 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Media (continued) | |||||
| Omnicom Group, Inc. | 26,210 | $ | 1,905,729 | ||
| Paramount Skydance Corp., Class B (B) | 25,606 | 271,680 | |||
| The Trade Desk, Inc., Class A (A) | 36,547 | 787,953 | |||
| 8,299,997 | |||||
| Wireless telecommunication services – 0.1% | |||||
| T-Mobile US, Inc. | 39,424 | 7,393,183 | |||
| 561,440,284 | |||||
| Consumer discretionary – 9.4% | |||||
| Automobile components – 0.0% | |||||
| Aptiv PLC (A) | 16,849 | 1,144,721 | |||
| Automobiles – 2.1% | |||||
| Ford Motor Company | 310,001 | 5,406,417 | |||
| General Motors Company | 71,506 | 5,952,159 | |||
| Tesla, Inc. (A) | 222,462 | 96,946,715 | |||
| 108,305,291 | |||||
| Broadline retail – 4.0% | |||||
| Amazon.com, Inc. (A) | 772,704 | 209,124,611 | |||
| eBay, Inc. | 35,732 | 3,904,436 | |||
| 213,029,047 | |||||
| Distributors – 0.0% | |||||
| Genuine Parts Company | 11,003 | 1,085,996 | |||
| Pool Corp. | 2,581 | 468,193 | |||
| 1,554,189 | |||||
| Hotels, restaurants and leisure – 1.5% | |||||
| Airbnb, Inc., Class A (A) | 33,495 | 4,465,218 | |||
| Booking Holdings, Inc. | 63,720 | 10,668,640 | |||
| Carnival Corp., Ltd. | 90,995 | 2,553,320 | |||
| Chipotle Mexican Grill, Inc. (A) | 102,995 | 3,281,421 | |||
| Darden Restaurants, Inc. | 9,105 | 1,856,601 | |||
| Domino's Pizza, Inc. | 2,452 | 761,542 | |||
| DoorDash, Inc., Class A (A) | 29,563 | 4,709,090 | |||
| Expedia Group, Inc. | 9,253 | 2,089,235 | |||
| Hilton Worldwide Holdings, Inc. | 18,129 | 5,940,148 | |||
| Las Vegas Sands Corp. | 23,949 | 1,211,101 | |||
| Marriott International, Inc., Class A | 17,395 | 6,533,562 | |||
| McDonald's Corp. | 56,326 | 15,726,219 | |||
| MGM Resorts International (A) | 15,111 | 659,897 | |||
| Norwegian Cruise Line Holdings, Ltd. (A) | 36,085 | 661,799 | |||
| Royal Caribbean Cruises, Ltd. | 19,898 | 5,663,568 | |||
| Starbucks Corp. | 90,109 | 8,935,208 | |||
| Wynn Resorts, Ltd. | 6,668 | 674,935 | |||
| Yum! Brands, Inc. | 21,965 | 3,249,722 | |||
| 79,641,226 | |||||
| Household durables – 0.2% | |||||
| D.R. Horton, Inc. | 21,324 | 3,136,547 | |||
| Garmin, Ltd. | 12,933 | 3,025,287 | |||
| Hamilton Beach Brands Holding Company, Class B | 294 | 5,968 | |||
| Lennar Corp., Class A | 17,062 | 1,531,826 | |||
| NVR, Inc. (A) | 221 | 1,349,161 | |||
| PulteGroup, Inc. | 15,216 | 1,798,227 | |||
| 10,847,016 | |||||
| Leisure products – 0.0% | |||||
| Hasbro, Inc. | 10,546 | 908,749 | |||
| Specialty retail – 1.4% | |||||
| AutoZone, Inc. (A) | 1,309 | 3,842,164 | |||
| Best Buy Company, Inc. | 15,443 | 1,203,782 | |||
| Carvana Company (A) | 55,916 | 4,081,868 | |||
| Lowe's Companies, Inc. | 44,374 | 9,512,011 | |||
| O'Reilly Automotive, Inc. (A) | 66,571 | 5,783,688 | |||
| Ross Stores, Inc. | 25,594 | 5,930,898 | |||
| The Home Depot, Inc. | 78,749 | 24,974,458 | |||
| 43 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Specialty retail (continued) | |||||
| The TJX Companies, Inc. | 87,844 | $ | 13,593,859 | ||
| Tractor Supply Company | 41,763 | 1,316,787 | |||
| Ulta Beauty, Inc. (A) | 3,509 | 1,785,555 | |||
| Williams-Sonoma, Inc. | 9,453 | 1,924,347 | |||
| 73,949,417 | |||||
| Textiles, apparel and luxury goods – 0.2% | |||||
| Deckers Outdoor Corp. (A) | 11,215 | 1,276,828 | |||
| Lululemon Athletica, Inc. (A) | 8,445 | 1,107,815 | |||
| NIKE, Inc., Class B | 94,222 | 4,355,883 | |||
| Ralph Lauren Corp. | 3,055 | 1,111,715 | |||
| Tapestry, Inc. | 16,030 | 2,331,724 | |||
| 10,183,965 | |||||
| 499,563,621 | |||||
| Consumer staples – 4.2% | |||||
| Beverages – 0.9% | |||||
| Brown-Forman Corp., Class B | 13,048 | 335,595 | |||
| Constellation Brands, Inc., Class A | 10,754 | 1,492,870 | |||
| Keurig Dr. Pepper, Inc. | 103,997 | 3,123,030 | |||
| Molson Coors Beverage Company, Class B | 12,942 | 511,597 | |||
| Monster Beverage Corp. (A) | 54,565 | 4,806,085 | |||
| PepsiCo, Inc. | 104,587 | 15,080,400 | |||
| The Coca-Cola Company | 296,276 | 23,408,767 | |||
| 48,758,344 | |||||
| Consumer staples distribution and retail – 1.6% | |||||
| Casey's General Stores, Inc. | 2,890 | 2,217,035 | |||
| Costco Wholesale Corp. | 33,970 | 32,486,190 | |||
| Dollar General Corp. | 16,849 | 1,863,668 | |||
| Dollar Tree, Inc. (A) | 14,167 | 1,649,605 | |||
| Sysco Corp. | 36,644 | 2,777,982 | |||
| Target Corp. | 34,650 | 4,402,976 | |||
| The Kroger Company | 44,573 | 2,770,212 | |||
| Walmart, Inc. | 335,513 | 38,835,630 | |||
| 87,003,298 | |||||
| Food products – 0.4% | |||||
| Archer-Daniels-Midland Company | 36,786 | 2,934,787 | |||
| Bunge Global SA | 10,354 | 1,276,648 | |||
| Conagra Brands, Inc. | 36,519 | 484,972 | |||
| General Mills, Inc. | 40,851 | 1,381,172 | |||
| Hormel Foods Corp. | 22,348 | 519,144 | |||
| McCormick & Company, Inc. | 19,383 | 918,173 | |||
| Mondelez International, Inc., Class A | 98,093 | 6,000,349 | |||
| The Campbell's Company (B) | 15,022 | 317,114 | |||
| The Hershey Company | 11,340 | 2,200,300 | |||
