|
2026 Quarterly Report
(Unaudited)
|
|
BlackRock Funds III
|
|
• BlackRock Diversified Fixed Income Fund
|
|
Not FDIC Insured • May Lose Value • No Bank Guarantee
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities
|
|||
|
AB Issuer LLC, Series 2026-1A, Class A2, 6.41%,
04/30/56(a)
|
USD
|
129
|
$ 128,161
|
|
ACE Securities Corp. Home Equity Loan Trust,
Series 2005-AG1, Class M2, (1 mo. Term SOFR +
0.80%), 4.53%, 08/25/35(b)
|
|
206
|
181,090
|
|
ACHV ABS Trust, Series 2024-1PL, Class B, 6.34%,
04/25/31(a)
|
|
89
|
89,326
|
|
Affirm Asset Securitization Trust(a)
|
|
|
|
|
Series 2023-X1, Class D, 9.55%, 11/15/28
|
|
39
|
38,904
|
|
Series 2024-B, Class C, 5.06%, 09/15/29
|
|
2,250
|
2,250,907
|
|
Series 2024-B, Class D, 5.50%, 09/15/29
|
|
1,500
|
1,500,955
|
|
Series 2024-X1, Class D, 7.29%, 05/15/29
|
|
55
|
54,861
|
|
Series 2024-X2, Class D, 6.08%, 12/17/29
|
|
486
|
487,522
|
|
Affirm Master Trust(a)
|
|
|
|
|
Series 2025-1A, Class B, 5.13%, 02/15/33
|
|
1,000
|
1,001,312
|
|
Series 2025-1A, Class C, 5.28%, 02/15/33
|
|
640
|
640,706
|
|
Series 2025-3A, Class B, 4.75%, 10/16/34
|
|
980
|
969,164
|
|
Series 2025-3A, Class C, 4.89%, 10/16/34
|
|
1,850
|
1,828,009
|
|
Series 2026-1A, Class A, 4.37%, 02/15/34
|
|
172
|
170,949
|
|
AGL CLO Ltd., Series 2022-20A, Class A1R, (3-mo.
CME Term SOFR + 1.37%), 5.10%, 10/20/37(a)(b)
|
|
250
|
250,423
|
|
AGL Core CLO Ltd., Series 2025-38A, Class A1, (3-
mo. CME Term SOFR + 1.24%), 4.97%,
01/22/38(a)(b)
|
|
250
|
250,125
|
|
Ajax Mortgage Loan Trust, Series 2023-B, Class A,
4.25%, 10/25/62(a)
|
|
82
|
81,572
|
|
ALLO Issuer LLC, Series 2026-1A, Class A2, 5.61%,
06/20/56(a)
|
|
386
|
386,921
|
|
Anchorage Capital CLO Ltd.(a)(b)
|
|
|
|
|
Series 2020-15A, Class A1R2, (3-mo. CME Term
SOFR + 1.41%), 5.14%, 07/20/38
|
|
250
|
250,596
|
|
Series 2025-34A, Class A1, (3-mo. CME Term
SOFR + 1.27%), 5.02%, 01/15/39
|
|
250
|
250,364
|
|
ARES XLIV CLO Ltd., Series 2017-44A, Class CRR,
(3-mo. CME Term SOFR + 2.75%), 6.50%,
04/15/34(a)(b)
|
|
250
|
250,304
|
|
Argent Mortgage Loan Trust, Series 2005-W1,
Class A2, (1 mo. Term SOFR + 0.59%), 4.32%,
05/25/35(b)
|
|
136
|
115,633
|
|
Asset-Backed Securities Corp. Home Equity Loan
Trust, Series 2004-HE9, Class M1, (1 mo. Term
SOFR + 1.09%), 4.81%, 12/25/34(b)
|
|
124
|
119,282
|
|
Ballyrock CLO Ltd.(a)(b)
|
|
|
|
|
Series 2021-1A, Class A1R, (3-mo. CME Term
SOFR + 1.33%), 5.08%, 01/15/38
|
|
420
|
420,587
|
|
Series 2023-25A, Class A1AR, (3-mo. CME Term
SOFR + 1.18%), 4.99%, 01/25/38
|
|
250
|
249,847
|
|
Series 2025-32A, Class B, (3-mo. CME Term
SOFR + 1.80%), 5.61%, 01/25/39
|
|
250
|
250,333
|
|
BARC 2026-CES1, Series 2026-CES1, Class A1A,
4.85%, 01/25/56(a)
|
|
256
|
251,464
|
|
Barings Euro CLO DAC, Series 2020-1A, Class CRR,
(3-mo. EURIBOR + 2.40%), 4.88%, 10/21/38(a)(b)
|
EUR
|
500
|
578,736
|
|
BBAM U.S. CLO VI Ltd., Series 2025-6A, Class A1,
(3-mo. CME Term SOFR + 1.25%), 5.06%,
01/27/39(a)(b)
|
USD
|
250
|
250,380
|
|
Bbva Consumer Fondo de Titulizacion,
Series 2026-1, Class F, (3-mo. EURIBOR +
5.10%), 7.32%, 05/20/39(b)(c)
|
EUR
|
94
|
107,782
|
|
Bear Stearns Asset-Backed Securities I Trust,
Series 2006-HE7, Class 1A2, (1 mo. Term SOFR +
0.45%), 4.18%, 09/25/36(b)
|
USD
|
44
|
43,760
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
Bear Stearns Asset-Backed Securities Trust,
Series 2005-2, Class M5, (1 mo. Term SOFR +
5.36%), 6.24%, 06/25/35(b)
|
USD
|
210
|
$ 213,408
|
|
Benefit Street Partners CLO Ltd., Series 2025-44A,
Class A1, (3-mo. CME Term SOFR + 1.22%),
4.97%, 01/15/39(a)(b)
|
|
250
|
250,170
|
|
Benefit Street Partners CLO XXIX Ltd., Series 2022-
29A, Class AR, (3-mo. CME Term SOFR + 1.18%),
4.99%, 01/25/38(a)(b)
|
|
700
|
699,391
|
|
Benefit Street Partners CLO XXVII Ltd., Series 2022-
27A, Class AR, (3-mo. CME Term SOFR + 1.37%),
5.10%, 10/20/37(a)(b)
|
|
250
|
250,375
|
|
Black Diamond CLO Ltd., Series 2019-2A,
Class A1AR, (3-mo. CME Term SOFR + 1.32%),
5.07%, 07/23/32(a)(b)
|
|
50
|
50,461
|
|
Blue Bridge Funding LLC, Series 2023-1A, Class A,
7.37%, 11/15/30(a)
|
|
21
|
21,444
|
|
BlueMountain CLO Ltd., Series 2018-3A, Class BR,
(3-mo. CME Term SOFR + 1.85%), 5.66%,
10/25/30(a)(b)
|
|
250
|
249,745
|
|
BlueMountain CLO XXVIII Ltd., Series 2021-28A,
Class A1R, (3-mo. CME Term SOFR + 1.40%),
5.15%, 03/31/38(a)(b)
|
|
250
|
250,518
|
|
Bridge Street CLO IV Ltd., Series 2024-1A,
Class A1R, (3-mo. CME Term SOFR + 1.29%),
4.93%, 04/20/39(a)(b)
|
|
250
|
250,257
|
|
Bridge Street CLO VI Ltd., Series 2025-2A, Class A1,
(3-mo. CME Term SOFR + 1.28%), 5.03%,
01/15/39(a)(b)
|
|
250
|
250,386
|
|
California Street CLO IX LP, Series 2012-9A,
Class BR3, (3-mo. CME Term SOFR + 2.01%),
5.80%, 07/16/32(a)(b)
|
|
300
|
299,847
|
|
Carlyle U.S. CLO Ltd.(a)(b)
|
|
|
|
|
Series 2017-3A, Class A1R2, (3-mo. CME Term
SOFR + 1.40%), 5.13%, 10/21/37
|
|
250
|
250,504
|
|
Series 2017-3A, Class BR2, (3-mo. CME Term
SOFR + 1.78%), 5.51%, 10/21/37
|
|
250
|
250,430
|
|
CIFC Funding Ltd.(a)(b)
|
|
|
|
|
Series 2017-5A, Class AR, (3-mo. CME Term
SOFR + 1.41%), 5.16%, 07/17/37
|
|
250
|
250,195
|
|
Series 2018-3A, Class BR, (3-mo. CME Term
SOFR + 1.65%), 5.38%, 10/18/38
|
|
400
|
401,224
|
|
Series 2019-6A, Class A1R, (3-mo. CME Term
SOFR + 1.45%), 5.24%, 07/16/37
|
|
250
|
250,084
|
|
Series 2020-4A, Class A1R, (3-mo. CME Term
SOFR + 1.30%), 5.05%, 01/15/40
|
|
250
|
250,565
|
|
Series 2021-1A, Class BR, (3-mo. CME Term
SOFR + 1.75%), 5.56%, 07/25/37
|
|
250
|
250,792
|
|
Series 2021-6A, Class A1R, (3-mo. CME Term
SOFR + 1.21%), 4.88%, 07/15/39
|
|
250
|
250,000
|
|
CIT Mortgage Loan Trust(a)(b)
|
|
|
|
|
Series 2007-1, Class 1M2, (1 mo. Term SOFR +
2.74%), 5.59%, 10/25/37
|
|
150
|
146,872
|
|
Series 2007-1, Class 2M2, (1 mo. Term SOFR +
2.74%), 5.59%, 10/25/37
|
|
676
|
650,074
|
|
College Avenue Student Loans LLC, Series 2023-B,
Class A1A, 6.50%, 06/25/54(a)
|
|
60
|
61,461
|
|
College Avenue Student Loans Trust, Series 2024-A,
Class A1B, (30-day Avg SOFR + 1.75%), 5.37%,
06/25/54(a)(b)
|
|
97
|
98,181
|
|
Compass Datacenters Issuer III LLC, Series 2025-3A,
Class A2, 5.29%, 07/25/50(a)
|
|
156
|
152,594
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
Concord Music Royalties LLC, Series 2024-1A,
Class A, 5.64%, 10/20/74(a)
|
USD
|
100
|
$ 100,323
|
|
Conseco Finance Corp., Series 1998-4, Class M1,
6.83%, 04/01/30(b)
|
|
55
|
55,037
|
|
Consolidated Communications LLC/Fidium Fiber
Finance Holdco LLC(a)
|
|
|
|
|
Series 2025-4A, Class B, 5.77%, 12/20/55
|
|
445
|
441,965
|
|
Series 2026-1A, Class A2, 5.08%, 03/20/56
|
|
100
|
97,535
|
|
Series 2026-1A, Class B, 5.42%, 03/20/56
|
|
100
|
97,132
|
|
Credit Suisse First Boston Mortgage Securities Corp.,
Series 2004-CF2, Class 1B, 6.00%, 01/25/43(a)
|
|
15
|
12,231
|
|
Credit-Based Asset Servicing and Securitization LLC,
Series 2006-MH1, Class B2, 6.75%, 10/25/36(a)
|
|
372
|
313,558
|
|
Creeksource Dunes Creek CLO Ltd., Series 2024-1A,
Class A1, (3-mo. CME Term SOFR + 1.41%),
5.16%, 01/15/38(a)
|
|
250
|
250,485
|
|
CWABS Asset-Backed Certificates Trust(b)
|
|
|
|
|
Series 2006-11, Class 1AF4, 6.30%, 12/25/35
|
|
139
|
134,991
|
|
Series 2006-14, Class M1, (1 mo. Term SOFR +
0.55%), 4.27%, 02/25/37
|
|
22
|
23,382
|
|
CWABS Asset-Backed Notes Trust, Series 2007-
SEA2, Class 2A1, (1 mo. Term SOFR + 1.61%),
5.34%, 06/25/47(a)(b)
|
|
30
|
24,941
|
|
CWHEQ Revolving Home Equity Loan Trust,
Series 2006-I, Class 1A, (1 mo. Term SOFR +
0.25%), 3.93%, 01/15/37(b)
|
|
1
|
709
|
|
DB Master Finance LLC, Series 2025-1A, Class A2I,
4.89%, 08/20/55(a)
|
|
205
|
201,560
|
|
Deephaven Residential Mortgage Trust, Series 2025-
CES1, Class A1A, 5.22%, 10/25/55(a)
|
|
82
|
80,913
|
|
Diameter Capital CLO Ltd., Series 2024-8A,
Class A1A, (3-mo. CME Term SOFR + 1.40%),
5.13%, 10/20/37(a)(b)
|
|
460
|
460,853
|
|
DigitalBridge Issuer LLC, Series 2026-1A, Class A2,
6.33%, 06/25/56(a)
|
|
108
|
107,272
|
|
Dowson PLC(b)(c)
|
|
|
|
|
Series 2024-1, Class E, (1-day SONIA GBP
3.95%), 7.69%, 08/20/31
|
GBP
|
110
|
149,751
|
|
Series 2024-1, Class F, (1-day SONIA GBP
6.95%), 10.69%, 08/20/31
|
|
162
|
221,100
|
|
Drive Auto Receivables Trust, Series 2024-2, Class C,
4.67%, 05/17/32
|
USD
|
450
|
450,504
|
|
Dryden CLO Ltd., Series 2022-104A, Class A1R,
(3-mo. CME Term SOFR + 1.29%), 4.93%,
08/20/34(a)(b)
|
|
250
|
250,120
|
|
Edgeconnex Data Centers Europe BV, Series 2026-
1X, Class A2, 4.50%, 04/30/56(c)
|
EUR
|
191
|
219,608
|
|
Elmwood CLO III Ltd., Series 2019-3A, Class ERR,
(3-mo. CME Term SOFR + 5.95%), 9.68%,
07/18/37(a)(b)
|
USD
|
250
|
236,868
|
|
Equity One Mortgage Pass-Through Trust,
Series 2003-3, Class M2, 3.80%, 12/25/33(b)
|
|
288
|
256,037
|
|
Exeter Automobile Receivables Trust
|
|
|
|
|
Series 2022-5A, Class D, 7.40%, 02/15/29
|
|
53
|
53,113
|
|
Series 2023-2A, Class D, 6.32%, 08/15/29
|
|
545
|
550,332
|
|
series 2023-3A, Class D, 6.68%, 04/16/29
|
|
376
|
380,108
|
|
Series 2023-4A, Class D, 6.95%, 12/17/29
|
|
350
|
354,714
|
|
Ezee Fiber Funding LLC, Series 2026-1A, Class A2,
08/20/56(a)(d)
|
|
400
|
401,618
|
|
FIGRE Trust, Series 2026-HE1, Class A, 4.98%,
01/25/56(a)(b)
|
|
133
|
130,112
|
|
Financeit Securitization LP(a)
|
|
|
|
|
Series 2026-1, Class A, 4.04%, 05/25/51
|
CAD
|
300
|
212,092
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
Financeit Securitization LP(a) (continued)
|
|
|
|
|
Series 2026-1, Class D, 8.12%, 05/25/51
|
CAD
|
100
|
$ 70,374
|
|
First Franklin Mortgage Loan Trust, Series 2006-
FF13, Class A1, (1 mo. Term SOFR + 0.35%),
4.08%, 10/25/36(b)
|
USD
|
26
|
16,481
|
|
FirstKey Homes Trust, Series 2022-SFR1, Class E2,
5.00%, 05/19/39(a)
|
|
590
|
582,028
|
|
FNA 8 LLC, Series 2025-1, Class A, 5.62%,
03/15/45(a)(b)
|
|
87
|
85,971
|
|
Fondo de Titulizacion Santander Consumo, Series 9,
Class F, (3-mo. EURIBOR + 4.87%), 7.34%,
10/25/40(b)(c)
|
EUR
|
176
|
201,727
|
|
Fortuna Consumer Loan ABS DAC, Series 2024-2,
Class E, (1-mo. EURIBOR + 4.10%), 6.31%,
10/18/34(b)
|
|
58
|
67,700
|
|
Foundation Finance Trust(a)
|
|
|
|
|
Series 2025-1A, Class A, 4.95%, 04/15/50
|
USD
|
81
|
80,618
|
|
Series 2025-2A, Class D, 5.68%, 04/15/52
|
|
99
|
97,922
|
|
Goldman Home Improvement Trust Issuer Trust,
Series 2022-GRN1, Class A, 4.50%, 06/25/52(a)
|
|
45
|
44,833
|
|
GoodLeap Home Improvement Solutions Trust(a)
|
|
|
|
|
Series 2024-1A, Class A, 5.35%, 10/20/46
|
|
223
|
222,699
|
|
Series 2025-1A, Class A, 5.38%, 02/20/49
|
|
184
|
183,405
|
|
Series 2025-2A, Class A, 5.32%, 06/20/49
|
|
167
|
165,617
|
|
Series 2025-2A, Class B, 5.98%, 06/20/49
|
|
280
|
278,514
|
|
Series 2025-3A, Class A, 5.00%, 10/20/49
|
|
258
|
253,744
|
|
GreenSky Home Improvement Issuer Trust(a)
|
|
|
|
|
Series 2024-2, Class A4, 5.15%, 10/27/59
|
|
36
|
36,243
|
|
Series 2024-2, Class B, 5.26%, 10/27/59
|
|
75
|
74,933
|
|
Series 2024-2, Class D, 6.43%, 10/27/59
|
|
242
|
244,214
|
|
Series 2025-3A, Class A3, 4.52%, 12/27/60
|
|
85
|
84,493
|
|
Series 2026-REV1, Class A, 4.93%, 05/15/41
|
|
308
|
307,096
|
|
GreenSky Home Improvement Trust, Series 2024-1,
Class A4, 5.67%, 06/25/59(a)
|
|
335
|
338,705
|
|
GSAMP Trust, Series 2006-HE4, Class M1, (1 mo.
Term SOFR + 0.56%), 4.29%, 06/25/36(b)
|
|
100
|
86,395
|
|
Hill FL BV, Series 2025-1FL, Class E, (1-mo.
EURIBOR + 2.64%), 4.85%, 10/18/32(b)(c)
|
EUR
|
100
|
115,714
|
|
Household Capital RMBS, Series 2025-1, Class A,
(3-Month BBSW + 1.90%), 6.37%, 07/21/87(b)(c)
|
AUD
|
85
|
59,949
|
|
Huntington Bank Auto Credit-Linked Notes(a)(b)
|
|
|
|
|
Series 2024-1, Class B2, (30-day Avg SOFR +
1.40%), 5.02%, 05/20/32
|
USD
|
116
|
116,159
|
|
Series 2024-2, Class B2, (30-day Avg SOFR +
1.35%), 4.97%, 10/20/32
|
|
158
|
158,255
|
|
Series 2025-2, Class B2, (30-day Avg SOFR +
1.20%), 4.82%, 09/20/33
|
|
173
|
173,790
|
|
INCREF LLC, Series 2025-FL1, Class A, (1 mo. Term
SOFR + 1.73%), 5.40%, 10/19/42(a)(b)
|
|
109
|
109,259
|
|
Invesco Euro CLO VI DAC, Series 6A, Class D, (3-
mo. EURIBOR + 3.05%), 5.48%, 07/15/34(a)(b)
|
EUR
|
250
|
284,371
|
|
Invesco U.S. CLO Ltd., Series 2023-3A, Class AR,
(3-mo. CME Term SOFR + 1.31%), 5.06%,
07/15/38(a)(b)
|
USD
|
250
|
250,561
|
|
Jersey Mikes Funding LLC, Series 2026-1A,
Class A2, 5.48%, 02/15/56(a)
|
|
403
|
393,995
|
|
JP Morgan Mortgage Trust, Series 2026-CES1,
Class A1B, 4.96%, 06/25/56(a)
|
|
31
|
30,576
|
|
Kennedy Lewis CLO Ltd.(a)(b)
|
|
|
|
|
Series 2023-12A, Class AR, (3-mo. CME Term
SOFR + 1.33%), 5.06%, 07/20/38
|
|
250
|
250,462
|
|
Series 2025-19A, Class A, (3-mo. CME Term
SOFR + 1.25%), 4.98%, 04/22/36
|
|
250
|
250,069
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
KKR CLO Ltd.(a)(b)
|
|
|
|
|
Series 23, Class AR2, (3-mo. CME Term SOFR +
1.05%), 4.78%, 04/20/36
|
USD
|
224
|
$ 224,031
|
|
Series 29A, Class A1RR, (3-mo. CME Term SOFR
+ 1.25%), 4.87%, 07/15/39
|
|
1,105
|
1,105,210
|
|
Series 34A, Class AR, (3-mo. CME Term SOFR +
1.10%), 4.85%, 07/15/34
|
|
250
|
250,213
|
|
LCM 31 Ltd., Series 31A, Class AR, (3-mo. CME
Term SOFR + 1.28%), 5.01%, 07/20/34(a)(b)
|
|
250
|
250,024
|
|
Lendmark Funding Trust(a)
|
|
|
|
|
Series 2025-1A, Class A, 4.94%, 09/20/34
|
|
171
|
170,839
|
|
Series 2025-1A, Class B, 5.33%, 09/20/34
|
|
181
|
181,315
|
|
Series 2025-3A, Class A, 4.51%, 05/21/35
|
|
206
|
202,800
|
|
Series 2026-1A, Class A, 4.80%, 11/20/35
|
|
107
|
105,745
|
|
Lmdv Issuer Co. LLC, Series 2025-1A, Class B,
5.90%, 12/15/55(a)
|
|
333
|
331,024
|
|
LMRE SFR1 Trust, Series 2025-SFR1, Class A,
4.50%, 12/17/42(a)
|
|
100
|
95,707
|
|
Long Beach Mortgage Loan Trust, Series 2006-2,
Class 1A, (1 mo. Term SOFR + 0.47%), 4.20%,
03/25/46(b)
|
|
101
|
88,778
|
|
Lyra Music Assets Delaware LP(a)
|
|
|
|
|
Series 2024-2A, Class A2, 5.76%, 12/22/64
|
|
139
|
139,352
|
|
Series 2025-1A, Class A2, 5.60%, 09/20/65
|
|
93
|
92,906
|
|
Madison Park Funding XXXI Ltd.(a)(b)
|
|
|
|
|
Series 2018-31A, Class B1R, (3-mo. CME Term
SOFR + 1.80%), 5.55%, 07/23/37
|
|
250
|
250,062
|
|
Series 2018-31A, Class CR, (3-mo. CME Term
SOFR + 2.25%), 6.00%, 07/23/37
|
|
250
|
250,268
|
|
Madison Park Funding XXXIII Ltd., Series 2019-33A,
Class AR2, (3-mo. CME Term SOFR + 1.03%),
4.78%, 10/15/32(a)(b)
|
|
230
|
229,492
|
|
Mariner Finance Issuance Trust(a)
|
|
|
|
|
Series 2024-AA, Class A, 5.13%, 09/22/36
|
|
178
|
178,456
|
|
Series 2024-BA, Class A, 4.91%, 11/20/38
|
|
204
|
202,600
|
|
Series 2025-AA, Class A, 4.98%, 05/20/38
|
|
157
|
156,736
|
|
Series 2025-BA, Class A, 4.59%, 11/22/38
|
|
210
|
207,439
|
|
Series 2026-AA, Class A, 5.01%, 05/20/39
|
|
138
|
137,486
|
|
Mastr Asset Backed Securities Trust, Series 2007-
NCW, Class A1, (1 mo. Term SOFR + 0.71%),
4.44%, 05/25/37(a)(b)
|
|
156
|
140,703
|
|
Mercury Financial Credit Card Master Trust,
Series 2026-2A, Class A, 5.07%, 06/21/32(a)
|
|
100
|
99,270
|
|
MFA Trust, Series 2024-NPL1, Class A1, 6.33%,
09/25/54(a)
|
|
85
|
85,317
|
|
MidOcean Credit CLO XII Ltd., Series 2023-12A,
Class A1RR, (3-mo. CME Term SOFR + 1.34%),
5.07%, 07/18/38(a)(b)
|
|
250
|
250,222
|
|
Morgan Stanley ABS Capital I, Inc. Trust, Series 2006-
HE8, Class A2FP, (1 mo. Term SOFR + 0.18%),
3.91%, 10/25/36(b)
|
|
39
|
16,725
|
|
Morgan Stanley Mortgage Loan Trust
|
|
|
|
|
Series 2006-12XS, Class A4, 6.51%, 10/25/36
|
|
27
|
5,552
|
|
Series 2007-3XS, Class 2A4S, 6.46%, 01/25/47
|
|
285
|
94,614
|
|
Navient Education Loan Trust, Series 2026-A,
Class A, 4.86%, 09/15/56(a)
|
|
96
|
94,556
|
|
Navient Private Education Loan Trust(a)
|
|
|
|
|
Series 2015-AA, Class B, 3.50%, 12/15/44
|
|
120
|
118,763
|
|
Series 2016-AA, Class B, 3.50%, 12/16/58(b)
|
|
121
|
119,829
|
|
Navient Private Education Refi Loan Trust(a)
|
|
|
|
|
Series 2019-CA, Class A2, 3.13%, 02/15/68
|
|
6
|
6,313
|
|
Series 2020-CA, Class A2B, (1 mo. Term SOFR +
1.71%), 5.39%, 11/15/68(b)
|
|
241
|
243,022
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
Navient Private Education Refi Loan
Trust(a) (continued)
|
|
|
|
|
Series 2021-CA, Class A, 1.06%, 10/15/69
|
USD
|
82
|
$ 74,574
|
|
Navient Refinance Loan Trust(a)
|
|
|
|
|
Series 2025-B, Class A, 4.72%, 09/15/55
|
|
116
|
114,352
|
|
Series 2025-C, Class A, 4.80%, 10/15/55
|
|
109
|
107,660
|
|
Nelnet Student Loan Trust(a)
|
|
|
|
|
Series 2021-A, Class A1, (1 mo. Term SOFR +
0.91%), 4.58%, 04/20/62(b)
|
|
58
|
58,154
|
|
Series 2021-A, Class B1, 2.85%, 04/20/62
|
|
100
|
89,498
|
|
Series 2023-PL1A, Class A1A, (30-day Avg SOFR
+ 2.25%), 5.87%, 11/25/53(b)
|
|
31
|
31,381
|
|
Series 2025-AA, Class A1B, (30-day Avg SOFR +
1.10%), 4.73%, 03/15/57(b)
|
|
281
|
279,470
|
|
Series 2025-BA, Class A1B, (30-day Avg SOFR +
1.35%), 4.98%, 05/17/55(b)
|
|
403
|
405,924
|
|
Series 2025-BA, Class B, 4.98%, 05/17/55
|
|
110
|
108,198
|
|
Series 2025-BA, Class C, 5.38%, 05/17/55
|
|
125
|
120,812
|
|
Series 2025-CA, Class A1B, (30-day Avg SOFR +
1.35%), 4.97%, 06/22/65(b)
|
|
117
|
117,252
|
|
NetCredit Combined Receivables LLC,
Series 2024-A, Class B, 8.31%, 10/21/30(a)
|
|
815
|
822,821
|
|
OCP CLO Ltd.(a)(b)
|
|
|
|
|
Series 2017-13A, Class AR2, (3-mo. CME Term
SOFR + 1.34%), 5.07%, 11/26/37
|
|
250
|
250,375
|
|
Series 2024-36A, Class B1, (3-mo. CME Term
SOFR + 1.70%), 5.49%, 10/16/37
|
|
250
|
250,528
|
|
OHA Credit Funding Ltd.(a)(b)
|
|
|
|
|
Series 2019-4A, Class AR2, (3-mo. CME Term
SOFR + 1.29%), 5.02%, 01/22/38
|
|
250
|
250,536
|
|
Series 2020-7A, Class A1R2, (3-mo. CME Term
SOFR + 1.28%), 5.01%, 07/19/38
|
|
250
|
250,540
|
|
Series 2021-10RA, Class A1, (3-mo. CME Term
SOFR + 1.26%), 4.99%, 07/18/37
|
|
250
|
250,155
|
|
Series 2024-17RA, Class A1, (3-mo. CME Term
SOFR + 1.14%), 4.87%, 04/20/39
|
|
250
|
249,832
|
|
OHA Credit Partners XVI, Series 2021-16A, Class AR,
(3-mo. CME Term SOFR + 1.35%), 5.08%,
10/18/37(a)(b)
|
|
500
|
500,601
|
|
OHA Loan Funding Ltd., Series 2016-1A, Class A1R2,
(3-mo. CME Term SOFR + 1.46%), 5.19%,
07/20/37(a)(b)
|
|
250
|
250,271
|
|
OnDeck Asset Securitization Trust IV LLC,
Series 2023-1A, Class A, 7.00%, 08/19/30(a)
|
|
160
|
160,102
|
|
Onemain Financial Issuance Trust(a)
|
|
|
|
|
Series 2025-1A, Class D, 5.79%, 07/14/38
|
|
100
|
99,656
|
|
Series 2026-1A, Class B, 5.20%, 07/14/39
|
|
100
|
99,531
|
|
Series 2026-1A, Class C, 5.40%, 07/14/39
|
|
100
|
99,694
|
|
OneMain Financial Issuance Trust(a)
|
|
|
|
|
Series 2020-2A, Class A, 1.75%, 09/14/35
|
|
38
|
37,707
|
|
Series 2020-2A, Class B, 2.21%, 09/14/35
|
|
240
|
233,548
|
|
Series 2024-1A, Class A, 5.79%, 05/14/41
|
|
184
|
188,741
|
|
Option One Mortgage Loan Trust, Series 2007-FXD1,
Class 3A4, 5.86%, 01/25/37
|
|
6
|
6,160
|
|
Orchard Park CLO Ltd., Series 2024-1A, Class A,
(3-mo. CME Term SOFR + 1.36%), 5.09%,
10/20/37(a)(b)
|
|
310
|
310,310
|
|
Owl Rock CLO III Ltd., Series 2020-3A, Class AR,
(3-mo. CME Term SOFR + 1.85%), 5.58%,
04/20/36(a)(b)
|
|
250
|
250,173
|
|
Owl Rock CLO XVIII LLC, Series 2024-18A, Class A,
(3-mo. CME Term SOFR + 1.70%), 5.48%,
07/24/36(a)(b)
|
|
250
|
250,075
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
Palmer Square Loan Funding Ltd., Series 2025-3A,
Class A1, (3-mo. CME Term SOFR + 0.95%),
4.70%, 01/15/34(a)(b)
|
USD
|
214
|
$ 214,011
|
|
Park Blue CLO Ltd., Series 2025-9A, Class A1, (3-
mo. CME Term SOFR + 1.35%), 5.08%,
10/20/38(a)(b)
|
|
620
|
621,085
|
|
Perimeter Master Note Business Trust(a)
|
|
|
|
|
Series 2026-1A, Class A, 6.01%, 01/15/32
|
|
600
|
598,393
|
|
Series 2026-1A, Class C, 8.73%, 01/15/32
|
|
100
|
99,652
|
|
Planet Fitness Master Issuer LLC, Series 2025-1A,
Class A2II, 5.65%, 12/06/55(a)
|
|
152
|
147,826
|
|
Progress Residential Trust(a)
|
|
|
|
|
Series 2022-SFR3, Class F, 6.60%, 04/17/39
|
|
136
|
135,550
|
|
Series 2023-SFR1, Class E1, 6.15%, 03/17/40
|
|
690
|
686,373
|
|
Quest Trust, Series 2004-X2, Class M3, (1 mo. Term
SOFR + 3.34%), 7.06%, 06/25/34(a)(b)
|
|
475
|
433,715
|
|
Rad CLO Ltd.(a)(b)
|
|
|
|
|
Series 2021-14A, Class A, (3-mo. CME Term
SOFR + 1.43%), 5.18%, 01/15/35
|
|
250
|
250,061
|
|
Series 2024-23A, Class A2R, (3-mo. CME Term
SOFR + 1.60%), 5.31%, 07/20/41
|
|
750
|
750,930
|
|
RCKT Mortgage Trust, Series 2024-CES2, Class B1,
8.01%, 04/25/44(a)(b)
|
|
145
|
146,565
|
|
Regatta 30 Funding Ltd., Series 2024-4A, Class A1,
(3-mo. CME Term SOFR + 1.32%), 5.13%,
01/25/38(a)(b)
|
|
250
|
250,391
|
|
Regatta 35 Funding Ltd., Series 2025-5A, Class A1,
(3-mo. CME Term SOFR + 1.29%), 5.04%,
10/15/38(a)(b)
|
|
250
|
250,567
|
|
Regatta XVIII Funding Ltd., Series 2021-1A,
Class A1R, (3-mo. CME Term SOFR + 1.16%),
4.91%, 04/15/38(a)(b)
|
|
160
|
159,758
|
|
Regional Management Issuance Trust(a)
|
|
|
|
|
Series 2021-2, Class A, 1.90%, 08/15/33
|
|
120
|
117,641
|
|
Series 2021-2, Class B, 2.35%, 08/15/33
|
|
300
|
283,853
|
|
Series 2025-2, Class A, 4.59%, 11/16/37
|
|
174
|
172,630
|
|
Republic Finance Issuance Trust(a)
|
|
|
|
|
Series 2024-A, Class B, 6.47%, 08/20/32
|
|
100
|
100,083
|
|
Series 2024-B, Class A, 5.42%, 11/20/37
|
|
200
|
200,653
|
|
Series 2024-B, Class B, 5.86%, 11/20/37
|
|
100
|
100,552
|
|
Series 2025-A, Class A, 4.59%, 11/20/34
|
|
239
|
235,697
|
|
Series 2026-A, Class A, 4.82%, 06/20/39
|
|
113
|
111,732
|
|
Residential Mortgage Loan Trust, Series 2020-1,
Class B1, 3.95%, 01/26/60(a)(b)
|
|
450
|
425,433
|
|
Retained Vantage Data Centers Issuer LLC,
Series 2025-1A, Class A2A, 5.09%, 08/15/50(a)
|
|
133
|
129,251
|
|
Romark CLO III Ltd., Series 2019-3A, Class A2AR,
(3-mo. CME Term SOFR + 2.01%), 5.76%,
10/15/34(a)(b)
|
|
250
|
249,840
|
|
RR Ltd., Series 2023-27A, Class A1AR, (3-mo. CME
Term SOFR + 1.23%), 4.98%, 10/15/40(a)(b)
|
|
250
|
250,074
|
|
Sagard-Halseypoint CLO Ltd.(a)(b)
|
|
|
|
|
Series 2024-8A, Class A1, (3-mo. CME Term
SOFR + 1.39%), 5.23%, 01/30/38
|
|
1,110
|
1,111,443
|
|
Series 2025-10A, Class A1, (3-mo. CME Term
SOFR + 1.35%), 5.08%, 10/20/38
|
|
500
|
500,877
|
|
Sandstone Peak IV Ltd., Series 2025-1A, Class A1,
(3-mo. CME Term SOFR + 1.29%), 5.02%,
01/20/39(a)(b)
|
|
250
|
250,411
|
|
Santander Consumo 11 FT, Series 11, Class E, (3-
mo. EURIBOR + 3.55%), 6.05%, 04/24/42(b)(c)
|
EUR
|
100
|
115,638
|
|
Santander Drive Auto Receivables Trust,
Series 2024-1, Class C, 5.45%, 03/15/30
|
USD
|
240
|
241,358
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
Scooter S Coffee Issuer LLC, Series 2026-1A,
Class A2, 6.38%, 05/20/56(a)
|
USD
|
284
|
$ 280,458
|
|
Secucor Finance 2013-1 DAC(b)(c)
|
|
|
|
|
Series 2025-1, Class D, (1-mo. EURIBOR +
3.40%), 5.61%, 09/20/36
|
EUR
|
100
|
114,882
|
|
Series 2025-1, Class F, (1-mo. EURIBOR +
6.20%), 8.41%, 09/20/36
|
|
100
|
115,461
|
|
Service Experts Issuer LLC, Series 2024-1A, Class A,
6.39%, 11/20/35(a)
|
USD
|
58
|
59,193
|
|
Sesac Finance LLC, Series 2025-1, Class A2, 5.50%,
07/25/55(a)
|
|
182
|
177,179
|
|
Shentel Issuer LLC, Series 2025-1A, Class A2,
5.64%, 12/20/55(a)
|
|
250
|
250,307
|
|
Silver Point CLO Ltd.(a)(b)
|
|
|
|
|
Series 2022-1A, Class A1R, (3-mo. CME Term
SOFR + 1.32%), 5.05%, 01/20/38
|
|
250
|
250,340
|
|
Series 2025-13A, Class A1, (3-mo. CME Term
SOFR + 1.25%), 5.00%, 10/15/38
|
|
250
|
250,324
|
|
SMB Private Education Loan Trust(a)
|
|
|
|
|
Series 2018-B, Class A2B, (1 mo. Term SOFR +
0.83%), 4.51%, 01/15/37(b)
|
|
32
|
31,864
|
|
Series 2019-B, Class B, 3.56%, 06/15/43
|
|
800
|
761,564
|
|
Series 2021-A, Class A2A1, (1 mo. Term SOFR +
0.84%), 4.52%, 01/15/53(b)
|
|
244
|
241,803
|
|
Series 2021-A, Class B, 2.31%, 01/15/53
|
|
112
|
108,632
|
|
Series 2024-A, Class A1B, (30-day Avg SOFR +
1.45%), 5.08%, 03/15/56(b)
|
|
87
|
88,034
|
|
Series 2024-A, Class B, 5.88%, 03/15/56
|
|
154
|
154,976
|
|
Series 2024-C, Class A1B, (30-day Avg SOFR +
1.10%), 4.72%, 06/17/52(b)
|
|
70
|
69,438
|
|
Sofi Consumer Loan Program Trust(a)
|
|
|
|
|
Series 2026-B, Class A, 4.40%, 02/25/36
|
|
333
|
332,430
|
|
Series 2026-B, Class B, 4.90%, 02/25/36
|
|
45
|
44,669
|
|
Series 2026-B, Class C, 5.20%, 02/25/36
|
|
45
|
44,714
|
|
Series 2026-B, Class D, 5.56%, 02/25/36
|
|
45
|
44,765
|
|
SoFi Personal Loan Trust, Series 2024-1A, Class A,
6.06%, 02/12/31(a)
|
|
11
|
11,413
|
|
Soundview Home Loan Trust(b)
|
|
|
|
|
Series 2005-OPT3, Class M4, (1 mo. Term SOFR
+ 1.13%), 4.86%, 11/25/35
|
|
25
|
20,229
|
|
Series 2007-NS1, Class M1, (1 mo. Term SOFR +
0.64%), 4.36%, 01/25/37
|
|
19
|
19,773
|
|
Stream Innovations Issuer Trust, Series 2025-1A,
Class A, 5.05%, 09/15/45(a)
|
|
76
|
74,903
|
|
Subway Funding LLC, Series 2024-1A, Class A2II,
6.27%, 07/30/54(a)
|
|
84
|
83,844
|
|
Summit Issuer LLC, Series 2025-1A, Class A2,
5.21%, 11/20/55(a)
|
|
165
|
162,339
|
|
Sunbit Asset Securitization Trust, Series 2025-1,
Class A, 5.36%, 07/15/30(a)
|
|
670
|
669,650
|
|
Sunshine Mortgage Funding 1 PLC, Series 1X,
Class A1, 5.25%, 04/30/91(c)
|
GBP
|
165
|
217,428
|
|
Taco Bell Funding LLC, Series 2025-1A, Class A2I,
4.82%, 08/25/55(a)
|
USD
|
243
|
238,055
|
|
Trestles CLO III Ltd., Series 2020-3A, Class A1R,
(3-mo. CME Term SOFR + 1.39%), 5.12%,
10/20/37(a)(b)
|
|
250
|
250,452
|
|
Trestles CLO IX Ltd., Series 2025-9A, Class A1, (3-
mo. CME Term SOFR + 1.26%), 5.01%,
01/15/39(a)(b)
|
|
250
|
250,307
|
|
Trestles CLO Ltd., Series 2017-1A, Class A1RR, (3-
mo. CME Term SOFR + 1.46%), 5.13%,
07/25/37(a)(b)
|
|
500
|
500,000
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
Trimaran CAVU Ltd., Series 2024-1A, Class A, (3-mo.
