|
Shares
|
|
Description
|
Value ($)
|
|
|
|
COMMON STOCKS — 96.2%
|
|
|
|
|
Basic Materials — 3.0%
|
|
|
29,500
|
|
Cabot Corp.
|
2,679,190
|
|
17,174
|
|
Carpenter Technology Corp.
|
10,593,610
|
|
22,000
|
|
CF Industries Holdings, Inc.
|
2,381,720
|
|
82,200
|
|
Coeur Mining, Inc.
|
1,341,504
|
|
34,800
|
|
Eastman Chemical Co.
|
2,330,904
|
|
256,161
|
|
Element Solutions, Inc.
|
12,231,688
|
|
53,528
|
|
International Flavors & Fragrances, Inc.
|
4,240,488
|
|
58,700
|
|
Koppers Holdings, Inc.
|
2,635,630
|
|
70,400
|
|
Mosaic Co.
|
1,491,776
|
|
2,700
|
|
NewMarket Corp.
|
2,136,348
|
|
32,861
|
|
Quaker Chemical Corp.(a)
|
5,220,627
|
|
55,789
|
|
RPM International, Inc.
|
6,200,948
|
|
13,487
|
|
Sensient Technologies Corp.
|
1,662,812
|
|
5,100
|
|
Steel Dynamics, Inc.
|
1,170,246
|
|
|
|
|
56,317,491
|
|
|
|
Communications — 2.5%
|
|
|
47,900
|
|
AMC Global Media, Inc.*(a)
|
478,042
|
|
48,000
|
|
Cargurus, Inc.*
|
1,636,320
|
|
4,490
|
|
Ciena Corp.*
|
2,202,615
|
|
52,471
|
|
ePlus, Inc.
|
4,367,161
|
|
19,500
|
|
Expedia Group, Inc.
|
4,989,660
|
|
64,000
|
|
Fox Corp. Class A
|
3,338,240
|
|
129,400
|
|
Gen Digital, Inc.
|
3,220,766
|
|
8,085
|
|
InterDigital, Inc.(a)
|
2,289,106
|
|
95,800
|
|
Lyft, Inc. Class A*
|
1,399,638
|
|
82,500
|
|
Maplebear, Inc.*
|
3,906,375
|
|
67,800
|
|
Match Group, Inc.
|
2,579,790
|
|
11,700
|
|
Nexstar Media Group, Inc.
|
2,089,503
|
|
38,500
|
|
Roku, Inc.*
|
5,318,390
|
|
60,300
|
|
Sirius XM Holdings, Inc.
|
1,781,262
|
|
200,400
|
|
Taboola.com Ltd.*
|
1,002,000
|
|
120,800
|
|
Upwork, Inc.*
|
1,009,888
|
|
120,200
|
|
Vistance Networks, Inc.*
|
1,536,156
|
|
37,400
|
|
Yelp, Inc.*
|
917,048
|
|
39,000
|
|
Ziff Davis, Inc.*
|
2,042,430
|
|
|
|
|
46,104,390
|
|
|
|
Consumer, Cyclical — 12.4%
|
|
|
33,100
|
|
Allison Transmission Holdings, Inc.
|
3,731,694
|
|
207,160
|
|
Amer Sports, Inc.*
|
7,010,294
|
|
32,200
|
|
Autoliv, Inc.
|
3,740,674
|
|
5,400
|
|
AutoNation, Inc.*
|
1,003,266
|
|
152,335
|
|
BJ's Wholesale Club Holdings, Inc.*
|
13,286,659
|
|
89,400
|
|
Bloomin' Brands, Inc.
|
817,116
|
|
76,000
|
|
BorgWarner, Inc.
|
5,046,400
|
|
21,585
|
|
Brunswick Corp.
|
1,818,320
|
|
26,889
|
|
Burlington Stores, Inc.*
|
8,518,435
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Consumer, Cyclical — continued
|
|
|
97,027
|
|
Callaway Golf Co.*
|
1,823,137
|
|
15,900
|
|
Carter's, Inc.
|
654,444
|
|
4,145
|
|
Casey's General Stores, Inc.
|
3,294,405
|
|
16,374
|
|
Cavco Industries, Inc.*
|
10,059,858
|
|
50,325
|
|
Churchill Downs, Inc.
|
4,511,133
|
|
39,400
|
|
Cinemark Holdings, Inc.
|
1,250,162
|
|
25,900
|
|
Crocs, Inc.*
|
3,124,576
|
|
48,508
|
|
Dorman Products, Inc.*
|
6,618,917
|
|
64,420
|
|
Dutch Bros, Inc. Class A*
|
4,626,000
|
|
11,490
|
|
FirstCash Holdings, Inc.
|
2,485,517
|
|
106,600
|
|
Gap, Inc.
|
1,991,288
|
|
73,400
|
|
Garrett Motion, Inc.
|
2,659,282
|
|
102,000
|
|
Goodyear Tire & Rubber Co.*
|
673,200
|
|
20,299
|
|
Group 1 Automotive, Inc.
|
5,910,460
|
|
79,000
|
|
Harley-Davidson, Inc.
|
1,932,340
|
|
41,100
|
|
Haverty Furniture Cos., Inc.
|
1,049,283
|
|
14,500
|
|
Jack in the Box, Inc.*(a)
|
229,245
|
|
61,300
|
|
La-Z-Boy, Inc.
|
2,459,356
|
|
38,210
|
|
LCI Industries
|
4,045,675
|
|
276,988
|
|
Levi Strauss & Co. Class A
|
6,877,612
|
|
27,850
|
|
LGI Homes, Inc.*
|
1,773,488
|
|
240,608
|
|
Life Time Group Holdings, Inc.*
|
9,826,431
|
|
18,911
|
|
Lithia Motors, Inc.
|
5,493,456
|
|
55,143
|
|
LKQ Corp.
|
1,451,915
|
|
104,700
|
|
Macy's, Inc.
|
2,465,685
|
|
138,500
|
|
Mattel, Inc.*
|
1,922,380
|
|
158,700
|
|
Millerknoll, Inc.
|
3,247,002
|
|
3,658
|
|
Murphy USA, Inc.
|
1,971,186
|
|
29,300
|
|
Phinia, Inc.
|
2,413,441
|
|
45,439
|
|
Planet Fitness, Inc. Class A*
|
2,370,553
|
|
11,462
|
|
Pool Corp.
|
2,463,184
|
|
12,845
|
|
PriceSmart, Inc.
|
2,509,142
|
|
33,000
|
|
PulteGroup, Inc.
|
4,527,930
|
|
52,679
|
|
Pursuit Attractions & Hospitality, Inc.*
|
2,948,444
|
|
31,600
|
|
PVH Corp.
|
2,346,616
|
|
69,713
|
|
Red Rock Resorts, Inc. Class A
|
4,535,528
|
|
81,900
|
|
Sally Beauty Holdings, Inc.*
|
1,158,066
|
|
36,400
|
|
ScanSource, Inc.*
|
1,896,076
|
|
54,150
|
|
SharkNinja, Inc.*
|
8,245,420
|
|
88,800
|
|
Shoe Station Group, Inc.
|
1,316,904
|
|
21,100
|
|
Signet Jewelers Ltd.
|
1,818,820
|
|
36,481
|
|
SiteOne Landscape Supply, Inc.*
|
4,173,791
|
|
78,220
|
|
Tapestry, Inc.
|
11,449,844
|
|
56,360
|
|
Texas Roadhouse, Inc.
|
10,890,443
|
|
28,800
|
|
Toll Brothers, Inc.
|
4,744,800
|
|
44,000
|
|
Travel & Leisure Co.
|
3,362,920
|
|
33,800
|
|
United Airlines Holdings, Inc.*
|
4,596,462
|
|
46,093
|
|
United Parks & Resorts, Inc.*(a)
|
2,200,480
|
|
21,759
|
|
Vail Resorts, Inc.(a)
|
2,962,488
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Consumer, Cyclical — continued
|
|
|
14,144
|
|
VSE Corp.(a)
|
3,231,904
|
|
3,975
|
|
WESCO International, Inc.
|
1,373,084
|
|
42,090
|
|
Wynn Resorts Ltd.
|
4,086,518
|
|
|
|
|
231,023,149
|
|
|
|
Consumer, Non-cyclical — 21.8%
|
|
|
37,500
|
|
Abivax SA, ADR*
|
4,997,250
|
|
59,400
|
|
ABM Industries, Inc.
|
2,627,856
|
|
157,500
|
|
ACCO Brands Corp.
|
655,200
|
|
124,780
|
|
Adaptive Biotechnologies Corp.*
|
2,676,531
|
|
338,400
|
|
ADT, Inc.
|
2,199,600
|
|
73,590
|
|
Affirm Holdings, Inc.*
|
6,001,264
|
|
256,500
|
|
Albertsons Cos., Inc. Class A
|
3,470,445
|
|
11,500
|
|
Align Technology, Inc.*
|
1,939,590
|
|
80,724
|
|
Alignment Healthcare, Inc.*
|
1,922,038
|
|
72,776
|
|
Alkermes PLC*
|
3,813,099
|
|
347,138
|
|
API Group Corp.*
|
14,701,294
|
|
67,057
|
|
Ascendis Pharma AS*
|
17,885,443
|
|
7,890
|
|
Axsome Therapeutics, Inc.*
|
1,931,235
|
|
65,000
|
|
Baxter International, Inc.
|
1,385,800
|
|
29,121
|
|
BioMarin Pharmaceutical, Inc.*
|
1,666,304
|
|
15,997
|
|
Bio-Rad Laboratories, Inc. Class A*(a)
|
4,696,879
|
|
26,472
|
|
Bio-Techne Corp.
|
1,870,247
|
|
52,638
|
|
Bridgebio Pharma, Inc.*
|
3,920,478
|
|
71,765
|
|
BrightSpring Health Services, Inc.*
|
5,004,891
|
|
14,800
|
|
Brink's Co.
|
1,398,452
|
|
48,341
|
|
Cal-Maine Foods, Inc.(a)
|
3,894,351
|
|
163,880
|
|
Celsius Holdings, Inc.*(a)
|
4,798,406
|
|
12,429
|
|
Charles River Laboratories International, Inc.*
|
2,818,773
|
|
8,972
|
|
Chemed Corp.
|
4,178,619
|
|
52,900
|
|
Conagra Brands, Inc.
|
712,034
|
|
39,700
|
|
CONMED Corp.
|
1,299,381
|
|
82,191
|
|
Cooper Cos., Inc.*
|
5,893,917
|
|
271,690
|
|
CoreCivic, Inc.*
|
8,253,942
|
|
77,530
|
|
Crinetics Pharmaceuticals, Inc.*
|
2,901,173
|
|
40,930
|
|
Cytokinetics, Inc.*
|
3,486,827
|
|
13,600
|
|
DaVita, Inc.*
|
3,025,728
|
|
79,500
|
|
Del Monte Corp.
|
2,218,845
|
|
60,000
|
|
Deluxe Corp.
|
1,432,800
|
|
108,746
|
|
Dole PLC
|
1,491,995
|
|
115,263
|
|
Emergent BioSolutions, Inc.*
|
965,904
|
|
34,389
|
|
Enovis Corp.*
|
711,852
|
|
21,251
|
|
Establishment Labs Holdings, Inc.*
|
1,823,548
|
|
120,100
|
|
Exelixis, Inc.*
|
6,534,641
|
|
32,875
|
|
Glaukos Corp.*
|
4,594,610
|
|
73,323
|
|
Globus Medical, Inc. Class A*
|
5,793,250
|
|
28,953
|
|
Grand Canyon Education, Inc.*
|
4,143,464
|
|
49,750
|
|
Guardant Health, Inc.*
|
7,463,992
|
|
44,200
|
|
H&R Block, Inc.
|
1,683,136
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Consumer, Non-cyclical — continued
|
|
|
49,705
|
|
Haemonetics Corp.*
|
3,727,875
|
|
91,103
|
|
Halozyme Therapeutics, Inc.*
|
7,130,632
|
|
74,800
|
|
Harmony Biosciences Holdings, Inc.*
|
2,723,468
|
|
28,783
|
|
HealthEquity, Inc.*
|
2,599,681
|
|
65,700
|
|
Herbalife Ltd.*
|
863,955
|
|
15,531
|
|
ICON PLC*
|
2,697,890
|
|
24,867
|
|
ICU Medical, Inc.*
|
3,645,502
|
|
56,200
|
|
Incyte Corp.*
|
6,370,832
|
|
58,200
|
|
Indivior Pharmaceuticals, Inc.*
|
2,387,946
|
|
28,810
|
|
Ingles Markets, Inc. Class A
|
2,551,990
|
|
35,900
|
|
Ingredion, Inc.
|
3,400,089
|
|
104,382
|
|
Insmed, Inc.*
|
11,129,209
|
|
18,750
|
|
Insulet Corp.*
|
2,854,687
|
|
49,166
|
|
Integer Holdings Corp.*
|
4,594,563
|
|
50,777
|
|
Ionis Pharmaceuticals, Inc.*
|
4,026,108
|
|
12,962
|
|
IRhythm Holdings, Inc.*
|
1,541,830
|
|
20,500
|
|
J.M. Smucker Co.
|
2,306,250
|
|
78,820
|
|
Jazz Pharmaceuticals PLC*
|
18,993,255
|
|
96,721
|
|
Laureate Education, Inc.*
|
3,512,907
|
|
63,835
|
|
Legence Corp. Class A*
|
5,440,657
|
|
98,436
|
|
Legend Biotech Corp., ADR*
|
2,842,832
|
|
222,779
|
|
LifeStance Health Group, Inc.*
|
2,385,963
|
|
33,000
|
|
ManpowerGroup, Inc.
|
1,114,410
|
|
22,974
|
|
Marzetti Co.
|
2,622,712
|
|
12,179
|
|
Medpace Holdings, Inc.*
|
6,449,877
|
|
85,900
|
|
Molson Coors Beverage Co. Class B
|
3,346,664
|
|
54,337
|
|
Natera, Inc.*
|
14,749,779
|
|
70,424
|
|
Neurocrine Biosciences, Inc.*
|
11,868,909
|
|
45,790
|
|
Newamsterdam Pharma Co. NV*(a)
|
1,551,823
|
|
108,880
|
|
Nomad Foods Ltd.
|
1,192,236
|
|
40,403
|
|
Paylocity Holding Corp.*
|
4,223,326
|
|
67,414
|
|
Pediatrix Medical Group, Inc.*
|
1,707,597
|
|
7,077
|
|
Penumbra, Inc.*
|
2,234,563
|
|
78,472
|
|
Perdoceo Education Corp.
|
2,511,104
|
|
84,666
|
|
Performance Food Group Co.*
|
9,464,812
|
|
6,670
|
|
Praxis Precision Medicines, Inc.*
|
2,233,049
|
|
120,006
|
|
Privia Health Group, Inc.*
|
3,087,754
|
|
52,100
|
|
PROG Holdings, Inc.
|
2,428,381
|
|
71,830
|
|
PTC Therapeutics, Inc.*
|
5,859,173
|
|
101,213
|
|
Rentokil Initial PLC, ADR(a)
|
2,895,704
|
|
17,173
|
|
Repligen Corp.*
|
2,343,084
|
|
20,390
|
|
Revolution Medicines, Inc.*
|
3,818,639
|
|
64,418
|
|
Rhythm Pharmaceuticals, Inc.*
|
7,152,331
|
|
72,454
|
|
Simply Good Foods Co.*
|
962,189
|
|
98,140
|
|
Smith & Nephew PLC, ADR(a)
|
2,827,413
|
|
93,600
|
|
Smithfield Foods, Inc.
|
2,270,736
|
|
37,093
|
|
Sprouts Farmers Market, Inc.*
|
3,137,326
|
|
175,126
|
|
Tandem Diabetes Care, Inc.*
|
2,642,651
|
|
21,633
|
|
Teleflex, Inc.
|
2,742,199
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Consumer, Non-cyclical — continued
|
|
|
14,000
|
|
Tenet Healthcare Corp.*
|
2,619,120
|
|
75,450
|
|
Toast, Inc. Class A*
|
2,099,019
|
|
55,797
|
|
Travere Therapeutics, Inc.*
|
3,169,828
|
|
23,336
|
|
Twist Bioscience Corp.*
|
2,400,808
|
|
2,600
|
|
United Therapeutics Corp.*
|
1,408,758
|
|
14,100
|
|
Universal Health Services, Inc. Class B
|
2,096,529
|
|
68,561
|
|
Universal Technical Institute, Inc.*
|
2,932,354
|
|
61,200
|
|
Upbound Group, Inc.
|
1,298,664
|
|
147,419
|
|
Varex Imaging Corp.*
|
1,537,580
|
|
67,310
|
|
Vaxcyte, Inc.*
|
3,912,730
|
|
108,274
|
|
Vericel Corp.*
|
4,817,110
|
|
168,200
|
|
Viatris, Inc.
|
2,671,016
|
|
14,974
|
|
WEX, Inc.*
|
2,112,682
|
|
91,578
|
|
WillScot Holdings Corp.(a)
|
2,642,941
|
|
37,610
|
|
Xenon Pharmaceuticals, Inc.*
|
2,270,140
|
|
|
|
|
408,040,925
|
|
|
|
Energy — 3.4%
|
|
|
103,302
|
|
Antero Resources Corp.*
|
3,630,032
|
|
99,000
|
|
APA Corp.
|
3,224,430
|
|
38,637
|
|
Archrock, Inc.
|
1,572,912
|
|
23,000
|
|
Chord Energy Corp.
|
2,628,900
|
|
26,800
|
|
CNX Resources Corp.*
|
909,324
|
|
56,022
|
|
Delek U.S. Holdings, Inc.
|
2,846,478
|
|
142,094
|
|
DNOW, Inc.*
|
1,842,959
|
|
108,929
|
|
Flowco Holdings, Inc. Class A
|
2,324,545
|
|
74,733
|
|
HF Sinclair Corp.
|
5,205,154
|
|
98,180
|
|
Innovex International, Inc.*
|
2,434,864
|
|
267,344
|
|
Magnolia Oil & Gas Corp. Class A
|
6,838,660
|
|
162,526
|
|
Matador Resources Co.
|
8,090,544
|
|
37,800
|
|
Murphy Oil Corp.
|
1,230,768
|
|
117,500
|
|
NOV, Inc.
|
2,179,625
|
|
105,257
|
|
Ovintiv, Inc.
|
5,541,781
|
|
26,691
|
|
Par Pacific Holdings, Inc.*
|
1,496,831
|
|
320,857
|
|
Permian Resources Corp. Class A
|
5,906,977
|
|
134,852
|
|
SunCoke Energy, Inc.
|
1,085,559
|
|
69,850
|
|
TechnipFMC PLC
|
4,631,055
|
|
|
|
|
63,621,398
|
|
|
|
Financial — 17.2%
|
|
|
55,252
|
|
Agree Realty Corp., REIT
|
4,184,786
|
|
40,400
|
|
Ally Financial, Inc.
|
1,856,380
|
|
64,200
|
|
American Assets Trust, Inc., REIT
|
1,585,098
|
|
44,750
|
|
Annaly Capital Management, Inc., REIT
|
1,000,610
|
|
107,000
|
|
Apple Hospitality REIT, Inc., REIT
|
1,798,670
|
|
60,900
|
|
ARES Capital Corp.(a)
|
1,128,477
|
|
84,400
|
|
Associated Banc-Corp.
|
2,596,988
|
|
25,277
|
|
Assurant, Inc.
|
6,787,633
|
|
44,316
|
|
Assured Guaranty Ltd.
|
3,552,370
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Financial — continued
|
|
|
145,819
|
|
Atlantic Union Bankshares Corp.
|
6,169,602
|
|
50,149
|
|
Axis Capital Holdings Ltd.
|
5,388,008
|
|
34,376
|
|
Axos Financial, Inc.*
|
3,347,879
|
|
109,100
|
|
Banc of California, Inc.
|
2,228,913
|
|
51,800
|
|
Bank of NT Butterfield & Son Ltd.
|
3,082,100
|
|
61,000
|
|
Blue Owl Capital Corp.(a)
|
663,070
|
|
177,700
|
|
Brandywine Realty Trust, REIT
|
563,309
|
|
44,000
|
|
Brixmor Property Group, Inc., REIT
|
1,387,320
|
|
83,300
|
|
Broadstone Net Lease, Inc., REIT
|
1,721,811
|
|
6,897
|
|
C&F Financial Corp.
|
551,760
|
|
31,000
|
|
Cathay General Bancorp
|
1,921,690
|
|
59,900
|
|
Chimera Investment Corp., REIT
|
799,066
|
|
67,300
|
|
Citizens Financial Group, Inc.
|
4,715,711
|
|
45,719
|
|
CNA Financial Corp.
|
2,222,401
|
|
104,500
|
|
CNO Financial Group, Inc.
|
5,327,410
|
|
24,453
|
|
Community Trust Bancorp, Inc.
|
1,769,419
|
|
132,530
|
|
Core Scientific, Inc.*
|
3,391,443
|
|
39,800
|
|
Corebridge Financial, Inc.
|
1,139,474
|
|
38,042
|
|
Cullen/Frost Bankers, Inc.
|
5,878,250
|
|
21,835
|
|
EastGroup Properties, Inc., REIT
|
4,422,242
|
|
19,849
|
|
Enova International, Inc.*
|
4,778,250
|
|
59,300
|
|
EPR Properties, REIT
|
3,439,993
|
|
24,300
|
|
Essent Group Ltd.
|
1,562,004
|
|
65,600
|
|
Federated Hermes, Inc.
|
3,622,432
|
|
26,610
|
|
First American Financial Corp.
|
1,825,180
|
|
90,100
|
|
First BanCorp
|
2,348,907
|
|
34,089
|
|
First Bancorp/Southern Pines NC
|
2,179,310
|
|
62,100
|
|
First Busey Corp.
|
1,831,950
|
|
63,800
|
|
First Commonwealth Financial Corp.
|
1,297,054
|
|
207,300
|
|
First Horizon Corp.
|
5,315,172
|
|
96,000
|
|
FNB Corp.
|
1,831,680
|
|
541,529
|
|
Genworth Financial, Inc.*
|
5,128,280
|
|
87,595
|
|
Glacier Bancorp, Inc.
|
4,518,150
|
|
53,050
|
|
Globe Life, Inc.
|
9,478,974
|
|
46,001
|
|
Hamilton Lane, Inc. Class A
|
3,626,259
|
|
28,700
|
|
Hancock Whitney Corp.
|
2,144,464
|
|
106,812
|
|
Hanmi Financial Corp.
|
3,460,709
|
|
157,714
|
|
Healthpeak Properties, Inc., REIT
|
3,375,080
|
|
75,500
|
|
Highwoods Properties, Inc., REIT(a)
|
2,277,080
|
|
83,300
|
|
Hope Bancorp, Inc.
|
1,139,544
|
|
197,400
|
|
Host Hotels & Resorts, Inc., REIT
|
4,680,354
|
|
21,969
|
|
Howard Hughes Holdings, Inc.*
|
1,570,564
|
|
63,380
|
|
Independent Bank Corp.
|
2,286,117
|
|
64,000
|
|
Industrial Logistics Properties Trust, REIT
|
567,680
|
|
20,550
|
|
Jackson Financial, Inc. Class A
|
2,104,114
|
|
28,156
|
|
Jefferies Financial Group, Inc.
|
1,407,237
|
|
21,925
|
|
Jones Lang LaSalle, Inc.*
|
6,795,654
|
|
330,314
|
|
KeyCorp
|
7,613,738
|
|
44,400
|
|
Kilroy Realty Corp., REIT
|
1,663,668
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Financial — continued
|
|
|
12,535
|
|
Kinsale Capital Group, Inc.
|
4,134,168
|
|
56,600
|
|
Kite Realty Group Trust, REIT
|
1,606,308
|
|
36,800
|
|
Lincoln National Corp.
|
1,300,880
|
|
22,043
|
|
LPL Financial Holdings, Inc.
|
6,209,072
|
|
62,012
|
|
McGrath RentCorp
|
7,505,312
|
|
135,300
|
|
MGIC Investment Corp.
|
3,815,460
|
|
34,696
|
|
Mid-America Apartment Communities, Inc., REIT
|
4,820,662
|
|
44,600
|
|
Millrose Properties, Inc., REIT
|
1,340,230
|
|
199,800
|
|
New Mountain Finance Corp.(a)
|
1,432,566
|
|
54,000
|
|
OFG Bancorp
|
2,649,780
|
|
36,300
|
|
Old Republic International Corp.
|
1,485,396
|
|
16,400
|
|
OneMain Holdings, Inc.
|
999,908
|
|
58,700
|
|
Outfront Media, Inc., REIT
|
1,923,012
|
|
106,500
|
|
Pelagos Insurance Capital Ltd.
|
2,593,275
|
|
195,700
|
|
Piedmont Realty Trust, Inc., REIT*
|
1,790,655
|
|
51,950
|
|
Pinnacle Financial Partners, Inc.
|
5,240,716
|
|
87,295
|
|
Piper Sandler Cos.
|
6,314,920
|
|
25,500
|
|
Popular, Inc.
|
4,186,590
|
|
123,897
|
|
Radian Group, Inc.
|
4,667,200
|
|
167,246
|
|
Rayonier, Inc., REIT
|
3,558,995
|
|
72,100
|
|
Regions Financial Corp.
|
2,177,420
|
|
16,567
|
|
Reinsurance Group of America, Inc.
|
3,522,972
|
|
136,549
|
|
Ridgepost Capital, Inc. Class A(a)
|
1,074,641
|
|
28,652
|
|
Ryman Hospitality Properties, Inc., REIT
|
3,683,215
|
|
104,400
|
|
Service Properties Trust, REIT
|
176,436
|
|
106,074
|
|
Stifel Financial Corp.
|
7,400,783
|
|
25,081
|
|
StoneX Group, Inc.*
|
2,972,098
|
|
33,193
|
|
Sun Communities, Inc., REIT
|
3,980,173
|
|
47,400
|
|
Synchrony Financial
|
3,604,770
|
|
73,300
|
|
Terawulf, Inc.*
|
1,810,510
|
|
28,185
|
|
Texas Capital Bancshares, Inc.
|
2,910,383
|
|
41,417
|
|
UMB Financial Corp.
|
5,912,691
|
|
20,100
|
|
Universal Insurance Holdings, Inc.
|
831,336
|
|
72,000
|
|
Unum Group
|
6,436,800
|
|
127,700
|
|
Valley National Bancorp
|
1,870,805
|
|
25,800
|
|
Victory Capital Holdings, Inc. Class A(a)
|
2,168,748
|
|
103,137
|
|
Voya Financial, Inc.
|
9,336,993
|
|
129,900
|
|
Western Union Co.(a)
|
1,000,230
|
|
4,163
|
|
White Mountains Insurance Group Ltd.
|
8,631,522
|
|
39,616
|
|
Wintrust Financial Corp.
|
6,367,083
|
|
54,300
|
|
Zions Bancorp NA
|
3,757,017
|
|
|
|
|
322,253,219
|
|
|
|
Government — 0.2%
|
|
|
58,816
|
|
Bladex, Inc.
|
3,615,420
|
|
|
|
Industrial — 24.3%
|
|
|
77,301
|
|
A.O. Smith Corp.
|
4,848,319
|
|
8,497
|
|
Advanced Drainage Systems, Inc.
|
1,333,689
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Industrial — continued
|
|
|
42,724
|
|
Advanced Energy Industries, Inc.
|
15,930,498
|
|
27,100
|
|
AGCO Corp.
|
3,243,870
|
|
35,274
|
|
Allegion PLC
|
4,955,644
|
|
42,100
|
|
Apogee Enterprises, Inc.
|
1,925,654
|
|
20,300
|
|
Applied Industrial Technologies, Inc.
|
6,864,445
|
|
53,704
|
|
AptarGroup, Inc.
|
6,723,741
|
|
27,449
|
|
Armstrong World Industries, Inc.
|
4,403,369
|
|
20,900
|
|
Arrow Electronics, Inc.*
|
4,460,269
|
|
21,631
|
|
ATI, Inc.*
|
4,263,470
|
|
24,600
|
|
Atkore, Inc.
|
1,870,584
|
|
16,830
|
|
Axon Enterprise, Inc.*
|
9,435,066
|
|
21,600
|
|
Boise Cascade Co.
|
1,676,808
|
|
21,480
|
|
BWX Technologies, Inc.
|
4,181,082
|
|
65,622
|
|
Cactus, Inc. Class A
|
3,361,815
|
|
16,349
|
|
Casella Waste Systems, Inc. Class A*
|
1,585,362
|
|
53,526
|
|
Centuri Holdings, Inc.*
|
1,618,626
|
|
14,754
|
|
Clean Harbors, Inc.*
|
4,407,757
|
|
226,716
|
|
CNH Industrial NV
|
2,546,021
|
|
88,938
|
|
Cognex Corp.
|
6,440,890
|
|
22,796
|
|
Coherent Corp.*
|
8,992,338
|
|
12,047
|
|
Comfort Systems USA, Inc.
|
23,876,552
|
|
13,753
|
|
Crane Co.
|
3,067,882
|
|
25,355
|
|
Crown Holdings, Inc.
|
2,835,196
|
|
4,904
|
|
Curtiss-Wright Corp.
|
3,716,055
|
|
7,740
|
|
Dycom Industries, Inc.*
|
3,913,267
|
|
25,820
|
|
Eagle Materials, Inc.
|
5,809,500
|
|
91,200
|
|
Energizer Holdings, Inc.(a)
|
1,955,328
|
|
15,400
|
|
EnerSys
|
3,600,828
|
|
7,450
|
|
Enpro, Inc.
|
2,808,128
|
|
13,955
|
|
Fabrinet*
|
7,843,826
|
|
77,385
|
|
Federal Signal Corp.
|
9,943,199
|
|
9,300
|
|
Flex Ltd.*
|
1,507,251
|
|
38,820
|
|
Flowserve Corp.
|
2,878,891
|
|
56,800
|
|
FTAI Aviation Ltd.
|
15,366,104
|
|
317,507
|
|
Gates Industrial Corp. PLC*
|
8,880,671
|
|
15,262
|
|
Generac Holdings, Inc.*
|
4,468,866
|
|
28,200
|
|
Greenbrier Cos., Inc.
|
1,382,082
|
|
131,751
|
|
GXO Logistics, Inc.*
|
6,679,776
|
|
29,981
|
|
Hexcel Corp.
|
2,999,899
|
|
29,204
|
|
Hub Group, Inc. Class A
|
1,278,843
|
|
12,137
|
|
Huntington Ingalls Industries, Inc.
|
3,397,025
|
|
28,080
|
|
IDEX Corp.
|
6,372,756
|
|
62,070
|
|
ITT, Inc.
|
12,274,963
|
|
21,659
|
|
Jabil, Inc.
|
8,349,111
|
|
72,902
|
|
James Hardie Industries PLC*
|
1,908,574
|
|
155,240
|
|
Janus International Group, Inc.*
|
861,582
|
|
32,096
|
|
Karman Holdings, Inc.*
|
1,602,232
|
|
47,800
|
|
Kennametal, Inc.
|
1,675,390
|
|
53,091
|
|
Leonardo DRS, Inc.
|
2,265,393
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Industrial — continued
|
|
|
43,568
|
|
Lincoln Electric Holdings, Inc.
|
11,567,740
|
|
25,634
|
|
Loar Holdings, Inc.*(a)
|
2,066,357
|
|
17,633
|
|
MasTec, Inc.*
|
7,336,386
|
|
93,317
|
|
Mirion Technologies, Inc.*
|
1,673,174
|
|
14,700
|
|
Mohawk Industries, Inc.*
|
1,783,551
|
|
24,639
|
|
Moog, Inc. Class A
|
10,442,994
|
|
17,400
|
|
Mueller Industries, Inc.
|
2,138,982
|
|
25,929
|
|
Nordson Corp.
|
7,822,520
|
|
43,719
|
|
Novanta, Inc.*(a)
|
7,092,971
|
|
64,000
|
|
O-I Glass, Inc.*
|
616,320
|
|
40,700
|
|
Oshkosh Corp.
|
6,246,636
|
|
52,850
|
|
Owens Corning
|
8,401,036
|
|
19,580
|
|
Packaging Corp. of America
|
4,665,522
|
|
31,960
|
|
Powell Industries, Inc.
|
9,152,066
|
|
19,150
|
|
RBC Bearings, Inc.*
|
12,333,749
|
|
23,910
|
|
Regal Rexnord Corp.
|
5,695,123
|
|
59,680
|
|
Rocket Lab Corp.*
|
6,066,472
|
|
18,100
|
|
Ryder System, Inc.
|
4,774,237
|
|
112,326
|
|
Schneider National, Inc. Class B
|
4,103,269
|
|
31,600
|
|
Scorpio Tankers, Inc.
|
2,188,616
|
|
21,043
|
|
Simpson Manufacturing Co., Inc.
|
4,405,352
|
|
67,100
|
|
Sonoco Products Co.
|
3,781,085
|
|
38,424
|
|
SPX Technologies, Inc.*
|
9,420,412
|
|
103,292
|
|
StandardAero, Inc.*
|
3,089,464
|
|
10,621
|
|
Sterling Infrastructure, Inc.*
|
8,914,843
|
|
32,197
|
|
TD SYNNEX Corp.
|
8,607,546
|
|
69,725
|
|
Textron, Inc.
|
6,395,874
|
|
38,580
|
|
Trimble, Inc.*
|
1,974,524
|
|
32,682
|
|
Trinity Industries, Inc.
|
1,130,144
|
|
22,770
|
|
TTM Technologies, Inc.*
|
4,258,445
|
|
26,473
|
|
UFP Industries, Inc.
|
2,402,160
|
|
153,998
|
|
Vontier Corp.
|
4,465,942
|
|
24,887
|
|
Woodward, Inc.
|
10,587,925
|
|
75,700
|
|
World Kinect Corp.
|
2,493,558
|
|
42,908
|
|
Worthington Enterprises, Inc.
|
2,306,734
|
|
28,520
|
|
XPO, Inc.*
|
5,854,871
|
|
|
|
|
454,845,087
|
|
|
|
Technology — 9.6%
|
|
|
84,555
|
|
Allegro MicroSystems, Inc.*
|
5,886,719
|
|
44,000
|
|
Amdocs Ltd.
|
2,223,760
|
|
11,300
|
|
Amkor Technology, Inc.
|
974,399
|
|
7,176
|
|
Appfolio, Inc. Class A*
|
1,150,672
|
|
7,463
|
|
CACI International, Inc. Class A*
|
3,457,309
|
|
37,400
|
|
Cirrus Logic, Inc.*
|
5,555,022
|
|
18,600
|
|
Consensus Cloud Solutions, Inc.*
|
709,590
|
|
18,172
|
|
Credo Technology Group Holding Ltd.*
|
4,941,875
|
|
23,841
|
|
Descartes Systems Group, Inc.*
|
1,650,751
|
|
13,956
|
|
Diodes, Inc.*
|
1,527,345
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Technology — continued
|
|
|
145,200
|
|
Dropbox, Inc. Class A*
|
3,988,644
|
|
112,570
|
|
Dynatrace, Inc.*
|
4,942,949
|
|
56,675
|
|
Entegris, Inc.
|
10,193,565
|
|
49,951
|
|
Everpure, Inc. Class A*
|
3,935,639
|
|
162,800
|
|
Freshworks, Inc. Class A*
|
1,647,536
|
|
72,200
|
|
Genpact Ltd.
|
1,985,500
|
|
29,213
|
|
Guidewire Software, Inc.*
|
3,594,660
|
|
42,799
|
|
Hinge Health, Inc. Class A*(a)
|
3,552,317
|
|
6,974
|
|
HubSpot, Inc.*
|
1,272,825
|
|
14,772
|
|
Impinj, Inc.*
|
2,115,794
|
|
36,700
|
|
JFrog Ltd.*
|
3,335,296
|
|
43,405
|
|
MACOM Technology Solutions Holdings, Inc.*
|
16,509,960
|
|
14,861
|
|
Manhattan Associates, Inc.*
|
2,069,394
|
|
23,805
|
|
Maximus, Inc.
|
1,279,757
|
|
62,480
|
|
Microchip Technology, Inc.
|
5,698,176
|
|
29,982
|
|
MKS, Inc.
|
13,335,994
|
|
90,200
|
|
NetScout Systems, Inc.*
|
3,928,210
|
|
7,681
|
|
Nova Ltd.*
|
4,170,322
|
|
39,331
|
|
OneSpan, Inc.
|
564,400
|
|
5,980
|
|
Onto Innovation, Inc.*
|
2,263,131
|
|
18,948
|
|
Paycom Software, Inc.
|
2,381,385
|
|
56,700
|
|
Photronics, Inc.*
|
1,844,451
|
|
171,700
|
|
Pitney Bowes, Inc.
|
3,008,184
|
|
77,390
|
|
Planet Labs PBC*(a)
|
2,563,931
|
|
33,155
|
|
Power Integrations, Inc.
|
2,777,063
|
|
79,595
|
|
Procore Technologies, Inc.*
|
3,233,149
|
|
37,800
|
|
Qorvo, Inc.*
|
3,525,606
|
|
21,297
|
|
Rambus, Inc.*
|
2,826,964
|
|
107,230
|
|
Rigetti Computing, Inc.*(a)
|
2,071,684
|
|
61,700
|
|
RingCentral, Inc. Class A
|
2,405,066
|
|
51,550
|
|
Rubrik, Inc. Class A*
|
4,138,434
|
|
315,049
|
|
SailPoint, Inc.*(a)
|
4,612,317
|
|
188,050
|
|
Samsara, Inc. Class A*
|
6,098,461
|
|
38,250
|
|
Science Applications International Corp.
|
4,223,182
|
|
52,590
|
|
Semtech Corp.*
|
8,511,691
|
|
23,219
|
|
ServiceTitan, Inc. Class A*
|
1,641,815
|
|
2,716
|
|
SiTime Corp.*
|
2,024,941
|
|
31,300
|
|
Skyworks Solutions, Inc.
|
2,122,140
|
|
18,108
|
|
Workiva, Inc.*
|
878,419
|
|
191,700
|
|
ZoomInfo Technologies, Inc.*
|
561,681
|
|
|
|
|
179,912,075
|
|
|
|
Utilities — 1.8%
|
|
|
46,841
|
|
IDACORP, Inc.
|
7,087,043
|
|
104,775
|
|
MDU Resources Group, Inc.
|
2,222,278
|
|
24,700
|
|
National Fuel Gas Co.
|
1,907,087
|
|
18,147
|
|
Northwestern Energy Group, Inc.
|
1,299,688
|
|
19,700
|
|
Otter Tail Corp.
|
1,772,606
|
|
82,562
|
|
Portland General Electric Co.
|
4,279,189
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Utilities — continued
|
|
|
32,678
|
|
Southwest Gas Holdings, Inc.
|
2,897,885
|
|
37,025
|
|
Spire, Inc.
|
2,891,282
|
|
9,289
|
|
Talen Energy Corp.*
|
3,569,391
|
|
172,723
|
|
UGI Corp.
|
5,965,852
|
|
|
|
|
33,892,301
|
|
|
|
TOTAL COMMON STOCKS (COST $1,411,072,541)
|
1,799,625,455
|
|
Par Value ($)
|
|
Description
|
Value ($)
|
|
|
|
Short-Term Investment — 0.5%
|
|
|
|
|
Mutual Fund - Securities Lending Collateral — 0.5%
|
|
|
10,610,001
|
|
State Street Navigator Securities Lending Government Money Market Portfolio,
3.66%(b)(c)
|
10,610,001
|
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $10,610,001)
|
10,610,001
|
|
|
|
TOTAL INVESTMENTS — 96.7%
(Cost $1,421,682,542)
|
1,810,235,456
|
|
|
|
Other Assets and Liabilities (net) — 3.3%
|
60,925,942
|
|
|
|
NET ASSETS — 100.0%
|
$1,871,161,398
|
|
|
Notes to Schedule of Investments:
|
|
*
|
Non-income producing security.
|
|
(a)
|
All or a portion of this security is out on loan.
|
|
(b)
|
The rate disclosed is the 7-day net yield as of June 30, 2026.
|
|
(c)
|
Represents an investment of securities lending cash collateral.
|
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
|
Buys
|
|
|
|
|
|
190
|
Russell 2000 E-mini Index
|
Sep 2026
|
$28,933,200
|
$319,075
|
|
66
|
S&P Mid 400 E-mini Index
|
Sep 2026
|
25,641,000
|
331,726
|
|
|
|
|
|
$650,801
|
|
Abbreviations
|
||
|
ADR
|
—
|
American Depository Receipt
|
|
REIT
|
—
|
Real Estate Investment Trust
|
|
Asset Class Summary(Unaudited)
|
% of Net Assets
|
|
Common Stocks
|
96.2
|
|
Futures Contracts
|
0.0*
|
|
Short-Term Investment
|
0.5
|
|
Other Assets and Liabilities (net)
|
3.3
|
|
|
100.0%
|
|
*
|
Amount rounds to zero.
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
COMMON STOCKS — 95.4%
|
|
|
|
|
Argentina — 0.1%
|
|
|
20,908
|
|
Vista Energy SAB de CV, ADR*
|
1,333,930
|
|
|
|
Australia — 0.1%
|
|
|
19,628
|
|
Anglogold Ashanti PLC
|
1,586,064
|
|
|
|
Brazil — 5.1%
|
|
|
81,600
|
|
Allos SA
|
442,372
|
|
1,047,200
|
|
Ambev SA
|
3,295,798
|
|
377,040
|
|
Axia Energia SA
|
3,961,289
|
|
2,736,300
|
|
B3 SA - Brasil Bolsa Balcao
|
7,681,380
|
|
124,700
|
|
Banco Bradesco SA
|
379,934
|
|
609,600
|
|
Banco do Brasil SA
|
2,344,910
|
|
109,400
|
|
BB Seguridade Participacoes SA
|
827,906
|
|
167,700
|
|
Caixa Seguridade Participacoes SA
|
638,601
|
|
69,300
|
|
Cia Paranaense de Energia - Copel
|
201,101
|
|
19,473
|
|
Cia Paranaense de Energia - Copel, ADR(a)
|
226,860
|
|
95,000
|
|
CPFL Energia SA
|
821,897
|
|
743,048
|
|
Dexco SA*
|
713,482
|
|
585,100
|
|
EcoRodovias Infraestrutura e Logistica SA
|
842,163
|
|
225,364
|
|
Itau Unibanco Holding SA, ADR
|
1,841,224
|
|
386,320
|
|
Lojas Renner SA
|
1,101,650
|
|
38,300
|
|
MBRF Global Foods Co. SA
|
133,415
|
|
5,135
|
|
MercadoLibre, Inc.*
|
8,716,098
|
|
2,441,900
|
|
Natura Cosmeticos SA*
|
4,118,623
|
|
141,148
|
|
NU Holdings Ltd. Class A *
|
1,885,737
|
|
161,651
|
|
Pagseguro Digital Ltd. Class A
|
1,462,942
|
|
280,576
|
|
Petroleo Brasileiro SA - Petrobras, Preferred ADR
|
4,107,633
|
|
382,043
|
|
Petroleo Brasileiro SA - Petrobras, Sponsored ADR
|
6,173,815
|
|
63,900
|
|
Porto Seguro SA
|
653,327
|
|
63,400
|
|
PRIO SA*
|
638,783
|
|
927,346
|
|
Raia Drogasil SA
|
3,011,754
|
|
1,134,800
|
|
Sendas Distribuidora SA
|
1,916,199
|
|
5,245
|
|
StoneCo Ltd. Class A
|
56,856
|
|
136,276
|
|
Telefonica Brasil SA, ADR(a)
|
1,793,392
|
|
40,901
|
|
TIM SA, ADR(a)
|
876,099
|
|
204,200
|
|
TOTVS SA
|
1,132,264
|
|
218,500
|
|
Ultrapar Participacoes SA
|
1,100,109
|
|
127,800
|
|
Vale SA
|
1,922,944
|
|
541,611
|
|
Vale SA, ADR
|
8,145,829
|
|
150,800
|
|
Vibra Energia SA
|
870,838
|
|
241,900
|
|
WEG SA
|
2,192,357
|
|
|
|
|
76,229,581
|
|
|
|
Canada — 0.2%
|
|
|
13,480
|
|
Franco-Nevada Corp.
|
2,809,771
|
|
|
|
Chile — 0.6%
|
|
|
8,428
|
|
Banco de Credito e Inversiones SA
|
553,604
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Chile — continued
|
|
|
10,809
|
|
Banco Santander Chile, ADR(a)
|
355,940
|
|
5,577,768
|
|
Enel Chile SA
|
489,970
|
|
118,748
|
|
Falabella SA
|
741,261
|
|
15,213
|
|
Latam Airlines Group SA, ADR(a)
|
886,462
|
|
80,289
|
|
Sociedad Quimica y Minera de Chile SA, ADR
|
5,944,598
|
|
|
|
|
8,971,835
|
|
|
|
China — 19.1%
|
|
|
362,000
|
|
37 Interactive Entertainment Network Technology Group Co. Ltd. Class A
|
1,011,520
|
|
19,201
|
|
Advanced Micro-Fabrication Equipment, Inc. China Class A
|
1,346,597
|
|
399,600
|
|
Agricultural Bank of China Ltd. Class A
|
356,975
|
|
4,404,800
|
|
Agricultural Bank of China Ltd. Class H
|
3,005,254
|
|
72,000
|
|
Airtac International Group
|
3,037,442
|
|
1,369,391
|
|
Alibaba Group Holding Ltd.
|
16,361,674
|
|
61,200
|
|
Aluminum Corp. of China Ltd. Class A
|
74,077
|
|
130,000
|
|
Aluminum Corp. of China Ltd. Class H
|
124,130
|
|
54,933
|
|
Amlogic Shanghai Co. Ltd. Class A
|
838,741
|
|
204,050
|
|
Baidu, Inc. Class A *
|
2,905,963
|
|
189,000
|
|
Bank of Changsha Co. Ltd. Class A
|
242,674
|
|
167,900
|
|
Bank of China Ltd. Class A
|
141,455
|
|
6,953,000
|
|
Bank of China Ltd. Class H
|
4,432,864
|
|
187,600
|
|
Bank of Communications Co. Ltd. Class A
|
177,763
|
|
684,000
|
|
Bank of Communications Co. Ltd. Class H
|
588,639
|
|
1,002,600
|
|
Bank of Jiangsu Co. Ltd. Class A
|
1,592,633
|
|
296,737
|
|
Bank of Shanghai Co. Ltd. Class A
|
379,567
|
|
88,000
|
|
Beijing Enterprises Holdings Ltd.
|
302,301
|
|
1,021,969
|
|
Beijing Oriental Yuhong Waterproof Technology Co. Ltd. Class A
|
1,794,644
|
|
39,540
|
|
Bilibili, Inc. Class Z *(a)
|
671,864
|
|
219,500
|
|
BYD Co. Ltd. Class A
|
2,578,094
|
|
31,900
|
|
BYD Co. Ltd. Class H
|
295,459
|
|
1,789,000
|
|
China CITIC Bank Corp. Ltd. Class H
|
1,518,932
|
|
384,000
|
|
China Communications Services Corp. Ltd. Class H
|
192,241
|
|
94,700
|
|
China Construction Bank Corp. Class A
|
134,268
|
|
7,999,600
|
|
China Construction Bank Corp. Class H
|
8,243,242
|
|
222,500
|
|
China Everbright Bank Co. Ltd. Class A
|
94,819
|
|
612,800
|
|
China International Capital Corp. Ltd. Class H 144A
|
1,648,113
|
|
338,700
|
|
China Jushi Co. Ltd. Class A
|
3,672,408
|
|
869,000
|
|
China Lesso Group Holdings Ltd.
|
396,072
|
|
971,000
|
|
China Life Insurance Co. Ltd. Class H
|
3,322,056
|
|
568,500
|
|
China Merchants Bank Co. Ltd. Class A
|
2,973,951
|
|
346,500
|
|
China Merchants Bank Co. Ltd. Class H
|
1,989,203
|
|
36,400
|
|
China Merchants Securities Co. Ltd. Class A
|
113,560
|
|
163,200
|
|
China Minsheng Banking Corp. Ltd. Class A
|
77,439
|
|
962,000
|
|
China National Building Material Co. Ltd. Class H
|
660,217
|
|
800,300
|
|
China National Chemical Engineering Co. Ltd. Class A
|
869,404
|
|
286,000
|
|
China Oilfield Services Ltd. Class H
|
227,148
|
|
1,496,500
|
|
China Overseas Land & Investment Ltd.
|
2,312,413
|
|
32,500
|
|
China Pacific Insurance Group Co. Ltd. Class A
|
136,559
|
|
129,600
|
|
China Pacific Insurance Group Co. Ltd. Class H
|
445,574
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
China — continued
|
|
|
137,700
|
|
China Petroleum & Chemical Corp. Class A
|
90,017
|
|
459,500
|
|
China Resources Pharmaceutical Group Ltd. 144A
|
248,824
|
|
28,000
|
|
China Shenhua Energy Co. Ltd. Class A
|
160,488
|
|
313,800
|
|
China Taiping Insurance Holdings Co. Ltd.
|
724,559
|
|
9,200
|
|
China Tourism Group Duty Free Corp. Ltd. Class A
|
72,945
|
|
785,000
|
|
Chongqing Rural Commercial Bank Co. Ltd. Class H
|
578,748
|
|
1,374,000
|
|
CITIC Ltd.
|
1,868,392
|
|
61,700
|
|
CITIC Securities Co. Ltd. Class A
|
261,224
|
|
77,900
|
|
CMOC Group Ltd. Class A
|
202,913
|
|
996,000
|
|
CMOC Group Ltd. Class H
|
1,944,907
|
|
38,900
|
|
CNGR Advanced Material Co. Ltd. Class A
|
251,921
|
|
121,279
|
|
Contemporary Amperex Technology Co. Ltd. Class A
|
7,051,152
|
|
61,800
|
|
COSCO SHIPPING Holdings Co. Ltd. Class A
|
120,764
|
|
526,000
|
|
COSCO SHIPPING Holdings Co. Ltd. Class H (a)
|
873,326
|
|
115,300
|
|
CRRC Corp. Ltd. Class A
|
88,515
|
|
1,062,000
|
|
CRRC Corp. Ltd. Class H
|
609,136
|
|
535,252
|
|
DiDi Global, Inc., ADR*(a)
|
1,793,094
|
|
56,736
|
|
Fiberhome Telecommunication Technologies Co. Ltd. Class A *
|
620,040
|
|
33,800
|
|
Ganfeng Lithium Group Co. Ltd. Class H 144A
|
218,005
|
|
8,300
|
|
G-bits Network Technology Xiamen Co. Ltd. Class A
|
439,661
|
|
1,271,000
|
|
Geely Automobile Holdings Ltd.
|
2,740,323
|
|
64,800
|
|
GF Securities Co. Ltd. Class H
|
141,038
|
|
515,500
|
|
Giant Network Group Co. Ltd. Class A
|
2,102,501
|
|
461,500
|
|
Great Wall Motor Co. Ltd. Class H
|
519,803
|
|
300,000
|
|
Guangdong Investment Ltd.
|
297,606
|
|
35,500
|
|
Guotai Haitong Securities Co. Ltd.
|
95,416
|
|
268,900
|
|
H World Group Ltd.
|
1,128,713
|
|
30,000
|
|
Haier Smart Home Co. Ltd. Class A
|
90,427
|
|
1,422,400
|
|
Haier Smart Home Co. Ltd. Class H
|
3,639,988
|
|
23,700
|
|
Hangzhou Chang Chuan Technology Co. Ltd. Class A
|
1,203,640
|
|
336,271
|
|
Hangzhou Robam Appliances Co. Ltd. Class A
|
725,382
|
|
516,000
|
|
Hansoh Pharmaceutical Group Co. Ltd. 144A
|
1,952,952
|
|
35,100
|
|
Hengtong Optic-electric Co. Ltd. Class A
|
571,211
|
|
8,780
|
|
Hesai Group*
|
157,327
|
|
341,291
|
|
Hongfa Technology Co. Ltd. Class A
|
1,740,947
|
|
34,500
|
|
Huatai Securities Co. Ltd. Class A
|
105,134
|
|
182,000
|
|
Huatai Securities Co. Ltd. Class H (a) 144A
|
388,701
|
|
1,332,490
|
|
Huaxia Bank Co. Ltd. Class A
|
1,254,665
|
|
764,300
|
|
Huayu Automotive Systems Co. Ltd. Class A
|
1,747,338
|
|
301,200
|
|
Industrial & Commercial Bank of China Ltd. Class A
|
313,619
|
|
7,134,000
|
|
Industrial & Commercial Bank of China Ltd. Class H
|
5,855,192
|
|
278,500
|
|
Innovent Biologics, Inc.* 144A
|
2,838,645
|
|
253,050
|
|
JD Health International, Inc.* 144A
|
1,065,601
|
|
1,176,100
|
|
JD Logistics, Inc.* 144A
|
1,766,961
|
|
299,550
|
|
JD.com, Inc. Class A
|
3,812,260
|
|
319,000
|
|
Jiangxi Copper Co. Ltd. Class H
|
1,266,779
|
|
121,690
|
|
Kanzhun Ltd., ADR
|
1,566,150
|
|
128,550
|
|
KE Holdings, Inc., ADR(a)
|
1,867,831
|
|
142,800
|
|
KE Holdings, Inc. Class A
|
688,200
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
China — continued
|
|
|
403,100
|
|
Kuaishou Technology 144A
|
2,154,098
|
|
284,000
|
|
Kunlun Energy Co. Ltd.
|
232,922
|
|
85,300
|
|
Legend Holdings Corp. Class H 144A
|
155,754
|
|
1,132,000
|
|
Lenovo Group Ltd.
|
3,382,139
|
|
960,500
|
|
Li Ning Co. Ltd.
|
1,811,042
|
|
1,454,000
|
|
Lonking Holdings Ltd.
|
482,941
|
|
98,971
|
|
Luckin Coffee, Inc., ADR*(a)
|
2,738,528
|
|
446,950
|
|
Meituan Class B * 144A
|
3,942,347
|
|
718,550
|
|
Midea Group Co. Ltd. Class A
|
7,994,410
|
|
32,200
|
|
Midea Group Co. Ltd. Class H (a)
|
340,032
|
|
832,000
|
|
MMG Ltd.*(a)
|
742,812
|
|
55,864
|
|
Montage Technology Co. Ltd. Class A
|
2,620,816
|
|
179,600
|
|
NetEase, Inc.
|
4,623,293
|
|
365,800
|
|
New China Life Insurance Co. Ltd. Class H
|
2,157,159
|
|
314,700
|
|
New Oriental Education & Technology Group, Inc.
|
1,444,691
|
|
207,000
|
|
Ningxia Baofeng Energy Group Co. Ltd. Class A
|
612,833
|
|
353,120
|
|
NIO, Inc. Class A *
|
1,791,818
|
|
215,200
|
|
Nongfu Spring Co. Ltd. Class H 144A
|
1,092,436
|
|
40,238
|
|
PDD Holdings, Inc., ADR*
|
3,069,355
|
|
2,666,000
|
|
People's Insurance Co. Group of China Ltd. Class H
|
1,599,931
|
|
91,700
|
|
PetroChina Co. Ltd. Class A
|
116,121
|
|
428,000
|
|
PetroChina Co. Ltd. Class H
|
460,866
|
|
51,732
|
|
Ping An Insurance Group Co. of China Ltd. Class A
|
364,795
|
|
1,529,500
|
|
Ping An Insurance Group Co. of China Ltd. Class H (a)
|
10,003,212
|
|
8,358
|
|
Piotech, Inc. Class A (b)
|
1,024,826
|
|
14,500
|
|
Pony AI, Inc. Class A *
|
101,071
|
|
138,300
|
|
Postal Savings Bank of China Co. Ltd. Class A
|
100,469
|
|
106,600
|
|
Qinghai Salt Lake Industry Co. Ltd. Class A *
|
475,605
|
|
154,900
|
|
Rongsheng Petrochemical Co. Ltd. Class A
|
245,400
|
|
16,700
|
|
Shandong Gold Mining Co. Ltd. Class A
|
56,946
|
|
634,000
|
|
Shanghai Construction Group Co. Ltd. Class A
|
207,837
|
|
224,500
|
|
Shanghai Putailai New Energy Technology Group Co. Ltd.
|
960,264
|
|
60,200
|
|
Shanjin International Gold Co. Ltd. Class A
|
150,800
|
|
96,800
|
|
Shenzhen Mindray Bio-Medical Electronics Co. Ltd. Class A
|
1,940,752
|
|
618,100
|
|
Shenzhou International Group Holdings Ltd.
|
3,113,530
|
|
403,000
|
|
Silergy Corp.
|
7,740,313
|
|
1,836,000
|
|
Sino Biopharmaceutical Ltd.
|
1,035,441
|
|
212,000
|
|
Sinoma International Engineering Co. Class A
|
223,636
|
|
97,500
|
|
Sinoma Science & Technology Co. Ltd. Class A
|
1,304,978
|
|
272,000
|
|
Sinotruk Hong Kong Ltd.
|
1,341,563
|
|
237,900
|
|
Sunny Optical Technology Group Co. Ltd.
|
1,859,197
|
|
174,542
|
|
TAL Education Group, ADR*
|
1,670,367
|
|
822,900
|
|
Tencent Holdings Ltd.
|
45,354,001
|
|
226,000
|
|
Tianneng Power International Ltd.(a)
|
136,665
|
|
888,400
|
|
Tongcheng Travel Holdings Ltd.(c)
|
1,361,703
|
|
204,000
|
|
TravelSky Technology Ltd. Class H *
|
211,055
|
|
23,600
|
|
Trip.com Group Ltd.*
|
937,408
|
|
1,113,000
|
|
Uni-President China Holdings Ltd.(a)
|
959,292
|
|
101,365
|
|
Vipshop Holdings Ltd., ADR
|
1,344,100
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
China — continued
|
|
|
31,300
|
|
Weichai Power Co. Ltd. Class A
|
126,965
|
|
677,000
|
|
Weichai Power Co. Ltd. Class H
|
2,974,371
|
|
999,800
|
|
Wilmar International Ltd.
|
2,800,565
|
|
11,600
|
|
WuXi AppTec Co. Ltd. Class A
|
213,546
|
|
77,800
|
|
WuXi AppTec Co. Ltd. Class H 144A
|
1,529,919
|
|
62,200
|
|
XD, Inc.*(a)(c)
|
354,449
|
|
493,000
|
|
Xiaomi Corp. Class B * 144A
|
1,367,224
|
|
1,044,549
|
|
Yifeng Pharmacy Chain Co. Ltd. Class A
|
2,769,863
|
|
531,400
|
|
YTO Express Group Co. Ltd. Class A
|
1,236,453
|
|
42,250
|
|
Yum China Holdings, Inc.
|
1,720,296
|
|
170,301
|
|
Yunnan Aluminium Co. Ltd. Class A
|
554,821
|
|
68,900
|
|
Yunnan Baiyao Group Co. Ltd. Class A
|
480,987
|
|
81,800
|
|
Zhejiang Chint Electrics Co. Ltd. Class A
|
303,088
|
|
590,500
|
|
Zhejiang Dahua Technology Co. Ltd. Class A
|
1,440,035
|
|
508,000
|
|
Zhejiang Expressway Co. Ltd. Class H
|
384,451
|
|
160,800
|
|
Zhejiang Leapmotor Technology Co. Ltd. Class H *(a) 144A
|
709,177
|
|
141,200
|
|
Zhejiang Longsheng Group Co. Ltd. Class A
|
252,674
|
|
238,700
|
|
Zhejiang NHU Co. Ltd. Class A
|
999,760
|
|
5,800
|
|
Zhongji Innolight Co. Ltd. Class A
|
1,096,851
|
|
1,957,500
|
|
Zhongsheng Group Holdings Ltd.*
|
1,211,969
|
|
297,500
|
|
Zhuzhou CRRC Times Electric Co. Ltd. Class H
|
1,526,349
|
|
99,100
|
|
Zijin Mining Group Co. Ltd. Class A
|
367,978
|
|
194,000
|
|
Zijin Mining Group Co. Ltd. Class H
|
682,477
|
|
18,500
|
|
ZTE Corp. Class A *
|
99,259
|
|
153,400
|
|
ZTO Express Cayman, Inc.
|
3,390,828
|
|
14,104
|
|
ZTO Express Cayman, Inc., ADR(a)
|
315,648
|
|
|
|
|
287,852,503
|
|
|
|
Colombia — 0.1%
|
|
|
20,438
|
|
Grupo Cibest SA
|
462,343
|
|
8,613
|
|
Grupo Cibest SA, ADR
|
684,130
|
|
33,752
|
|
Interconexion Electrica SA ESP
|
288,771
|
|
|
|
|
1,435,244
|
|
|
|
Czech Republic — 0.1%
|
|
|
10,002
|
|
CEZ AS
|
585,265
|
|
5,901
|
|
Komercni Banka AS
|
270,499
|
|
20,057
|
|
Moneta Money Bank AS 144A
|
175,988
|
|
|
|
|
1,031,752
|
|
|
|
Greece — 0.2%
|
|
|
225,107
|
|
Eurobank SA
|
1,076,372
|
|
65,695
|
|
Jumbo SA
|
1,687,703
|
|
17,171
|
|
National Bank of Greece SA
|
297,112
|
|
58,184
|
|
Piraeus Bank SA*
|
606,615
|
|
|
|
|
3,667,802
|
|
|
|
Hong Kong — 0.3%
|
|
|
4,000
|
|
Orient Overseas International Ltd.(a)
|
62,369
|
|
3,108,500
|
|
WH Group Ltd. 144A
|
3,295,720
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Hong Kong — continued
|
|
|
53,400
|
|
Zijin Gold International Co. Ltd.
|
605,556
|
|
|
|
|
3,963,645
|
|
|
|
Hungary — 0.4%
|
|
|
32,435
|
|
MOL Hungarian Oil & Gas PLC*
|
385,427
|
|
25,498
|
|
OTP Bank Nyrt
|
3,768,420
|
|
63,983
|
|
Richter Gedeon Nyrt
|
2,477,643
|
|
|
|
|
6,631,490
|
|
|
|
India — 9.4%
|
|
|
22,209
|
|
Ajanta Pharma Ltd.
|
807,592
|
|
15,817
|
|
Alkem Laboratories Ltd.
|
939,793
|
|
17,237
|
|
APL Apollo Tubes Ltd.
|
328,659
|
|
11,383
|
|
Apollo Hospitals Enterprise Ltd.
|
1,041,942
|
|
899,317
|
|
Ashok Leyland Ltd.
|
1,516,533
|
|
68,535
|
|
Asian Paints Ltd.
|
1,917,437
|
|
20,899
|
|
AU Small Finance Bank Ltd. 144A
|
230,507
|
|
44,953
|
|
Aurobindo Pharma Ltd.
|
747,929
|
|
60,292
|
|
Axis Bank Ltd.
|
866,601
|
|
18,172
|
|
Bajaj Auto Ltd.
|
1,873,564
|
|
30,693
|
|
Bajaj Finserv Ltd.
|
576,913
|
|
763,215
|
|
Bank of Baroda
|
2,222,859
|
|
758,473
|
|
Bharat Petroleum Corp. Ltd.
|
2,447,387
|
|
74,783
|
|
Bharti Airtel Ltd.
|
1,467,954
|
|
397
|
|
Bosch Ltd.
|
168,832
|
|
14,200
|
|
BSE Ltd.*
|
585,957
|
|
1,180,323
|
|
Canara Bank
|
1,577,107
|
|
379,279
|
|
Cipla Ltd.
|
5,898,639
|
|
55,657
|
|
Coal India Ltd.
|
259,220
|
|
36,149
|
|
Cummins India Ltd.
|
2,185,252
|
|
179,820
|
|
Dr. Reddy's Laboratories Ltd., ADR(a)
|
2,605,592
|
|
31,701
|
|
Eicher Motors Ltd.
|
2,390,247
|
|
8,940
|
|
GE Vernova T&D India Ltd.
|
473,519
|
|
6,000
|
|
GlaxoSmithKline Pharmaceuticals Ltd.
|
155,490
|
|
29,205
|
|
Glenmark Pharmaceuticals Ltd.
|
684,940
|
|
20,767
|
|
Grasim Industries Ltd.
|
682,929
|
|
94,546
|
|
Great Eastern Shipping Co. Ltd.
|
1,481,679
|
|
154,785
|
|
HCL Technologies Ltd.
|
1,759,690
|
|
9,900
|
|
HDFC Asset Management Co. Ltd. 144A
|
279,420
|
|
1,909,896
|
|
HDFC Bank Ltd.
|
16,206,163
|
|
23,184
|
|
HDFC Bank Ltd., ADR
|
598,843
|
|
106,287
|
|
HDFC Life Insurance Co. Ltd. 144A
|
646,957
|
|
41,198
|
|
Hero MotoCorp Ltd.
|
2,100,215
|
|
271,755
|
|
Hindalco Industries Ltd.
|
2,773,322
|
|
27,740
|
|
Hindustan Aeronautics Ltd.(c)
|
1,287,778
|
|
534,444
|
|
Hindustan Petroleum Corp. Ltd.
|
2,236,185
|
|
12,054
|
|
Hindustan Unilever Ltd.
|
270,874
|
|
481
|
|
Hitachi Energy India Ltd.
|
179,413
|
|
196,697
|
|
ICICI Bank Ltd.
|
2,874,458
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
India — continued
|
|
|
98,928
|
|
ICICI Bank Ltd., ADR
|
2,871,880
|
|
1,566,266
|
|
Indian Oil Corp. Ltd.
|
2,312,750
|
|
812,302
|
|
Indraprastha Gas Ltd.
|
1,425,238
|
|
218,196
|
|
Infosys Ltd.
|
2,318,973
|
|
376,856
|
|
Infosys Ltd., ADR(a)
|
3,953,219
|
|
13,137
|
|
Jindal Stainless Ltd.
|
96,892
|
|
94,589
|
|
Kfin Technologies Ltd.
|
879,967
|
|
595,267
|
|
Kotak Mahindra Bank Ltd.
|
2,497,202
|
|
2,248
|
|
Larsen & Toubro Ltd.
|
99,031
|
|
10,251
|
|
Laurus Labs Ltd. 144A
|
165,396
|
|
126,310
|
|
LIC Housing Finance Ltd.
|
760,362
|
|
2,426
|
|
LTM Ltd. 144A
|
91,287
|
|
95,210
|
|
Lupin Ltd.
|
2,439,422
|
|
31,191
|
|
Mahindra & Mahindra Financial Services Ltd.
|
105,040
|
|
59,723
|
|
Mahindra & Mahindra Ltd.
|
1,958,265
|
|
22,635
|
|
MakeMyTrip Ltd.*(a)
|
1,206,219
|
|
218,377
|
|
Marico Ltd.
|
1,939,110
|
|
61
|
|
MRF Ltd.
|
82,287
|
|
47,444
|
|
Muthoot Finance Ltd.
|
1,512,558
|
|
15,625
|
|
Natco Pharma Ltd.
|
154,668
|
|
272,959
|
|
National Aluminium Co. Ltd.
|
986,303
|
|
156,754
|
|
Nestle India Ltd.
|
2,353,768
|
|
1,742,604
|
|
NMDC Ltd.
|
1,578,849
|
|
231,123
|
|
Oil & Natural Gas Corp. Ltd.
|
573,826
|
|
1,827
|
|
Oracle Financial Services Software Ltd.
|
208,339
|
|
95,707
|
|
PB Fintech Ltd.*
|
1,662,575
|
|
369,868
|
|
Petronet LNG Ltd.
|
1,102,428
|
|
57,896
|
|
Pidilite Industries Ltd.
|
976,992
|
|
14,096
|
|
Polycab India Ltd.
|
1,488,779
|
|
114,502
|
|
Power Finance Corp. Ltd.
|
517,682
|
|
603,697
|
|
Power Grid Corp. of India Ltd.
|
1,836,960
|
|
1,348,083
|
|
Punjab National Bank
|
1,526,298
|
|
7,340
|
|
Radico Khaitan Ltd.
|
306,714
|
|
122,738
|
|
REC Ltd.
|
474,093
|
|
525,198
|
|
Reliance Industries Ltd.
|
7,231,994
|
|
343,564
|
|
Samvardhana Motherson International Ltd.
|
545,200
|
|
52,991
|
|
Shriram Finance Ltd.
|
592,558
|
|
6,789
|
|
Siemens Energy India Ltd.
|
267,223
|
|
7,313
|
|
Solar Industries India Ltd.
|
1,446,031
|
|
90,697
|
|
Sun Pharmaceutical Industries Ltd.
|
1,791,087
|
|
16,721
|
|
Sun TV Network Ltd.
|
91,783
|
|
125,724
|
|
Tata Consultancy Services Ltd.
|
2,713,143
|
|
154,420
|
|
Tata Motors Ltd./new
|
697,764
|
|
393,482
|
|
Tata Motors Passenger Vehicles Ltd.
|
1,475,537
|
|
204,529
|
|
Tata Steel Ltd.
|
409,912
|
|
91,398
|
|
Tech Mahindra Ltd.
|
1,361,596
|
|
3,234
|
|
Titan Co. Ltd.
|
151,685
|
|
22,708
|
|
Torrent Pharmaceuticals Ltd.
|
1,118,238
|
|
13,572
|
|
TVS Motor Co. Ltd.
|
501,830
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
India — continued
|
|
|
1,152,120
|
|
Union Bank of India Ltd.
|
2,118,892
|
|
674,741
|
|
UPL Ltd.
|
4,099,434
|
|
104,869
|
|
Vedanta Aluminium Metal Ltd.*
|
499,425
|
|
104,869
|
|
Vedanta Iron & Steel Ltd.*
|
39,506
|
|
104,869
|
|
Vedanta Ltd.
|
313,819
|
|
104,869
|
|
Vedanta Oil & Gas Ltd.*
|
35,784
|
|
104,869
|
|
Vedanta Power Ltd.*
|
44,724
|
|
10,194
|
|
WAAREE Energies Ltd.
|
320,435
|
|
933,104
|
|
Wipro Ltd.
|
1,691,493
|
|
3,998,823
|
|
Yes Bank Ltd.*
|
1,027,651
|
|
149,106
|
|
Zydus Lifesciences Ltd.
|
1,763,483
|
|
|
|
|
142,161,990
|
|
|
|
Indonesia — 0.8%
|
|
|
3,002,700
|
|
Astra International Tbk. PT
|
759,034
|
|
11,010,100
|
|
Bank Central Asia Tbk. PT
|
3,428,870
|
|
10,671,100
|
|
Bank Mandiri Persero Tbk. PT
|
2,304,873
|
|
411,100
|
|
Bank Negara Indonesia Persero Tbk. PT
|
72,970
|
|
26,958,600
|
|
Bank Rakyat Indonesia Persero Tbk. PT
|
4,133,306
|
|
4,505,500
|
|
Perusahaan Gas Negara Persero Tbk. PT
|
345,107
|
|
847,800
|
|
United Tractors Tbk. PT
|
1,092,322
|
|
|
|
|
12,136,482
|
|
|
|
Italy — 0.2%
|
|
|
35,765
|
|
Coca-Cola HBC AG Class DI
|
2,335,964
|
|
|
|
Japan — 0.1%
|
|
|
87,300
|
|
Nexon Co. Ltd.(a)
|
1,161,761
|
|
|
|
Kazakhstan — 0.3%
|
|
|
49,401
|
|
Kaspi.KZ JSC, ADR
|
4,280,103
|
|
|
|
Kuwait — 0.3%
|
|
|
1,583,413
|
|
Kuwait Finance House KSCP
|
3,922,275
|
|
150,732
|
|
Mobile Telecommunications Co. KSCP
|
296,391
|
|
400,685
|
|
National Bank of Kuwait SAKP
|
1,043,867
|
|
|
|
|
5,262,533
|
|
|
|
Luxembourg — 0.0%
|
|
|
7,658
|
|
Reinet Investments SCA
|
211,789
|
|
|
|
Macau — 0.2%
|
|
|
802,000
|
|
Galaxy Entertainment Group Ltd.
|
3,020,352
|
|
|
|
Malaysia — 0.7%
|
|
|
1,134,500
|
|
AMMB Holdings Bhd.
|
1,776,558
|
|
32,900
|
|
Hong Leong Bank Bhd.
|
173,105
|
|
25,900
|
|
Kuala Lumpur Kepong Bhd.
|
134,572
|
|
658,600
|
|
Malayan Banking Bhd.
|
1,744,674
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Malaysia — continued
|
|
|
273,700
|
|
MISC Bhd.
|
523,377
|
|
93,800
|
|
Petronas Dagangan Bhd.
|
435,593
|
|
729,200
|
|
Press Metal Aluminium Holdings Bhd.
|
1,373,391
|
|
981,700
|
|
RHB Bank Bhd.
|
1,999,330
|
|
1,318,900
|
|
SD Guthrie Bhd.
|
1,934,006
|
|
1,023,400
|
|
Sime Darby Bhd.
|
539,843
|
|
|
|
|
10,634,449
|
|
|
|
Mexico — 2.5%
|
|
|
78,776
|
|
America Movil SAB de CV, ADR
|
2,047,388
|
|
187,380
|
|
Arca Continental SAB de CV(a)
|
2,242,501
|
|
226,944
|
|
Cemex SAB de CV, ADR
|
2,723,328
|
|
30,542
|
|
Coca-Cola Femsa SAB de CV, ADR
|
3,245,088
|
|
309,671
|
|
Credito Real SAB de CV SOFOM ER*(b)(d)
|
—
|
|
88,379
|
|
Fomento Economico Mexicano SAB de CV, ADR
|
11,303,674
|
|
565,768
|
|
Grupo Financiero Banorte SAB de CV Class O
|
5,996,437
|
|
215,200
|
|
Grupo Mexico SAB de CV(a)
|
2,433,812
|
|
26,800
|
|
Industrias Penoles SAB de CV
|
1,170,680
|
|
56,330
|
|
Promotora y Operadora de Infraestructura SAB de CV
|
895,445
|
|
668,000
|
|
Sigma Foods SAB de CV(a)
|
613,572
|
|
6,500
|
|
Southern Copper Corp.
|
1,132,690
|
|
162,906
|
|
Unifin Financiera SAB de CV*(b)(d)
|
—
|
|
1,072,557
|
|
Wal-Mart de Mexico SAB de CV(a)
|
3,146,392
|
|
|
|
|
36,951,007
|
|
|
|
Netherlands — 0.2%
|
|
|
43,806
|
|
Heineken Holding NV
|
3,343,956
|
|
|
|
Panama — 0.3%
|
|
|
29,281
|
|
Copa Holdings SA Class A
|
4,555,245
|
|
|
|
Peru — 0.9%
|
|
|
13,393
|
|
Cia de Minas Buenaventura SAA, ADR
|
392,281
|
|
32,096
|
|
Credicorp Ltd.
|
12,503,960
|
|
|
|
|
12,896,241
|
|
|
|
Philippines — 0.2%
|
|
|
19,640
|
|
Ayala Corp.
|
134,309
|
|
29,090
|
|
GT Capital Holdings, Inc.
|
230,509
|
|
122,040
|
|
International Container Terminal Services, Inc.
|
1,781,714
|
|
784,860
|
|
Metropolitan Bank & Trust Co.
|
833,431
|
|
|
|
|
2,979,963
|
|
|
|
Poland — 0.7%
|
|
|
216,407
|
|
Allegro.eu SA* 144A
|
2,178,950
|
|
13,930
|
|
Asseco Poland SA
|
621,207
|
|
26,283
|
|
KGHM Polska Miedz SA
|
2,321,924
|
|
27
|
|
LPP SA
|
131,395
|
|
203,536
|
|
Orange Polska SA
|
775,458
|
|
15,285
|
|
Powszechna Kasa Oszczednosci Bank Polski SA
|
419,766
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Poland — continued
|
|
|
148,142
|
|
Powszechny Zaklad Ubezpieczen SA
|
2,588,116
|
|
42,516
|
|
Tauron Polska Energia SA
|
103,124
|
|
9,262
|
|
XTB SA 144A
|
263,636
|
|
75,965
|
|
Zabka Group SA*
|
549,975
|
|
|
|
|
9,953,551
|
|
|
|
Portugal — 0.2%
|
|
|
141,089
|
|
Jeronimo Martins SGPS SA
|
2,704,169
|
|
|
|
Qatar — 0.4%
|
|
|
49,867
|
|
Industries Qatar QSC
|
151,098
|
|
366,325
|
|
Ooredoo QPSC
|
1,334,443
|
|
41,715
|
|
Qatar International Islamic Bank QSC
|
127,317
|
|
233,868
|
|
Qatar Islamic Bank QPSC
|
1,406,910
|
|
539,798
|
|
Qatar National Bank QPSC
|
2,557,887
|
|
52,585
|
|
Qatar Navigation QSC
|
147,283
|
|
|
|
|
5,724,938
|
|
|
|
Russia — 0.0%
|
|
|
214,920
|
|
Evraz PLC*(b)(d)(e)
|
—
|
|
7,610
|
|
Gazprom Neft PJSC*(b)(d)(e)
|
—
|
|
1,043,282
|
|
Gazprom PJSC*(b)(d)(e)
|
—
|
|
99,121
|
|
Globaltrans Investment PLC, GDR*(b)(c)(d)(e)
|
—
|
|
1,645,900
|
|
GMK Norilskiy Nickel PAO*(b)(d)(e)
|
—
|
|
5,000
|
|
HeadHunter Group PLC, ADR*(b)(d)(e)
|
—
|
|
44,258
|
|
LSR Group PJSC*(b)(d)(e)
|
—
|
|
136,755
|
|
LUKOIL PJSC*(b)(d)(e)
|
—
|
|
8,543
|
|
Magnit PJSC*(b)(d)(e)
|
—
|
|
984,659
|
|
Magnitogorsk Iron & Steel Works PJSC*(b)(d)(e)
|
—
|
|
9
|
|
MMC Norilsk Nickel PJSC, ADR*(b)(d)(e)
|
—
|
|
154,250
|
|
Novatek PJSC*(b)(d)(e)
|
—
|
|
1,715,500
|
|
Novolipetsk Steel PJSC*(b)(d)(e)
|
—
|
|
5,323
|
|
PhosAgro PJSC*(b)(d)(e)(f)
|
—
|
|
103
|
|
PhosAgro PJSC*(b)(d)(e)(f)
|
—
|
|
2
|
|
PhosAgro PJSC, GDR*(b)(c)(d)(e)
|
—
|
|
250,620
|
|
Polyus PJSC*(b)(d)(e)
|
—
|
|
1
|
|
Polyus PJSC, GDR*(b)(c)(d)(e)
|
—
|
|
4,954
|
|
Ros Agro PLC, GDR*(b)(c)(d)(e)
|
—
|
|
5,496,180
|
|
Sberbank of Russia PJSC*(b)(d)(e)
|
—
|
|
105,511
|
|
Severstal PAO, GDR*(b)(c)(d)(e)
|
—
|
|
25,625,090
|
|
Surgutneftegas PAO*(b)(d)(e)
|
—
|
|
598,704
|
|
Tatneft PJSC*(b)(d)(e)
|
—
|
|
16,391
|
|
TCS Group Holding PLC, GDR*(b)(d)(e)
|
—
|
|
8,773
|
|
T-Tekhnologii MKPAO, GDR*(b)(c)(d)(e)
|
—
|
|
47,122
|
|
X5 Retail Group NV, GDR*(b)(c)(d)(e)
|
—
|
|
|
|
|
0
|
|
|
|
Saudi Arabia — 1.5%
|
|
|
92,445
|
|
Al Rajhi Bank
|
1,622,929
|
|
274,566
|
|
Arab National Bank
|
1,516,328
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Saudi Arabia — continued
|
|
|
61,872
|
|
Bank Al-Jazira
|
191,415
|
|
436,140
|
|
Banque Saudi Fransi
|
2,252,631
|
|
65,011
|
|
Etihad Etisalat Co.
|
1,046,587
|
|
46,524
|
|
Jarir Marketing Co.
|
207,555
|
|
161,113
|
|
Mobile Telecommunications Co. Saudi Arabia*
|
453,796
|
|
7,747
|
|
Mouwasat Medical Services Co.
|
131,544
|
|
362,353
|
|
Riyad Bank
|
1,921,545
|
|
66,735
|
|
SABIC Agri-Nutrients Co.
|
2,199,121
|
|
494,196
|
|
Saudi Arabian Oil Co. 144A
|
3,431,916
|
|
262,376
|
|
Saudi Awwal Bank
|
2,259,890
|
|
52,557
|
|
Saudi Basic Industries Corp.
|
721,216
|
|
132,158
|
|
Saudi Energy Co.
|
626,298
|
|
211,564
|
|
Saudi Investment Bank
|
755,647
|
|
341,962
|
|
Saudi National Bank
|
3,521,315
|
|
38,690
|
|
Savola Group
|
294,771
|
|
30,716
|
|
Yanbu National Petrochemical Co.
|
240,174
|
|
|
|
|
23,394,678
|
|
|
|
Singapore — 0.2%
|
|
|
28,650
|
|
Sea Ltd., ADR*
|
2,745,530
|
|
|
|
South Africa — 2.3%
|
|
|
59,615
|
|
AVI Ltd.
|
365,418
|
|
110,504
|
|
Bid Corp. Ltd.
|
3,013,220
|
|
5,371
|
|
Capitec Bank Holdings Ltd.
|
1,555,284
|
|
23,353
|
|
Discovery Ltd.
|
377,042
|
|
32,407
|
|
Exxaro Resources Ltd.
|
400,529
|
|
92,856
|
|
Gold Fields Ltd., ADR
|
3,119,033
|
|
27,655
|
|
Impala Platinum Holdings Ltd.
|
289,061
|
|
150,231
|
|
Investec Ltd.
|
1,182,190
|
|
48,766
|
|
Kumba Iron Ore Ltd.
|
866,113
|
|
688,077
|
|
Momentum Group Ltd.
|
1,709,678
|
|
282,494
|
|
MTN Group Ltd.
|
3,929,683
|
|
56,957
|
|
Naspers Ltd. Class N
|
2,855,076
|
|
657,277
|
|
Old Mutual Ltd.
|
537,622
|
|
50,935
|
|
OUTsurance Group Ltd.
|
244,239
|
|
1,116,952
|
|
Redefine Properties Ltd., REIT
|
435,809
|
|
200,697
|
|
Sanlam Ltd.
|
1,082,526
|
|
56,846
|
|
Sasol Ltd.*
|
561,709
|
|
204,188
|
|
Shoprite Holdings Ltd.
|
3,673,672
|
|
498,321
|
|
Sibanye Stillwater Ltd.
|
1,055,402
|
|
256,999
|
|
Standard Bank Group Ltd.
|
5,060,250
|
|
6,811
|
|
Tiger Brands Ltd.(a)
|
123,274
|
|
16,191
|
|
Valterra Platinum Ltd.
|
1,084,953
|
|
100,088
|
|
Vodacom Group Ltd.
|
926,264
|
|
|
|
|
34,448,047
|
|
|
|
South Korea — 20.4%
|
|
|
35,974
|
|
Coupang, Inc.*
|
624,868
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
South Korea — continued
|
|
|
2,122
|
|
DB Insurance Co. Ltd.
|
183,939
|
|
81,907
|
|
Doosan Bobcat, Inc.
|
3,286,015
|
|
526
|
|
Doosan Co. Ltd.
|
511,649
|
|
3,717
|
|
Ecopro BM Co. Ltd.
|
344,250
|
|
4,660
|
|
GS Holdings Corp.
|
199,008
|
|
45,166
|
|
Hana Financial Group, Inc.
|
3,347,674
|
|
83,851
|
|
Hankook Tire & Technology Co. Ltd.
|
3,363,212
|
|
919
|
|
Hanwha Aerospace Co. Ltd.
|
591,953
|
|
13,714
|
|
Hanwha Engine*
|
453,515
|
|
850
|
|
Hanwha Ocean Co. Ltd.*
|
55,280
|
|
5,628
|
|
Hanwha Systems Co. Ltd.
|
264,352
|
|
11,803
|
|
HD Hyundai Co. Ltd.
|
1,525,130
|
|
4,102
|
|
HD Hyundai Electric Co. Ltd.
|
2,600,383
|
|
2,027
|
|
HD Hyundai Heavy Industries Co. Ltd.
|
778,927
|
|
2,917
|
|
HD Korea Shipbuilding & Offshore Engineering Co. Ltd.
|
662,073
|
|
422
|
|
Hyosung Heavy Industries Corp.
|
946,929
|
|
16,245
|
|
Hyundai Glovis Co. Ltd.
|
1,930,048
|
|
10,338
|
|
Hyundai Mobis Co. Ltd.
|
3,362,883
|
|
3,467
|
|
Hyundai Motor Co.
|
1,116,309
|
|
46,708
|
|
Industrial Bank of Korea
|
601,693
|
|
7,835
|
|
JB Financial Group Co. Ltd.
|
125,786
|
|
64,511
|
|
KB Financial Group, Inc.
|
6,633,890
|
|
54,233
|
|
Kia Corp.
|
4,855,763
|
|
34,351
|
|
Korea Electric Power Corp.
|
819,451
|
|
4,081
|
|
Korea Investment Holdings Co. Ltd.
|
589,624
|
|
2,232
|
|
Krafton, Inc.
|
340,832
|
|
121,653
|
|
KT Corp., ADR
|
2,102,164
|
|
7,103
|
|
LEENO Industrial, Inc.
|
388,686
|
|
3,764
|
|
LG Chem Ltd.
|
683,775
|
|
7,481
|
|
LG Corp.
|
471,678
|
|
73,856
|
|
LG Display Co. Ltd.*
|
559,475
|
|
19,261
|
|
LG Electronics, Inc.
|
2,565,997
|
|
1,874
|
|
LG Innotek Co. Ltd.
|
1,208,797
|
|
179,896
|
|
LG Uplus Corp.
|
1,629,155
|
|
1,788
|
|
LOTTE Fine Chemical Co. Ltd.
|
50,804
|
|
2,360
|
|
LS Electric Co. Ltd.
|
366,295
|
|
24,756
|
|
Netmarble Corp. 144A
|
599,144
|
|
84,482
|
|
NH Investment & Securities Co. Ltd. Class C
|
1,614,416
|
|
4,108
|
|
Posco International Corp.
|
130,113
|
|
8,975
|
|
Samsung C&T Corp.
|
2,745,963
|
|
10,431
|
|
Samsung E&A Co. Ltd.
|
322,945
|
|
4,375
|
|
Samsung Electro-Mechanics Co. Ltd.
|
6,325,289
|
|
528,820
|
|
Samsung Electronics Co. Ltd.
|
115,609,066
|
|
560
|
|
Samsung Episholdings Co. Ltd.*
|
156,536
|
|
22,878
|
|
Samsung Heavy Industries Co. Ltd.*
|
345,794
|
|
89,041
|
|
Shinhan Financial Group Co. Ltd.
|
5,517,236
|
|
53,885
|
|
SK Hynix, Inc.
|
95,070,134
|
|
22,205
|
|
SK Square Co. Ltd.
|
24,732,115
|
|
2,790
|
|
SK, Inc.
|
1,521,520
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
South Korea — continued
|
|
|
1,702
|
|
S-Oil Corp.
|
115,804
|
|
118,341
|
|
Woori Financial Group, Inc.
|
2,220,634
|
|
|
|
|
307,168,971
|
|
|
|
Taiwan — 23.3%
|
|
|
52,000
|
|
Accton Technology Corp.
|
4,111,744
|
|
221,792
|
|
Advantech Co. Ltd.
|
3,467,724
|
|
6,000
|
|
All Ring Tech Co. Ltd.
|
190,675
|
|
64,000
|
|
Ardentec Corp.
|
449,994
|
|
354,000
|
|
ASE Technology Holding Co. Ltd.
|
7,644,478
|
|
28,000
|
|
Asia Vital Components Co. Ltd.
|
2,245,436
|
|
6,000
|
|
ASPEED Technology, Inc.
|
3,137,218
|
|
87,000
|
|
Asustek Computer, Inc.*
|
1,921,245
|
|
482,000
|
|
Cathay Financial Holding Co. Ltd.
|
1,498,033
|
|
644,000
|
|
Chang Hwa Commercial Bank Ltd.
|
486,128
|
|
147,000
|
|
Chroma ATE, Inc.
|
10,087,501
|
|
1,000
|
|
Chunghwa Precision Test Tech Co. Ltd.
|
97,018
|
|
3,502,000
|
|
Compal Electronics, Inc.
|
3,944,803
|
|
804,000
|
|
CTBC Financial Holding Co. Ltd.
|
1,799,094
|
|
171,000
|
|
Delta Electronics, Inc.
|
10,584,003
|
|
1,254,123
|
|
E.Sun Financial Holding Co. Ltd.
|
1,359,685
|
|
176,000
|
|
Elan Microelectronics Corp.
|
1,050,030
|
|
16,000
|
|
Elite Material Co. Ltd.
|
2,738,047
|
|
1,787,000
|
|
Eva Airways Corp.
|
2,528,593
|
|
331,000
|
|
Evergreen Marine Corp. Taiwan Ltd.
|
1,919,424
|
|
2,164,000
|
|
Far Eastern New Century Corp.
|
1,939,299
|
|
1,717,000
|
|
First Financial Holding Co. Ltd.
|
1,769,608
|
|
265,000
|
|
Formosa Chemicals & Fibre Corp.
|
455,108
|
|
287,000
|
|
Formosa Plastics Corp.
|
491,651
|
|
21,000
|
|
Genius Electronic Optical Co. Ltd.
|
436,587
|
|
10,000
|
|
Global Unichip Corp.
|
1,557,270
|
|
12,000
|
|
Gold Circuit Electronics Ltd.
|
456,780
|
|
765,000
|
|
Hon Hai Precision Industry Co. Ltd.
|
6,132,582
|
|
6,000
|
|
Hon Precision, Inc.
|
1,240,187
|
|
5,000
|
|
King Slide Works Co. Ltd.
|
1,168,622
|
|
7,000
|
|
L&K Engineering Co. Ltd.
|
204,401
|
|
158,000
|
|
MediaTek, Inc.
|
21,574,959
|
|
105,000
|
|
Mega Financial Holding Co. Ltd.
|
152,344
|
|
120,000
|
|
Novatek Microelectronics Corp.
|
2,035,102
|
|
609,000
|
|
Pegatron Corp.
|
1,607,104
|
|
9,000
|
|
PharmaEssentia Corp.
|
381,018
|
|
14,000
|
|
Phison Electronics Corp.
|
1,061,318
|
|
1,497,000
|
|
Pou Chen Corp.
|
1,194,237
|
|
223,998
|
|
President Chain Store Corp.
|
1,568,322
|
|
461,000
|
|
Primax Electronics Ltd.
|
958,382
|
|
327,000
|
|
Radiant Opto-Electronics Corp.
|
896,096
|
|
122,000
|
|
Realtek Semiconductor Corp.
|
3,116,899
|
|
74,000
|
|
Simplo Technology Co. Ltd.
|
978,433
|
|
131,000
|
|
Sitronix Technology Corp.
|
1,380,868
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Taiwan — continued
|
|
|
10,000
|
|
Syntec Technology Co. Ltd.
|
635,601
|
|
107,000
|
|
TA Chen Stainless Pipe
|
135,383
|
|
980
|
|
Taiwan Business Bank
|
547
|
|
2,751,924
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
211,316,516
|
|
1,574,000
|
|
TS Financial Holding Co. Ltd.
|
1,649,295
|
|
16,000
|
|
Unimicron Technology Corp.
|
544,794
|
|
1,311,000
|
|
United Microelectronics Corp.*
|
7,032,883
|
|
49,000
|
|
Voltronic Power Technology Corp.
|
1,676,353
|
|
354,000
|
|
Winbond Electronics Corp.
|
2,334,200
|
|
63,000
|
|
WNC Corp.
|
518,110
|
|
100,000
|
|
WPG Holdings Ltd.
|
338,656
|
|
18,000
|
|
WT Microelectronics Co. Ltd.
|
123,075
|
|
188,000
|
|
Yageo Corp.
|
6,801,088
|
|
572,550
|
|
Yuanta Financial Holding Co. Ltd.
|
1,190,564
|
|
92,000
|
|
Zhen Ding Technology Holding Ltd.
|
1,839,566
|
|
|
|
|
350,154,681
|
|
|
|
Thailand — 0.9%
|
|
|
197,900
|
|
Advanced Info Service PCL, NVDR
|
2,197,734
|
|
679,000
|
|
Bangkok Bank PCL, NVDR
|
3,684,793
|
|
55,500
|
|
Bumrungrad Hospital PCL, NVDR
|
316,987
|
|
136,500
|
|
Delta Electronics Thailand PCL, NVDR
|
1,358,869
|
|
1,427,400
|
|
Indorama Ventures PCL, NVDR
|
946,487
|
|
2,011,500
|
|
Krung Thai Bank PCL, NVDR
|
2,314,255
|
|
542,000
|
|
SCB X PCL
|
2,406,496
|
|
334,100
|
|
Thanachart Capital PCL, NVDR
|
681,757
|
|
|
|
|
13,907,378
|
|
|
|
Turkey — 0.6%
|
|
|
1,378,418
|
|
Akbank TAS
|
2,282,207
|
|
183,435
|
|
Aselsan Elektronik Sanayi Ve Ticaret AS
|
1,356,014
|
|
17,318
|
|
BIM Birlesik Magazalar AS
|
135,785
|
|
83,386
|
|
Haci Omer Sabanci Holding AS
|
174,711
|
|
563,864
|
|
KOC Holding AS
|
2,343,219
|
|
757,721
|
|
Turkcell Iletisim Hizmetleri AS
|
1,747,607
|
|
242,130
|
|
Turkiye Petrol Rafinerileri AS
|
1,179,123
|
|
|
|
|
9,218,666
|
|
|
|
United Arab Emirates — 0.6%
|
|
|
188,246
|
|
Abu Dhabi Commercial Bank PJSC
|
744,366
|
|
59,889
|
|
Abu Dhabi Islamic Bank PJSC
|
336,672
|
|
567,631
|
|
Aldar Properties PJSC
|
1,285,973
|
|
199,916
|
|
Dubai Electricity & Water Authority PJSC
|
151,093
|
|
77,457
|
|
Emaar Development PJSC
|
293,998
|
|
1,071,757
|
|
Emaar Properties PJSC
|
3,509,928
|
|
177,414
|
|
Emirates NBD Bank PJSC
|
1,434,533
|
|
421,410
|
|
First Abu Dhabi Bank PJSC
|
1,956,597
|
|
|
|
|
9,713,160
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
United Kingdom — 0.1%
|
|
|
20,766
|
|
Unilever PLC
|
1,247,188
|
|
|
|
United States — 0.5%
|
|
|
148,300
|
|
BeOne Medicines Ltd. Class H *
|
3,235,466
|
|
72,275
|
|
Cognizant Technology Solutions Corp. Class A
|
2,799,211
|
|
67,222
|
|
Globant SA*(a)
|
1,945,405
|
|
|
|
|
7,980,082
|
|
|
|
Vietnam — 0.7%
|
|
|
1,295,200
|
|
Military Commercial Joint Stock Bank
|
1,239,269
|
|
1,419,900
|
|
Mobile World Investment Corp.
|
4,236,076
|
|
1,455,630
|
|
Vietnam Dairy Products JSC
|
3,042,118
|
|
1,955,400
|
|
Vietnam Prosperity JSC Bank
|
2,017,973
|
|
|
|
|
10,535,436
|
|
|
|
Zambia — 0.6%
|
|
|
328,792
|
|
First Quantum Minerals Ltd.*
|
8,977,905
|
|
|
|
TOTAL COMMON STOCKS (COST $1,124,350,241)
|
1,435,319,832
|
|
|
|
PREFERRED STOCKS — 2.1%
|
|
|
|
|
Brazil — 1.0%
|
|
|
69,678
|
|
Axia Energia SA, 0.00%, Class C*
|
713,611
|
|
66
|
|
Axia Energia SA, 0.00%*(b)
|
666
|
|
501,700
|
|
Banco Bradesco SA, 8.32%
|
1,754,416
|
|
2,362,400
|
|
Cia Energetica de Minas Gerais, 10.44%
|
4,961,270
|
|
56,400
|
|
Gerdau SA, 3.27%
|
226,430
|
|
257,903
|
|
Itau Unibanco Holding SA, 8.18%
|
2,101,711
|
|
1,279,106
|
|
Itausa SA, 9.78%
|
3,306,531
|
|
339,700
|
|
Petroleo Brasileiro SA - Petrobras, 8.76%
|
2,480,832
|
|
|
|
|
15,545,467
|
|
|
|
India — 0.0%
|
|
|
151,872
|
|
TVS Motor Co. Ltd., 6.00%*
|
16,606
|
|
|
|
South Korea — 1.1%
|
|
|
2,869
|
|
Hyundai Motor Co., 4.69%, Second-Preferred Stock
|
405,441
|
|
1,854
|
|
Hyundai Motor Co., 4.63%
|
263,810
|
|
115,002
|
|
Samsung Electronics Co. Ltd., 0.79%
|
16,102,567
|
|
|
|
|
16,771,818
|
|
|
|
TOTAL PREFERRED STOCKS (COST $20,406,992)
|
32,333,891
|
|
Par Value ($)
|
|
Description
|
Value ($)
|
|
|
|
SHORT-TERM INVESTMENT — 0.8%
|
|
|
|
|
Mutual Fund - Securities Lending Collateral — 0.8%
|
|
|
11,874,386
|
|
State Street Navigator Securities Lending Government Money Market Portfolio,
3.66%(g)(h)
|
11,874,386
|
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $11,874,386)
|
11,874,386
|
|
|
|
TOTAL INVESTMENTS — 98.3%
(Cost $1,156,631,619)
|
1,479,528,109
|
|
|
|
Other Assets and Liabilities (net) — 1.7%
|
25,415,565
|
|
|
|
NET ASSETS — 100.0%
|
$1,504,943,674
|
|
|
Notes to Schedule of Investments:
|
|
*
|
Non-income producing security.
|
|
(a)
|
All or a portion of this security is out on loan.
|
|
(b)
|
Securities fair valued by the Valuation Committee as approved by the Board of Trustees.
The total
market value of the securities at period end is $1,025,492 which represents 0.1% of
net assets. The
aggregate tax cost of these securities held at June 30, 2026 was $85,149,369.
|
|
(c)
|
Security exempt from registration under Regulation S of the Securities Act of 1933,
which exempts
from registration securities offered and sold outside the United States. Security
may not be offered
or sold in the United States except pursuant to an exemption from, or in a transaction
not subject
to, the registration requirements of the Securities Act of 1933.
|
|
(d)
|
Level 3 - significant unobservable inputs were used in determining the value of this
security in the
Fund.
|
|
(e)
|
Illiquid securities represent Russian securities impacted by the Russian/Ukraine crisis.
The total
market value of the securities at period end is $0 which represents 0.0% of net assets.
The
aggregate cost of these securities held at June 30, 2026 was $84,398,697.
|
|
(f)
|
Securities are traded on separate exchanges for the same entity.
|
|
(g)
|
The rate disclosed is the 7-day net yield as of June 30, 2026.
|
|
(h)
|
Represents an investment of securities lending cash collateral.
|
|
144A
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933.
These securities
may be resold in transactions exempt from registration, normally to qualified institutional
buyers.
The total market value of the securities at period end is $32,437,678 which represents
2.2% of net
assets.
|
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
|
Buys
|
|
|
|
|
|
419
|
MSCI Emerging Markets E-mini Index
|
Sep 2026
|
$36,815,435
|
$451,762
|
|
Abbreviations
|
||
|
ADR
|
—
|
American Depository Receipt
|
|
GDR
|
—
|
Global Depository Receipt
|
|
NVDR
|
—
|
Non-Voting Depository Receipt
|
|
REIT
|
—
|
Real Estate Investment Trust
|
|
Industry Sector Summary(Unaudited)
|
% of Net Assets
|
|
Technology
|
36.5
|
|
Financial
|
19.3
|
|
Communications
|
8.9
|
|
Industrial
|
8.5
|
|
Consumer, Cyclical
|
7.6
|
|
Consumer, Non-cyclical
|
7.3
|
|
Basic Materials
|
5.0
|
|
Energy
|
2.9
|
|
Utilities
|
1.2
|
|
Diversified
|
0.3
|
|
Short-Term Investment
|
0.8
|
|
Other Assets and Liabilities (net)
|
1.7
|
|
|
100.0%
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
COMMON STOCKS — 96.9%
|
|
|
|
|
Australia — 2.8%
|
|
|
13,757
|
|
Ampol Ltd.
|
312,180
|
|
28,085
|
|
Aristocrat Leisure Ltd.
|
1,197,280
|
|
1,562,648
|
|
Aurizon Holdings Ltd.
|
4,527,287
|
|
20,785
|
|
Austal Ltd.*
|
58,937
|
|
788,100
|
|
Bank of Queensland Ltd.(a)
|
3,452,168
|
|
1,114,622
|
|
Beach Energy Ltd.(a)
|
656,277
|
|
25,749
|
|
BlueScope Steel Ltd.
|
567,368
|
|
74,749
|
|
Brambles Ltd.
|
1,009,837
|
|
24,223
|
|
Capricorn Metals Ltd.
|
212,746
|
|
6,513
|
|
Codan Ltd.
|
200,187
|
|
41,228
|
|
Downer EDI Ltd.
|
230,207
|
|
4,047,665
|
|
Glencore PLC*
|
27,624,479
|
|
317,600
|
|
Harvey Norman Holdings Ltd.(a)
|
1,063,618
|
|
1,256,900
|
|
Helia Group Ltd.
|
4,827,220
|
|
765,100
|
|
Iluka Resources Ltd.(a)
|
3,776,689
|
|
232,693
|
|
Mirvac Group, REIT
|
278,009
|
|
949,025
|
|
Northern Star Resources Ltd.
|
12,507,474
|
|
218,071
|
|
OceanaGold Corp.
|
5,464,264
|
|
28,976
|
|
Orica Ltd.
|
477,093
|
|
1,494,000
|
|
Perenti Ltd.
|
2,319,700
|
|
835,959
|
|
Perseus Mining Ltd.
|
2,788,972
|
|
926,865
|
|
Qantas Airways Ltd.
|
6,867,895
|
|
568,600
|
|
QBE Insurance Group Ltd.
|
9,930,480
|
|
2,968
|
|
REA Group Ltd.(a)
|
286,964
|
|
34,775
|
|
Regis Resources Ltd.
|
145,652
|
|
113,890
|
|
Resolute Mining Ltd.*
|
74,792
|
|
84,200
|
|
Rio Tinto Ltd.(a)
|
10,032,605
|
|
110,110
|
|
Rio Tinto PLC, ADR
|
10,452,742
|
|
180,134
|
|
Santos Ltd.
|
894,904
|
|
20,707
|
|
SEEK Ltd.
|
193,777
|
|
426,700
|
|
Super Retail Group Ltd.(a)
|
3,908,503
|
|
137,272
|
|
Tabcorp Holdings Ltd.
|
79,612
|
|
234,917
|
|
Telstra Group Ltd.
|
826,708
|
|
175,933
|
|
Transurban Group
|
1,757,369
|
|
59,179
|
|
Vault Minerals Ltd.
|
171,355
|
|
590,901
|
|
Ventia Services Group Pty. Ltd.
|
2,541,339
|
|
54,019
|
|
Viva Energy Group Ltd. 144A
|
77,136
|
|
62,965
|
|
Wesfarmers Ltd.
|
3,954,322
|
|
34,296
|
|
West African Resources Ltd.*
|
63,740
|
|
43,777
|
|
Westgold Resources Ltd.
|
142,976
|
|
48,429
|
|
Whitehaven Coal Ltd.(a)
|
255,193
|
|
170,559
|
|
WiseTech Global Ltd.(a)
|
3,951,960
|
|
70,200
|
|
Woolworths Group Ltd.(a)
|
1,946,185
|
|
|
|
|
132,108,201
|
|
|
|
Austria — 0.4%
|
|
|
44,700
|
|
ANDRITZ AG
|
3,867,209
|
|
1,128
|
|
AT&S Austria Technologie & Systemtechnik AG*
|
272,571
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Austria — continued
|
|
|
30,613
|
|
BAWAG Group AG 144A
|
6,141,682
|
|
14,062
|
|
Erste Group Bank AG(b)
|
1,885,085
|
|
2,114
|
|
Erste Group Bank AG(b)
|
282,812
|
|
2,170
|
|
EVN AG
|
70,944
|
|
85,700
|
|
Kontron AG*
|
2,275,579
|
|
73,880
|
|
OMV AG
|
4,637,724
|
|
4,906
|
|
UNIQA Insurance Group AG
|
98,991
|
|
5,011
|
|
Verbund AG
|
318,490
|
|
1,416
|
|
Vienna Insurance Group AG Wiener Versicherung Gruppe
|
104,327
|
|
6,280
|
|
voestalpine AG
|
293,648
|
|
|
|
|
20,249,062
|
|
|
|
Belgium — 0.8%
|
|
|
6,368
|
|
Aedifica SA, REIT
|
514,148
|
|
27,200
|
|
Ageas SA
|
2,177,409
|
|
2,428
|
|
Deme Group NV
|
486,043
|
|
16,800
|
|
KBC Ancora
|
1,577,868
|
|
1,212
|
|
Melexis NV
|
108,315
|
|
21,907
|
|
Proximus SADP
|
146,555
|
|
107,517
|
|
UCB SA
|
32,213,772
|
|
11,647
|
|
Umicore SA
|
271,925
|
|
|
|
|
37,496,035
|
|
|
|
Brazil — 1.0%
|
|
|
87,600
|
|
Allos SA
|
474,900
|
|
339,936
|
|
NU Holdings Ltd. Class A *
|
4,541,545
|
|
229,860
|
|
Petroleo Brasileiro SA - Petrobras, Preferred ADR
|
3,365,150
|
|
224,600
|
|
Vale SA
|
3,379,447
|
|
45,428
|
|
Wheaton Precious Metals Corp.(b)
|
5,102,473
|
|
226,712
|
|
Wheaton Precious Metals Corp.(b)
|
25,494,014
|
|
79,300
|
|
Yara International ASA
|
3,487,778
|
|
|
|
|
45,845,307
|
|
|
|
Cambodia — 0.0%
|
|
|
1,014,000
|
|
NagaCorp Ltd.
|
457,787
|
|
|
|
Canada — 6.8%
|
|
|
5,363
|
|
5N Plus, Inc.*
|
165,492
|
|
143,771
|
|
Agnico Eagle Mines Ltd.(a)(b)
|
22,330,486
|
|
30,442
|
|
Agnico Eagle Mines Ltd.(b)
|
4,722,467
|
|
134,631
|
|
Air Canada*
|
2,347,680
|
|
9,011
|
|
Alamos Gold, Inc. Class A (b)
|
273,394
|
|
16,542
|
|
Alamos Gold, Inc. Class A (a)(b)
|
501,361
|
|
45,588
|
|
Algonquin Power & Utilities Corp.(a)
|
267,985
|
|
282
|
|
Allied Gold Corp.*
|
6,698
|
|
4,731
|
|
Aritzia, Inc.*
|
521,502
|
|
4,532
|
|
Atco Ltd. Class I
|
236,702
|
|
27,595
|
|
Athabasca Oil Corp.*(a)
|
198,781
|
|
2,033
|
|
Badger Infrastructure Solutions Ltd.(a)
|
133,293
|
|
754,098
|
|
Barrick Mining Corp.(b)
|
27,698,019
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Canada — continued
|
|
|
146,600
|
|
Barrick Mining Corp.(b)
|
5,388,680
|
|
40,893
|
|
Baytex Energy Corp.(a)
|
164,004
|
|
11,620
|
|
BCE, Inc.(a)(b)
|
250,214
|
|
794
|
|
BCE, Inc.(b)
|
17,079
|
|
28,834
|
|
Bombardier, Inc. Class B *(a)
|
6,636,444
|
|
8,109
|
|
Brookfield Renewable Corp.
|
301,006
|
|
146,834
|
|
Cameco Corp.
|
14,956,511
|
|
19,140
|
|
Canada Packers, Inc.
|
258,348
|
|
5,418
|
|
Canadian Apartment Properties REIT
|
133,202
|
|
77,900
|
|
Canadian Imperial Bank of Commerce
|
8,967,491
|
|
33,478
|
|
Canadian National Railway Co.
|
3,991,917
|
|
16,577
|
|
Canadian Natural Resources Ltd.(b)
|
655,719
|
|
342,384
|
|
Canadian Natural Resources Ltd.(b)
|
13,524,168
|
|
41,389
|
|
Canadian Tire Corp. Ltd. Class A (a)
|
5,698,919
|
|
7,900
|
|
Canadian Utilities Ltd. Class A (a)
|
293,560
|
|
9,335
|
|
CCL Industries, Inc. Class B
|
608,428
|
|
969
|
|
Celestica, Inc.*(b)
|
353,491
|
|
6,201
|
|
Celestica, Inc.*(b)
|
2,260,726
|
|
281,852
|
|
Centerra Gold, Inc.(a)
|
4,467,913
|
|
12,821
|
|
CES Energy Solutions Corp.
|
149,740
|
|
37,300
|
|
CGI, Inc.
|
2,410,073
|
|
4,943
|
|
Constellation Software, Inc.(a)
|
9,302,421
|
|
91,813
|
|
Definity Financial Corp.(a)
|
4,869,082
|
|
9,915
|
|
Descartes Systems Group, Inc.*
|
686,515
|
|
4,132
|
|
Docebo, Inc.*
|
73,963
|
|
29,217
|
|
Dollarama, Inc.
|
3,863,749
|
|
166,700
|
|
Empire Co. Ltd. Class A
|
5,836,116
|
|
1,225
|
|
Exchange Income Corp.
|
114,241
|
|
76,670
|
|
Extendicare, Inc.(a)
|
1,895,201
|
|
49,400
|
|
Finning International, Inc.
|
3,488,206
|
|
5,041
|
|
First Capital Real Estate Investment Trust, REIT
|
82,219
|
|
4,453
|
|
Fortuna Mining Corp.*
|
37,633
|
|
198,614
|
|
Franco-Nevada Corp.
|
41,427,906
|
|
10,204
|
|
George Weston Ltd.
|
732,171
|
|
24,500
|
|
iA Financial Corp., Inc.
|
3,381,734
|
|
34,700
|
|
Imperial Oil Ltd.
|
3,895,205
|
|
14,230
|
|
K92 Mining, Inc.*
|
223,267
|
|
1,584
|
|
Kinaxis, Inc.*
|
170,006
|
|
657,102
|
|
Kinross Gold Corp.
|
15,520,749
|
|
2,314
|
|
Linamar Corp.
|
164,031
|
|
4,000
|
|
Loblaw Cos. Ltd.
|
181,399
|
|
1,811
|
|
Lundin Gold, Inc.
|
97,439
|
|
1,277
|
|
LunR Royalties Corp.*
|
17,016
|
|
88,239
|
|
Magna International, Inc.(b)
|
5,800,295
|
|
77,562
|
|
Magna International, Inc.(b)
|
5,092,721
|
|
173,000
|
|
Manulife Financial Corp.
|
7,013,892
|
|
67,786
|
|
MDA Space Ltd.*(a)
|
2,798,206
|
|
2,811
|
|
North West Co., Inc.
|
97,838
|
|
14,751
|
|
Northland Power, Inc.(a)
|
232,273
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Canada — continued
|
|
|
89,875
|
|
Nutrien Ltd.(a)(b)
|
5,660,145
|
|
28,407
|
|
Nutrien Ltd.(b)
|
1,788,221
|
|
222,145
|
|
Open Text Corp.(a)(b)
|
4,914,983
|
|
10,457
|
|
Open Text Corp.(b)
|
231,622
|
|
1,500
|
|
OR Royalties, Inc.(b)
|
47,445
|
|
3,116
|
|
OR Royalties, Inc.(a)(b)
|
98,636
|
|
122,700
|
|
Power Corp. of Canada(a)
|
7,646,967
|
|
79,958
|
|
Quebecor, Inc. Class B
|
3,814,877
|
|
7,847
|
|
RioCan Real Estate Investment Trust, REIT
|
125,497
|
|
22,081
|
|
Rogers Communications, Inc. Class B
|
717,632
|
|
121,267
|
|
Russel Metals, Inc.
|
5,141,293
|
|
66,149
|
|
Saputo, Inc.
|
1,915,349
|
|
12,764
|
|
SSR Mining, Inc.*
|
360,766
|
|
11,532
|
|
Stella-Jones, Inc.
|
637,095
|
|
99,600
|
|
Suncor Energy, Inc.(b)
|
5,356,462
|
|
450,732
|
|
Suncor Energy, Inc.(b)
|
24,195,294
|
|
1
|
|
Teck Resources Ltd. Class B (b)
|
59
|
|
170,207
|
|
Teck Resources Ltd. Class B (b)
|
10,133,840
|
|
4,942
|
|
TFI International, Inc.
|
709,523
|
|
7,164
|
|
Vermilion Energy, Inc.
|
67,127
|
|
9,127
|
|
Wesdome Gold Mines Ltd.*(a)
|
156,647
|
|
|
|
|
321,706,467
|
|
|
|
China — 2.0%
|
|
|
6,252,000
|
|
Agricultural Bank of China Ltd. Class H
|
4,265,540
|
|
203,367
|
|
Alibaba Group Holding Ltd.
|
2,429,857
|
|
312,000
|
|
Aluminum Corp. of China Ltd. Class H
|
297,911
|
|
947,000
|
|
BOC Hong Kong Holdings Ltd.
|
5,136,682
|
|
984,500
|
|
Budweiser Brewing Co. APAC Ltd. 144A
|
768,428
|
|
1,315,000
|
|
China CITIC Bank Corp. Ltd. Class H
|
1,116,487
|
|
644,000
|
|
China Coal Energy Co. Ltd. Class H
|
805,192
|
|
123,000
|
|
China Construction Bank Corp. Class H
|
126,746
|
|
2,971,000
|
|
China Galaxy Securities Co. Ltd. Class H
|
2,799,691
|
|
1,323,600
|
|
China International Capital Corp. Ltd. Class H 144A
|
3,559,795
|
|
869,000
|
|
China Life Insurance Co. Ltd. Class H
|
2,973,087
|
|
3,988,000
|
|
China National Building Material Co. Ltd. Class H
|
2,736,948
|
|
548,000
|
|
China Oilfield Services Ltd. Class H
|
435,234
|
|
1,330,000
|
|
China Sanjiang Fine Chemicals Co. Ltd.
|
460,701
|
|
396,000
|
|
China Southern Airlines Co. Ltd. Class H *
|
174,130
|
|
623,200
|
|
China Taiping Insurance Holdings Co. Ltd.
|
1,438,958
|
|
1,928,000
|
|
Chongqing Rural Commercial Bank Co. Ltd. Class H
|
1,421,434
|
|
482,000
|
|
CIMC Enric Holdings Ltd.
|
442,672
|
|
544,000
|
|
CITIC Ltd.
|
739,742
|
|
584,000
|
|
COSCO SHIPPING Ports Ltd.
|
334,215
|
|
178,000
|
|
ENN Energy Holdings Ltd.
|
919,620
|
|
1,193,000
|
|
Geely Automobile Holdings Ltd.
|
2,572,152
|
|
97,001
|
|
Goldwind Science & Technology Co. Ltd. Class H
|
130,725
|
|
201,600
|
|
Guming Holdings Ltd.
|
544,726
|
|
172,000
|
|
Haier Smart Home Co. Ltd. Class H
|
440,156
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
China — continued
|
|
|
212,000
|
|
Hansoh Pharmaceutical Group Co. Ltd. 144A
|
802,375
|
|
119,900
|
|
Huaxin Building Materials Group Co. Ltd. Class H
|
177,191
|
|
2,914,000
|
|
Huishang Bank Corp. Ltd. Class H
|
1,605,008
|
|
10,564,000
|
|
Industrial & Commercial Bank of China Ltd. Class H
|
8,670,346
|
|
22,000
|
|
InnoCare Pharma Ltd. Class H * 144A
|
33,414
|
|
1,127,600
|
|
J&T Global Express Ltd.*
|
1,204,859
|
|
1,450,500
|
|
JD Logistics, Inc.* 144A
|
2,179,217
|
|
370,500
|
|
Kingboard Holdings Ltd.
|
5,641,882
|
|
2,356,000
|
|
Lenovo Group Ltd.
|
7,039,151
|
|
44,000
|
|
Li Ning Co. Ltd.
|
82,963
|
|
12,206
|
|
NetEase, Inc., ADR
|
1,564,077
|
|
86,000
|
|
Orient Securities Co. Ltd. Class H 144A
|
60,178
|
|
30,000
|
|
PICC Property & Casualty Co. Ltd. Class H
|
55,052
|
|
23,000
|
|
Precision Tsugami China Corp. Ltd.(c)
|
207,633
|
|
2,973,000
|
|
Sino Biopharmaceutical Ltd.
|
1,676,670
|
|
8,738,000
|
|
Sinofert Holdings Ltd.
|
1,428,744
|
|
1,437,500
|
|
Sinotruk Hong Kong Ltd.
|
7,090,064
|
|
83,000
|
|
SITC International Holdings Co. Ltd.
|
333,335
|
|
2,078,000
|
|
Sunshine Insurance Group Co. Ltd. Class H
|
902,919
|
|
291,000
|
|
Weichai Power Co. Ltd. Class H
|
1,278,496
|
|
1,878,500
|
|
Wuxi Biologics Cayman, Inc.* 144A
|
8,325,117
|
|
2,395,700
|
|
Yangzijiang Shipbuilding Holdings Ltd.(a)
|
6,362,384
|
|
23,150
|
|
ZTO Express Cayman, Inc.
|
511,719
|
|
138,928
|
|
ZTO Express Cayman, Inc., ADR
|
3,109,209
|
|
|
|
|
97,412,832
|
|
|
|
Colombia — 0.0%
|
|
|
11,280
|
|
Aris Mining Corp.*
|
168,185
|
|
5,933
|
|
Parex Resources, Inc.
|
89,450
|
|
|
|
|
257,635
|
|
|
|
Czech Republic — 0.1%
|
|
|
200,068
|
|
CSG NV*(a)
|
2,922,630
|
|
|
|
Denmark — 1.3%
|
|
|
3,135
|
|
AL Sydbank
|
276,395
|
|
13,702
|
|
ALK-Abello AS
|
512,231
|
|
51,664
|
|
Ambu AS Class B
|
483,125
|
|
27,356
|
|
Carlsberg AS Class B
|
3,591,634
|
|
272,491
|
|
Coloplast AS Class B
|
15,548,604
|
|
169,900
|
|
Danske Bank AS
|
9,120,580
|
|
71,900
|
|
Dfds AS*
|
1,234,062
|
|
27,117
|
|
DSV AS
|
6,440,795
|
|
3,847
|
|
Genmab AS*
|
1,054,423
|
|
179,676
|
|
Genmab AS, ADR*
|
4,935,700
|
|
9,827
|
|
H Lundbeck AS
|
63,983
|
|
8,545
|
|
ISS AS
|
349,941
|
|
32,982
|
|
Jyske Bank AS
|
4,773,112
|
|
2,926
|
|
NKT AS*
|
438,404
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Denmark — continued
|
|
|
132,100
|
|
Novo Nordisk AS Class B
|
6,341,007
|
|
38,031
|
|
Novonesis Novozymes B Class B
|
2,404,663
|
|
731
|
|
Per Aarsleff Holding AS
|
82,656
|
|
1,595
|
|
Ringkjoebing Landbobank AS
|
378,977
|
|
5,510
|
|
Rockwool AS Class B
|
177,199
|
|
4,152
|
|
Royal Unibrew AS
|
274,103
|
|
3,946
|
|
Tryg AS
|
89,898
|
|
55,122
|
|
Vestas Wind Systems AS
|
1,558,276
|
|
|
|
|
60,129,768
|
|
|
|
Finland — 0.8%
|
|
|
81,813
|
|
Amer Sports, Inc.*
|
2,768,552
|
|
19,312
|
|
Kone OYJ Class B
|
1,099,691
|
|
79,200
|
|
Konecranes OYJ
|
2,436,019
|
|
23,496
|
|
Neste OYJ
|
764,260
|
|
485,742
|
|
Nokia OYJ(b)
|
6,434,189
|
|
19,379
|
|
Nokia OYJ(b)
|
258,948
|
|
876,489
|
|
Nokia OYJ, ADR
|
11,639,774
|
|
307,100
|
|
Nordea Bank Abp
|
5,836,053
|
|
14,544
|
|
Orion OYJ Class B (a)
|
1,197,329
|
|
91,700
|
|
Tieto OYJ(a)
|
1,919,744
|
|
66,000
|
|
Valmet OYJ(a)
|
1,595,642
|
|
26,713
|
|
Wartsila OYJ Abp
|
1,020,408
|
|
|
|
|
36,970,609
|
|
|
|
France — 7.2%
|
|
|
2,852
|
|
Air Liquide SA
|
565,139
|
|
100,939
|
|
Airbus SE(b)
|
22,480,469
|
|
3,519
|
|
Airbus SE(b)
|
782,494
|
|
151,680
|
|
AXA SA
|
7,606,364
|
|
291,301
|
|
BNP Paribas SA
|
34,067,268
|
|
70,155
|
|
Bollore SE
|
325,515
|
|
71,843
|
|
Bouygues SA
|
4,010,893
|
|
23,500
|
|
Capgemini SE
|
2,364,945
|
|
315,800
|
|
Carrefour SA
|
5,869,841
|
|
183,058
|
|
Cie de Saint-Gobain SA
|
16,583,319
|
|
77,000
|
|
Cie Generale des Etablissements Michelin SCA
|
2,976,003
|
|
263,437
|
|
Credit Agricole SA
|
5,302,522
|
|
12,521
|
|
Dassault Aviation SA
|
4,112,856
|
|
746,254
|
|
Dassault Systemes SE
|
15,208,663
|
|
30,277
|
|
Edenred SE
|
779,197
|
|
21,700
|
|
Eiffage SA
|
3,205,743
|
|
41,206
|
|
EssilorLuxottica SA
|
7,735,502
|
|
64,734
|
|
Gaztransport Et Technigaz SA
|
13,719,416
|
|
42,955
|
|
Gecina SA, REIT
|
3,616,036
|
|
19,400
|
|
Ipsen SA
|
3,744,808
|
|
48,500
|
|
IPSOS SA
|
1,933,308
|
|
204,256
|
|
Klepierre SA, REIT
|
8,544,778
|
|
250,562
|
|
Legrand SA
|
42,318,705
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
France — continued
|
|
|
5,327
|
|
L'Oreal SA
|
2,336,566
|
|
17,859
|
|
LVMH Moet Hennessy Louis Vuitton SE
|
9,895,816
|
|
125,400
|
|
Metropole Television SA(a)
|
1,726,820
|
|
131,469
|
|
Pernod Ricard SA
|
9,605,738
|
|
28,300
|
|
Publicis Groupe SA
|
2,798,826
|
|
35,500
|
|
Quadient SA(a)
|
479,132
|
|
176,812
|
|
Rubis SCA
|
6,207,742
|
|
77,920
|
|
Safran SA
|
30,825,502
|
|
20,263
|
|
Sartorius Stedim Biotech
|
4,210,760
|
|
9,505
|
|
SCOR SE
|
345,090
|
|
33,200
|
|
Societe BIC SA
|
2,164,115
|
|
102,748
|
|
Societe Generale SA
|
9,103,653
|
|
15,100
|
|
Sopra Steria Group
|
2,411,711
|
|
219,200
|
|
Television Francaise 1 SA(a)
|
1,669,519
|
|
5,837
|
|
Thales SA
|
1,500,589
|
|
644,030
|
|
TotalEnergies SE
|
50,059,410
|
|
26,812
|
|
Vivendi SE
|
66,291
|
|
360
|
|
Vusion(a)
|
51,985
|
|
|
|
|
343,313,049
|
|
|
|
Georgia — 0.1%
|
|
|
45,361
|
|
Lion Finance Group PLC
|
6,826,389
|
|
4,128
|
|
TBC Bank Group PLC
|
242,945
|
|
|
|
|
7,069,334
|
|
|
|
Germany — 5.5%
|
|
|
27,273
|
|
adidas AG
|
5,595,226
|
|
256
|
|
AIXTRON SE
|
15,407
|
|
3,020
|
|
Aumovio SE*
|
124,259
|
|
42,673
|
|
Aurubis AG
|
8,841,817
|
|
181,246
|
|
Bayer AG
|
10,026,154
|
|
61,000
|
|
Bayerische Motoren Werke AG
|
3,994,274
|
|
112,005
|
|
Beiersdorf AG
|
9,647,351
|
|
14,100
|
|
Bilfinger SE
|
1,295,641
|
|
181,611
|
|
Commerzbank AG
|
7,732,363
|
|
3,716
|
|
CTS Eventim AG & Co. KGaA
|
216,936
|
|
170,700
|
|
Daimler Truck Holding AG
|
8,237,249
|
|
219,400
|
|
Deutsche Bank AG
|
7,433,224
|
|
117,755
|
|
Deutsche Boerse AG
|
32,151,181
|
|
122,300
|
|
Deutsche Post AG
|
7,425,682
|
|
206,917
|
|
Deutsche Telekom AG
|
5,642,801
|
|
24,485
|
|
Fresenius SE & Co. KGaA
|
1,118,823
|
|
9,654
|
|
GEA Group AG
|
662,639
|
|
20,102
|
|
Heidelberg Materials AG
|
3,836,923
|
|
164,636
|
|
HUGO BOSS AG(a)
|
7,072,998
|
|
291,137
|
|
Infineon Technologies AG
|
27,196,199
|
|
1,621
|
|
IONOS Group SE*
|
50,490
|
|
73,600
|
|
Jenoptik AG
|
3,951,107
|
|
10,309
|
|
KION Group AG
|
457,098
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Germany — continued
|
|
|
16,578
|
|
Krones AG
|
2,126,435
|
|
85,400
|
|
Mercedes-Benz Group AG
|
4,289,107
|
|
3,152
|
|
MTU Aero Engines AG
|
1,311,773
|
|
8,000
|
|
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen
|
4,468,656
|
|
26,320
|
|
Nemetschek SE
|
1,592,877
|
|
7,562
|
|
Nordex SE*
|
399,476
|
|
10,851
|
|
OHB SE
|
3,504,842
|
|
7,668
|
|
Rheinmetall AG
|
8,684,877
|
|
156,646
|
|
SAP SE
|
24,003,889
|
|
30,960
|
|
SAP SE, ADR
|
4,771,246
|
|
40,899
|
|
Scout24 SE 144A
|
3,383,699
|
|
107,545
|
|
Siemens Energy AG
|
20,395,191
|
|
256,511
|
|
Symrise AG
|
25,758,313
|
|
25,000
|
|
Talanx AG
|
3,161,702
|
|
|
|
|
260,577,925
|
|
|
|
Greece — 0.3%
|
|
|
361,746
|
|
National Bank of Greece SA
|
6,259,338
|
|
634,557
|
|
Piraeus Bank SA*
|
6,615,767
|
|
|
|
|
12,875,105
|
|
|
|
Guernsey — 0.0%
|
|
|
1,477
|
|
Super Group SGHC Ltd.