| The J.M. Smucker Company | 8,173 | 843,454 | |||
| The Kraft Heinz Company | 65,224 | 1,566,028 | |||
| Tyson Foods, Inc., Class A | 21,612 | 1,318,764 | |||
| 19,760,905 | |||||
| Household products – 0.7% | |||||
| Church & Dwight Company, Inc. | 18,125 | 1,733,294 | |||
| Colgate-Palmolive Company | 61,708 | 5,561,742 | |||
| Kimberly-Clark Corp. | 25,398 | 2,478,845 | |||
| The Clorox Company | 9,246 | 832,325 | |||
| The Procter & Gamble Company | 177,872 | 25,535,304 | |||
| 36,141,510 | |||||
| Personal care products – 0.1% | |||||
| Kenvue, Inc. | 146,654 | 2,534,181 | |||
| The Estee Lauder Companies, Inc., Class A | 18,912 | 1,682,222 | |||
| 4,216,403 | |||||
| Tobacco – 0.5% | |||||
| Altria Group, Inc. | 128,474 | 8,939,221 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Tobacco (continued) | |||||
| Philip Morris International, Inc. | 119,135 | $ | 21,132,166 | ||
| 30,071,387 | |||||
| 225,951,847 | |||||
| Energy – 3.2% | |||||
| Energy equipment and services – 0.3% | |||||
| Baker Hughes Company | 82,279 | 5,255,983 | |||
| Halliburton Company | 69,733 | 2,709,127 | |||
| SLB, Ltd. | 124,457 | 6,789,129 | |||
| 14,754,239 | |||||
| Oil, gas and consumable fuels – 2.9% | |||||
| APA Corp. | 29,519 | 1,075,377 | |||
| Chevron Corp. | 156,058 | 28,474,343 | |||
| ConocoPhillips | 101,993 | 11,625,162 | |||
| Devon Energy Corp. | 95,879 | 4,265,657 | |||
| Diamondback Energy, Inc. | 15,507 | 2,969,280 | |||
| EOG Resources, Inc. | 45,176 | 6,025,575 | |||
| EQT Corp. | 51,973 | 2,854,877 | |||
| Expand Energy Corp. | 19,841 | 1,844,816 | |||
| Exxon Mobil Corp. | 347,908 | 50,537,116 | |||
| Kinder Morgan, Inc. | 162,958 | 5,064,735 | |||
| Marathon Petroleum Corp. | 24,559 | 6,109,542 | |||
| Occidental Petroleum Corp. | 59,887 | 3,391,401 | |||
| ONEOK, Inc. | 52,364 | 4,395,434 | |||
| Phillips 66 | 33,538 | 5,898,663 | |||
| Targa Resources Corp. | 17,878 | 4,560,141 | |||
| Texas Pacific Land Corp. | 4,824 | 1,895,832 | |||
| The Williams Companies, Inc. | 101,695 | 7,260,006 | |||
| Valero Energy Corp. | 25,397 | 6,217,694 | |||
| 154,465,651 | |||||
| 169,219,890 | |||||
| Financials – 10.9% | |||||
| Banks – 3.0% | |||||
| Bank of America Corp. | 523,227 | 26,998,513 | |||
| Citigroup, Inc. | 137,799 | 17,348,894 | |||
| Citizens Financial Group, Inc. | 33,522 | 2,087,080 | |||
| Fifth Third Bancorp | 70,987 | 3,544,381 | |||
| Huntington Bancshares, Inc. | 160,003 | 2,617,649 | |||
| JPMorgan Chase & Co. | 212,610 | 63,636,299 | |||
| KeyCorp | 73,991 | 1,578,228 | |||
| M&T Bank Corp. | 11,965 | 2,585,756 | |||
| Regions Financial Corp. | 68,399 | 1,915,172 | |||
| The PNC Financial Services Group, Inc. | 31,850 | 7,042,672 | |||
| Truist Financial Corp. | 99,578 | 4,800,655 | |||
| U.S. Bancorp | 122,610 | 6,725,159 | |||
| Wells Fargo & Company | 243,841 | 18,907,431 | |||
| 159,787,889 | |||||
| Capital markets – 2.9% | |||||
| Ameriprise Financial, Inc. | 7,193 | 3,205,992 | |||
| Ares Management Corp., Class A | 16,267 | 2,090,310 | |||
| BlackRock, Inc. | 11,379 | 11,912,448 | |||
| Cboe Global Markets, Inc. | 8,249 | 2,751,536 | |||
| CME Group, Inc. | 28,435 | 7,778,110 | |||
| Coinbase Global, Inc., Class A (A) | 17,586 | 3,324,282 | |||
| FactSet Research Systems, Inc. | 2,921 | 717,018 | |||
| Franklin Resources, Inc. | 24,280 | 753,166 | |||
| Interactive Brokers Group, Inc., Class A | 35,118 | 3,054,212 | |||
| Intercontinental Exchange, Inc. | 44,775 | 6,619,984 | |||
| Invesco, Ltd. | 34,934 | 994,222 | |||
| KKR & Company, Inc. | 54,113 | 5,191,601 | |||
| Moody's Corp. | 12,102 | 5,485,232 | |||
| Morgan Stanley | 94,859 | 19,730,672 | |||
| MSCI, Inc. | 5,796 | 3,659,478 | |||
| Nasdaq, Inc. | 35,399 | 3,275,115 | |||
| 44 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Capital markets (continued) | |||||
| Northern Trust Corp. | 14,689 | $ | 2,430,295 | ||
| Raymond James Financial, Inc. | 13,821 | 1,982,070 | |||
| Robinhood Markets, Inc., Class A (A) | 62,348 | 5,879,416 | |||
| S&P Global, Inc. | 24,132 | 10,231,968 | |||
| State Street Corp. | 22,016 | 3,426,570 | |||
| T. Rowe Price Group, Inc. | 17,227 | 1,800,738 | |||
| The Bank of New York Mellon Corp. | 54,278 | 7,567,982 | |||
| The Blackstone Group, Inc. | 59,027 | 6,904,388 | |||
| The Charles Schwab Corp. | 131,710 | 11,504,869 | |||
| The Goldman Sachs Group, Inc. | 23,651 | 24,255,520 | |||
| 156,527,194 | |||||
| Consumer finance – 0.5% | |||||
| American Express Company | 42,232 | 13,365,161 | |||
| Capital One Financial Corp. | 49,295 | 9,264,009 | |||
| Synchrony Financial | 27,435 | 1,959,956 | |||
| 24,589,126 | |||||
| Financial services – 3.1% | |||||
| Apollo Global Management, Inc. | 36,622 | 4,713,618 | |||
| Berkshire Hathaway, Inc., Class B (A) | 144,596 | 68,607,910 | |||
| Block, Inc. (A) | 43,148 | 3,267,167 | |||
| Corpay, Inc. (A) | 5,512 | 1,994,242 | |||
| Fidelity National Information Services, Inc. | 40,816 | 1,754,680 | |||
| Fiserv, Inc. (A) | 42,371 | 2,396,504 | |||