CME Term SOFR + 1.38%), 5.19%, 01/25/38(a)(b)
|
USD
|
250
|
$ 250,492
|
|
Truist Bank Auto Credit-Linked Notes Series,
Series 2026-1, Class B, 5.07%, 06/26/34(a)
|
|
231
|
230,467
|
|
UPG HI Issuer Trust(a)
|
|
|
|
|
Series 2025-2, Class A, 5.00%, 09/25/47
|
|
72
|
72,068
|
|
Series 2026-1, Class A, 5.03%, 02/25/48
|
|
193
|
191,714
|
|
Upgrade Master Pass-Thru Trust(a)
|
|
|
|
|
Series 2025-ST4, Class A, 5.50%, 08/16/32
|
|
56
|
56,100
|
|
Series 2025-ST5, Class B, 5.25%, 09/15/32
|
|
100
|
99,527
|
|
Series 2025-ST6, Class A, 4.61%, 10/15/32
|
|
568
|
567,303
|
|
Series 2025-ST7, Class A, 4.55%, 11/15/32
|
|
69
|
69,157
|
|
Series 2025-ST7, Class B, 4.98%, 11/15/32
|
|
100
|
99,991
|
|
Series 2025-ST8, Class C, 5.25%, 12/15/33
|
|
100
|
98,966
|
|
Series 2026-ST2, Class A, 4.41%, 06/15/34
|
|
118
|
118,073
|
|
Series 2026-ST2, Class B, 5.43%, 06/15/34
|
|
250
|
249,613
|
|
Upstart Securitization Trust, Series 2025-3, Class B,
5.02%, 09/20/35(a)
|
|
650
|
647,851
|
|
UPX HIL Issuer Trust, Series 2025-1, Class A, 5.16%,
01/25/47(a)
|
|
171
|
169,876
|
|
Vehis Auto Leasing DAC, Series 2026-1, Class B,
9.33%, 06/25/34(b)(c)
|
PLN
|
826
|
221,504
|
|
Venture XXVII CLO Ltd., Series 2017-27A, Class BR,
(3-mo. CME Term SOFR + 1.86%), 5.59%,
07/20/30(a)(b)
|
USD
|
17
|
17,126
|
|
Verdelite Static CLO Ltd., Series 2024-1A, Class A,
(3-mo. CME Term SOFR + 1.13%), 4.86%,
07/20/32(a)(b)
|
|
103
|
102,587
|
|
Vista Point Securitization Trust(a)
|
|
|
|
|
Series 2025-CES3, Class A1, 5.30%, 11/25/55
|
|
129
|
127,603
|
|
Series 2026-CES1, Class A1, 5.04%, 02/25/56
|
|
749
|
740,807
|
|
WaMu Asset-Backed Certificates WaMu Trust(b)
|
|
|
|
|
Series 2007-HE1, Class 2A3, (1 mo. Term SOFR +
0.41%), 4.14%, 01/25/37
|
|
248
|
109,419
|
|
Series 2007-HE2, Class 2A2, (1 mo. Term SOFR +
0.49%), 4.22%, 04/25/37
|
|
370
|
129,067
|
|
Series 2007-HE2, Class 2A3, (1 mo. Term SOFR +
0.61%), 4.34%, 04/25/37
|
|
546
|
190,249
|
|
Series 2007-HE2, Class 2A4, (1 mo. Term SOFR +
0.83%), 4.56%, 04/25/37
|
|
252
|
87,671
|
|
Washington Mutual Asset-Backed Certificates
WMABS Trust(b)
|
|
|
|
|
Series 2007-HE1, Class 2A1, (1 mo. Term SOFR +
0.23%), 3.96%, 11/25/36
|
|
6
|
1,687
|
|
Series 2007-HE1, Class 2A2, (1 mo. Term SOFR +
0.45%), 4.18%, 11/25/36
|
|
49
|
14,970
|
|
Series 2007-HE2, Class 2A1, (1 mo. Term SOFR +
0.31%), 4.04%, 02/25/37
|
|
483
|
140,537
|
|
Westlake Automobile Receivables Trust(a)
|
|
|
|
|
Series 2023-1A, Class D, 6.79%, 11/15/28
|
|
570
|
575,143
|
|
Series 2023-2A, Class D, 7.01%, 11/15/28
|
|
696
|
703,092
|
|
Series 2023-3A, Class C, 6.02%, 09/15/28
|
|
182
|
182,808
|
|
Series 2023-3A, Class D, 6.47%, 03/15/29
|
|
180
|
182,524
|
|
Series 2023-4A, Class C, 6.64%, 11/15/28
|
|
492
|
495,780
|
|
Series 2024-1A, Class D, 6.02%, 10/15/29
|
|
680
|
689,460
|
|
Series 2024-2A, Class D, 5.91%, 04/15/30
|
|
1,170
|
1,183,751
|
|
Security
|
|
Par
(000)
|
Value
|
|
Asset-Backed Securities (continued)
|
|||
|
Whitebox CLO I Ltd., Series 2019-1A, Class A1R3,
(3-mo. CME Term SOFR + 1.18%), 4.96%,
01/24/37(a)(b)
|
USD
|
250
|
$ 249,892
|
|
Whitebox CLO III Ltd., Series 2021-3A, Class CR,
(3-mo. CME Term SOFR + 1.90%), 5.65%,
10/15/35(a)(b)
|
|
250
|
250,267
|
|
Wise CLO Ltd., Series 2026-1A, Class A, (3-mo. CME
Term SOFR + 1.22%), 4.99%, 07/20/39(a)(b)
|
|
250
|
249,818
|
|
Total Asset-Backed Securities — 5.4%
(Cost: $68,433,675)
|
68,757,218
|
||
|
|
|
Shares
|
|
|
Common Stocks
|
|||
|
Aerospace & Defense — 0.0%
|
|
||
|
Boeing Co.(e)
|
|
32
|
6,916
|
|
General Electric Co.
|
|
9
|
3,241
|
|
|
|
|
10,157
|
|
Banks — 0.0%
|
|
||
|
Flagstar Bank N.A.
|
|
9,056
|
128,776
|
|
Building Products — 0.0%
|
|
||
|
Carrier Global Corp.
|
|
47
|
2,905
|
|
Trane Technologies PLC
|
|
15
|
6,824
|
|
|
|
|
9,729
|
|
Capital Markets — 0.0%
|
|
||
|
Wealthfront Corp.(e)
|
|
1,394
|
13,229
|
|
Chemicals — 0.0%
|
|
||
|
Methanex Corp.
|
|
503
|
27,942
|
|
Communications Equipment — 0.0%
|
|
||
|
Vistance Networks, Inc.
|
|
4,733
|
55,565
|
|
Electric Utilities — 0.0%
|
|
||
|
PG&E Corp.
|
|
1,718
|
29,859
|
|
Electrical Equipment — 0.0%
|
|
||
|
GE Vernova, Inc.
|
|
5
|
4,951
|
|
Innio NV(e)
|
|
19
|
464
|
|
|
|
|
5,415
|
|
Electronic Equipment, Instruments & Components — 0.0%
|
|
||
|
Corning, Inc.
|
|
54
|
7,466
|
|
Energy Equipment & Services — 0.0%
|
|
||
|
Solaris Energy Infrastructure, Inc., Class A(f)
|
|
1,642
|
84,415
|
|
Entertainment — 0.0%
|
|
||
|
Walt Disney Co.
|
|
200
|
19,238
|
|
Hotels, Restaurants & Leisure(e) — 0.1%
|
|
||
|
Caesars Entertainment, Inc.
|
|
1,680
|
49,980
|
|
Genius Sports Ltd.
|
|
13,583
|
94,130
|
|
Six Flags Entertainment Corp.(f)
|
|
1,325
|
22,963
|
|
|
|
|
167,073
|
|
Household Durables — 0.0%
|
|
||
|
Century Communities, Inc.
|
|
691
|
46,408
|
|
Security
|
|
Shares
|
Value
|
|
Household Durables (continued)
|
|
||
|
KB Home
|
|
272
|
$ 14,952
|
|
Meritage Homes Corp.
|
|
557
|
39,101
|
|
|
|
|
100,461
|
|
IT Services — 0.0%
|
|
||
|
CoreWeave, Inc., Class A(e)
|
|
84
|
6,029
|
|
Media(e) — 0.0%
|
|
||
|
AMC Global Media, Inc., Class A
|
|
3,404
|
38,125
|
|
EchoStar Corp., Class A
|
|
673
|
56,592
|
|
|
|
|
94,717
|
|
Metals & Mining — 0.0%
|
|
||
|
Algoma Steel Group, Inc.(e)
|
|
7,288
|
28,059
|
|
Oil, Gas & Consumable Fuels — 0.0%
|
|
||
|
APA Corp.
|
|
754
|
28,139
|
|
Marathon Petroleum Corp.
|
|
93
|
29,432
|
|
PBF Energy, Inc., Class A
|
|
362
|
26,165
|
|
SM Energy Co.
|
|
1,194
|
38,829
|
|
Valero Energy Corp.
|
|
60
|
18,774
|
|
Williams Cos., Inc.
|
|
31
|
2,218
|
|
|
|
|
143,557
|
|
Pharmaceuticals — 0.0%
|
|
||
|
Eli Lilly & Co.
|
|
4
|
4,595
|
|
Semiconductors & Semiconductor Equipment — 0.0%
|
|
||
|
Cerebras Systems, Inc., Class A(e)
|
|
3
|
596
|
|
First Solar, Inc.(e)
|
|
9
|
1,900
|
|
KLA Corp.
|
|
16
|
2,925
|
|
Lam Research Corp.
|
|
11
|
3,223
|
|
SK hynix, Inc., ADR(e)
|
|
255
|
36,651
|
|
|
|
|
45,295
|
|
Software(e) — 0.0%
|
|
||
|
Synopsys, Inc.
|
|
13
|
5,054
|
|
Zoom Communications, Inc., Class A
|
|
42
|
4,035
|
|
|
|
|
9,089
|
|
Trading Companies & Distributors — 0.0%
|
|
||
|
QXO, Inc.(e)
|
|
600
|
7,980
|
|
Total Common Stocks — 0.1%
(Cost: $1,004,415)
|
998,646
|
||
|
|
|
Par
(000)
|
|
|
Corporate Bonds
|
|||
|
Advertising Agencies — 0.0%
|
|||
|
Advantage Sales & Marketing, Inc., 9.00%,
11/15/30(a)
|
USD
|
157
|
137,892
|
|
Clear Channel Outdoor Holdings, Inc.(a)
|
|
|
|
|
7.88%, 04/01/30
|
|
36
|
37,387
|
|
7.13%, 02/15/31
|
|
67
|
69,111
|
|
7.50%, 03/15/33
|
|
66
|
69,181
|
|
Neptune Bidco U.S., Inc., 9.50%, 02/15/33(a)
|
|
100
|
101,867
|
|
Omnicom Group, Inc., 4.75%, 03/30/30
|
|
50
|
49,392
|
|
|
|
|
464,830
|
|
Aerospace & Defense — 0.4%
|
|||
|
ATI, Inc., 5.88%, 06/15/33
|
|
15
|
15,092
|
|
Boeing Co.
|
|
|
|
|
6.30%, 05/01/29
|
|
608
|
629,747
|
|
3.60%, 05/01/34
|
|
647
|
572,712
|
|
Security
|
|
Par
(000)
|
Value
|
|
Aerospace & Defense (continued)
|
|||
|
Boeing Co. (continued)
|
|
|
|
|
6.53%, 05/01/34
|
USD
|
200
|
$ 214,190
|
|
5.71%, 05/01/40
|
|
75
|
74,105
|
|
5.81%, 05/01/50(f)
|
|
135
|
127,521
|
|
5.93%, 05/01/60
|
|
200
|
186,728
|
|
7.01%, 05/01/64
|
|
35
|
37,832
|
|
Bombardier, Inc.(a)
|
|
|
|
|
7.25%, 07/01/31
|
|
99
|
103,116
|
|
6.75%, 06/15/33
|
|
103
|
106,087
|
|
7.45%, 05/01/34
|
|
16
|
17,457
|
|
GE Capital International Funding Co. Unlimited Co.,
4.42%, 11/15/35
|
|
200
|
187,691
|
|
General Dynamics Corp.
|
|
|
|
|
2.25%, 06/01/31(f)
|
|
200
|
178,347
|
|
4.25%, 04/01/50
|
|
75
|
59,913
|
|
General Electric Co.
|
|
|
|
|
4.30%, 07/29/30
|
|
100
|
98,302
|
|
6.75%, 03/15/32
|
|
25
|
27,255
|
|
4.90%, 01/29/36
|
|
150
|
146,513
|
|
Honeywell Aerospace, Inc., 3.90%, 03/16/28(a)
|
|
55
|
54,373
|
|
L3Harris Technologies, Inc.
|
|
|
|
|
4.40%, 06/15/28
|
|
65
|
64,653
|
|
1.80%, 01/15/31
|
|
240
|
210,132
|
|
Lockheed Martin Corp.
|
|
|
|
|
4.07%, 12/15/42
|
|
100
|
81,540
|
|
3.80%, 03/01/45
|
|
46
|
35,065
|
|
4.09%, 09/15/52
|
|
100
|
75,041
|
|
Moog, Inc., 5.50%, 10/15/34(a)
|
|
3
|
2,902
|
|
Northrop Grumman Corp.
|
|
|
|
|
4.90%, 06/01/34
|
|
35
|
34,213
|
|
5.25%, 07/15/35
|
|
535
|
532,340
|
|
5.15%, 05/01/40
|
|
60
|
57,163
|
|
5.20%, 06/01/54
|
|
50
|
44,271
|
|
RTX Corp.
|
|
|
|
|
4.13%, 11/16/28
|
|
70
|
69,254
|
|
4.50%, 06/01/42
|
|
275
|
237,009
|
|
4.63%, 11/16/48
|
|
50
|
41,391
|
|
TransDigm, Inc.(a)
|
|
|
|
|
6.75%, 08/15/28
|
|
100
|
100,626
|
|
6.38%, 03/01/29
|
|
33
|
33,397
|
|
6.88%, 12/15/30
|
|
85
|
87,131
|
|
7.13%, 12/01/31
|
|
110
|
113,458
|
|
6.63%, 03/01/32
|
|
34
|
34,569
|
|
6.38%, 05/31/33
|
|
151
|
150,962
|
|
6.25%, 01/31/34(f)
|
|
10
|
10,098
|
|
6.75%, 01/31/34
|
|
24
|
24,391
|
|
|
|
|
4,876,587
|
|
Air Freight & Logistics — 0.0%
|
|||
|
Stonepeak Nile Parent LLC, 7.25%, 03/15/32(a)
|
|
86
|
88,645
|
|
Automobile Components — 0.1%
|
|||
|
Clarios Global LP/Clarios U.S. Finance Co., 6.75%,
09/15/32(a)
|
|
100
|
100,751
|
|
Cooper-Standard Automotive, Inc., 9.25%,
03/01/31(a)(f)
|
|
108
|
109,929
|
|
Cyprium Corp./Cyprium Holdings Luxembourg
SARL(a)
|
|
|
|
|
6.13%, 04/15/31(f)
|
|
21
|
20,814
|
|
6.38%, 04/15/34
|
|
20
|
19,704
|
|
Dorman Products, Inc., 6.25%, 06/15/34(a)
|
|
136
|
136,388
|
|
Garrett Motion Holdings, Inc./Garrett LX I SARL,
7.75%, 05/31/32(a)
|
|
181
|
188,140
|
|
Security
|
|
Par
(000)
|
Value
|
|
Automobile Components (continued)
|
|||
|
Goodyear Tire & Rubber Co., 5.25%, 04/30/31(f)
|
USD
|
100
|
$ 89,801
|
|
IHO Verwaltungs GmbH(a)(g)
|
|
|
|
|
(7.75% PIK), 7.75%, 11/15/30
|
|
26
|
26,948
|
|
(8.00% Cash or 8.75% PIK), 8.00%, 11/15/32
|
|
64
|
67,204
|
|
Lear Corp., 3.80%, 09/15/27
|
|
35
|
34,659
|
|
Magna International, Inc., 2.45%, 06/15/30
|
|
215
|
195,894
|
|
Phinia, Inc.(a)
|
|
|
|
|
6.75%, 04/15/29
|
|
45
|
45,745
|
|
6.63%, 10/15/32
|
|
19
|
19,189
|
|
|
|
|
1,055,166
|
|
Automobiles — 0.4%
|
|||
|
American Honda Finance Corp.
|
|
|
|
|
2.35%, 01/08/27
|
|
25
|
24,791
|
|
4.55%, 07/09/27
|
|
55
|
55,034
|
|
3.50%, 02/15/28
|
|
150
|
147,425
|
|
4.90%, 03/13/29(f)
|
|
160
|
160,292
|
|
4.40%, 09/05/29
|
|
224
|
220,769
|
|
Asbury Automotive Group, Inc., 4.75%, 03/01/30
|
|
100
|
96,993
|
|
Carvana Co.(a)(g)
|
|
|
|
|
(11.00% Cash or 13.00% PIK), 9.00%, 06/01/30
|
|
73
|
75,547
|
|
(9.00% PIK), 9.00%, 06/01/31(f)
|
|
32
|
35,197
|
|
Ford Motor Co., 4.75%, 01/15/43
|
|
54
|
41,480
|
|
Ford Motor Credit Co. LLC
|
|
|
|
|
4.27%, 01/09/27
|
|
250
|
249,510
|
|
3.82%, 11/02/27
|
|
200
|
196,969
|
|
7.20%, 06/10/30
|
|
590
|
617,362
|
|
5.75%, 04/06/33(f)
|
|
350
|
343,918
|
|
General Motors Co.
|
|
|
|
|
6.60%, 04/01/36
|
|
160
|
168,608
|
|
5.95%, 04/01/49
|
|
195
|
180,542
|
|
General Motors Financial Co., Inc.
|
|
|
|
|
5.80%, 01/07/29(f)
|
|
135
|
137,747
|
|
5.65%, 01/17/29
|
|
300
|
304,749
|
|
4.90%, 10/06/29(f)
|
|
163
|
162,844
|
|
5.35%, 01/07/30
|
|
150
|
151,311
|
|
3.60%, 06/21/30
|
|
150
|
142,167
|
|
2.35%, 01/08/31
|
|
58
|
51,534
|
|
5.75%, 02/08/31
|
|
45
|
45,926
|
|
2.70%, 06/10/31
|
|
228
|
203,319
|
|
5.60%, 06/18/31
|
|
150
|
152,253
|
|
Honda Motor Co. Ltd., 2.53%, 03/10/27
|
|
50
|
49,441
|
|
LCM Investments Holdings II LLC, 8.25%, 08/01/31(a)
|
|
100
|
104,184
|
|
Mercedes-Benz Finance North America LLC, 8.50%,
01/18/31
|
|
135
|
153,139
|
|
New Flyer Holdings, Inc., 9.25%, 07/01/30(a)
|
|
116
|
124,174
|
|
Nissan Motor Acceptance Co. LLC(a)
|
|
|
|
|
7.05%, 09/15/28(f)
|
|
27
|
27,551
|
|
6.13%, 09/30/30
|
|
164
|
160,164
|
|
Nissan Motor Co. Ltd.(a)
|
|
|
|
|
7.50%, 07/17/30
|
|
87
|
89,111
|
|
7.75%, 07/17/32
|
|
100
|
103,298
|
|
8.13%, 07/17/35
|
|
111
|
117,123
|
|
Rivian Holdings LLC/Rivian LLC/Rivian Automotive
LLC, 10.00%, 01/15/31(a)
|
|
50
|
50,202
|
|
Toyota Motor Credit Corp.
|
|
|
|
|
5.25%, 09/11/28
|
|
75
|
76,030
|
|
2.15%, 02/13/30
|
|
50
|
45,715
|
|
3.38%, 04/01/30
|
|
75
|
71,306
|
|
4.55%, 05/17/30
|
|
70
|
69,321
|
|
Security
|
|
Par
(000)
|
Value
|
|
Automobiles (continued)
|
|||
|
Toyota Motor Credit Corp. (continued)
|
|
|
|
|
5.10%, 03/21/31
|
USD
|
188
|
$ 189,492
|
|
Volkswagen Bank GmbH, 4.00%, 11/26/30(c)
|
EUR
|
100
|
115,067
|
|
|
|
|
5,511,605
|
|
Banks — 3.9%
|
|||
|
ABN AMRO Bank NV, 4.63%, 11/08/30(c)
|
GBP
|
200
|
262,520
|
|
Banco Santander SA, 5.59%, 08/08/28
|
USD
|
600
|
609,164
|
|
Bank of America Corp.
|
|
|
|
|
(1-day SOFR + 1.05%), 2.55%, 02/04/28(b)
|
|
70
|
69,315
|
|
(1-day SOFR + 1.31%), 5.51%, 01/24/36(b)
|
|
725
|
725,322
|
|
(1-day SOFR + 1.33%), 2.97%, 02/04/33(b)
|
|
355
|
316,833
|
|
(1-day SOFR + 1.57%), 5.49%, 04/23/37(b)
|
|
100
|
97,424
|
|
(1-day SOFR + 1.58%), 3.31%, 04/22/42(b)
|
|
299
|
224,153
|
|
(1-day SOFR + 1.65%), 5.47%, 01/23/35(b)
|
|
355
|
356,417
|
|
(1-day SOFR + 1.70%), 5.74%, 02/12/36(b)
|
|
400
|
400,253
|
|
(1-day SOFR + 1.83%), 4.57%, 04/27/33(b)
|
|
25
|
24,204
|
|
(1-day SOFR + 1.88%), 2.83%, 10/24/51(b)
|
|
71
|
42,172
|
|
(1-day SOFR + 1.91%), 5.29%, 04/25/34(b)
|
|
240
|
239,362
|
|
(1-day SOFR + 1.93%), 2.68%, 06/19/41(b)
|
|
440
|
309,872
|
|
(1-day SOFR + 1.99%), 6.20%, 11/10/28(b)
|
|
100
|
101,935
|
|
(1-day SOFR + 2.04%), 4.95%, 07/22/28(b)
|
|
235
|
235,658
|
|
(1-day SOFR + 2.15%), 2.59%, 04/29/31(b)
|
|
160
|
146,787
|
|
(3-mo. CME Term SOFR + 1.25%), 2.50%,
02/13/31(b)
|
|
250
|
229,660
|
|
(3-mo. CME Term SOFR + 1.30%), 3.42%,
12/20/28(b)
|
|
265
|
260,518
|
|
(3-mo. CME Term SOFR + 1.77%), 3.71%,
04/24/28(b)
|
|
100
|
99,383
|
|
(3-mo. CME Term SOFR + 3.41%), 4.08%,
03/20/51(b)
|
|
490
|
368,299
|
|
Series L, 4.18%, 11/25/27
|
|
80
|
79,556
|
|
Series N, (1-day SOFR + 1.65%), 3.48%,
03/13/52(b)
|
|
40
|
26,900
|
|
Bank of Montreal
|
|
|
|
|
5.72%, 09/25/28
|
|
30
|
30,641
|
|
(1-day SOFR + 0.88%), 4.57%, 09/10/27(b)
|
|
160
|
160,004
|
|
Series J, (1-day SOFR + 0.89%), 4.34%,
03/19/30(b)(f)
|
|
250
|
247,111
|
|
Bank of New York Mellon Corp.(b)
|
|
|
|
|
(1-day SOFR + 0.84%), 4.89%, 07/21/28
|
|
25
|
25,081
|
|
(1-day SOFR Index + 1.80%), 5.80%, 10/25/28
|
|
175
|
177,651
|
|
(3-mo. CME Term SOFR + 1.33%), 3.44%,
02/07/28
|
|
125
|
124,472
|
|
Series J, (1-day SOFR + 1.61%), 4.97%, 04/26/34
|
|
266
|
261,626
|
|
Bank of Nova Scotia
|
|
|
|
|
5.25%, 06/12/28
|
|
50
|
50,643
|
|
5.45%, 08/01/29
|
|
25
|
25,521
|
|
(5-year CMT + 2.05%), 4.59%, 05/04/37(b)
|
|
115
|
109,443
|
|
Barclays PLC(b)
|
|
|
|
|
(1-year CMT + 3.50%), 7.44%, 11/02/33
|
|
200
|
220,509
|
|
(3-mo. SOFR US + 2.16%), 4.97%, 05/16/29
|
|
500
|
500,455
|
|
Canadian Imperial Bank of Commerce, 5.26%,
04/08/29
|
|
120
|
121,333
|
|
Citigroup, Inc.
|
|
|
|
|
4.45%, 09/29/27
|
|
100
|
99,746
|
|
6.63%, 01/15/28
|
|
100
|
102,830
|
|
5.92%, 12/11/30(b)
|
|
512
|
476,671
|
|
6.00%, 10/31/33
|
|
50
|
51,347
|
|
8.13%, 07/15/39
|
|
220
|
268,365
|
|
(1-day SOFR + 1.14%), 4.64%, 05/07/28(b)
|
|
400
|
400,048
|
|
(1-day SOFR + 1.49%), 5.17%, 09/11/36(b)
|
|
200
|
194,865
|
|
Security
|
|
Par
(000)
|
Value
|
|
Banks (continued)
|
|||
|
Citigroup, Inc. (continued)
|
|
|
|
|
(1-day SOFR + 1.83%), 6.02%, 01/24/36(b)
|
USD
|
191
|
$ 193,342
|
|
(1-day SOFR + 2.06%), 5.83%, 02/13/35(b)
|
|
473
|
474,300
|
|
(1-day SOFR + 2.09%), 4.91%, 05/24/33(b)
|
|
100
|
98,413
|
|
(1-day SOFR + 2.11%), 2.57%, 06/03/31(b)
|
|
230
|
210,021
|
|
(1-day SOFR + 2.66%), 6.17%, 05/25/34(b)
|
|
20
|
20,526
|
|
(1-day SOFR + 3.91%), 4.41%, 03/31/31(b)
|
|
745
|
729,123
|
|
(3-mo. CME Term SOFR + 1.60%), 3.98%,
03/20/30(b)
|
|
325
|
317,475
|
|
Citizens Financial Group, Inc.
|
|
|
|
|
3.25%, 04/30/30
|
|
25
|
23,490
|
|
(1-day SOFR + 2.01%), 5.84%, 01/23/30(b)
|
|
100
|
102,015
|
|
Cooperatieve Rabobank UA, 4.80%, 01/09/29
|
|
250
|
251,402
|
|
Deutsche Bank AG, (1-day SOFR + 2.51%), 6.82%,
11/20/29(b)
|
|
150
|
156,043
|
|
Fifth Third Bancorp
|
|
|
|
|
3.95%, 03/14/28
|
|
75
|
74,174
|
|
(1-day SOFR + 2.34%), 6.34%, 07/27/29(b)
|
|
20
|
20,559
|
|
(1-day SOFR Index + 2.13%), 4.77%, 07/28/30(b)
|
|
50
|
49,725
|
|
First Citizens BancShares, Inc., (1-day SOFR +
1.41%), 5.23%, 03/12/31(b)
|
|
205
|
202,661
|
|
Freedom Mortgage Corp., 12.25%, 10/01/30(a)
|
|
19
|
20,355
|
|
Fubon Bank Hong Kong Ltd., (5-year CMT + 1.23%),
5.38%, 07/14/36(b)(c)
|
|
250
|
247,670
|
|
Goldman Sachs Group, Inc.