|
20,013
|
|
|
|
Hong Kong — 1.8%
|
|
|
1,181,200
|
|
AIA Group Ltd.
|
10,835,011
|
|
15,600
|
|
ASMPT Ltd.
|
481,409
|
|
30,000
|
|
Bank of East Asia Ltd.
|
48,033
|
|
505,500
|
|
CK Asset Holdings Ltd.
|
2,861,472
|
|
96,500
|
|
CLP Holdings Ltd.
|
902,065
|
|
454,000
|
|
Cowell e Holdings, Inc.
|
1,362,966
|
|
2,004,000
|
|
Hang Lung Properties Ltd.
|
1,766,932
|
|
1,141,000
|
|
Henderson Land Development Co. Ltd.
|
3,621,195
|
|
233,000
|
|
HKT Trust & HKT Ltd.
|
346,556
|
|
576,900
|
|
Hong Kong Exchanges & Clearing Ltd.
|
26,815,566
|
|
333,900
|
|
Hongkong Land Holdings Ltd.
|
2,389,250
|
|
239,000
|
|
Hysan Development Co. Ltd.
|
504,838
|
|
6,500
|
|
Johnson Electric Holdings Ltd.
|
16,195
|
|
893,000
|
|
Kerry Properties Ltd.
|
2,060,310
|
|
635,500
|
|
Link REIT, REIT
|
2,964,973
|
|
20,000
|
|
Luk Fook Holdings International Ltd.
|
56,643
|
|
11,340
|
|
Melco Resorts & Entertainment Ltd., ADR*
|
59,762
|
|
85,500
|
|
MTR Corp. Ltd.
|
333,644
|
|
260,000
|
|
Pacific Basin Shipping Ltd.
|
89,885
|
|
255,000
|
|
PCCW Ltd.
|
173,505
|
|
81,000
|
|
Power Assets Holdings Ltd.
|
591,111
|
|
121,119
|
|
Prudential PLC
|
1,613,871
|
|
191,500
|
|
Sun Hung Kai Properties Ltd.
|
2,760,065
|
|
323,500
|
|
Swire Pacific Ltd. Class A
|
3,382,055
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Hong Kong — continued
|
|
|
496,500
|
|
Techtronic Industries Co. Ltd.
|
8,289,727
|
|
2,074,000
|
|
United Laboratories International Holdings Ltd.
|
2,234,927
|
|
2,928,000
|
|
Value Partners Group Ltd.
|
768,470
|
|
59,100
|
|
VTech Holdings Ltd.
|
388,221
|
|
122,000
|
|
Wasion Holdings Ltd.
|
311,118
|
|
6,818,500
|
|
WH Group Ltd. 144A
|
7,229,167
|
|
358,000
|
|
Wharf Real Estate Investment Co. Ltd.
|
980,852
|
|
|
|
|
86,239,794
|
|
|
|
Hungary — 0.1%
|
|
|
223,400
|
|
MOL Hungarian Oil & Gas PLC*
|
2,654,673
|
|
68,200
|
|
Richter Gedeon Nyrt
|
2,640,940
|
|
|
|
|
5,295,613
|
|
|
|
India — 0.2%
|
|
|
276,434
|
|
ICICI Bank Ltd., ADR
|
8,024,879
|
|
768,300
|
|
Redington Ltd.
|
2,262,729
|
|
|
|
|
10,287,608
|
|
|
|
Indonesia — 0.0%
|
|
|
98,000
|
|
First Pacific Co. Ltd.
|
60,160
|
|
8,400
|
|
Jardine Matheson Holdings Ltd.
|
519,169
|
|
|
|
|
579,329
|
|
|
|
Ireland — 1.1%
|
|
|
2,026,647
|
|
AIB Group PLC
|
23,830,706
|
|
938,777
|
|
Bank of Ireland Group PLC
|
18,723,621
|
|
102,830
|
|
Kerry Group PLC Class A
|
9,449,348
|
|
|
|
|
52,003,675
|
|
|
|
Israel — 0.8%
|
|
|
345,941
|
|
Bank Hapoalim BM
|
7,968,879
|
|
111,989
|
|
Bank Leumi Le-Israel BM
|
2,502,273
|
|
1,346,092
|
|
Bezeq The Israeli Telecommunication Corp. Ltd.
|
3,178,327
|
|
80,559
|
|
Check Point Software Technologies Ltd.*
|
10,587,869
|
|
4,300
|
|
Clal Insurance Enterprises Holdings Ltd.
|
330,332
|
|
112
|
|
Delek Group Ltd.
|
28,541
|
|
799
|
|
Elbit Systems Ltd.(b)
|
606,953
|
|
840
|
|
Elbit Systems Ltd.(b)
|
637,325
|
|
5,893
|
|
Enlight Renewable Energy Ltd.*
|
521,217
|
|
3,467
|
|
First International Bank of Israel Ltd.
|
245,017
|
|
5,479
|
|
Harel Insurance Investments & Financial Services Ltd.
|
288,540
|
|
1,253
|
|
Menora Mivtachim Holdings Ltd.
|
188,081
|
|
34,974
|
|
Migdal Insurance & Financial Holdings Ltd.*
|
194,751
|
|
9,049
|
|
Mizrahi Tefahot Bank Ltd.
|
597,556
|
|
4,814
|
|
Next Vision Stabilized Systems Ltd.
|
389,096
|
|
2,987
|
|
Nice Ltd.*
|
269,533
|
|
5,001
|
|
Nice Ltd., ADR*
|
454,341
|
|
13,311
|
|
Phoenix Financial Ltd.
|
736,669
|
|
11,682
|
|
Shufersal Ltd.
|
167,100
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Israel — continued
|
|
|
5,313
|
|
Tel Aviv Stock Exchange Ltd.
|
220,559
|
|
62,500
|
|
Teva Pharmaceutical Industries Ltd.*
|
2,099,557
|
|
15,854
|
|
Tower Semiconductor Ltd.*
|
4,132,187
|
|
|
|
|
36,344,703
|
|
|
|
Italy — 4.6%
|
|
|
1,334,600
|
|
A2A SpA
|
3,448,809
|
|
4,616
|
|
Azimut Holding SpA
|
187,387
|
|
3,634
|
|
Banca Generali SpA
|
270,891
|
|
12,495
|
|
Banca Mediolanum SpA
|
311,364
|
|
437,108
|
|
Banca Monte dei Paschi di Siena SpA
|
5,430,908
|
|
308,374
|
|
BPER Banca SpA
|
4,843,283
|
|
98,553
|
|
Coca-Cola HBC AG Class DI
|
6,436,915
|
|
16,114
|
|
Enav SpA 144A
|
95,723
|
|
282,645
|
|
Eni SpA
|
6,615,297
|
|
37,346
|
|
FinecoBank Banca Fineco SpA
|
937,506
|
|
304,740
|
|
Generali(a)
|
14,848,391
|
|
21,752
|
|
Infrastrutture Wireless Italiane SpA(a) 144A
|
153,269
|
|
4,943
|
|
Interpump Group SpA(a)
|
191,129
|
|
4,545,801
|
|
Intesa Sanpaolo SpA
|
31,157,806
|
|
525,423
|
|
Leonardo SpA
|
28,193,313
|
|
198,626
|
|
Lottomatica Group SpA
|
5,518,277
|
|
8,021
|
|
Maire SpA
|
131,386
|
|
166,800
|
|
Mediobanca Banca di Credito Finanziario SpA
|
4,974,972
|
|
673,960
|
|
MFE-MediaForEurope NV Class A *
|
2,170,906
|
|
501,000
|
|
Pirelli & C SpA* 144A
|
3,789,039
|
|
224,028
|
|
Poste Italiane SpA(a)
|
7,332,396
|
|
91,250
|
|
Prysmian SpA
|
15,338,004
|
|
7,861
|
|
Recordati Industria Chimica e Farmaceutica SpA
|
461,119
|
|
257,761
|
|
Ryanair Holdings PLC, ADR
|
16,690,025
|
|
59,044
|
|
Telecom Italia SpA*
|
538,473
|
|
598,839
|
|
UniCredit SpA
|
53,609,316
|
|
167,357
|
|
Unipol Assicurazioni SpA
|
4,673,767
|
|
31,466
|
|
Webuild SpA(a)
|
81,991
|
|
|
|
|
218,431,662
|
|
|
|
Ivory Coast — 0.1%
|
|
|
102,058
|
|
Endeavour Mining PLC(b)
|
5,115,309
|
|
40,893
|
|
Endeavour Mining PLC(b)
|
2,024,494
|
|
|
|
|
7,139,803
|
|
|
|
Japan — 20.3%
|
|
|
4,400
|
|
ABC-Mart, Inc.
|
75,821
|
|
97,000
|
|
Advantest Corp.(a)
|
19,726,234
|
|
57,100
|
|
Aeon Co. Ltd.
|
471,450
|
|
2,300
|
|
AEON REIT Investment Corp., REIT
|
1,742,537
|
|
22,100
|
|
Aichi Steel Corp.
|
408,376
|
|
23,200
|
|
Air Water, Inc.
|
395,413
|
|
87,900
|
|
Aisin Corp.
|
1,188,238
|
|
47,400
|
|
Ajinomoto Co., Inc.
|
1,725,010
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Japan — continued
|
|
|
11,400
|
|
Alfresa Holdings Corp.
|
152,131
|
|
406,200
|
|
Alps Alpine Co. Ltd.
|
5,169,121
|
|
14,300
|
|
ALSOK Co. Ltd.
|
94,046
|
|
13,300
|
|
Amada Co. Ltd.
|
245,466
|
|
55,200
|
|
Amano Corp.
|
1,242,573
|
|
31,100
|
|
ANA Holdings, Inc.
|
569,862
|
|
7,800
|
|
Anritsu Corp.
|
214,233
|
|
4,600
|
|
ARE Holdings, Inc.
|
84,050
|
|
121,400
|
|
Artience Co. Ltd.(a)
|
3,226,329
|
|
85,200
|
|
Asahi Group Holdings Ltd.
|
810,941
|
|
11,000
|
|
Asahi Intecc Co. Ltd.
|
258,245
|
|
318,100
|
|
Asahi Kasei Corp.
|
3,510,274
|
|
727,600
|
|
Astellas Pharma, Inc.
|
9,785,921
|
|
253,300
|
|
Azbil Corp.
|
2,704,423
|
|
122,100
|
|
Bandai Namco Holdings, Inc.
|
2,854,614
|
|
5,600
|
|
Bic Camera, Inc.
|
56,969
|
|
5,800
|
|
BIPROGY, Inc.
|
152,545
|
|
238,000
|
|
Brother Industries Ltd.
|
5,418,417
|
|
6,700
|
|
Canon Marketing Japan, Inc.
|
142,907
|
|
226,300
|
|
Canon, Inc.(a)
|
5,785,363
|
|
20,400
|
|
Capcom Co. Ltd.
|
378,776
|
|
7,600
|
|
Casio Computer Co. Ltd.
|
90,167
|
|
220,200
|
|
Central Japan Railway Co.
|
4,727,811
|
|
920,394
|
|
Chiba Bank Ltd.
|
14,003,665
|
|
105,100
|
|
Chubu Electric Power Co., Inc.
|
1,977,232
|
|
1,800
|
|
Chudenko Corp.
|
60,322
|
|
17,900
|
|
Chugai Pharmaceutical Co. Ltd.
|
829,771
|
|
15,400
|
|
Chugoku Electric Power Co., Inc.
|
84,083
|
|
7,900
|
|
Citizen Watch Co. Ltd.
|
118,967
|
|
114,200
|
|
Coca-Cola Bottlers Japan Holdings, Inc.
|
3,015,119
|
|
7,000
|
|
COMSYS Holdings Corp.
|
236,492
|
|
11,000
|
|
Cosmo Energy Holdings Co. Ltd.
|
255,847
|
|
17,600
|
|
Cosmos Pharmaceutical Corp.
|
668,447
|
|
182,000
|
|
Credit Saison Co. Ltd.
|
4,941,723
|
|
52,500
|
|
CyberAgent, Inc.
|
447,711
|
|
447,500
|
|
Daicel Corp.
|
3,797,633
|
|
111,500
|
|
Daido Steel Co. Ltd.
|
1,918,053
|
|
149,500
|
|
Daiichi Sankyo Co. Ltd.
|
2,400,195
|
|
23,000
|
|
Daikin Industries Ltd.
|
3,495,187
|
|
144,100
|
|
Daito Trust Construction Co. Ltd.
|
2,749,714
|
|
91,300
|
|
Daiwa House Industry Co. Ltd.
|
2,472,717
|
|
221,400
|
|
Denso Corp.
|
2,558,455
|
|
10,000
|
|
Dexerials Corp.
|
266,292
|
|
132,000
|
|
DIC Corp.(a)
|
3,912,522
|
|
5,000
|
|
Dowa Holdings Co. Ltd.
|
270,397
|
|
152,900
|
|
East Japan Railway Co.(a)
|
3,206,182
|
|
94,900
|
|
Eisai Co. Ltd.
|
2,399,354
|
|
244,300
|
|
Electric Power Development Co. Ltd. Class C
|
5,502,869
|
|
224,300
|
|
ENEOS Holdings, Inc.
|
1,651,892
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Japan — continued
|
|
|
13,300
|
|
EXEO Group, Inc.
|
227,759
|
|
127,200
|
|
Ezaki Glico Co. Ltd.(a)
|
4,184,287
|
|
54,100
|
|
FANUC Corp.
|
2,474,792
|
|
20,300
|
|
Fast Retailing Co. Ltd.
|
10,386,441
|
|
223,200
|
|
Food & Life Cos. Ltd.
|
6,686,333
|
|
10,500
|
|
Fuji Corp.
|
552,365
|
|
35,100
|
|
Fujitsu Ltd.
|
700,766
|
|
41,600
|
|
Fukuoka Financial Group, Inc.
|
1,753,725
|
|
28,700
|
|
Futaba Industrial Co. Ltd.
|
166,809
|
|
173
|
|
GLP J-Reit, REIT
|
146,500
|
|
2,300
|
|
GMO internet group, Inc.
|
47,711
|
|
18,500
|
|
Hamamatsu Photonics KK
|
308,516
|
|
70,000
|
|
Hankyu Hanshin Holdings, Inc.
|
1,841,711
|
|
8,000
|
|
Hanwa Co. Ltd.
|
84,098
|
|
70,900
|
|
Haseko Corp.
|
1,241,075
|
|
30,700
|
|
Hirose Electric Co. Ltd.
|
5,507,812
|
|
523,800
|
|
Hitachi Ltd.
|
14,562,435
|
|
57,000
|
|
Hokkaido Electric Power Co., Inc.(a)
|
324,943
|
|
771,500
|
|
Honda Motor Co. Ltd.
|
6,992,203
|
|
134,591
|
|
Honda Motor Co. Ltd., ADR
|
3,648,762
|
|
8,000
|
|
Hoshizaki Corp.(a)
|
261,351
|
|
24,000
|
|
Hoya Corp.
|
3,872,109
|
|
64,000
|
|
Idemitsu Kosan Co. Ltd.
|
470,278
|
|
9,500
|
|
Iida Group Holdings Co. Ltd.
|
127,658
|
|
212
|
|
Industrial & Infrastructure Fund Investment Corp., REIT
|
185,761
|
|
477,000
|
|
Inpex Corp.
|
9,615,530
|
|
10,800
|
|
Internet Initiative Japan, Inc.
|
213,113
|
|
256,000
|
|
Isuzu Motors Ltd.
|
3,386,612
|
|
11,700
|
|
Iwatani Corp.(a)
|
136,733
|
|
21,200
|
|
JAC Recruitment Co. Ltd.(a)
|
111,674
|
|
257,700
|
|
Japan Airlines Co. Ltd.
|
4,543,247
|
|
10,900
|
|
Japan Airport Terminal Co. Ltd.
|
339,585
|
|
171,600
|
|
Japan Exchange Group, Inc.
|
2,163,614
|
|
465
|
|
Japan Metropolitan Fund Invest, REIT
|
321,413
|
|
529,000
|
|
Japan Petroleum Exploration Co. Ltd.
|
5,154,430
|
|
252,100
|
|
Japan Post Bank Co. Ltd.
|
4,804,373
|
|
1,019,200
|
|
Japan Post Holdings Co. Ltd.
|
13,669,626
|
|
553,700
|
|
Japan Post Insurance Co. Ltd.
|
5,223,185
|
|
442
|
|
Japan Real Estate Investment Corp., REIT
|
315,790
|
|
21,700
|
|
Japan Securities Finance Co. Ltd.
|
312,538
|
|
75,863
|
|
Japan Tobacco, Inc.(a)
|
2,788,979
|
|
13,400
|
|
JTEKT Corp.
|
166,308
|
|
18,000
|
|
Kakaku.com, Inc.
|
376,185
|
|
79,800
|
|
Kamigumi Co. Ltd.
|
2,507,996
|
|
89,700
|
|
Kaneka Corp.
|
3,158,126
|
|
344,500
|
|
Kanematsu Corp.
|
4,409,507
|
|
343,100
|
|
Kansai Electric Power Co., Inc.
|
4,824,123
|
|
8,400
|
|
Kansai Paint Co. Ltd.(a)
|
137,528
|
|
184,400
|
|
Kao Corp.(a)
|
3,657,139
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Japan — continued
|
|
|
4,200
|
|
Kato Sangyo Co. Ltd.
|
154,029
|
|
173,900
|
|
Kawasaki Kisen Kaisha Ltd.(a)
|
2,667,504
|
|
128,100
|
|
Keio Corp.
|
591,066
|
|
31,600
|
|
Keisei Electric Railway Co. Ltd.
|
226,281
|
|
20,300
|
|
Kewpie Corp.
|
545,562
|
|
39,500
|
|
Keyence Corp.
|
19,909,731
|
|
142,800
|
|
Kikkoman Corp.
|
1,465,208
|
|
10,800
|
|
Kintetsu Group Holdings Co. Ltd.(a)
|
225,033
|
|
117,900
|
|
Kioxia Holdings Corp.*
|
66,965,617
|
|
440,100
|
|
Kirin Holdings Co. Ltd.(a)
|
7,544,423
|
|
72,700
|
|
Kitz Corp.(a)
|
1,144,694
|
|
230,600
|
|
Kobe Steel Ltd.
|
2,669,534
|
|
76,200
|
|
Kohnan Shoji Co. Ltd.
|
1,972,112
|
|
10,800
|
|
Koito Manufacturing Co. Ltd.
|
170,803
|
|
71,600
|
|
Komatsu Ltd.
|
2,803,675
|
|
6,200
|
|
Konami Group Corp.
|
677,904
|
|
5,200
|
|
K's Holdings Corp.
|
60,954
|
|
187,400
|
|
Kuraray Co. Ltd.(a)
|
1,925,526
|
|
278,100
|
|
Kyocera Corp.
|
6,168,421
|
|
15,200
|
|
Kyowa Kirin Co. Ltd.
|
242,899
|
|
25,200
|
|
Kyushu Electric Power Co., Inc.
|
254,616
|
|
8,500
|
|
Kyushu Railway Co.
|
182,876
|
|
156
|
|
LaSalle Logiport REIT, REIT
|
140,005
|
|
69,000
|
|
Lasertec Corp.(a)
|
21,477,979
|
|
7,600
|
|
Life Corp.
|
123,500
|
|
37,200
|
|
Lintec Corp.
|
1,644,376
|
|
120,500
|
|
Lion Corp.
|
1,271,217
|
|
34,900
|
|
Lixil Corp.
|
388,941
|
|
82,000
|
|
LY Corp.
|
219,441
|
|
731,300
|
|
M3, Inc.
|
8,171,163
|
|
87,300
|
|
Macnica Holdings, Inc.
|
1,710,328
|
|
600
|
|
Makino Milling Machine Co. Ltd.
|
56,539
|
|
34,800
|
|
Makita Corp.
|
1,246,436
|
|
64,500
|
|
MatsukiyoCocokara & Co.
|
953,889
|
|
10,800
|
|
McDonald's Holdings Co. Japan Ltd.
|
497,543
|
|
466,000
|
|
Mebuki Financial Group, Inc.
|
4,102,336
|
|
23,500
|
|
Medipal Holdings Corp.
|
378,580
|
|
134,700
|
|
MEIJI Holdings Co. Ltd.
|
3,134,099
|
|
1,200
|
|
Meiko Electronics Co. Ltd.
|
233,711
|
|
16,900
|
|
MISUMI Group, Inc.
|
418,289
|
|
424,100
|
|
Mitsubishi Chemical Group Corp.
|
2,947,880
|
|
563,100
|
|
Mitsubishi Electric Corp.
|
20,658,425
|
|
280,300
|
|
Mitsubishi HC Capital, Inc.
|
2,269,004
|
|
500,500
|
|
Mitsubishi Heavy Industries Ltd.
|
11,401,016
|
|
35,600
|
|
Mitsubishi Motors Corp.(a)
|
68,722
|
|
61,500
|
|
Mitsui Chemicals, Inc.
|
813,246
|
|
145,300
|
|
Mitsui Fudosan Co. Ltd.
|
1,339,212
|
|
5,100
|
|
Miura Co. Ltd.
|
99,387
|
|
456,000
|
|
Mizuho Leasing Co. Ltd.
|
3,531,367
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Japan — continued
|
|
|
9,600
|
|
Modec, Inc.
|
547,455
|
|
367,600
|
|
Morinaga Milk Industry Co. Ltd.
|
2,874,204
|
|
49,000
|
|
MS&AD Insurance Group Holdings, Inc.
|
1,280,289
|
|
168,500
|
|
Murata Manufacturing Co. Ltd.
|
12,149,283
|
|
6,900
|
|
Nabtesco Corp.(a)
|
222,122
|
|
244,800
|
|
Nagase & Co. Ltd.
|
1,775,309
|
|
11,500
|
|
Nagoya Railroad Co. Ltd.(a)
|
130,664
|
|
6,100
|
|
NANKAI Co. Ltd.
|
106,880
|
|
82,200
|
|
NEC Corp.
|
1,996,393
|
|
216,900
|
|
Nexon Co. Ltd.
|
2,886,437
|
|
112,000
|
|
NGK Corp.
|
5,270,053
|
|
159,700
|
|
NH Foods Ltd.
|
5,845,951
|
|
5,500
|
|
Nifco, Inc.
|
164,417
|
|
4,100
|
|
Nippon Electric Glass Co. Ltd.(a)
|
167,380
|
|
204,300
|
|
Nippon Express Holdings, Inc.(a)
|
6,364,356
|
|
6,800
|
|
Nippon Gas Co. Ltd.
|
120,000
|
|
7,600
|
|
Nippon Kayaku Co. Ltd.
|
93,571
|
|
28,400
|
|
Nippon Paint Holdings Co. Ltd.(a)
|
184,928
|
|
10,400
|
|
Nippon Sanso Holdings Corp.
|
383,881
|
|
140,500
|
|
Nippon Shinyaku Co. Ltd.
|
3,479,420
|
|
6,800
|
|
Nippon Shokubai Co. Ltd.
|
87,565
|
|
128,100
|
|
Nippon Soda Co. Ltd.
|
2,788,440
|
|
111,000
|
|
Nippon Yusen KK
|
3,571,276
|
|
4,200
|
|
Nishi-Nippon Railroad Co. Ltd.
|
75,577
|
|
8,700
|
|
Nissan Chemical Corp.
|
454,155
|
|
40,400
|
|
Nisshin Seifun Group, Inc.
|
493,258
|
|
365,600
|
|
Nissin Foods Holdings Co. Ltd.(a)
|
6,275,088
|
|
455,500
|
|
Nitori Holdings Co. Ltd.
|
6,773,045
|
|
704,800
|
|
Nitto Denko Corp.
|
13,889,792
|
|
125,100
|
|
NOF Corp.
|
2,033,485
|
|
12,900
|
|
Nojima Corp.
|
105,022
|
|
1,233,400
|
|
Nomura Holdings, Inc.
|
10,767,280
|
|
177,900
|
|
Nomura Real Estate Holdings, Inc.
|
1,022,075
|
|
196
|
|
Nomura Real Estate Master Fund, Inc., REIT
|
183,490
|
|
29,100
|
|
Nomura Research Institute Ltd.
|
824,832
|
|
11,300
|
|
North Pacific Bank Ltd.
|
77,968
|
|
21,800
|
|
NSK Ltd.
|
154,667
|
|
1,917,700
|
|
NTT, Inc.
|
1,711,088
|
|
35,400
|
|
OBIC Business Consultants Co. Ltd.
|
1,328,179
|
|
36,100
|
|
Obic Co. Ltd.
|
846,788
|
|
144,900
|
|
Odakyu Electric Railway Co. Ltd.(a)
|
1,487,872
|
|
10,700
|
|
Okinawa Electric Power Co., Inc.
|
59,512
|
|
458,700
|
|
Olympus Corp.
|
4,823,659
|
|
547,700
|
|
Ono Pharmaceutical Co. Ltd.
|
8,067,277
|
|
12,200
|
|
Open House Group Co. Ltd.
|
636,075
|
|
16,100
|
|
Oracle Corp. Japan
|
823,953
|
|
132,900
|
|
Oriental Land Co. Ltd.(a)
|
2,035,323
|
|
98,100
|
|
ORIX Corp.
|
3,719,580
|
|
190,100
|
|
Osaka Gas Co. Ltd.
|
6,397,296
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Japan — continued
|
|
|
77,500
|
|
OSG Corp.(a)
|
1,749,471
|
|
15,800
|
|
Otsuka Corp.(a)
|
270,631
|
|
80,100
|
|
Otsuka Holdings Co. Ltd.
|
5,307,822
|
|
105,600
|
|
Pan Pacific International Holdings Corp.
|
539,212
|
|
7,000
|
|
Park24 Co. Ltd.
|
86,870
|
|
307,689
|
|
PayPay Corp., ADR*
|
4,409,183
|
|
1,340,900
|
|
Persol Holdings Co. Ltd.
|
2,042,971
|
|
20,100
|
|
Raito Kogyo Co. Ltd.
|
506,368
|
|
152,300
|
|
Recruit Holdings Co. Ltd.
|
10,606,086
|
|
11,700
|
|
Rengo Co. Ltd.
|
101,780
|
|
2,280,500
|
|
Resona Holdings, Inc.
|
29,757,146
|
|
46,080
|
|
Resonac Holdings Corp.
|
5,140,481
|
|
46,000
|
|
Resorttrust, Inc.
|
492,304
|
|
169,800
|
|
Ricoh Co. Ltd.
|
1,475,054
|
|
40,100
|
|
Rinnai Corp.
|
880,102
|
|
715,900
|
|
Rohto Pharmaceutical Co. Ltd.
|
10,521,994
|
|
29,400
|
|
Ryohin Keikaku Co. Ltd.
|
642,576
|
|
6,300
|
|
Sanki Engineering Co. Ltd.(a)
|
115,945
|
|
215,000
|
|
Sankyo Co. Ltd.
|
2,087,300
|
|
34,400
|
|
Sankyu, Inc.
|
1,835,339
|
|
223,000
|
|
Sanrio Co. Ltd.(a)
|
1,507,881
|
|
295,600
|
|
Santen Pharmaceutical Co. Ltd.
|
3,863,693
|
|
18,200
|
|
Sanwa Holdings Corp.
|
426,829
|
|
49,500
|
|
Sanyo Chemical Industries Ltd.
|
1,495,240
|
|
9,300
|
|
Sega Sammy Holdings, Inc.
|
126,179
|
|
122,600
|
|
Seiko Epson Corp.
|
2,054,786
|
|
3,200
|
|
Seiko Group Corp.
|
160,847
|
|
148,200
|
|
Sekisui Chemical Co. Ltd.
|
2,373,007
|
|
2,103
|
|
Sekisui House Reit, Inc., REIT
|
990,180
|
|
7,900
|
|
Shikoku Electric Power Co., Inc.
|
71,351
|
|
630,500
|
|
Shimadzu Corp.
|
16,097,744
|
|
16,600
|
|
Shimamura Co. Ltd.
|
341,451
|
|
79,300
|
|
Shimano, Inc.
|
8,473,061
|
|
389,500
|
|
Shionogi & Co. Ltd.
|
6,667,187
|
|
13,800
|
|
Skylark Holdings Co. Ltd.(a)
|
238,134
|
|
97,100
|
|
Sojitz Corp.
|
3,114,309
|
|
364,300
|
|
Sompo Holdings, Inc.
|
13,902,435
|
|
1,404,800
|
|
Sony Financial Group, Inc.
|
1,236,401
|
|
385,900
|
|
Sony Group Corp.
|
7,741,644
|
|
260,616
|
|
Sony Group Corp., ADR
|
5,227,957
|
|
182,500
|
|
Stanley Electric Co. Ltd.
|
3,964,616
|
|
282,000
|
|
Subaru Corp.
|
4,157,257
|
|
88,600
|
|
Sugi Holdings Co. Ltd.
|
1,714,846
|
|
4,000
|
|
Sumitomo Bakelite Co. Ltd.
|
185,913
|
|
298,800
|
|
Sumitomo Corp.
|
2,871,939
|
|
248,589
|
|
Sumitomo Mitsui Financial Group, Inc.
|
9,723,157
|
|
155,900
|
|
Sumitomo Mitsui Trust Group, Inc.
|
5,822,399
|
|
18,600
|
|
Sumitomo Osaka Cement Co. Ltd.
|
702,803
|
|
256,800
|
|
Sumitomo Pharma Co. Ltd.*
|
2,360,962
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Japan — continued
|
|
|
315,500
|
|
Sumitomo Rubber Industries Ltd.(a)
|
4,099,570
|
|
2,800
|
|
Sumitomo Warehouse Co. Ltd.
|
64,555
|
|
2,200
|
|
Sundrug Co. Ltd.
|
51,480
|
|
63,800
|
|
Suntory Beverage & Food Ltd.(a)
|
1,765,925
|
|
49,300
|
|
Suzuken Co. Ltd.
|
1,495,399
|
|
1,290,700
|
|
Suzuki Motor Corp.(a)
|
15,543,020
|
|
29,400
|
|
Sysmex Corp.
|
267,448
|
|
29,800
|
|
T&D Holdings, Inc.
|
883,144
|
|
6,500
|
|
Taiheiyo Cement Corp.
|
158,916
|
|
71,100
|
|
Taisei Corp.
|
6,304,084
|
|
15,500
|
|
Taiyo Holdings Co. Ltd.
|
473,825
|
|
360,800
|
|
Takeda Pharmaceutical Co. Ltd.
|
11,395,850
|
|
586,098
|
|
Takeda Pharmaceutical Co. Ltd., ADR
|
9,395,151
|
|
111,600
|
|
TDK Corp.
|
2,493,788
|
|
6,100
|
|
Teijin Ltd.
|
61,318
|
|
854,800
|
|
Terumo Corp.
|
11,767,415
|
|
100,000
|
|
TIS, Inc.
|
1,952,349
|
|
50,400
|
|
Tobu Railway Co. Ltd.
|
908,296
|
|
129,000
|
|
Toho Co. Ltd.
|
1,031,639
|
|
18,400
|
|
Toho Gas Co. Ltd.
|
137,294
|
|
191,400
|
|
Tohoku Electric Power Co., Inc.
|
1,252,684
|
|
37,100
|
|
TOKAI Holdings Corp.
|
262,473
|
|
17,400
|
|
Token Corp.
|
1,357,300
|
|
178,300
|
|
Tokuyama Corp.
|
5,429,931
|
|
818,900
|
|
Tokyo Electric Power Co. Holdings, Inc.*(a)
|
2,324,722
|
|
26,900
|
|
Tokyo Electron Ltd.
|
13,014,269
|
|
19,900
|
|
Tokyo Gas Co. Ltd.
|
748,606
|
|
20,800
|
|
Tokyo Ohka Kogyo Co. Ltd.
|
1,480,330
|
|
280,100
|
|
Tokyu Corp.
|
2,889,650
|
|
28,100
|
|
Tokyu Fudosan Holdings Corp.
|
223,895
|
|
342,300
|
|
Toray Industries, Inc.
|
2,377,137
|
|
10,800
|
|
Tosoh Corp.
|
195,845
|
|
84,400
|
|
TOTO Ltd.
|
4,532,244
|
|
124,200
|
|
Toyo Seikan Group Holdings Ltd.
|
3,123,961
|
|
311,900
|
|
Toyo Suisan Kaisha Ltd.
|
19,951,706
|
|
8,500
|
|
Toyoda Gosei Co. Ltd.
|
270,177
|
|
4,200
|
|
Toyota Boshoku Corp.
|
55,393
|
|
234,000
|
|
Toyota Motor Corp.
|
3,925,931
|
|
18,500
|
|
Trend Micro, Inc.
|
687,176
|
|
210,600
|
|
TS Tech Co. Ltd.
|
2,251,310
|
|
45,500
|
|
Tsubakimoto Chain Co.
|
721,439
|
|
13,640
|
|
Tsuruha Holdings, Inc.
|
172,543
|
|
56,200
|
|
UACJ Corp.
|
882,738
|
|
15,200
|
|
Ulvac, Inc.(a)
|
984,533
|
|
1,470,600
|
|
Unicharm Corp.(a)
|
8,559,740
|
|
173
|
|
United Urban Investment Corp., REIT
|
172,853
|
|
3,800
|
|
Ushio, Inc.
|
106,254
|
|
25,700
|
|
Valor Holdings Co. Ltd.
|
616,586
|
|
42,800
|
|
Warabeya Nichiyo Holdings Co. Ltd.
|
696,254
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Japan — continued
|
|
|
34,800
|
|
West Japan Railway Co.
|
583,879
|
|
23,700
|
|
Yakult Honsha Co. Ltd.
|
400,064
|
|
224,300
|
|
Yamada Holdings Co. Ltd.
|
907,900
|
|
11,700
|
|
Yamaguchi Financial Group, Inc.
|
205,916
|
|
83,700
|
|
Yamaha Corp.
|
588,279
|
|
31,100
|
|
Yamato Holdings Co. Ltd.
|
352,015
|
|
1,700
|
|
Yamato Kogyo Co. Ltd.
|
127,827
|
|
123,800
|
|
Yamazaki Baking Co. Ltd.
|
2,440,011
|
|
76,500
|
|
Yokogawa Electric Corp.
|
2,688,544
|
|
156,400
|
|
Yokohama Rubber Co. Ltd.
|
7,079,376
|
|
2,000
|
|
Yonex Co. Ltd.(a)
|
28,539
|
|
19,800
|
|
Zensho Holdings Co. Ltd.(a)
|
982,716
|
|
9,300
|
|
Zeon Corp.
|
134,904
|
|
355,400
|
|
ZOZO, Inc.
|
2,513,673
|
|
|
|
|
965,898,999
|
|
|
|
Luxembourg — 0.4%
|
|
|
299,726
|
|
ArcelorMittal SA
|
18,033,566
|
|
18,505
|
|
Eurofins Scientific SE
|
1,451,590
|
|
13,643
|
|
SES SA
|
111,774
|
|
|
|
|
19,596,930
|
|
|
|
Macau — 0.2%
|
|
|
2,217,000
|
|
Galaxy Entertainment Group Ltd.
|
8,349,277
|
|
72,400
|
|
MGM China Holdings Ltd.
|
93,897
|
|
797,200
|
|
Sands China Ltd.
|
1,332,401
|
|
|
|
|
9,775,575
|
|
|
|
Mexico — 0.0%
|
|
|
11,245
|
|
Fresnillo PLC
|
410,046
|
|
|
|
Netherlands — 4.8%
|
|
|
228,361
|
|
ABN AMRO Bank NV, CVA(c)
|
9,718,348
|
|
5,815
|
|
Argenx SE*
|
5,397,400
|
|
2,583
|
|
ASM International NV
|
2,958,583
|
|
60,459
|
|
ASML Holding NV(b)
|
119,978,290
|
|
160
|
|
ASML Holding NV(b)
|
315,197
|
|
6,826
|
|
ASML Holding NV, ADR NYRS
|
13,579,917
|
|
26,800
|
|
ASR Nederland NV
|
2,024,130
|
|
15,916
|
|
BE Semiconductor Industries NV
|
5,229,437
|
|
137,562
|
|
Euronext NV 144A
|
22,021,137
|
|
52,400
|
|
Heineken Holding NV
|
3,999,984
|
|
340,912
|
|
ING Groep NV
|
10,792,167
|
|
206,300
|
|
Koninklijke Ahold Delhaize NV
|
8,307,695
|
|
4,614
|
|
Koninklijke Vopak NV
|
240,334
|
|
24,107
|
|
Nebius Group NV*(a)
|
6,657,630
|
|
122,096
|
|
NN Group NV
|
10,704,757
|
|
5,836
|
|
SBM Offshore NV
|
201,749
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Netherlands — continued
|
|
|
83,500
|
|
Wolters Kluwer NV
|
5,400,005
|
|
|
|
|
227,526,760
|
|
|
|
New Zealand — 0.0%
|
|
|
17,920
|
|
Fisher & Paykel Healthcare Corp. Ltd. Class C
|
397,291
|
|
|
|
Nigeria — 0.0%
|
|
|
66,241
|
|
Airtel Africa PLC 144A
|
288,161
|
|
|
|
Norway — 0.9%
|
|
|
550,061
|
|
Aker BP ASA
|
16,737,664
|
|
100,400
|
|
Austevoll Seafood ASA
|
787,231
|
|
102,200
|
|
DNB Bank ASA
|
3,040,843
|
|
348,319
|
|
DNO ASA
|
571,905
|
|
45,073
|
|
Equinor ASA
|
1,416,763
|
|
380,735
|
|
Equinor ASA, ADR
|
11,955,079
|
|
4,445
|
|
Frontline PLC(b)
|
154,642
|
|
3,319
|
|
Frontline PLC(b)
|
115,190
|
|
12,337
|
|
Kitron ASA
|
133,128
|
|
25,242
|
|
Kongsberg Gruppen ASA
|
761,285
|
|
28,363
|
|
Kongsberg Maritime AS*
|
146,904
|
|
634,300
|
|
Norsk Hydro ASA
|
5,719,551
|
|
147,400
|
|
Orkla ASA
|
1,553,199
|
|
27,309
|
|
Storebrand ASA
|
513,024
|
|
38,072
|
|
Telenor ASA
|
547,320
|
|
9,972
|
|
TGS ASA
|
129,407
|
|
|
|
|
44,283,135
|
|
|
|
Peru — 0.1%
|
|
|
11,409
|
|
Credicorp Ltd.
|
4,444,718
|
|
20,384
|
|
Hochschild Mining PLC
|
125,352
|
|
|
|
|
4,570,070
|
|
|
|
Poland — 0.2%
|
|
|
779,238
|
|
Allegro.eu SA* 144A
|
7,845,959
|
|
|
|
Portugal — 0.4%
|
|
|
536,228
|
|
Banco Comercial Portugues SA Class R
|
635,153
|
|
39,527
|
|
CTT-Correios de Portugal SA
|
261,546
|
|
1,806,055
|
|
EDP SA
|
9,460,970
|
|
172,188
|
|
Galp Energia SGPS SA
|
3,668,183
|
|
205,523
|
|
Jeronimo Martins SGPS SA
|
3,939,137
|
|
1,229,556
|
|
Sonae SGPS SA
|
2,833,170
|
|
|
|
|
20,798,159
|
|
|
|
Russia — 0.0%
|
|
|
3,792,080
|
|
Gazprom PJSC*(d)(e)(f)
|
—
|
|
843,000
|
|
GMK Norilskiy Nickel PAO*(d)(e)(f)
|
—
|
|
113,778
|
|
LUKOIL PJSC*(d)(e)(f)
|
—
|
|
18,119
|
|
Novatek PJSC*(d)(e)(f)
|
—
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Russia — continued
|
|
|
169,349
|
|
Rosneft Oil Co. PJSC*(d)(e)(f)
|
—
|
|
1,092,670
|
|
Sberbank of Russia PJSC*(d)(e)(f)
|
—
|
|
296,674
|
|
Tatneft PJSC*(d)(e)(f)
|
—
|
|
|
|
|
0
|
|
|
|
Singapore — 1.2%
|
|
|
477,600
|
|
Aztech Global Ltd.(c)
|
324,102
|
|
126,600
|
|
ComfortDelGro Corp. Ltd.(a)
|
131,466
|
|
782,368
|
|
Grab Holdings Ltd. Class A *
|
2,949,527
|
|
16,364
|
|
Hafnia Ltd.
|
106,726
|
|
10,100
|
|
iFAST Corp. Ltd.(a)
|
69,212
|
|
500,000
|
|
IGG, Inc.
|
207,683
|
|
122,300
|
|
Jardine Cycle & Carriage Ltd.(a)
|
2,550,085
|
|
230,400
|
|
Keppel Infrastructure Trust
|
95,403
|
|
84,500
|
|
Keppel Ltd.
|
720,015
|
|
9,388
|
|
Keppel REIT, REIT
|
6,252
|
|
159,200
|
|
Netlink NBN Trust(c)
|
120,171
|
|
51,400
|
|
SATS Ltd.
|
180,644
|
|
74,392
|
|
Sea Ltd., ADR*
|
7,128,985
|
|
48,100
|
|
Sheng Siong Group Ltd.
|
120,301
|
|
16,700
|
|
Singapore Airlines Ltd.
|
99,584
|
|
310,200
|
|
Singapore Exchange Ltd.
|
5,804,252
|
|
111,400
|
|
Singapore Technologies Engineering Ltd.
|
899,053
|
|
1,904,400
|
|
Singapore Telecommunications Ltd.
|
6,527,275
|
|
239,385
|
|
STMicroelectronics NV(b)
|
17,885,933
|
|
22,335
|
|
STMicroelectronics NV(b)
|
1,649,628
|
|
53,607
|
|
STMicroelectronics NV, ADR NYRS
|
4,014,628
|
|
99,000
|
|
United Overseas Bank Ltd.
|
3,053,030
|
|
23,500
|
|
UOL Group Ltd.
|
173,571
|
|
15,500
|
|
Venture Corp. Ltd.
|
205,343
|
|
99,900
|
|
Yangzijiang Maritime Development Ltd.
|
45,737
|
|
|
|
|
55,068,606
|
|
|
|
South Africa — 0.3%
|
|
|
197,854
|
|
Anglo American PLC(b)
|
9,696,215
|
|
12,047
|
|
Anglo American PLC(b)
|
596,017
|
|
74,900
|
|
Gold Fields Ltd.
|
2,510,866
|
|
46,600
|
|
Naspers Ltd. Class N
|
2,335,912
|
|
1,003,000
|
|
Old Mutual Ltd.(a)
|
825,725
|
|
|
|
|
15,964,735
|
|
|
|
South Korea — 1.0%
|
|
|
365,468
|
|
Coupang, Inc.*
|
6,348,179
|
|
55,000
|
|
Doosan Bobcat, Inc.
|
2,206,537
|
|
26,900
|
|
Kia Corp.
|
2,408,497
|
|
56,848
|
|
Samsung Electronics Co. Ltd.
|
12,427,942
|
|
17,795
|
|
Samsung Fire & Marine Insurance Co. Ltd.
|
7,126,119
|
|
15,423
|
|
SK Square Co. Ltd.
|
17,178,267
|
|
|
|
|
47,695,541
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Spain — 2.0%
|
|
|
13,794
|
|
ACS Actividades de Construccion y Servicios SA
|
2,038,169
|
|
195,825
|
|
Amadeus IT Group SA
|
11,253,293
|
|
7,334
|
|
Atalaya Mining Copper SA
|
79,621
|
|
300,961
|
|
Banco Bilbao Vizcaya Argentaria SA
|
7,554,546
|
|
336,312
|
|
Banco de Sabadell SA
|
1,195,373
|
|
1,397,490
|
|
Banco Santander SA
|
19,344,902
|
|
289,406
|
|
Bankinter SA
|
4,858,643
|
|
1,861,873
|
|
CaixaBank SA
|
26,442,971
|
|
98,952
|
|
Cellnex Telecom SA*(a) 144A
|
2,964,980
|
|
865
|
|
Grenergy Renovables SA*
|
113,601
|
|
87,746
|
|
Grifols SA(a)
|
899,459
|
|
86,100
|
|
Logista Integral SA
|
3,322,392
|
|
1,100,220
|
|
Mapfre SA
|
5,448,790
|
|
7,682
|
|
Naturgy Energy Group SA
|
241,201
|
|
421,992
|
|
Repsol SA(a)
|
10,511,886
|
|
3,614
|
|
Solaria Energia y Medio Ambiente SA*
|
82,273
|
|
62,325
|
|
Unicaja Banco SA 144A
|
222,322
|
|
|
|
|
96,574,422
|
|
|
|
Sweden — 1.9%
|
|
|
17,313
|
|
Alfa Laval AB
|
1,032,724
|
|
552,484
|
|
Assa Abloy AB Class B
|
19,552,830
|
|
202,200
|
|
Betsson AB Class B
|
1,770,673
|
|
143,783
|
|
Boliden AB
|
8,133,591
|
|
1,942
|
|
Camurus AB*
|
113,614
|
|
166,100
|
|
Elekta AB Class B (a)
|
848,383
|
|
20,466
|
|
Epiroc AB Class B
|
475,942
|
|
4,839
|
|
Granges AB
|
85,845
|
|
107,429
|
|
H & M Hennes & Mauritz AB Class B (a)
|
1,851,729
|
|
1,954
|
|
HMS Networks AB
|
101,708
|
|
15,338
|
|
Husqvarna AB Class B
|
59,748
|
|
27,924
|
|
Loomis AB
|
1,371,913
|
|
63,300
|
|
NCC AB Class B
|
1,247,946
|
|
161,200
|
|
Securitas AB Class B
|
2,652,329
|
|
10,719
|
|
Skanska AB Class B
|
287,420
|
|
57,800
|
|
SKF AB Class B
|
1,486,963
|
|
808,884
|
|
Svenska Cellulosa AB SCA Class B (a)
|
8,287,404
|
|
242,800
|
|
Swedbank AB Class A
|
9,085,022
|
|
42,389
|
|
Swedish Orphan Biovitrum AB*
|
2,024,394
|
|
902,789
|
|
Telefonaktiebolaget LM Ericsson, ADR
|
10,066,097
|
|
1,000,001
|
|
Telefonaktiebolaget LM Ericsson Class B
|
11,183,160
|
|
12,034
|
|
Trelleborg AB Class B
|
502,155
|
|
255,400
|
|
Volvo AB Class B
|
8,699,192
|
|
|
|
|
90,920,782
|
|
|
|
Switzerland — 4.0%
|
|
|
72,320
|
|
ABB Ltd.(b)
|
7,859,932
|
|
20,306
|
|
ABB Ltd.(b)
|
2,201,667
|
|
5,804
|
|
Accelleron Industries AG
|
597,612
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
Switzerland — continued
|
|
|
131,612
|
|
Adecco Group AG
|
2,432,395
|
|
53,300
|
|
Avolta AG
|
3,577,350
|
|
570
|
|
Belimo Holding AG
|
643,757
|
|
452
|
|
Chocoladefabriken Lindt & Spruengli AG
|
5,267,790
|
|
51,853
|
|
Cie Financiere Richemont SA Class A
|
12,052,384
|
|
3,593
|
|
Clariant AG
|
31,432
|
|
5,568
|
|
Flughafen Zurich AG
|
1,724,066
|
|
10,600
|
|
Galderma Group AG
|
2,414,504
|
|
12,822
|
|
Huber & Suhner AG
|
3,546,950
|
|
184,760
|
|
Julius Baer Group Ltd.
|
15,996,911
|
|
1,261
|
|
Kardex Holding AG
|
354,411
|
|
11,959
|
|
Landis & Gyr Group AG(a)
|
642,372
|
|
24,868
|
|
Logitech International SA(b)
|
2,336,159
|
|
48,220
|
|
Logitech International SA(b)
|
4,534,609
|
|
13,674
|
|
Lonza Group AG
|
9,243,573
|
|
86,708
|
|
On Holding AG Class A *
|
3,071,197
|
|
490,602
|
|
Sandoz Group AG
|
44,408,605
|
|
24,454
|
|
Schindler Holding AG
|
8,119,631
|
|
57,801
|
|
Sika AG
|
11,929,444
|
|
15,786
|
|
Sonova Holding AG
|
3,755,484
|
|
4,089
|
|
Sunrise Communications AG Class A
|
203,685
|
|
3,730
|
|
Temenos AG
|
305,690
|
|
3,788
|
|
TORM PLC Class A
|
97,649
|
|
815,131
|
|
UBS Group AG(b)
|
40,448,071
|
|
59,066
|
|
UBS Group AG*(b)
|
2,927,311
|
|
1,526
|
|
VAT Group AG 144A
|
1,337,262
|
|
|
|
|
192,061,903
|
|
|
|
Taiwan — 1.4%
|
|
|
413,000
|
|
Hon Hai Precision Industry Co. Ltd.
|
3,310,792
|
|
88,526
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
6,797,792
|
|
110,021
|
|
Taiwan Semiconductor Manufacturing Co. Ltd., ADR
|
52,542,729
|
|
776,000
|
|
United Microelectronics Corp.*
|
4,162,866
|
|
|
|
|
66,814,179
|
|
|
|
Turkey — 0.1%
|
|
|
1,439,800
|
|
Coca-Cola Icecek AS
|
2,567,198
|
|
|
|
United Kingdom — 10.5%
|
|
|
13,543
|
|
Admiral Group PLC
|
640,127
|
|
19,594
|
|
AJ Bell PLC
|
159,074
|
|
18,468
|
|
Allfunds Group PLC
|
177,604
|
|
162,841
|
|
Associated British Foods PLC
|
4,294,740
|
|
83,992
|
|
AstraZeneca PLC(b)
|
15,722,561
|
|
35,958
|
|
AstraZeneca PLC(b)
|
6,760,992
|
|
35,820
|
|
AstraZeneca PLC(b)
|
6,792,188
|
|
52,604
|
|
Autotrader Group PLC 144A
|
348,610
|
|
758,803
|
|
Aviva PLC
|
6,551,061
|
|
403,600
|
|
B&M European Value Retail PLC
|
1,044,993
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
United Kingdom — continued
|
|
|
15,031
|
|
Babcock International Group PLC
|
189,954
|
|
33,877
|
|
Balfour Beatty PLC
|
390,311
|
|
6,205,653
|
|
Barclays PLC
|
41,699,259
|
|
9,364
|
|
Bodycote PLC
|
82,681
|
|
203,136
|
|
British American Tobacco PLC
|
12,536,596
|
|
1,801,577
|
|
BT Group PLC
|
4,545,986
|
|
16,442
|
|
Burberry Group PLC*
|
232,054
|
|
1,899,300
|
|
Centrica PLC
|
4,307,052
|
|
18,927
|
|
Chemring Group PLC
|
128,666
|
|
533,500
|
|
CK Hutchison Holdings Ltd.
|
4,534,972
|
|
76,712
|
|
Coca-Cola Europacific Partners PLC
|
7,676,570
|
|
97,475
|
|
Compass Group PLC
|
3,149,359
|
|
41,997
|
|
Computacenter PLC
|
2,382,953
|
|
102,624
|
|
Convatec Group PLC 144A
|
292,998
|
|
80,272
|
|
Croda International PLC
|
3,224,244
|
|
24,891
|
|
Currys PLC
|
52,742
|
|
616,375
|
|
Diageo PLC
|
12,396,478
|
|
435,668
|
|
Drax Group PLC
|
4,391,172
|
|
34,193
|
|
Firstgroup PLC
|
85,238
|
|
551,304
|
|
GSK PLC
|
14,474,354
|
|
93,889
|
|
GSK PLC, ADR
|
4,921,661
|
|
24,798
|
|
Halma PLC
|
1,296,316
|
|
30,173
|
|
Hikma Pharmaceuticals PLC
|
607,879
|
|
299,901
|
|
Hiscox Ltd.
|
7,353,692
|
|
556,400
|
|
HSBC Holdings PLC
|
10,575,438
|
|
260,434
|
|
IG Group Holdings PLC
|
6,253,629
|
|
462,929
|
|
IMI PLC
|
18,223,638
|
|
229,500
|
|
Imperial Brands PLC
|
8,490,640
|
|
20,462
|
|
Inchcape PLC
|
209,456
|
|
73,625
|
|
Informa PLC
|
884,090
|
|
1,260,030
|
|
International Consolidated Airlines Group SA Class DI (b)
|
8,000,054
|
|
28,915
|
|
International Consolidated Airlines Group SA Class DI (a)(b)
|
183,567
|
|
810,400
|
|
J Sainsbury PLC
|
3,441,304
|
|
88,404
|
|
JD Sports Fashion PLC
|
99,504
|
|
6,214
|
|
JET2 PLC
|
106,634
|
|
14,049
|
|
Johnson Matthey PLC
|
352,933
|
|
1,751,120
|
|
Kingfisher PLC
|
6,590,185
|
|
19,121
|
|
Lancashire Holdings Ltd.
|
163,919
|
|
320,213
|
|
Legal & General Group PLC
|
1,216,764
|
|
20,459,388
|
|
Lloyds Banking Group PLC
|
30,207,358
|
|
195,101
|
|
London Stock Exchange Group PLC
|
21,139,365
|
|
949,651
|
|
Man Group PLC
|
3,684,897
|
|
393,300
|
|
Mitchells & Butlers PLC*
|
1,274,675
|
|
32,159
|
|
MONY Group PLC
|
79,138
|
|
311,994
|
|
National Grid PLC
|
5,168,738
|
|
4,485,152
|
|
NatWest Group PLC
|
39,555,849
|
|
21,024
|
|
OSB Group PLC
|
144,900
|
|
401,613
|
|
Paragon Banking Group PLC
|
4,082,891
|
|
570,400
|
|
QinetiQ Group PLC
|
3,199,045
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
United Kingdom — continued
|
|
|
45,155
|
|
Quilter PLC 144A
|
115,311
|
|
168,516
|
|
Reckitt Benckiser Group PLC
|
10,992,688
|
|
586,717
|
|
RELX PLC(b)
|
18,491,536
|
|
31,420
|
|
RELX PLC(b)
|
990,901
|
|
39,924
|
|
Rightmove PLC
|
232,329
|
|
1,034,065
|
|
Rolls-Royce Holdings PLC
|
19,866,178
|
|
287,132
|
|
Sage Group PLC
|
3,111,445
|
|
15,358
|
|
Senior PLC
|
58,715
|
|
630,866
|
|
Serco Group PLC
|
1,835,767
|
|
909,653
|
|
Smith & Nephew PLC
|
13,083,818
|
|
68,611
|
|
Spirax Group PLC
|
6,229,134
|
|
26,391
|
|
St. James's Place PLC
|
424,663
|
|
680,458
|
|
Standard Chartered PLC
|
18,454,766
|
|
204,541
|
|
TechnipFMC PLC
|
13,561,068
|
|
937,800
|
|
Tesco PLC
|
5,729,686
|
|
46,627
|
|
TP ICAP Group PLC
|
209,502
|
|
19,302
|
|
Unilever PLC
|
1,162,058
|
|
8,111
|
|
Vesuvius PLC
|
48,254
|
|
8,855,078
|
|
Vodafone Group PLC
|
11,707,306
|
|
1,209,680
|
|
Vodafone Group PLC, ADR
|
15,998,018
|
|
288,526
|
|
Weir Group PLC
|
9,212,611
|
|
|
|
|
498,289,502
|
|
|
|
United States — 9.4%
|
|
|
61,280
|
|
Abbott Laboratories
|
5,560,547
|
|
37,463
|
|
Adobe, Inc.*
|
7,680,664
|
|
745,875
|
|
Aegon Ltd.
|
6,345,707
|
|
122,325
|
|
Agilent Technologies, Inc.
|
16,248,430
|
|
190,476
|
|
Alcon AG(b)
|
12,901,247
|
|
80,662
|
|
Alcon AG(b)
|
5,412,420
|
|
2,904
|
|
Apple, Inc.
|
840,301
|
|
11,739
|
|
ARM Holdings PLC, ADR*
|
4,162,297
|
|
8,754
|
|
Autodesk, Inc.*
|
1,701,953
|
|
1,679
|
|
BeOne Medicines Ltd., ADR*
|
478,465
|
|
37,419
|
|
Boston Scientific Corp.*
|
1,597,043
|
|
925,584
|
|
BP PLC
|
5,699,866
|
|
149,525
|
|
BP PLC, ADR
|
5,524,949
|
|
348
|
|
Brixmor Property Group, Inc., REIT
|
10,972
|
|
1,964
|
|
BRP, Inc.
|
119,843
|
|
1,073
|
|
Chipotle Mexican Grill, Inc.*
|
36,482
|
|
6,456
|
|
Cintas Corp.
|
1,098,037
|
|
5,073
|
|
Cisco Systems, Inc.
|
595,875
|
|
111,694
|
|
Comcast Corp. Class A
|
2,742,088
|
|
10,329
|
|
Cooper Cos., Inc.*
|
740,693
|
|
60,107
|
|
CRH PLC
|
6,431,449
|
|
11,491
|
|
CubeSmart, REIT
|
456,997
|
|
1,007
|
|
Domino's Pizza, Inc.
|
298,112
|
|
6,732
|
|
Equity Residential, REIT
|
457,305
|
|
523,767
|
|
Experian PLC
|
17,623,672
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
United States — continued
|
|
|
3,596
|
|
Extra Space Storage, Inc., REIT
|
522,499
|
|
13,141
|
|
Ferrovial NV(b)
|
902,033
|
|
112
|
|
Ferrovial NV(b)
|
7,684
|
|
57,813
|
|
Flutter Entertainment PLC Class DI *(a)
|
5,813,951
|
|
27,256
|
|
Fortinet, Inc.*
|
4,187,067
|
|
44,294
|
|
Gen Digital, Inc.
|
1,102,478
|
|
5,828,518
|
|
Haleon PLC
|
26,910,807
|
|
296,049
|
|
Haleon PLC, ADR
|
2,762,137
|
|
720
|
|
Independence Realty Trust, Inc., REIT
|
12,017
|
|
9,293
|
|
InterContinental Hotels Group PLC
|
1,602,903
|
|
15,480
|
|
Intuit, Inc.
|
4,040,280
|
|
16,130
|
|
KLA Corp.
|
4,866,582
|
|
23,340
|
|
McDonald's Corp.
|
6,309,035
|
|
18,468
|
|
Microsoft Corp.
|
6,888,933
|
|
3,944
|
|
National Storage Affiliates Trust, REIT
|
175,390
|
|
71,155
|
|
NIKE, Inc. Class B
|
2,920,913
|
|
148,600
|
|
Novartis AG
|
23,307,814
|
|
38,475
|
|
Novartis AG, ADR
|
6,029,802
|
|
50,009
|
|
Philip Morris International, Inc.
|
9,047,128
|
|
121,832
|
|
Roche Holding AG
|
50,232,724
|
|
77,737
|
|
Roche Holding AG, ADR
|
3,991,795
|
|
19,160
|
|
Roper Technologies, Inc.
|
6,483,552
|
|
73,145
|
|
Salesforce, Inc.
|
11,458,896
|
|
5,332
|
|
Sandisk Corp.*
|
12,123,528
|
|
123,100
|
|
Sanofi SA
|
10,525,651
|
|
7,114
|
|
SBA Communications Corp., REIT
|
1,255,337
|
|
125,803
|
|
Schneider Electric SE
|
41,299,197
|
|
249,001
|
|
Shell PLC(b)
|
9,626,540
|
|
354,073
|
|
Shell PLC(b)
|
13,723,032
|
|
182,149
|
|
Shell PLC, ADR
|
14,123,834
|
|
1,129
|
|
Sherwin-Williams Co.
|
388,737
|
|
155,300
|
|
Signify NV 144A
|
2,965,109
|
|
32,025
|
|
Sinch AB* 144A
|
125,678
|
|
6,637
|
|
Stryker Corp.
|
2,089,593
|
|
52,700
|
|
Swiss Re AG
|
8,398,712
|
|
363,434
|
|
Tenaris SA
|
10,063,581
|
|
44,611
|
|
Verizon Communications, Inc.
|
1,888,830
|
|
25,595
|
|
VICI Properties, Inc., REIT
|
679,547
|
|
47,202
|
|
Viking Holdings Ltd.*
|
4,940,633
|
|
40,318
|
|
Waters Corp.*
|
15,120,863
|
|
59,314
|
|
Willis Towers Watson PLC
|
15,502,900
|
|
9,564
|
|
Zimmer Biomet Holdings, Inc.
|
823,365
|
|
|
|
|
450,006,501
|
|
|
|
TOTAL COMMON STOCKS (COST $3,721,221,174)
|
4,613,088,400
|
|
|
|
INVESTMENT COMPANIES — 0.4%
|
|
|
|
|
United States — 0.4%
|
|
|
102,853
|
|
iShares Core MSCI EAFE ETF
|
9,933,543
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
United States — continued
|
|
|
29,704
|
|
iShares MSCI EAFE ETF
|
3,085,651
|
|
81,119
|
|
Vanguard FTSE Emerging Markets ETF
|
4,841,993
|
|
|
|
TOTAL INVESTMENT COMPANIES (COST $16,169,236)
|
17,861,187
|
|
|
|
PREFERRED STOCKS — 0.1%
|
|
|
|
|
Brazil — 0.0%
|
|
|
371,100
|
|
Petroleo Brasileiro SA - Petrobras, 8.76%
|
2,710,146
|
|
|
|
Germany — 0.1%
|
|
|
22,700
|
|
Henkel AG & Co. KGaA, 2.82%
|
1,908,837
|
|
34,200
|
|
Volkswagen AG, 7.50%
|
2,741,568
|
|
|
|
|
4,650,405
|
|
|
|
TOTAL PREFERRED STOCKS (COST $11,437,088)
|
7,360,551
|
|
|
|
RIGHTS — 0.0%
|
|
|
|
|
Spain — 0.0%
|
|
|
13,794
|
|
ACS Actividades de Construccion y Servicios SA, Expires 07/16/26*
|
28,971
|
|
|
|
TOTAL RIGHTS (COST $29,401)
|
28,971
|
|
Par Value ($)
|
|
Description
|
Value ($)
|
|
|
|
SHORT-TERM INVESTMENT — 1.4%
|
|
|
|
|
Mutual Fund - Securities Lending Collateral — 1.4%
|
|
|
63,917,788
|
|
State Street Navigator Securities Lending Government Money Market Portfolio,
3.66%(g)(h)
|
63,917,788
|
|
|
|
TOTAL SHORT-TERM INVESTMENT (COST $63,917,788)
|
63,917,788
|
|
|
|
TOTAL INVESTMENTS — 98.8%
(Cost $3,812,774,687)
|
4,702,256,897
|
|
|
|
Other Assets and Liabilities (net) — 1.2%
|
59,381,990
|
|
|
|
NET ASSETS — 100.0%
|
$4,761,638,887
|
|
|
Notes to Schedule of Investments:
|
|
*
|
Non-income producing security.
|
|
(a)
|
All or a portion of this security is out on loan.
|
|
(b)
|
Securities are traded on separate exchanges for the same entity.
|
|
(c)
|
Security exempt from registration under Regulation S of the Securities Act of 1933,
which exempts
from registration securities offered and sold outside the United States. Security
may not be offered
or sold in the United States except pursuant to an exemption from, or in a transaction
not subject
to, the registration requirements of the Securities Act of 1933.
|
|
(d)
|
Level 3 - significant unobservable inputs were used in determining the value of this
security in the
Fund.
|
|
(e)
|
Securities fair valued by the Valuation Committee as approved by the Board of Trustees.
The total
market value of the securities at period end is $0 which represents 0.0% of net assets.
The
aggregate tax cost of these securities held at June 30, 2026 was $29,569,045.
|
|
(f)
|
Illiquid securities represent Russian securities impacted by the Russian/Ukraine crisis.
The total
market value of the securities at period end is $0 which represents 0.0% of net assets.
The
aggregate cost of these securities held at June 30, 2026 was $29,569,045.
|
|
(g)
|
The rate disclosed is the 7-day net yield as of June 30, 2026.
|
|
(h)
|
Represents an investment of securities lending cash collateral.
|
|
144A
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933.
These securities
may be resold in transactions exempt from registration, normally to qualified institutional
buyers.
The total market value of the securities at period end is $75,125,766 which represents
1.6% of net
assets.
|
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
|
Buys
|
|
|
|
|
|
462
|
MSCI EAFE
|
Sep 2026
|
$72,656,430
|
$(23,288
)
|
|
Abbreviations
|
||
|
ADR
|
—
|
American Depository Receipt
|
|
CVA
|
—
|
Certificaten Van Aandelen
|
|
ETF
|
—
|
Exchange-traded fund
|
|
NYRS
|
—
|
New York Registry Shares
|
|
REIT
|
—
|
Real Estate Investment Trust
|
|
Industry Sector Summary(Unaudited)
|
% of Net Assets
|
|
Financial
|
23.5
|
|
Consumer, Non-cyclical
|
17.9
|
|
Industrial
|
15.1
|
|
Technology
|
12.8
|
|
Basic Materials
|
9.3
|
|
Consumer, Cyclical
|
8.2
|
|
Energy
|
5.7
|
|
Communications
|
3.4
|
|
Utilities
|
1.1
|
|
Investment Companies
|
0.4
|
|
Diversified
|
0.0*
|
|
Short-Term Investment
|
1.4
|
|
Other Assets and Liabilities (net)
|
1.2
|
|
|
100.0%
|
|
*
|
Amount rounds to zero.
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
DEBT OBLIGATIONS — 97.9%
|
|
|
|
|
Asset Backed Securities — 8.9%
|
|
|
132,605
|
|
ABPCI Direct Lending Fund ABS I Ltd., Series 2020-1A, Class A, 3.20%, due 12/29/30
144A
|
122,194
|
|
221,000
|
|
Aligned Data Centers Issuer LLC, Series 2023-2A, Class A2, 6.50%, due 11/16/48 144A
|
222,410
|
|
333,000
|
|
Aligned Data Centers Issuer LLC, Series 2026-1A, Class A2I, 5.91%, due 06/15/56(b)
144A
|
333,370
|
|
800,000
|
|
AmeriCredit Automobile Receivables Trust, Series 2023-2, Class C, 6.00%, due 07/18/29
|
813,750
|
|
2,742,000
|
|
AMSR Trust, Series 2022-SFR3, Class A, 4.00%, due 10/17/39 144A
|
2,709,136
|
|
226,000
|
|
AMSR Trust, Series 2023-SFR1, Class A, 4.00%, due 04/17/40 144A
|
222,308
|
|
181,000
|
|
AMSR Trust, Series 2025-SFR1, Class A, 3.66%, due 06/17/42 144A
|
172,747
|
|
211,000
|
|
AMSR Trust, Series 2025-SFR2, Class A, 4.28%, due 11/17/42 144A
|
205,180
|
|
746,460
|
|
Arbys Funding LLC, Series 2020-1A, Class A2, 3.24%, due 07/30/50 144A
|
730,576
|
|
1,466,000
|
|
Avis Budget Rental Car Funding AESOP LLC, Series 2024-3A, Class A, 5.23%, due
12/20/30 144A
|
1,486,119
|
|
1,451,000
|
|
Avis Budget Rental Car Funding LLC, Series 2026-4A, Class A, 5.09%, due 12/20/32
144A
|
1,455,906
|
|
5,000,000
|
|
Balboa Bay Loan Funding Ltd., Series 2024-1AR, Class A1R, 4.91% (3 mo. USD Term
SOFR + 1.23%), due 07/20/37(c) 144A
|
5,004,275
|
|
2,500,000
|
EUR
|
Barings Euro CLO DAC, Series 2015-1A, Class ARR, 3.15% (3 mo. EURIBOR +
0.98%), due 07/25/35(c) 144A
|
2,860,397
|
|
2,600,000
|
|
Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R2, 4.91% (3 mo.
USD Term SOFR + 1.24%), due 01/15/39(c) 144A
|
2,604,199
|
|
804,095
|
|
BRAVO Residential Funding Trust, Series 2024-CES1, Class A1A, 6.38%, due
04/25/54(d) 144A
|
808,847
|
|
190,000
|
|
Business Jet Securities LLC, Series 2026-1A, Class A, 5.46%, due 06/15/41 144A
|
190,738
|
|
196,000
|
|
Canon Music Issuer Trust, Series 2026-1A, Class A, 5.52%, due 05/01/76 144A
|
195,723
|
|
1,950,000
|
|
Capital One Multi-Asset Execution Trust, Series 2025-A3, Class A, 4.65%, due 10/15/37
|
1,917,569
|
|
266,000
|
|
CarMax Auto Owner Trust, Series 2026-2, Class A3, 4.22%, due 06/16/31
|
264,633
|
|
5,500,000
|
|
CBAMR Ltd., Series 2017-2A, Class A1RR, 5.01% (3 mo. USD Term SOFR + 1.32%),
due 04/17/39(c) 144A
|
5,528,078
|
|
390,553
|
|
CF Hippolyta Issuer LLC, Series 2020-1, Class A1, 1.69%, due 07/15/60 144A
|
325,833
|
|
383,531
|
|
CF Hippolyta Issuer LLC, Series 2021-1A, Class A1, 1.53%, due 03/15/61 144A
|
304,844
|
|
3,650,000
|
|
CIFC Funding Ltd., Series 2023-1A, Class A1R, 4.91% (3 mo. USD Term SOFR +
1.24%), due 10/15/38(c) 144A
|
3,653,577
|
|
510,655
|
|
CLI Funding IX LLC, Series 2025-1A, Class A, 5.35%, due 06/20/50 144A
|
512,350
|
|
312,420
|
|
CLI Funding VI LLC, Series 2020-1A, Class A, 2.08%, due 09/18/45 144A
|
292,945
|
|
227,150
|
|
CLI Funding VIII LLC, Series 2021-1A, Class A, 1.64%, due 02/18/46 144A
|
210,130
|
|
251,425
|
|
CLI Funding VIII LLC, Series 2022-1A, Class A, 2.72%, due 01/18/47 144A
|
231,404
|
|
2,152,000
|
|
CNH Equipment Trust, Series 2025-B, Class A3, 4.30%, due 10/15/30
|
2,148,092
|
|
1,430,000
|
|
CNH Equipment Trust, Series 2026-B, Class A3, 4.59%, due 09/15/31
|
1,434,960
|
|
256,000
|
|
Compass Datacenters Issuer II LLC, Series 2024-1A, Class A1, 5.25%, due 02/25/49
144A
|
257,141
|
|
328,000
|
|
Compass Datacenters Issuer II LLC, Series 2025-1A, Class A1, 5.32%, due 05/25/50
144A
|
327,417
|
|
199,000
|
|
Compass Datacenters Issuer III LLC, Series 2025-2A, Class A2, 5.84%, due 02/25/50
144A
|
200,611
|
|
1,003,000
|
|
Compass Datacenters Issuer III LLC, Series 2025-3A, Class A2, 5.29%, due 07/25/50
144A
|
990,921
|
|
1,469,000
|
|
Compass Datacenters Issuer III LLC, Series 2026-1A, Class A21, 4.90%, due 02/25/56
144A
|
1,452,827
|
|
221,000
|
|
Concord Music Royalties LLC, Series 2025-2A, Class A, 5.79%, due 07/20/75 144A
|
223,634
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
370,000
|
|
Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC, Series 2025-1A,
Class A2, 6.00%, due 05/20/55 144A
|
375,212
|
|
176,000
|
|
Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC, Series 2025-4A,
Class A2, 5.52%, due 12/20/55 144A
|
176,941
|
|
451,000
|
|
CyrusOne Data Centers Issuer I LLC, Series 2023-1A, Class A2, 4.30%, due 04/20/48
144A
|
441,582
|
|
669,000
|
|
CyrusOne Data Centers Issuer I LLC, Series 2024-2A, Class A2, 4.50%, due 05/20/49
144A
|
648,524
|
|
273,000
|
|
DataBank Issuer LLC, Series 2026-1A, Class A2, 5.81%, due 02/25/56 144A
|
273,097
|
|
255,982
|
|
DB Master Finance LLC, Series 2017-1A, Class A2II, 4.03%, due 11/20/47 144A
|
253,508
|
|
426,855
|
|
DB Master Finance LLC, Series 2025-1A, Class A2I, 4.89%, due 08/20/55 144A
|
422,835
|
|
165,170
|
|
DB Master Finance LLC, Series 2025-1A, Class A2II, 5.17%, due 08/20/55 144A
|
163,687
|
|
216,000
|
|
DB Master Finance LLC, Series 2026-1A, Class A2I, 5.20%, due 05/20/56 144A
|
216,404
|
|
680,000
|
|
DB Master Finance LLC, Series 2026-1A, Class A2II, 5.43%, due 05/20/56 144A
|
682,572
|
|
152,000
|
|
Diamond Infrastructure Funding LLC, Series 2021-1A, Class C, 3.48%, due 04/15/49
144A
|
150,348
|
|
312,960
|
|
Domino's Pizza Master Issuer LLC, Series 2019-1A, Class A2, 3.67%, due 10/25/49
144A
|
300,757
|
|
389,972
|
|
Domino's Pizza Master Issuer LLC, Series 2021-1A, Class A2I, 2.66%, due 04/25/51
144A
|
370,902
|
|
346,000
|
|
Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2I, 4.93%, due 07/25/55
144A
|
343,684
|
|
3,291,000
|
|
Domino's Pizza Master Issuer LLC, Series 2025-1A, Class A2II, 5.22%, due 07/25/55
144A
|
3,285,273
|
|
334,587
|
|
Driven Brands Funding LLC, Series 2020-2A, Class A2, 3.24%, due 01/20/51 144A
|
323,360
|
|
397,790
|
|
Driven Brands Funding LLC, Series 2021-1A, Class A2, 2.79%, due 10/20/51 144A
|
373,194
|
|
224,870
|
|
Driven Brands Funding LLC, Series 2025-1A, Class A2, 5.30%, due 10/20/55 144A
|
218,696
|
|
2,600,000
|
|
Eldridge CLO Ltd., Series 2026-3A, Class A, 4.94% (3 mo. USD Term SOFR + 1.22%),
due 03/31/38(c) 144A
|
2,601,513
|
|
531,000
|
|
FirstKey Homes Trust, Series 2021-SFR1, Class D, 2.19%, due 08/17/38 144A
|
528,591
|
|
386,000
|
|
Firstlight Issuer LLC, Series 2026-1A, Class A2, 5.87%, due 06/20/56(b) 144A
|
389,040
|
|
175,000
|
|
Flexential Issuer LLC, Series 2025-1A, Class A2, 6.03%, due 10/25/60 144A
|
174,477
|
|
385,000
|
|
Ford Credit Auto Owner Trust, Series 2026-1, Class A, 4.32%, due 08/15/38(d) 144A
|
381,176
|
|
278,834
|
|
GBX Leasing LLC, Series 2026-1A, Class A, 5.13%, due 02/20/56 144A
|
273,922
|
|
500,000
|
|
GM Financial Consumer Automobile Receivables Trust, Series 2023-3, Class B, 5.72%,
due 01/16/29
|
505,050
|
|
700,000
|
|
GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class B, 6.16%,
due 04/16/29
|
711,331
|
|
500,000
|
|
GM Financial Consumer Automobile Receivables Trust, Series 2023-4, Class C, 6.41%,
due 05/16/29
|
508,605
|
|
383,000
|
|
GM Financial Consumer Automobile Receivables Trust, Series 2026-2, Class A3, 4.15%,
due 08/18/31
|
380,900
|
|
263,000
|
|
GM Financial Revolving Receivables Trust, Series 2024-1, Class A, 4.98%, due 12/11/36
144A
|
266,529
|
|
2,973,000
|
|
GMF Floorplan Owner Revolving Trust, Series 2023-2, Class A, 5.34%, due 06/15/30
144A
|
3,022,645
|
|
107,190
|
|
Golub Capital Partners ABS Funding Ltd., Series 2020-1A, Class A2, 3.21%, due
01/22/29 144A
|
101,875
|
|
248,627
|
|
Golub Capital Partners ABS Funding Ltd., Series 2021-1A, Class A2, 2.77%, due
04/20/29 144A
|
231,605
|
|
5,000,000
|
EUR
|
Harvest CLO XXXII DAC, Series 32A, Class A, 3.62% (3 mo. EURIBOR + 1.45%),
due 07/25/37(c) 144A
|
5,716,503
|
|
652,000
|
|
HI-FI Music IP Issuer LP, Series 2022-1A, Class A2, 3.94%, due 02/01/62 144A
|
648,103
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
167,000
|
|
Hotwire Funding LLC, Series 2024-1A, Class A2, 5.89%, due 06/20/54 144A
|
168,646
|
|
2,800,000
|
|
HPS Loan Management Ltd., Series 2021-16A, Class A1R, 4.78% (3 mo. USD Term
SOFR + 1.11%), due 01/23/35(c) 144A
|
2,800,840
|
|
3,750,000
|
EUR
|
ICG Euro CLO DAC, Series 2023-1A, Class AR, 3.49% (3 mo. EURIBOR + 1.25%),
due 10/19/38(c) 144A
|
4,276,700
|
|
430,614
|
|
Invitation Homes Trust, Series 2024-SFR1, Class A, 4.00%, due 09/17/41 144A
|
419,196
|
|
523,000
|
|
Iskandar Enterprise LLC, Series 2026-1A, Class A21, 5.05%, due 04/17/56 144A
|
520,566
|
|
260,700
|
|
Jersey Mike's Funding LLC, Series 2024-1A, Class A2, 5.64%, due 02/15/55 144A
|
263,505
|
|
387,075
|
|
Jersey Mike's Funding LLC, Series 2025-1A, Class A2, 5.61%, due 08/16/55 144A
|
391,340
|
|
650,370
|
|
Jersey Mike's Funding LLC, Series 2026-1A, Class A2I, 4.95%, due 02/15/56 144A
|
643,083
|
|
2,691,000
|
|
Jimmy Johns Funding LLC, Series 2026-1A, Class A2, 5.69%, due 04/30/56(b) 144A
|
2,695,406
|
|
777,121
|
|
JP Morgan Mortgage Trust, Series 2024-HE3, Class A1, 4.81% (30 day USD SOFR
Average + 1.20%), due 02/25/55(c) 144A
|
779,302
|
|
459,000
|
|
Kinetic ABS Issuer LLC, Series 2026-1A, Class A2, 5.22%, due 02/25/56 144A
|
457,020
|
|
341,000
|
|
Kinetic ABS Issuer LLC, Series 2026-2A, Class A2, 5.83%, due 06/25/58(b) 144A
|
345,244
|
|
449,451
|
|
Lyra Music Assets Delaware LP, Series 2024-2A, Class A2, 5.76%, due 12/22/64 144A
|
452,558
|
|
422,313
|
|
Lyra Music Assets Delaware LP, Series 2025-1A, Class A2, 5.60%, due 09/20/65 144A
|
424,433
|
|
636,000
|
|
MetroNet Infrastructure Issuer LLC, Series 2025-2A, Class A2, 5.40%, due 08/20/55
144A
|
638,440
|
|
487,000
|
|
MetroNet Infrastructure Issuer LLC, Series 2025-4A, Class A2, 5.16%, due 12/20/55
144A
|
485,969
|
|
505,000
|
|
MetroNet Infrastructure Issuer LLC, Series 2026-1A, Class A2, 5.27%, due 04/20/56
144A
|
505,982
|
|
2,500,000
|
|
MidOcean Credit CLO XIV Ltd., Series 2024-14A, Class A1R, 4.93% (3 mo. USD Term
SOFR + 1.22%), due 04/15/37(c) 144A
|
2,501,410
|
|
347,209
|
|
Navient Refinance Loan Trust, Series 2026-A, Class A, 4.50%, due 01/18/56 144A
|
342,634
|
|
272,000
|
|
Navient Refinance Loan Trust, Series 2026-B, Class A, 5.07%, due 06/15/56 144A
|
272,249
|
|
53,802
|
|
Navient Student Loan Trust, Series 2020-2A, Class A1A, 1.32%, due 08/26/69 144A
|
45,699
|
|
810,350
|
|
Neighborly Issuer LLC, Series 2021-1A, Class A2, 3.58%, due 04/30/51 144A
|
777,355
|
|
196,288
|
|
Neighborly Issuer LLC, Series 2022-1A, Class A2, 3.70%, due 01/30/52 144A
|
186,307
|
|
103,407
|
|
New Century Home Equity Loan Trust, Series 2003-A, Class A, 3.37% (1 mo. USD
Term SOFR + 0.83%), due 10/25/33(c) 144A
|
106,254
|
|
506,000
|
|
New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class A1, 1.91%, due
10/20/61 144A
|
418,272
|
|
258,000
|
|
New Economy Assets - Phase 1 Sponsor LLC, Series 2021-1, Class B1, 2.41%, due
10/20/61 144A
|
157,922
|
|
2,068,000
|
|
NextGear Floorplan Master Owner Trust, Series 2026-1A, Class A2, 4.07%, due
02/15/31 144A
|
2,041,872
|
|
4,750,000
|
|
NGC Ltd., Series 2024-1A, Class A1, 5.28% (3 mo. USD Term SOFR + 1.60%), due
07/20/37(c) 144A
|
4,754,693
|
|
2,550,000
|
|
Ocean Trails CLO 8, Series 2020-8A, Class A1R2, 4.95% (3 mo. USD Term SOFR +
1.28%), due 03/15/38(c) 144A
|
2,553,937
|
|
3,650,000
|
|
Octagon 55 Ltd., Series 2021-1A, Class A1R, 4.94% (3 mo. USD Term SOFR + 1.26%),
due 03/20/38(c) 144A
|
3,651,365
|
|
1,994,000
|
|
PFS Financing Corp., Series 2024-B, Class A, 4.95%, due 02/15/29 144A
|
2,001,658
|
|
2,486,000
|
|
PFS Financing Corp., Series 2025-F, Class A, 4.40%, due 08/15/30 144A
|
2,480,917
|
|
1,494,382
|
|
Planet Fitness Master Issuer LLC, Series 2024-1A, Class A2I, 5.77%, due 06/05/54
144A
|
1,503,844
|
|
1,000,000
|
|
Polen Capital CLO Ltd., Series 2025-1A, Class A1, 5.00% (3 mo. USD Term SOFR +
1.32%), due 03/06/38(c) 144A
|
1,004,452
|
|
1,463,828
|
|
Progress Residential Trust, Series 2022-SFR2, Class A, 2.95%, due 04/17/27 144A
|
1,440,981
|
|
1,556,162
|
|
Progress Residential Trust, Series 2024-SFR3, Class A, 3.00%, due 06/17/41 144A
|
1,477,504
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
222,866
|
|
Progress Residential Trust, Series 2025-SFR1, Class A, 3.40%, due 02/17/42 144A
|
211,571
|
|
295,859
|
|
Progress Residential Trust, Series 2025-SFR2, Class A, 3.31%, due 04/17/42 144A
|
278,958
|
|
319,000
|
|
Progress Residential Trust, Series 2025-SFR4, Class A, 4.30%, due 08/17/42 144A
|
311,075
|
|
249,611
|
|
Progress Residential Trust, Series 2025-SFR5, Class A, 3.85%, due 10/17/42 144A
|
238,713
|
|
399,000
|
|
Progress Residential Trust, Series 2025-SFR6, Class A, 4.00%, due 12/17/42 144A
|
383,157
|
|
224,000
|
|
Progress Residential Trust, Series 2026-SFR1, Class A, 3.85%, due 02/17/43 144A
|
213,244
|
|
263,000
|
|
Progress Residential Trust, Series 2026-SFR2, Class A, 4.24%, due 05/17/43 144A
|
254,012
|
|
220,000
|
|
Progress Residential Trust, Series 2026-SFR3, Class A, 4.00%, due 07/17/43 144A
|
209,823
|
|
1,904,000
|
|
QTS Issuer ABS I LLC, Series 2025-1A, Class A2, 5.44%, due 05/25/55 144A
|
1,890,430
|
|
1,402,000
|
|
QTS Issuer ABS II LLC, Series 2025-1A, Class A2, 5.04%, due 10/05/55 144A
|
1,374,176
|
|
2,139,000
|
|
QTS Issuer ABS II LLC, Series 2026-6A, Class A21, 5.34%, due 07/05/56(b) 144A
|
2,138,508
|
|
480,623
|
|
RCKT Mortgage Trust, Series 2024-CES3, Class A1A, 6.59%, due 05/25/44(e) 144A
|
484,287
|
|
557,936
|
|
RCKT Mortgage Trust, Series 2025-CES1, Class A1A, 5.65%, due 01/25/45(d) 144A
|
560,276
|
|
794,755
|
|
RCKT Mortgage Trust, Series 2026-CES5, Class A1A, 5.25%, due 05/25/56(d) 144A
|
792,392
|
|
700,000
|
|
RCKT Mortgage Trust, Series 2026-CES6, Class A1A, 5.32%, due 06/25/56(d) 144A
|
699,574
|
|
2,000,000
|
|
Regatta XII Funding Ltd., Series 2019-1A, Class ARR, 5.06% (3 mo. USD Term SOFR
+ 1.39%), due 10/15/37(c) 144A
|
2,003,276
|
|
598,000
|
|
Retained Vantage Data Centers Issuer LLC, Series 2023-1A, Class A2A, 5.00%, due
09/15/48 144A
|
592,392
|
|
1,384,000
|
|
Retained Vantage Data Centers Issuer LLC, Series 2024-1A, Class A2, 4.99%, due
09/15/49 144A
|
1,357,854
|
|
401,000
|
|
Sabey Data Center Issuer LLC, Series 2026-1, Class A2, 5.48%, due 01/20/51 144A
|
397,878
|
|
600,000
|
|
Santander Drive Auto Receivables Trust, Series 2023-3, Class C, 5.77%, due 11/15/30
|
605,673
|
|
900,000
|
|
Santander Drive Auto Receivables Trust, Series 2023-4, Class C, 6.04%, due 12/15/31
|
914,097
|
|
500,000
|
|
Santander Drive Auto Receivables Trust, Series 2024-2, Class C, 5.84%, due 06/17/30
|
506,263
|
|
1,000,000
|
|
Santander Drive Auto Receivables Trust, Series 2024-3, Class C, 5.64%, due 08/15/30
|
1,010,561
|
|
1,000,000
|
|
Santander Drive Auto Receivables Trust, Series 2024-5, Class C, 4.78%, due 01/15/31
|
1,002,887
|
|
2,100,000
|
|
Santander Drive Auto Receivables Trust, Series 2025-1, Class C, 5.04%, due 03/17/31
|
2,110,386
|
|
2,700,000
|
|
Santander Drive Auto Receivables Trust, Series 2025-2, Class C, 5.06%, due 05/15/31
|
2,714,081
|
|
3,300,000
|
|
SBA Small Business Investment Cos., Series 2026-10B, Class 1, 4.75%, due 03/10/36
|
3,304,812
|
|
240,000
|
|
Scalelogix ABS U.S. Issuer LLC, Series 2025-1A, Class A2, 5.67%, due 07/25/55 144A
|
234,261
|
|
274,482
|
|
ServiceMaster Funding LLC, Series 2021-1, Class A2II, 3.11%, due 07/30/51 144A
|
237,176
|
|
130,008
|
|
Servpro Master Issuer LLC, Series 2024-1A, Class A2, 6.17%, due 01/25/54 144A
|
132,975
|
|
270,000
|
|
Sesac Finance LLC, Series 2025-1, Class A2, 5.50%, due 07/25/55 144A
|
262,916
|
|
31,596
|
|
SMB Private Education Loan Trust, Series 2021-A, Class APT2, 1.07%, due 01/15/53
144A
|
29,010
|
|
329,667
|
|
SMB Private Education Loan Trust, Series 2024-A, Class A1A, 5.24%, due 03/15/56
144A
|
331,526
|
|
373,392
|
|
SMB Private Education Loan Trust, Series 2024-E, Class A1A, 5.09%, due 10/16/56
144A
|
373,473
|
|
414,333
|
|
Sonic Capital LLC, Series 2020-1A, Class A2I, 3.85%, due 01/20/50 144A
|
411,197
|
|
360,045
|
|
Sonic Capital LLC, Series 2021-1A, Class A2I, 2.19%, due 08/20/51 144A
|
334,880
|
|
245,301
|
|
Sprite Ltd., Series 2026-1, Class A, 5.23%, due 03/15/41 144A
|
241,627
|
|
2,268,461
|
|
STORE Master Funding LLC, Series 2025-1A, Class A2, 4.98%, due 10/20/55 144A
|
2,217,981
|
|
128,050
|
|
Subway Funding LLC, Series 2024-1A, Class A2I, 6.03%, due 07/30/54 144A
|
128,646
|
|
2,712,690
|
|
Subway Funding LLC, Series 2024-1A, Class A2II, 6.27%, due 07/30/54 144A
|
2,730,888
|
|
622,520
|
|
Subway Funding LLC, Series 2024-3A, Class A23, 5.91%, due 07/30/54 144A
|
603,034
|
|
307,000
|
|
Summit Issuer LLC, Series 2025-1A, Class A2, 5.21%, due 11/20/55 144A
|
305,608
|
|
103,000
|
|
Switch ABS Issuer LLC, Series 2024-2A, Class A2, 5.44%, due 06/25/54 144A
|
101,991
|
|
694,000
|
|
Switch ABS Issuer LLC, Series 2025-1A, Class A2, 5.04%, due 03/25/55 144A
|
677,185
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
715,000
|
|
Switch ABS Issuer LLC, Series 2025-2A, Class A21, 5.12%, due 10/25/55 144A
|
704,871
|
|
2,828,000
|
|
Taco Bell Funding LLC, Series 2025-1A, Class A2I, 4.82%, due 08/25/55 144A
|
2,799,628
|
|
263,000
|
|
Taco Bell Funding LLC, Series 2025-1A, Class A2II, 5.05%, due 08/25/55 144A
|
259,722
|
|
248,455
|
|
TIF Funding II LLC, Series 2021-1A, Class A, 1.65%, due 02/20/46 144A
|
225,804
|
|
590,449
|
|
Towd Point Mortgage Trust, Series 2024-CES3, Class A1, 6.29%, due 05/25/64(e) 144A
|
594,174
|
|
627,829
|
|
Towd Point Mortgage Trust, Series 2024-CES4, Class A1, 5.12%, due 09/25/64(d) 144A
|
626,305
|
|
613,737
|
|
Towd Point Mortgage Trust, Series 2025-CRM1, Class A1, 5.80%, due 01/25/65(d) 144A
|
614,855
|
|
559,000
|
|
Toyota Auto Receivables Owner Trust, Series 2026-B, Class A3, 4.13%, due 12/16/30
|
556,108
|
|
4,007,346
|
|
Tricon Residential Trust, Series 2023-SFR1, Class A, 5.10%, due 07/17/40 144A
|
3,999,983
|
|
305,541
|
|
Tricon Residential Trust, Series 2024-SFR3, Class A, 4.50%, due 08/17/41 144A
|
301,084
|
|
1,375,330
|
|
Tricon Residential Trust, Series 2025-SFR1, Class A, 4.73% (1 mo. USD Term SOFR +
1.10%), due 03/17/42(c) 144A
|
1,375,587
|
|
227,569
|
|
Triton Container Finance IX LLC, Series 2026-1A, Class A, 5.26%, due 05/20/51 144A
|
226,638
|
|
335,380
|
|
Triton Container Finance VIII LLC, Series 2020-1A, Class A, 2.11%, due 09/20/45
144A
|
315,636
|
|
184,953
|
|
Triton Container Finance VIII LLC, Series 2021-1A, Class A, 1.86%, due 03/20/46
144A
|
170,730
|
|
674,573
|
|
U.S. Small Business Administration, Series 2013-20H, Class 1, 3.16%, due 08/01/33
|
643,681
|
|
484,664
|
|
U.S. Small Business Administration, Series 2013-20L, Class 1, 3.38%, due 12/01/33
|
467,320
|
|
622,402
|
|
U.S. Small Business Administration, Series 2014-20C, Class 1, 3.21%, due 03/01/34
|
594,315
|
|
231,346
|
|
U.S. Small Business Administration, Series 2014-20D, Class 1, 3.11%, due 04/01/34
|
220,286
|
|
192,548
|
|
U.S. Small Business Administration, Series 2014-20I, Class 1, 2.92%, due 09/01/34
|
182,135
|
|
2,235,039
|
|
U.S. Small Business Administration, Series 2022-25G, Class 1, 3.93%, due 07/01/47
|
2,116,703
|
|
1,900,282
|
|
U.S. Small Business Administration, Series 2022-25J, Class 1, 5.04%, due 10/01/47
|
1,908,361
|
|
1,519,285
|
|
U.S. Small Business Administration, Series 2023-25D, Class 1, 4.48%, due 04/01/48
|
1,493,264
|
|
1,152,450
|
|
U.S. Small Business Administration, Series 2023-25L, Class 1, 5.28%, due 12/01/48
|
1,172,490
|
|
1,670,451
|
|
U.S. Small Business Administration, Series 2024-25D, Class 1, 5.38%, due 04/01/49
|
1,712,651
|
|
249,000
|
|
Uniti Fiber ABS Issuer LLC, Series 2025-1A, Class A2, 5.88%, due 04/20/55 144A
|
252,299
|
|
172,000
|
|
Uniti Fiber ABS Issuer LLC, Series 2025-2A, Class A2, 5.18%, due 01/20/56 144A
|
169,783
|
|
288,000
|
|
Vantage Data Centers LLC, Series 2020-2A, Class A2, 1.99%, due 09/15/45 144A
|
276,322
|
|
193,000
|
|
VB-S1 Issuer LLC, Series 2026-1A, Class C2, 4.69%, due 03/15/56 144A
|
188,820
|
|
275,000
|
|
Verizon Master Trust, Series 2025-9, Class A1A, 3.96%, due 10/21/30
|
273,812
|
|
3,524,000
|
|
Verizon Master Trust, Series 2026-2, Class A1A, 4.51%, due 06/21/32
|
3,522,139
|
|
1,950,090
|
|
Wendy's Funding LLC, Series 2019-1A, Class A2II, 4.08%, due 06/15/49 144A
|
1,874,971
|
|
1,792,655
|
|
Wendy's Funding LLC, Series 2021-1A, Class A2I, 2.37%, due 06/15/51 144A
|
1,657,518
|
|
966,929
|
|
Wheels Fleet Lease Funding 1 LLC, Series 2024-3A, Class A1, 4.80%, due 09/19/39
144A
|
971,412
|
|
1,000,000
|
|
Wheels Fleet Lease Funding LLC, Series 2026-1A, Class A3, 4.39%, due 04/18/39 144A
|
994,193
|
|
244,015
|
|
Willis Engine Structured Trust IX, Series 2025-B, Class A, 5.16%, due 12/15/50 144A
|
242,290
|
|
126,233
|
|
Willis Engine Structured Trust V, Series 2020-A, Class A, 3.23%, due 03/15/45 144A
|
122,518
|
|
241,212
|
|
Willis Engine Structured Trust VIII, Series 2025-A, Class A, 5.58%, due 06/15/50 144A
|
242,112
|
|
277,000
|
|
Wingstop Funding LLC, Series 2024-1A, Class A2, 5.86%, due 12/05/54 144A
|
279,804
|
|
700,000
|
|
Yamaha Motor Master Trust II, Series 2026-A, Class A1, 4.43%, due 04/15/31 144A
|
696,347
|
|
246,698
|
|
Zaxbys Funding LLC, Series 2021-1A, Class A2, 3.24%, due 07/30/51 144A
|
235,413
|
|
652,000
|
|
Zayo Issuer LLC, Series 2025-1A, Class A2, 5.65%, due 03/20/55 144A
|
654,898
|
|
|
|
|
181,716,549
|
|
|
|
Corporate Debt — 32.7%
|
|
|
225,000
|
|
1011778 BC ULC/New Red Finance, Inc., 3.88%, due 01/15/28 144A
|
220,886
|
|
382,000
|
|
A&K Travel Group Holdings Ltd., 7.50%, due 05/15/33 144A
|
385,867
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
1,619,000
|
|
Abbott Laboratories, 4.30%, due 03/15/33
|
1,570,816
|
|
1,670,000
|
|
Abbott Laboratories, 4.65%, due 03/15/36
|
1,622,211
|
|
65,000
|
|
AbbVie, Inc., 4.05%, due 11/21/39
|
57,307
|
|
561,000
|
|
AbbVie, Inc., 4.40%, due 03/15/33
|
549,102
|
|
1,136,000
|
|
AbbVie, Inc., 5.05%, due 03/15/34
|
1,148,608
|
|
500,000
|
|
AbbVie, Inc., 5.40%, due 03/15/54
|
480,817
|
|
75,000
|
|
Advanced Drainage Systems, Inc., 5.38%, due 03/01/34 144A
|
73,465
|
|
1,340,000
|
|
Advocate Health & Hospitals Corp., 2.21%, due 06/15/30
|
1,224,002
|
|
400,000
|
|
AEP Texas, Inc., 3.80%, due 10/01/47
|
299,018
|
|
315,000
|
|
AEP Transmission Co. LLC, 3.80%, due 06/15/49
|
235,616
|
|
3,620,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.00%, due 10/29/28
|
3,485,196
|
|
1,617,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 3.30%, due 01/30/32
|
1,478,475
|
|
311,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 6.50% (5 yr. CMT +
2.44%), due 01/31/56(c)
|
315,200
|
|
303,000
|
|
Aeropuertos Dominicanos Siglo XXI SA, 7.00%, due 06/30/34 144A
|
314,961
|
|
105,000
|
|
AES Corp., 5.20%, due 07/15/29
|
105,617
|
|
391,567
|
|
AES Panama Generation Holdings SRL, 4.38%, due 05/31/30 144A
|
370,985
|
|
370,000
|
|
Aetna, Inc., 4.75%, due 03/15/44
|
319,418
|
|
2,052,000
|
|
Aflac, Inc., 5.15%, due 05/14/36
|
2,054,685
|
|
150,000
|
|
Aker BP ASA, 3.75%, due 01/15/30 144A
|
144,795
|
|
2,191,000
|
|
Aker BP ASA, 4.00%, due 01/15/31 144A
|
2,110,629
|
|
390,000
|
|
Aker BP ASA, 5.80%, due 10/01/54 144A
|
363,323
|
|
25,000
|
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.50%, due
03/31/31 144A
|
24,459
|
|
150,000
|
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.63%, due
03/31/32 144A
|
145,102
|
|
1,094,000
|
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 5.75%, due
03/31/34 144A
|
1,043,233
|
|
655,000
|
|
Alexandria Real Estate Equities, Inc., 2.00%, due 05/18/32
|
552,416
|
|
870,000
|
|
Alexandria Real Estate Equities, Inc., 5.50%, due 10/01/35
|
871,936
|
|
225,599
|
|
Alfa Desarrollo SpA, 4.55%, due 09/27/51 144A
|
180,161
|
|
1,549,000
|
|
Allegion U.S. Holding Co., Inc., 5.41%, due 07/01/32
|
1,576,895
|
|
776,000
|
|
Ally Financial, Inc., 5.55% (1 day USD SOFR + 1.78%), due 07/31/33(c)
|
769,895
|
|
462,000
|
|
Ally Financial, Inc., 6.18% (1 day USD SOFR + 2.29%), due 07/26/35(c)
|
469,788
|
|
461,000
|
|
Ally Financial, Inc., 7.10% (5 yr. CMT + 3.15%)(c)(f)
|
467,372
|
|
496,000
|
|
Ally Financial, Inc., 8.00%, due 11/01/31
|
552,581
|
|
115,000
|
|
Alphabet, Inc., 4.40%, due 02/15/33
|
112,564
|
|
305,000
|
|
Alphabet, Inc., 4.70%, due 11/15/35
|
298,935
|
|
50,000
|
|
Alphabet, Inc., 5.50%, due 02/15/46
|
49,288
|
|
148,000
|
|
AltaGas Ltd., 7.20% (5 yr. CMT + 3.57%), due 10/15/54(c) 144A
|
155,224
|
|
1,798,000
|
|
Amazon.com, Inc., 4.10%, due 04/13/62
|
1,332,243
|
|
605,000
|
|
Amazon.com, Inc., 4.55%, due 03/13/33
|
595,373
|
|
140,000
|
|
Amazon.com, Inc., 5.95%, due 03/13/66
|
139,301
|
|
155,000
|
|
Amazon.com, Inc., 6.05%, due 03/13/76
|
154,652
|
|
1,780,000
|
|
Ameren Illinois Co., 4.95%, due 06/01/33
|
1,784,392
|
|
800,946
|
|
American Airlines Pass-Through Trust, 2.88%, due 01/11/36
|
722,848
|
|
426,236
|
|
American Airlines Pass-Through Trust, 3.15%, due 08/15/33
|
400,505
|
|
58,203
|
|
American Airlines Pass-Through Trust, 3.25%, due 04/15/30
|
55,641
|
|
598,214
|
|
American Airlines Pass-Through Trust, 3.50%, due 08/15/33
|
550,929
|
|
202,426
|
|
American Airlines Pass-Through Trust, 3.60%, due 04/15/31
|
194,912
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
352,418
|
|
American Airlines Pass-Through Trust, 3.65%, due 08/15/30
|
344,703
|
|
147,697
|
|
American Airlines Pass-Through Trust, 3.85%, due 08/15/29
|
144,750
|
|
413,055
|
|
American Airlines Pass-Through Trust, 3.95%, due 01/11/32
|
395,604
|
|
248,565
|
|
American Airlines Pass-Through Trust, 4.00%, due 08/15/30
|
241,561
|
|
401,197
|
|
American Airlines Pass-Through Trust, 4.10%, due 07/15/29
|
394,394
|
|
543,000
|
|
American Airlines Pass-Through Trust, 4.90%, due 11/11/39
|
530,938
|
|
600,000
|
|
American Airlines Pass-Through Trust, 5.25%, due 05/10/40
|
597,239
|
|
238,000
|
|
American Airlines Pass-Through Trust, 5.65%, due 05/11/36
|
236,078
|
|
619,000
|
|
American Airlines Pass-Through Trust, 5.75%, due 11/10/36
|
617,233
|
|
6,000
|
|
American Airlines, Inc., 7.25%, due 02/15/28 144A
|
6,078
|
|
150,000
|
|
American Electric Power Co., Inc., 5.63%, due 03/01/33
|
155,500
|
|
278,000
|
|
American Electric Power Co., Inc., 5.80% (5 yr. CMT + 2.13%), due 03/15/56(c)
|
276,593
|
|
158,000
|
|
American Electric Power Co., Inc., 6.05% (5 yr. CMT + 1.94%), due 03/15/56(c)
|
157,160
|
|
406,000
|
|
American Tower Corp., 4.70%, due 12/15/32
|
399,521
|
|
396,000
|
|
American Tower Corp., 5.55%, due 07/15/33
|
406,421
|
|
396,000
|
|
American Tower Corp., 5.65%, due 03/15/33
|
409,114
|
|
2,305,000
|
|
American Tower Trust, 5.49%, due 03/15/53 144A
|
2,324,842
|
|
1,913,000
|
|
Amgen, Inc., 5.25%, due 03/02/33
|
1,947,270
|
|
683,000
|
|
Amgen, Inc., 5.65%, due 03/02/53
|
665,216
|
|
290,000
|
|
Amphenol Corp., 4.40%, due 02/15/33
|
282,063
|
|
1,500,000
|
|
Amphenol Corp., 5.30%, due 11/15/55
|
1,424,483
|
|
488,000
|
|
Anglo American Capital PLC, 5.00%, due 03/21/33 144A
|
484,328
|
|
686,000
|
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, due 02/01/46
|
625,340
|
|
389,000
|
|
Antero Midstream Partners LP/Antero Midstream Finance Corp., 5.75%, due 10/15/33
144A
|
385,469
|
|
1,051,000
|
|
Antero Midstream Partners LP/Antero Midstream Finance Corp., 5.75%, due 07/01/34
144A
|
1,038,493
|
|
155,000
|
|
APLD ComputeCo 3 LLC, 7.00%, due 06/15/31 144A
|
154,876
|
|
222,000
|
|
Apollo Debt Solutions BDC, 6.70%, due 07/29/31
|
226,410
|
|
761,000
|
|
Apollo Debt Solutions BDC, 6.90%, due 04/13/29
|
781,206
|
|
1,526,000
|
|
AppLovin Corp., 5.13%, due 12/01/29
|
1,538,937
|
|
980,000
|
|
AptarGroup, Inc., 3.60%, due 03/15/32
|
908,669
|
|
645,000
|
|
AptarGroup, Inc., 4.75%, due 03/30/31
|
639,099
|
|
2,475,000
|
|
Arch Capital Group Ltd., 5.25%, due 06/15/36
|
2,471,524
|
|
294,000
|
|
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC,
6.25%, due 01/30/31 144A
|
297,480
|
|
1,400,000
|
|
ARES Capital Corp., 5.55%, due 01/15/30
|
1,392,527
|
|
612,000
|
|
ARES Strategic Income Fund, 5.15%, due 01/15/31
|
584,753
|
|
281,000
|
|
ARES Strategic Income Fund, 5.45%, due 09/09/28
|
278,293
|
|
349,000
|
|
ARES Strategic Income Fund, 5.60%, due 02/15/30
|
343,105
|
|
97,000
|
|
ARES Strategic Income Fund, 5.70%, due 03/15/28
|
96,891
|
|
502,000
|
|
ARES Strategic Income Fund, 5.80%, due 09/09/30
|
494,699
|
|
316,000
|
|
ARES Strategic Income Fund, 6.20%, due 03/21/32
|
312,794
|
|
161,000
|
|
ARES Strategic Income Fund, 6.35%, due 08/15/29
|
162,518
|
|
1,780,000
|
|
Arizona Public Service Co., 5.70%, due 08/15/34
|
1,841,178
|
|
153,000
|
|
Asbury Automotive Group, Inc., 4.63%, due 11/15/29 144A
|
149,080
|
|
314,000
|
|
Asbury Automotive Group, Inc., 4.75%, due 03/01/30
|
305,466
|
|
710,000
|
|
Ascension Health, 2.53%, due 11/15/29
|
665,979
|
|
150,000
|
|
Ascension Health, 3.11%, due 11/15/39
|
118,819
|
|
502,000
|
|
Ascent Resources Utica Holdings LLC/ARU Finance Corp., 5.88%, due 06/30/29 144A
|
501,968
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
178,000
|
|
Ascent Resources Utica Holdings LLC/ARU Finance Corp., 6.63%, due 10/15/32 144A
|
180,323
|
|
194,000
|
|
Ascent Resources Utica Holdings LLC/ARU Finance Corp., 6.63%, due 07/15/33 144A
|
196,302
|
|
2,050,000
|
|
Ashtead Capital, Inc., 2.45%, due 08/12/31 144A
|
1,810,332
|
|
660,000
|
|
Ashtead Capital, Inc., 5.50%, due 08/11/32 144A
|
674,378
|
|
709,000
|
|
Ashtead Capital, Inc., 5.55%, due 05/30/33 144A
|
716,579
|
|
505,000
|
|
Asurion LLC/Asurion Co-Issuer, Inc., 8.38%, due 02/01/34 144A
|
467,839
|
|
2,200,000
|
|
AT&T, Inc., 2.25%, due 02/01/32
|
1,914,980
|
|
575,000
|
|
AT&T, Inc., 2.75%, due 06/01/31
|
523,116
|
|
814,000
|
|
AT&T, Inc., 3.50%, due 06/01/41
|
626,729
|
|
1,014,000
|
|
AT&T, Inc., 3.65%, due 09/15/59
|
648,564
|
|
343,000
|
|
AT&T, Inc., 4.50%, due 05/15/35
|
323,079
|
|
509,000
|
|
AT&T, Inc., 4.55%, due 11/01/32
|
496,881
|
|
2,195,000
|
|
AT&T, Inc., 4.75%, due 04/30/33
|
2,148,641
|
|
295,000
|
|
Athene Global Funding, 4.72%, due 10/08/29 144A
|
291,789
|
|
342,000
|
|
Athene Global Funding, 5.32%, due 11/13/31 144A
|
341,348
|
|
329,000
|
|
Athene Holding Ltd., 3.50%, due 01/15/31
|
308,388
|
|
222,000
|
|
Athene Holding Ltd., 6.63% (5 yr. CMT + 2.61%), due 10/15/54(c)
|
214,022
|
|
2,371,000
|
|
Atlas Warehouse Lending Co. LP, 4.63%, due 11/15/28 144A
|
2,339,531
|
|
250,000
|
|
Atlas Warehouse Lending Co. LP, 5.25%, due 01/15/33 144A
|
246,323
|
|
307,000
|
|
Atlas Warehouse Lending Co. LP, 6.25%, due 01/15/30 144A
|
316,324
|
|
3,045,000
|
|
Augusta SpinCo Corp., 4.95%, due 03/23/33
|
3,027,262
|
|
400,000
|
|
Augusta SpinCo Corp., 5.25%, due 03/23/36
|
400,468
|
|
200,000
|
|
Australian Metcoal Financing Pty. Ltd., 6.75%, due 04/22/34 144A
|
206,379
|
|
1,720,000
|
|
AutoNation, Inc., 4.75%, due 06/01/30
|
1,708,742
|
|
1,939,000
|
|
Aviation Capital Group LLC, 6.38%, due 07/15/30 144A
|
2,034,675
|
|
259,000
|
|
Azul Secured Finance LLP, 9.88%, due 02/15/31 144A
|
248,378
|
|
365,000
|
|
Azule Energy Finance PLC, 8.63%, due 01/22/33 144A
|
365,653
|
|
220,000
|
|
Ball Corp., 5.50%, due 09/15/33
|
221,490
|
|
567,000
|
|
Banco Bradesco SA, 5.38%, due 01/20/31(g) 144A
|
562,872
|
|
725,000
|
|
Banco Santander SA, 4.55%, due 11/06/30
|
713,650
|
|
400,000
|
|
Banco Santander SA, 5.54% (1 yr. CMT + 1.45%), due 03/14/30(c)(g)
|
407,686
|
|
331,000
|
|
Banco Santander SA, 7.25% (5 yr. CMT + 2.84%)(c)(f)
|
336,607
|
|
682,000
|
|
Banco Santander SA, 9.63% (5 yr. CMT + 5.30%)(c)(f)
|
804,118
|
|
505,000
|
|
Bank Hapoalim BM, 4.72%, due 07/14/29(h)
|
499,082
|
|
200,000
|
|
Bank Hapoalim BM, 5.25%, due 01/14/33(h)
|
198,089
|
|
2,330,000
|
|
Bank of America Corp., 2.50% (3 mo. USD Term SOFR + 1.25%), due 02/13/31(c)
|
2,153,574
|
|
3,740,000
|
|
Bank of America Corp., 2.57% (1 day USD SOFR + 1.21%), due 10/20/32(c)
|
3,329,736
|
|
886,000
|
|
Bank of America Corp., 2.59% (1 day USD SOFR + 2.15%), due 04/29/31(c)
|
817,704
|
|
4,371,000
|
|
Bank of America Corp., 2.69% (1 day USD SOFR + 1.32%), due 04/22/32(c)
|
3,960,193
|
|
230,000
|
|
Bank of America Corp., 2.88% (3 mo. USD Term SOFR + 1.45%), due 10/22/30(c)
|
216,992
|
|
1,145,000
|
|
Bank of America Corp., 3.59% (3 mo. USD Term SOFR + 1.63%), due 07/21/28(c)
|
1,134,236
|
|
5,422,000
|
|
Bank of America Corp., 4.57% (1 day USD SOFR + 1.83%), due 04/27/33(c)
|
5,316,513
|
|
1,562,000
|
|
Bank of America Corp., 5.43% (1 day USD SOFR + 1.91%), due 08/15/35(c)
|
1,567,271
|
|
3,066,000
|
|
Bank of America Corp., 5.52% (1 day USD SOFR + 1.74%), due 10/25/35(c)
|
3,081,325
|
|
878,000
|
|
Bank of America Corp., 6.63% (5 yr. CMT + 2.68%)(c)(f)
|
905,625
|
|
608,000
|
|
Bank of Montreal, 7.70% (5 yr. CMT + 3.45%), due 05/26/84(c)
|
636,273
|
|
343,000
|
|
Bank of New York Mellon Corp., 4.94% (1 day USD SOFR + 0.89%), due 02/11/31(c)
|
345,978
|
|
400,000
|
|
Barclays PLC, 4.84% (1 day USD SOFR + 1.34%), due 09/10/28(c)
|
400,746
|
|
430,000
|
|
Barclays PLC, 4.91% (1 day USD SOFR + 0.91%), due 06/26/30(c)
|
429,998
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
615,000
|
|
Barclays PLC, 5.21% (1 day USD SOFR + 1.51%), due 02/24/37(c)
|
599,149
|
|
413,000
|
|
Barclays PLC, 5.37% (1 day USD SOFR + 1.23%), due 02/25/31(c)
|
418,895
|
|
1,994,000
|
|
Barclays PLC, 6.49% (1 day USD SOFR + 2.22%), due 09/13/29(c)
|
2,064,206
|
|
599,000
|
|
Barclays PLC, 8.00% (5 yr. CMT + 5.43%)(c)(f)
|
630,729
|
|
156,000
|
|
BAT Capital Corp., 3.56%, due 08/15/27
|
154,510
|
|
1,970,000
|
|
BAT Capital Corp., 4.39%, due 08/15/37
|
1,802,588
|
|
625,000
|
|
Baxter International, Inc., 4.90%, due 12/15/30
|
620,505
|
|
1,332,000
|
|
Beacon Point DC LLC, 6.13%, due 11/30/42 144A
|
1,343,976
|
|
2,905,000
|
|
Beignet Investor LLC, 6.58%, due 05/30/49 144A
|
2,964,984
|
|
605,000
|
|
Berkshire Hathaway Energy Co., 1.65%, due 05/15/31
|
524,146
|
|
85,000
|
|
Berkshire Hathaway Energy Co., 5.95%, due 05/15/37
|
89,654
|
|
320,000
|
|
Black Pearl Compute LLC, 6.13%, due 02/15/31(g) 144A
|
324,501
|
|
1,015,000
|
|
Blackstone Holdings Finance Co. LLC, 2.80%, due 09/30/50 144A
|
615,486
|
|
528,000
|
|
Blackstone Private Credit Fund, 5.05%, due 09/10/30
|
505,488
|
|
492,000
|
|
Blackstone Private Credit Fund, 5.25%, due 04/01/30
|
477,950
|
|
326,000
|
|
Blackstone Private Credit Fund, 5.95%, due 07/16/29
|
326,218
|
|
326,000
|
|
Blackstone Private Credit Fund, 7.30%, due 11/27/28
|
336,441
|
|
180,000
|
|
Block, Inc., 5.63%, due 08/15/30 144A
|
180,542
|
|
210,000
|
|
Block, Inc., 6.00%, due 08/15/33 144A
|
211,570
|
|
1,305,000
|
|
Blue Owl Technology Finance Corp., 6.50%, due 10/15/29
|
1,293,162
|
|
395,000
|
|
BlueLinx Holdings, Inc., 6.00%, due 11/15/29 144A
|
391,124
|
|
260,000
|
|
BNP Paribas SA, 2.16% (1 day USD SOFR + 1.22%), due 09/15/29(c) 144A
|
245,787
|
|
1,952,000
|
|
BNP Paribas SA, 4.92% (1 day USD SOFR + 1.29%), due 01/15/34(c) 144A
|
1,915,488
|
|
180,000
|
|
BNP Paribas SA, 9.25% (5 yr. CMT + 4.97%)(c)(f) 144A
|
188,630
|
|
325,000
|
|
Boeing Co., 3.95%, due 08/01/59
|
232,367
|
|
1,795,000
|
|
Boeing Co., 5.71%, due 05/01/40
|
1,826,180
|
|
1,602,000
|
|
Boeing Co., 6.53%, due 05/01/34
|
1,743,415
|
|
200,000
|
|
Bond U.S. Bidco 1, Inc./Bidco 2/Bidco 3/German Bidco 1 GmbH/German Bidco 2,
7.13%, due 06/15/33 144A
|
202,065
|
|
296,000
|
|
BP Capital Markets America, Inc., 4.81%, due 02/13/33
|
294,770
|
|
391,000
|
|
BPCE SA, 4.76% (1 day USD SOFR + 1.27%), due 01/13/32(c) 144A
|
385,519
|
|
805,000
|
|
BPCE SA, 5.77% (1 day USD SOFR + 1.63%), due 06/02/37(c) 144A
|
807,179
|
|
483,000
|
|
BPCE SA, 5.94% (1 day USD SOFR + 1.85%), due 05/30/35(c) 144A
|
495,755
|
|
424,000
|
|
Bread Financial Holdings, Inc., 8.38% (5 yr. CMT + 4.30%), due 06/15/35(c) 144A
|
442,891
|
|
404,000
|
|
Brightstar Lottery PLC/Brightstar Global Solutions Corp., 5.75%, due 01/15/33 144A
|
396,294
|
|
72,309
|
|
British Airways Pass-Through Trust, 4.13%, due 03/20/33 144A
|
69,937
|
|
1,055,000
|
|
Brixmor Operating Partnership LP, 2.50%, due 08/16/31
|
939,952
|
|
1,423,000
|
|
Broadcom, Inc., 3.42%, due 04/15/33
|
1,297,572
|
|
1,180,000
|
|
Broadcom, Inc., 3.47%, due 04/15/34
|
1,059,981
|
|
200,000
|
|
Broadcom, Inc., 4.55%, due 02/15/32
|
197,362
|
|
1,913,000
|
|
Broadcom, Inc., 4.80%, due 02/15/36
|
1,857,170
|
|
773,000
|
|
Broadcom, Inc., 4.90%, due 07/15/32
|
775,725
|
|
2,131,000
|
|
Broadridge Financial Solutions, Inc., 2.60%, due 05/01/31
|
1,905,204
|
|
3,197,000
|
|
Brookfield Finance I U.K. PLC/Brookfield Finance, Inc., 2.34%, due 01/30/32
|
2,807,160
|
|
219,000
|
|
Brookfield Finance, Inc., 6.30% (5 yr. CMT + 2.08%), due 01/15/55(c)
|
212,524
|
|
240,000
|
|
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 5.00%, due
06/15/29 144A
|
228,733
|
|
1,444,000
|
|
Brown & Brown, Inc., 4.90%, due 06/23/30
|
1,442,193
|
|
1,732,000
|
|
Brown & Brown, Inc., 5.25%, due 06/23/32
|
1,734,488
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
422,000
|
|
Builders FirstSource, Inc., 4.25%, due 02/01/32 144A
|
393,395
|
|
459,000
|
|
Builders FirstSource, Inc., 6.38%, due 03/01/34 144A
|
464,579
|
|
1,640,000
|
|
Bunge Ltd. Finance Corp., 2.75%, due 05/14/31
|
1,497,233
|
|
1,215,000
|
|
Bunge Ltd. Finance Corp., 5.15%, due 08/04/35
|
1,207,681
|
|
2,270,000
|
|
Burlington Northern Santa Fe LLC, 4.90%, due 04/01/44
|
2,107,089
|
|
553,000
|
|
Canadian Imperial Bank of Commerce, 6.50% (5 yr. CMT + 2.73%), due 07/28/86(c)
|
554,432
|
|
630,000
|
|
Canadian Natural Resources Ltd., 5.00%, due 12/15/29
|
636,458
|
|
509,000
|
|
Canadian Pacific Railway Co., 6.13%, due 09/15/15(i)
|
529,282
|
|
200,000
|
|
Canpack Group, Inc./CANPACK SA, 6.00%, due 05/15/31 144A
|
201,272
|
|
845,000
|
|
Capital One Financial Corp., 5.88% (1 day USD SOFR + 1.99%), due 07/26/35(c)
|
870,508
|
|
370,000
|
|
Capital Power U.S. Holdings, Inc., 6.19%, due 06/01/35 144A
|
383,614
|
|
486,000
|
|
Carnival Corp. Ltd., 5.13%, due 05/01/29 144A
|
485,481
|
|
1,149,000
|
|
Carnival Corp. Ltd., 5.75%, due 08/01/32 144A
|
1,161,659
|
|
447,000
|
|
Carnival Corp. Ltd., 5.88%, due 06/15/31 144A
|
455,285
|
|
707,000
|
|
CBRE Services, Inc., 4.80%, due 06/15/30
|
707,022
|
|
1,390,000
|
|
CBRE Services, Inc., 4.90%, due 01/15/33
|
1,370,347
|
|
210,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 5.38%, due 06/01/29 144A
|
205,546
|
|
700,000
|
|
CDW LLC/CDW Finance Corp., 5.10%, due 03/01/30(g)
|
699,145
|
|
465,000
|
|
Cemex SAB de CV, 3.88%, due 07/11/31 144A
|
438,562
|
|
765,000
|
|
Cemex SAB de CV, 5.75%, due 06/05/36
|
763,470
|
|
1,230,000
|
|
Cencora, Inc., 4.90%, due 02/13/36
|
1,199,492
|
|
130,000
|
|
Cenovus Energy, Inc., 3.75%, due 02/15/52
|
92,664
|
|
955,000
|
|
Cenovus Energy, Inc., 5.40%, due 03/20/36
|
947,242
|
|
215,000
|
|
Cenovus Energy, Inc., 5.40%, due 06/15/47
|
198,875
|
|
950,000
|
|
Cenovus Energy, Inc., 6.75%, due 11/15/39
|
1,045,975
|
|
485,000
|
|
Centene Corp., 3.00%, due 10/15/30
|
439,219
|
|
266,000
|
|
Centene Corp., 3.38%, due 02/15/30
|
248,057
|
|
342,000
|
|
CenterPoint Energy, Inc., 5.95% (5 yr. CMT + 2.22%), due 04/01/56(c)
|
342,043
|
|
166,000
|
|
CenterPoint Energy, Inc., 6.85% (5 yr. CMT + 2.95%), due 02/15/55(c)(g)
|
174,540
|
|
160,000
|
|
CenterPoint Energy, Inc., 7.00% (5 yr. CMT + 3.25%), due 02/15/55(c)
|
165,825
|
|
227,000
|
|
Century Communities, Inc., 3.88%, due 08/15/29 144A
|
217,660
|
|
155,000
|
|
Champion Iron Canada, Inc., 7.88%, due 07/15/32(g) 144A
|
160,630
|
|
125,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
2.30%, due 02/01/32(g)
|
106,272
|
|
140,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
3.50%, due 03/01/42
|
96,816
|
|
700,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
5.38%, due 05/01/47
|
567,003
|
|
2,747,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
6.38%, due 10/23/35
|
2,743,974
|
|
20,000
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital,
6.55%, due 06/01/34
|
20,426
|
|
255,000
|
|
Cheniere Energy Partners LP, 5.55%, due 10/30/35
|
259,120
|
|
523,000
|
|
Cheniere Energy Partners LP, 5.95%, due 06/30/33
|
546,275
|
|
1,602,000
|
|
Cheniere Energy, Inc., 5.20%, due 07/30/36 144A
|
1,577,994
|
|
189,000
|
|
Chobani LLC/Chobani Finance Corp., Inc., 6.38%, due 04/15/34 144A
|
191,940
|
|
2,165,000
|
|
Chpe LLC, 5.10%, due 06/30/33 144A
|
2,159,931
|
|
840,000
|
|
Chubb INA Holdings LLC, 5.30%, due 05/20/36
|
848,971
|
|
456,000
|
|
CIMIC Finance Ltd., 6.00%, due 04/22/36 144A
|
449,738
|
|
589,000
|
|
CIMIC Finance USA Pty. Ltd., 7.00%, due 03/25/34 144A
|
627,230
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
363,000
|
|
Cimpress PLC, 7.38%, due 09/15/32 144A
|
367,277
|
|
201,000
|
|
Cipher Compute LLC, 7.13%, due 11/15/30 144A
|
209,195
|
|
525,000
|
|
Citigroup, Inc., 2.56% (1 day USD SOFR + 1.17%), due 05/01/32(c)
|
472,073
|
|
340,000
|
|
Citigroup, Inc., 3.67% (3 mo. USD Term SOFR + 1.65%), due 07/24/28(c)
|
337,051
|
|
1,840,000
|
|
Citigroup, Inc., 3.89% (3 mo. USD Term SOFR + 1.82%), due 01/10/28(c)
|
1,833,920
|
|
440,000
|
|
Citigroup, Inc., 4.41% (1 day USD SOFR + 3.91%), due 03/31/31(c)
|
433,756
|
|
1,959,000
|
|
Citigroup, Inc., 4.95% (1 day USD SOFR + 1.46%), due 05/07/31(c)
|
1,965,895
|
|
1,350,000
|
|
Citigroup, Inc., 6.02% (1 day USD SOFR + 1.83%), due 01/24/36(c)
|
1,391,021
|
|
742,000
|
|
Citigroup, Inc., 6.17% (1 day USD SOFR + 2.66%), due 05/25/34(c)
|
774,542
|
|
633,000
|
|
Citigroup, Inc., 6.63% (5 yr. CMT + 3.00%)(c)(f)
|
645,202
|
|
102,000
|
|
Citizens Financial Group, Inc., 3.25%, due 04/30/30
|
96,637
|
|
352,000
|
|
Citizens Financial Group, Inc., 5.25% (1 day USD SOFR + 1.26%), due 03/05/31(c)
|
355,825
|
|
135,000
|
|