| Global Payments, Inc. | 18,745 | 1,415,435 | |||
| Jack Henry & Associates, Inc. | 5,675 | 773,616 | |||
| Mastercard, Inc., Class A | 64,220 | 31,723,396 | |||
| PayPal Holdings, Inc. | 72,567 | 3,247,373 | |||
| Visa, Inc., Class A | 132,560 | 43,262,282 | |||
| 163,156,223 | |||||
| Insurance – 1.4% | |||||
| Aflac, Inc. | 36,798 | 4,136,831 | |||
| American International Group, Inc. | 42,297 | 3,139,706 | |||
| Aon PLC, Class A | 16,918 | 5,347,103 | |||
| Arch Capital Group, Ltd. (A) | 28,211 | 2,520,371 | |||
| Arthur J. Gallagher & Company | 20,276 | 4,077,706 | |||
| Assurant, Inc. | 3,944 | 981,543 | |||
| Brown & Brown, Inc. | 23,091 | 1,298,869 | |||
| Chubb, Ltd. | 28,687 | 8,942,599 | |||
| Cincinnati Financial Corp. | 12,309 | 1,937,683 | |||
| Erie Indemnity Company, Class A | 1,997 | 425,501 | |||
| Everest Group, Ltd. | 3,204 | 1,038,192 | |||
| Globe Life, Inc. | 6,278 | 962,041 | |||
| Loews Corp. | 13,334 | 1,380,736 | |||
| Marsh & McLennan Companies, Inc. | 38,164 | 6,105,095 | |||
| MetLife, Inc. | 43,417 | 3,590,152 | |||
| Principal Financial Group, Inc. | 15,590 | 1,615,436 | |||
| Prudential Financial, Inc. | 27,457 | 2,763,272 | |||
| The Allstate Corp. | 20,511 | 4,227,112 | |||
| The Hartford Insurance Group, Inc. | 21,993 | 2,795,970 | |||
| The Progressive Corp. | 46,220 | 8,800,288 | |||
| The Travelers Companies, Inc. | 17,048 | 4,976,141 | |||
| W.R. Berkley Corp. | 23,509 | 1,493,762 | |||
| Willis Towers Watson PLC | 7,499 | 1,872,275 | |||
| 74,428,384 | |||||
| 578,488,816 | |||||
| Health care – 8.0% | |||||
| Biotechnology – 1.4% | |||||
| AbbVie, Inc. | 139,182 | 30,302,705 | |||
| Amgen, Inc. | 42,413 | 14,284,274 | |||
| Biogen, Inc. (A) | 11,565 | 2,266,740 | |||
| Gilead Sciences, Inc. | 97,699 | 13,133,677 | |||
| Incyte Corp. (A) | 13,174 | 1,274,453 | |||
| Moderna, Inc. (A) | 27,367 | 1,291,449 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Biotechnology (continued) | |||||
| Regeneron Pharmaceuticals, Inc. | 7,938 | $ | 4,880,124 | ||
| Vertex Pharmaceuticals, Inc. (A) | 20,001 | 8,951,248 | |||
| 76,384,670 | |||||
| Health care equipment and supplies – 1.3% | |||||
| Abbott Laboratories | 136,954 | 11,723,262 | |||
| ABIOMED, Inc. (A)(C) | 6,547 | 101,609 | |||
| Align Technology, Inc. (A) | 5,259 | 920,062 | |||
| Baxter International, Inc. | 40,518 | 760,928 | |||
| Becton, Dickinson and Company | 22,437 | 3,300,931 | |||
| Boston Scientific Corp. (A) | 116,822 | 5,643,671 | |||
| DexCom, Inc. (A) | 30,306 | 2,234,764 | |||
| Edwards Lifesciences Corp. (A) | 45,695 | 3,951,247 | |||
| GE HealthCare Technologies, Inc. | 35,865 | 2,235,824 | |||
| IDEXX Laboratories, Inc. (A) | 6,286 | 3,542,350 | |||
| Insulet Corp. (A) | 5,548 | 804,127 | |||
| Intuitive Surgical, Inc. (A) | 27,970 | 11,877,181 | |||
| Medtronic PLC | 100,963 | 7,452,079 | |||
| ResMed, Inc. | 11,468 | 2,185,457 | |||
| Solventum Corp. (A) | 11,584 | 868,221 | |||
| STERIS PLC | 7,727 | 1,643,765 | |||
| Stryker Corp. | 27,128 | 8,276,482 | |||
| The Cooper Companies, Inc. (A) | 15,441 | 945,144 | |||
| TPG, Inc. (A)(C) | 17,868 | 179 | |||
| Zimmer Biomet Holdings, Inc. | 15,596 | 1,284,019 | |||
| 69,751,302 | |||||
| Health care providers and services – 1.5% | |||||
| Cardinal Health, Inc. | 18,534 | 3,647,491 | |||
| Cencora, Inc. | 15,318 | 4,126,056 | |||
| Centene Corp. (A) | 36,815 | 2,194,174 | |||
| CVS Health Corp. | 100,211 | 9,117,197 | |||
| DaVita, Inc. (A) | 2,641 | 513,305 | |||
| Elevance Health, Inc. | 17,387 | 6,836,395 | |||
| HCA Healthcare, Inc. | 12,334 | 4,668,912 | |||
| Henry Schein, Inc. (A) | 7,880 | 603,450 | |||
| Humana, Inc. | 9,490 | 2,898,436 | |||
| Labcorp Holdings, Inc. | 6,536 | 1,699,752 | |||
| McKesson Corp. | 9,644 | 7,160,091 | |||
| Quest Diagnostics, Inc. | 8,672 | 1,690,173 | |||
| The Cigna Group | 20,749 | 5,755,773 | |||
| UnitedHealth Group, Inc. | 71,346 | 27,133,597 | |||
| Universal Health Services, Inc., Class B | 4,359 | 636,893 | |||
| 78,681,695 | |||||
| Health care technology – 0.1% | |||||
| Veeva Systems, Inc., Class A (A) | 12,282 | 2,141,244 | |||
| Life sciences tools and services – 0.7% | |||||
| Agilent Technologies, Inc. | 22,276 | 3,019,066 | |||
| Bio-Techne Corp. | 12,309 | 636,129 | |||
| Charles River Laboratories International, Inc. (A) | 3,867 | 698,806 | |||
| Danaher Corp. | 49,549 | 9,051,116 | |||
| IQVIA Holdings, Inc. (A) | 13,347 | 2,431,957 | |||
| Mettler-Toledo International, Inc. (A) | 1,601 | 1,890,109 | |||
| Revvity, Inc. | 8,943 | 934,991 | |||
| Thermo Fisher Scientific, Inc. | 29,590 | 14,573,371 | |||
| Waters Corp. (A) | 7,722 | 2,961,928 | |||
| West Pharmaceutical Services, Inc. | 5,664 | 1,828,396 | |||
| 38,025,869 | |||||
| Pharmaceuticals – 3.0% | |||||
| Bristol-Myers Squibb Company | 160,423 | 9,172,987 | |||
| Eli Lilly & Company | 62,407 | 68,959,735 | |||
| Johnson & Johnson | 189,795 | 42,766,507 | |||
| Merck & Company, Inc. | 195,468 | 23,205,961 | |||