|
|
|
|
|
2.60%, 02/07/30
|
|
150
|
138,528
|
|
6.75%, 10/01/37
|
|
375
|
398,310
|
|
6.25%, 02/01/41
|
|
200
|
205,664
|
|
5.15%, 05/22/45
|
|
50
|
43,542
|
|
(1-day SOFR + 0.82%), 1.54%, 09/10/27(b)
|
|
30
|
29,909
|
|
(1-day SOFR + 0.91%), 1.95%, 10/21/27(b)
|
|
220
|
218,796
|
|
(1-day SOFR + 1.06%), 4.37%, 10/21/31(b)
|
|
100
|
96,796
|
|
(1-day SOFR + 1.09%), 1.99%, 01/27/32(b)
|
|
493
|
429,762
|
|
(1-day SOFR + 1.26%), 2.65%, 10/21/32(b)
|
|
375
|
329,460
|
|
(1-day SOFR + 1.28%), 2.62%, 04/22/32(b)
|
|
637
|
566,363
|
|
(1-day SOFR + 1.31%), 5.43%, 06/03/37(b)
|
|
1,838
|
1,795,593
|
|
(1-day SOFR + 1.32%), 4.94%, 04/23/28(b)
|
|
72
|
72,142
|
|
(1-day SOFR + 1.32%), 5.54%, 01/21/47(b)
|
|
60
|
55,254
|
|
(1-day SOFR + 1.38%), 5.54%, 01/28/36(b)
|
|
200
|
198,476
|
|
(1-day SOFR + 1.41%), 3.10%, 02/24/33(b)
|
|
100
|
89,402
|
|
(1-day SOFR + 1.42%), 5.02%, 10/23/35(b)
|
|
790
|
760,172
|
|
(1-day SOFR + 1.70%), 5.73%, 01/28/56(b)
|
|
350
|
324,812
|
|
(3-mo. EURIBOR + 0.95%), 3.51%, 08/17/33(b)(c)
|
EUR
|
98
|
110,191
|
|
(3-mo. EURIBOR + 1.05%), 4.10%, 07/22/34(b)(c)
|
|
79
|
91,000
|
|
(3-mo. EURIBOR + 1.10%), 3.98%, 12/18/36(b)(c)
|
|
21
|
23,702
|
|
(5-year CMT + 1.18%), 5.39%, 02/02/41(b)
|
USD
|
961
|
910,307
|
|
HSBC Holdings PLC
|
|
|
|
|
6.50%, 09/15/37
|
|
200
|
207,895
|
|
(1-day SOFR + 1.29%), 5.29%, 11/19/30(b)
|
|
500
|
502,811
|
|
(1-day SOFR + 1.43%), 5.13%, 11/06/36(b)
|
|
200
|
192,320
|
|
(1-day SOFR + 1.56%), 5.45%, 03/03/36(b)
|
|
395
|
389,451
|
|
(1-day SOFR + 1.57%), 5.89%, 08/14/27(b)
|
|
200
|
200,074
|
|
(1-day SOFR + 1.90%), 5.87%, 11/18/35(b)
|
|
468
|
468,841
|
|
(1-day SOFR + 2.65%), 6.33%, 03/09/44(b)
|
|
200
|
205,353
|
|
(1-day SOFR + 2.98%), 6.55%, 06/20/34(b)
|
|
200
|
209,131
|
|
(1-day SOFR + 3.35%), 7.39%, 11/03/28(b)
|
|
200
|
206,218
|
|
Huntington Bancshares, Inc., (1-day SOFR + 2.02%),
6.21%, 08/21/29(b)
|
|
150
|
153,907
|
|
ING Groep NV(b)
|
|
|
|
|
(1-day SOFR + 1.56%), 6.08%, 09/11/27
|
|
725
|
726,034
|
|
(1-day SOFR + 2.09%), 6.11%, 09/11/34
|
|
200
|
207,859
|
|
Intesa Sanpaolo SpA, 6.50%, 03/14/29(b)(c)
|
GBP
|
150
|
206,534
|
|
Security
|
|
Par
(000)
|
Value
|
|
Banks (continued)
|
|||
|
JPMorgan Chase & Co.
|
|
|
|
|
6.40%, 05/15/38
|
USD
|
50
|
$ 53,539
|
|
4.95%, 06/01/45
|
|
105
|
92,141
|
|
(1-day SOFR + 0.80%), 4.92%, 01/24/29(b)
|
|
440
|
441,603
|
|
(1-day SOFR + 1.13%), 5.00%, 07/22/30(b)
|
|
33
|
33,059
|
|
(1-day SOFR + 1.19%), 5.04%, 01/23/28(b)
|
|
50
|
50,112
|
|
(1-day SOFR + 1.26%), 2.96%, 01/25/33(b)
|
|
175
|
156,441
|
|
(1-day SOFR + 1.26%), 5.15%, 04/23/37(b)
|
|
15
|
14,545
|
|
(1-day SOFR + 1.32%), 5.50%, 01/24/36(b)
|
|
148
|
148,211
|
|
(1-day SOFR + 1.34%), 4.95%, 10/22/35(b)
|
|
350
|
338,937
|
|
(1-day SOFR + 1.46%), 5.29%, 07/22/35(b)
|
|
23
|
22,804
|
|
(1-day SOFR + 1.64%), 5.58%, 07/23/36(b)
|
|
625
|
619,139
|
|
(1-day SOFR + 1.80%), 4.59%, 04/26/33(b)
|
|
65
|
63,177
|
|
(1-day SOFR + 1.81%), 6.25%, 10/23/34(b)
|
|
623
|
653,974
|
|
(1-day SOFR + 1.85%), 5.35%, 06/01/34(b)
|
|
217
|
217,317
|
|
(1-day SOFR + 1.89%), 2.18%, 06/01/28(b)
|
|
95
|
93,157
|
|
(1-day SOFR + 1.99%), 4.85%, 07/25/28(b)
|
|
325
|
325,610
|
|
(1-day SOFR + 2.04%), 2.52%, 04/22/31(b)
|
|
100
|
91,655
|
|
(1-day SOFR + 2.08%), 4.91%, 07/25/33(b)
|
|
395
|
389,791
|
|
(1-day SOFR + 2.58%), 5.72%, 09/14/33(b)
|
|
300
|
305,532
|
|
(3-mo. CME Term SOFR + 1.51%), 2.74%,
10/15/30(b)
|
|
563
|
526,662
|
|
(3-mo. CME Term SOFR + 1.60%), 3.78%,
02/01/28(b)
|
|
100
|
99,598
|
|
(3-mo. CME Term SOFR + 2.46%), 3.11%,
04/22/41(b)
|
|
81
|
60,767
|
|
(5-year CMT + 1.25%), 5.80%, 07/23/41(b)
|
|
400
|
395,959
|
|
KeyCorp
|
|
|
|
|
2.55%, 10/01/29
|
|
50
|
46,565
|
|
(1-day SOFR Index + 2.42%), 6.40%, 03/06/35(b)
|
|
50
|
52,197
|
|
Lloyds Banking Group PLC(b)
|
|
|
|
|
(1-year CMT + 0.83%), 4.82%, 06/13/29
|
|
200
|
200,099
|
|
(1-year CMT + 0.85%), 5.09%, 11/26/28
|
|
272
|
273,269
|
|
(3-mo. SOFR US + 1.47%), 3.57%, 11/07/28
|
|
200
|
197,272
|
|
M&T Bank Corp.(b)
|
|
|
|
|
(1-day SOFR + 2.26%), 6.08%, 03/13/32
|
|
270
|
279,030
|
|
(1-day SOFR + 2.80%), 7.41%, 10/30/29
|
|
1,020
|
1,074,262
|
|
Mitsubishi UFJ Financial Group, Inc.(b)
|
|
|
|
|
(1-year CMT + 0.83%), 2.34%, 01/19/28
|
|
200
|
198,037
|
|
(1-year CMT + 1.38%), 5.42%, 02/22/29
|
|
250
|
252,358
|
|
(1-year CMT + 1.53%), 5.48%, 02/22/31
|
|
600
|
607,712
|
|
Mizuho Financial Group, Inc.(b)
|
|
|
|
|
(1-year CMT + 0.87%), 2.17%, 05/22/32
|
|
200
|
174,433
|
|
(1-year CMT + 1.90%), 5.75%, 07/06/34
|
|
150
|
152,771
|
|
(1-year CMT + 2.05%), 5.41%, 09/13/28
|
|
200
|
201,689
|
|
Morgan Stanley
|
|
|
|
|
4.35%, 09/08/26
|
|
75
|
75,007
|
|
3.59%, 07/22/28(b)
|
|
25
|
24,727
|
|
6.38%, 07/24/42
|
|
107
|
111,579
|
|
4.38%, 01/22/47
|
|
495
|
395,794
|
|
(1-day SOFR + 1.00%), 2.48%, 01/21/28(b)
|
|
50
|
49,527
|
|
(1-day SOFR + 1.03%), 1.79%, 02/13/32(b)
|
|
109
|
93,974
|
|
(1-day SOFR + 1.10%), 4.65%, 10/18/30(b)
|
|
50
|
49,452
|
|
(1-day SOFR + 1.14%), 2.70%, 01/22/31(b)
|
|
689
|
636,581
|
|
(1-day SOFR + 1.18%), 2.24%, 07/21/32(b)
|
|
160
|
138,989
|
|
(1-day SOFR + 1.20%), 4.71%, 03/12/32(b)
|
|
550
|
537,526
|
|
(1-day SOFR + 1.20%), 2.51%, 10/20/32(b)
|
|
197
|
172,215
|
|
(1-day SOFR + 1.26%), 5.66%, 04/18/30(b)
|
|
425
|
432,146
|
|
(1-day SOFR + 1.29%), 2.94%, 01/21/33(b)
|
|
278
|
247,213
|
|
(1-day SOFR + 1.42%), 5.59%, 01/18/36(b)
|
|
250
|
250,631
|
|
(1-day SOFR + 1.58%), 5.83%, 04/19/35(b)
|
|
125
|
127,320
|
|
(1-day SOFR + 1.63%), 5.45%, 07/20/29(b)(f)
|
|
50
|
50,525
|
|
Security
|
|
Par
(000)
|
Value
|
|
Banks (continued)
|
|||
|
Morgan Stanley (continued)
|
|
|
|
|
(1-day SOFR + 1.71%), 5.52%, 11/19/55(b)
|
USD
|
125
|
$ 114,394
|
|
(1-day SOFR + 1.73%), 5.47%, 01/18/35(b)
|
|
35
|
34,891
|
|
(1-day SOFR + 2.24%), 6.30%, 10/18/28(b)
|
|
375
|
381,892
|
|
(1-day SOFR + 2.56%), 6.34%, 10/18/33(b)
|
|
110
|
115,672
|
|
(1-day SOFR + 3.12%), 3.62%, 04/01/31(b)
|
|
100
|
95,195
|
|
(1-day SOFR Index + 1.41%), 5.30%, 04/10/37(b)
|
|
10
|
9,705
|
|
(3-mo. CME Term SOFR + 1.40%), 3.77%,
01/24/29(b)
|
|
20
|
19,726
|
|
(3-mo. EURIBOR + 1.12%), 3.75%, 11/07/36(b)
|
EUR
|
200
|
222,291
|
|
(5-year CMT + 2.43%), 5.95%, 01/19/38(b)
|
USD
|
205
|
207,895
|
|
Series I, (1-day SOFR + 1.31%), 4.89%,
10/22/36(b)
|
|
119
|
112,815
|
|
Morgan Stanley Finance LLC, 6.18%, 05/08/31(a)(b)(h)
|
EUR
|
561
|
634,787
|
|
Morgan Stanley Private Bank N.A., (1-day SOFR +
1.08%), 4.73%, 07/18/31(b)
|
USD
|
735
|
725,508
|
|
NatWest Group PLC, (3-mo. SOFR US + 2.01%),
4.89%, 05/18/29(b)
|
|
225
|
225,531
|
|
PNC Financial Services Group, Inc.(b)
|
|
|
|
|
(1-day SOFR + 1.26%), 4.81%, 10/21/32
|
|
505
|
497,074
|
|
(1-day SOFR + 1.42%), 5.37%, 07/21/36
|
|
110
|
108,718
|
|
(1-day SOFR + 1.62%), 5.35%, 12/02/28
|
|
50
|
50,438
|
|
(1-day SOFR + 1.90%), 5.68%, 01/22/35
|
|
141
|
142,444
|
|
(5-year CMT + 1.17%), 5.42%, 01/25/41
|
|
115
|
110,227
|
|
Regions Financial Corp., (1-day SOFR + 1.49%),
5.72%, 06/06/30(b)
|
|
25
|
25,511
|
|
Royal Bank of Canada
|
|
|
|
|
3.63%, 05/04/27
|
|
200
|
199,007
|
|
4.95%, 02/01/29
|
|
105
|
105,738
|
|
5.00%, 02/01/33
|
|
25
|
24,797
|
|
(1-day SOFR + 0.84%), 4.40%, 04/17/30(b)
|
|
30
|
29,609
|
|
(1-day SOFR Index + 0.86%), 4.52%, 10/18/28(b)
|
|
455
|
454,279
|
|
Santander Holdings USA, Inc.(b)
|
|
|
|
|
(1-day SOFR + 1.25%), 2.49%, 01/06/28
|
|
75
|
74,290
|
|
(1-day SOFR + 2.50%), 6.17%, 01/09/30
|
|
100
|
102,316
|
|
Santander U.K. Group Holdings PLC(b)
|
|
|
|
|
(1-day SOFR + 2.60%), 6.53%, 01/10/29
|
|
200
|
204,505
|
|
(3-mo. SOFR US + 1.66%), 3.82%, 11/03/28
|
|
200
|
197,601
|
|
State Street Corp.(b)
|
|
|
|
|
(1-day SOFR + 1.00%), 2.62%, 02/07/33
|
|
100
|
88,339
|
|
(1-day SOFR + 1.49%), 3.03%, 11/01/34
|
|
352
|
329,000
|
|
(1-day SOFR + 1.73%), 4.16%, 08/04/33
|
|
25
|
23,733
|
|
(3-mo. CME Term SOFR + 1.29%), 4.14%,
12/03/29
|
|
125
|
123,500
|
|
Sumitomo Mitsui Financial Group, Inc.
|
|
|
|
|
2.17%, 01/14/27
|
|
200
|
198,129
|
|
5.42%, 07/09/31
|
|
500
|
506,229
|
|
2.93%, 09/17/41
|
|
192
|
135,247
|
|
Toronto-Dominion Bank
|
|
|
|
|
5.26%, 12/11/26
|
|
25
|
25,092
|
|
(5-year CMT + 1.50%), 5.15%, 09/10/34(b)
|
|
201
|
200,670
|
|
(5-year USD Swap + 2.21%), 3.63%, 09/15/31(b)
|
|
50
|
49,921
|
|
Truist Bank, Series BKNT, 2.25%, 03/11/30
|
|
540
|
489,236
|
|
Truist Financial Corp.(b)
|
|
|
|
|
(1-day SOFR + 1.92%), 5.71%, 01/24/35
|
|
51
|
51,517
|
|
Series I, (1-day SOFR + 0.88%), 4.96%, 07/23/30
|
|
495
|
494,253
|
|
U.S. Bancorp(b)
|
|
|
|
|
(1-day SOFR + 1.41%), 5.42%, 02/12/36
|
|
545
|
544,127
|
|
(1-day SOFR + 1.86%), 5.68%, 01/23/35
|
|
65
|
65,902
|
|
(1-day SOFR + 2.02%), 5.78%, 06/12/29
|
|
95
|
96,742
|
|
Security
|
|
Par
(000)
|
Value
|
|
Banks (continued)
|
|||
|
Wells Fargo & Co.
|
|
|
|
|
5.38%, 02/07/35
|
USD
|
374
|
$ 374,950
|
|
5.38%, 11/02/43
|
|
70
|
63,693
|
|
4.40%, 06/14/46
|
|
450
|
352,230
|
|
(1-day SOFR + 1.11%), 5.24%, 01/24/31(b)
|
|
160
|
161,060
|
|
(1-day SOFR + 1.38%), 5.21%, 12/03/35(b)
|
|
370
|
363,083
|
|
(1-day SOFR + 1.50%), 3.35%, 03/02/33(b)
|
|
139
|
126,430
|
|
(1-day SOFR + 1.98%), 4.81%, 07/25/28(b)
|
|
100
|
100,136
|
|
(1-day SOFR + 1.99%), 5.56%, 07/25/34(b)
|
|
250
|
251,993
|
|
(1-day SOFR + 2.02%), 5.39%, 04/24/34(b)
|
|
185
|
185,053
|
|
(1-day SOFR + 2.06%), 6.49%, 10/23/34(b)
|
|
345
|
366,258
|
|
(1-day SOFR + 2.10%), 4.90%, 07/25/33(b)
|
|
107
|
105,099
|
|
(1-day SOFR + 2.13%), 4.61%, 04/25/53(b)
|
|
250
|
200,394
|
|
(1-day SOFR + 2.53%), 3.07%, 04/30/41(b)
|
|
130
|
95,951
|
|
(3-mo. CME Term SOFR + 1.26%), 2.57%,
02/11/31(b)
|
|
435
|
400,578
|
|
(3-mo. CME Term SOFR + 1.43%), 2.88%,
10/30/30(b)(f)
|
|
40
|
37,538
|
|
(3-mo. CME Term SOFR + 4.03%), 4.48%,
04/04/31(b)
|
|
310
|
304,643
|
|
(3-mo. CME Term SOFR + 4.50%), 5.01%,
04/04/51(b)
|
|
615
|
527,241
|
|
(3-mo. EURIBOR + 1.22%), 3.90%, 07/22/32(b)(c)
|
EUR
|
200
|
231,735
|
|
Westpac Banking Corp.(b)
|
|
|
|
|
(5-year CMT + 2.00%), 4.11%, 07/24/34(f)
|
USD
|
143
|
139,067
|
|
(5-year USD SOFR ICE Swap + 2.24%), 4.32%,
11/23/31
|
|
390
|
389,322
|
|
Zions Bancorp N.A., (1-day SOFR + 1.06%), 4.48%,
02/09/29(b)
|
|
470
|
466,254
|
|
|
|
|
49,017,803
|
|
Beverages — 0.3%
|
|||
|
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev
Worldwide, Inc.
|
|
|
|
|
4.70%, 02/01/36
|
|
198
|
188,340
|
|
4.90%, 02/01/46
|
|
247
|
215,991
|
|
Anheuser-Busch InBev Worldwide, Inc.
|
|
|
|
|
5.00%, 06/15/34
|
|
250
|
247,811
|
|
4.95%, 01/15/42
|
|
73
|
66,549
|
|
5.55%, 01/23/49
|
|
180
|
169,746
|
|
5.80%, 01/23/59
|
|
20
|
19,384
|
|
Coca-Cola Co.
|
|
|
|
|
1.45%, 06/01/27
|
|
75
|
73,312
|
|
1.65%, 06/01/30
|
|
115
|
103,115
|
|
2.00%, 03/05/31
|
|
326
|
290,403
|
|
2.25%, 01/05/32
|
|
60
|
53,124
|
|
4.20%, 03/25/50
|
|
72
|
57,004
|
|
5.30%, 05/13/54
|
|
250
|
230,560
|
|
2.75%, 06/01/60
|
|
90
|
49,167
|
|
5.40%, 05/13/64
|
|
180
|
164,616
|
|
Constellation Brands, Inc.
|
|
|
|
|
4.35%, 05/09/27
|
|
100
|
99,926
|
|
2.88%, 05/01/30
|
|
155
|
143,712
|
|
4.75%, 05/09/32
|
|
95
|
92,962
|
|
Diageo Capital PLC, 5.88%, 09/30/36
|
|
200
|
206,261
|
|
Keurig Dr. Pepper, Inc.
|
|
|
|
|
3.20%, 05/01/30
|
|
66
|
61,773
|
|
5.30%, 03/15/34
|
|
25
|
24,689
|
|
4.50%, 11/15/45
|
|
185
|
146,889
|
|
PepsiCo, Inc.
|
|
|
|
|
2.63%, 03/19/27
|
|
100
|
99,047
|
|
2.75%, 03/19/30
|
|
25
|
23,390
|
|
Security
|
|
Par
(000)
|
Value
|
|
Beverages (continued)
|
|||
|
PepsiCo, Inc. (continued)
|
|
|
|
|
4.80%, 07/17/34
|
USD
|
75
|
$ 74,152
|
|
5.25%, 07/17/54
|
|
250
|
229,842
|
|
3.88%, 03/19/60
|
|
335
|
238,265
|
|
|
|
|
3,370,030
|
|
Biotechnology — 0.3%
|
|||
|
Amgen, Inc.
|
|
|
|
|
4.20%, 03/01/33
|
|
85
|
80,483
|
|
6.40%, 02/01/39
|
|
439
|
463,873
|
|
4.66%, 06/15/51
|
|
20
|
16,155
|
|
5.65%, 03/02/53
|
|
420
|
390,398
|
|
5.65%, 02/19/56(f)
|
|
80
|
74,665
|
|
Biogen, Inc., 2.25%, 05/01/30
|
|
38
|
34,488
|
|
Genmab AS/Genmab Finance LLC(a)
|
|
|
|
|
6.25%, 12/15/32
|
|
31
|
31,284
|
|
7.25%, 12/15/33
|
|
200
|
206,221
|
|
Gilead Sciences, Inc.
|
|
|
|
|
4.80%, 11/15/29
|
|
75
|
75,265
|
|
4.60%, 09/01/35
|
|
50
|
47,722
|
|
4.00%, 09/01/36
|
|
55
|
49,355
|
|
2.60%, 10/01/40
|
|
80
|
56,455
|
|
5.65%, 12/01/41
|
|
100
|
98,941
|
|
4.75%, 03/01/46
|
|
100
|
85,857
|
|
Regeneron Pharmaceuticals, Inc.
|
|
|
|
|
1.75%, 09/15/30
|
|
1,030
|
905,526
|
|
2.80%, 09/15/50
|
|
220
|
127,314
|
|
Royalty Pharma PLC
|
|
|
|
|
5.15%, 09/02/29
|
|
152
|
153,365
|
|
2.20%, 09/02/30
|
|
400
|
359,191
|
|
|
|
|
3,256,558
|
|
Broadline Retail — 0.0%
|
|||
|
Nordstrom, Inc.
|
|
|
|
|
4.38%, 04/01/30(f)
|
|
49
|
46,831
|
|
5.00%, 01/15/44
|
|
55
|
39,600
|
|
|
|
|
86,431
|
|
Building Materials — 0.2%
|
|||
|
Carlisle Cos., Inc.
|
|
|
|
|
2.75%, 03/01/30
|
|
25
|
23,220
|
|
5.55%, 09/15/40
|
|
550
|
530,282
|
|
Carrier Global Corp.
|
|
|
|
|
2.70%, 02/15/31
|
|
20
|
18,205
|
|
5.90%, 03/15/34
|
|
50
|
51,699
|
|
CRH America Finance, Inc., 5.50%, 01/09/35
|
|
750
|
749,109
|
|
Eagle Materials, Inc., 2.50%, 07/01/31
|
|
265
|
234,486
|
|
Fortune Brands Innovations, Inc., 5.88%, 06/01/33
|
|
25
|
25,716
|
|
Johnson Controls International PLC/Tyco Fire &
Security Finance SCA
|
|
|
|
|
1.75%, 09/15/30
|
|
100
|
88,260
|
|
4.90%, 12/01/32
|
|
25
|
24,727
|
|
Martin Marietta Materials, Inc.
|
|
|
|
|
5.15%, 12/01/34
|
|
315
|
308,226
|
|
4.25%, 12/15/47
|
|
75
|
57,640
|
|
Smyrna Ready Mix Concrete LLC, 8.88%, 11/15/31(a)
|
|
100
|
104,709
|
|
Standard Industries, Inc., 4.75%, 01/15/28(a)
|
|
100
|
99,391
|
|
Trane Technologies Financing Ltd., 5.25%, 03/03/33
|
|
150
|
150,897
|
|
Security
|
|
Par
(000)
|
Value
|
|
Building Materials (continued)
|
|||
|
Vulcan Materials Co.
|
|
|
|
|
5.35%, 12/01/34
|
USD
|
25
|
$ 24,909
|
|
4.50%, 06/15/47
|
|
75
|
61,206
|
|
|
|
|
2,552,682
|
|
Building Products — 0.2%
|
|||
|
Home Depot, Inc.
|
|
|
|
|
2.50%, 04/15/27
|
|
300
|
296,379
|
|
4.50%, 09/15/32
|
|
80
|
78,672
|
|
4.95%, 06/25/34
|
|
200
|
197,232
|
|
5.88%, 12/16/36
|
|
270
|
280,567
|
|
4.95%, 09/15/52
|
|
40
|
34,293
|
|
Lowe’s Cos., Inc.
|
|
|
|
|
3.35%, 04/01/27
|
|
300
|
298,047
|
|
3.95%, 10/15/27
|
|
325
|
322,825
|
|
5.00%, 04/15/33
|
|
225
|
222,000
|
|
4.65%, 04/15/42
|
|
116
|
99,559
|
|
5.63%, 04/15/53
|
|
125
|
114,633
|
|
5.80%, 09/15/62
|
|
40
|
36,870
|
|
QXO Building Products, Inc.(a)
|
|
|
|
|
6.50%, 07/15/31(f)
|
|
98
|
98,397
|
|
6.75%, 04/30/32
|
|
144
|
147,061
|
|
6.88%, 07/15/34
|
|
8
|
8,012
|
|
|
|
|
2,234,547
|
|
Capital Markets — 0.1%
|
|||
|
Apollo Debt Solutions BDC, 6.55%, 03/15/32
|
|
140
|
140,436
|
|
Ares Capital Corp.
|
|
|
|
|
2.88%, 06/15/27
|
|
100
|
98,544
|
|
2.88%, 06/15/28
|
|
115
|
110,325
|
|
ARES Capital Corp., 5.10%, 01/15/31
|
|
120
|
115,335
|
|
Blackstone Private Credit Fund
|
|
|
|
|
3.25%, 03/15/27
|
|
75
|
74,199
|
|
7.30%, 11/27/28
|
|
50
|
51,633
|
|
4.00%, 01/15/29
|
|
105
|
100,611
|
|
Blackstone Secured Lending Fund, 2.85%, 09/30/28
|
|
125
|
118,011
|
|
Blue Owl Capital Corp., 5.95%, 03/15/29
|
|
100
|
99,785
|
|
Blue Owl Credit Income Corp., 7.75%, 01/15/29
|
|
185
|
190,342
|
|
Compass Group Diversified Holdings LLC, 5.25%,
04/15/29(a)
|
|
60
|
57,134
|
|
FS KKR Capital Corp.
|
|
|
|
|
3.25%, 07/15/27
|
|
50
|
48,538
|
|
3.13%, 10/12/28
|
|
110
|
103,400
|
|
6.88%, 08/15/29(f)
|
|
100
|
100,414
|
|
7.50%, 08/01/31
|
|
87
|
87,148
|
|
Icahn Enterprises LP/Icahn Enterprises Finance Corp.
|
|
|
|
|
9.75%, 01/15/29(f)
|
|
104
|
103,569
|
|
10.00%, 11/15/29(a)
|
|
110
|
110,181
|
|
Sixth Street Lending Partners, 5.75%, 01/15/30
|
|
135
|
133,464
|
|
|
|
|
1,843,069
|
|
Chemicals — 0.6%
|
|||
|
Air Products and Chemicals, Inc., 4.85%, 02/08/34
|
|
150
|
147,281
|
|
Brenntag Finance BV, 3.38%, 10/02/31(c)
|
EUR
|
300
|
337,752
|
|
Celanese U.S. Holdings LLC
|
|
|
|
|
7.33%, 07/15/29
|
USD
|
27
|
28,068
|
|
6.50%, 04/15/30(f)
|
|
100
|
101,229
|
|
7.55%, 11/15/30
|
|
34
|
35,791
|
|
7.00%, 02/15/31
|
|
28
|
28,708
|
|
7.38%, 07/15/32
|
|
46
|
48,130
|
|
7.70%, 11/15/33(f)
|
|
25
|
26,464
|
|
Security
|
|
Par
(000)
|
Value
|
|
Chemicals (continued)
|
|||
|
Celanese U.S. Holdings LLC (continued)
|
|
|
|
|
7.38%, 02/15/34(f)
|
USD
|
36
|
$ 37,031
|
|
Chemours Co.(a)
|
|
|
|
|
8.00%, 01/15/33
|
|
91
|
89,572
|
|
7.88%, 03/15/34
|
|
100
|
97,310
|
|
CVR Partners LP/CVR Nitrogen Finance Corp.,
6.13%, 06/15/28(a)
|
|
106
|
105,879
|
|
Dow Chemical Co.
|
|
|
|
|
9.40%, 05/15/39
|
|
207
|
267,198
|
|
4.38%, 11/15/42
|
|
165
|
130,344
|
|
3.60%, 11/15/50(f)
|
|
371
|
238,690
|
|
6.90%, 05/15/53
|
|
145
|
148,019
|
|
5.95%, 03/15/55(f)
|
|
643
|
580,273
|
|
DuPont de Nemours, Inc., 5.42%, 11/15/48
|
|
35
|
31,594
|
|
Eastman Chemical Co.
|
|
|
|
|
5.75%, 03/08/33
|
|
75
|
76,225
|
|
4.65%, 10/15/44
|
|
25
|
20,666
|
|
Ecolab, Inc., 2.13%, 02/01/32
|
|
90
|
77,854
|
|
FMC Corp.
|
|
|
|
|
8.00%, 06/01/31(a)
|
|
751
|
776,556
|
|
5.65%, 05/18/33(f)
|
|
47
|
41,985
|
|
6.38%, 05/18/53(f)
|
|
21
|
16,347
|
|
LYB International Finance III LLC
|
|
|
|
|
5.63%, 05/15/33
|
|
125
|
124,698
|
|
5.88%, 01/15/36(f)
|
|
608
|
603,533
|
|
4.20%, 10/15/49
|
|
612
|
429,599
|
|
3.63%, 04/01/51(f)
|
|
571
|
364,978
|
|
LyondellBasell Industries NV, 4.63%, 02/26/55(f)
|
|
102
|
75,071
|
|
Mosaic Co., 5.45%, 11/15/33
|
|
25
|
24,886
|
|
NOVA Chemicals Corp., 9.00%, 02/15/30(a)
|
|
100
|
104,760
|
|
Nutrien Ltd.
|
|
|
|
|
4.90%, 03/27/28(f)
|
|
177
|
177,543
|
|
5.80%, 03/27/53
|
|
25
|
23,729
|
|
OCP SA, 6.75%, 05/02/34(c)
|
|
223
|
228,597
|
|
Perimeter Holdings LLC, 6.25%, 01/15/34(a)
|
|
72
|
70,683
|
|
Rain Carbon, Inc., 12.25%, 09/01/29(a)
|
|
90
|
95,871
|
|
RPM International, Inc., 2.95%, 01/15/32
|
|
90
|
80,328
|
|
SCIH Salt Holdings, Inc.(d)
|
|
|
|
|
08/15/31
|
|
103
|
102,917
|
|
08/15/32
|
|
41
|
40,795
|
|
Sherwin-Williams Co.
|
|
|
|
|
3.45%, 06/01/27
|
|
150
|
148,813
|
|
5.15%, 08/15/35(f)
|
|
810
|
795,779
|
|
4.50%, 06/01/47
|
|
250
|
202,902
|
|
SK Invictus Intermediate II SARL, 5.00%, 10/30/29(a)
|
|
158
|
154,287
|
|
Tronox, Inc.(a)(f)
|
|
|
|
|
4.63%, 03/15/29
|
|
43
|
26,420
|
|
9.13%, 09/30/30
|
|
68
|
67,874
|
|
Westlake Corp., 5.00%, 08/15/46
|
|
75
|
62,219
|
|
|
|
|
7,495,248
|
|
Commercial Services & Supplies — 0.5%
|
|||
|
ADT Security Corp., 5.88%, 10/15/33(a)
|
|
43
|
41,694
|
|
Allied Universal Holdco LLC, 7.88%, 02/15/31(a)
|
|
101
|
104,863
|
|
AMN Healthcare, Inc., 6.50%, 01/15/31(a)
|
|
40
|
40,002
|
|
Automatic Data Processing, Inc., 4.75%, 05/08/32
|
|
405
|
401,359
|
|
Avis Budget Car Rental LLC/Avis Budget Finance,
Inc., 8.38%, 06/15/32(a)(f)
|
|
11
|
10,948
|
|
Belron U.K. Finance PLC, 5.75%, 10/15/29(a)
|
|
79
|
78,975
|
|
Block, Inc., 3.50%, 06/01/31(f)
|
|
77
|
70,203
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Services & Supplies (continued)
|
|||
|
California Institute of Technology
|
|
|
|
|
4.32%, 08/01/45
|
USD
|
100
|
$ 82,880
|
|
4.70%, 11/01/2111
|
|
35
|
26,883
|
|
3.65%, 09/01/2119(f)
|
|
50
|
29,625
|
|
Carrix, Inc., 6.13%, 08/01/33(a)
|
|
21
|
20,903
|
|
Case Western Reserve University, Series 2022-C,
5.41%, 06/01/2122
|
|
95
|
82,819
|
|
Cimpress PLC, 7.38%, 09/15/32(a)
|
|
174
|
174,500
|
|
CompoSecure Holdings LLC, 5.63%, 02/01/33(a)
|
|
21
|
20,185
|
|
Cornell University, 4.84%, 06/15/34
|
|
75
|
73,755
|
|
Deluxe Corp., 8.13%, 09/15/29(a)
|
|
36
|
37,279
|
|
Emory University, Series 2020, 2.14%, 09/01/30
|
|
35
|
31,540
|
|
Equifax, Inc., 3.10%, 05/15/30
|
|
150
|
139,708
|
|
FTAI Aviation Investors LLC(a)
|
|
|
|
|
7.88%, 12/01/30
|
|
54
|
56,264
|
|
7.00%, 05/01/31
|
|
153
|
157,252
|
|
7.00%, 06/15/32
|
|
61
|
62,283
|
|
Garda World Security Corp., 8.25%, 08/01/32(a)(f)
|
|
100
|
101,408
|
|
GATX Corp., 4.00%, 06/30/30
|
|
130
|
125,755
|
|
Global Payments, Inc.
|
|
|
|
|
5.30%, 08/15/29
|
|
125
|
125,175
|
|
5.40%, 08/15/32
|
|
40
|
39,414
|
|
Graham Holdings Co., 5.63%, 12/01/33(a)
|
|
35
|
34,158
|
|
Massachusetts Institute of Technology
|
|
|
|
|
3.96%, 07/01/38
|
|
50
|
44,817
|
|
5.60%, 07/01/2111
|
|
100
|
92,791
|
|
PayPal Holdings, Inc.
|
|
|
|
|
3.90%, 06/01/27
|
|
351
|
349,222
|
|
2.30%, 06/01/30
|
|
75
|
68,552
|
|
President and Fellows of Harvard College
|
|
|
|
|
4.61%, 02/15/35
|
|
50
|
48,328
|
|
2.52%, 10/15/50
|
|
150
|
87,248
|
|
Prime Security Services Borrower LLC/Prime
Finance, Inc., 3.38%, 08/31/27(a)
|
|
100
|
98,215
|
|
Quanta Services, Inc.
|
|
|
|
|
2.90%, 10/01/30
|
|
1,260
|
1,160,478
|
|
2.35%, 01/15/32
|
|
220
|
191,053
|
|
5.25%, 08/09/34
|
|
90
|
88,906
|
|
5.10%, 08/09/35
|
|
210
|
203,913
|
|
3.05%, 10/01/41
|
|
50
|
35,767
|
|
RELX Capital, Inc., 5.25%, 03/27/35(f)
|
|
44
|
43,441
|
|
S&P Global, Inc.
|
|
|
|
|
2.45%, 03/01/27
|
|
200
|
197,970
|
|
3.90%, 03/01/62
|
|
10
|
6,796
|
|
Triton Container International Ltd./TAL International
Container Corp., 5.15%, 02/15/33
|
|
100
|
96,587
|
|
Trustees of the University of Pennsylvania, 3.61%,
02/15/2119
|
|
416
|
242,442
|
|
United Rentals North America, Inc.