Citizens Financial Group, Inc., 5.30% (5 yr. CMT + 1.45%), due 01/29/36(c)
|
133,722
|
|
991,000
|
|
Citizens Financial Group, Inc., 5.72% (1 day USD SOFR + 1.91%), due 07/23/32(c)
|
1,017,489
|
|
125,000
|
|
Clean Harbors, Inc., 5.75%, due 10/15/33 144A
|
125,930
|
|
420,000
|
|
Clorox Co., 4.95%, due 05/15/33
|
416,031
|
|
210,000
|
|
Clue Opco LLC, 9.50%, due 10/15/31 144A
|
202,945
|
|
625,000
|
|
CNO Financial Group, Inc., 5.25%, due 05/30/29
|
629,297
|
|
262,000
|
|
CNO Financial Group, Inc., 6.45%, due 06/15/34
|
273,117
|
|
230,000
|
|
CNO Global Funding, 4.70%, due 12/11/30 144A
|
226,459
|
|
410,000
|
|
Columbia Pipelines Holding Co. LLC, 5.00%, due 11/17/32 144A
|
405,578
|
|
800,000
|
|
Columbia Pipelines Holding Co. LLC, 5.68%, due 01/15/34 144A
|
817,189
|
|
1,423,000
|
|
Columbia Pipelines Operating Co. LLC, 5.44%, due 02/15/35 144A
|
1,443,175
|
|
445,000
|
|
Columbia Pipelines Operating Co. LLC, 6.04%, due 11/15/33 144A
|
467,327
|
|
5,000
|
|
Comcast Corp., 3.97%, due 11/01/47
|
3,568
|
|
200,000
|
|
Comision Federal de Electricidad, 4.69%, due 05/15/29 144A
|
196,628
|
|
850,000
|
|
Comision Federal de Electricidad, 6.05%, due 01/28/34 144A
|
833,204
|
|
1,670,000
|
|
CommonSpirit Health, 5.32%, due 12/01/34
|
1,673,346
|
|
350,000
|
|
Commonwealth Edison Co., 4.00%, due 03/01/48
|
274,659
|
|
534,000
|
|
Comstock Resources, Inc., 5.88%, due 01/15/30 144A
|
503,985
|
|
738,000
|
|
ConocoPhillips Co., 5.50%, due 01/15/55
|
707,760
|
|
463,000
|
|
ConocoPhillips Co., 5.55%, due 03/15/54
|
448,012
|
|
95,000
|
|
Consolidated Edison Co. of New York, Inc., 4.30%, due 12/01/56
|
75,022
|
|
350,000
|
|
Consolidated Edison Co. of New York, Inc., 4.50%, due 12/01/45
|
300,800
|
|
385,000
|
|
Constellation Brands, Inc., 2.25%, due 08/01/31
|
339,919
|
|
250,000
|
|
Constellation Energy Generation LLC, 3.75%, due 03/01/31 144A
|
238,123
|
|
279,000
|
|
Constellation Energy Generation LLC, 4.40%, due 01/15/31
|
274,365
|
|
278,000
|
|
Constellation Energy Generation LLC, 6.50%, due 10/01/53
|
298,493
|
|
1,155,000
|
|
Constellation Software, Inc., 5.16%, due 02/16/29 144A
|
1,159,509
|
|
380,000
|
|
Continental Resources, Inc., 2.88%, due 04/01/32 144A
|
334,476
|
|
553,000
|
|
Continental Resources, Inc., 5.75%, due 01/15/31 144A
|
563,243
|
|
1,536,000
|
|
COPT Defense Properties LP, 4.50%, due 10/15/30
|
1,513,933
|
|
1,214,000
|
|
Corebridge Financial, Inc., 5.75%, due 01/15/34(g)
|
1,247,502
|
|
1,397,000
|
|
Corebridge Global Funding, 4.55%, due 01/09/31 144A
|
1,374,785
|
|
1,085,000
|
|
Corebridge Global Funding, 4.85%, due 06/06/30 144A
|
1,084,297
|
|
367,000
|
|
CoreWeave, Inc., 9.00%, due 02/01/31(g) 144A
|
363,133
|
|
320,000
|
|
CoreWeave, Inc., 9.25%, due 06/01/30(g) 144A
|
322,314
|
|
278,000
|
|
CoreWeave, Inc., 9.75%, due 10/01/31 144A
|
277,584
|
|
440,000
|
|
Corp. Andina de Fomento, 5.00%, due 01/24/29
|
447,090
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
674,000
|
|
CoStar Group, Inc., 2.80%, due 07/15/30 144A
|
606,604
|
|
200,000
|
|
COX Asset Mexico SA de CV, 7.13%, due 01/08/32 144A
|
203,118
|
|
970,000
|
|
Cox Communications, Inc., 2.60%, due 06/15/31 144A
|
856,387
|
|
552,000
|
|
CRC Insurance Group LLC, 7.13%, due 06/01/31 144A
|
550,568
|
|
900,000
|
|
Credit Agricole SA, 3.25%, due 01/14/30 144A
|
846,824
|
|
471,000
|
|
Credit Agricole SA, 5.86% (SOFR + 1.74%), due 01/09/36(c) 144A
|
485,274
|
|
372,000
|
|
Crescent Energy Finance LLC, 7.38%, due 01/15/33 144A
|
369,970
|
|
2,592,000
|
|
Cummins, Inc., 5.15%, due 02/20/34
|
2,634,173
|
|
635,000
|
|
CVS Health Corp., 4.78%, due 03/25/38
|
595,612
|
|
575,000
|
|
CVS Health Corp., 5.00%, due 09/15/32
|
576,481
|
|
130,000
|
|
CVS Health Corp., 5.13%, due 07/20/45
|
117,808
|
|
745,194
|
|
CVS Pass-Through Trust, 5.77%, due 01/10/33 144A
|
744,318
|
|
314,589
|
|
CVS Pass-Through Trust, 6.94%, due 01/10/30
|
322,605
|
|
1,056,098
|
|
CVS Pass-Through Trust, 7.51%, due 01/10/32 144A
|
1,103,681
|
|
708,000
|
|
DAE Funding LLC, 4.95%, due 01/15/33 144A
|
684,507
|
|
643,000
|
|
Danske Bank AS, 5.00% (1 yr. CMT + 0.98%), due 03/27/32(c) 144A
|
642,994
|
|
437,000
|
|
Danske Bank AS, 5.02% (1 yr. CMT + 0.93%), due 03/04/31(c) 144A
|
438,830
|
|
320,000
|
|
DaVita, Inc., 4.63%, due 06/01/30 144A
|
310,199
|
|
115,000
|
|
Dcli Bidco LLC, 7.75%, due 11/15/29 144A
|
119,010
|
|
335,000
|
|
Dealer Tire LLC/DT Issuer LLC, 8.00%, due 02/01/28 144A
|
335,917
|
|
526,000
|
|
Dell International LLC/EMC Corp., 4.50%, due 02/15/31
|
518,840
|
|
582,000
|
|
Dell International LLC/EMC Corp., 4.75%, due 10/06/32
|
575,452
|
|
305,000
|
|
Dell International LLC/EMC Corp., 5.00%, due 04/01/30
|
307,648
|
|
598,000
|
|
Dell International LLC/EMC Corp., 5.30%, due 04/01/32
|
608,385
|
|
966,000
|
|
Dell International LLC/EMC Corp., 5.40%, due 04/15/34
|
979,697
|
|
928,510
|
|
Delta Air Lines Pass-Through Trust, 2.00%, due 12/10/29
|
896,975
|
|
253,000
|
|
Delta Air Lines, Inc., 5.25%, due 07/10/30
|
255,837
|
|
950,000
|
|
Delta Air Lines, Inc./SkyMiles IP Ltd., 4.75%, due 10/20/28 144A
|
949,338
|
|
642,000
|
|
Deutsche Bank AG, 3.74% (1 day USD SOFR + 2.26%), due 01/07/33(c)
|
588,757
|
|
820,000
|
|
Deutsche Bank AG, 4.47% (1 day USD SOFR + 1.10%), due 12/10/31(c)
|
806,606
|
|
479,000
|
|
Deutsche Bank AG, 4.73% (1 day USD SOFR + 1.14%), due 02/06/32(c)
|
472,212
|
|
1,045,000
|
|
Deutsche Bank AG, 4.95% (1 day USD SOFR + 1.30%), due 08/04/31(c)
|
1,041,553
|
|
150,000
|
|
Deutsche Bank AG, 5.06% (1 day USD SOFR + 1.41%), due 04/14/32(c)
|
149,662
|
|
375,000
|
|
Deutsche Bank AG, 5.30% (1 day USD SOFR + 1.72%), due 05/09/31(c)
|
379,008
|
|
460,000
|
|
Deutsche Bank AG, 5.37% (1 day USD SOFR + 1.21%), due 01/10/29(c)
|
464,575
|
|
1,900,000
|
|
Diamondback Energy, Inc., 6.25%, due 03/15/33
|
2,020,904
|
|
324,000
|
|
Discovery Global Holdings, Inc., 4.28%, due 03/15/32
|
290,942
|
|
159,000
|
|
Discovery Global Holdings, Inc., 5.05%, due 03/15/42
|
104,145
|
|
685,000
|
|
Discovery Global Holdings, Inc., 5.05%, due 03/15/42
|
502,667
|
|
1,764,000
|
|
Dominion Energy, Inc., 5.35%, due 06/15/36
|
1,766,899
|
|
442,000
|
|
Dominion Energy, Inc., 6.00% (5 yr. CMT + 2.26%), due 02/15/56(c)
|
444,158
|
|
574,000
|
|
Dominion Energy, Inc., 6.20% (5 yr. CMT + 2.01%), due 02/15/56(c)
|
576,008
|
|
339,000
|
|
Dominion Energy, Inc., 6.88% (5 yr. CMT + 2.39%), due 02/01/55(c)
|
350,448
|
|
203,000
|
|
Dominion Energy, Inc., 7.00% (5 yr. CMT + 2.51%), due 06/01/54(c)
|
215,004
|
|
1,059,000
|
|
DT Midstream, Inc., 4.38%, due 06/15/31 144A
|
1,023,295
|
|
213,000
|
|
DT Midstream, Inc., 5.80%, due 12/15/34 144A
|
217,761
|
|
204,641
|
|
DTE Electric Securitization Funding I LLC, 2.64%, due 12/01/27
|
202,874
|
|
2,038,000
|
|
DTE Energy Co., 5.85%, due 06/01/34
|
2,127,855
|
|
411,000
|
|
Duke Energy Carolinas LLC, 3.95%, due 03/15/48
|
320,575
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
2,530,000
|
|
Duke Energy Carolinas LLC, 5.15%, due 06/15/36
|
2,533,558
|
|
496,000
|
|
Duke Energy Corp., 5.75%, due 09/15/33
|
517,319
|
|
435,000
|
|
Duke Energy Florida LLC, 3.40%, due 10/01/46
|
314,782
|
|
1,419,000
|
|
Duke Energy Indiana LLC, 4.95%, due 03/15/36
|
1,395,360
|
|
1,525,000
|
|
Duke Energy Indiana LLC, 5.25%, due 03/01/34
|
1,549,348
|
|
523,000
|
|
DuPont de Nemours, Inc., 4.73%, due 11/15/28 144A
|
522,879
|
|
200,000
|
|
Eaton Corp., 4.50%, due 03/06/33
|
195,878
|
|
228,000
|
|
Ecopetrol SA, 6.88%, due 04/29/30
|
232,302
|
|
790,000
|
|
Ecopetrol SA, 8.63%, due 01/19/29
|
838,591
|
|
893,000
|
|
Edged Compute LLC, 7.50%, due 04/30/31 144A
|
871,016
|
|
575,000
|
|
Edison International, 5.25%, due 11/15/28
|
576,207
|
|
347,000
|
|
Efesto Bidco SpA Efesto U.S. LLC, 7.50%, due 02/15/32 144A
|
347,562
|
|
706,000
|
|
Electricite de France SA, 5.65%, due 04/22/29(g) 144A
|
725,838
|
|
597,000
|
|
Electricite de France SA, 9.13% (5 yr. CMT + 5.41%)(c)(f) 144A
|
693,435
|
|
15,000
|
|
Elevance Health, Inc., 5.10%, due 01/15/44
|
13,951
|
|
614,000
|
|
Enact Holdings, Inc., 6.25%, due 05/28/29
|
632,175
|
|
477,000
|
|
Enbridge, Inc., 5.50% (3 mo. USD Term SOFR + 3.68%), due 07/15/77(c)
|
477,604
|
|
683,000
|
|
Enbridge, Inc., 5.75% (5 yr. CMT + 5.31%), due 07/15/80(c)
|
687,362
|
|
466,000
|
|
Enbridge, Inc., 6.25% (3 mo. USD Term SOFR + 3.90%), due 03/01/78(c)
|
470,560
|
|
294,000
|
|
Enbridge, Inc., 8.50% (5 yr. CMT + 4.43%), due 01/15/84(c)
|
336,193
|
|
235,000
|
|
Endo Finance Holdings LP, 8.50%, due 04/15/31 144A
|
247,152
|
|
172,000
|
|
Energean Israel Finance Ltd., 5.38%, due 03/30/28(h)
|
170,261
|
|
278,000
|
|
Energean Israel Finance Ltd., 5.88%, due 03/30/31(h)
|
267,006
|
|
150,000
|
|
Energy Transfer LP, 5.30%, due 04/01/44
|
137,185
|
|
590,000
|
|
Energy Transfer LP, 5.30%, due 04/15/47
|
529,951
|
|
170,000
|
|
Energy Transfer LP, 5.40%, due 10/01/47
|
154,269
|
|
2,018,000
|
|
Energy Transfer LP, 5.60%, due 09/01/34
|
2,060,493
|
|
25,000
|
|
Energy Transfer LP, 6.40%, due 12/01/30
|
26,470
|
|
313,000
|
|
Energy Transfer LP, 6.50% (5 yr. CMT + 2.68%), due 02/15/56(c)
|
315,782
|
|
1,034,000
|
|
Energy Transfer LP, 6.50% (5 yr. CMT + 5.69%)(c)(f)
|
1,037,935
|
|
65,000
|
|
Energy Transfer LP, 6.55%, due 12/01/33
|
70,357
|
|
551,000
|
|
Energy Transfer LP, 6.75% (5 yr. CMT + 2.48%), due 02/15/56(c)
|
563,097
|
|
1,640,000
|
|
Energy Transfer LP, 7.13% (5 yr. CMT + 5.31%)(c)(f)
|
1,693,013
|
|
611,000
|
|
Eni SpA, 5.25%, due 05/18/36 144A
|
601,106
|
|
587,000
|
|
Entergy Corp., 5.88% (5 yr. CMT + 2.18%), due 06/15/56(c)
|
587,424
|
|
323,000
|
|
Entergy Corp., 6.10% (5 yr. CMT + 2.01%), due 06/15/56(c)
|
323,799
|
|
2,445,000
|
|
Entergy Louisiana LLC, 4.00%, due 03/15/33
|
2,311,834
|
|
1,450,000
|
|
Enterprise Products Operating LLC, 4.90%, due 05/15/46
|
1,305,927
|
|
979,000
|
|
Enterprise Products Operating LLC, 5.25% (3 mo. USD Term SOFR + 3.29%), due
08/16/77(c)
|
975,577
|
|
287,000
|
|
Enterprise Products Operating LLC, 5.35%, due 01/31/33
|
294,607
|
|
287,000
|
|
EOG Resources, Inc., 5.00%, due 07/15/32
|
288,927
|
|
25,000
|
|
EQT Corp., 7.50%, due 06/01/30
|
26,998
|
|
588,000
|
|
EquipmentShare.com, Inc., 7.13%, due 07/01/34(b) 144A
|
578,468
|
|
205,000
|
|
Eskom Holdings, 6.35%, due 08/10/28 144A
|
208,578
|
|
2,050,000
|
|
Eversource Energy, 2.90%, due 03/01/27
|
2,029,701
|
|
1,416,000
|
|
Exelon Corp., 3.35%, due 03/15/32
|
1,310,729
|
|
1,478,000
|
|
Exelon Corp., 5.10%, due 06/15/45
|
1,349,742
|
|
218,000
|
|
Exelon Corp., 5.13%, due 03/15/31
|
220,987
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
139,000
|
|
Exelon Corp., 6.50% (5 yr. CMT + 1.98%), due 03/15/55(c)
|
142,714
|
|
510,000
|
|
Expand Energy Corp., 4.75%, due 02/01/32
|
497,222
|
|
832,000
|
|
Fair Isaac Corp., 6.25%, due 09/15/34 144A
|
820,014
|
|
1,000,000
|
|
Fairfax Financial Holdings Ltd., 5.63%, due 08/16/32
|
1,025,770
|
|
2,240,000
|
|
Fairfax Financial Holdings Ltd., 6.00%, due 12/07/33
|
2,339,103
|
|
645,000
|
|
Fedex Freight Holding Co., Inc., 4.65%, due 03/15/31 144A
|
633,844
|
|
3,570,000
|
|
Ferguson Enterprises, Inc., 4.35%, due 03/15/31
|
3,506,915
|
|
2,378,000
|
|
Ferguson Finance PLC, 3.25%, due 06/02/30 144A
|
2,240,239
|
|
1,130,000
|
|
Ferguson Finance PLC, 4.50%, due 10/24/28 144A
|
1,124,295
|
|
275,000
|
|
FIBRA Prologis, 5.50%, due 11/26/35 144A
|
267,231
|
|
529,000
|
|
Fibra SOMA Trust F/6185, 7.13%, due 05/28/36 144A
|
527,244
|
|
590,000
|
|
Fidelity National Information Services, Inc., 4.80%, due 03/10/31
|
583,752
|
|
243,000
|
|
Fifth Third Bancorp, 5.14% (1 day USD SOFR + 1.24%), due 01/29/37(c)
|
238,624
|
|
361,000
|
|
Fifth Third Bancorp, 5.63% (1 day USD SOFR + 1.84%), due 01/29/32(c)
|
371,519
|
|
319,000
|
|
Fifth Third Bancorp, 5.98% (1 day USD SOFR + 2.16%), due 01/30/30(c) 144A
|
327,823
|
|
357,000
|
|
Fifth Third Bancorp, 7.03% (3 mo. USD Term SOFR + 3.29%)(c)(f)
|
357,523
|
|
850,000
|
|
First Citizens BancShares, Inc., 4.87% (1 day USD SOFR + 1.49%), due 03/03/32(c)
|
826,905
|
|
533,000
|
|
First Citizens BancShares, Inc., 5.23% (1 day USD SOFR + 1.41%), due 03/12/31(c)
|
532,024
|
|
567,000
|
|
First Citizens BancShares, Inc., 5.60% (5 yr. CMT + 1.85%), due 09/05/35(c)
|
556,903
|
|
385,000
|
|
First Citizens BancShares, Inc., 7.00% (5 yr. CMT + 3.30%)(c)(f)
|
389,219
|
|
338,000
|
|
First Horizon Corp., 5.51% (1 day USD SOFR + 1.77%), due 03/07/31(c)
|
342,358
|
|
200,000
|
|
First Quantum Minerals Ltd., 6.38%, due 02/15/36 144A
|
196,429
|
|
200,000
|
|
First Quantum Minerals Ltd., 7.25%, due 02/15/34 144A
|
205,185
|
|
253,000
|
|
First Quantum Minerals Ltd., 8.00%, due 03/01/33 144A
|
264,829
|
|
200,000
|
|
First Quantum Minerals Ltd., 8.63%, due 06/01/31 144A
|
208,482
|
|
2,365,000
|
|
Florida Power & Light Co., 2.45%, due 02/03/32
|
2,109,051
|
|
273,000
|
|
Flowserve Corp., 3.50%, due 10/01/30
|
257,888
|
|
1,560,000
|
|
Ford Motor Credit Co. LLC, 2.90%, due 02/10/29
|
1,468,520
|
|
350,000
|
|
Ford Motor Credit Co. LLC, 3.63%, due 06/17/31
|
319,290
|
|
1,235,000
|
|
Ford Motor Credit Co. LLC, 4.00%, due 11/13/30
|
1,161,042
|
|
1,539,000
|
|
Ford Motor Credit Co. LLC, 5.73%, due 09/05/30
|
1,548,008
|
|
544,000
|
|
Ford Motor Credit Co. LLC, 5.80%, due 03/08/29
|
548,888
|
|
1,313,000
|
|
Ford Motor Credit Co. LLC, 6.13%, due 03/08/34
|
1,322,112
|
|
1,075,000
|
|
Foundry JV Holdco LLC, 5.90%, due 01/25/33 144A
|
1,121,312
|
|
604,000
|
|
Foundry JV Holdco LLC, 6.10%, due 01/25/36 144A
|
637,427
|
|
897,000
|
|
Foundry JV Holdco LLC, 6.25%, due 01/25/35 144A
|
953,070
|
|
493,000
|
|
Freedom Mortgage Holdings LLC, 6.88%, due 05/01/31 144A
|
478,835
|
|
210,000
|
|
Freedom Mortgage Holdings LLC, 7.88%, due 04/01/33 144A
|
204,972
|
|
359,000
|
|
Freeport-McMoRan, Inc., 5.40%, due 11/14/34
|
365,325
|
|
902,000
|
|
Fresenius Medical Care U.S. Finance III, Inc., 2.38%, due 02/16/31 144A
|
800,111
|
|
504,000
|
|
Froneri Lux FinCo SARL, 6.00%, due 08/01/32 144A
|
494,569
|
|
652,000
|
|
GA Global Funding Trust, 4.50%, due 09/18/30 144A
|
632,138
|
|
339,000
|
|
GA Global Funding Trust, 5.20%, due 12/09/31 144A
|
335,094
|
|
165,000
|
|
Gap, Inc., 3.63%, due 10/01/29(g) 144A
|
155,580
|
|
335,000
|
|
Garda World Security Corp., 6.50%, due 01/15/31 144A
|
339,889
|
|
297,000
|
|
GCI LLC, 4.75%, due 10/15/28 144A
|
283,258
|
|
3,111,000
|
|
General Motors Financial Co., Inc., 2.40%, due 10/15/28
|
2,956,287
|
|
495,000
|
|
General Motors Financial Co., Inc., 3.10%, due 01/12/32
|
448,256
|
|
1,528,000
|
|
General Motors Financial Co., Inc., 3.60%, due 06/21/30
|
1,458,428
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
1,563,000
|
|
General Motors Financial Co., Inc., 5.95%, due 04/04/34
|
1,618,256
|
|
878,000
|
|
General Motors Financial Co., Inc., 6.00%, due 01/09/28
|
894,726
|
|
40,000
|
|
Genesis Energy LP/Genesis Energy Finance Corp., 6.75%, due 03/15/34
|
39,715
|
|
262,000
|
|
Genesis Energy LP/Genesis Energy Finance Corp., 7.88%, due 05/15/32
|
270,308
|
|
295,000
|
|
Genesis Energy LP/Genesis Energy Finance Corp., 8.00%, due 05/15/33
|
307,023
|
|
1,831,000
|
|
Genpact Luxembourg SARL/Genpact USA, Inc., 6.00%, due 06/04/29
|
1,872,722
|
|
289,000
|
|
Georgia Power Co., 4.95%, due 05/17/33
|
290,837
|
|
160,000
|
|
GFL Environmental Holdings U.S., Inc., 5.50%, due 02/01/34 144A
|
156,694
|
|
3,500,000
|
|
Glencore Funding LLC, 5.20%, due 07/01/33 144A
|
3,503,487
|
|
2,471,000
|
|
Global Atlantic Fin Co., 3.13%, due 06/15/31 144A
|
2,218,084
|
|
1,497,000
|
|
Global Atlantic Fin Co., 4.40%, due 10/15/29 144A
|
1,453,476
|
|
200,000
|
|
Global Atlantic Fin Co., 7.95% (5 yr. CMT + 3.61%), due 10/15/54(c) 144A
|
201,551
|
|
773,000
|
|
Global Auto Holdings Ltd./AAG FH U.K. Ltd., 8.75%, due 01/15/32 144A
|
733,581
|
|
332,000
|
|
Global Auto Holdings Ltd./AAG FH U.K. Ltd., 11.50%, due 08/15/29 144A
|
343,914
|
|
67,000
|
|
Global Partners LP/GLP Finance Corp., 7.13%, due 07/01/33 144A
|
67,834
|
|
211,000
|
|
Global Partners LP/GLP Finance Corp., 8.25%, due 01/15/32 144A
|
221,088
|
|
1,259,000
|
|
GLP Capital LP/GLP Financing II, Inc., 4.00%, due 01/15/31
|
1,189,778
|
|
1,100,000
|
|
Goldman Sachs Group, Inc., 1.54% (1 day USD SOFR + 0.82%), due 09/10/27(c)
|
1,093,885
|
|
2,581,000
|
|
Goldman Sachs Group, Inc., 2.62% (1 day USD SOFR + 1.28%), due 04/22/32(c)
|
2,318,629
|
|
589,000
|
|
Goldman Sachs Group, Inc., 2.65% (1 day USD SOFR + 1.26%), due 10/21/32(c)
|
524,347
|
|
1,065,000
|
|
Goldman Sachs Group, Inc., 3.81% (3 mo. USD Term SOFR + 1.42%), due
04/23/29(c)(g)
|
1,048,540
|
|
2,531,000
|
|
Goldman Sachs Group, Inc., 5.07% (1 day USD SOFR + 1.19%), due 01/21/37(c)
|
2,472,067
|
|
1,710,000
|
|
Goldman Sachs Group, Inc., 5.09% (1 day USD SOFR + 1.34%), due 04/20/34(c)(g)
|
1,703,625
|
|
924,000
|
|
Goldman Sachs Group, Inc., 5.22% (1 day USD SOFR + 1.58%), due 04/23/31(c)
|
933,372
|
|
1,435,000
|
|
Goldman Sachs Group, Inc., 5.43% (1 day USD SOFR + 1.31%), due 06/03/37(c)
|
1,440,477
|
|
1,616,000
|
|
Golub Capital BDC, Inc., 7.05%, due 12/05/28
|
1,660,393
|
|
355,000
|
|
Graphic Packaging International LLC, 3.50%, due 03/01/29 144A
|
337,791
|
|
465,000
|
|
Green Palm Bidco SARL, 6.46%, due 06/30/46 144A
|
471,339
|
|
190,000
|
|
HCA, Inc., 4.30%, due 11/15/30
|
185,900
|
|
314,000
|
|
HCA, Inc., 4.60%, due 11/15/32
|
305,931
|
|
620,000
|
|
HCA, Inc., 5.00%, due 05/15/33
|
613,851
|
|
441,000
|
|
HCA, Inc., 5.45%, due 04/01/31
|
450,743
|
|
275,000
|
|
HCA, Inc., 7.75%, due 07/15/36
|
316,093
|
|
1,895,000
|
|
Healthpeak OP LLC, 5.25%, due 12/15/32
|
1,913,085
|
|
165,000
|
|
Herc Holdings, Inc., 5.75%, due 03/15/31 144A
|
164,920
|
|
30,000
|
|
Herc Holdings, Inc., 6.00%, due 03/15/34(g) 144A
|
29,832
|
|
1,486,000
|
|
Hercules Capital, Inc., 5.35%, due 02/10/29(g)
|
1,472,630
|
|
110,000
|
|
Hess Midstream Operations LP, 6.50%, due 06/01/29 144A
|
112,309
|
|
68,000
|
|
Hexcel Corp., 4.90%, due 05/15/31
|
67,812
|
|
290,000
|
|
Hilcorp Energy I LP/Hilcorp Finance Co., 6.00%, due 04/15/30 144A
|
285,532
|
|
205,000
|
|
Hilcorp Energy I LP/Hilcorp Finance Co., 6.25%, due 04/15/32(g) 144A
|
198,562
|
|
295,000
|
|
Hilton Domestic Operating Co., Inc., 5.50%, due 03/31/34 144A
|
292,612
|
|
399,000
|
|
Hilton Grand Vacations Borrower LLC/Hilton Grand Vacations Borrower, Inc., 6.63%,
due 01/15/32 144A
|
405,171
|
|
606,000
|
|
Home Depot, Inc., 4.95%, due 06/25/34
|
608,225
|
|
4,839,000
|
|
Honeywell Aerospace, Inc., 4.60%, due 03/16/33 144A
|
4,751,699
|
|
170,000
|
|
Honeywell Aerospace, Inc., 4.95%, due 03/16/36 144A
|
167,468
|
|
600,000
|
|
Horizon Mutual Holdings, Inc., 6.20%, due 11/15/34 144A
|
583,368
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
216,000
|
|
Howard Midstream Energy Partners LLC, 6.63%, due 01/15/34 144A
|
217,962
|
|
45,000
|
|
Howard Midstream Energy Partners LLC, 7.38%, due 07/15/32 144A
|
46,632
|
|
178,000
|
|
HPS Corporate Lending Fund, 5.15%, due 04/02/29(g) 144A
|
174,381
|
|
165,000
|
|
HPS Corporate Lending Fund, 5.45%, due 11/15/30
|
159,682
|
|
65,000
|
|
HPS Corporate Lending Fund, 5.95%, due 04/14/32
|
63,710
|
|
1,704,000
|
|
HSBC Holdings PLC, 5.13% (1 day USD SOFR + 1.29%), due 03/03/31(c)
|
1,714,498
|
|
218,000
|
|
HTA Group Ltd., 6.75%, due 04/01/31 144A
|
220,818
|
|
341,000
|
|
Huntington Bancshares, Inc., 5.27% (1 day USD SOFR + 1.28%), due 01/15/31(c)
|
345,066
|
|
235,000
|
|
Huntington Bancshares, Inc., 5.71% (1 day USD SOFR Index + 1.87%), due 02/02/35(c)
|
240,501
|
|
184,000
|
|
Huntington Bancshares, Inc., 6.14% (5 yr. CMT + 1.70%), due 11/18/39(c)
|
188,250
|
|
297,000
|
|
Huntington Bancshares, Inc., 6.25% (5 yr. CMT + 2.65%)(c)(f)(g)
|
300,217
|
|
1,666,000
|
|
HUT 8 DC LLC, 6.19%, due 11/15/42 144A
|
1,688,163
|
|
102,000
|
|
Hybar LLC, 7.38%, due 07/01/34 144A
|
102,622
|
|
3,500,000
|
|
Hyundai Capital America, 5.10%, due 06/24/30 144A
|
3,521,870
|
|
258,000
|
|
IHS Holding Ltd., 7.88%, due 05/29/30 144A
|
265,617
|
|
420,000
|
|
IHS Holding Ltd., 8.25%, due 11/29/31(g) 144A
|
439,414
|
|
468,000
|
|
Iliad Holding SAS, 7.00%, due 04/15/32 144A
|
477,550
|
|
200,000
|
|
Iliad Holding SAS, 8.50%, due 04/15/31 144A
|
212,005
|
|
2,000,000
|
|
Imperial Brands Finance PLC, 5.50%, due 02/01/30 144A
|
2,043,730
|
|
277,000
|
|
Industrial F&B Investments III, Inc., 7.75%, due 02/11/33 144A
|
282,486
|
|
2,790,000
|
|
ING Groep NV, 4.80% (1 day USD SOFR Index + 1.26%), due 03/23/32(c)
|
2,772,192
|
|
253,000
|
|
ING Groep NV, 6.11% (1 day USD SOFR + 2.09%), due 09/11/34(c)
|
267,826
|
|
289,000
|
|
Intercontinental Exchange, Inc., 4.60%, due 03/15/33
|
283,581
|
|
1,230,000
|
|
Invitation Homes Operating Partnership LP, 4.95%, due 01/15/33
|
1,213,047
|
|
170,000
|
|
IPALCO Enterprises, Inc., 4.25%, due 05/01/30
|
165,165
|
|
258,000
|
|
IQVIA, Inc., 6.25%, due 02/01/29
|
266,683
|
|
383,000
|
|
Iron Mountain Information Management Services, Inc., 5.00%, due 07/15/32 144A
|
368,210
|
|
265,000
|
|
Iron Mountain, Inc., 5.25%, due 07/15/30 144A
|
261,196
|
|
637,000
|
|
Iron Mountain, Inc., 6.25%, due 01/15/35 144A
|
640,279
|
|
200,000
|
|
Israel Electric Corp. Ltd., 5.63%, due 01/28/38(h)
|
199,236
|
|
295,000
|
|
Jabil, Inc., 4.75%, due 02/01/33
|
288,086
|
|
1,440,000
|
|
Jacobs Solutions, Inc., 4.75%, due 03/03/31(g)
|
1,427,701
|
|
256,000
|
|
JB Poindexter & Co., Inc., 8.75%, due 12/15/31 144A
|
263,520
|
|
1,050,000
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, 3.00%,
due 02/02/29
|
1,008,087
|
|
578,000
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, 3.63%,
due 01/15/32
|
535,960
|
|
507,000
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, 5.75%,
due 04/01/33
|
520,837
|
|
141,000
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, 5.95%,
due 04/20/35
|
145,534
|
|
620,000
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, 6.40%,
due 05/10/57 144A
|
618,960
|
|
980,000
|
|
Jefferies Financial Group, Inc., 5.88%, due 07/21/28
|
999,226
|
|
592,292
|
|
JetBlue Pass-Through Trust, 2.75%, due 11/15/33
|
525,603
|
|
187,548
|
|
JetBlue Pass-Through Trust, Series 2020-1, Class A, 4.00%, due 05/15/34
|
178,138
|
|
91,000
|
|
JH North America Holdings, Inc., 5.88%, due 01/31/31 144A
|
91,496
|
|
393,000
|
|
JH North America Holdings, Inc., 6.13%, due 07/31/32 144A
|
396,536
|
|
2,000,000
|
|
JPMorgan Chase & Co., 2.07% (1 day USD SOFR + 1.02%), due 06/01/29(c)
|
1,906,977
|
|
760,000
|
|
JPMorgan Chase & Co., 2.58% (3 mo. USD Term SOFR + 1.25%), due 04/22/32(c)
|
685,099
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
1,817,000
|
|
JPMorgan Chase & Co., 3.78% (3 mo. USD Term SOFR + 1.60%), due 02/01/28(c)(g)
|
1,809,791
|
|
965,000
|
|
JPMorgan Chase & Co., 4.20% (3 mo. USD Term SOFR + 1.52%), due 07/23/29(c)
|
956,861
|
|
339,000
|
|
JPMorgan Chase & Co., 4.35% (1 day USD SOFR + 0.84%), due 01/22/32(c)
|
332,168
|
|
645,000
|
|
JPMorgan Chase & Co., 4.60% (1 day USD SOFR + 1.04%), due 10/22/30(c)
|
642,234
|
|
4,135,000
|
|
JPMorgan Chase & Co., 4.90% (1 day USD SOFR + 1.07%), due 01/22/37(c)
|
4,028,112
|
|
493,000
|
|
JPMorgan Chase & Co., 5.19% (1 day USD SOFR + 1.30%), due 02/05/37(c)
|
485,049
|
|
875,000
|
|
JPMorgan Chase & Co., 5.29% (1 day USD SOFR + 1.46%), due 07/22/35(c)
|
884,441
|
|
6,465,000
|
|
JPMorgan Chase & Co., 5.34% (1 day USD SOFR + 1.62%), due 01/23/35(c)
|
6,563,969
|
|
559,000
|
|
JPMorgan Chase & Co., 5.50% (1 day USD SOFR + 1.32%), due 01/24/36(c)
|
571,524
|
|
1,934,000
|
|
JPMorgan Chase & Co., 5.58% (1 day USD SOFR + 1.64%), due 07/23/36(c)
|
1,964,194
|
|
780,000
|
|
Kaiser Foundation Hospitals, 2.81%, due 06/01/41
|
575,509
|
|
315,000
|
|
KB Home, 4.00%, due 06/15/31
|
294,880
|
|
191,000
|
|
KeHE Distributors LLC/KeHE Finance Corp./NextWave Distribution, Inc., 7.13%, due
04/30/33 144A
|
194,675
|
|
288,000
|
|
Kenvue, Inc., 4.90%, due 03/22/33
|
289,196
|
|
391,000
|
|
KeyCorp, 5.12% (1 day USD SOFR Index + 1.23%), due 04/04/31(c)
|
394,320
|
|
206,000
|
|
KeyCorp, 5.31% (1 day USD SOFR + 1.37%), due 01/28/37(c)
|
203,057
|
|
200,000
|
|
KeyCorp, 6.40% (1 day USD SOFR Index + 2.42%), due 03/06/35(c)
|
213,037
|
|
1,360,000
|
|
KKR & Co., Inc., 5.10%, due 08/07/35
|
1,316,110
|
|
1,291,000
|
|
KKR Group Finance Co. II LLC, 5.50%, due 02/01/43(g) 144A
|
1,219,762
|
|
257,000
|
|
KKR Group Finance Co. VII LLC, 3.63%, due 02/25/50 144A
|
179,151
|
|
283,000
|
|
KKR Group Finance Co. X LLC, 3.25%, due 12/15/51 144A
|
179,464
|
|
1,910,000
|
|
Laboratory Corp. of America Holdings, 4.35%, due 04/01/30
|
1,884,929
|
|
145,000
|
|
Lamb Weston Holdings, Inc., 4.13%, due 01/31/30 144A
|
139,121
|
|
260,000
|
|
Lamb Weston Holdings, Inc., 4.38%, due 01/31/32 144A
|
244,635
|
|
200,000
|
|
Lamb Weston Holdings, Inc., 4.88%, due 05/15/28 144A
|
198,788
|
|
625,000
|
|
Las Vegas Sands Corp., 5.30%, due 05/15/31
|
622,793
|
|
401,000
|
|
Lazard Group LLC, 4.38%, due 03/11/29
|
396,486
|
|
315,000
|
|
Leidos, Inc., 5.00%, due 03/15/36
|
303,520
|
|
722,000
|
|
Level 3 Financing, Inc., 6.88%, due 06/30/33 144A
|
742,256
|
|
322,000
|
|
Leviathan Bond Ltd., 6.50%, due 06/30/27(h)
|
323,387
|
|
133,000
|
|
Leviathan Bond Ltd., 6.75%, due 06/30/30(h)
|
136,846
|
|
347,000
|
|
Liberty Mutual Group, Inc., 4.13% (5 yr. CMT + 3.32%), due 12/15/51(c) 144A
|
344,596
|
|
161,000
|
|
Lithia Motors, Inc., 3.88%, due 06/01/29 144A
|
154,318
|
|
354,000
|
|
Lithia Motors, Inc., 4.38%, due 01/15/31 144A
|
335,838
|
|
326,000
|
|
Lithia Motors, Inc., 5.50%, due 10/01/30 144A
|
322,207
|
|
2,700,000
|
|
Lloyds Banking Group PLC, 4.43% (1 yr. CMT + 0.82%), due 11/04/31(c)
|
2,651,809
|
|
1,360,000
|
|
Lloyds Banking Group PLC, 5.68% (1 yr. CMT + 1.75%), due 01/05/35(c)
|
1,398,108
|
|
299,000
|
|
Lloyds Banking Group PLC, 6.07% (1 yr. CMT + 1.60%), due 06/13/36(c)
|
308,236
|
|
386,000
|
|
Lloyds Banking Group PLC, 6.63% (5 yr. CMT + 2.68%)(c)(f)(g)
|
384,677
|
|
255,000
|
|
Lloyds Banking Group PLC, 6.75% (5 yr. CMT + 3.15%)(c)(f)(g)
|
262,154
|
|
213,000
|
|
Long Ridge Energy LLC, 8.75%, due 02/15/32 144A
|
224,942
|
|
216,000
|
|
M&T Bank Corp., 5.13% (3 mo. USD Term SOFR + 3.78%)(c)(f)(g)
|
216,367
|
|
300,000
|
|
M&T Bank Corp., 5.18% (1 day USD SOFR + 1.40%), due 07/08/31(c)
|
302,456
|
|
566,000
|
|
M&T Bank Corp., 5.30% (5 yr. CMT + 1.38%), due 04/18/36(c)
|
560,926
|
|
492,000
|
|
M&T Bank Corp., 5.39% (1 day USD SOFR + 1.61%), due 01/16/36(c)
|
491,914
|
|
534,000
|
|
M&T Bank Corp., 5.40% (5 yr. CMT + 1.43%), due 07/30/35(c)
|
533,464
|
|
344,000
|
|
Macquarie Bank Ltd., 3.62%, due 06/03/30 144A
|
326,683
|
|
198,000
|
|
Macy's Retail Holdings LLC, 5.88%, due 03/15/30 144A
|
198,157
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
250,000
|
|
Macy's Retail Holdings LLC, 6.13%, due 03/15/32 144A
|
251,398
|
|
431,000
|
|
Macy's Retail Holdings LLC, 7.38%, due 08/01/33(g) 144A
|
453,056
|
|
653,000
|
|
MARB BondCo PLC, 3.95%, due 01/29/31 144A
|
573,045
|
|
210,000
|
|
Marriott International, Inc., 4.50%, due 05/01/33
|
203,350
|
|
390,000
|
|
Marriott Ownership Resorts, Inc., 6.50%, due 10/01/33(g) 144A
|
387,825
|
|
559,000
|
|
Mars, Inc., 5.00%, due 03/01/32 144A
|
563,096
|
|
1,465,000
|
|
Mars, Inc., 5.20%, due 03/01/35 144A
|
1,471,322
|
|
289,000
|
|
Marvell Technology, Inc., 5.95%, due 09/15/33
|
303,988
|
|
460,000
|
|
Massachusetts Institute of Technology, 4.68%, due 07/01/14(i)
|
381,108
|
|
1,615,000
|
|
Massachusetts Mutual Life Insurance Co., 5.67%, due 12/01/52 144A
|
1,572,412
|
|
497,000
|
|
MassMutual Global Funding II, 4.35%, due 09/17/31 144A
|
484,611
|
|
280,000
|
|
MasTec, Inc., 5.90%, due 06/15/29
|
288,184
|
|
291,000
|
|
Medtronic Global Holdings SCA, 4.50%, due 03/30/33
|
285,633
|
|
527,000
|
|
MercadoLibre, Inc., 4.90%, due 01/15/33
|
514,141
|
|
385,000
|
|
Meridian Arc Holdco LLC, 6.25%, due 04/30/31 144A
|
386,115
|
|
702,000
|
|
Meta Platforms, Inc., 4.20%, due 11/15/30
|
691,150
|
|
685,000
|
|
Meta Platforms, Inc., 4.60%, due 11/15/32
|
673,778
|
|
176,000
|
|
Meta Platforms, Inc., 5.25%, due 05/15/36
|
174,824
|
|
243,000
|
|
Meta Platforms, Inc., 5.63%, due 11/15/55
|
220,345
|
|
445,000
|
|
Meta Platforms, Inc., 6.20%, due 05/15/46
|
445,557
|
|
150,000
|
|
Meta Platforms, Inc., 6.30%, due 05/15/56
|
149,413
|
|
400,000
|
|
Meta Platforms, Inc., 6.45%, due 05/15/66
|
395,329
|
|
546,000
|
|
MetLife, Inc., 6.40%, due 12/15/66
|
558,422
|
|
401,000
|
|
Mexico City Airport Trust, 4.25%, due 10/31/26 144A
|
400,976
|
|
1,205,000
|
|
Mexico City Airport Trust, 5.50%, due 07/31/47 144A
|
1,032,311
|
|
537,000
|
|
Michaels Cos., Inc., 8.50%, due 03/15/33 144A
|
532,212
|
|
553,000
|
|
Micron Technology, Inc., 2.70%, due 04/15/32
|
495,614
|
|
325,000
|
|
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, due 05/01/29
144A
|
316,560
|
|
297,000
|
|
Millicom International Cellular SA, 6.25%, due 03/25/29 144A
|
298,404
|
|
200,000
|
|
Millicom International Cellular SA, 7.38%, due 04/02/32 144A
|
206,705
|
|
535,000
|
|
Millrose Properties, Inc., 6.38%, due 08/01/30 144A
|
542,597
|
|
165,000
|
|
Mineral Resources Ltd., 6.00%, due 05/01/32 144A
|
163,331
|
|
150,000
|
|
Mineral Resources Ltd., 6.25%, due 05/01/34 144A
|
147,590
|
|
110,000
|
|
Mineral Resources Ltd., 7.00%, due 04/01/31 144A
|
113,941
|
|
60,000
|
|
Mineral Resources Ltd., 9.25%, due 10/01/28 144A
|
61,974
|
|
1,200,000
|
|
Mizuho Bank Ltd., 5.19%, due 04/16/36 144A
|
1,192,834
|
|
1,050,000
|
|
Mizuho Financial Group, Inc., 4.97% (1 yr. CMT + 0.00%), due 07/13/32(b)(c)
|
1,047,284
|
|
195,000
|
|
Mobility Global, Inc., 5.05%, due 06/15/29 144A
|
195,368
|
|
790,000
|
|
Mobility Global, Inc., 5.45%, due 06/15/31 144A
|
798,813
|
|
1,250,000
|
|
Moody's Corp., 3.25%, due 05/20/50
|
844,532
|
|
3,430,000
|
|
Morgan Stanley, 1.79% (1 day USD SOFR + 1.03%), due 02/13/32(c)
|
2,984,459
|
|
715,000
|
|
Morgan Stanley, 1.93% (1 day USD SOFR + 1.02%), due 04/28/32(c)
|
621,806
|
|
2,420,000
|
|
Morgan Stanley, 2.24% (1 day USD SOFR + 1.18%), due 07/21/32(c)
|
2,123,469
|
|
894,000
|
|
Morgan Stanley, 2.48% (1 day USD SOFR + 1.36%), due 09/16/36(c)
|
775,744
|
|
1,755,000
|
|
Morgan Stanley, 2.70% (1 day USD SOFR + 1.14%), due 01/22/31(c)
|
1,629,996
|
|
2,423,000
|
|
Morgan Stanley, 2.94% (1 day USD SOFR + 1.29%), due 01/21/33(c)
|
2,179,286
|
|
2,461,000
|
|
Morgan Stanley, 3.62% (1 day USD SOFR + 3.12%), due 04/01/31(c)
|
2,357,231
|
|
910,000
|
|
Morgan Stanley, 3.77% (3 mo. USD Term SOFR + 1.40%), due 01/24/29(c)
|
897,753
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
2,018,000
|
|
Morgan Stanley, 4.71% (1 day USD SOFR + 1.20%), due 03/12/32(c)
|
1,993,543
|
|
2,000,000
|
|
Morgan Stanley, 5.25% (1 day USD SOFR + 1.87%), due 04/21/34(c)
|
2,013,161
|
|
769,000
|
|
Morgan Stanley, 5.32% (1 day USD SOFR + 1.56%), due 07/19/35(c)
|
773,026
|
|
650,000
|
|
Morgan Stanley, 5.95% (5 yr. CMT + 2.43%), due 01/19/38(c)
|
669,034
|
|
800,000
|
|
Morgan Stanley Bank NA, 4.79% (1 day USD SOFR Index + 0.97%), due 05/10/30(c)
|
800,898
|
|
250,000
|
|
Morgan Stanley Private Bank NA, 4.47% (1 day USD SOFR + 1.02%), due 11/19/31(c)
|
245,780
|
|
756,000
|
|
Motorola Solutions, Inc., 2.30%, due 11/15/30
|
682,182
|
|
613,000
|
|
Motorola Solutions, Inc., 2.75%, due 05/24/31
|
557,149
|
|
370,000
|
|
MPLX LP, 4.50%, due 04/15/38
|
335,291
|
|
530,000
|
|
MPLX LP, 4.70%, due 04/15/48
|
440,581
|
|
655,000
|
|
MPLX LP, 4.80%, due 02/15/31
|
652,600
|
|
299,000
|
|
MPLX LP, 4.95%, due 09/01/32
|
297,544
|
|
326,000
|
|
MPLX LP, 5.00%, due 03/01/33
|
323,680
|
|
105,000
|
|
MPLX LP, 5.20%, due 03/01/47
|
94,825
|
|
685,000
|
|
MPLX LP, 5.50%, due 06/01/34
|
692,825
|
|
255,000
|
|
MPT Operating Partnership LP/MPT Finance Corp., 3.50%, due 03/15/31
|
175,535
|
|
210,000
|
|
MPT Operating Partnership LP/MPT Finance Corp., 5.00%, due 10/15/27(g)
|
203,824
|
|
704,000
|
|
MSCI, Inc., 3.63%, due 11/01/31 144A
|
653,334
|
|
1,291,000
|
|
MSCI, Inc., 5.25%, due 09/01/35
|
1,264,137
|
|
329,000
|
|
Muthoot Finance Ltd., 5.75%, due 08/04/30 144A
|
322,430
|
|
695,000
|
|
Mylan, Inc., 5.40%, due 11/29/43
|
613,493
|
|
365,000
|
|
National Fuel Gas Co., 5.50%, due 03/15/30
|
371,608
|
|
51,000
|
|
National Rural Utilities Cooperative Finance Corp., 8.00%, due 03/01/32
|
58,842
|
|
549,000
|
|
NatWest Group PLC, 7.30% (5 yr. CMT + 2.94%)(c)(f)
|
573,493
|
|
324,000
|
|
NatWest Group PLC, 8.13% (5 yr. CMT + 3.75%)(c)(f)
|
358,708
|
|
483,000
|
|
NBM U.S. Holdings, Inc., 6.63%, due 08/06/29(g) 144A
|
482,790
|
|
85,000
|
|
Newell Brands, Inc., 6.38%, due 05/15/30(g)
|
86,213
|
|
50,000
|
|
Newell Brands, Inc., 6.63%, due 05/15/32(g)
|
50,660
|
|
372,000
|
|
News Corp., 3.88%, due 05/15/29 144A
|
360,856
|
|
252,000
|
|
News Corp., 5.13%, due 02/15/32 144A
|
246,969
|
|
365,000
|
|
NextEra Energy Capital Holdings, Inc., 2.44%, due 01/15/32
|
322,023
|
|
354,000
|
|
NextEra Energy Capital Holdings, Inc., 6.20% (5 yr. CMT + 1.77%), due 10/01/56(c)
|
353,798
|
|
315,000
|
|
NextEra Energy Capital Holdings, Inc., 6.38% (5 yr. CMT + 2.05%), due 08/15/55(c)
|
320,967
|
|
114,000
|
|
NextEra Energy Capital Holdings, Inc., 6.50% (5 yr. CMT + 1.98%), due 08/15/55(c)
|
117,054
|
|
1,900,000
|
|
Niagara Mohawk Power Corp., 5.66%, due 01/17/54 144A
|
1,813,131
|
|
196,000
|
|
NiSource, Inc., 3.60%, due 05/01/30
|
188,339
|
|
492,000
|
|
NiSource, Inc., 5.75% (5 yr. CMT + 2.04%), due 07/15/56(c)
|
492,854
|
|
318,000
|
|
NMI Holdings, Inc., 6.00%, due 08/15/29
|
324,881
|
|
200,000
|
|
Nomura Holdings, Inc., 2.61%, due 07/14/31
|
178,518
|
|
535,000
|
|
Nomura Holdings, Inc., 5.17%, due 07/14/31(g)
|
536,420
|
|
1,602,000
|
|
Northern States Power Co., 4.85%, due 05/15/36(g)
|
1,575,702
|
|
2,285,000
|
|
Northwest Pipeline LLC, 4.00%, due 04/01/27
|
2,277,260
|
|
608,000
|
|
Novartis Capital Corp., 4.60%, due 03/18/33
|
602,578
|
|
412,000
|
|
Novelis Corp., 4.75%, due 01/30/30 144A
|
398,757
|
|
342,000
|
|
NRG Energy, Inc., 3.63%, due 02/15/31 144A
|
317,741
|
|
949,000
|
|
NRG Energy, Inc., 3.88%, due 02/15/32 144A
|
873,006
|
|
478,000
|
|
NRG Energy, Inc., 5.41%, due 10/15/35 144A
|
470,108
|
|
295,000
|
|
NRG Energy, Inc., 5.75%, due 01/15/34 144A
|
292,851
|
|
248,000
|
|
NRG Energy, Inc., 6.00%, due 02/01/33 144A
|
249,420
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
309,000
|
|
NRG Energy, Inc., 6.13%, due 05/15/36 144A
|
309,276
|
|
776,000
|
|
NRG Energy, Inc., 7.00%, due 03/15/33 144A
|
842,233
|
|
327,000
|
|
NRG Energy, Inc., 10.25% (5 yr. CMT + 5.92%)(c)(f) 144A
|
353,800
|
|
250,000
|
|
NSTAR Electric Co., 3.10%, due 06/01/51
|
165,890
|
|
1,389,000
|
|
NSTAR Electric Co., 5.20%, due 05/15/36
|
1,395,287
|
|
400,000
|
|
NSTAR Electric Co., 5.40%, due 06/01/34
|
408,580
|
|
747,000
|
|
NTT Finance Corp., 5.17%, due 07/16/32 144A
|
747,133
|
|
2,792,000
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc., 2.50%, due 05/11/31
|
2,505,569
|
|
201,000
|
|
OAK-Eagle Acquireco, Inc., 7.25%, due 07/01/33 144A
|
210,377
|
|
633,000
|
|
Occidental Petroleum Corp., 6.45%, due 09/15/36
|
679,346
|
|
356,000
|
|
Occidental Petroleum Corp., 6.63%, due 09/01/30
|
376,813
|
|
412,000
|
|
OCP SA, 6.75%, due 05/02/34 144A
|
433,074
|
|
199,000
|
|
Old National Bancorp, 5.77% (3 mo. USD Term SOFR + 2.20%), due 02/15/36(c)
|
199,157
|
|
133,000
|
|
OneMain Finance Corp., 3.88%, due 09/15/28
|
128,889
|
|
559,000
|
|
OneMain Finance Corp., 6.13%, due 05/15/30
|
559,407
|
|
62,000
|
|
OneMain Finance Corp., 6.63%, due 01/15/28
|
62,948
|
|
655,000
|
|
ONEOK, Inc., 3.10%, due 03/15/30
|
617,700
|
|
75,000
|
|
ONEOK, Inc., 4.25%, due 09/15/46
|
58,701
|
|
370,000
|
|
ONEOK, Inc., 5.38%, due 06/01/29
|
376,188
|
|
1,380,000
|
|
ONEOK, Inc., 6.05%, due 09/01/33
|
1,445,156
|
|
1,456,000
|
|
Oracle Corp., 3.95%, due 03/25/51
|
932,308
|
|
135,000
|
|
Oracle Corp., 4.00%, due 07/15/46
|
91,129
|
|
389,000
|
|
Oracle Corp., 4.70%, due 09/27/34
|
356,576
|
|
2,296,000
|
|
Oracle Corp., 4.80%, due 09/26/32
|
2,185,600
|
|
292,000
|
|
Oracle Corp., 5.25%, due 02/03/32
|
287,940
|
|
741,000
|
|
Oracle Corp., 5.55%, due 02/06/53
|
597,390
|
|
254,000
|
|
Oracle Corp., 5.70%, due 02/04/36
|
246,077
|
|
135,000
|
|
Oracle Corp., 6.55%, due 02/04/46
|
127,332
|
|
410,000
|
|
Oracle Corp., 6.70%, due 02/04/56(g)
|
386,135
|
|
165,000
|
|
Oracle Corp., 6.85%, due 02/04/66
|
153,679
|
|
341,000
|
|
Outfront Media Capital LLC/Outfront Media Capital Corp., 6.00%, due 06/15/34 144A
|
340,551
|
|
376,000
|
|
Ovintiv, Inc., 6.25%, due 07/15/33
|
395,681
|
|
1,885,000
|
|
Pacific Gas & Electric Co., 3.30%, due 08/01/40
|
1,414,628
|
|
870,000
|
|
Pacific Gas & Electric Co., 3.95%, due 12/01/47
|
637,906
|
|
490,000
|
|
Pacific Gas & Electric Co., 4.95%, due 07/01/50
|
409,367
|
|
399,000
|
|
Pacific Gas & Electric Co., 5.80%, due 05/15/34
|
408,031
|
|
265,000
|
|
PacifiCorp, 2.70%, due 09/15/30
|
243,576
|
|
505,000
|
|
PacifiCorp, 7.13% (5 yr. CMT + 3.29%), due 08/15/56(c)
|
501,822
|
|
462,000
|
|
PacifiCorp, 7.38% (5 yr. CMT + 3.32%), due 09/15/55(c)
|
467,021
|
|
103,000
|
|
Par Petroleum LLC, 7.38%, due 06/01/34 144A
|
104,292
|
|
210,000
|
|
Paramount Global, 4.20%, due 05/19/32
|
182,295
|
|
375,000
|
|
Paramount Global, 4.38%, due 03/15/43
|
242,232
|
|
760,000
|
|
Paramount Global, 4.95%, due 05/19/50
|
491,167
|
|
376,000
|
|
PBF Holding Co. LLC/PBF Finance Corp., 7.25%, due 06/01/34 144A
|
372,480
|
|
415,000
|
|
PECO Energy Co., 3.05%, due 03/15/51
|
271,792
|
|
205,000
|
|
PECO Energy Co., 3.70%, due 09/15/47
|
155,846
|
|
2,342,000
|
|
Penske Truck Leasing Co. LP/PTL Finance Corp., 5.25%, due 07/01/29 144A
|
2,371,680
|
|
333,000
|
|
Performance Food Group, Inc., 5.63%, due 03/01/34 144A
|
327,068
|
|
222,000
|
|
Permian Resources Operating LLC, 6.25%, due 02/01/33 144A
|
226,805
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
312,000
|
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 4.75%, due 02/03/31 144A
|
304,409
|
|
255,000
|
|
Petroleos Mexicanos, 6.50%, due 06/02/41
|
229,170
|
|
483,000
|
|
Petroleos Mexicanos, 6.75%, due 09/21/47
|
413,801
|
|
290,000
|
|
Pfizer Investment Enterprises Pte. Ltd., 4.75%, due 05/19/33
|
287,302
|
|
333,000
|
|
PG&E Corp., 6.85% (5 yr. CMT + 3.23%), due 09/15/56(c)
|
331,982
|
|
766,000
|
|
PG&E Corp., 7.38% (5 yr. CMT + 3.88%), due 03/15/55(c)
|
781,034
|
|
1,250,467
|
|
PG&E Wildfire Recovery Funding LLC, 3.59%, due 06/01/32
|
1,221,893
|
|
827,000
|
|
PG&E Wildfire Recovery Funding LLC, 4.26%, due 06/01/38
|
794,957
|
|
2,169,000
|
|
PG&E Wildfire Recovery Funding LLC, 4.72%, due 06/01/39
|
2,138,879
|
|
480,000
|
|
PHH Escrow Issuer LLC/PHH Corp., 9.88%, due 11/01/29 144A
|
470,219
|
|
145,000
|
|
Piedmont Natural Gas Co., Inc., 3.50%, due 06/01/29
|
140,730
|
|
310,000
|
|
Pilgrim's Pride Corp., 6.25%, due 07/01/33
|
324,044
|
|
250,000
|
|
Pinnacle Bank/Nashville TN, 5.96% (5 yr. CMT + 2.30%), due 01/15/36(c)
|
248,216
|
|
403,000
|
|
Pinnacle Financial Partners, Inc., 5.60% (1 day USD SOFR + 1.70%), due 05/19/32(c)
|
404,389
|
|
199,000
|
|
Plains All American Pipeline LP/PAA Finance Corp., 4.70%, due 01/15/31
|
197,363
|
|
581,000
|
|
PNC Financial Services Group, Inc., 4.81% (1 day USD SOFR + 1.26%), due
10/21/32(c)
|
578,574
|
|
1,444,000
|
|
PNC Financial Services Group, Inc., 5.40% (1 day USD SOFR + 1.60%), due
07/23/35(c)
|
1,463,468
|
|
338,000
|
|
PNC Financial Services Group, Inc., 5.58% (1 day USD SOFR + 1.39%), due
01/29/36(c)
|
346,670
|
|
368,000
|
|
PNC Financial Services Group, Inc., 5.94% (1 day USD SOFR + 1.95%), due
08/18/34(c)
|
387,643
|
|
465,000
|
|
PNC Financial Services Group, Inc., 6.25% (7 yr. CMT + 2.81%)(c)(f)(g)
|
475,563
|
|
470,000
|
|
Popular, Inc., 7.25%, due 03/13/28
|
484,524
|
|
566,000
|
|
Prologis Targeted U.S. Logistics Fund LP, 4.63%, due 03/15/33 144A
|
551,284
|
|
130,000
|
|
Providence St. Joseph Health Obligated Group, 2.75%, due 10/01/26
|
129,422
|
|
2,910,000
|
|
Public Service Co. of Colorado, 5.35%, due 05/15/34
|
2,954,435
|
|
1,420,000
|
|
Puget Energy, Inc., 5.73%, due 03/15/35
|
1,429,672
|
|
30,000
|
|
Qnity Electronics, Inc., 5.75%, due 08/15/32 144A
|
30,197
|
|
20,000
|
|
Qnity Electronics, Inc., 6.25%, due 08/15/33 144A
|
20,374
|
|
506,000
|
|
Qorvo, Inc., 3.38%, due 04/01/31 144A
|
463,381
|
|
312,000
|
|
Qorvo, Inc., 4.38%, due 10/15/29
|
301,134
|
|
1,139,000
|
|
QTS Fayetteville I Dc1-2 LLC/QTS TRS Fayetteville I DC1-2 LLC, 5.70%, due
04/15/36 144A
|
1,083,367
|
|
630,000
|
|
Quanta Services, Inc., 4.50%, due 01/15/31
|
622,621
|
|
189,000
|
|
Quikrete Holdings, Inc., 6.38%, due 03/01/32 144A
|
193,093
|
|
55,000
|
|
QXO Building Products, Inc., 6.50%, due 07/15/31 144A
|
56,085
|
|
216,000
|
|
QXO Building Products, Inc., 6.88%, due 07/15/34 144A
|
221,870
|
|
449,000
|
|
Radian Group, Inc., 6.20%, due 05/15/29
|
463,878
|
|
252,000
|
|
Rakuten Group, Inc., 9.75%, due 04/15/29 144A
|
274,044
|
|
567,000
|
|
Rede D'or Finance SARL, 6.55%, due 04/28/36 144A
|
550,188
|
|
1,121,000
|
|
Regions Financial Corp., 5.50% (1 day USD SOFR + 2.06%), due 09/06/35(c)
|
1,135,636
|
|
239,000
|
|
Regions Financial Corp., 5.72% (1 day USD SOFR + 1.49%), due 06/06/30(c)
|
245,342
|
|
506,000
|
|
Reinsurance Group of America, Inc., 6.65% (5 yr. CMT + 2.39%), due 09/15/55(c)
|
512,665
|
|
1,582,000
|
|
Rentokil Terminix Funding LLC, 5.00%, due 04/28/30 144A
|
1,587,314
|
|
788,000
|
|
Repsol E&P Capital Markets U.S. LLC, 5.20%, due 09/16/30 144A
|
792,420
|
|
105,000
|
|
RHP Hotel Properties LP/RHP Finance Corp., 5.75%, due 03/15/34 144A
|
104,087
|
|
289,000
|
|
Rio Tinto Finance USA PLC, 5.00%, due 03/14/32
|
292,045
|
|
291,000
|
|
Rivers Enterprise Borrower LLC, 6.25%, due 10/15/30 144A
|
294,802
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
306,000
|
|
Rivers Enterprise Borrower LLC/Rivers Enterprise Finance Corp., 6.63%, due 02/01/33
144A
|
310,759
|
|
803,000
|
|
ROBLOX Corp., 3.88%, due 05/01/30 144A
|
759,388
|
|
553,000
|
|
Rocket Cos., Inc., 6.13%, due 08/01/31 144A
|
565,192
|
|
455,000
|
|
Rocket Cos., Inc., 6.38%, due 08/01/33 144A
|
463,288
|
|
178,000
|
|
Rocket Cos., Inc., 6.50%, due 06/15/34 144A
|
182,793
|
|
732,000
|
|
Royal Bank of Canada, 6.50% (5 yr. CMT + 2.46%), due 11/24/85(c)
|
724,463
|
|
303,000
|
|
Royal Caribbean Cruises Ltd., 5.38%, due 01/15/36
|
300,921
|
|
1,950,000
|
|
RTX Corp., 6.10%, due 03/15/34
|
2,092,901
|
|
2,032,000
|
|
Ryder System, Inc., 4.30%, due 12/01/30
|
2,005,133
|
|
529,000
|
|
Ryder System, Inc., 4.90%, due 12/01/29
|
533,964
|
|
492,000
|
|
S&S Holdings LLC, 8.38%, due 10/01/31 144A
|
465,977
|
|
820,000
|
|
Sabine Pass Liquefaction LLC, 4.50%, due 05/15/30
|
812,333
|
|
155,000
|
|
Salesforce, Inc., 6.55%, due 03/15/56
|
155,153
|
|
130,000
|
|
Salesforce, Inc., 6.70%, due 03/15/66
|
131,131
|
|
455,000
|
|
Santander Holdings USA, Inc., 5.22% (1 day USD SOFR + 1.28%), due 06/05/32(c)
|
454,005
|
|
455,000
|
|
Santander Holdings USA, Inc., 5.70% (1 day USD SOFR + 1.60%), due 06/05/37(c)
|
454,812
|
|
225,000
|
|
Santander U.K. Group Holdings PLC, 4.32% (1 day USD SOFR Index + 1.07%), due
09/22/29(c)
|
222,689
|
|
400,000
|
|
Sasol Financing USA LLC, 6.50%, due 09/27/28(g)
|
399,511
|
|
2,523,000
|
|
SBA Tower Trust, 4.83%, due 10/15/54 144A
|
2,524,186
|
|
360,000
|
|
Sempra, 5.50%, due 08/01/33
|
370,267
|
|
408,000
|
|
Sempra, 6.40% (5 yr. CMT + 2.63%), due 10/01/54(c)
|
410,318
|
|
185,000
|
|
Sensata Technologies, Inc., 3.75%, due 02/15/31 144A
|
173,096
|
|
200,000
|
|
ServiceNow, Inc., 5.40%, due 05/15/36
|
199,991
|
|
850,000
|
|
Simon Property Group LP, 6.75%, due 02/01/40
|
961,961
|
|
697,000
|
|
Sitios Latinoamerica SAB de CV, 6.00%, due 11/25/29 144A
|
712,027
|
|
216,000
|
|
Sixth Street Lending Partners, 5.75%, due 01/15/30
|
214,668
|
|
222,000
|
|
Sixth Street Lending Partners, 6.13%, due 07/15/30
|
223,322
|
|
2,000,000
|
|
Sixth Street Lending Partners, 6.50%, due 03/11/29
|
2,042,607
|
|
648,000
|
|
SNF Group SACA, 5.63%, due 03/31/31 144A
|
655,725
|
|
1,365,000
|
|
Societe Generale SA, 2.80% (1 yr. CMT + 1.30%), due 01/19/28(c) 144A
|
1,351,965
|
|
200,000
|
|
Societe Generale SA, 3.65% (5 yr. CMT + 3.00%), due 07/08/35(c) 144A
|
187,337
|
|
452,000
|
|
Societe Generale SA, 5.38% (5 yr. CMT + 4.51%)(c)(f) 144A
|
433,117
|
|
1,130,000
|
|
Societe Generale SA, 5.52% (1 yr. CMT + 1.50%), due 01/19/28(c) 144A
|
1,135,587
|
|
820,000
|
|
Solventum Corp., 5.45%, due 03/13/31
|
839,650
|
|
1,131,000
|
|
Sonoco Products Co., 5.00%, due 09/01/34(g)
|
1,109,712
|
|
570,000
|
|
Southern California Edison Co., 3.45%, due 02/01/52
|
376,791
|
|
335,000
|
|
Southern California Edison Co., 4.00%, due 04/01/47
|
249,947
|
|
364,000
|
|
Southern Co., 5.70%, due 03/15/34
|
377,220
|
|
524,000
|
|
Southern Co., 6.38% (5 yr. CMT + 2.07%), due 03/15/55(c)
|
539,529
|
|
2,180,000
|
|
Southern Co. Gas Capital Corp., 4.95%, due 09/15/34
|
2,154,176
|
|
750,000
|
|
Space Exploration Technologies Corp., 5.35%, due 07/15/31 144A
|
748,239
|
|
3,037,000
|
|
Space Exploration Technologies Corp., 5.65%, due 07/15/33 144A
|
3,019,773
|
|
294,000
|
|
Space Exploration Technologies Corp., 6.65%, due 07/15/56(g) 144A
|
283,832
|
|
274,000
|
|
Standard Building Solutions, Inc., 5.88%, due 03/15/34 144A
|
264,301
|
|
195,000
|
|
Standard Building Solutions, Inc., 6.25%, due 08/01/33 144A
|
193,816
|
|
205,000
|
|
Standard Industries, Inc., 4.38%, due 07/15/30(g) 144A
|
194,851
|
|
25,000
|
|
Standard Industries, Inc., 4.75%, due 01/15/28 144A
|
24,839
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
175,000
|
|
Starwood Property Trust, Inc., 3.63%, due 07/15/26 144A
|
174,845
|
|
25,000
|
|
Starwood Property Trust, Inc., 5.25%, due 10/15/28 144A
|
24,901
|
|
620,000
|
|
Starwood Property Trust, Inc., 5.88%, due 08/15/29(b) 144A
|
622,231
|
|
330,000
|
|
Starwood Property Trust, Inc., 6.00%, due 04/15/30 144A
|
331,403
|
|
75,000
|
|
Starwood Property Trust, Inc., 6.13%, due 06/01/31 144A
|
75,445
|
|
538,000
|
|
STC Sukuk Co. II Ltd., 4.49%, due 01/15/31 144A
|
529,441
|
|
131,000
|
|
Stingray Compute LLC, 6.00%, due 06/15/31 144A
|
131,422
|
|
393,000
|
|
Stonebriar ABF Issuer LLC, 7.00%, due 08/15/31(b) 144A
|
393,295
|
|
284,000
|
|
Stonebriar ABF Issuer LLC, 8.13%, due 12/15/30 144A
|
297,134
|
|
1,638,000
|
|
Sumisho Air Lease Corp., 4.85%, due 03/24/31 144A
|
1,621,337
|
|
655,000
|
|
Sumitomo Mitsui Financial Group, Inc., 4.93% (1 day USD SOFR + 1.05%), due
07/07/32(b)(c)
|
652,866
|
|
260,000
|
|
Sumitomo Mitsui Financial Group, Inc., 5.14% (1 day USD SOFR + 1.05%), due
07/07/34(b)(c)
|
259,160
|
|
1,550,000
|
|
Sun Communities Operating LP, 2.30%, due 11/01/28
|
1,470,551
|
|
1,900,000
|
|
Sun Communities Operating LP, 2.70%, due 07/15/31
|
1,710,741
|
|
338,000
|
|
Sunoco LP, 4.50%, due 10/01/29 144A
|
328,459
|
|
217,000
|
|
Sunoco LP, 4.63%, due 05/01/30 144A
|
209,732
|
|
200,000
|
|
Sunoco LP, 5.63%, due 03/15/31 144A
|
198,622
|
|
360,000
|
|
Sunoco LP, 5.88%, due 03/15/34 144A
|
355,278
|
|
202,000
|
|
Sunoco LP, 7.25%, due 05/01/32 144A
|
209,653
|
|
665,000
|
|
Sunoco LP, 7.88% (5 yr. CMT + 4.23%)(c)(f) 144A
|
691,987
|
|
592,000
|
|
Sunoco LP/Sunoco Finance Corp., 4.50%, due 04/30/30
|
575,355
|
|
618,000
|
|
SV RNO Property Owner 1 LLC, 5.88%, due 03/01/31 144A
|
609,483
|
|
275,000
|
|
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., 6.00%, due 12/31/30 144A
|
275,261
|
|
3,200,000
|
|
Targa Resources Corp., 4.20%, due 02/01/33
|
3,033,981
|
|
25,000
|
|
Targa Resources Corp., 4.35%, due 04/15/31
|
24,431
|
|
75,000
|
|
Targa Resources Corp., 4.90%, due 09/15/30
|
75,191
|
|
373,000
|
|
Targa Resources Corp., 5.50%, due 02/15/35
|
376,668
|
|
1,239,000
|
|
Targa Resources Corp., 6.15%, due 03/01/29
|
1,283,262
|
|
559,000
|
|
Targa Resources Partners LP/Targa Resources Partners Finance Corp., 4.00%, due
01/15/32
|
530,331
|
|
35,000
|
|
Taylor Morrison Communities, Inc., 5.75%, due 11/15/32 144A
|
36,064
|
|
564,000
|
|
TD SYNNEX Corp., 5.30%, due 10/10/35
|
555,470
|
|
658,000
|
|
Teachers Insurance & Annuity Association of America, 4.27%, due 05/15/47 144A
|
526,824
|
|
70,000
|
|
Tenet Healthcare Corp., 4.38%, due 01/15/30
|
67,877
|
|
386,000
|
|
Tenet Healthcare Corp., 5.50%, due 11/15/32 144A
|
384,012
|
|
175,000
|
|
Tenneco, Inc., 8.00%, due 11/17/28 144A
|
176,193
|
|
68,000
|
|
Teva Pharmaceutical Finance Co. LLC, 6.15%, due 02/01/36
|
71,767
|
|
616,000
|
|
Teva Pharmaceutical Finance Netherlands III BV, 4.10%, due 10/01/46
|
475,829
|
|
276,000
|
|
Teva Pharmaceutical Finance Netherlands III BV, 6.00%, due 12/01/32
|
286,547
|
|
477,000
|
|
Teva Pharmaceutical Finance Netherlands IV BV, 5.75%, due 12/01/30
|
489,000
|
|
1,282,000
|
|
T-Mobile USA, Inc., 3.88%, due 04/15/30
|
1,242,503
|
|
2,055,000
|
|
T-Mobile USA, Inc., 5.05%, due 07/15/33
|
2,052,249
|
|
1,604,000
|
|
T-Mobile USA, Inc., 5.88%, due 11/15/55
|
1,563,052
|
|
513,000
|
|
T-Mobile USA, Inc., 6.70%, due 12/15/33
|
560,749
|
|
1,572,000
|
|
TPG Operating Group II LP, 4.88%, due 05/15/31
|
1,551,370
|
|
140,000
|
|
Transcontinental Gas Pipe Line Co. LLC, 3.95%, due 05/15/50
|
107,754
|
|
285,000
|
|
Transcontinental Gas Pipe Line Co. LLC, 5.10%, due 03/15/36
|
282,253
|
|
192,000
|
|
Travel & Leisure Co., 4.63%, due 03/01/30 144A
|
186,014
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
499,000
|
|
Travel & Leisure Co., 6.13%, due 09/01/33 144A
|
494,105
|
|
1,843,000
|
|
Triton Container International Ltd., 3.15%, due 06/15/31 144A
|
1,669,827
|
|
896,000
|
|
Triton Container International Ltd./TAL International Container Corp., 5.15%, due
02/15/33
|
880,581
|
|
1,527,000
|
|
Truist Financial Corp., 4.60% (1 day USD SOFR + 0.97%), due 01/27/32(c)
|
1,506,297
|
|
551,000
|
|
Truist Financial Corp., 5.15% (1 day USD SOFR + 1.57%), due 08/05/32(c)
|
555,239
|
|
326,000
|
|
Truist Financial Corp., 5.28% (1 day USD SOFR + 1.41%), due 04/23/37(c)
|
322,968
|
|
1,400,000
|
|
Truist Financial Corp., 5.71% (1 day USD SOFR + 1.92%), due 01/24/35(c)
|
1,442,098
|
|
1,226,000
|
|
Truist Financial Corp., 5.87% (1 day USD SOFR + 2.36%), due 06/08/34(c)
|
1,275,852
|
|
438,000
|
|
Truist Financial Corp., 6.12% (1 day USD SOFR + 2.30%), due 10/28/33(c)
|
462,548
|
|
500,000
|
|
Truist Financial Corp., 6.25% (5 yr. CMT + 2.13%)(c)(f)
|
500,427
|
|
442,000
|
|
Trust 2401, 7.38%, due 02/13/34(g) 144A
|
470,010
|
|
200,000
|
|
Trust Fibra Uno, 7.38%, due 02/13/34 144A
|
212,500
|
|
679,000
|
|
U.S. Bancorp, 4.84% (1 day USD SOFR + 1.60%), due 02/01/34(c)
|
670,168
|
|
398,000
|
|
U.S. Bancorp, 5.08% (1 day USD SOFR + 1.30%), due 05/15/31(c)
|
402,503
|
|
233,000
|
|
U.S. Bancorp, 5.68% (1 day USD SOFR + 1.86%), due 01/23/35(c)
|
240,667
|
|
648,000
|
|
U.S. Bancorp, 5.84% (1 day USD SOFR + 2.26%), due 06/12/34(c)
|
676,413
|
|
2,892,000
|
|
UBS Group AG, 4.84% (1 day USD SOFR + 1.29%), due 11/06/33(c) 144A
|
2,842,082
|
|
363,000
|
|
UBS Group AG, 6.30% (1 yr. CMT + 2.00%), due 09/22/34(c) 144A
|
385,835
|
|
497,000
|
|
UBS Group AG, 6.63% (5 yr. USD SOFR ICE Swap + 3.24%)(c)(f) 144A
|
500,191
|
|
273,000
|
|
UBS Group AG, 7.00% (5 yr. USD SOFR ICE Swap + 3.08%)(c)(f) 144A
|
278,708
|
|
372,000
|
|
UBS Group AG, 7.13% (5 yr. USD SOFR ICE Swap + 3.18%)(c)(f) 144A
|
375,557
|
|
294,000
|
|
UBS Group AG, 9.25% (5 yr. CMT + 4.76%)(c)(f) 144A
|
339,759
|
|
594,000
|
|
United Airlines Holdings, Inc., 4.88%, due 03/01/29
|
588,527
|
|
297,000
|
|
United Airlines Holdings, Inc., 5.38%, due 03/01/31
|
295,238
|
|
394,317
|
|
United Airlines Pass-Through Trust, 3.45%, due 01/07/30
|
382,372
|
|
373,086
|
|
United Airlines Pass-Through Trust, 4.55%, due 02/25/33
|
360,288
|
|
553,510
|
|
United Airlines Pass-Through Trust, 5.45%, due 08/15/38
|
564,502
|
|
854,169
|
|
United Airlines Pass-Through Trust, 5.80%, due 07/15/37
|
889,207
|
|
312,710
|
|
United Airlines Pass-Through Trust, 5.88%, due 04/15/29
|
316,565
|
|
462,355
|
|
United Airlines Pass-Through Trust, 5.88%, due 08/15/38
|
465,252
|
|
296,000
|
|
United Airlines, Inc., 4.63%, due 04/15/29 144A
|
292,086
|
|
265,000
|
|
United Rentals North America, Inc., 5.25%, due 01/15/30
|
265,338
|
|
65,000
|
|
UnitedHealth Group, Inc., 2.75%, due 05/15/40
|
48,052
|
|
885,000
|
|
UnitedHealth Group, Inc., 3.05%, due 05/15/41
|
668,091
|
|
155,000
|
|
UnitedHealth Group, Inc., 3.25%, due 05/15/51
|
104,448
|
|
214,000
|
|
UnitedHealth Group, Inc., 5.75%, due 07/15/64
|
209,213
|
|
617,000
|
|
Universal Health Services, Inc., 2.65%, due 10/15/30
|
555,000
|
|
120,000
|
|
University of Chicago, 2.76%, due 04/01/45
|
94,450
|
|
350,000
|
|
University of Southern California, 2.95%, due 10/01/51
|
229,749
|
|
334,000
|
|
Valvoline, Inc., 3.63%, due 06/15/31 144A
|
308,262
|
|
757,000
|
|
Var Energi ASA, 5.88%, due 05/22/30 144A
|
779,991
|
|
1,160,000
|
|
Var Energi ASA, 7.50%, due 01/15/28 144A
|
1,204,163
|
|
1,081,000
|
|
Var Energi ASA, 8.00%, due 11/15/32 144A
|
1,227,865
|
|
65,000
|
|
Venture Global Calcasieu Pass LLC, 3.88%, due 08/15/29 144A
|
62,035
|
|
60,000
|
|
Venture Global Calcasieu Pass LLC, 4.13%, due 08/15/31 144A
|
56,354
|
|
314,000
|
|
Venture Global LNG, Inc., 7.00%, due 01/15/30 144A
|
320,401
|
|
120,000
|
|
Venture Global Plaquemines LNG LLC, 6.13%, due 12/15/30(g) 144A
|
122,837
|
|
75,000
|
|
Venture Global Plaquemines LNG LLC, 6.50%, due 06/15/34 144A
|
78,171
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
214,000
|
|
VeriSign, Inc., 5.10%, due 07/15/31
|
214,686
|
|
1,437,000
|
|
Verisk Analytics, Inc., 5.25%, due 06/05/34
|
1,436,914
|
|
673,000
|
|
Verizon Communications, Inc., 2.36%, due 03/15/32
|
588,288
|
|
578,000
|
|
Verizon Communications, Inc., 2.88%, due 11/20/50
|
353,713
|
|
1,624,000
|
|
Verizon Communications, Inc., 3.55%, due 03/22/51
|
1,128,813
|
|
515,000
|
|
Viatris, Inc., 3.85%, due 06/22/40
|
405,177
|
|
716,000
|
|
VICI Properties LP, 5.13%, due 11/15/31
|
713,061
|
|
486,000
|
|
VICI Properties LP, 5.13%, due 05/15/32
|
482,136
|
|
295,000
|
|
VICI Properties LP/VICI Note Co., Inc., 3.88%, due 02/15/29 144A
|
286,675
|
|
1,203,000
|
|
VICI Properties LP/VICI Note Co., Inc., 5.75%, due 02/01/27 144A
|
1,206,224
|
|
425,000
|
|
Viking Baked Goods Acquisition Corp., 8.63%, due 11/01/31 144A
|
430,655
|
|
310,000
|
|
Viking Baked Goods Acquisition Corp., 8.63%, due 11/01/31(b) 144A
|
314,125
|
|
452,000
|
|
Viking Cruises Ltd., 5.88%, due 10/15/33 144A
|
452,929
|
|
455,000
|
|
Viper Energy Partners LLC, 4.90%, due 08/01/30
|
453,734
|
|
3,016,000
|
|
Virginia Power Fuel Securitization LLC, 4.88%, due 05/01/33
|
3,032,247
|
|
193,000
|
|
Vistra Corp., 8.00% (5 yr. CMT + 6.93%)(c)(f) 144A
|
195,059
|
|
387,000
|
|
Vistra Operations Co. LLC, 4.30%, due 07/15/29 144A
|
379,318
|
|
295,000
|
|
Vistra Operations Co. LLC, 4.60%, due 10/15/30 144A
|
290,388
|
|
204,000
|
|
Vistra Operations Co. LLC, 4.70%, due 01/31/31 144A
|
200,207
|
|
195,000
|
|
Vistra Operations Co. LLC, 5.00%, due 07/31/27 144A
|
194,940
|
|
638,000
|
|
Vistra Operations Co. LLC, 5.00%, due 04/30/31 144A
|
633,405
|
|
632,000
|
|
Vistra Operations Co. LLC, 5.25%, due 04/30/33 144A
|
627,533
|
|
503,000
|
|
Vistra Operations Co. LLC, 6.00%, due 04/15/34 144A
|
518,390
|
|
593,000
|
|
Vistra Operations Co. LLC, 6.95%, due 10/15/33 144A
|
645,559
|
|
473,000
|
|
Vodafone Group PLC, 7.00% (5 yr. USD Swap + 4.87%), due 04/04/79(c)
|
490,730
|
|
496,000
|
|
Vornado Realty LP, 5.75%, due 02/01/33
|
497,945
|
|
293,000
|
|
VSP Optical Group, Inc., 5.40%, due 06/01/33 144A
|
293,880
|
|
325,000
|
|
Wayfair LLC, 6.75%, due 11/15/32 144A
|
334,010
|
|
233,000
|
|
Wayfair LLC, 7.13%, due 05/31/34 144A
|
239,728
|
|
199,000
|
|
Webster Financial Corp., 5.78% (5 yr. CMT + 2.13%), due 09/11/35(c)
|
200,658
|
|
325,000
|
|
WEC Energy Group, Inc., 5.63% (5 yr. CMT + 1.91%), due 05/15/56(c)
|
323,214
|
|
320,000
|
|
Weir Group, Inc., 5.35%, due 05/06/30 144A
|
322,908
|
|
1,871,000
|
|
Wells Fargo & Co., 2.57% (3 mo. USD Term SOFR + 1.26%), due 02/11/31(c)
|
1,732,492
|
|
1,845,000
|
|
Wells Fargo & Co., 3.35% (1 day USD SOFR + 1.50%), due 03/02/33(c)
|
1,696,437
|
|
1,905,000
|
|
Wells Fargo & Co., 4.81% (1 day USD SOFR + 1.98%), due 07/25/28(c)(g)
|
1,910,426
|
|
2,694,000
|
|
Wells Fargo & Co., 5.15% (1 day USD SOFR + 1.50%), due 04/23/31(c)
|
2,722,745
|
|
479,000
|
|
Wells Fargo & Co., 5.21% (1 day USD SOFR + 1.38%), due 12/03/35(c)
|
478,337
|
|
307,000
|
|
Wells Fargo & Co., 5.24% (1 day USD SOFR + 1.11%), due 01/24/31(c)
|
311,244
|
|
1,720,000
|
|
Wells Fargo & Co., 5.39% (1 day USD SOFR + 2.02%), due 04/24/34(c)
|
1,746,766
|
|
916,000
|
|
Wells Fargo & Co., 6.49% (1 day USD SOFR + 2.06%), due 10/23/34(c)
|
989,026
|
|
40,000
|
|
WESCO Distribution, Inc., 5.25%, due 04/15/31 144A
|
39,690
|
|
270,000
|
|
WESCO Distribution, Inc., 5.50%, due 04/15/34(g) 144A
|
267,768
|
|
539,000
|
|
Western Midstream Operating LP, 4.80%, due 03/01/31
|
533,229
|
|
303,000
|
|
Western Midstream Operating LP, 5.45%, due 11/15/34
|
301,504
|
|
255,000
|
|
Whistler Pipeline LLC, 5.40%, due 09/30/29 144A
|
258,910
|
|
251,000
|
|
Whistler Pipeline LLC, 5.70%, due 09/30/31 144A
|
257,787
|
|
1,860,000
|
|
Williams Cos., Inc., 5.60%, due 03/15/35
|
1,898,560
|
|
592,000
|
|
WMG Acquisition Corp., 3.88%, due 07/15/30 144A
|
561,232
|
|
300,000
|
|
Wolverine World Wide, Inc., 4.00%, due 08/15/29 144A
|
282,868
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
322,000
|
|
WS Escrow LLC, 7.75%, due 06/01/33 144A
|
330,883
|
|
600,000
|
|
WSP Global, Inc., 5.71%, due 09/18/36(g) 144A
|
593,844
|
|
298,000
|
|
XHR LP, 6.63%, due 05/15/30 144A
|
305,249
|
|
610,000
|
|
Yale University, 2.40%, due 04/15/50
|
367,034
|
|
1,070,000
|
|
Yamana Gold, Inc., 2.63%, due 08/15/31
|
955,754
|
|
1,220,000
|
|
Yara International ASA, 4.75%, due 06/01/28 144A
|
1,218,044
|
|
560,000
|
|
Yara International ASA, 7.38%, due 11/14/32 144A
|
615,830
|
|
191,000
|
|
Yondr JK 1 LLC, 6.88%, due 06/30/31 144A
|
191,622
|
|
|
|
|
665,114,153
|
|
|
|
Mortgage Backed Securities - Private Issuers — 7.8%
|
|
|
327,000
|
|
1301 Trust, Series 2025-1301, Class A, 5.23%, due 08/11/42(e) 144A
|
326,903
|
|
488,623
|
|
A&D Mortgage Trust, Series 2025-NQM4, Class A1, 5.23%, due 10/25/70(d) 144A
|
486,177
|
|
205,665
|
|
A&D Mortgage Trust, Series 2025-NQM5, Class A1, 5.12%, due 12/25/70(d) 144A
|
204,265
|
|
274,796
|
|
A&D Mortgage Trust, Series 2026-NQM1, Class A1, 4.91%, due 02/25/71(e) 144A
|
271,911
|
|
416,828
|
|
A&D Mortgage Trust, Series 2026-NQM2, Class A1, 4.81%, due 03/25/71(e) 144A
|
411,788
|
|
49,739
|
|
Angel Oak Mortgage Trust, Series 2020-R1, Class A1, 0.99%, due 04/25/53(e) 144A
|
48,114
|
|
281,136
|
|
Angel Oak Mortgage Trust, Series 2021-5, Class A1, 0.95%, due 07/25/66(e) 144A
|
244,441
|
|
191,656
|
|
Angel Oak Mortgage Trust, Series 2024-3, Class A1, 4.80%, due 11/26/68(d) 144A
|
190,693
|
|
144,262
|
|
Angel Oak Mortgage Trust, Series 2025-10, Class A1, 4.96%, due 09/25/70(e) 144A
|
143,017
|
|
212,556
|
|
Angel Oak Mortgage Trust, Series 2025-11, Class A1, 4.98%, due 10/25/70(e) 144A
|
210,731
|
|
370,628
|
|
Angel Oak Mortgage Trust, Series 2026-1, Class A1, 4.75%, due 02/25/71(e) 144A
|
365,710
|
|
800,000
|
|
Angel Oak Mortgage Trust, Series 2026-3, Class A1, 5.51%, due 06/25/71(e) 144A
|
800,203
|
|
1,000,000
|
|
Arbor Multifamily Mortgage Securities Trust, Series 2021-MF2, Class A4, 2.25%, due
06/15/54 144A
|
892,245
|
|
1,050,000
|
|
ARES Commercial Mortgage Trust, Series 2026-TRON, Class A, 5.05% (1 mo. USD
Term SOFR + 1.42%), due 05/15/43(c) 144A
|
1,053,840
|
|
133,805
|
|
Arroyo Mortgage Trust, Series 2021-1R, Class A1, 1.18%, due 10/25/48(e) 144A
|
122,323
|
|
759,285
|
|
ATLX Trust, Series 2024-RPL1, Class A1, 3.85%, due 04/25/64(d) 144A
|
738,590
|
|
656,000
|
|
BAHA Trust, Series 2024-MAR, Class A, 6.17%, due 12/10/41(e) 144A
|
670,174
|
|
217,000
|
|
BAMLL Commercial Mortgage Securities Trust, Series 2019-BPR, Class ENM, 3.84%,
due 11/05/32(e) 144A
|
200,246
|
|
971,351
|
|
Bank, Series 2019-BN20, Class A2, 2.76%, due 09/15/62
|
915,666
|
|
2,038,993
|
|
Bank, Series 2019-BN23, Class A2, 2.67%, due 12/15/52
|
1,909,863
|
|
2,472,000
|
|
Bank, Series 2020-BN25, Class A5, 2.65%, due 01/15/63
|
2,289,460
|
|
1,438,152
|
|
Bank, Series 2020-BN26, Class A2, 2.04%, due 03/15/63
|
1,402,785
|
|
1,800,000
|
|
Bank, Series 2020-BN26, Class A3, 2.16%, due 03/15/63
|
1,660,247
|
|
2,300,000
|
|
Bank, Series 2021-BN34, Class A4, 2.16%, due 06/15/63
|
2,060,373
|
|
3,966,000
|
|
Bank, Series 2021-BN36, Class A5, 2.47%, due 09/15/64
|
3,516,622
|
|
835,000
|
|
Bank5, Series 2025-5YR14, Class A3, 5.65%, due 04/15/58
|
855,652
|
|
2,408,000
|
|
Bank5, Series 2025-5YR16, Class A3, 5.28%, due 08/15/63
|
2,443,684
|
|
2,000,000
|
|
Bank5, Series 2025-5YR17, Class A3, 5.23%, due 11/15/58
|
2,024,576
|
|
311,000
|
|
Bank5, Series 2025-5YR18, Class A3, 5.15%, due 12/15/58
|
314,084
|
|
216,000
|
|
Bank5, Series 2025-5YR19, Class A3, 5.27%, due 12/15/58
|
219,323
|
|
128,000
|
|
Bank5, Series 2026-5YR20, Class A3, 5.10%, due 02/15/59
|
129,046
|
|
218,000
|
|
Bank5, Series 2026-5YR21, Class A3, 5.53%, due 04/15/59
|
223,433
|
|
2,473,000
|
|
Bank5, Series 2026-5YR22, Class A3, 5.71%, due 06/15/59(e)
|
2,552,629
|
|
42,907
|
|
BBCMS Mortgage Trust, Series 2020-C6, Class A2, 2.69%, due 02/15/53
|
40,520
|
|
1,464,045
|
|
BBCMS Mortgage Trust, Series 2021-C10, Class A5, 2.49%, due 07/15/54
|
1,323,296
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
2,000,000
|
|
BBCMS Mortgage Trust, Series 2022-C14, Class A4, 2.69%, due 02/15/55
|
1,780,146
|
|
1,229,049
|
|
BBCMS Mortgage Trust, Series 2023-C21, Class A2, 6.51%, due 09/15/56(e)
|
1,254,684
|
|
162,000
|
|
BBCMS Mortgage Trust, Series 2024-5C29, Class A3, 5.21%, due 09/15/57
|
163,315
|
|
171,000
|
|
BBCMS Mortgage Trust, Series 2024-5C31, Class A3, 5.61%, due 12/15/57
|
174,586
|
|
245,000
|
|
BBCMS Mortgage Trust, Series 2025-5C38, Class A3, 5.15%, due 11/15/58
|
247,693
|
|
2,052,000
|
|
BBCMS Mortgage Trust, Series 2025-C32, Class A5, 5.72%, due 02/15/62
|
2,144,166
|
|
207,000
|
|
BBCMS Mortgage Trust, Series 2026-5C40, Class A3, 5.25%, due 02/15/59
|
209,879
|
|
325,000
|
|
BBCMS Mortgage Trust, Series 2026-5C41, Class A3, 5.44%, due 05/15/69
|
331,727
|
|
240,000
|
|
BBCMS Mortgage Trust, Series 2026-5C42, Class A3, 5.60%, due 06/15/59
|
246,995
|
|
50,403
|
|
Benchmark Mortgage Trust, Series 2019-B12, Class A2, 3.00%, due 08/15/52
|
49,436
|
|
79,556
|
|
Benchmark Mortgage Trust, Series 2019-B13, Class A2, 2.89%, due 08/15/57
|
76,902
|
|
1,350,000
|
|
Benchmark Mortgage Trust, Series 2019-B15, Class A4, 2.67%, due 12/15/72
|
1,254,990
|
|
1,100,000
|
|
Benchmark Mortgage Trust, Series 2020-B17, Class A4, 2.04%, due 03/15/53
|
997,879
|
|
394,316
|
|
Benchmark Mortgage Trust, Series 2020-IG3, Class A2, 2.48%, due 09/15/48 144A
|
390,996
|
|
2,572,734
|
|
Benchmark Mortgage Trust, Series 2021-B23, Class A2, 1.62%, due 02/15/54
|
2,319,882
|
|
1,700,000
|
|
Benchmark Mortgage Trust, Series 2021-B23, Class A4A1, 1.82%, due 02/15/54
|
1,495,856
|
|
900,000
|
|
Benchmark Mortgage Trust, Series 2021-B24, Class A3, 2.01%, due 03/15/54
|
829,856
|
|
1,750,000
|
|
Benchmark Mortgage Trust, Series 2021-B24, Class A4, 2.26%, due 03/15/54
|
1,587,222
|
|
3,000,000
|
|
Benchmark Mortgage Trust, Series 2023-B39, Class A2, 6.79%, due 07/15/56(e)
|
3,065,978
|
|
1,143,087
|
|
Benchmark Mortgage Trust, Series 2023-B40, Class A2, 6.93%, due 12/15/56
|
1,180,302
|
|
402,000
|
|
Benchmark Mortgage Trust, Series 2024-V12, Class A3, 5.74%, due 12/15/57
|
412,117
|
|
2,218,000
|
|
Benchmark Mortgage Trust, Series 2025-V14, Class A4, 5.66%, due 04/15/57
|
2,273,258
|
|
2,580,000
|
|
Benchmark Mortgage Trust, Series 2025-V17, Class A3, 5.07%, due 09/15/58
|
2,596,918
|
|
157,000
|
|
Benchmark Mortgage Trust, Series 2026-V20, Class A3, 5.18%, due 02/15/59
|
158,723
|
|
1,650,000
|
|
Benchmark Mortgage Trust, Series 2026-V21, Class A3, 5.13%, due 03/15/59
|
1,663,907
|
|
2,700,000
|
|
Benchmark Mortgage Trust, Series 2026-V22, Class A3, 5.47%, due 05/15/59
|
2,760,845
|
|
177,000
|
|
BMO Mortgage Trust, Series 2024-5C8, Class A3, 5.63%, due 12/15/57(e)
|
180,819
|
|
1,550,000
|
|
BMO Mortgage Trust, Series 2025-5C10, Class A3, 5.58%, due 05/15/58
|
1,583,264
|
|
834,000
|
|
BMO Mortgage Trust, Series 2025-5C9, Class A3, 5.78%, due 04/15/58(e)
|
856,236
|
|
1,177,000
|
|
BODI Commercial Mortgage Trust, Series 2026-DC1, Class A, 5.36%, due 03/13/52(e)
144A
|
1,183,637
|
|
100,307
|
|
BRAVO Residential Funding Trust, Series 2021-NQM1, Class A1, 0.94%, due
02/25/49(e) 144A
|
95,331
|
|
971,962
|
|
BRAVO Residential Funding Trust, Series 2023-RPL1, Class A1, 5.00%, due 05/25/63(e)
144A
|
961,314
|
|
800,000
|
|
BRAVO Residential Funding Trust, Series 2026-NQM6, Class A1, 5.52%, due
05/25/66(e) 144A
|
800,496
|
|
260,000
|
|
BX Trust, Series 2019-OC11, Class A, 3.20%, due 12/09/41 144A
|
245,728
|
|
950,000
|
|
BX Trust, Series 2026-PNDA, Class A, 4.93% (1 mo. USD Term SOFR + 1.30%), due
05/15/43(c) 144A
|
953,350
|
|
1,255,000
|
|
CENT, Series 2025-CITY, Class A, 5.09%, due 07/10/40(e) 144A
|
1,253,803
|
|
956,471
|
|
CF Mortgage Trust, Series 2020-P1, Class A1, 2.84%, due 04/15/52(e) 144A
|
917,408
|
|
426,867
|
|
Chase Home Lending Mortgage Trust, Series 2024-RPL3, Class A1A, 3.25%, due
09/25/64(e) 144A
|
376,866
|
|
1,892,277
|
|
Chase Home Lending Mortgage Trust, Series 2025-11, Class A4A, 5.00%, due
02/25/56(e) 144A
|
1,870,698
|
|
971,427
|
|
Chase Home Lending Mortgage Trust, Series 2025-9, Class A4A, 5.50%, due 06/25/56(e)
144A
|
969,781
|
|
982,187
|
|
CIM Trust, Series 2024-R1, Class A1, 4.75%, due 06/25/64(e) 144A
|
962,993
|
|
1,766,365
|
|
Citigroup Commercial Mortgage Trust, Series 2014-GC21, Class XB, 0.09%, due
05/10/47(e)
|
1,067
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
232,045
|
|
Citigroup Commercial Mortgage Trust, Series 2019-C7, Class A3, 2.86%, due 12/15/72
|
219,025
|
|
380,000
|
|
Citigroup Commercial Mortgage Trust, Series 2023-SMRT, Class A, 6.01%, due
06/12/40(e) 144A
|
385,673
|
|
226,853
|
|
COLT Mortgage Loan Trust, Series 2021-2, Class A1, 0.92%, due 08/25/66(e) 144A
|
194,093
|
|
175,539
|
|
COLT Mortgage Loan Trust, Series 2021-3, Class A1, 0.96%, due 09/27/66(e) 144A
|
146,628
|
|
104,432
|
|
COLT Mortgage Loan Trust, Series 2021-HX1, Class A1, 1.11%, due 10/25/66(e) 144A
|
89,911
|
|
149,474
|
|
COLT Mortgage Loan Trust, Series 2025-6, Class A1, 5.53%, due 08/25/70(d) 144A
|
149,681
|
|
359,995
|
|
COLT Trust, Series 2020-RPL1, Class A1, 1.39%, due 01/25/65(e) 144A
|
306,957
|
|
477,878
|
|
Cross Mortgage Trust, Series 2025-H10, Class A1, 4.97%, due 01/25/71(e) 144A
|
473,692
|
|
197,334
|
|
Cross Mortgage Trust, Series 2025-H8, Class A1, 5.00%, due 11/25/70(e) 144A
|
195,766
|
|
263,955
|
|
Cross Mortgage Trust, Series 2025-H9, Class A1, 5.04%, due 11/25/70(e) 144A
|
262,019
|
|
356,220
|
|
Cross Mortgage Trust, Series 2026-NQM1, Class A1, 4.70%, due 02/25/61(e) 144A
|
351,335
|
|
1,051,000
|
|
Cross Mortgage Trust, Series 2026-NQM8, Class A1, 5.58%, due 07/25/71(e) 144A
|
1,050,991
|
|
1,050,000
|
|
CSAIL Commercial Mortgage Trust, Series 2019-C18, Class A3, 2.72%, due 12/15/52
|
984,071
|
|
152,350
|
|
CSMC Trust, Series 2018-RPL9, Class A, 3.85%, due 09/25/57(e) 144A
|
145,707
|
|
179,195
|
|
CSMC Trust, Series 2021-NQM2, Class A1, 1.18%, due 02/25/66(e) 144A
|
160,343
|
|
152,012
|
|
CSMC Trust, Series 2021-NQM3, Class A1, 1.02%, due 04/25/66(e) 144A
|
133,550
|
|
237,913
|
|
CSMC Trust, Series 2021-NQM6, Class A1, 1.17%, due 07/25/66(e) 144A
|
203,819
|
|
1,100,000
|
|
CSTL Commercial Mortgage Trust, Series 2026-GATE3, Class A, 4.85%, due 02/10/43(e)
144A
|
1,091,671
|
|
104,853
|
|
Ellington Financial Mortgage Trust, Series 2021-2, Class A1, 0.93%, due 06/25/66(e)
144A
|
89,158
|
|
142,551
|
|
Ellington Financial Mortgage Trust, Series 2025-INV4, Class A1, 5.10%, due 10/25/70(d)
144A
|
141,539
|
|
202,512
|
|
Ellington Financial Mortgage Trust, Series 2026-NQM1, Class A1, 4.77%, due
02/25/71(e) 144A
|
199,890
|
|
900,000
|
|
Ellington Financial Mortgage Trust, Series 2026-NQM6, Class A1, 5.47%, due
06/25/71(e) 144A
|
901,299
|
|
1,450,000
|
|
ELP Commercial Mortgage Trust, Series 2025-ELP, Class A, 4.76%, due 11/13/42(e)
144A
|
1,431,737
|
|
203,516
|
|
Flagstar Mortgage Trust, Series 2020-2, Class A2, 3.00%, due 08/25/50(e) 144A
|
177,035
|
|
507,885
|
|
Flagstar Mortgage Trust, Series 2021-1, Class A2, 2.50%, due 02/01/51(e) 144A
|
419,664
|
|
157,092
|
|
GCAT Trust, Series 2021-NQM1, Class A1, 0.87%, due 01/25/66(e) 144A
|
139,182
|
|
140,930
|
|
GCAT Trust, Series 2021-NQM2, Class A1, 1.04%, due 05/25/66(e) 144A
|
123,723
|
|
208,439
|
|
GCAT Trust, Series 2021-NQM3, Class A1, 1.09%, due 05/25/66(e) 144A
|
182,973
|
|
252,842
|
|
GCAT Trust, Series 2025-NQM5, Class A1, 4.98%, due 08/25/70(e) 144A
|
250,491
|
|
327,000
|
|
GGP Trust, Series 2026-TY, Class A, 4.83%, due 03/05/43(e) 144A
|
322,447
|
|
1,631,375
|
|
GS Mortgage Securities Trust, Series 2019-GC40, Class A3, 2.90%, due 07/10/52
|
1,557,284
|
|
1,875,000
|
|
GS Mortgage Securities Trust, Series 2020-GC45, Class A5, 2.91%, due 02/13/53
|
1,758,197
|
|
1,600,000
|
|
GS Mortgage Securities Trust, Series 2020-GC47, Class A4, 2.12%, due 05/12/53
|
1,462,112
|
|
833,301
|
|
GS Mortgage Securities Trust, Series 2020-GSA2, Class AAB, 1.66%, due 12/12/53
|
793,940
|
|
79,974
|
|
GS Mortgage-Backed Securities Corp. Trust, Series 2021-NQM1, Class A1, 1.02%, due
07/25/61(e) 144A
|
73,958
|
|
24,151
|
|
GS Mortgage-Backed Securities Trust, Series 2020-NQM1, Class A1, 1.38%, due
09/27/60(e) 144A
|
23,471
|
|
2,695,601
|
|
GS Mortgage-Backed Securities Trust, Series 2026-PJ7, Class A5, 5.00%, due
10/25/56(e) 144A
|
2,665,130
|
|
1,290,522
|
|
HOMES Trust, Series 2026-NQM4, Class A1, 5.50%, due 06/25/61(e) 144A
|
1,289,616
|
|
884,000
|
|
Hudson Yards Mortgage Trust, Series 2025-SPRL, Class A, 5.65%, due 01/13/40(e) 144A
|
898,602
|
|
346,000
|
|
Hudson Yards Mortgage Trust, Series 2026-10HY, Class A, 5.09%, due 12/10/39(e) 144A
|
347,674
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
132,325
|
|
Imperial Fund Mortgage Trust, Series 2021-NQM1, Class A1, 1.07%, due 06/25/56(e)
144A
|
115,859
|
|
946,000
|
|
INT Commercial Mortgage Trust, Series 2025-PLAZA, Class A, 5.04%, due 11/05/37(e)
144A
|
943,292
|
|
558,951
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2017-JP6, Class A3,
3.11%, due 07/15/50
|
553,768
|
|
357,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2020-NNN, Class AFX,
2.81%, due 01/16/37 144A
|
323,088
|
|
935,822
|
|
JP Morgan Mortgage Trust, Series 2023-4, Class 1A4A, 5.50%, due 11/25/53(e) 144A
|
935,467
|
|
887,760
|
|
JP Morgan Mortgage Trust, Series 2025-2, Class A4A, 5.50%, due 07/25/55(e) 144A
|
886,697
|
|
480,369
|
|
JP Morgan Mortgage Trust, Series 2025-NQM5, Class A1, 4.88%, due 05/25/66(e) 144A
|
475,521
|
|
3,564,000
|
|
JP Morgan Mortgage Trust, Series 2026-5, Class A4A, 5.00%, due 12/25/56(e) 144A
|
3,522,505
|
|
935,352
|
|
JPMDB Commercial Mortgage Securities Trust, Series 2017-C5, Class A4, 3.41%, due
03/15/50
|
930,306
|
|
454,378
|
EUR
|
Kinbane 2 DAC, Series 2024-RPL2A, Class A, 3.38% (1 mo. EURIBOR + 1.10%), due
01/24/63(c) 144A
|
521,055
|
|
1,030,000
|
|
LBTY Commercial Mortgage Trust, Series 2026-225L, Class A, 4.75%, due 02/10/43(e)
144A
|
1,013,022
|
|
43,490
|
|
Legacy Mortgage Asset Trust, Series 2021-GS1, Class A1, 5.89%, due 10/25/66(d) 144A
|
43,551
|
|
69,935
|
|
MFA Trust, Series 2021-NQM1, Class A1, 1.15%, due 04/25/65(e) 144A
|
66,023
|
|
243,465
|
|
Mill City Mortgage Trust, Series 2015-1, Class M3, 3.75%, due 06/25/56(e) 144A
|
241,966
|
|
1,600,000
|
|
MLTI Trust, Series 2026-MLTI, Class A10, 5.02% (1 mo. USD Term SOFR + 1.40%),
due 06/15/31(c) 144A
|
1,602,807
|
|
1,350,000
|
|
MLTI Trust, Series 2026-SF75, Class A, 5.03% (1 mo. USD Term SOFR + 1.40%), due
03/15/36(c) 144A
|
1,352,776
|
|
222,737
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2015-C22, Class A4,
3.31%, due 04/15/48
|
220,035
|
|
1,280,000
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2025-C35, Class A5,
5.63%, due 08/15/58
|
1,330,410
|
|
2,597,976
|
|
Morgan Stanley Capital I Trust, Series 2019-H6, Class A3, 3.16%, due 06/15/52
|
2,487,781
|
|
2,333,843
|
|
Morgan Stanley Capital I Trust, Series 2020-HR8, Class A3, 1.79%, due 07/15/53
|
2,106,690
|
|
980,000
|
|
Morgan Stanley Capital I Trust, Series 2020-HR8, Class A4, 2.04%, due 07/15/53
|
884,130
|
|
180,025
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM10, Class A1,
5.12%, due 11/25/70(e) 144A
|
178,577
|
|
489,604
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2026-NQM5, Class A1, 5.49%,
due 04/27/71(e) 144A
|
489,534
|
|
676,000
|
|
MTN Commercial Mortgage Trust, Series 2026-LPFX, Class A, 5.15%, due 05/15/43(e)
144A
|
675,389
|
|
195,000
|
|
Natixis Commercial Mortgage Securities Trust, Series 2018-ALXA, Class C, 4.46%, due
01/15/43(e) 144A
|
184,361
|
|
77,422
|
|
New Residential Mortgage Loan Trust, Series 2018-4A, Class A1S, 4.51% (1 mo. USD
Term SOFR + 0.86%), due 01/25/48(c) 144A
|
76,587
|
|
311,733
|
|
New Residential Mortgage Loan Trust, Series 2025-NQM6, Class A1, 5.09%, due
10/25/65(e) 144A
|
309,466
|
|
210,955
|
|
New Residential Mortgage Loan Trust, Series 2026-NQM1, Class A1, 4.82%, due
11/25/65(e) 144A
|
208,490
|
|
161,883
|
|
New Residential Mortgage Loan Trust, Series 2026-NQM2, Class A1, 4.74%, due
12/25/65(e) 144A
|
159,610
|
|
693,130
|
|
New Residential Mortgage Loan Trust, Series 2026-NQM7, Class A1, 5.42%, due
06/25/66(e) 144A
|
691,641
|
|
266,000
|
|
NXPT Commercial Mortgage Trust, Series 2024-STOR, Class A, 4.46%, due 11/05/41(e)
144A
|
260,401
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
2,229,000
|
|
NYC Commercial Mortgage Trust, Series 2026-9W57, Class A, 5.05%, due 06/06/40(e)
144A
|
2,221,212
|
|
118,815
|
|
NYMT Loan Trust, Series 2022-CP1, Class A1, 2.04%, due 07/25/61 144A
|
111,624
|
|
92,991
|
|
OBX Trust, Series 2020-EXP2, Class A3, 2.50%, due 05/25/60(e) 144A
|
78,407
|
|
143,207
|
|
OBX Trust, Series 2021-NQM2, Class A1, 1.10%, due 05/25/61(e) 144A
|
117,465
|
|
182,992
|
|
OBX Trust, Series 2021-NQM3, Class A1, 1.05%, due 07/25/61(e) 144A
|
153,254
|
|
100,744
|
|
OBX Trust, Series 2025-NQM18, Class A1, 5.06%, due 09/25/65(e) 144A
|
100,215
|
|
206,456
|
|
OBX Trust, Series 2025-NQM19, Class A1, 4.87%, due 10/25/65(e) 144A
|
204,785
|
|
235,757
|
|
OBX Trust, Series 2025-NQM20, Class A1, 5.02%, due 10/25/65(e) 144A
|
234,024
|
|
169,655
|
|
OBX Trust, Series 2025-NQM21, Class A1, 4.99%, due 10/25/65(e) 144A
|
168,375
|
|
318,597
|
|
OBX Trust, Series 2025-NQM23, Class A1, 4.87%, due 10/25/65(e) 144A
|
316,156
|
|
197,342
|
|
OBX Trust, Series 2026-NQM1, Class A1, 4.85%, due 11/25/65(e) 144A
|
195,763
|
|
438,203
|
|
OBX Trust, Series 2026-NQM2, Class A1, 4.82%, due 12/01/65(e) 144A
|
435,073
|
|
368,767
|
|
OBX Trust, Series 2026-NQM3, Class A1, 4.65%, due 01/25/66(e) 144A
|
363,400
|
|
591,800
|
|
OBX Trust, Series 2026-NQM7, Class A1, 5.22%, due 04/25/66(e) 144A
|
588,937
|
|
993,000
|
|
OBX Trust, Series 2026-NQM8, Class A1, 5.30%, due 05/25/66(e) 144A
|
989,797
|
|
415,000
|
|
OBX Trust, Series 2026-NQM9, Class A1, 5.47%, due 04/25/66(e) 144A
|
415,100
|
|
174,824
|
|
PRKCM Trust, Series 2026-AFC1, Class A1, 4.68%, due 02/25/61(e) 144A
|
172,215
|
|
1,000,000
|
|
PRKCM Trust, Series 2026-AFC4, Class A1, 5.60%, due 07/25/61(e) 144A
|
1,001,039
|
|
302,505
|
|
Provident Funding Mortgage Trust, Series 2020-F1, Class A2, 2.00%, due 01/25/36(e)
144A
|
270,413
|
|
184,408
|
|
PRPM LLC, Series 2024-RPL2, Class A1, 3.50%, due 05/25/54(d) 144A
|
179,870
|
|
485,202
|
|
PRPM LLC, Series 2025-RCF1, Class A1, 4.50%, due 02/25/55(d) 144A
|
479,459
|
|
608,000
|
|
ROCK Trust, Series 2024-CNTR, Class A, 5.39%, due 11/13/41 144A
|
614,919
|
|
375,000
|
|
ROCK Trust, Series 2024-CNTR, Class D, 7.11%, due 11/13/41 144A
|
388,963
|
|
1,200,000
|
|
SCG Trust, Series 2025-SNIP, Class A, 5.13% (1 mo. USD Term SOFR + 1.50%), due
09/15/42(c) 144A
|
1,205,345
|
|
67,713
|
|
Sequoia Mortgage Trust, Series 2020-3, Class A4, 3.00%, due 04/25/50(e) 144A
|
66,987
|
|
511,255
|
|
Sequoia Mortgage Trust, Series 2024-5, Class A5, 6.00%, due 06/25/54(e) 144A
|
512,646
|
|
649,625
|
|
Sequoia Mortgage Trust, Series 2024-6, Class A5, 6.00%, due 07/27/54(e) 144A
|
649,775
|
|
1,325,177
|
|
Sequoia Mortgage Trust, Series 2025-12, Class A5, 5.00%, due 12/25/55(e) 144A
|
1,309,630
|
|
2,300,248
|
|
Sequoia Mortgage Trust, Series 2025-8, Class A4, 5.50%, due 09/25/55(e) 144A
|
2,296,292
|
|
3,468,000
|
|
Sequoia Mortgage Trust, Series 2026-8, Class A11, 5.00%, due 06/26/56(e) 144A
|
3,434,890
|
|
1,100,000
|
|
SG Residential Mortgage Trust, Series 2026-4, Class A1, 5.51%, due 07/01/66(e) 144A
|
1,100,809
|
|
1,357,000
|
|
SHOPS Commercial Mortgage Trust, Series 2026-CSTL, Class A, 4.97%, due
05/05/39(e) 144A
|
1,348,424
|
|
289,000
|
|
SLG Office Trust, Series 2021-OVA, Class D, 2.85%, due 07/15/41 144A
|
252,134
|
|
2,324,000
|
|
SLG Office Trust, Series 2026-OMA, Class A, 5.13%, due 04/15/41(e) 144A
|
2,322,846
|
|
188,809
|
|
Towd Point Mortgage Trust, Series 2018-4, Class A1, 3.00%, due 06/25/58(e) 144A
|
178,548
|
|
171,576
|
|
Towd Point Mortgage Trust, Series 2019-1, Class A1, 3.75%, due 03/25/58(e) 144A
|
166,383
|
|
134,767
|
|
Towd Point Mortgage Trust, Series 2019-4, Class A1, 2.90%, due 10/25/59(e) 144A
|
129,130
|
|
38,984
|
|
Towd Point Mortgage Trust, Series 2019-HY3, Class A1A, 4.76% (1 mo. USD Term
SOFR + 1.11%), due 10/25/59(c) 144A
|
39,044
|
|
217,183
|
|
Towd Point Mortgage Trust, Series 2020-4, Class A1, 1.75%, due 10/25/60 144A
|
197,758
|
|
500,000
|
|
Towd Point Mortgage Trust, Series 2021-SJ2, Class A1B, 2.25%, due 12/25/61(e) 144A
|
474,509
|
|
392,989
|
|
Towd Point Mortgage Trust, Series 2024-4, Class A1A, 4.55%, due 10/27/64(e) 144A
|
392,119
|
|
556,254
|
|
Towd Point Mortgage Trust, Series 2025-CES1, Class A1, 5.71%, due 02/25/55(d) 144A
|
557,823
|
|
234,000
|
|
VDCM Commercial Mortgage Trust, Series 2025-AZ, Class A, 5.23%, due 07/13/44(e)
144A
|
231,935
|
|
87,221
|
|
Verus Securitization Trust, Series 2021-3, Class A1, 1.05%, due 06/25/66(e) 144A
|
76,890
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
141,622
|
|
Verus Securitization Trust, Series 2021-4, Class A1, 0.94%, due 07/25/66(e) 144A
|
120,029
|
|
168,674
|
|
Verus Securitization Trust, Series 2021-5, Class A1, 1.01%, due 09/25/66(e) 144A
|
145,162
|
|
29,707
|
|
Verus Securitization Trust, Series 2021-R1, Class A1, 0.82%, due 10/25/63(e) 144A
|
28,935
|
|
330,423
|
|
Verus Securitization Trust, Series 2025-11, Class A1, 4.91%, due 11/25/70(e) 144A
|
328,154
|
|
162,603
|
|
Verus Securitization Trust, Series 2025-R2, Class A1, 5.09%, due 07/25/67(e) 144A
|
161,506
|
|
278,002
|
|
Verus Securitization Trust, Series 2026-2, Class A1, 4.59%, due 02/25/71(e) 144A
|
274,365
|
|
1,000,000
|
|
Verus Securitization Trust, Series 2026-5, Class A1, 5.36%, due 05/25/71(e) 144A
|
998,529
|
|
4,594
|
|
WaMu Mortgage Pass-Through Certificates Trust, Series 2003-AR9, Class 1A7, 5.27%,
due 09/25/33(e)
|
4,519
|
|
769,156
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-C38, Class A4, 3.19%, due
07/15/50
|
759,893
|
|
1,412,986
|
|
Wells Fargo Commercial Mortgage Trust, Series 2017-RB1, Class A4, 3.37%, due
03/15/50
|
1,402,693
|
|
3,299,530
|
|
Wells Fargo Commercial Mortgage Trust, Series 2020-C56, Class A4, 2.19%, due
06/15/53
|
3,068,778
|
|
1,900,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2021-C59, Class A3, 1.96%, due
04/15/54
|
1,751,944
|
|
189,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2025-5C4, Class A3, 5.67%, due
05/15/58
|
193,460
|
|
286,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2025-5C6, Class A3, 5.19%, due
10/15/58
|
288,340
|
|
2,601,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2025-5C7, Class A3, 5.20%, due
12/15/58
|
2,623,755
|
|
422,000
|
|
WHARF Commercial Mortgage Trust, Series 2025-DC, Class A, 5.53%, due 07/15/40(e)
144A
|
426,711
|
|
|
|
|
159,049,693
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — 27.0%
|
|
|
131,343
|
|
Federal Home Loan Mortgage Corp., Pool # A89870, 4.50%, due 11/01/39
|
130,121
|
|
93,439
|
|
Federal Home Loan Mortgage Corp., Pool # A96970, 4.00%, due 02/01/41
|
90,101
|
|
164,574
|
|
Federal Home Loan Mortgage Corp., Pool # C91908, 3.00%, due 01/01/37
|
154,967
|
|
132,317
|
|
Federal Home Loan Mortgage Corp., Pool # G06231, 4.00%, due 12/01/40
|
128,594
|
|
80,457
|
|
Federal Home Loan Mortgage Corp., Pool # G06409, 6.00%, due 11/01/39
|
84,549
|
|
38,901
|
|
Federal Home Loan Mortgage Corp., Pool # G06875, 5.50%, due 12/01/38
|
40,093
|
|
150,710
|
|
Federal Home Loan Mortgage Corp., Pool # G07021, 5.00%, due 09/01/39
|
152,254
|
|
281,103
|
|
Federal Home Loan Mortgage Corp., Pool # G07816, 4.50%, due 09/01/42
|
278,487
|
|
213,423
|
|
Federal Home Loan Mortgage Corp., Pool # G08537, 3.00%, due 07/01/43
|
193,289
|
|
129,500
|
|
Federal Home Loan Mortgage Corp., Pool # G08672, 4.00%, due 10/01/45
|
123,799
|
|
442,658
|
|
Federal Home Loan Mortgage Corp., Pool # G08721, 3.00%, due 09/01/46
|
397,203
|
|
205,559
|
|
Federal Home Loan Mortgage Corp., Pool # G08726, 3.00%, due 10/01/46
|
184,398
|
|
36,447
|
|
Federal Home Loan Mortgage Corp., Pool # G08735, 4.50%, due 10/01/46
|
35,739
|
|
17,280
|
|
Federal Home Loan Mortgage Corp., Pool # G08748, 3.50%, due 02/01/47
|
15,971
|
|
243,878
|
|
Federal Home Loan Mortgage Corp., Pool # G08749, 4.00%, due 02/01/47
|
232,132
|
|
128,661
|
|
Federal Home Loan Mortgage Corp., Pool # G08771, 4.00%, due 07/01/47
|
122,344
|
|
108,214
|
|
Federal Home Loan Mortgage Corp., Pool # G08786, 4.50%, due 10/01/47
|
105,910
|
|
46,128
|
|
Federal Home Loan Mortgage Corp., Pool # G16177, 2.00%, due 01/01/32
|
43,800
|
|
34,101
|
|
Federal Home Loan Mortgage Corp., Pool # G60359, 3.00%, due 12/01/45
|
30,797
|
|
176,480
|
|
Federal Home Loan Mortgage Corp., Pool # G60581, 3.50%, due 05/01/46
|
164,229
|
|
685,051
|
|
Federal Home Loan Mortgage Corp., Pool # G60722, 3.00%, due 10/01/46
|
615,487
|
|
254,980
|
|
Federal Home Loan Mortgage Corp., Pool # G60767, 3.50%, due 10/01/46
|
235,623
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
107,587
|
|
Federal Home Loan Mortgage Corp., Pool # G60788, 3.50%, due 12/01/46
|
100,062
|
|
372,377
|
|
Federal Home Loan Mortgage Corp., Pool # G60804, 4.50%, due 05/01/42
|
368,923
|
|
565,426
|
|
Federal Home Loan Mortgage Corp., Pool # G60934, 3.50%, due 06/01/45
|
528,513
|
|
717,986
|
|
Federal Home Loan Mortgage Corp., Pool # G60985, 3.00%, due 05/01/47
|
646,093
|
|
77,325
|
|
Federal Home Loan Mortgage Corp., Pool # G60989, 3.00%, due 12/01/46
|
69,441
|
|
52,123
|
|
Federal Home Loan Mortgage Corp., Pool # G61022, 3.00%, due 04/01/45
|
47,129
|
|
383,182
|
|
Federal Home Loan Mortgage Corp., Pool # G61748, 3.50%, due 11/01/48
|
355,541
|
|
205,616
|
|
Federal Home Loan Mortgage Corp., Pool # G67701, 3.00%, due 10/01/46