| Pfizer, Inc. | 447,709 | 11,721,022 | |||
| 45 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Pharmaceuticals (continued) | |||||
| Viatris, Inc. | 90,711 | $ | 1,474,961 | ||
| Zoetis, Inc. | 33,234 | 2,581,949 | |||
| 159,883,122 | |||||
| 424,867,902 | |||||
| Industrials – 8.1% | |||||
| Aerospace and defense – 2.0% | |||||
| Axon Enterprise, Inc. (A) | 6,328 | 2,839,500 | |||
| General Dynamics Corp. | 20,366 | 7,063,336 | |||
| General Electric Company | 84,136 | 27,239,871 | |||
| Howmet Aerospace, Inc. | 32,157 | 8,304,545 | |||
| Huntington Ingalls Industries, Inc. | 3,153 | 971,660 | |||
| L3Harris Technologies, Inc. | 14,987 | 4,723,603 | |||
| Lockheed Martin Corp. | 16,243 | 8,616,099 | |||
| Northrop Grumman Corp. | 10,702 | 6,032,503 | |||
| RTX Corp. | 107,677 | 19,345,250 | |||
| Textron, Inc. | 13,958 | 1,280,786 | |||
| The Boeing Company (A) | 63,012 | 14,565,224 | |||
| TransDigm Group, Inc. | 4,532 | 5,702,706 | |||
| 106,685,083 | |||||
| Air freight and logistics – 0.3% | |||||
| C.H. Robinson Worldwide, Inc. | 9,521 | 1,700,927 | |||
| Expeditors International of Washington, Inc. | 10,759 | 1,699,814 | |||
| FedEx Corp. | 17,349 | 7,143,451 | |||
| United Parcel Service, Inc., Class B | 59,291 | 6,325,757 | |||
| 16,869,949 | |||||
| Building products – 0.4% | |||||
| A.O. Smith Corp. | 9,032 | 512,295 | |||
| Allegion PLC | 6,916 | 899,564 | |||
| Builders FirstSource, Inc. (A) | 8,849 | 674,825 | |||
| Carrier Global Corp. | 63,017 | 4,024,896 | |||
| Johnson Controls International PLC | 49,102 | 6,582,614 | |||
| Lennox International, Inc. | 2,564 | 1,287,538 | |||
| Masco Corp. | 16,316 | 1,146,199 | |||
| Trane Technologies PLC | 17,758 | 8,014,185 | |||
| 23,142,116 | |||||
| Commercial services and supplies – 0.4% | |||||
| Cintas Corp. | 27,275 | 4,671,117 | |||
| Copart, Inc. (A) | 71,490 | 2,342,727 | |||
| Republic Services, Inc. | 16,148 | 3,236,705 | |||
| Rollins, Inc. | 23,583 | 1,122,551 | |||
| Veralto Corp. | 19,942 | 1,639,831 | |||
| Waste Management, Inc. | 29,761 | 6,293,261 | |||
| 19,306,192 | |||||
| Construction and engineering – 0.3% | |||||
| Comfort Systems USA, Inc. | 2,821 | 5,157,380 | |||
| EMCOR Group, Inc. | 3,589 | 2,967,457 | |||
| Quanta Services, Inc. | 11,963 | 8,514,426 | |||
| 16,639,263 | |||||
| Electrical equipment – 1.1% | |||||
| AMETEK, Inc. | 18,463 | 4,169,869 | |||
| Eaton Corp. PLC | 31,162 | 12,483,497 | |||
| Emerson Electric Company | 45,091 | 6,484,988 | |||
| GE Vernova, Inc. | 21,621 | 20,936,047 | |||
| Generac Holdings, Inc. (A) | 4,697 | 1,305,343 | |||
| Hubbell, Inc. | 4,268 | 2,021,367 | |||
| Rockwell Automation, Inc. | 9,008 | 4,063,148 | |||
| Vertiv Holdings Company, Class A | 30,688 | 9,688,508 | |||
| 61,152,767 | |||||
| Ground transportation – 0.8% | |||||
| CSX Corp. | 149,132 | 6,749,714 | |||
| JB Hunt Transport Services, Inc. | 5,992 | 1,656,369 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Ground transportation (continued) | |||||
| Norfolk Southern Corp. | 18,013 | $ | 5,493,244 | ||
| Old Dominion Freight Line, Inc. | 14,759 | 3,322,989 | |||
| Uber Technologies, Inc. (A) | 165,125 | 11,624,800 | |||
| Union Pacific Corp. | 47,611 | 12,504,553 | |||
| 41,351,669 | |||||
| Industrial conglomerates – 0.3% | |||||
| 3M Company | 42,265 | 6,472,039 | |||
| Honeywell International, Inc. | 50,923 | 12,112,545 | |||
| 18,584,584 | |||||
| Machinery – 1.7% | |||||
| Caterpillar, Inc. | 37,328 | 32,694,475 | |||
| Cummins, Inc. | 11,084 | 7,167,247 | |||
| Deere & Company | 20,223 | 10,964,506 | |||
| Dover Corp. | 10,812 | 2,285,224 | |||
| Fortive Corp. | 25,107 | 1,464,240 | |||
| IDEX Corp. | 6,008 | 1,266,667 | |||
| Illinois Tool Works, Inc. | 21,036 | 5,201,782 | |||
| Ingersoll Rand, Inc. | 28,536 | 2,044,319 | |||
| Nordson Corp. | 4,235 | 1,216,843 | |||
| Otis Worldwide Corp. | 31,210 | 2,210,916 | |||
| PACCAR, Inc. | 42,141 | 4,651,102 | |||
| Parker-Hannifin Corp. | 10,126 | 8,552,723 | |||
| Pentair PLC | 13,155 | 931,900 | |||
| Snap-on, Inc. | 4,159 | 1,543,862 | |||
| Stanley Black & Decker, Inc. | 12,393 | 984,252 | |||
| Wabtec Corp. | 13,684 | 3,573,713 | |||
| Xylem, Inc. | 19,528 | 2,139,097 | |||
| 88,892,868 | |||||
| Passenger airlines – 0.2% | |||||
| Delta Air Lines, Inc. | 52,076 | 4,295,228 | |||
| Southwest Airlines Company | 39,398 | 1,692,144 | |||
| United Airlines Holdings, Inc. (A) | 25,947 | 2,978,716 | |||
| 8,966,088 | |||||
| Professional services – 0.3% | |||||
| Automatic Data Processing, Inc. | 32,305 | 7,166,541 | |||
| Broadridge Financial Solutions, Inc. | 9,366 | 1,439,742 | |||
| Equifax, Inc. | 9,664 | 1,602,195 | |||
| Jacobs Solutions, Inc. | 9,408 | 1,127,643 | |||
| Leidos Holdings, Inc. | 10,268 | 1,312,250 | |||
| Paychex, Inc. | 25,926 | 2,514,303 | |||
| Verisk Analytics, Inc. | 11,180 | 1,956,388 | |||
| 17,119,062 | |||||
| Trading companies and distributors – 0.3% | |||||
| Fastenal Company | 92,141 | 4,072,632 | |||
| United Rentals, Inc. | 5,056 | 5,034,108 | |||