|
|
|
|
|
3.75%, 01/15/32
|
|
100
|
91,309
|
|
5.38%, 11/15/33(a)
|
|
34
|
33,106
|
|
University of Southern California, 4.98%, 10/01/53
|
|
10
|
8,711
|
|
Verisk Analytics, Inc.
|
|
|
|
|
4.13%, 03/15/29
|
|
470
|
462,164
|
|
4.45%, 03/15/31
|
|
20
|
19,423
|
|
5.75%, 04/01/33
|
|
50
|
50,926
|
|
5.50%, 06/15/45
|
|
40
|
36,718
|
|
3.63%, 05/15/50
|
|
35
|
23,525
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Services & Supplies (continued)
|
|||
|
Worldline SA(c)
|
|
|
|
|
0.88%, 06/30/27
|
EUR
|
100
|
$ 109,580
|
|
4.13%, 09/12/28
|
|
100
|
106,801
|
|
|
|
|
6,168,619
|
|
Communications Equipment — 0.2%
|
|||
|
Motorola Solutions, Inc.
|
|
|
|
|
4.60%, 02/23/28
|
USD
|
90
|
90,008
|
|
4.60%, 05/23/29
|
|
25
|
24,857
|
|
2.30%, 11/15/30
|
|
350
|
312,831
|
|
2.75%, 05/24/31
|
|
570
|
512,516
|
|
5.60%, 06/01/32
|
|
390
|
396,646
|
|
5.40%, 04/15/34
|
|
495
|
490,850
|
|
5.55%, 08/15/35
|
|
100
|
99,725
|
|
|
|
|
1,927,433
|
|
Construction & Engineering — 0.1%
|
|||
|
Cellnex Finance Co. SA, 3.88%, 01/19/36(c)
|
EUR
|
100
|
111,060
|
|
Granite Construction, Inc., 6.38%, 06/15/34(a)
|
USD
|
176
|
175,497
|
|
HTA Group Ltd., 7.50%, 06/04/29(a)
|
|
160
|
163,642
|
|
IRB Infrastructure Developers Ltd., 7.11%,
03/11/32(c)
|
|
200
|
201,250
|
|
TAV Havalimanlari Holding A/S, 8.50%, 12/07/28(c)
|
|
220
|
225,500
|
|
Tutor Perini Corp., 6.63%, 07/15/33(a)
|
|
90
|
90,332
|
|
Weekley Homes LLC/Weekley Finance Corp., 4.88%,
09/15/28(a)
|
|
49
|
48,155
|
|
|
|
|
1,015,436
|
|
Consumer Finance — 0.5%
|
|||
|
American Express Co.(b)
|
|
|
|
|
(1-day SOFR + 1.00%), 5.10%, 02/16/28
|
|
665
|
667,253
|
|
(1-day SOFR + 1.22%), 4.92%, 07/20/33
|
|
125
|
123,275
|
|
(1-day SOFR + 1.24%), 4.80%, 10/24/36
|
|
513
|
486,164
|
|
(1-day SOFR + 1.26%), 4.73%, 04/25/29
|
|
400
|
400,273
|
|
(1-day SOFR + 1.76%), 4.42%, 08/03/33
|
|
50
|
48,051
|
|
(1-day SOFR + 1.84%), 5.04%, 05/01/34
|
|
180
|
177,538
|
|
(1-day SOFR + 1.93%), 5.63%, 07/28/34
|
|
120
|
120,649
|
|
(1-day SOFR Index + 1.32%), 5.44%, 01/30/36
|
|
175
|
174,806
|
|
Atlanticus Holdings Corp., 9.75%, 09/01/30(a)
|
|
93
|
94,049
|
|
Bread Financial Holdings, Inc.(a)(f)
|
|
|
|
|
6.75%, 05/15/31
|
|
29
|
29,564
|
|
(5-year CMT + 4.30%), 8.38%, 06/15/35(b)
|
|
41
|
42,438
|
|
Capital One Financial Corp.(b)
|
|
|
|
|
(1-day SOFR + 1.56%), 5.46%, 07/26/30
|
|
490
|
496,175
|
|
(1-day SOFR + 2.37%), 5.27%, 05/10/33
|
|
40
|
39,634
|
|
(1-day SOFR + 2.44%), 7.15%, 10/29/27
|
|
25
|
25,142
|
|
(1-day SOFR + 2.60%), 5.25%, 07/26/30
|
|
225
|
226,478
|
|
(1-day SOFR + 2.64%), 6.31%, 06/08/29(f)
|
|
34
|
34,842
|
|
(1-day SOFR Index + 3.37%), 7.96%, 11/02/34
|
|
525
|
593,897
|
|
Enova International, Inc.(a)
|
|
|
|
|
11.25%, 12/15/28
|
|
77
|
80,908
|
|
9.13%, 08/01/29
|
|
80
|
83,692
|
|
EZCORP, Inc., 7.38%, 04/01/32(a)
|
|
33
|
34,500
|
|
IIFL Finance Ltd., 7.60%, 09/10/29(c)
|
|
200
|
200,700
|
|
Mastercard, Inc.
|
|
|
|
|
2.95%, 11/21/26
|
|
25
|
24,912
|
|
3.30%, 03/26/27
|
|
25
|
24,852
|
|
3.35%, 03/26/30
|
|
570
|
543,610
|
|
4.95%, 03/15/32
|
|
140
|
140,187
|
|
4.55%, 01/15/35
|
|
190
|
181,996
|
|
3.85%, 03/26/50
|
|
100
|
73,650
|
|
2.95%, 03/15/51
|
|
410
|
252,407
|
|
OneMain Finance Corp.
|
|
|
|
|
6.63%, 05/15/29
|
|
54
|
54,661
|
|
Security
|
|
Par
(000)
|
Value
|
|
Consumer Finance (continued)
|
|||
|
OneMain Finance Corp. (continued)
|
|
|
|
|
7.88%, 03/15/30
|
USD
|
79
|
$ 81,780
|
|
7.50%, 05/15/31
|
|
118
|
120,950
|
|
7.13%, 11/15/31
|
|
39
|
39,522
|
|
7.13%, 09/15/32
|
|
34
|
34,356
|
|
6.75%, 09/15/33
|
|
26
|
25,581
|
|
SLM Corp., 6.50%, 01/31/30(f)
|
|
17
|
17,195
|
|
Synchrony Financial
|
|
|
|
|
2.88%, 10/28/31
|
|
45
|
39,386
|
|
7.25%, 02/02/33(f)
|
|
234
|
240,497
|
|
Visa, Inc.
|
|
|
|
|
1.10%, 02/15/31
|
|
455
|
390,741
|
|
4.30%, 12/14/45
|
|
295
|
243,011
|
|
3.65%, 09/15/47
|
|
27
|
19,909
|
|
|
|
|
6,729,231
|
|
Consumer Staples Distribution & Retail — 0.0%
|
|||
|
Arko Corp., 5.13%, 11/15/29(a)
|
|
29
|
27,116
|
|
Dollar General Corp.
|
|
|
|
|
4.13%, 05/01/28
|
|
25
|
24,754
|
|
5.20%, 07/05/28
|
|
100
|
100,841
|
|
Target Corp.
|
|
|
|
|
1.95%, 01/15/27
|
|
50
|
49,521
|
|
2.35%, 02/15/30
|
|
75
|
69,215
|
|
4.50%, 09/15/34
|
|
75
|
71,472
|
|
4.80%, 01/15/53
|
|
35
|
29,768
|
|
Walmart, Inc.
|
|
|
|
|
5.25%, 09/01/35
|
|
90
|
91,126
|
|
4.50%, 09/09/52
|
|
100
|
82,576
|
|
4.50%, 04/15/53(f)
|
|
60
|
49,601
|
|
|
|
|
595,990
|
|
Containers & Packaging — 0.1%
|
|||
|
Ardagh Group SA(a)
|
|
|
|
|
9.50%, 12/01/30
|
|
37
|
39,209
|
|
(5.00% Cash + 6.00% PIK), 11.00%, 12/01/30(g)
|
|
92
|
84,980
|
|
Cascades, Inc./Cascades USA, Inc., 6.75%,
07/15/30(a)
|
|
41
|
41,651
|
|
Clydesdale Acquisition Holdings, Inc., 8.75%,
04/15/30(a)(f)
|
|
131
|
125,197
|
|
Mauser Packaging Solutions Holding Co., 9.25%,
04/15/30(a)(f)
|
|
44
|
43,611
|
|
Packaging Corp. of America
|
|
|
|
|
3.00%, 12/15/29
|
|
175
|
164,897
|
|
5.70%, 12/01/33(f)
|
|
180
|
183,747
|
|
WRKCo, Inc., 3.00%, 06/15/33
|
|
80
|
69,412
|
|
|
|
|
752,704
|
|
Distributors — 0.0%
|
|||
|
ADI Escrow Issuer LLC, 7.13%, 07/15/34(a)
|
|
11
|
11,214
|
|
WW Grainger, Inc., 4.45%, 09/15/34
|
|
445
|
424,999
|
|
|
|
|
436,213
|
|
Diversified REITs — 0.5%
|
|||
|
American Tower Corp.
|
|
|
|
|
1.50%, 01/31/28(f)
|
|
132
|
125,975
|
|
5.80%, 11/15/28(f)
|
|
120
|
122,597
|
|
3.80%, 08/15/29
|
|
80
|
77,622
|
|
2.90%, 01/15/30
|
|
150
|
140,073
|
|
5.00%, 01/31/30
|
|
35
|
35,020
|
|
2.70%, 04/15/31
|
|
75
|
67,566
|
|
4.05%, 03/15/32
|
|
5
|
4,727
|
|
5.40%, 01/31/35
|
|
430
|
426,461
|
|
2.95%, 01/15/51
|
|
135
|
80,223
|
|
Security
|
|
Par
(000)
|
Value
|
|
Diversified REITs (continued)
|
|||
|
Brixmor Operating Partnership LP
|
|
|
|
|
4.13%, 05/15/29
|
USD
|
50
|
$ 49,044
|
|
4.05%, 07/01/30
|
|
20
|
19,304
|
|
Crown Castle, Inc.
|
|
|
|
|
4.30%, 02/15/29
|
|
25
|
24,610
|
|
4.90%, 09/01/29
|
|
67
|
66,813
|
|
3.10%, 11/15/29
|
|
100
|
94,192
|
|
3.30%, 07/01/30
|
|
175
|
163,369
|
|
2.10%, 04/01/31
|
|
75
|
65,305
|
|
2.90%, 04/01/41
|
|
50
|
34,837
|
|
Digital Realty Trust LP, 5.55%, 01/15/28
|
|
75
|
75,819
|
|
Equinix, Inc.
|
|
|
|
|
1.55%, 03/15/28
|
|
50
|
47,562
|
|
3.90%, 04/15/32
|
|
213
|
197,861
|
|
3.40%, 02/15/52
|
|
270
|
173,408
|
|
GLP Capital LP/GLP Financing II, Inc.
|
|
|
|
|
4.00%, 01/15/31
|
|
560
|
524,513
|
|
3.25%, 01/15/32
|
|
77
|
68,105
|
|
5.25%, 02/15/33
|
|
95
|
91,686
|
|
5.63%, 09/15/34
|
|
260
|
253,207
|
|
5.75%, 11/01/37
|
|
180
|
172,556
|
|
Host Hotels & Resorts LP
|
|
|
|
|
5.70%, 06/15/32
|
|
25
|
25,320
|
|
Series I, 3.50%, 09/15/30
|
|
105
|
98,453
|
|
Kimco Realty OP LLC, 2.80%, 10/01/26
|
|
50
|
49,902
|
|
Millrose Properties, Inc.(a)
|
|
|
|
|
6.38%, 08/01/30
|
|
81
|
81,599
|
|
6.25%, 09/15/32
|
|
78
|
77,934
|
|
Park Intermediate Holdings LLC/PK Domestic
Property LLC/PK Finance Co-Issuer, 4.88%,
05/15/29(a)
|
|
153
|
149,127
|
|
Prologis LP
|
|
|
|
|
4.38%, 02/01/29
|
|
304
|
301,854
|
|
4.63%, 01/15/33
|
|
40
|
38,955
|
|
Regency Centers LP
|
|
|
|
|
3.60%, 02/01/27
|
|
70
|
69,762
|
|
3.70%, 06/15/30
|
|
100
|
95,761
|
|
RHP Hotel Properties LP/RHP Finance Corp., 5.75%,
03/15/34(a)
|
|
18
|
17,627
|
|
Rithm Capital Corp., 8.00%, 04/01/29(a)(f)
|
|
135
|
136,051
|
|
Service Properties Trust
|
|
|
|
|
0.00%, 09/30/28(a)(i)
|
|
62
|
57,896
|
|
4.38%, 02/15/30
|
|
100
|
90,600
|
|
8.63%, 11/15/31(a)
|
|
76
|
79,867
|
|
8.88%, 06/15/32(f)
|
|
148
|
152,074
|
|
Sun Communities Operating LP, 2.70%, 07/15/31
|
|
320
|
284,884
|
|
Trust Fibra Uno, 7.70%, 01/23/32
|
|
202
|
212,704
|
|
VICI Properties LP
|
|
|
|
|
5.13%, 11/15/31
|
|
89
|
87,314
|
|
5.13%, 05/15/32
|
|
985
|
960,686
|
|
6.13%, 04/01/54
|
|
270
|
252,410
|
|
VICI Properties LP/VICI Note Co., Inc., 3.88%,
02/15/29(a)
|
|
61
|
59,153
|
|
Weyerhaeuser Co., 4.00%, 04/15/30
|
|
260
|
251,076
|
|
|
|
|
6,833,464
|
|
Diversified Telecommunication Services — 0.8%
|
|||
|
APLD ComputeCo 2 LLC, 6.75%, 03/15/31(a)
|
|
75
|
73,313
|
|
APLD ComputeCo 3 LLC, 7.00%, 06/15/31(a)
|
|
35
|
34,135
|
|
APLD ComputeCo LLC, 9.25%, 12/15/30(a)
|
|
300
|
318,827
|
|
AT&T, Inc.
|
|
|
|
|
1.65%, 02/01/28
|
|
230
|
219,947
|
|
Security
|
|
Par
(000)
|
Value
|
|
Diversified Telecommunication Services (continued)
|
|||
|
AT&T, Inc. (continued)
|
|
|
|
|
4.55%, 11/01/32
|
USD
|
1,590
|
$ 1,527,356
|
|
3.10%, 02/01/43
|
|
125
|
84,860
|
|
4.35%, 06/15/45
|
|
35
|
26,582
|
|
5.45%, 03/01/47
|
|
158
|
138,063
|
|
5.70%, 11/01/54
|
|
125
|
107,867
|
|
6.00%, 04/30/56(f)
|
|
680
|
610,735
|
|
6.20%, 10/30/56
|
|
300
|
277,679
|
|
3.80%, 12/01/57
|
|
275
|
170,114
|
|
3.65%, 09/15/59
|
|
250
|
148,117
|
|
3.85%, 06/01/60
|
|
148
|
91,711
|
|
3.50%, 02/01/61
|
|
50
|
28,516
|
|
Big Sky Funding LLC, 5.75%, 10/20/35(a)
|
|
18
|
17,565
|
|
Black Pearl Compute LLC, 6.13%, 02/15/31(a)(f)
|
|
39
|
38,935
|
|
British Telecommunications PLC, 9.63%, 12/15/30
|
|
170
|
198,724
|
|
Cisco Systems, Inc.
|
|
|
|
|
4.85%, 02/26/29
|
|
225
|
226,450
|
|
4.95%, 02/24/32
|
|
170
|
169,992
|
|
5.30%, 02/26/54
|
|
185
|
165,463
|
|
Connect Finco SARL/Connect U.S. Finco LLC,
9.00%, 09/15/29(a)
|
|
111
|
116,437
|
|
Core Scientific Finance I LLC, 7.75%, 05/15/31(a)
|
|
63
|
61,691
|
|
Deutsche Telekom International Finance BV, 9.25%,
06/01/32
|
|
20
|
24,073
|
|
ELK Grove Village Property LLC, 7.50%,
06/15/31(a)(f)
|
|
695
|
669,461
|
|
Flash Compute LLC, 7.25%, 12/31/30(a)
|
|
23
|
23,226
|
|
Galaxy Helios Data Centers II LLC, 9.88%,
08/01/31(a)
|
|
130
|
130,354
|
|
Level 3 Financing, Inc.(a)
|
|
|
|
|
6.88%, 06/30/33
|
|
134
|
135,915
|
|
7.00%, 03/31/34
|
|
19
|
19,327
|
|
7.50%, 02/15/37(f)
|
|
4
|
3,973
|
|
Meridian Arc Holdco LLC, 6.25%, 04/30/31(a)(f)
|
|
356
|
342,056
|
|
PR RNO Property Owner 1 LLC, 6.50%, 05/01/31(a)
|
|
125
|
117,702
|
|
Sprint Capital Corp., 8.75%, 03/15/32
|
|
520
|
605,080
|
|
SV RNO Property Owner 1 LLC, 5.88%, 03/01/31(a)
|
|
22
|
20,429
|
|
Telecom Italia Capital SA
|
|
|
|
|
7.20%, 07/18/36
|
|
40
|
43,139
|
|
7.72%, 06/04/38
|
|
110
|
123,050
|
|
TELUS Corp., 2.80%, 02/16/27
|
|
75
|
74,295
|
|
Uniti Group LP/Uniti Group Finance 2019, Inc./CSL
Capital LLC(a)
|
|
|
|
|
6.50%, 02/15/29(f)
|
|
29
|
28,602
|
|
8.63%, 06/15/32
|
|
166
|
169,529
|
|
Verizon Communications, Inc.
|
|
|
|
|
4.33%, 09/21/28
|
|
12
|
11,915
|
|
4.02%, 12/03/29
|
|
115
|
112,241
|
|
7.75%, 12/01/30
|
|
315
|
348,672
|
|
5.05%, 05/09/33
|
|
100
|
98,888
|
|
4.40%, 11/01/34
|
|
55
|
51,053
|
|
5.25%, 04/02/35
|
|
475
|
463,079
|
|
4.75%, 11/01/41
|
|
205
|
179,322
|
|
4.86%, 08/21/46
|
|
35
|
28,845
|
|
3.55%, 03/22/51
|
|
755
|
494,042
|
|
5.88%, 11/30/55
|
|
65
|
59,379
|
|
Viasat, Inc.(a)
|
|
|
|
|
6.50%, 07/15/28
|
|
33
|
32,741
|
|
7.50%, 05/30/31
|
|
165
|
164,958
|
|
Security
|
|
Par
(000)
|
Value
|
|
Diversified Telecommunication Services (continued)
|
|||
|
Windstream Services LLC/Windstream Escrow
Finance Corp., 8.25%, 10/01/31(a)
|
USD
|
180
|
$ 187,385
|
|
WULF Compute LLC, 7.75%, 10/15/30(a)
|
|
230
|
238,962
|
|
|
|
|
9,854,772
|
|
Electric Utilities — 2.1%
|
|||
|
AEP Texas, Inc.
|
|
|
|
|
5.45%, 05/15/29
|
|
25
|
25,391
|
|
4.70%, 05/15/32
|
|
95
|
92,893
|
|
5.40%, 06/01/33
|
|
75
|
74,910
|
|
5.70%, 05/15/34
|
|
75
|
75,863
|
|
5.25%, 05/15/52
|
|
110
|
94,658
|
|
AEP Transmission Co. LLC
|
|
|
|
|
5.15%, 04/01/34
|
|
40
|
39,557
|
|
3.15%, 09/15/49
|
|
139
|
88,218
|
|
5.40%, 03/15/53
|
|
250
|
227,148
|
|
AES Corp., 5.45%, 06/01/28
|
|
25
|
25,204
|
|
Alabama Power Co.
|
|
|
|
|
3.75%, 09/01/27
|
|
50
|
49,645
|
|
5.85%, 11/15/33
|
|
70
|
72,334
|
|
6.00%, 03/01/39
|
|
32
|
32,845
|
|
Alpha Generation LLC, 6.25%, 01/15/34(a)
|
|
16
|
15,635
|
|
Ameren Corp., 5.70%, 12/01/26
|
|
110
|
110,354
|
|
Ameren Illinois Co.
|
|
|
|
|
4.95%, 06/01/33(f)
|
|
200
|
197,053
|
|
5.90%, 12/01/52
|
|
20
|
19,537
|
|
American Electric Power Co., Inc., 5.63%, 03/01/33
|
|
50
|
51,049
|
|
Appalachian Power Co., Series BB, 4.50%, 08/01/32
|
|
30
|
29,028
|
|
Arizona Public Service Co.
|
|
|
|
|
2.20%, 12/15/31
|
|
45
|
38,871
|
|
5.55%, 08/01/33
|
|
220
|
221,823
|
|
5.70%, 08/15/34
|
|
90
|
91,301
|
|
AusNet Services Holdings Pty. Ltd., (3-Month BBSW
+ 1.77%), 6.26%, 02/04/56(b)(c)
|
AUD
|
130
|
90,906
|
|
Baltimore Gas and Electric Co.
|
|
|
|
|
2.25%, 06/15/31
|
USD
|
25
|
22,085
|
|
3.75%, 08/15/47
|
|
44
|
31,469
|
|
5.40%, 06/01/53
|
|
130
|
116,403
|
|
Berkshire Hathaway Energy Co.
|
|
|
|
|
1.65%, 05/15/31
|
|
65
|
55,888
|
|
6.13%, 04/01/36
|
|
100
|
104,278
|
|
5.15%, 11/15/43
|
|
45
|
40,780
|
|
4.45%, 01/15/49
|
|
175
|
137,647
|
|
4.60%, 05/01/53
|
|
210
|
166,527
|
|
Black Hills Corp., 6.00%, 01/15/35
|
|
70
|
71,118
|
|
CenterPoint Energy Houston Electric LLC
|
|
|
|
|
5.20%, 10/01/28
|
|
10
|
10,112
|
|
4.95%, 04/01/33
|
|
50
|
49,232
|
|
5.15%, 03/01/34
|
|
40
|
39,645
|
|
4.50%, 04/01/44
|
|
110
|
92,433
|
|
Series AJ, 4.85%, 10/01/52
|
|
40
|
33,885
|
|
Series AQ, 4.95%, 08/15/35
|
|
85
|
82,244
|
|
CGE Treasury Ifsc Pvt Ltd., 7.88%, 07/28/31(c)
|
|
250
|
249,375
|
|
Commonwealth Edison Co.
|
|
|
|
|
5.90%, 03/15/36
|
|
155
|
160,223
|
|
3.65%, 06/15/46
|
|
100
|
71,960
|
|
5.65%, 06/01/54
|
|
125
|
116,397
|
|
Connecticut Light and Power Co.
|
|
|
|
|
4.95%, 01/15/30
|
|
120
|
120,444
|
|
Series A, 3.20%, 03/15/27
|
|
25
|
24,829
|
|
Consolidated Edison Co. of New York, Inc.
|
|
|
|
|
5.13%, 03/15/35
|
|
500
|
489,602
|
|
Security
|
|
Par
(000)
|
Value
|
|
Electric Utilities (continued)
|
|||
|
Consolidated Edison Co. of New York,
Inc. (continued)
|
|
|
|
|
6.15%, 11/15/52
|
USD
|
150
|
$ 149,238
|
|
5.70%, 05/15/54
|
|
50
|
46,771
|
|
4.50%, 05/15/58
|
|
16
|
12,243
|
|
Series 2006-A, 5.85%, 03/15/36
|
|
90
|
92,454
|
|
Constellation Energy Generation LLC
|
|
|
|
|
5.80%, 03/01/33
|
|
15
|
15,404
|
|
6.50%, 10/01/53
|
|
25
|
25,640
|
|
Consumers Energy Co.
|
|
|
|
|
4.90%, 02/15/29
|
|
25
|
25,145
|
|
4.60%, 05/30/29
|
|
40
|
39,943
|
|
4.70%, 01/15/30
|
|
40
|
39,863
|
|
4.50%, 01/15/31
|
|
25
|
24,577
|
|
4.63%, 05/15/33
|
|
100
|
96,887
|
|
4.35%, 04/15/49
|
|
115
|
91,244
|
|
Continuum Energy Aura Pte. Ltd., 9.50%,
02/24/27(c)(f)
|
|
200
|
200,500
|
|
Dominion Energy, Inc.
|
|
|
|
|
Series A, 4.35%, 08/15/32
|
|
40
|
38,185
|
|
Series B, 5.95%, 06/15/35
|
|
240
|
245,488
|
|
Series F, 5.25%, 08/01/33
|
|
50
|
49,991
|
|
DTE Electric Co.
|
|
|
|
|
5.20%, 04/01/33
|
|
70
|
70,353
|
|
5.20%, 03/01/34
|
|
75
|
74,829
|
|
5.25%, 05/15/35
|
|
460
|
455,852
|
|
Series B, 3.65%, 03/01/52
|
|
20
|
13,798
|
|
Series B, 5.55%, 03/01/56
|
|
25
|
23,132
|
|
DTE Energy Co., 4.88%, 06/01/28
|
|
150
|
150,399
|
|
Duke Energy Carolinas LLC
|
|
|
|
|
4.95%, 01/15/33
|
|
20
|
19,826
|
|
3.70%, 12/01/47
|
|
234
|
167,466
|
|
3.55%, 03/15/52
|
|
45
|
30,351
|
|
5.35%, 01/15/53
|
|
29
|
26,063
|
|
5.40%, 01/15/54
|
|
140
|
126,787
|
|
Duke Energy Corp.
|
|
|
|
|
4.85%, 01/05/29(f)
|
|
125
|
125,328
|
|
2.45%, 06/01/30
|
|
305
|
278,547
|
|
6.10%, 09/15/53
|
|
180
|
173,821
|
|
Duke Energy Florida LLC, 3.00%, 12/15/51
|
|
180
|
109,497
|
|
Duke Energy Indiana LLC, 5.40%, 04/01/53
|
|
10
|
8,985
|
|
Duke Energy Kentucky, Inc., (Acquired 08/11/25,
Cost: $235,000), 6.01%, 09/15/35(h)(j)
|
|
235
|
231,780
|
|
Duke Energy Progress LLC
|
|
|
|
|
3.40%, 04/01/32
|
|
300
|
277,031
|
|
5.25%, 03/15/33
|
|
125
|
125,672
|
|
5.05%, 03/15/35
|
|
110
|
107,507
|
|
2.90%, 08/15/51
|
|
50
|
29,698
|
|
5.35%, 03/15/53
|
|
67
|
60,070
|
|
5.55%, 03/15/55
|
|
640
|
590,965
|
|
Edison International, 4.13%, 03/15/28
|
|
20
|
19,690
|
|
Entergy Arkansas LLC
|
|
|
|
|
5.45%, 06/01/34
|
|
25
|
25,236
|
|
5.75%, 06/01/54
|
|
30
|
28,338
|
|
Entergy Corp., 2.80%, 06/15/30
|
|
60
|
55,375
|
|
Entergy Louisiana LLC
|
|
|
|
|
4.20%, 09/01/48
|
|
150
|
115,098
|
|
5.65%, 04/15/56
|
|
185
|
171,886
|
|
Entergy Mississippi LLC
|
|
|
|
|
5.00%, 09/01/33(f)
|
|
130
|
128,048
|
|
5.85%, 06/01/54
|
|
25
|
23,860
|
|
Security
|
|
Par
(000)
|
Value
|
|
Electric Utilities (continued)
|
|||
|
Entergy Texas, Inc.
|
|
|
|
|
1.75%, 03/15/31
|
USD
|
165
|
$ 143,276
|
|
5.80%, 09/01/53
|
|
90
|
85,194
|
|
Evergy Kansas Central, Inc.
|
|
|
|
|
5.90%, 11/15/33
|
|
20
|
20,729
|
|
5.70%, 03/15/53
|
|
40
|
38,127
|
|
Evergy Metro, Inc., 5.40%, 04/01/34
|
|
30
|
30,160
|
|
Eversource Energy
|
|
|
|
|
5.13%, 05/15/33
|
|
40
|
39,400
|
|
5.50%, 01/01/34
|
|
225
|
225,195
|
|
Exelon Corp.
|
|
|
|
|
3.35%, 03/15/32
|
|
100
|
91,429
|
|
5.63%, 06/15/35
|
|
145
|
145,300
|
|
5.60%, 03/15/53
|
|
40
|
36,398
|
|
FirstEnergy Corp., Series B, 3.90%, 07/15/27
|
|
25
|
24,872
|
|
FirstEnergy Transmission LLC, 5.45%, 07/15/44(a)
|
|
96
|
87,879
|
|
Florida Power & Light Co.
|
|
|
|
|
5.05%, 04/01/28
|
|
30
|
30,260
|
|
5.10%, 04/01/33
|
|
100
|
99,834
|
|
5.95%, 02/01/38
|
|
75
|
77,522
|
|
5.96%, 04/01/39
|
|
55
|
56,465
|
|
4.05%, 10/01/44
|
|
50
|
39,312
|
|
5.30%, 04/01/53
|
|
170
|
152,237
|
|
5.60%, 02/15/66
|
|
25
|
22,683
|
|
Georgia Power Co.
|
|
|
|
|
5.13%, 05/15/52(f)
|
|
80
|
70,465
|
|
5.50%, 10/01/55(f)
|
|
90
|
82,418
|
|
Series 2010-C, 4.75%, 09/01/40
|
|
40
|
36,305
|
|
Series B, 3.70%, 01/30/50
|
|
37
|
26,030
|
|
Idaho Power Co., 5.80%, 04/01/54(f)
|
|
25
|
24,066
|
|
India Clean Energy Holdings, 4.50%, 04/18/27(c)
|
|
400
|
394,000
|
|
Indiana Michigan Power Co., 5.63%, 04/01/53
|
|
20
|
18,604
|
|
Interstate Power and Light Co.
|
|
|
|
|
4.10%, 09/26/28
|
|
50
|
49,397
|
|
5.60%, 06/29/35(f)
|
|
80
|
80,435
|
|
Kentucky Utilities Co., 3.30%, 06/01/50(f)
|
|
25
|
16,172
|
|
MidAmerican Energy Co.
|
|
|
|
|
5.85%, 09/15/54
|
|
30
|
28,897
|
|
5.30%, 02/01/55
|
|
45
|
39,986
|
|
MVM Energetika Zrt, 6.50%, 03/13/31(c)
|
|
206
|
214,164
|
|
National Grid PLC, 5.42%, 01/11/34
|
|
40
|
39,948
|
|
National Rural Utilities Cooperative Finance Corp.
|
|
|
|
|
5.60%, 11/13/26
|
|
40
|
40,111
|
|
5.05%, 09/15/28(f)
|
|
60
|
60,430
|
|
5.15%, 06/15/29
|
|
75
|
75,796
|
|
Nevada Power Co.
|
|
|
|
|
6.00%, 03/15/54
|
|
15
|
14,492
|
|
Series CC, 3.70%, 05/01/29
|
|
35
|
34,073
|
|
NextEra Energy Capital Holdings, Inc.
|
|
|
|
|
4.69%, 09/01/27
|
|
160
|
160,255
|
|
2.25%, 06/01/30
|
|
95
|
86,169
|
|
4.40%, 03/01/31(f)
|
|
100
|
97,820
|
|
5.05%, 02/28/33
|
|
140
|
138,021
|
|
5.45%, 03/15/35
|
|
90
|
89,130
|
|
5.55%, 03/15/54
|
|
55
|
49,202
|
|
Northern States Power Co.
|
|
|
|
|
3.20%, 04/01/52
|
|
100
|
65,431
|
|
5.10%, 05/15/53
|
|
110
|
95,344
|
|
5.40%, 03/15/54
|
|
50
|
45,484
|
|
5.65%, 06/15/54
|
|
35
|
32,930
|
|
NSTAR Electric Co.
|
|
|
|
|
3.20%, 05/15/27
|
|
50
|
49,561
|
|
1.95%, 08/15/31
|
|
775
|
672,914
|
|
Security
|
|
Par
(000)
|
Value
|
|
Electric Utilities (continued)
|
|||
|
NSTAR Electric Co. (continued)
|
|
|
|
|
4.95%, 09/15/52
|
USD
|
40
|
$ 34,055
|
|
Oglethorpe Power Corp.
|
|
|
|
|
5.05%, 10/01/48
|
|
10
|
8,531
|
|
6.20%, 12/01/53
|
|
65
|
64,192
|
|
Ohio Power Co.
|
|
|
|
|
5.65%, 06/01/34
|
|
220
|
222,850
|
|
4.00%, 06/01/49
|
|
64
|
46,529
|
|
Series P, 2.60%, 04/01/30
|
|
160
|
148,052
|
|
Series R, 2.90%, 10/01/51
|
|
30
|
17,406
|
|
Oklahoma Gas and Electric Co.
|
|
|
|
|
5.40%, 01/15/33
|
|
75
|
75,708
|
|
5.60%, 04/01/53
|
|
40
|
37,234
|
|
Oncor Electric Delivery Co. LLC
|
|
|
|
|
2.75%, 05/15/30
|
|
70
|
64,869
|
|
5.65%, 11/15/33
|
|
65
|
66,545
|
|
5.30%, 06/01/42
|
|
145
|
134,573
|
|
5.90%, 03/15/56(a)
|
|
50
|
48,213
|
|
Pacific Gas and Electric Co.
|
|
|
|
|
3.30%, 03/15/27
|
|
150
|
148,819
|
|
6.10%, 01/15/29
|
|
40
|
41,046
|
|
4.55%, 07/01/30
|
|
100
|
97,780
|
|
3.25%, 06/01/31
|
|
100
|
91,575
|
|
6.95%, 03/15/34
|
|
200
|
215,183
|
|
6.00%, 08/15/35
|
|
45
|
45,654
|
|
5.20%, 05/01/36(f)
|
|
25
|
23,788
|
|
4.50%, 07/01/40(f)
|
|
50
|
42,005
|
|
3.30%, 08/01/40
|
|
103
|
75,341
|
|
4.75%, 02/15/44
|
|
509
|
416,469
|
|
4.25%, 03/15/46
|
|
346
|
258,689
|
|
4.00%, 12/01/46
|
|
67
|
48,039
|
|
4.95%, 07/01/50
|
|
518
|
417,906
|
|
3.50%, 08/01/50
|
|
177
|
113,235
|
|
5.25%, 03/01/52
|
|
241
|
200,321
|
|
6.75%, 01/15/53(f)
|
|
754
|
763,062
|
|
6.70%, 04/01/53
|
|
323
|
325,132
|
|
5.90%, 10/01/54
|
|
131
|
118,563
|
|
6.15%, 03/01/55
|
|
70
|
65,553
|
|
6.10%, 10/15/55
|
|
546
|
509,036
|
|
6.00%, 05/01/56
|
|
241
|
221,857
|
|
PacifiCorp
|
|
|
|
|
5.10%, 02/15/29
|
|
415
|
417,389
|
|
5.30%, 02/15/31
|
|
50
|
50,274
|
|
5.35%, 12/01/53
|
|
20
|
17,086
|
|
5.50%, 05/15/54
|
|
30
|
26,128
|
|
PECO Energy Co.