|
185,142
|
|
127,770
|
|
Federal Home Loan Mortgage Corp., Pool # G67703, 3.50%, due 04/01/47
|
118,730
|
|
34,478
|
|
Federal Home Loan Mortgage Corp., Pool # J24414, 2.50%, due 06/01/28
|
33,946
|
|
393,129
|
|
Federal Home Loan Mortgage Corp., Pool # Q09224, 4.00%, due 07/01/42
|
379,568
|
|
57,531
|
|
Federal Home Loan Mortgage Corp., Pool # Q11218, 3.50%, due 09/01/42
|
53,817
|
|
124,327
|
|
Federal Home Loan Mortgage Corp., Pool # Q12052, 3.50%, due 10/01/42
|
116,263
|
|
333,154
|
|
Federal Home Loan Mortgage Corp., Pool # Q12862, 3.50%, due 11/01/42
|
312,933
|
|
130,282
|
|
Federal Home Loan Mortgage Corp., Pool # Q17792, 3.50%, due 05/01/43
|
121,695
|
|
334,555
|
|
Federal Home Loan Mortgage Corp., Pool # Q36815, 4.00%, due 10/01/45
|
318,898
|
|
253,682
|
|
Federal Home Loan Mortgage Corp., Pool # Q41918, 3.50%, due 07/01/46
|
236,203
|
|
138,364
|
|
Federal Home Loan Mortgage Corp., Pool # Q44963, 3.50%, due 12/01/46
|
128,409
|
|
432,693
|
|
Federal Home Loan Mortgage Corp., Pool # Q45741, 3.50%, due 01/01/47
|
402,018
|
|
37,073
|
|
Federal Home Loan Mortgage Corp., Pool # Q49494, 4.50%, due 07/01/47
|
36,285
|
|
969,609
|
|
Federal Home Loan Mortgage Corp., Pool # QA6367, 3.00%, due 01/01/50
|
863,257
|
|
637,254
|
|
Federal Home Loan Mortgage Corp., Pool # QA7234, 3.00%, due 02/01/50
|
562,972
|
|
421,314
|
|
Federal Home Loan Mortgage Corp., Pool # QA8518, 3.00%, due 04/01/50
|
374,334
|
|
1,138,448
|
|
Federal Home Loan Mortgage Corp., Pool # QB3535, 2.00%, due 09/01/50
|
918,609
|
|
1,146,123
|
|
Federal Home Loan Mortgage Corp., Pool # QC4339, 2.00%, due 07/01/51
|
938,540
|
|
702,085
|
|
Federal Home Loan Mortgage Corp., Pool # QC5189, 2.50%, due 08/01/51
|
592,064
|
|
349,730
|
|
Federal Home Loan Mortgage Corp., Pool # QC6357, 2.50%, due 09/01/51
|
297,578
|
|
382,904
|
|
Federal Home Loan Mortgage Corp., Pool # QD6056, 3.00%, due 02/01/52
|
339,352
|
|
963,997
|
|
Federal Home Loan Mortgage Corp., Pool # QD6057, 3.00%, due 02/01/52
|
851,910
|
|
606,144
|
|
Federal Home Loan Mortgage Corp., Pool # QE0375, 4.00%, due 04/01/52
|
571,134
|
|
614,082
|
|
Federal Home Loan Mortgage Corp., Pool # QF2436, 5.00%, due 10/01/52
|
610,396
|
|
198,410
|
|
Federal Home Loan Mortgage Corp., Pool # RA1343, 3.00%, due 09/01/49
|
176,360
|
|
1,273,620
|
|
Federal Home Loan Mortgage Corp., Pool # RA1776, 3.00%, due 12/01/49
|
1,131,719
|
|
729,170
|
|
Federal Home Loan Mortgage Corp., Pool # RA1860, 3.00%, due 12/01/49
|
644,172
|
|
1,235,873
|
|
Federal Home Loan Mortgage Corp., Pool # RA6944, 3.50%, due 03/01/52
|
1,126,019
|
|
568,442
|
|
Federal Home Loan Mortgage Corp., Pool # RA6950, 3.50%, due 03/01/52
|
520,095
|
|
468,019
|
|
Federal Home Loan Mortgage Corp., Pool # RA6951, 3.50%, due 03/01/52
|
428,923
|
|
1,577,477
|
|
Federal Home Loan Mortgage Corp., Pool # RA7407, 4.00%, due 05/01/52
|
1,482,209
|
|
1,612,437
|
|
Federal Home Loan Mortgage Corp., Pool # RA7545, 4.00%, due 06/01/52
|
1,514,564
|
|
1,064,299
|
|
Federal Home Loan Mortgage Corp., Pool # RA9258, 5.00%, due 06/01/53
|
1,053,442
|
|
1,442,711
|
|
Federal Home Loan Mortgage Corp., Pool # RB5111, 2.00%, due 05/01/41
|
1,243,358
|
|
924,446
|
|
Federal Home Loan Mortgage Corp., Pool # RC1916, 2.00%, due 06/01/36
|
844,755
|
|
1,106,727
|
|
Federal Home Loan Mortgage Corp., Pool # RJ2147, 6.00%, due 10/01/54
|
1,153,868
|
|
1,723,529
|
|
Federal Home Loan Mortgage Corp., Pool # RJ3009, 5.00%, due 12/01/54
|
1,707,718
|
|
1,220,302
|
|
Federal Home Loan Mortgage Corp., Pool # RJ3472, 5.50%, due 02/01/55
|
1,241,128
|
|
1,000,691
|
|
Federal Home Loan Mortgage Corp., Pool # RJ5453, 5.00%, due 12/01/55
|
991,254
|
|
479,147
|
|
Federal Home Loan Mortgage Corp., Pool # RJ5676, 5.00%, due 01/01/56
|
477,356
|
|
480,244
|
|
Federal Home Loan Mortgage Corp., Pool # RJ6058, 5.50%, due 02/01/56
|
485,631
|
|
1,414,560
|
|
Federal Home Loan Mortgage Corp., Pool # RJ6436, 5.50%, due 04/01/56
|
1,429,205
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
2,883,723
|
|
Federal Home Loan Mortgage Corp., Pool # SB0307, 2.50%, due 02/01/35
|
2,709,792
|
|
1,636,997
|
|
Federal Home Loan Mortgage Corp., Pool # SB0385, 3.00%, due 07/01/35
|
1,561,706
|
|
2,841,632
|
|
Federal Home Loan Mortgage Corp., Pool # SB1246, 5.50%, due 09/01/39
|
2,903,684
|
|
2,379,469
|
|
Federal Home Loan Mortgage Corp., Pool # SB1863, 5.00%, due 08/01/40
|
2,391,937
|
|
441,571
|
|
Federal Home Loan Mortgage Corp., Pool # SB8102, 1.50%, due 05/01/36
|
394,525
|
|
199,662
|
|
Federal Home Loan Mortgage Corp., Pool # SB8199, 4.50%, due 12/01/37
|
197,743
|
|
1,043,200
|
|
Federal Home Loan Mortgage Corp., Pool # SB8205, 4.50%, due 01/01/38
|
1,033,172
|
|
267,086
|
|
Federal Home Loan Mortgage Corp., Pool # SB8212, 4.50%, due 02/01/38
|
264,847
|
|
748,612
|
|
Federal Home Loan Mortgage Corp., Pool # SB8504, 2.50%, due 10/01/35
|
702,359
|
|
2,207,251
|
|
Federal Home Loan Mortgage Corp., Pool # SD0291, 5.00%, due 03/01/50
|
2,208,104
|
|
832,742
|
|
Federal Home Loan Mortgage Corp., Pool # SD0742, 2.50%, due 11/01/51
|
709,858
|
|
334,737
|
|
Federal Home Loan Mortgage Corp., Pool # SD0815, 3.00%, due 01/01/52
|
296,789
|
|
357,055
|
|
Federal Home Loan Mortgage Corp., Pool # SD0905, 3.00%, due 03/01/52
|
315,851
|
|
1,131,995
|
|
Federal Home Loan Mortgage Corp., Pool # SD1040, 4.00%, due 06/01/52
|
1,064,026
|
|
479,236
|
|
Federal Home Loan Mortgage Corp., Pool # SD1050, 4.50%, due 07/01/52
|
462,304
|
|
2,431,536
|
|
Federal Home Loan Mortgage Corp., Pool # SD1265, 4.50%, due 06/01/52
|
2,355,235
|
|
1,660,701
|
|
Federal Home Loan Mortgage Corp., Pool # SD1295, 5.00%, due 07/01/52
|
1,654,663
|
|
1,322,884
|
|
Federal Home Loan Mortgage Corp., Pool # SD1325, 4.00%, due 08/01/52
|
1,246,066
|
|
1,113,264
|
|
Federal Home Loan Mortgage Corp., Pool # SD1446, 4.50%, due 08/01/52
|
1,073,181
|
|
1,397,302
|
|
Federal Home Loan Mortgage Corp., Pool # SD1475, 4.50%, due 08/01/52
|
1,353,560
|
|
2,130,498
|
|
Federal Home Loan Mortgage Corp., Pool # SD1483, 4.00%, due 08/01/52
|
2,015,135
|
|
1,039,788
|
|
Federal Home Loan Mortgage Corp., Pool # SD1513, 5.00%, due 08/01/52
|
1,030,967
|
|
798,345
|
|
Federal Home Loan Mortgage Corp., Pool # SD1517, 4.50%, due 09/01/52
|
775,030
|
|
721,978
|
|
Federal Home Loan Mortgage Corp., Pool # SD1606, 4.50%, due 09/01/52
|
698,986
|
|
794,246
|
|
Federal Home Loan Mortgage Corp., Pool # SD1695, 5.00%, due 10/01/52
|
787,999
|
|
1,134,659
|
|
Federal Home Loan Mortgage Corp., Pool # SD1743, 4.00%, due 10/01/52
|
1,069,885
|
|
419,505
|
|
Federal Home Loan Mortgage Corp., Pool # SD1807, 4.50%, due 07/01/52
|
405,522
|
|
601,833
|
|
Federal Home Loan Mortgage Corp., Pool # SD1999, 5.00%, due 12/01/52
|
596,602
|
|
2,566,704
|
|
Federal Home Loan Mortgage Corp., Pool # SD2172, 5.50%, due 02/01/53
|
2,578,375
|
|
1,387,164
|
|
Federal Home Loan Mortgage Corp., Pool # SD2318, 5.00%, due 02/01/53
|
1,378,369
|
|
1,349,231
|
|
Federal Home Loan Mortgage Corp., Pool # SD2526, 4.00%, due 08/01/49
|
1,269,054
|
|
373,012
|
|
Federal Home Loan Mortgage Corp., Pool # SD2683, 4.50%, due 04/01/53
|
362,118
|
|
1,401,608
|
|
Federal Home Loan Mortgage Corp., Pool # SD2954, 4.50%, due 04/01/53
|
1,356,657
|
|
299,597
|
|
Federal Home Loan Mortgage Corp., Pool # SD3338, 5.50%, due 06/01/53
|
305,078
|
|
692,353
|
|
Federal Home Loan Mortgage Corp., Pool # SD3372, 5.00%, due 07/01/53
|
687,401
|
|
330,933
|
|
Federal Home Loan Mortgage Corp., Pool # SD3425, 5.50%, due 07/01/53
|
335,803
|
|
857,267
|
|
Federal Home Loan Mortgage Corp., Pool # SD3435, 5.00%, due 07/01/53
|
851,107
|
|
433,568
|
|
Federal Home Loan Mortgage Corp., Pool # SD3507, 4.00%, due 04/01/53
|
409,123
|
|
1,263,407
|
|
Federal Home Loan Mortgage Corp., Pool # SD3562, 4.50%, due 08/01/53
|
1,226,032
|
|
1,568,759
|
|
Federal Home Loan Mortgage Corp., Pool # SD3563, 4.50%, due 08/01/53
|
1,518,119
|
|
1,057,660
|
|
Federal Home Loan Mortgage Corp., Pool # SD3566, 5.00%, due 08/01/53
|
1,051,922
|
|
705,551
|
|
Federal Home Loan Mortgage Corp., Pool # SD3780, 4.00%, due 08/01/52
|
663,110
|
|
845,931
|
|
Federal Home Loan Mortgage Corp., Pool # SD4253, 3.50%, due 07/01/52
|
774,279
|
|
936,708
|
|
Federal Home Loan Mortgage Corp., Pool # SD4624, 3.50%, due 08/01/47
|
859,654
|
|
411,150
|
|
Federal Home Loan Mortgage Corp., Pool # SD4660, 4.00%, due 08/01/52
|
386,119
|
|
427,781
|
|
Federal Home Loan Mortgage Corp., Pool # SD4904, 3.50%, due 07/01/52
|
390,940
|
|
467,152
|
|
Federal Home Loan Mortgage Corp., Pool # SD4934, 4.00%, due 04/01/53
|
440,686
|
|
1,085,410
|
|
Federal Home Loan Mortgage Corp., Pool # SD5082, 3.50%, due 07/01/52
|
990,712
|
|
333,888
|
|
Federal Home Loan Mortgage Corp., Pool # SD5147, 3.00%, due 11/01/50
|
294,204
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
699,452
|
|
Federal Home Loan Mortgage Corp., Pool # SD5367, 5.50%, due 04/01/54
|
709,983
|
|
1,200,328
|
|
Federal Home Loan Mortgage Corp., Pool # SD5470, 5.00%, due 03/01/53
|
1,190,493
|
|
566,884
|
|
Federal Home Loan Mortgage Corp., Pool # SD5730, 3.50%, due 12/01/49
|
517,926
|
|
3,728,082
|
|
Federal Home Loan Mortgage Corp., Pool # SD6405, 4.00%, due 06/01/52
|
3,540,149
|
|
1,090,324
|
|
Federal Home Loan Mortgage Corp., Pool # SD6755, 3.50%, due 11/01/52
|
1,002,719
|
|
775,914
|
|
Federal Home Loan Mortgage Corp., Pool # SD7170, 5.00%, due 12/01/54
|
768,635
|
|
950,196
|
|
Federal Home Loan Mortgage Corp., Pool # SD7334, 5.50%, due 01/01/55
|
959,536
|
|
1,160,827
|
|
Federal Home Loan Mortgage Corp., Pool # SD7408, 5.50%, due 01/01/55
|
1,179,809
|
|
3,360,821
|
|
Federal Home Loan Mortgage Corp., Pool # SD7512, 3.00%, due 02/01/50
|
2,986,368
|
|
1,507,632
|
|
Federal Home Loan Mortgage Corp., Pool # SD7520, 4.00%, due 05/01/50
|
1,431,118
|
|
3,863,116
|
|
Federal Home Loan Mortgage Corp., Pool # SD7521, 2.50%, due 07/01/50
|
3,303,721
|
|
930,967
|
|
Federal Home Loan Mortgage Corp., Pool # SD7543, 2.50%, due 08/01/51
|
794,318
|
|
1,991,479
|
|
Federal Home Loan Mortgage Corp., Pool # SD7548, 2.50%, due 11/01/51
|
1,698,574
|
|
1,356,511
|
|
Federal Home Loan Mortgage Corp., Pool # SD7551, 3.00%, due 01/01/52
|
1,205,758
|
|
6,610,692
|
|
Federal Home Loan Mortgage Corp., Pool # SD7552, 2.50%, due 01/01/52
|
5,630,859
|
|
518,265
|
|
Federal Home Loan Mortgage Corp., Pool # SD7555, 3.00%, due 08/01/52
|
460,499
|
|
2,964,936
|
|
Federal Home Loan Mortgage Corp., Pool # SD7561, 4.00%, due 02/01/53
|
2,802,105
|
|
3,193,167
|
|
Federal Home Loan Mortgage Corp., Pool # SD7563, 4.50%, due 05/01/53
|
3,107,708
|
|
4,083,931
|
|
Federal Home Loan Mortgage Corp., Pool # SD7565, 5.50%, due 09/01/53
|
4,155,274
|
|
2,411,651
|
|
Federal Home Loan Mortgage Corp., Pool # SD7575, 5.50%, due 01/01/55
|
2,455,745
|
|
141,397
|
|
Federal Home Loan Mortgage Corp., Pool # SD8073, 2.00%, due 05/01/50
|
114,458
|
|
3,548,552
|
|
Federal Home Loan Mortgage Corp., Pool # SD8090, 2.00%, due 09/01/50
|
2,866,689
|
|
664,978
|
|
Federal Home Loan Mortgage Corp., Pool # SD8104, 1.50%, due 11/01/50
|
509,816
|
|
513,976
|
|
Federal Home Loan Mortgage Corp., Pool # SD8113, 2.00%, due 12/01/50
|
415,169
|
|
460,735
|
|
Federal Home Loan Mortgage Corp., Pool # SD8121, 2.00%, due 01/01/51
|
371,929
|
|
2,223,450
|
|
Federal Home Loan Mortgage Corp., Pool # SD8128, 2.00%, due 02/01/51
|
1,795,086
|
|
948,152
|
|
Federal Home Loan Mortgage Corp., Pool # SD8134, 2.00%, due 03/01/51
|
764,774
|
|
1,898,761
|
|
Federal Home Loan Mortgage Corp., Pool # SD8140, 2.00%, due 04/01/51
|
1,529,169
|
|
2,835,763
|
|
Federal Home Loan Mortgage Corp., Pool # SD8141, 2.50%, due 04/01/51
|
2,390,567
|
|
6,008,958
|
|
Federal Home Loan Mortgage Corp., Pool # SD8146, 2.00%, due 05/01/51
|
4,842,875
|
|
7,104,838
|
|
Federal Home Loan Mortgage Corp., Pool # SD8147, 2.50%, due 05/01/51
|
5,989,326
|
|
390,906
|
|
Federal Home Loan Mortgage Corp., Pool # SD8150, 2.00%, due 06/01/51
|
314,271
|
|
818,845
|
|
Federal Home Loan Mortgage Corp., Pool # SD8151, 2.50%, due 06/01/51
|
690,523
|
|
1,409,338
|
|
Federal Home Loan Mortgage Corp., Pool # SD8167, 2.50%, due 09/01/51
|
1,182,871
|
|
1,168,670
|
|
Federal Home Loan Mortgage Corp., Pool # SD8199, 2.00%, due 03/01/52
|
939,872
|
|
4,720,736
|
|
Federal Home Loan Mortgage Corp., Pool # SD8206, 3.00%, due 04/01/52
|
4,128,336
|
|
1,536,647
|
|
Federal Home Loan Mortgage Corp., Pool # SD8213, 3.00%, due 05/01/52
|
1,344,128
|
|
841,631
|
|
Federal Home Loan Mortgage Corp., Pool # SD8229, 4.50%, due 05/01/52
|
813,057
|
|
1,351,877
|
|
Federal Home Loan Mortgage Corp., Pool # SD8230, 4.50%, due 06/01/52
|
1,307,185
|
|
10,143,370
|
|
Federal Home Loan Mortgage Corp., Pool # SD8258, 5.00%, due 10/01/52
|
10,056,786
|
|
2,063,521
|
|
Federal Home Loan Mortgage Corp., Pool # SD8267, 5.00%, due 11/01/52
|
2,049,420
|
|
319,790
|
|
Federal Home Loan Mortgage Corp., Pool # SD8278, 6.00%, due 12/01/52
|
327,815
|
|
1,072,106
|
|
Federal Home Loan Mortgage Corp., Pool # SD8289, 5.50%, due 01/01/53
|
1,084,224
|
|
3,449,225
|
|
Federal Home Loan Mortgage Corp., Pool # SD8299, 5.00%, due 02/01/53
|
3,416,401
|
|
2,353,420
|
|
Federal Home Loan Mortgage Corp., Pool # SD8316, 5.50%, due 04/01/53
|
2,373,885
|
|
1,157,588
|
|
Federal Home Loan Mortgage Corp., Pool # SD8474, 5.00%, due 11/01/54
|
1,142,648
|
|
172,410
|
|
Federal Home Loan Mortgage Corp., Pool # SI2130, 6.50%, due 07/01/54
|
178,565
|
|
224,005
|
|
Federal Home Loan Mortgage Corp., Pool # SI2131, 6.50%, due 07/01/54
|
232,003
|
|
187,402
|
|
Federal Home Loan Mortgage Corp., Pool # SI2132, 6.50%, due 07/01/54
|
194,093
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
340,337
|
|
Federal Home Loan Mortgage Corp., Pool # SL0209, 5.00%, due 12/01/54
|
336,405
|
|
1,539,440
|
|
Federal Home Loan Mortgage Corp., Pool # SL0307, 5.50%, due 01/01/55
|
1,566,890
|
|
958,680
|
|
Federal Home Loan Mortgage Corp., Pool # SL0331, 5.50%, due 02/01/55
|
973,242
|
|
693,301
|
|
Federal Home Loan Mortgage Corp., Pool # SL0765, 4.50%, due 02/01/54
|
671,068
|
|
1,735,854
|
|
Federal Home Loan Mortgage Corp., Pool # SL0792, 5.00%, due 09/01/54
|
1,717,138
|
|
642,227
|
|
Federal Home Loan Mortgage Corp., Pool # SL1031, 4.00%, due 01/01/54
|
601,332
|
|
1,168,449
|
|
Federal Home Loan Mortgage Corp., Pool # SL1463, 3.00%, due 08/01/51
|
1,037,287
|
|
1,287,964
|
|
Federal Home Loan Mortgage Corp., Pool # SL1810, 5.50%, due 05/01/55
|
1,304,365
|
|
1,752,083
|
|
Federal Home Loan Mortgage Corp., Pool # SL1854, 4.50%, due 09/01/51
|
1,714,028
|
|
2,537,410
|
|
Federal Home Loan Mortgage Corp., Pool # SL2529, 4.50%, due 04/01/50
|
2,477,222
|
|
3,233,796
|
|
Federal Home Loan Mortgage Corp., Pool # SL3053, 5.50%, due 10/01/55
|
3,288,639
|
|
2,505,177
|
|
Federal Home Loan Mortgage Corp., Pool # SL3134, 4.00%, due 08/01/51
|
2,373,296
|
|
5,342,294
|
|
Federal Home Loan Mortgage Corp., Pool # SL3559, 2.50%, due 04/01/52
|
4,560,242
|
|
5,165,262
|
|
Federal Home Loan Mortgage Corp., Pool # SL3918, 5.00%, due 05/01/54
|
5,146,837
|
|
838,236
|
|
Federal Home Loan Mortgage Corp., Pool # SL4197, 5.00%, due 02/01/56
|
827,571
|
|
380,965
|
|
Federal Home Loan Mortgage Corp., Pool # SL4331, 5.00%, due 06/01/53
|
377,581
|
|
1,720,071
|
|
Federal Home Loan Mortgage Corp., Pool # SL4462, 5.50%, due 10/01/53
|
1,752,280
|
|
2,819,093
|
|
Federal Home Loan Mortgage Corp., Pool # SL4463, 5.50%, due 03/01/56
|
2,870,986
|
|
3,149,337
|
|
Federal Home Loan Mortgage Corp., Pool # SL5325, 6.00%, due 10/01/55
|
3,265,148
|
|
39,008
|
|
Federal Home Loan Mortgage Corp., Pool # V60565, 3.00%, due 06/01/29
|
38,375
|
|
126,037
|
|
Federal Home Loan Mortgage Corp., Pool # V60599, 3.00%, due 09/01/29
|
123,791
|
|
181,994
|
|
Federal Home Loan Mortgage Corp., Pool # V82848, 3.00%, due 12/01/46
|
164,545
|
|
541,218
|
|
Federal Home Loan Mortgage Corp., Pool # ZM1609, 3.50%, due 09/01/46
|
499,760
|
|
175,713
|
|
Federal Home Loan Mortgage Corp., Pool # ZS4727, 4.00%, due 07/01/47
|
166,879
|
|
110,205
|
|
Federal Home Loan Mortgage Corp., Pool # ZS4760, 4.00%, due 03/01/48
|
104,629
|
|
814,548
|
|
Federal Home Loan Mortgage Corp., Pool # ZT0536, 3.50%, due 03/01/48
|
753,695
|
|
265,117
|
|
Federal Home Loan Mortgage Corp., Pool # ZT0657, 6.00%, due 07/01/40
|
280,232
|
|
1,571,186
|
|
Federal Home Loan Mortgage Corp., Pool # ZT0789, 4.00%, due 10/01/48
|
1,487,563
|
|
284,613
|
|
Federal Home Loan Mortgage Corp., Pool # ZT2100, 3.00%, due 04/01/47
|
253,796
|
|
4,308,286
|
|
Federal Home Loan Mortgage Corp., Pool # ZT2475, 4.50%, due 12/01/48
|
4,196,645
|
|
11,044,626
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates,
Series K106, Class X1, 1.44%, due 01/25/30(e)
|
446,814
|
|
23,133
|
|
Federal Home Loan Mortgage Corp. Reference REMIC, Series R007, Class ZA, 6.00%,
due 05/15/36
|
23,946
|
|
380,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2022-DNA3,
Class M1B, 6.53%, (30 day USD SOFR Average + 2.90%), due 04/25/42(c) 144A
|
385,690
|
|
119,101
|
|
Federal National Mortgage Association, Pool # 745148, 5.00%, due 01/01/36
|
120,171
|
|
121,871
|
|
Federal National Mortgage Association, Pool # 932807, 4.00%, due 09/01/40
|
118,356
|
|
66,645
|
|
Federal National Mortgage Association, Pool # 983471, 5.50%, due 05/01/38
|
68,185
|
|
133,857
|
|
Federal National Mortgage Association, Pool # 985184, 5.50%, due 08/01/38
|
137,229
|
|
102,974
|
|
Federal National Mortgage Association, Pool # 995245, 5.00%, due 01/01/39
|
103,447
|
|
238,432
|
|
Federal National Mortgage Association, Pool # AB6212, 3.00%, due 09/01/42
|
216,309
|
|
388,313
|
|
Federal National Mortgage Association, Pool # AB6802, 3.50%, due 11/01/42
|
362,922
|
|
99,368
|
|
Federal National Mortgage Association, Pool # AB7059, 2.50%, due 11/01/42
|
87,732
|
|
181,448
|
|
Federal National Mortgage Association, Pool # AB8703, 3.00%, due 03/01/38
|
168,462
|
|
76,570
|
|
Federal National Mortgage Association, Pool # AB9383, 4.00%, due 05/01/43
|
73,743
|
|
619,065
|
|
Federal National Mortgage Association, Pool # AB9659, 3.00%, due 06/01/43
|
560,426
|
|
1,133,180
|
|
Federal National Mortgage Association, Pool # AC3668, 4.50%, due 10/01/39
|
1,121,255
|
|
120,559
|
|
Federal National Mortgage Association, Pool # AD9153, 4.50%, due 08/01/40
|
119,290
|
|
85,340
|
|
Federal National Mortgage Association, Pool # AE0469, 6.00%, due 12/01/39
|
88,266
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
259,812
|
|
Federal National Mortgage Association, Pool # AH4404, 4.00%, due 01/01/41
|
251,591
|
|
49,104
|
|
Federal National Mortgage Association, Pool # AI1892, 5.00%, due 05/01/41
|
49,547
|
|
251,052
|
|
Federal National Mortgage Association, Pool # AI4815, 4.50%, due 06/01/41
|
248,409
|
|
212,752
|
|
Federal National Mortgage Association, Pool # AJ9278, 3.50%, due 12/01/41
|
199,151
|
|
107,305
|
|
Federal National Mortgage Association, Pool # AJ9317, 4.00%, due 01/01/42
|
103,599
|
|
216,430
|
|
Federal National Mortgage Association, Pool # AL0215, 4.50%, due 04/01/41
|
214,151
|
|
415,066
|
|
Federal National Mortgage Association, Pool # AL1895, 3.50%, due 06/01/42
|
388,185
|
|
249,004
|
|
Federal National Mortgage Association, Pool # AL2466, 4.00%, due 09/01/42
|
240,276
|
|
285,008
|
|
Federal National Mortgage Association, Pool # AL3000, 3.50%, due 12/01/42
|
265,955
|
|
335,691
|
|
Federal National Mortgage Association, Pool # AL3316, 3.50%, due 03/01/43
|
313,320
|
|
354,392
|
|
Federal National Mortgage Association, Pool # AL6663, 4.00%, due 03/01/39
|
341,489
|
|
430,555
|
|
Federal National Mortgage Association, Pool # AL7594, 3.50%, due 08/01/45
|
400,509
|
|
331,720
|
|
Federal National Mortgage Association, Pool # AL8191, 4.00%, due 12/01/45
|
314,639
|
|
86,736
|
|
Federal National Mortgage Association, Pool # AL9657, 3.50%, due 01/01/47
|
80,494
|
|
50,027
|
|
Federal National Mortgage Association, Pool # AO4109, 4.00%, due 06/01/42
|
48,211
|
|
123,920
|
|
Federal National Mortgage Association, Pool # AQ7923, 3.00%, due 12/01/42
|
112,440
|
|
236,551
|
|
Federal National Mortgage Association, Pool # AS5133, 3.50%, due 06/01/45
|
220,044
|
|
96,213
|
|
Federal National Mortgage Association, Pool # AS6188, 3.50%, due 11/01/45
|
89,499
|
|
54,115
|
|
Federal National Mortgage Association, Pool # AS6286, 4.00%, due 12/01/45
|
51,635
|
|
76,987
|
|
Federal National Mortgage Association, Pool # AS6304, 4.00%, due 12/01/45
|
73,507
|
|
121,333
|
|
Federal National Mortgage Association, Pool # AS6452, 3.50%, due 01/01/46
|
112,739
|
|
56,732
|
|
Federal National Mortgage Association, Pool # AS7693, 2.00%, due 08/01/31
|
53,952
|
|
145,642
|
|
Federal National Mortgage Association, Pool # AS8073, 2.50%, due 10/01/46
|
124,723
|
|
1,260,368
|
|
Federal National Mortgage Association, Pool # AS8483, 3.00%, due 12/01/46
|
1,124,419
|
|
1,499,958
|
|
Federal National Mortgage Association, Pool # AS8706, 2.50%, due 02/01/32
|
1,436,883
|
|
83,402
|
|
Federal National Mortgage Association, Pool # AZ3743, 3.50%, due 11/01/45
|
77,560
|
|
141,329
|
|
Federal National Mortgage Association, Pool # BC9468, 3.00%, due 06/01/46
|
125,905
|
|
337,252
|
|
Federal National Mortgage Association, Pool # BK1023, 4.50%, due 02/01/48
|
325,616
|
|
152,399
|
|
Federal National Mortgage Association, Pool # BK7611, 4.50%, due 09/01/48
|
148,912
|
|
93,536
|
|
Federal National Mortgage Association, Pool # BM1013, 3.50%, due 03/01/47
|
86,804
|
|
498,242
|
|
Federal National Mortgage Association, Pool # BM1573, 3.50%, due 07/01/47
|
460,114
|
|
510,361
|
|
Federal National Mortgage Association, Pool # BM1972, 3.50%, due 10/01/37
|
485,041
|
|
388,726
|
|
Federal National Mortgage Association, Pool # BM3033, 3.00%, due 10/01/47
|
348,216
|
|
134,677
|
|
Federal National Mortgage Association, Pool # BM3258, 3.00%, due 02/01/47
|
121,600
|
|
266,073
|
|
Federal National Mortgage Association, Pool # BM3332, 3.50%, due 01/01/48
|
245,683
|
|
184,933
|
|
Federal National Mortgage Association, Pool # BM3491, 4.50%, due 01/01/38
|
184,576
|
|
108,413
|
|
Federal National Mortgage Association, Pool # BM3628, 3.50%, due 03/01/48
|
100,045
|
|
540,299
|
|
Federal National Mortgage Association, Pool # BM3641, 4.00%, due 04/01/48
|
512,966
|
|
294,574
|
|
Federal National Mortgage Association, Pool # BM4377, 6.17%, (1 yr. USD RFUCC +
1.87%), due 04/01/38(c)
|
306,058
|
|
369,000
|
|
Federal National Mortgage Association, Pool # BM4896, 3.00%, due 02/01/47
|
333,913
|
|
1,516,507
|
|
Federal National Mortgage Association, Pool # BM5019, 4.00%, due 12/01/47
|
1,435,083
|
|
455,276
|
|
Federal National Mortgage Association, Pool # BM5213, 3.00%, due 07/01/45
|
409,793
|
|
110,910
|
|
Federal National Mortgage Association, Pool # BM5293, 3.50%, due 02/01/49
|
102,042
|
|
77,171
|
|
Federal National Mortgage Association, Pool # BM5874, 4.00%, due 01/01/48
|
73,635
|
|
175,010
|
|
Federal National Mortgage Association, Pool # BM5950, 3.00%, due 11/01/48
|
156,827
|
|
302,537
|
|
Federal National Mortgage Association, Pool # BM6482, 6.02%, (1 yr. USD RFUCC +
1.58%), due 04/01/47(c)
|
314,558
|
|
138,873
|
|
Federal National Mortgage Association, Pool # BO1420, 3.50%, due 09/01/49
|
127,480
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
287,974
|
|
Federal National Mortgage Association, Pool # BO5387, 3.50%, due 12/01/49
|
265,545
|
|
384,466
|
|
Federal National Mortgage Association, Pool # BQ3138, 2.50%, due 10/01/50
|
328,065
|
|
2,024,152
|
|
Federal National Mortgage Association, Pool # BU7899, 2.50%, due 01/01/52
|
1,726,241
|
|
997,406
|
|
Federal National Mortgage Association, Pool # BV8474, 3.00%, due 05/01/52
|
884,633
|
|
584,666
|
|
Federal National Mortgage Association, Pool # CA0623, 4.50%, due 10/01/47
|
572,830
|
|
373,274
|
|
Federal National Mortgage Association, Pool # CA0655, 3.50%, due 11/01/47
|
345,152
|
|
231,246
|
|
Federal National Mortgage Association, Pool # CA0855, 3.50%, due 12/01/47
|
213,109
|
|
2,373,699
|
|
Federal National Mortgage Association, Pool # CA3861, 3.50%, due 07/01/49
|
2,183,626
|
|
485,267
|
|
Federal National Mortgage Association, Pool # CA3986, 5.00%, due 08/01/49
|
486,100
|
|
355,178
|
|
Federal National Mortgage Association, Pool # CA4149, 3.00%, due 09/01/49
|
310,153
|
|
422,255
|
|
Federal National Mortgage Association, Pool # CA5556, 3.50%, due 04/01/50
|
387,350
|
|
1,274,652
|
|
Federal National Mortgage Association, Pool # CA6432, 3.50%, due 07/01/50
|
1,174,523
|
|
881,391
|
|
Federal National Mortgage Association, Pool # CA6738, 3.00%, due 08/01/50
|
776,455
|
|
1,997,076
|
|
Federal National Mortgage Association, Pool # CA6840, 2.00%, due 09/01/35
|
1,826,351
|
|
616,306
|
|
Federal National Mortgage Association, Pool # CA6909, 2.50%, due 09/01/50
|
526,569
|
|
1,973,046
|
|
Federal National Mortgage Association, Pool # CA7955, 2.00%, due 11/01/35
|
1,801,900
|
|
735,253
|
|
Federal National Mortgage Association, Pool # CA9171, 2.00%, due 02/01/51
|
592,795
|
|
213,437
|
|
Federal National Mortgage Association, Pool # CA9303, 3.00%, due 02/01/51
|
188,356
|
|
4,563,777
|
|
Federal National Mortgage Association, Pool # CB0671, 2.50%, due 06/01/51
|
3,915,621
|
|
1,002,809
|
|
Federal National Mortgage Association, Pool # CB0855, 3.00%, due 06/01/51
|
884,034
|
|
1,112,449
|
|
Federal National Mortgage Association, Pool # CB1273, 2.00%, due 08/01/51
|
902,793
|
|
1,395,983
|
|
Federal National Mortgage Association, Pool # CB1878, 3.00%, due 10/01/51
|
1,239,281
|
|
420,420
|
|
Federal National Mortgage Association, Pool # CB2287, 2.50%, due 12/01/51
|
357,497
|
|
4,344,657
|
|
Federal National Mortgage Association, Pool # CB2857, 2.50%, due 02/01/52
|
3,714,087
|
|
955,944
|
|
Federal National Mortgage Association, Pool # CB2889, 3.00%, due 02/01/52
|
835,986
|
|
348,253
|
|
Federal National Mortgage Association, Pool # CB3126, 3.50%, due 03/01/52
|
319,990
|
|
653,400
|
|
Federal National Mortgage Association, Pool # CB3158, 2.50%, due 03/01/52
|
556,599
|
|
1,162,265
|
|
Federal National Mortgage Association, Pool # CB3168, 3.00%, due 03/01/52
|
1,025,717
|
|
1,682,869
|
|
Federal National Mortgage Association, Pool # CB3512, 4.00%, due 05/01/52
|
1,581,946
|
|
588,431
|
|
Federal National Mortgage Association, Pool # CB3601, 3.50%, due 05/01/52
|
537,062
|
|
1,374,964
|
|
Federal National Mortgage Association, Pool # CB3606, 3.50%, due 05/01/52
|
1,249,066
|
|
834,918
|
|
Federal National Mortgage Association, Pool # CB3618, 4.00%, due 05/01/52
|
783,753
|
|
836,069
|
|
Federal National Mortgage Association, Pool # CB3865, 4.50%, due 06/01/52
|
809,896
|
|
603,198
|
|
Federal National Mortgage Association, Pool # CB3910, 4.00%, due 06/01/52
|
565,691
|
|
342,405
|
|
Federal National Mortgage Association, Pool # CB4028, 4.50%, due 07/01/52
|
331,502
|
|
650,209
|
|
Federal National Mortgage Association, Pool # CB4040, 5.00%, due 07/01/52
|
645,833
|
|
661,698
|
|
Federal National Mortgage Association, Pool # CB4090, 4.00%, due 07/01/52
|
621,541
|
|
1,228,008
|
|
Federal National Mortgage Association, Pool # CB4101, 4.50%, due 07/01/52
|
1,188,901
|
|
814,715
|
|
Federal National Mortgage Association, Pool # CB4300, 4.50%, due 08/01/52
|
788,847
|
|
998,984
|
|
Federal National Mortgage Association, Pool # CB4304, 4.50%, due 08/01/52
|
970,313
|
|
1,682,304
|
|
Federal National Mortgage Association, Pool # CB4337, 4.50%, due 08/01/52
|
1,635,856
|
|
3,826,388
|
|
Federal National Mortgage Association, Pool # CB4352, 5.00%, due 08/01/52
|
3,823,924
|
|
3,009,685
|
|
Federal National Mortgage Association, Pool # CB4354, 5.00%, due 08/01/52
|
3,002,562
|
|
818,431
|
|
Federal National Mortgage Association, Pool # CB4384, 4.50%, due 08/01/52
|
792,368
|
|
1,172,205
|
|
Federal National Mortgage Association, Pool # CB4387, 4.50%, due 08/01/52
|
1,132,238
|
|
660,827
|
|
Federal National Mortgage Association, Pool # CB4562, 5.00%, due 09/01/52
|
654,948
|
|
403,112
|
|
Federal National Mortgage Association, Pool # CB4675, 4.50%, due 09/01/52
|
389,254
|
|
1,484,089
|
|
Federal National Mortgage Association, Pool # CB5434, 5.00%, due 01/01/53
|
1,479,520
|
|
1,854,920
|
|
Federal National Mortgage Association, Pool # CB5473, 6.00%, due 01/01/53
|
1,935,835
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
1,161,211
|
|
Federal National Mortgage Association, Pool # CB6059, 5.00%, due 04/01/53
|
1,154,440
|
|
1,164,851
|
|
Federal National Mortgage Association, Pool # CB6179, 5.00%, due 05/01/53
|
1,157,107
|
|
2,586,626
|
|
Federal National Mortgage Association, Pool # CB8139, 5.50%, due 03/01/54
|
2,620,386
|
|
647,469
|
|
Federal National Mortgage Association, Pool # CB8978, 5.00%, due 08/01/54
|
641,207
|
|
952,331
|
|
Federal National Mortgage Association, Pool # CB9463, 5.00%, due 11/01/54
|
948,260
|
|
419,436
|
|
Federal National Mortgage Association, Pool # CB9485, 5.50%, due 11/01/54
|
425,358
|
|
1,606,999
|
|
Federal National Mortgage Association, Pool # CB9630, 4.50%, due 12/01/54
|
1,547,920
|
|
1,694,756
|
|
Federal National Mortgage Association, Pool # CB9649, 5.00%, due 12/01/54
|
1,679,674
|
|
1,103,872
|
|
Federal National Mortgage Association, Pool # CC0525, 5.50%, due 06/01/55
|
1,117,882
|
|
410,840
|
|
Federal National Mortgage Association, Pool # CC0532, 5.50%, due 06/01/55
|
417,362
|
|
476,530
|
|
Federal National Mortgage Association, Pool # CC0854, 5.50%, due 08/01/55
|
481,337
|
|
2,317,074
|
|
Federal National Mortgage Association, Pool # CC1520, 5.50%, due 11/01/55
|
2,345,205
|
|
1,834,997
|
|
Federal National Mortgage Association, Pool # CC2376, 5.00%, due 04/01/56
|
1,813,279
|
|
1,325,891
|
|
Federal National Mortgage Association, Pool # FA0018, 2.50%, due 04/01/52
|
1,127,271
|
|
2,241,524
|
|
Federal National Mortgage Association, Pool # FA0151, 5.00%, due 11/01/54
|
2,227,570
|
|
815,043
|
|
Federal National Mortgage Association, Pool # FA0243, 5.50%, due 12/01/54
|
827,552
|
|
644,694
|
|
Federal National Mortgage Association, Pool # FA1034, 3.50%, due 08/01/53
|
591,841
|
|
393,163
|
|
Federal National Mortgage Association, Pool # FA1626, 4.00%, due 09/01/52
|
369,411
|
|
990,025
|
|
Federal National Mortgage Association, Pool # FA1655, 3.50%, due 12/01/52
|
908,158
|
|
4,973,615
|
|
Federal National Mortgage Association, Pool # FA1943, 5.50%, due 05/01/55
|
5,041,505
|
|
2,113,770
|
|
Federal National Mortgage Association, Pool # FA2293, 5.50%, due 08/01/55
|
2,138,922
|
|
305,572
|
|
Federal National Mortgage Association, Pool # FA2696, 5.50%, due 09/01/55
|
310,547
|
|
1,217,054
|
|
Federal National Mortgage Association, Pool # FA3521, 3.00%, due 09/01/52
|
1,078,037
|
|
2,838,819
|
|
Federal National Mortgage Association, Pool # FA3662, 5.50%, due 10/01/55
|
2,885,033
|
|
2,350,711
|
|
Federal National Mortgage Association, Pool # FA4511, 4.50%, due 01/01/56
|
2,262,047
|
|
2,061,872
|
|
Federal National Mortgage Association, Pool # FA4608, 3.00%, due 08/01/52
|
1,816,969
|
|
2,377,830
|
|
Federal National Mortgage Association, Pool # FA4882, 6.00%, due 01/01/56
|
2,478,158
|
|
2,636,369
|
|
Federal National Mortgage Association, Pool # FA4915, 3.50%, due 02/01/53
|
2,405,808
|
|
740,776
|
|
Federal National Mortgage Association, Pool # FA5322, 5.00%, due 04/01/56
|
732,291
|
|
551,105
|
|
Federal National Mortgage Association, Pool # FM0030, 3.00%, due 02/01/49
|
493,435
|
|
146,241
|
|
Federal National Mortgage Association, Pool # FM1001, 3.50%, due 11/01/48
|
133,740
|
|
108,841
|
|
Federal National Mortgage Association, Pool # FM1347, 3.00%, due 12/01/48
|
97,545
|
|
424,853
|
|
Federal National Mortgage Association, Pool # FM1467, 3.00%, due 12/01/47
|
382,608
|
|
3,407,813
|
|
Federal National Mortgage Association, Pool # FM1534, 4.50%, due 09/01/49
|
3,326,508
|
|
418,759
|
|
Federal National Mortgage Association, Pool # FM1588, 3.00%, due 10/01/49
|
374,270
|
|
237,215
|
|
Federal National Mortgage Association, Pool # FM1715, 3.00%, due 12/01/45
|
213,504
|
|
337,676
|
|
Federal National Mortgage Association, Pool # FM1790, 3.00%, due 11/01/49
|
294,868
|
|
231,413
|
|
Federal National Mortgage Association, Pool # FM1864, 3.00%, due 11/01/49
|
205,682
|
|
1,379,375
|
|
Federal National Mortgage Association, Pool # FM2226, 3.00%, due 09/01/46
|
1,248,219
|
|
588,372
|
|
Federal National Mortgage Association, Pool # FM2274, 4.00%, due 08/01/49
|
557,722
|
|
270,179
|
|
Federal National Mortgage Association, Pool # FM2336, 4.00%, due 01/01/50
|
256,255
|
|
300,858
|
|
Federal National Mortgage Association, Pool # FM2461, 3.50%, due 03/01/50
|
274,894
|
|
394,650
|
|
Federal National Mortgage Association, Pool # FM2570, 4.50%, due 04/01/48
|
390,496
|
|
710,107
|
|
Federal National Mortgage Association, Pool # FM2664, 3.50%, due 03/01/50
|
645,458
|
|
927,561
|
|
Federal National Mortgage Association, Pool # FM2725, 3.00%, due 02/01/50
|
811,403
|
|
976,695
|
|
Federal National Mortgage Association, Pool # FM3250, 3.50%, due 05/01/50
|
897,079
|
|
546,042
|
|
Federal National Mortgage Association, Pool # FM4330, 2.50%, due 10/01/50
|
467,385
|
|
2,243,167
|
|
Federal National Mortgage Association, Pool # FM4765, 2.00%, due 11/01/50
|
1,835,575
|
|
22,214
|
|
Federal National Mortgage Association, Pool # FM5035, 4.00%, due 07/01/50
|
21,086
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
639,959
|
|
Federal National Mortgage Association, Pool # FM6039, 3.50%, due 06/01/50
|
586,835
|
|
1,601,186
|
|
Federal National Mortgage Association, Pool # FM6497, 2.00%, due 03/01/51
|
1,311,886
|
|
577,975
|
|
Federal National Mortgage Association, Pool # FM6585, 3.50%, due 11/01/40
|
543,899
|
|
589,621
|
|
Federal National Mortgage Association, Pool # FM7341, 4.00%, due 03/01/48
|
561,259
|
|
908,373
|
|
Federal National Mortgage Association, Pool # FM7785, 4.00%, due 05/01/49
|
862,415
|
|
1,417,551
|
|
Federal National Mortgage Association, Pool # FM7794, 4.00%, due 01/01/50
|
1,342,924
|
|
2,366,390
|
|
Federal National Mortgage Association, Pool # FM8029, 2.50%, due 07/01/51
|
2,012,428
|
|
1,373,647
|
|
Federal National Mortgage Association, Pool # FM8216, 4.00%, due 11/01/48
|
1,300,482
|
|
727,047
|
|
Federal National Mortgage Association, Pool # FM8325, 2.50%, due 07/01/35
|
689,269
|
|
687,146
|
|
Federal National Mortgage Association, Pool # FM8451, 2.50%, due 08/01/51
|
587,405
|
|
1,149,695
|
|
Federal National Mortgage Association, Pool # FM8603, 4.00%, due 09/01/49
|
1,091,533
|
|
3,797,379
|
|
Federal National Mortgage Association, Pool # FM8779, 2.50%, due 09/01/51
|
3,245,821
|
|
2,584,838
|
|
Federal National Mortgage Association, Pool # FM9000, 2.00%, due 06/01/51
|
2,104,913
|
|
1,105,127
|
|
Federal National Mortgage Association, Pool # FM9461, 3.50%, due 11/01/51
|
1,009,839
|
|
775,838
|
|
Federal National Mortgage Association, Pool # FM9726, 2.50%, due 11/01/51
|
663,761
|
|
455,932
|
|
Federal National Mortgage Association, Pool # FM9977, 4.00%, due 02/01/50
|
431,241
|
|
1,080,557
|
|
Federal National Mortgage Association, Pool # FP0077, 3.50%, due 03/01/51
|
989,652
|
|
831,814
|
|
Federal National Mortgage Association, Pool # FS0027, 2.50%, due 11/01/51
|
713,497
|
|
903,302
|
|
Federal National Mortgage Association, Pool # FS0194, 2.50%, due 01/01/52
|
771,170
|
|
1,682,737
|
|
Federal National Mortgage Association, Pool # FS0715, 3.00%, due 01/01/52
|
1,491,576
|
|
302,732
|
|
Federal National Mortgage Association, Pool # FS0717, 3.00%, due 02/01/52
|
266,853
|
|
1,246,361
|
|
Federal National Mortgage Association, Pool # FS0759, 3.50%, due 02/01/52
|
1,141,847
|
|
375,957
|
|
Federal National Mortgage Association, Pool # FS1201, 3.00%, due 01/01/50
|
328,878
|
|
435,492
|
|
Federal National Mortgage Association, Pool # FS1285, 3.50%, due 02/01/52
|
399,643
|
|
327,753
|
|
Federal National Mortgage Association, Pool # FS1427, 3.00%, due 02/01/50
|
291,293
|
|
2,084,265
|
|
Federal National Mortgage Association, Pool # FS1533, 3.00%, due 04/01/52
|
1,840,744
|
|
1,227,356
|
|
Federal National Mortgage Association, Pool # FS1871, 3.00%, due 05/01/52
|
1,083,863
|
|
1,949,019
|
|
Federal National Mortgage Association, Pool # FS1875, 3.00%, due 05/01/52
|
1,726,923
|
|
2,293,844
|
|
Federal National Mortgage Association, Pool # FS1938, 2.50%, due 02/01/52
|
1,958,541
|
|
1,053,466
|
|
Federal National Mortgage Association, Pool # FS1976, 4.00%, due 08/01/51
|
996,580
|
|
339,246
|
|
Federal National Mortgage Association, Pool # FS2060, 4.00%, due 06/01/52
|
320,138
|
|
866,027
|
|
Federal National Mortgage Association, Pool # FS2187, 4.00%, due 06/01/52
|
817,677
|
|
1,294,201
|
|
Federal National Mortgage Association, Pool # FS2896, 4.50%, due 09/01/52
|
1,258,346
|
|
375,960
|
|
Federal National Mortgage Association, Pool # FS2969, 4.50%, due 10/01/52
|
365,544
|
|
1,488,972
|
|
Federal National Mortgage Association, Pool # FS3036, 4.50%, due 10/01/52
|
1,444,162
|
|
1,732,036
|
|
Federal National Mortgage Association, Pool # FS3040, 3.00%, due 12/01/51
|
1,526,673
|
|
1,555,589
|
|
Federal National Mortgage Association, Pool # FS3046, 5.00%, due 10/01/52
|
1,551,445
|
|
508,440
|
|
Federal National Mortgage Association, Pool # FS3067, 4.00%, due 07/01/52
|
478,844
|
|
498,506
|
|
Federal National Mortgage Association, Pool # FS3139, 4.50%, due 10/01/52
|
481,149
|
|
342,861
|
|
Federal National Mortgage Association, Pool # FS3276, 4.50%, due 12/01/37
|
339,566
|
|
225,058
|
|
Federal National Mortgage Association, Pool # FS3310, 4.50%, due 11/01/37
|
223,171
|
|
794,761
|
|
Federal National Mortgage Association, Pool # FS3332, 5.50%, due 12/01/52
|
808,916
|
|
749,346
|
|
Federal National Mortgage Association, Pool # FS3417, 5.00%, due 12/01/52
|
745,291
|
|
1,473,750
|
|
Federal National Mortgage Association, Pool # FS3560, 4.50%, due 04/01/53
|
1,427,615
|
|
1,667,431
|
|
Federal National Mortgage Association, Pool # FS4223, 4.50%, due 05/01/47
|
1,645,799
|
|
967,803
|
|
Federal National Mortgage Association, Pool # FS4312, 4.50%, due 03/01/53
|
936,749
|
|
921,501
|
|
Federal National Mortgage Association, Pool # FS4758, 2.50%, due 01/01/36
|
866,718
|
|
762,629
|
|
Federal National Mortgage Association, Pool # FS5171, 3.00%, due 12/01/51
|
674,053
|
|
314,051
|
|
Federal National Mortgage Association, Pool # FS5263, 4.50%, due 05/01/53
|
304,880
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
1,138,604
|
|
Federal National Mortgage Association, Pool # FS5349, 4.00%, due 10/01/52
|
1,070,727
|
|
718,020
|
|
Federal National Mortgage Association, Pool # FS5656, 5.50%, due 08/01/53
|
730,045
|
|
1,318,046
|
|
Federal National Mortgage Association, Pool # FS5871, 2.00%, due 07/01/51
|
1,065,487
|
|
1,465,388
|
|
Federal National Mortgage Association, Pool # FS5912, 4.00%, due 05/01/52
|
1,377,772
|
|
362,824
|
|
Federal National Mortgage Association, Pool # FS6158, 4.00%, due 07/01/52
|
341,064
|
|
1,248,913
|
|
Federal National Mortgage Association, Pool # FS6255, 3.50%, due 08/01/52
|
1,142,447
|
|
608,113
|
|
Federal National Mortgage Association, Pool # FS6431, 3.50%, due 09/01/52
|
555,745
|
|
360,998
|
|
Federal National Mortgage Association, Pool # FS6645, 3.00%, due 05/01/52
|
321,004
|
|
1,732,725
|
|
Federal National Mortgage Association, Pool # FS7227, 5.00%, due 03/01/54
|
1,710,478
|
|
554,084
|
|
Federal National Mortgage Association, Pool # FS7249, 4.50%, due 10/01/52
|
537,889
|
|
1,992,988
|
|
Federal National Mortgage Association, Pool # FS7262, 4.00%, due 11/01/53
|
1,879,351
|
|
808,062
|
|
Federal National Mortgage Association, Pool # FS7381, 3.50%, due 09/01/52
|
736,469
|
|
1,710,154
|
|
Federal National Mortgage Association, Pool # FS7404, 3.50%, due 01/01/48
|
1,581,924
|
|
2,527,464
|
|
Federal National Mortgage Association, Pool # FS7948, 2.50%, due 04/01/52
|
2,161,336
|
|
1,518,330
|
|
Federal National Mortgage Association, Pool # FS8121, 4.00%, due 07/01/52
|
1,428,420
|
|
787,194
|
|
Federal National Mortgage Association, Pool # FS8125, 5.50%, due 05/01/54
|
795,679
|
|
1,043,546
|
|
Federal National Mortgage Association, Pool # FS8422, 4.00%, due 09/01/53
|
980,855
|
|
1,063,192
|
|
Federal National Mortgage Association, Pool # FS8552, 3.00%, due 05/01/52
|
941,866
|
|
2,376,678
|
|
Federal National Mortgage Association, Pool # FS9027, 5.50%, due 07/01/53
|
2,414,627
|
|
531,561
|
|
Federal National Mortgage Association, Pool # FS9784, 5.50%, due 11/01/54
|
539,428
|
|
83,994
|
|
Federal National Mortgage Association, Pool # MA2781, 2.50%, due 10/01/46
|
72,339
|
|
2,009,718
|
|
Federal National Mortgage Association, Pool # MA2863, 3.00%, due 01/01/47
|
1,795,303
|
|
241,322
|
|
Federal National Mortgage Association, Pool # MA3058, 4.00%, due 07/01/47
|
227,099
|
|
208,603
|
|
Federal National Mortgage Association, Pool # MA3076, 2.50%, due 07/01/32
|
199,144
|
|
67,766
|
|
Federal National Mortgage Association, Pool # MA3087, 3.50%, due 08/01/47
|
62,329
|
|
236,129
|
|
Federal National Mortgage Association, Pool # MA3114, 2.50%, due 08/01/32
|
225,693
|
|
219,902
|
|
Federal National Mortgage Association, Pool # MA3124, 2.50%, due 09/01/32
|
210,183
|
|
44,325
|
|
Federal National Mortgage Association, Pool # MA3155, 3.00%, due 10/01/32
|
42,779
|
|
2,595,845
|
|
Federal National Mortgage Association, Pool # MA3182, 3.50%, due 11/01/47
|
2,389,246
|
|
5,513,864
|
|
Federal National Mortgage Association, Pool # MA3210, 3.50%, due 12/01/47
|
5,066,838
|
|
109,346
|
|
Federal National Mortgage Association, Pool # MA3211, 4.00%, due 12/01/47
|
104,085
|
|
2,778,024
|
|
Federal National Mortgage Association, Pool # MA3238, 3.50%, due 01/01/48
|
2,554,393
|
|
199,143
|
|
Federal National Mortgage Association, Pool # MA3332, 3.50%, due 04/01/48
|
182,535
|
|
45,679
|
|
Federal National Mortgage Association, Pool # MA3364, 3.50%, due 05/01/33
|
44,561
|
|
41,645
|
|
Federal National Mortgage Association, Pool # MA3385, 4.50%, due 06/01/48
|
40,537
|
|
60,481
|
|
Federal National Mortgage Association, Pool # MA3442, 3.50%, due 08/01/48
|
55,620
|
|
177,983
|
|
Federal National Mortgage Association, Pool # MA3496, 4.50%, due 10/01/48
|
173,379
|
|
47,152
|
|
Federal National Mortgage Association, Pool # MA3521, 4.00%, due 11/01/48
|
44,756
|
|
188,222
|
|
Federal National Mortgage Association, Pool # MA3522, 4.50%, due 11/01/48
|
183,353
|
|
156,710
|
|
Federal National Mortgage Association, Pool # MA3537, 4.50%, due 12/01/48
|
152,604
|
|
493,361
|
|
Federal National Mortgage Association, Pool # MA3871, 3.00%, due 12/01/49
|
436,159
|
|
3,188,899
|
|
Federal National Mortgage Association, Pool # MA3937, 3.00%, due 02/01/50
|
2,812,717
|
|
102,005
|
|
Federal National Mortgage Association, Pool # MA3960, 3.00%, due 03/01/50
|
90,023
|
|
589,409
|
|
Federal National Mortgage Association, Pool # MA4018, 2.00%, due 05/01/50
|
477,037
|
|
102,302
|
|
Federal National Mortgage Association, Pool # MA4120, 2.50%, due 09/01/50
|
86,489
|
|
1,320,716
|
|
Federal National Mortgage Association, Pool # MA4158, 2.00%, due 10/01/50
|
1,066,546
|
|
855,362
|
|
Federal National Mortgage Association, Pool # MA4159, 2.50%, due 10/01/50
|
722,181
|
|
348,770
|
|
Federal National Mortgage Association, Pool # MA4181, 1.50%, due 11/01/50
|
267,995
|
|
3,031,347
|
|
Federal National Mortgage Association, Pool # MA4182, 2.00%, due 11/01/50
|
2,445,261
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
256,611
|
|
Federal National Mortgage Association, Pool # MA4204, 2.00%, due 12/01/40
|
224,220
|
|
627,199
|
|
Federal National Mortgage Association, Pool # MA4208, 2.00%, due 12/01/50
|
505,933
|
|
2,982,548
|
|
Federal National Mortgage Association, Pool # MA4209, 1.50%, due 12/01/50
|
2,294,578
|
|
394,479
|
|
Federal National Mortgage Association, Pool # MA4232, 2.00%, due 01/01/41
|
344,218
|
|
420,203
|
|
Federal National Mortgage Association, Pool # MA4236, 1.50%, due 01/01/51
|
322,622
|
|
1,486,999
|
|
Federal National Mortgage Association, Pool # MA4237, 2.00%, due 01/01/51
|
1,199,494
|
|
720,625
|
|
Federal National Mortgage Association, Pool # MA4238, 2.50%, due 01/01/51
|
608,488
|
|
833,638
|
|
Federal National Mortgage Association, Pool # MA4254, 1.50%, due 02/01/51
|
639,122
|
|
1,675,352
|
|
Federal National Mortgage Association, Pool # MA4255, 2.00%, due 02/01/51
|
1,353,100
|
|
402,797
|
|
Federal National Mortgage Association, Pool # MA4268, 2.00%, due 02/01/41
|
351,212
|
|
84,978
|
|
Federal National Mortgage Association, Pool # MA4281, 2.00%, due 03/01/51
|
68,500
|
|
6,648,919
|
|
Federal National Mortgage Association, Pool # MA4305, 2.00%, due 04/01/51
|
5,369,910
|
|
1,242,085
|
|
Federal National Mortgage Association, Pool # MA4326, 2.50%, due 05/01/51
|
1,048,218
|
|
225,021
|
|
Federal National Mortgage Association, Pool # MA4333, 2.00%, due 05/01/41
|
195,785
|
|
265,607
|
|
Federal National Mortgage Association, Pool # MA4356, 2.50%, due 06/01/51
|
223,826
|
|
321,153
|
|
Federal National Mortgage Association, Pool # MA4380, 3.00%, due 07/01/51
|
282,116
|
|
367,652
|
|
Federal National Mortgage Association, Pool # MA4399, 2.50%, due 08/01/51
|
310,094
|
|
778,570
|
|
Federal National Mortgage Association, Pool # MA4549, 3.00%, due 02/01/52
|
681,073
|
|
3,530,607
|
|
Federal National Mortgage Association, Pool # MA4563, 2.50%, due 03/01/52
|
2,969,194
|
|
1,681,127
|
|
Federal National Mortgage Association, Pool # MA4565, 3.50%, due 03/01/52
|
1,532,386
|
|
1,116,538
|
|
Federal National Mortgage Association, Pool # MA4580, 3.50%, due 04/01/52
|
1,014,516
|
|
2,176,547
|
|
Federal National Mortgage Association, Pool # MA4597, 2.00%, due 05/01/52
|
1,746,769
|
|
278,640
|
|
Federal National Mortgage Association, Pool # MA4600, 3.50%, due 05/01/52
|
253,125
|
|
1,139,112
|
|
Federal National Mortgage Association, Pool # MA4618, 4.00%, due 04/01/52
|
1,066,121
|
|
998,206
|
|
Federal National Mortgage Association, Pool # MA4644, 4.00%, due 05/01/52
|
936,842
|
|
2,071,941
|
|
Federal National Mortgage Association, Pool # MA4656, 4.50%, due 07/01/52
|
1,999,710
|
|
930,475
|
|
Federal National Mortgage Association, Pool # MA4665, 2.50%, due 07/01/37
|
871,605
|
|
669,010
|
|
Federal National Mortgage Association, Pool # MA4686, 5.00%, due 06/01/52
|
663,058
|
|
1,158,809
|
|
Federal National Mortgage Association, Pool # MA4733, 4.50%, due 09/01/52
|
1,119,157
|
|
835,693
|
|
Federal National Mortgage Association, Pool # MA4761, 5.00%, due 09/01/52
|
828,046
|
|
1,602,501
|
|
Federal National Mortgage Association, Pool # MA4806, 5.00%, due 11/01/52
|
1,588,575
|
|
1,132,227
|
|
Federal National Mortgage Association, Pool # MA4894, 6.00%, due 01/01/53
|
1,161,105
|
|
849,405
|
|
Federal National Mortgage Association, Pool # MA4941, 5.50%, due 03/01/53
|
858,897
|
|
3,319,606
|
|
Federal National Mortgage Association, Pool # MA4979, 5.50%, due 04/01/53
|
3,355,850
|
|
699,324
|
|
Federal National Mortgage Association, Pool # MA5010, 5.50%, due 05/01/53
|
706,870
|
|
3,725,381
|
|
Federal National Mortgage Association, Pool # MA5054, 4.00%, due 06/01/53
|
3,486,643
|
|
485,118
|
|
Federal National Mortgage Association, Pool # MA5070, 4.50%, due 07/01/53
|
467,348
|
|
1,133,512
|
|
Federal National Mortgage Association, Pool # MA5139, 6.00%, due 09/01/53
|
1,161,858
|
|
545,963
|
|
Federal National Mortgage Association, Pool # MA5218, 7.00%, due 12/01/53
|
576,941
|
|
456,948
|
|
Federal National Mortgage Association, Pool # MA5271, 5.50%, due 02/01/54
|
460,131
|
|
7,977,902
|
|
Federal National Mortgage Association, Pool # MA5673, 5.50%, due 04/01/55
|
8,017,224
|
|
306,041
|
|
Federal National Mortgage Association REMIC, Series 2011-59, Class NZ, 5.50%, due
07/25/41
|
311,662
|
|
614
|
|
Federal National Mortgage Association REMIC, Series 2012-28, Class B, 6.50%, due
06/25/39
|
625
|
|
88,057
|
|
Government National Mortgage Association, Pool # 004636, 4.50%, due 02/20/40
|
87,362
|
|
16,583
|
|
Government National Mortgage Association, Pool # 004678, 4.50%, due 04/20/40
|
16,452
|
|
98,349
|
|
Government National Mortgage Association, Pool # 004833, 4.00%, due 10/20/40
|
94,579
|
|
93,209
|
|
Government National Mortgage Association, Pool # 004977, 4.00%, due 03/20/41
|
89,635
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
233,871
|
|
Government National Mortgage Association, Pool # 004978, 4.50%, due 03/20/41
|
231,783
|
|
362,774
|
|
Government National Mortgage Association, Pool # 005055, 4.50%, due 05/20/41
|
359,386
|
|
191,713
|
|
Government National Mortgage Association, Pool # 734152, 4.00%, due 01/15/41
|
182,873
|
|
14,484
|
|
Government National Mortgage Association, Pool # 783637, 3.00%, due 06/20/42
|
13,275
|
|
131,135
|
|
Government National Mortgage Association, Pool # 784605, 4.50%, due 01/15/42
|
129,519
|
|
303,910
|
|
Government National Mortgage Association, Pool # 796468, 4.00%, due 09/20/42
|
289,506
|
|
72,110
|
|
Government National Mortgage Association, Pool # AL8626, 3.00%, due 08/15/45
|
64,471
|
|
523,376
|
|
Government National Mortgage Association, Pool # AV9421, 3.50%, due 11/20/46
|
477,301
|
|
264,842
|
|
Government National Mortgage Association, Pool # AY7555, 3.50%, due 04/20/47
|
241,522
|
|
139,979
|
|
Government National Mortgage Association, Pool # MA0462, 3.50%, due 10/20/42
|
131,476
|
|
20,966
|
|
Government National Mortgage Association, Pool # MA0624, 3.00%, due 12/20/42
|
19,142
|
|
93,963
|
|
Government National Mortgage Association, Pool # MA0625, 3.50%, due 12/20/42
|
88,235
|
|
53,042
|
|
Government National Mortgage Association, Pool # MA0698, 3.00%, due 01/20/43
|
48,429
|
|
180,264
|
|
Government National Mortgage Association, Pool # MA0851, 3.00%, due 03/20/43
|
164,437
|
|
145,286
|
|
Government National Mortgage Association, Pool # MA0852, 3.50%, due 03/20/43
|
136,139
|
|
30,404
|
|
Government National Mortgage Association, Pool # MA1156, 3.00%, due 07/20/43
|
27,671
|
|
98,115
|
|
Government National Mortgage Association, Pool # MA1376, 4.00%, due 10/20/43
|
94,259
|
|
44,676
|
|
Government National Mortgage Association, Pool # MA1599, 3.00%, due 01/20/44
|
40,663
|
|
90,337
|
|
Government National Mortgage Association, Pool # MA2371, 3.50%, due 11/20/44
|
83,773
|
|
73,819
|
|
Government National Mortgage Association, Pool # MA2372, 4.00%, due 11/20/44
|
70,918
|
|
66,450
|
|
Government National Mortgage Association, Pool # MA2825, 3.00%, due 05/20/45
|
60,070
|
|
154,537
|
|
Government National Mortgage Association, Pool # MA3310, 3.50%, due 12/20/45
|
142,494
|
|
62,466
|
|
Government National Mortgage Association, Pool # MA3377, 4.00%, due 01/20/46
|
59,860
|
|
93,734
|
|
Government National Mortgage Association, Pool # MA3455, 4.00%, due 02/20/46
|
89,863
|
|
176,287
|
|
Government National Mortgage Association, Pool # MA3456, 4.50%, due 02/20/46
|
173,272
|
|
152,248
|
|
Government National Mortgage Association, Pool # MA3596, 3.00%, due 04/20/46
|
136,897
|
|
289,255
|
|
Government National Mortgage Association, Pool # MA3803, 3.50%, due 07/20/46
|
265,282
|
|
216,242
|
|
Government National Mortgage Association, Pool # MA3873, 3.00%, due 08/20/46
|
194,419
|
|
102,033
|
|
Government National Mortgage Association, Pool # MA4004, 3.50%, due 10/20/46
|
94,153
|
|
59,099
|
|
Government National Mortgage Association, Pool # MA4071, 4.50%, due 11/20/46
|
58,089
|
|
52,748
|
|
Government National Mortgage Association, Pool # MA4125, 2.50%, due 12/20/46
|
45,899
|
|
82,155
|
|
Government National Mortgage Association, Pool # MA4263, 4.00%, due 02/20/47
|
78,103
|
|
129,197
|
|
Government National Mortgage Association, Pool # MA4585, 3.00%, due 07/20/47
|
116,075
|
|
122,395
|
|
Government National Mortgage Association, Pool # MA4586, 3.50%, due 07/20/47
|
112,780
|
|
309,672
|
|
Government National Mortgage Association, Pool # MA4720, 4.00%, due 09/20/47
|
294,065
|
|
87,272
|
|
Government National Mortgage Association, Pool # MA4838, 4.00%, due 11/20/47
|
82,856
|
|
358,231
|
|
Government National Mortgage Association, Pool # MA5019, 3.50%, due 02/20/48
|
329,312
|
|
40,515
|
|
Government National Mortgage Association, Pool # MA5021, 4.50%, due 02/20/48
|
39,773
|
|
14,420
|
|
Government National Mortgage Association, Pool # MA5079, 4.50%, due 03/20/48
|
14,156
|
|
171,922
|
|
Government National Mortgage Association, Pool # MA5264, 4.00%, due 06/20/48
|
163,106
|
|
98,485
|
|
Government National Mortgage Association, Pool # MA5397, 3.50%, due 08/20/48
|
90,313
|
|
100,844
|
|
Government National Mortgage Association, Pool # MA5466, 4.00%, due 09/20/48
|
95,768
|
|
81,730
|
|
Government National Mortgage Association, Pool # MA5467, 4.50%, due 09/20/48
|
79,943
|
|
33,967
|
|
Government National Mortgage Association, Pool # MA5530, 5.00%, due 10/20/48
|
34,136
|
|
60,198
|
|
Government National Mortgage Association, Pool # MA5762, 3.50%, due 02/20/49
|
55,306
|
|
3,298,108
|
|
Government National Mortgage Association, Pool # MA5764, 4.50%, due 02/20/49
|
3,226,045
|
|
55,958
|
|
Government National Mortgage Association, Pool # MA5817, 4.00%, due 03/20/49
|
53,039
|
|
203,312
|
|
Government National Mortgage Association, Pool # MA5874, 3.00%, due 04/20/49
|
182,934
|
|
764,204
|
|
Government National Mortgage Association, Pool # MA5876, 4.00%, due 04/20/49
|
723,818
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
392,534
|
|
Government National Mortgage Association, Pool # MA6038, 3.00%, due 07/20/49
|
350,105
|
|
3,248,878
|
|
Government National Mortgage Association, Pool # MA6090, 3.50%, due 08/20/49
|
2,971,703
|
|
142,111
|
|
Government National Mortgage Association, Pool # MA6338, 3.00%, due 12/20/49
|
126,534
|
|
329,647
|
|
Government National Mortgage Association, Pool # MA6409, 3.00%, due 01/20/50
|
293,213
|
|
63,623
|
|
Government National Mortgage Association, Pool # MA6476, 4.00%, due 02/20/50
|
60,349
|
|
1,796,748
|
|
Government National Mortgage Association, Pool # MA6540, 2.50%, due 03/20/50
|
1,543,723
|
|
42,482
|
|
Government National Mortgage Association, Pool # MA6865, 2.50%, due 09/20/50
|
36,355
|
|
3,623,647
|
|
Government National Mortgage Association, Pool # MA6930, 2.00%, due 10/20/50
|
2,981,385
|
|
193,978
|
|
Government National Mortgage Association, Pool # MA6931, 2.50%, due 10/20/50
|
166,003
|
|
148,105
|
|
Government National Mortgage Association, Pool # MA6995, 2.50%, due 11/20/50
|
126,745
|
|
5,534,999
|
|
Government National Mortgage Association, Pool # MA7589, 2.50%, due 09/20/51
|
4,737,067
|
|
3,650,451
|
|
Government National Mortgage Association, Pool # MA7880, 2.00%, due 02/20/52
|
2,996,790
|
|
1,480,451
|
|
Government National Mortgage Association, Pool # MA7938, 3.50%, due 03/20/52
|
1,343,084
|
|
751,671
|
|
Government National Mortgage Association, Pool # MA7939, 4.00%, due 03/20/52
|
706,718
|
|
1,446,437
|
|
Government National Mortgage Association, Pool # MA8150, 4.00%, due 07/20/52
|
1,361,264
|
|
2,224,586
|
|
Government National Mortgage Association, Pool # MA8267, 4.00%, due 09/20/52
|
2,092,480
|
|
836,739
|
|
Government National Mortgage Association, Pool # MA8428, 5.00%, due 11/20/52
|
830,397
|
|
1,233,147
|
|
Government National Mortgage Association, Pool # MA8429, 5.50%, due 11/20/52
|
1,250,956
|
|
786,551
|
|
Government National Mortgage Association, Pool # MA8725, 5.00%, due 03/20/53
|
780,113
|
|
2,034,978
|
|
Government National Mortgage Association, Pool # MA8879, 5.50%, due 05/20/53
|
2,060,586
|
|
2,864,974
|
|
Government National Mortgage Association, Pool # MA9104, 4.50%, due 08/20/53
|
2,766,844
|
|
1,956,075
|
|
Government National Mortgage Association, Pool # MA9105, 5.00%, due 08/20/53
|
1,937,562
|
|
2,385,093
|
|
Government National Mortgage Association, Pool # MA9304, 5.00%, due 11/20/53
|
2,361,110
|
|
936,928
|
|
Government National Mortgage Association, Pool # MA9540, 5.00%, due 03/20/54
|
926,336
|
|
1,087,264
|
|
Government National Mortgage Association, Pool # MA9782, 7.00%, due 07/20/54
|
1,128,222
|
|
1,024,836
|
|
Government National Mortgage Association, Pool # MA9964, 5.00%, due 10/20/54
|
1,012,407
|
|
1,435,426
|
|
Government National Mortgage Association, Pool # MB0024, 4.50%, due 11/20/54
|
1,383,684
|
|
187,260
|
|
Government National Mortgage Association, Pool # MB0091, 5.00%, due 12/20/54
|
185,139
|
|
1,417,944
|
|
Government National Mortgage Association, Pool # MB0146, 5.00%, due 01/20/55
|
1,399,792
|
|
216,906
|
|
Government National Mortgage Association, Pool # MB0150, 7.00%, due 01/20/55
|
224,697
|
|
390,773
|
|
Government National Mortgage Association, Pool # MB0204, 5.00%, due 02/20/55
|
385,780
|
|
200,137
|
|
Government National Mortgage Association, Pool # MB0258, 5.00%, due 03/20/55
|
197,674
|
|
3,500,000
|
|
Uniform Mortgage-Backed Security, TBA, 6.00%, due 09/01/56
|
3,563,652
|
|
|
|
|
549,430,404
|
|
|
|
Municipal Obligations — 0.4%
|
|
|
60,000
|
|
Alabama Economic Settlement Authority, 4.26%, due 09/15/32
|
59,243
|
|
355,000
|
|
Bay Area Toll Authority, 6.26%, due 04/01/49
|
370,516
|
|
90,000
|
|
District of Columbia Water & Sewer Authority, 4.81%, due 10/01/14(i)
|
75,235
|
|
900,000
|
|
Empire State Development Corp., 5.77%, due 03/15/39
|
918,176
|
|
359,268
|
|
Louisiana Local Government Environmental Facilities & Community Development
Authority, 3.62%, due 02/01/29
|
358,371
|
|
280,000
|
|
Maryland Economic Development Corp., 5.43%, due 05/31/56
|
275,135
|
|
333,000
|
|
Municipal Electric Authority of Georgia, 6.64%, due 04/01/57
|
355,968
|
|
885,000
|
|
State of California, 7.50%, due 04/01/34
|
1,007,132
|
|
655,000
|
|
State of California, 7.55%, due 04/01/39
|
778,294
|
|
935,000
|
|
State of Connecticut, 3.98%, due 06/15/29
|
924,620
|
|
1,690,000
|
|
University of Michigan, 4.45%, due 04/01/22(i)
|
1,329,645
|
|
940,000
|
|
University of Virginia, 2.26%, due 09/01/50
|
540,125
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Municipal Obligations — continued
|
|
|
595,000
|
|
University of Virginia, 2.58%, due 11/01/51
|
361,696
|
|
185,000
|
|
University of Virginia, 4.18%, due 09/01/17(i)
|
136,931
|
|
|
|
|
7,491,087
|
|
|
|
Sovereign Debt Obligations — 0.5%
|
|
|
540,000
|
|
Angola Government International Bonds, 8.00%, due 11/26/29 144A
|
549,890
|
|
200,000
|
|
Cassa Depositi e Prestiti SpA, 4.38%, due 10/01/30 144A
|
197,267
|
|
200,000
|
|
Cassa Depositi e Prestiti SpA, 5.88%, due 04/30/29 144A
|
206,633
|
|
360,000
|
|
Dominican Republic International Bonds, 5.50%, due 02/22/29 144A
|
360,954
|
|
730,000
|
|
El Salvador Government International Bonds, 9.25%, due 04/17/30 144A
|
788,488
|
|
535,000
|
|
Hungary Government International Bonds, 5.38%, due 09/26/30 144A
|
543,552
|
|
999,000
|
|
Israel Government International Bonds, 5.38%, due 02/19/30
|
1,013,107
|
|
385,000
|
|
Ivory Coast Government International Bonds, 6.75%, due 02/25/41 144A
|
373,435
|
|
695,000
|
|
Mexico Government International Bonds, 6.88%, due 05/13/37
|
729,958
|
|
320,000
|
|
Province of Alberta, 1.30%, due 07/22/30
|
285,094
|
|
110,000
|
|
Province of Alberta, 3.30%, due 03/15/28
|
108,388
|
|
220,000
|
|
Province of Quebec, 2.75%, due 04/12/27
|
217,567
|
|
890,000
|
|
Republic of Poland Government International Bonds, 5.38%, due 04/14/36
|
898,440
|
|
1,590,000
|
|
Romania Government International Bonds, 5.75%, due 09/16/30 144A
|
1,599,109
|
|
1,060,000
|
|
Saudi Government International Bonds, 5.88%, due 01/12/56 144A
|
1,032,862
|
|
480,000
|
|
Serbia International Bonds, 5.50%, due 05/06/36 144A
|
471,028
|
|
|
|
|
9,375,772
|
|
|
|
U.S. Government and Agency Obligations — 20.6%
|
|
|
2,365,000
|
|
Federal Home Loan Mortgage Corp. Discount Notes, due 07/01/26(j)
|
2,364,763
|
|
75,000
|
|
Federal National Mortgage Association, 0.88%, due 08/05/30
|
65,728
|
|
170,000
|
|
Federal National Mortgage Association, 4.45%, due 03/17/31(k)
|
139,205
|
|
545,000
|
|
Federal National Mortgage Association, 6.63%, due 11/15/30
|
597,325
|
|
625,000
|
|
Tennessee Valley Authority, 5.25%, due 02/01/55
|
615,084
|
|
60,000
|
|
Tennessee Valley Authority, 7.13%, due 05/01/30
|
66,087
|
|
75,000
|
|
Tennessee Valley Authority Generic STRIPS, 4.78%, due 07/15/34(k)
|
51,511
|
|
5,372,000
|
|
U.S. Treasury Bonds, 1.38%, due 08/15/50
|
2,636,477
|
|
5,891,000
|
|
U.S. Treasury Bonds, 1.63%, due 11/15/50
|
3,080,579
|
|
7,639,000
|
|
U.S. Treasury Bonds, 2.00%, due 02/15/50
|
4,453,298
|
|
2,240,000
|
|
U.S. Treasury Bonds, 2.38%, due 11/15/49
|
1,427,387
|
|
18,915,000
|
|
U.S. Treasury Bonds, 2.38%, due 05/15/51
|
11,834,436
|
|
17,310,000
|
|
U.S. Treasury Bonds, 3.00%, due 02/15/49
|
12,625,481
|
|
490,000
|
|
U.S. Treasury Bonds, 3.25%, due 05/15/42
|
403,628
|
|
3,200,000
|
|
U.S. Treasury Bonds, 3.38%, due 08/15/42
|
2,671,250
|
|
2,726,000
|
|
U.S. Treasury Bonds, 3.38%, due 11/15/48
|
2,132,988
|
|
11,575,000
|
|
U.S. Treasury Bonds, 3.63%, due 08/15/43
|
9,863,618
|
|
3,214,000
|
|
U.S. Treasury Bonds, 4.00%, due 11/15/42
|
2,901,263
|
|
8,060,000
|
|
U.S. Treasury Bonds, 4.00%, due 11/15/52
|
6,897,597
|
|
7,301,000
|
|
U.S. Treasury Bonds, 4.25%, due 02/15/54
|
6,515,715
|
|
6,893,000
|
|
U.S. Treasury Bonds, 4.25%, due 08/15/54
|
6,155,503
|
|
600,000
|
|
U.S. Treasury Bonds, 4.38%, due 08/15/43
|
564,387
|
|
4,053,000
|
|
U.S. Treasury Bonds, 4.50%, due 02/15/44
|
3,861,116
|
|
9,810,000
|
|
U.S. Treasury Bonds, 4.63%, due 05/15/44
|
9,480,062
|
|
12,095,000
|
|
U.S. Treasury Bonds, 4.63%, due 11/15/44
|
11,660,100
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
U.S. Government and Agency Obligations — continued
|
|
|
4,250,000
|
|
U.S. Treasury Bonds, 4.63%, due 11/15/45
|
4,082,656
|
|
27,768,000
|
|
U.S. Treasury Bonds, 4.63%, due 02/15/46
|
26,661,619
|
|
8,594,000
|
|
U.S. Treasury Bonds, 4.63%, due 02/15/55
|
8,168,664
|
|
1,490,000
|
|
U.S. Treasury Bonds, 4.63%, due 11/15/55
|
1,417,712
|
|
6,221,000
|
|
U.S. Treasury Bonds, 4.75%, due 11/15/43
|
6,120,881
|
|
1,805,000
|
|
U.S. Treasury Bonds, 4.75%, due 11/15/53
|
1,746,655
|
|
6,480,000
|
|
U.S. Treasury Bonds, 4.75%, due 05/15/55
|
6,286,866
|
|
15,520,000
|
|
U.S. Treasury Bonds, 4.75%, due 08/15/55
|
15,061,069
|
|
36,571,000
|
|
U.S. Treasury Bonds, 4.75%, due 02/15/56
|
35,533,869
|
|
23,033,000
|
|
U.S. Treasury Bonds, 4.88%, due 08/15/45
|
22,863,851
|
|
6,192,000
|
|
U.S. Treasury Bonds, 5.00%, due 05/15/45
|
6,246,422
|
|
8,136,000
|
|
U.S. Treasury Bonds, 5.00%, due 05/15/46
|
8,197,656
|
|
55,000
|
|
U.S. Treasury Bonds, 5.00%, due 05/15/56
|
55,589
|
|
6,758,123
|
|
U.S. Treasury Inflation-Indexed Notes, 1.88%, due 07/15/35
|
6,610,375
|
|
1,694,000
|
|
U.S. Treasury Notes, 3.38%, due 11/30/27
|
1,675,935
|
|
8,231,000
|
|
U.S. Treasury Notes, 3.38%, due 02/29/28
|
8,129,077
|
|
14,000,000
|
|
U.S. Treasury Notes, 3.50%, due 02/15/29
|
13,769,219
|
|
7,436,000
|
|
U.S. Treasury Notes, 3.50%, due 03/15/29
|
7,311,679
|
|
711,000
|
|
U.S. Treasury Notes, 3.50%, due 11/30/30
|
691,114
|
|
1,476,000
|
|
U.S. Treasury Notes, 3.50%, due 02/28/31
|
1,432,815
|
|
1,335,000
|
|
U.S. Treasury Notes, 3.63%, due 08/15/28
|
1,320,503
|
|
10,085,000
|
|
U.S. Treasury Notes, 3.75%, due 04/30/28
|
10,013,302
|
|
8,480,000
|
|
U.S. Treasury Notes, 3.88%, due 05/31/27
|
8,463,264
|
|
15,073,000
|
|
U.S. Treasury Notes, 3.88%, due 05/15/29
|
14,958,186
|
|
16,625,000
|
|
U.S. Treasury Notes, 3.88%, due 04/30/31
|
16,388,613
|
|
22,650,000
|
|
U.S. Treasury Notes, 3.88%, due 09/30/32
|
22,150,992
|
|
6,415,000
|
|
U.S. Treasury Notes, 4.00%, due 05/31/28
|
6,396,707
|
|
6,935,000
|
|
U.S. Treasury Notes, 4.00%, due 11/15/35
|
6,709,612
|
|
6,092,000
|
|
U.S. Treasury Notes, 4.13%, due 06/30/31
|
6,070,821
|
|
14,945,000
|
|
U.S. Treasury Notes, 4.13%, due 04/30/33
|
14,783,874
|
|
2,547,000
|
|
U.S. Treasury Notes, 4.13%, due 02/15/36
|
2,485,315
|
|
3,850,000
|
|
U.S. Treasury Notes, 4.25%, due 03/31/33
|
3,838,570
|
|
4,077,000
|
|
U.S. Treasury Notes, 4.25%, due 06/30/33
|
4,061,393
|
|
2,796,000
|
|
U.S. Treasury Notes, 4.38%, due 05/15/36
|
2,781,365
|
|
4,000,000
|
|
U.S. Treasury Notes, 4.50%, due 12/31/31
|
4,051,641
|
|
2,395,000
|
|
U.S. Treasury STRIPS Coupon, 2.66%, due 08/15/44(k)(l)
|
950,876
|
|
3,500,000
|
|
U.S. Treasury STRIPS Coupon, 2.67%, due 02/15/43(k)(m)
|
1,518,665
|
|
7,055,000
|
|
U.S. Treasury STRIPS Coupon, 3.37%, due 11/15/41(k)(m)
|
3,295,234
|
|
345,000
|
|
U.S. Treasury STRIPS Coupon, 4.37%, due 08/15/43(k)
|
145,267
|
|
100,000
|
|
U.S. Treasury STRIPS Coupon, 4.72%, due 02/15/40(k)
|
51,938
|
|
2,690,000
|
|
U.S. Treasury STRIPS Coupon, 4.84%, due 02/15/42(k)
|
1,237,929
|
|
6,200,000
|
|
U.S. Treasury STRIPS Coupon, 5.27%, due 02/15/45(k)
|
2,395,681
|
|
|
|
|
419,198,059
|
|
|
|
TOTAL DEBT OBLIGATIONS (COST $2,022,222,728)
|
1,991,375,717
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
COMMON STOCK — 0.0%
|
|
|
|
|
Industrial — 0.0%
|
|
|
924
|
|
Altera Infrastructure LP/Teekay Offshore Finance Corp.*
|
30,030
|
|
|
|
TOTAL COMMON STOCK (COST $234,312)
|
30,030
|
|
Par Value
|
|
Description
|
Value ($)
|
|
|
|
SHORT-TERM INVESTMENTS — 1.1%
|
|
|
|
|
Mutual Fund - Securities Lending Collateral — 0.5%
|
|
|
9,872,538
|
|
State Street Navigator Securities Lending Government Money Market Portfolio,
3.66%(n)(o)
|
9,872,538
|
|
|
|
U.S. Government and Agency Obligations — 0.6%
|
|
|
1,066,000
|
|
U.S. Treasury Bills, 3.58%, due 07/23/26(k)
|
1,063,666
|
|
11,725,000
|
|
U.S. Treasury Bills, 3.71%, due 08/20/26(k)
|
11,665,259
|
|
|
|
|
12,728,925
|
|
|
|
TOTAL SHORT-TERM INVESTMENTS (COST $22,601,687)
|
22,601,463
|
|
|
|
TOTAL INVESTMENTS BEFORE TBA SALE
COMMITMENTS — 99.0%
(Cost $2,045,058,727)
|
2,014,007,210
|
|
|
|
TBA SALE COMMITMENT — (0.0)%
|
|
|
(500,000)
|
|
Uniform Mortgage-Backed Security, TBA, 4.50%, due 08/01/56
|
(478,613)
|
|
|
|
TOTAL TBA SALE COMMITMENT (PROCEEDS $481,113)
|
(478,613)
|
|
|
|
TOTAL INVESTMENTS NET OF TBA SALE
COMMITMENTS — 99.0%
(Cost $2,044,577,614)
|
2,013,528,597
|
|
|
|
Other Assets and Liabilities (net) — 1.0%
|
20,144,498
|
|
|
|
NET ASSETS — 100.0%
|
$2,033,673,095
|
|
|
Notes to Schedule of Investments:
|
|
*
|
Non-income producing security.
|
|
(a)
|
Unless otherwise indicated, all par values are denominated in United States dollars
($).
|
|
(b)
|
When-issued security.
|
|
(c)
|
Variable or floating rate note. Rate shown is as of June 30, 2026.
|
|
(d)
|
Step coupon security that pays an initial coupon rate for the first period and then
a lower/higher
coupon rate for the following periods. Rate shown is current coupon rate.
|
|
(e)
|
Variable or floating rate security, which interest rate adjusts periodically based
on changes in current
interest rates and prepayments on the underlying pool of assets. Rate shown is the
rate in effect as
of period end.
|
|
(f)
|
Security is perpetual and has no stated maturity date.
|
|
(g)
|
All or a portion of this security is out on loan.
|
|
(h)
|
Security exempt from registration under Regulation S of the Securities Act of 1933,
which exempts
from registration securities offered and sold outside the United States. Security
may not be offered
or sold in the United States except pursuant to an exemption from, or in a transaction
not subject
to, the registration requirements of the Securities Act of 1933.
|
|
(i)
|
Year of maturity is greater than 2100.
|
|
(j)
|
Represents a zero coupon bond; no yield to maturity is available.
|
|
(k)
|
Interest rate presented is yield to maturity.
|
|
(l)
|
All or a portion of this security is pledged for open futures collateral.
|
|
(m)
|
All or a portion of this security is pledged for centrally cleared swaps collateral.
|
|
(n)
|
The rate disclosed is the 7-day net yield as of June 30, 2026.
|
|
(o)
|
Represents an investment of securities lending cash collateral.
|
|
144A
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933.
These securities
may be resold in transactions exempt from registration, normally to qualified institutional
buyers.
The total market value of the securities at period end is $427,161,425 which represents
21.0% of
net assets.
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
EUR
|
11,719,662
|
USD
|
13,443,872
|
07/02/26
|
Barclays Bank PLC
|
$(44,782
)
|
|
USD
|
13,602,799
|
EUR
|
11,719,662
|
07/02/26
|
Barclays Bank PLC
|
203,709
|
|
USD
|
13,461,871
|
EUR
|
11,719,661
|
08/04/26
|
Barclays Bank PLC
|
44,831
|
|
|
|
|
|
|
|
$203,758
|
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
|
Buys
|
|
|
|
|
|
3
|
U.S. Ultra Bond
|
Sep 2026
|
$348,469
|
$4,308
|
|
231
|
U.S. Treasury Note 2-Year
|
Sep 2026
|
47,616,679
|
(31,399
)
|
|
165
|
U.S. Treasury Note 5-Year
|
Sep 2026
|
17,662,734
|
36,414
|
|
|
|
|
|
$9,323
|
|
Sales
|
|
|
|
|
|
14
|
U.S. Long Bond
|
Sep 2026
|
$1,589,000
|
$(18,270
)
|
|
37
|
U.S. Treasury Note 10-Year
|
Sep 2026
|
4,065,953
|
(11,504
)
|
|
3
|
U.S. Ultra 10-Year
|
Sep 2026
|
337,406
|
1,014
|
|
|
|
|
|
$(28,760
)
|
|
Payments
Received
by Fund
|
Payment
Frequency
|
Payments
Made
by Fund
|
Payment
Frequency
|
Maturity
Date
|
Upfront
Premiums
Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
|
12-Month SOFR
|
Annual
|
4.70%
|
Annual
|
09/25/26
|
$153
|
USD
|
830,000
|
$(1,657
)
|
$(1,810
)
|
|
Payments
Received
by Fund
|
Payment
Frequency
|
Payments
Made
by Fund
|
Payment
Frequency
|
Maturity
Date
|
Upfront
Premiums
Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
|
12-Month SOFR
|
Annual
|
4.13%
|
Annual
|
06/01/56
|
$—
|
USD
|
762,000
|
$(3,540
)
|
$(3,540
)
|
|
12-Month SOFR
|
Annual
|
1.35%
|
Annual
|
05/11/54
|
515,808
|
USD
|
1,130,000
|
526,690
|
10,882
|
|
3.89%
|
Annual
|
12-Month SOFR
|
Annual
|
06/01/31
|
—
|
USD
|
560,000
|
(204
)
|
(204
)
|
|
4.50%
|
Annual
|
12-Month SOFR
|
Annual
|
05/13/27
|
5,534
|
USD
|
14,850,000
|
62,038
|
56,504
|
|
12-month U.S. Consumer Price Index (CPI)
|
At Maturity
|
3.06%
|
At Maturity
|
06/11/27
|
—
|
USD
|
5,200,000
|
(27,421
)
|
(27,421
)
|
|
|
|
|
|
|
|
|
|
|
$34,411
|
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Counterparty
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable
on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid/
(Received)
|
Market
Value
|
|
160,000
|
USD
|
06/20/29
|
Barclays Bank PLC
|
1.00%
|
Quarterly
|
Comision Federal de
Electricidad, 6.45%,
01/24/2035
(Moody’s
rating: Baa3 ; S&P
rating: BBB+)
|
$(1,083
)
|
$(680
)
|
$(1,763
)
|
|
200,000
|
USD
|
06/20/27
|
Barclays Bank PLC
|
1.00%
|
Quarterly
|
Comision Federal de
Electricidad, 6.45%,
01/24/2035
(Moody’s
rating: Baa3 ; S&P
rating: BBB+)
|
(461
)
|
308
|
(153
)
|
|
937,000
|
USD
|
12/20/26
|
Barclays Bank PLC
|
0.25%
|
Quarterly
|
French Republic
Government Bonds
OAT, 5.75%,
10/25/2032
(Moody’s
rating: Aa3 ; S&P
rating: A+u)
|
(78
)
|
898
|
820
|
|
315,000
|
USD
|
09/20/26
|
Barclays Bank PLC
|
1.00%
|
Quarterly
|
Republic of Italy
Government
International Bonds,
1.25%, Matured
|
(1,204
)
|
1,881
|
677
|
|
Total OTC Credit Default Swaps
|
$(2,826
)
|
$2,407
|
$(419
)
|
||||||
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid
(Received)
|
Market
Value
|
|
14,135,000
|
USD
|
06/20/31
|
1.00%
|
Quarterly
|
CDX.NA.IG.S46**
|
$25,407
|
$285,646
|
$311,053
|
|
*
|
The maximum potential amount of future undiscounted payments that the Fund could be
required to make under a credit default swap
contract would be the notional amount of the contract. These potential amounts would
be partially offset by any recovery values of the
referenced debt obligation or net amounts received from the settlement of purchased
protection credit default swap contracts entered into
by the Fund for the same referenced debt obligation.
|
|
**
|
CDX.NA.IG — Markit North America Investment Grade CDS Index. Represents an index of one hundred twenty five (125) of the most
liquid North American entities with investment grade credit ratings that trade in
the CDS market.
|
|
Currency Abbreviations
|
||
|
EUR
|
—
|
Euro
|
|
USD
|
—
|
U.S. Dollar
|
|
Abbreviations
|
||
|
CLO
|
—
|
Collateralized Loan Obligation
|
|
CMT
|
—
|
Constant Maturity Treasury Index
|
|
EURIBOR
|
—
|
Euro Interbank Offered Rate
|
|
ICE
|
—
|
Intercontinental Exchange
|
|
REMIC
|
—
|
Real Estate Mortgage Investment Conduit
|
|
RFUCC
|
—
|
Refinitiv USD IBOR Consumer Cash Fallbacks
|
|
SOFR
|
—
|
Secured Overnight Financing Rate
|
|
STACR
|
—
|
Structured Agency Credit Risk
|
|
STRIPS
|
—
|
Separate Trading of Registered Interest and Principal of Securities
|
|
TBA
|
—
|
To Be Announced
|
|
Asset Class Summary(Unaudited)
|
% of Net Assets
|
|
Debt Obligations
|
97.9
|
|
Swaps
|
0.1
|
|
Equities
|
0.0*
|
|
Futures Contracts
|
(0.0)*
|
|
TBA Sale Commitment
|
(0.0)*
|
|
Forward Foreign Currency Contracts
|
(0.7)
|
|
Short-Term Investments
|
1.1
|
|
Other Assets and Liabilities (net)
|
1.6
|
|
|
100.0%
|
|
*
|
Amount rounds to zero.
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
DEBT OBLIGATIONS — 98.5%
|
|
|
|
|
Asset Backed Securities — 9.6%
|
|
|
3,026,781
|
|
ACRES LLC, Series 2025-FL3, Class A, 5.26% (1 mo. USD Term SOFR + 1.62%), due
08/18/40(b) 144A
|
3,038,615
|
|
409,884
|
|
Aegis Asset-Backed Securities Trust, Series 2005-5, Class M1, 4.41% (1 mo. USD Term
SOFR + 0.76%), due 12/25/35(b)
|
390,481
|
|
300,000
|
|
AGL CLO 25 Ltd., Series 2023-25A, Class D1R, 6.57% (3 mo. USD Term SOFR +
2.90%), due 07/21/38(b) 144A
|
295,011
|
|
250,000
|
|
AIMCO CLO 15 Ltd., Series 2021-15A, Class ER, 8.28% (3 mo. USD Term SOFR +
4.60%), due 04/17/38(b) 144A
|
245,777
|
|
1,575,000
|
|
AIMCO CLO 24 Ltd., Series 2025-24A, Class E, 9.78% (3 mo. USD Term SOFR +
6.10%), due 04/19/38(b) 144A
|
1,591,903
|
|
1,620,000
|
|
AIMCO CLO 24 Ltd., Series 2025-24A, Class SUB, 0.00%, due 04/19/38(c) 144A
|
984,461
|
|
183,362
|
|
Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class E, 6.16%, due 09/15/33
144A
|
183,189
|
|
500,693
|
|
Ally Bank Auto Credit-Linked Notes, Series 2026-A, Class E, 6.37%, due 03/15/34
144A
|
500,774
|
|
340,000
|
|
AMSR Trust, Series 2025-SFR1, Class F2, 3.66%, due 06/17/42 144A
|
300,398
|
|
510,000
|
|
Amur Equipment Finance Receivables XV LLC, Series 2025-1A, Class E, 8.35%, due
01/20/34 144A
|
521,253
|
|
250,000
|
|
Anchorage Capital CLO 15 Ltd., Series 2020-15A, Class ER2, 9.73% (3 mo. USD Term
SOFR + 6.05%), due 07/20/38(b) 144A
|
246,751
|
|
250,000
|
|
Anchorage Capital CLO 26 Ltd., Series 2023-26A, Class ER, 9.93% (3 mo. USD Term
SOFR + 6.25%), due 03/19/38(b) 144A
|
249,690
|
|
1,000,000
|
|
Anchorage Capital CLO 28 Ltd., Series 2024-28A, Class A1R, 4.84% (3 mo. USD Term
SOFR + 1.16%), due 04/20/37(b) 144A
|
1,000,474
|
|
250,000
|
|
Anchorage Capital CLO 32 Ltd., Series 2025-32A, Class E, 10.67% (3 mo. USD Term
SOFR + 7.00%), due 07/15/37(b) 144A
|
250,012
|
|
250,000
|
|
Anchorage Capital CLO 36 Ltd., Series 2026-36A, Class E, 10.24% (3 mo. USD Term
SOFR + 6.59%), due 04/15/39(b) 144A
|
254,654
|
|
600,000
|
|
Anchorage Credit Funding 18 Ltd., Series 2025-18A, Class B, 5.70%, due 10/22/40
144A
|
601,082
|
|
1,800,000
|
|
Anchorage Credit Funding 20 Ltd., Series 2026-20A, Class A, 4.90%, due 04/25/42
144A
|
1,790,595
|
|
797,527
|
|
Aqua Finance Issuer Trust, Series 2025-B, Class A, 4.79%, due 05/17/51 144A
|
793,595
|
|
1,085,000
|
|
ARES LXIX CLO Ltd., Series 2024-69A, Class DR, 7.14% (3 mo. USD Term SOFR +
3.50%), due 04/15/36(b) 144A
|
1,062,530
|
|
2,000,000
|
|
ARES XLIV CLO Ltd., Series 2017-44A, Class A1RR, 4.80% (3 mo. USD Term SOFR
+ 1.13%), due 04/15/34(b) 144A
|
2,001,386
|
|
810,000
|
|
Asset-Backed Securities Corp. Home Equity Loan Trust, Series 2006-HE5, Class M1,
2.78% (1 mo. USD Term SOFR + 0.53%), due 07/25/36(b)
|
731,521
|
|
1,188,485
|
|
Avid Automobile Receivables Trust, 7.80%, due 07/15/32
|
1,184,929
|
|
905,000
|
|
Avis Budget Rental Car Funding AESOP LLC, Series 2023-6A, Class D, 7.37%, due
12/20/29 144A
|
915,933
|
|
2,160,000
|
|
Avis Budget Rental Car Funding AESOP LLC, Series 2023-8A, Class D, 7.52%, due
02/20/30 144A
|
2,192,630
|
|
100,000
|
|
Avis Budget Rental Car Funding AESOP LLC, Series 2026-3A, Class D, 6.96%, due
04/20/31 144A
|
100,288
|
|
900,000
|
|
Avtech Equipment Receivables Funding LLC, Series 2026-1A, Class C, 5.67%, due
02/15/33 144A
|
894,786
|
|
1,230,000
|
|
Avtech Equipment Receivables Funding LLC, Series 2026-1A, Class D, 7.71%, due
02/15/33 144A
|
1,227,420
|
|
1,500,000
|
|
Bain Capital Credit CLO Ltd., Series 2022-2A, Class A1R, 4.81% (3 mo. USD Term
SOFR + 1.15%), due 04/22/35(b) 144A
|
1,500,429
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
300,000
|
|
Balboa Bay Loan Funding Ltd., Series 2023-1A, Class D1RR, 6.58% (3 mo. USD Term
SOFR + 2.90%), due 04/20/36(b) 144A
|
300,387
|
|
700,000
|
|
Balboa Bay Loan Funding Ltd., Series 2025-1A, Class E, 9.43% (3 mo. USD Term
SOFR + 5.75%), due 07/20/38(b) 144A
|
702,129
|
|
1,220,000
|
|
Ballyrock CLO 29 Ltd., Series 2025-29A, Class SUB, 0.00%, due 07/25/38(c) 144A
|
796,732
|
|
250,000
|
|
Barings CLO Ltd., Series 2023-1A, Class ER, 10.38% (3 mo. USD Term SOFR +
6.70%), due 04/20/38(b) 144A
|
249,915
|
|
300,000
|
|
BCC Middle Market CLO LLC, Series 2025-1A, Class D1, 7.18% (3 mo. USD Term
SOFR + 3.50%), due 07/17/37(b) 144A
|
296,104
|
|
250,000
|
|
Benefit Street Partners CLO 41 Ltd., Series 2025-41A, Class E, 8.57% (3 mo. USD
Term SOFR + 4.90%), due 07/25/38(b) 144A
|
249,643
|
|
250,000
|
|
Benefit Street Partners CLO XL Ltd., Series 2025-40A, Class E, 8.92% (3 mo. USD
Term SOFR + 5.25%), due 07/25/38(b) 144A
|
250,809
|
|
1,134,434
|
|
BHG Securitization Trust, Series 2025-2CON, Class B, 5.17%, due 09/17/36 144A
|
1,132,439
|
|
450,000
|
|
Brant Point CLO Ltd., Series 2025-7A, Class D1, 6.87% (3 mo. USD Term SOFR +
3.20%), due 07/25/38(b) 144A
|
452,645
|
|
1,000,000
|
|
Capital Four U.S. CLO I Ltd., Series 2021-1A, Class AR, 4.82% (3 mo. USD Term
SOFR + 1.14%), due 01/18/35(b) 144A
|
999,849
|
|
2,000,000
|
|
Carlyle U.S. CLO Ltd., Series 2017-2A, Class ER2, 11.24% (3 mo. USD Term SOFR +
7.56%), due 07/20/37(b) 144A
|
1,979,314
|
|
400,000
|
|
Carlyle U.S. CLO Ltd., Series 2020-2A, Class A1R2, 4.75% (3 mo. USD Term SOFR +
1.08%), due 01/25/35(b) 144A
|
400,363
|
|
700,000
|
|
Carlyle U.S. CLO Ltd., Series 2023-1A, Class D1R, 6.53% (3 mo. USD Term SOFR +
2.85%), due 07/20/37(b) 144A
|
700,839
|
|
250,000
|
|
Carlyle U.S. CLO Ltd., Series 2023-1A, Class ER, 9.43% (3 mo. USD Term SOFR +
5.75%), due 07/20/37(b) 144A
|
248,343
|
|
285,000
|
|
Carlyle U.S. CLO Ltd., Series 2024-1A, Class ER, 10.51% (3 mo. USD Term SOFR +
6.84%), due 04/15/39(b) 144A
|
286,214
|
|
1,000,000
|
|
Carlyle U.S. CLO Ltd., Series 2025-2A, Class E, 10.42% (3 mo. USD Term SOFR +
6.75%), due 07/25/38(b) 144A
|
1,011,902
|
|
250,000
|
|
Carlyle U.S. CLO Ltd., Series 2025-3A, Class E, 8.92% (3 mo. USD Term SOFR +
5.25%), due 07/25/38(b) 144A
|
250,927
|
|
630,000
|
|
CBAMR Ltd., Series 2020-13A, Class ER, 10.44% (3 mo. USD Term SOFR + 6.77%),
due 04/20/39(b) 144A
|
631,138
|
|
694,047
|
|
Chase Auto Credit Linked Notes, Series 2025-1, Class E, 6.02%, due 02/25/33 144A
|
692,699
|
|
538,309
|
|
Chase Auto Credit Linked Notes, Series 2025-1, Class F, 7.00%, due 02/25/33 144A
|
535,926
|
|
250,000
|
|
CIFC Funding Ltd., Series 2018-4A, Class ER, 8.53% (3 mo. USD Term SOFR +
4.85%), due 01/17/38(b) 144A
|
244,649
|
|
250,000
|
|
CIFC Funding Ltd., Series 2019-4A, Class C1R2, 6.52% (3 mo. USD Term SOFR +
2.85%), due 07/15/38(b) 144A
|
250,578
|
|
250,000
|
|
CIFC Funding Ltd., Series 2019-4A, Class DR2, 8.92% (3 mo. USD Term SOFR +
5.25%), due 07/15/38(b) 144A
|
249,523
|
|
250,000
|
|
CIFC Funding Ltd., Series 2022-5A, Class ER2, 10.22% (3 mo. USD Term SOFR +
6.54%), due 03/16/38(b) 144A
|
255,601
|
|
300,000
|
|
CIFC Funding Ltd., Series 2025-3A, Class SUB, 0.00%, due 07/21/38(c) 144A
|
212,872
|
|
1,000,000
|
|
Clermont Park CLO Ltd., Series 2025-1A, Class E, 9.17% (3 mo. USD Term SOFR +
5.50%), due 04/24/38(b) 144A
|
998,221
|
|
500,000
|
|
Consumer Portfolio Services Auto Trust, Series 2025-B, Class B, 4.79%, due 11/15/29
144A
|
501,009
|
|
500,000
|
|
Consumer Portfolio Services Auto Trust, Series 2025-B, Class C, 5.12%, due 07/15/31
144A
|
502,029
|
|
500,000
|
|
CPS Auto Receivables Trust, Series 2025-C, Class B, 4.71%, due 12/17/29 144A
|
500,250
|
|
1,200,000
|
|
CPS Auto Receivables Trust, Series 2025-C, Class C, 4.91%, due 10/15/31 144A
|
1,199,676
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
1,000,000
|
|
CTM CLO Ltd., Series 2025-1A, Class E, 10.42% (3 mo. USD Term SOFR + 6.75%),
due 07/15/38(b) 144A
|
1,008,355
|
|
250,000
|
|
Diameter Capital CLO 3 Ltd., Series 2022-3A, Class SUB, 0.00%, due 04/15/22(c)(d)
144A
|
165,260
|
|
925,000
|
|
Eldridge CLO Ltd., Series 2025-2A, Class D1, 6.50% (3 mo. USD Term SOFR +
2.85%), due 01/20/39(b) 144A
|
929,582
|
|
800,000
|
|
Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R, 4.81% (3 mo. USD Term SOFR +
1.15%), due 04/22/35(b) 144A
|
800,240
|
|
1,675,000
|
|
Elmwood CLO 20 Ltd., Series 2022-7A, Class ER2, 8.38% (3 mo. USD Term SOFR +
4.75%), due 01/20/39(b) 144A
|
1,656,178
|
|
755,000
|
|
Elmwood CLO 42 Ltd., Series 2025-5A, Class D, 6.93% (3 mo. USD Term SOFR +
3.25%), due 03/31/38(b) 144A
|
760,089
|
|
250,000
|
|
Elmwood CLO 42 Ltd., Series 2025-5A, Class E, 10.18% (3 mo. USD Term SOFR +
6.50%), due 03/31/38(b) 144A
|
254,615
|
|
430,000
|
|
Elmwood CLO 43 Ltd., Series 2025-6A, Class E, 8.68% (3 mo. USD Term SOFR +
5.00%), due 07/20/38(b) 144A
|
432,115
|
|
700,000
|
|
Elmwood CLO 44 Ltd., Series 2025-7A, Class D, 6.28% (3 mo. USD Term SOFR +
2.60%), due 10/20/38(b) 144A
|
701,774
|
|
1,450,000
|
|
Elmwood CLO VIII Ltd., Series 2021-1A, Class DRR, 6.89% (3 mo. USD Term SOFR
+ 3.25%), due 04/20/37(b) 144A
|
1,453,129
|
|
266,000
|
|
Elmwood CLO XI Ltd., Series 2021-4A, Class SUB, 0.00%, due 10/20/34(c) 144A
|
162,802
|
|
595,000
|
|
Exeter Select Automobile Receivables Trust, Series 2025-2, Class E, 6.87%, due
02/15/33 144A
|
583,707
|
|
500,000
|
|
Flagship Credit Auto Trust, Series 2023-2, Class E, 10.89%, due 07/15/30 144A
|
310,411
|
|
250,000
|
|
Flatiron CLO 23 LLC, Series 2023-1A, Class ER, 8.63% (3 mo. USD Term SOFR +
4.95%), due 04/17/36(b) 144A
|
246,730
|
|
318,365
|
|
Foundation Finance Trust, Series 2025-2A, Class A, 4.67%, due 04/15/52 144A
|
315,904
|
|
250,000
|
|
Galaxy XXII CLO Ltd., Series 2016-22A, Class ER4, 8.93% (3 mo. USD Term SOFR +
5.25%), due 04/16/34(b) 144A
|
246,998
|
|
250,000
|
|
GoldenTree Loan Management U.S. CLO 9 Ltd., Series 2021-9A, Class ER2, 9.58% (3
mo. USD Term SOFR + 5.90%), due 04/20/37(b) 144A
|
251,608
|
|
700,000
|
|
Golub Capital Partners CLO 50B-R Ltd., Series 2020-50A, Class A1R2, 4.79% (3 mo.
USD Term SOFR + 1.11%), due 04/20/35(b) 144A
|
699,601
|
|
400,000
|
|
Golub Capital Partners CLO 50B-R Ltd., Series 2020-50A, Class AJR2, 5.08% (3 mo.
USD Term SOFR + 1.40%), due 04/20/35(b) 144A
|
399,474
|
|
1,400,000
|
|
Golub Capital Partners CLO 50B-R Ltd., Series 2020-50A, Class BR2, 5.18% (3 mo.