| W.W. Grainger, Inc. | 3,509 | 4,330,948 | |||
| 13,437,688 | |||||
| 432,147,329 | |||||
| Information technology – 38.4% | |||||
| Communications equipment – 1.3% | |||||
| Arista Networks, Inc. (A) | 84,173 | 13,423,068 | |||
| Ciena Corp. (A) | 11,485 | 6,663,942 | |||
| Cisco Systems, Inc. | 322,103 | 38,787,643 | |||
| F5, Inc. (A) | 4,601 | 1,764,253 | |||
| Lumentum Holdings, Inc. (A) | 5,815 | 4,971,592 | |||
| Motorola Solutions, Inc. | 13,499 | 5,443,877 | |||
| 71,054,375 | |||||
| Electronic equipment, instruments and components – 0.9% | |||||
| Amphenol Corp., Class A | 100,212 | 14,907,537 | |||
| CDW Corp. | 10,611 | 1,331,150 | |||
| Coherent Corp. (A) | 15,274 | 5,521,093 | |||
| Corning, Inc. | 63,657 | 11,532,102 | |||
| 46 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Electronic equipment, instruments and components (continued) | |||||
| Jabil, Inc. | 8,606 | $ | 3,137,403 | ||
| Keysight Technologies, Inc. (A) | 13,973 | 4,727,485 | |||
| TE Connectivity PLC | 23,919 | 5,104,554 | |||
| Teledyne Technologies, Inc. (A) | 3,826 | 2,371,470 | |||
| Zebra Technologies Corp., Class A (A) | 3,998 | 974,033 | |||
| 49,606,827 | |||||
| IT services – 0.8% | |||||
| Accenture PLC, Class A | 50,155 | 9,382,496 | |||
| Akamai Technologies, Inc. (A) | 11,716 | 1,752,011 | |||
| Cognizant Technology Solutions Corp., Class A | 39,009 | 2,174,947 | |||
| EPAM Systems, Inc. (A) | 4,499 | 460,968 | |||
| Gartner, Inc. (A) | 5,748 | 932,326 | |||
| GoDaddy, Inc., Class A (A) | 11,027 | 946,447 | |||
| IBM Corp. | 76,203 | 22,693,253 | |||
| VeriSign, Inc. | 6,735 | 1,922,034 | |||
| 40,264,482 | |||||
| Semiconductors and semiconductor equipment – 18.2% | |||||
| Advanced Micro Devices, Inc. (A) | 132,917 | 68,598,464 | |||
| Analog Devices, Inc. | 39,834 | 16,485,301 | |||
| Applied Materials, Inc. | 64,711 | 29,123,833 | |||
| Broadcom, Inc. | 386,536 | 172,692,689 | |||
| First Solar, Inc. (A) | 8,745 | 2,682,879 | |||
| Intel Corp. (A) | 382,826 | 43,902,486 | |||
| KLA Corp. | 10,684 | 20,531,550 | |||
| Lam Research Corp. | 101,796 | 32,389,451 | |||
| Microchip Technology, Inc. | 44,087 | 4,172,835 | |||
| Micron Technology, Inc. | 91,758 | 89,097,018 | |||
| Monolithic Power Systems, Inc. | 3,970 | 6,217,854 | |||
| NVIDIA Corp. | 1,981,121 | 418,293,881 | |||
| NXP Semiconductors NV | 20,509 | 6,590,567 | |||
| ON Semiconductor Corp. (A) | 32,146 | 3,877,451 | |||
| Qnity Electronics, Inc. | 17,090 | 2,666,040 | |||
| Qualcomm, Inc. | 87,005 | 21,839,995 | |||
| Skyworks Solutions, Inc. | 12,291 | 956,854 | |||
| Teradyne, Inc. | 12,765 | 4,778,067 | |||
| Texas Instruments, Inc. | 73,993 | 22,618,180 | |||
| 967,515,395 | |||||
| Software – 8.8% | |||||
| Adobe, Inc. (A) | 33,470 | 8,675,759 | |||
| AppLovin Corp., Class A (A) | 22,094 | 13,545,610 | |||
| Autodesk, Inc. (A) | 17,285 | 3,998,193 | |||
| Cadence Design Systems, Inc. (A) | 22,196 | 8,321,946 | |||
| Crowdstrike Holdings, Inc., Class A (A) | 20,553 | 15,024,243 | |||
| Datadog, Inc., Class A (A) | 26,751 | 6,616,860 | |||
| Fair Isaac Corp. (A) | 1,931 | 2,414,889 | |||
| Fortinet, Inc. (A) | 51,511 | 7,106,973 | |||
| Gen Digital, Inc. | 44,854 | 1,156,785 | |||
| Intuit, Inc. | 22,684 | 7,520,427 | |||
| Microsoft Corp. | 605,390 | 272,570,794 | |||
| Oracle Corp. | 138,228 | 31,209,118 | |||
| Palantir Technologies, Inc., Class A (A) | 186,233 | 29,152,914 | |||
| Palo Alto Networks, Inc. (A) | 65,884 | 18,558,864 | |||
| PTC, Inc. (A) | 9,701 | 1,345,820 | |||
| Roper Technologies, Inc. | 8,686 | 2,827,554 | |||
| Salesforce, Inc. | 76,384 | 14,596,982 | |||
| ServiceNow, Inc. (A) | 85,264 | 10,604,284 | |||
| Synopsys, Inc. (A) | 15,592 | 7,415,867 | |||
| Trimble, Inc. (A) | 19,394 | 1,094,016 | |||
| Tyler Technologies, Inc. (A) | 3,504 | 1,097,278 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Software (continued) | |||||
| Workday, Inc., Class A (A) | 17,357 | $ | 2,537,420 | ||
| 467,392,596 | |||||
| Technology hardware, storage and peripherals – 8.4% | |||||
| Apple, Inc. | 1,196,926 | 373,512,728 | |||
| Dell Technologies, Inc., Class C | 24,218 | 10,193,598 | |||
| Hewlett Packard Enterprise Company | 108,380 | 4,664,675 | |||
| HP, Inc. | 74,853 | 2,024,025 | |||
| NetApp, Inc. | 16,156 | 2,815,829 | |||
| Sandisk Corp. (A) | 12,030 | 20,390,609 | |||
| Seagate Technology Holdings PLC | 17,776 | 15,639,325 | |||
| Super Micro Computer, Inc. (A) | 40,961 | 1,887,892 | |||
| Western Digital Corp. | 27,643 | 14,684,238 | |||
| 445,812,919 | |||||
| 2,041,646,594 | |||||
| Materials – 1.6% | |||||
| Chemicals – 0.8% | |||||
| Air Products & Chemicals, Inc. | 15,523 | 4,325,018 | |||
| Albemarle Corp. | 8,226 | 1,451,231 | |||
| CF Industries Holdings, Inc. | 10,883 | 1,222,705 | |||
| Corteva, Inc. | 46,904 | 3,671,645 | |||
| Dow, Inc. | 50,084 | 1,690,335 | |||
| DuPont de Nemours, Inc. | 28,543 | 1,382,052 | |||
| Ecolab, Inc. | 17,774 | 4,550,144 | |||