|
|
|
|
|
4.90%, 06/15/33
|
|
25
|
24,781
|
|
4.38%, 08/15/52
|
|
120
|
92,609
|
|
PG&E Corp.
|
|
|
|
|
5.00%, 07/01/28
|
|
25
|
24,764
|
|
5.25%, 07/01/30
|
|
530
|
521,222
|
|
Pinnacle West Capital Corp., 5.15%, 05/15/30
|
|
238
|
238,960
|
|
Potomac Electric Power Co., 5.20%, 03/15/34
|
|
130
|
129,425
|
|
PPL Electric Utilities Corp.
|
|
|
|
|
4.85%, 02/15/34
|
|
95
|
92,617
|
|
5.25%, 05/15/53
|
|
40
|
35,654
|
|
Public Service Co. of Colorado
|
|
|
|
|
1.88%, 06/15/31
|
|
437
|
378,587
|
|
5.25%, 04/01/53
|
|
20
|
17,514
|
|
5.75%, 05/15/54
|
|
55
|
51,737
|
|
5.85%, 05/15/55
|
|
90
|
85,840
|
|
Series 39, 4.50%, 06/01/52
|
|
50
|
39,258
|
|
Public Service Co. of Oklahoma, 5.25%, 01/15/33
|
|
50
|
49,734
|
|
Security
|
|
Par
(000)
|
Value
|
|
Electric Utilities (continued)
|
|||
|
Public Service Electric and Gas Co.
|
|
|
|
|
4.65%, 03/15/33
|
USD
|
80
|
$ 78,046
|
|
5.20%, 08/01/33
|
|
75
|
75,251
|
|
5.20%, 03/01/34
|
|
55
|
54,865
|
|
4.85%, 08/01/34
|
|
50
|
48,547
|
|
3.95%, 05/01/42
|
|
50
|
40,213
|
|
5.45%, 08/01/53
|
|
90
|
82,699
|
|
Public Service Enterprise Group, Inc.
|
|
|
|
|
5.88%, 10/15/28
|
|
100
|
102,192
|
|
2.45%, 11/15/31
|
|
100
|
87,783
|
|
5.45%, 04/01/34
|
|
50
|
50,051
|
|
Puget Sound Energy, Inc.
|
|
|
|
|
4.22%, 06/15/48
|
|
130
|
100,626
|
|
5.45%, 06/01/53
|
|
10
|
9,124
|
|
5.69%, 06/15/54
|
|
30
|
28,301
|
|
San Diego Gas & Electric Co.
|
|
|
|
|
5.35%, 04/01/53
|
|
120
|
106,913
|
|
Series VVV, 1.70%, 10/01/30
|
|
90
|
79,176
|
|
Sempra
|
|
|
|
|
4.00%, 02/01/48
|
|
180
|
130,772
|
|
(5-year CMT + 2.87%), 4.13%, 04/01/52(b)
|
|
100
|
99,234
|
|
Sierra Pacific Power Co., 5.90%, 03/15/54
|
|
30
|
28,701
|
|
Southern California Edison Co.
|
|
|
|
|
5.30%, 03/01/28
|
|
50
|
50,308
|
|
5.25%, 03/15/30
|
|
25
|
25,155
|
|
5.45%, 06/01/31
|
|
145
|
146,459
|
|
5.45%, 03/01/35
|
|
100
|
98,199
|
|
5.50%, 03/15/40
|
|
35
|
32,841
|
|
3.45%, 02/01/52
|
|
80
|
50,201
|
|
5.70%, 03/01/53
|
|
260
|
230,652
|
|
5.88%, 12/01/53
|
|
20
|
18,241
|
|
5.75%, 04/15/54(f)
|
|
20
|
17,806
|
|
6.20%, 09/15/55
|
|
70
|
66,558
|
|
Southern Co.
|
|
|
|
|
4.85%, 06/15/28
|
|
95
|
95,302
|
|
5.70%, 10/15/32
|
|
183
|
188,316
|
|
5.70%, 03/15/34
|
|
60
|
61,122
|
|
4.85%, 03/15/35
|
|
75
|
71,713
|
|
Series 2021-A, (5-year CMT + 2.92%), 3.75%,
09/15/51(b)
|
|
100
|
99,808
|
|
Southwestern Electric Power Co.
|
|
|
|
|
5.30%, 04/01/33
|
|
10
|
9,954
|
|
Series M, 4.10%, 09/15/28
|
|
120
|
118,296
|
|
Southwestern Public Service Co., 6.00%, 06/01/54
|
|
50
|
48,360
|
|
System Energy Resources, Inc.
|
|
|
|
|
6.00%, 04/15/28
|
|
207
|
210,739
|
|
5.30%, 12/15/34
|
|
480
|
470,534
|
|
Talen Energy Supply LLC(a)
|
|
|
|
|
6.25%, 02/01/34
|
|
63
|
61,791
|
|
6.50%, 02/01/36
|
|
104
|
102,703
|
|
Tampa Electric Co.
|
|
|
|
|
4.90%, 03/01/29
|
|
50
|
50,131
|
|
5.15%, 03/01/35
|
|
470
|
461,189
|
|
Tucson Electric Power Co., 5.50%, 04/15/53(f)
|
|
10
|
9,120
|
|
Union Electric Co.
|
|
|
|
|
5.20%, 04/01/34
|
|
150
|
149,222
|
|
4.80%, 03/15/36
|
|
25
|
23,812
|
|
5.45%, 03/15/53
|
|
110
|
100,340
|
|
5.13%, 03/15/55
|
|
175
|
152,005
|
|
5.55%, 03/15/56
|
|
25
|
22,979
|
|
Virginia Electric and Power Co.
|
|
|
|
|
6.35%, 11/30/37
|
|
40
|
41,893
|
|
Security
|
|
Par
(000)
|
Value
|
|
Electric Utilities (continued)
|
|||
|
Virginia Electric and Power Co. (continued)
|
|
|
|
|
8.88%, 11/15/38
|
USD
|
50
|
$ 63,467
|
|
5.45%, 04/01/53
|
|
90
|
81,045
|
|
5.70%, 08/15/53
|
|
165
|
154,108
|
|
5.65%, 03/15/55
|
|
70
|
64,895
|
|
5.70%, 03/15/56
|
|
30
|
27,869
|
|
Series A, 3.80%, 04/01/28
|
|
180
|
177,712
|
|
Series B, 3.75%, 05/15/27
|
|
100
|
99,486
|
|
Series C, 4.63%, 05/15/52
|
|
122
|
97,101
|
|
Series D, 4.65%, 08/15/43
|
|
125
|
106,697
|
|
Series D, 5.60%, 09/15/55
|
|
50
|
45,912
|
|
Vistra Operations Co. LLC(a)
|
|
|
|
|
7.75%, 10/15/31
|
|
43
|
44,828
|
|
6.95%, 10/15/33
|
|
105
|
111,729
|
|
VoltaGrid LLC, 7.38%, 11/01/30(a)
|
|
41
|
41,204
|
|
WEC Energy Group, Inc., 5.60%, 09/12/26
|
|
21
|
21,022
|
|
Wisconsin Electric Power Co., 4.75%, 09/30/32
|
|
25
|
24,719
|
|
Wisconsin Power and Light Co., 3.95%, 09/01/32
|
|
150
|
141,371
|
|
Xcel Energy, Inc.
|
|
|
|
|
4.60%, 06/01/32
|
|
45
|
43,627
|
|
5.50%, 03/15/34
|
|
125
|
124,777
|
|
XPLR Infrastructure Operating Partners LP, 7.75%,
04/15/34(a)(f)
|
|
100
|
104,723
|
|
|
|
|
27,029,906
|
|
Electronic Equipment, Instruments & Components — 0.2%
|
|||
|
Amphenol Corp.
|
|
|
|
|
3.80%, 11/15/27
|
|
100
|
99,201
|
|
2.20%, 09/15/31
|
|
120
|
105,756
|
|
Arrow Electronics, Inc.
|
|
|
|
|
3.88%, 01/12/28
|
|
95
|
93,630
|
|
5.88%, 04/10/34
|
|
489
|
494,274
|
|
Avnet, Inc., 6.25%, 03/15/28
|
|
45
|
45,847
|
|
Emerson Electric Co., 2.00%, 12/21/28
|
|
50
|
47,164
|
|
Honeywell International, Inc., 4.50%, 01/15/34
|
|
330
|
316,858
|
|
Ingram Micro, Inc., 4.75%, 05/15/29(a)
|
|
100
|
97,306
|
|
Jabil, Inc., 4.25%, 05/15/27
|
|
100
|
99,698
|
|
Keysight Technologies, Inc., 4.95%, 10/15/34
|
|
165
|
159,513
|
|
nVent Finance SARL, 5.65%, 05/15/33
|
|
280
|
283,581
|
|
Solaris Energy Infrastructure LLC, 6.38%, 05/15/31(a)
|
|
84
|
82,515
|
|
TD SYNNEX Corp., 1.75%, 08/09/26
|
|
175
|
174,911
|
|
Xerox Corp., 10.25%, 10/15/30(a)
|
|
59
|
53,248
|
|
|
|
|
2,153,502
|
|
Energy Equipment & Services — 0.1%
|
|||
|
Archrock Services LP/Archrock Partners Finance
Corp., 6.00%, 02/01/34(a)
|
|
6
|
5,872
|
|
Baker Hughes Holdings LLC/Baker Hughes Co-
Obligor, Inc.
|
|
|
|
|
5.00%, 06/15/36
|
|
50
|
47,994
|
|
5.85%, 06/15/56
|
|
50
|
47,205
|
|
Bristow Group, Inc., 6.75%, 02/01/33(a)
|
|
81
|
81,093
|
|
Kodiak Gas Services LLC, 5.88%, 04/01/31(a)
|
|
17
|
16,809
|
|
Oceanica Lux, 11.25%, 05/08/31(a)
|
|
200
|
200,640
|
|
Solaris Energy Infrastructure, Inc., 0.25%, 10/01/31(k)
|
|
143
|
169,276
|
|
Tidewater, Inc., 9.13%, 07/15/30(a)
|
|
91
|
97,254
|
|
USA Compression Partners LP/USA Compression
Finance Corp., 7.13%, 03/15/29(a)
|
|
53
|
54,142
|
|
Viridien, 10.00%, 10/15/30(a)
|
|
38
|
39,665
|
|
Weatherford International Ltd., 6.75%, 10/15/33(a)
|
|
36
|
36,442
|
|
|
|
|
796,392
|
|
Security
|
|
Par
(000)
|
Value
|
|
Entertainment — 0.1%
|
|||
|
Bracelet Holdings, Inc., 9.25%, 07/02/28(a)
|
USD
|
146
|
$ 145,902
|
|
Caesars Entertainment, Inc.(a)
|
|
|
|
|
7.00%, 02/15/30
|
|
258
|
258,853
|
|
6.50%, 02/15/32(f)
|
|
77
|
73,579
|
|
6.00%, 10/15/32
|
|
100
|
87,706
|
|
Churchill Downs, Inc., 5.75%, 04/01/30(a)
|
|
100
|
99,704
|
|
Light & Wonder International, Inc., 7.50%, 09/01/31(a)
|
|
52
|
53,563
|
|
Midwest Gaming Borrower LLC/Midwest Gaming
Finance Corp., 4.88%, 05/01/29(a)
|
|
50
|
48,557
|
|
Pioneer Opco LLC, 7.00%, 05/15/33(a)
|
|
10
|
10,097
|
|
Resorts World Las Vegas LLC/RWLV Capital, Inc.
|
|
|
|
|
4.63%, 04/16/29(c)
|
|
200
|
179,000
|
|
8.45%, 07/27/30(a)
|
|
40
|
39,363
|
|
Six Flags Entertainment Corp/Canada’s Wonderland
Co/Millennium Operations LLC, 8.63%,
01/15/32(a)(f)
|
|
110
|
111,255
|
|
Tabcorp Finance Pty. Ltd., 5.99%, 05/28/31(c)
|
AUD
|
250
|
171,967
|
|
|
|
|
1,279,546
|
|
Environmental, Maintenance & Security Service — 0.2%
|
|||
|
GFL Environmental, Inc., 6.75%, 01/15/31(a)
|
USD
|
50
|
50,605
|
|
Republic Services, Inc.
|
|
|
|
|
2.30%, 03/01/30
|
|
75
|
68,814
|
|
5.20%, 11/15/34
|
|
295
|
294,198
|
|
3.05%, 03/01/50
|
|
340
|
217,020
|
|
Reworld Holding Corp., 4.88%, 12/01/29(a)
|
|
52
|
49,350
|
|
Waste Connections, Inc.
|
|
|
|
|
2.60%, 02/01/30
|
|
130
|
120,997
|
|
2.20%, 01/15/32
|
|
25
|
21,729
|
|
3.20%, 06/01/32
|
|
75
|
68,273
|
|
5.25%, 09/01/35
|
|
625
|
621,959
|
|
Waste Management, Inc.
|
|
|
|
|
1.15%, 03/15/28
|
|
144
|
136,645
|
|
4.95%, 07/03/31
|
|
475
|
476,477
|
|
4.88%, 02/15/34
|
|
50
|
49,400
|
|
Wrangler Holdco Corp., 6.63%, 04/01/32(a)
|
|
56
|
56,084
|
|
|
|
|
2,231,551
|
|
Financial Services — 1.2%
|
|||
|
Acropolis Trade & Investments Ltd., (11.04% PIK),
11.04%, 04/02/30(b)(g)(h)
|
|
571
|
586,234
|
|
AerCap Ireland Capital DAC/AerCap Global Aviation
Trust
|
|
|
|
|
2.45%, 10/29/26
|
|
240
|
238,924
|
|
4.63%, 09/10/29
|
|
178
|
176,426
|
|
3.30%, 01/30/32
|
|
150
|
135,705
|
|
4.95%, 09/10/34
|
|
730
|
698,762
|
|
Ally Financial, Inc.
|
|
|
|
|
8.00%, 11/01/31
|
|
200
|
220,710
|
|
(1-day SOFR + 2.82%), 6.85%, 01/03/30(b)
|
|
75
|
77,647
|
|
(1-day SOFR + 3.26%), 6.99%, 06/13/29(b)
|
|
20
|
20,675
|
|
(1-day SOFR Index + 1.73%), 5.54%, 01/17/31(b)
|
|
25
|
25,046
|
|
(5-year CMT + 2.45%), 6.65%, 01/17/40(b)
|
|
17
|
16,606
|
|
Ameriprise Financial, Inc.
|
|
|
|
|
5.70%, 12/15/28
|
|
290
|
296,757
|
|
5.15%, 05/15/33
|
|
340
|
339,161
|
|
Andiron, Series B 1L, (1-mo. CME Term SOFR +
3.25%), 6.91%, 01/21/30(h)
|
|
30
|
30,000
|
|
Ares Management Corp., 6.38%, 11/10/28
|
|
1,240
|
1,277,269
|
|
AT&T Reign II Multi-Property Lease-Backed Pass-
Through Trust, 6.09%, 12/15/44(a)
|
|
404
|
389,863
|
|
Bigsky Co. Ltd., Class A2, (5.75% PIK),
10/20/35(d)(g)(h)
|
|
442
|
442,369
|
|
Security
|
|
Par
(000)
|
Value
|
|
Financial Services (continued)
|
|||
|
Brookfield Capital Finance LLC, 6.09%, 06/14/33
|
USD
|
15
|
$ 15,450
|
|
Brookfield Finance, Inc.
|
|
|
|
|
4.35%, 04/15/30
|
|
125
|
122,119
|
|
6.35%, 01/05/34
|
|
135
|
140,851
|
|
5.68%, 01/15/35(f)
|
|
330
|
329,199
|
|
5.33%, 01/15/36(f)
|
|
165
|
159,145
|
|
Charles Schwab Corp.
|
|
|
|
|
5.88%, 08/24/26
|
|
300
|
300,098
|
|
2.45%, 03/03/27
|
|
5
|
4,947
|
|
3.20%, 01/25/28(f)
|
|
3
|
2,941
|
|
1.65%, 03/11/31
|
|
2
|
1,733
|
|
2.30%, 05/13/31(f)
|
|
9
|
8,003
|
|
1.95%, 12/01/31
|
|
64
|
55,173
|
|
2.90%, 03/03/32(f)
|
|
3
|
2,695
|
|
(1-day SOFR + 1.23%), 4.91%, 11/14/36(b)
|
|
310
|
296,174
|
|
(1-day SOFR + 1.88%), 6.20%, 11/17/29(b)
|
|
160
|
164,939
|
|
(1-day SOFR + 2.01%), 6.14%, 08/24/34(b)
|
|
110
|
114,885
|
|
(1-day SOFR + 2.21%), 5.64%, 05/19/29(b)(f)
|
|
156
|
158,657
|
|
(1-day SOFR + 2.50%), 5.85%, 05/19/34(b)
|
|
51
|
52,474
|
|
Citigroup Global Markets Holdings, Inc., 0.00%,
06/17/29(a)(b)
|
|
253
|
253,000
|
|
Coinbase Global, Inc., 3.38%, 10/01/28(a)(f)
|
|
184
|
174,644
|
|
Credit Acceptance Corp.(a)
|
|
|
|
|
9.25%, 12/15/28
|
|
81
|
83,852
|
|
6.63%, 03/15/30(f)
|
|
123
|
122,868
|
|
Encore Capital Group, Inc.(a)
|
|
|
|
|
8.50%, 05/15/30
|
|
112
|
118,581
|
|
6.63%, 04/15/31
|
|
87
|
87,369
|
|
6.63%, 06/01/32
|
|
54
|
54,074
|
|
Freedom Mortgage Holdings LLC(a)
|
|
|
|
|
9.25%, 02/01/29
|
|
53
|
54,469
|
|
6.88%, 05/01/31
|
|
100
|
96,399
|
|
8.38%, 04/01/32
|
|
23
|
23,101
|
|
Garfunkelux Holdco 3 SA, 9.00%, 09/01/28(c)
|
EUR
|
28
|
32,509
|
|
GGAM Finance Ltd., 8.00%, 06/15/28(a)
|
USD
|
27
|
27,929
|
|
GS Finance Corp.(b)
|
|
|
|
|
5.95%, 01/15/31
|
|
1,080
|
1,001,271
|
|
6.11%, 02/17/31
|
|
292
|
277,725
|
|
7.35%, 02/17/31
|
|
608
|
579,014
|
|
6.70%, 05/14/31(a)(c)(h)
|
EUR
|
344
|
397,517
|
|
Intercontinental Exchange, Inc.
|
|
|
|
|
3.63%, 09/01/28
|
USD
|
100
|
97,940
|
|
3.75%, 09/21/28
|
|
20
|
19,594
|
|
4.60%, 03/15/33
|
|
500
|
482,802
|
|
4.95%, 06/15/52(f)
|
|
675
|
577,742
|
|
Jane Street Group/JSG Finance, Inc., 6.75%,
05/01/33(a)
|
|
39
|
39,746
|
|
Jefferies Financial Group, Inc., 4.85%, 01/15/27
|
|
20
|
20,023
|
|
Lazard Group LLC, 4.50%, 09/19/28
|
|
100
|
99,287
|
|
LPL Holdings, Inc., 5.65%, 03/15/35
|
|
433
|
422,462
|
|
Muangthai Capital PCL(c)
|
|
|
|
|
6.88%, 09/30/28
|
|
200
|
200,250
|
|
7.55%, 07/21/30
|
|
250
|
252,405
|
|
Nasdaq, Inc., 5.35%, 06/28/28
|
|
354
|
358,259
|
|
ORIX Corp., 5.20%, 09/13/32
|
|
50
|
50,318
|
|
Osaic Holdings, Inc.(a)
|
|
|
|
|
6.75%, 08/01/32
|
|
28
|
28,100
|
|
8.00%, 08/01/33
|
|
17
|
17,250
|
|
PennyMac Financial Services, Inc., 6.75%,
02/15/34(a)(f)
|
|
100
|
92,752
|
|
Raymond James Financial, Inc., 4.95%, 07/15/46
|
|
90
|
77,174
|
|
Security
|
|
Par
(000)
|
Value
|
|
Financial Services (continued)
|
|||
|
Resurgent Trade & Investment Ltd., 9.52%,
12/01/27(h)
|
USD
|
330
|
$ 329,604
|
|
Rocket Cos., Inc.(a)
|
|
|
|
|
6.50%, 08/01/29
|
|
50
|
50,657
|
|
6.13%, 08/01/30
|
|
61
|
61,495
|
|
6.13%, 08/01/31
|
|
11
|
11,050
|
|
7.13%, 02/01/32
|
|
207
|
212,164
|
|
6.50%, 06/15/34
|
|
9
|
9,071
|
|
Stonex Escrow Issuer LLC, 6.88%, 07/15/32(a)
|
|
26
|
26,392
|
|
StoneX Group, Inc., 7.88%, 03/01/31(a)
|
|
135
|
140,604
|
|
Sumisho Air Lease Corp.
|
|
|
|
|
3.63%, 12/01/27
|
|
50
|
49,278
|
|
4.63%, 10/01/28
|
|
100
|
99,413
|
|
SURA Asset Management SA, 6.35%, 05/13/32(a)
|
|
200
|
207,580
|
|
United Wholesale Mortgage LLC, 5.50%,
04/15/29(a)(f)
|
|
100
|
93,393
|
|
VFH Parent LLC/Valor Co-Issuer, Inc., 7.50%,
06/15/31(a)
|
|
122
|
126,506
|
|
Voya Financial, Inc., 5.00%, 09/20/34
|
|
430
|
414,613
|
|
WS Escrow LLC, 7.75%, 06/01/33(a)
|
|
134
|
138,644
|
|
|
|
|
15,092,527
|
|
Food Products — 0.1%
|
|||
|
Albertsons Cos., Inc./Safeway, Inc./New Albertsons
LP/Albertsons LLC(a)
|
|
|
|
|
3.50%, 03/15/29
|
|
100
|
94,114
|
|
5.75%, 03/31/34(f)
|
|
47
|
43,698
|
|
Aramark Services, Inc., 5.00%, 02/01/28(a)
|
|
100
|
99,674
|
|
Archer-Daniels-Midland Co.
|
|
|
|
|
2.50%, 08/11/26
|
|
50
|
49,985
|
|
4.50%, 08/15/33
|
|
20
|
19,483
|
|
Bunge Ltd. Finance Corp., 2.75%, 05/14/31
|
|
55
|
49,786
|
|
General Mills, Inc., 4.95%, 03/29/33
|
|
25
|
24,480
|
|
Hershey Co.
|
|
|
|
|
2.30%, 08/15/26
|
|
35
|
34,973
|
|
5.10%, 02/24/35
|
|
25
|
25,003
|
|
J.M. Smucker Co.
|
|
|
|
|
3.38%, 12/15/27
|
|
20
|
19,688
|
|
4.25%, 03/15/35
|
|
305
|
279,285
|
|
JBS NV/JBS USA Foods Group Holdings, Inc./JBS
USA Food Co. Holdings
|
|
|
|
|
5.75%, 04/01/33
|
|
166
|
168,361
|
|
6.75%, 03/15/34
|
|
3
|
3,216
|
|
Kraft Heinz Foods Co.
|
|
|
|
|
5.20%, 07/15/45
|
|
195
|
167,714
|
|
4.38%, 06/01/46
|
|
6
|
4,618
|
|
Kroger Co.
|
|
|
|
|
5.00%, 09/15/34
|
|
15
|
14,538
|
|
5.50%, 09/15/54
|
|
110
|
98,988
|
|
Mondelez International, Inc., 4.50%, 05/06/30
|
|
75
|
73,900
|
|
Post Holdings, Inc.(a)
|
|
|
|
|
6.38%, 03/01/33(f)
|
|
265
|
260,974
|
|
6.50%, 03/15/36
|
|
43
|
41,942
|
|
Sysco Corp., 3.25%, 07/15/27
|
|
25
|
24,716
|
|
The Campbell’s Co., 5.20%, 03/19/27
|
|
25
|
25,102
|
|
Tyson Foods, Inc., 5.10%, 09/28/48
|
|
50
|
43,072
|
|
U.S. Foods, Inc.(a)
|
|
|
|
|
6.88%, 09/15/28
|
|
40
|
40,802
|
|
Security
|
|
Par
(000)
|
Value
|
|
Food Products (continued)
|
|||
|
U.S. Foods, Inc.(a) (continued)
|
|
|
|
|
7.25%, 01/15/32
|
USD
|
74
|
$ 76,460
|
|
5.75%, 04/15/33
|
|
88
|
87,069
|
|
|
|
|
1,871,641
|
|
Gas Utilities — 0.2%
|
|||
|
AmeriGas Partners LP/AmeriGas Finance Corp.(a)
|
|
|
|
|
9.38%, 06/01/28
|
|
28
|
28,626
|
|
9.50%, 06/01/30
|
|
145
|
155,466
|
|
APA Infrastructure Ltd., (3-Month BBSW + 2.00%),
6.55%, 04/28/56(b)
|
AUD
|
170
|
121,132
|
|
Atmos Energy Corp.
|
|
|
|
|
5.90%, 11/15/33
|
USD
|
125
|
130,281
|
|
4.13%, 10/15/44
|
|
30
|
24,139
|
|
6.20%, 11/15/53
|
|
30
|
30,567
|
|
5.45%, 01/15/56(f)
|
|
45
|
41,298
|
|
CenterPoint Energy Resources Corp., 5.25%,
03/01/28
|
|
25
|
25,248
|
|
EP Infrastructure AS, 4.38%, 01/29/34(c)
|
EUR
|
200
|
226,359
|
|
National Fuel Gas Co.
|
|
|
|
|
5.95%, 03/15/35
|
USD
|
270
|
274,520
|
|
5.50%, 05/15/36
|
|
345
|
334,658
|
|
NiSource, Inc.
|
|
|
|
|
5.25%, 03/30/28
|
|
100
|
100,864
|
|
5.40%, 06/30/33
|
|
10
|
10,076
|
|
5.35%, 04/01/34
|
|
70
|
70,024
|
|
5.00%, 06/15/52
|
|
45
|
37,977
|
|
Piedmont Natural Gas Co., Inc.
|
|
|
|
|
3.50%, 06/01/29
|
|
50
|
48,352
|
|
5.40%, 06/15/33
|
|
90
|
90,704
|
|
Southern California Gas Co.
|
|
|
|
|
6.35%, 11/15/52
|
|
15
|
15,200
|
|
5.75%, 06/01/53
|
|
90
|
84,403
|
|
Southern Co. Gas Capital Corp.
|
|
|
|
|
5.75%, 09/15/33
|
|
75
|
76,863
|
|
4.95%, 09/15/34
|
|
30
|
29,152
|
|
5.88%, 03/15/41
|
|
20
|
19,967
|
|
Series 2020-A, 1.75%, 01/15/31
|
|
50
|
43,764
|
|
Southwest Gas Corp.
|
|
|
|
|
3.70%, 04/01/28(f)
|
|
130
|
127,779
|
|
4.05%, 03/15/32
|
|
150
|
141,890
|
|
|
|
|
2,289,309
|
|
Ground Transportation — 0.4%
|
|||
|
Burlington Northern Santa Fe LLC
|
|
|
|
|
5.40%, 06/01/41
|
|
25
|
24,418
|
|
4.45%, 03/15/43
|
|
200
|
170,743
|
|
4.90%, 04/01/44
|
|
45
|
40,124
|
|
4.45%, 01/15/53
|
|
40
|
31,612
|
|
5.20%, 04/15/54
|
|
505
|
448,228
|
|
Canadian National Railway Co.
|
|
|
|
|
6.25%, 08/01/34
|
|
75
|
80,291
|
|
6.20%, 06/01/36
|
|
125
|
132,548
|
|
Canadian Pacific Railway Co.
|
|
|
|
|
4.00%, 06/01/28
|
|
25
|
24,757
|
|
2.05%, 03/05/30
|
|
172
|
156,436
|
|
4.80%, 03/30/30
|
|
495
|
494,277
|
|
CSX Corp.
|
|
|
|
|
6.22%, 04/30/40
|
|
140
|
146,976
|
|
4.10%, 03/15/44
|
|
75
|
59,963
|
|
4.90%, 03/15/55
|
|
40
|
34,066
|
|
Security
|
|
Par
(000)
|
Value
|
|
Ground Transportation (continued)
|
|||
|
Danaos Corp., 6.88%, 10/15/32(a)
|
USD
|
86
|
$ 87,860
|
|
Norfolk Southern Corp.
|
|
|
|
|
4.45%, 03/01/33
|
|
50
|
48,277
|
|
4.84%, 10/01/41
|
|
150
|
136,111
|
|
2.90%, 08/25/51
|
|
180
|
106,844
|
|
Union Pacific Corp.
|
|
|
|
|
2.40%, 02/05/30
|
|
625
|
577,997
|
|
2.80%, 02/14/32
|
|
20
|
17,974
|
|
4.50%, 01/20/33
|
|
75
|
73,398
|
|
3.38%, 02/01/35
|
|
429
|
374,322
|
|
2.89%, 04/06/36
|
|
1,767
|
1,460,343
|
|
|
|
|
4,727,565
|
|
Health Care Equipment & Supplies — 0.1%
|
|||
|
Abbott Laboratories
|
|
|
|
|
4.30%, 03/15/33
|
|
87
|
83,364
|
|
4.75%, 03/15/38
|
|
87
|
81,829
|
|
4.90%, 11/30/46
|
|
410
|
361,709
|
|
Bausch & Lomb Corp., 8.38%, 10/01/28(a)
|
|
181
|
185,525
|
|
Baxter International, Inc.
|
|
|
|
|
3.95%, 04/01/30
|
|
100
|
95,706
|
|
2.54%, 02/01/32
|
|
80
|
68,440
|
|
Boston Scientific Corp., 2.65%, 06/01/30
|
|
25
|
23,085
|
|
Medline Borrower LP, 3.88%, 04/01/29(a)
|
|
100
|
96,730
|
|
Revvity, Inc., 3.30%, 09/15/29
|
|
50
|
47,604
|
|
Zimmer Biomet Holdings, Inc.
|
|
|
|
|
4.70%, 02/19/27(f)
|
|
90
|
90,167
|
|
5.35%, 12/01/28
|
|
70
|
70,850
|
|
|
|
|
1,205,009
|
|
Health Care Providers & Services — 0.7%
|
|||
|
Adventist Health System, 5.43%, 03/01/32(f)
|
|
50
|
50,394
|
|
Allina Health System, Series 2019, 3.89%, 04/15/49
|
|
50
|
36,954
|
|
Banner Health, 2.34%, 01/01/30
|
|
50
|
46,037
|
|
Baylor Scott & White Holdings
|
|
|
|
|
4.19%, 11/15/45
|
|
50
|
40,234
|
|
Series 2021, 2.84%, 11/15/50
|
|
225
|
136,204
|
|
Centene Corp.
|
|
|
|
|
4.25%, 12/15/27
|
|
53
|
52,799
|
|
4.63%, 12/15/29
|
|
337
|
326,936
|
|
CHS/Community Health Systems, Inc., 9.75%,
01/15/34(a)(f)
|
|
103
|
104,345
|
|
Cigna Group
|
|
|
|
|
4.38%, 10/15/28
|
|
115
|
114,228
|
|
4.80%, 08/15/38
|
|
50
|
46,094
|
|
4.90%, 12/15/48
|
|
145
|
122,106
|
|
3.40%, 03/15/50
|
|
128
|
84,226
|
|
CommonSpirit Health
|
|
|
|
|
3.91%, 10/01/50
|
|
50
|
35,543
|
|
6.46%, 11/01/52
|
|
35
|
36,248
|
|
DaVita, Inc.(a)
|
|
|
|
|
4.63%, 06/01/30
|
|
100
|
96,393
|
|
6.88%, 09/01/32
|
|
100
|
102,766
|
|
Dignity Health, 4.50%, 11/01/42(f)
|
|
50
|
41,981
|
|
Elevance Health, Inc.
|
|
|
|
|
4.10%, 03/01/28
|
|
150
|
148,760
|
|
4.65%, 01/15/43
|
|
200
|
170,773
|
|
4.38%, 12/01/47
|
|
168
|
131,262
|
|
5.70%, 02/15/55
|
|
75
|
69,250
|
|
Encompass Health Corp., 5.88%, 06/01/34(a)
|
|
60
|
59,403
|
|
Fortrea Holdings, Inc., 7.50%, 07/01/30(a)(f)
|
|
54
|
54,988
|
|
Security
|
|
Par
(000)
|
Value
|
|
Health Care Providers & Services (continued)
|
|||
|
Hackensack Meridian Health, Inc., Series 2020,
2.68%, 09/01/41
|
USD
|
50
|
$ 34,873
|
|
HCA, Inc.
|
|
|
|
|
5.00%, 03/01/28
|
|
175
|
175,771
|
|
5.45%, 04/01/31
|
|
466
|
471,871
|
|
2.38%, 07/15/31
|
|
199
|
174,954
|
|
3.63%, 03/15/32
|
|
110
|
101,214
|
|
7.50%, 11/06/33(f)
|
|
88
|
97,800
|
|
5.60%, 04/01/34
|
|
200
|
201,099
|
|
5.13%, 06/15/39
|
|
80
|
74,068
|
|
5.50%, 06/15/47
|
|
115
|
102,647
|
|
4.63%, 03/15/52
|
|
595
|
458,696
|
|
5.90%, 06/01/53
|
|
100
|
92,348
|
|
6.00%, 04/01/54
|
|
140
|
131,346
|
|
6.20%, 03/01/55
|
|
200
|
193,020
|
|
6.10%, 04/01/64
|
|
332
|
310,888
|
|
Humana, Inc.