USD Term SOFR + 1.50%), due 04/20/35(b) 144A
|
1,400,350
|
|
113,770
|
|
GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class A2, 4.93%, due
06/25/60 144A
|
114,002
|
|
500,000
|
|
GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class A3, 5.02%, due
06/25/60 144A
|
502,393
|
|
268,262
|
|
GreenSky Home Improvement Issuer Trust, Series 2025-2A, Class A4, 4.89%, due
06/25/60 144A
|
267,427
|
|
6,000,000
|
|
Greystone CRE Notes LLC, Series 2025-FL4, Class A, 5.11% (1 mo. USD Term SOFR
+ 1.48%), due 01/15/43(b) 144A
|
6,015,030
|
|
981,328
|
|
GS Mortgage-Backed Securities Trust, Series 2026-CES3, Class A1A, 5.36%, due
09/25/56(e) 144A
|
980,701
|
|
10,562
|
|
GSAA Home Equity Trust, Series 2007-7, Class A4, 4.30% (1 mo. USD Term SOFR +
0.65%), due 07/25/37(b)
|
10,397
|
|
1,000,000
|
|
Harvest U.S. CLO Ltd., Series 2023-1A, Class A1R, 4.82% (3 mo. USD Term SOFR +
1.15%), due 01/15/37(b) 144A
|
1,000,480
|
|
445,712
|
|
Hilton Grand Vacations Trust, Series 2026-1A, Class D, 7.21%, due 02/25/43 144A
|
449,187
|
|
360,333
|
|
Huntington Bank Auto Credit-Linked Notes, Series 2025-2, Class D, 6.86% (30 day
USD SOFR Average + 3.25%), due 09/20/33(b) 144A
|
350,642
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
1,176,955
|
|
Huntington Bank Auto Credit-Linked Notes, Series 2026-1, Class D, 8.11% (30 day
USD SOFR Average + 4.50%), due 02/20/34(b) 144A
|
1,174,084
|
|
2,000,000
|
|
INCREF LLC, Series 2026-FL2, Class A, 5.12% (1 mo. USD Term SOFR + 1.45%),
due 12/19/43(b) 144A
|
2,003,750
|
|
2,200,000
|
|
Invesco CLO Ltd., Series 2022-2A, Class A1R, 4.83% (3 mo. USD Term SOFR +
1.15%), due 07/20/35(b) 144A
|
2,201,921
|
|
911,779
|
|
JP Morgan Mortgage Trust, Series 2026-ACES1, Class A1, 4.89%, due 04/25/66(c) 144A
|
901,618
|
|
1,823,558
|
|
JP Morgan Mortgage Trust, Series 2026-ACES1, Class A1F, 4.83% (30 day USD SOFR
Average + 1.20%), due 04/25/66(b) 144A
|
1,822,016
|
|
250,000
|
|
Kennedy Lewis CLO 17 Ltd., Series 2024-17A, Class E, 9.81% (3 mo. USD Term
SOFR + 6.15%), due 10/22/37(b) 144A
|
250,642
|
|
800,000
|
|
Kennedy Lewis CLO 21 Ltd., Series 2025-21A, Class D1, 6.77% (3 mo. USD Term
SOFR + 3.10%), due 07/25/38(b) 144A
|
807,470
|
|
4,400,000
|
|
KKR CLO 16 Ltd., Series 16, Class A1R3, 4.82% (3 mo. USD Term SOFR + 1.14%),
due 10/20/34(b) 144A
|
4,401,720
|
|
105,199
|
|
KREF Ltd., Series 2022-FL3, Class A, 5.09% (1 mo. USD Term SOFR + 1.45%), due
02/17/39(b) 144A
|
105,265
|
|
493,627
|
|
Lendbuzz Securitization Trust, Series 2023-2A, Class A2, 7.09%, due 10/16/28 144A
|
497,639
|
|
775,000
|
|
Lendmark Funding Trust, Series 2025-1A, Class E, 8.91%, due 09/20/34 144A
|
798,906
|
|
3,500,000
|
|
LMNT CRE LLC, Series 2025-FL3, Class A, 5.19% (1 mo. USD Term SOFR + 1.55%),
due 07/21/43(b) 144A
|
3,504,935
|
|
94,435
|
|
Long Beach Mortgage Loan Trust, Series 2005-1, Class M4, 5.04% (1 mo. USD Term
SOFR + 1.39%), due 02/25/35(b)
|
93,169
|
|
3,000,000
|
|
LRECS LLC, Series 2025-CRE1, Class A, 5.14% (1 mo. USD Term SOFR + 1.50%),
due 08/19/43(b) 144A
|
3,000,937
|
|
1,680,000
|
|
Madison Park Funding LXIII Ltd., Series 2023-63A, Class ER, 9.67% (3 mo. USD Term
SOFR + 6.00%), due 07/21/38(b) 144A
|
1,508,682
|
|
500,000
|
|
Madison Park Funding LXV Ltd., Series 2025-65A, Class D1, 6.48% (3 mo. USD Term
SOFR + 2.80%), due 07/16/38(b) 144A
|
499,758
|
|
250,000
|
|
Madison Park Funding LXV Ltd., Series 2025-65A, Class E, 8.68% (3 mo. USD Term
SOFR + 5.00%), due 07/16/38(b) 144A
|
245,960
|
|
2,030,000
|
|
Madison Park Funding LXXII Ltd., Series 2025-72A, Class SUB, 0.00%, due 07/23/38(c)
144A
|
1,640,616
|
|
250,000
|
|
Madison Park Funding LXXIV Ltd., Series 2026-74A, Class E, 9.10% (3 mo. USD
Term SOFR + 5.40%), due 07/23/39(b) 144A
|
251,956
|
|
250,000
|
|
Madison Park Funding XLVI Ltd., Series 2020-46A, Class ERR, 8.92% (3 mo. USD
Term SOFR + 5.25%), due 10/15/34(b) 144A
|
215,968
|
|
11,453,250
|
|
Madison Park Funding XVII Ltd., Series 2015-17A, Class SUB, 0.00%, due 07/21/45(c)
144A
|
828,001
|
|
1,190,000
|
|
Madison Park Funding XVII Ltd., Series 2015-17X, Class SUB, 0.00%, due
07/21/30(c)(f)
|
86,030
|
|
1,690,000
|
|
Madison Park Funding XXII Ltd., Series 2016-22A, Class SUB, 0.00%, due 01/15/33(c)
144A
|
618,455
|
|
250,000
|
|
Madison Park Funding XXXI Ltd., Series 2018-31A, Class ER, 10.07% (3 mo. USD
Term SOFR + 6.40%), due 07/23/37(b) 144A
|
219,409
|
|
540,000
|
|
Magnetite 50 Ltd., Series 2025-50A, Class E, 8.47% (3 mo. USD Term SOFR + 4.80%),
due 07/25/38(b) 144A
|
541,501
|
|
500,000
|
|
Magnetite XLIII Ltd., Series 2025-43A, Class D2, 6.87% (3 mo. USD Term SOFR +
3.20%), due 07/15/38(b) 144A
|
503,660
|
|
250,000
|
|
Magnetite XLIII Ltd., Series 2025-43A, Class E, 10.17% (3 mo. USD Term SOFR +
6.50%), due 07/15/38(b) 144A
|
254,766
|
|
280,500
|
|
Magnetite XXVIII Ltd., Series 2020-28A, Class SUB, 0.00%, due 01/20/35(c) 144A
|
153,575
|
|
250,000
|
|
Magnetite XXXVI Ltd., Series 2023-36A, Class ER, 8.67% (3 mo. USD Term SOFR +
5.00%), due 07/25/38(b) 144A
|
249,182
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
435,000
|
|
MF1 LLC, Series 2025-FL19, Class C, 6.48% (1 mo. USD Term SOFR + 2.84%), due
05/18/42(b) 144A
|
435,272
|
|
291,491
|
|
Mill City Solar Loan Ltd., Series 2019-1A, Class A, 4.34%, due 03/20/43 144A
|
272,347
|
|
284,953
|
|
National Collegiate Student Loan Trust, Series 2007-2, Class A4, 4.05% (1 mo. USD
Term SOFR + 0.40%), due 01/25/33(b)
|
281,941
|
|
900,000
|
|
Navesink CLO 2 Ltd., Series 2024-2A, Class A1R, 4.86% (3 mo. USD Term SOFR +
1.19%), due 01/15/36(b) 144A
|
898,705
|
|
681,906
|
|
Navient Education Loan Trust, Series 2025-A, Class A, 5.02%, due 07/15/55 144A
|
683,747
|
|
1,027,314
|
|
Navient Education Loan Trust, Series 2025-A, Class B, 5.32%, due 07/15/55 144A
|
1,030,235
|
|
207,863
|
|
Navient Private Education Refi Loan Trust, Series 2018-CA, Class B, 4.22%, due
06/16/42 144A
|
204,352
|
|
1,073,164
|
|
Nelnet Student Loan Trust, Series 2025-BA, Class A1A, 4.84%, due 05/17/55 144A
|
1,065,996
|
|
990,613
|
|
Nelnet Student Loan Trust, Series 2025-BA, Class A1B, 4.94% (30 day USD SOFR
Average + 1.35%), due 05/17/55(b) 144A
|
994,579
|
|
1,754,339
|
|
Nelnet Student Loan Trust, Series 2025-DA, Class A1A, 4.65%, due 08/20/54 144A
|
1,726,380
|
|
1,000,000
|
|
Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class ER2, 8.67% (3
mo. USD Term SOFR + 5.00%), due 07/23/36(b) 144A
|
1,001,462
|
|
250,000
|
|
Neuberger Berman Loan Advisers CLO 61 Ltd., Series 2025-61A, Class E, 8.58% (3
mo. USD Term SOFR + 4.90%), due 07/17/39(b) 144A
|
250,885
|
|
250,000
|
|
Oaktree CLO Ltd., Series 2023-1A, Class ER, 11.17% (3 mo. USD Term SOFR +
7.50%), due 04/15/38(b) 144A
|
252,226
|
|
250,000
|
|
Oaktree CLO Ltd., Series 2025-32A, Class E, 9.02% (3 mo. USD Term SOFR + 5.35%),
due 07/15/38(b) 144A
|
251,097
|
|
1,240,625
|
|
OCP CLO Ltd., Series 2018-15A, Class SUB, 0.00%, due 07/20/31(c) 144A
|
446,214
|
|
3,360,000
|
|
OCP CLO Ltd., Series 2021-21A, Class SUB, 0.00%, due 01/20/38(c) 144A
|
1,622,161
|
|
250,000
|
|
OCP CLO Ltd., Series 2022-24A, Class ER, 9.93% (3 mo. USD Term SOFR + 6.25%),
due 10/20/37(b) 144A
|
250,811
|
|
450,000
|
|
OCP CLO Ltd., Series 2024-35A, Class D1, 6.77% (3 mo. USD Term SOFR + 3.10%),
due 10/25/37(b) 144A
|
451,737
|
|
665,000
|
|
OCP CLO Ltd., Series 2025-43A, Class D1, 6.93% (3 mo. USD Term SOFR + 3.25%),
due 07/20/38(b) 144A
|
673,952
|
|
250,000
|
|
OCP CLO Ltd., Series 2025-43A, Class E, 10.18% (3 mo. USD Term SOFR + 6.50%),
due 07/20/38(b) 144A
|
253,277
|
|
2,800,000
|
|
Octagon 64 Ltd., Series 2022-1A, Class A1R, 4.93% (3 mo. USD Term SOFR + 1.26%),
due 07/21/35(b) 144A
|
2,801,319
|
|
277,239
|
|
Octagon 67 Ltd., Series 2023-1A, Class FR, 12.00%, due 07/25/38 144A
|
229,548
|
|
1,000,000
|
|
OFSI BSL XII Ltd., Series 2023-12A, Class D1R, 6.88% (3 mo. USD Term SOFR +
3.20%), due 01/20/38(b) 144A
|
987,504
|
|
250,000
|
|
OHA Credit Funding 15-R Ltd., Series 2023-15RA, Class E, 8.53% (3 mo. USD Term
SOFR + 4.85%), due 07/20/38(b) 144A
|
247,317
|
|
725,000
|
|
OHA Credit Funding 22 Ltd., Series 2025-22A, Class E, 9.23% (3 mo. USD Term
SOFR + 5.55%), due 07/20/38(b) 144A
|
725,882
|
|
456,000
|
|
OHA Credit Funding 7 Ltd., Series 2020-7A, Class D1R2, 6.38% (3 mo. USD Term
SOFR + 2.70%), due 07/19/38(b) 144A
|
456,714
|
|
380,000
|
|
OHA Credit Funding 7 Ltd., Series 2020-7A, Class ER2, 8.58% (3 mo. USD Term
SOFR + 4.90%), due 07/19/38(b) 144A
|
370,269
|
|
620,000
|
|
OHA Credit Funding 8 Ltd., Series 2021-8A, Class SUB, 0.00%, due 01/20/38(c) 144A
|
383,718
|
|
1,000,000
|
|
OHA Credit Partners VII Ltd., Series 2012-7A, Class SUB, 0.00%, due 02/20/38(c) 144A
|
412,748
|
|
250,000
|
|
OHA Credit Partners XV Ltd., Series 2017-15A, Class ER2, 9.31% (3 mo. USD Term
SOFR + 5.65%), due 04/20/39(b) 144A
|
250,938
|
|
850,000
|
|
Option One Mortgage Loan Trust, Series 2005-3, Class M4, 4.69% (1 mo. USD Term
SOFR + 1.04%), due 08/25/35(b)
|
752,574
|
|
2,499,903
|
|
Pagaya AI Debt Grantor Trust, Series 2025-5, Class B, 5.44%, due 03/15/33 144A
|
2,498,568
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
1,699,843
|
|
Pagaya AI Debt Grantor Trust, Series 2025-6, Class B, 4.88%, due 04/15/33 144A
|
1,691,062
|
|
386,553
|
|
Pagaya AI Debt Grantor Trust, Series 2025-R2, Class A, 4.87%, due 10/15/32 144A
|
386,484
|
|
285,000
|
|
Palmer Square CLO Ltd., Series 2018-1A, Class DR, 10.62% (3 mo. USD Term SOFR
+ 6.94%), due 04/18/37(b) 144A
|
265,091
|
|
790,000
|
|
Peace Park CLO Ltd., Series 2021-1A, Class ER, 8.58% (3 mo. USD Term SOFR +
4.90%), due 10/20/38(b) 144A
|
722,457
|
|
1,328,643
|
|
PK ALIFT Loan Funding 6 LP, Series 2025-1, Class A, 5.37%, due 11/15/42 144A
|
1,333,827
|
|
1,194,430
|
|
PK ALIFT Loan Funding 7 LP, Series 2025-2, Class A, 4.75%, due 03/15/43 144A
|
1,186,238
|
|
680,000
|
|
Point Securitization Trust, Series 2025-1, Class A2, 7.50%, due 06/25/55 144A
|
681,594
|
|
330,000
|
|
Point Securitization Trust, Series 2025-2, Class A2, 7.00%, due 10/25/55(e) 144A
|
327,166
|
|
235,000
|
|
Point Securitization Trust, Series 2026-1, Class A2, 6.50%, due 02/25/56(e) 144A
|
230,464
|
|
1,150,000
|
|
Post CLO Ltd., Series 2021-1A, Class AR, 4.75% (3 mo. USD Term SOFR + 1.08%),
due 10/15/34(b) 144A
|
1,150,772
|
|
1,200,000
|
|
PPM CLO 3 Ltd., Series 2019-3A, Class A1R2, 4.80% (3 mo. USD Term SOFR +
1.12%), due 07/17/34(b) 144A
|
1,200,935
|
|
430,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL10, Class A2, 7.26%, due
10/25/55(e) 144A
|
416,846
|
|
375,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL11, Class A2, 7.02%, due
10/25/55(e) 144A
|
376,135
|
|
1,616,851
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL13, Class A1, 5.34%, due
12/25/55(e) 144A
|
1,608,823
|
|
366,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL13, Class A2, 6.78%, due
12/25/55(e) 144A
|
360,536
|
|
943,252
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL14, Class A1, 5.27%, due
12/25/55(e) 144A
|
937,055
|
|
1,050,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL14, Class A2, 6.78%, due
12/25/55(e) 144A
|
1,033,771
|
|
1,652,663
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL5, Class A1, 6.24%, due
05/25/55(e) 144A
|
1,655,379
|
|
1,335,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL5, Class A2, 8.72%, due
05/25/55(e) 144A
|
1,338,370
|
|
862,012
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL6, Class A1, 5.74%, due
06/25/55(e) 144A
|
863,398
|
|
590,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL6, Class A2, 8.72%, due
06/25/55(e) 144A
|
591,489
|
|
1,043,894
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL7, Class A1, 5.66%, due
07/25/55(e) 144A
|
1,045,261
|
|
725,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL7, Class A2, 8.35%, due
07/25/55(e) 144A
|
726,647
|
|
475,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL8, Class A2, 7.99%, due
08/25/55(e) 144A
|
475,960
|
|
892,787
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL9, Class A1, 5.39%, due
08/25/55(e) 144A
|
893,788
|
|
755,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-NPL9, Class A2, 7.51%, due
08/25/55(e) 144A
|
756,274
|
|
944,527
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-NPL1, Class A1, 5.18%, due
01/25/56(e) 144A
|
937,322
|
|
355,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-NPL1, Class A2, 6.54%, due
01/25/56(e) 144A
|
354,627
|
|
464,374
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-NPL2, Class A1, 5.07%, due
02/25/56(e) 144A
|
461,091
|
|
1,047,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-NPL2, Class A2, 6.41%, due
02/25/56(e) 144A
|
1,043,586
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
505,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-NPL3, Class A2, 6.22%, due
02/25/56(e) 144A
|
500,520
|
|
385,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-NPL5, Class A2, 7.05%, due
04/25/56(e) 144A
|
385,687
|
|
1,875,000
|
|
Rad CLO 12 Ltd., Series 2021-12A, Class DR, 10.31% (3 mo. USD Term SOFR +
6.65%), due 07/30/40(b) 144A
|
1,759,864
|
|
1,491,324
|
|
RCKT Mortgage Trust, Series 2025-CES6, Class A1A, 5.47%, due 06/25/55(e) 144A
|
1,493,522
|
|
174,000
|
|
RCO IX Mortgage LLC, Series 2026-2, Class A2, 6.78%, due 05/25/31(e) 144A
|
173,759
|
|
228,773
|
|
Reach ABS Trust, Series 2025-2A, Class A, 4.93%, due 08/18/32 144A
|
229,259
|
|
1,600,000
|
|
Reach ABS Trust, Series 2025-2A, Class B, 5.12%, due 08/18/32 144A
|
1,595,615
|
|
2,200,000
|
|
Reach ABS Trust, Series 2026-1A, Class B, 4.37%, due 02/15/33 144A
|
2,186,688
|
|
1,000,000
|
|
Regatta 33 Funding Ltd., Series 2025-2A, Class E, 10.32% (3 mo. USD Term SOFR +
6.65%), due 07/25/38(b) 144A
|
1,008,601
|
|
680,686
|
|
Renew Financial, Series 2024-2A, Class M, 6.83%, due 11/20/60 144A
|
651,667
|
|
615,158
|
|
Research-Driven Pagaya Motor Asset Trust, Series 2025-4A, Class A2, 5.12%, due
04/25/34 144A
|
616,253
|
|
1,092,913
|
|
Residential Asset Securities Corporation Trust, Series 2006-KS2, Class M3, 4.38% (1
mo. USD Term SOFR + 0.73%), due 03/25/36(b)
|
1,079,443
|
|
1,900,000
|
|
Rockford Tower CLO Ltd., Series 2022-1A, Class A1R, 4.88% (3 mo. USD Term SOFR
+ 1.20%), due 07/20/35(b) 144A
|
1,900,777
|
|
2,600,000
|
|
Romark Credit Funding Ltd., Series 2025-4A, Class A, 5.42%, due 07/29/43 144A
|
2,610,078
|
|
260,000
|
|
RR 23 Ltd., Series 2022-23A, Class DR2, 8.67% (3 mo. USD Term SOFR + 5.00%),
due 07/15/37(b) 144A
|
258,696
|
|
1,000,000
|
|
RR 28 Ltd., Series 2024-28RA, Class DR2, 9.78% (3 mo. USD Term SOFR + 6.10%),
due 04/15/41(b) 144A
|
1,008,336
|
|
550,000
|
|
RR 40 Ltd., Series 2025-40A, Class D, 9.42% (3 mo. USD Term SOFR + 5.75%), due
07/15/38(b) 144A
|
553,617
|
|
1,146,611
|
|
Santander Bank Auto Credit-Linked Notes, Series 2024-A, Class F, 10.17%, due
06/15/32 144A
|
1,184,009
|
|
250,000
|
|
Santander Bank Auto Credit-Linked Notes, Series 2025-A, Class E, 6.27%, due 01/16/34
144A
|
249,741
|
|
675,000
|
|
Santander Bank Auto Credit-Linked Notes, Series 2026-A, Class E, 6.81%, due 07/17/34
144A
|
674,547
|
|
2,000,000
|
|
Sculptor CLO XXVII Ltd., Series 27A, Class A1RR, 4.83% (3 mo. USD Term SOFR +
1.15%), due 04/20/37(b) 144A
|
2,002,266
|
|
450,000
|
|
Sculptor CLO XXX Ltd., Series 30A, Class D1R, 7.28% (3 mo. USD Term SOFR +
3.60%), due 07/20/38(b) 144A
|
450,874
|
|
380,000
|
|
Sixth Street CLO 29 Ltd., Series 2025-29A, Class E, 8.68% (3 mo. USD Term SOFR +
5.00%), due 07/17/38(b) 144A
|
381,016
|
|
940,000
|
|
Sixth Street CLO 29 Ltd., Series 2025-29A, Class SUB, 0.00%, due 07/17/38(c) 144A
|
626,288
|
|
400,000
|
|
Sixth Street CLO 32 Ltd., Series 2026-32A, Class E, 9.66% (3 mo. USD Term SOFR +
6.00%), due 04/21/39(b) 144A
|
407,844
|
|
2,500,000
|
|
Sixth Street CLO VIII Ltd., Series 2017-8A, Class A1R2, 4.83% (3 mo. USD Term
SOFR + 1.15%), due 10/20/34(b) 144A
|
2,501,330
|
|
1,225,000
|
|
Sixth Street CLO XI Ltd., Series 2018-11A, Class DR2, 6.80% (3 mo. USD Term SOFR
+ 3.15%), due 04/25/37(b) 144A
|
1,228,963
|
|
250,000
|
|
Sixth Street CLO XX Ltd., Series 2021-20A, Class ER, 9.18% (3 mo. USD Term SOFR
+ 5.50%), due 07/17/38(b) 144A
|
247,814
|
|
285,000
|
|
Sixth Street CLO XXIV Ltd., Series 2024-24A, Class ER, 10.03% (3 mo. USD Term
SOFR + 6.35%), due 04/23/37(b) 144A
|
286,990
|
|
250,000
|
|
Sixth Street CLO XXVI Ltd., Series 2024-26X, Class E, 9.33% (3 mo. USD Term
SOFR + 5.65%), due 10/18/37(b)(f)
|
250,676
|
|
2,522,725
|
|
Slam Ltd., Series 2025-1A, Class A, 5.81%, due 05/15/50 144A
|
2,540,230
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
995,925
|
|
Slam Ltd., Series 2026-1A, Class A, 5.55%, due 07/15/51 144A
|
995,439
|
|
50,000
|
|
SLM Private Credit Student Loan Trust, Series 2003-A, Class A3, 6.94%, due
06/15/32(c)
|
49,419
|
|
50,000
|
|
SLM Private Credit Student Loan Trust, Series 2003-B, Class A3, 7.92%, due 03/15/33(c)
|
48,638
|
|
230,359
|
|
SMB Private Education Loan Trust, Series 2021-A, Class D1, 3.86%, due 01/15/53
144A
|
204,210
|
|
1,190,132
|
|
SMB Private Education Loan Trust, Series 2023-B, Class B, 5.77%, due 10/16/56 144A
|
1,195,572
|
|
911,846
|
|
SMB Private Education Loan Trust, Series 2024-A, Class A1B, 5.04% (30 day USD
SOFR Average + 1.45%), due 03/15/56(b) 144A
|
918,920
|
|
1,250,000
|
|
SMB Private Education Loan Trust, Series 2024-D, Class D, 7.51%, due 07/15/53 144A
|
1,253,678
|
|
1,916,970
|
|
SMB Private Education Loan Trust, Series 2025-B, Class A1A, 5.02%, due 03/17/53
144A
|
1,900,446
|
|
2,868,049
|
|
SMB Private Education Loan Trust, Series 2026-B, Class A1A, 5.03%, due 03/15/56
144A
|
2,850,005
|
|
1,805,000
|
|
Southwick Park CLO LLC, Series 2019-4A, Class ERR, 9.93% (3 mo. USD Term SOFR
+ 6.25%), due 07/20/32(b) 144A
|
1,290,996
|
|
233,272
|
|
Stonepeak ABS, Series 2021-1A, Class A, 2.68%, due 02/28/33 144A
|
228,334
|
|
800,000
|
|
Sunbit Asset Securitization Trust , Series 2025-1, Class A, 5.36%, due 07/15/30 144A
|
800,615
|
|
1,400,000
|
|
Symphony CLO 52 Ltd., Series 2025-52A, Class AR, 4.82% (3 mo. USD Term SOFR +
1.15%), due 01/20/36(b) 144A
|
1,400,241
|
|
250,000
|
|
Texas Debt Capital CLO Ltd., Series 2023-1A, Class D1R, 6.43% (3 mo. USD Term
SOFR + 2.75%), due 07/20/38(b) 144A
|
250,931
|
|
250,000
|
|
Texas Debt Capital CLO Ltd., Series 2023-1A, Class ER, 8.63% (3 mo. USD Term
SOFR + 4.95%), due 07/20/38(b) 144A
|
250,441
|
|
1,200,000
|
|
Thayer Park CLO Ltd., Series 2017-1A, Class A1RR, 4.68% (3 mo. USD Term SOFR +
1.00%), due 04/20/34(b) 144A
|
1,200,650
|
|
1,294,856
|
|
Towd Point Mortgage Trust, Series 2025-CES3, Class A1A, 5.28%, due 08/25/65(e)
144A
|
1,292,524
|
|
1,000,000
|
|
TPG CLO Ltd., Series 2025-1A, Class E, 9.82% (3 mo. USD Term SOFR + 6.15%), due
07/15/38(b) 144A
|
1,003,753
|
|
1,300,000
|
|
Trimaran CAVU Ltd., Series 2021-2A, Class AR, 4.69% (3 mo. USD Term SOFR +
1.02%), due 10/25/34(b) 144A
|
1,299,873
|
|
250,000
|
|
Trimaran CAVU Ltd., Series 2025-1A, Class E, 8.92% (3 mo. USD Term SOFR +
5.25%), due 04/25/38(b) 144A
|
248,185
|
|
1,212,249
|
|
UPG HI Issuer Trust, Series 2025-2, Class A, 5.00%, due 09/25/47 144A
|
1,206,781
|
|
2,100,000
|
|
VB-S1 Issuer LLC, Series 2026-1A, Class C2, 4.69%, due 03/15/56 144A
|
2,054,522
|
|
125,000
|
|
VB-S1 Issuer LLC, Series 2026-1A, Class F, 6.84%, due 03/15/56 144A
|
125,863
|
|
874,298
|
|
VCAT LLC, Series 2026-NPL1, Class A1, 5.10%, due 01/25/56(e) 144A
|
868,325
|
|
250,000
|
|
Voya CLO Ltd., Series 2025-1A, Class E, 8.28% (3 mo. USD Term SOFR + 4.60%),
due 04/20/38(b) 144A
|
245,516
|
|
250,000
|
|
Voya CLO Ltd., Series 2025-3A, Class E, 9.08% (3 mo. USD Term SOFR + 5.40%),
due 07/20/38(b) 144A
|
251,128
|
|
250,000
|
|
Wonder Lake Park CLO Ltd., Series 2025-1A, Class E, 8.57% (3 mo. USD Term SOFR
+ 4.90%), due 07/24/38(b) 144A
|
246,685
|
|
2,500,000
|
|
Zayo Issuer LLC, Series 2025-2A, Class C, 9.49%, due 06/20/55 144A
|
2,642,013
|
|
|
|
|
199,569,660
|
|
|
|
Bank Loans — 17.7%
|
|
|
236,246
|
|
1011778 B.C. Unlimited Liability Co., 2024 Term Loan B6, 5.39% (1 mo. USD Term
SOFR + 1.75%), due 09/20/30(b)
|
236,275
|
|
183,982
|
|
AAL Delaware Holdco, Inc., 2026 Term Loan B, 6.14% (1 mo. USD Term SOFR +
2.50%), due 07/30/31(b)
|
184,366
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
903,551
|
|
Access CIG LLC, 2025 Term Loan, 7.64% (1 mo. USD Term SOFR + 4.00%), due
08/19/30(b)
|
809,807
|
|
150,000
|
|
ACI Rover Parent LLC, 2026 Term Loan B, 5.98% (1 mo. USD Term SOFR + 2.25%),
due 06/09/33(b)
|
150,000
|
|
1,230,580
|
|
Acrisure LLC, 2024 1st Lien Term Loan B6, 6.64% (1 mo. USD Term SOFR + 3.00%),
due 11/06/30(b)
|
1,118,289
|
|
990,000
|
|
Acrisure LLC, 2025 Term Loan B, 6.89% (1 mo. USD Term SOFR + 3.25%), due
06/21/32(b)
|
898,425
|
|
550,000
|
|
ADI Global Distribution Funding LLC, Term Loan B TBD, due 06/17/33(g)
|
552,062
|
|
397,900
|
|
ADMI Corp., 2021 Term Loan B2, 7.13% (1 mo. USD Term SOFR + 3.38%), due
12/23/27(b)
|
357,696
|
|
625,000
|
|
Advanced Drainage Systems, Inc., 2026 Term Loan B, 5.25% (1 mo. USD Term SOFR
+ 1.63%), due 02/28/33(b)
|
631,094
|
|
580,000
|
|
AGI-CFI Acquisition Corp., 2026 Term Loan B, 8.14% (1 mo. USD Term SOFR +
4.50%), due 03/25/33(b)
|
577,462
|
|
434,296
|
|
Agiliti Health, Inc., 2023 Term Loan, 6.58% (6 mo. USD Term SOFR + 3.00%), due
05/01/30(b)
|
419,909
|
|
1,662,148
|
|
AI Aqua Merger Sub, Inc., 2026 Term Loan B, 6.12% (1 mo. USD Term SOFR +
2.50%), due 07/31/28(b)
|
1,662,952
|
|
1,678,895
|
|
AI Aqua Merger Sub, Inc., 2026 Term Loan B, 6.16% (3 mo. USD Term SOFR +
2.50%), due 07/31/28(b)
|
1,679,708
|
|
3,270,271
|
|
AI Aqua Merger Sub, Inc., 2026 USD Term Loan B TBD, due 06/24/33(g)
|
3,272,995
|
|
900,000
|
|
AIT Worldwide Logistics, Inc., 2026 Term Loan B, 7.91% (3 mo. USD Term SOFR +
4.25%), due 04/29/33(b)
|
901,575
|
|
1,082,288
|
|
AL GCX Holdings LLC, 2025 Term Loan B, 5.86% (1 mo. USD Term SOFR + 2.25%),
due 12/17/32(b)
|
1,084,824
|
|
1,000,000
|
EUR
|
Albea Beauty Holdings SA, 2023 EUR Term Loan B, 7.50% (6 mo. EURIBOR +
5.00%), due 12/31/27(b)
|
1,060,411
|
|
1,000,000
|
EUR
|
Albion Financing 3 SARL, 2025 EUR Term Loan, 5.20% (3 mo. EURIBOR + 3.00%),
due 05/21/31(b)
|
1,154,197
|
|
282,866
|
|
Alera Group, Inc., 2026 Term Loan B, 6.39% (1 mo. USD Term SOFR + 2.75%), due
05/30/32(b)
|
269,395
|
|
1,473,321
|
|
AlixPartners LLP, 2025 USD Term Loan, 5.64% (1 mo. USD Term SOFR + 2.00%), due
08/12/32(b)
|
1,465,823
|
|
1,346,625
|
|
Alkermes, Inc., 2026 Term Loan B, 6.48% (3 mo. USD Term SOFR + 2.75%), due
08/12/31(b)
|
1,352,095
|
|
1,489,742
|
|
Alliant Holdings Intermediate LLC, 2025 Term Loan B, 6.14% (1 mo. USD Term SOFR
+ 2.50%), due 09/19/31(b)
|
1,471,213
|
|
1,846,547
|
|
Allied Universal Holdco LLC, 2025 USD Term Loan B, 6.89% (1 mo. USD Term SOFR
+ 3.25%), due 08/20/32(b)
|
1,848,944
|
|
299,250
|
|
Allison Transmission, Inc., 2025 Incremental Term Loan B, 5.38% (1 mo. USD Term
SOFR + 1.75%), due 01/02/33(b)
|
299,491
|
|
248,734
|
|
Alpha Generation LLC, Term Loan B, 5.39% (1 mo. USD Term SOFR + 1.75%), due
09/30/31(b)
|
246,925
|
|
1,630,000
|
|
Altar Bidco, Inc., 2021 2nd Lien Term Loan, 9.11% (12 mo. USD Term SOFR +
5.60%), due 02/01/30(b)
|
1,544,425
|
|
989,545
|
|
Altice France SA, 2025 USD Term Loan B14, 10.55% (3 mo. USD Term SOFR +
6.88%), due 05/31/31(b)
|
1,012,428
|
|
340,930
|
|
Amentum Holdings, Inc., 2026 Term Loan B, 5.39% (1 mo. USD Term SOFR + 1.75%),
due 09/29/31(b)
|
341,072
|
|
545,000
|
|
American Airlines, Inc., 2026 1st Lien Term Loan B, 6.67% (3 mo. PRIME + 3.00%),
due 05/29/33(b)
|
538,917
|
|
570,000
|
|
American Airlines, Inc., 2026 1st Lien Term Loan B, 6.67% (3 mo. PRIME + 3.00%),
due 05/29/33(b)
|
563,638
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
1,194,428
|
|
American Auto Auction Group LLC, 2025 Term Loan, 8.23% (3 mo. USD Term SOFR
+ 4.50%), due 05/28/32(b)
|
1,195,495
|
|
233,219
|
|
American Axle & Manufacturing, Inc., 2025 Incremental Term Loan C, 6.87% (1 mo.
USD Term SOFR + 3.25%), due 02/03/33(b)
|
233,607
|
|
359,281
|
|
American Axle & Manufacturing, Inc., 2025 Incremental Term Loan C, 6.92% (3 mo.
USD Term SOFR + 3.25%), due 02/03/33(b)
|
359,880
|
|
197,475
|
|
American Builders & Contractors Supply Co., Inc., 2024 Term Loan B, 5.39% (1 mo.
USD Term SOFR + 1.75%), due 01/31/31(b)
|
197,811
|
|
1,557,242
|
|
Amneal Pharmaceuticals LLC, 2026 Term Loan, 6.64% (1 mo. USD Term SOFR +
3.00%), due 08/01/32(b)
|
1,566,002
|
|
153,838
|
|
Amneal Pharmaceuticals LLC, 2026 Term Loan, 6.64% (1 mo. USD Term SOFR +
3.00%), due 08/01/32(b)
|
154,704
|
|
575,478
|
|
AP Core Holdings II LLC, 2026 Term Loan B, 10.14% (3 mo. USD Term SOFR +
6.50%), due 05/15/31(b)
|
573,500
|
|
1,234,297
|
|
Apro LLC, 2024 Term Loan B, 7.37% (1 mo. USD Term SOFR + 3.75%), due
07/09/31(b)
|
1,237,639
|
|
1,000,000
|
|
Aramark Services, Inc., 2025 Repriced Term Loan, 5.39% (1 mo. USD Term SOFR +
1.75%), due 04/06/28(b)
|
1,002,292
|
|
1,505,091
|
|
Arches Buyer, Inc., 2021 Term Loan B, 6.99% (1 mo. USD Term SOFR + 3.25%), due
12/06/27(b)
|
1,502,081
|
|
1,345,120
|
|
Arctic Canadian Diamond Co. Ltd., 2nd Lien PIK Term Loan, 4.29% (4.31% Fixed or
PIK), due 12/17/33(b)(h)(i)(j)
|
332,875
|
|
1,000,000
|
EUR
|
Armorica Lux SARL, EUR Term Loan, 7.08% (3 mo. EURIBOR + 4.93%), due
07/28/28(b)
|
1,145,209
|
|
116,659
|
|
Artera Services LLC, 2024 Term Loan, 8.14% (1 mo. USD Term SOFR + 4.50%), due
02/15/31(b)
|
103,535
|
|
3,020,000
|
|
Aruba Investments Holdings LLC, 2020 2nd Lien Term Loan, 11.52% (3 mo. USD Term
SOFR + 7.75%), due 11/24/28(b)
|
2,733,100
|
|
105,000
|
|
Ascensus Group Holdings, Inc., 2024 Term Loan B TBD, due 11/25/32(g)
|
102,539
|
|
207,667
|
|
Aspire Bakeries Holdings LLC, 2025 Repriced Term Loan, 6.64% (1 mo. USD Term
SOFR + 3.00%), due 12/23/30(b)
|
208,403
|
|
88,624
|
|
Asplundh Tree Expert LLC, 2024 Incremental Term Loan B TBD, due 05/23/31(g)
|
88,673
|
|
377,314
|
|
Asplundh Tree Expert LLC, 2026 5th Amendment Term Loan TBD, due 05/30/33(g)
|
377,314
|
|
430,650
|
|
Asurion LLC, 2025 Term Loan B13, 7.91% (3 mo. USD Term SOFR + 4.25%), due
09/19/30(b)
|
427,779
|
|
1,980,998
|
|
Asurion LLC, 2026 Term Loan B14, 7.41% (3 mo. USD Term SOFR + 3.75%), due
02/23/33(b)
|
1,878,234
|
|
498,750
|
|
Asurion LLC, 2026 Term Loan B14, 7.41% (3 mo. USD Term SOFR + 3.75%), due
02/23/33(b)
|
472,877
|
|
456,846
|
|
Athenahealth Group, Inc., 2022 Term Loan B, 6.39% (1 mo. USD Term SOFR +
2.75%), due 02/15/29(b)
|
456,370
|
|
695,244
|
|
Athenahealth Group, Inc., 2026 Term Loan B, 6.89% (1 mo. USD Term SOFR +
3.25%), due 02/16/32(b)
|
688,726
|
|
1,159,747
|
|
Auction.com LLC, Term Loan, 9.63% (6 mo. USD Term SOFR + 6.00%), due
05/26/28(b)
|
1,090,162
|
|
805,934
|
|
Autokiniton U.S. Holdings, Inc., 2024 Term Loan B, 7.76% (1 mo. USD Term SOFR +
3.38%), due 04/06/28(b)
|
804,580
|
|
191,509
|
|
Autokiniton U.S. Holdings, Inc., 2024 Term Loan B TBD, due 04/06/28(g)
|
191,187
|
|
454,359
|
|
Avaya, Inc., 2023 Exit Term Loan, 11.14% (1 mo. USD Term SOFR + 7.50%), due
08/01/28(b)
|
407,219
|
|
950,136
|
|
Barnes Group, Inc., 2025 Term Loan B, 6.14% (1 mo. USD Term SOFR + 2.50%), due
01/27/32(b)
|
952,215
|
|
150,000
|
|
BASF Coatings, USD Term Loan B TBD, due 05/06/33(g)
|
150,619
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
721,345
|
|
Bausch & Lomb Corp., 2025 Repriced Term Loan, 7.39% (1 mo. USD Term SOFR +
3.75%), due 01/15/31(b)
|
724,162
|
|
1,086,216
|
|
BCPE Empire Holdings, Inc., 2025 Term Loan B, 6.89% (1 mo. USD Term SOFR +
3.25%), due 12/11/30(b)
|
1,073,543
|
|
170,153
|
|
BCPE Empire Holdings, Inc., 2026 10th Amendment Term Loan, 7.14% (1 mo. USD
Term SOFR + 3.50%), due 12/29/32(b)
|
168,381
|
|
243,057
|
|
BCPE HIPH Parent, Inc., 2026 Delayed Draw Term Loan TBD, due 06/26/33(g)
|
243,665
|
|
2,300,943
|
|
BCPE HIPH Parent, Inc., 2026 Term Loan TBD, due 06/26/33(g)
|
2,306,695
|
|
149,251
|
|
BCPE Pequod Buyer, Inc., USD Term Loan B, 6.39% (1 mo. USD Term SOFR +
2.75%), due 11/25/31(b)
|
145,333
|
|
1,800,961
|
|
Beach Acquisition Bidco LLC, USD Term Loan B, 6.39% (1 mo. USD Term SOFR +
2.75%), due 09/12/32(b)
|
1,813,907
|
|
650,000
|
|
Belden, Inc., Term Loan TBD, due 06/10/33(g)
|
651,625
|
|
100,000
|
|
Bella Holding Co. LLC, 2026 Term Loan B, 6.89% (1 mo. USD Term SOFR + 3.25%),
due 06/16/33(b)
|
99,292
|
|
518,955
|
|
Belron Finance LLC, 2026 Repriced Term Loan B, 5.66% (3 mo. USD Term SOFR +
2.00%), due 10/16/31(b)
|
519,171
|
|
135
|
|
Bending Spoons U.S., Inc., 2026 USD Term Loan B, 9.49% (1 mo. USD Term SOFR +
5.88%), due 03/07/31(b)
|
133
|
|
1,189,010
|
|
Berlin Packaging LLC, 2025 Term Loan B7, 6.98% (3 mo. USD Term SOFR + 3.25%),
due 06/07/31(b)
|
1,184,483
|
|
1,663,768
|
|
Bingo Holdings I LLC, Term Loan B, 8.48% (3 mo. USD Term SOFR + 4.75%), due
06/30/32(b)
|
1,664,510
|
|
692,759
|
|
Blackhawk Network Holdings, Inc., 2026 Term Loan B, 7.14% (1 mo. USD Term SOFR
+ 3.50%), due 03/12/29(b)
|
690,705
|
|
100,000
|
|
Boluda Towage SL, 2026 USD Term Loan B TBD, due 06/24/33(g)
|
100,313
|
|
145,000
|
|
Brightview Landscapes LLC, 2026 Term Loan B, 5.64% (1 mo. USD Term SOFR +
2.00%), due 06/17/33(b)
|
144,698
|
|
1,607,722
|
|
Broadstreet Partners, Inc., 2024 Term Loan B4, 6.14% (1 mo. USD Term SOFR +
2.50%), due 06/13/31(b)
|
1,554,740
|
|
100,524
|
|
Brown Group Holding LLC, 2022 Incremental Term Loan B2, 6.14% (1 mo. USD Term
SOFR + 2.50%), due 07/01/31(b)
|
100,901
|
|
215,690
|
|
Brown Group Holding LLC, 2022 Incremental Term Loan B2, 6.16% (3 mo. USD Term
SOFR + 2.50%), due 07/01/31(b)
|
216,499
|
|
139,178
|
|
Brown Group Holding LLC, 2022 Incremental Term Loan B2, 6.17% (3 mo. USD Term
SOFR + 2.50%), due 07/01/31(g)
|
139,700
|
|
834,783
|
|
Bulldog Purchaser, Inc., 2026 Term Loan, 6.91% (3 mo. USD Term SOFR + 3.25%),
due 02/04/33(b)
|
836,765
|
|
374,063
|
|
CACI International, Inc., 2026 Incremental Term Loan B2, 5.39% (1 mo. USD Term
SOFR + 1.75%), due 03/09/33(b)
|
373,673
|
|
640,091
|
|
Caesars Entertainment, Inc., Term Loan B, 5.89% (1 mo. USD Term SOFR + 2.25%),
due 02/06/30(b)
|
621,129
|
|
1,778,000
|
|
Camelot U.S. Acquisition LLC, 2025 Incremental Term Loan B, 6.89% (1 mo. USD
Term SOFR + 3.25%), due 01/31/31(b)
|
1,644,650
|
|
1,614,059
|
|
Cast & Crew Payroll LLC, 2021 Incremental Term Loan, 7.41% (3 mo. USD Term
SOFR + 3.75%), due 12/29/28(b)
|
648,852
|
|
942,205
|
|
Cengage Learning, Inc., 2026 Term Loan B, 6.64% (3 mo. USD Term SOFR + 3.00%),
due 03/24/31(b)
|
933,372
|
|
550,276
|
|
Cengage Learning, Inc., 2026 Term Loan B, 6.64% (3 mo. USD Term SOFR + 3.00%),
due 03/24/31(b)
|
545,118
|
|
1,134,057
|
|
Central Parent, Inc., 2024 Term Loan B, 6.98% (3 mo. USD Term SOFR + 3.25%), due
07/06/29(b)
|
588,495
|
|
532,325
|
|
CFC Bidco Ltd., Term Loan B, 7.18% (3 mo. USD Term SOFR + 3.50%), due
07/01/32(b)
|
502,382
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
1,321,650
|
|
Chamberlain Group, Inc., 2025 Term Loan B, 6.64% (1 mo. USD Term SOFR + 3.00%),
due 09/08/32(b)
|
1,323,963
|
|
144,377
|
|
Champ Acquisition Corp., 2024 Term Loan B, 6.89% (1 mo. USD Term SOFR +
3.25%), due 11/25/31(b)
|
145,250
|
|
740,602
|
|
Charlotte Buyer, Inc., 2025 Repriced Term Loan B, 7.87% (3 mo. USD Term SOFR +
6.88%), due 02/11/28(b)
|
741,064
|
|
1,088,972
|
|
Charlotte Buyer, Inc., 2025 Repriced Term Loan B TBD, due 02/11/28(g)
|
1,089,653
|
|
240,000
|
|
Charlotte Buyer, Inc., 2026 Term Loan B TBD, due 06/11/31(g)
|
240,150
|
|
497,449
|
|
Charter Communications Operating LLC, 2023 Term Loan B4, 5.69% (3 mo. USD Term
SOFR + 2.00%), due 12/07/30(b)
|
492,647
|
|
1,676,380
|
|
Chemours Co., 2025 USD Term Loan B, 7.14% (1 mo. USD Term SOFR + 3.50%), due
10/15/32(b)
|
1,675,681
|
|
800,000
|
EUR
|
Chrysaor Bidco SARL, 2025 EUR Term Loan B, 5.40% (3 mo. EURIBOR + 3.25%),
due 10/30/31(b)
|
922,706
|
|
422,336
|
|
Cinemark USA, Inc., 2026 Term Loan B, 5.64% (1 mo. USD Term SOFR + 2.00%), due
05/24/30(b)
|
423,430
|
|
168,707
|
|
Cinemark USA, Inc., 2026 Term Loan B, 5.64% (3 mo. USD Term SOFR + 2.00%), due
05/24/30(b)
|
169,144
|
|
378,955
|
|
Cloud Software Group, Inc., 2025 Term Loan B (2031), 6.98% (3 mo. USD Term SOFR
+ 3.25%), due 03/21/31(b)
|
334,191
|
|
1,538,375
|
|
Cloud Software Group, Inc., 2025 Term Loan B (2032), 6.98% (3 mo. USD Term SOFR
+ 3.25%), due 08/13/32(b)
|
1,336,079
|
|
444,300
|
|
Clover Holdings 2 LLC, Fixed Term Loan B, 7.75% (7.75% Fixed or PIK), due
12/09/31(b)
|
422,640
|
|
376,200
|
|
Clover Holdings 2 LLC, Term Loan B, 7.38% (1 mo. USD Term SOFR + 3.75%), due
12/09/31(b)
|
361,152
|
|
2,350,000
|
|
Clydesdale Acquisition Holdings, Inc., Term Loan B, 6.82% (1 mo. USD Term SOFR +
3.18%), due 04/13/29(b)
|
2,311,667
|
|
992,462
|
|
CNT Holdings I Corp., 2025 Term Loan, 6.16% (3 mo. USD Term SOFR + 2.50%), due
11/08/32(b)
|
994,426
|
|
163,077
|
|
Coherent Corp., 2025 Term Loan B2, 5.39% (1 mo. USD Term SOFR + 1.75%), due
07/02/29(b)
|
163,315
|
|
1,000,750
|
|
Colossus Acquireco LLC, 2026 Term Loan B, 5.37% (3 mo. USD Term SOFR +
1.75%), due 01/31/33(b)
|
995,246
|
|
1,656,682
|
|
Columbus McKinnon Corp., 2026 Term Loan B, 7.23% (3 mo. USD Term SOFR +
3.50%), due 02/03/33(b)
|
1,655,128
|
|
700,000
|
|
CompoSecure Holdings LLC, Term Loan, 5.92% (3 mo. USD Term SOFR + 2.25%),
due 01/14/33(b)
|
696,937
|
|
1,000,000
|
EUR
|
Concorde Midco Ltd., 2025 EUR Term Loan B, 5.58% (3 mo. EURIBOR + 3.50%), due
03/01/30(b)
|
1,058,267
|
|
762,095
|
|
ConnectWise LLC, 2021 Term Loan B, 7.49% (3 mo. USD Term SOFR + 3.50%), due
09/29/28(b)
|
703,985
|
|
1,500,000
|
|
Coral-U.S. Co-Borrower LLC, 2021 Term Loan B6, 6.74% (1 mo. USD Term SOFR +
3.00%), due 10/15/29(b)
|
1,461,093
|
|
200,000
|
|
Coral-U.S. Co-Borrower LLC, 2025 Term Loan B7, 6.92% (3 mo. USD Term SOFR +
3.25%), due 01/31/32(b)
|
194,417
|
|
155,000
|
|
Core & Main LP, 2026 Term Loan B TBD, due 06/24/33(g)
|
155,145
|
|
1,090,377
|
|
CoreWeave Financing DDTL V LLC, Delayed Draw Term Loan, 8.12% (1 mo. USD
Term SOFR + 3.00%), due 11/17/31(b)
|
1,113,820
|
|
640,000
|
|
CoreWeave Financing DDTL V LLC, Delayed Draw Term Loan TBD, due 11/17/31(g)
|
653,760
|
|
1,086,181
|
|
Cotiviti Corp., 2024 Term Loan, 6.37% (1 mo. USD Term SOFR + 2.75%), due
05/01/31(b)
|
995,213
|
|
3,889,744
|
|
Covetrus, Inc., Term Loan, 8.73% (3 mo. USD Term SOFR + 5.00%), due 10/13/29(b)
|
3,777,914
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
1,508,600
|
|
CP Atlas Buyer, Inc., 2025 Term Loan, 8.89% (1 mo. USD Term SOFR + 5.25%), due
07/08/30(b)
|
1,327,568
|
|
980,000
|
|
CP Iris Holdco I, Inc., 2025 2nd Lien Term Loan, 10.64% (1 mo. USD Term SOFR +
7.00%), due 10/27/33(b)
|
945,700
|
|
277,179
|
|
CPI Holdco B LLC, 2025 Add-on Term Loan B, 5.64% (1 mo. USD Term SOFR +
2.00%), due 05/19/31(b)
|
276,428
|
|
1,086,188
|
|
CPPIB OVM Member U.S. LLC, Term Loan B, 5.98% (3 mo. USD Term SOFR +
2.25%), due 08/20/31(b)
|
1,087,885
|
|
1,734,519
|
|
Creation Technologies, Inc., 2021 Term Loan, 9.44% (3 mo. USD Term SOFR + 5.50%),
due 10/05/28(b)
|
1,728,015
|
|
2,068,829
|
|
Crisis Prevention Institute, Inc., 2024 Term Loan B, 7.73% (3 mo. USD Term SOFR +
4.00%), due 04/09/31(b)
|
2,037,796
|
|
1,097,250
|
|
Cyberswift U.S. Finco LLC, Term Loan B, 7.43% (3 mo. USD Term SOFR + 4.00%),
due 10/08/32(b)
|
1,095,878
|
|
1,577,047
|
|
Cyberswift U.S. Finco LLC, Term Loan B, 7.43% (3 mo. USD Term SOFR + 4.75%),
due 10/08/32(b)
|
1,575,076
|
|
200,000
|
|
Cyberswift U.S. Finco LLC, Term Loan B TBD, due 10/08/32(g)
|
199,750
|
|
364,035
|
|
Databricks, Inc., 2025 1st Amendment Term Loan, 8.11% (1 mo. USD Term SOFR +
4.25%), due 01/05/32(b)
|
365,855
|
|
275,000
|
|
Dave & Buster's, Inc., 2024 1st Lien Term Loan B, 6.92% (3 mo. USD Term SOFR +
3.25%), due 11/01/31(b)
|
224,340
|
|
1,475,000
|
|
Dave & Buster's, Inc., 2024 Term Loan B, 6.92% (3 mo. USD Term SOFR + 3.25%),
due 06/29/29(b)
|
1,303,531
|
|
834,000
|
|
Dayforce, Inc., 2026 Term Loan, 6.66% (3 mo. USD Term SOFR + 3.00%), due
02/04/33(b)
|
762,850
|
|
610,000
|
|
Delta 2 Lux SARL, 2024 Term Loan B1, 5.48% (3 mo. USD Term SOFR + 1.75%), due
09/30/31(b)
|
610,381
|
|
970,000
|
|
DG Investment Intermediate Holdings 2, Inc., 2025 2nd Lien Term Loan, 9.14% (1 mo.
USD Term SOFR + 5.50%), due 07/29/33(b)
|
978,487
|
|
710,752
|
|
Digital Room Holdings, Inc., 2021 Term Loan, 9.06% (1 mo. USD Term SOFR +
5.25%), due 12/21/28(b)
|
660,555
|
|
1,532,797
|
|
DirecTV Financing LLC, 2025 Term Loan B, 9.16% (3 mo. USD Term SOFR + 5.50%),
due 02/17/31(b)
|
1,539,120
|
|
3,628,187
|
|
Discovery Global Holdings, Inc., 2026 USD Term Loan B, 6.14% (1 mo. USD Term
SOFR + 2.50%), due 06/03/33(b)
|
3,633,698
|
|
1,429,755
|
|
Dragon Buyer, Inc., Term Loan B, 6.48% (3 mo. USD Term SOFR + 2.75%), due
09/30/31(b)
|
1,207,249
|
|
1,816,283
|
|
Drake Software LLC, 2024 Term Loan B, 7.98% (3 mo. USD Term SOFR + 4.25%),
due 06/26/31(b)
|
1,739,091
|
|
60,000
|
|
Dynamo Newco II GmbH, 2025 USD Term Loan B TBD, due 09/30/31(g)
|
57,413
|
|
527,155
|
|
Eagle Parent Corp., 2022 Term Loan B, 7.98% (3 mo. USD Term SOFR + 4.25%), due
04/02/29(b)
|
530,779
|
|
1,270,093
|
|
East West Manufacturing LLC, 2026 Term Loan B TBD, due 06/10/32(g)
|
1,247,866
|
|
785,000
|
|
Electronic Arts, Inc., USD Term Loan B TBD, due 03/24/33(g)
|
788,107
|
|
945,016
|
|
Ellucian Holdings, Inc., 2024 1st Lien Term Loan B, 6.14% (1 mo. USD Term SOFR +
2.50%), due 10/09/29(b)
|
913,122
|
|
189,951
|
|
Embecta Corp., Term Loan B, 6.73% (3 mo. USD Term SOFR + 3.00%), due
03/30/29(b)
|
151,189
|
|
86,291
|
|
Emerald Expositions Holding, Inc., 2026 Delayed Draw Term Loan (100MM) TBD, due
06/17/33(g)
|
86,237
|
|
172,582
|
|
Emerald Expositions Holding, Inc., 2026 Delayed Draw Term Loan (200MM) TBD, due
06/17/33(g)
|
172,474
|
|
660,127
|
|
Emerald Expositions Holding, Inc., 2026 Term Loan TBD, due 06/17/33(g)
|
659,714
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
645,074
|
|
Emerald X, Inc., 2025 Term Loan B1, 6.89% (1 mo. USD Term SOFR + 3.25%), due
01/30/32(b)
|
644,873
|
|
345,629
|
|
EMRLD Borrower LP, 2024 Term Loan B, 5.89% (1 mo. USD Term SOFR + 2.25%),
due 08/04/31(b)
|
345,802
|
|
1,827,879
|
|
Endo Luxembourg Finance Co. I SARL, 2024 1st Lien Term Loan, 7.39% (1 mo. USD
Term SOFR + 3.75%), due 04/23/31(b)
|
1,832,122
|
|
1,368,453
|
|
EnergySolutions LLC, 2023 Term Loan B, 6.89% (1 mo. USD Term SOFR + 3.25%),
due 09/20/30(b)
|
1,374,156
|
|
3,310,000
|
|
Engineered Machinery Holdings, Inc., 2021 USD 2nd Lien Term Loan, 9.99% (3 mo.
USD Term SOFR + 6.00%), due 05/21/29(b)
|
3,326,550
|
|
1,882,256
|
|
Ensono LP, 2021 Term Loan, 7.76% (1 mo. USD Term SOFR + 4.00%), due 05/26/28(b)
|
1,850,660
|
|
632,862
|
|
Enviva Partners LP, 2024 Backstop Term Loan, 10.52% (3 mo. USD Term SOFR +
6.88%), due 12/06/29(b)
|
641,168
|
|
690,979
|
|
EP Purchaser LLC, 2021 Term Loan B, 7.28% (3 mo. USD Term SOFR + 3.50%), due
11/06/28(b)
|
439,924
|
|
810,484
|
|
Epicor Software Corp., 2024 Term Loan F, 6.39% (3 mo. USD Term SOFR + 4.75%),
due 05/30/31(b)
|
774,406
|
|
71,795
|
|
Epicor Software Corp., 2024 Term Loan F TBD, due 05/30/31(g)
|
68,599
|
|
2,174,227
|
|
Evergreen Acqco 1 LP, 2025 Term Loan B, 6.17% (3 mo. USD Term SOFR + 2.50%),
due 09/17/32(b)
|
2,177,851
|
|
499,954
|
|
Evertec Group LLC, 2023 Term Loan B, 5.89% (1 mo. USD Term SOFR + 2.25%), due
10/30/30(b)
|
499,330
|
|
67,987
|
|
EW Scripps Co., 2025 Term Loan B2, 9.50% (1 mo. USD Term SOFR + 5.75%), due
06/30/28(b)
|
68,115
|
|
93,241
|
|
EW Scripps Co., 2025 Term Loan B3, 7.10% (1 mo. USD Term SOFR + 3.35%), due
11/30/29(b)
|
89,123
|
|
2,352,351
|
|
EyeCare Partners LLC, 2024 Second Out Term Loan B, 3.61% (6 mo. USD Term SOFR
+ 1.00%, 3.61% PIK), due 11/30/28(b)
|
1,150,300
|
|
1,000,000
|
EUR
|
Financiere Verdi I SAS, 2026 EUR Term Loan B, 6.54% (3 mo. EURIBOR + 4.25%),
due 12/31/30(b)
|
1,156,522
|
|
796,005
|
|
Finastra USA, Inc., 2025 USD Term Loan, 7.75% (3 mo. USD Term SOFR + 4.00%),
due 09/15/32(b)
|
735,310
|
|
2,262,910
|
|
First Student Bidco, Inc., 2026 Term Loan B, 5.98% (3 mo. USD Term SOFR + 2.25%),
due 08/15/30(b)
|
2,266,210
|
|
1,183,000
|
|
Fiserv Investment Solution, Inc., 2026 Term Loan B, 7.67% (3 mo. USD Term SOFR +
4.00%), due 01/27/33(b)
|
1,188,360
|
|
851,634
|
|
Fluid-Flow Products, Inc., 2026 Term Loan B, 6.89% (1 mo. USD Term SOFR +
3.25%), due 03/04/33(b)
|
855,803
|
|
430,650
|
|
Flutter Financing BV, 2025 Term Loan B, 5.73% (3 mo. USD Term SOFR + 2.00%),
due 06/04/32(b)
|
429,304
|
|
447,744
|
|
Focus Financial Partners LLC, 2025 Incremental Term Loan B, 6.14% (1 mo. USD Term
SOFR + 2.50%), due 09/15/31(b)
|
437,321
|
|
1,782,530
|
|
Formulations Parent Corp., 2025 Term Loan B, 7.67% (3 mo. USD Term SOFR +
4.00%), due 04/09/32(b)
|
1,793,671
|
|
841,755
|
|
Fortress Intermediate 3, Inc., 2025 Term Loan B, 6.62% (1 mo. USD Term SOFR +
3.00%), due 06/27/31(b)
|
839,124
|
|
995,000
|
|
Freeport LNG Investments LLLP, 2026 Term Loan B, 6.93% (3 mo. USD Term SOFR +
3.25%), due 02/11/33(b)
|
998,109
|
|
1,427,825
|
|
Froneri Lux Finco SARL, 2025 USD Term Loan B6, 6.13% (6 mo. USD Term SOFR +
2.50%), due 09/30/32(b)
|
1,419,312
|
|
835,570
|
|
Fugue Finance BV, 2026 USD Term Loan B, 5.92% (3 mo. USD Term SOFR + 2.25%),
due 01/09/32(b)
|
834,612
|
|
1,690,000
|
|
Gaia Purchaser, Inc., Term Loan B TBD, due 06/25/33(g)
|
1,691,056
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
1,728,449
|
|
Gainwell Acquisition Corp., Term Loan B, 7.83% (3 mo. USD Term SOFR + 4.00%),
due 10/01/27(b)
|
1,705,979
|
|
902,257
|
|
Gainwell Acquisition Corp., Term Loan B, 7.83% (3 mo. USD Term SOFR + 4.00%),
due 10/01/27(b)
|
890,528
|
|
1,000,000
|
EUR
|
Galileo Global Education Operations, 2025 EUR Term Loan B4A, 5.23% (3 mo.
EURIBOR + 3.00%), due 07/31/31(b)
|
1,134,868
|
|
552,432
|
|
GC Ferry Acquisition I, Inc., Term Loan, 7.23% (3 mo. USD Term SOFR + 3.50%), due
08/16/32(b)
|
552,553
|
|
1,289,791
|
|
Gen Digital, Inc., 2024 Term Loan B, 5.39% (1 mo. USD Term SOFR + 1.75%), due
09/12/29(b)
|
1,277,565
|
|
821,876
|
|
Genesee & Wyoming, Inc., 2024 Term Loan TBD, due 04/10/31(g)
|
819,410
|
|
755,250
|
|
Genmab AS, 2026 Term Loan B, 5.73% (3 mo. USD Term SOFR + 2.00%), due
12/13/32(b)
|
755,355
|
|
775,000
|
|
Genuine Financial Holdings LLC, 2025 Term Loan B, 6.89% (1 mo. USD Term SOFR +
3.25%), due 09/27/30(b)
|
752,234
|
|
950,000
|
|
Genuine Financial Holdings LLC, 2025 Term Loan B TBD, due 09/27/30(g)
|
922,094
|
|
1,091,750
|
|
GFL Environmental, Inc., 2025 Term Loan B, 6.16% (3 mo. USD Term SOFR +
2.50%), due 03/03/32(b)
|
1,091,409
|
|
1,282,739
|
|
Global Medical Response, Inc., 2025 Term Loan B, 6.89% (1 mo. USD Term SOFR +
3.25%), due 10/01/32(b)
|
1,287,629
|
|
1,741,250
|
|
Gloves Buyer, Inc., 2025 Term Loan, 7.64% (1 mo. USD Term SOFR + 4.00%), due
05/21/32(b)
|
1,746,146
|
|
1,231,836
|
|
GoodRx, Inc., 2024 USD Term Loan B, 7.39% (1 mo. USD Term SOFR + 3.75%), due
07/10/29(b)
|
1,179,483
|
|
345,614
|
|
Great Outdoors Group LLC, 2025 Term Loan B, 6.89% (1 mo. USD Term SOFR +
3.25%), due 01/23/32(b)
|
346,946
|
|
698,250
|
|
Green Infrastructure Partners, Inc., USD Term Loan B, 6.48% (3 mo. USD Term SOFR
+ 2.75%), due 09/24/32(b)
|
699,341
|
|
1,057,350
|
|
Gryphon Acquire Newco LLC, Term Loan B, 6.41% (3 mo. USD Term SOFR + 2.75%),
due 09/13/32(b)
|
1,059,911
|
|
248,246
|
|
Herschend Entertainment Co. LLC, 2026 Term Loan B, 6.14% (1 mo. USD Term SOFR
+ 2.50%), due 05/27/32(b)
|
248,983
|
|
347,260
|
|
Highspring Holdings LLC, 2022 Term Loan, 8.88% (3 mo. USD Term SOFR + 5.00%),
due 01/22/29(b)
|
286,489
|
|
594,000
|
|
HighTower Holdings LLC, 2025 1st Lien Term Loan B, 6.41% (3 mo. USD Term SOFR
+ 2.75%), due 02/03/32(b)
|
590,287
|
|
562,161
|
|
Hobbs & Associates LLC, Term Loan B, 6.39% (1 mo. USD Term SOFR + 2.75%), due
07/23/31(b)
|
562,111
|
|
1,699,397
|
|
Hologic, Inc., 2026 USD Term Loan B, 5.99% (3 mo. USD Term SOFR + 2.25%), due
04/07/33(b)
|
1,663,922
|
|
399,000
|
|
Howden Group Holdings Ltd., 2025 USD Term Loan B TBD, due 02/15/31(g)
|
375,010
|
|
1,092,066
|
|
HUB International Ltd., 2025 Term Loan B, 5.92% (3 mo. USD Term SOFR + 2.25%),
due 06/20/30(b)
|
1,092,164
|
|
1,895,238
|
|
Hudson River Trading LLC, 2026 Repriced Term Loan B, 6.14% (1 mo. USD Term
SOFR + 2.50%), due 03/18/30(b)
|
1,884,725
|
|
560,566
|
|
Imagine Learning LLC, Term Loan, 7.14% (3M PRIME + 2.75%), due 12/21/29(b)
|
526,465
|
|
673,278
|
|
Imagine Learning LLC, Term Loan TBD, due 12/21/29(g)
|
632,321
|
|
1,474,110
|
|
IMC Financing LLC, Term Loan B, 6.65% (1 mo. USD Term SOFR + 3.00%), due
06/18/32(b)
|
1,478,717
|
|
700,000
|
|
Ineos Finance PLC, 2026 USD Term Loan TBD, due 06/18/32(g)
|
659,169
|
|
460,000
|
|
INEOS U.S. Finance LLC, 2024 USD 1st Lien Term Loan B TBD, due 02/07/31(g)
|
409,688
|
|
1,807,054
|
|
Infinite Bidco LLC, 1st Lien Term Loan, 7.68% (3 mo. USD Term SOFR + 3.75%), due
03/02/28(b)
|
1,798,019
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
1,028,808
|
|
Infinite Bidco LLC, 2023 Incremental Term Loan, 9.89% (3 mo. USD Term SOFR +
6.25%), due 03/02/28(b)
|
1,033,952
|
|
470,329
|
|
Innio Group Holding GmbH, 2026 USD Term Loan B, 5.15% (3 mo. USD Term SOFR
+ 1.50%), due 11/02/31(b)
|
469,447
|
|
1,363,145
|
|
International Entertainment JJCo 3 Ltd., USD 1st Lien Term Loan B, 6.66% (3 mo.
USD Term SOFR + 3.00%), due 04/29/32(b)
|
1,368,257
|
|
1,197,000
|
|
ION Platform Finance U.S., Inc., USD Term Loan, 7.48% (3 mo. USD Term SOFR +
3.75%), due 10/07/32(b)
|
868,948
|
|
1,288,515
|
|
IRB Holding Corp., 2025 Term Loan B, 6.14% (1 mo. USD Term SOFR + 2.50%), due
12/16/30(b)
|
1,290,215
|
|
171,518
|
|
Ivanti Software, Inc., 2025 Newco Term Loan, 9.41% (3 mo. USD Term SOFR +
5.75%), due 06/01/29(b)
|
166,873
|
|
2,086,176
|
|
J&J Ventures Gaming LLC, 2025 Repriced Term Loan B, 7.14% (1 mo. USD Term
SOFR + 3.50%), due 04/26/30(b)
|
2,080,775
|
|
1,355,927
|
|
Jane Street Group LLC, 2024 Term Loan B1, 5.67% (3 mo. USD Term SOFR + 2.00%),
due 12/15/31(b)
|
1,345,192
|
|
1,232,475
|
|
Jefferies Finance LLC, 2024 Term Loan, 6.39% (1 mo. USD Term SOFR + 2.75%), due
10/21/31(b)
|
1,233,053
|
|
1,736,226
|
|
Jump Financial LLC, 2025 1st Lien Term Loan B, 7.23% (3 mo. USD Term SOFR +
3.50%), due 02/26/32(b)
|
1,738,397
|
|
500,000
|
|
Jupiter Borrower, Inc., Term Loan B TBD, due 03/25/33(g)
|
500,625
|
|
840,616
|
|
Kaseya, Inc., 2025 1st Lien Term Loan B, 6.91% (3 mo. USD Term SOFR + 3.25%),
due 03/22/32(b)
|
654,980
|
|
2,150,000
|
|
Kaseya, Inc., 2025 2nd Lien Term Loan B, 8.66% (3 mo. USD Term SOFR + 5.00%),
due 03/21/33(b)
|
1,318,666
|
|
1,000,000
|
|
Kohler Energy Co. LLC, 2026 USD Term Loan B TBD, due 05/01/31(g)
|
1,002,812
|
|
498,208
|
|
LABL, Inc., 2026 USD PIK Takeback Term Loan, 6.02% (3 mo. USD Term SOFR +
2.38%), due 05/11/33(b)
|
427,991
|
|
1,666,626
|
|
Laseraway Intermediate Holdings II LLC, Term Loan, 9.69% (3 mo. USD Term SOFR +
5.75%), due 10/14/27(b)
|
1,661,418
|
|
1,139,516
|
|
LBM Acquisition LLC, 2024 Incremental Term Loan B, 7.50% (1 mo. USD Term SOFR
+ 3.75%), due 06/06/31(b)
|
956,787
|
|
1,184,925
|
|
LC AHAB U.S. Bidco LLC, Term Loan B, 6.14% (1 mo. USD Term SOFR + 2.50%),
due 05/01/31(b)
|
1,185,665
|
|
166,654
|
|
Learning Care Group No. 2, Inc., 2024 Term Loan B, 7.64% (3 mo. USD Term SOFR +
4.00%), due 08/11/28(b)
|
131,448
|
|
499,962
|
|
Learning Care Group No. 2, Inc., 2024 Term Loan B, 7.67% (3 mo. USD Term SOFR +
4.00%), due 08/11/28(b)
|
394,345
|
|
277,756
|
|
Learning Care Group No. 2, Inc., 2024 Term Loan B, 7.68% (3 mo. USD Term SOFR +
4.00%), due 08/11/28(b)
|
219,080
|
|
28,166
|
|
Learning Care Group No. 2, Inc., 2024 Term Loan B, 7.73% (3 mo. USD Term SOFR +
4.00%), due 08/11/28(b)
|
22,216
|
|
925,010
|
|
LendingTree, Inc., 2025 Term Loan, 7.89% (1 mo. USD Term SOFR + 4.25%), due
08/21/30(b)
|
910,364
|
|
1,067,718
|
|
Lereta LLC, Term Loan B, 9.01% (1 mo. USD Term SOFR + 5.25%), due 07/30/28(b)
|
1,007,926
|
|
1,728,070
|
|
LifePoint Health, Inc., 2024 Incremental Term Loan B1, 7.18% (3 mo. USD Term SOFR
+ 3.50%), due 05/19/31(b)
|
1,700,950
|
|
1,503,232
|
|
Liquid Tech Solutions LLC, 2025 Term Loan, 7.23% (1 mo. USD Term SOFR +
3.50%), due 10/12/32(b)
|
1,499,474
|
|
1,803,303
|
|
LSCS Holdings, Inc., 2025 Term Loan, 8.23% (3 mo. USD Term SOFR + 4.50%), due
03/04/32(b)
|
1,773,437
|
|
656,586
|
|
LSF12 Crown U.S. Commercial Bidco LLC, 2026 Term Loan B, 6.62% (1 mo. USD
Term SOFR + 3.00%), due 12/02/31(b)
|
659,116
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
629,695
|
|
M6 ETX Holdings II Midco LLC, 2025 1st Lien Term Loan B, 6.14% (1 mo. USD
Term SOFR + 2.50%), due 04/01/32(b)
|
632,450
|
|
1,000,000
|
|
Magnate Worldwide LLC, 2021 Term Loan, 9.38% (3 mo. USD Term SOFR + 5.50%),
due 12/29/28(b)
|
987,500
|
|
1,485,030
|
|
MajorDrive Holdings IV LLC, Term Loan B, 7.99% (3 mo. USD Term SOFR + 4.00%),
due 06/01/28(b)
|
1,429,110
|
|
3,210,517
|
|
McAfee LLC, 2024 USD 1st Lien Term Loan B, 6.64% (1 mo. USD Term SOFR +
3.00%), due 03/01/29(b)
|
2,859,367
|
|
700,000
|
|
McKesson Medical-Surgical Top Holdings, Inc., Term Loan B, 5.98% (3 mo. USD Term
SOFR + 2.25%), due 06/09/32(b)
|
701,422
|
|
1,045,982
|
|
MDVIP, Inc., 2026 Term Loan B, 6.40% (1 mo. USD Term SOFR + 2.75%), due
10/14/31(b)
|
1,048,194
|
|
661,646
|
|
Medline Borrower LP, 2026 Term Loan B, 5.14% (1 mo. USD Term SOFR + 1.50%),
due 05/30/33(b)
|
658,234
|
|
2,780,000
|
|
MH Sub I LLC, 2021 2nd Lien Term Loan, 9.89% (1 mo. USD Term SOFR + 6.25%),
due 02/23/29(b)
|
2,599,995
|
|
1,367,269
|
|
MH Sub I LLC, 2024 Term Loan B4, 7.89% (1 mo. USD Term SOFR + 4.25%), due
12/31/31(b)
|
1,186,106
|
|
1,554,492
|
|
Midwest Physician Administrative Services LLC, 2021 Term Loan, 6.76% (1 mo. USD
Term SOFR + 3.00%), due 03/12/28(b)
|
1,548,469
|
|
1,784,656
|
|
Modena Buyer LLC, Term Loan, 7.91% (3 mo. USD Term SOFR + 4.25%), due
07/01/31(b)
|
1,653,409
|
|
33,335
|
|
MRI Software LLC, 2020 Revolver, 0.50% (3 mo. USD Term SOFR + 4.75%), due
02/10/28(b)
|
31,835
|
|
647,459
|
|
MRI Software LLC, 2020 Term Loan B, 8.48% (3 mo. USD Term SOFR + 4.75%), due
02/10/28(b)
|
647,459
|
|
394,189
|
|
MRI Software LLC, 2025 Delayed Draw Term Loan 7, 0.50% (3 mo. USD Term SOFR
+ 4.75%), due 02/10/28(b)
|
386,798
|
|
893,206
|
|
National Mentor Holdings, Inc., 2025 1st Lien Term Loan B, 9.64% (1 mo. USD Term
SOFR + 6.00%), due 12/12/30(b)
|
901,580
|
|
350,000
|
|
NEP Group, Inc., 2025 Term Loan B, 8.14% (1 mo. USD Term SOFR + 4.50%), due
10/17/31(b)
|
330,356
|
|
748,105
|
|
NEP Group, Inc., 2025 Term Loan B, 8.14% (1 mo. USD Term SOFR + 4.50%), due
10/17/31(b)
|
706,117
|
|
610,000
|
|
Nexstar Broadcasting, Inc., 2026 Term Loan B7, 6.39% (1 mo. USD Term SOFR +
2.75%), due 03/18/33(b)
|
604,608
|
|
339,435
|
|
NEXUS Buyer LLC, 2025 Incremental Term Loan, 7.64% (1 mo. USD Term SOFR +
4.00%), due 07/31/31(b)
|
328,888
|
|
2,272,491
|
|
NEXUS Buyer LLC, 2025 Term Loan B, 7.14% (1 mo. USD Term SOFR + 3.50%), due
07/31/31(b)
|
2,195,794
|
|
1,518,000
|
|
NTI Buyer LLC, Term Loan TBD, due 06/13/33(g)
|
1,510,410
|
|
1,732,075
|
|
OEP Glass Purchaser LLC, 2026 Term Loan B, 7.73% (3 mo. USD Term SOFR +
4.00%), due 03/07/33(b)
|
1,729,910
|
|
400,000
|
|
OID-OL Intermediate I LLC, Term Loan 1, 9.66% (3 mo. USD Term SOFR + 6.00%),
due 02/01/29(b)
|
388,400
|
|
495,000
|
|
OID-OL Intermediate I LLC, Term Loan 2, 8.06% (3 mo. USD Term SOFR + 4.25%),
due 02/01/29(b)
|
307,643
|
|
194,025
|
|
Olympus Water U.S. Holding Corp., 2025 USD Term Loan B, 6.98% (3 mo. USD Term
SOFR + 3.25%), due 11/03/32(b)
|
194,171
|
|
421,812
|
|
OMNIA Partners LLC, 2024 Term Loan B, 6.42% (3 mo. USD Term SOFR + 2.75%),
due 12/31/32(b)
|
423,281
|
|
1,577,000
|
|
OneSky Flight LLC, 2026 Term Loan B, 6.39% (1 mo. USD Term SOFR + 2.75%), due
02/17/33(b)
|
1,585,382
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
435,000
|
|
OneSky Flight LLC, 2026 Term Loan B, 6.39% (1 mo. USD Term SOFR + 2.75%), due
02/17/33(b)
|
437,312
|
|
1,744,627
|
|
Onex TSG Intermediate Corp., 2026 Term Loan B, 6.98% (3 mo. USD Term SOFR +
6.75%), due 08/06/32(b)
|
1,755,525
|
|
249,375
|
|
Onex TSG Intermediate Corp., 2026 Term Loan B TBD, due 08/06/32(g)
|
251,562
|
|
472,500
|
|
Opal Bidco SAS, USD Term Loan B4, 6.73% (3 mo. USD Term SOFR + 3.00%), due
04/28/32(b)
|
472,796
|
|
284,288
|
|
Osaic Holdings, Inc., 2026 Term Loan B, 6.23% (3 mo. USD Term SOFR + 2.50%), due
07/30/32(b)
|
281,072
|
|
1,733,107
|
|
Osmose Utilities Services, Inc., Term Loan, 7.01% (1 mo. USD Term SOFR + 3.25%),
due 06/23/28(b)
|
1,725,524
|
|
627,070
|
|
Outcomes Group Holdings, Inc., 2025 Term Loan B, 6.64% (1 mo. USD Term SOFR +
3.00%), due 05/06/31(b)
|
629,552
|
|
793,939
|
|
OVG Business Services LLC, 2024 Term Loan B, 6.64% (1 mo. USD Term SOFR +
3.00%), due 06/25/31(b)
|
795,924
|
|
263,675
|
|
Owens-Illinois, Inc., 2025 Term Loan B, 6.64% (1 mo. USD Term SOFR + 3.00%), due
09/30/32(b)
|
261,697
|
|
620,313
|
|
Paradigm Parent LLC, 1st Lien Term Loan, 8.23% (3 mo. USD Term SOFR + 4.50%),
due 04/16/32(b)
|
534,632
|
|
298,500
|
|
Parexel International Corp., 2025 Repriced Term Loan B, 6.14% (1 mo. USD Term
SOFR + 2.50%), due 12/12/31(b)
|
298,992
|
|
890,000
|
|
Pathfinder Power LLC, Term Loan B TBD, due 06/22/33(g)
|
889,722
|
|
1,000,000
|
EUR
|
Paysafe Holdings U.S. Corp., EUR Term Loan B2, 5.18% (1 mo. EURIBOR + 3.00%),
due 06/28/28(b)
|
1,096,996
|
|
542,931
|
|
PENN Entertainment, Inc., 2022 Term Loan B, 5.64% (1 mo. USD Term SOFR +
2.00%), due 05/30/33(b)
|
542,210
|
|
2,177,840
|
|
Peraton Corp., Term Loan B, 7.51% (3 mo. USD Term SOFR + 3.75%), due 02/01/28(b)
|
1,972,760
|
|
772,200
|
|
Performance Health & Wellness, 2025 Term Loan B, 7.48% (3 mo. USD Term SOFR +
3.75%), due 03/19/32(b)
|
764,478
|
|
528,675
|
|
Petco Health & Wellness Co., Inc., 2026 Term Loan B, 7.98% (3 mo. USD Term SOFR
+ 4.25%), due 02/03/31(b)
|
522,691
|
|
2,090,864
|
|
PetSmart, Inc., 2025 USD Term Loan B, 7.65% (1 mo. USD Term SOFR + 4.00%), due
08/18/32(b)
|
2,091,909
|
|
498,750
|
|
Phoenix Aviation Capital LLC, Term Loan B, 6.91% (3 mo. USD Term SOFR + 3.25%),
due 10/28/30(b)
|
495,945
|
|
1,489,222
|
|
PHRG Intermediate LLC, 2025 Term Loan B, 7.73% (3 mo. USD Term SOFR +
4.00%), due 02/20/32(b)
|
1,481,776
|
|
941,190
|
|
Pinnacle Buyer LLC, Term Loan, 6.18% (3 mo. USD Term SOFR + 2.50%), due
10/01/32(b)
|
944,131
|
|
971,000
|
|
Pioneer Opco LLC, Term Loan B, 6.89% (1 mo. USD Term SOFR + 3.25%), due
05/16/33(b)
|
976,766
|
|
850,000
|
|
Pioneer Opco LLC, Term Loan B, 6.89% (1 mo. USD Term SOFR + 3.25%), due
05/16/33(b)
|
855,047
|
|
739,378
|
|
Plano HoldCo, Inc., Term Loan B, 7.23% (3 mo. USD Term SOFR + 3.50%), due
10/02/31(b)
|
584,109
|
|
450,000
|
|
Pluto Acquisition I, Inc., 2024 First Out Superpriority Term Loan, 9.23% (3 mo. USD
Term SOFR + 5.50%), due 06/20/28(b)
|
457,875
|
|
890,000
|
|
PointClickCare Technologies, Inc., 2025 Term Loan B TBD, due 11/03/31(g)
|
887,775
|
|
1,645,027
|
|
Polaris Newco LLC, USD Term Loan B, 7.93% (3 mo. USD Term SOFR + 4.00%), due
06/02/28(b)
|
1,434,829
|
|
404,890
|
|
Prairie ECI Acquiror LP, 2026 Repriced Term Loan B, 6.89% (1 mo. USD Term SOFR
+ 3.25%), due 08/01/29(b)
|
406,915
|
|
884,071
|
|
Pre-Paid Legal Services, Inc., 2021 Term Loan, 6.89% (1 mo. USD Term SOFR +
3.25%), due 12/15/28(b)
|
809,319
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
350,000
|
|
Prestige Brands, Inc., 2026 Term Loan B TBD, due 06/13/33(g)
|
350,875
|
|
189,525
|
|
Primo Brands Corp., 2026 Term Loan B, 6.48% (3 mo. USD Term SOFR + 2.75%), due
03/31/31(b)
|
190,562
|
|
353,866
|
|
Proampac PG Borrower LLC, 2026 USD Term Loan B, 7.65% (1 mo. USD Term SOFR
+ 4.00%), due 03/07/33(b)
|
348,647
|
|
146,134
|
|
Proampac PG Borrower LLC, 2026 USD Term Loan B, 7.67% (3 mo. USD Term SOFR
+ 4.00%), due 03/07/33(b)
|
143,978
|
|
579,150
|
|
Project Boost Purchaser LLC, 2025 Refinancing Term Loan, 6.48% (3 mo. USD Term
SOFR + 2.75%), due 07/16/31(b)
|
565,001
|
|
987,180
|
|
Project Castle, Inc., Term Loan B, 9.19% (3 mo. USD Term SOFR + 5.50%), due
06/01/29(b)
|
246,487
|
|
1,103,690
|
|
Project Ruby Ultimate Parent Corp., 2025 Term Loan B, 6.51% (1 mo. USD Term
SOFR + 2.75%), due 03/10/28(b)
|
1,103,576
|
|
1,599,291
|
|
Prometric Holdings, Inc., 2025 Term Loan B, 7.39% (1 mo. USD Term SOFR + 3.75%),
due 06/25/32(b)
|
1,601,622
|
|
1,988,960
|
|
Proofpoint, Inc., 2025 Repriced Term Loan, 6.73% (3 mo. USD Term SOFR + 3.00%),
due 08/31/28(b)
|
1,923,901
|
|
1,728,756
|
|
PushPay USA, Inc., 2025 Repriced Term Loan, 7.39% (1 mo. USD Term SOFR +
3.75%), due 08/15/31(b)
|
1,702,825
|
|
4,896
|
|
Pye-Barker Fire & Safety LLC, 2025 Delayed Draw Term Loan, 2.50% (3 mo. USD
Term SOFR + 2.50%), due 12/16/32(b)
|
4,911
|
|
208,800
|
|
Pye-Barker Fire & Safety LLC, 2025 Term Loan, 6.23% (3 mo. USD Term SOFR +
2.50%), due 12/16/32(b)
|
209,434
|
|
1,014,900
|
|
Qnity Electronics, Inc., Term Loan B, 5.67% (3 mo. USD Term SOFR + 2.00%), due
11/01/32(b)
|
1,017,754
|
|
744,375
|
|
QuidelOrtho Corp., Term Loan, 7.64% (1 mo. USD Term SOFR + 4.00%), due
08/20/32(b)
|
734,140
|
|
1,877,369
|
|
Quikrete Holdings, Inc., 2025 Term Loan B, 5.89% (1 mo. USD Term SOFR + 2.25%),
due 02/10/32(b)
|
1,877,957
|
|
1,265,000
|
|
QXO, Inc., 2026 Term Loan B TBD, due 06/03/33(g)
|
1,263,419
|
|
2,115,000
|
|
Resilience Parent LLC, 1st Lien Term Loan, 6.23% (3 mo. USD Term SOFR + 2.50%),
due 02/28/33(b)
|
2,112,819
|
|
376,242
|
|
Restoration Hardware, Inc., 2022 Incremental Term Loan, 6.99% (1 mo. USD Term
SOFR + 3.25%), due 10/20/28(b)
|
371,277
|
|
746,604
|
|
Rocket Software, Inc., 2023 USD Term Loan B, 7.39% (1 mo. USD Term SOFR +
3.75%), due 11/28/28(b)
|
710,394
|
|
1,476,713
|
|
RxBenefits, Inc., 2025 Term Loan, 8.64% (1 mo. USD Term SOFR + 5.00%), due
12/23/30(b)
|
1,471,175
|
|
744,452
|
|
Ryan LLC, 2025 Term Loan, 7.14% (1 mo. USD Term SOFR + 3.50%), due 11/05/32(b)
|
740,575
|
|
42,857
|
|
Salas O'brien, Inc., Delayed Draw Term Loan, 6.39% (1 mo. USD Term SOFR +
2.75%), due 01/31/33(b)
|
42,964
|
|
885,714
|
|
Salas O'brien, Inc., Term Loan, 6.39% (1 mo. USD Term SOFR + 2.75%), due
01/31/33(b)
|
887,929
|
|
534,600
|
|
Sanmina Corp., 2026 Term Loan B, 5.39% (1 mo. USD Term SOFR + 1.75%), due
10/27/32(b)
|
536,103
|
|
640,967
|
|
SCIH Salt Holdings, Inc., 2025 Repriced Term Loan B, 6.35% (6 mo. USD Term SOFR
+ 2.75%), due 01/31/29(b)
|
642,569
|
|
1,334,611
|
|
Secretariat Advisors LLC, 2025 Term Loan B, 7.73% (3 mo. USD Term SOFR +
4.00%), due 02/28/32(b)
|
1,314,591
|
|
809,891
|
|
Sedgwick Claims Management Services, Inc., 2023 Term Loan B, 6.14% (1 mo. USD
Term SOFR + 2.50%), due 07/31/31(b)
|
800,358
|
|
2,488,197
|
|
SGH2 LLC, 2025 USD Term Loan B, 8.23% (3 mo. USD Term SOFR + 4.50%), due
08/18/32(b)
|
2,491,308
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
164,176
|
|
Shift4 Payments LLC, 2025 Repriced Term Loan B, 5.73% (1 mo. USD Term SOFR +
4.00%), due 07/03/32(b)
|
163,930
|
|
648,285
|
|
Shift4 Payments LLC, 2025 Repriced Term Loan B, 5.73% (1 mo. USD Term SOFR +
4.50%), due 07/03/32(b)
|
647,312
|
|
230,000
|
|
Shift4 Payments LLC, 2025 Repriced Term Loan B TBD, due 07/03/32(g)
|
229,655
|
|
771,538
|
EUR
|
Siaci Saint Honore, 2026 EUR Term Loan B, 5.54% (3 mo. EURIBOR + 3.25%), due
07/26/32(b)
|
881,549
|
|
248,462
|
|
Siaci Saint Honore, 2026 EUR Term Loan B, 5.57% (3 mo. EURIBOR + 3.25%), due
07/26/32(b)
|
283,889
|
|
740,554
|
|
Six Flags Entertainment Corp., 2024 Term Loan B, 5.64% (1 mo. USD Term SOFR +
2.00%), due 05/01/31(b)
|
735,042
|
|
1,827,371
|
|
SMX Group LLC, Term Loan, 8.14% (1 mo. USD Term SOFR + 4.50%), due
02/06/32(b)
|
1,766,459
|
|
447,744
|
|
SolarWinds Holdings, Inc., 2025 Term Loan, 7.67% (3 mo. USD Term SOFR + 4.00%),
due 04/16/32(b)
|
373,867
|
|
580,000
|
|
SolarWinds Holdings, Inc., 2025 Term Loan TBD, due 04/16/32(g)
|
484,300
|
|
258,422
|
|
Somnigroup International, Inc., Term Loan B, 5.87% (1 mo. USD Term SOFR + 2.25%),
due 10/24/31(b)
|
259,853
|
|
83,781
|
|
Sotera Health Holdings LLC, 2026 Term Loan B TBD, due 05/30/31(g)
|
83,973
|
|
795,990
|
|
Sovos Compliance LLC, 2025 Repriced Term Loan B, 6.89% (1 mo. USD Term SOFR
+ 3.25%), due 08/13/29(b)
|
745,578
|
|
3,369,878
|
|
Specialty Building Products Holdings LLC, 2021 Term Loan B, 7.49% (1 mo. USD
Term SOFR +2.75%), due 10/16/28(b)
|
3,059,215
|
|
245,000
|
|
Specialty Building Products Holdings LLC, 2021 Term Loan B TBD, due 10/16/28(g)
|
222,414
|
|
1,494,380
|
|
Speedster Bidco GmbH, 2025 USD Term Loan B1, 6.48% (3 mo. USD Term SOFR +
2.75%), due 12/11/31(b)
|
1,484,417
|
|
506,333
|
|
Spirit Airlines, Inc., 2025 DIP Contingent Term Loan TBD, due 07/14/26(g)
|
10,127
|
|
305,135
|
|
Spirit Airlines, Inc., 2025 DIP New Money Term Loan, 11.64% (1 mo. USD Term
SOFR + 8.00%), due 07/14/26(b)
|
289,878
|
|
1,568,594
|
|
Spirit Airlines, Inc., 2025 Roll-Up Term Loan TBD, due 07/14/26(g)
|
439,206
|
|
75,677
|
|
Spirit Airlines, Inc., 2025 Second DIP New Money Term Loan, 11.64% (1 mo. USD
Term SOFR + 8.00%), due 07/14/26(b)
|
71,893
|
|
149,133
|
|
Spirit Airlines, Inc., 2025 Third DIP New Money Term Loan, 11.64% (1 mo. USD Term
SOFR + 8.00%), due 07/14/26(b)
|
141,677
|
|
1,185,348
|
|
Star Parent, Inc., Term Loan B, 7.73% (3 mo. USD Term SOFR + 4.00%), due
09/27/30(b)
|
1,188,213
|
|
740,530
|
|
Star Parent, Inc., Term Loan B, 7.73% (3 mo. USD Term SOFR + 4.00%), due
09/27/30(b)
|
742,320
|
|
1,000,000
|
EUR
|
Stepstone Group MidCo 2 GmbH, EUR Term Loan B, 6.89% (6 mo. EURIBOR +
4.50%), due 04/26/32(b)
|
938,078
|
|
997,500
|
|
Stonepeak Bayou Holdings LP, Term Loan B, 6.48% (3 mo. USD Term SOFR + 2.75%),
due 10/01/32(b)
|
996,669
|
|
1,060,000
|
|
Stonepeak Motion Finco LLC, USD Term Loan B TBD, due 06/24/33(g)
|
1,060,111
|
|
100,000
|
|
Student Transportation of America Holdings, Inc., 2025 Delayed Draw Term Loan,
6.60% (6 mo. USD Term SOFR + 2.75%), due 06/24/32(b)
|
100,458
|
|
240,817
|
|
Student Transportation of America Holdings, Inc., 2025 Term Loan, 6.42% (3 mo. USD
Term SOFR + 2.75%), due 06/24/32(b)
|
241,921
|
|
199,000
|
|
Talen Energy Supply LLC, 2025 Term Loan B, 5.64% (1 mo. USD Term SOFR +
2.00%), due 11/26/32(b)
|
197,787
|
|
1,833,657
|
|
Team Health Holdings, Inc., 2026 Repriced Term Loan B, 7.66% (3 mo. USD Term
SOFR + 4.00%), due 06/30/28(b)
|
1,837,912
|
|
586,358
|
|
Tempo Acquisition LLC, 2025 Repriced Term Loan B, 5.39% (1 mo. USD Term SOFR
+ 1.75%), due 08/31/28(b)
|
494,227
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
1,680,095
|
|
Thermostat Purchaser III, Inc., 2024 Term Loan B, 7.98% (3 mo. USD Term SOFR +
4.25%), due 08/31/28(b)
|
1,663,294
|
|
166,667
|
|
Tiger Acquisition LLC, 2025 Term Loan B, 6.15% (3 mo. USD Term SOFR +2.75%),
due 08/23/32(b)
|
167,292
|
|
63,158
|
|
Tiger Acquisition LLC, 2025 Term Loan B TBD, due 08/23/32(g)
|
63,395
|
|
765,175
|
|
Tiger Acquisition LLC, 2026 Incremental Term Loan TBD, due 08/23/32(g)
|
767,088
|
|
1,576,946
|
|
TKC Holdings, Inc., 2026 Term Loan, 8.14% (1 mo. USD Term SOFR + 4.50%), due
08/19/30(b)
|
1,575,467
|
|
1,324,995
|
|
TKO Worldwide Holdings LLC, 2026 Term Loan B, 5.41% (3 mo. USD Term SOFR +
1.75%), due 11/21/31(b)
|
1,322,235
|
|
1,338,260
|
|
TransDigm, Inc., 2023 Term Loan J, 6.14% (1 mo. USD Term SOFR + 2.50%), due
02/28/31(b)
|
1,340,051
|
|
997,468
|
|
TransDigm, Inc., 2024 Term Loan L, 6.14% (1 mo. USD Term SOFR + 2.50%), due
01/19/32(b)
|
998,701
|
|
2,073,465
|
|
TransDigm, Inc., 2025 Term Loan K, 5.89% (1 mo. USD Term SOFR + 2.25%), due
03/22/30(b)
|
2,075,864
|
|
1,812,307
|
|
TransDigm, Inc., 2025 Term Loan M, 6.14% (1 mo. USD Term SOFR + 2.50%), due
08/19/32(b)
|
1,814,551
|
|
817,950
|
|
TransDigm, Inc., 2026 Term Loan N, 6.14% (1 mo. USD Term SOFR + 2.50%), due
02/13/33(b)
|
818,928
|
|
713,258
|
|
Traverse Midstream Partners LLC, 2017 Term Loan, 6.16% (3 mo. USD Term SOFR +
2.50%), due 02/16/28(b)
|
713,258
|
|
1,257,000
|
|
TreeHouse Foods, Inc., 2026 Term Loan B, 7.89% (1 mo. USD Term SOFR + 4.25%),
due 02/11/33(b)
|
1,262,238
|
|
1,490,000
|
|
TreeHouse Foods, Inc., 2026 Term Loan B, 7.89% (1 mo. USD Term SOFR + 4.25%),
due 02/11/33(b)
|
1,496,209
|
|
2,130,768
|
|
Trident TPI Holdings, Inc., 2024 Term Loan B7, 7.48% (3 mo. USD Term SOFR +
3.75%), due 09/15/28(b)
|
2,048,734
|
|
1,151,633
|
|
Trilon Group LLC, 2026 Term Loan, 7.12% (1 mo. USD Term SOFR + 2.50%), due
06/10/33(b)
|
1,153,072
|
|
229,592
|
|
Trilon Group LLC, 2026 Term Loan TBD, due 06/10/33(g)
|
229,879
|
|
782,468
|
|
Trio Bidco, Inc., 2025 Term Loan B, 7.73% (3 mo. USD Term SOFR + 4.00%), due
10/29/32(b)
|
770,241
|
|
1,000,000
|
EUR
|
Trivium Packaging BV, EUR Repriced Term Loan, 5.92% (3 mo. EURIBOR + 3.75%),
due 05/28/30(b)
|
1,151,303
|
|
574,940
|
|
Tronox Finance LLC, 2024 1st Lien Term Loan B TBD, due 09/30/31(g)
|
474,565
|
|
99,250
|
|
Trucordia Insurance Holdings LLC, Term Loan B, 6.98% (3 mo. USD Term SOFR +
3.25%), due 06/17/32(b)
|
88,829
|
|
1,233,283
|
|
TruGreen Limited Partnership, 2020 Term Loan, 7.77% (3 mo. USD Term SOFR +
4.00%), due 11/02/27(b)
|
1,191,660
|
|
1,010,000
|
|
Truist Insurance Holdings LLC, 2024 Term Loan B, 6.48% (3 mo. USD Term SOFR +
2.75%), due 05/06/31(b)
|
988,853
|
|
1,728,998
|
|
U.S. Renal Care, Inc., 2023 Superpriority Term Loan, 8.76% (1 mo. USD Term SOFR +
5.00%), due 06/28/28(b)
|
1,704,144
|
|
1,283,461
|
|
U.S. Renal Care, Inc., 2023 Superpriority Term Loan, 8.76% (1 mo. USD Term SOFR +
5.00%), due 06/28/28(b)
|
1,265,011
|
|
1,485,000
|
|
UKG, Inc., 2024 Term Loan B, 5.91% (3 mo. USD Term SOFR + 2.25%), due
02/10/31(b)
|
1,401,654
|
|
897,750
|
|
United Talent Agency LLC, 2025 Repriced Term Loan B, 6.64% (1 mo. USD Term
SOFR + 3.00%), due 06/10/32(b)
|
899,994
|
|
246,787
|
|
Univision Communications, Inc., 2022 First Lien Term Loan B, 7.98% (3 mo. USD
Term SOFR + 4.25%), due 06/24/29(b)
|
246,992
|
|
1,828,447
|
|
Univision Communications, Inc., 2024 Term Loan B, 7.26% (1 mo. USD Term SOFR +
3.50%), due 01/31/29(b)
|
1,820,676
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
1,486,069
|
|
USALCO LLC, 2025 Term Loan, 7.14% (1 mo. USD Term SOFR + 3.50%), due
09/30/31(b)
|
1,484,211
|
|
718,140
|
|
USI, Inc., 2024 Term Loan C, 5.98% (3 mo. USD Term SOFR + 2.25%), due
09/29/30(b)
|
716,063
|
|
789,950
|
|
USI, Inc., 2024 Term Loan D, 5.98% (3 mo. USD Term SOFR + 2.25%), due
11/21/29(b)
|
787,623
|
|
324,188
|
|
Valvoline, Inc., Term Loan B, 5.39% (1 mo. USD Term SOFR + 1.75%), due 12/01/32(b)
|
325,125
|
|
16,867
|
|
Van Pool Transportation LLC, 2026 Delayed Draw Term Loan, 6.49% (3 mo. USD Term
SOFR + 2.75%), due 08/06/30(b)
|
16,923
|
|
533,687
|
|
Van Pool Transportation LLC, 2026 Term Loan, 6.48% (3 mo. USD Term SOFR +
2.75%), due 08/06/30(b)
|
535,104
|
|
997,487
|
|
Varsity Brands, Inc., 2025 1st Lien Term Loan, 6.48% (3 mo. USD Term SOFR +
2.75%), due 08/26/31(b)
|
999,892
|
|
180,000
|
|
Venture Global Calcasieu Pass LLC, 2026 Term Loan B, 6.95% (6 mo. USD Term
SOFR + 3.25%), due 04/11/33(b)
|
180,731
|
|
2,581,000
|
|
Versant Media Group, Inc., Term Loan B, 7.23% (3 mo. USD Term SOFR + 3.50%),
due 01/30/31(b)
|
2,592,522
|
|
1,827,315
|
|
Viant Medical Holdings, Inc., 2024 Term Loan B, 7.64% (1 mo. USD Term SOFR +
4.00%), due 10/29/31(b)
|
1,727,382
|
|
745,000
|
|
Victory Buyer LLC, 2026 Term Loan B, 6.66% (3 mo. USD Term SOFR + 3.00%), due
02/14/33(b)
|
748,414
|
|
1,700,000
|
|
Virgin Media Bristol LLC, 2020 USD Term Loan Q, 6.99% (1 mo. USD Term SOFR +
2.25%), due 01/31/29(b)
|
1,632,265
|
|
200,000
|
|
Virgin Media Bristol LLC, 2020 USD Term Loan Q TBD, due 01/31/29(g)
|
192,031
|
|
225,000
|
|
Virgin Media Bristol LLC, 2023 USD Term Loan Y TBD, due 03/31/31(g)
|
200,559
|
|
906,522
|
|
VistaJet Malta Finance PLC, 2025 Term Loan B, 7.44% (3 mo. USD Term SOFR +
3.75%), due 04/01/31(b)
|
911,055
|
|
1,736,897
|
|
Voyager Parent LLC, Repriced Term Loan B, 7.98% (3 mo. USD Term SOFR + 4.25%),
due 07/01/32(b)
|
1,739,249
|
|
992,424
|
|
VT Topco, Inc., 2024 1st Lien Term Loan B, 6.64% (1 mo. USD Term SOFR + 3.00%),
due 08/09/30(b)
|
975,411
|
|
144,276
|
|
Wasserman Media Group LLC, Repriced Term Loan B, 6.14% (1 mo. USD Term SOFR
+ 2.50%), due 06/23/32(b)
|
144,456
|
|
21,835
|
|
Watlow Electric Manufacturing Co., 2026 Delayed Draw Term Loan TBD, due
06/17/33(g)
|
21,858
|
|
208,165
|
|
Watlow Electric Manufacturing Co., 2026 Term Loan B TBD, due 06/17/33(g)
|
208,251
|
|
626,254
|
|
Waystar Technologies, Inc., 2025 Term Loan B, 5.64% (1 mo. USD Term SOFR +
2.00%), due 10/22/29(b)
|
625,471
|
|
693,018
|
|
WCG Intermediate Corp., 2026 Term Loan B, 6.39% (1 mo. USD Term SOFR +
2.75%), due 02/25/32(b)
|
688,426
|
|
1,251,440
|
|
WeddingWire, Inc., 2024 Term Loan B, 7.39% (1 mo. USD Term SOFR + 3.75%), due
01/31/28(b)
|
876,008
|
|
394,975
|
|
WEX, Inc., 2024 Term Loan B2, 5.39% (1 mo. USD Term SOFR + 1.75%), due
03/31/28(b)
|
395,116
|
|
1,086,216
|
|
Whatabrands LLC, 2024 1st Lien Term Loan B, 6.14% (1 mo. USD Term SOFR +
2.50%), due 08/03/28(b)
|
1,086,094
|
|
1,385,930
|
|
White Cap Buyer LLC, 2024 Term Loan B, 6.89% (1 mo. USD Term SOFR + 3.25%),
due 10/19/29(b)
|
1,385,352
|
|
960,000
|
|
White Cap Buyer LLC, 2026 Incremental Term Loan B, 7.14% (1 mo. USD Term SOFR
+ 3.50%), due 02/10/33(b)
|
957,491
|
|
199,500
|
|
WhiteWater Matterhorn Holdings LLC, 2026 Term Loan B, 5.50% (3 mo. USD Term
SOFR + 1.75%), due 06/16/32(b)
|
198,315
|
|
686,269
|
|
WideOpenWest Finance LLC, 2024 Super Priority 1st Out New Money Term Loan,
10.93% (3 mo. USD Term SOFR + 7.00%), due 12/11/28(b)
|
696,992
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Bank Loans — continued
|
|
|
315,980
|
|
Wilsonart LLC, 2024 Term Loan B, 7.98% (3 mo. USD Term SOFR + 4.25%), due
08/05/31(b)
|
286,413
|
|
317,134
|
|
WIN Waste Innovations Holdings, Inc., 2021 Term Loan B, 6.51% (1 mo. USD Term
SOFR + 2.75%), due 03/24/28(b)
|
317,828
|
|
497,475
|
|
Windsor Holdings III LLC, 2025 USD Term Loan B, 6.39% (1 mo. USD Term SOFR +
2.75%), due 08/01/30(b)
|
498,097
|
|
600,000
|
|
Worthington Steel, Inc., Term Loan B, 7.62% (1 mo. USD Term SOFR + 4.00%), due
06/01/33(b)
|
599,344
|
|
645,125
|
|
XPLOR T1 LLC, 2025 Term Loan, 6.91% (3 mo. USD Term SOFR + 3.25%), due
12/01/32(b)
|
593,515
|
|
212,674
|
|
Zayo Group Holdings, Inc., 2025 USD Term Loan, 0.50% (1 mo. USD Term SOFR +
3.00%, 5.00% PIK), due 03/11/30(b)
|
212,893
|
|
1,482,084
|
|
Zest Acquisition Corp., 2023 Term Loan, 8.92% (3 mo. USD Term SOFR + 5.25%), due
02/08/28(b)
|
1,456,148
|
|
|
|
|
365,414,408
|
|
|
|
Convertible Debt — 1.3%
|
|
|
323,000
|
|
Akamai Technologies, Inc., due 05/15/32(k) 144A
|
297,767
|
|
305,000
|
|
Alibaba Group Holding Ltd., due 09/15/32(f)(k)
|
271,450
|
|
130,000
|
|
Alibaba Group Holding Ltd., 0.50%, due 06/01/31
|
153,530
|
|
213,000
|
|
AST SpaceMobile, Inc., 2.00%, due 01/15/36 144A
|
248,944
|
|
50,000
|
|
Bloom Energy Corp., due 11/15/30(k) 144A
|
91,613
|
|
740,000
|
|
Boston Properties LP, 2.00%, due 10/01/30 144A
|
719,280
|
|
121,000
|
|
Bridgebio Pharma, Inc., 0.75%, due 02/01/33 144A
|
120,105
|
|
225,000
|
|
Bridgebio Pharma, Inc., 1.75%, due 03/01/31
|
379,012
|
|
5,000,000
|
HKD
|
China Pacific Insurance Group Co. Ltd., due 09/18/30(f)(k)
|
612,563
|
|
365,000
|
|
Coinbase Global, Inc., due 10/01/32(k) 144A
|
284,152
|
|
228,000
|
|
Coinbase Global, Inc., 0.25%, due 04/01/30
|
204,744
|
|
50,000
|
|
CoreWeave, Inc., 1.75%, due 12/01/31 144A
|
59,753
|
|
335,000
|
|
CoreWeave, Inc., 1.75%, due 10/01/32 144A
|
369,773
|
|
354,000
|
|
Cytokinetics, Inc., 1.75%, due 10/01/31 144A
|
531,000
|
|
508,000
|
|
Datadog, Inc., due 12/01/29(k)(l)
|
723,392
|
|
25,000
|
|
EchoStar Corp., 3.88%, due 11/30/30
|
78,125
|
|
470,000
|
|
Federal Realty OP LP, 3.25%, due 01/15/29 144A
|
518,645
|
|
500,000
|
|
Fluor Corp., 1.13%, due 08/15/29
|
663,375
|
|
185,000
|
|
Golar LNG Ltd., 2.75%, due 12/15/30
|
211,067
|
|
485,000
|
|
Grab Holdings Ltd., 0.89%, due 06/15/30(f)(l)
|
472,875
|
|
75,000
|
|
Guardant Health, Inc., due 05/15/33(k)(m) 144A
|
111,797
|
|
85,000
|
|
Guardant Health, Inc., 1.25%, due 02/15/31
|
213,987
|
|
723,000
|
|
Haemonetics Corp., 2.50%, due 06/01/29(m)
|
734,423
|
|
222,000
|
|
HAT Holdings I LLC/HAT Holdings II LLC, 3.75%, due 08/15/28 144A
|
330,724
|
|
400,000
|
|
Immunocore Holdings PLC, 2.50%, due 02/01/30
|
368,000
|
|
936,000
|
|
Integer Holdings Corp., 1.88%, due 03/15/30
|
909,090
|
|
115,000
|
|
Ionis Pharmaceuticals, Inc., due 12/01/30(k) 144A
|
122,763
|
|
392,000
|
|
Ionis Pharmaceuticals, Inc., 1.75%, due 06/15/28
|
610,785
|
|
60,000
|
|
IREN Ltd., due 07/01/31(k) 144A
|
52,335
|
|
16,000
|
|
IREN Ltd., 1.00%, due 12/01/33 144A
|
13,928
|
|
260,000
|
|
IREN Ltd., Series 33, 1.00%, due 06/01/33 144A
|
287,430
|
|
400,000
|
|
JBT Marel Corp., 0.38%, due 09/15/30 144A
|
405,681
|
|
299,000
|
|
Knight-Swift Transportation Holdings, Inc., 1.00%, due 11/15/31 144A
|
348,410
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Convertible Debt — continued
|
|
|
460,000
|
|
Lantheus Holdings, Inc., 2.63%, due 12/15/27
|
669,530
|
|
275,000
|
|
Liberty Energy, Inc., due 03/01/32(k) 144A
|
266,406
|
|
315,000
|
|
Live Nation Entertainment, Inc., 2.88%, due 10/15/31 144A
|
347,886
|
|
30,000
|
|
Lumentum Holdings, Inc., 0.38%, due 03/15/32 144A
|
138,525
|
|
108,000
|
|
MakeMyTrip Ltd., 3.53%, due 07/01/30(l)
|
98,496
|
|
455,000
|
|
Merit Medical Systems, Inc., 3.00%, due 02/01/29
|
490,945
|
|
722,000
|
|
Meritage Homes Corp., 1.75%, due 05/15/28
|
747,631
|
|
350,000
|
|
Microchip Technology, Inc., due 02/15/30(k) 144A
|
403,733
|
|
109,000
|
|
Microchip Technology, Inc., 0.75%, due 06/01/30
|
120,105
|
|
900,000
|
EUR
|
Mitsubishi UFJ Investor Services & Banking Luxembourg SA, Series PRX, 6.70%, (3
mo. EURIBOR + 4.50%), due 12/15/50(b)
|
722,908
|
|
431,000
|
|
NCL Corp. Ltd., 0.75%, due 09/15/30 144A
|
417,553
|
|
498,000
|
|
NCL Corp. Ltd., 0.88%, due 04/15/30(m)
|
555,892
|
|
80,000,000
|
JPY
|
Nippon Steel Corp., due 02/14/31(f)(k)
|
495,431
|
|
515,000
|
|
Nutanix, Inc., 0.50%, due 12/15/29
|
507,996
|
|
90,000
|
|
Onto Innovation, Inc., due 06/01/31(k) 144A
|
118,881
|
|
150,000
|
|
Ormat Technologies, Inc., Series A, 1.50%, due 03/15/31(m) 144A
|
163,320
|
|
685,000
|
|
Parsons Corp., 2.63%, due 03/01/29
|
675,615
|
|
675,000
|
|
PG&E Corp., 4.25%, due 12/01/27
|
690,694
|
|
363,000
|
|
PPL Capital Funding, Inc., 3.00%, due 12/01/30 144A
|
369,552
|
|
86,000
|
|
ProPetro Holding Corp., due 11/15/31(k) 144A
|
81,429
|
|
400,000
|
|
Qiagen NV, 2.50%, due 09/10/31(f)
|
402,265
|
|
350,000
|
|
Rivian Automotive, Inc., 3.63%, due 10/15/30
|
373,704
|
|
200,000
|
|
Rivian Automotive, Inc., 4.63%, due 03/15/29
|
237,519
|
|
13,000
|
|
Seagate HDD Cayman, 3.50%, due 06/01/28
|
151,730
|
|
34,000
|
|
Semtech Corp., 0.56%, due 10/15/30(l) 144A
|
62,577
|
|
323,000
|
|
Snowflake, Inc., due 10/01/29(k)
|
571,904
|
|
82,000
|
|
Solaris Energy Infrastructure, Inc., 0.25%, due 10/01/31
|
133,558
|
|
528,000
|
|
Southern Co., 3.25%, due 06/15/28
|
534,107
|
|
77,000
|
|
Tempus AI, Inc., due 05/15/32(k) 144A
|
86,575
|
|
67,000
|
|
Tempus AI, Inc., 0.75%, due 07/15/30 144A
|
70,989
|
|
218,000
|
|
Terawulf, Inc., due 05/01/32(k) 144A
|
323,448
|
|
413,000
|
|
Uber Technologies, Inc., Series 2028, 0.88%, due 12/01/28
|
494,774
|
|
200,000
|
|
Unity Software, Inc., due 03/15/30(k)(l)
|
226,500
|
|
268,000
|
|
WEC Energy Group, Inc., 3.38%, due 06/01/28
|
278,519
|
|
471,000
|
|
WEC Energy Group, Inc., 4.38%, due 06/01/29
|
584,158
|
|
175,000
|
|
Welltower OP LLC, 2.75%, due 05/15/28 144A
|
414,312
|
|
1,910,000
|
|
Wynn Macau Ltd., 4.50%, due 03/07/29 144A
|
1,899,972
|
|
|
|
|
26,449,657
|
|
|
|
Corporate Debt — 35.3%
|
|
|
1,475,000
|
|
1011778 BC ULC/New Red Finance, Inc., 3.88%, due 01/15/28 144A
|
1,448,029
|
|
2,350,000
|
|
1011778 BC ULC/New Red Finance, Inc., 4.00%, due 10/15/30 144A
|
2,219,866
|
|
780,000
|
|
1261229 BC Ltd., 10.00%, due 04/15/32 144A
|
790,535
|
|
900,000
|
EUR
|
888 Acquisitions Ltd., 7.70% (3 mo. EURIBOR + 5.50%), due 07/15/28(b)(f)(m)
|
1,043,056
|
|
805,000
|
EUR
|
888 Acquisitions Ltd., 8.00%, due 09/30/31(f)(m)
|
952,266
|
|
1,710,000
|
|
A&K Travel Group Holdings Ltd., 7.50%, due 05/15/33 144A
|
1,727,314
|
|
400,000
|
EUR
|
Abanca Corp. Bancaria SA, 6.13% (5 yr. EURIBOR ICE Swap + 3.89%)(b)(f)(n)
|
469,921
|
|
1,840,000
|
|
Acadia Healthcare Co., Inc., 7.38%, due 03/15/33 144A
|
1,896,438
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
142,725
|
|
Accendra Health, Inc., 9.75%, due 06/15/33(m) 144A
|
97,578
|
|
240,000
|
|
ACCO Brands Corp., 4.25%, due 03/15/29(m) 144A
|
223,754
|
|
104,000
|
|
Acrisure LLC/Acrisure Finance, Inc., 4.25%, due 02/15/29 144A
|
94,988
|
|
143,000
|
|
Acrisure LLC/Acrisure Finance, Inc., 7.50%, due 11/06/30 144A
|
135,725
|
|
870,000
|
|
Acrisure LLC/Acrisure Finance, Inc., 8.25%, due 02/01/29 144A
|
819,564
|
|
1,815,000
|
|
Acrisure LLC/Acrisure Finance, Inc., 8.50%, due 06/15/29 144A
|
1,707,927
|
|
150,000
|
|
Adapthealth LLC, 5.13%, due 03/01/30 144A
|
145,630
|
|
835,000
|
|
ADM Elektrik Dagitim AS, 9.50%, due 02/05/31 144A
|
803,160
|
|
325,000
|
|
ADT Security Corp., 5.88%, due 10/15/33 144A
|
319,507
|
|
600,000
|
|
Advance Auto Parts, Inc., 7.00%, due 08/01/30 144A
|
615,577
|
|
580,000
|
|
Aegea Finance SARL, 7.63%, due 01/20/36 144A
|
480,077
|
|
144,000
|
EUR
|
Aegis Lux 1a SARL, 5.63%, due 10/29/31 144A
|
167,522
|
|
320,000
|
EUR
|
Aegis Lux 1a SARL, 5.63%, due 10/29/31(f)
|
372,272
|
|
277,707
|
|
AES Panama Generation Holdings SRL, 4.38%, due 05/31/30(f)
|
263,110
|
|
2,405,000
|
|
Africell Holding Ltd., 10.50%, due 10/23/29(m) 144A
|
2,470,399
|
|
550,000
|
|
AIB Group PLC, 5.32% (1 day USD SOFR + 1.65%), due 05/15/31(b) 144A
|
556,906
|
|
325,000
|
EUR
|
AIB Group PLC, 6.00% (5 yr. EURIBOR ICE Swap + 3.71%)(b)(f)(n)
|
386,005
|
|
1,545,000
|
|
AL Candelaria -spain- SA, 5.75%, due 06/15/33(f)
|
1,431,744
|
|
500,000
|
EUR
|
AL Sydbank, 3.63% (3 mo. EURIBOR + 1.45%), due 03/05/30(b)
|
575,914
|
|
750,000
|
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertsons LLC, 3.50%, due
03/15/29 144A
|
712,886
|
|
1,450,000
|
EUR
|
Albion Financing 1 SARL/Aggreko Holdings, Inc., 5.38%, due 05/21/30(f)
|
1,716,559
|
|
425,000
|
GBP
|
Aldermore Group PLC, 6.00% (5 yr. U.K. Government Bond + 2.02%), due
10/01/35(b)(f)
|
563,868
|
|
885,000
|
EUR
|
Alexandrite Lake Lux Holdings SARL, 6.75%, due 07/30/30(m) 144A
|
1,013,146
|
|
225,000
|
|
Alliance Resource Operating Partners LP/Alliance Resource Finance Corp., 8.63%, due
06/15/29 144A
|
235,464
|
|
750,000
|
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 4.25%, due 10/15/27
144A
|
741,468
|
|
525,000
|
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.75%, due 04/15/28
144A
|
529,464
|
|
1,480,000
|
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7.00%, due 01/15/31
144A
|
1,504,824
|
|
2,170,000
|
|
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 7.38%, due 10/01/32
144A
|
2,156,562
|
|
450,000
|
|
Allied Universal Holdco LLC, 7.88%, due 02/15/31 144A
|
470,664
|
|
400,000
|
EUR
|
Allwyn Entertainment Financing U.K. PLC, 4.13%, due 02/15/31(f)
|
451,022
|
|
725,000
|
|
Ally Financial, Inc., 6.18% (1 day USD SOFR + 2.29%), due 07/26/35(b)
|
737,221
|
|
132,000
|
|
Ally Financial, Inc., 7.10% (5 yr. CMT + 3.15%)(b)(n)
|
133,825
|
|
860,000
|
|
Alpek SAB de CV, 3.25%, due 02/25/31(f)
|
753,060
|
|
260,000
|
EUR
|
Alpha Bank SA, 11.88% (5 yr. EUR Swap + 9.31%)(b)(f)(n)
|
331,807
|
|
600,000
|
|
Alpha Generation LLC, 6.75%, due 10/15/32 144A
|
611,312
|
|
243,000
|
|
AltaGas Ltd., 7.20% (5 yr. CMT + 3.57%), due 10/15/54(b) 144A
|
254,861
|
|
445,381
|
EUR
|
Altice France SA, 4.75%, due 10/15/30(f)
|
496,854
|
|
609,757
|
EUR
|
Altice France SA, 5.50%, due 10/15/31(f)
|
688,074
|
|
376,100
|
|
Altice France SA, 6.50%, due 04/15/32 144A
|
363,787
|
|
1,262,807
|
|
Altice France SA, 6.88%, due 10/15/30 144A
|
1,226,227
|
|
65,000
|
|
Altice France SA, 6.88%, due 07/15/32 144A
|
63,105
|
|
494,868
|
|
Altice France SA, 9.50%, due 11/01/29 144A
|
502,729
|
|
1,522
|
EUR
|
Altice Holdings 1 SARL(h)(i)(n) 144A
|
23,491
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
385,000
|
|
Amentum Holdings, Inc., 7.25%, due 08/01/32 144A
|
396,796
|
|
600,000
|
|
American Airlines Pass-Through Trust, 5.25%, due 05/10/40
|
597,239
|
|
1,000,000
|
|
American Builders & Contractors Supply Co., Inc., 4.00%, due 01/15/28 144A
|
983,971
|
|
132,000
|
|
American National Group, Inc., 7.00% (5 yr. CMT + 3.18%), due 12/01/55(b)
|
128,990
|
|
50,000
|
|
AmeriGas Partners LP/AmeriGas Finance Corp., 9.50%, due 06/01/30 144A
|
53,679
|
|
950,000
|
|
Ameritex Holdco Intermediate LLC, 7.63%, due 08/15/33 144A
|
993,380
|
|
1,505,000
|
|
AMN Healthcare, Inc., 6.50%, due 01/15/31 144A
|
1,515,032
|
|
300,000
|
|
Amneal Pharmaceuticals LLC, 6.88%, due 08/01/32 144A
|
311,778
|
|
600,000
|
EUR
|
ams-OSRAM AG, 7.25%, due 05/31/32 144A
|
707,958
|
|
1,500,000
|
|
AmWINS Group, Inc., 4.88%, due 06/30/29 144A
|
1,446,343
|
|
250,000
|
|
Antero Midstream Partners LP/Antero Midstream Finance Corp., 6.63%, due 02/01/32
144A
|
255,474
|
|
325,000
|
|
APi Group DE, Inc., 5.75%, due 06/01/34 144A
|
322,120
|
|
1,990,000
|
|
APLD ComputeCo 3 LLC, 7.00%, due 06/15/31 144A
|
1,988,409
|
|
2,040,000
|
|
APLD ComputeCo LLC, 9.25%, due 12/15/30 144A
|
2,201,883
|
|
1,000,000
|
|
Apollo Debt Solutions BDC, 6.90%, due 04/13/29
|
1,026,552
|
|
300,000
|
|
Aptiv Swiss Holdings Ltd., 6.88% (5 yr. CMT + 3.39%), due 12/15/54(b)
|
306,813
|
|
605,000
|
|
ARC Falcon I, Inc./Arclin USA LLC/New Arclin U.S. Holding Corp., 9.75%, due
03/01/33 144A
|
582,636
|
|
500,000
|
|
Archrock Partners LP/Archrock Partners Finance Corp., 6.63%, due 09/01/32 144A
|
510,216
|
|
298,578
|
|
Ardagh Group SA, 9.50%, due 12/01/30 144A
|
319,376
|
|
520,625
|
EUR
|
Ardagh Group SA, 11.00% (5.00% Cash or 6.00% PIK), due 12/01/30 144A
|
565,501
|
|
416,500
|
EUR
|
Ardagh Group SA, 11.00% (5.00% Cash or 6.00% PIK), due 12/01/30(f)
|
452,401
|
|
264,746
|
|
Ardagh Group SA, 11.00% (5.50% Cash or 6.50% PIK), due 12/01/30 144A
|
253,163
|
|
309,000
|
EUR
|
Ardagh Metal Packaging Finance USA LLC/Ardagh Metal Packaging Finance PLC,
5.00%, due 01/30/31(m) 144A
|
356,709
|
|
1,810,000
|
|
Ardonagh Finco Ltd., 7.75%, due 02/15/31 144A
|
1,831,651
|
|
200,000
|
|
Ardonagh Group Finance Ltd., 8.88%, due 02/15/32 144A
|
194,451
|
|
600,000
|
|
ARES Strategic Income Fund, 5.45%, due 09/09/28
|
594,220
|
|
1,210,000
|
|
Arsenal AIC Parent LLC, 8.00%, due 10/01/30 144A
|
1,262,574
|
|
1,000,000
|
|
Asbury Automotive Group, Inc., 4.63%, due 11/15/29 144A
|
974,378
|
|
2,057,122
|
|
ASP Unifrax Holdings, Inc., 7.10% (7.10% Cash, or 5.85% Cash or 1.25% PIK), due
09/30/29(o) 144A
|
30,857
|
|
1,436,000
|
|
Asurion LLC/Asurion Co-Issuer, Inc., 8.00%, due 12/31/32 144A
|
1,448,021
|
|
4,415,000
|
|
Asurion LLC/Asurion Co-Issuer, Inc., 8.38%, due 02/01/34 144A
|
4,090,118
|
|
5,480,000
|
|
AthenaHealth Group, Inc., 6.50%, due 02/15/30 144A
|
5,257,780
|
|
50,000
|
|
ATI, Inc., 5.88%, due 06/15/33
|
50,724
|
|
310,000
|
|
Atkore, Inc., 4.25%, due 06/01/31(m) 144A
|
297,077
|
|
160,000
|
|
Atlanticus Holdings Corp., 9.75%, due 09/01/30(m) 144A
|
162,051
|
|
279,249
|
|
Avianca Midco 2 PLC, 9.00%, due 12/01/28 144A
|
286,021
|
|
1,200,000
|
|
Avianca Midco 2 PLC, 9.50%, due 01/28/31 144A
|
1,182,900
|
|
200,000
|
|
Avianca Midco 2 PLC, 10.25%, due 01/07/32(p) 144A
|
200,090
|
|
1,420,000
|
|
Avient Corp., 6.25%, due 11/01/31 144A
|
1,439,840
|
|
400,000
|
|
Avilease Capital Ltd., 4.75%, due 11/12/30 144A
|
391,656
|
|
35,000
|
|
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 8.00%, due 02/15/31(m) 144A
|
35,372
|
|
520,000
|
|
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 8.25%, due 01/15/30 144A
|
536,037
|
|
701,000
|
|
Avis Budget Car Rental LLC/Avis Budget Finance, Inc., 8.38%, due 06/15/32(m) 144A
|
706,204
|
|
1,025,000
|
|
Avolon Holdings Funding Ltd., 4.70%, due 01/30/31 144A
|
1,007,187
|
|
1,000,000
|
|
Axon Enterprise, Inc., 6.25%, due 03/15/33(m) 144A
|
1,025,598
|
|
790,000
|
|
Azule Energy Finance PLC, 8.13%, due 01/23/30 144A
|
794,907
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
624,000
|
|
Azule Energy Finance PLC, 8.13%, due 01/23/30(f)
|
628,155
|
|
700,000
|
|
Azule Energy Finance PLC, 8.25%, due 01/22/31 144A
|
700,975
|
|
480,000
|
|
Azule Energy Finance PLC, 8.63%, due 01/22/33 144A
|
480,858
|
|
685,000
|
|
B&G Foods, Inc., 8.00%, due 09/15/28(m) 144A
|
686,482
|
|
6,340,000
|
|
Baffinland Iron Mines Corp./Baffinland Iron Mines LP, 8.75%, due 07/15/26(o) 144A
|
2,884,700
|
|
1,200,000
|
|
Ball Corp., 2.88%, due 08/15/30
|
1,095,601
|
|
100,000
|
EUR
|
Banca Transilvania SA, 4.75% (1 yr. EURIBOR ICE Swap + 1.95%), due 05/27/32(b)(f)
|
114,618
|
|
1,811,000
|
EUR
|
Banca Transilvania SA, 7.13% (5 yr. EURIBOR ICE Swap + 4.78%)(b)(f)(n)
|
2,145,942
|
|
200,000
|
|
Banco Bilbao Vizcaya Argentaria SA, 7.13% (5 yr. CMT + 2.99%)(b)(n)
|
202,629
|
|
2,080,000
|
|
Banco de Credito del Peru SA, 5.65% (5 yr. CMT + 1.96%), due 01/15/37(b)(f)
|
2,092,688
|
|
2,160,000
|
|
Banco Mercantil del Norte SA, 6.63% (10 yr. CMT + 5.03%)(b)(f)(n)
|
2,058,872
|
|
740,000
|
|
Banco Mercantil del Norte SA, 7.50% (10 yr. CMT + 5.47%)(b)(n) 144A
|
734,752
|
|
600,000
|
|
Banco Santander SA, 4.55%, due 11/06/30
|
590,607
|
|
200,000
|
EUR
|
Banco Santander SA, 7.00% (5 yr. EUR Swap + 4.43%)(b)(f)(n)
|
246,350
|
|
400,000
|
|
Banco Santander SA, 7.25% (5 yr. CMT + 2.84%)(b)(n)
|
406,776
|
|
291,000
|
EUR
|
Banijay Gaming SAS, 5.13%, due 12/10/31 144A
|
338,527
|
|
600,000
|
|
Bank Hapoalim BM, 5.25%, due 01/14/33(f)
|
594,267
|
|
600,000
|
|
Bank Leumi Le-Israel BM, 5.34%, due 06/29/29(f)
|
602,454
|
|
250,000
|
EUR
|
Bank of Cyprus Holdings PLC, 11.88% (5 yr. EURIBOR ICE Swap + 9.13%)(b)(f)(n)
|
323,487
|
|
1,002,000
|
|
Bath & Body Works, Inc., 6.88%, due 11/01/35(m)
|
1,026,732
|
|
235,000
|
|
Bath & Body Works, Inc., 6.95%, due 03/01/33
|
236,905
|
|
700,000
|
EUR
|
Bausch & Lomb Netherlands BV & Bausch & Lomb, Inc., 6.08% (3 mo. EURIBOR +