| International Flavors & Fragrances, Inc. | 17,879 | 1,359,698 | |||
| Linde PLC | 32,559 | 16,204,289 | |||
| LyondellBasell Industries NV, Class A | 17,983 | 1,198,567 | |||
| PPG Industries, Inc. | 15,634 | 1,766,329 | |||
| The Mosaic Company | 22,189 | 530,317 | |||
| The Sherwin-Williams Company | 16,071 | 4,883,013 | |||
| 44,235,343 | |||||
| Construction materials – 0.2% | |||||
| CRH PLC | 46,723 | 5,082,995 | |||
| Martin Marietta Materials, Inc. | 4,207 | 2,446,959 | |||
| Vulcan Materials Company | 9,219 | 2,608,239 | |||
| 10,138,193 | |||||
| Containers and packaging – 0.2% | |||||
| Amcor PLC | 33,656 | 1,306,526 | |||
| Avery Dennison Corp. | 5,381 | 855,956 | |||
| Ball Corp. | 18,716 | 1,023,204 | |||
| International Paper Company | 36,807 | 1,231,930 | |||
| Packaging Corp. of America | 6,237 | 1,365,342 | |||
| Smurfit WestRock PLC | 36,448 | 1,499,835 | |||
| 7,282,793 | |||||
| Metals and mining – 0.4% | |||||
| Freeport-McMoRan, Inc. | 100,181 | 6,582,894 | |||
| Newmont Corp. | 76,079 | 8,354,235 | |||
| Nucor Corp. | 15,969 | 3,992,250 | |||
| Steel Dynamics, Inc. | 9,567 | 2,488,855 | |||
| 21,418,234 | |||||
| 83,074,563 | |||||
| Real estate – 1.7% | |||||
| Health care REITs – 0.3% | |||||
| Alexandria Real Estate Equities, Inc. | 11,852 | 588,807 | |||
| Healthpeak Properties, Inc. | 52,772 | 1,010,584 | |||
| Ventas, Inc. | 36,105 | 3,047,984 | |||
| 47 |
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Health care REITs (continued) | |||||
| Welltower, Inc. | 53,021 | $ | 10,886,802 | ||
| 15,534,177 | |||||
| Hotel and resort REITs – 0.0% | |||||
| Host Hotels & Resorts, Inc. | 48,564 | 1,116,001 | |||
| Industrial REITs – 0.2% | |||||
| Prologis, Inc. | 70,621 | 10,131,995 | |||
| Office REITs – 0.0% | |||||
| BXP, Inc. | 11,214 | 672,952 | |||
| Real estate management and development – 0.1% | |||||
| CBRE Group, Inc., Class A (A) | 22,069 | 2,759,508 | |||
| CoStar Group, Inc. (A) | 32,224 | 1,037,613 | |||
| 3,797,121 | |||||
| Residential REITs – 0.2% | |||||
| AvalonBay Communities, Inc. | 10,772 | 1,965,998 | |||
| Camden Property Trust | 7,845 | 835,963 | |||
| Equity Residential | 26,095 | 1,707,918 | |||
| Essex Property Trust, Inc. | 4,899 | 1,335,663 | |||
| Invitation Homes, Inc. | 42,839 | 1,253,041 | |||
| Mid-America Apartment Communities, Inc. | 8,902 | 1,148,981 | |||
| UDR, Inc. | 22,872 | 843,977 | |||
| 9,091,541 | |||||
| Retail REITs – 0.2% | |||||
| Federal Realty Investment Trust | 5,984 | 715,866 | |||
| Kimco Realty Corp. | 51,215 | 1,233,257 | |||
| Realty Income Corp. | 69,914 | 4,284,330 | |||
| Regency Centers Corp. | 12,509 | 967,571 | |||
| Simon Property Group, Inc. | 24,717 | 5,064,760 | |||
| 12,265,784 | |||||
| Specialized REITs – 0.7% | |||||
| American Tower Corp. | 35,575 | 6,651,102 | |||
| Crown Castle, Inc. | 33,118 | 3,030,297 | |||
| Digital Realty Trust, Inc. | 24,538 | 4,662,220 | |||
| Equinix, Inc. | 7,468 | 7,976,123 | |||
| Extra Space Storage, Inc. | 16,146 | 2,330,029 | |||
| Iron Mountain, Inc. | 22,493 | 2,884,727 | |||
| Public Storage | 12,011 | 3,647,621 | |||
| SBA Communications Corp. | 8,096 | 1,644,783 | |||
| VICI Properties, Inc. | 81,194 | 2,291,295 | |||
| Weyerhaeuser Company | 54,800 | 1,343,148 | |||
| 36,461,345 | |||||
| 89,070,916 | |||||
| Utilities – 2.1% | |||||
| Electric utilities – 1.4% | |||||
| Alliant Energy Corp. | 20,577 | 1,473,519 | |||
| American Electric Power Company, Inc. | 43,322 | 5,487,598 | |||
| Constellation Energy Corp. | 24,957 | 7,181,377 | |||
| Duke Energy Corp. | 62,262 | 7,641,415 | |||
| Edison International | 30,809 | 2,154,781 | |||
| Entergy Corp. | 36,212 | 3,948,919 | |||
| Evergy, Inc. | 18,426 | 1,511,669 | |||
| Eversource Energy | 30,065 | 2,052,538 | |||
| Exelon Corp. | 81,905 | 3,738,144 | |||
| Shares or Principal Amount | Value | ||||
| COMMON STOCKS (continued) | |||||
| Electric utilities (continued) | |||||
| FirstEnergy Corp. | 41,638 | $ | 1,931,587 | ||
| NextEra Energy, Inc. | 166,786 | 14,512,050 | |||
| NRG Energy, Inc. | 17,018 | 2,281,773 | |||
| PG&E Corp. | 176,038 | 2,876,461 | |||
| Pinnacle West Capital Corp. | 9,598 | 957,305 | |||
| PPL Corp. | 59,286 | 2,098,132 | |||
| The Southern Company | 88,160 | 8,115,128 | |||
| Xcel Energy, Inc. | 47,397 | 3,768,062 | |||
| 71,730,458 | |||||
| Gas utilities – 0.0% | |||||
| Atmos Energy Corp. | 13,247 | 2,240,465 | |||
| Independent power and renewable electricity producers – 0.1% | |||||
| The AES Corp. | 57,077 | 837,320 | |||
| Vistra Corp. | 25,509 | 4,087,307 | |||
| 4,924,627 | |||||
| Multi-utilities – 0.6% | |||||
| Ameren Corp. | 22,157 | 2,392,291 | |||
| CenterPoint Energy, Inc. | 52,282 | 2,209,437 | |||
| CMS Energy Corp. | 24,559 | 1,782,247 | |||
| Consolidated Edison, Inc. | 28,895 | 3,052,179 | |||
| Dominion Energy, Inc. | 68,383 | 4,577,558 | |||
| DTE Energy Company | 16,633 | 2,376,357 | |||
| NiSource, Inc. | 38,322 | 1,771,243 | |||
| Public Service Enterprise Group, Inc. | 39,978 | 3,144,270 | |||