|
|
|
|
|
1.35%, 02/03/27
|
|
35
|
34,490
|
|
4.88%, 04/01/30
|
|
270
|
267,914
|
|
5.38%, 04/15/31
|
|
50
|
50,213
|
|
5.88%, 03/01/33
|
|
50
|
50,845
|
|
Kaiser Foundation Hospitals
|
|
|
|
|
4.88%, 04/01/42
|
|
50
|
45,640
|
|
4.15%, 05/01/47
|
|
50
|
39,331
|
|
Series 2021, 3.00%, 06/01/51
|
|
275
|
170,090
|
|
Laboratory Corp. of America Holdings
|
|
|
|
|
2.95%, 12/01/29
|
|
65
|
61,273
|
|
4.80%, 10/01/34
|
|
510
|
488,944
|
|
LifePoint Health, Inc., 7.00%, 05/01/34(a)
|
|
100
|
93,404
|
|
Memorial Sloan-Kettering Cancer Center,
Series 2020, 2.96%, 01/01/50
|
|
40
|
25,013
|
|
Mount Nittany Medical Center Obligated Group,
Series 2022, 3.80%, 11/15/52
|
|
50
|
35,513
|
|
Nationwide Children’s Hospital, Inc., 4.56%, 11/01/52
|
|
35
|
28,614
|
|
Northwell Healthcare, Inc., 3.81%, 11/01/49
|
|
85
|
60,085
|
|
Novant Health, Inc., 2.64%, 11/01/36
|
|
434
|
340,150
|
|
Providence St. Joseph Health Obligated Group,
Series A, 3.93%, 10/01/48
|
|
50
|
36,802
|
|
Quest Diagnostics, Inc.
|
|
|
|
|
4.60%, 12/15/27
|
|
650
|
650,670
|
|
4.63%, 12/15/29
|
|
710
|
705,780
|
|
Select Medical Corp., 6.25%, 12/01/32(a)(f)
|
|
124
|
119,104
|
|
Sharp HealthCare, Series 20B, 2.68%, 08/01/50
|
|
100
|
58,202
|
|
Sotera Health Holdings LLC, 7.38%, 06/01/31(a)
|
|
66
|
68,353
|
|
Sutter Health, 5.55%, 08/15/53(f)
|
|
100
|
94,123
|
|
Tenet Healthcare Corp.
|
|
|
|
|
4.63%, 06/15/28
|
|
77
|
76,232
|
|
6.13%, 06/15/30
|
|
10
|
10,051
|
|
UnitedHealth Group, Inc.
|
|
|
|
|
4.25%, 03/15/43
|
|
290
|
237,459
|
|
5.88%, 02/15/53
|
|
180
|
173,259
|
|
5.63%, 07/15/54
|
|
125
|
116,427
|
|
Universal Health Services, Inc.
|
|
|
|
|
4.63%, 10/15/29
|
|
50
|
49,212
|
|
5.05%, 10/15/34
|
|
330
|
311,067
|
|
|
|
|
9,226,779
|
|
Health Care REITs — 0.2%
|
|||
|
Alexandria Real Estate Equities, Inc.
|
|
|
|
|
4.70%, 07/01/30
|
|
40
|
39,273
|
|
5.50%, 10/01/35
|
|
340
|
332,365
|
|
Security
|
|
Par
(000)
|
Value
|
|
Health Care REITs (continued)
|
|||
|
Diversified Healthcare Trust
|
|
|
|
|
4.75%, 02/15/28
|
USD
|
89
|
$ 87,346
|
|
7.25%, 10/15/30(a)
|
|
15
|
15,373
|
|
4.38%, 03/01/31
|
|
68
|
62,191
|
|
Healthcare Realty Holdings LP, 3.75%, 07/01/27
|
|
25
|
24,835
|
|
Healthpeak OP LLC, 3.00%, 01/15/30
|
|
385
|
360,313
|
|
MPT Operating Partnership LP/MPT Finance Corp.
|
|
|
|
|
5.00%, 10/15/27
|
|
94
|
91,210
|
|
4.63%, 08/01/29
|
|
108
|
86,548
|
|
Omega Healthcare Investors, Inc.
|
|
|
|
|
5.20%, 07/01/30
|
|
379
|
376,905
|
|
3.38%, 02/01/31
|
|
210
|
193,062
|
|
Ventas Realty LP
|
|
|
|
|
3.00%, 01/15/30
|
|
145
|
135,835
|
|
5.10%, 07/15/32
|
|
200
|
199,064
|
|
5.00%, 01/15/35
|
|
315
|
303,932
|
|
Welltower OP LLC
|
|
|
|
|
4.50%, 07/01/30
|
|
410
|
404,226
|
|
3.85%, 06/15/32
|
|
20
|
18,819
|
|
|
|
|
2,731,297
|
|
Hotels, Restaurants & Leisure — 0.4%
|
|||
|
1011778 BC ULC/New Red Finance, Inc., 4.00%,
10/15/30(a)
|
|
100
|
93,960
|
|
Darden Restaurants, Inc.
|
|
|
|
|
4.35%, 10/15/27
|
|
205
|
204,380
|
|
4.55%, 10/15/29
|
|
185
|
183,039
|
|
Fertitta Entertainment LLC/Fertitta Entertainment
Finance Co., Inc., 6.75%, 01/15/30(a)(f)
|
|
100
|
98,201
|
|
Fortune Star BVI Ltd., 5.88%, 11/20/30(c)
|
EUR
|
255
|
284,432
|
|
Genting New York LLC/GENNY Capital, Inc., 7.25%,
10/01/29(a)
|
USD
|
87
|
89,020
|
|
Hilton Domestic Operating Co., Inc.
|
|
|
|
|
4.88%, 01/15/30
|
|
100
|
98,583
|
|
6.13%, 04/01/32(a)
|
|
67
|
67,585
|
|
Hyatt Hotels Corp.
|
|
|
|
|
5.75%, 01/30/27
|
|
200
|
200,897
|
|
5.38%, 12/15/31(f)
|
|
990
|
994,752
|
|
5.75%, 03/30/32
|
|
35
|
35,619
|
|
Las Vegas Sands Corp.
|
|
|
|
|
3.90%, 08/08/29
|
|
85
|
81,924
|
|
6.00%, 08/15/29
|
|
75
|
76,520
|
|
6.20%, 08/15/34
|
|
45
|
45,441
|
|
Marriott International, Inc.
|
|
|
|
|
5.45%, 09/15/26
|
|
100
|
100,021
|
|
5.55%, 10/15/28
|
|
220
|
223,759
|
|
5.30%, 05/15/34
|
|
330
|
326,374
|
|
5.35%, 03/15/35
|
|
440
|
435,144
|
|
5.10%, 05/01/38
|
|
185
|
173,478
|
|
Series GG, 3.50%, 10/15/32
|
|
25
|
22,745
|
|
Series HH, 2.85%, 04/15/31
|
|
400
|
364,112
|
|
McDonald’s Corp.
|
|
|
|
|
3.80%, 04/01/28
|
|
50
|
49,387
|
|
3.63%, 09/01/49
|
|
270
|
187,572
|
|
5.15%, 09/09/52
|
|
40
|
34,903
|
|
Melco Resorts Finance Ltd., 5.38%, 12/04/29(c)
|
|
200
|
194,018
|
|
Starbucks Corp.
|
|
|
|
|
2.25%, 03/12/30
|
|
75
|
68,433
|
|
4.80%, 02/15/33
|
|
275
|
269,359
|
|
5.00%, 02/15/34
|
|
14
|
13,777
|
|
Security
|
|
Par
(000)
|
Value
|
|
Hotels, Restaurants & Leisure (continued)
|
|||
|
Studio City Finance Ltd., 6.50%, 01/15/28(c)
|
USD
|
200
|
$ 199,600
|
|
Wynn Macau Ltd., 6.75%, 02/15/34(a)
|
|
35
|
34,283
|
|
|
|
|
5,251,318
|
|
Household Durables — 0.2%
|
|||
|
Ashton Woods USA LLC/Ashton Woods Finance
Co.(a)
|
|
|
|
|
4.63%, 04/01/30
|
|
52
|
49,372
|
|
6.88%, 08/01/33
|
|
18
|
17,958
|
|
Beazer Homes USA, Inc.
|
|
|
|
|
7.25%, 10/15/29(f)
|
|
93
|
94,195
|
|
8.00%, 01/15/32(a)
|
|
8
|
8,158
|
|
Brookfield Residential Properties, Inc./Brookfield
Residential U.S. LLC, 5.00%, 06/15/29(a)
|
|
51
|
48,385
|
|
Forestar Group, Inc., 5.00%, 03/01/28(a)
|
|
49
|
48,641
|
|
Installed Building Products, Inc., 5.63%, 02/01/34(a)
|
|
14
|
13,514
|
|
LGI Homes, Inc.(a)
|
|
|
|
|
8.75%, 12/15/28
|
|
45
|
46,201
|
|
7.00%, 11/15/32(f)
|
|
54
|
52,635
|
|
Mattamy Group Corp., 4.63%, 03/01/30(a)
|
|
51
|
48,877
|
|
Newell Brands, Inc., 6.63%, 09/15/29
|
|
100
|
101,203
|
|
NVR, Inc., 3.00%, 05/15/30
|
|
1,150
|
1,069,205
|
|
STL Holding Co. LLC, 8.75%, 02/15/29(a)
|
|
44
|
45,642
|
|
Whirlpool Corp.
|
|
|
|
|
4.75%, 02/26/29
|
|
180
|
167,923
|
|
6.13%, 06/15/30
|
|
30
|
27,261
|
|
7.50%, 07/01/31(a)
|
|
120
|
119,251
|
|
5.50%, 03/01/33
|
|
10
|
7,784
|
|
6.50%, 06/15/33
|
|
79
|
66,940
|
|
7.88%, 07/01/34(a)
|
|
10
|
9,454
|
|
5.15%, 03/01/43
|
|
10
|
5,893
|
|
4.50%, 06/01/46
|
|
15
|
8,427
|
|
4.60%, 05/15/50(f)
|
|
15
|
8,347
|
|
|
|
|
2,065,266
|
|
Household Products — 0.0%
|
|||
|
Kimberly-Clark Corp., 6.63%, 08/01/37
|
|
55
|
61,050
|
|
Independent Power and Renewable Electricity Producers — 0.1%
|
|||
|
Continuum Energy Pte. Ltd., 5.00%, 09/11/27(a)(f)(h)
|
|
236
|
235,423
|
|
NRG Energy, Inc.(a)
|
|
|
|
|
5.25%, 06/15/29
|
|
100
|
99,052
|
|
7.00%, 03/15/33
|
|
152
|
161,815
|
|
6.25%, 11/01/34(f)
|
|
20
|
19,947
|
|
6.00%, 01/15/36
|
|
34
|
33,265
|
|
San Miguel Global Power Holdings Corp., (5-year
CMT + 7.12%), 8.38%(b)(c)(l)
|
|
200
|
198,338
|
|
|
|
|
747,840
|
|
Industrial Conglomerates — 0.1%
|
|||
|
3M Co., 3.38%, 03/01/29
|
|
100
|
96,802
|
|
Axon Enterprise, Inc., 6.13%, 03/15/30(a)
|
|
26
|
26,302
|
|
Eaton Corp., 4.00%, 11/02/32
|
|
250
|
238,361
|
|
Enpro, Inc., 6.13%, 06/01/33(a)
|
|
30
|
30,054
|
|
Parker-Hannifin Corp., 4.10%, 03/01/47
|
|
75
|
58,637
|
|
Teledyne Technologies, Inc., 2.75%, 04/01/31
|
|
419
|
378,894
|
|
Textron, Inc., 3.00%, 06/01/30
|
|
55
|
51,291
|
|
|
|
|
880,341
|
|
Insurance — 0.8%
|
|||
|
Acrisure LLC/Acrisure Finance, Inc.(a)
|
|
|
|
|
8.25%, 02/01/29
|
|
18
|
17,260
|
|
Security
|
|
Par
(000)
|
Value
|
|
Insurance (continued)
|
|||
|
Acrisure LLC/Acrisure Finance, Inc.(a) (continued)
|
|
|
|
|
8.50%, 06/15/29
|
USD
|
9
|
$ 8,604
|
|
7.50%, 11/06/30
|
|
21
|
20,310
|
|
6.75%, 07/01/32
|
|
3
|
2,756
|
|
Aflac, Inc., 4.75%, 01/15/49
|
|
10
|
8,441
|
|
Alleghany Corp., 3.63%, 05/15/30
|
|
75
|
71,815
|
|
Alliant Holdings Intermediate LLC/Alliant Holdings
Co-Issuer, 7.38%, 10/01/32(a)(f)
|
|
100
|
100,561
|
|
Allstate Corp.
|
|
|
|
|
5.05%, 06/24/29
|
|
225
|
226,861
|
|
5.25%, 03/30/33
|
|
200
|
200,718
|
|
5.55%, 05/09/35
|
|
100
|
100,899
|
|
American International Group, Inc.
|
|
|
|
|
4.85%, 05/07/30
|
|
250
|
249,645
|
|
5.13%, 03/27/33
|
|
40
|
39,704
|
|
Aon Corp./Aon Global Holdings PLC
|
|
|
|
|
2.85%, 05/28/27
|
|
246
|
242,918
|
|
3.90%, 02/28/52
|
|
85
|
59,544
|
|
Aon North America, Inc., 5.45%, 03/01/34
|
|
400
|
400,565
|
|
Assurant, Inc.
|
|
|
|
|
5.55%, 02/15/36
|
|
165
|
161,242
|
|
(3-mo. SOFR US + 4.4%), 7.00%, 03/27/48(b)
|
|
64
|
64,745
|
|
Assured Guaranty U.S. Holdings, Inc., 6.13%,
09/15/28
|
|
186
|
190,593
|
|
Athene Holding Ltd., 3.95%, 05/25/51(f)
|
|
5
|
3,283
|
|
Baldwin Insurance Group Holdings LLC/Baldwin
Insurance Group Holdings Finance, 7.13%,
05/15/31(a)
|
|
78
|
78,661
|
|
Berkshire Hathaway Finance Corp.
|
|
|
|
|
1.85%, 03/12/30
|
|
140
|
127,304
|
|
4.20%, 08/15/48
|
|
700
|
545,394
|
|
3.85%, 03/15/52
|
|
160
|
115,034
|
|
Brown & Brown, Inc., 5.65%, 06/11/34
|
|
100
|
99,413
|
|
CNA Financial Corp., 5.20%, 08/15/35
|
|
250
|
240,939
|
|
Corebridge Financial, Inc.
|
|
|
|
|
3.90%, 04/05/32
|
|
20
|
18,549
|
|
5.75%, 01/15/34
|
|
75
|
75,795
|
|
4.35%, 04/05/42
|
|
180
|
147,349
|
|
CRC Insurance Group LLC, 7.13%, 06/01/31(a)
|
|
152
|
151,714
|
|
Equitable Holdings, Inc., 5.00%, 04/20/48
|
|
230
|
194,509
|
|
Everest Reinsurance Holdings, Inc., 3.50%, 10/15/50
|
|
330
|
214,714
|
|
Fairfax Financial Holdings Ltd.
|
|
|
|
|
6.35%, 03/22/54
|
|
110
|
106,571
|
|
6.10%, 03/15/55
|
|
262
|
245,270
|
|
Fidelity National Financial, Inc.
|
|
|
|
|
2.45%, 03/15/31(f)
|
|
117
|
102,970
|
|
3.20%, 09/17/51
|
|
100
|
59,803
|
|
HUB International Ltd.(a)
|
|
|
|
|
7.25%, 06/15/30
|
|
129
|
132,827
|
|
7.38%, 01/31/32
|
|
37
|
37,842
|
|
Jackson Financial, Inc., 6.15%, 01/15/37
|
|
291
|
284,465
|
|
Lincoln National Corp.
|
|
|
|
|
3.80%, 03/01/28
|
|
100
|
98,602
|
|
3.40%, 01/15/31
|
|
310
|
288,736
|
|
Manulife Financial Corp.
|
|
|
|
|
2.48%, 05/19/27
|
|
20
|
19,708
|
|
(5-year USD SOFR ICE Swap + 1.65%), 4.06%,
02/24/32(b)
|
|
75
|
74,530
|
|
Markel Group, Inc., 6.00%, 05/16/54
|
|
205
|
195,609
|
|
Marsh & McLennan Cos., Inc.
|
|
|
|
|
4.38%, 03/15/29
|
|
100
|
99,183
|
|
2.38%, 12/15/31
|
|
80
|
70,214
|
|
Security
|
|
Par
(000)
|
Value
|
|
Insurance (continued)
|
|||
|
Marsh & McLennan Cos., Inc. (continued)
|
|
|
|
|
4.90%, 03/15/49
|
USD
|
400
|
$ 339,877
|
|
5.70%, 09/15/53
|
|
125
|
117,366
|
|
5.40%, 03/15/55
|
|
100
|
89,871
|
|
MetLife, Inc.
|
|
|
|
|
5.38%, 07/15/33
|
|
25
|
25,358
|
|
5.30%, 12/15/34
|
|
50
|
49,932
|
|
4.05%, 03/01/45
|
|
310
|
243,020
|
|
Old Republic International Corp., 3.88%, 08/26/26
|
|
75
|
74,976
|
|
Principal Financial Group, Inc.
|
|
|
|
|
5.38%, 03/15/33
|
|
29
|
29,128
|
|
5.50%, 03/15/53
|
|
90
|
83,046
|
|
Progressive Corp., 3.70%, 03/15/52
|
|
150
|
104,673
|
|
Prudential Financial, Inc.
|
|
|
|
|
3.94%, 12/07/49
|
|
175
|
126,619
|
|
3.70%, 03/13/51
|
|
170
|
117,867
|
|
(3-mo. SOFR US + 2.64%), 4.50%, 09/15/47(b)(f)
|
|
261
|
257,716
|
|
Prudential Funding Asia PLC, 3.13%, 04/14/30
|
|
120
|
112,957
|
|
Reinsurance Group of America, Inc., 5.75%,
09/15/34
|
|
200
|
201,666
|
|
RenaissanceRe Holdings Ltd., 5.75%, 06/05/33
|
|
775
|
780,917
|
|
Travelers Cos., Inc.
|
|
|
|
|
6.25%, 06/15/37
|
|
55
|
58,455
|
|
4.60%, 08/01/43
|
|
45
|
38,696
|
|
5.45%, 05/25/53
|
|
20
|
18,355
|
|
Unum Group
|
|
|
|
|
4.50%, 12/15/49
|
|
40
|
30,496
|
|
4.13%, 06/15/51
|
|
144
|
102,374
|
|
Willis North America, Inc.
|
|
|
|
|
5.35%, 05/15/33
|
|
760
|
758,211
|
|
5.90%, 03/05/54
|
|
520
|
493,419
|
|
|
|
|
10,251,164
|
|
Interactive Media & Services — 0.6%
|
|||
|
Alphabet, Inc.
|
|
|
|
|
4.50%, 05/15/35
|
|
1,255
|
1,195,073
|
|
1.90%, 08/15/40
|
|
735
|
471,309
|
|
4.50%, 05/11/45
|
EUR
|
160
|
179,989
|
|
5.35%, 11/15/45
|
USD
|
128
|
116,958
|
|
5.25%, 05/15/55
|
|
1,403
|
1,216,347
|
|
5.65%, 02/15/56(f)
|
|
10
|
9,236
|
|
2.25%, 08/15/60
|
|
246
|
113,120
|
|
5.75%, 02/15/66
|
|
100
|
90,703
|
|
5.70%, 11/15/75
|
|
540
|
478,421
|
|
Beignet Investor LLC, 6.58%, 05/30/49(a)
|
|
1,171
|
1,135,242
|
|
ION Platform Finance U.S., Inc./ION Platform Finance
SARL(a)
|
|
|
|
|
4.63%, 05/01/28
|
|
12
|
11,211
|
|
5.75%, 05/15/28(f)
|
|
10
|
9,458
|
|
Meta Platforms, Inc.
|
|
|
|
|
4.55%, 08/15/31
|
|
500
|
487,420
|
|
4.60%, 11/15/32
|
|
115
|
110,699
|
|
4.45%, 08/15/52
|
|
20
|
14,246
|
|
5.60%, 05/15/53
|
|
150
|
125,463
|
|
5.40%, 08/15/54
|
|
370
|
301,192
|
|
5.63%, 11/15/55
|
|
185
|
154,728
|
|
6.30%, 05/15/56
|
|
659
|
604,777
|
|
5.75%, 05/15/63
|
|
126
|
104,534
|
|
Netflix, Inc.
|
|
|
|
|
5.88%, 11/15/28
|
|
75
|
77,055
|
|
5.40%, 08/15/54
|
|
50
|
45,892
|
|
Security
|
|
Par
(000)
|
Value
|
|
Interactive Media & Services (continued)
|
|||
|
Snap, Inc., 6.88%, 03/01/33(a)
|
USD
|
143
|
$ 139,686
|
|
Ziff Davis, Inc., 4.63%, 10/15/30(a)
|
|
141
|
131,844
|
|
|
|
|
7,324,603
|
|
Internet Software & Services — 0.5%
|
|||
|
Amazon.com, Inc.
|
|
|
|
|
4.25%, 03/13/31
|
|
85
|
82,452
|
|
3.60%, 04/13/32
|
|
120
|
111,725
|
|
4.88%, 03/13/36
|
|
60
|
57,423
|
|
5.65%, 03/13/46
|
|
89
|
83,244
|
|
4.05%, 08/22/47
|
|
560
|
417,402
|
|
3.95%, 04/13/52
|
|
379
|
265,996
|
|
5.80%, 03/13/56
|
|
70
|
64,365
|
|
4.25%, 08/22/57
|
|
62
|
44,736
|
|
5.95%, 03/13/66
|
|
675
|
620,716
|
|
AppLovin Corp.
|
|
|
|
|
5.13%, 12/01/29
|
|
425
|
425,502
|
|
5.38%, 12/01/31
|
|
606
|
606,677
|
|
5.50%, 12/01/34
|
|
190
|
187,135
|
|
5.95%, 12/01/54
|
|
469
|
425,305
|
|
Booking Holdings, Inc., 3.55%, 03/15/28
|
|
20
|
19,688
|
|
eBay, Inc., 2.70%, 03/11/30
|
|
325
|
300,253
|
|
Expedia Group, Inc.
|
|
|
|
|
4.63%, 08/01/27
|
|
60
|
59,997
|
|
3.80%, 02/15/28
|
|
25
|
24,665
|
|
Gen Digital, Inc.(a)
|
|
|
|
|
7.13%, 09/30/30
|
|
100
|
101,519
|
|
6.25%, 04/01/33
|
|
59
|
58,080
|
|
Match Group Holdings II LLC(a)
|
|
|
|
|
5.63%, 02/15/29
|
|
43
|
42,849
|
|
6.13%, 09/15/33
|
|
225
|
219,070
|
|
Rakuten Group, Inc.
|
|
|
|
|
11.25%, 02/15/27(a)
|
|
59
|
60,660
|
|
9.75%, 04/15/29(c)
|
|
200
|
217,154
|
|
9.75%, 04/15/29(a)
|
|
102
|
110,749
|
|
Uber Technologies, Inc., 5.35%, 09/15/54
|
|
64
|
56,613
|
|
VeriSign, Inc.
|
|
|
|
|
2.70%, 06/15/31
|
|
1,010
|
902,665
|
|
5.25%, 06/01/32
|
|
135
|
134,684
|
|
Wayfair LLC(a)
|
|
|
|
|
7.25%, 10/31/29
|
|
129
|
132,842
|
|
7.75%, 09/15/30
|
|
92
|
96,407
|
|
|
|
|
5,930,573
|
|
IT Services — 0.3%
|
|||
|
Accenture Capital, Inc., 4.50%, 10/04/34
|
|
120
|
112,724
|
|
Broadridge Financial Solutions, Inc.
|
|
|
|
|
2.90%, 12/01/29
|
|
20
|
18,660
|
|
2.60%, 05/01/31
|
|
400
|
354,730
|
|
CACI International, Inc., 6.38%, 06/15/33(a)
|
|
121
|
121,936
|
|
CGI, Inc., 1.45%, 09/14/26
|
|
25
|
24,910
|
|
CoreWeave, Inc.(a)
|
|
|
|
|
9.25%, 06/01/30(f)
|
|
161
|
150,464
|
|
9.00%, 02/01/31
|
|
34
|
30,692
|
|
9.75%, 10/01/31
|
|
191
|
173,306
|
|
9.63%, 07/15/32
|
|
40
|
35,801
|
|
Fair Isaac Corp., 6.25%, 09/15/34(a)(f)
|
|
135
|
130,417
|
|
Fidelity National Information Services, Inc., 1.65%,
03/01/28
|
|
25
|
23,823
|
|
Fiserv, Inc.
|
|
|
|
|
5.38%, 08/21/28
|
|
100
|
100,928
|
|
3.50%, 07/01/29
|
|
120
|
115,101
|
|
2.65%, 06/01/30
|
|
220
|
200,797
|
|
Security
|
|
Par
(000)
|
Value
|
|
IT Services (continued)
|
|||
|
Fiserv, Inc. (continued)
|
|
|
|
|
5.63%, 08/21/33
|
USD
|
40
|
$ 39,697
|
|
4.25%, 06/23/34
|
EUR
|
150
|
168,179
|
|
Gartner, Inc.(a)
|
|
|
|
|
4.50%, 07/01/28
|
USD
|
566
|
556,529
|
|
3.63%, 06/15/29
|
|
143
|
134,817
|
|
3.75%, 10/01/30
|
|
16
|
14,566
|
|
Insight Enterprises, Inc., 6.63%, 05/15/32(a)
|
|
25
|
25,140
|
|
International Business Machines Corp.
|
|
|
|
|
2.20%, 02/09/27
|
|
815
|
807,040
|
|
4.65%, 02/10/28(f)
|
|
100
|
100,141
|
|
5.88%, 11/29/32
|
|
40
|
41,460
|
|
4.25%, 05/15/49
|
|
330
|
238,634
|
|
5.10%, 02/06/53
|
|
330
|
267,330
|
|
Kyndryl Holdings, Inc., 2.05%, 10/15/26
|
|
25
|
24,861
|
|
Prime Investment Partners Ltd., 11.00%, 05/01/30(h)
|
|
143
|
150,362
|
|
Unisys Corp., 10.63%, 01/15/31(a)(f)
|
|
107
|
100,380
|
|
|
|
|
4,263,425
|
|
Leisure Products — 0.1%
|
|||
|
Acushnet Co., 5.63%, 12/01/33(a)
|
|
23
|
22,551
|
|
Gaia Purchaser, Inc., 7.63%, 07/15/33(a)
|
|
5
|
5,015
|
|
Hasbro, Inc.
|
|
|
|
|
3.50%, 09/15/27
|
|
20
|
19,776
|
|
3.90%, 11/19/29
|
|
50
|
48,408
|
|
Lindblad Expeditions LLC, 7.00%, 09/15/30(a)
|
|
23
|
23,677
|
|
NCL Corp. Ltd., 5.88%, 01/15/31(a)
|
|
100
|
95,572
|
|
Royal Caribbean Cruises Ltd., 5.25%, 02/27/38
|
|
430
|
403,883
|
|
Sabre Financial Borrower LLC, 11.13%, 06/15/29(a)
|
|
64
|
67,336
|
|
Sabre GLBL, Inc.(a)
|
|
|
|
|
10.75%, 11/15/29
|
|
60
|
57,750
|
|
11.13%, 07/15/30
|
|
75
|
72,188
|
|
Viking Cruises Ltd., 5.88%, 10/15/33(a)(f)
|
|
48
|
47,529
|
|
|
|
|
863,685
|
|
Machinery — 0.2%
|
|||
|
Caterpillar Financial Services Corp.
|
|
|
|
|
4.40%, 03/03/28
|
|
100
|
99,905
|
|
4.85%, 02/27/29
|
|
100
|
100,834
|
|
CNH Industrial Capital LLC
|
|
|
|
|
4.55%, 04/10/28
|
|
20
|
19,912
|
|
5.50%, 01/12/29
|
|
75
|
75,972
|
|
Columbus McKinnon Corp., 7.13%, 02/01/33(a)(f)
|
|
2
|
2,015
|
|
Deere Funding Canada Corp., 4.15%, 10/09/30
|
|
31
|
30,234
|
|
Flowserve Corp., 2.80%, 01/15/32
|
|
730
|
639,344
|
|
IDEX Corp.
|
|
|
|
|
3.00%, 05/01/30
|
|
380
|
353,394
|
|
2.63%, 06/15/31
|
|
585
|
524,597
|
|
John Deere Capital Corp.
|
|
|
|
|
4.75%, 01/20/28(f)
|
|
50
|
50,238
|
|
2.00%, 06/17/31
|
|
145
|
127,227
|
|
5.10%, 04/11/34
|
|
75
|
74,807
|
|
5.05%, 06/12/34
|
|
75
|
74,446
|
|
Manitowoc Co., Inc., 9.25%, 10/01/31(a)
|
|
33
|
34,951
|
|
Otis Worldwide Corp., 2.57%, 02/15/30
|
|
85
|
78,448
|
|
Regal Rexnord Corp., 6.40%, 04/15/33
|
|
75
|
78,208
|
|
Stanley Black & Decker, Inc.
|
|
|
|
|
4.25%, 11/15/28
|
|
100
|
99,057
|
|
2.30%, 03/15/30
|
|
65
|
59,220
|
|
Westinghouse Air Brake Technologies Corp.
|
|
|
|
|
4.70%, 09/15/28
|
|
190
|
189,734
|
|
Security
|
|
Par
(000)
|
Value
|
|
Machinery (continued)
|
|||
|
Westinghouse Air Brake Technologies
Corp. (continued)
|
|
|
|
|
5.61%, 03/11/34
|
USD
|
340
|
$ 343,731
|
|
Xylem, Inc., 3.25%, 11/01/26
|
|
50
|
49,876
|
|
|
|
|
3,106,150
|
|
Media — 1.1%
|
|||
|
AMC Global Media, Inc.
|
|
|
|
|
4.25%, 02/15/29(k)
|
|
61
|
69,493
|
|
4.25%, 02/15/29(f)
|
|
49
|
43,010
|
|
10.50%, 07/15/32(a)
|
|
104
|
107,128
|
|
CCO Holdings LLC/CCO Holdings Capital Corp.(a)
|
|
|
|
|
5.38%, 06/01/29
|
|
28
|
27,193
|
|
6.38%, 09/01/29
|
|
17
|
16,892
|
|
4.75%, 03/01/30
|
|
56
|
52,322
|
|
7.38%, 03/01/31(f)
|
|
193
|
192,244
|
|
7.00%, 02/01/33(f)
|
|
141
|
135,125
|
|
4.25%, 01/15/34(f)
|
|
62
|
50,622
|
|
7.38%, 02/01/36(f)
|
|
151
|
143,554
|
|
Charter Communications Operating LLC/Charter
Communications Operating Capital
|
|
|
|
|
2.30%, 02/01/32
|
|
50
|
41,580
|
|
6.38%, 10/23/35
|
|
200
|
193,542
|
|
5.38%, 04/01/38
|
|
280
|
239,194
|
|
6.48%, 10/23/45
|
|
150
|
130,063
|
|
3.90%, 06/01/52
|
|
55
|
33,038
|
|
4.40%, 12/01/61
|
|
66
|
39,508
|
|
5.50%, 04/01/63
|
|
100
|
71,198
|
|
Comcast Corp.
|
|
|
|
|
4.65%, 02/15/33
|
|
50
|
47,793
|
|
3.75%, 04/01/40
|
|
100
|
76,738
|
|
2.45%, 08/15/52
|
|
95
|
45,554
|
|
4.05%, 11/01/52
|
|
65
|
43,052
|
|
2.94%, 11/01/56
|
|
445
|
224,785
|
|
4.95%, 10/15/58
|
|
225
|
167,756
|
|
2.99%, 11/01/63
|
|
30
|
14,526
|
|
Directv Financing LLC, 8.88%, 02/01/30(a)(f)
|
|
23
|
23,417
|
|
Directv Financing LLC/Directv Financing Co-Obligor,
Inc.(a)
|
|
|
|
|
5.88%, 08/15/27
|
|
5
|
4,988
|
|
10.00%, 02/15/31(f)
|
|
155
|
161,965
|
|
9.25%, 06/01/32
|
|
17
|
17,396
|
|
Discovery Communications LLC
|
|
|
|
|
3.95%, 03/20/28
|
|
1,000
|
982,496
|
|
5.00%, 09/20/37
|
|
47
|
34,427
|
|
6.35%, 06/01/40
|
|
100
|
78,250
|
|
Discovery Global Holdings, Inc.
|
|
|
|
|
3.76%, 03/15/27
|
|
2,872
|
2,850,460
|
|
4.05%, 03/15/29
|
|
37
|
36,342
|
|
4.28%, 03/15/32
|
|
105
|
93,300
|
|
4.28%, 03/15/32(f)
|
|
24
|
19,076
|
|
5.05%, 03/15/42
|
|
280
|
194,600
|
|
5.14%, 03/15/52
|
|
88
|
55,930
|
|
DISH DBS Corp.
|
|
|
|
|
7.38%, 07/01/28
|
|
93
|
89,001
|
|
5.75%, 12/01/28(a)
|
|
90
|
86,850
|
|
Dotdash Meredith, Inc., 7.63%, 06/15/32(a)
|
|
92
|
86,313
|
|
EchoStar Corp.
|
|
|
|
|
(6.75% Cash or 6.75% PIK), 6.75%, 11/30/30(g)
|
|
127
|
128,489
|
|
10.75%, 11/30/29
|
|
188
|
203,360
|
|
FactSet Research Systems, Inc.