3.88%), due 01/15/31(b)(f)
|
808,536
|
|
641,000
|
|
Bausch Health Cos., Inc., 4.88%, due 06/01/28(m) 144A
|
593,210
|
|
200,000
|
EUR
|
BAWAG Group AG, 7.25% (5 yr. EURIBOR ICE Swap + 5.05%)(b)(f)(n)
|
243,724
|
|
750,000
|
|
BBVA Mexico SA Institucion De Banca Multiple Grupo Financiero BBVA Mexico,
8.45% (5 yr. CMT + 4.66%), due 06/29/38(b)(f)
|
812,489
|
|
440,000
|
EUR
|
BCP V Modular Services Finance II PLC, 4.75%, due 11/30/28(f)
|
477,567
|
|
150,000
|
GBP
|
BCP V Modular Services Finance II PLC, 6.13%, due 11/30/28(f)(m)
|
188,097
|
|
1,675,655
|
|
Beach Acquisition Bidco LLC, 10.00% (10.00% Cash or 10.75% PIK), due 07/15/33
144A
|
1,903,519
|
|
1,125,000
|
|
Beacon Mobility Corp., 7.25%, due 08/01/30 144A
|
1,171,848
|
|
1,100,000
|
|
Beignet Investor LLC, 6.58%, due 05/30/49 144A
|
1,122,713
|
|
715,000
|
EUR
|
Bellis Acquisition Co. PLC, 8.00%, due 07/01/31(m) 144A
|
799,065
|
|
982,000
|
EUR
|
Bellis Acquisition Co. PLC, 8.00%, due 07/01/31(f)(m)
|
1,097,458
|
|
630,000
|
GBP
|
Bellis Acquisition Co. PLC, 8.13%, due 05/14/30(f)
|
786,534
|
|
145,000
|
|
BellRing Brands, Inc., 7.00%, due 03/15/30 144A
|
145,083
|
|
160,000
|
EUR
|
Bertrand Franchise Finance SAS, 5.99% (3 mo. EURIBOR + 3.75%), due
07/18/30(b)(f)(m)
|
183,521
|
|
165,000
|
EUR
|
Bertrand Franchise Finance SAS, 6.50%, due 07/18/30(f)(m)
|
190,447
|
|
451,000
|
|
Binghatti Sukuk 2 SPV Ltd., 7.75%, due 07/02/29(f)
|
423,312
|
|
1,333,000
|
|
Biocon Biologics Global PLC, 6.67%, due 10/09/29(f)
|
1,340,080
|
|
100,000
|
|
BKV Upstream Midstream LLC, 7.50%, due 10/15/30 144A
|
100,444
|
|
865,000
|
|
Black Pearl Compute LLC, 6.13%, due 02/15/31 144A
|
877,166
|
|
800,000
|
|
Blackstone Mortgage Trust, Inc., 7.75%, due 12/01/29 144A
|
829,322
|
|
1,765,000
|
|
Block Communications, Inc., 10.25%, due 03/01/31 144A
|
1,615,785
|
|
975,000
|
|
Block, Inc., 6.00%, due 08/15/33 144A
|
982,288
|
|
175,000
|
|
Bloomin' Brands, Inc./OSI Restaurant Partners LLC, 5.13%, due 04/15/29(m) 144A
|
166,899
|
|
900,000
|
|
Blue Owl Finance LLC, 6.25%, due 04/18/34
|
881,475
|
|
150,000
|
|
Blue Racer Midstream LLC/Blue Racer Finance Corp., 7.00%, due 07/15/29 144A
|
153,838
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
150,000
|
|
Blue Racer Midstream LLC/Blue Racer Finance Corp., 7.25%, due 07/15/32 144A
|
155,275
|
|
335,000
|
|
BNP Paribas SA, 7.20% (5 yr. CMT + 2.94%)(b)(n) 144A
|
337,245
|
|
340,000
|
|
BNP Paribas SA, 7.75% (5 yr. CMT + 4.90%)(b)(n) 144A
|
356,316
|
|
1,610,000
|
EUR
|
Bond U.S. Bidco 1, Inc./Bidco 2/Bidco 3/German Bidco 1 GmbH/German Bidco 2,
6.50%, due 06/15/33 144A
|
1,855,061
|
|
962,000
|
EUR
|
Bond U.S. Bidco 1, Inc./Bidco 2/Bidco 3/German Bidco 1 GmbH/German Bidco 2,
6.50%, due 06/15/33 144A
|
1,108,428
|
|
500,000
|
|
Bond U.S. Bidco 1, Inc./Bidco 2/Bidco 3/German Bidco 1 GmbH/German Bidco 2,
7.13%, due 06/15/33 144A
|
505,163
|
|
715,000
|
EUR
|
Boots Group Finco LP, 5.38%, due 08/31/32(f)
|
841,288
|
|
400,000
|
|
Borr IHC Ltd./Borr Finance LLC, 8.75%, due 01/15/32 144A
|
390,947
|
|
900,000
|
|
Boyne USA, Inc., 4.75%, due 05/15/29 144A
|
886,265
|
|
300,000
|
EUR
|
BPCE SA, 3.38% (3 mo. EURIBOR + 0.95%), due 12/19/31(b)(f)
|
340,122
|
|
425,000
|
|
BPCE SA, 7.00% (1 day USD SOFR + 2.59%), due 10/19/34(b) 144A
|
462,952
|
|
400,000
|
EUR
|
BPER Banca SpA, 5.88% (5 yr. EURIBOR ICE Swap + 3.57%)(b)(f)(n)
|
465,151
|
|
870,000
|
|
Brandywine Operating Partnership LP, 6.13%, due 01/15/31(m)
|
832,239
|
|
905,000
|
|
Brandywine Operating Partnership LP, 8.88%, due 04/12/29
|
957,060
|
|
596,000
|
|
Braskem Netherlands Finance BV, 4.50%, due 01/31/30(f)
|
343,093
|
|
75,000
|
|
Bread Financial Holdings, Inc., 8.38% (5 yr. CMT + 4.30%), due 06/15/35(b)(m) 144A
|
78,342
|
|
1,136,000
|
|
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI
Sellco LLC, 4.50%, due 04/01/27 144A
|
1,123,774
|
|
75,000
|
|
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 4.88%, due
02/15/30 144A
|
69,860
|
|
320,000
|
|
Brookfield Residential Properties, Inc./Brookfield Residential U.S. LLC, 5.00%, due
06/15/29 144A
|
304,977
|
|
2,325,000
|
|
Brundage-Bone Concrete Pumping Holdings, Inc., 7.50%, due 02/01/32 144A
|
2,413,715
|
|
500,626
|
|
Buffalo Energy Mexico Holdings/Buffalo Energy Infrastructure/Buffalo Energy, 7.88%,
due 02/15/39(f)
|
528,877
|
|
900,000
|
|
Builders FirstSource, Inc., 4.25%, due 02/01/32 144A
|
838,994
|
|
800,000
|
|
Burford Capital Global Finance LLC, 6.25%, due 04/15/28(m) 144A
|
790,918
|
|
955,000
|
|
Burford Capital Global Finance LLC, 9.25%, due 07/01/31 144A
|
930,657
|
|
1,000,000
|
|
BWX Technologies, Inc., 4.13%, due 04/15/29 144A
|
969,812
|
|
884,000
|
|
C&S Group Enterprises LLC, 5.00%, due 12/15/28(m) 144A
|
838,486
|
|
1,108,000
|
|
C&W Senior Finance Ltd., 9.00%, due 01/15/33(f)
|
1,120,415
|
|
600,000
|
EUR
|
CAB SELAS, 7.75%, due 08/09/31(f)
|
686,272
|
|
3,040,000
|
|
Caesars Entertainment, Inc., 6.00%, due 10/15/32 144A
|
2,757,066
|
|
1,284,000
|
|
Caesars Entertainment, Inc., 6.50%, due 02/15/32(m) 144A
|
1,253,480
|
|
200,000
|
|
CaixaBank SA, 4.82% (1 day USD SOFR + 1.21%), due 04/22/32(b) 144A
|
198,429
|
|
153,000
|
|
California Resources Corp., 7.00%, due 01/15/34 144A
|
151,399
|
|
90,000
|
|
California Resources Corp., 7.25%, due 01/15/35 144A
|
89,342
|
|
757,000
|
GBP
|
Canary Wharf Group Investment Holdings PLC, 3.38%, due 04/23/28(f)
|
965,410
|
|
1,270,000
|
|
Carnival Corp. Ltd., 5.13%, due 05/01/29 144A
|
1,268,645
|
|
925,000
|
|
Carnival Corp. Ltd., 5.88%, due 06/15/31 144A
|
942,144
|
|
744,000
|
|
Carnival Corp. Ltd., 6.13%, due 02/15/33(m) 144A
|
753,371
|
|
240,000
|
|
Carpenter Technology Corp., 5.63%, due 03/01/34 144A
|
240,118
|
|
1,706,000
|
|
Carvana Co., 9.00% (14% PIK until 08/15/25; then 9% Cash until Maturity), due
06/01/31 144A
|
1,883,835
|
|
200,000
|
EUR
|
CCF Holding SAS, 9.25% (5 yr. EUR Swap + 6.63%)(b)(f)(n)
|
252,572
|
|
3,030,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 4.25%, due 02/01/31 144A
|
2,731,142
|
|
1,560,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 4.25%, due 01/15/34 144A
|
1,322,115
|
|
162,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 4.50%, due 08/15/30(m) 144A
|
150,694
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
500,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 5.00%, due 02/01/28 144A
|
493,993
|
|
1,790,000
|
|
CCO Holdings LLC/CCO Holdings Capital Corp., 7.38%, due 02/01/36 144A
|
1,757,583
|
|
600,000
|
|
CDW LLC/CDW Finance Corp., 3.57%, due 12/01/31
|
551,095
|
|
1,710,000
|
|
Celanese U.S. Holdings LLC, 6.75%, due 04/15/33
|
1,742,884
|
|
200,000
|
|
Cemex SAB de CV, 7.20% (5 yr. CMT + 3.52%)(b)(n) 144A
|
208,330
|
|
1,689,000
|
|
Centene Corp., 2.50%, due 03/01/31
|
1,476,356
|
|
211,000
|
|
Centene Corp., 3.38%, due 02/15/30
|
196,767
|
|
1,000,000
|
|
Centene Corp., 4.63%, due 12/15/29
|
970,586
|
|
1,055,000
|
|
Central Parent LLC/CDK Global II LLC/CDK Financing Co., Inc., 8.00%, due
06/15/29(m) 144A
|
590,800
|
|
2,470,000
|
|
Century Aluminum Co., 6.88%, due 08/01/32 144A
|
2,542,494
|
|
2,078,000
|
|
Champ Acquisition Corp., 8.38%, due 12/01/31 144A
|
2,179,587
|
|
620,000
|
|
Charlotte Buyer, Inc., 8.00%, due 06/30/31 144A
|
628,021
|
|
500,000
|
EUR
|
Cheplapharm Arzneimittel GmbH, 7.50%, due 05/15/30(f)
|
593,253
|
|
200,000
|
|
Chord Energy Corp., 6.00%, due 10/01/30 144A
|
200,951
|
|
865,000
|
|
Chord Energy Corp., 6.75%, due 03/15/33 144A
|
878,261
|
|
455,000
|
|
CHS/Community Health Systems, Inc., 4.75%, due 02/15/31 144A
|
418,899
|
|
1,031,000
|
|
CHS/Community Health Systems, Inc., 5.25%, due 05/15/30 144A
|
973,563
|
|
368,000
|
|
CHS/Community Health Systems, Inc., 6.88%, due 04/15/29(m) 144A
|
362,254
|
|
1,425,000
|
|
CHS/Community Health Systems, Inc., 9.75%, due 01/15/34 144A
|
1,489,597
|
|
200,000
|
|
CHS/Community Health Systems, Inc., 10.88%, due 01/15/32 144A
|
215,638
|
|
800,000
|
EUR
|
CI Financial Corp., 4.63%, due 12/12/31(f)
|
927,224
|
|
300,000
|
|
Cimpress PLC, 7.38%, due 09/15/32 144A
|
303,534
|
|
402,000
|
|
Cipher Compute LLC, 7.13%, due 11/15/30 144A
|
418,391
|
|
391,000
|
EUR
|
Cirsa Finance International SARL, 4.88%, due 10/15/31 144A
|
455,483
|
|
1,000,000
|
|
Citadel Finance LLC, 5.90%, due 02/10/30 144A
|
1,008,763
|
|
500,000
|
|
Citadel Securities Global Holdings LLC, 5.75%, due 03/27/36 144A
|
496,468
|
|
265,000
|
|
Citadel Securities Global Holdings LLC, 6.20%, due 06/18/35 144A
|
271,064
|
|
215,000
|
|
Citigroup, Inc., 6.63% (5 yr. CMT + 3.00%)(b)(n)
|
219,145
|
|
114,000
|
|
Citigroup, Inc., 7.63% (5 yr. CMT + 3.21%)(b)(n)
|
118,504
|
|
550,000
|
EUR
|
Clarios Global LP/Clarios U.S. Finance Co., 4.75%, due 06/15/31(f)
|
637,438
|
|
123,000
|
|
Clarios Global LP/Clarios U.S. Finance Co., 6.75%, due 09/15/32 144A
|
125,697
|
|
225,000
|
|
Clearwater Paper Corp., 4.75%, due 08/15/28 144A
|
183,971
|
|
801,000
|
|
Clearway Energy Operating LLC, 3.75%, due 02/15/31 144A
|
743,225
|
|
500,000
|
|
Cleveland-Cliffs, Inc., 7.00%, due 03/15/32 144A
|
496,673
|
|
490,000
|
|
Cleveland-Cliffs, Inc., 7.38%, due 05/01/33 144A
|
490,105
|
|
542,000
|
|
Cloud Software Group, Inc., 6.50%, due 03/31/29 144A
|
526,294
|
|
1,325,000
|
|
Cloud Software Group, Inc., 8.25%, due 06/30/32 144A
|
1,242,804
|
|
479,000
|
|
Cloud Software Group, Inc., 9.00%, due 09/30/29 144A
|
465,297
|
|
675,000
|
|
Clydesdale Acquisition Holdings, Inc., 6.63%, due 04/15/29 144A
|
674,677
|
|
1,148,000
|
|
Clydesdale Acquisition Holdings, Inc., 8.75%, due 04/15/30 144A
|
1,133,326
|
|
58,000
|
|
CMS Energy Corp., 4.75% (5 yr. CMT + 4.12%), due 06/01/50(b)
|
56,867
|
|
875,000
|
|
Cogent Communications Group LLC/Cogent Finance, Inc., 6.50%, due 07/01/32 144A
|
788,374
|
|
400,000
|
|
Cogent Communications Group LLC/Cogent Finance, Inc., 7.00%, due 06/15/27(m) 144A
|
397,594
|
|
500,000
|
|
Coherent Corp., 5.00%, due 12/15/29 144A
|
492,568
|
|
530,000
|
|
Coinbase Global, Inc., 3.38%, due 10/01/28 144A
|
503,450
|
|
1,000,000
|
|
Columbus McKinnon Corp., 7.13%, due 02/01/33(m) 144A
|
1,002,929
|
|
250,000
|
|
Comision Ejecutiva Hidroelectrica del Rio Lempa, 8.65%, due 01/24/33 144A
|
264,405
|
|
150,000
|
|
Comision Ejecutiva Hidroelectrica del Rio Lempa, 8.65%, due 01/24/33(f)
|
158,643
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
205,873
|
|
Compass Group Diversified Holdings LLC, 5.25%, due 04/15/29 144A
|
196,256
|
|
2,840,000
|
|
Compass Minerals International, Inc., 8.00%, due 07/01/30 144A
|
2,996,950
|
|
600,000
|
|
Comstock Resources, Inc., 6.75%, due 03/01/29 144A
|
591,201
|
|
1,150,000
|
|
Constellium SE, 6.38%, due 08/15/32 144A
|
1,172,719
|
|
825,000
|
|
Cooper-Standard Automotive, Inc., 9.25%, due 03/01/31 144A
|
832,186
|
|
500,000
|
EUR
|
CoreWeave, Inc., 8.50%, due 07/15/32 144A
|
563,810
|
|
3,250,000
|
|
CoreWeave, Inc., 9.00%, due 02/01/31(m) 144A
|
3,215,759
|
|
1,250,000
|
|
Corp. Nacional del Cobre de Chile, 5.95%, due 01/08/34(f)
|
1,288,967
|
|
1,000,000
|
|
CoStar Group, Inc., 2.80%, due 07/15/30 144A
|
900,006
|
|
500,000
|
|
Cougar JV Subsidiary LLC, 8.00%, due 05/15/32 144A
|
524,431
|
|
2,064,000
|
|
CP Atlas Buyer, Inc., 9.75%, due 07/15/30(m) 144A
|
1,983,800
|
|
1,657,615
|
|
CP Atlas Buyer, Inc., 12.75%, due 01/15/31 144A
|
1,275,752
|
|
540,000
|
EUR
|
CPI Property Group SA, 4.75%, due 07/22/30(f)
|
589,751
|
|
375,000
|
EUR
|
CPI Property Group SA, 7.50% (5 yr. EURIBOR ICE Swap + 5.23%)(b)(f)(n)
|
400,023
|
|
1,575,000
|
EUR
|
CPI Property Group SA, 7.50% (5 yr. EURIBOR ICE Swap + 5.23%)(b)(f)(n)
|
1,680,097
|
|
925,000
|
GBP
|
CPI Property Group SA, 8.88% (5 yr. U.K. Government Bond + 5.65%)(b)(f)(m)(n)
|
1,145,818
|
|
675,000
|
|
CQP Holdco LP/BIP-V Chinook Holdco LLC, 5.50%, due 06/15/31 144A
|
662,806
|
|
325,000
|
EUR
|
CrediaBank SA, 9.38% (5 yr. EURIBOR ICE Swap + 7.28%)(b)(f)(n)
|
405,697
|
|
3,158,681
|
PEN
|
Credicorp Capital Sociedad Titulizadora SA, 10.10%, due 12/15/43(f)
|
1,019,049
|
|
360,000
|
|
Crescent Energy Finance LLC, 7.38%, due 01/15/33 144A
|
358,035
|
|
145,000
|
|
Crocs, Inc., 4.13%, due 08/15/31 144A
|
136,040
|
|
1,103,000
|
|
CrossCountry Intermediate HoldCo LLC, 6.50%, due 10/01/30 144A
|
1,088,531
|
|
3,367,000
|
|
CrossCountry Intermediate HoldCo LLC, 6.75%, due 12/01/32 144A
|
3,253,849
|
|
1,000,000
|
|
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, due 09/30/26
|
1,000,417
|
|
750,000
|
|
CSC Holdings LLC, 4.13%, due 12/01/30(m) 144A
|
446,298
|
|
240,000
|
|
CSC Holdings LLC, 4.50%, due 11/15/31 144A
|
141,994
|
|
235,000
|
|
CSC Holdings LLC, 5.50%, due 04/15/27(m) 144A
|
157,652
|
|
900,000
|
|
CSN Inova Ventures, 6.75%, due 01/28/28(f)
|
745,925
|
|
2,100,000
|
|
CSN Resources SA, 5.88%, due 04/08/32(f)
|
1,296,760
|
|
400,000
|
EUR
|
Cullinan Holdco SCSp, 8.50%, due 10/15/29(f)
|
454,112
|
|
560,000
|
|
CVR Energy, Inc., 7.50%, due 02/15/31 144A
|
557,741
|
|
400,000
|
|
Cyprium Corp./Cyprium Holdings Luxembourg SARL, 6.13%, due 04/15/31 144A
|
400,982
|
|
600,000
|
|
DAE Funding LLC, 3.38%, due 03/20/28(f)
|
581,206
|
|
800,000
|
|
Danantara Investment Management PT, 5.95%, due 06/18/36 144A
|
798,449
|
|
1,146,000
|
|
Dangote Fertiliser Ltd., 7.75%, due 05/05/31(f)
|
1,153,523
|
|
320,000
|
|
DaVita, Inc., 3.75%, due 02/15/31 144A
|
296,642
|
|
75,000
|
|
Deluxe Corp., 8.00%, due 06/01/29 144A
|
75,597
|
|
500,000
|
|
Deluxe Corp., 8.13%, due 09/15/29 144A
|
518,255
|
|
130,000
|
|
Dentsply Sirona, Inc., 8.38% (5 yr. CMT + 4.38%), due 09/12/55(b)
|
130,194
|
|
200,000
|
EUR
|
Deutsche Bank AG, 6.75% (5 yr. EURIBOR ICE Swap + 3.86%)(b)(f)(n)
|
234,121
|
|
3,460,800
|
|
Dexko Global, Inc., 7.50%, due 04/15/32 144A
|
2,858,612
|
|
597,334
|
|
Dhafrah Pv2 Energy Co. LLC, 5.79%, due 06/30/53 144A
|
592,230
|
|
173,000
|
|
Diamondback Energy, Inc., 5.75%, due 04/18/54
|
168,318
|
|
2,434,000
|
|
Directv Financing LLC/Directv Financing Co-Obligor, Inc., 9.25%, due 06/01/32 144A
|
2,474,833
|
|
180,000
|
|
Directv Financing LLC/Directv Financing Co-Obligor, Inc., 10.00%, due 02/15/31 144A
|
186,904
|
|
1,475,000
|
|
Discovery Global Holdings, Inc., 4.28%, due 03/15/32
|
1,324,506
|
|
2,040,000
|
|
Discovery Global Holdings, Inc., 5.05%, due 03/15/42
|
1,496,993
|
|
225,000
|
|
Diversified Healthcare Trust, 7.25%, due 10/15/30 144A
|
231,866
|
|
195,000
|
CAD
|
Doman Building Materials Group Ltd., 7.50%, due 09/17/29
|
142,313
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
133,000
|
|
Dominion Energy, Inc., 4.35% (5 yr. CMT + 3.20%)(b)(n)
|
132,376
|
|
165,000
|
|
Dominion Energy, Inc., 6.15% (5 yr. CMT + 1.87%), due 12/15/56(b)
|
165,545
|
|
2,640,000
|
|
DP World Ltd., 6.85%, due 07/02/37(f)
|
2,845,341
|
|
500,000
|
EUR
|
Dynamo Newco II GmbH, 6.25%, due 10/15/31(f)
|
541,801
|
|
1,225,000
|
EUR
|
Eastern European Electric Co. BV, 6.50%, due 05/15/30 144A
|
1,460,076
|
|
166,000
|
|
EchoStar Corp., 6.75%, due 11/30/30
|
168,963
|
|
1,500,000
|
|
EchoStar Corp., 10.75%, due 11/30/29
|
1,621,799
|
|
1,549,000
|
|
Ecopetrol SA, 8.38%, due 01/19/36
|
1,678,740
|
|
100,000
|
|
Ecopetrol SA, 8.88%, due 01/13/33
|
109,577
|
|
265,000
|
|
Edison International, 8.13% (5 yr. CMT + 3.86%), due 06/15/53(b)
|
272,444
|
|
625,000
|
|
EF Holdco/EF Cayman Holdings/Ellington Financial REIT Cayman/TRS/EF Cayman
Non-MTM, 7.38%, due 09/30/30 144A
|
622,784
|
|
500,000
|
EUR
|
eircom Finance DAC, 5.00%, due 04/30/31(f)
|
579,689
|
|
730,000
|
|
El Puerto de Liverpool SAB de CV, 5.75%, due 02/10/38(f)
|
703,538
|
|
1,070,000
|
|
Elastic NV, 4.13%, due 07/15/29 144A
|
1,021,603
|
|
340,000
|
|
ELK Grove Village Property LLC, 7.50%, due 06/15/31 144A
|
342,554
|
|
2,630,000
|
|
Ellucian Holdings, Inc., 6.50%, due 12/01/29 144A
|
2,548,871
|
|
1,700,000
|
|
Embecta Corp., 5.00%, due 02/15/30 144A
|
1,324,747
|
|
274,000
|
|
Emergent BioSolutions, Inc., 3.88%, due 08/15/28(m) 144A
|
254,251
|
|
1,000,000
|
|
Emirates NBD Bank PJSC, 5.13%, due 06/29/31 144A
|
996,835
|
|
410,000
|
|
EMRLD Borrower LP/Emerald Co-Issuer, Inc., 6.75%, due 07/15/31 144A
|
425,325
|
|
319,000
|
|
Enbridge, Inc., 5.75% (5 yr. CMT + 5.31%), due 07/15/80(b)
|
321,037
|
|
92,000
|
|
Enbridge, Inc., 8.50% (5 yr. CMT + 4.43%), due 01/15/84(b)
|
105,203
|
|
145,000
|
|
Encompass Health Corp., 4.75%, due 02/01/30
|
142,914
|
|
1,600,000
|
|
Encore Capital Group, Inc., 8.50%, due 05/15/30 144A
|
1,700,286
|
|
120,000
|
|
Enerflex, Inc., 6.88%, due 01/15/31 144A
|
122,886
|
|
675,000
|
EUR
|
Energo - Pro as, 6.45%, due 04/15/31(f)
|
776,933
|
|
1,072,000
|
EUR
|
Energo - Pro as, 8.00%, due 05/27/30 144A
|
1,295,172
|
|
1,000,000
|
|
Energuate Trust 2 0, 6.35%, due 09/15/35 144A
|
996,438
|
|
960,000
|
|
Energy Transfer LP, 6.25%, due 04/15/49
|
958,452
|
|
80,000
|
|
Energy Transfer LP, 8.00% (5 yr. CMT + 4.02%), due 05/15/54(b)
|
84,966
|
|
295,000
|
|
EnerSys, 6.63%, due 01/15/32 144A
|
301,819
|
|
400,000
|
|
EnfraGen Energia Sur SAU/EnfraGen Chile SpA/EnfraGen Spain SAU, 8.50%, due
06/30/32 144A
|
418,000
|
|
40,000
|
|
Enova International, Inc., 9.13%, due 08/01/29 144A
|
41,887
|
|
255,000
|
|
Enova International, Inc., 11.25%, due 12/15/28 144A
|
268,884
|
|
235,000
|
|
EnQuest PLC, 9.88%, due 04/30/31(m) 144A
|
240,561
|
|
750,000
|
|
Entegris, Inc., 4.75%, due 04/15/29 144A
|
741,596
|
|
930,000
|
EUR
|
Eolo SpA, 4.88%, due 10/21/28(f)(m)
|
990,434
|
|
300,000
|
|
Esentia Energy Development SAB de CV, 6.13%, due 07/30/33 144A
|
299,490
|
|
200,000
|
|
Esentia Energy Development SAB de CV, 6.50%, due 07/30/38 144A
|
196,660
|
|
6,000,000
|
ZAR
|
Eskom Holdings, 7.50%, due 09/15/33
|
344,444
|
|
1,200,000
|
|
Essential Properties LP, 2.95%, due 07/15/31
|
1,085,266
|
|
250,000
|
EUR
|
Eurobank SA, 6.25% (5 yr. EURIBOR ICE Swap + 3.79%)(b)(f)(n)
|
291,879
|
|
200,000
|
EUR
|
Eurobank SA, 6.63% (5 yr. EURIBOR ICE Swap + 4.45%)(b)(f)(m)(n)
|
241,005
|
|
173,000
|
|
EUSHI Finance, Inc., 7.63% (5 yr. CMT + 3.14%), due 12/15/54(b)
|
179,785
|
|
246,000
|
EUR
|
Eutelsat Communications SACA, 5.75%, due 03/15/31 144A
|
288,332
|
|
275,000
|
|
Everforth, Inc., 4.63%, due 05/15/28 144A
|
254,832
|
|
404,000
|
|
EZCORP, Inc., 7.38%, due 04/01/32 144A
|
424,436
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
450,000
|
|
Fair Isaac Corp., 4.00%, due 06/15/28 144A
|
440,502
|
|
830,000
|
|
Fair Isaac Corp., 6.25%, due 09/15/34 144A
|
818,043
|
|
1,950,000
|
|
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., 4.63%, due 01/15/29
144A
|
1,897,136
|
|
2,021,000
|
|
Fertitta Entertainment LLC/Fertitta Entertainment Finance Co., Inc., 6.75%, due
01/15/30(m) 144A
|
1,983,402
|
|
792,406
|
|
FIEMEX Energia - Banco Actinver SA Institucion de Banca Multiple, 7.25%, due
01/31/41(f)
|
805,283
|
|
1,260,000
|
|
Fiesta Purchaser, Inc., 7.88%, due 03/01/31 144A
|
1,271,833
|
|
2,840,000
|
|
Fiesta Purchaser, Inc., 9.63%, due 09/15/32 144A
|
2,789,027
|
|
900,000
|
|
First Abu Dhabi Bank PJSC, 4.79% (1 day USD SOFR + 1.15%), due 06/03/31(b) 144A
|
899,802
|
|
895,000
|
|
First Eagle Holdings, Inc., 7.25%, due 08/15/32 144A
|
902,067
|
|
240,000
|
|
First Quantum Minerals Ltd., 6.38%, due 02/15/36 144A
|
235,715
|
|
255,000
|
|
FirstCash, Inc., 6.13%, due 05/01/34 144A
|
253,961
|
|
180,000
|
|
Five Point Operating Co. LP, 8.00%, due 10/01/30 144A
|
184,400
|
|
800,000
|
EUR
|
Flora Food Management BV, 7.50%, due 10/31/30(f)(m)
|
912,696
|
|
1,750,000
|
|
Flutter Treasury DAC, 6.38%, due 04/29/29 144A
|
1,779,934
|
|
180,000
|
|
FMC Corp., 5.65%, due 05/18/33(m)
|
161,574
|
|
590,000
|
|
FMC Corp., 8.00%, due 06/01/31 144A
|
614,479
|
|
120,000
|
|
FMC Corp., 8.45% (5 yr. CMT + 4.37%), due 11/01/55(b)
|
87,482
|
|
4,010,000
|
|
Focus Financial Partners LLC, 6.75%, due 09/15/31 144A
|
4,036,979
|
|
1,050,000
|
|
Ford Motor Credit Co. LLC, 2.90%, due 02/16/28
|
1,014,470
|
|
885,000
|
|
Fortescue Treasury Pty. Ltd., 4.38%, due 04/01/31 144A
|
842,813
|
|
467,000
|
|
Fortrea Holdings, Inc., 7.50%, due 07/01/30(m) 144A
|
473,757
|
|
1,490,000
|
|
Fortress Intermediate 3, Inc., 7.50%, due 06/01/31 144A
|
1,516,641
|
|
1,145,000
|
EUR
|
Fortune Star BVI Ltd., 3.95%, due 10/02/26(f)
|
1,308,548
|
|
1,100,000
|
|
Freedom Mortgage Corp., 6.63%, due 01/15/27 144A
|
1,100,599
|
|
90,000
|
|
Freedom Mortgage Holdings LLC, 6.88%, due 05/01/31 144A
|
87,414
|
|
1,805,000
|
|
Freedom Mortgage Holdings LLC, 8.38%, due 04/01/32 144A
|
1,837,358
|
|
497,000
|
|
Freedom Mortgage Holdings LLC, 9.13%, due 05/15/31 144A
|
514,470
|
|
400,000
|
|
FS KKR Capital Corp., 3.13%, due 10/12/28
|
376,702
|
|
700,000
|
|
FS KKR Capital Corp., 6.13%, due 01/15/31(m)
|
673,297
|
|
163,000
|
|
FS KKR Capital Corp., 7.50%, due 08/01/31
|
162,409
|
|
77,000
|
|
FS KKR Capital Corp., 7.88%, due 01/15/29
|
79,091
|
|
535,000
|
|
FS Luxembourg SARL, 8.13%, due 02/11/36(m) 144A
|
485,927
|
|
400,000
|
|
FS Luxembourg SARL, 8.63%, due 06/25/33(f)
|
383,152
|
|
255,000
|
|
FS Luxembourg SARL, 8.63%, due 06/25/33(f)
|
244,259
|
|
1,500,000
|
|
FTAI Aviation Investors LLC, 5.50%, due 05/01/28 144A
|
1,497,273
|
|
701,000
|
|
Gap, Inc., 3.63%, due 10/01/29(m) 144A
|
660,981
|
|
150,000
|
|
Garrett Motion Holdings, Inc./Garrett LX I SARL, 7.75%, due 05/31/32 144A
|
157,600
|
|
1,275,000
|
|
Gartner, Inc., 3.75%, due 10/01/30 144A
|
1,164,977
|
|
270,000
|
|
Gates Corp., 6.88%, due 07/01/29 144A
|
276,488
|
|
860,000
|
|
GB AIT Buyer, Inc., 8.75%, due 04/30/34 144A
|
863,362
|
|
555,000
|
|
GC Treasury Center Co. Ltd., 6.50% (5 yr. CMT + 2.82%)(b)(m)(n) 144A
|
549,222
|
|
1,685,000
|
|
GDZ Elektrik Dagitim AS, 9.00%, due 10/15/29 144A
|
1,629,473
|
|
578,000
|
|
GDZ Elektrik Dagitim AS, 9.00%, due 10/15/29(f)
|
559,262
|
|
500,000
|
|
Gen Digital, Inc., 6.25%, due 04/01/33 144A
|
493,149
|
|
205,000
|
|
General Motors Financial Co., Inc., 5.70% (5 yr. CMT + 5.00%)(b)(m)(n)
|
205,072
|
|
700,000
|
|
Genesis Energy LP/Genesis Energy Finance Corp., 6.75%, due 03/15/34
|
695,006
|
|
600,000
|
|
Genesis Energy LP/Genesis Energy Finance Corp., 8.00%, due 05/15/33
|
624,454
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
459,000
|
|
Genmab AS/Genmab Finance LLC, 6.25%, due 12/15/32 144A
|
468,025
|
|
400,000
|
|
Genmab AS/Genmab Finance LLC, 7.25%, due 12/15/33 144A
|
417,303
|
|
195,000
|
|
Genworth Holdings, Inc., 6.50%, due 06/15/34
|
194,151
|
|
2,895,000
|
|
Global Medical Response, Inc., 7.38%, due 10/01/32 144A
|
3,001,825
|
|
525,000
|
|
GLP Capital LP/GLP Financing II, Inc., 5.63%, due 09/15/34
|
521,164
|
|
900,000
|
|
GLP Capital LP/GLP Financing II, Inc., 5.75%, due 06/01/28
|
910,540
|
|
885,000
|
|
GLP China Holdings Ltd., 7.75%, due 04/30/29(f)
|
758,797
|
|
745,000
|
|
GLP Pte. Ltd., 4.60% (5 yr. CMT + 3.73%)(b)(f)(n)
|
396,244
|
|
1,570,000
|
|
GLP Pte. Ltd., 7.87% (5 yr. CMT + 3.74%)(b)(f)(n)
|
910,128
|
|
925,000
|
|
GLP Pte. Ltd., 9.75%, due 05/20/28(f)
|
784,080
|
|
1,325,000
|
|
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 3.50%, due 03/01/29 144A
|
1,249,024
|
|
2,160,000
|
|
Goat Holdco LLC, 6.75%, due 02/01/32 144A
|
2,215,398
|
|
800,000
|
|
goeasy Ltd., 6.88%, due 05/15/30 144A
|
712,680
|
|
1,871,000
|
|
goeasy Ltd., 6.88%, due 02/15/31(m) 144A
|
1,656,199
|
|
125,000
|
|
goeasy Ltd., 7.38%, due 10/01/30(m) 144A
|
112,683
|
|
300,000
|
|
goeasy Ltd., 9.25%, due 12/01/28 144A
|
294,773
|
|
750,000
|
|
Gohl Capital Holdings Ltd., 7.63% (5 yr. CMT + 3.71%)(b)(f)(n)
|
726,604
|
|
835,000
|
|
Gohl Capital Holdings Ltd., 8.30% (5 yr. CMT + 4.26%)(b)(f)(n)
|
806,913
|
|
300,000
|
|
Gohl Capital Holdings Ltd., 8.30% (5 yr. CMT + 4.26%)(b)(f)(n)
|
289,909
|
|
680,000
|
|
Gol Finance, Inc., 14.38%, due 06/06/30(f)
|
668,950
|
|
760,000
|
|
Golomt Bank, 7.95%, due 05/14/29 144A
|
764,843
|
|
605,000
|
|
Golomt Bank, 11.00%, due 05/20/27(f)
|
627,432
|
|
2,025,000
|
|
Goodyear Tire & Rubber Co., 8.88%, due 07/15/32
|
2,043,914
|
|
190,000
|
|
Graham Holdings Co., 5.63%, due 12/01/33 144A
|
188,875
|
|
460,000
|
|
Granite Construction, Inc., 6.38%, due 06/15/34 144A
|
468,902
|
|
1,064,000
|
|
Gray Media, Inc., 4.75%, due 10/15/30(m) 144A
|
765,238
|
|
115,000
|
|
Gray Media, Inc., 5.38%, due 11/15/31 144A
|
77,246
|
|
643,000
|
|
Gray Media, Inc., 9.63%, due 07/15/32(m) 144A
|
621,157
|
|
1,720,000
|
|
Great Canadian Gaming Corp./Raptor LLC, 8.75%, due 11/15/29 144A
|
1,722,181
|
|
400,000
|
|
Green Palm Bidco SARL, 6.46%, due 06/30/46 144A
|
405,453
|
|
420,000
|
EUR
|
Grifols SA, 3.88%, due 10/15/28(f)
|
477,461
|
|
632,000
|
|
Grifols SA, 4.75%, due 10/15/28 144A
|
619,769
|
|
276,923
|
EUR
|
Grifols SA, 7.50%, due 05/01/30(f)
|
330,058
|
|
900,000
|
|
Grupo Aeromexico SAB de CV, 8.25%, due 11/15/29 144A
|
921,060
|
|
1,290,000
|
|
Grupo Televisa SAB, 5.00%, due 05/13/45
|
883,237
|
|
365,000
|
|
Grupo Televisa SAB, 5.25%, due 05/24/49
|
249,703
|
|
315,000
|
|
Grupo Televisa SAB, 6.13%, due 01/31/46
|
244,212
|
|
500,000
|
EUR
|
GSG Bidco Ltd., 4.70%, due 06/15/31(f)
|
573,819
|
|
792,090
|
|
Guara Norte SARL, 5.20%, due 06/15/34(f)
|
766,276
|
|
216,000
|
|
HA Sustainable Infrastructure Capital, Inc., 7.13% (5 yr. CMT + 3.48%), due 11/15/56(b)
|
219,798
|
|
258,000
|
|
HA Sustainable Infrastructure Capital, Inc., 8.00% (5 yr. CMT + 4.30%), due 06/01/56(b)
|
273,483
|
|
1,025,000
|
|
HAH Group Holding Co. LLC, 9.75%, due 10/01/31 144A
|
918,420
|
|
320,000
|
|
Hanwha Totalenergies Petrochemical Co. Ltd., 5.50%, due 07/18/29(f)
|
312,548
|
|
870,000
|
|
Harvest Midstream I LP, 6.75%, due 05/15/34 144A
|
882,806
|
|
550,000
|
|
HCA, Inc., 7.50%, due 11/06/33
|
618,529
|
|
75,000
|
|
HealthEquity, Inc., 4.50%, due 10/01/29 144A
|
72,960
|
|
545,000
|
GBP
|
Heathrow Funding Ltd., 6.75%, due 12/03/28(f)
|
730,449
|
|
205,000
|
|
Helix Energy Solutions Group, Inc., 9.75%, due 03/01/29 144A
|
215,006
|
|
70,000
|
|
Hilton Domestic Operating Co., Inc., 3.63%, due 02/15/32 144A
|
64,103
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
2,000,000
|
|
Hilton Domestic Operating Co., Inc., 4.00%, due 05/01/31 144A
|
1,891,050
|
|
325,000
|
|
Hilton Domestic Operating Co., Inc., 5.50%, due 09/15/31 144A
|
326,012
|
|
270,000
|
|
HLF Financing SARL LLC/Herbalife International, Inc., 4.88%, due 06/01/29 144A
|
252,977
|
|
65,000
|
|
HLF Financing SARL LLC/Herbalife International, Inc., 7.75%, due 05/01/33 144A
|
65,929
|
|
213,000
|
EUR
|
HomeVi SASU, 6.63%, due 10/31/31 144A
|
247,759
|
|
422,000
|
|
Howden U.K. Refinance PLC/Howden U.K. Refinance 2 PLC/Howden U.S. Refinance
LLC, 7.25%, due 02/15/31 144A
|
409,099
|
|
700,000
|
|
HPS Corporate Lending Fund, 6.30%, due 08/19/31 144A
|
698,481
|
|
200,000
|
|
HSBC Holdings PLC, 4.60% (5 yr. CMT + 3.65%)(b)(n)
|
188,370
|
|
600,000
|
|
HSBC Holdings PLC, 4.62% (1 day USD SOFR + 1.19%), due 11/06/31(b)
|
591,626
|
|
796,000
|
|
HSBC Holdings PLC, 6.75% (5 yr. CMT + 2.51%)(b)(n)
|
801,627
|
|
200,000
|
|
HTA Group Ltd., 7.50%, due 06/04/29 144A
|
204,869
|
|
1,000,000
|
|
HUB International Ltd., 7.25%, due 06/15/30 144A
|
1,026,757
|
|
2,155,000
|
|
HUB International Ltd., 7.38%, due 01/31/32 144A
|
2,194,878
|
|
370,000
|
|
Hudson Pacific Properties LP, 3.25%, due 01/15/30(m)
|
323,956
|
|
295,000
|
|
Hudson Pacific Properties LP, 4.65%, due 04/01/29
|
280,110
|
|
1,440,000
|
|
Huntsman International LLC, 5.70%, due 10/15/34
|
1,387,125
|
|
120,000
|
|
HUT 8 DC LLC, 6.19%, due 11/15/42 144A
|
121,596
|
|
600,000
|
EUR
|
Ibercaja Banco SA, 9.13% (5 yr. EUR Swap + 6.83%)(b)(f)(n)
|
738,513
|
|
8,058,000,000
|
UZS
|
ICBC Standard Bank PLC, 20.00%, due 12/13/29(h)(i) 144A
|
670,538
|
|
500,000
|
GBP
|
Iceland Bondco PLC, 4.38%, due 05/15/28(f)
|
657,013
|
|
45,000
|
|
iHeartCommunications, Inc., 9.13%, due 05/01/29 144A
|
43,703
|
|
35,000
|
|
iHeartCommunications, Inc., 10.88%, due 05/01/30 144A
|
30,433
|
|
1,470,000
|
|
IHO Verwaltungs GmbH, 7.38% (CASH CPN 7.375% / PIK 8.125%.), due 05/15/33
144A
|
1,529,323
|
|
1,100,000
|
|
IHS Holding Ltd., 6.25%, due 11/29/28(f)
|
1,093,736
|
|
440,000
|
|
IIFL Finance Ltd., 7.60%, due 09/10/29 144A
|
442,441
|
|
100,000
|
EUR
|
IMA Industria Macchine Automatiche SpA, 3.75%, due 01/15/28(f)(m)
|
114,731
|
|
265,000
|
EUR
|
IMA Industria Macchine Automatiche SpA, 3.75%, due 01/15/28 144A
|
304,037
|
|
1,350,000
|
|
Indofood CBP Sukses Makmur Tbk. PT, 4.75%, due 06/09/51(f)
|
1,094,934
|
|
286,000
|
|
Industrial F&B Investments III, Inc., 7.75%, due 02/11/33 144A
|
291,664
|
|
1,318,000
|
|
Industrial Subordinated Trust 2.0, 6.55% (5 yr. CMT + 2.86%), due 04/15/36(b) 144A
|
1,339,273
|
|
900,000
|
|
Ingevity Corp., 3.88%, due 11/01/28 144A
|
872,477
|
|
430,000
|
|
Insight Enterprises, Inc., 6.63%, due 05/15/32 144A
|
437,324
|
|
205,000
|
|
Insulet Corp., 6.50%, due 04/01/33 144A
|
208,088
|
|
320,000
|
EUR
|
International Personal Finance PLC, 10.75%, due 12/14/29(f)
|
387,274
|
|
325,000
|
|
Intesa Sanpaolo SpA, 4.20% (1 yr. CMT + 2.60%), due 06/01/32(b) 144A
|
306,901
|
|
250,000
|
|
Intesa Sanpaolo SpA, 6.01% (1 yr. CMT + 1.50%), due 06/29/37(b) 144A
|
251,762
|
|
250,000
|
EUR
|
Intesa Sanpaolo SpA, 6.38% (5 yr. EURIBOR ICE Swap + 4.04%)(b)(f)(n)
|
303,332
|
|
475,000
|
|
Intesa Sanpaolo SpA, 8.25% (1 yr. CMT + 4.40%), due 11/21/33(b)(m) 144A
|
549,177
|
|
650,000
|
|
ION Platform Finance U.S., Inc./ION Platform Finance SARL, 8.75%, due 05/01/29
144A
|
580,617
|
|
325,000
|
|
ION Platform Finance U.S., Inc./ION Platform Finance SARL, 9.00%, due 08/01/29(m)
144A
|
289,443
|
|
200,000
|
EUR
|
IPD 3 BV, 5.50%, due 06/15/31(f)
|
223,220
|
|
500,000
|
EUR
|
Iron Mountain, Inc., 4.75%, due 01/15/34 144A
|
569,606
|
|
290,000
|
|
Iron Mountain, Inc., 4.88%, due 09/15/29 144A
|
284,715
|
|
400,000
|
|
Iron Mountain, Inc., 5.25%, due 03/15/28 144A
|
399,709
|
|
555,000
|
|
Iron Mountain, Inc., 6.25%, due 01/15/35 144A
|
557,857
|
|
280,000
|
|
Ithaca Energy North Sea PLC, 8.13%, due 10/15/29 144A
|
290,430
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
1,314,000
|
|
ITT Holdings LLC, 6.50%, due 08/01/29 144A
|
1,299,349
|
|
805,000
|
|
Ittihad International II Ltd., 7.38%, due 11/13/30 144A
|
813,838
|
|
925,000
|
|
Ivanhoe Mines Ltd., 7.88%, due 01/23/30 144A
|
936,410
|
|
506,000
|
|
Ivanhoe Mines Ltd., 7.88%, due 01/23/30(f)(m)
|
512,242
|
|
610,000
|
|
Jacobs Entertainment, Inc., 6.75%, due 02/15/29 144A
|
598,230
|
|
640,000
|
|
Jane Street Group/JSG Finance, Inc., 6.13%, due 11/01/32 144A
|
640,431
|
|
1,060,000
|
|
Jane Street Group/JSG Finance, Inc., 6.75%, due 05/01/33 144A
|
1,090,646
|
|
1,730,000
|
|
Jane Street Group/JSG Finance, Inc., 7.13%, due 04/30/31 144A
|
1,789,618
|
|
970,000
|
|
Jefferies Finance LLC/JFIN Co-Issuer Corp., 5.00%, due 08/15/28 144A
|
937,318
|
|
1,245,000
|
|
JetBlue Airways Corp./JetBlue Loyalty LP, 9.88%, due 09/20/31 144A
|
1,129,300
|
|
55,000
|
|
JH North America Holdings, Inc., 5.88%, due 01/31/31 144A
|
55,300
|
|
2,150,000
|
|
Jones Deslauriers Insurance Management, Inc., 6.88%, due 10/01/33 144A
|
1,995,432
|
|
750,000
|
GBP
|
Kane Bidco Ltd., 7.75%, due 07/15/31 144A
|
1,009,309
|
|
700,000
|
EUR
|
Kapla Holding SAS, 5.00%, due 04/30/31(f)
|
806,045
|
|
1,000,000
|
|
Kaspi.KZ JSC, 5.90%, due 04/28/31 144A
|
999,148
|
|
500,000
|
|
Kilroy Realty LP, 5.88%, due 10/15/35
|
494,399
|
|
212,000
|
EUR
|
King U.S. Bidco, Inc., 5.45% (3 mo. EURIBOR + 3.25%), due 12/01/32(b) 144A
|
245,480
|
|
335,000
|
|
Kodiak Gas Services LLC, 6.50%, due 10/01/33 144A
|
339,766
|
|
613,000
|
|
Kodiak Gas Services LLC, 6.75%, due 10/01/35(m) 144A
|
629,230
|
|
285,000
|
|
Korn Ferry, 4.63%, due 12/15/27 144A
|
283,733
|
|
453,000
|
|
LABL, Inc., 8.63%, due 10/01/31(m)(o) 144A
|
213,078
|
|
187,001
|
|
LABL, Inc., 9.50%, due 11/01/28(o) 144A
|
86,772
|
|
860,000
|
|
Lamar Media Corp., 5.38%, due 11/01/33 144A
|
843,505
|
|
461,000
|
|
Lamb Weston Holdings, Inc., 4.13%, due 01/31/30 144A
|
442,307
|
|
500,000
|
|
Las Vegas Sands Corp., 5.30%, due 05/15/31
|
498,234
|
|
600,000
|
|
Las Vegas Sands Corp., 5.65%, due 05/18/33
|
600,216
|
|
800,000
|
|
Latam Airlines Group SA, 7.88%, due 04/15/30 144A
|
833,400
|
|
286,000
|
|
LBM Acquisition LLC, 6.25%, due 01/15/29(m) 144A
|
208,120
|
|
767,000
|
|
LBM Acquisition LLC, 9.50%, due 06/15/31 144A
|
683,941
|
|
750,000
|
|
LCM Investments Holdings II LLC, 4.88%, due 05/01/29 144A
|
730,612
|
|
225,000
|
|
LCPR Senior Secured Financing DAC, 5.13%, due 07/15/29(m) 144A
|
124,507
|
|
525,000
|
|
Level 3 Financing, Inc., 6.88%, due 06/30/33 144A
|
539,729
|
|
1,175,000
|
|
Level 3 Financing, Inc., 7.00%, due 03/31/34 144A
|
1,212,398
|
|
255,000
|
|
Level 3 Financing, Inc., 7.50%, due 02/15/37 144A
|
261,956
|
|
345,000
|
|
Level 3 Financing, Inc., 8.50%, due 01/15/36 144A
|
370,747
|
|
100,000
|
EUR
|
Levi Strauss & Co., 4.00%, due 08/15/30 144A
|
115,019
|
|
2,075,000
|
|
LFS Topco LLC, 8.75%, due 07/15/30(m) 144A
|
2,085,914
|
|
100,000
|
|
LifePoint Health, Inc., 7.00%, due 05/01/34 144A
|
95,919
|
|
1,500,000
|
|
LifePoint Health, Inc., 8.38%, due 02/15/32 144A
|
1,563,250
|
|
1,694,000
|
|
Light & Wonder International, Inc., 6.25%, due 10/01/33 144A
|
1,685,547
|
|
307,000
|
|
Lincoln National Corp., 9.25% (5 yr. CMT + 5.32%)(b)(n)
|
323,483
|
|
150,000
|
EUR
|
Lion/Polaris Lux Midco SARL, 5.75% (3 mo. EURIBOR + 3.63%), due 07/01/29(b)(f)
|
172,988
|
|
950,000
|
|
Live Nation Entertainment, Inc., 4.75%, due 10/15/27 144A
|
948,438
|
|
1,310,000
|
|
Lsf12 Helix Parent LLC, 7.13%, due 02/01/33 144A
|
1,271,637
|
|
220,000
|
|
Lumen Technologies, Inc., 4.50%, due 01/15/29 144A
|
211,603
|
|
600,000
|
|
Luminis SA, 9.65% (3 mo. USD Term SOFR + 5.98%), due 09/15/38(b)(f)(i)
|
708,270
|
|
160,000
|
|
M/I Homes, Inc., 3.95%, due 02/15/30
|
152,121
|
|
210,000
|
|
Magnolia Oil & Gas Operating LLC/Magnolia Oil & Gas Finance Corp., 6.88%, due
12/01/32 144A
|
213,926
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
600,000
|
|
Matador Resources Co., 6.25%, due 04/15/33 144A
|
598,118
|
|
750,000
|
|
Match Group Holdings II LLC, 3.63%, due 10/01/31 144A
|
675,263
|
|
260,000
|
|
Match Group Holdings II LLC, 6.13%, due 09/15/33 144A
|
257,135
|
|
75,000
|
|
Mauser Packaging Solutions Holding Co., 7.88%, due 04/15/30 144A
|
76,714
|
|
2,743,000
|
|
McAfee Corp., 7.38%, due 02/15/30(m) 144A
|
2,333,105
|
|
750,000
|
|
McGraw-Hill Education, Inc., 7.38%, due 09/01/31 144A
|
762,814
|
|
2,550,000
|
|
McGraw-Hill Education, Inc., 8.00%, due 08/01/29 144A
|
2,556,775
|
|
772,000
|
|
Medco Cypress Tree Pte. Ltd., 8.63%, due 05/19/30(f)
|
805,181
|
|
700,000
|
EUR
|
Mehilainen Yhtiot OYJ, 5.13%, due 06/30/32(f)
|
809,351
|
|
3,956,168
|
|
Meridian Arc Holdco LLC, 6.25%, due 04/30/31 144A
|
3,967,621
|
|
550,000
|
|
Merlin Entertainments Group U.S. Holdings, Inc., 7.38%, due 02/15/31 144A
|
464,488
|
|
600,000
|
GBP
|
Metro Bank Holdings PLC, 12.00% (1 yr. U.K. Government Bond + 7.81%), due
04/30/29(b)(f)
|
876,780
|
|
625,000
|
GBP
|
Metro Bank Holdings PLC, 13.88% (5 yr. U.K. Government Bond + 9.57%)(b)(f)(n)
|
966,470
|
|
525,000
|
|
MGM China Holdings Ltd., 6.25%, due 05/15/33 144A
|
513,356
|
|
980,000
|
|
MHP Lux SA, 6.25%, due 09/19/29(f)
|
912,937
|
|
1,204,000
|
|
MHP Lux SA, 10.50%, due 07/28/29(m) 144A
|
1,255,539
|
|
1,462,000
|
|
Midcap Financial Issuer Trust, 6.50%, due 05/01/28 144A
|
1,460,770
|
|
600,000
|
|
Midwest Gaming Borrower LLC/Midwest Gaming Finance Corp., 4.88%, due 05/01/29
144A
|
584,419
|
|
1,685,000
|
|
Millicom International Cellular SA, 4.50%, due 04/27/31(f)
|
1,573,748
|
|
300,000
|
|
Mineral Resources Ltd., 7.00%, due 04/01/31 144A
|
310,749
|
|
470,000
|
EUR
|
MKS, Inc., 4.25%, due 02/15/34(f)
|
531,996
|
|
580,000
|
|
Molina Healthcare, Inc., 3.88%, due 05/15/32 144A
|
524,696
|
|
750,000
|
|
Molina Healthcare, Inc., 4.38%, due 06/15/28 144A
|
737,377
|
|
520,000
|
|
Molina Healthcare, Inc., 6.25%, due 01/15/33 144A
|
521,226
|
|
180,000
|
|
Molina Healthcare, Inc., 6.50%, due 02/15/31 144A
|
183,338
|
|
987,000
|
|
Moss Creek Resources Holdings, Inc., 8.25%, due 09/01/31 144A
|
979,046
|
|
100,000
|
EUR
|
Motion Finco SARL, 7.38%, due 06/15/30(f)
|
99,764
|
|
1,200,000
|
|
Motion Finco SARL, 8.38%, due 02/15/32 144A
|
1,014,439
|
|
389,000
|
EUR
|
MPT Operating Partnership LP/MPT Finance Corp., 0.99%, due 10/15/26
|
438,637
|
|
500,000
|
|
MPT Operating Partnership LP/MPT Finance Corp., 8.50%, due 02/15/32 144A
|
512,245
|
|
725,000
|
|
MSU Green Energy, 9.75%, due 06/16/36 144A
|
718,946
|
|
1,255,000
|
|
Muangthai Capital PCL, 7.55%, due 07/21/30 144A
|
1,280,764
|
|
269,000
|
|
Muangthai Capital PCL, Class S, 7.55%, due 07/21/30(f)
|
274,674
|
|
700,000
|
|
Muthoot Finance Ltd., 5.75%, due 08/04/30 144A
|
686,021
|
|
660,000
|
|
Muthoot Finance Ltd., 6.38%, due 03/02/30 144A
|
659,217
|
|
194,000
|
|
Nabors Industries, Inc., 7.63%, due 11/15/32 144A
|
198,619
|
|
306,000
|
|
Nabors Industries, Inc., 9.13%, due 01/31/30(m) 144A
|
319,966
|
|
600,000
|
|
National Health Investors, Inc., 5.35%, due 02/01/33
|
594,272
|
|
3,960,000
|
|
National Mentor Holdings, Inc., 10.50%, due 12/15/30 144A
|
4,176,576
|
|
700,000
|
|
Navient Corp., 5.00%, due 03/15/27
|
694,916
|
|
1,341,000
|
|
NBK Tier 1 Ltd., 6.38% (6 yr. CMT + 2.40%)(b)(n) 144A
|
1,351,358
|
|
1,623,000
|
|
NBK Tier 1 Ltd., 6.38% (6 yr. CMT + 2.40%)(b)(f)(n)
|
1,635,515
|
|
200,000
|
|
NCL Corp. Ltd., 6.75%, due 02/01/32 144A
|
199,691
|
|
625,000
|
|
NCR Atleos Corp., 9.50%, due 04/01/29 144A
|
666,761
|
|
100,000
|
EUR
|
Neinor Homes SA, 5.88%, due 02/15/30 144A
|
118,092
|
|
800,000
|
|
Nemak SAB de CV, 3.63%, due 06/28/31(f)
|
692,956
|
|
475,000
|
|
Neptune Bidco U.S., Inc., 9.29%, due 04/15/29 144A
|
484,791
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
600,000
|
|
Neptune Bidco U.S., Inc., 9.50%, due 02/15/33 144A
|
607,384
|
|
300,000
|
EUR
|
New Immo Holding SA, 3.25%, due 07/23/27(f)
|
342,308
|
|
500,000
|
EUR
|
New Immo Holding SA, 4.88%, due 12/08/28(f)
|
574,154
|
|
400,000
|
EUR
|
New Immo Holding SA, 5.50%, due 04/23/31(f)
|
459,463
|
|
200,000
|
|
Newmark Group, Inc., 7.50%, due 01/12/29
|
209,633
|
|
429,000
|
|
Nexstar Media, Inc., 6.50%, due 09/15/33 144A
|
429,258
|
|
346,000
|
|
Nexstar Media, Inc., 7.25%, due 04/15/34 144A
|
345,462
|
|
140,000
|
|
NextEra Energy Capital Holdings, Inc., 6.63% (5 yr. CMT + 1.69%), due 10/01/66(b)
|
142,210
|
|
1,600,000
|
|
NGL Energy Operating LLC/NGL Energy Finance Corp., 8.38%, due 02/15/32 144A
|
1,666,389
|
|
500,000
|
EUR
|
Nidda Healthcare Holding GmbH, 5.38%, due 10/23/30(f)
|
576,610
|
|
2,875,000
|
|
Nissan Motor Acceptance Co. LLC, 5.63%, due 09/29/28 144A
|
2,870,420
|
|
363,000
|
|
Nissan Motor Co. Ltd., 8.13%, due 07/17/35 144A
|
384,584
|
|
1,200,000
|
|
Noble Finance II LLC, 6.25%, due 06/15/34 144A
|
1,176,842
|
|
583,000
|
|
Northern Oil & Gas, Inc., 7.88%, due 10/15/33(m) 144A
|
579,700
|
|
1,200,000
|
EUR
|
Nova Ljubljanska Banka DD, 6.50% (5 yr. EURIBOR ICE Swap + 4.08%)(b)(f)(n)
|
1,391,825
|
|
700,000
|
|
Novelis Corp., 3.88%, due 08/15/31 144A
|
638,007
|
|
500,000
|
|
Novelis Corp., 4.75%, due 01/30/30 144A
|
483,929
|
|
578,000
|
|
Novelis Corp., 6.38%, due 08/15/33 144A
|
582,577
|
|
500,000
|
|
NRG Energy, Inc., 3.63%, due 02/15/31 144A
|
464,534
|
|
750,000
|
|
NRG Energy, Inc., 6.25%, due 11/01/34(m) 144A
|
759,723
|
|
2,731,000
|
|
OAK-Eagle Acquireco, Inc., 7.25%, due 07/01/33 144A
|
2,858,405
|
|
574,000
|
|
OAK-Eagle Acquireco, Inc., 8.75%, due 07/01/34 144A
|
609,543
|
|
220,000
|
|
Oceaneering International, Inc., 6.00%, due 02/01/28
|
223,708
|
|
225,000
|
|
Oceaneering International, Inc., 6.88%, due 07/15/34(p) 144A
|
228,672
|
|
1,413,000
|
|
OCP SA, 6.74% (5 yr. CMT + 2.75%)(b)(n) 144A
|
1,404,995
|
|
1,138,000
|
|
OCP SA, 7.37% (5 yr. CMT + 3.22%)(b)(n) 144A
|
1,135,027
|
|
530,000
|
EUR
|
Odido Group Holding BV, 5.50%, due 01/15/30(f)
|
611,379
|
|
1,600,000
|
EUR
|
Olympus Water U.S. Holding Corp., 6.13%, due 02/15/33(f)
|
1,842,150
|
|
260,000
|
|
Olympus Water U.S. Holding Corp., 7.25%, due 06/15/31 144A
|
263,467
|
|
1,690,000
|
|
Olympus Water U.S. Holding Corp., 7.25%, due 02/15/33 144A
|
1,672,631
|
|
1,350,000
|
|
ON Semiconductor Corp., 3.88%, due 09/01/28 144A
|
1,317,547
|
|
750,000
|
|
OneMain Finance Corp., 3.50%, due 01/15/27
|
744,006
|
|
3,475,000
|
|
OneMain Finance Corp., 6.63%, due 05/15/29
|
3,547,659
|
|
77,000
|
|
OneMain Finance Corp., 6.75%, due 09/15/33
|
76,321
|
|
750,000
|
|
ONEOK, Inc., 5.45%, due 06/01/47
|
688,988
|
|
755,000
|
|
Ontario Gaming GTA LP/OTG Co-Issuer, Inc., 8.00%, due 08/01/30(m) 144A
|
748,626
|
|
500,000
|
EUR
|
Opal Bidco SAS, 5.50%, due 03/31/32(f)
|
591,358
|
|
1,500,000
|
|
Open Text Holdings, Inc., 4.13%, due 02/15/30 144A
|
1,375,203
|
|
295,000
|
|
Open Text Holdings, Inc., 4.13%, due 12/01/31 144A
|
259,170
|
|
1,610,000
|
|
Option Care Health, Inc., 4.38%, due 10/31/29 144A
|
1,547,885
|
|
58,000
|
|
Oracle Corp., 5.38%, due 07/15/40
|
51,126
|
|
50,000
|
|
Oracle Corp., 5.70%, due 02/04/36
|
48,440
|
|
148,000
|
|
Oracle Corp., 6.70%, due 02/04/56
|
139,385
|
|
80,000
|
|
Osaic Holdings, Inc., 8.00%, due 08/01/33 144A
|
80,355
|
|
440,000
|
|
Outfront Media Capital LLC/Outfront Media Capital Corp., 4.63%, due 03/15/30 144A
|
427,013
|
|
1,045,000
|
|
Outfront Media Capital LLC/Outfront Media Capital Corp., 6.00%, due 06/15/34 144A
|
1,043,625
|
|
800,000
|
|
Pacific Gas & Electric Co., 5.70%, due 03/01/35
|
808,677
|
|
2,725,000
|
|
Pacific Gas & Electric Co., 6.00%, due 08/15/35
|
2,810,560
|
|
650,000
|
|
PacifiCorp, 5.45%, due 02/15/34
|
657,751
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
457,000
|
|
Par Petroleum LLC, 7.38%, due 06/01/34 144A
|
462,730
|
|
400,000
|
|
Paramount Global, 4.38%, due 03/15/43
|
258,381
|
|
700,000
|
|
Paramount Global, 4.85%, due 07/01/42
|
473,629
|
|
400,000
|
|
Paramount Global, 4.90%, due 08/15/44
|
264,590
|
|
500,000
|
|
Paramount Global, 4.95%, due 01/15/31
|
464,920
|
|
1,200,000
|
|
Paramount Global, 5.85%, due 09/01/43
|
899,093
|
|
330,000
|
|
Paramount Global, 6.38% (5 yr. CMT + 4.00%), due 03/30/62(b)(m)
|
282,596
|
|
1,000,000
|
|
Pattern Energy Operations LP/Pattern Energy Operations, Inc., 4.50%, due 08/15/28
144A
|
979,661
|
|
860,000
|
|
Pediatrix Medical Group, Inc., 5.38%, due 02/15/30 144A
|
850,616
|
|
870,000
|
|
Penn Entertainment, Inc., 6.75%, due 04/01/31 144A
|
875,067
|
|
325,000
|
|
PennyMac Financial Services, Inc., 6.88%, due 05/15/32 144A
|
318,335
|
|
250,000
|
|
Perenti Finance Pty. Ltd., 7.50%, due 04/26/29 144A
|
257,227
|
|
700,000
|
|
Performance Food Group, Inc., 4.25%, due 08/01/29 144A
|
679,813
|
|
876,000
|
|
Performance Food Group, Inc., 6.13%, due 09/15/32 144A
|
887,809
|
|
1,200,000
|
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 4.75%, due 02/03/31 144A
|
1,170,805
|
|
1,200,000
|
|
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, 5.45%, due 02/03/36 144A
|
1,149,060
|
|
45,000
|
|
Petco Health & Wellness Co., Inc., 8.25%, due 02/01/31 144A
|
45,381
|
|
500,000
|
|
Petroleos de Venezuela SA, 5.38%, due 04/12/27(f)(o)
|
184,500
|
|
810,743
|
|
Petroleos de Venezuela SA, 6.00%, due 05/16/24(f)(o)
|
305,650
|
|
3,163,000
|
|
Petroleos de Venezuela SA, 6.00%, due 11/15/26(f)(o)
|
1,194,032
|
|
2,543,000
|
|
Petroleos de Venezuela SA, 9.75%, due 05/17/35(f)(o)
|
1,137,484
|
|
1,475,000
|
|
Petroleos del Peru SA, 5.63%, due 06/19/47(f)
|
1,055,591
|
|
2,075,000
|
|
Petroleos Mexicanos, 5.95%, due 01/28/31
|
2,052,180
|
|
3,600,000
|
|
Petroleos Mexicanos, 6.38%, due 01/23/45
|
3,071,379
|
|
300,000
|
|
Petroleos Mexicanos, 6.63%, due 06/15/35
|
291,476
|
|
870,000
|
|
Petroleos Mexicanos, 6.75%, due 09/21/47
|
745,355
|
|
2,140,000
|
|
Petroleos Mexicanos, 10.00%, due 02/07/33
|
2,520,752
|
|
290,000
|
|
PG&E Corp., 7.38% (5 yr. CMT + 3.88%), due 03/15/55(b)
|
295,692
|
|
450,000
|
EUR
|
Picard Groupe SAS, 6.38%, due 07/01/29(f)
|
531,883
|
|
2,120,000
|
|
Pingan Real Estate Capital Ltd., 3.45%, due 07/29/26(f)
|
2,106,375
|
|
860,000
|
|
Pioneer Opco LLC, 7.00%, due 05/15/33 144A
|
876,215
|
|
325,000
|
EUR
|
Piraeus Bank SA, 3.38% (1 yr. EURIBOR ICE Swap + 0.98%), due 12/02/31(b)(f)
|
369,291
|
|
2,150,000
|
|
Planet Financial Group LLC, 10.50%, due 12/15/29 144A
|
2,124,888
|
|
420,000
|
EUR
|
Playtech PLC, 5.88%, due 06/28/28(f)
|
488,842
|
|
289,000
|
|
Playtika Holding Corp., 4.25%, due 03/15/29 144A
|
258,911
|
|
2,100,000
|
|
Post Holdings, Inc., 4.50%, due 09/15/31 144A
|
1,970,994
|
|
3,080,000
|
|
Post Holdings, Inc., 6.25%, due 10/15/34 144A
|
3,027,975
|
|
1,800,000
|
|
PR RNO Property Owner 1 LLC, 6.50%, due 05/01/31 144A
|
1,798,644
|
|
295,000
|
|
Precision Drilling Corp., 6.88%, due 01/15/29 144A
|
296,726
|
|
335,000
|
|
Prestige Brands, Inc., 3.75%, due 04/01/31 144A
|
308,051
|
|
147,000
|
|
Prestige Brands, Inc., 6.25%, due 07/15/34(p) 144A
|
147,000
|
|
1,450,000
|
|
Prime Healthcare Services, Inc., 9.38%, due 09/01/29 144A
|
1,515,691
|
|
250,000
|
|
Primo Water Holdings, Inc./Triton Water Holdings, Inc., 4.38%, due 04/30/29 144A
|
244,191
|
|
600,000
|
|
PRIO Luxembourg Holding SARL, 6.75%, due 10/15/30 144A
|
588,750
|
|
327,000
|
|
PROG Holdings, Inc., 6.00%, due 11/15/29 144A
|
318,933
|
|
450,000
|
|
QatarEnergy, 4.63%, due 06/23/29 144A
|
447,254
|
|
1,200,000
|
|
QNB Finance Ltd., 4.68% (1 day USD SOFR + 1.05%), due 04/27/29(b) 144A
|
1,206,027
|
|
160,000
|
|
Qnity Electronics, Inc., 5.75%, due 08/15/32 144A
|
161,052
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
226,000
|
|
Qnity Electronics, Inc., 6.25%, due 08/15/33 144A
|
230,223
|
|
500,000
|
EUR
|
Q-Park Holding I BV, 4.25%, due 09/01/30(f)
|
578,978
|
|
3,030,000
|
|
Quikrete Holdings, Inc., 6.38%, due 03/01/32 144A
|
3,095,621
|
|
1,890,000
|
|
Quikrete Holdings, Inc., 6.75%, due 03/01/33 144A
|
1,927,579
|
|
760,000
|
|
QXO Building Products, Inc., 6.50%, due 07/15/31 144A
|
774,992
|
|
600,000
|
|
QXO Building Products, Inc., 6.75%, due 04/30/32 144A
|
619,910
|
|
65,000
|
|
QXO Building Products, Inc., 6.88%, due 07/15/34 144A
|
66,766
|
|
160,000
|
|
Rackspace Finance LLC, 3.50%, due 05/15/28 144A
|
146,000
|
|
1,675,000
|
|
Radiology Partners, Inc., 8.50%, due 07/15/32 144A
|
1,750,122
|
|
1,500,000
|
|
Railworks Holdings LP/Railworks Rally, Inc., 8.25%, due 11/15/28 144A
|
1,503,504
|
|
865,000
|
|
Rakuten Group, Inc., 9.75%, due 04/15/29 144A
|
940,666
|
|
1,500,000
|
|
Rand Parent LLC, 8.50%, due 02/15/30 144A
|
1,555,014
|
|
3,761,000
|
|
Raven Acquisition Holdings LLC, 6.88%, due 11/15/31 144A
|
3,678,543
|
|
750,000
|
EUR
|
RAY Financing LLC, 6.50%, due 07/15/31(f)
|
866,866
|
|
2,771,000
|
|
Realtruck Group, Inc., 6.25%, due 07/31/31 144A
|
553,923
|
|
700,000
|
|
Renew Treasury Ifsc Pvt Ltd., 6.50%, due 02/02/31 144A
|
692,772
|
|
1,400,000
|
|
Resorts World Las Vegas LLC/RWLV Capital, Inc., 4.63%, due 04/16/29(f)
|
1,258,914
|
|
475,000
|
|
Rfna LP, 7.88%, due 02/15/30 144A
|
478,924
|
|
155,000
|
|
RingCentral, Inc., 8.50%, due 08/15/30 144A
|
162,244
|
|
305,000
|
|
Rithm Capital Corp., 8.00%, due 04/01/29 144A
|
306,472
|
|
250,000
|
|
Rivers Enterprise Borrower LLC/Rivers Enterprise Finance Corp., 6.63%, due 02/01/33
144A
|
253,888
|
|
301,000
|
|
RLJ Lodging Trust LP, 4.00%, due 09/15/29 144A
|
286,873
|
|
2,045,000
|
|
Road Michigan Property Owner I LLC, 7.50%, due 03/30/45 144A
|
2,039,365
|
|
890,000
|
|
Rocket Cos., Inc., 6.13%, due 08/01/31 144A
|
909,622
|
|
90,000
|
|
Rocket Cos., Inc., 6.50%, due 06/15/34 144A
|
92,424
|
|
1,525,000
|
|
Rocket Mortgage LLC/Rocket Mortgage Co-Issuer, Inc., 3.88%, due 03/01/31 144A
|
1,427,712
|
|
1,600,000
|
|
Rocket Software, Inc., 6.50%, due 02/15/29(m) 144A
|
1,442,076
|
|
986,000
|
|
Rocket Software, Inc., 9.00%, due 11/28/28 144A
|
980,938
|
|
750,000
|
|
Ryan Specialty LLC, 5.88%, due 08/01/32 144A
|
738,339
|
|
740,000
|
|
Saavi Energia SARL, 8.88%, due 02/10/35(f)
|
810,485
|
|
880,000
|
EUR
|
Samhallsbyggnadsbolaget I Norden Holding AB, 0.75%, due 11/14/28(f)
|
889,905
|
|
1,450,000
|
EUR
|
Samhallsbyggnadsbolaget I Norden Holding AB, 1.13%, due 09/26/29(f)(m)
|
1,388,027
|
|
160,000
|
EUR
|
Samhallsbyggnadsbolaget I Norden Holding AB, 2.38%, due 08/04/26(f)
|
182,877
|
|
800,000
|
|
Sammons Financial Group, Inc., 6.88%, due 04/15/34 144A
|
856,706
|
|
1,135,000
|
|
SAN Miguel Industrias Pet SA/NG PET R&P Latin America SA, 3.75%, due 08/02/28(f)
|
1,096,586
|
|
700,000
|
|
Sasol Financing USA LLC, 8.75%, due 04/10/33 144A
|
725,046
|
|
221,000
|
|
Saturn Oil & Gas, Inc., 9.63%, due 06/15/29 144A
|
230,549
|
|
1,000,000
|
|
Science Applications International Corp., 4.88%, due 04/01/28 144A
|
993,428
|
|
2,130,000
|
|
Scientific Games Holdings LP/Scientific Games U.S. FinCo, Inc., 6.63%, due 03/01/30
144A
|
1,822,075
|
|
750,000
|
|
SCIH Salt Holdings, Inc., 4.88%, due 05/01/28 144A
|
740,256
|
|
250,000
|
|
SCIH Salt Holdings, Inc., 6.63%, due 05/01/29 144A
|
248,028
|
|
200,000
|
|
SCOR SE, 5.25% (5 yr. CMT + 2.37%)(b)(f)(n)
|
192,428
|
|
1,049,000
|
|
Scripps Escrow II, Inc., 3.88%, due 01/15/29 144A
|
957,845
|
|
505,000
|
|
Scripps Escrow II, Inc., 5.38%, due 01/15/31 144A
|
304,162
|
|
1,430,000
|
|
SE Cosmos LLC, 8.88%, due 05/01/31 144A
|
1,471,323
|
|
600,000
|
|
Seadrill Finance Ltd., 8.38%, due 08/01/30 144A
|
629,411
|
|
1,600,000
|
|
Seagate Data Storage Technology Pte. Ltd., 5.75%, due 12/01/34 144A
|
1,627,179
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
1,125,000
|
|
Select Medical Corp., 6.25%, due 12/01/32 144A
|
1,093,611
|
|
625,000
|
|
Service Corp. International, 3.38%, due 08/15/30
|
580,212
|
|
700,000
|
|
Service Properties Trust, 5.03%, due 09/30/28(l) 144A
|
649,923
|
|
341,000
|
EUR
|
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 5.50%, due 05/15/33 144A
|
382,430
|
|
1,437,000
|
|
Shift4 Payments LLC/Shift4 Payments Finance Sub, Inc., 6.75%, due 08/15/32 144A
|
1,440,753
|
|
230,000
|
|
Silk Road Group Holding LLC, 7.50%, due 09/15/30(m) 144A
|
232,765
|
|
550,000
|
|
Simmons Foods, Inc./Simmons Prepared Foods, Inc./Simmons Pet Food, Inc./Simmons
Feed, 4.63%, due 03/01/29 144A
|
531,700
|
|
1,975,000
|
|
Sirius XM Radio LLC, 3.88%, due 09/01/31 144A
|
1,794,835
|
|
917,000
|
|
Six Flags Entertainment Corp., 7.25%, due 05/15/31(m) 144A
|
912,163
|
|
264,000
|
|
Six Flags Entertainment Corp./Canada's Wonderland Co./Millennium Operations LLC,
8.63%, due 01/15/32(m) 144A
|
272,010
|
|
330,000
|
|
Six Flags Entertainment Corp./Six Flags Theme Parks, Inc./Canada's Wonderland Co.,
6.63%, due 05/01/32 144A
|
334,532
|
|
1,500,000
|
|
SLM Corp., 6.50%, due 01/31/30
|
1,521,400
|
|
1,577,000
|
|
Snap, Inc., 6.88%, due 03/01/33 144A
|
1,538,083
|
|
200,000
|
EUR
|
Societe Generale SA, 6.13% (5 yr. EURIBOR ICE Swap + 3.78%)(b)(f)(n)
|
236,312
|
|
200,000
|
EUR
|
Sogecap SA, 6.25% (5 yr. EURIBOR ICE Swap + 3.75%)(b)(f)(m)(n)
|
234,540
|
|
2,666,000
|
|
Sonangol Finance Ltd., 10.00%, due 01/29/31 144A
|
2,689,657
|
|
1,050,000
|
|
Sotheby's, 8.25%, due 04/15/31 144A
|
1,045,362
|
|
96,000
|
|
South Bow Canadian Infrastructure Holdings Ltd., 7.63% (5 yr. CMT + 3.95%), due
03/01/55(b)
|
100,595
|
|
1,200,000
|
|
Southern California Edison Co., 5.63%, due 02/01/36
|
1,202,978
|
|
1,584,000
|
|
Specialty Building Products Holdings LLC/SBP Finance Corp., 7.75%, due 10/15/29
144A
|
1,458,855
|
|
280,000
|
|
SS&C Technologies, Inc., 5.50%, due 09/30/27 144A
|
280,089
|
|
1,200,000
|
|
SS&C Technologies, Inc., 6.50%, due 06/01/32 144A
|
1,211,035
|
|
775,000
|
|
Stagwell Global LLC, 5.63%, due 08/15/29 144A
|
748,061
|
|
140,000
|
|
Standard Building Solutions, Inc., 6.25%, due 08/01/33 144A
|
139,150
|
|
500,000
|
|
Standard Building Solutions, Inc., 6.50%, due 08/15/32 144A
|
503,347
|
|
1,350,000
|
|
Standard Industries, Inc., 4.38%, due 07/15/30 144A
|
1,283,162
|
|
348,000
|
|
Staples, Inc., 10.75%, due 09/01/29 144A
|
332,256
|
|
392,000
|
|
Star Parent, Inc., 9.00%, due 10/01/30 144A
|
410,739
|
|
500,000
|
|
Starwood Property Trust, Inc., 5.75%, due 01/15/31 144A
|
497,487
|
|
620,000
|
|
Starwood Property Trust, Inc., 7.25%, due 04/01/29 144A
|
640,908
|
|
1,760,000
|
|
Station Casinos LLC, 6.63%, due 03/15/32(m) 144A
|
1,788,345
|
|
652,000
|
|
Stillwater Mining Co., 4.50%, due 11/16/29(f)
|
624,405
|
|
75,000
|
|
Stingray Compute LLC, 6.00%, due 06/15/31 144A
|
75,242
|
|
680,000
|
|
Stonebriar ABF Issuer LLC, 7.00%, due 08/15/31(p) 144A
|
680,510
|
|
932,000
|
|
Stonebriar ABF Issuer LLC, 8.13%, due 12/15/30 144A
|
975,101
|
|
145,000
|
|
Stonex Escrow Issuer LLC, 6.88%, due 07/15/32 144A
|
149,221
|
|
845,000
|
|
Studio City Finance Ltd., 5.00%, due 01/15/29(f)
|
810,090
|
|
140,000
|
|
Suburban Propane Partners LP/Suburban Energy Finance Corp., 6.50%, due 12/15/35
144A
|
135,378
|
|
200,000
|
|
Sumisho Air Lease Corp., 4.13% (5 yr. CMT + 3.15%)(b)(m)(n)
|
195,949
|
|
300,000
|
|
SunCoke Energy, Inc., 4.88%, due 06/30/29 144A
|
284,086
|
|
420,000
|
|
Sunoco LP, 5.38%, due 07/15/31 144A
|
414,500
|
|
1,200,000
|
|
Sunoco LP, 5.63%, due 03/15/31 144A
|
1,191,733
|
|
1,164,000
|
|
Sunoco LP, 5.63%, due 07/15/34 144A
|
1,136,739
|
|
597,000
|
|
Sunoco LP, 6.25%, due 07/01/33 144A
|
602,639
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
3,070,000
|
|
Surgery Center Holdings, Inc., 7.25%, due 04/15/32 144A
|
3,111,724
|
|
430,000
|
EUR
|
Sword Purchaser LLC, 7.25%, due 04/15/33 144A
|
515,592
|
|
250,000
|
|
Sword Purchaser LLC, 8.25%, due 04/15/33 144A
|
258,835
|
|
1,000,000
|
|
Synaptics, Inc., 4.00%, due 06/15/29(m) 144A
|
987,686
|
|
245,000
|
|
Synchrony Financial, 7.25%, due 02/02/33
|
255,500
|
|
340,000
|
|
Talen Energy Supply LLC, 6.38%, due 05/01/33 144A
|
339,714
|
|
1,102,000
|
|
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., 6.00%, due 12/31/30 144A
|
1,103,045
|
|
150,000
|
|
Talos Production, Inc., 9.38%, due 02/01/31 144A
|
157,634
|
|
725,000
|
|
TC Ziraat Bankasi AS, 8.99% (5 yr. CMT + 4.33%), due 08/02/34(b)(f)
|
752,506
|
|
350,000
|
EUR
|
TeamSystem SpA, 5.70% (3 mo. EURIBOR + 3.50%), due 07/31/31(b)(f)(m)
|
397,867
|
|
520,000
|
EUR
|
TeamSystem SpA, 6.50%, due 07/01/32(p) 144A
|
594,394
|
|
600,000
|
EUR
|
Techem Verwaltungsgesellschaft 675 GmbH, 4.63%, due 07/15/32(f)
|
691,453
|
|
3,030,000
|
|
Teine Energy Ltd., 6.88%, due 04/15/29 144A
|
3,035,545
|
|
1,995,000
|
|
Telecom Argentina SA, 8.50%, due 01/20/36 144A
|
2,089,630
|
|
650,000
|
|
Telecom Argentina SA, 9.25%, due 05/28/33 144A
|
694,360
|
|
120,000
|
|
Telecom Italia Capital SA, 7.72%, due 06/04/38
|
137,907
|
|
115,000
|
EUR
|
Telecommunications Co. Telekom Srbija AD Belgrade, 6.75%, due 05/18/33(m) 144A
|
135,161
|
|
941,000
|
EUR
|
Telecommunications Co. Telekom Srbija AD Belgrade, 7.13%, due 05/18/36(m) 144A
|
1,108,028
|
|
470,000
|
|
Telecommunications Co. Telekom Srbija AD Belgrade, 7.25%, due 05/18/31 144A
|
469,155
|
|
1,000,000
|
|
Telenet Finance Luxembourg Notes SARL, 5.50%, due 03/01/28 144A
|
977,688
|
|
105,000
|
|
TELUS Corp., 7.00% (5 yr. CMT + 2.71%), due 10/15/55(b)
|
108,848
|
|
750,000
|
|
Tenneco, Inc., 8.00%, due 11/17/28 144A
|
755,114
|
|
635,000
|
|
Termocandelaria Power SA, 7.75%, due 09/17/31 144A
|
651,634
|
|
320,000
|
EUR
|
Teva Pharmaceutical Finance Netherlands II BV, 4.38%, due 05/09/30
|
373,093
|
|
368,000
|
EUR
|
Teva Pharmaceutical Finance Netherlands II BV, 7.38%, due 09/15/29
|
465,352
|
|
900,000
|
|
TGNR Intermediate Holdings LLC, 5.50%, due 10/15/29 144A
|
886,159
|
|
600,000
|
|
TGS ASA, 8.50%, due 01/15/30 144A
|
630,955
|
|
165,000
|
|
Thor Industries, Inc., 4.00%, due 10/15/29 144A
|
156,739
|
|
125,000
|
|
Tidewater, Inc., 9.13%, due 07/15/30 144A
|
133,858
|
|
690,000
|
GBP
|
Time Warner Cable LLC, 5.25%, due 07/15/42
|
750,248
|
|
200,000
|
|
TK Elevator U.S. Newco, Inc., 5.25%, due 07/15/27 144A
|
200,171
|
|
25,000
|
|
T-Mobile USA, Inc., 4.63%, due 01/15/33
|
24,453
|
|
100,000
|
|
TopBuild Corp., 3.63%, due 03/15/29 144A
|
100,000
|
|
760,000
|
|
TopBuild Corp., 4.13%, due 02/15/32 144A
|
769,698
|
|
1,380,000
|
|
Toucan FinCo Ltd./Toucan FinCo Can, Inc./Toucan FinCo U.S. LLC, 9.50%, due
05/15/30 144A
|
1,302,146
|
|
379,000
|
|
Transcanada Trust, 5.60% (5 yr. CMT + 3.99%), due 03/07/82(b)
|
375,001
|
|
88,000
|
|
Transcanada Trust, 5.88% (3 mo. USD LIBOR + 4.64%), due 08/15/76(b)
|
88,112
|
|
890,000
|
|
TransDigm, Inc., 6.13%, due 07/31/34 144A
|
889,968
|
|
1,705,000
|
|
TransDigm, Inc., 6.38%, due 05/31/33 144A
|
1,722,362
|
|
1,635,000
|
|
TransDigm, Inc., 6.75%, due 01/31/34 144A
|
1,678,203
|
|
645,000
|
|
TransMontaigne Partners LLC, 8.50%, due 06/15/30 144A
|
657,603
|
|
847,000
|
|
Transocean International Ltd., 6.80%, due 03/15/38(m)
|
786,182
|
|
320,000
|
|
Transocean International Ltd., 7.50%, due 04/15/31
|
323,323
|
|
675,000
|
|
Travel & Leisure Co., 4.50%, due 12/01/29 144A
|
653,525
|
|
850,000
|
|
Trident Energy Finance PLC, 12.50%, due 11/30/29(f)
|
894,732
|
|
502,000
|
|
Trident TPI Holdings, Inc., 12.75%, due 12/31/28 144A
|
503,273
|
|
165,000
|
|
TriNet Group, Inc., 7.13%, due 08/15/31 144A
|
166,054
|
|
458,000
|
|
Trivium Packaging Finance BV, 8.25%, due 07/15/30 144A
|
484,210
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
3,838,000
|
|
Tronox, Inc., 4.63%, due 03/15/29(m) 144A
|
2,690,011
|
|
250,000
|
|
Tronox, Inc., 9.13%, due 09/30/30(m) 144A
|
251,342
|
|
397,000
|
|
Trust 2401, 6.39%, due 01/15/50 144A
|
369,887
|
|
203,000
|
|
Trust Fibra Uno, 6.39%, due 01/15/50(f)
|
186,823
|
|
1,350,000
|
|
Turkiye Is Bankasi AS, 9.13% (5 yr. CMT + 4.63%)(b)(f)(n)
|
1,373,329
|
|
135,000
|
|
Turning Point Brands, Inc., 7.63%, due 03/15/32 144A
|
140,035
|
|
300,000
|
|
Tutor Perini Corp., 6.63%, due 07/15/33(p) 144A
|
302,079
|
|
260,000
|
|
Tutor Perini Corp., 11.88%, due 04/30/29 144A
|
283,403
|
|
300,000
|
|
Twilio, Inc., 3.63%, due 03/15/29(m)
|
289,477
|
|
600,000
|
|
Twilio, Inc., 3.88%, due 03/15/31(m)
|
565,635
|
|
1,750,000
|
|
U.S. Acute Care Solutions LLC, 9.75%, due 05/15/29 144A
|
1,652,149
|
|
290,000
|
|
U.S. Foods, Inc., 4.63%, due 06/01/30 144A
|
283,322
|
|
171,500
|
|
U.S. Renal Care, Inc., 10.63%, due 06/28/28 144A
|
159,495
|
|
590,000
|
|
UBS Group AG, 7.00% (5 yr. USD SOFR ICE Swap + 3.08%)(b)(n) 144A
|
602,336
|
|
275,000
|
|
UBS Group AG, 7.00% (5 yr. USD SOFR ICE Swap + 3.30%)(b)(f)(n)
|
276,243
|
|
680,000
|
|
UBS Group AG, 9.25% (5 yr. CMT + 4.75%)(b)(n) 144A
|
732,222
|
|
1,400,000
|
|
UKG, Inc., 6.88%, due 02/01/31 144A
|
1,360,981
|
|
650,000
|
|
Under Armour, Inc., 7.25%, due 07/15/30 144A
|
656,614
|
|
285,000
|
|
UniCredit SpA, 5.46% (5 yr. CMT + 4.75%), due 06/30/35(b) 144A
|
286,622
|
|
350,000
|
EUR
|
Unipol Assicurazioni SpA, 6.00% (5 yr. EURIBOR ICE Swap + 3.24%)(b)(f)(n)
|
408,119
|
|
101,641
|
|
United Airlines Pass-Through Trust, 3.10%, due 04/07/30
|
97,614
|
|
100,000
|
EUR
|
United Group BV, 5.25%, due 02/01/30(f)
|
115,325
|
|
225,000
|
EUR
|
United Group BV, 6.38%, due 05/14/33 144A
|
262,825
|
|
500,000
|
EUR
|
United Group BV, 6.50%, due 10/31/31(f)
|
591,045
|
|
490,000
|
EUR
|
United Group BV, 6.75%, due 02/15/31(f)
|
585,168
|
|
650,000
|
|
United Rentals North America, Inc., 3.75%, due 01/15/32
|
603,070
|
|
850,000
|
|
Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, 4.75%, due 04/15/28
144A
|
847,863
|
|
449,000
|
|
Uniti Group LP/Uniti Group Finance 2019, Inc./CSL Capital LLC, 8.63%, due
06/15/32(m) 144A
|
468,783
|
|
1,000,000
|
|
Univision Communications, Inc., 4.50%, due 05/01/29 144A
|
955,469
|
|
2,930,000
|
|
Univision Communications, Inc., 8.88%, due 04/15/33 144A
|
2,886,354
|
|
295,000
|
|
Upbound Group, Inc., 6.38%, due 02/15/29 144A
|
292,609
|
|
92,000
|
|
Urban One, Inc., 7.63%, due 04/01/31 144A
|
33,350
|
|
500,000
|
|
UWM Holdings LLC, 6.25%, due 03/15/31 144A
|
446,002
|
|
1,050,000
|
|
Valaris Ltd., 8.38%, due 04/30/30 144A
|
1,090,864
|
|
758,000
|
|
Vale Overseas Ltd., 6.00% (5 yr. CMT + 2.43%), due 02/25/56(b) 144A
|
759,137
|
|
600,000
|
|
Vedanta Resources Finance II PLC, 7.00%, due 07/13/32(p) 144A
|
597,522
|
|
375,000
|
|
Vedanta Resources Finance II PLC, 7.38%, due 07/13/34(p) 144A
|
372,058
|
|
375,000
|
|
Vedanta Resources Finance II PLC, 7.75%, due 07/13/37(p) 144A
|
373,241
|
|
605,000
|
|
Vedanta Resources Finance II PLC, 9.48%, due 07/24/30 144A
|
613,435
|
|
350,000
|
|
Vedanta Resources Finance II PLC, 9.85%, due 04/24/33 144A
|
379,752
|
|
1,536,000
|
|
Vedanta Resources Finance II PLC, 9.85%, due 04/24/33 144A
|
1,667,193
|
|
200,000
|
|
Vedanta Resources Finance II PLC, 9.85%, due 04/24/33(f)
|
217,082
|
|
1,565,000
|
|
Vedanta Resources Finance II PLC, 10.88%, due 09/17/29 144A
|
1,664,049
|
|
1,455,000
|
|
Velocity Commercial Capital LLC, 9.38%, due 02/15/31(m) 144A
|
1,509,274
|
|
1,060,000
|
|
Venture Global Calcasieu Pass LLC, 3.88%, due 08/15/29 144A
|
1,011,650
|
|
1,375,000
|
|
Venture Global Calcasieu Pass LLC, 6.25%, due 01/15/30 144A
|
1,408,913
|
|
599,000
|
|
Venture Global LNG, Inc., 8.38%, due 06/01/31 144A
|
623,741
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
1,700,000
|
|
Venture Global LNG, Inc., 9.50%, due 02/01/29 144A
|
1,830,579
|
|
4,320,000
|
|
Venture Global LNG, Inc., 9.88%, due 02/01/32 144A
|
4,613,596
|
|
750,000
|
|
Venture Global Plaquemines LNG LLC, 6.13%, due 12/15/30 144A
|
767,729
|
|
200,000
|
|
Venture Global Plaquemines LNG LLC, 6.50%, due 01/15/34 144A
|
208,488
|
|
185,000
|
|
Venture Global Plaquemines LNG LLC, 6.50%, due 06/15/34 144A
|
192,821
|
|
1,410,000
|
|
Venture Global Plaquemines LNG LLC, 6.75%, due 01/15/36 144A
|
1,495,701
|
|
750,000
|
|
Venture Global Plaquemines LNG LLC, 7.50%, due 05/01/33 144A
|
823,465
|
|
330,000
|
|
Venture Global Plaquemines LNG LLC, 7.75%, due 05/01/35 144A
|
370,243
|
|
2,140,000
|
|
Veon Midco BV, 7.45%, due 06/01/33 144A
|
2,136,334
|
|
425,532
|
EUR
|
Verisure Midholding AB, 5.25%, due 02/15/29(f)(m)
|
487,957
|
|
80,000
|
|
Verizon Communications, Inc., 6.05% (5 yr. CMT + 1.81%), due 05/14/58(b)
|
80,762
|
|
156,000
|
|
Verizon Communications, Inc., 6.20% (5 yr. CMT + 2.04%), due 05/14/56(b)
|
157,770
|
|
150,000
|
|
Vermilion Energy, Inc., 6.88%, due 05/01/30 144A
|
149,797
|
|
80,000
|
|
Vermilion Energy, Inc., 7.25%, due 02/15/33 144A
|
78,691
|
|
78,000
|
|
Versant Media Group, Inc., 7.25%, due 01/30/31 144A
|
80,745
|
|
245,000
|
|
VF Corp., 6.00%, due 10/15/33
|
247,891
|
|
295,589
|
|
VF Ukraine PAT via VFU Funding PLC, 9.63%, due 02/11/27(f)
|
294,811
|
|
410,000
|
|
VFH Parent LLC/Valor Co-Issuer, Inc., 7.50%, due 06/15/31 144A
|
429,055
|
|
470,000
|
EUR
|
Via Celere Desarrollos Inmobiliarios SA, 4.88%, due 04/15/31(f)
|
524,138
|
|
1,825,000
|
|
VICI Properties LP/VICI Note Co., Inc., 3.88%, due 02/15/29 144A
|
1,773,501
|
|
772,000
|
|
Victoria's Secret & Co., 4.63%, due 07/15/29 144A
|
752,326
|
|
1,750,000
|
|
Viking Baked Goods Acquisition Corp., 8.63%, due 11/01/31 144A
|
1,773,285
|
|
270,000
|
|
Viking Cruises Ltd., 5.88%, due 10/15/33 144A
|
270,555
|
|
1,100,000
|
|
Viking Cruises Ltd., 9.13%, due 07/15/31 144A
|
1,153,179
|
|
478,000
|
|
Virgin Media Finance PLC, 5.00%, due 07/15/30 144A
|
363,950
|
|
468,000
|
|
Virgin Media O2 Vendor Financing Notes VI DAC, 8.50%, due 03/15/33(m) 144A
|
376,414
|
|
789,000
|
|
VistaJet Malta Finance PLC/Vista Management Holding, Inc., 6.38%, due 02/01/30(m)
144A
|
751,533
|
|
90,000
|
|
VistaJet Malta Finance PLC/Vista Management Holding, Inc., 8.75%, due 01/15/32(m)
144A
|
89,230
|
|
250,000
|
|
VistaJet Malta Finance PLC/Vista Management Holding, Inc., 9.50%, due 06/01/28(m)
144A
|
253,319
|
|
1,285,000
|
|
Vivo Energy Investments BV, 5.13%, due 09/24/27(f)
|
1,270,624
|
|
390,000
|
|
VM Consolidated, Inc., 5.50%, due 04/15/29 144A
|
344,371
|
|
900,000
|
|
Vmed O2 U.K. Financing I PLC, 4.25%, due 01/31/31 144A
|
740,914
|
|
2,700,000
|
|
Vmed O2 U.K. Financing I PLC, 4.75%, due 07/15/31 144A
|
2,221,003
|
|
300,000
|
EUR
|
Vmed O2 U.K. Financing I PLC, 5.63%, due 04/15/32(f)
|
302,312
|
|
235,000
|
|
Vmed O2 U.K. Financing I PLC, 6.75%, due 01/15/33 144A
|
199,193
|
|
150,000
|
|
VoltaGrid LLC, 7.38%, due 11/01/30 144A
|
155,798
|
|
650,000
|
|
Vornado Realty LP, 5.75%, due 02/01/33
|
652,549
|
|
473,000
|
|
Voyager Parent LLC, 9.25%, due 07/01/32 144A
|
500,497
|
|
500,000
|
|
VT Topco, Inc., 8.50%, due 08/15/30 144A
|
507,705
|
|
2,200,000
|
|
VZ Secured Financing BV, 5.00%, due 01/15/32 144A
|
1,927,607
|
|
300,000
|
|
VZ Secured Financing BV, 7.50%, due 01/15/33 144A
|
287,405
|
|
155,000
|
|
W&T Offshore, Inc., 10.75%, due 02/01/29(m) 144A
|
158,385
|
|
275,000
|
|
Wabash National Corp., 4.50%, due 10/15/28(m) 144A
|
255,799
|
|
2,500,000
|
|
Wand NewCo 3, Inc., 7.63%, due 01/30/32 144A
|
2,587,127
|
|
1,360,000
|
|
Wayfair LLC, 6.75%, due 11/15/32 144A
|
1,397,702
|
|
1,330,000
|
|
WE Soda Investments Holding PLC, 9.38%, due 02/14/31(f)
|
1,300,999
|
|
260,000
|
|
WE Soda Investments Holding PLC, 9.38%, due 02/14/31 144A
|
254,331
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
1,088,000
|
|
WE Soda Investments Holding PLC, 9.50%, due 10/06/28(f)
|
1,093,101
|
|
725,000
|
|
Weatherford International Ltd., 6.75%, due 10/15/33 144A
|
740,117
|
|
550,000
|
|
Well Link Life Insurance Co. Ltd., 7.88% (5 yr. CMT + 3.83%), due 06/23/36(b)(f)
|
548,452
|
|
95,000
|
|
WESCO Distribution, Inc., 5.25%, due 04/15/31 144A
|
94,263
|
|
190,000
|
|
WESCO Distribution, Inc., 5.50%, due 04/15/34(m) 144A
|
188,429
|
|
750,000
|
|
WESCO Distribution, Inc., 6.38%, due 03/15/33 144A
|
770,049
|
|
305,000
|
|
Western Alliance Bancorp, 5.92% (3 mo. USD Term SOFR + 2.25%), due 06/15/31(b)(m)
|
296,826
|
|
2,170,000
|
|
WEX, Inc., 6.50%, due 03/15/33 144A
|
2,162,318
|
|
76,000
|
|
Whirlpool Corp., 4.75%, due 02/26/29
|
70,983
|
|
126,000
|
|
Whirlpool Corp., 6.50%, due 06/15/33(m)
|
109,378
|
|
160,000
|
|
Whirlpool Corp., 7.50%, due 07/01/31 144A
|
162,312
|
|
1,006,000
|
|
Wilsonart LLC, 11.00%, due 08/15/32(m) 144A
|
816,353
|
|
775,000
|
|
Windstream Services LLC/Windstream Escrow Finance Corp., 8.25%, due 10/01/31
144A
|
817,695
|
|
1,158,000
|
|
Wolverine World Wide, Inc., 4.00%, due 08/15/29 144A
|
1,091,871
|
|
525,000
|
|
Woodside Finance Ltd., 6.00%, due 05/19/35
|
545,520
|
|
200,000
|
EUR
|
Worldline SA, 5.50%, due 06/10/30(f)(m)
|
208,994
|
|
1,372,000
|
|
WR Grace Holdings LLC, 5.63%, due 08/15/29(m) 144A
|
1,290,636
|
|
309,000
|
|
WR Grace Holdings LLC, 6.63%, due 08/15/32 144A
|
299,930
|
|
600,000
|
|
WR Grace Holdings LLC, 7.00%, due 08/01/33 144A
|
584,750
|
|
972,000
|
|
WULF Compute LLC, 7.75%, due 10/15/30 144A
|
1,021,536
|
|
600,000
|
|
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, due 05/15/27 144A
|
600,069
|
|
700,000
|
|
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 7.13%, due 02/15/31 144A
|
740,149
|
|
155,000
|
|
Xerox Holdings Corp., 8.88%, due 11/30/29 144A
|
68,200
|
|
821,000
|
|
Yapi ve Kredi Bankasi AS, 8.25% (5 yr. CMT + 4.44%)(b)(f)(n)
|
803,619
|
|
725,000
|
|
Yapi ve Kredi Bankasi AS, 9.25% (5 yr. CMT + 5.28%), due 01/17/34(b)(f)
|
753,053
|
|
838,695
|
|
Yinson Bergenia Production BV, 8.50%, due 01/31/45 144A
|
896,565
|
|
262,293
|
|
Yinson Boronia Production BV, 8.95%, due 07/31/42(f)
|
288,672
|
|
1,125,000
|
|
YPF SA, 6.95%, due 07/21/27(f)
|
1,135,606
|
|
2,435,000
|
|
YPF SA, 7.00%, due 09/30/33(e)(f)
|
2,500,368
|
|
1,270,000
|
|
Yum! Brands, Inc., 3.63%, due 03/15/31
|
1,182,628
|
|
735,365
|
|
Zayo Group Holdings, Inc., 9.25%, due 03/09/30 144A
|
735,082
|
|
1,050,000
|
|
ZF North America Capital, Inc., 6.88%, due 04/23/32 144A
|
1,033,651
|
|
500,000
|
|
ZF North America Capital, Inc., 7.13%, due 04/14/30 144A
|
504,807
|
|
905,000
|
|
ZF North America Capital, Inc., 7.50%, due 03/24/31 144A
|
911,732
|
|
145,000
|
|
Ziff Davis, Inc., 4.63%, due 10/15/30 144A
|
136,411
|
|
310,000
|
|
Ziggo BV, 4.88%, due 01/15/30 144A
|
291,198
|
|
900,000
|
|
ZoomInfo Technologies LLC/ZoomInfo Finance Corp., 3.88%, due 02/01/29(m) 144A
|
732,692
|
|
200,000
|
|
Zurich Finance Ireland DAC, 3.00% (5 yr. CMT + 2.78%), due 04/19/51(b)(f)
|
180,508
|
|
|
|
|
729,381,487
|
|
|
|
Mortgage Backed Securities - Private Issuers — 4.3%
|
|
|
315,000
|
|
ALA Trust, Series 2025-OANA, Class D, 6.72% (1 mo. USD Term SOFR + 3.09%), due
06/15/40(b) 144A
|
316,972
|
|
265,000
|
|
Angel Oak Mortgage Trust, Series 2022-2, Class M1, 4.08%, due 01/25/67(c) 144A
|
222,835
|
|
2,343,769
|
|
Angel Oak Mortgage Trust, Series 2025-8, Class A1, 5.41%, due 07/25/70(e) 144A
|
2,343,935
|
|
900,000
|
|
ARZ Trust, Series 2024-BILT, Class F, 8.27%, due 06/11/39 144A
|
918,915
|
|
450,000
|
|
BAMLL Commercial Mortgage Securities Trust, Series 2019-BPR, Class CNM, 3.84%,
due 11/05/32(c) 144A
|
430,613
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
270,000
|
|
BAMLL Commercial Mortgage Securities Trust, Series 2019-BPR, Class DNM, 3.84%,
due 11/05/32(c) 144A
|
254,419
|
|
1,280,000
|
|
Bank, Series 2022-BNK42, Class A5, 4.49%, due 06/15/55(c)
|
1,240,663
|
|
1,020,000
|
|
Bank, Series 2024-BNK48, Class A5, 5.05%, due 10/15/57
|
1,020,805
|
|
1,588,180
|
|
Barclays Mortgage Loan Trust, Series 2022-RPL1, Class B, 7.25%, due 02/25/28(e) 144A
|
1,602,446
|
|
280,000
|
|
BBCMS Mortgage Trust, Series 2019-C5, Class A4, 3.06%, due 11/15/52
|
264,937
|
|
1,300,000
|
|
BMO Mortgage Trust, Series 2024-5C5, Class A3, 5.86%, due 02/15/57
|
1,334,289
|
|
196,382
|
|
BX Commercial Mortgage Trust, Series 2021-21M, Class A, 4.47% (1 mo. USD Term
SOFR + 0.84%), due 10/15/36(b) 144A
|
196,394
|
|
650,566
|
|
BX Commercial Mortgage Trust, Series 2021-ACNT, Class A, 4.59% (1 mo. USD Term
SOFR + 0.96%), due 11/15/38(b) 144A
|
650,624
|
|
236,064
|
|
BX Commercial Mortgage Trust, Series 2022-AHP, Class A, 4.62% (1 mo. USD Term
SOFR + 0.99%), due 01/17/39(b) 144A
|
236,151
|
|
1,285,000
|
|
BX Trust, Series 2025-DELC, Class F, 7.58% (1 mo. USD Term SOFR + 3.95%), due
12/15/42(b) 144A
|
1,289,047
|
|
1,110,000
|
|
BX Trust, Series 2025-GW, Class E, 7.28% (1 mo. USD Term SOFR + 3.65%), due
07/15/42(b) 144A
|
1,120,170
|
|
75,928
|
|
CFCRE Commercial Mortgage Trust, Series 2011-C2, Class D, 5.08%, due 12/15/47(c)
144A
|
74,691
|
|
911,794
|
|
Chase Home Lending Mortgage Trust, Series 2025-RPL1, Class A1A, 3.38%, due
04/25/65(c) 144A
|
813,929
|
|
270,000
|
|
Citigroup Commercial Mortgage Trust, Series 2017-C4, Class A4, 3.47%, due 10/12/50
|
265,617
|
|
288,434
|
|
COMM Mortgage Trust, Series 2012-CR3, Class B, 3.92%, due 10/15/45 144A
|
281,532
|
|
1,968,000
|
|
COMM Mortgage Trust, Series 2015-LC19, Class D, 2.87%, due 02/10/48 144A
|
1,852,976
|
|
798,000
|
|
COMM Mortgage Trust, Series 2015-LC19, Class E, 4.57%, due 02/10/48(c) 144A
|
737,743
|
|
2,075,000
|
|
COMM Mortgage Trust, Series 2024-CBM, Class E, 8.19%, due 12/10/41(c) 144A
|
2,073,892
|
|
1,015,212
|
|
Cross Mortgage Trust, Series 2025-H9, Class A1, 5.04%, due 11/25/70(c) 144A
|
1,007,764
|
|
1,000,000
|
|
CSMC Trust, Series 2018-RPL9, Class A2, 3.92%, due 09/25/57(c) 144A
|
941,851
|
|
465,000
|
|
CSMC Trust, Series 2020-NQM1, Class B1, 4.46%, due 05/25/65(c) 144A
|
434,046
|
|
530,000
|
|
Deephaven Residential Mortgage Trust, Series 2026-INV2, Class B2, 6.71%, due
02/25/71(c) 144A
|
510,235
|
|
1,666,221
|
|
Extended Stay America Trust, Series 2025-ESH, Class F, 7.73% (1 mo. USD Term
SOFR + 4.10%), due 10/15/42(b) 144A
|
1,687,439
|
|
763,590
|
|
Extended Stay America Trust, Series 2026-ESH2, Class F, 7.38% (1 mo. USD Term
SOFR + 3.75%), due 02/15/43(b) 144A
|
774,226
|
|
800,594
|
|
Finance of America HECM Buyout, Series 2025-HB1, Class A, 4.50%, due 11/25/35(c)
144A
|
792,113
|
|
445,000
|
|
GCAT Trust, Series 2026-NQM2, Class B1, 6.61%, due 02/25/71(c) 144A
|
434,451
|
|
280,000
|
|
GS Mortgage Securities Trust, Series 2014-GC22, Class D, 4.71%, due 06/10/47(c) 144A
|
38,067
|
|
1,268,169
|
|
GS Mortgage-Backed Securities Trust, Series 2025-RPL3, Class A1, 4.10%, due
07/25/65(e) 144A
|
1,228,513
|
|
109,261
|
|
HarborView Mortgage Loan Trust, Series 2005-9, Class 2A1C, 4.65% (1 mo. USD Term
SOFR + 1.01%), due 06/20/35(b)
|
101,973
|
|
150,000
|
|
Home Re Ltd., Series 2026-1, Class B1, 7.83% (30 day USD SOFR Average + 4.20%),
due 01/25/36(b) 144A
|
152,959
|
|
170,000
|
|
Home Re Ltd., Series 2026-1, Class M1C, 6.23% (30 day USD SOFR Average +
2.60%), due 01/25/36(b) 144A
|
171,232
|
|
1,210,000
|
|
Home Re Ltd., Series 2026-1, Class M2, 6.83% (30 day USD SOFR Average + 3.20%),
due 01/25/36(b) 144A
|
1,222,102
|
|
710,000
|
|
HTL Commercial Mortgage Trust, Series 2024-T53, Class D, 8.47%, due 05/10/39(c)
144A
|
718,005
|
|
1,600,000
|
|
HTL Commercial Mortgage Trust, Series 2024-T53, Class E, 10.60%, due 05/10/39(c)
144A
|
1,617,012
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
300,000
|
|
Imperial Fund Mortgage Trust, Series 2021-NQM4, Class B2, 4.10%, due 01/25/57(c)
144A
|
231,262
|
|
1,300,000
|
|
Imperial Fund Mortgage Trust, Series 2022-NQM1, Class B1, 4.08%, due 02/25/67(c)
144A
|
1,024,989
|
|
2,785,000
|
|
Imperial Fund Mortgage Trust, Series 2022-NQM3, Class B2, 4.41%, due 05/25/67(c)
144A
|
2,309,087
|
|
1,175,000
|
|
JP Morgan Chase Commercial Mortgage Securities Trust, Series 2012-LC9, Class E,
3.69%, due 12/15/47(c) 144A
|
1,112,041
|
|
961,273
|
|
JP Morgan Seasoned Mortgage Trust, Series 2025-1, Class A4, 3.66%, due 01/25/63(c)
144A
|
891,731
|
|
1,715,000
|
|
JPMBB Commercial Mortgage Securities Trust, Series 2014-C22, Class B, 5.51%, due
09/15/47(c)
|
1,677,434
|
|
1,359,791
|
|
MFA Trust, Series 2026-INVR1, Class A1, 5.39%, due 12/25/59(c) 144A
|
1,355,188
|
|
1,502,448
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2013-C9, Class E, 3.91%,
due 05/15/46(c) 144A
|
1,352,628
|
|
340,000
|
|
Morgan Stanley Bank of America Merrill Lynch Trust, Series 2017-C34, Class C, 4.31%,
due 11/15/52(c)
|
307,126
|
|
1,837,310
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2025-DSC2, Class A1, 5.44%,
due 07/25/70(c) 144A
|
1,835,344
|
|
843,298
|
|
Morgan Stanley Residential Mortgage Loan Trust, Series 2025-NQM10, Class A1FC,
5.02%, due 11/25/70(e) 144A
|
839,390
|
|
490,000
|
|
MSWF Commercial Mortgage Trust, Series 2023-1, Class A4, 5.47%, due 05/15/56
|
502,467
|
|
1,470,000
|
|
NCMF Trust, Series 2025-MFS, Class E, 7.78%, due 06/10/33(c) 144A
|
1,472,447
|
|
217,454
|
|
New Residential Mortgage Loan Trust, Series 2017-5A, Class B4, 5.54%, due
06/25/57(c) 144A
|
214,688
|
|
893,219
|
|
New Residential Mortgage Loan Trust, Series 2025-NQM6, Class A1, 5.09%, due
10/25/65(c) 144A
|
886,723
|
|
1,484,404
|
|
OBX Trust, Series 2025-R1, Class A1, 4.94%, due 09/25/62(e) 144A
|
1,469,744
|
|
1,039,204
|
|
Oceanview Mortgage Trust, Series 2025-3, Class AF1, 4.58% (30 day USD SOFR
Average + 0.95%), due 05/25/55(b) 144A
|
1,040,830
|
|
900,497
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-RPL3, Class A1, 4.15%, due
04/25/65(e) 144A
|
875,101
|
|
2,630,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-RPL3, Class M1, 4.15%, due
04/25/65(e) 144A
|
2,508,946
|
|
383,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-RPL5, Class M2, 4.15%, due
01/25/70(e) 144A
|
346,124
|
|
730,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-RPL6, Class A2, 3.85%, due
09/25/69(e) 144A
|
687,757
|
|
1,100,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2025-RPL6, Class M2, 3.85%, due
09/25/69(e) 144A
|
961,080
|
|
515,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-RPL1, Class A2, 4.15%, due
01/25/70(e) 144A
|
488,251
|
|
528,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-RPL1, Class M1, 4.15%, due
01/25/70(e) 144A
|
500,247
|
|
343,000
|
|
Pretium Mortgage Credit Partners LLC, Series 2026-RPL1, Class M2, 4.15%, due
01/25/70(e) 144A
|
322,357
|
|
715,613
|
|
PRPM LLC, Series 2025-3, Class A1, 6.26%, due 05/25/30(e) 144A
|
715,894
|
|
868,484
|
|
PRPM LLC, Series 2025-4, Class A1, 6.18%, due 06/25/30(e) 144A
|
866,792
|
|
850,993
|
|
PRPM LLC, Series 2025-5, Class A1, 5.73%, due 07/25/30(e) 144A
|
848,416
|
|
130,000
|
|
PRPM LLC, Series 2025-5, Class A2, 8.57%, due 07/25/30(e) 144A
|
129,533
|
|
864,860
|
|
PRPM LLC, Series 2025-6, Class A1, 5.77%, due 08/25/28(e) 144A
|
862,680
|
|
866,827
|
|
PRPM LLC, Series 2025-7, Class A1, 5.50%, due 08/25/30(e) 144A
|
863,887
|
|
245,000
|
|
PRPM LLC, Series 2025-7, Class A2, 7.45%, due 08/25/30(e) 144A
|
244,707
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
951,000
|
|
PRPM LLC, Series 2025-8, Class A2, 7.20%, due 10/25/30(e) 144A
|
948,554
|
|
725,447
|
|
PRPM LLC, Series 2025-RCF3, Class A1, 5.25%, due 07/25/55(e) 144A
|
722,595
|
|
390,792
|
|
PRPM LLC, Series 2025-RCF4, Class A1, 4.50%, due 08/25/55(e) 144A
|
383,695
|
|
850,874
|
|
PRPM LLC, Series 2025-RCF6, Class A1, 4.94%, due 12/25/55(e) 144A
|
840,782
|
|
820,000
|
|
PRPM LLC, Series 2025-RPL4, Class M1A, 3.00%, due 05/25/55(e) 144A
|
753,836
|
|
2,454,695
|
|
PRPM LLC, Series 2025-RPL5, Class A1, 4.50%, due 06/25/65(e) 144A
|
2,396,073
|
|
939,278
|
|
PRPM LLC, Series 2026-1, Class A1, 5.19%, due 02/25/31(e) 144A
|
928,149
|
|
280,000
|
|
PRPM LLC, Series 2026-1, Class A2, 6.47%, due 02/25/31(e) 144A
|
276,423
|
|
560,000
|
|
PRPM LLC, Series 2026-2, Class A2, 6.47%, due 02/25/31(e) 144A
|
546,402
|
|
2,123,000
|
|
PRPM LLC, Series 2026-4, Class A2, 6.82%, due 06/25/31(e) 144A
|
2,124,178
|
|
150,000
|
|
RCO VIII Mortgage LLC, Series 2025-3, Class A2, 8.84%, due 05/25/30(e) 144A
|
150,285
|
|
2,155,000
|
|
ROCK Trust, Series 2024-CNTR, Class E, 8.82%, due 11/13/41 144A
|
2,252,182
|
|
786,353
|
|
Santander Mortgage Asset Receivable Trust, Series 2025-NQM2, Class A1, 5.73%, due
02/25/65(e) 144A
|
788,760
|
|
400,000
|
|
SG Residential Mortgage Trust, Series 2022-1, Class B2, 3.95%, due 03/27/62(c) 144A
|
289,733
|
|
1,675,000
|
|
SLG Office Trust, Series 2026-OMA, Class E, 7.19%, due 04/15/41(c) 144A
|
1,679,378
|
|
900,000
|
|
Spruce Hill Mortgage Loan Trust, Series 2020-SH1, Class B1, 3.83%, due 01/28/50(c)
144A
|
869,979
|
|
165,875
|
|
Structured Asset Mortgage Investments II Trust, Series 2005-AR2, Class 2A2, 4.32%
(1
mo. USD Term SOFR + 0.67%), due 05/25/45(b)
|
130,109
|
|
590,000
|
|
Towd Point Mortgage Trust, Series 2019-4, Class B1B, 3.50%, due 10/25/59(c) 144A
|
459,441
|
|
556,903
|
|
Towd Point Mortgage Trust, Series 2026-1, Class A1A, 4.10%, due 01/25/66(c) 144A
|
548,539
|
|
187,461
|
|
UBS Commercial Mortgage Trust, Series 2017-C7, Class A3, 3.42%, due 12/15/50
|
184,761
|
|
830,570
|
|
Verus Securitization Trust, Series 2025-R1, Class A1, 5.40%, due 05/25/65(e) 144A
|
829,952
|
|
236,489
|
|
WaMu Mortgage Pass-Through Certificates Trust, Series 2006-AR16, Class 2A2, 3.91%,
due 12/25/36(c)
|
213,753
|
|
1,155,000
|
|
WBHT Commercial Mortgage Trust, Series 2025-WBM, Class E, 7.81% (1 mo. USD
Term SOFR + 4.19%), due 06/15/42(b) 144A
|
1,150,928
|
|
1,950,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2016-C37, Class D, 3.33%, due
12/15/49(c) 144A
|
1,775,421
|
|
112,229
|
|
Wells Fargo Mortgage-Backed Securities Trust, Series 2006-AR5, Class 2A1, 6.11%, due
04/25/36(c)
|
110,704
|
|
475,000
|
|
WHARF Commercial Mortgage Trust, Series 2025-DC, Class E, 7.98%, due 07/15/40(c)
144A
|
481,053
|
|
1,900,000
|
|
Worldwide Plaza Trust, Series 2017-WWP, Class A, 3.53%, due 11/10/36 144A
|
1,566,936
|
|
2,450,000
|
|
X-Caliber Funding LLC, Series 2025-VFN1, Class A, 6.60% (1 mo. USD Term SOFR +
2.97%), due 06/17/30(b) 144A
|
2,448,175
|
|
1,350,000
|
|
X-Caliber Funding LLC, Series 2026-HPL, Class A, 6.77% (1 mo. USD Term SOFR +
3.15%), due 02/15/46(b) 144A
|
1,343,755
|
|
|
|
|
88,315,005
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — 6.0%
|
|
|
1,275,000
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Credit Risk, Series
2021-MN3, Class B1, 10.48%, (30 day USD SOFR Average + 6.85%), due 11/25/51(b)
144A
|
1,358,644
|
|
819,221
|
|
Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates,
Series Q034, Class APT2, 3.00%, due 07/25/54(c)
|
794,193
|
|
93,895
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2018-2,
Class BX, 1.95%, due 11/25/57(c)
|
35,459
|
|
360,451
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2018-3,
Class M, 4.75%, due 08/25/57(c) 144A
|
349,810
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
197,001
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2019-1,
Class M, 4.75%, due 07/25/58(c) 144A
|
197,163
|
|
510,572
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2019-3,
Class M, 4.75%, due 10/25/58(c)
|
503,101
|
|
512,794
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2019-4,
Class M, 4.50%, due 02/25/59(c) 144A
|
496,994
|
|
323,111
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2020-1,
Class M, 4.25%, due 08/25/59(c) 144A
|
314,951
|
|
489,925
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2020-2,
Class M, 4.25%, due 11/25/59(c) 144A
|
475,920
|
|
565,445
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2020-3,
Class M, 4.25%, due 05/25/60(c) 144A
|
552,010
|
|
345,174
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2021-1,
Class M, 4.25%, due 09/25/60 144A
|
337,551
|
|
96,410
|
|
Federal Home Loan Mortgage Corp. Seasoned Credit Risk Transfer Trust, Series 2021-3,
Class BXS, 7.65%, due 03/25/61(c) 144A
|
57,800
|
|
1,200,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2022-DNA1,
Class B2, 10.73%, (30 day USD SOFR Average + 7.10%), due 01/25/42(b) 144A
|
1,237,201
|
|
1,850,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2020-HQA2,
Class B2, 11.34%, (30 day USD SOFR Average + 7.71%), due 03/25/50(b) 144A
|
2,208,082
|
|
2,900,000
|
|
Federal Home Loan Mortgage Corp. STACR REMIC Trust, Series 2021-DNA7,
Class B2, 11.43%, (30 day USD SOFR Average + 7.80%), due 11/25/41(b) 144A
|
2,972,371
|
|
3,105,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities Trust, Series
2021-R03, Class 1B2, 9.13%, (30 day USD SOFR Average + 5.50%), due 12/25/41(b)
144A
|
3,164,335
|
|
2,475,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities Trust, Series
2021-R01, Class 1B2, 9.63%, (30 day USD SOFR Average + 6.00%), due 10/25/41(b)
144A
|
2,510,596
|
|
2,920,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities Trust, Series
2022-R05, Class 2B2, 10.63%, (30 day USD SOFR Average + 7.00%), due
04/25/42(b) 144A
|
3,049,670
|
|
1,840,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities Trust, Series
2022-R02, Class 2B2, 11.28%, (30 day USD SOFR Average + 7.65%), due
01/25/42(b) 144A
|
1,902,507
|
|
500,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities Trust, Series
2022-R04, Class 1B2, 13.13%, (30 day USD SOFR Average + 9.50%), due
03/25/42(b) 144A
|
528,471
|
|
1,250,000
|
|
Federal National Mortgage Association Connecticut Avenue Securities Trust, Series
2022-R03, Class 1B2, 13.48%, (30 day USD SOFR Average + 9.85%), due
03/25/42(b) 144A
|
1,324,258
|
|
430,759
|
|
Government National Mortgage Association REMIC, Series 2014-H23, Class FA, 4.41%,
(1 mo. USD Term SOFR + 0.76%), due 11/20/64(b)
|
431,878
|
|
37,046
|
|
Government National Mortgage Association REMIC, Series 2015-H32, Class FA, 4.51%,
(1 mo. USD Term SOFR + 0.86%), due 12/20/65(b)
|
37,206
|
|
6,200,000
|
|
Uniform Mortgage-Backed Security, TBA, 4.00%, due 07/01/56
|
5,795,532
|
|
15,950,000
|
|
Uniform Mortgage-Backed Security, TBA, 4.50%, due 08/01/56
|
15,267,764
|
|
11,975,000
|
|
Uniform Mortgage-Backed Security, TBA, 5.00%, due 07/01/56
|
11,768,265
|
|
6,400,000
|
|
Uniform Mortgage-Backed Security, TBA, 5.00%, due 08/01/56
|
6,282,011
|
|
24,601,000
|
|
Uniform Mortgage-Backed Security, TBA, 5.50%, due 07/01/56
|
24,683,450
|
|
21,380,000
|
|
Uniform Mortgage-Backed Security, TBA, 5.50%, due 08/01/56
|
21,419,919
|
|
14,825,000
|
|
Uniform Mortgage-Backed Security, TBA, 6.00%, due 08/01/56
|
15,107,932
|
|
|
|
|
125,165,044
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Sovereign Debt Obligations — 17.4%
|
|
|
2,500,000
|
|
Abu Dhabi Government International Bonds, 4.63%, due 04/20/33 144A
|
2,491,866
|
|
1,195,000
|
|
Africa Finance Corp., 7.50%, (5 yr. CMT + 3.02%)(b)(f)(n)
|
1,213,705
|
|
2,356,000
|
|
Angola Government International Bonds, 8.75%, due 04/14/32 144A
|
2,380,192
|
|
700,000
|
|
Angola Government International Bonds, 8.75%, due 04/14/32(f)
|
707,299
|
|
521,000
|
|
Angola Government International Bonds, 9.13%, due 11/26/49(f)
|
490,110
|
|
1,171,000
|
|
Angola Government International Bonds, 9.38%, due 05/08/48(f)
|
1,128,273
|
|
406,000
|
|
Angola Government International Bonds, 9.88%, due 10/15/35(f)
|
424,160
|
|
56,686
|
|
Argentina Republic Government International Bonds, 0.75%, due 07/09/30(e)
|
50,309
|
|
2,290,082
|
|
Argentina Republic Government International Bonds, 0.75%, due 07/09/30(e)
|
2,031,990
|
|
3,854
|
|
Argentina Republic Government International Bonds, 1.00%, due 07/09/29
|
3,528
|
|
7,336,949
|
|
Argentina Republic Government International Bonds, 3.50%, due 07/09/41(e)
|
5,502,712
|
|
3,731,214
|
|
Argentina Republic Government International Bonds, 4.13%, due 07/09/35(e)
|
2,990,568
|
|
685,428
|
|
Argentina Republic Government International Bonds, 4.13%, due 07/09/35(e)
|
550,399
|
|
4,100,000
|
|
Argentina Republic Government International Bonds, 4.13%, due 07/09/46(e)
|
3,144,700
|
|
1,281,033
|
|
Argentina Republic Government International Bonds, 5.00%, due 01/09/38(e)
|
1,070,303
|
|
37,500,000
|
MXN
|
Asian Infrastructure Investment Bank, 9.88%, due 02/08/38(f)(l)
|
727,026
|
|
1,219,000
|
|
Bahamas Government International Bonds, 8.25%, due 06/24/36 144A
|
1,369,230
|
|
670,000
|
|
Bahamas Government International Bonds, 8.25%, due 06/24/36(f)
|
752,571
|
|
215,000
|
|
Bahamas Government International Bonds, 8.95%, due 10/15/32(f)
|
241,778
|
|
433,000
|
|
Bahrain Government International Bonds, 5.25%, due 01/25/33(f)
|
395,855
|
|
439,000
|
|
Bahrain Government International Bonds, 5.63%, due 05/18/34(f)
|
401,288
|
|
1,000,000
|
|
Bahrain Government International Bonds, 7.13%, due 06/10/36 144A
|
990,018
|
|
1,098,000
|
EUR
|
Benin Government International Bonds, 4.95%, due 01/22/35(f)