| Sempra | 52,272 | 4,659,003 | |||
| WEC Energy Group, Inc. | 26,049 | 2,892,741 | |||
| 28,857,326 | |||||
| Water utilities – 0.0% | |||||
| American Water Works Company, Inc. | 15,614 | 1,924,738 | |||
| 109,677,614 | |||||
| TOTAL COMMON STOCKS (Cost $3,050,890,981) | $ | 5,215,149,376 | |||
| SHORT-TERM INVESTMENTS – 1.7% | |||||
| Short-term funds – 1.7% | |||||
| John Hancock Collateral Trust, 3.5217% (D)(E) | 9,206,112 | 92,067,567 | |||
| TOTAL SHORT-TERM INVESTMENTS (Cost $92,073,909) | $ | 92,067,567 | |||
| Total Investments (U.S. Sector Rotation Fund) (Cost $3,142,964,890) – 99.9% | $ | 5,307,216,943 | |||
| Other assets and liabilities, net – 0.1% | 5,998,558 | ||||
| TOTAL NET ASSETS – 100.0% | $ | 5,313,215,501 | |||
| Security Abbreviations and Legend | |
| (A) | Non-income producing security. |
| (B) | All or a portion of this security is on loan as of 5-31-26. The value of securities on loan amounted to $2,030,347. |
| (C) | Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (D) | The rate shown is the annualized seven-day yield as of 5-31-26. |
| (E) | Investment is an affiliate of the fund, the advisor and/or subadvisor. A portion of this security represents the investment of cash collateral received for securities lending. Market value of this investment amounted to $2,102,346. |
| 48 |
| Open contracts | Number of contracts | Position | Expiration date | Notional basis^ | Notional value^ | Unrealized appreciation (depreciation) |
| S&P 500 E-Mini Index Futures | 274 | Long | Jun 2026 | $97,357,222 | $104,061,775 | $6,704,553 |
| $6,704,553 |
| 49 |
| Financials | 21.6% |
| Information technology | 20.6% |
| Industrials | 13.4% |
| Consumer discretionary | 7.4% |
| Materials | 6.4% |
| Health care | 6.3% |
| Consumer staples | 4.8% |
| Energy | 4.4% |
| Communication services | 4.2% |
| Utilities | 2.9% |
| Real estate | 1.2% |
| Short-term investments and other | 6.8% |
| TOTAL | 100.0% |
| 50 |
| Total value at 5-31-26 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
| Capital Appreciation Value Fund | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | $920,296,335 | $894,290,319 | $26,003,932 | $2,084 |
| U.S. Government and Agency obligations | 215,273,369 | — | 215,273,369 | — |
| Corporate bonds | 114,943,304 | — | 114,943,304 | — |
| Term loans | 122,999,591 | — | 122,999,591 | — |
| Short-term investments | 58,889,866 | 58,889,866 | — | — |
| Total investments in securities | $1,432,402,465 | $953,180,185 | $479,220,196 | $2,084 |
| Derivatives: | ||||
| Liabilities | ||||
| Written options | $(8,182,162) | — | $(8,182,162) | — |
| Core Bond Fund | ||||
| Investments in securities: | ||||
| Assets | ||||
| U.S. Government and Agency obligations | $923,116,094 | — | $923,116,094 | — |
| Foreign government obligations | 14,129,730 | — | 14,129,730 | — |
| Corporate bonds | 480,289,340 | — | 480,289,340 | — |
| Total value at 5-31-26 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
| Core Bond Fund (continued) | ||||
| Municipal bonds | $2,250,143 | — | $2,250,143 | — |
| Collateralized mortgage obligations | 177,117,755 | — | 177,117,755 | — |
| Asset-backed securities | 106,332,723 | — | 106,332,723 | — |
| Short-term investments | 80,031,748 | $80,031,748 | — | — |
| Total investments in securities | $1,783,267,533 | $80,031,748 | $1,703,235,785 | — |
| International Strategic Equity Allocation Fund | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | ||||
| Australia | $186,928,678 | — | $186,928,678 | — |
| Austria | 12,262,473 | — | 12,262,473 | — |
| Belgium | 28,967,827 | — | 28,967,827 | — |
| Brazil | 51,309,049 | $51,309,049 | — | — |
| Canada | 411,838,543 | 411,222,854 | 615,689 | — |
| Chile | 9,180,023 | 6,219,971 | 2,960,052 | — |
| China | 285,435,163 | 3,778,601 | 281,656,562 | — |
| Colombia | 1,033,429 | 1,033,429 | — | — |
| Czech Republic | 2,516,542 | — | 2,516,542 | — |
| Denmark | 50,647,887 | — | 50,647,887 | — |
| Egypt | 52,053 | — | 52,053 | — |
| Finland | 51,783,167 | — | 51,783,167 | — |
| France | 251,642,458 | — | 251,642,458 | — |
| Germany | 260,716,640 | — | 260,716,640 | — |
| Greece | 8,315,235 | — | 8,315,235 | — |
| Hong Kong | 111,480,501 | 814,660 | 110,665,841 | — |
| Hungary | 5,590,781 | — | 5,590,781 | — |
| India | 177,991,138 | — | 177,118,774 | $872,364 |
| Indonesia | 2,853,792 | — | 2,853,792 | — |
| Ireland | 29,218,718 | 11,505,589 | 17,713,129 | — |
| Israel | 33,601,292 | 7,323,979 | 26,277,313 | — |
| Italy | 104,978,622 | — | 104,978,622 | — |
| Japan | 710,660,453 | — | 710,660,453 | — |
| Kuwait | 9,406,881 | — | 9,406,881 | — |
| Luxembourg | 8,095,778 | — | 8,095,778 | — |
| Macau | 633,910 | — | 633,910 | — |
| Malaysia | 12,529,144 | — | 12,529,144 | — |
| Mexico | 34,241,326 | 32,923,768 | 1,317,558 | — |
| Netherlands | 207,674,503 | 7,931,165 | 199,743,338 | — |
| New Zealand | 6,430,784 | — | 6,430,784 | — |
| Norway | 20,458,525 | — | 20,458,525 | — |
| Peru | 4,069,758 | 4,069,758 | — | — |