|
|
|
|
|
2.90%, 03/01/27
|
|
320
|
316,663
|
|
3.45%, 03/01/32(f)
|
|
357
|
321,211
|
|
Security
|
|
Par
(000)
|
Value
|
|
Media (continued)
|
|||
|
Fox Corp., 5.58%, 01/25/49
|
USD
|
45
|
$ 40,409
|
|
Gray Media, Inc., 9.63%, 07/15/32(a)
|
|
113
|
114,214
|
|
Grupo Televisa SAB, 6.63%, 01/15/40
|
|
2
|
1,740
|
|
iHeartCommunications, Inc.(a)
|
|
|
|
|
9.13%, 05/01/29
|
|
32
|
29,656
|
|
10.88%, 05/01/30(f)
|
|
57
|
43,548
|
|
7.75%, 08/15/30(f)
|
|
70
|
61,396
|
|
McGraw-Hill Education, Inc., 7.38%, 09/01/31(a)
|
|
100
|
101,264
|
|
NBCUniversal Media LLC, 5.95%, 04/01/41
|
|
170
|
174,891
|
|
Nexstar Media, Inc.(a)
|
|
|
|
|
4.75%, 11/01/28
|
|
120
|
117,667
|
|
6.50%, 09/15/33
|
|
81
|
80,585
|
|
7.25%, 04/15/34(f)
|
|
150
|
150,336
|
|
Paramount Global
|
|
|
|
|
3.38%, 02/15/28(f)
|
|
54
|
52,738
|
|
7.88%, 07/30/30
|
|
105
|
109,469
|
|
6.88%, 04/30/36(f)
|
|
59
|
53,928
|
|
4.38%, 03/15/43
|
|
32
|
19,565
|
|
5.85%, 09/01/43
|
|
51
|
36,153
|
|
4.60%, 01/15/45
|
|
33
|
19,925
|
|
Sinclair Television Group, Inc.(a)
|
|
|
|
|
5.50%, 03/01/30
|
|
25
|
21,625
|
|
4.38%, 12/31/32(f)
|
|
42
|
31,710
|
|
8.13%, 02/15/33
|
|
32
|
32,815
|
|
Sirius XM Radio LLC(a)
|
|
|
|
|
5.50%, 07/01/29
|
|
48
|
47,781
|
|
4.13%, 07/01/30(f)
|
|
143
|
133,661
|
|
5.88%, 04/15/32
|
|
47
|
46,120
|
|
Space Exploration Technologies Corp.(a)
|
|
|
|
|
5.35%, 07/15/31
|
|
935
|
910,063
|
|
5.65%, 07/15/33
|
|
1,360
|
1,302,917
|
|
5.88%, 07/15/36
|
|
950
|
887,379
|
|
6.60%, 07/15/46
|
|
100
|
89,186
|
|
6.65%, 07/15/56
|
|
270
|
238,937
|
|
Time Warner Cable LLC, 4.50%, 09/15/42
|
|
115
|
83,549
|
|
Univision Communications, Inc., 8.88%, 04/15/33(a)(f)
|
|
114
|
110,378
|
|
Versant Media Group, Inc., 7.25%, 01/30/31(a)(f)
|
|
94
|
96,899
|
|
Virgin Media Secured Finance PLC, 5.50%,
05/15/29(a)
|
|
100
|
89,776
|
|
Walt Disney Co., 3.80%, 05/13/60
|
|
250
|
171,276
|
|
|
|
|
13,492,000
|
|
Metals & Mining — 0.4%
|
|||
|
Advanced Drainage Systems, Inc., 5.38%,
03/01/34(a)
|
|
11
|
10,651
|
|
ArcelorMittal SA, 6.80%, 11/29/32
|
|
50
|
54,208
|
|
BHP Billiton Finance USA Ltd.
|
|
|
|
|
4.75%, 02/28/28
|
|
205
|
205,725
|
|
5.00%, 02/21/30
|
|
520
|
522,276
|
|
5.25%, 09/08/30(f)
|
|
220
|
223,041
|
|
4.90%, 02/28/33
|
|
65
|
64,074
|
|
5.25%, 09/08/33
|
|
50
|
50,157
|
|
5.00%, 09/30/43
|
|
200
|
181,255
|
|
5.50%, 09/08/53
|
|
25
|
23,491
|
|
Century Aluminum Co., 6.88%, 08/01/32(a)
|
|
107
|
108,659
|
|
Cleveland-Cliffs, Inc., 7.63%, 01/15/34(a)
|
|
127
|
128,510
|
|
Coeur Mining, Inc., 6.88%, 04/01/32(a)
|
|
50
|
51,082
|
|
Commercial Metals Co.(a)
|
|
|
|
|
5.75%, 11/15/33
|
|
18
|
17,679
|
|
6.00%, 12/15/35(f)
|
|
87
|
85,495
|
|
Eldorado Gold Corp., 6.25%, 09/01/29(a)(f)
|
|
78
|
77,686
|
|
First Quantum Minerals Ltd.(a)
|
|
|
|
|
7.25%, 02/15/34
|
|
27
|
27,447
|
|
Security
|
|
Par
(000)
|
Value
|
|
Metals & Mining (continued)
|
|||
|
First Quantum Minerals Ltd.(a) (continued)
|
|
|
|
|
6.38%, 02/15/36
|
USD
|
23
|
$ 22,167
|
|
Fortescue Treasury Pty. Ltd., 6.13%, 04/15/32(a)
|
|
126
|
127,327
|
|
Freeport-McMoRan, Inc., 5.45%, 03/15/43
|
|
50
|
46,487
|
|
Glencore Funding LLC, 2.85%, 04/27/31(a)
|
|
39
|
35,297
|
|
Ivanhoe Mines Ltd., 7.88%, 01/23/30(a)
|
|
71
|
71,377
|
|
Kaiser Aluminum Corp., 5.88%, 03/01/34(a)
|
|
13
|
12,687
|
|
Mineral Resources Ltd.(a)
|
|
|
|
|
8.50%, 05/01/30(f)
|
|
104
|
107,239
|
|
7.00%, 04/01/31
|
|
79
|
81,296
|
|
6.00%, 05/01/32
|
|
23
|
22,578
|
|
6.25%, 05/01/34
|
|
23
|
22,417
|
|
Novelis Corp.(a)
|
|
|
|
|
6.88%, 01/30/30
|
|
22
|
22,573
|
|
6.38%, 08/15/33
|
|
34
|
33,938
|
|
Perenti Finance Pty. Ltd., 7.50%, 04/26/29(a)
|
|
76
|
77,927
|
|
PLS Group Ltd., 6.88%, 05/01/31(a)
|
|
14
|
14,190
|
|
Reliance, Inc., 2.15%, 08/15/30
|
|
700
|
626,649
|
|
Rio Tinto Finance USA PLC
|
|
|
|
|
5.25%, 03/14/35
|
|
485
|
482,281
|
|
4.75%, 03/22/42
|
|
150
|
133,737
|
|
Samarco Mineracao SA(g)
|
|
|
|
|
(9.00% Cash or 9.00% PIK), 9.50%, 06/30/31(c)
|
|
158
|
158,905
|
|
(9.00% PIK), 9.50%, 06/30/31(a)
|
|
—
|
139
|
|
Skeena Resources Ltd., 8.50%, 04/01/31(a)
|
|
75
|
78,305
|
|
Southern Copper Corp.
|
|
|
|
|
5.25%, 11/08/42
|
|
310
|
281,697
|
|
5.88%, 04/23/45
|
|
460
|
447,350
|
|
Steel Dynamics, Inc.
|
|
|
|
|
3.45%, 04/15/30
|
|
55
|
52,193
|
|
5.25%, 05/15/35
|
|
65
|
63,909
|
|
3.25%, 10/15/50
|
|
108
|
69,102
|
|
Trekor Metals Ltd., 8.25%, 05/01/30(a)
|
|
125
|
129,892
|
|
Vale Overseas Ltd., 6.40%, 06/28/54(f)
|
|
126
|
124,898
|
|
Vedanta Resources Finance II PLC(c)
|
|
|
|
|
7.00%, 07/13/32
|
|
200
|
199,800
|
|
7.38%, 07/13/34
|
|
200
|
199,304
|
|
|
|
|
5,577,097
|
|
Mortgage Real Estate Investment Trusts (REITs)(a) — 0.0%
|
|||
|
Blackstone Mortgage Trust, Inc.
|
|
|
|
|
7.75%, 12/01/29
|
|
116
|
119,876
|
|
6.25%, 06/01/31
|
|
71
|
67,884
|
|
EF Holdco/EF Cayman Holdings/Ellington Fin REIT
Cayman/TRS/EF Cayman Non-MTM, 7.38%,
09/30/30
|
|
22
|
21,847
|
|
Starwood Property Trust, Inc.
|
|
|
|
|
7.25%, 04/01/29
|
|
97
|
99,949
|
|
6.00%, 04/15/30
|
|
40
|
40,103
|
|
6.50%, 07/01/30
|
|
39
|
39,610
|
|
6.50%, 10/15/30
|
|
27
|
27,372
|
|
6.13%, 06/01/31
|
|
4
|
3,990
|
|
|
|
|
420,631
|
|
Office REITs — 0.0%
|
|||
|
Boston Properties LP
|
|
|
|
|
3.40%, 06/21/29
|
|
75
|
71,924
|
|
2.90%, 03/15/30
|
|
365
|
338,159
|
|
2.45%, 10/01/33
|
|
25
|
20,317
|
|
Cousins Properties LP, 5.25%, 07/15/30
|
|
170
|
170,279
|
|
|
|
|
600,679
|
|
Security
|
|
Par
(000)
|
Value
|
|
Oil, Gas & Consumable Fuels — 3.8%
|
|||
|
Aethon United BR LP/Aethon United Finance Corp.,
7.50%, 10/01/29(a)
|
USD
|
56
|
$ 58,100
|
|
Antero Midstream Partners LP/Antero Midstream
Finance Corp.(a)
|
|
|
|
|
6.63%, 02/01/32(f)
|
|
100
|
101,779
|
|
5.75%, 10/15/33
|
|
71
|
69,736
|
|
5.75%, 07/01/34
|
|
29
|
28,425
|
|
Antero Resources Corp.
|
|
|
|
|
5.38%, 03/01/30(a)
|
|
1,152
|
1,153,968
|
|
5.40%, 02/01/36
|
|
850
|
817,844
|
|
APA Corp.
|
|
|
|
|
5.10%, 09/01/40(f)
|
|
610
|
549,175
|
|
6.75%, 02/15/55
|
|
410
|
409,896
|
|
BKV Upstream Midstream LLC, 7.50%, 10/15/30(a)
|
|
106
|
105,653
|
|
Boardwalk Pipelines LP, 4.80%, 05/03/29
|
|
25
|
24,959
|
|
Borr IHC Ltd./Borr Finance LLC, 8.75%, 01/15/32(a)
|
|
36
|
35,166
|
|
BP Capital Markets America, Inc.
|
|
|
|
|
4.81%, 02/13/33
|
|
50
|
48,967
|
|
5.23%, 11/17/34
|
|
150
|
149,951
|
|
3.06%, 06/17/41
|
|
80
|
58,476
|
|
2.77%, 11/10/50
|
|
57
|
33,502
|
|
California Resources Corp.(a)
|
|
|
|
|
7.00%, 01/15/34
|
|
106
|
103,820
|
|
7.25%, 01/15/35
|
|
40
|
39,523
|
|
Calumet Specialty Products Partners LP/Calumet
Finance Corp.(a)
|
|
|
|
|
9.75%, 07/15/28
|
|
107
|
110,058
|
|
9.75%, 02/15/31
|
|
42
|
44,934
|
|
Cameron LNG LLC, 3.30%, 01/15/35(a)
|
|
22
|
18,843
|
|
Canadian Natural Resources Ltd.
|
|
|
|
|
5.40%, 12/15/34
|
|
55
|
54,672
|
|
6.25%, 03/15/38
|
|
180
|
186,879
|
|
4.95%, 06/01/47
|
|
30
|
25,550
|
|
Cheniere Corpus Christi Holdings LLC
|
|
|
|
|
3.70%, 11/15/29
|
|
120
|
115,732
|
|
2.74%, 12/31/39
|
|
654
|
548,677
|
|
Cheniere Energy Partners LP
|
|
|
|
|
5.75%, 08/15/34
|
|
85
|
86,030
|
|
5.35%, 11/30/36(a)
|
|
175
|
170,250
|
|
6.05%, 11/30/56(a)
|
|
85
|
81,619
|
|
Cheniere Energy, Inc.
|
|
|
|
|
4.63%, 10/15/28
|
|
10
|
9,957
|
|
5.65%, 04/15/34
|
|
954
|
963,319
|
|
Chevron USA, Inc.
|
|
|
|
|
4.69%, 04/15/30
|
|
25
|
24,992
|
|
4.98%, 04/15/35
|
|
1,330
|
1,315,772
|
|
Chord Energy Corp.(a)
|
|
|
|
|
6.00%, 10/01/30
|
|
28
|
28,094
|
|
6.75%, 03/15/33
|
|
63
|
64,167
|
|
CNX Resources Corp.(a)
|
|
|
|
|
7.38%, 01/15/31
|
|
66
|
67,443
|
|
7.25%, 03/01/32
|
|
252
|
259,155
|
|
5.88%, 03/01/34
|
|
10
|
9,688
|
|
ConocoPhillips, 5.90%, 05/15/38
|
|
50
|
51,527
|
|
ConocoPhillips Co.
|
|
|
|
|
4.70%, 01/15/30(f)
|
|
66
|
65,808
|
|
3.80%, 03/15/52
|
|
5
|
3,503
|
|
4.03%, 03/15/62
|
|
85
|
58,677
|
|
Continental Resources, Inc., 4.90%, 06/01/44
|
|
5
|
3,975
|
|
Crescent Energy Finance LLC(a)
|
|
|
|
|
7.63%, 04/01/32
|
|
100
|
101,055
|
|
7.38%, 01/15/33(f)
|
|
11
|
11,050
|
|
Security
|
|
Par
(000)
|
Value
|
|
Oil, Gas & Consumable Fuels (continued)
|
|||
|
CVR Energy, Inc.(a)
|
|
|
|
|
7.50%, 02/15/31
|
USD
|
30
|
$ 30,392
|
|
7.88%, 02/15/34
|
|
30
|
30,485
|
|
DCP Midstream Operating LP, 5.13%, 05/15/29
|
|
25
|
25,140
|
|
Delek Logistics Partners LP/Delek Logistics Finance
Corp.(a)
|
|
|
|
|
8.63%, 03/15/29
|
|
89
|
92,367
|
|
7.38%, 06/30/33
|
|
20
|
20,453
|
|
6.88%, 06/01/34
|
|
24
|
24,116
|
|
Devon Energy Corp.
|
|
|
|
|
3.90%, 05/15/27(a)
|
|
25
|
24,925
|
|
5.60%, 03/15/34(a)
|
|
270
|
273,186
|
|
5.20%, 09/15/34(f)
|
|
120
|
118,046
|
|
5.40%, 02/15/35(a)
|
|
105
|
103,386
|
|
5.60%, 07/15/41
|
|
100
|
95,954
|
|
5.75%, 09/15/54(f)
|
|
1,303
|
1,200,741
|
|
Diamondback Energy, Inc.
|
|
|
|
|
3.25%, 12/01/26
|
|
948
|
944,318
|
|
3.50%, 12/01/29
|
|
1,577
|
1,513,165
|
|
3.13%, 03/24/31
|
|
887
|
817,886
|
|
6.25%, 03/15/33
|
|
80
|
83,874
|
|
6.25%, 03/15/53
|
|
288
|
285,640
|
|
5.75%, 04/18/54
|
|
1,583
|
1,472,939
|
|
5.90%, 04/18/64
|
|
678
|
629,907
|
|
Ecopetrol SA
|
|
|
|
|
7.75%, 02/01/32
|
|
113
|
116,446
|
|
8.88%, 01/13/33
|
|
2
|
2,157
|
|
Enbridge, Inc.
|
|
|
|
|
4.25%, 12/01/26
|
|
215
|
214,882
|
|
6.00%, 11/15/28
|
|
50
|
51,366
|
|
5.50%, 12/01/46
|
|
20
|
18,470
|
|
5.95%, 04/05/54
|
|
175
|
167,366
|
|
Energean Israel Finance Ltd., 8.50%, 09/30/33(a)(c)
|
|
12
|
12,288
|
|
Energy Transfer LP
|
|
|
|
|
5.50%, 06/01/27
|
|
475
|
477,747
|
|
4.95%, 05/15/28
|
|
25
|
25,078
|
|
4.15%, 09/15/29
|
|
171
|
167,386
|
|
5.20%, 04/01/30
|
|
205
|
206,416
|
|
3.75%, 05/15/30
|
|
150
|
143,602
|
|
5.60%, 09/01/34
|
|
330
|
330,707
|
|
7.50%, 07/01/38
|
|
50
|
56,313
|
|
6.05%, 06/01/41
|
|
20
|
19,789
|
|
5.40%, 10/01/47
|
|
260
|
227,068
|
|
5.95%, 05/15/54
|
|
475
|
436,268
|
|
(5-year CMT + 2.22%), 6.70%, 01/15/57(b)
|
|
35
|
34,483
|
|
Series ., (5-year CMT + 2.34%), 6.55%,
01/15/57(b)
|
|
33
|
32,581
|
|
EnQuest PLC, 9.88%, 04/30/31(a)
|
|
108
|
112,283
|
|
Enterprise Products Operating LLC
|
|
|
|
|
6.45%, 09/01/40
|
|
200
|
212,193
|
|
5.70%, 02/15/42
|
|
71
|
69,342
|
|
Series E, (3-mo. CME Term SOFR + 3.29%),
5.25%, 08/16/77(b)
|
|
100
|
99,760
|
|
EOG Resources, Inc., 5.65%, 12/01/54
|
|
60
|
56,055
|
|
EQT Corp.
|
|
|
|
|
3.90%, 10/01/27
|
|
233
|
230,827
|
|
4.50%, 01/15/29
|
|
329
|
324,789
|
|
5.00%, 01/15/29(f)
|
|
444
|
445,183
|
|
7.00%, 02/01/30
|
|
1,128
|
1,189,581
|
|
7.50%, 06/01/30
|
|
1,759
|
1,885,442
|
|
4.75%, 01/15/31
|
|
3,424
|
3,366,286
|
|
3.63%, 05/15/31(a)
|
|
1,209
|
1,122,160
|
|
Equinor ASA, 3.70%, 04/06/50
|
|
55
|
39,576
|
|
Security
|
|
Par
(000)
|
Value
|
|
Oil, Gas & Consumable Fuels (continued)
|
|||
|
Expand Energy Corp.
|
|
|
|
|
5.38%, 03/15/30
|
USD
|
241
|
$ 241,696
|
|
4.75%, 02/01/32
|
|
555
|
537,882
|
|
5.70%, 01/15/35
|
|
1,363
|
1,355,807
|
|
Exxon Mobil Corp., 4.33%, 03/19/50
|
|
90
|
71,593
|
|
Genesis Energy LP/Genesis Energy Finance Corp.
|
|
|
|
|
8.25%, 01/15/29
|
|
76
|
78,377
|
|
7.88%, 05/15/32
|
|
100
|
103,283
|
|
Global Partners LP/GLP Finance Corp., 8.25%,
01/15/32(a)
|
|
50
|
52,124
|
|
Golar LNG Ltd., 7.50%, 10/02/30(a)
|
|
89
|
90,405
|
|
Gran Tierra Energy, Inc., 9.75%, 04/15/31(a)
|
|
200
|
179,540
|
|
Gulfport Energy Operating Corp., 6.75%, 09/01/29(a)
|
|
84
|
85,031
|
|
Hess Corp., 5.60%, 02/15/41
|
|
150
|
147,612
|
|
HF Sinclair Corp., 5.00%, 02/01/28
|
|
25
|
24,973
|
|
Hilcorp Energy I LP/Hilcorp Finance Co., 7.25%,
02/15/35(a)(f)
|
|
100
|
99,183
|
|
Ithaca Energy North Sea PLC, 8.13%, 10/15/29(a)
|
|
77
|
79,694
|
|
Karoon USA Finance, Inc., 10.50%, 05/14/29(a)
|
|
44
|
45,321
|
|
Kinder Morgan Energy Partners LP
|
|
|
|
|
7.30%, 08/15/33
|
|
200
|
221,742
|
|
5.80%, 03/15/35
|
|
50
|
50,959
|
|
6.95%, 01/15/38
|
|
115
|
125,640
|
|
7.50%, 11/15/40
|
|
50
|
56,844
|
|
4.70%, 11/01/42
|
|
100
|
84,582
|
|
Kinder Morgan, Inc.
|
|
|
|
|
7.80%, 08/01/31
|
|
195
|
218,752
|
|
5.95%, 08/01/54(f)
|
|
370
|
354,558
|
|
Kinetik Holdings LP, 5.88%, 06/15/30(a)
|
|
100
|
100,111
|
|
Magnolia Oil & Gas Operating LLC/Magnolia Oil &
Gas Finance Corp., 6.88%, 12/01/32(a)
|
|
115
|
116,943
|
|
MPLX LP
|
|
|
|
|
4.25%, 12/01/27
|
|
25
|
24,876
|
|
4.00%, 03/15/28
|
|
230
|
227,480
|
|
4.80%, 02/15/31
|
|
345
|
340,581
|
|
4.95%, 09/01/32
|
|
50
|
49,163
|
|
5.00%, 01/15/33
|
|
50
|
48,937
|
|
5.00%, 03/01/33
|
|
170
|
166,286
|
|
5.20%, 12/01/47
|
|
125
|
107,449
|
|
4.70%, 04/15/48
|
|
400
|
319,750
|
|
5.95%, 04/01/55
|
|
50
|
46,432
|
|
Murphy Oil Corp., 6.50%, 02/15/34
|
|
83
|
82,074
|
|
Murphy Oil USA, Inc., 5.88%, 06/01/34(a)(f)
|
|
110
|
108,987
|
|
Nabors Industries, Inc.(a)
|
|
|
|
|
9.13%, 01/31/30
|
|
13
|
13,591
|
|
7.63%, 11/15/32
|
|
45
|
45,899
|
|
NGL Energy Operating LLC/NGL Energy Finance
Corp.(a)
|
|
|
|
|
8.13%, 02/15/29
|
|
41
|
42,028
|
|
8.38%, 02/15/32
|
|
123
|
127,906
|
|
NGPL PipeCo LLC, 3.25%, 07/15/31(a)
|
|
291
|
265,722
|
|
Noble Finance II LLC(a)
|
|
|
|
|
8.00%, 04/15/30
|
|
169
|
174,710
|
|
6.25%, 06/15/34
|
|
110
|
106,818
|
|
Northern Oil & Gas, Inc., 7.88%, 10/15/33(a)
|
|
22
|
22,016
|
|
Occidental Petroleum Corp.
|
|
|
|
|
8.88%, 07/15/30
|
|
26
|
28,980
|
|
6.63%, 09/01/30
|
|
89
|
93,316
|
|
6.45%, 09/15/36
|
|
645
|
678,872
|
|
6.60%, 03/15/46
|
|
985
|
1,005,907
|
|
4.20%, 03/15/48
|
|
190
|
144,270
|
|
ONEOK, Inc.
|
|
|
|
|
5.55%, 11/01/26
|
|
200
|
200,433
|
|
Security
|
|
Par
(000)
|
Value
|
|
Oil, Gas & Consumable Fuels (continued)
|
|||
|
ONEOK, Inc. (continued)
|
|
|
|
|
4.55%, 07/15/28
|
USD
|
40
|
$ 39,869
|
|
5.65%, 11/01/28
|
|
270
|
274,609
|
|
3.40%, 09/01/29
|
|
90
|
86,312
|
|
4.40%, 10/15/29
|
|
75
|
73,934
|
|
6.35%, 01/15/31
|
|
300
|
313,634
|
|
6.10%, 11/15/32
|
|
90
|
93,468
|
|
6.05%, 09/01/33(f)
|
|
230
|
237,134
|
|
5.65%, 09/01/34
|
|
100
|
100,197
|
|
5.45%, 06/01/47
|
|
16
|
13,995
|
|
4.85%, 02/01/49
|
|
40
|
32,143
|
|
3.95%, 03/01/50
|
|
100
|
69,084
|
|
7.15%, 01/15/51
|
|
110
|
117,433
|
|
Ovintiv, Inc., 7.10%, 07/15/53(f)
|
|
256
|
274,060
|
|
Par Petroleum LLC, 7.38%, 06/01/34(a)
|
|
31
|
32,077
|
|
Patterson-UTI Energy, Inc., 5.15%, 11/15/29
|
|
55
|
54,861
|
|
PBF Holding Co. LLC/PBF Finance Corp.(a)(f)
|
|
|
|
|
9.88%, 03/15/30
|
|
28
|
29,999
|
|
7.88%, 09/15/30
|
|
67
|
69,534
|
|
Permian Resources Operating LLC(a)
|
|
|
|
|
7.00%, 01/15/32
|
|
990
|
1,024,846
|
|
6.25%, 02/01/33
|
|
956
|
973,153
|
|
Petroleos de Venezuela SA, 6.00%, 11/15/26(c)(m)
|
|
23
|
8,631
|
|
Petroleos Mexicanos
|
|
|
|
|
6.49%, 01/23/27(f)
|
|
18
|
18,131
|
|
5.35%, 02/12/28(f)
|
|
10
|
9,979
|
|
6.50%, 01/23/29
|
|
92
|
93,306
|
|
8.75%, 06/02/29(f)
|
|
271
|
288,263
|
|
5.95%, 01/28/31
|
|
100
|
98,105
|
|
6.70%, 02/16/32
|
|
10
|
9,983
|
|
Phillips 66 Co.
|
|
|
|
|
4.95%, 12/01/27
|
|
125
|
125,532
|
|
3.15%, 12/15/29
|
|
75
|
71,140
|
|
5.65%, 06/15/54
|
|
50
|
45,541
|
|
Plains All American Pipeline LP, 5.95%, 06/15/35
|
|
410
|
414,917
|
|
Plains All American Pipeline LP/PAA Finance Corp.
|
|
|
|
|
3.55%, 12/15/29
|
|
130
|
124,748
|
|
4.90%, 02/15/45
|
|
35
|
29,818
|
|
Sabine Pass Liquefaction LLC
|
|
|
|
|
4.20%, 03/15/28
|
|
65
|
64,518
|
|
4.50%, 05/15/30
|
|
75
|
73,745
|
|
5.90%, 09/15/37
|
|
257
|
264,988
|
|
Saturn Oil & Gas, Inc., 8.50%, 07/30/31(a)
|
|
18
|
18,050
|
|
Shell Finance U.S., Inc.
|
|
|
|
|
6.38%, 12/15/38
|
|
175
|
186,190
|
|
4.00%, 05/10/46
|
|
103
|
79,206
|
|
3.00%, 11/26/51
|
|
120
|
73,902
|
|
SM Energy Co.(a)(f)
|
|
|
|
|
8.63%, 11/01/30
|
|
11
|
11,547
|
|
9.63%, 06/15/33
|
|
100
|
110,003
|
|
South Bow Canadian Infrastructure Holdings Ltd.(b)
|
|
|
|
|
(5-year CMT + 3.67%), 7.50%, 03/01/55
|
|
27
|
28,492
|
|
(5-year CMT + 3.95%), 7.63%, 03/01/55
|
|
28
|
29,121
|
|
South Bow USA Infrastructure Holdings LLC
|
|
|
|
|
4.91%, 09/01/27
|
|
25
|
25,041
|
|
5.58%, 10/01/34
|
|
50
|
49,118
|
|
Sunoco LP/Sunoco Finance Corp., 4.50%, 04/30/30
|
|
100
|
96,475
|
|
Talos Production, Inc.(a)
|
|
|
|
|
9.38%, 02/01/31(f)
|
|
119
|
125,464
|
|
8.00%, 07/15/34
|
|
170
|
171,669
|
|
Targa Resources Corp.
|
|
|
|
|
5.20%, 07/01/27
|
|
195
|
196,045
|
|
Security
|
|
Par
(000)
|
Value
|
|
Oil, Gas & Consumable Fuels (continued)
|
|||
|
Targa Resources Corp. (continued)
|
|
|
|
|
6.50%, 03/30/34
|
USD
|
130
|
$ 137,650
|
|
5.50%, 02/15/35
|
|
270
|
267,236
|
|
6.25%, 07/01/52
|
|
140
|
136,170
|
|
Targa Resources Partners LP/Targa Resources
Partners Finance Corp.
|
|
|
|
|
5.00%, 01/15/28
|
|
20
|
19,976
|
|
4.88%, 02/01/31
|
|
72
|
71,208
|
|
TotalEnergies Capital International SA, 3.13%,
05/29/50
|
|
300
|
190,153
|
|
TotalEnergies Capital SA, 5.49%, 04/05/54(f)
|
|
280
|
257,854
|
|
TotalEnergies Capital USA LLC, 4.25%, 01/13/31
|
|
100
|
97,663
|
|
Trafigura Funding SA, 5.63%, 07/01/31(c)
|
|
200
|
196,280
|
|
TransCanada PipeLines Ltd.
|
|
|
|
|
5.85%, 03/15/36
|
|
135
|
137,838
|
|
6.20%, 10/15/37
|
|
25
|
25,859
|
|
7.63%, 01/15/39
|
|
75
|
86,123
|
|
Trident Energy Finance PLC, 12.50%, 11/30/29(c)
|
|
226
|
238,837
|
|
Valaris Ltd., 8.38%, 04/30/30(a)
|
|
181
|
187,389
|
|
Valero Energy Corp.
|
|
|
|
|
7.50%, 04/15/32
|
|
50
|
55,834
|
|
5.15%, 03/10/36
|
|
25
|
24,156
|
|
Validus Energy II Midcon LLC, 8.00%, 08/01/31(a)
|
|
23
|
22,896
|
|
Venture Global LNG, Inc.(a)
|
|
|
|
|
9.50%, 02/01/29
|
|
52
|
55,662
|
|
9.88%, 02/01/32
|
|
148
|
157,572
|
|
Venture Global Plaquemines LNG LLC, 6.50%,
01/15/34(a)
|
|
100
|
103,186
|
|
Vermilion Energy, Inc., 7.25%, 02/15/33(a)
|
|
91
|
89,990
|
|
Viper Energy Partners LLC
|
|
|
|
|
4.90%, 08/01/30
|
|
315
|
310,905
|
|
5.70%, 08/01/35(f)
|
|
1,087
|
1,080,255
|
|
Vista Energy Argentina SAU, 7.63%, 12/10/35(a)
|
|
16
|
16,536
|
|
Western Midstream Operating LP
|
|
|
|
|
5.50%, 12/15/35(f)
|
|
160
|
155,717
|
|
5.45%, 04/01/44
|
|
95
|
83,763
|
|
5.25%, 02/01/50
|
|
150
|
124,791
|
|
Williams Cos., Inc.
|
|
|
|
|
3.75%, 06/15/27
|
|
125
|
124,227
|
|
4.63%, 06/30/30
|
|
151
|
148,923
|
|
5.80%, 11/15/43
|
|
165
|
157,362
|
|
|
|
|
48,560,332
|
|
Passenger Airlines — 0.1%
|
|||
|
Allegiant Travel Co., 7.13%, 07/01/31(a)
|
|
19
|
19,252
|
|
American Airlines 2025-1 Class B Pass Through
Trust, Series 2025-1, Class B, 5.65%, 05/11/36
|
|
21
|
20,504
|
|
American Airlines 2026-2 Class A Pass Through
Trust, Series 2026-2, Class A, 02/20/39(d)
|
|
790
|
786,897
|
|
American Airlines, Inc./AAdvantage Loyalty IP Ltd.,
5.75%, 04/20/29(a)
|
|
24
|
23,702
|
|
JetBlue Airways Corp./JetBlue Loyalty LP, 9.88%,
09/20/31(a)(f)
|
|
169
|
147,055
|
|
JetBlue Pass-Through Trust, Series 2019-1,
Class AA, 2.75%, 11/15/33
|
|
28
|
24,456
|
|
Southwest Airlines Co., 5.13%, 06/15/27
|
|
75
|
75,240
|
|
|
|
|
1,097,106
|
|
Personal Care Products — 0.0%
|
|||
|
Colgate-Palmolive Co., 3.70%, 08/01/47
|
|
50
|
37,369
|
|
Edgewell Personal Care Co., 4.13%, 04/01/29(a)
|
|
100
|
96,225
|
|
Estee Lauder Cos., Inc., 2.38%, 12/01/29
|
|
100
|
92,523
|
|
Kenvue, Inc.
|
|
|
|
|
4.90%, 03/22/33
|
|
25
|
24,703
|
|
Security
|
|
Par
(000)
|
Value
|
|
Personal Care Products (continued)
|
|||
|
Kenvue, Inc. (continued)
|
|
|
|
|
5.05%, 03/22/53
|
USD
|
150
|
$ 129,987
|
|
Procter & Gamble Co.
|
|
|
|
|
2.85%, 08/11/27
|
|
25
|
24,651
|
|
3.60%, 03/25/50
|
|
25
|
18,534
|
|
|
|
|
423,992
|
|
Pharmaceuticals — 0.8%
|
|||
|
AbbVie, Inc.
|
|
|
|
|
3.20%, 11/21/29
|
|
57
|
54,334
|
|
4.50%, 05/14/35
|
|
63
|
59,534
|
|
4.05%, 11/21/39
|
|
100
|
85,437
|
|
4.40%, 11/06/42
|
|
103
|
87,210
|
|
4.25%, 11/21/49
|
|
380
|
295,778
|
|
5.40%, 03/15/54
|
|
300
|
274,578
|
|
5.50%, 03/15/64
|
|
75
|
68,170
|
|
Amneal Pharmaceuticals LLC, 6.88%, 08/01/32(a)
|
|
118
|
121,244
|
|
Astrazeneca Finance LLC
|
|
|
|
|
1.75%, 05/28/28
|
|
130
|
123,974
|
|
4.85%, 02/26/29(f)
|
|
75
|
75,477
|
|
AstraZeneca PLC, 6.45%, 09/15/37
|
|
170
|
184,395
|
|
Becton Dickinson & Co.
|
|
|
|
|
4.69%, 02/13/28
|
|
200
|
200,125
|
|
2.82%, 05/20/30
|
|
25
|
23,165
|
|
3.79%, 05/20/50
|
|
24
|
16,465
|
|
Bristol-Myers Squibb Co.
|
|
|
|
|
3.25%, 08/01/42
|
|
80
|
58,566
|
|
5.50%, 02/22/44
|
|
66
|
63,177
|
|
4.25%, 10/26/49
|
|
250
|
193,746
|
|
Cardinal Health, Inc.
|
|
|
|
|
5.45%, 02/15/34
|
|
123
|
123,458
|
|
5.35%, 11/15/34
|
|
380
|
377,071
|
|
5.75%, 11/15/54(f)
|
|
90
|
85,265
|
|
Cencora, Inc.
|
|
|
|
|
4.85%, 12/15/29
|
|
540
|
540,617
|
|
2.70%, 03/15/31
|
|
310
|
280,897
|
|
5.13%, 02/15/34
|
|
245
|
241,685
|
|
5.15%, 02/15/35
|
|
80
|
78,647
|
|
CVS Health Corp.
|
|
|
|
|
6.25%, 06/01/27
|
|
100
|
101,424
|
|
4.30%, 03/25/28
|
|
200
|
198,786
|
|
3.25%, 08/15/29
|
|
100
|
95,493
|
|
5.00%, 09/15/32
|
|
180
|
178,412
|
|
5.45%, 09/15/35
|
|
440
|
435,456
|
|
6.00%, 06/01/44
|
|
175
|
168,906
|
|
5.13%, 07/20/45
|
|
200
|
173,816
|
|
5.05%, 03/25/48
|
|
275
|
232,261
|
|
5.63%, 02/21/53
|
|
13
|
11,704
|
|
6.05%, 06/01/54
|
|
217
|
206,672
|
|
Eli Lilly & Co.