|
1,187,035
|
|
1,170,000
|
|
Benin Government International Bonds, 7.96%, due 02/13/38(f)
|
1,246,858
|
|
418,000
|
|
Benin Government International Bonds, 8.38%, due 01/23/41 144A
|
452,209
|
|
500,000
|
|
Benin Sukuk SA, 6.20%, due 01/29/33 144A
|
485,780
|
|
600,000
|
|
Benin Sukuk SA, 6.20%, due 01/29/33(f)
|
583,148
|
|
4,030,000
|
|
Bermuda Government International Bonds, 2.38%, due 08/20/30(f)
|
3,661,174
|
|
1,499,000
|
|
Bermuda Government International Bonds, 3.38%, due 08/20/50(f)
|
1,042,150
|
|
283,000
|
|
Bermuda Government International Bonds, 5.00%, due 07/15/32(f)
|
285,683
|
|
3,510,000
|
|
Bermuda Government International Bonds, 5.00%, due 07/15/32(f)
|
3,543,275
|
|
1,295,000
|
|
Bolivia Government International Bonds, 9.45%, due 05/14/31 144A
|
1,328,346
|
|
163,270,360
|
CLP
|
Bonos de la Tesoreria de la Republica, 2.00%, due 03/01/35
|
170,373
|
|
1,155,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 5.00%, due 03/01/35
|
1,221,796
|
|
1,355,000,000
|
CLP
|
Bonos de la Tesoreria de la Republica en pesos, 6.00%, due 04/01/33(f)
|
1,524,217
|
|
2,075,000
|
|
Brazil Government International Bonds, 7.25%, due 01/12/56
|
2,089,006
|
|
668,000
|
BRL
|
Brazil Letras do Tesouro Nacional, 13.23%, due 01/01/30(l)
|
81,368
|
|
1,291,000
|
BRL
|
Brazil Notas do Tesouro Nacional, 10.00%, due 01/01/29
|
230,119
|
|
2,939,000
|
BRL
|
Brazil Notas do Tesouro Nacional, 10.00%, due 01/01/31
|
494,012
|
|
1,955,000
|
BRL
|
Brazil Notas do Tesouro Nacional, 10.00%, due 01/01/33
|
313,821
|
|
229,000
|
BRL
|
Brazil Notas do Tesouro Nacional, 10.00%, due 01/01/35
|
35,557
|
|
121,000
|
EUR
|
Bulgaria Government International Bonds, 1.38%, due 09/23/50(f)
|
77,016
|
|
114,000
|
EUR
|
Bulgaria Government International Bonds, 4.13%, due 05/07/38(f)
|
130,946
|
|
69,000,000
|
JMD
|
Central American Bank for Economic Integration, 8.75%, due 06/17/33
|
433,057
|
|
5,898,000
|
|
Chile Government International Bonds, 4.34%, due 03/07/42
|
5,222,384
|
|
4,934,000
|
|
Chile Government International Bonds, 5.65%, due 01/13/37
|
5,135,307
|
|
12,240,000
|
CNY
|
China Government Bonds, 2.15%, due 08/25/55
|
1,769,103
|
|
784,000
|
EUR
|
Colombia Government International Bonds, 5.63%, due 02/19/36
|
892,979
|
|
1,125,000
|
EUR
|
Colombia Government International Bonds, 5.75%, due 11/26/34
|
1,312,291
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Sovereign Debt Obligations — continued
|
|
|
2,476,000
|
EUR
|
Colombia Government International Bonds, 6.50%, due 11/26/38
|
2,982,383
|
|
1,100,000
|
|
Colombia Government International Bonds, 7.38%, due 09/18/37
|
1,170,950
|
|
2,572,000
|
|
Colombia Government International Bonds, 7.50%, due 02/02/34
|
2,752,040
|
|
2,581,000
|
|
Colombia Government International Bonds, 7.75%, due 11/07/36
|
2,819,097
|
|
2,541,000
|
|
Colombia Government International Bonds, 8.38%, due 11/07/54
|
2,920,880
|
|
382,799,482
|
COP
|
Colombia TES, 2.25%, due 04/18/29
|
100,083
|
|
1,877,086,084
|
COP
|
Colombia TES, 5.00%, due 03/20/41
|
477,507
|
|
1,164,000,000
|
COP
|
Colombia TES, 6.25%, due 07/09/36
|
231,223
|
|
8,285,555,852
|
COP
|
Colombia TES, 6.50%, due 01/22/31
|
2,389,804
|
|
1,059,230,636
|
COP
|
Colombia TES, 6.50%, due 02/01/62
|
325,553
|
|
223,100,000
|
COP
|
Colombia TES, 7.00%, due 06/30/32
|
51,296
|
|
431,600,000
|
COP
|
Colombia TES, 7.25%, due 10/18/34
|
95,117
|
|
393,400,000
|
COP
|
Colombia TES, 7.75%, due 09/18/30
|
98,093
|
|
864,900,000
|
COP
|
Colombia TES, 9.25%, due 05/28/42
|
204,622
|
|
5,131,000,000
|
COP
|
Colombia TES, 11.00%, due 08/22/29
|
1,440,812
|
|
3,180,000,000
|
COP
|
Colombia TES, 11.50%, due 07/25/46
|
894,391
|
|
34,857,700,000
|
COP
|
Colombia TES, 11.75%, due 01/24/35
|
9,979,999
|
|
4,934,800,000
|
COP
|
Colombia TES, 12.75%, due 11/28/40
|
1,511,453
|
|
13,579,000,000
|
COP
|
Colombia TES, 13.25%, due 02/09/33
|
4,155,431
|
|
2,486,000
|
|
Congolese International Bonds, 9.50%, due 02/17/35(f)
|
2,419,826
|
|
800,000
|
|
Congolese International Bonds, 9.50%, due 05/26/36(f)
|
773,656
|
|
1,000,000
|
EUR
|
Costa Rica Government International Bonds, 5.50%, due 11/21/30 144A
|
1,199,605
|
|
500,000
|
EUR
|
Costa Rica Government International Bonds, 6.00%, due 01/16/36 144A
|
605,184
|
|
240,000
|
|
Costa Rica Government International Bonds, 6.13%, due 02/19/31(f)
|
248,261
|
|
240,000
|
|
Costa Rica Government International Bonds, 6.55%, due 04/03/34(f)
|
256,693
|
|
200,000
|
|
Costa Rica Government International Bonds, 7.00%, due 04/04/44(f)
|
218,836
|
|
1,080,000
|
|
Costa Rica Government International Bonds, 7.16%, due 03/12/45(f)
|
1,195,754
|
|
1,124,000
|
|
Costa Rica Government International Bonds, 7.16%, due 03/12/45(f)
|
1,244,470
|
|
275,000
|
|
Costa Rica Government International Bonds, 7.30%, due 11/13/54(f)
|
311,087
|
|
6,450,000
|
CZK
|
Czech Republic Government Bonds, 1.50%, due 04/24/40
|
203,652
|
|
1,370,000
|
CZK
|
Czech Republic Government Bonds, 2.00%, due 10/13/33
|
55,066
|
|
280,000
|
CZK
|
Czech Republic Government Bonds, 4.00%, due 04/04/44
|
11,612
|
|
8,740,000
|
CZK
|
Czech Republic Government Bonds, 4.20%, due 12/04/36(f)
|
398,648
|
|
3,110,000
|
CZK
|
Czech Republic Government Bonds, 4.25%, due 10/24/34
|
144,511
|
|
1,500,000
|
CZK
|
Czech Republic Government Bonds, 4.50%, due 11/11/32
|
71,587
|
|
270,000
|
|
Dominican Republic International Bonds, 4.50%, due 01/30/30(f)
|
260,982
|
|
4,835,000
|
|
Dominican Republic International Bonds, 4.88%, due 09/23/32(f)
|
4,602,195
|
|
350,000
|
|
Dominican Republic International Bonds, 5.50%, due 02/22/29 144A
|
350,928
|
|
636,000
|
|
Dominican Republic International Bonds, 5.88%, due 10/28/35(f)
|
629,863
|
|
1,804,000
|
|
Dominican Republic International Bonds, 5.88%, due 01/30/60(f)
|
1,597,442
|
|
884,000
|
|
Dominican Republic International Bonds, 6.85%, due 01/27/45(f)
|
909,282
|
|
1,876,000
|
|
Dominican Republic International Bonds, 6.95%, due 03/15/37(f)
|
1,992,687
|
|
75,600,000
|
DOP
|
Dominican Republic International Bonds, 10.75%, due 06/01/36 144A
|
1,377,538
|
|
15,500,000
|
DOP
|
Dominican Republic International Bonds, 13.63%, due 02/03/33(f)
|
313,063
|
|
2,270,000
|
|
DRC International Bonds, 8.75%, due 04/16/32 144A
|
2,352,852
|
|
2,747,000
|
|
Eagle Funding Luxco SARL, 5.50%, due 08/17/30 144A
|
2,761,559
|
|
3,050,000
|
|
Eagle Funding Luxco SARL, 5.50%, due 08/17/30(f)
|
3,066,165
|
|
1,625,000
|
|
Ecuador Government International Bonds, 5.00%, due 07/31/40(e)(f)
|
1,363,814
|
|
1,594,812
|
|
Ecuador Government International Bonds, 6.90%, due 07/31/35(e) 144A
|
1,468,024
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Sovereign Debt Obligations — continued
|
|
|
2,678,897
|
|
Ecuador Government International Bonds, 6.90%, due 07/31/35(e)(f)
|
2,465,925
|
|
1,585,000
|
|
Ecuador Government International Bonds, 8.75%, due 01/29/34 144A
|
1,602,435
|
|
2,331,000
|
|
Ecuador Government International Bonds, 9.25%, due 01/29/39 144A
|
2,398,599
|
|
1,200,000
|
|
Egypt Government International Bonds, 6.59%, due 02/21/28(f)(m)
|
1,209,684
|
|
2,924,000
|
|
Egypt Government International Bonds, 7.90%, due 02/21/48(f)
|
2,690,184
|
|
4,841,000
|
|
Egypt Government International Bonds, 8.50%, due 01/31/47(f)
|
4,750,685
|
|
925,000
|
|
Egypt Government International Bonds, 8.50%, due 01/31/47(f)
|
908,995
|
|
1,863,000
|
|
Egypt Government International Bonds, 8.70%, due 03/01/49(f)
|
1,845,958
|
|
691,000
|
|
Egypt Government International Bonds, 8.88%, due 05/29/50(f)
|
692,187
|
|
800,000
|
|
El Salvador Government International Bonds, 7.12%, due 01/20/50(f)(m)
|
744,664
|
|
640,000
|
|
El Salvador Government International Bonds, 9.25%, due 04/17/30 144A
|
691,277
|
|
1,435,000
|
|
Gabon Government International Bonds, 6.63%, due 02/06/31(f)
|
1,238,506
|
|
250,000
|
|
Gabon Government International Bonds, 6.63%, due 02/06/31(f)
|
215,768
|
|
600,000
|
|
Gabon Government International Bonds, 9.50%, due 02/18/29(f)
|
573,888
|
|
1,375,000
|
|
Ghana Government International Bonds, 5.00%, due 07/03/35(e)(f)
|
1,276,838
|
|
900,000
|
|
Guatemala Government Bonds, 4.65%, due 10/07/41(f)
|
788,495
|
|
510,030,000
|
HUF
|
Hungary Government Bonds, 7.00%, due 10/24/35
|
1,868,171
|
|
2,350,000
|
|
Hungary Government International Bonds, 5.50%, due 03/26/36(f)
|
2,366,183
|
|
3,110,000
|
|
Hungary Government International Bonds, 6.00%, due 09/26/35 144A
|
3,237,611
|
|
1,441,000
|
|
Hungary Government International Bonds, 6.75%, due 09/25/52 144A
|
1,571,169
|
|
8,770,000
|
INR
|
India Government Bonds, 6.64%, due 06/16/35
|
91,040
|
|
52,580,000
|
INR
|
India Government Bonds, 7.30%, due 06/19/53
|
556,798
|
|
1,831,000,000
|
IDR
|
Indonesia Treasury Bonds, 5.88%, due 03/15/31
|
97,617
|
|
1,702,000,000
|
IDR
|
Indonesia Treasury Bonds, 6.50%, due 04/15/36
|
91,062
|
|
1,527,000,000
|
IDR
|
Indonesia Treasury Bonds, 6.63%, due 02/15/34
|
81,988
|
|
3,470,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.00%, due 02/15/33
|
191,137
|
|
953,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.13%, due 06/15/42
|
52,325
|
|
883,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.13%, due 06/15/43
|
48,528
|
|
902,000,000
|
IDR
|
Indonesia Treasury Bonds, 7.13%, due 08/15/45
|
50,132
|
|
3,500,000
|
INR
|
International Bank for Reconstruction & Development, 6.50%, due 10/01/37
|
34,010
|
|
12,600,000
|
INR
|
International Bank for Reconstruction & Development, 6.75%, due 07/13/29
|
131,108
|
|
1,320,000
|
|
Istanbul Metropolitan Municipality, 10.50%, due 12/06/28(f)
|
1,417,834
|
|
756,000
|
|
Ivory Coast Government International Bonds, 6.75%, due 02/25/41 144A
|
733,290
|
|
1,790,000
|
|
Ivory Coast Government International Bonds, 7.63%, due 01/30/33 144A
|
1,915,314
|
|
1,291,000
|
|
Ivory Coast Government International Bonds, 7.63%, due 01/30/33(f)
|
1,382,625
|
|
510,000
|
|
Ivory Coast Government International Bonds, 8.25%, due 01/30/37(f)
|
565,440
|
|
108,000,000
|
JMD
|
Jamaica Government International Bonds, 9.63%, due 11/03/30
|
718,286
|
|
820,000
|
|
Jordan Government International Bonds, 7.75%, due 01/15/28 144A
|
849,194
|
|
58,653,000
|
KZT
|
Kazakhstan Government International Bonds, 7.90%, due 12/20/38 144A
|
76,404
|
|
107,419,000
|
KZT
|
Kazakhstan Government International Bonds, 14.00%, due 05/12/31 144A
|
219,077
|
|
183,802,000
|
KZT
|
Kazakhstan Government International Bonds, 14.00%, due 02/13/35 144A
|
377,228
|
|
72,275,000
|
KZT
|
Kazakhstan Government International Bonds, 15.10%, due 03/12/34 144A
|
152,286
|
|
2,200,000
|
|
Kuwait International Government Bonds, 4.80%, due 04/20/33 144A
|
2,196,277
|
|
1,559,000
|
|
Lebanon Government International Bonds, 6.65%, due 11/03/28(f)(o)
|
391,925
|
|
1,559,000
|
|
Lebanon Government International Bonds, 6.75%, due 11/29/27(f)(o)
|
390,585
|
|
1,645,000
|
|
Lebanon Government International Bonds, 6.85%, due 05/25/29(f)(o)
|
417,630
|
|
668,000
|
|
Lebanon Government International Bonds, 7.00%, due 03/23/32(f)(o)
|
171,099
|
|
601,000
|
|
Lebanon Government International Bonds, 7.25%, due 03/23/37(f)(o)
|
156,934
|
|
215,000
|
|
Lebanon Government International Bonds, 8.25%, due 04/12/21(f)(o)
|
57,701
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Sovereign Debt Obligations — continued
|
|
|
3,749,000
|
MYR
|
Malaysia Government Bonds, 3.58%, due 07/15/32
|
922,961
|
|
6,364,000
|
MYR
|
Malaysia Government Bonds, 3.89%, due 08/15/29
|
1,588,923
|
|
19,010,000
|
MYR
|
Malaysia Government Bonds, 3.90%, due 11/30/26
|
4,678,814
|
|
1,562,000
|
MYR
|
Malaysia Government Bonds, 3.90%, due 11/16/27
|
387,035
|
|
858,000
|
MYR
|
Malaysia Government Bonds, 3.91%, due 07/15/26
|
210,492
|
|
1,313,000
|
MYR
|
Malaysia Government Bonds, 4.46%, due 03/31/53
|
342,979
|
|
872,000
|
MYR
|
Malaysia Government Bonds, 4.70%, due 10/15/42
|
233,459
|
|
72,000
|
MYR
|
Malaysia Government Bonds, 4.76%, due 04/07/37
|
19,250
|
|
14,222,100
|
MXN
|
Mexico Bonos, 7.75%, due 05/29/31
|
791,274
|
|
35,662,100
|
MXN
|
Mexico Bonos, 7.75%, due 11/13/42
|
1,745,282
|
|
3,724,800
|
MXN
|
Mexico Bonos, 8.00%, due 02/21/36
|
199,039
|
|
2,411,300
|
MXN
|
Mexico Bonos, 8.00%, due 07/31/53
|
117,243
|
|
2,307,800
|
MXN
|
Mexico Bonos, 8.00%, due 04/29/55
|
111,879
|
|
2,507,600
|
MXN
|
Mexico Bonos, 8.50%, due 03/01/29
|
145,602
|
|
6,803,900
|
MXN
|
Mexico Bonos, 8.50%, due 05/31/29
|
394,686
|
|
8,346,600
|
MXN
|
Mexico Bonos, 8.50%, due 11/18/38
|
449,206
|
|
1,006,620
|
MXN
|
Mexico Cetes, 7.51%, due 02/17/28(l)
|
51,099
|
|
8,430,300
|
MXN
|
Mexico Cetes, 7.78%, due 06/08/28(l)
|
416,974
|
|
1,220,000
|
EUR
|
Mexico Government International Bonds, 3.88%, due 05/16/31
|
1,386,991
|
|
500,000
|
|
Mexico Government International Bonds, 5.38%, due 03/22/33
|
490,275
|
|
1,481,000
|
|
Mexico Government International Bonds, 5.63%, due 02/09/34
|
1,459,155
|
|
400,000
|
|
Mexico Government International Bonds, 5.85%, due 07/02/32
|
404,420
|
|
570,000
|
|
Mexico Government International Bonds, 6.00%, due 05/07/36
|
569,516
|
|
1,850,000
|
|
Mexico Government International Bonds, 6.40%, due 05/07/54
|
1,747,788
|
|
29,249,798
|
MXN
|
Mexico Udibonos, 2.75%, due 11/27/31
|
1,538,503
|
|
1,715,443
|
MXN
|
Mexico Udibonos, 4.00%, due 08/24/34
|
94,439
|
|
2,943,000
|
|
Morocco Government International Bonds, 4.00%, due 12/15/50(f)
|
2,128,334
|
|
908,000
|
EUR
|
Morocco Government International Bonds, 4.75%, due 05/26/34 144A
|
1,059,994
|
|
2,058,000
|
EUR
|
Morocco Government International Bonds, 5.13%, due 05/26/38 144A
|
2,403,846
|
|
893,078,000
|
NGN
|
Nigeria Government Bonds, 18.50%, due 02/21/31
|
662,301
|
|
2,265,000
|
|
Nigeria Government International Bonds, 7.14%, due 02/23/30(f)
|
2,308,575
|
|
650,000
|
|
Nigeria Government International Bonds, 8.63%, due 01/13/36(f)
|
707,100
|
|
500,000
|
|
Nigeria Government International Bonds, 8.63%, due 01/13/36 144A
|
543,290
|
|
500,000
|
|
Nigeria Government International Bonds, 9.13%, due 01/13/46 144A
|
554,697
|
|
1,200,000
|
|
Oman Government International Bonds, 6.50%, due 03/08/47(f)
|
1,282,135
|
|
800,000
|
|
Pakistan Government International Bonds, 6.98%, due 04/24/29 144A
|
803,004
|
|
1,100,000
|
|
Panama Government International Bonds, 6.88%, due 01/31/36
|
1,202,438
|
|
1,275,000
|
|
Paraguay Government International Bonds, 3.85%, due 06/28/33(f)
|
1,195,466
|
|
420,000
|
|
Paraguay Government International Bonds, 5.85%, due 08/21/33(f)
|
435,141
|
|
810,000
|
|
Paraguay Government International Bonds, 5.85%, due 08/21/33(f)
|
839,039
|
|
2,175,000
|
|
Paraguay Government International Bonds, 6.00%, due 02/09/36(f)
|
2,279,835
|
|
834,000
|
|
Paraguay Government International Bonds, 6.65%, due 03/04/55 144A
|
897,801
|
|
645,000,000
|
PYG
|
Paraguay Government International Bonds, 7.90%, due 02/09/31 144A
|
101,956
|
|
628,000,000
|
PYG
|
Paraguay Government International Bonds, 7.90%, due 02/09/31(f)
|
99,580
|
|
7,075,000,000
|
PYG
|
Paraguay Government International Bonds, 8.50%, due 04/04/38 144A
|
1,118,997
|
|
175,000
|
PEN
|
Peru Government Bonds, 5.35%, due 08/12/40
|
44,764
|
|
9,425,000
|
PEN
|
Peru Government Bonds, 7.30%, due 08/12/33(f)
|
3,099,346
|
|
8,359,000
|
PEN
|
Peru Government Bonds, 7.60%, due 08/12/39(f)(m)
|
2,628,560
|
|
440,000
|
|
Peru Government International Bonds, 3.00%, due 01/15/34
|
381,700
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Sovereign Debt Obligations — continued
|
|
|
1,255,000
|
|
Peru Government International Bonds, 3.00%, due 01/15/34
|
1,088,713
|
|
2,900,000
|
PEN
|
Peru Government International Bonds, 6.90%, due 08/12/37(f)
|
870,328
|
|
11,719,000
|
PEN
|
Peru Government International Bonds, 6.90%, due 08/12/37(f)
|
3,517,025
|
|
4,817,000
|
PEN
|
Peru Government International Bonds, 7.30%, due 08/12/33(f)
|
1,584,037
|
|
25,865,000
|
PHP
|
Philippines Government Bonds, 6.00%, due 08/20/30
|
410,754
|
|
158,450,000
|
PHP
|
Philippines Government Bonds, 6.25%, due 01/25/34
|
2,491,895
|
|
164,860,000
|
PHP
|
Philippines Government Bonds, 6.38%, due 07/27/30
|
2,662,055
|
|
12,200,000
|
PHP
|
Philippines Government Bonds, 6.75%, due 09/15/32
|
198,267
|
|
3,264,000
|
|
Philippines Government International Bonds, 5.33%, due 06/24/36
|
3,265,710
|
|
398,139
|
|
Republic of Angola Via Avenir Issuer IV Ireland DAC, 10.75%, due 09/15/28(f)
|
408,091
|
|
2,363,000
|
|
Republic of Armenia International Bonds, 3.60%, due 02/02/31(f)
|
2,181,848
|
|
1,026,000
|
|
Republic of Armenia International Bonds, 6.75%, due 03/12/35(f)
|
1,077,572
|
|
2,195,000
|
|
Republic of Cameroon International Bonds, 8.88%, due 01/30/33(f)
|
2,166,109
|
|
1,350,000
|
|
Republic of Cameroon International Bonds, 9.50%, due 07/31/31(f)
|
1,364,456
|
|
4,368,811
|
GHS
|
Republic of Ghana Government Bonds, 8.80%, due 02/12/30
|
338,446
|
|
2,036,231
|
GHS
|
Republic of Ghana Government Bonds, 9.25%, due 02/08/33
|
147,191
|
|
820,740
|
GHS
|
Republic of Ghana Government Bonds, 10.00%, due 02/02/38
|
56,246
|
|
1,100,000
|
|
Republic of Kenya Government International Bonds, 6.30%, due 01/23/34(f)(q)
|
1,014,288
|
|
232,000
|
|
Republic of Kenya Government International Bonds, 7.88%, due 10/09/33(f)
|
234,315
|
|
400,000
|
|
Republic of Kenya Government International Bonds, 8.80%, due 10/09/38 144A
|
403,337
|
|
1,380,000
|
|
Republic of Kenya Government International Bonds, 9.75%, due 02/16/31 144A
|
1,503,583
|
|
13,590,000
|
PLN
|
Republic of Poland Government Bonds, 4.50%, due 01/25/31
|
3,608,262
|
|
784,000
|
PLN
|
Republic of Poland Government Bonds, 5.25%, due 04/25/36
|
208,403
|
|
5,373,000
|
PLN
|
Republic of Poland Government Bonds, 3.48%, (Polish Short Term Rate - Compound
Index + 0.00%), due 09/25/28(b)
|
1,407,413
|
|
4,000,000
|
ZAR
|
Republic of South Africa Floating Rate Note, 8.06%, (3 mo. ZAR JIBAR + 1.30%), due
07/11/27(b)
|
245,517
|
|
4,000,000
|
ZAR
|
Republic of South Africa Floating Rate Notes, 7.95%, (3 mo. ZAR JIBAR + 0.96%),
due 09/17/30(b)
|
246,011
|
|
900,000
|
ZAR
|
Republic of South Africa Government Bonds, 7.00%, due 02/28/31
|
53,083
|
|
46,200,000
|
ZAR
|
Republic of South Africa Government Bonds, 8.25%, due 03/31/32
|
2,850,717
|
|
157,871,977
|
ZAR
|
Republic of South Africa Government Bonds, 8.50%, due 01/31/37
|
9,589,050
|
|
1,917,000
|
ZAR
|
Republic of South Africa Government Bonds, 8.75%, due 01/31/44
|
114,788
|
|
1,015,000
|
ZAR
|
Republic of South Africa Government Bonds, 8.75%, due 02/28/48
|
60,899
|
|
73,025,000
|
ZAR
|
Republic of South Africa Government Bonds, 8.88%, due 02/28/35
|
4,619,849
|
|
32,470,000
|
ZAR
|
Republic of South Africa Government Bonds, 9.00%, due 01/31/40
|
2,003,791
|
|
3,021,000
|
ZAR
|
Republic of South Africa Government Bonds, 9.88%, due 03/31/39
|
199,681
|
|
23,700,000
|
ZAR
|
Republic of South Africa Government Bonds, 10.00%, due 03/31/33
|
1,583,482
|
|
10,000,000
|
ZAR
|
Republic of South Africa Government Bonds, 10.88%, due 03/31/38
|
706,766
|
|
1,500,000
|
|
Republic of South Africa Government International Bonds, 5.88%, due 04/20/32
|
1,537,744
|
|
5,535,000
|
|
Republic of South Africa Government International Bonds, 5.88%, due 04/20/32
|
5,679,528
|
|
525,000
|
|
Republic of South Africa Government International Bonds, 7.10%, due 11/19/36(f)
|
564,844
|
|
3,225,000
|
|
Republic of South Africa Government International Bonds, 7.25%, due 12/11/55 144A
|
3,223,926
|
|
650,000
|
|
Republic of South Africa Government International Bonds, 7.30%, due 04/20/52
|
656,560
|
|
5,614,500,000
|
UGX
|
Republic of Uganda Government Bonds, 14.25%, due 06/22/34
|
1,474,523
|
|
5,614,500,000
|
UGX
|
Republic of Uganda Government Bonds, 15.00%, due 06/18/43
|
1,456,087
|
|
2,314,800,000
|
UGX
|
Republic of Uganda Government Bonds, 15.80%, due 06/23/39
|
636,851
|
|
2,304,400,000
|
UGX
|
Republic of Uganda Government Bonds, 16.25%, due 11/08/35
|
658,825
|
|
2,620,000
|
RON
|
Romania Government Bonds, 4.25%, due 04/28/36
|
473,797
|
|
1,630,000
|
RON
|
Romania Government Bonds, 6.75%, due 04/25/35(m)
|
356,303
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Sovereign Debt Obligations — continued
|
|
|
1,580,000
|
RON
|
Romania Government Bonds, 7.10%, due 07/31/34
|
354,178
|
|
735,000
|
EUR
|
Romania Government International Bonds, 2.75%, due 04/14/41(f)
|
572,880
|
|
475,000
|
EUR
|
Romania Government International Bonds, 2.88%, due 04/13/42(f)
|
368,578
|
|
367,000
|
EUR
|
Romania Government International Bonds, 2.88%, due 04/13/42 144A
|
284,775
|
|
1,675,000
|
EUR
|
Romania Government International Bonds, 4.13%, due 03/11/39(f)(m)
|
1,627,162
|
|
3,775,000
|
EUR
|
Romania Government International Bonds, 5.38%, due 03/22/31(f)(m)
|
4,478,220
|
|
300,000
|
EUR
|
Romania Government International Bonds, 5.38%, due 06/07/33(f)
|
346,897
|
|
900,000
|
|
Romania Government International Bonds, 5.75%, due 03/24/35 144A
|
873,226
|
|
716,000
|
|
Romania Government International Bonds, 5.75%, due 03/24/35 144A
|
695,572
|
|
594,000
|
|
Romania Government International Bonds, 5.88%, due 01/30/29(f)
|
599,985
|
|
1,968,000
|
EUR
|
Romania Government International Bonds, 6.00%, due 09/24/44(m) 144A
|
2,199,295
|
|
161,000
|
EUR
|
Romania Government International Bonds, 6.13%, due 10/07/37 144A
|
187,783
|
|
576,000
|
|
Romania Government International Bonds, 6.38%, due 01/30/34(f)
|
584,450
|
|
222,000
|
|
Romania Government International Bonds, 7.13%, due 01/17/33(f)
|
236,149
|
|
720,000
|
|
Romania Government International Bonds, 7.50%, due 02/10/37 144A
|
778,998
|
|
300,000
|
|
Saudi Government International Bonds, 3.75%, due 01/21/55(f)
|
210,155
|
|
2,927,000
|
|
Saudi Government International Bonds, 5.88%, due 01/12/56 144A
|
2,852,064
|
|
1,383,333
|
EUR
|
Senegal Government International Bonds, 4.75%, due 03/13/28(f)
|
871,715
|
|
631,000
|
EUR
|
Senegal Government International Bonds, 5.38%, due 06/08/37(f)
|
381,060
|
|
1,855,000
|
EUR
|
Senegal Government International Bonds, 5.38%, due 06/08/37(f)
|
1,120,232
|
|
911,000
|
|
Senegal Government International Bonds, 6.25%, due 05/23/33(f)
|
487,444
|
|
2,075,000
|
|
Senegal Government International Bonds, 6.25%, due 05/23/33(f)
|
1,110,260
|
|
309,000
|
|
Senegal Government International Bonds, 6.75%, due 03/13/48(f)
|
161,278
|
|
2,450,000
|
|
Senegal Government International Bonds, 6.75%, due 03/13/48(f)
|
1,278,741
|
|
1,500,000
|
|
Senegal Government International Bonds, 7.75%, due 06/10/31(f)
|
809,556
|
|
210,000
|
EUR
|
Serbia International Bonds, 4.25%, due 05/06/31 144A
|
240,676
|
|
37,292
|
|
Sri Lanka Government International Bonds, 3.10%, due 01/15/30(e) 144A
|
38,100
|
|
698,148
|
|
Sri Lanka Government International Bonds, 3.35%, due 03/15/33(e) 144A
|
672,722
|
|
34,279
|
|
Sri Lanka Government International Bonds, 3.60%, due 05/15/36(e) 144A
|
34,497
|
|
1,400,000
|
|
Sri Lanka Government International Bonds, 3.60%, due 05/15/36(e)(f)
|
1,408,897
|
|
2,889,335
|
|
Sri Lanka Government International Bonds, 3.60%, due 02/15/38(e) 144A
|
2,924,050
|
|
2,600,000
|
|
Sri Lanka Government International Bonds, 3.60%, due 02/15/38(e)(f)
|
2,631,239
|
|
25,302
|
|
Sri Lanka Government International Bonds, 4.00%, due 04/15/28(m) 144A
|
24,483
|
|
49,085,331
|
THB
|
Thailand Government Bonds, 1.25%, due 03/12/28(f)
|
1,473,034
|
|
3,448,000
|
THB
|
Thailand Government Bonds, 1.84%, due 05/17/36
|
102,026
|
|
4,605,000
|
THB
|
Thailand Government Bonds, 2.50%, due 11/17/29
|
143,664
|
|
81,100,000
|
THB
|
Thailand Government Bonds, 2.70%, due 06/17/40
|
2,507,118
|
|
2,454,000
|
THB
|
Thailand Government Bonds, 2.98%, due 06/17/45
|
74,133
|
|
1,497,000
|
THB
|
Thailand Government Bonds, 3.30%, due 06/17/38
|
49,707
|
|
77,988,000
|
THB
|
Thailand Government Bonds, 3.45%, due 06/17/43
|
2,526,004
|
|
3,155,000
|
THB
|
Thailand Government Bonds, 4.88%, due 06/22/29
|
104,838
|
|
20,600,000
|
TRY
|
Turkiye Government Bonds, 36.00%, due 08/12/26
|
440,678
|
|
22,437,000
|
TRY
|
Turkiye Government Bonds, 40.15%, (1 day TRY TLREF Rate + 0.00%), due
06/16/27(b)
|
487,881
|
|
2,570,000
|
|
Turkiye Government International Bonds, 5.95%, due 01/15/31
|
2,531,388
|
|
1,298,000
|
|
Turkiye Government International Bonds, 6.30%, due 03/14/33
|
1,270,715
|
|
1,290,000
|
|
Turkiye Government International Bonds, 6.50%, due 09/20/33
|
1,274,140
|
|
1,037,000
|
|
Turkiye Government International Bonds, 7.13%, due 02/12/32
|
1,064,346
|
|
3,991,000
|
|
Turkiye Government International Bonds, 7.25%, due 05/29/32
|
4,115,891
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Sovereign Debt Obligations — continued
|
|
|
707,252
|
|
Ukraine Government International Bonds, 3.00%, due 02/01/34(e)(f)
|
400,711
|
|
111,822
|
|
Ukraine Government International Bonds, 3.00%, due 02/01/36(e)(f)
|
67,395
|
|
1,535,828
|
|
Ukraine Government International Bonds, 4.00%, due 02/01/32(e) 144A
|
1,272,709
|
|
582,130
|
|
Ukraine Government International Bonds, 4.50%, due 02/01/29(e)(f)
|
491,561
|
|
6,667,732
|
|
Ukraine Government International Bonds, 4.50%, due 02/01/35(e)(f)
|
4,631,922
|
|
1,381,868
|
|
Ukraine Government International Bonds, 4.50%, due 02/01/36(e)(f)
|
951,908
|
|
439,129
|
UYU
|
Uruguay Government International Bonds, 3.40%, due 05/16/45
|
11,564
|
|
40,233,055
|
UYU
|
Uruguay Government International Bonds, 8.00%, due 10/29/35
|
1,027,182
|
|
100,000
|
|
Venezuela Government International Bonds, 7.00%, due 03/31/38(f)(o)
|
44,000
|
|
260,000
|
|
Venezuela Government International Bonds, 8.25%, due 10/13/24(f)(o)
|
118,300
|
|
2,315,000
|
|
Venezuela Government International Bonds, 9.25%, due 09/15/27(o)
|
1,143,031
|
|
2,091,000
|
|
Venezuela Government International Bonds, 9.25%, due 05/07/28(f)(o)
|
1,008,908
|
|
1,525,000
|
|
Venezuela Government International Bonds, 11.75%, due 10/21/26(f)(o)
|
838,750
|
|
337,000
|
|
Venezuela Government International Bonds, 11.95%, due 08/05/31(f)(o)
|
183,665
|
|
1,450,000
|
|
Venezuela Government International Bonds, 12.75%, due 08/23/22(f)(o)
|
812,000
|
|
|
|
|
358,855,197
|
|
|
|
U.S. Government and Agency Obligations — 6.9%
|
|
|
9,525,000
|
|
U.S. Treasury Bonds, 1.38%, due 11/15/40
|
6,160,926
|
|
725,000
|
|
U.S. Treasury Bonds, 1.88%, due 02/15/41
|
503,266
|
|
8,250,000
|
|
U.S. Treasury Bonds, 1.88%, due 11/15/51
|
4,535,566
|
|
34,000
|
|
U.S. Treasury Bonds, 3.00%, due 11/15/44(r)
|
26,017
|
|
4,800,000
|
|
U.S. Treasury Bonds, 3.00%, due 11/15/45
|
3,626,063
|
|
175,000
|
|
U.S. Treasury Bonds, 3.63%, due 05/15/53
|
139,897
|
|
4,525,000
|
|
U.S. Treasury Bonds, 4.50%, due 08/15/39
|
4,464,902
|
|
8,505,000
|
|
U.S. Treasury Bonds, 4.63%, due 11/15/45
|
8,170,116
|
|
6,000,000
|
|
U.S. Treasury Bonds, 4.63%, due 02/15/55
|
5,703,047
|
|
18,165,000
|
|
U.S. Treasury Bonds, 4.75%, due 02/15/45(s)
|
17,773,672
|
|
8,420,000
|
|
U.S. Treasury Bonds, 4.75%, due 05/15/55
|
8,169,045
|
|
52,700
|
|
U.S. Treasury Bonds, 4.75%, due 02/15/56
|
51,205
|
|
16,300,000
|
|
U.S. Treasury Bonds, 6.25%, due 05/15/30(r)
|
17,496,395
|
|
6,210,297
|
|
U.S. Treasury Inflation-Indexed Bonds, 0.75%, due 02/15/42
|
4,742,938
|
|
5,075,000
|
|
U.S. Treasury Notes, 3.50%, due 02/15/33
|
4,842,858
|
|
13,034,000
|
|
U.S. Treasury Notes, 3.63%, due 08/31/30
|
12,752,445
|
|
1,759,000
|
|
U.S. Treasury Notes, 3.88%, due 03/15/28
|
1,750,686
|
|
6,325,000
|
|
U.S. Treasury Notes, 3.88%, due 08/15/33
|
6,151,433
|
|
6,865,000
|
|
U.S. Treasury Notes, 4.00%, due 07/31/32
|
6,766,584
|
|
866,700
|
|
U.S. Treasury Notes, 4.13%, due 02/15/36
|
845,710
|
|
9,050,000
|
|
U.S. Treasury Notes, 4.25%, due 08/15/35
|
8,935,814
|
|
17,865,000
|
|
U.S. Treasury Notes, 4.63%, due 02/15/35(t)
|
18,150,421
|
|
|
|
|
141,759,006
|
|
|
|
TOTAL DEBT OBLIGATIONS (COST $2,037,044,922)
|
2,034,909,464
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|
COMMON STOCKS — 0.7%
|
|
|
|
|
Basic Materials — 0.0%
|
|
|
1,282
|
|
Arctic Canadian Diamond Co. Ltd.(h)(i)(j)
|
—
|
|
|
|
Energy — 0.0%
|
|
|
25,000
|
|
Enviva, Inc.*
|
488,750
|
|
|
|
Financial — 0.6%
|
|
|
100,752
|
|
ARES Capital Corp.(m)
|
1,866,935
|
|
58,527
|
|
Bain Capital Specialty Finance, Inc.(m)
|
732,758
|
|
151,455
|
|
Barings BDC, Inc.(m)
|
1,290,397
|
|
30,000
|
|
Blackstone Secured Lending Fund(m)
|
711,300
|
|
105,767
|
|
Blue Owl Capital Corp.
|
1,149,687
|
|
52,534
|
|
Blue Owl Technology Finance Corp.(m)
|
543,727
|
|
41,103
|
|
Crescent Capital BDC, Inc.(m)
|
448,845
|
|
6,679
|
|
FS KKR Capital Corp.
|
70,129
|
|
135,734
|
|
Goldman Sachs BDC, Inc.(m)
|
1,286,758
|
|
112,228
|
|
Golub Capital BDC, Inc.(m)
|
1,445,497
|
|
30,461
|
|
Hercules Capital, Inc.(m)
|
480,370
|
|
49,040
|
|
MSC Income Fund, Inc.(m)
|
567,393
|
|
36,565
|
|
Nuveen Churchill Direct Lending Corp.(m)
|
454,137
|
|
53,000
|
|
Oaktree Specialty Lending Corp.(m)
|
632,820
|
|
96,968
|
|
Runway Growth Finance Corp.(m)
|
543,990
|
|
36,383
|
|
Sixth Street Specialty Lending, Inc.(m)
|
624,696
|
|
|
|
|
12,849,439
|
|
|
|
Industrial — 0.1%
|
|
|
101,030
|
|
Ardagh Holdings SA*(m)
|
685,133
|
|
366
|
|
Labels Buyer LLC*
|
34,618
|
|
8,385
|
|
Luxco Co. Ltd.*(j)
|
168,086
|
|
|
|
|
887,837
|
|
|
|
Technology — 0.0%
|
|
|
23,382
|
|
Avaya Holdings Corp.*
|
347,316
|
|
|
|
TOTAL COMMON STOCKS (COST $16,610,394)
|
14,573,342
|
|
|
|
INVESTMENT COMPANY — 0.3%
|
|
|
134,800
|
|
SPDR Blackstone Senior Loan ETF(m)
|
5,431,092
|
|
|
|
TOTAL INVESTMENT COMPANY (COST $5,497,090)
|
5,431,092
|
|
|
|||
|
|
|
PREFERRED STOCKS — 0.2%
|
|
|
|
|
Communications — 0.0%
|
|
|
3,122
|
|
Alphabet, Inc., Series A, 6.25%*
|
158,878
|
|
3,122
|
|
Alphabet, Inc., Series B, 6.25%*
|
157,037
|
|
7,825
|
|
T-Mobile USA, Inc., 5.50%
|
159,552
|
|
|
|
|
475,467
|
|
|
|
Financial — 0.1%
|
|
|
5,059
|
|
ARES Management Corp., Series B, 6.75%(m)
|
185,412
|
|
Shares
|
|
Description
|
Value ($)
|
|
|
|||
|
|
|
Financial — continued
|
|
|
100
|
|
Bank of America Corp., Series L, 7.25%(n)
|
125,450
|
|
4,585
|
|
Brighthouse Financial, Inc., Series C, 5.38%(n)
|
54,882
|
|
2,650
|
|
Capital One Financial Corp., Series I, 5.00%(m)(n)
|
48,442
|
|
7,578
|
|
Capital One Financial Corp., Series N, 4.25%(n)
|
118,293
|
|
8,554
|
|
Citigroup, Inc., Series II, 6.25%(m)(n)
|
215,219
|
|
12,100
|
|
Citizens Financial Group, Inc., Series I, 6.50%(b)(m)(n)
|
299,838
|
|
4,725
|
|
Corebridge Financial, Inc., 6.38%
|
108,391
|
|
9,603
|
|
Enstar Group Ltd., Series D, 7.00%(b)(n)
|
203,584
|
|
3,881
|
|
KeyCorp, Series F, 5.65%(m)(n)
|
80,996
|
|
5,948
|
|
KKR & Co., Inc., Series D, 6.25%
|
237,028
|
|
1,166
|
|
Morgan Stanley, Series O, 4.25%(n)
|
19,787
|
|
8,950
|
|
Morgan Stanley, Series Q, 6.63%(m)(n)
|
227,330
|
|
11,425
|
|
Synchrony Financial, Series B, 8.25%(b)(n)
|
295,565
|
|
3,025
|
|
Wells Fargo & Co., Series AA, 4.70%(n)
|
55,509
|
|
3,736
|
|
Wells Fargo & Co., Series Z, 4.75%(n)
|
69,788
|
|
|
|
|
2,345,514
|
|
|
|
Industrial — 0.0%
|
|
|
7,500
|
|
Boeing Co., 6.00%
|
504,750
|
|
40
|
|
Labels Buyer LLC*
|
3,340
|
|
|
|
|
508,090
|
|
|
|
Technology — 0.1%
|
|
|
17,183
|
|
Oracle Corp., Series D, 6.50%*
|
772,376
|
|
|
|
Utilities — 0.0%
|
|
|
7,000
|
|
NextEra Energy, Inc., 7.38%*
|
335,580
|
|
2,690
|
|
PG&E Corp., Series A, 6.00%
|
111,285
|
|
2,100
|
|
PPL Corp., 7.00%*
|
103,047
|
|
1,625
|
|
Sempra, 5.75%(m)
|
33,898
|
|
4,950
|
|
Southern Co., 6.50%(m)
|
123,849
|
|
|
|
|
707,659
|
|
|
|
TOTAL PREFERRED STOCKS (COST $5,157,421)
|
4,809,106
|
|
|
|||
|
|
|
WARRANT — 0.0%
|
|
|
|
|
Industrial — 0.0%
|
|
|
161
|
|
Labels Buyer LLC, Expires 04/29/33*
|
765
|
|
|
|
TOTAL WARRANT (COST $1,610)
|
765
|
|
Notional Value
|
|
Description
|
Value ($)
|
|
|
|
PURCHASED OPTIONS — 0.0%
|
|
|
|
|
PURCHASED CURRENCY OPTIONS — 0.0%
|
|
|
|
|
Call Options — 0.0%
|
|
|
529,000
|
|
CALL - USD/PLN Option, Strike Price 3.63, Expires 10/23/26
|
20,110
|
|
403,000
|
|
CALL - USD/ZAR Option, Strike Price 16.13, Expires 08/24/26
|
11,117
|
|
|
|
|
31,227
|
|
|
|
Put Options — 0.0%
|
|
|
749,000
|
|
PUT - USD/CNY Option, Strike Price 6.67, Expires 09/29/26
|
1,285
|
|
762,000
|
|
PUT - USD/CNY Option, Strike Price 6.66, Expires 09/30/26
|
1,122
|
|
529,000
|
|
PUT - USD/PLN Option, Strike Price 3.63, Expires 10/23/26
|
2,428
|
|
403,000
|
|
PUT - USD/ZAR Option, Strike Price 16.13, Expires 08/24/26
|
3,181
|
|
438,000
|
|
PUT - USD/ZAR Option, Strike Price 16.43, Expires 12/16/26
|
10,731
|
|
|
|
|
18,747
|
|
|
|
TOTAL PURCHASED CURRENCY OPTIONS
(PREMIUMS PAID $71,010)
|
49,974
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
SHORT-TERM INVESTMENTS — 4.7%
|
|
|
|
|
Mutual Fund - Securities Lending Collateral — 3.4%
|
|
|
70,305,594
|
|
State Street Navigator Securities Lending Government Money Market Portfolio,
3.66%(u)(v)
|
70,305,594
|
|
|
|
Sovereign Debt Obligations — 0.0%
|
|
|
216,359,000
|
NGN
|
Nigeria OMO Bills, 18.12%, due 01/12/27(l)
|
142,773
|
|
216,358,000
|
NGN
|
Nigeria OMO Bills, 19.39%, due 09/22/26(l)
|
149,999
|
|
|
|
|
292,772
|
|
|
|
Repurchase Agreement — 1.1%
|
|
|
23,400,000
|
|
Paribas Repurchase Agreement, dated 06/30/26, maturing on 07/01/26 with a maturity
value of $23,402,399 and a rate of 3.69%, collateralized by 10-Year U.S. Treasury
Inflation Protected Bond, 1.875%, with a maturity date 07/15/35 and a market value
of $22,718,129
|
23,400,000
|
|
|
|
U.S. Government and Agency Obligations — 0.2%
|
|
|
100,000
|
|
U.S. Treasury Bills, 3.30%, due 07/09/26(l)
|
99,919
|
|
60,000
|
|
U.S. Treasury Bills, 3.61%, due 08/06/26(l)
|
59,783
|
|
53,100
|
|
U.S. Treasury Bills, 3.50%, due 07/16/26(l)
|
53,021
|
|
279,000
|
|
U.S. Treasury Bills, 3.59%, due 08/13/26(l)(r)
|
277,786
|
|
726,000
|
|
U.S. Treasury Bills, 3.69%, due 08/27/26(l)(r)
|
721,786
|
|
145,000
|
|
U.S. Treasury Bills, 3.18%, due 07/07/26(l)
|
144,914
|
|
327,000
|
|
U.S. Treasury Bills, 3.60%, due 07/28/26(l)
|
326,115
|
|
135,000
|
|
U.S. Treasury Bills, 3.68%, due 08/11/26(l)
|
134,442
|
|
560,000
|
|
U.S. Treasury Bills, 3.70%, due 08/18/26(l)
|
557,272
|
|
450,000
|
|
U.S. Treasury Bills, 3.70%, due 09/03/26(l)
|
447,080
|
|
46,000
|
|
U.S. Treasury Bills, 3.72%, due 08/25/26(l)
|
45,744
|
|
437,000
|
|
U.S. Treasury Bills, 3.53%, due 07/21/26(l)(r)
|
436,127
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
U.S. Government and Agency Obligations — continued
|
|
|
25,000
|
|
U.S. Treasury Bills, 3.71%, due 09/08/26(l)
|
24,824
|
|
|
|
|
3,328,813
|
|
|
|
TOTAL SHORT-TERM INVESTMENTS (COST $97,333,725)
|
97,327,179
|
|
|
|
TOTAL INVESTMENTS — 104.4%
(Cost $2,161,716,172)
|
2,157,100,922
|
|
|
|
Other Assets and Liabilities (net)(w) — (4.4)%
|
(90,201,829)
|
|
|
|
NET ASSETS — 100.0%
|
$2,066,899,093
|
|
|
Notes to Schedule of Investments:
|
|
*
|
Non-income producing security.
|
|
(a)
|
Unless otherwise indicated, all par values are denominated in United States dollars
($).
|
|
(b)
|
Variable or floating rate note. Rate shown is as of June 30, 2026.
|
|
(c)
|
Variable or floating rate security, which interest rate adjusts periodically based
on changes in current
interest rates and prepayments on the underlying pool of assets. Rate shown is the
rate in effect as
of period end.
|
|
(d)
|
Year of maturity is greater than 2100.
|
|
(e)
|
Step coupon security that pays an initial coupon rate for the first period and then
a lower/higher
coupon rate for the following periods. Rate shown is current coupon rate.
|
|
(f)
|
Security exempt from registration under Regulation S of the Securities Act of 1933,
which exempts
from registration securities offered and sold outside the United States. Security
may not be offered
or sold in the United States except pursuant to an exemption from, or in a transaction
not subject
to, the registration requirements of the Securities Act of 1933.
|
|
(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
will be
adjusted on settlement date.
|
|
(h)
|
Level 3 - significant unobservable inputs were used in determining the value of this
security in the
Fund.
|
|
(i)
|
Securities fair valued by the Valuation Committee as approved by the Board of Trustees.
The total
market value of the securities at period end is $1,735,174 which represents 0.1% of
net assets. The
aggregate tax cost of these securities held at June 30, 2026 was $2,741,727.
|
|
(j)
|
Restricted securities are not registered under the Securities Act of 1933 and are
subject to legal
restrictions on resale. These securities generally may be resold in transactions exempt
from
registration or to the public if the securities are subsequently registered. Disposal
of these securities
may involve time-consuming negotiations and prompt sale at an acceptable price may
be difficult.
As of period end, the market value of restricted securities was $500,961, which is
0.0% of net
assets. See details shown in the Restricted Securities table that follows.
|
|
(k)
|
Represents a zero coupon bond; no yield to maturity is available.
|
|
(l)
|
Interest rate presented is yield to maturity.
|
|
(m)
|
All or a portion of this security is out on loan.
|
|
(n)
|
Security is perpetual and has no stated maturity date.
|
|
(o)
|
Security is currently in default.
|
|
(p)
|
When-issued security.
|
|
(q)
|
All or a portion of this security has been pledged to cover collateral requirements
on reverse
repurchase agreements.
|
|
(r)
|
All or a portion of this security is pledged for forward foreign currency contracts,
OTC swaps,
and/or OTC options collateral.
|
|
(s)
|
All or a portion of this security is pledged for open futures collateral.
|
|
(t)
|
All or a portion of this security is pledged for centrally cleared swaps collateral.
|
|
(u)
|
The rate disclosed is the 7-day net yield as of June 30, 2026.
|
|
(v)
|
Represents an investment of securities lending cash collateral.
|
|
(w)
|
As of June 30, 2026, the value of unfunded loan commitments was $4,033,017 for the
Fund. See
Notes to the Schedule of Investments.
|
|
144A
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933.
These securities
may be resold in transactions exempt from registration, normally to qualified institutional
buyers.
The total market value of the securities at period end is $898,446,844 which represents
43.5% of
net assets.
|
|
Restricted Securities
|
Acquisition
Date
|
Principal/Share
Amount
|
Cost
|
Value
|
|
|
Arctic Canadian Diamond Co. Ltd.
|
07/31/23
|
USD
|
1,282
|
$0
|
$0
|
|
Arctic Canadian Diamond Co. Ltd., 2nd Lien PIK
Term Loan, 4.29%, (4.31% Fixed or PIK), due
12/17/33
|
02/02/21
|
USD
|
1,345,120
|
1,345,120
|
332,875
|
|
Luxco Co. Ltd.
|
10/01/25
|
EUR
|
8,385
|
147,023
|
168,086
|
|
|
|
|
|
|
$500,961
|
|
Face Value
|
Description
|
Value ($)
|
|
(995,256)
|
Barclays Bank PLC Reverse Repurchase Agreement, 3.50%, (Collateral: Republic of Kenya
Government International Bonds, Reg S,
6.30%, due 01/23/34, valued at $1,014,288), to be repurchased on demand at face value
plus accrued interest.
|
(995,256
)
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
ARS
|
304,135,000
|
USD
|
186,586
|
07/14/26
|
Bank of America, N.A.
|
$17,238
|
|
ARS
|
2,484,800,000
|
USD
|
1,717,208
|
07/21/26
|
Citibank N.A.
|
(58,712
)
|
|
ARS
|
165,615,000
|
USD
|
103,509
|
09/14/26
|
Goldman Sachs International
|
3,727
|
|
ARS
|
199,215,000
|
USD
|
112,234
|
10/16/26
|
Goldman Sachs International
|
14,526
|
|
ARS
|
209,180,000
|
USD
|
132,476
|
11/30/26
|
Goldman Sachs International
|
(2,914
)
|
|
ARS
|
75,420,000
|
USD
|
46,700
|
12/02/26
|
Goldman Sachs International
|
(41
)
|
|
ARS
|
94,485,000
|
USD
|
56,578
|
07/14/26
|
JPMorgan Chase Bank N.A.
|
6,744
|
|
AUD
|
5,642,000
|
USD
|
3,892,980
|
07/02/26
|
HSBC Bank PLC
|
15,798
|
|
AUD
|
70,000
|
USD
|
49,224
|
09/16/26
|
Standard Chartered Bank
|
(793
)
|
|
AUD
|
40,000
|
USD
|
28,033
|
09/16/26
|
UBS AG
|
(359
)
|
|
BRL
|
22,313,612
|
USD
|
4,176,521
|
07/02/26
|
Bank of America, N.A.
|
134,496
|
|
BRL
|
1,603,798
|
USD
|
312,000
|
07/02/26
|
Bank of America, N.A.
|
(2,144
)
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
BRL
|
20,918,122
|
USD
|
4,094,808
|
08/04/26
|
Bank of America, N.A.
|
$(84,846
)
|
|
BRL
|
4,052,421
|
USD
|
782,834
|
07/02/26
|
Barclays Bank PLC
|
98
|
|
BRL
|
3,625,662
|
USD
|
688,635
|
09/02/26
|
Citibank N.A.
|
1,455
|
|
BRL
|
18,900,576
|
USD
|
3,671,606
|
09/02/26
|
Citibank N.A.
|
(74,168
)
|
|
BRL
|
38,048,247
|
USD
|
7,419,024
|
09/02/26
|
Goldman Sachs International
|
(177,118
)
|
|
BRL
|
375,000
|
USD
|
71,138
|
09/02/26
|
Goldman Sachs International
|
237
|
|
BRL
|
19,723,003
|
USD
|
3,810,030
|
07/02/26
|
JPMorgan Chase Bank N.A.
|
478
|
|
BRL
|
340,000
|
USD
|
64,934
|
09/02/26
|
JPMorgan Chase Bank N.A.
|
(220
)
|
|
BRL
|
20,099,391
|
USD
|
3,821,686
|
10/02/26
|
JPMorgan Chase Bank N.A.
|
(22,143
)
|
|
BRL
|
7,939,000
|
USD
|
1,502,659
|
09/02/26
|
Morgan Stanley and Co. International PLC
|
8,409
|
|
BRL
|
315,000
|
USD
|
60,066
|
09/02/26
|
Morgan Stanley and Co. International PLC
|
(111
)
|
|
BRL
|
125,000
|
USD
|
24,231
|
09/02/26
|
Standard Chartered Bank
|
(439
)
|
|
CAD
|
25,000
|
USD
|
18,024
|
09/16/26
|
Standard Chartered Bank
|
(344
)
|
|
CLP
|
512,985,000
|
USD
|
558,746
|
09/16/26
|
Bank of America, N.A.
|
(2,018
)
|
|
CLP
|
2,062,748,775
|
USD
|
2,244,656
|
09/16/26
|
Citibank N.A.
|
(6,011
)
|
|
CLP
|
2,062,748,774
|
USD
|
2,257,751
|
09/16/26
|
Goldman Sachs International
|
(19,106
)
|
|
CNH
|
2,165,000
|
USD
|
317,495
|
07/15/26
|
Bank of America, N.A.
|
1,722
|
|
CNH
|
1,050,000
|
USD
|
155,783
|
09/16/26
|
Bank of America, N.A.
|
(303
)
|
|
CNH
|
166,000
|
USD
|
24,639
|
09/16/26
|
Deutsche Bank AG
|
(58
)
|
|
CNH
|
411,000
|
USD
|
60,705
|
09/16/26
|
Deutsche Bank AG
|
154
|
|
CNH
|
1,992,000
|
USD
|
291,612
|
07/13/26
|
JPMorgan Chase Bank N.A.
|
2,061
|
|
CNH
|
1,644,000
|
USD
|
242,562
|
09/16/26
|
JPMorgan Chase Bank N.A.
|
874
|
|
CNH
|
7,337,089
|
USD
|
1,090,984
|
09/16/26
|
Merrill Lynch International
|
(4,539
)
|
|
CNH
|
3,653,000
|
USD
|
542,604
|
09/16/26
|
Standard Chartered Bank
|
(1,683
)
|
|
COP
|
1,272,195,727
|
USD
|
329,235
|
09/16/26
|
Bank of America, N.A.
|
33,374
|
|
COP
|
5,615,500,000
|
USD
|
1,537,230
|
09/16/26
|
Citibank N.A.
|
63,333
|
|
COP
|
397,600,000
|
USD
|
109,986
|
09/16/26
|
Deutsche Bank AG
|
3,340
|
|
COP
|
592,200,000
|
USD
|
165,471
|
09/16/26
|
Goldman Sachs International
|
3,321
|
|
COP
|
5,615,500,000
|
USD
|
1,540,604
|
09/16/26
|
HSBC Bank PLC
|
59,959
|
|
COP
|
4,188,709,999
|
USD
|
1,199,508
|
09/16/26
|
Merrill Lynch International
|
(5,617
)
|
|
COP
|
18,674,493,474
|
USD
|
5,429,105
|
07/27/26
|
Morgan Stanley and Co. International PLC
|
(45,113
)
|
|
COP
|
110,300,000
|
USD
|
31,480
|
09/16/26
|
State Street Bank and Trust
|
(42
)
|
|
CZK
|
16,440,000
|
USD
|
785,310
|
09/16/26
|
Barclays Bank PLC
|
(10,250
)
|
|
CZK
|
3,944,000
|
USD
|
184,832
|
09/16/26
|
Citibank N.A.
|
1,108
|
|
CZK
|
7,402,000
|
USD
|
354,578
|
09/16/26
|
Deutsche Bank AG
|
(5,612
)
|
|
CZK
|
75,734,582
|
USD
|
3,612,695
|
09/16/26
|
Standard Chartered Bank
|
(42,202
)
|
|
EGP
|
12,430,000
|
USD
|
232,250
|
09/16/26
|
Bank of America, N.A.
|
12,571
|
|
EGP
|
14,470,000
|
USD
|
272,684
|
10/05/26
|
Bank of America, N.A.
|
10,481
|
|
EGP
|
2,640,000
|
USD
|
49,887
|
12/31/26
|
Bank of America, N.A.
|
81
|
|
EGP
|
205,331,167
|
USD
|
3,536,714
|
03/17/27
|
Citibank N.A.
|
243,565
|
|
EGP
|
3,180,000
|
USD
|
59,606
|
12/23/26
|
Deutsche Bank AG
|
764
|
|
EGP
|
21,668,833
|
USD
|
376,195
|
03/17/27
|
Goldman Sachs International
|
22,742
|
|
EUR
|
211,000
|
USD
|
248,558
|
07/07/26
|
Bank of America, N.A.
|
(7,273
)
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
EUR
|
449,000
|
USD
|
509,454
|
07/31/26
|
Citibank N.A.
|
$4,491
|
|
EUR
|
62,000
|
USD
|
71,919
|
09/16/26
|
Citibank N.A.
|
(810
)
|
|
EUR
|
134,337
|
USD
|
153,563
|
09/16/26
|
Citibank N.A.
|
511
|
|
EUR
|
197,000
|
USD
|
229,491
|
09/16/26
|
Deutsche Bank AG
|
(3,549
)
|
|
EUR
|
96,000
|
USD
|
109,993
|
09/16/26
|
Deutsche Bank AG
|
111
|
|
EUR
|
1,800,000
|
USD
|
2,065,050
|
09/16/26
|
Goldman Sachs & Co.
|
(599
)
|
|
EUR
|
18,970,590
|
USD
|
21,546,796
|
07/02/26
|
HSBC Bank PLC
|
142,281
|
|
EUR
|
1,544,750
|
USD
|
1,770,850
|
09/16/26
|
HSBC Bank PLC
|
851
|
|
EUR
|
208,000
|
USD
|
241,643
|
09/16/26
|
JPMorgan Chase Bank N.A.
|
(3,084
)
|
|
EUR
|
1,666,293
|
USD
|
1,903,688
|
09/16/26
|
Merrill Lynch International
|
7,412
|
|
EUR
|
133,759
|
USD
|
155,302
|
09/16/26
|
Standard Chartered Bank
|
(1,892
)
|
|
EUR
|
1,363,331
|
USD
|
1,554,168
|
09/16/26
|
Standard Chartered Bank
|
9,459
|
|
EUR
|
56,815
|
USD
|
65,000
|
07/31/26
|
UBS AG
|
33
|
|
EUR
|
203,000
|
USD
|
235,410
|
09/16/26
|
UBS AG
|
(2,586
)
|
|
GBP
|
1,080,000
|
USD
|
1,449,238
|
07/02/26
|
JPMorgan Chase Bank N.A.
|
(15,809
)
|
|
GBP
|
1,080,000
|
USD
|
1,429,128
|
08/04/26
|
JPMorgan Chase Bank N.A.
|
4,268
|
|
GBP
|
33,000
|
USD
|
44,220
|
09/16/26
|
The BNY Mellon
|
(421
)
|
|
GHS
|
7,280,000
|
USD
|
652,330
|
03/17/27
|
Citibank N.A.
|
(40,063
)
|
|
HUF
|
133,968,000
|
USD
|
434,306
|
09/16/26
|
Bank of America, N.A.
|
(5,200
)
|
|
HUF
|
922,226,578
|
USD
|
2,977,015
|
09/16/26
|
Citibank N.A.
|
(23,083
)
|
|
HUF
|
601,548,732
|
USD
|
1,948,525
|
09/16/26
|
Goldman Sachs International
|
(21,739
)
|
|
HUF
|
35,400,000
|
USD
|
113,234
|
09/16/26
|
Goldman Sachs International
|
153
|
|
HUF
|
371,797,000
|
USD
|
1,232,720
|
07/10/26
|
HSBC Bank PLC
|
(38,857
)
|
|
HUF
|
189,107,406
|
USD
|
618,292
|
07/10/26
|
JPMorgan Chase Bank N.A.
|
(11,057
)
|
|
HUF
|
7,600,000
|
USD
|
24,263
|
09/16/26
|
Morgan Stanley and Co. International PLC
|
80
|
|
IDR
|
4,292,136,000
|
USD
|
239,798
|
07/02/26
|
Bank of America, N.A.
|
255
|
|
IDR
|
1,071,258,000
|
USD
|
59,850
|
07/02/26
|
Barclays Bank PLC
|
64
|
|
IDR
|
5,363,991,811
|
USD
|
298,913
|
07/02/26
|
Deutsche Bank AG
|
1,087
|
|
IDR
|
76,818,837,735
|
USD
|
4,233,982
|
09/16/26
|
Deutsche Bank AG
|
35,937
|
|
IDR
|
10,087,507,675
|
USD
|
556,675
|
12/16/26
|
Deutsche Bank AG
|
398
|
|
IDR
|
1,920,000,000
|
USD
|
106,206
|
09/16/26
|
Goldman Sachs International
|
515
|
|
IDR
|
13,083,338,620
|
USD
|
727,780
|
07/06/26
|
HSBC Bank PLC
|
3,634
|
|
IDR
|
1,921,000,000
|
USD
|
106,811
|
09/16/26
|
Morgan Stanley and Co. International PLC
|
(34
)
|
|
IDR
|
1,540,000,000
|
USD
|
85,044
|
09/16/26
|
State Street Bank and Trust
|
555
|
|
ILS
|
95,000
|
USD
|
32,084
|
09/16/26
|
Goldman Sachs International
|
(138
)
|
|
INR
|
75,542,552
|
USD
|
800,647
|
07/01/26
|
Bank of America, N.A.
|
(2,595
)
|
|
INR
|
23,947,459
|
USD
|
252,000
|
07/27/26
|
Bank of America, N.A.
|
467
|
|
INR
|
35,929,798
|
USD
|
380,000
|
07/29/26
|
Bank of America, N.A.
|
(1,274
)
|
|
INR
|
46,123,254
|
USD
|
485,043
|
09/16/26
|
Bank of America, N.A.
|
(766
)
|
|
INR
|
83,451,720
|
USD
|
880,000
|
08/03/26
|
Barclays Bank PLC
|
(739
)
|
|
INR
|
28,031,064
|
USD
|
295,266
|
09/16/26
|
Barclays Bank PLC
|
(950
)
|
|
INR
|
285,500,000
|
USD
|
2,996,432
|
09/16/26
|
Citibank N.A.
|
1,207
|
|
INR
|
75,512,222
|
USD
|
776,044
|
07/01/26
|
Deutsche Bank AG
|
21,687
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
INR
|
38,524,504
|
USD
|
399,389
|
07/20/26
|
Deutsche Bank AG
|
$7,003
|
|
INR
|
162,040,075
|
USD
|
1,686,545
|
09/16/26
|
Deutsche Bank AG
|
14,812
|
|
INR
|
153,000,000
|
USD
|
1,605,714
|
09/16/26
|
Goldman Sachs International
|
727
|
|
INR
|
8,630,000
|
USD
|
90,825
|
09/16/26
|
Goldman Sachs International
|
(213
)
|
|
INR
|
122,478,679
|
USD
|
1,270,327
|
07/20/26
|
HSBC Bank PLC
|
21,691
|
|
INR
|
443,496,659
|
USD
|
4,645,292
|
09/16/26
|
HSBC Bank PLC
|
11,250
|
|
INR
|
42,619,866
|
USD
|
447,494
|
09/30/26
|
HSBC Bank PLC
|
(485
)
|
|
INR
|
6,695,364
|
USD
|
70,689
|
07/06/26
|
JPMorgan Chase Bank N.A.
|
23
|
|
INR
|
978,662
|
USD
|
10,144
|
07/20/26
|
JPMorgan Chase Bank N.A.
|
180
|
|
INR
|
110,223,000
|
USD
|
1,146,413
|
09/16/26
|
JPMorgan Chase Bank N.A.
|
10,886
|
|
INR
|
43,166,628
|
USD
|
452,580
|
09/30/26
|
JPMorgan Chase Bank N.A.
|
164
|
|
JPY
|
70,286,917
|
USD
|
441,881
|
07/02/26
|
Bank of America, N.A.
|
(9,413
)
|
|
JPY
|
593,856,040
|
USD
|
3,683,372
|
08/04/26
|
Barclays Bank PLC
|
(19,931
)
|
|
JPY
|
495,875,218
|
USD
|
3,107,016
|
07/02/26
|
HSBC Bank PLC
|
(55,946
)
|
|
JPY
|
29,218,085
|
USD
|
183,904
|
07/02/26
|
JPMorgan Chase Bank N.A.
|
(4,128
)
|
|
KRW
|
873,305,960
|
USD
|
568,000
|
07/27/26
|
Bank of America, N.A.
|
(4,103
)
|
|
KRW
|
727,682,200
|
USD
|
470,000
|
08/03/26
|
Barclays Bank PLC
|
(88
)
|
|
KRW
|
102,300,000
|
USD
|
67,420
|
09/16/26
|
Goldman Sachs International
|
(1,284
)
|
|
KRW
|
165,315,711
|
USD
|
108,399
|
07/15/26
|
HSBC Bank PLC
|
(1,672
)
|
|
KRW
|
59,809,941
|
USD
|
39,559
|
07/15/26
|
JPMorgan Chase Bank N.A.
|
(945
)
|
|
KRW
|
399,130,000
|
USD
|
262,996
|
09/16/26
|
JPMorgan Chase Bank N.A.
|
(4,962
)
|
|
KRW
|
394,672,460
|
USD
|
260,000
|
07/06/26
|
Morgan Stanley and Co. International PLC
|
(5,237
)
|
|
KRW
|
394,099,893
|
USD
|
254,701
|
07/15/26
|
Morgan Stanley and Co. International PLC
|
(271
)
|
|
KRW
|
99,550,000
|
USD
|
64,658
|
09/16/26
|
Morgan Stanley and Co. International PLC
|
(300
)
|
|
KZT
|
224,296,020
|
USD
|
416,520
|
07/16/26
|
Deutsche Bank AG
|
50,610
|
|
KZT
|
84,851,171
|
USD
|
156,711
|
07/20/26
|
Deutsche Bank AG
|
19,761
|
|
KZT
|
153,226,765
|
USD
|
286,805
|
07/29/26
|
Deutsche Bank AG
|
30,887
|
|
KZT
|
18,991,016
|
USD
|
35,431
|
08/03/26
|
Deutsche Bank AG
|
3,876
|
|
KZT
|
93,900,000
|
USD
|
184,606
|
09/16/26
|
Deutsche Bank AG
|
6,636
|
|
KZT
|
96,453,658
|
USD
|
178,156
|
07/07/26
|
Morgan Stanley and Co. International PLC
|
23,363
|
|
MXN
|
253,000
|
USD
|
14,049
|
07/28/26
|
Bank of America, N.A.
|
399
|
|
MXN
|
3,653,000
|
USD
|
210,859
|
09/17/26
|
Bank of America, N.A.
|
(3,121
)
|
|
MXN
|
740,000
|
USD
|
42,695
|
09/17/26
|
BNP Paribas S.A.
|
(613
)
|
|
MXN
|
780,000
|
USD
|
44,999
|
09/17/26
|
Deutsche Bank AG
|
(642
)
|
|
MXN
|
2,900,000
|
USD
|
164,449
|
09/17/26
|
Deutsche Bank AG
|
467
|
|
MXN
|
33,344,248
|
USD
|
1,901,940
|
09/17/26
|
Goldman Sachs International
|
(5,732
)
|
|
MXN
|
9,167,000
|
USD
|
525,567
|
09/17/26
|
HSBC Bank PLC
|
(4,262
)
|
|
MXN
|
1,604,086
|
USD
|
91,112
|
09/17/26
|
HSBC Bank PLC
|
108
|
|
MXN
|
115,000
|
USD
|
6,362
|
09/08/26
|
JPMorgan Chase Bank N.A.
|
183
|
|
MXN
|
87,627,262
|
USD
|
5,043,673
|
09/17/26
|
JPMorgan Chase Bank N.A.
|
(60,519
)
|
|
MXN
|
5,285,414
|
USD
|
301,338
|
12/16/26
|
JPMorgan Chase Bank N.A.
|
(2,918
)
|
|
MXN
|
750,000
|
USD
|
41,771
|
07/28/26
|
Morgan Stanley and Co. International PLC
|
1,059
|
|
MXN
|
940,000
|
USD
|
51,991
|
09/08/26
|
Morgan Stanley and Co. International PLC
|
1,504
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
MXN
|
3,070,000
|
USD
|
174,565
|
09/17/26
|
Royal Bank of Canada
|
$18
|
|
MXN
|
51,682,421
|
USD
|
2,933,685
|
09/17/26
|
Standard Chartered Bank
|
5,371
|
|
MXN
|
900,000
|
USD
|
51,310
|
09/17/26
|
State Street Bank and Trust
|
(130
)
|
|
MXN
|
11,549,000
|
USD
|
658,038
|
09/17/26
|
Wells Fargo Bank N.A.
|
(1,274
)
|
|
MXN
|
1,130,000
|
USD
|
64,231
|
09/17/26
|
Wells Fargo Bank N.A.
|
29
|
|
MYR
|
395,000
|
USD
|
97,315
|
09/17/26
|
BNP Paribas S.A.
|
(262
)
|
|
MYR
|
6,563,834
|
USD
|
1,620,247
|
09/17/26
|
Standard Chartered Bank
|
(7,482
)
|
|
NGN
|
86,004,000
|
USD
|
61,475
|
09/02/26
|
Bank of America, N.A.
|
(858
)
|
|
NGN
|
27,837,000
|
USD
|
19,813
|
09/16/26
|
Bank of America, N.A.
|
(314
)
|
|
NGN
|
859,450,814
|
USD
|
511,274
|
09/16/26
|
Citibank N.A.
|
90,742
|
|
NGN
|
511,079,694
|
USD
|
329,092
|
03/17/27
|
Citibank N.A.
|
5,921
|
|
NGN
|
71,352,000
|
USD
|
50,568
|
09/02/26
|
Goldman Sachs International
|
(278
)
|
|
NGN
|
18,423,000
|
USD
|
13,197
|
09/16/26
|
Goldman Sachs International
|
(292
)
|
|
NGN
|
127,769,923
|
USD
|
88,791
|
12/16/26
|
Goldman Sachs International
|
(2,442
)
|
|
NGN
|
127,769,923
|
USD
|
84,281
|
06/16/27
|
Goldman Sachs International
|
(2,924
)
|
|
NGN
|
813,776,946
|
USD
|
482,954
|
09/16/26
|
Standard Chartered Bank
|
87,069
|
|
NGN
|
127,769,923
|
USD
|
88,791
|
12/16/26
|
Standard Chartered Bank
|
(2,442
)
|
|
NGN
|
127,769,923
|
USD
|
84,728
|
06/16/27
|
Standard Chartered Bank
|
(3,371
)
|
|
NOK
|
257,240
|
USD
|
27,786
|
07/02/26
|
Bank of America, N.A.
|
(1,790
)
|
|
NOK
|
639,029
|
USD
|
68,776
|
07/02/26
|
Deutsche Bank AG
|
(4,198
)
|
|
NOK
|
1,518,647
|
USD
|
163,781
|
07/02/26
|
HSBC Bank PLC
|
(10,313
)
|
|
NOK
|
584,157
|
USD
|
58,755
|
08/04/26
|
HSBC Bank PLC
|
251
|
|
NOK
|
1,811,360
|
USD
|
182,916
|
08/04/26
|
JPMorgan Chase Bank N.A.
|
51
|
|
NZD
|
145,000
|
USD
|
84,791
|
09/16/26
|
BNP Paribas S.A.
|
(2,099
)
|
|
NZD
|
60,000
|
USD
|
35,046
|
09/16/26
|
State Street Bank and Trust
|
(829
)
|
|
PEN
|
360,000
|
USD
|
106,163
|
09/16/26
|
Bank of America, N.A.
|
(910
)
|
|
PEN
|
475,000
|
USD
|
138,869
|
09/16/26
|
Barclays Bank PLC
|
8
|
|
PEN
|
1,995,255
|
USD
|
581,656
|
09/16/26
|
Citibank N.A.
|
1,699
|
|
PEN
|
1,370,000
|
USD
|
405,565
|
09/16/26
|
Deutsche Bank AG
|
(5,017
)
|
|
PEN
|
286,000
|
USD
|
83,188
|
09/16/26
|
Goldman Sachs International
|
431
|
|
PEN
|
590,000
|
USD
|
174,170
|
09/16/26
|
Goldman Sachs International
|
(1,671
)
|
|
PEN
|
9,270,000
|
USD
|
2,699,409
|
09/16/26
|
Standard Chartered Bank
|
10,874
|
|
PHP
|
5,230,000
|
USD
|
84,927
|
09/16/26
|
Standard Chartered Bank
|
150
|
|
PLN
|
135,000
|
USD
|
35,825
|
09/16/26
|
Bank of America, N.A.
|
89
|
|
PLN
|
2,163,000
|
USD
|
587,312
|
09/16/26
|
Citibank N.A.
|
(11,898
)
|
|
PLN
|
380,000
|
USD
|
100,528
|
09/16/26
|
Citibank N.A.
|
561
|
|
PLN
|
632,519
|
USD
|
169,762
|
07/23/26
|
Deutsche Bank AG
|
(1,493
)
|
|
PLN
|
85,000
|
USD
|
23,035
|
09/16/26
|
Deutsche Bank AG
|
(423
)
|
|
PLN
|
17,334,511
|
USD
|
4,747,941
|
09/16/26
|
Goldman Sachs International
|
(136,516
)
|
|
PLN
|
664,911
|
USD
|
179,080
|
09/16/26
|
HSBC Bank PLC
|
(2,196
)
|
|
PLN
|
11,484,979
|
USD
|
3,151,434
|
07/10/26
|
JPMorgan Chase Bank N.A.
|
(96,021
)
|
|
PLN
|
1,495,000
|
USD
|
406,463
|
09/16/26
|
Morgan Stanley and Co. International PLC
|
(8,754
)
|
|
RON
|
245,000
|
USD
|
53,780
|
09/16/26
|
Bank of America, N.A.
|
(534
)
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
RON
|
105,000
|
USD
|
22,741
|
09/16/26
|
Bank of America, N.A.
|
$79
|
|
RON
|
805,000
|
USD
|
176,591
|
09/16/26
|
BNP Paribas S.A.
|
(1,640
)
|
|
RON
|
490,000
|
USD
|
106,357
|
09/16/26
|
Citibank N.A.
|
135
|
|
SGD
|
3,445,860
|
USD
|
2,662,335
|
07/02/26
|
Bank of America, N.A.
|
1,750
|
|
SGD
|
170,000
|
USD
|
133,134
|
09/16/26
|
Citibank N.A.
|
(1,000
)
|
|
SGD
|
2,666,533
|
USD
|
2,061,327
|
07/02/26
|
Deutsche Bank AG
|
239
|
|
SGD
|
1,364,028
|
USD
|
1,067,255
|
09/16/26
|
HSBC Bank PLC
|
(7,054
)
|
|
SGD
|
55,000
|
USD
|
43,033
|
09/16/26
|
Standard Chartered Bank
|
(284
)
|
|
THB
|
146,000
|
USD
|
4,748
|
08/26/26
|
Bank of America, N.A.
|
(333
)
|
|
THB
|
920,000
|
USD
|
28,044
|
09/16/26
|
Bank of America, N.A.
|
(177
)
|
|
THB
|
1,171,000
|
USD
|
36,310
|
10/27/26
|
Bank of America, N.A.
|
(705
)
|
|
THB
|
582,083
|
USD
|
17,458
|
07/06/26
|
HSBC Bank PLC
|
69
|
|
THB
|
2,267,216
|
USD
|
69,194
|
09/16/26
|
HSBC Bank PLC
|
(518
)
|
|
THB
|
10,498,959
|
USD
|
314,058
|
07/06/26
|
JPMorgan Chase Bank N.A.
|
2,081
|
|
THB
|
7,060,000
|
USD
|
218,026
|
09/16/26
|
Standard Chartered Bank
|
(4,173
)
|
|
THB
|
1,180,000
|
USD
|
35,897
|
09/16/26
|
State Street Bank and Trust
|
(154
)
|
|
TRY
|
3,608,405
|
USD
|
75,610
|
07/14/26
|
Barclays Bank PLC
|
969
|
|
TRY
|
4,505,771
|
USD
|
94,874
|
07/22/26
|
Barclays Bank PLC
|
160
|
|
TRY
|
74,394,747
|
USD
|
1,560,044
|
07/27/26
|
Barclays Bank PLC
|
3,028
|
|
TRY
|
10,620,039
|
USD
|
222,479
|
07/30/26
|
Barclays Bank PLC
|
140
|
|
TRY
|
13,965,000
|
USD
|
244,850
|
02/10/27
|
Barclays Bank PLC
|
4,610
|
|
TRY
|
166,583,440
|
USD
|
2,732,061
|
03/17/27
|
Barclays Bank PLC
|
158,105
|
|
TRY
|
52,260,000
|
USD
|
931,619
|
12/16/26
|
BNP Paribas S.A.
|
46,863
|
|
TRY
|
21,944,896
|
USD
|
368,590
|
03/17/27
|
BNP Paribas S.A.
|
12,147
|
|
TRY
|
12,500,000
|
USD
|
208,122
|
03/17/27
|
Citibank N.A.
|
8,749
|
|
TRY
|
6,841,715
|
USD
|
115,144
|
03/17/27
|
Goldman Sachs International
|
3,557
|
|
TRY
|
9,082,863
|
USD
|
190,873
|
07/23/26
|
JPMorgan Chase Bank N.A.
|
551
|
|
TRY
|
18,000,000
|
USD
|
300,980
|
03/17/27
|
Standard Chartered Bank
|
11,313
|
|
TWD
|
3,201,654
|
USD
|
101,040
|
07/15/26
|
Morgan Stanley and Co. International PLC
|
(461
)
|
|
TWD
|
90,300,000
|
USD
|
2,853,162
|
09/16/26
|
Standard Chartered Bank
|
(6,051
)
|
|
USD
|
123,759
|
ARS
|
198,015,000
|
07/14/26
|
Bank of America, N.A.
|
(8,946
)
|
|
USD
|
50,856
|
ARS
|
75,420,000
|
07/14/26
|
Goldman Sachs International
|
312
|
|
USD
|
86,097
|
ARS
|
125,185,000
|
07/14/26
|
JPMorgan Chase Bank N.A.
|
2,201
|
|
USD
|
203,184
|
AUD
|
290,000
|
09/16/26
|
Barclays Bank PLC
|
2,543
|
|
USD
|
768,950
|
AUD
|
1,074,282
|
07/02/26
|
HSBC Bank PLC
|
24,687
|
|
USD
|
3,890,543
|
AUD
|
5,642,000
|
08/04/26
|
HSBC Bank PLC
|
(15,950
)
|
|
USD
|
3,256,315
|
AUD
|
4,567,718
|
07/02/26
|
JPMorgan Chase Bank N.A.
|
91,800
|
|
USD
|
4,620,293
|
BRL
|
23,917,410
|
07/02/26
|
Bank of America, N.A.
|
(580
)
|
|
USD
|
40,000
|
BRL
|
207,875
|
07/02/26
|
Barclays Bank PLC
|
(162
)
|
|
USD
|
757,000
|
BRL
|
3,844,546
|
07/02/26
|
Barclays Bank PLC
|
14,229
|
|
USD
|
115,055
|
BRL
|
605,000
|
09/02/26
|
Deutsche Bank AG
|
(97
)
|
|
USD
|
335,723
|
BRL
|
1,775,000
|
09/02/26
|
Goldman Sachs International
|
(2,121
)
|
|
USD
|
168,082
|
BRL
|
865,000
|
09/02/26
|
Goldman Sachs International
|
3,443
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
3,832,793
|
BRL
|
19,723,003
|
07/02/26
|
JPMorgan Chase Bank N.A.
|
$22,284
|
|
USD
|
4,734,746
|
BRL
|
24,330,439
|
09/02/26
|
Standard Chartered Bank
|
103,817
|
|
USD
|
3,892,742
|
CAD
|
5,373,452
|
07/02/26
|
Barclays Bank PLC
|
105,287
|
|
USD
|
282,947
|
CAD
|
400,000
|
07/31/26
|
Deutsche Bank AG
|
656
|
|
USD
|
3,778,002
|
CAD
|
5,356,783
|
08/04/26
|
HSBC Bank PLC
|
(3,082
)
|
|
USD
|
104,572
|
CAD
|
145,000
|
09/16/26
|
Wells Fargo Bank N.A.
|
2,025
|
|
USD
|
180,420
|
CHF
|
142,000
|
07/02/26
|
Barclays Bank PLC
|
4,383
|
|
USD
|
1,395,663
|
CHF
|
1,093,876
|
07/02/26
|
HSBC Bank PLC
|
39,590
|
|
USD
|
1,526,904
|
CHF
|
1,230,453
|
08/04/26
|
HSBC Bank PLC
|
(3,991
)
|
|
USD
|
1,510,850
|
CLP
|
1,366,624,140
|
09/16/26
|
Citibank N.A.
|
27,690
|
|
USD
|
430,174
|
CLP
|
388,220,000
|
09/16/26
|
Deutsche Bank AG
|
8,850
|
|
USD
|
1,417,828
|
CLP
|
1,275,775,860
|
09/16/26
|
Goldman Sachs International
|
33,263
|
|
USD
|
32,343
|
CLP
|
29,600,000
|
09/16/26
|
State Street Bank and Trust
|
219
|
|
USD
|
155,662
|
CNH
|
1,075,000
|
07/15/26
|
Bank of America, N.A.
|
(2,841
)
|
|
USD
|
161,190
|
CNH
|
1,093,000
|
10/09/26
|
Bank of America, N.A.
|
(911
)
|
|
USD
|
2,953
|
CNH
|
20,000
|
08/04/26
|
Barclays Bank PLC
|
0
|
|
USD
|
2,963
|
CNH
|
20,000
|
07/02/26
|
Deutsche Bank AG
|
16
|
|
USD
|
45,852
|
CNH
|
308,000
|
09/16/26
|
Deutsche Bank AG
|
245
|
|
USD
|
2,872,296
|
CNH
|
19,406,666
|
09/16/26
|
HSBC Bank PLC
|
(1,362
)
|
|
USD
|
145,876
|
CNH
|
1,008,000
|
07/13/26
|
JPMorgan Chase Bank N.A.
|
(2,730
)
|
|
USD
|
160,483
|
CNH
|
1,090,000
|
10/08/26
|
JPMorgan Chase Bank N.A.
|
(1,162
)
|
|
USD
|
146,282
|
CNH
|
985,000
|
09/16/26
|
Morgan Stanley and Co. International PLC
|
428
|
|
USD
|
3,396,695
|
COP
|
13,400,981,454
|
09/16/26
|
Bank of America, N.A.
|
(422,931
)
|
|
USD
|
383,000
|
COP
|
1,340,117,000
|
09/16/26
|
Bank of America, N.A.
|
1,032
|
|
USD
|
4,918,547
|
COP
|
18,674,493,474
|
07/27/26
|
Barclays Bank PLC
|
(465,446
)
|
|
USD
|
3,941,234
|
COP
|
14,370,271,004
|
09/16/26
|
Barclays Bank PLC
|
(154,666
)
|
|
USD
|
476,606
|
COP
|
1,724,336,377
|
09/16/26
|
BNP Paribas S.A.
|
(14,875
)
|
|
USD
|
569,977
|
COP
|
2,002,943,486
|
09/16/26
|
Citibank N.A.
|
(914
)
|
|
USD
|
6,504,682
|
COP
|
23,772,895,036
|
09/16/26
|
Goldman Sachs International
|
(271,209
)
|
|
USD
|
276,162
|
COP
|
968,500,000
|
09/16/26
|
Goldman Sachs International
|
114
|
|
USD
|
433,900
|
COP
|
1,592,306,068
|
09/16/26
|
Merrill Lynch International
|
(19,948
)
|
|
USD
|
5,359,350
|
COP
|
18,674,493,474
|
09/16/26
|
Morgan Stanley and Co. International PLC
|
36,636
|
|
USD
|
245,953
|
CZK
|
5,150,000
|
09/16/26
|
Barclays Bank PLC
|
3,157
|
|
USD
|
43,787
|
CZK
|
930,000
|
09/16/26
|
Barclays Bank PLC
|
(57
)
|
|
USD
|
2,388,984
|
CZK
|
50,931,284
|
09/16/26
|
Citibank N.A.
|
(12,162
)
|
|
USD
|
371,820
|
CZK
|
7,770,000
|
09/16/26
|
Royal Bank of Canada
|
5,505
|
|
USD
|
1,375,822
|
CZK
|
28,821,567
|
09/16/26
|
Standard Chartered Bank
|
17,034
|
|
USD
|
88,753
|
EGP
|
4,790,000
|
09/16/26
|
Bank of America, N.A.
|
(5,591
)
|
|
USD
|
247,495
|
EGP
|
12,921,695
|
09/16/26
|
Citibank N.A.
|
(7,011
)
|
|
USD
|
21,452,529
|
EUR
|
18,394,590
|
07/02/26
|
Bank of America, N.A.
|
421,992
|
|
USD
|
387,796
|
EUR
|
335,000
|
07/07/26
|
Bank of America, N.A.
|
4,713
|
|
USD
|
1,308,441
|
EUR
|
1,127,950
|
09/16/26
|
Barclays Bank PLC
|
14,775
|
|
USD
|
134,506
|
EUR
|
117,578
|
07/31/26
|
BNP Paribas S.A.
|
(78
)
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
1,019,996
|
EUR
|
880,480
|
09/16/26
|
BNP Paribas S.A.
|
$10,158
|
|
USD
|
1,064,409
|
EUR
|
931,427
|
09/16/26
|
BNP Paribas S.A.
|
(3,861
)
|
|
USD
|
1,002,310
|
EUR
|
871,200
|
09/16/26
|
Citibank N.A.
|
3,115
|
|
USD
|
35,424
|
EUR
|
31,000
|
09/16/26
|
Citibank N.A.
|
(130
)
|
|
USD
|
42,691,916
|
EUR
|
37,189,012
|
07/31/26
|
Deutsche Bank AG
|
123,745
|
|
USD
|
12,458,074
|
EUR
|
10,750,000
|
09/16/26
|
Deutsche Bank AG
|
128,712
|
|
USD
|
248,446
|
EUR
|
217,000
|
09/16/26
|
Deutsche Bank AG
|
(436
)
|
|
USD
|
37,932,430
|
EUR
|
32,647,459
|
09/16/26
|
Goldman Sachs & Co.
|
488,492
|
|
USD
|
1,265,795
|
EUR
|
1,103,850
|
09/16/26
|
Goldman Sachs International
|
(230
)
|
|
USD
|
10,910,485
|
EUR
|
9,480,000
|
09/16/26
|
Goldman Sachs International
|
37,708
|
|
USD
|
21,575,878
|
EUR
|
18,970,590
|
08/04/26
|
HSBC Bank PLC
|
(142,254
)
|
|
USD
|
45,999,610
|
EUR
|
39,654,678
|
09/16/26
|
HSBC Bank PLC
|
518,971
|
|
USD
|
2,419,205
|
EUR
|
2,118,506
|
09/16/26
|
HSBC Bank PLC
|
(10,546
)
|
|
USD
|
668,429
|
EUR
|
576,000
|
07/02/26
|
Morgan Stanley and Co. International PLC
|
9,888
|
|
USD
|
27,678
|
EUR
|
24,000
|
09/16/26
|
Morgan Stanley and Co. International PLC
|
152
|
|
USD
|
888,867
|
EUR
|
760,000
|
09/16/26
|
Standard Chartered Bank
|
17,210
|
|
USD
|
232,760
|
EUR
|
203,000
|
07/31/26
|
Toronto Dominion Bank
|
397
|
|
USD
|
212,891
|
EUR
|
184,000
|
09/16/26
|
UBS AG
|
1,858
|
|
USD
|
48,200
|
EUR
|
42,180
|
07/31/26
|
Wells Fargo Bank N.A.
|
(81
)
|
|
USD
|
258,458
|
GBP
|
193,000
|
09/16/26
|
Deutsche Bank AG
|
2,300
|
|
USD
|
1,701,581
|
GBP
|
1,269,079
|
09/16/26
|
Goldman Sachs & Co.
|
17,206
|
|
USD
|
4,620,572
|
GBP
|
3,490,000
|
07/31/26
|
Wells Fargo Bank N.A.
|
(11,429
)
|
|
USD
|
677,802
|
HKD
|
5,308,000
|
07/31/26
|
Deutsche Bank AG
|
224
|
|
USD
|
43,122
|
HUF
|
13,500,000
|
09/16/26
|
Barclays Bank PLC
|
(119
)
|
|
USD
|
67,640
|
HUF
|
20,900,000
|
09/16/26
|
Royal Bank of Canada
|
697
|
|
USD
|
240,000
|
IDR
|
4,292,136,000
|
07/02/26
|
Bank of America, N.A.
|
(52
)
|
|
USD
|
736,000
|
IDR
|
13,253,706,400
|
07/27/26
|
Bank of America, N.A.
|
(3,643
)
|
|
USD
|
60,000
|
IDR
|
1,071,258,000
|
07/02/26
|
Barclays Bank PLC
|
86
|
|
USD
|
343,367
|
IDR
|
6,240,537,695
|
09/16/26
|
Barclays Bank PLC
|
(3,508
)
|
|
USD
|
299,681
|
IDR
|
5,363,991,811
|
07/02/26
|
Deutsche Bank AG
|
(318
)
|
|
USD
|
287,369
|
IDR
|
5,158,000,000
|
09/16/26
|
Deutsche Bank AG
|
665
|
|
USD
|
1,537,098
|
IDR
|
27,695,011,281
|
09/16/26
|
Deutsche Bank AG
|
(2,310
)
|
|
USD
|
727,780
|
IDR
|
13,154,792,107
|
09/16/26
|
HSBC Bank PLC
|
(3,419
)
|
|
USD
|
730,000
|
IDR
|
13,045,465,000
|
07/06/26
|
Morgan Stanley and Co. International PLC
|
703
|
|
USD
|
590,000
|
IDR
|
10,605,722,000
|
08/03/26
|
Morgan Stanley and Co. International PLC
|
(1,540
)
|
|
USD
|
239,644
|
IDR
|
4,307,000,000
|
09/16/26
|
State Street Bank and Trust
|
242
|
|
USD
|
68,482
|
ILS
|
205,000
|
09/16/26
|
Barclays Bank PLC
|
(455
)
|
|
USD
|
204,612
|
ILS
|
600,000
|
09/16/26
|
Citibank N.A.
|
2,847
|
|
USD
|
430,000
|
INR
|
41,329,794
|
07/01/26
|
Bank of America, N.A.
|
(6,619
)
|
|
USD
|
362,357
|
INR
|
34,212,758
|
07/01/26
|
Bank of America, N.A.
|
924
|
|
USD
|
70,000
|
INR
|
6,694,310
|
07/06/26
|
Barclays Bank PLC
|
(700
)
|
|
USD
|
109,685
|
INR
|
10,425,419
|
09/16/26
|
Barclays Bank PLC
|
222
|
|
USD
|
800,325
|
INR
|
75,512,222
|
07/01/26
|
Deutsche Bank AG
|
2,594
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
1,060,162
|
INR
|
101,135,211
|
09/16/26
|
JPMorgan Chase Bank N.A.
|
$(1,718
)
|
|
USD
|
37,472
|
INR
|
3,570,000
|
09/16/26
|
Morgan Stanley and Co. International PLC
|
(11
)
|
|
USD
|
357,304
|
INR
|
34,320,000
|
09/16/26
|
State Street Bank and Trust
|
(3,042
)
|
|
USD
|
3,683,372
|
JPY
|
595,417,053
|
07/02/26
|
Barclays Bank PLC
|
19,830
|
|
USD
|
511,003
|
JPY
|
82,320,000
|
07/31/26
|
BNP Paribas S.A.
|
3,340
|
|
USD
|
100,478
|
KRW
|
153,016,150
|
07/15/26
|
Bank of America, N.A.
|
1,691
|
|
USD
|
175,601
|
KRW
|
268,810,000
|
09/16/26
|
Bank of America, N.A.
|
1,819
|
|
USD
|
1,737,446
|
KRW
|
2,633,777,017
|
07/15/26
|
HSBC Bank PLC
|
37,086
|
|
USD
|
254,701
|
KRW
|
394,147,267
|
07/06/26
|
Morgan Stanley and Co. International PLC
|
277
|
|
USD
|
186,070
|
KZT
|
93,900,000
|
09/16/26
|
Deutsche Bank AG
|
(5,173
)
|
|
USD
|
97,963
|
MXN
|
1,740,000
|
09/17/26
|
BNP Paribas S.A.
|
(987
)
|
|
USD
|
2,983,610
|
MXN
|
52,767,596
|
09/17/26
|
Citibank N.A.
|
(17,157
)
|
|
USD
|
2,863,178
|
MXN
|
50,087,062
|
09/17/26
|
Citibank N.A.
|
14,846
|
|
USD
|
577,226
|
MXN
|
10,125,000
|
09/17/26
|
Goldman Sachs International
|
1,441
|
|
USD
|
23,797
|
MXN
|
422,000
|
09/17/26
|
HSBC Bank PLC
|
(201
)
|
|
USD
|
93,968
|
MXN
|
1,648,575
|
09/17/26
|
JPMorgan Chase Bank N.A.
|
217
|
|
USD
|
56,700
|
MXN
|
1,003,000
|
07/28/26
|
Morgan Stanley and Co. International PLC
|
(577
)
|
|
USD
|
58,536
|
MXN
|
1,055,000
|
09/08/26
|
Morgan Stanley and Co. International PLC
|
(1,503
)
|
|
USD
|
389,478
|
MXN
|
6,750,000
|
09/17/26
|
Morgan Stanley and Co. International PLC
|
5,622
|
|
USD
|
51,482
|
MXN
|
892,000
|
09/17/26
|
Societe Generale
|
756
|
|
USD
|
2,374,780
|
MXN
|
41,525,000
|
09/17/26
|
Standard Chartered Bank
|
13,351
|
|
USD
|
2,052,164
|
MXN
|
35,965,000
|
09/17/26
|
UBS AG
|
6,920
|
|
USD
|
211,731
|
MXN
|
3,710,000
|
09/17/26
|
Wells Fargo Bank N.A.
|
752
|
|
USD
|
2,760,461
|
MYR
|
11,380,000
|
09/17/26
|
Standard Chartered Bank
|
(35,659
)
|
|
USD
|
498,083
|
NGN
|
714,100,000
|
09/16/26
|
Citibank N.A.
|
(2,119
)
|
|
USD
|
58,755
|
NOK
|
583,907
|
07/02/26
|
HSBC Bank PLC
|
(252
)
|
|
USD
|
182,916
|
NOK
|
1,810,566
|
07/02/26
|
JPMorgan Chase Bank N.A.
|
(53
)
|
|
USD
|
206,961
|
NZD
|
355,000
|
09/16/26
|
Australia and New Zealand Banking Group
|
4,509
|
|
USD
|
3,767,091
|
NZD
|
6,370,000
|
07/02/26
|
Barclays Bank PLC
|
143,517
|
|
USD
|
3,607,242
|
NZD
|
6,370,000
|
08/04/26
|
Barclays Bank PLC
|
(20,384
)
|
|
USD
|
111,901
|
PEN
|
377,095
|
08/03/26
|
Deutsche Bank AG
|
1,449
|
|
USD
|
288,948
|
PEN
|
994,559
|
09/16/26
|
Deutsche Bank AG
|
(1,833
)
|
|
USD
|
2,932,599
|
PEN
|
10,181,399
|
11/12/26
|
Deutsche Bank AG
|
(37,803
)
|
|
USD
|
5,249,227
|
PEN
|
17,724,016
|
09/16/26
|
Goldman Sachs International
|
67,231
|
|
USD
|
5,274,059
|
PEN
|
18,064,016
|
09/16/26
|
Goldman Sachs International
|
(7,344
)
|
|
USD
|
199,186
|
PEN
|
685,000
|
09/16/26
|
Standard Chartered Bank
|
(1,089
)
|
|
USD
|
455,737
|
PHP
|
28,170,000
|
09/16/26
|
Deutsche Bank AG
|
(2,508
)
|
|
USD
|
7,034,509
|
PHP
|
435,432,590
|
09/16/26
|
Standard Chartered Bank
|
(48,719
)
|
|
USD
|
96,856
|
PLN
|
360,000
|
09/16/26
|
Bank of America, N.A.
|
1,087
|
|
USD
|
43,823
|
PLN
|
165,000
|
09/16/26
|
Barclays Bank PLC
|
(71
)
|
|
USD
|
8,153,252
|
PLN
|
29,880,006
|
09/16/26
|
BNP Paribas S.A.
|
204,403
|
|
USD
|
77,014
|
PLN
|
290,000
|
09/16/26
|
Citibank N.A.
|
(133
)
|
|
USD
|
127,775
|
PLN
|
480,000
|
09/16/26
|
Deutsche Bank AG
|
83
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
9,560
|
PLN
|
35,000
|
09/16/26
|
Goldman Sachs International
|
$249
|
|
USD
|
38,347
|
PLN
|
140,927
|
09/16/26
|
HSBC Bank PLC
|
856
|
|
USD
|
42,296
|
PLN
|
154,000
|
10/27/26
|
Morgan Stanley and Co. International PLC
|
1,323
|
|
USD
|
390,451
|
PLN
|
1,435,000
|
09/16/26
|
Royal Bank of Canada
|
8,704
|
|
USD
|
151,157
|
PLN
|
568,000
|
09/16/26
|
State Street Bank and Trust
|
55
|
|
USD
|
186,402
|
RON
|
845,000
|
09/16/26
|
Bank of America, N.A.
|
2,757
|
|
USD
|
188,452
|
RON
|
874,000
|
09/16/26
|
Bank of America, N.A.
|
(1,496
)
|
|
USD
|
165,205
|
RON
|
751,000
|
09/16/26
|
BNP Paribas S.A.
|
1,989
|
|
USD
|
136,408
|
RON
|
624,000
|
09/16/26
|
Citibank N.A.
|
794
|
|
USD
|
34,005
|
RON
|
155,000
|
09/16/26
|
Goldman Sachs International
|
319
|
|
USD
|
43,743
|
RON
|
200,000
|
09/16/26
|
Societe Generale
|
277
|
|
USD
|
4,948,305
|
SGD
|
6,319,282
|
07/02/26
|
Bank of America, N.A.
|
62,703
|
|
USD
|
3,846,742
|
SGD
|
4,967,874
|
08/04/26
|
Bank of America, N.A.
|
(2,906
)
|
|
USD
|
335,856
|
SGD
|
428,290
|
07/02/26
|
Barclays Bank PLC
|
4,733
|
|
USD
|
93,548
|
SGD
|
120,000
|
09/16/26
|
Citibank N.A.
|
277
|
|
USD
|
704,315
|
SGD
|
898,509
|
07/02/26
|
Deutsche Bank AG
|
9,654
|
|
USD
|
2,061,327
|
SGD
|
2,660,410
|
08/04/26
|
Deutsche Bank AG
|
(247
)
|
|
USD
|
390,873
|
SGD
|
500,000
|
09/16/26
|
Deutsche Bank AG
|
2,244
|
|
USD
|
567,475
|
SGD
|
730,000
|
09/16/26
|
HSBC Bank PLC
|
78
|
|
USD
|
575,652
|
SGD
|
740,000
|
09/16/26
|
Standard Chartered Bank
|
482
|
|
USD
|
340,000
|
THB
|
11,081,042
|
07/06/26
|
Bank of America, N.A.
|
6,333
|
|
USD
|
280,000
|
THB
|
9,363,200
|
07/27/26
|
Bank of America, N.A.
|
(2,421
)
|
|
USD
|
311,133
|
THB
|
10,353,447
|
09/16/26
|
Bank of America, N.A.
|
(2,481
)
|
|
USD
|
101,407
|
THB
|
3,380,000
|
09/16/26
|
Barclays Bank PLC
|
(976
)
|
|
USD
|
2,892,910
|
THB
|
94,756,406
|
09/16/26
|
Citibank N.A.
|
22,664
|
|
USD
|
830,557
|
THB
|
27,087,527
|
09/16/26
|
Deutsche Bank AG
|
10,054
|
|
USD
|
567,543
|
THB
|
18,638,100
|
09/16/26
|
Goldman Sachs International
|
2,980
|
|
USD
|
1,967,714
|
THB
|
64,117,223
|
09/16/26
|
HSBC Bank PLC
|
25,554
|
|
USD
|
474,443
|
THB
|
15,751,201
|
09/16/26
|
HSBC Bank PLC
|
(2,672
)
|
|
USD
|
978,192
|
THB
|
31,656,929
|
09/16/26
|
JPMorgan Chase Bank N.A.
|
19,278
|
|
USD
|
314,058
|
THB
|
10,475,405
|
09/16/26
|
JPMorgan Chase Bank N.A.
|
(3,250
)
|
|
USD
|
2,265,067
|
THB
|
74,494,300
|
09/16/26
|
Standard Chartered Bank
|
8,575
|
|
USD
|
939,827
|
TRY
|
52,260,000
|
12/16/26
|
Barclays Bank PLC
|
(38,655
)
|
|
USD
|
561,237
|
TRY
|
33,465,000
|
03/17/27
|
Goldman Sachs International
|
(19,369
)
|
|
USD
|
240,942
|
TRY
|
13,965,000
|
02/10/27
|
JPMorgan Chase Bank N.A.
|
(8,518
)
|
|
USD
|
316,175
|
TRY
|
18,795,000
|
03/17/27
|
UBS AG
|
(9,912
)
|
|
USD
|
2,565,307
|
UGX
|
10,023,834,128
|
03/17/27
|
Standard Chartered Bank
|
(18,739
)
|
|
USD
|
607,305
|
UYU
|
24,030,001
|
07/31/26
|
Citibank N.A.
|
9,470
|
|
USD
|
1,570,172
|
UYU
|
64,300,001
|
09/16/26
|
Citibank N.A.
|
(24,176
)
|
|
USD
|
595,244
|
UYU
|
24,030,000
|
10/23/26
|
Citibank N.A.
|
957
|
|
USD
|
134,074
|
UZS
|
1,708,504,982
|
09/10/26
|
Deutsche Bank AG
|
(6,784
)
|
|
USD
|
133,000
|
UZS
|
1,690,430,000
|
10/09/26
|
Deutsche Bank AG
|
(5,778
)
|
|
USD
|
75,098
|
UZS
|
952,618,130
|
10/13/26
|
Deutsche Bank AG
|
(3,069
)
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
68,344
|
UZS
|
886,421,680
|
12/11/26
|
Deutsche Bank AG
|
$(3,852
)
|
|
USD
|
68,344
|
UZS
|
887,446,840
|
12/14/26
|
Deutsche Bank AG
|
(3,908
)
|
|
USD
|
84,897
|
UZS
|
1,107,481,365
|
12/18/26
|
Deutsche Bank AG
|
(5,224
)
|
|
USD
|
39,221
|
UZS
|
497,126,175
|
10/13/26
|
JPMorgan Chase Bank N.A.
|
(1,571
)
|
|
USD
|
42,448
|
UZS
|
572,623,520
|
06/18/27
|
JPMorgan Chase Bank N.A.
|
(3,067
)
|
|
USD
|
47,329
|
ZAR
|
766,000
|
08/26/26
|
Bank of America, N.A.
|
803
|
|
USD
|
1,252,089
|
ZAR
|
20,595,989
|
07/21/26
|
Barclays Bank PLC
|
(2,550
)
|
|
USD
|
1,466,726
|
ZAR
|
23,823,608
|
07/21/26
|
Barclays Bank PLC
|
15,471
|
|
USD
|
368,630
|
ZAR
|
6,140,000
|
09/16/26
|
Barclays Bank PLC
|
(3,692
)
|
|
USD
|
676,977
|
ZAR
|
11,916,423
|
12/21/26
|
Barclays Bank PLC
|
(40,169
)
|
|
USD
|
200,399
|
ZAR
|
3,340,000
|
09/16/26
|
Citibank N.A.
|
(2,134
)
|
|
USD
|
98,922
|
ZAR
|
1,610,000
|
09/16/26
|
Citibank N.A.
|
1,294
|
|
USD
|
684,341
|
ZAR
|
11,078,112
|
07/21/26
|
Deutsche Bank AG
|
9,499
|
|
USD
|
1,281,267
|
ZAR
|
22,572,721
|
12/21/26
|
Deutsche Bank AG
|
(77,190
)
|
|
USD
|
26,251
|
ZAR
|
430,000
|
09/16/26
|
Goldman Sachs International
|
176
|
|
USD
|
626,651
|
ZAR
|
10,184,000
|
07/21/26
|
HSBC Bank PLC
|
6,275
|
|
USD
|
166,846
|
ZAR
|
2,785,000
|
07/09/26
|
JPMorgan Chase Bank N.A.
|
(2,973
)
|
|
USD
|
132,664
|
ZAR
|
2,179,000
|
12/18/26
|
JPMorgan Chase Bank N.A.
|
1,498
|
|
USD
|
114,419
|
ZAR
|
1,900,000
|
07/21/26
|
Morgan Stanley and Co. International PLC
|
(1,322
)
|
|
USD
|
10,898,648
|
ZAR
|
180,776,906
|
09/16/26
|
Standard Chartered Bank
|
(63,428
)
|
|
ZAR
|
1,580,000
|
USD
|
94,376
|
09/16/26
|
Bank of America, N.A.
|
1,434
|
|
ZAR
|
660,000
|
USD
|
39,612
|
09/16/26
|
Citibank N.A.
|
410
|
|
ZAR
|
2,480,000
|
USD
|
152,641
|
09/16/26
|
Citibank N.A.
|
(2,257
)
|
|
ZAR
|
770,000
|
USD
|
46,206
|
09/16/26
|
Deutsche Bank AG
|
486
|
|
ZAR
|
30,069,931
|
USD
|
1,811,020
|
09/16/26
|
Goldman Sachs International
|
12,382
|
|
ZAR
|
5,667,000
|
USD
|
349,384
|
07/09/26
|
JPMorgan Chase Bank N.A.
|
(3,830
)
|
|
ZAR
|
7,324,745
|
USD
|
439,282
|
09/16/26
|
Standard Chartered Bank
|
4,881
|
|
ZAR
|
3,475,000
|
USD
|
208,803
|
09/16/26
|
State Street Bank and Trust
|
1,917
|
|
|
|
|
|
|
|
$1,280,749
|
|
Currency Purchased
|
Currency Sold
|
Settlement
Date
|
Counterparty
|
Unrealized
Appreciation
(Depreciation)
|
||
|
EUR
|
1,014,944
|
GBP
|
879,300
|
07/31/26
|
Toronto Dominion Bank
|
$(5,275
)
|
|
EUR
|
97,293
|
HUF
|
35,064,397
|
11/30/26
|
Morgan Stanley and Co. International PLC
|
(229
)
|
|
|
|
|
|
|
|
$(5,504
)
|
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
|
Buys
|
|
|
|
|
|
656
|
U.S. Ultra 10-Year
|
Sep 2026
|
$73,779,500
|
$726,408
|
|
121
|
U.S. Ultra Bond
|
Sep 2026
|
14,054,906
|
472,552
|
|
186
|
10-Year Australian Bond
|
Sep 2026
|
14,151,171
|
209,622
|
|
21
|
Euro-Schatz
|
Sep 2026
|
2,544,026
|
6,457
|
|
76
|
Long Gilt
|
Sep 2026
|
8,998,697
|
163,144
|
|
21
|
U.S. Long Bond
|
Sep 2026
|
2,383,500
|
58,156
|
|
465
|
U.S. Treasury Note 10-Year
|
Sep 2026
|
51,099,141
|
171,456
|
|
139
|
U.S. Treasury Note 2-Year
|
Sep 2026
|
28,652,461
|
(39,928
)
|
|
437
|
U.S. Treasury Note 5-Year
|
Sep 2026
|
46,779,484
|
87,931
|
|
|
|
|
|
$1,855,798
|
|
Sales
|
|
|
|
|
|
33
|
30 -Year Euro BUXL Bond
|
Sep 2026
|
$4,196,209
|
$(87,321
)
|
|
57
|
Euro BUND
|
Sep 2026
|
8,298,506
|
(106,712
)
|
|
71
|
Euro OAT
|
Sep 2026
|
9,739,293
|
(63,371
)
|
|
154
|
Euro-Bobl
|
Sep 2026
|
20,314,751
|
(116,299
)
|
|
3
|
Long Gilt
|
Sep 2026
|
355,212
|
(1,480
)
|
|
459
|
U.S. Treasury Note 2-Year
|
Sep 2026
|
94,614,961
|
(29,760
)
|
|
340
|
U.S. Treasury Note 5-Year
|
Sep 2026
|
36,395,937
|
(15,906
)
|
|
46
|
U.S. Ultra Bond
|
Sep 2026
|
5,343,188
|
(16,832
)
|
|
|
|
|
|
$(437,681
)
|
|
Type of Contract
|
Counterparty
|
Notional Value
|
Premiums
Received
|
Market Value
|
|
|
CALL - USD/HUF Option. Strike @ 378.00 Expires 11/26/26
|
Morgan Stanley International
|
EUR
|
(532,000)
|
$(6,759
)
|
$(4,315
)
|
|
CALL - USD/THB Option. Strike @ 30.70 Expires 08/24/26
|
Bank of America N.A.
|
USD
|
(806,000)
|
(18,530
)
|
(57,766
)
|
|
CALL - USD/THB Option. Strike @ 32.18 Expires 10/23/26
|
Bank of America N.A.
|
USD
|
(635,000)
|
(16,864
)
|
(18,571
)
|
|
PUT - USD/THB Option. Strike @ 30.70 Expires 08/24/26
|
Bank of America N.A.
|
USD
|
(806,000)
|
(17,249
)
|
(86
)
|
|
PUT - USD/THB Option. Strike @ 32.18 Expires 10/23/26
|
Bank of America N.A.
|
USD
|
(635,000)
|
(15,511
)
|
(4,899
)
|
|
PUT - USD/ZAR Option. Strike @ 15.61 Expires 12/16/26
|
JPMorgan Chase Bank N.A.
|
USD
|
(438,000)
|
(4,836
)
|
(3,197
)
|
|
Total Written Currency Options
|
|
|
|
$(79,749
)
|
$(88,834
)
|
|
Payments
Received
by Fund
|
Payment
Frequency
|
Payments
Made
by Fund
|
Payment
Frequency
|
Maturity
Date
|
Upfront
Premiums
Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
|
7.36%
|
Annual
|
12-Month JIBAR
|
Annual
|
09/16/31
|
$903
|
ZAR
|
61,800,000
|
$(15,292
)
|
$(16,195
)
|
|
4.58%
|
Annual
|
6-Month PRIBOR
|
Semi-Annual
|
09/16/31
|
—
|
CZK
|
72,000,000
|
69,374
|
69,374
|
|
12-Month SOFR
|
Annual
|
4.22%
|
Annual
|
11/15/52
|
6,835
|
USD
|
7,075,000
|
(31,581
)
|
(38,416
)
|
|
Payments
Received
by Fund
|
Payment
Frequency
|
Payments
Made
by Fund
|
Payment
Frequency
|
Maturity
Date
|
Upfront
Premiums
Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
|
12-Month SOFR
|
Annual
|
4.00%
|
Annual
|
02/15/36
|
$(58,806
)
|
USD
|
16,200,000
|
$(9,733
)
|
$49,073
|
|
12-Month SOFR
|
Annual
|
3.75%
|
Annual
|
12/17/35
|
(40,656
)
|
USD
|
22,500,000
|
417,166
|
457,822
|
|
12-Month SOFR
|
Annual
|
3.25%
|
Annual
|
06/18/30
|
150,676
|
USD
|
21,600,000
|
512,389
|
361,713
|
|
12-Month SOFR
|
Annual
|
3.25%
|
Annual
|
06/18/35
|
834,788
|
USD
|
22,600,000
|
1,222,542
|
387,754
|
|
1-Month TIIE
|
Monthly
|
7.85%
|
Monthly
|
03/04/33
|
110
|
MXN
|
4,996,000
|
228
|
118
|
|
1-Month TIIE
|
Monthly
|
7.75%
|
Monthly
|
04/23/31
|
—
|
MXN
|
6,113,000
|
(1,285
)
|
(1,285
)
|
|
1-Month TIIE
|
Monthly
|
7.73%
|
Monthly
|
02/15/36
|
—
|
MXN
|
5,338,000
|
7,518
|
7,518
|
|
1-Month TIIE
|
Monthly
|
7.64%
|
Monthly
|
02/04/33
|
—
|
MXN
|
1,378,000
|
896
|
896
|
|
6.71%
|
Monthly
|
1-Month TIIE
|
Monthly
|
06/28/27
|
—
|
MXN
|
16,787,000
|
(365
)
|
(365
)
|
|
6.93%
|
Monthly
|
1-Month TIIE
|
Monthly
|
02/23/29
|
—
|
MXN
|
13,965,000
|
(7,115
)
|
(7,115
)
|
|
7.16%
|
Monthly
|
1-Month TIIE
|
Monthly
|
09/14/28
|
79
|
MXN
|
111,300,000
|
(11,214
)
|
(11,293
)
|
|
7.27%
|
Monthly
|
1-Month TIIE
|
Monthly
|
06/25/29
|
—
|
MXN
|
6,012,000
|
(921
)
|
(921
)
|
|
7.71%
|
Monthly
|
1-Month TIIE
|
Monthly
|
09/11/31
|
61
|
MXN
|
44,070,000
|
(5,879
)
|
(5,940
)
|
|
1.54%
|
Quarterly
|
3-Month Baht Interest Rate Fixing
|
Quarterly
|
09/16/31
|
327
|
CNY
|
44,800,000
|
24,186
|
23,859
|
|
5.52%
|
Annual
|
3-Month BIBOR
|
Quarterly
|
09/16/27
|
—
|
HUF
|
886,918,000
|
6,983
|
6,983
|
|
5.91%
|
Annual
|
3-Month BIBOR
|
Quarterly
|
09/16/27
|
—
|
HUF
|
133,763,000
|
2,639
|
2,639
|
|
3-Month JIBAR
|
Quarterly
|
7.46%
|
Quarterly
|
09/16/28
|
(273
)
|
ZAR
|
19,576,000
|
(2,330
)
|
(2,057
)
|
|
3-Month JIBAR
|
Quarterly
|
7.41%
|
Quarterly
|
09/16/31
|
—
|
ZAR
|
7,799,000
|
203
|
203
|
|
6.77%
|
Quarterly
|
3-Month JIBAR
|
Quarterly
|
03/10/28
|
(1
)
|
ZAR
|
7,000,000
|
(3,664
)
|
(3,663
)
|
|
7.47%
|
Quarterly
|
3-Month JIBAR
|
Quarterly
|
09/16/29
|
326
|
ZAR
|
23,168,000
|
5,524
|
5,198
|
|
7.82%
|
Quarterly
|
3-Month JIBAR
|
Quarterly
|
09/16/33
|
172
|
ZAR
|
8,381,000
|
6,433
|
6,261
|
|
8.08%
|
Quarterly
|
3-Month JIBAR
|
Quarterly
|
09/16/36
|
85
|
ZAR
|
16,142,000
|
17,963
|
17,878
|
|
3-Month THOR
|
Quarterly
|
1.82%
|
Quarterly
|
09/16/31
|
(61
)
|
THB
|
64,300,000
|
(17,582
)
|
(17,521
)
|
|
3-Month THOR
|
Quarterly
|
1.46%
|
Quarterly
|
09/16/28
|
(200
)
|
THB
|
279,600,000
|
(25,596
)
|
(25,396
)
|
|
2.30%
|
Quarterly
|
3-Month THOR
|
Quarterly
|
09/16/36
|
(201
)
|
THB
|
11,622,000
|
9,083
|
9,284
|
|
6 mo. EURIBOR
|
Semi-Annual
|
3.00%
|
Annual
|
09/16/56
|
84,848
|
EUR
|
4,480,000
|
81,990
|
(2,858
)
|
|
2.75%
|
Annual
|
6 mo. EURIBOR
|
Semi-Annual
|
09/16/36
|
(27,052
)
|
EUR
|
8,040,000
|
(144,265
)
|
(117,213
)
|
|
4.00%
|
Semi-Annual
|
6-Month BBSW
|
Semi-Annual
|
06/18/30
|
39,509
|
AUD
|
18,350,000
|
(286,228
)
|
(325,737
)
|
|
4.25%
|
Semi-Annual
|
6-Month BBSW
|
Semi-Annual
|
03/18/36
|
8,975
|
AUD
|
3,400,000
|
(104,678
)
|
(113,653
)
|
|
6-Month BIBOR
|
Semi-Annual
|
5.33%
|
Annual
|
09/16/36
|
—
|
HUF
|
84,298,000
|
(13,343
)
|
(13,343
)
|
|
6-Month BIBOR
|
Semi-Annual
|
5.32%
|
Annual
|
09/16/28
|
—
|
HUF
|
378,997,000
|
(6,564
)
|
(6,564
)
|
|
6-Month BIBOR
|
Semi-Annual
|
5.16%
|
Annual
|
09/16/36
|
—
|
HUF
|
85,930,000
|
(9,969
)
|
(9,969
)
|
|
6-Month BIBOR
|
Semi-Annual
|
5.09%
|
Annual
|
09/16/36
|
—
|
HUF
|
63,590,000
|
(6,143
)
|
(6,143
)
|
|
5.10%
|
Annual
|
6-Month BIBOR
|
Semi-Annual
|
09/16/31
|
—
|
HUF
|
740,000,000
|
37,095
|
37,095
|
|
5.11%
|
Annual
|
6-Month BIBOR
|
Semi-Annual
|
09/16/31
|
—
|
HUF
|
113,669,000
|
5,886
|
5,886
|
|
5.25%
|
Annual
|
6-Month BIBOR
|
Semi-Annual
|
09/16/31
|
—
|
HUF
|
153,217,000
|
10,883
|
10,883
|
|
5.29%
|
Annual
|
6-Month BIBOR
|
Semi-Annual
|
09/16/29
|
29
|
HUF
|
132,903,000
|
4,703
|
4,674
|
|
5.55%
|
Annual
|
6-Month BIBOR
|
Semi-Annual
|
09/16/29
|
—
|
HUF
|
72,146,000
|
4,225
|
4,225
|
|
6-Month MIBOR
|
Semi-Annual
|
6.72%
|
Semi-Annual
|
09/16/31
|
39
|
INR
|
27,116,000
|
(6,083
)
|
(6,122
)
|
|
6-Month PRIBOR
|
Semi-Annual
|
4.20%
|
Annual
|
09/16/31
|
—
|
CZK
|
15,600,000
|
(2,532
)
|
(2,532
)
|
|
6-Month PRIBOR
|
Semi-Annual
|
4.19%
|
Annual
|
09/16/31
|
—
|
CZK
|
16,900,000
|
(2,255
)
|
(2,255
)
|
|
6-Month PRIBOR
|
Semi-Annual
|
4.18%
|
Annual
|
09/16/28
|
—
|
CZK
|
45,900,000
|
(2,694
)
|
(2,694
)
|
|
6-Month PRIBOR
|
Semi-Annual
|
4.16%
|
Annual
|
09/16/28
|
—
|
CZK
|
44,100,000
|
(1,771
)
|
(1,771
)
|
|
4.44%
|
Annual
|
6-Month PRIBOR
|
Semi-Annual
|
09/16/33
|
40
|
CZK
|
4,905,000
|
3,970
|
3,930
|
|
4.80%
|
Annual
|
6-Month PRIBOR
|
Semi-Annual
|
09/16/36
|
—
|
CZK
|
4,376,000
|
9,667
|
9,667
|
|
6-Month WIBOR
|
Semi-Annual
|
4.58%
|
Annual
|
09/16/31
|
—
|
PLN
|
2,387,000
|
(16,841
)
|
(16,841
)
|
|
4.00%
|
Annual
|
6-Month WIBOR
|
Semi-Annual
|
09/16/28
|
—
|
PLN
|
6,000,000
|
4,085
|
4,085
|
|
Payments
Received
by Fund
|
Payment
Frequency
|
Payments
Made
by Fund
|
Payment
Frequency
|
Maturity
Date
|
Upfront
Premiums
Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
|
4.15%
|
Annual
|
6-Month WIBOR
|
Semi-Annual
|
09/16/31
|
$403
|
PLN
|
1,200,000
|
$2,489
|
$2,086
|
|
4.16%
|
Annual
|
6-Month WIBOR
|
Semi-Annual
|
09/16/31
|
540
|
PLN
|
1,200,000
|
2,630
|
2,090
|
|
4.23%
|
Annual
|
6-Month WIBOR
|
Semi-Annual
|
09/16/31
|
—
|
PLN
|
2,850,000
|
8,584
|
8,584
|
|
4.47%
|
Annual
|
6-Month WIBOR
|
Semi-Annual
|
09/16/29
|
(25
)
|
PLN
|
929,000
|
3,998
|
4,023
|
|
4.63%
|
Annual
|
6-Month WIBOR
|
Semi-Annual
|
09/16/33
|
12
|
PLN
|
709,000
|
6,010
|
5,998
|
|
4.80%
|
Annual
|
6-Month WIBOR
|
Semi-Annual
|
09/16/36
|
—
|
PLN
|
457,000
|
4,958
|
4,958
|
|
BRL-CDI
|
At Maturity
|
14.19%
|
At Maturity
|
01/02/31
|
—
|
BRL
|
15,200,000
|
(23,533
)
|
(23,533
)
|
|
12.82%
|
Annual
|
BRL-CDI
|
Annual
|
01/02/29
|
—
|
BRL
|
8,200,000
|
(39,047
)
|
(39,047
)
|
|
12.87%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/31
|
—
|
BRL
|
12,300,000
|
(76,793
)
|
(76,793
)
|
|
12.91%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
—
|
BRL
|
1,700,000
|
(8,158
)
|
(8,158
)
|
|
13.02%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/31
|
—
|
BRL
|
6,900,000
|
(35,727
)
|
(35,727
)
|
|
13.18%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
—
|
BRL
|
1,845,177
|
(7,268
)
|
(7,268
)
|
|
13.25%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/31
|
—
|
BRL
|
1,100,000
|
(4,188
)
|
(4,188
)
|
|
13.26%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/31
|
(2,083
)
|
BRL
|
8,800,000
|
(29,776
)
|
(27,693
)
|
|
13.29%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
—
|
BRL
|
15,000,000
|
(45,065
)
|
(45,065
)
|
|
13.32%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
—
|
BRL
|
1,600,000
|
(6,919
)
|
(6,919
)
|
|
13.32%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
29,160
|
BRL
|
30,100,000
|
(97,384
)
|
(126,544
)
|
|
13.47%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/03/28
|
5
|
BRL
|
316,019
|
(417
)
|
(422
)
|
|
13.56%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/31
|
—
|
BRL
|
1,100,000
|
(2,466
)
|
(2,466
)
|
|
13.68%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/31
|
(1,344
)
|
BRL
|
5,400,000
|
(8,797
)
|
(7,453
)
|
|
13.73%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/31
|
—
|
BRL
|
300,000
|
(426
)
|
(426
)
|
|
13.93%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/04/27
|
—
|
BRL
|
2,900,000
|
(4,585
)
|
(4,585
)
|
|
13.93%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/04/27
|
—
|
BRL
|
22,700,000
|
(35,691
)
|
(35,691
)
|
|
14.01%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/31
|
(43
)
|
BRL
|
1,428,819
|
187
|
230
|
|
14.04%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
2
|
BRL
|
2,075,821
|
211
|
209
|
|
14.38%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
—
|
BRL
|
20,700,000
|
33,675
|
33,675
|
|
14.67%
|
At Maturity
|
BRL-CDI
|
At Maturity
|
01/02/29
|
—
|
BRL
|
2,533,465
|
7,361
|
7,361
|
|
CAMARA
|
Semi-Annual
|
5.37%
|
Semi-Annual
|
09/16/36
|
—
|
CLP
|
31,569,000
|
(601
)
|
(601
)
|
|
CAMARA
|
Semi-Annual
|
5.18%
|
Semi-Annual
|
09/16/36
|
—
|
CLP
|
142,548,000
|
(284
)
|
(284
)
|
|
CAMARA
|
At Maturity
|
4.68%
|
At Maturity
|
03/17/27
|
—
|
CLP
|
1,111,021,000
|
(2,379
)
|
(2,379
)
|
|
11.62%
|
Quarterly
|
COP-IBR
|
Quarterly
|
09/16/36
|
—
|
COP
|
1,545,339,000
|
45,926
|
45,926
|
|
|
|
|
|
|
|
|
|
|
$389,054
|
|
Notional
Amount
|
Currency
|
Expiration
Date
|
Counterparty
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable
on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid/
(Received)
|
Market
Value
|
|
900,000
|
EUR
|
06/20/31
|
Goldman Sachs International
|
(1.00%)
|
Quarterly
|
BNP Paribas SA
|
$(15,889
)
|
$7,936
|
$(7,953
)
|
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Counterparty
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable
on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid/
(Received)
|
Market
Value
|
|
1,800,000
|
USD
|
06/20/27
|
Morgan Stanley and Co.