| Philippines | 4,842,357 | — | 4,842,357 | — |
| Poland | 17,741,438 | — | 17,741,438 | — |
| Portugal | 5,235,376 | — | 5,235,376 | — |
| Qatar | 8,771,097 | — | 8,771,097 | — |
| Saudi Arabia | 41,625,740 | — | 41,625,740 | — |
| Singapore | 32,387,747 | 3,495,989 | 28,891,758 | — |
| South Africa | 44,902,746 | — | 44,902,746 | — |
| South Korea | 392,660,640 | — | 392,660,640 | — |
| Spain | 109,497,095 | — | 109,497,095 | — |
| Sweden | 105,319,966 | 10,491,094 | 94,828,872 | — |
| Switzerland | 294,398,777 | — | 294,398,777 | — |
| Taiwan | 477,696,866 | — | 477,696,866 | — |
| Thailand | 19,827,428 | — | 19,827,428 | — |
| Turkey | 6,466,492 | — | 6,466,492 | — |
| United Arab Emirates | 19,385,701 | — | 19,385,701 | — |
| United Kingdom | 407,080,387 | 2,755,072 | 404,325,315 | — |
| Total value at 5-31-26 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
| International Strategic Equity Allocation Fund (continued) | ||||
| United States | $26,719,597 | $12,648,597 | $14,071,000 | — |
| Preferred securities | ||||
| Brazil | 19,075,756 | 19,075,756 | — | — |
| Chile | 1,685,485 | 1,685,485 | — | — |
| Colombia | 899,305 | 899,305 | — | — |
| Germany | 8,118,706 | — | 8,118,706 | — |
| India | 12,806 | — | 12,806 | — |
| South Korea | 16,541,042 | — | 16,541,042 | — |
| Rights | 45,878 | — | 45,878 | — |
| Warrants | 40,762 | 31 | 40,731 | — |
| Short-term investments | 366,623,128 | 40,700,365 | 325,922,763 | — |
| Total investments in securities | $5,520,147,391 | $629,884,517 | $4,889,390,510 | $872,364 |
| Derivatives: | ||||
| Assets | ||||
| Futures | $29,815,631 | $29,815,631 | — | — |
| Liabilities | ||||
| Futures | (264,343) | (264,343) | — | — |
| Level 3 includes securities valued at $0. Refer to Portfolio of Investments. | ||||
| Mid Value Fund | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | ||||
| Consumer discretionary | $89,428,665 | $89,428,665 | — | — |
| Consumer staples | 43,508,982 | 43,508,982 | — | — |
| Energy | 105,106,263 | 105,106,263 | — | — |
| Financials | 230,132,872 | 230,132,872 | — | — |
| Health care | 92,725,644 | 92,725,644 | — | — |
| Industrials | 258,908,870 | 258,908,870 | — | — |
| Information technology | 239,467,422 | 239,467,422 | — | — |
| Materials | 59,848,741 | 49,992,001 | $9,856,740 | — |
| Real estate | 103,229,436 | 103,229,436 | — | — |
| Utilities | 88,303,269 | 88,303,269 | — | — |
| Convertible bonds | 8,939,914 | — | 8,939,914 | — |
| Corporate bonds | 900,530 | — | 900,530 | — |
| Short-term investments | 40,211,378 | 40,211,378 | — | — |
| Total investments in securities | $1,360,711,986 | $1,341,014,802 | $19,697,184 | — |
| U.S. Sector Rotation Fund | ||||
| Investments in securities: | ||||
| Assets | ||||
| Common stocks | ||||
| Communication services | $561,440,284 | $561,440,284 | — | — |
| Consumer discretionary | 499,563,621 | 499,557,653 | $5,968 | — |
| Consumer staples | 225,951,847 | 225,951,847 | — | — |
| Energy | 169,219,890 | 169,219,890 | — | — |
| Financials | 578,488,816 | 578,488,816 | — | — |
| Health care | 424,867,902 | 424,766,114 | — | $101,788 |
| Industrials | 432,147,329 | 432,147,329 | — | — |
| Information technology | 2,041,646,594 | 2,041,646,594 | — | — |
| Materials | 83,074,563 | 83,074,563 | — | — |
| Real estate | 89,070,916 | 89,070,916 | — | — |
| Utilities | 109,677,614 | 109,677,614 | — | — |
| Short-term investments | 92,067,567 | 92,067,567 | — | — |
| Total investments in securities | $5,307,216,943 | $5,307,109,187 | $5,968 | $101,788 |
| Total value at 5-31-26 | Level 1 quoted price | Level 2 significant observable inputs | Level 3 significant unobservable inputs | |
| U.S. Sector Rotation Fund (continued) | ||||
| Derivatives: | ||||
| Assets | ||||
| Futures | $6,704,553 | $6,704,553 | — | — |
| Dividends and distributions | |||||||||
| Affiliate | Ending share amount | Beginning value | Cost of purchases | Proceeds from shares sold | Realized gain (loss) | Change in unrealized appreciation (depreciation) | Income distributions received | Capital gain distributions received | Ending value |
| Capital Appreciation Value Fund | |||||||||
| John Hancock Collateral Trust | 403,888 | $2,995,314 | $100,545,643 | $(99,501,686) | $2 | $(115) | $1,361 | — | $4,039,158 |
| Core Bond Fund | |||||||||
| John Hancock Collateral Trust | 177,589 | $640,120 | $340,507,147 | $(339,369,259) | $(1,917) | $(76) | $67,013 | — | $1,776,015 |
| International Strategic Equity Allocation Fund | |||||||||
| John Hancock Collateral Trust | 4,069,752 | $32,769,630 | $601,397,770 | $(593,447,369) | $(15,565) | $(4,101) | $674,983 | — | $40,700,365 |
| Mid Value Fund | |||||||||
| John Hancock Collateral Trust | 1,985,362 | $9,688,735 | $156,508,247 | $(146,339,498) | $(956) | $(1,516) | $224,181 | — | $19,855,012 |
| U.S. Sector Rotation Fund | |||||||||
| John Hancock Collateral Trust | 9,206,112 | $169,665,006 | $387,791,334 | $(465,357,358) | $(12,183) | $(19,232) | $4,864,215 | — | $92,067,567 |