International PLC
|
5.00%
|
Quarterly
|
Argentina Republic
Government
International Bonds,
1.00%, 07/09/29
(Moody's
rating: Caa)
|
$25,464
|
$35,942
|
$61,406
|
|
700,000
|
USD
|
06/20/27
|
JPMorgan Chase Bank
N.A.
|
5.00%
|
Quarterly
|
Ecuador Government
International Bonds,
6.90%, 07/31/35
(Moody's
rating: Caa)
|
2,481
|
23,103
|
25,584
|
|
500,000
|
EUR
|
12/20/30
|
Bank of America, N.A.
|
5.00%
|
Quarterly
|
iTraxx Europe
Crossover S44,
1.00%, 20/12/30
(Moody's
rating: Ba3)
|
(9,856
)
|
115,539
|
105,683
|
|
1,640,000
|
EUR
|
12/20/30
|
JPMorgan Chase Bank
N.A.
|
5.00%
|
Quarterly
|
iTraxx Europe
Crossover S44,
1.00%, 20/12/30
(Moody's
rating: Ba3)
|
(10,405
)
|
357,043
|
346,638
|
|
3,250,000
|
USD
|
12/20/30
|
Barclays Bank PLC
|
1.00%
|
Quarterly
|
Republic of Turkiye,
11.875%, 01/15/30
(Moody's
rating: Ba3)
|
94,987
|
(229,624
)
|
(134,637
)
|
|
1,450,000
|
USD
|
12/20/30
|
Bank of America, N.A.
|
1.00%
|
Quarterly
|
Republic of Turkiye,
11.875%, 01/15/30
(Moody's
rating: Ba3)
|
31,257
|
(91,326
)
|
(60,069
)
|
|
Total Sell Protection
|
$133,928
|
$210,677
|
$344,605
|
||||||
|
Total OTC Credit Default Swaps
|
$118,039
|
$218,613
|
$336,652
|
||||||
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid
(Received)
|
Market
Value
|
|
850,000
|
EUR
|
12/20/30
|
(5.00%)
|
Quarterly
|
iTraxx Europe Crossover S44
|
$(2,607
)
|
$(109,182
)
|
$(111,789
)
|
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid
(Received)
|
Market
Value
|
|
500,000
|
USD
|
12/20/30
|
5.00%
|
Quarterly
|
CCO Holdings LLC/CCO Holdings
Capital Corp.
|
$(7,824
)
|
$49,725
|
$41,901
|
|
11,750,000
|
USD
|
06/20/31
|
1.00%
|
Quarterly
|
CDX.EM.S45**
|
251,864
|
(458,178
)
|
(206,314
)
|
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid
(Received)
|
Market
Value
|
|
1,568,000
|
USD
|
12/20/30
|
5.00%
|
Quarterly
|
CDX.NA.HY.S45***
|
$10,456
|
$117,490
|
$127,946
|
|
1,296,900
|
USD
|
06/20/31
|
5.00%
|
Quarterly
|
CDX.NA.HY.S46***
|
6,785
|
98,198
|
104,983
|
|
56,454,750
|
USD
|
06/20/31
|
5.00%
|
Quarterly
|
CDX.NA.HY.S46***
|
675,930
|
3,894,018
|
4,569,948
|
|
5,800,000
|
USD
|
06/20/31
|
1.00%
|
Quarterly
|
CDX.NA.IG.S46****
|
2,933
|
124,701
|
127,634
|
|
500,000
|
USD
|
06/20/31
|
5.00%
|
Quarterly
|
Venture Global LNG, Inc.
|
1,535
|
55,951
|
57,486
|
|
610,000
|
EUR
|
06/20/31
|
5.00%
|
Quarterly
|
Worldline SA
|
2,621
|
(113,315
)
|
(110,694
)
|
|
Total Sell Protection
|
$944,300
|
$3,768,590
|
$4,712,890
|
|||||
|
Total Centrally Cleared Credit Default Swaps
|
$941,693
|
|
|
|||||
|
Fund Pays
|
Fund Receives
|
Counterparty
|
Expiration
Date
|
Payment
Frequency
|
Upfront
Premiums Paid
(Received)
|
Notional
Value
|
Market
Value
|
Unrealized
Appreciation
(Depreciation)
|
|
12-Month SOFR
|
IBXXLLTR
|
Morgan Stanley
and Co.
International
PLC
|
09/20/26
|
Quarterly
|
$—
|
$(16,625,000
)
|
$294,218
|
$294,218
|
|
12-Month SOFR
|
IBXXLLTR
|
Morgan Stanley
and Co.
International
PLC
|
12/21/26
|
Quarterly
|
—
|
(3,200,000
)
|
9,573
|
9,573
|
|
|
|
|
|
|
$—
|
|
$303,791
|
$303,791
|
|
*
|
The maximum potential amount of future undiscounted payments that the Fund could be
required to make under a credit default swap
contract would be the notional amount of the contract. These potential amounts would
be partially offset by any recovery values of
the referenced debt obligation or net amounts received from the settlement of purchased
protection credit default swap contracts
entered into by the Fund for the same referenced debt obligation.
|
|
**
|
CDX.EM — Markit CDX Emerging Markets Index. Represents an index composed of fifteen (15) sovereign reference entities that
trade in the credit default swaps (CDS) market.
|
|
***
|
CDX.NA.HY — Markit North America High Yield CDS Index. Represents an index of single name credit default swaps (CDS). All
of the companies underlying the single name CDS within the index are rated BB and
B.
|
|
****
|
CDX.NA.IG — Markit North America Investment Grade CDS Index. Represents an index of one hundred twenty five (125) of the
most liquid North American entities with investment grade credit ratings that trade
in the CDS market.
|
|
Currency Abbreviations
|
||
|
ARS
|
—
|
Argentina Peso
|
|
AUD
|
—
|
Australian Dollar
|
|
BRL
|
—
|
Brazilian Real
|
|
CAD
|
—
|
Canadian Dollar
|
|
CHF
|
—
|
Swiss Franc
|
|
CLP
|
—
|
Chilean Peso
|
|
CNH
|
—
|
Chinese Yuan Renminbi
|
|
Currency Abbreviations
|
||
|
CNY
|
—
|
Chinese Yuan
|
|
COP
|
—
|
Colombian Peso
|
|
CZK
|
—
|
Czech Koruna
|
|
DOP
|
—
|
Dominican Pesos
|
|
EGP
|
—
|
Egyptian Pound
|
|
EUR
|
—
|
Euro
|
|
GBP
|
—
|
United Kingdom Pound
|
|
GHS
|
—
|
New Ghanaian Cedi
|
|
HKD
|
—
|
Hong Kong Dollar
|
|
HUF
|
—
|
Hungarian Forint
|
|
IDR
|
—
|
Indonesian Rupiah
|
|
ILS
|
—
|
Israel Shekel
|
|
INR
|
—
|
Indian Rupee
|
|
JMD
|
—
|
Jamaica Dollar
|
|
JPY
|
—
|
Japanese Yen
|
|
KRW
|
—
|
South Korean Won
|
|
KZT
|
—
|
Kazakhstani Tenge
|
|
MXN
|
—
|
Mexican Peso
|
|
MYR
|
—
|
Malaysian Ringgit
|
|
NGN
|
—
|
Nigeria Naira
|
|
NOK
|
—
|
Norwegian Krona
|
|
NZD
|
—
|
New Zealand Dollar
|
|
PEN
|
—
|
Peruvian Nuevo Sol
|
|
PHP
|
—
|
Philippines Peso
|
|
PLN
|
—
|
Polish Zloty
|
|
PYG
|
—
|
Paraguay Guarani
|
|
RON
|
—
|
Romanian New Leu
|
|
SGD
|
—
|
Singapore Dollar
|
|
THB
|
—
|
Thai Baht
|
|
TRY
|
—
|
Turkish New Lira
|
|
TWD
|
—
|
Taiwan Dollar
|
|
UGX
|
—
|
Ugandan Shilling
|
|
USD
|
—
|
U.S. Dollar
|
|
UYU
|
—
|
Uruguayan Peso
|
|
UZS
|
—
|
Uzbekistan Som
|
|
ZAR
|
—
|
South African Rand
|
|
Abbreviations
|
||
|
BBSW
|
—
|
Australian Bank Bill Swap Rate
|
|
BIBOR
|
—
|
Bangkok Interbank Offered Rate
|
|
CAMARA
|
—
|
Chilean Interbank Offered Rate
|
|
CDI
|
—
|
CREST Depository Interest
|
|
Abbreviations
|
||
|
CLO
|
—
|
Collateralized Loan Obligation
|
|
CMT
|
—
|
Constant Maturity Treasury Index
|
|
COP-IBR
|
—
|
Colombia Overnight Interbank Rate
|
|
ETF
|
—
|
Exchange-traded fund
|
|
EURIBOR
|
—
|
Euro Interbank Offered Rate
|
|
Euro-Bobl
|
—
|
Bundesobligationen, German government bonds on the EUREX Exchange
|
|
ICE
|
—
|
Intercontinental Exchange
|
|
JIBAR
|
—
|
Johannesburg Interbank Average Rate
|
|
LIBOR
|
—
|
London Interbank Offered Rate
|
|
MIBOR
|
—
|
Mumbai Interbank Offered Rate
|
|
PIK
|
—
|
Payment In Kind
|
|
PRIBOR
|
—
|
Prague Interbank Offered Rate
|
|
REIT
|
—
|
Real Estate Investment Trust
|
|
REMIC
|
—
|
Real Estate Mortgage Investment Conduit
|
|
SOFR
|
—
|
Secured Overnight Financing Rate
|
|
STACR
|
—
|
Structured Agency Credit Risk
|
|
TBA
|
—
|
To Be Announced
|
|
TBD
|
—
|
To Be Determined
|
|
TIIE
|
—
|
Mexican Interbank Equilibrium Interest Rate
|
|
TLREF
|
—
|
Turkish Lira Overnight Reference Rate
|
|
WIBOR
|
—
|
Warsaw Interbank Offer Rate
|
|
Asset Class Summary(Unaudited)
|
% of Net Assets
|
|
Corporate Debt
|
35.3
|
|
Bank Loans
|
17.7
|
|
Sovereign Debt Obligations
|
17.4
|
|
Asset Backed Securities
|
9.6
|
|
U.S. Government and Agency Obligations
|
6.9
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations
|
6.0
|
|
Mortgage Backed Securities - Private Issuers
|
4.3
|
|
Convertible Debt
|
1.3
|
|
Common Stocks
|
0.7
|
|
Investment Company
|
0.3
|
|
Preferred Stocks
|
0.2
|
|
Futures Contracts
|
0.1
|
|
Forward Foreign Currency Contracts
|
0.1
|
|
Centrally Cleared Credit Default Swaps
|
0.1
|
|
Centrally Cleared Interest Rate Swaps
|
0.0*
|
|
OTC Credit Default Swaps
|
0.0*
|
|
OTC Total Return Swaps
|
0.0*
|
|
Purchased Currency Options
|
0.0*
|
|
Warrant
|
0.0*
|
|
Cross Currency Forward Foreign Currency Contracts
|
(0.0)*
|
|
Written Currency Options
|
(0.0)*
|
|
Reverse Repurchase Agreements
|
(0.0)*
|
|
Short-Term Investments
|
4.7
|
|
Other Assets and Liabilities (net)
|
(4.7)
|
|
|
100.0%
|
|
*
|
Amount rounds to zero.
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
DEBT OBLIGATIONS — 90.7%
|
|
|
|
|
Asset Backed Securities — 19.7%
|
|
|
250,000
|
|
American Express Credit Account Master Trust, Series 2023-4, Class A, 5.15%, due
09/16/30
|
254,240
|
|
150,000
|
|
American Express Credit Account Master Trust, Series 2024-3, Class A, 4.65%, due
07/15/29
|
150,723
|
|
135,000
|
|
American Express Credit Account Master Trust, Series 2025-2, Class A, 4.28%, due
04/15/30
|
134,933
|
|
100,000
|
|
American Express Credit Account Master Trust, Series 2025-4, Class A, 4.30%, due
07/15/30
|
99,927
|
|
36,193
|
|
AmeriCredit Automobile Receivables Trust, Series 2025-1, Class A2A, 4.22%, due
03/19/29 144A
|
36,180
|
|
200,000
|
|
Arbor Realty Commercial Real Estate Notes LLC, Series 2025-FL1, Class A, 4.99% (1
mo. USD Term SOFR + 1.35%), due 01/20/43(b) 144A
|
200,375
|
|
100,000
|
|
AREIT Ltd., Series 2025-CRE10, Class A, 5.02% (1 mo. USD Term SOFR + 1.39%),
due 12/17/29(b) 144A
|
100,141
|
|
150,000
|
|
ARI Fleet Lease Trust, Series 2026-A, Class A2, 3.96%, due 11/15/34 144A
|
149,295
|
|
250,000
|
|
Bain Capital Credit CLO Ltd., Series 2020-5A, Class ARR, 4.83% (3 mo. USD Term
SOFR + 1.15%), due 04/20/34(b) 144A
|
250,085
|
|
250,000
|
|
Bain Capital Credit CLO Ltd., Series 2024-1A, Class A1R, 4.85% (3 mo. USD Term
SOFR + 1.17%), due 04/16/39(b) 144A
|
249,849
|
|
250,000
|
|
Basswood Park CLO Ltd., Series 2021-1A, Class AR, 4.71% (3 mo. USD Term SOFR +
1.03%), due 04/20/34(b) 144A
|
250,085
|
|
250,000
|
|
Benefit Street Partners CLO XXI Ltd., Series 2020-21A, Class A1R2, 4.91% (3 mo.
USD Term SOFR + 1.24%), due 01/15/39(b) 144A
|
250,404
|
|
250,000
|
|
Benefit Street Partners CLO XXIX Ltd., Series 2022-29A, Class AR, 4.85% (3 mo. USD
Term SOFR + 1.18%), due 01/25/38(b) 144A
|
249,973
|
|
250,000
|
|
Benefit Street Partners CLO XXV Ltd., Series 2021-25A, Class A1R, 4.67% (3 mo.
USD Term SOFR + 1.00%), due 01/15/35(b) 144A
|
250,120
|
|
250,000
|
|
BlueMountain CLO XXVI Ltd., Series 2019-26AR, Class AR2, 4.69% (3 mo. USD
Term SOFR + 1.05%), due 10/20/34(b) 144A
|
250,169
|
|
160,000
|
|
BMW Vehicle Lease Trust, Series 2025-2, Class A3, 3.97%, due 09/25/28
|
159,535
|
|
60,000
|
|
BMW Vehicle Owner Trust, Series 2024-A, Class A4, 5.04%, due 04/25/31
|
60,500
|
|
180,000
|
|
Capital One Multi-Asset Execution Trust, Series 2024-A1, Class A, 3.92%, due 09/15/29
|
179,382
|
|
100,000
|
|
CarMax Auto Owner Trust, Series 2026-1, Class A3, 4.04%, due 03/17/31
|
99,333
|
|
100,000
|
|
CarMax Select Receivables Trust, Series 2026-B, Class B, 4.88%, due 10/15/32
|
100,328
|
|
100,000
|
|
Chase Issuance Trust, Series 2024-A2, Class A, 4.63%, due 01/15/31
|
100,725
|
|
250,000
|
|
CIFC Funding Ltd., Series 2022-4A, Class AR, 4.77% (3 mo. USD Term SOFR +
1.09%), due 07/16/35(b) 144A
|
250,183
|
|
100,000
|
|
CNH Equipment Trust, Series 2022-B, Class A4, 3.91%, due 03/15/28
|
99,865
|
|
100,000
|
|
Corporate One Auto Receivables Trust, Series 2026-1A, Class A3, 4.15%, due 03/15/30
144A
|
99,536
|
|
100,000
|
|
Dell Equipment Finance Trust, Series 2024-2, Class A3, 4.59%, due 08/22/30 144A
|
100,136
|
|
160,000
|
|
DLLAA LLC, Series 2025-1A, Class A3, 4.95%, due 09/20/29 144A
|
161,077
|
|
109,656
|
|
Dryden 53 CLO Ltd., Series 2017-53A, Class AR, 4.67% (3 mo. USD Term SOFR +
1.00%), due 01/15/31(b) 144A
|
109,705
|
|
250,000
|
|
Elmwood CLO 15 Ltd., Series 2022-2A, Class A1R, 4.81% (3 mo. USD Term SOFR +
1.15%), due 04/22/35(b) 144A
|
250,075
|
|
250,000
|
|
Empower CLO Ltd., Series 2022-1A, Class A1R, 5.07% (3 mo. USD Term SOFR +
1.39%), due 10/20/37(b) 144A
|
250,194
|
|
150,000
|
|
Enterprise Fleet Financing LLC, Series 2024-3, Class A3, 4.98%, due 08/21/28 144A
|
150,932
|
|
200,000
|
|
Enterprise Fleet Financing LLC, Series 2025-4, Class A3, 4.11%, due 12/20/29 144A
|
198,055
|
|
20,480
|
|
Exeter Automobile Receivables Trust, Series 2025-4A, Class A2, 4.53%, due 03/15/28
|
20,488
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
100,000
|
|
Exeter Automobile Receivables Trust, Series 2025-4A, Class A3, 4.39%, due 09/17/29
|
100,015
|
|
52,728
|
|
Exeter Automobile Receivables Trust, Series 2025-5A, Class A2, 4.38%, due 06/15/28
|
52,756
|
|
108,327
|
|
First Investors Auto Owner Trust, Series 2025-1A, Class A2, 4.31%, due 12/15/28 144A
|
108,364
|
|
40,920
|
|
Flagship Credit Auto Trust, Series 2023-3, Class B, 5.64%, due 07/16/29 144A
|
40,986
|
|
24,535
|
|
Flagship Credit Auto Trust, Series 2024-1, Class A3, 5.48%, due 10/16/28 144A
|
24,564
|
|
250,000
|
|
Ford Credit Auto Owner Trust, Series 2023-A, Class B, 5.07%, due 01/15/29
|
251,149
|
|
688
|
|
Ford Credit Auto Owner Trust, Series 2024-C, Class A2A, 4.32%, due 08/15/27
|
688
|
|
75,000
|
|
Ford Credit Auto Owner Trust, Series 2024-C, Class A3, 4.07%, due 07/15/29
|
74,905
|
|
170,000
|
|
Ford Credit Auto Owner Trust, Series 2026-B, Class A3, 4.39%, due 02/15/31
|
170,002
|
|
250,000
|
|
Fort Greene Park CLO LLC, Series 2025-2A, Class AR, 4.61% (3 mo. USD Term SOFR
+ 0.95%), due 04/22/34(b) 144A
|
249,927
|
|
100,000
|
|
FS Rialto Issuer LLC, Series 2025-FL10, Class A, 5.02% (1 mo. USD Term SOFR +
1.39%), due 08/19/42(b) 144A
|
100,125
|
|
200,000
|
|
FS Rialto Issuer LLC, Series 2026-FL11, Class A, 5.09% (1 mo. USD Term SOFR +
1.45%), due 01/19/44(b) 144A
|
200,625
|
|
52,821
|
|
GM Financial Automobile Leasing Trust, Series 2024-3, Class A3, 4.21%, due 10/20/27
|
52,837
|
|
115,000
|
|
GM Financial Automobile Leasing Trust, Series 2025-1, Class A3, 4.66%, due 02/21/28
|
115,232
|
|
120,000
|
|
GM Financial Automobile Leasing Trust, Series 2026-2, Class A3, 4.30%, due 03/20/29
|
119,888
|
|
275,000
|
|
GM Financial Consumer Automobile Receivables Trust, Series 2023-2, Class C, 5.21%,
due 12/18/28
|
276,504
|
|
100,000
|
|
GM Financial Consumer Automobile Receivables Trust, Series 2024-1, Class B, 5.16%,
due 08/16/29
|
100,794
|
|
100,000
|
|
GreatAmerica Leasing Receivables Funding LLC, Series 2025-2, Class A2, 4.22%, due
05/15/28 144A
|
99,951
|
|
53,531
|
|
GreenSky Home Improvement Issuer Trust, Series 2025-3A, Class A1, 4.34%, due
12/27/60 144A
|
53,512
|
|
46,409
|
|
Hilton Grand Vacations Trust, Series 2024-2A, Class A, 5.50%, due 03/25/38 144A
|
47,054
|
|
49,261
|
|
Hilton Grand Vacations Trust, Series 2024-3A, Class A, 4.98%, due 08/27/40 144A
|
49,385
|
|
134,261
|
|
Honda Auto Receivables Owner Trust, Series 2025-4, Class A2A, 4.04%, due 06/15/28
|
134,166
|
|
22,262
|
|
Hyundai Auto Lease Securitization Trust, Series 2024-B, Class A3, 5.41%, due 05/17/27
144A
|
22,288
|
|
215,000
|
|
Hyundai Auto Lease Securitization Trust, Series 2024-C, Class A3, 4.62%, due 04/17/28
144A
|
215,315
|
|
135,000
|
|
Hyundai Auto Lease Securitization Trust, Series 2026-A, Class A3, 3.97%, due 12/15/28
144A
|
134,151
|
|
95,000
|
|
Hyundai Auto Receivables Trust, Series 2024-C, Class A3, 4.41%, due 05/15/29
|
95,108
|
|
125,000
|
|
Hyundai Auto Receivables Trust, Series 2026-A, Class A3, 3.79%, due 02/18/31
|
123,418
|
|
150,000
|
|
Hyundai Auto Receivables Trust, Series 2026-B, Class A3, 4.51%, due 02/18/31
|
150,467
|
|
350,000
|
|
John Deere Owner Trust, Series 2023-C, Class A4, 5.39%, due 08/15/30
|
352,984
|
|
29,820
|
|
John Deere Owner Trust, Series 2024-A, Class A3, 4.96%, due 11/15/28
|
29,938
|
|
80,693
|
|
John Deere Owner Trust, Series 2024-B, Class A3, 5.20%, due 03/15/29
|
81,233
|
|
101,440
|
|
John Deere Owner Trust, Series 2024-C, Class A3, 4.06%, due 06/15/29
|
101,274
|
|
100,000
|
|
John Deere Owner Trust, Series 2025-A, Class A4, 4.42%, due 02/17/32
|
99,883
|
|
265,000
|
|
Kubota Credit Owner Trust, Series 2025-2A, Class A3, 4.42%, due 09/17/29 144A
|
265,053
|
|
25,684
|
|
Lendbuzz Securitization Trust, Series 2025-1A, Class A2, 5.10%, due 10/15/30 144A
|
25,709
|
|
100,000
|
|
LoanCore Issuer LLC, Series 2025-CRE8, Class A, 5.02% (1 mo. USD Term SOFR +
1.39%), due 08/17/42(b) 144A
|
100,187
|
|
200,000
|
|
LoanCore Issuer LLC, Series 2025-CRE9, Class A, 5.09% (1 mo. USD Term SOFR +
1.45%), due 08/18/42(b) 144A
|
200,484
|
|
250,000
|
|
Magnetite XXIII Ltd., Series 2019-23A, Class AR2, 4.66% (3 mo. USD Term SOFR +
0.99%), due 01/25/35(b) 144A
|
250,128
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
500,000
|
|
Magnetite XXXI Ltd., Series 2021-31A, Class A1R, 4.67% (3 mo. USD Term SOFR +
1.00%), due 07/15/34(b) 144A
|
500,068
|
|
40,273
|
|
Mercedes-Benz Auto Lease Trust, Series 2024-A, Class A3, 5.32%, due 01/18/28
|
40,419
|
|
50,000
|
|
MetroNet Infrastructure Issuer LLC, Series 2026-1A, Class A2, 5.27%, due 04/20/56
144A
|
50,097
|
|
100,000
|
|
MF1 LLC, Series 2025-FL17, Class A, 4.96% (1 mo. USD Term SOFR + 1.32%), due
02/18/40(b) 144A
|
100,063
|
|
64,844
|
|
MVW LLC, Series 2024-1A, Class A, 5.32%, due 02/20/43 144A
|
65,619
|
|
136,957
|
|
MVW LLC, Series 2024-2A, Class A, 4.43%, due 03/20/42 144A
|
136,414
|
|
97,665
|
|
Navient Private Education Refi Loan Trust, Series 2019-GA, Class A, 2.40%, due
10/15/68 144A
|
95,040
|
|
225,793
|
|
Navient Private Education Refi Loan Trust, Series 2020-DA, Class A, 1.69%, due
05/15/69 144A
|
215,277
|
|
145,545
|
|
Navient Private Education Refi Loan Trust, Series 2020-EA, Class A, 1.69%, due
05/15/69 144A
|
135,968
|
|
244,896
|
|
Navient Private Education Refi Loan Trust, Series 2020-GA, Class A, 1.17%, due
09/16/69 144A
|
229,537
|
|
58,967
|
|
Navient Private Education Refi Loan Trust, Series 2020-HA, Class A, 1.31%, due
01/15/69 144A
|
55,988
|
|
108,172
|
|
Navient Private Education Refi Loan Trust, Series 2021-A, Class A, 0.84%, due
05/15/69 144A
|
98,984
|
|
40,778
|
|
Navient Private Education Refi Loan Trust, Series 2021-BA, Class A, 0.94%, due
07/15/69 144A
|
37,072
|
|
170,230
|
|
Navient Private Education Refi Loan Trust, Series 2021-CA, Class A, 1.06%, due
10/15/69 144A
|
154,485
|
|
42,821
|
|
Navient Private Education Refi Loan Trust, Series 2021-FA, Class A, 1.11%, due
02/18/70 144A
|
37,827
|
|
46,833
|
|
Navient Private Education Refi Loan Trust, Series 2021-GA, Class A, 1.58%, due
04/15/70 144A
|
42,047
|
|
57,362
|
|
Navient Private Education Refi Loan Trust, Series 2023-A, Class A, 5.51%, due
10/15/71 144A
|
58,215
|
|
136,445
|
|
Navient Private Education Refi Loan Trust, Series 2024-A, Class A, 5.66%, due
10/15/72 144A
|
138,606
|
|
135,629
|
|
Navient Refinance Loan Trust, Series 2026-A, Class A, 4.50%, due 01/18/56 144A
|
133,841
|
|
83,975
|
|
Navient Student Loan Trust, Series 2019-BA, Class A2A, 3.39%, due 12/15/59 144A
|
82,820
|
|
50,000
|
|
Navistar Financial Dealer Note Master Owner Trust II, Series 2025-1, Class A, 4.18%,
due 09/25/30 144A
|
49,856
|
|
400,000
|
|
Neuberger Berman Loan Advisers CLO 41 Ltd., Series 2021-41A, Class AR, 4.72% (3
mo. USD Term SOFR + 1.05%), due 04/15/34(b) 144A
|
400,240
|
|
250,000
|
|
Neuberger Berman Loan Advisers CLO 42 Ltd., Series 2021-42A, Class AR, 4.63% (3
mo. USD Term SOFR + 0.95%), due 07/16/36(b) 144A
|
250,107
|
|
250,000
|
|
Neuberger Berman Loan Advisers CLO 43 Ltd., Series 2021-43A, Class BR, 5.13% (3
mo. USD Term SOFR + 1.45%), due 07/17/36(b) 144A
|
250,062
|
|
150,000
|
|
Neuberger Berman Loan Advisers CLO 50 Ltd., Series 2022-50A, Class AR2, 4.71% (3
mo. USD Term SOFR + 1.04%), due 07/23/36(b) 144A
|
150,109
|
|
250,000
|
|
Neuberger Berman Loan Advisers CLO 51 Ltd., Series 2022-51A, Class AR2, 4.67% (3
mo. USD Term SOFR + 1.00%), due 10/23/36(b) 144A
|
250,179
|
|
59,159
|
|
Nissan Auto Lease Trust, Series 2024-A, Class A4, 4.97%, due 09/15/28
|
59,184
|
|
100,000
|
|
Nissan Auto Receivables Owner Trust, Series 2026-A, Class A4, 4.64%, due 03/15/32
|
100,554
|
|
131,824
|
|
OZLM XV Ltd., Series 2016-15A, Class A1R3, 4.73% (3 mo. USD Term SOFR +
1.05%), due 04/20/33(b) 144A
|
131,926
|
|
73,652
|
|
Pagaya AI Debt Grantor Trust, Series 2025-3, Class A2, 5.37%, due 12/15/32 144A
|
73,802
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
300,000
|
|
Palmer Square Loan Funding Ltd., Series 2025-3A, Class A1, 4.66% (3 mo. USD Term
SOFR + 0.95%), due 01/15/34(b) 144A
|
300,036
|
|
225,000
|
|
PFP Ltd., Series 2026-14, Class A, 4.97% (1 mo. USD Term SOFR + 1.32%), due
12/18/43(b) 144A
|
225,106
|
|
220,000
|
|
PFS Financing Corp., Series 2023-C, Class A, 5.52%, due 10/15/28 144A
|
220,826
|
|
43,770
|
|
Porsche Financial Auto Securitization Trust, Series 2023-2A, Class A3, 5.79%, due
01/22/29 144A
|
43,971
|
|
135,000
|
|
Porsche Innovative Lease Owner Trust, Series 2026-1A, Class A3, 4.41%, due 08/20/29
|
134,945
|
|
100,000
|
|
QTS Issuer ABS I LLC, Series 2025-1A, Class A2, 5.44%, due 05/25/55 144A
|
99,287
|
|
37,181
|
|
Research-Driven Pagaya Motor Asset Trust, Series 2025-1A, Class A, 5.04%, due
06/27/33 144A
|
37,130
|
|
100,000
|
|
Research-Driven Pagaya Motor Asset Trust, Series 2026-3A, Class A2, 4.85%, due
03/26/35 144A
|
99,899
|
|
100,000
|
|
Santander Drive Auto Receivables Trust, Series 2024-5, Class C, 4.78%, due 01/15/31
|
100,289
|
|
24,367
|
|
Santander Drive Auto Receivables Trust, Series 2025-1, Class A3, 4.74%, due 01/16/29
|
24,399
|
|
100,000
|
|
Santander Drive Auto Receivables Trust, Series 2025-1, Class B, 4.88%, due 03/17/31
|
100,287
|
|
2,289
|
|
Santander Drive Auto Receivables Trust, Series 2025-2, Class A2, 4.71%, due 06/15/28
|
2,290
|
|
33,352
|
|
Santander Drive Auto Receivables Trust, Series 2025-3, Class A2, 4.63%, due 10/16/28
|
33,387
|
|
50,000
|
|
Santander Drive Auto Receivables Trust, Series 2025-3, Class B, 4.49%, due 09/15/31
|
50,003
|
|
32,281
|
|
Santander Drive Auto Receivables Trust, Series 2025-4, Class A2, 4.28%, due 01/15/29
|
32,275
|
|
150,000
|
|
SCCU Auto Receivables Trust, Series 2026-1A, Class A3, 4.36%, due 08/15/31 144A
|
148,977
|
|
150,000
|
|
SFS Auto Receivables Securitization Trust, Series 2026-2A, Class A2A, 4.27%, due
10/22/29 144A
|
149,932
|
|
162,079
|
|
SMB Private Education Loan Trust, Series 2022-B, Class A1A, 3.94%, due 02/16/55
144A
|
156,174
|
|
85,170
|
|
SMB Private Education Loan Trust, Series 2025-A, Class A1A, 5.13%, due 04/15/54
144A
|
85,282
|
|
100,000
|
|
SoFi Consumer Loan Program Trust, Series 2025-1, Class B, 5.12%, due 02/27/34 144A
|
100,533
|
|
74,465
|
|
SoFi Consumer Loan Program Trust, Series 2025-4, Class A, 4.24%, due 08/25/35 144A
|
74,391
|
|
157,066
|
|
Southwick Park CLO LLC, Series 2019-4A, Class A1RR, 4.68% (3 mo. USD Term
SOFR + 1.00%), due 07/20/32(b) 144A
|
157,083
|
|
100,000
|
|
STAR Trust, Series 2025-SFR6, Class A, 5.03% (1 mo. USD Term SOFR + 1.40%), due
08/17/42(b) 144A
|
99,977
|
|
250,000
|
|
Synchrony Card Funding LLC, Series 2023-A2, Class A, 5.74%, due 10/15/29
|
251,139
|
|
245,000
|
|
Synchrony Card Funding LLC, Series 2024-A2, Class A, 4.93%, due 07/15/30
|
246,588
|
|
140,122
|
|
Tesla Electric Vehicle Trust, Series 2023-1, Class A3, 5.38%, due 06/20/28 144A
|
140,724
|
|
52,945
|
|
Toyota Auto Receivables Owner Trust, Series 2024-A, Class A3, 4.83%, due 10/16/28
|
53,110
|
|
100,000
|
|
Toyota Auto Receivables Owner Trust, Series 2026-A, Class A3, 3.86%, due 09/16/30
|
99,097
|
|
150,000
|
|
Toyota Lease Owner Trust, Series 2025-B, Class A3, 3.96%, due 11/20/28 144A
|
149,146
|
|
217,000
|
|
Toyota Lease Owner Trust, Series 2026-A, Class A3, 3.82%, due 02/20/29 144A
|
215,286
|
|
130,000
|
|
Verizon Master Trust, Series 2024-7, Class B, 4.60%, due 08/20/32 144A
|
129,380
|
|
75,000
|
|
Verizon Master Trust, Series 2024-8, Class B, 4.82%, due 11/20/30
|
75,261
|
|
135,000
|
|
Verizon Master Trust, Series 2025-3, Class A1A, 4.51%, due 03/20/30
|
135,266
|
|
300,000
|
|
Verizon Master Trust, Series 2026-2, Class A1A, 4.51%, due 06/21/32
|
299,842
|
|
31,164
|
|
Veros Auto Receivables Trust, Series 2026-1, Class A, 4.53%, due 08/15/28 144A
|
31,154
|
|
250,000
|
|
Volvo Financial Equipment LLC, Series 2024-1A, Class A3, 4.29%, due 10/16/28 144A
|
250,032
|
|
100,000
|
|
Volvo Financial Equipment LLC, Series 2025-1A, Class A3, 4.46%, due 05/15/29 144A
|
100,108
|
|
100,000
|
|
Volvo Financial Equipment LLC, Series 2025-2A, Class A3, 3.99%, due 12/17/29 144A
|
99,264
|
|
100,000
|
|
Westlake Automobile Receivables Trust, Series 2026-1A, Class A2A, 4.02%, due
09/15/28 144A
|
99,906
|
|
155,000
|
|
WF Card Issuance Trust, Series 2025-A1, Class A, 4.34%, due 05/15/30
|
155,126
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Asset Backed Securities — continued
|
|
|
100,000
|
|
World Omni Auto Receivables Trust, Series 2026-B, Class A3, 4.37%, due 06/16/31
|
99,875
|
|
100,000
|
|
World Omni Automobile Lease Securitization Trust, Series 2025-A, Class A3, 4.42%,
due 04/17/28
|
100,069
|
|
100,000
|
|
World Omni Select Auto Trust, Series 2025-A, Class A3, 4.08%, due 08/15/31
|
99,404
|
|
|
|
|
19,368,259
|
|
|
|
Bank Loans — 1.5%
|
|
|
148,626
|
|
Allied Universal Holdco LLC, 2025 USD Term Loan B, 6.89% (1 mo. USD Term SOFR
+ 3.25%), due 08/20/32(b)
|
148,819
|
|
49,875
|
|
APi Group DE, Inc., 2026 Term Loan B, 5.39% (1 mo. USD Term SOFR + 1.75%), due
05/16/33(b)
|
49,850
|
|
204,517
|
|
BCPE Empire Holdings, Inc., 2025 Term Loan B, 6.89% (1 mo. USD Term SOFR +
3.25%), due 12/11/30(b)
|
202,131
|
|
44,333
|
|
BCPE Empire Holdings, Inc., 2026 10th Amendment Term Loan, 7.14% (1 mo. USD
Term SOFR + 3.50%), due 12/29/32(b)
|
43,872
|
|
93,360
|
|
Chart Industries, Inc., 2024 Term Loan B, 6.18% (3 mo. USD Term SOFR + 2.50%),
due 03/15/30(b)
|
93,477
|
|
49,609
|
|
CoreLogic, Inc., Term Loan, 7.26% (1 mo. USD Term SOFR + 3.50%), due 06/02/28(b)
|
49,113
|
|
50,000
|
|
Dycom Investments, Inc., 2026 Term Loan B, 5.40% (3 mo. USD Term SOFR +
1.75%), due 01/27/33(b)
|
50,133
|
|
178,798
|
|
Ellucian Holdings, Inc., 2024 1st Lien Term Loan B, 6.14% (1 mo. USD Term SOFR +
2.50%), due 10/09/29(b)
|
172,763
|
|
99,499
|
|
Focus Financial Partners LLC, 2025 Incremental Term Loan B, 6.14% (1 mo. USD Term
SOFR + 2.50%), due 09/15/31(b)
|
97,183
|
|
49,251
|
|
IMA Financial Group, Inc., Term Loan, 6.64% (1 mo. USD Term SOFR + 3.00%), due
11/01/28(b)
|
49,158
|
|
33,974
|
|
Proampac PG Borrower LLC, 2026 USD Term Loan B, 7.65% (1 mo. USD Term SOFR
+ 4.00%), due 03/07/33(b)
|
33,473
|
|
14,030
|
|
Proampac PG Borrower LLC, 2026 USD Term Loan B, 7.67% (3 mo. USD Term SOFR
+ 4.00%), due 03/07/33(b)
|
13,823
|
|
99,478
|
|
RealPage, Inc., 1st Lien Term Loan, 6.99% (3 mo. USD Term SOFR + 3.00%), due
04/24/28(b)
|
92,929
|
|
97,767
|
|
Roper Industrial Products Investment Co. LLC, 2026 USD Term Loan B, 6.14% (1 mo.
USD Term SOFR + 2.50%), due 11/22/29(b)
|
97,836
|
|
99,372
|
|
TK Elevator Midco GmbH, 2025 USD Term Loan B, 6.38% (6 mo. USD Term SOFR +
2.75%), due 04/30/30(b)
|
99,907
|
|
86,568
|
|
TransDigm, Inc., 2023 Term Loan J, 6.14% (1 mo. USD Term SOFR + 2.50%), due
02/28/31(b)
|
86,684
|
|
99,499
|
|
Trucordia Insurance Holdings LLC, Term Loan B, 6.98% (3 mo. USD Term SOFR +
3.25%), due 06/17/32(b)
|
89,051
|
|
47,016
|
|
UKG, Inc., 2024 Term Loan B, 5.91% (3 mo. USD Term SOFR + 2.25%), due
02/10/31(b)
|
44,377
|
|
|
|
|
1,514,579
|
|
|
|
Corporate Debt — 39.0%
|
|
|
18,000
|
|
3M Co., 4.80%, due 03/15/30
|
18,118
|
|
200,000
|
|
Abbott Laboratories, 3.70%, due 03/09/29
|
196,198
|
|
30,000
|
|
Abbott Laboratories, 4.00%, due 03/15/31
|
29,243
|
|
10,000
|
|
AbbVie, Inc., 3.20%, due 11/21/29
|
9,577
|
|
213,000
|
|
AbbVie, Inc., 4.80%, due 03/15/29
|
214,693
|
|
72,000
|
|
Advanced Micro Devices, Inc., 4.32%, due 03/24/28
|
72,059
|
|
150,000
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation Trust, 4.88%, due 04/01/28
|
150,655
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
100,000
|
|
AES Corp., 5.20%, due 07/15/29
|
100,587
|
|
27,000
|
|
AGCO Corp., 5.45%, due 03/21/27
|
27,155
|
|
73,000
|
|
Air Products & Chemicals, Inc., 4.30%, due 06/11/28
|
72,911
|
|
73,000
|
|
Alabama Power Co., 3.75%, due 09/01/27
|
72,594
|
|
20,000
|
|
Alphabet, Inc., 1.10%, due 08/15/30
|
17,550
|
|
70,000
|
|
Alphabet, Inc., 3.70%, due 02/15/29
|
68,873
|
|
40,000
|
|
Alphabet, Inc., 3.88%, due 11/15/28
|
39,644
|
|
25,000
|
|
Amazon.com, Inc., 3.90%, due 11/20/28
|
24,741
|
|
50,000
|
|
Amazon.com, Inc., 4.00%, due 03/13/29
|
49,473
|
|
140,000
|
|
Amazon.com, Inc., 4.23% (1 day USD SOFR + 0.59%), due 03/13/29(b)
|
140,673
|
|
60,000
|
|
Ameren Corp., 5.70%, due 12/01/26
|
60,282
|
|
74,000
|
|
Ameren Illinois Co., 3.80%, due 05/15/28
|
73,200
|
|
109,788
|
|
American Airlines Pass-Through Trust, 3.00%, due 04/15/30
|
106,398
|
|
112,400
|
|
American Airlines Pass-Through Trust, 3.20%, due 12/15/29
|
109,133
|
|
82,363
|
|
American Airlines Pass-Through Trust, 3.25%, due 04/15/30
|
78,738
|
|
37,000
|
|
American Electric Power Co., Inc., 5.20%, due 01/15/29
|
37,569
|
|
176,000
|
|
American Electric Power Co., Inc., 5.75%, due 11/01/27
|
178,748
|
|
80,000
|
|
American Express Co., 4.35% (1 day USD SOFR + 0.81%), due 07/20/29(b)
|
79,602
|
|
68,000
|
|
American Express Co., 5.10% (1 day USD SOFR + 1.00%), due 02/16/28(b)
|
68,277
|
|
15,000
|
|
American Express Co., 5.28% (1 day USD SOFR Index + 1.28%), due 07/27/29(b)
|
15,200
|
|
70,000
|
|
American Express Co., 5.39% (1 day USD SOFR + 0.97%), due 07/28/27(b)
|
70,046
|
|
55,000
|
|
American Homes 4 Rent LP, 4.25%, due 02/15/28
|
54,618
|
|
38,000
|
|
American Honda Finance Corp., 1.30%, due 09/09/26
|
37,788
|
|
10,000
|
|
American Honda Finance Corp., 4.40%, due 10/05/26
|
10,005
|
|
63,000
|
|
American Honda Finance Corp., 4.45%, due 10/22/27
|
62,928
|
|
200,000
|
|
American Tower Corp., 2.75%, due 01/15/27
|
198,136
|
|
79,000
|
|
American Tower Corp., 3.65%, due 03/15/27
|
78,570
|
|
5,000
|
|
American Tower Corp., 5.25%, due 07/15/28
|
5,060
|
|
42,000
|
|
American Tower Corp., 5.50%, due 03/15/28
|
42,607
|
|
150,000
|
|
American Water Capital Corp., 4.63%, due 06/01/29
|
150,112
|
|
88,000
|
|
Amgen, Inc., 5.15%, due 03/02/28
|
88,856
|
|
80,000
|
|
Amphenol Corp., 3.90%, due 11/15/28
|
79,045
|
|
73,000
|
|
Amphenol Corp., 4.38%, due 06/12/28
|
72,923
|
|
79,000
|
|
Analog Devices, Inc., 4.25%, due 06/15/28
|
78,775
|
|
28,000
|
|
Aon North America, Inc., 5.13%, due 03/01/27
|
28,105
|
|
21,000
|
|
Arthur J Gallagher & Co., 4.85%, due 12/15/29
|
21,161
|
|
100,000
|
|
Aspen Insurance Holdings Ltd., 5.75%, due 07/01/30
|
102,603
|
|
75,000
|
|
Astrazeneca Finance LLC, 4.80%, due 02/26/27
|
75,291
|
|
170,000
|
|
AT&T, Inc., 4.10%, due 02/15/28
|
168,756
|
|
100,000
|
|
Athene Global Funding, 5.13%, due 06/01/29 144A
|
100,214
|
|
50,000
|
|
Athene Global Funding, 5.58%, due 01/09/29 144A
|
50,731
|
|
250,000
|
|
Atlas Warehouse Lending Co. LP, 6.05%, due 01/15/28 144A
|
253,313
|
|
50,000
|
|
Avolon Holdings Funding Ltd., 2.75%, due 02/21/28 144A
|
48,468
|
|
63,000
|
|
Baker Hughes Holdings LLC/Baker Hughes Co-Obligor, Inc., 2.06%, due 12/15/26
|
62,410
|
|
200,000
|
|
Banco Santander SA, 4.55%, due 11/06/30
|
196,869
|
|
64,000
|
|
Bank of America Corp., 1.73% (1 day USD SOFR + 0.96%), due 07/22/27(b)
|
63,903
|
|
241,000
|
|
Bank of America Corp., 2.09% (1 day USD SOFR + 1.06%), due 06/14/29(b)
|
229,528
|
|
65,000
|
|
Bank of America Corp., 2.55% (1 day USD SOFR + 1.05%), due 02/04/28(b)
|
64,272
|
|
75,000
|
|
Bank of America Corp., 3.42% (3 mo. USD Term SOFR + 1.30%), due 12/20/28(b)
|
73,757
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
54,000
|
|
Bank of America Corp., 3.71% (3 mo. USD Term SOFR + 1.77%), due 04/24/28(b)
|
53,641
|
|
45,000
|
|
Bank of America Corp., 3.97% (3 mo. USD Term SOFR + 1.33%), due 03/05/29(b)
|
44,526
|
|
150,000
|
|
Bank of America Corp., 3.97% (3 mo. USD Term SOFR + 1.47%), due 02/07/30(b)
|
147,197
|
|
25,000
|
|
Bank of America Corp., 4.46% (1 day USD SOFR + 0.87%), due 02/06/32(b)
|
24,566
|
|
215,000
|
|
Bank of America Corp., 4.48% (1 day USD SOFR + 0.87%), due 04/23/30(b)
|
213,672
|
|
250,000
|
|
Bank of America Corp., 4.98% (1 day USD SOFR + 0.83%), due 01/24/29(b)
|
251,406
|
|
165,000
|
|
Bank of America Corp., 5.16% (1 day USD SOFR + 1.00%), due 01/24/31(b)
|
167,266
|
|
55,000
|
|
Bank of Montreal, 4.06% (1 day USD SOFR Index + 0.75%), due 09/22/28(b)
|
54,706
|
|
115,000
|
|
Bank of Montreal, 4.34% (1 day USD SOFR + 0.89%), due 03/19/30(b)
|
113,972
|
|
250,000
|
|
Bank of New York Mellon, 4.73% (1 day USD SOFR + 1.14%), due 04/20/29(b)
|
251,107
|
|
15,000
|
|
Bank of Nova Scotia, 4.04% (1 day USD SOFR + 0.76%), due 09/15/28(b)
|
14,916
|
|
40,000
|
|
Bank of Nova Scotia, 4.25% (1 day USD SOFR + 0.73%), due 02/02/30(b)
|
39,516
|
|
185,000
|
|
Bank of Nova Scotia, 4.40% (1 day USD SOFR + 1.00%), due 09/08/28(b)
|
184,768
|
|
200,000
|
|
Banque Federative du Credit Mutuel SA, 4.54%, due 01/15/31 144A
|
196,769
|
|
64,000
|
|
Becton Dickinson & Co., 4.69%, due 02/13/28
|
64,123
|
|
36,000
|
|
BHP Billiton Finance USA Ltd., 5.25%, due 09/08/26
|
36,068
|
|
72,000
|
|
BMW U.S. Capital LLC, 1.25%, due 08/12/26 144A
|
71,750
|
|
250,000
|
|
BNP Paribas SA, 4.79% (1 day USD SOFR + 1.45%), due 05/09/29(b) 144A
|
250,257
|
|
50,000
|
|
Boeing Co., 6.26%, due 05/01/27
|
50,672
|
|
175,000
|
|
Booz Allen Hamilton, Inc., 3.88%, due 09/01/28 144A
|
170,787
|
|
17,000
|
|
BorgWarner, Inc., 4.95%, due 08/15/29
|
17,121
|
|
150,000
|
|
Boston Properties LP, 2.75%, due 10/01/26
|
149,520
|
|
36,945
|
|
British Airways Pass-Through Trust, 3.35%, due 12/15/30 144A
|
35,875
|
|
100,000
|
|
Brixmor Operating Partnership LP, 4.13%, due 05/15/29
|
98,546
|
|
32,000
|
|
Broadcom, Inc., 3.46%, due 09/15/26
|
31,957
|
|
18,000
|
|
Broadcom, Inc., 4.80%, due 04/15/28
|
18,108
|
|
30,000
|
|
Brookfield Asset Management Ltd., 4.83%, due 04/15/31
|
29,727
|
|
200,000
|
|
Brooklyn Union Gas Co., 4.63%, due 08/05/27 144A
|
199,988
|
|
78,000
|
|
Brown & Brown, Inc., 4.70%, due 06/23/28
|
77,994
|
|
62,000
|
|
Cadence Design Systems, Inc., 4.20%, due 09/10/27
|
61,873
|
|
59,000
|
|
Canadian Imperial Bank of Commerce, 4.86% (1 day USD SOFR + 1.03%), due
03/30/29(b)
|
59,243
|
|
180,000
|
|
Canadian Imperial Bank of Commerce, 5.00%, due 04/28/28
|
181,588
|
|
20,000
|
|
Capital One Financial Corp., 4.72% (1 day USD SOFR + 1.15%), due 01/30/32(b)
|
19,736
|
|
100,000
|
|
Capital One Financial Corp., 5.46% (1 day USD SOFR + 1.56%), due 07/26/30(b)
|
101,659
|
|
40,000
|
|
Capital One Financial Corp., 5.70% (1 day USD SOFR + 1.91%), due 02/01/30(b)
|
40,836
|
|
61,000
|
|
Cardinal Health, Inc., 4.70%, due 11/15/26
|
61,097
|
|
10,000
|
|
Cardinal Health, Inc., 5.00%, due 11/15/29
|
10,103
|
|
41,000
|
|
Cardinal Health, Inc., 5.13%, due 02/15/29
|
41,502
|
|
72,000
|
|
Cargill, Inc., 3.63%, due 04/22/27 144A
|
71,690
|
|
60,000
|
|
Caterpillar Financial Services Corp., 4.40%, due 03/03/28
|
60,078
|
|
15,000
|
|
Caterpillar Financial Services Corp., 4.80%, due 01/08/30
|
15,218
|
|
27,000
|
|
CenterPoint Energy Houston Electric LLC, 4.80%, due 03/15/30
|
27,188
|
|
140,000
|
|
Centerpoint Energy Restoration Bond Co. III LLC, 3.90%, due 12/15/31
|
137,866
|
|
62,000
|
|
Charles Schwab Corp., 5.88%, due 08/24/26
|
62,074
|
|
30,000
|
|
Chevron USA, Inc., 4.05%, due 08/13/28
|
29,873
|
|
14,000
|
|
Chevron USA, Inc., 4.30%, due 10/15/30
|
13,923
|
|
18,000
|
|
Chevron USA, Inc., 4.69%, due 04/15/30
|
18,130
|
|
47,000
|
|
Cigna Group, 2.38%, due 03/15/31
|
42,324
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
143,000
|
|
Cigna Group, 4.50%, due 09/15/30
|
142,150
|
|
76,000
|
|
Cisco Systems, Inc., 4.55%, due 02/24/28
|
76,309
|
|
31,000
|
|
Cisco Systems, Inc., 4.75%, due 02/24/30
|
31,276
|
|
350,000
|
|
Citibank NA, 4.55% (1 day USD SOFR + 0.60%), due 06/18/29(b)
|
349,676
|
|
30,000
|
|
Citigroup, Inc., 2.57% (1 day USD SOFR + 2.11%), due 06/03/31(b)
|
27,571
|
|
250,000
|
|
Citigroup, Inc., 3.52% (3 mo. USD Term SOFR + 1.41%), due 10/27/28(b)
|
246,648
|
|
150,000
|
|
Citigroup, Inc., 4.64% (1 day USD SOFR + 1.14%), due 05/07/28(b)
|
150,134
|
|
5,000
|
|
Citigroup, Inc., 4.79% (1 day USD SOFR + 0.87%), due 03/04/29(b)
|
5,013
|
|
15,000
|
|
CME Group, Inc., 4.40%, due 03/15/30
|
14,934
|
|
20,000
|
|
Comcast Corp., 2.65%, due 02/01/30
|
18,628
|
|
100,000
|
|
Commonwealth Edison Co., 4.55%, due 06/01/31
|
99,391
|
|
15,000
|
|
Connecticut Light & Power Co., 4.65%, due 01/01/29
|
15,055
|
|
90,000
|
|
Constellation Energy Generation LLC, 3.90%, due 01/08/28
|
89,254
|
|
150,000
|
|
Constellation Energy Generation LLC, 4.40%, due 01/15/31
|
147,508
|
|
13,000
|
|
Consumers Energy Co., 4.50%, due 01/15/31
|
12,913
|
|
23,000
|
|
Consumers Energy Co., 4.90%, due 02/15/29(c)
|
23,260
|
|
61,000
|
|
Corebridge Financial, Inc., 3.65%, due 04/05/27
|
60,614
|
|
250,000
|
|
Credit Agricole SA, 5.23% (1 day USD SOFR + 1.13%), due 01/09/29(b) 144A
|
251,980
|
|
40,000
|
|
Crown Castle, Inc., 5.60%, due 06/01/29
|
40,899
|
|
4,000
|
|
CSL Finance PLC, 3.85%, due 04/27/27 144A
|
3,980
|
|
175,000
|
|
CVS Health Corp., 1.30%, due 08/21/27
|
168,845
|
|
35,000
|
|
CVS Health Corp., 5.40%, due 06/01/29
|
35,769
|
|
200,000
|
|
Danske Bank AS, 5.71% (1 yr. CMT + 1.40%), due 03/01/30(b) 144A
|
204,616
|
|
140,000
|
|
Dell International LLC/EMC Corp., 4.15%, due 02/15/29
|
138,395
|
|
29,000
|
|
Dell International LLC/EMC Corp., 4.50%, due 02/15/31
|
28,605
|
|
72,000
|
|
Dell International LLC/EMC Corp., 4.75%, due 04/01/28
|
72,229
|
|
6,000
|
|
Dell International LLC/EMC Corp., 5.00%, due 04/01/30
|
6,052
|
|
15,000
|
|
Diamondback Energy, Inc., 5.15%, due 01/30/30
|
15,213
|
|
72,000
|
|
Diamondback Energy, Inc., 5.20%, due 04/18/27
|
72,422
|
|
9,000
|
|
Discovery Global Holdings, Inc., 3.76%, due 03/15/27
|
8,943
|
|
115,000
|
|
Dominion Energy, Inc., 4.60%, due 05/15/28
|
115,072
|
|
185,000
|
|
DTE Energy Co., 4.88%, due 06/01/28
|
185,837
|
|
118,000
|
|
DTE Energy Co., 5.10%, due 03/01/29
|
119,364
|
|
125,000
|
|
Duke Energy Corp., 2.65%, due 09/01/26
|
124,656
|
|
81,988
|
|
Duke Energy Florida Project Finance LLC, 2.54%, due 09/01/31
|
79,064
|
|
37,000
|
|
Eastman Chemical Co., 5.00%, due 08/01/29
|
37,222
|
|
200,000
|
|
Eaton Corp., 3.95%, due 03/06/29
|
197,162
|
|
50,000
|
|
eBay, Inc., 4.25%, due 03/06/29
|
49,435
|
|
203,000
|
|
Ecolab, Inc., 4.30%, due 06/15/28
|
202,590
|
|
150,000
|
|
Element Fleet Management Corp., 4.80%, due 05/29/29 144A
|
149,663
|
|
70,000
|
|
Element Fleet Management Corp., 5.64%, due 03/13/27 144A
|
70,489
|
|
55,000
|
|
Eli Lilly & Co., 4.00%, due 10/15/28
|
54,646
|
|
59,000
|
|
Eli Lilly & Co., 4.55%, due 02/12/28
|
59,267
|
|
100,000
|
|
Enbridge, Inc., 4.20%, due 11/20/28
|
99,122
|
|
67,000
|
|
Enbridge, Inc., 4.60%, due 06/20/28
|
66,989
|
|
200,000
|
|
Energy Transfer LP, 3.75%, due 05/15/30
|
192,662
|
|
71,000
|
|
Enterprise Products Operating LLC, 4.30%, due 06/20/28
|
70,765
|
|
50,000
|
|
Equinix Asia Financing Corp. Pte. Ltd., 4.40%, due 03/15/31
|
48,887
|
|
145,000
|
|
Equinor ASA, 4.25%, due 06/02/28
|
144,789
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
125,000
|
|
Essential Utilities, Inc., 4.80%, due 08/15/27
|
125,410
|
|
190,000
|
|
Essex Portfolio LP, 3.63%, due 05/01/27
|
188,803
|
|
50,000
|
|
Evergy, Inc., 4.25%, due 03/15/29
|
49,447
|
|
80,000
|
|
Eversource Energy, 2.90%, due 03/01/27
|
79,208
|
|
16,000
|
|
Exelon Corp., 5.15%, due 03/15/29
|
16,221
|
|
200,000
|
|
Federation des Caisses Desjardins du Quebec, 4.57%, due 08/26/30 144A
|
198,997
|
|
150,000
|
|
Fedex Freight Holding Co., Inc., 4.30%, due 03/15/29 144A
|
148,004
|
|
150,000
|
|
Fidelity National Information Services, Inc., 4.55%, due 03/10/29
|
148,868
|
|
59,000
|
|
Fiserv, Inc., 5.45%, due 03/02/28
|
59,599
|
|
100,000
|
|
Fortive Corp., 4.75%, due 05/15/31
|
99,382
|
|
71,000
|
|
GATX Corp., 5.40%, due 03/15/27
|
71,412
|
|
30,000
|
|
GE Vernova, Inc., 4.25%, due 02/04/31
|
29,535
|
|
64,000
|
|
General Motors Financial Co., Inc., 4.35%, due 01/17/27
|
63,945
|
|
100,000
|
|
General Motors Financial Co., Inc., 4.60%, due 01/08/31
|
98,660
|
|
60,000
|
|
General Motors Financial Co., Inc., 5.05%, due 04/04/28
|
60,382
|
|
169,000
|
|
General Motors Financial Co., Inc., 5.55%, due 07/15/29
|
172,499
|
|
15,000
|
|
Georgia Power Co., 2.65%, due 09/15/29
|
14,163
|
|
19,000
|
|
Georgia Power Co., 5.00%, due 02/23/27(c)
|
19,085
|
|
16,000
|
|
Gilead Sciences, Inc., 4.80%, due 11/15/29
|
16,166
|
|
13,000
|
|
GlaxoSmithKline Capital, Inc., 4.50%, due 04/15/30
|
13,020
|
|
50,000
|
|
Glencore Funding LLC, 4.90%, due 07/01/31 144A
|
50,024
|
|
100,000
|
|
Global Payments, Inc., 4.50%, due 11/15/28
|
98,828
|
|
100,000
|
|
GLP Capital LP/GLP Financing II, Inc., 5.75%, due 06/01/28
|
101,171
|
|
65,000
|
|
Goldman Sachs Group, Inc., 1.95% (1 day USD SOFR + 0.91%), due 10/21/27(b)
|
64,497
|
|
113,000
|
|
Goldman Sachs Group, Inc., 2.64% (1 day USD SOFR + 1.11%), due 02/24/28(b)
|
111,649
|
|
250,000
|
|
Goldman Sachs Group, Inc., 3.81% (3 mo. USD Term SOFR + 1.42%), due 04/23/29(b)
|
246,136
|
|
70,000
|
|
Goldman Sachs Group, Inc., 4.15% (1 day USD SOFR + 0.71%), due 01/21/29(b)
|
69,408
|
|
250,000
|
|
Goldman Sachs Group, Inc., 4.15% (1 day USD SOFR + 0.90%), due 10/21/29(b)
|
246,503
|
|
25,000
|
|
Goldman Sachs Group, Inc., 4.52% (1 day USD SOFR + 0.96%), due 01/21/32(b)
|
24,533
|
|
150,000
|
|
Goldman Sachs Group, Inc., 4.59% (1 day USD SOFR + 0.99%), due 04/20/30(b)
|
149,173
|
|
115,000
|
|
HCA, Inc., 4.30%, due 11/15/30
|
112,518
|
|
34,000
|
|
HCA, Inc., 5.88%, due 02/01/29
|
34,785
|
|
116,000
|
|
HEICO Corp., 5.25%, due 08/01/28
|
117,373
|
|
18,000
|
|
Hershey Co., 4.75%, due 02/24/30
|
18,165
|
|
57,000
|
|
Hewlett Packard Enterprise Co., 4.15%, due 09/15/28
|
56,419
|
|
98,000
|
|
Hewlett Packard Enterprise Co., 4.55%, due 10/15/29
|
97,445
|
|
100,000
|
|
Hewlett Packard Enterprise Co., 4.60%, due 03/23/29
|
99,860
|
|
50,000
|
|
Hexcel Corp., 4.90%, due 05/15/31
|
49,862
|
|
75,000
|
|
Hilton Domestic Operating Co., Inc., 5.50%, due 09/15/31 144A
|
75,233
|
|
30,000
|
|
Home Depot, Inc., 3.75%, due 09/15/28(c)
|
29,680
|
|
43,000
|
|
Home Depot, Inc., 4.88%, due 06/25/27
|
43,262
|
|
63,000
|
|
Honda Motor Co. Ltd., 2.53%, due 03/10/27
|
62,177
|
|
28,000
|
|
Honda Motor Co. Ltd., 4.44%, due 07/08/28
|
27,894
|
|
115,000
|
|
Honeywell Aerospace, Inc., 4.27% (1 day USD SOFR Index + 0.63%), due 03/16/29(b)
144A
|
115,085
|
|
25,000
|
|
Howmet Aerospace, Inc., 3.90%, due 04/15/29
|
24,603
|
|
200,000
|
|
HSBC Holdings PLC, 4.40% (1 day USD SOFR + 0.99%), due 03/10/30(b)
|
197,905
|
|
200,000
|
|
HSBC Holdings PLC, 4.58% (3 mo. USD Term SOFR + 1.80%), due 06/19/29(b)
|
199,449
|
|
69,000
|
|
Humana, Inc., 5.75%, due 03/01/28
|
70,190
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
60,000
|
|
Hyatt Hotels Corp., 5.05%, due 03/30/28
|
60,391
|
|
205,000
|
|
Hyundai Capital America, 4.60%, due 04/06/28 144A
|
204,705
|
|
60,000
|
|
Ingersoll Rand, Inc., 5.20%, due 06/15/27
|
60,375
|
|
100,000
|
|
Ingersoll Rand, Inc., 5.40%, due 08/14/28
|
101,542
|
|
50,000
|
|
Intel Corp., 4.65%, due 06/01/31
|
49,530
|
|
80,000
|
|
Intercontinental Exchange, Inc., 3.95%, due 12/01/28
|
78,951
|
|
100,000
|
|
Jabil, Inc., 5.45%, due 02/01/29
|
101,610
|
|
21,000
|
|
JB Hunt Transport Services, Inc., 4.90%, due 03/15/30
|
21,126
|
|
100,000
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS USA Food Co. Holdings, 3.00%,
due 02/02/29
|
96,008
|
|
50,000
|
|
Jersey Central Power & Light Co., 4.60%, due 01/15/30 144A
|
49,684
|
|
35,000
|
|
John Deere Capital Corp., 1.45%, due 01/15/31
|
30,562
|
|
70,000
|
|
John Deere Capital Corp., 4.13%, due 01/18/29
|
69,582
|
|
59,000
|
|
Johnson & Johnson, 4.55%, due 03/01/28
|
59,343
|
|
264,000
|
|
JPMorgan Chase & Co., 1.47% (1 day USD SOFR + 0.77%), due 09/22/27(b)
|
262,253
|
|
59,000
|
|
JPMorgan Chase & Co., 2.95% (1 day USD SOFR + 1.17%), due 02/24/28(b)
|
58,414
|
|
75,000
|
|
JPMorgan Chase & Co., 3.51% (3 mo. USD Term SOFR + 1.21%), due 01/23/29(b)
|
73,771
|
|
110,000
|
|
JPMorgan Chase & Co., 3.70% (3 mo. USD Term SOFR + 1.42%), due 05/06/30(b)
|
106,994
|
|
50,000
|
|
JPMorgan Chase & Co., 4.32% (1 day USD SOFR + 1.56%), due 04/26/28(b)
|
49,917
|
|
150,000
|
|
JPMorgan Chase & Co., 4.41% (1 day USD SOFR + 0.82%), due 04/23/30(b)
|
148,744
|
|
40,000
|
|
JPMorgan Chase & Co., 4.45% (3 mo. USD Term SOFR + 1.59%), due 12/05/29(b)
|
39,779
|
|
73,000
|
|
JPMorgan Chase & Co., 4.51% (1 day USD SOFR + 0.86%), due 10/22/28(b)
|
72,991
|
|
35,000
|
|
JPMorgan Chase & Co., 4.62% (1 day USD SOFR + 0.99%), due 04/23/32(b)
|
34,604
|
|
150,000
|
|
JPMorgan Chase & Co., 4.92% (1 day USD SOFR + 0.80%), due 01/24/29(b)
|
150,754
|
|
150,000
|
|
JPMorgan Chase & Co., 4.98% (1 day USD SOFR + 0.93%), due 07/22/28(b)
|
150,675
|
|
287,000
|
|
JPMorgan Chase & Co., 5.01% (1 day USD SOFR + 1.31%), due 01/23/30(b)
|
288,979
|
|
84,000
|
|
JPMorgan Chase & Co., 5.04% (1 day USD SOFR + 1.19%), due 01/23/28(b)
|
84,270
|
|
46,000
|
|
JPMorgan Chase & Co., 5.57% (1 day USD SOFR + 0.93%), due 04/22/28(b)
|
46,390
|
|
6,000
|
|
JPMorgan Chase & Co., 5.58% (1 day USD SOFR + 1.16%), due 04/22/30(b)
|
6,132
|
|
95,000
|
|
JPMorgan Chase & Co., 6.07% (1 day USD SOFR + 1.33%), due 10/22/27(b)
|
95,466
|
|
49,000
|
|
Kinder Morgan, Inc., 1.75%, due 11/15/26
|
48,544
|
|
100,000
|
|
Kite Realty Group Trust, 4.75%, due 09/15/30
|
99,596
|
|
360,000
|
|
Kreditanstalt fuer Wiederaufbau, 3.00%, due 05/20/27
|
356,684
|
|
49,000
|
|
L3Harris Technologies, Inc., 4.40%, due 06/15/28
|
48,832
|
|
10,000
|
|
Laboratory Corp. of America Holdings, 4.35%, due 04/01/30
|
9,869
|
|
50,000
|
|
Las Vegas Sands Corp., 5.30%, due 05/15/31
|
49,823
|
|
65,000
|
|
Las Vegas Sands Corp., 5.90%, due 06/01/27
|
65,616
|
|
75,000
|
|
Lennox International, Inc., 5.50%, due 09/15/28
|
76,260
|
|
400,000
|
|
Lloyds Banking Group PLC, 3.57% (3 mo. USD LIBOR + 1.21%), due 11/07/28(b)
|
394,810
|
|
200,000
|
|
Lloyds Banking Group PLC, 5.46% (1 yr. CMT + 1.38%), due 01/05/28(b)
|
201,035
|
|
10,000
|
|
Lockheed Martin Corp., 4.15%, due 08/15/28
|
9,957
|
|
20,000
|
|
Lockheed Martin Corp., 4.40%, due 08/15/30
|
19,936
|
|
67,000
|
|
Lowe's Cos., Inc., 3.35%, due 04/01/27
|
66,512
|
|
50,000
|
|
Lowe's Cos., Inc., 4.00%, due 10/15/28
|
49,384
|
|
100,000
|
|
LPL Holdings, Inc., 5.70%, due 05/20/27
|
100,777
|
|
25,000
|
|
Marriott International, Inc., 4.20%, due 07/15/27
|
24,970
|
|
110,000
|
|
Mars, Inc., 4.60%, due 03/01/28 144A
|
110,229
|
|
200,000
|
|
MassMutual Global Funding II, 4.55%, due 05/07/30 144A
|
198,741
|
|
40,000
|
|
McCormick & Co., Inc., 4.15%, due 02/15/29
|
39,573
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
25,000
|
|
McDonald's Corp., 4.40%, due 02/12/31
|
24,865
|
|
11,000
|
|
Merck & Co., Inc., 4.15%, due 03/15/31
|
10,795
|
|
100,000
|
|
Meta Platforms, Inc., 4.20%, due 11/15/30
|
98,454
|
|
25,000
|
|
Meta Platforms, Inc., 4.30%, due 08/15/29
|
24,949
|
|
60,000
|
|
Meta Platforms, Inc., 4.55%, due 05/15/31
|
59,694
|
|
50,000
|
|
Metropolitan Life Global Funding I, 4.35%, due 01/12/31 144A
|
49,244
|
|
175,000
|
|
Microchip Technology, Inc., 4.90%, due 03/15/28
|
175,937
|
|
255,000
|
|
Mitsubishi UFJ Financial Group, Inc., 2.34% (1 yr. CMT + 0.83%), due 01/19/28(b)
|
252,150
|
|
200,000
|
|
Mitsubishi UFJ Financial Group, Inc., 5.42% (1 yr. CMT + 1.38%), due 02/22/29(b)
|
202,358
|
|
100,000
|
|
Mobility Global, Inc., 5.05%, due 06/15/29 144A
|
100,189
|
|
72,000
|
|
Morgan Stanley, 1.51% (1 day USD SOFR + 0.86%), due 07/20/27(b)
|
71,883
|
|
30,000
|
|
Morgan Stanley, 1.93% (1 day USD SOFR + 1.02%), due 04/28/32(b)
|
26,090
|
|
101,000
|
|
Morgan Stanley, 2.48% (1 day USD SOFR + 1.00%), due 01/21/28(b)
|
99,915
|
|
65,000
|
|
Morgan Stanley, 3.13%, due 07/27/26
|
64,977
|
|
25,000
|
|
Morgan Stanley, 4.13% (1 day USD SOFR + 0.91%), due 10/18/29(b)
|
24,661
|
|
20,000
|
|
Morgan Stanley, 4.24% (1 day USD SOFR + 0.80%), due 01/09/30(b)
|
19,741
|
|
235,000
|
|
Morgan Stanley, 4.43% (3 mo. USD Term SOFR + 1.89%), due 01/23/30(b)
|
232,882
|
|
30,000
|
|
Morgan Stanley, 4.56% (1 day USD SOFR Index + 0.96%), due 04/10/30(b)
|
29,814
|
|
30,000
|
|
Morgan Stanley, 4.71% (1 day USD SOFR + 1.20%), due 03/12/32(b)
|
29,636
|
|
46,000
|
|
Morgan Stanley, 4.99% (1 day USD SOFR + 1.38%), due 04/12/29(b)
|
46,257
|
|
20,000
|
|
Morgan Stanley, 5.04% (1 day USD SOFR + 1.22%), due 07/19/30(b)
|
20,142
|
|
60,000
|
|
Morgan Stanley, 5.17% (1 day USD SOFR + 1.45%), due 01/16/30(b)
|
60,548
|
|
1,000
|
|
Morgan Stanley, 5.30% (1 day USD SOFR Index + 1.41%), due 04/10/37(b)
|
995
|
|
200,000
|
|
Morgan Stanley, 5.66% (1 day USD SOFR + 1.26%), due 04/18/30(b)
|
204,334
|
|
2,000
|
|
Morgan Stanley, 5.66% (1 day USD SOFR + 1.76%), due 04/17/36(b)
|
2,054
|
|
250,000
|
|
Morgan Stanley Bank NA, 4.79% (1 day USD SOFR Index + 0.97%), due 05/10/30(b)
|
250,281
|
|
350,000
|
|
Morgan Stanley Bank NA, 5.02% (1 day USD SOFR + 0.91%), due 01/12/29(b)
|
352,191
|
|
180,000
|
|
National Rural Utilities Cooperative Finance Corp., 3.95%, due 12/10/27
|
179,005
|
|
61,000
|
|
National Rural Utilities Cooperative Finance Corp., 4.12%, due 09/16/27
|
60,843
|
|
15,000
|
|
National Rural Utilities Cooperative Finance Corp., 4.15%, due 08/25/28
|
14,881
|
|
13,000
|
|
National Rural Utilities Cooperative Finance Corp., 5.15%, due 06/15/29
|
13,206
|
|
10,000
|
|
National Rural Utilities Cooperative Finance Corp., 5.60%, due 11/13/26
|
10,043
|
|
270,000
|
|
NatWest Markets PLC, 4.65%, due 03/27/29 144A
|
269,663
|
|
50,000
|
|
Nevada Power Co., 2.40%, due 05/01/30
|
46,135
|
|
64,000
|
|
NextEra Energy Capital Holdings, Inc., 1.88%, due 01/15/27
|
63,194
|
|
52,000
|
|
NextEra Energy Capital Holdings, Inc., 1.90%, due 06/15/28
|
49,481
|
|
85,000
|
|
NextEra Energy Capital Holdings, Inc., 4.63%, due 07/15/27
|
85,126
|
|
71,000
|
|
NextEra Energy Capital Holdings, Inc., 4.90%, due 02/28/28
|
71,394
|
|
37,000
|
|
NextEra Energy Capital Holdings, Inc., 5.05%, due 03/15/30
|
37,487
|
|
400,000
|
|
Nippon Life Insurance Co., 4.75%, due 04/02/31 144A
|
398,486
|
|
155,000
|
|
Nordson Corp., 4.50%, due 12/15/29
|
154,003
|
|
8,000
|
|
Northrop Grumman Corp., 4.65%, due 07/15/30
|
8,020
|
|
15,000
|
|
Novartis Capital Corp., 3.80%, due 09/18/29
|
14,726
|
|
50,000
|
|
NRG Energy, Inc., 4.96%, due 04/30/31 144A
|
49,464
|
|
250,000
|
|
NTT Finance Corp., 4.62%, due 07/16/28 144A
|
249,423
|
|
28,000
|
|
Nucor Corp., 4.65%, due 06/01/30
|
28,036
|
|
71,000
|
|
Nutrien Ltd., 5.20%, due 06/21/27
|
71,418
|
|
100,000
|
|
nVent Finance SARL, 4.55%, due 04/15/28
|
99,624
|
|
50,000
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc., 4.30%, due 08/19/28
|
49,639
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
200,000
|
|
OGE Energy Corp., 5.45%, due 05/15/29
|
203,811
|
|
40,000
|
|
Omnicom Group, Inc., 4.20%, due 03/02/29
|
39,477
|
|
36,000
|
|
ONE Gas, Inc., 5.10%, due 04/01/29
|
36,490
|
|
63,000
|
|
Oracle Corp., 2.65%, due 07/15/26
|
62,953
|
|
100,000
|
|
Oracle Corp., 4.45%, due 09/26/30
|
96,568
|
|
135,000
|
|
Oracle Corp., 4.55%, due 02/04/29
|
133,105
|
|
57,000
|
|
Oracle Corp., 4.80%, due 08/03/28
|
56,890
|
|
21,000
|
|
PACCAR Financial Corp., 4.00%, due 08/08/28
|
20,862
|
|
30,000
|
|
PACCAR Financial Corp., 4.00%, due 11/07/28
|
29,812
|
|
26,000
|
|
PACCAR Financial Corp., 4.00%, due 09/26/29
|
25,752
|
|
33,000
|
|
PepsiCo, Inc., 4.10%, due 01/15/29
|
32,820
|
|
21,000
|
|
PepsiCo, Inc., 4.30%, due 07/23/30
|
20,994
|
|
50,000
|
|
Pfizer, Inc., 4.13% (1 day USD SOFR + 0.50%), due 11/15/27(b)
|
50,126
|
|
73,000
|
|
Philip Morris International, Inc., 4.13%, due 04/28/28
|
72,637
|
|
30,000
|
|
Philip Morris International, Inc., 4.13%, due 04/27/29
|
29,686
|
|
29,000
|
|
Philip Morris International, Inc., 4.88%, due 02/13/29
|
29,224
|
|
41,000
|
|
Philip Morris International, Inc., 5.13%, due 02/13/31
|
41,764
|
|
95,000
|
|
Pinnacle West Capital Corp., 4.90%, due 05/15/28
|
95,374
|
|
11,000
|
|
Pinnacle West Capital Corp., 5.15%, due 05/15/30
|
11,150
|
|
40,000
|
|
PNC Financial Services Group, Inc., 4.08% (1 day USD SOFR + 0.61%), due
01/26/29(b)
|
39,678
|
|
240,000
|
|
PNC Financial Services Group, Inc., 6.62% (1 day USD SOFR Index + 1.73%), due
10/20/27(b)
|
241,529
|
|
50,000
|
|
Principal Life Global Funding II, 4.45%, due 01/13/31 144A
|
49,258
|
|
225,000
|
|
Principal Life Global Funding II, 5.10%, due 01/25/29 144A
|
227,269
|
|
221,000
|
|
Private Export Funding Corp., 4.50%, due 02/07/27 144A
|
221,135
|
|
53,000
|
|
Prologis LP, 4.88%, due 06/15/28
|
53,477
|
|
100,000
|
|
Public Service Co. of Colorado, 4.15%, due 03/13/29
|
99,075
|
|
80,000
|
|
Public Service Electric & Gas Co., 3.65%, due 09/01/28
|
78,743
|
|
45,000
|
|
Public Service Enterprise Group, Inc., 4.80%, due 06/15/31
|
44,896
|
|
66,000
|
|
Public Service Enterprise Group, Inc., 5.85%, due 11/15/27
|
67,194
|
|
325,000
|
|
Public Service Enterprise Group, Inc., 5.88%, due 10/15/28
|
333,464
|
|
21,000
|
|
Quanta Services, Inc., 4.30%, due 08/09/28
|
20,919
|
|
85,000
|
|
Quest Diagnostics, Inc., 4.60%, due 12/15/27
|
85,189
|
|
100,000
|
|
Regal Rexnord Corp., 6.05%, due 04/15/28
|
102,144
|
|
17,000
|
|
RELX Capital, Inc., 4.75%, due 03/27/30
|
17,035
|
|
150,000
|
|
Rio Grande LNG LLC, 5.25%, due 06/30/31(d) 144A
|
150,013
|
|
53,000
|
|
Rio Tinto Finance USA PLC, 4.50%, due 03/14/28
|
53,109
|
|
56,000
|
|
Rogers Communications, Inc., 5.00%, due 02/15/29
|
56,354
|
|
212,000
|
|
Roper Technologies, Inc., 4.25%, due 09/15/28
|
210,453
|
|
100,000
|
|
Royal Bank of Canada, 4.40% (1 day USD SOFR + 0.84%), due 04/17/30(b)
|
99,191
|
|
8,000
|
|
Royal Bank of Canada, 4.50% (1 day USD SOFR + 0.89%), due 08/06/29(b)
|
7,975
|
|
44,000
|
|
Royal Bank of Canada, 4.52% (1 day USD SOFR Index + 0.86%), due 10/18/28(b)
|
44,013
|
|
57,000
|
|
Royal Bank of Canada, 4.72% (1 day USD SOFR Index + 0.81%), due 03/27/28(b)
|
57,160
|
|
35,000
|
|
Royal Bank of Canada, 4.95%, due 02/01/29
|
35,477
|
|
325,000
|
|
Royal Bank of Canada, 4.97% (1 day USD SOFR + 0.83%), due 01/24/29(b)
|
326,925
|
|
37,000
|
|
Royal Bank of Canada, 4.97% (1 day USD SOFR + 1.10%), due 08/02/30(b)
|
37,294
|
|
11,000
|
|
Ryder System, Inc., 4.95%, due 09/01/29
|
11,086
|
|
71,000
|
|
Ryder System, Inc., 5.25%, due 06/01/28
|
71,935
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
21,000
|
|
S&P Global, Inc., 2.95%, due 03/01/29
|
20,167
|
|
319,000
|
|
Salesforce, Inc., 4.65%, due 03/15/29
|
318,876
|
|
100,000
|
|
SCE Recovery Funding LLC, 4.45%, due 03/15/36
|
97,905
|
|
70,000
|
|
Sempra, 5.40%, due 08/01/26
|
70,021
|
|
36,000
|
|
Sherwin-Williams Co., 4.30%, due 08/15/28
|
35,816
|
|
43,000
|
|
Sherwin-Williams Co., 4.50%, due 08/15/30
|
42,671
|
|
83,000
|
|
Smith & Nephew PLC, 5.15%, due 03/20/27
|
83,308
|
|
11,000
|
|
Solventum Corp., 5.40%, due 03/01/29
|
11,192
|
|
85,000
|
|
Southern California Edison Co., 3.65%, due 03/01/28
|
83,645
|
|
50,000
|
|
Southern California Edison Co., 4.95%, due 09/15/31
|
49,904
|
|
250,000
|
|
Southern California Gas Co., 2.95%, due 04/15/27
|
247,550
|
|
29,000
|
|
Southern Co., 5.50%, due 03/15/29
|
29,662
|
|
50,000
|
|
Southern Co. Gas Capital Corp., 4.05%, due 09/15/28
|
49,491
|
|
85,000
|
|
Southern Power Co., 4.25%, due 10/01/30
|
83,528
|
|
50,000
|
|
Southwestern Electric Power Co., 4.10%, due 09/15/28
|
49,434
|
|
200,000
|
|
Space Exploration Technologies Corp., 5.35%, due 07/15/31 144A
|
199,530
|
|
10,000
|
|
Spectra Energy Partners LP, 3.38%, due 10/15/26
|
9,972
|
|
69,000
|
|
Sprint Capital Corp., 6.88%, due 11/15/28
|
72,298
|
|
175,000
|
|
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC,
5.15%, due 09/20/29 144A
|
175,498
|
|
46,000
|
|
Stanley Black & Decker, Inc., 6.00%, due 03/06/28
|
47,030
|
|
34,000
|
|
Starbucks Corp., 4.50%, due 05/15/28
|
34,008
|
|
17,000
|
|
State Street Corp., 3.03% (1 day USD SOFR + 1.49%), due 11/01/34(b)
|
15,979
|
|
67,000
|
|
State Street Corp., 4.53% (1 day USD SOFR + 1.02%), due 02/20/29(b)
|
66,985
|
|
60,000
|
|
State Street Corp., 4.54%, due 02/28/28
|
60,257
|
|
55,000
|
|
Steel Dynamics, Inc., 4.00%, due 12/15/28
|
54,179
|
|
61,000
|
|
Stryker Corp., 3.65%, due 03/07/28
|
60,179
|
|
76,000
|
|
Stryker Corp., 4.70%, due 02/10/28
|
76,227
|
|
60,000
|
|
Synopsys, Inc., 4.65%, due 04/01/28
|
60,088
|
|
25,000
|
|
Targa Resources Corp., 4.35%, due 01/15/29
|
24,815
|
|
125,000
|
|
Targa Resources Corp., 6.15%, due 03/01/29
|
129,466
|
|
100,000
|
|
TD SYNNEX Corp., 4.30%, due 01/17/29
|
98,767
|
|
82,000
|
|
T-Mobile USA, Inc., 2.05%, due 02/15/28
|
78,813
|
|
9,000
|
|
T-Mobile USA, Inc., 3.38%, due 04/15/29
|
8,702
|
|
36,000
|
|
T-Mobile USA, Inc., 4.95%, due 03/15/28
|
36,234
|
|
73,000
|
|
Toll Brothers Finance Corp., 4.35%, due 02/15/28
|
72,669
|
|
240,000
|
|
Toronto-Dominion Bank, 4.36%, due 04/23/29
|
238,770
|
|
48,000
|
|
Toronto-Dominion Bank, 4.98%, due 04/05/27
|
48,244
|
|
34,000
|
|
Toronto-Dominion Bank, 5.53%, due 07/17/26
|
34,023
|
|
39,000
|
|
Toyota Motor Credit Corp., 4.35%, due 10/08/27
|
39,037
|
|
25,000
|
|
Toyota Motor Credit Corp., 5.00%, due 03/19/27
|
25,144
|
|
69,000
|
|
Toyota Motor Credit Corp., 5.40%, due 11/20/26
|
69,324
|
|
250,000
|
|
Truist Bank, 4.14% (1 day USD SOFR + 0.91%), due 10/23/29(b)
|
247,104
|
|
66,000
|
|
Truist Financial Corp., 1.89% (1 day USD SOFR + 0.86%), due 06/07/29(b)
|
62,641
|
|
37,000
|
|
Truist Financial Corp., 5.44% (1 day USD SOFR + 1.62%), due 01/24/30(b)
|
37,623
|
|
35,000
|
|
Truist Financial Corp., 7.16% (1 day USD SOFR + 2.45%), due 10/30/29(b)
|
36,869
|
|
220,000
|
|
U.S. Bancorp, 2.22% (1 day USD SOFR + 0.73%), due 01/27/28(b)
|
217,222
|
|
15,000
|
|
Uber Technologies, Inc., 4.30%, due 01/15/30
|
14,833
|
|
200,000
|
|
UBS Group AG, 3.13% (3 mo. USD LIBOR + 1.47%), due 08/13/30(b) 144A
|
189,934
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Corporate Debt — continued
|
|
|
200,000
|
|
UBS Group AG, 4.15% (1 day USD SOFR + 0.84%), due 12/23/29(b) 144A
|
197,163
|
|
245,000
|
|
UBS Group AG, 4.70% (1 yr. CMT + 2.05%), due 08/05/27(b) 144A
|
245,002
|
|
82,724
|
|
United Airlines Pass-Through Trust, 3.10%, due 01/07/30
|
81,055
|
|
104,648
|
|
United Airlines Pass-Through Trust, 3.75%, due 03/03/28(c)
|
104,588
|
|
2,489
|
|
United Airlines Pass-Through Trust, 5.88%, due 04/15/29
|
2,520
|
|
75,000
|
|
UnitedHealth Group, Inc., 2.95%, due 10/15/27
|
73,736
|
|
14,000
|
|
UnitedHealth Group, Inc., 4.80%, due 01/15/30
|
14,111
|
|
150,000
|
|
USAA Capital Corp., 4.38%, due 06/01/28 144A
|
149,765
|
|
100,000
|
|
Ventas Realty LP, 3.85%, due 04/01/27
|
99,615
|
|
300,000
|
|
Venture Global Calcasieu Pass LLC, 3.88%, due 08/15/29 144A
|
286,316
|
|
60,000
|
|
Veralto Corp., 5.50%, due 09/18/26
|
60,104
|
|
50,000
|
|
VeriSign, Inc., 5.10%, due 07/15/31
|
50,160
|
|
50,000
|
|
Verizon Communications, Inc., 4.33%, due 09/21/28
|
49,855
|
|
125,000
|
|
VICI Properties LP, 4.75%, due 02/15/28
|
124,997
|
|
50,000
|
|
VICI Properties LP, 4.75%, due 04/01/28
|
49,974
|
|
28,000
|
|
VMware LLC, 1.40%, due 08/15/26
|
27,894
|
|
66,000
|
|
Waste Management, Inc., 1.50%, due 03/15/31
|
57,399
|
|
21,000
|
|
WEC Energy Group, Inc., 2.20%, due 12/15/28
|
19,856
|
|
105,000
|
|
WEC Energy Group, Inc., 5.60%, due 09/12/26
|
105,153
|
|
336,000
|
|
Wells Fargo & Co., 3.53% (1 day USD SOFR + 1.51%), due 03/24/28(b)
|
333,572
|
|
79,000
|
|
Wells Fargo & Co., 3.58% (3 mo. USD Term SOFR + 1.57%), due 05/22/28(b)
|
78,349
|
|
25,000
|
|
Wells Fargo & Co., 4.08% (1 day USD SOFR + 0.88%), due 09/15/29(b)
|
24,652
|
|
150,000
|
|
Wells Fargo & Co., 4.18% (1 day USD SOFR + 0.74%), due 01/23/30(b)
|
148,052
|
|
75,000
|
|
Wells Fargo & Co., 4.58% (1 day USD SOFR + 0.72%), due 05/20/29(b)
|
74,827
|
|
57,000
|
|
Wells Fargo & Co., 4.90% (1 day USD SOFR + 2.10%), due 07/25/33(b)
|
56,653
|
|
200,000
|
|
Wells Fargo & Co., 4.97% (1 day USD SOFR + 1.37%), due 04/23/29(b)
|
201,006
|
|
200,000
|
|
Wells Fargo & Co., 5.15% (1 day USD SOFR + 1.50%), due 04/23/31(b)
|
202,134
|
|
53,000
|
|
Wells Fargo & Co., 5.57% (1 day USD SOFR + 1.74%), due 07/25/29(b)
|
53,901
|
|
25,000
|
|
Welltower OP LLC, 4.50%, due 07/01/30
|
24,878
|
|
250,000
|
|
Westpac Banking Corp., 4.15%, due 05/11/28
|
249,150
|
|
54,000
|
|
Workday, Inc., 3.50%, due 04/01/27
|
53,618
|
|
150,000
|
|
WSP Global, Inc., 5.04%, due 09/18/31 144A
|
149,012
|
|
85,000
|
|
Xcel Energy, Inc., 4.75%, due 03/21/28
|
85,271
|
|
20,000
|
|
Zimmer Biomet Holdings, Inc., 5.05%, due 02/19/30
|
20,274
|
|
16,000
|
|
Zoetis, Inc., 4.15%, due 08/17/28
|
15,897
|
|
|
|
|
38,290,510
|
|
|
|
Mortgage Backed Securities - Private Issuers — 6.4%
|
|
|
138,289
|
|
A&D Mortgage Trust, Series 2025-NQM4, Class A1, 5.23%, due 10/25/70(e) 144A
|
137,597
|
|
84,990
|
|
Angel Oak Mortgage Trust, Series 2025-7, Class A1, 5.51%, due 06/25/70(e) 144A
|
85,073
|
|
100,000
|
|
Aventura Mall Trust, Series 2018-AVM, Class A, 4.25%, due 07/05/40(f) 144A
|
98,530
|
|
100,000
|
|
BMP Commercial Mortgage Trust, Series 2024-MF23, Class A, 5.00% (1 mo. USD
Term SOFR + 1.37%), due 06/15/41(b) 144A
|
100,157
|
|
95,978
|
|
BRAVO Residential Funding Trust, Series 2025-NQM5, Class A1, 5.50%, due
02/25/65(f) 144A
|
96,204
|
|
79,876
|
|
BRAVO Residential Funding Trust, Series 2025-NQM8, Class A1, 5.08%, due
06/25/65(e) 144A
|
79,480
|
|
170,471
|
|
BRAVO Residential Funding Trust, Series 2025-NQM9, Class A1, 5.04%, due
09/25/65(e) 144A
|
169,430
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
167,856
|
|
BX Commercial Mortgage Trust, Series 2024-AIR2, Class A, 5.12% (1 mo. USD Term
SOFR + 1.49%), due 10/15/41(b) 144A
|
168,556
|
|
86,725
|
|
BX Commercial Mortgage Trust, Series 2024-AIRC, Class A, 5.32% (1 mo. USD Term
SOFR + 1.69%), due 08/15/41(b) 144A
|
87,147
|
|
58,499
|
|
BX Commercial Mortgage Trust, Series 2024-MDHS, Class A, 5.27% (1 mo. USD Term
SOFR + 1.64%), due 05/15/41(b) 144A
|
58,653
|
|
65,542
|
|
BX Commercial Mortgage Trust, Series 2025-BCAT, Class A, 5.01% (1 mo. USD Term
SOFR + 1.38%), due 08/15/42(b) 144A
|
65,766
|
|
200,000
|
|
BX Commercial Mortgage Trust, Series 2026-AHP, Class A, 4.85% (1 mo. USD Term
SOFR + 1.25%), due 06/15/43(b) 144A
|
200,272
|
|
250,000
|
|
BX Commercial Mortgage Trust, Series 2026-ALOHA, Class A, 4.98% (1 mo. USD
Term SOFR + 1.35%), due 04/15/43(b) 144A
|
250,509
|
|
180,838
|
|
BX Commercial Mortgage Trust, Series 2026-XL6, Class A, 4.83% (1 mo. USD Term
SOFR + 1.20%), due 03/15/43(b) 144A
|
181,064
|
|
70,711
|
|
BX Trust, Series 2024-FNX, Class A, 5.07% (1 mo. USD Term SOFR + 1.44%), due
11/15/41(b) 144A
|
70,854
|
|
82,107
|
|
BX Trust, Series 2024-PALM, Class A, 5.17% (1 mo. USD Term SOFR + 1.54%), due
06/15/37(b) 144A
|
82,219
|
|
100,000
|
|
BX Trust, Series 2025-DIME, Class A, 4.78% (1 mo. USD Term SOFR + 1.15%), due
02/15/35(b) 144A
|
99,865
|
|
200,000
|
|
BX Trust, Series 2025-VOLT, Class A, 5.33% (1 mo. USD Term SOFR + 1.70%), due
12/15/44(b) 144A
|
200,517
|
|
250,000
|
|
BX Trust, Series 2026-RISE, Class A, 4.93% (1 mo. USD Term SOFR + 1.30%), due
04/15/41(b) 144A
|
250,649
|
|
190,475
|
|
Chase Home Lending Mortgage Trust, Series 2026-3, Class A9B, 5.00%, due 01/25/57(f)
144A
|
185,775
|
|
97,287
|
|
Chase Home Lending Mortgage Trust, Series 2026-4, Class A4, 5.50%, due 02/25/57(f)
144A
|
97,158
|
|
200,000
|
|
CIP Commercial Mortgage Trust, Series 2025-SBAY, Class A, 5.03% (1 mo. USD Term
SOFR + 1.40%), due 10/15/37(b) 144A
|
200,755
|
|
125,000
|
|
Citigroup Commercial Mortgage Trust, Series 2023-PRM3, Class A, 6.57%, due
07/10/28(f) 144A
|
127,776
|
|
192,627
|
|
Extended Stay America Trust, Series 2025-ESH, Class A, 4.93% (1 mo. USD Term
SOFR + 1.30%), due 10/15/42(b) 144A
|
193,277
|
|
93,692
|
|
Extended Stay America Trust, Series 2026-ESH2, Class A, 4.83% (1 mo. USD Term
SOFR + 1.20%), due 02/15/43(b) 144A
|
93,922
|
|
90,528
|
|
GCAT Trust, Series 2025-INV3, Class A5, 6.00%, due 08/25/55(f) 144A
|
90,864
|
|
97,627
|
|
GS Mortgage-Backed Securities Trust, Series 2026-PJ6, Class A4, 5.50%, due 09/25/56(f)
144A
|
97,429
|
|
96,780
|
|
JP Morgan Mortgage Trust, Series 2024-8, Class A3, 5.50%, due 01/25/55(f) 144A
|
96,420
|
|
37,780
|
|
JP Morgan Mortgage Trust, Series 2025-NQM2, Class A1, 5.57%, due 09/25/65(f) 144A
|
37,816
|
|
135,953
|
|
JP Morgan Mortgage Trust, Series 2025-NQM5, Class A1A, 4.88%, due 05/25/66(e)
144A
|
134,647
|
|
100,000
|
|
JW Commercial Mortgage Trust, Series 2024-BERY, Class A, 5.22% (1 mo. USD Term
SOFR + 1.59%), due 11/15/39(b) 144A
|
100,274
|
|
99,172
|
|
KIND Trust, Series 2021-KIND, Class A, 4.69% (1 mo. USD Term SOFR + 1.06%),
due 08/15/38(b) 144A
|
99,022
|
|
200,000
|
|
KSL Commercial Mortgage Trust, Series 2025-MH, Class A, 5.22% (1 mo. USD Term
SOFR + 1.59%), due 12/15/42(b) 144A
|
200,801
|
|
200,000
|
|
MHP Commercial Mortgage Trust, Series 2025-MHIL2, Class B, 5.43% (1 mo. USD
Term SOFR + 1.80%), due 09/15/40(b) 144A
|
200,456
|
|
148,528
|
|
New Residential Mortgage Loan Trust, Series 2026-NQM7, Class A1, 5.42%, due
06/25/66(f) 144A
|
148,209
|
|
70,384
|
|
OBX Trust, Series 2025-NQM10, Class A1, 5.45%, due 05/25/65(e) 144A
|
70,514
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - Private Issuers — continued
|
|
|
73,369
|
|
OBX Trust, Series 2025-NQM15, Class A1, 5.14%, due 07/27/65(f) 144A
|
73,185
|
|
48,795
|
|
OBX Trust, Series 2026-AHC1, Class A5, 5.50%, due 04/25/56(f) 144A
|
48,839
|
|
95,520
|
|
OBX Trust, Series 2026-J1, Class AF, 4.98% (30 day USD SOFR Average + 1.35%),
due 02/25/56(b) 144A
|
95,672
|
|
100,000
|
|
OBX Trust, Series 2026-NQM9, Class A1A, 5.47%, due 04/25/66(e) 144A
|
100,126
|
|
97,522
|
|
OBX Trust, Series 2026-R2, Class A1A, 5.36%, due 03/25/63(e) 144A
|
97,216
|
|
100,000
|
|
ORL Trust, Series 2024-GLKS, Class A, 5.12% (1 mo. USD Term SOFR + 1.49%), due
12/15/39(b) 144A
|
100,301
|
|
125,000
|
|
PRM5 Trust, Series 2025-PRM5, Class A, 4.62%, due 03/10/33(f) 144A
|
123,916
|
|
100,000
|
|
PRM8 Trust, Series 2026-PRM8, Class A, 4.74%, due 05/10/41(f) 144A
|
98,670
|
|
100,000
|
|
Rate Mortgage Trust, Series 2026-J2, Class A27, 5.24% (30 day USD SOFR Average +
1.65%), due 07/25/56(b) 144A
|
100,137
|
|
96,756
|
|
Sequoia Mortgage Trust, Series 2026-5, Class A4, 5.50%, due 05/25/56(f) 144A
|
96,607
|
|
200,000
|
|
SMRT Commercial Mortgage Trust, Series 2022-MINI, Class A, 4.63% (1 mo. USD
Term SOFR + 1.00%), due 01/15/39(b) 144A
|
199,966
|
|
125,000
|
|
SWCH Commercial Mortgage Trust, Series 2025-DATA, Class A, 5.07% (1 mo. USD
Term SOFR + 1.44%), due 02/15/42(b) 144A
|
124,384
|
|
83,365
|
|
THPT Mortgage Trust, Series 2023-THL, Class A, 7.23%, due 12/10/34(f) 144A
|
83,644
|
|
202,729
|
|
Wells Fargo Commercial Mortgage Trust, Series 2019-C51, Class A3, 3.06%, due
06/15/52
|
193,573
|
|
100,000
|
|
Wells Fargo Commercial Mortgage Trust, Series 2025-VTT, Class A, 5.27%, due
03/15/38(f) 144A
|
99,580
|
|
|
|
|
6,293,473
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — 8.1%
|
|
|
214,903
|
|
Federal Home Loan Mortgage Corp., Pool # G18575, 3.00%, due 11/01/30
|
209,371
|
|
80,687
|
|
Federal Home Loan Mortgage Corp., Pool # RC2071, 2.00%, due 06/01/36
|
73,955
|
|
74,838
|
|
Federal Home Loan Mortgage Corp., Pool # SB0935, 3.00%, due 07/01/33
|
72,297
|
|
290,000
|
|
Federal Home Loan Mortgage Corp., Pool # WN1783, 3.65%, due 10/01/30
|
280,678
|
|
288,098
|
|
Federal Home Loan Mortgage Corp., Pool # WN2419, 3.77%, due 06/01/30
|
281,536
|
|
105,461
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5400, Class FA, 4.38%, (30 day
USD SOFR Average + 0.75%), due 04/25/54(b)
|
105,087
|
|
81,363
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5583, Class FA, 4.88%, (30 day
USD SOFR Average + 1.25%), due 10/25/55(b)
|
81,963
|
|
119,138
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5483, Class FD, 4.93%, (30 day
USD SOFR Average + 1.30%), due 12/25/54(b)
|
120,111
|
|
190,183
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5472, Class FE, 4.98%, (30 day
USD SOFR Average + 1.35%), due 11/25/54(b)
|
191,964
|
|
152,412
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5502, Class FH, 5.03%, (30 day
USD SOFR Average + 1.40%), due 02/25/55(b)
|
154,279
|
|
155,692
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5507, Class FG, 5.03%, (30 day
USD SOFR Average + 1.40%), due 02/25/55(b)
|
157,624
|
|
213,675
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5410, Class DF, 5.08%, (30 day
USD SOFR Average + 1.45%), due 05/25/54(b)
|
215,459
|
|
301,502
|
|
Federal Home Loan Mortgage Corp. REMIC, Series 5486, Class FA, 5.08%, (30 day
USD SOFR Average + 1.45%), due 12/25/54(b)
|
305,226
|
|
391,973
|
|
Federal Home Loan Mortgage Corp. REMICS, Series 5609, Class F, 4.68%, (30 day
USD SOFR Average + 1.05%), due 12/25/55(b)
|
391,917
|
|
115,000
|
|
Federal National Mortgage Association, Pool # AN1371, 2.68%, due 06/01/28
|
111,455
|
|
139,451
|
|
Federal National Mortgage Association, Pool # AN5377, 3.02%, due 05/01/27
|
137,869
|
|
167,015
|
|
Federal National Mortgage Association, Pool # AN5688, 3.12%, due 06/01/27
|
165,065
|
|
188,557
|
|
Federal National Mortgage Association, Pool # AN7475, 3.06%, due 11/01/27
|
185,404
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations — continued
|
|
|
372,271
|
|
Federal National Mortgage Association, Pool # BL4421, 2.14%, due 10/01/29
|
347,736
|
|
275,000
|
|
Federal National Mortgage Association, Pool # BL6406, 1.63%, due 05/01/27
|
268,569
|
|
246,279
|
|
Federal National Mortgage Association, Pool # BM3919, 3.00%, due 02/01/33
|
237,842
|
|
313,434
|
|
Federal National Mortgage Association, Pool # BM4163, 3.23%, due 03/01/27(f)
|
311,239
|
|
230,000
|
|
Federal National Mortgage Association, Pool # BS3066, 1.39%, due 11/01/28
|
214,549
|
|
225,000
|
|
Federal National Mortgage Association, Pool # BZ0489, 4.65%, due 02/01/29
|
226,252
|
|
100,000
|
|
Federal National Mortgage Association, Pool # BZ1447, 4.71%, due 07/01/29
|
100,864
|
|
128,279
|
|
Federal National Mortgage Association, Pool # BZ2304, 3.88%, due 11/01/29
|
126,220
|
|
215,000
|
|
Federal National Mortgage Association, Pool # BZ2443, 4.60%, due 11/01/29
|
215,627
|
|
240,000
|
|
Federal National Mortgage Association, Pool # BZ3026, 4.86%, due 01/01/30
|
242,945
|
|
100,000
|
|
Federal National Mortgage Association, Pool # BZ4079, 5.02%, due 06/01/30
|
101,744
|
|
165,000
|
|
Federal National Mortgage Association, Pool # BZ4627, 4.31%, due 08/01/30
|
163,999
|
|
155,000
|
|
Federal National Mortgage Association, Pool # BZ6632, 3.99%, due 03/01/31
|
151,721
|
|
46,006
|
|
Federal National Mortgage Association, Pool # MA3097, 3.50%, due 08/01/27
|
45,763
|
|
142,796
|
|
Federal National Mortgage Association, Pool # MA4053, 2.50%, due 06/01/35
|
134,039
|
|
236,850
|
|
Federal National Mortgage Association REMIC, Series 2006-83, Class FG, 4.24%, (30
day USD SOFR Average + 0.61%), due 09/25/36(b)
|
236,357
|
|
172,399
|
|
Federal National Mortgage Association REMIC, Series 2024-103, Class FH, 4.88%, (30
day USD SOFR Average + 1.25%), due 01/25/55(b)
|
173,570
|
|
259,981
|
|
Federal National Mortgage Association REMIC, Series 2024-88, Class DF, 4.88%, (30
day USD SOFR Average + 1.25%), due 12/25/54(b)
|
261,814
|
|
168,968
|
|
Federal National Mortgage Association REMIC, Series 2024-15, Class FD, 4.98%, (30
day USD SOFR Average + 1.35%), due 04/25/54(b)
|
169,627
|
|
129,723
|
|
Federal National Mortgage Association REMIC, Series 2025-42, Class FE, 5.18%, (30
day USD SOFR Average + 1.55%), due 06/25/55(b)
|
131,981
|
|
65,715
|
|
Federal National Mortgage Association-ACES, Series 2017-M13, Class A2, 3.03%, due
09/25/27(f)
|
64,700
|
|
78,586
|
|
Federal National Mortgage Association-ACES, Series 2017-M15, Class ATS2, 3.22%,
due 11/25/27(f)
|
77,629
|
|
179,713
|
|
Federal National Mortgage Association-ACES, Series 2017-M8, Class A2, 3.06%, due
05/25/27(f)
|
177,816
|
|
152,190
|
|
Government National Mortgage Association REMIC, Series 2020-H13, Class FC, 4.21%,
(1 mo. USD Term SOFR + 0.56%), due 07/20/70(b)
|
151,569
|
|
83,482
|
|
Government National Mortgage Association REMIC, Series 2016-H16, Class FE, 5.16%,
(1 yr. USD Term SOFR + 1.10%), due 06/20/66(b)
|
84,091
|
|
118,953
|
|
Government National Mortgage Association REMIC, Series 2024-64, Class UF, 4.86%,
(30 day USD SOFR Average + 1.25%), due 04/20/54(b)
|
119,803
|
|
94,741
|
|
Government National Mortgage Association REMIC, Series 2025-89, Class FG, 5.01%,
(30 day USD SOFR Average + 1.40%), due 05/20/55(b)
|
96,008
|
|
47,065
|
|
Government National Mortgage Association REMIC, Series 2025-89, Class FB, 5.06%,
(30 day USD SOFR Average + 1.45%), due 05/20/55(b)
|
47,780
|
|
|
|
|
7,923,114
|
|
|
|
U.S. Government and Agency Obligations — 16.0%
|
|
|
65,000
|
|
U.S. Treasury Notes, 3.50%, due 12/15/28
|
64,002
|
|
3,455,000
|
|
U.S. Treasury Notes, 3.50%, due 01/15/29
|
3,399,801
|
|
100,000
|
|
U.S. Treasury Notes, 3.50%, due 03/15/29
|
98,328
|
|
250,000
|
|
U.S. Treasury Notes, 3.63%, due 08/31/29
|
246,020
|
|
665,000
|
|
U.S. Treasury Notes, 3.63%, due 09/30/30
|
650,401
|
|
2,990,000
|
|
U.S. Treasury Notes, 3.88%, due 06/30/30
|
2,955,662
|
|
1,700,000
|
|
U.S. Treasury Notes, 3.88%, due 07/31/30
|
1,680,078
|
|
Par Value(a)
|
|
Description
|
Value ($)
|
|
|
|
U.S. Government and Agency Obligations — continued
|
|
|
190,000
|
|
U.S. Treasury Notes, 4.00%, due 05/31/28
|
189,458
|
|
1,714,400
|
|
U.S. Treasury Notes, 4.13%, due 06/30/28
|
1,713,563
|
|
500,000
|
|
U.S. Treasury Notes, 4.13%, due 03/31/29
|
499,482
|
|
3,234,500
|
|
U.S. Treasury Notes, 4.13%, due 06/15/29
|
3,231,594
|
|
582,000
|
|
U.S. Treasury Notes, 4.13%, due 06/30/31
|
579,977
|
|
27,900
|
|
U.S. Treasury Notes, 4.25%, due 05/31/33
|
27,800
|
|
435,300
|
|
U.S. Treasury Notes, 4.25%, due 06/30/33
|
433,634
|
|
3,800
|
|
U.S. Treasury Notes, 4.38%, due 05/15/36
|
3,780
|
|
|
|
|
15,773,580
|
|
|
|
TOTAL DEBT OBLIGATIONS (COST $89,247,979)
|
89,163,515
|
|
|
|||
|
|
|
SHORT-TERM INVESTMENTS — 0.5%
|
|
|
|
|
Mutual Fund - Securities Lending Collateral — 0.3%
|
|
|
331,508
|
|
State Street Navigator Securities Lending Government Money Market Portfolio,
3.66%(g)(h)
|
331,508
|
|
|
|
U.S. Government and Agency Obligation — 0.2%
|
|
|
215,000
|
|
U.S. Treasury Bills, 4.00%, due 05/13/27(i)
|
207,900
|
|
|
|
TOTAL SHORT-TERM INVESTMENTS (COST $539,312)
|
539,408
|
|
|
|
TOTAL INVESTMENTS — 91.2%
(Cost $89,787,291)
|
89,702,923
|
|
|
|
Other Assets and Liabilities (net) — 8.8%
|
8,610,915
|
|
|
|
NET ASSETS — 100.0%
|
$98,313,838
|
|
|
Notes to Schedule of Investments:
|
|
(a)
|
Unless otherwise indicated, all par values are denominated in United States dollars
($).
|
|
(b)
|
Variable or floating rate note. Rate shown is as of June 30, 2026.
|
|
(c)
|
All or a portion of this security is out on loan.
|
|
(d)
|
When-issued security.
|
|
(e)
|
Step coupon security that pays an initial coupon rate for the first period and then
a lower/higher
coupon rate for the following periods. Rate shown is current coupon rate.
|
|
(f)
|
Variable or floating rate security, which interest rate adjusts periodically based
on changes in current
interest rates and prepayments on the underlying pool of assets. Rate shown is the
rate in effect as
of period end.
|
|
(g)
|
The rate disclosed is the 7-day net yield as of June 30, 2026.
|
|
(h)
|
Represents an investment of securities lending cash collateral.
|
|
(i)
|
Interest rate presented is yield to maturity.
|
|
144A
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933.
These securities
may be resold in transactions exempt from registration, normally to qualified institutional
buyers.
The total market value of the securities at period end is $25,869,766 which represents
26.3% of net
assets.
|
|
Number of
Contracts
|
Description
|
Expiration Date
|
Notional
Value
|
Market Value/
Unrealized
Appreciation
(Depreciation)
|
|
Buys
|
|
|
|
|
|
76
|
U.S. Treasury Note 2-Year
|
Sep 2026
|
$15,666,094
|
$(13,346
)
|
|
Sales
|
|
|
|
|
|
3
|
U.S. Long Bond
|
Sep 2026
|
$340,500
|
$(4,038
)
|
|
5
|
U.S. Treasury Note 10-Year
|
Sep 2026
|
549,453
|
(2,120
)
|
|
3
|
U.S. Treasury Note 5-Year
|
Sep 2026
|
321,141
|
(357
)
|
|
2
|
U.S. Ultra 10-Year
|
Sep 2026
|
224,938
|
(1,410
)
|
|
|
|
|
|
$(7,925
)
|
|
Notional
Amount*
|
Currency
|
Expiration
Date
|
Receive
(Pay)
Fixed
Rate
|
Payment
Frequency
|
Deliverable on Default
|
Unrealized
Appreciation
(Depreciation)
|
Upfront
Premiums
Paid
(Received)
|
Market
Value
|
|
750,000
|
USD
|
06/20/31
|
1.00%
|
Quarterly
|
CDX.NA.IG.S46**
|
$3,950
|
$12,554
|
$16,504
|
|
*
|
The maximum potential amount of future undiscounted payments that the Fund could be
required to make under a credit default swap
contract would be the notional amount of the contract. These potential amounts would
be partially offset by any recovery values of the
referenced debt obligation or net amounts received from the settlement of purchased
protection credit default swap contracts entered into
by the Fund for the same referenced debt obligation.
|
|
**
|
CDX.NA.IG — Markit North America Investment Grade CDS Index. Represents an index of one hundred twenty five (125) of the most
liquid North American entities with investment grade credit ratings that trade in
the CDS market.
|
|
Currency Abbreviations
|
||
|
USD
|
—
|
U.S. Dollar
|
|
Abbreviations
|
||
|
ACES
|
—
|
Alternative Credit Enhancement Securities
|
|
CLO
|
—
|
Collateralized Loan Obligation
|
|
CMT
|
—
|
Constant Maturity Treasury Index
|
|
LIBOR
|
—
|
London Interbank Offered Rate
|
|
REMIC
|
—
|
Real Estate Mortgage Investment Conduit
|
|
SOFR
|
—
|
Secured Overnight Financing Rate
|
|
Asset Class Summary(Unaudited)
|
% of Net Assets
|
|
Corporate Debt
|
39.0
|
|
Asset Backed Securities
|
19.7
|
|
U.S. Government and Agency Obligations
|
16.0
|
|
Mortgage Backed Securities - U.S. Government Agency Obligations
|
8.1
|
|
Mortgage Backed Securities - Private Issuers
|
6.4
|
|
Bank Loans
|
1.5
|
|
Centrally Cleared Credit Default Swaps
|
0.0*
|
|
Futures Contracts
|
0.0*
|
|
Short-Term Investments
|
0.5
|
|
Other Assets and Liabilities (net)
|
8.8
|
|
|
100.0%
|
|
*
|
Amount rounds to zero.
|
|
Borrower
|
Par
|
Cost
|
Value
|
Unrealized
Gain (Loss)
|
|
CoreWeave Financing DDTL V LLC
|
$1,979,712
|
$1,982,124
|
$2,022,276
|
$40,152
|
|
Databricks, Inc.
|
745,965
|
745,965
|
745,965
|
0
|
|
GC Ferry Acquisition I, Inc.
|
94,792
|
94,792
|
94,821
|
29
|
|
Liquid Tech Solutions LLC
|
108,000
|
107,809
|
107,413
|
(396
)
|
|
MRI Software LLC
|
100,005
|
99,732
|
95,505
|
(4,227
)
|
|
MRI Software LLC
|
318,930
|
318,382
|
312,951
|
(5,431
)
|
|
Pinnacle Buyer LLC
|
181,452
|
181,452
|
182,019
|
567
|
|
Pye-Barker Fire & Safety LLC
|
26,304
|
26,304
|
26,384
|
80
|
|
Salas O'brien, Inc.
|
71,429
|
71,260
|
71,607
|
347
|
|
Secretariat Advisors LLC
|
162,832
|
162,465
|
160,389
|
(2,076
)
|
|
Trilon Group LLC
|
122,775
|
122,367
|
122,929
|
562
|
|
Trio Bidco, Inc.
|
82,571
|
82,571
|
81,281
|
(1,290
)
|
|
Van Pool Transportation LLC
|
9,446
|
9,446
|
9,477
|
31
|
|
|
$4,004,213
|
$4,004,669
|
$4,033,017
|
$28,348
|