|
|
|
|
|
4.20%, 08/14/29
|
|
100
|
99,017
|
|
4.90%, 02/12/32
|
|
510
|
511,821
|
|
4.88%, 02/27/53
|
|
35
|
30,019
|
|
5.00%, 02/09/54
|
|
250
|
218,302
|
|
5.55%, 10/15/55
|
|
40
|
37,851
|
|
5.60%, 05/20/56
|
|
350
|
333,615
|
|
4.95%, 02/27/63
|
|
60
|
50,403
|
|
5.65%, 10/15/65
|
|
65
|
61,494
|
|
GlaxoSmithKline Capital, Inc., 6.38%, 05/15/38
|
|
125
|
134,220
|
|
Harrow, Inc., 8.63%, 09/15/30(a)(f)
|
|
43
|
43,598
|
|
Security
|
|
Par
(000)
|
Value
|
|
Pharmaceuticals (continued)
|
|||
|
HLF Financing SARL LLC/Herbalife International,
Inc., 7.75%, 05/01/33(a)
|
USD
|
57
|
$ 57,361
|
|
Johnson & Johnson
|
|
|
|
|
5.00%, 03/01/35
|
|
50
|
50,331
|
|
3.63%, 03/03/37
|
|
25
|
21,995
|
|
5.95%, 08/15/37
|
|
70
|
75,234
|
|
3.40%, 01/15/38
|
|
292
|
248,069
|
|
3.75%, 03/03/47
|
|
23
|
17,465
|
|
Merck & Co., Inc.
|
|
|
|
|
1.70%, 06/10/27
|
|
500
|
489,353
|
|
4.75%, 12/04/35
|
|
500
|
480,125
|
|
4.15%, 05/18/43
|
|
272
|
221,956
|
|
5.00%, 05/17/53
|
|
50
|
43,271
|
|
2.90%, 12/10/61
|
|
40
|
21,678
|
|
5.15%, 05/17/63
|
|
240
|
206,137
|
|
Mylan, Inc., 4.55%, 04/15/28
|
|
25
|
24,809
|
|
Novartis Capital Corp.
|
|
|
|
|
3.10%, 05/17/27
|
|
25
|
24,785
|
|
4.40%, 05/06/44
|
|
90
|
75,834
|
|
2.75%, 08/14/50
|
|
25
|
14,957
|
|
Novartis Finance SA, 3.50%, 05/13/35(c)
|
EUR
|
200
|
226,963
|
|
Organon & Co./Organon Foreign Debt Co-Issuer BV,
7.88%, 05/15/34(a)
|
USD
|
35
|
37,338
|
|
Pfizer Investment Enterprises Pte. Ltd.
|
|
|
|
|
5.30%, 05/19/53
|
|
227
|
203,605
|
|
5.34%, 05/19/63
|
|
130
|
113,471
|
|
Pfizer, Inc.
|
|
|
|
|
1.75%, 08/18/31
|
|
28
|
24,186
|
|
7.20%, 03/15/39
|
|
200
|
228,772
|
|
5.60%, 09/15/40
|
|
58
|
57,753
|
|
Viatris, Inc., 2.30%, 06/22/27
|
|
20
|
19,550
|
|
Zoetis, Inc., 3.90%, 08/20/28
|
|
25
|
24,684
|
|
|
|
|
10,045,967
|
|
Real Estate Management & Development — 0.1%
|
|||
|
Anywhere Real Estate Group LLC/Realogy Co-Issuer
Corp.(a)
|
|
|
|
|
5.75%, 01/15/29
|
|
94
|
92,611
|
|
5.25%, 04/15/30
|
|
63
|
60,395
|
|
9.75%, 04/15/30
|
|
61
|
65,358
|
|
CBRE Services, Inc.
|
|
|
|
|
2.50%, 04/01/31
|
|
40
|
35,621
|
|
5.95%, 08/15/34
|
|
285
|
291,602
|
|
Cushman & Wakefield U.S. Borrower LLC, 8.88%,
09/01/31(a)
|
|
54
|
56,480
|
|
Five Point Operating Co. LP, 8.00%, 10/01/30(a)(f)
|
|
77
|
78,917
|
|
Howard Hughes Corp., 6.13%, 03/01/34(a)(f)
|
|
28
|
27,295
|
|
|
|
|
708,279
|
|
Residential REITs — 0.1%
|
|||
|
ERP Operating LP, 4.65%, 09/15/34
|
|
160
|
152,672
|
|
Invitation Homes Operating Partnership LP, 5.50%,
08/15/33
|
|
60
|
60,163
|
|
Mid-America Apartments LP, 3.60%, 06/01/27
|
|
50
|
49,731
|
|
NNN REIT, Inc., 5.60%, 10/15/33
|
|
150
|
151,551
|
|
Realty Income Corp.
|
|
|
|
|
3.00%, 01/15/27
|
|
20
|
19,886
|
|
3.40%, 01/15/28
|
|
100
|
98,304
|
|
4.75%, 02/15/29
|
|
250
|
249,999
|
|
4.50%, 02/01/33
|
|
50
|
47,954
|
|
Security
|
|
Par
(000)
|
Value
|
|
Residential REITs (continued)
|
|||
|
Realty Income Corp. (continued)
|
|
|
|
|
1.80%, 03/15/33
|
USD
|
40
|
$ 32,600
|
|
Store Capital LLC, 2.75%, 11/18/30(f)
|
|
137
|
122,773
|
|
|
|
|
985,633
|
|
Retail REITs — 0.1%
|
|||
|
Simon Property Group LP
|
|
|
|
|
1.38%, 01/15/27
|
|
120
|
118,443
|
|
4.38%, 10/01/30
|
|
102
|
100,178
|
|
4.75%, 09/26/34
|
|
60
|
57,444
|
|
6.75%, 02/01/40
|
|
150
|
164,214
|
|
4.75%, 03/15/42
|
|
330
|
292,889
|
|
4.25%, 11/30/46
|
|
330
|
261,337
|
|
3.25%, 09/13/49(f)
|
|
30
|
19,649
|
|
5.85%, 03/08/53(f)
|
|
230
|
222,410
|
|
|
|
|
1,236,564
|
|
Semiconductors & Semiconductor Equipment — 0.4%
|
|||
|
Analog Devices, Inc.
|
|
|
|
|
2.10%, 10/01/31
|
|
20
|
17,447
|
|
2.80%, 10/01/41
|
|
50
|
34,835
|
|
2.95%, 10/01/51
|
|
35
|
21,122
|
|
Applied Materials, Inc., 5.85%, 06/15/41
|
|
25
|
25,060
|
|
Broadcom Corp./Broadcom Cayman Finance Ltd.,
3.50%, 01/15/28
|
|
150
|
147,563
|
|
Broadcom, Inc.
|
|
|
|
|
4.00%, 04/15/29
|
|
20
|
19,596
|
|
5.15%, 11/15/31
|
|
65
|
64,809
|
|
4.15%, 04/15/32
|
|
25
|
23,523
|
|
3.42%, 04/15/33
|
|
201
|
177,434
|
|
5.20%, 07/15/35
|
|
285
|
273,608
|
|
3.14%, 11/15/35
|
|
214
|
173,952
|
|
4.80%, 02/15/36
|
|
100
|
92,420
|
|
Intel Corp.
|
|
|
|
|
2.45%, 11/15/29
|
|
100
|
92,297
|
|
3.90%, 03/25/30
|
|
100
|
96,129
|
|
5.20%, 02/10/33
|
|
380
|
375,788
|
|
5.70%, 02/10/53
|
|
120
|
106,506
|
|
6.13%, 05/15/56
|
|
405
|
379,996
|
|
4.95%, 03/25/60
|
|
100
|
77,698
|
|
Kioxia Holdings Corp.
|
|
|
|
|
6.25%, 07/24/30
|
|
50
|
51,132
|
|
6.63%, 07/24/33(a)
|
|
98
|
101,280
|
|
KLA Corp., 4.95%, 07/15/52
|
|
175
|
149,335
|
|
Microchip Technology, Inc., 5.05%, 03/15/29
|
|
25
|
25,080
|
|
NVIDIA Corp.
|
|
|
|
|
4.95%, 06/15/36(f)
|
|
1,190
|
1,138,614
|
|
3.50%, 04/01/40
|
|
40
|
31,832
|
|
5.55%, 06/15/46
|
|
640
|
590,692
|
|
3.50%, 04/01/50
|
|
100
|
67,707
|
|
NXP BV/NXP Funding LLC/NXP USA, Inc.
|
|
|
|
|
3.15%, 05/01/27
|
|
50
|
49,419
|
|
5.00%, 01/15/33
|
|
50
|
48,625
|
|
QUALCOMM, Inc., 3.25%, 05/20/27
|
|
75
|
74,423
|
|
Texas Instruments, Inc.
|
|
|
|
|
4.60%, 02/08/29
|
|
110
|
110,185
|
|
1.75%, 05/04/30
|
|
255
|
228,447
|
|
4.90%, 03/14/33
|
|
200
|
199,182
|
|
4.15%, 05/15/48
|
|
50
|
38,905
|
|
Security
|
|
Par
(000)
|
Value
|
|
Semiconductors & Semiconductor Equipment (continued)
|
|||
|
Texas Instruments, Inc. (continued)
|
|
|
|
|
5.15%, 02/08/54
|
USD
|
120
|
$ 106,271
|
|
5.05%, 05/18/63
|
|
50
|
41,798
|
|
|
|
|
5,252,710
|
|
Software — 0.8%
|
|||
|
Cloud Software Group, Inc.(a)
|
|
|
|
|
9.00%, 09/30/29
|
|
140
|
137,165
|
|
8.25%, 06/30/32
|
|
179
|
169,332
|
|
Concentrix Corp., 6.60%, 08/02/28
|
|
50
|
50,102
|
|
Elastic NV, 4.13%, 07/15/29(a)
|
|
58
|
55,264
|
|
Electronic Arts, Inc., 2.95%, 02/15/51
|
|
25
|
21,176
|
|
Intuit, Inc.
|
|
|
|
|
5.20%, 09/15/33(f)
|
|
440
|
435,979
|
|
5.50%, 09/15/53
|
|
50
|
42,890
|
|
Microsoft Corp.
|
|
|
|
|
5.20%, 06/01/39(f)
|
|
93
|
92,314
|
|
2.53%, 06/01/50
|
|
175
|
98,255
|
|
2.92%, 03/17/52
|
|
275
|
164,437
|
|
3.95%, 08/08/56
|
|
200
|
142,409
|
|
2.68%, 06/01/60
|
|
230
|
118,648
|
|
MSCI, Inc.
|
|
|
|
|
3.63%, 09/01/30(a)
|
|
195
|
182,977
|
|
3.88%, 02/15/31(a)
|
|
112
|
105,080
|
|
5.25%, 09/01/35(f)
|
|
36
|
34,546
|
|
5.15%, 03/15/36(f)
|
|
535
|
507,647
|
|
OAK-Eagle Acquireco, Inc., 7.25%, 07/01/33(a)
|
|
11
|
11,398
|
|
Open Text Holdings, Inc.(a)
|
|
|
|
|
4.13%, 02/15/30
|
|
44
|
40,592
|
|
4.13%, 12/01/31(f)
|
|
30
|
26,471
|
|
Oracle Corp.
|
|
|
|
|
2.95%, 04/01/30
|
|
40
|
35,985
|
|
4.65%, 05/06/30
|
|
165
|
158,531
|
|
2.88%, 03/25/31
|
|
195
|
169,978
|
|
4.90%, 02/06/33
|
|
60
|
55,195
|
|
5.35%, 05/04/33
|
|
915
|
859,850
|
|
3.90%, 05/15/35
|
|
100
|
81,735
|
|
5.50%, 08/03/35
|
|
985
|
904,185
|
|
5.20%, 09/26/35
|
|
170
|
152,527
|
|
3.60%, 04/01/40
|
|
290
|
200,626
|
|
3.65%, 03/25/41(f)
|
|
520
|
352,723
|
|
4.50%, 07/08/44(f)
|
|
55
|
38,513
|
|
6.55%, 02/04/46
|
|
141
|
124,781
|
|
3.60%, 04/01/50(f)
|
|
734
|
420,658
|
|
3.95%, 03/25/51
|
|
6
|
3,657
|
|
5.55%, 02/06/53
|
|
117
|
87,888
|
|
5.38%, 09/27/54
|
|
470
|
342,693
|
|
6.00%, 08/03/55
|
|
211
|
169,204
|
|
5.95%, 09/26/55
|
|
764
|
607,028
|
|
6.70%, 02/04/56(f)
|
|
205
|
180,761
|
|
3.85%, 04/01/60
|
|
110
|
61,761
|
|
4.10%, 03/25/61(f)
|
|
549
|
320,803
|
|
6.13%, 08/03/65
|
|
310
|
245,104
|
|
6.10%, 09/26/65
|
|
718
|
564,187
|
|
Pagaya U.S. Holdings Co. LLC, 8.88%, 08/01/30(a)
|
|
119
|
105,672
|
|
Roper Technologies, Inc.
|
|
|
|
|
4.50%, 10/15/29
|
|
340
|
336,244
|
|
2.00%, 06/30/30
|
|
95
|
84,685
|
|
Salesforce, Inc.
|
|
|
|
|
4.50%, 03/15/28
|
|
287
|
286,342
|
|
4.90%, 09/15/31(f)
|
|
93
|
91,646
|
|
Security
|
|
Par
(000)
|
Value
|
|
Software (continued)
|
|||
|
Salesforce, Inc. (continued)
|
|
|
|
|
5.20%, 03/15/33(f)
|
USD
|
556
|
$ 549,169
|
|
5.55%, 03/15/36
|
|
280
|
273,036
|
|
SS&C Technologies, Inc., 6.50%, 06/01/32(a)
|
|
26
|
26,192
|
|
Synopsys, Inc., 4.65%, 04/01/28
|
|
100
|
99,861
|
|
Take-Two Interactive Software, Inc., 3.70%, 04/14/27
|
|
50
|
49,745
|
|
UKG, Inc., 6.88%, 02/01/31(a)
|
|
50
|
48,988
|
|
VMware LLC, 4.70%, 05/15/30
|
|
75
|
74,186
|
|
|
|
|
10,600,821
|
|
Specialized REITs — 0.1%
|
|||
|
CubeSmart LP, 2.25%, 12/15/28
|
|
100
|
94,481
|
|
Extra Space Storage LP
|
|
|
|
|
5.50%, 07/01/30
|
|
140
|
141,864
|
|
2.35%, 03/15/32
|
|
100
|
86,036
|
|
Iron Mountain, Inc.(a)
|
|
|
|
|
4.88%, 09/15/27
|
|
100
|
99,673
|
|
4.50%, 02/15/31
|
|
26
|
24,608
|
|
5.63%, 07/15/32
|
|
61
|
59,698
|
|
6.25%, 01/15/33
|
|
118
|
118,453
|
|
6.25%, 01/15/35
|
|
80
|
78,993
|
|
Public Storage Operating Co.
|
|
|
|
|
5.10%, 08/01/33
|
|
50
|
49,793
|
|
5.15%, 08/15/36
|
|
140
|
136,351
|
|
|
|
|
889,950
|
|
Specialty Retail — 0.1%
|
|||
|
Academy Ltd., 5.88%, 05/15/31(a)
|
|
23
|
22,752
|
|
AutoZone, Inc.
|
|
|
|
|
6.55%, 11/01/33
|
|
225
|
239,942
|
|
5.40%, 07/15/34
|
|
305
|
304,167
|
|
Dick’s Sporting Goods, Inc.
|
|
|
|
|
4.00%, 10/01/29
|
|
47
|
45,659
|
|
4.10%, 01/15/52
|
|
7
|
4,836
|
|
FirstCash, Inc.(a)
|
|
|
|
|
6.88%, 03/01/32
|
|
164
|
166,356
|
|
6.13%, 05/01/34
|
|
70
|
69,006
|
|
Gap, Inc., 3.63%, 10/01/29(a)
|
|
59
|
55,504
|
|
Genuine Parts Co., 4.95%, 08/15/29
|
|
25
|
24,834
|
|
Kohl’s Corp.
|
|
|
|
|
10.00%, 06/01/30(a)
|
|
25
|
27,003
|
|
5.13%, 05/01/31
|
|
17
|
15,236
|
|
Macy’s Retail Holdings LLC, 7.38%, 08/01/33(a)
|
|
84
|
87,410
|
|
O’Reilly Automotive, Inc.
|
|
|
|
|
3.90%, 06/01/29
|
|
50
|
48,848
|
|
4.20%, 04/01/30
|
|
125
|
121,797
|
|
|
|
|
1,233,350
|
|
Technology Hardware, Storage & Peripherals — 0.2%
|
|||
|
Apple, Inc.
|
|
|
|
|
2.38%, 02/08/41(f)
|
|
361
|
247,342
|
|
3.85%, 05/04/43(f)
|
|
501
|
398,038
|
|
3.45%, 02/09/45
|
|
136
|
98,829
|
|
4.65%, 02/23/46
|
|
425
|
365,229
|
|
2.65%, 02/08/51
|
|
189
|
108,336
|
|
4.85%, 05/10/53
|
|
250
|
218,887
|
|
4.10%, 08/08/62
|
|
160
|
115,223
|
|
Dell International LLC/EMC Corp.
|
|
|
|
|
6.10%, 07/15/27
|
|
65
|
65,855
|
|
5.30%, 10/01/29
|
|
25
|
25,279
|
|
6.20%, 07/15/30
|
|
100
|
103,907
|
|
5.75%, 02/01/33
|
|
45
|
45,889
|
|
5.40%, 04/15/34
|
|
215
|
213,346
|
|
5.25%, 02/15/37
|
|
81
|
77,750
|
|
Security
|
|
Par
(000)
|
Value
|
|
Technology Hardware, Storage & Peripherals (continued)
|
|||
|
Diebold Nixdorf, Inc., 7.75%, 03/31/30(a)
|
USD
|
47
|
$ 48,792
|
|
Hewlett Packard Enterprise Co., 4.55%, 10/15/29
|
|
105
|
103,863
|
|
HP, Inc.
|
|
|
|
|
3.00%, 06/17/27
|
|
75
|
74,095
|
|
6.00%, 09/15/41
|
|
145
|
142,921
|
|
NCR Atleos Corp., 9.50%, 04/01/29(a)
|
|
36
|
38,180
|
|
Seagate Data Storage Technology Pte Ltd., 9.63%,
12/01/32(f)
|
|
215
|
235,694
|
|
Seagate Data Storage Technology Pte. Ltd., 5.88%,
07/15/30
|
|
41
|
41,615
|
|
|
|
|
2,769,070
|
|
Textiles, Apparel & Luxury Goods — 0.1%
|
|||
|
NIKE, Inc., 2.85%, 03/27/30
|
|
100
|
93,852
|
|
Ralph Lauren Corp., 5.00%, 06/15/32
|
|
710
|
707,944
|
|
|
|
|
801,796
|
|
Tobacco — 0.6%
|
|||
|
Altria Group, Inc.
|
|
|
|
|
4.80%, 02/14/29
|
|
500
|
500,249
|
|
3.40%, 05/06/30
|
|
150
|
142,130
|
|
2.45%, 02/04/32
|
|
400
|
348,345
|
|
5.80%, 02/14/39
|
|
95
|
93,778
|
|
3.40%, 02/04/41
|
|
760
|
563,416
|
|
5.95%, 02/14/49(f)
|
|
1,125
|
1,058,624
|
|
4.45%, 05/06/50
|
|
79
|
59,434
|
|
3.70%, 02/04/51
|
|
290
|
192,430
|
|
4.00%, 02/04/61
|
|
450
|
297,209
|
|
BAT Capital Corp.
|
|
|
|
|
3.46%, 09/06/29
|
|
150
|
144,212
|
|
5.83%, 02/20/31
|
|
330
|
340,374
|
|
2.73%, 03/25/31
|
|
180
|
163,069
|
|
7.75%, 10/19/32
|
|
75
|
84,595
|
|
4.63%, 03/22/33
|
|
25
|
24,100
|
|
3.73%, 09/25/40
|
|
169
|
133,824
|
|
7.08%, 08/02/43
|
|
290
|
312,519
|
|
7.08%, 08/02/53(f)
|
|
190
|
205,639
|
|
Philip Morris International, Inc.
|
|
|
|
|
4.38%, 11/01/27
|
|
100
|
99,835
|
|
4.88%, 02/15/28
|
|
590
|
592,524
|
|
5.63%, 11/17/29
|
|
215
|
220,213
|
|
1.75%, 11/01/30
|
|
50
|
44,012
|
|
5.75%, 11/17/32
|
|
345
|
356,996
|
|
5.38%, 02/15/33
|
|
795
|
803,993
|
|
5.63%, 09/07/33
|
|
90
|
92,167
|
|
5.25%, 02/13/34
|
|
75
|
74,986
|
|
6.38%, 05/16/38
|
|
85
|
90,638
|
|
4.25%, 11/10/44
|
|
380
|
307,626
|
|
Reynolds American, Inc., 5.85%, 08/15/45
|
|
100
|
94,750
|
|
Turning Point Brands, Inc., 7.63%, 03/15/32(a)
|
|
58
|
58,900
|
|
|
|
|
7,500,587
|
|
Transportation Infrastructure — 0.0%
|
|||
|
FedEx Corp.
|
|
|
|
|
3.40%, 02/15/28
|
|
20
|
19,232
|
|
3.10%, 08/05/29
|
|
285
|
271,121
|
|
RXO, Inc., 6.38%, 05/15/31(a)
|
|
82
|
81,825
|
|
Ryder System, Inc., 6.60%, 12/01/33
|
|
80
|
85,803
|
|
United Parcel Service, Inc., 5.30%, 04/01/50
|
|
25
|
22,580
|
|
|
|
|
480,561
|
|
Utilities — 0.0%
|
|||
|
American Water Capital Corp.
|
|
|
|
|
2.30%, 06/01/31
|
|
35
|
30,988
|
|
4.45%, 06/01/32(f)
|
|
80
|
77,763
|
|
Security
|
|
Par
(000)
|
Value
|
|
Utilities (continued)
|
|||
|
American Water Capital Corp. (continued)
|
|
|
|
|
4.20%, 09/01/48
|
USD
|
120
|
$ 92,191
|
|
5.45%, 03/01/54
|
|
30
|
27,309
|
|
Essential Utilities, Inc.
|
|
|
|
|
4.80%, 08/15/27
|
|
50
|
50,101
|
|
5.38%, 01/15/34
|
|
185
|
184,356
|
|
|
|
|
462,708
|
|
Wireless Telecommunication Services — 0.3%
|
|||
|
Millicom International Cellular SA(a)
|
|
|
|
|
6.25%, 03/25/29
|
|
39
|
39,594
|
|
7.38%, 04/02/32
|
|
88
|
90,035
|
|
Rogers Communications, Inc.
|
|
|
|
|
3.20%, 03/15/27
|
|
65
|
64,500
|
|
(5-year CMT + 2.62%), 7.13%, 04/15/55(b)
|
|
55
|
55,509
|
|
(5-year CMT + 2.65%), 7.00%, 04/15/55(b)
|
|
55
|
55,330
|
|
Telecom Argentina SA, 9.25%, 05/28/33(a)(f)
|
|
23
|
24,482
|
|
T-Mobile USA, Inc.
|
|
|
|
|
2.05%, 02/15/28
|
|
150
|
144,124
|
|
4.80%, 07/15/28
|
|
90
|
90,203
|
|
3.38%, 04/15/29
|
|
25
|
24,047
|
|
3.88%, 04/15/30
|
|
650
|
624,270
|
|
2.55%, 02/15/31
|
|
570
|
511,134
|
|
5.15%, 04/15/34(f)
|
|
35
|
34,239
|
|
5.30%, 05/15/35
|
|
695
|
679,753
|
|
5.75%, 01/15/54
|
|
240
|
214,541
|
|
5.50%, 01/15/55
|
|
65
|
55,882
|
|
5.25%, 06/15/55
|
|
240
|
198,513
|
|
5.70%, 01/15/56
|
|
180
|
158,769
|
|
3.60%, 11/15/60
|
|
1,033
|
617,531
|
|
5.80%, 09/15/62
|
|
353
|
310,825
|
|
Vodafone Group PLC
|
|
|
|
|
6.25%, 11/30/32
|
|
300
|
314,762
|
|
6.15%, 02/27/37
|
|
45
|
46,418
|
|
|
|
|
4,354,461
|
|
Total Corporate Bonds — 27.2%
(Cost: $350,409,674)
|
345,041,796
|
||
|
Fixed Rate Loan Interests
|
|||
|
IT Services — 0.0%
|
|||
|
CoreWeave Compute Acquisition Co. VIII LLC,
2026 Delayed Draw Term Loan, 5.83%,
03/31/32(h)
|
|
434
|
434,114
|
|
Total Fixed Rate Loan Interests — 0.0%
(Cost: $433,029)
|
434,114
|
||
|
Floating Rate Loan Interests(b)
|
|||
|
Electric Utilities — 0.0%
|
|||
|
CPV Fairview LLC, 2025 Term Loan, (3-mo. CME
Term SOFR at 0.00% Floor + 2.50%), 6.23%,
08/14/31
|
|
43
|
42,663
|
|
Security
|
|
Par
(000)
|
Value
|
|
Electric Utilities (continued)
|
|||
|
Ohio Power Partners LLC, Term Loan, (1-mo. CME
Term SOFR at 0.00% Floor + 2.75%), 6.48%,
11/12/32(h)
|
USD
|
34
|
$ 34,331
|
|
West Deptford Energy Holdings LLC, 2025 Term
Loan, (1-mo. CME Term SOFR at 0.00% Floor +
4.00%), 7.73%, 07/24/32
|
|
45
|
45,133
|
|
|
|
|
122,127
|
|
Financial Services — 0.0%
|
|||
|
Kestrel Acquisition LLC, 2026 Term Loan, (3-mo.
CME Term SOFR at 0.00% Floor + 2.75%), 6.48%,
11/06/31
|
|
44
|
43,831
|
|
Hotels, Restaurants & Leisure — 0.0%
|
|||
|
Peninsula Pacific Entertainment LLC, 2025 Term
Loan B, (6-mo. CME Term SOFR at 0.00% Floor +
4.75%), 8.60%, 10/01/32
|
|
143
|
142,587
|
|
IT Services — 0.0%
|
|||
|
CoreWeave Financing DDTL V LLC, Delayed Draw
Term Loan, (1-mo. SOFR + 4.50%), 8.14%,
11/17/31
|
|
78
|
77,844
|
|
Media — 0.1%
|
|||
|
Directv Financing LLC, 2025 Term Loan B, (3-mo.
CME Term SOFR at 0.75% Floor + 5.50%), 9.32%,
02/17/31
|
|
87
|
87,266
|
|
Discovery Global Holdings, Inc., 2026 USD Term
Loan B, (1-mo. CME Term SOFR at 0.00% Floor +
2.50%), 6.23%, 06/03/33
|
|
167
|
166,836
|
|
ECL Entertainment LLC, 2025 Term Loan B, (1-mo.
CME Term SOFR at 0.00% Floor + 3.00%), 6.73%,
08/30/30
|
|
113
|
113,445
|
|
|
|
|
367,547
|
|
Oil, Gas & Consumable Fuels — 0.0%
|
|||
|
Crescent Midstream Operating LLC, Term Loan B,
(3-mo. CME Term SOFR at 0.00% Floor + 3.75%),
7.40%, 02/18/33
|
|
91
|
91,285
|
|
Technology Hardware, Storage & Peripherals — 0.0%
|
|||
|
Xerox Corp., 2023 Non-CoOp Term Loan, (3-mo.
CME Term SOFR at 0.50% Floor + 4.00%), 7.75%,
11/19/29
|
|
16
|
12,058
|
|
Total Floating Rate Loan Interests — 0.1%
(Cost: $852,046)
|
857,279
|
||
|
Foreign Agency Obligations
|
|||
|
Argentina — 0.0%
|
|
||
|
Argentina Treasury Bond BONCER(i)
|
|
|
|
|
0.00%, 12/15/27
|
ARS
|
12,493
|
21,503
|
|
0.00%, 09/29/28
|
|
22,750
|
12,122
|
|
Argentine Republic Government International Bonds
|
|
|
|
|
1.00%, 07/09/29
|
USD
|
1
|
645
|
|
1.75%, 07/09/30
|
|
1
|
1,412
|
|
4.75%, 07/09/35
|
|
2
|
1,609
|
|
4.88%, 07/09/41
|
|
27
|
19,966
|
|
|
|
|
57,257
|
|
Barbados — 0.0%
|
|
||
|
Barbados Government International Bonds, 8.00%,
06/26/35(a)
|
|
22
|
23,393
|
|
Security
|
|
Par
(000)
|
Value
|
|
Brazil — 0.0%
|
|
||
|
Brazil Notas do Tesouro Nacional, Series F, 10.00%,
01/01/31
|
BRL
|
554
|
$ 94,772
|
|
Canada — 0.0%
|
|
||
|
Province of Alberta Canada, 1.30%, 07/22/30
|
USD
|
10
|
8,860
|
|
Province of Ontario Canada
|
|
|
|
|
3.10%, 05/19/27
|
|
15
|
14,863
|
|
2.13%, 01/21/32
|
|
35
|
30,791
|
|
Province of Quebec Canada
|
|
|
|
|
1.90%, 04/21/31(f)
|
|
10
|
8,886
|
|
4.50%, 09/08/33
|
|
15
|
14,745
|
|
Series PD, 7.50%, 09/15/29
|
|
10
|
10,875
|
|
|
|
|
89,020
|
|
Chile — 0.0%
|
|
||
|
Bonos de la Tesoreria de la Republica en pesos,
5.00%, 10/01/28(a)(c)
|
CLP
|
100,000
|
107,746
|
|
Chile Government International Bonds
|
|
|
|
|
3.50%, 01/25/50
|
USD
|
200
|
136,500
|
|
4.00%, 01/31/52(f)
|
|
200
|
148,200
|
|
|
|
|
392,446
|
|
Colombia — 0.1%
|
|
||
|
Colombian TES
|
|
|
|
|
Series B, 12.50%, 02/27/30
|
COP
|
193,300
|
60,980
|
|
Series B, 7.75%, 09/18/30
|
|
889,400
|
239,791
|
|
Series B, 7.00%, 06/30/32
|
|
115,700
|
28,741
|
|
Series B, 13.25%, 02/09/33
|
|
300,300
|
99,019
|
|
Series B, 6.25%, 07/09/36
|
|
260,300
|
55,561
|
|
Series B, 7.25%, 10/26/50
|
|
174,200
|
34,578
|
|
Series B, 12.00%, 03/13/58
|
|
141,100
|
43,788
|
|
|
|
|
562,458
|
|
Czech Republic — 0.0%
|
|
||
|
Czech Republic Government Bonds, 4.00%,
04/04/44
|
CZK
|
1,550
|
63,088
|
|
Ecuador — 0.0%
|
|
||
|
Ecuador Government International Bonds, 6.90%,
07/31/35(c)(n)
|
USD
|
27
|
24,189
|
|
Egypt — 0.0%
|
|
||
|
Egypt Government Bonds
|
|
|
|
|
Series 3Y, 24.46%, 10/01/27
|
EGP
|
2,612
|
50,361
|
|
Series 3Y, 24.44%, 08/05/28
|
|
600
|
11,662
|
|
Series 3Y, 23.38%, 08/26/28
|
|
1,912
|
36,526
|
|
|
|
|
98,549
|
|
Hungary — 0.0%
|
|
||
|
Hungary Government Bonds
|
|
|
|
|
7.00%, 10/24/35
|
HUF
|
47,420
|
164,747
|
|
6.25%, 09/23/37
|
|
23,870
|
79,552
|
|
3.00%, 10/27/38
|
|
32,380
|
79,202
|
|
|
|
|
323,501
|
|
Indonesia — 0.1%
|
|
||
|
Indonesia Government International Bonds
|
|
|
|
|
2.85%, 02/14/30
|
USD
|
640
|
593,600
|
|
4.65%, 09/20/32
|
|
450
|
434,097
|
|
3.05%, 03/12/51
|
|
270
|
160,380
|
|
Indonesia Treasury Bonds
|
|
|
|
|
5.88%, 03/15/31
|
IDR
|
5,443,000
|
285,853
|
|
8.25%, 06/15/32
|
|
59,000
|
3,417
|
|
Security
|
|
Par
(000)
|
Value
|
|
Indonesia (continued)
|
|
||
|
Indonesia Treasury Bonds (continued)
|
|
|
|
|
7.00%, 02/15/33
|
IDR
|
456,000
|
$ 24,949
|
|
6.63%, 05/15/33
|
|
306,000
|
16,383
|
|
|
|
|
1,518,679
|
|
Italy — 0.2%
|
|
||
|
Italy Buoni Poliennali Del Tesoro(c)
|
|
|
|
|
Series 10Y, 3.45%, 02/01/36
|
EUR
|
426
|
473,125
|
|
Series 5Y, 2.85%, 02/01/31
|
|
1,600
|
1,808,591
|
|
|
|
|
2,281,716
|
|
Japan — 0.0%
|
|
||
|
Japan Government Thirty Year Bonds, 0.70%,
09/20/51
|
JPY
|
12,000
|
36,267
|
|
Lebanon — 0.0%
|
|
||
|
Lebanon Government International Bonds(c)(e)(m)
|
|
|
|
|
6.25%, 11/04/24
|
USD
|
23
|
6,089
|
|
6.65%, 11/03/28
|
|
14
|
3,785
|
|
Series 10Y, 6.85%, 03/23/27
|
|
39
|
10,618
|
|
|
|
|
20,492
|
|
Mexico — 0.3%
|
|
||
|
Mexican Bonos
|
|
|
|
|
Series M, 8.50%, 03/01/29
|
MXN
|
640
|
37,501
|
|
Series M, 8.00%, 02/21/36
|
|
950
|
50,714
|
|
Series M, 7.75%, 11/13/42
|
|
1,400
|
68,061
|
|
Series M, 8.00%, 04/29/55
|
|
80
|
3,859
|
|
Mexico Government International Bonds
|
|
|
|
|
2.66%, 05/24/31
|
USD
|
900
|
792,135
|
|
5.38%, 03/22/33
|
|
200
|
193,000
|
|
5.63%, 02/09/34
|
|
320
|
308,864
|
|
3.50%, 02/12/34
|
|
405
|
339,188
|
|
6.05%, 01/11/40
|
|
22
|
20,661
|
|
5.38%, 05/16/40
|
EUR
|
100
|
112,216
|
|
4.50%, 01/31/50(f)
|
USD
|
650
|
457,048
|
|
6.34%, 05/04/53
|
|
200
|
177,788
|
|
7.38%, 05/13/55(f)
|
|
500
|
503,500
|
|
|
|
|
3,064,535
|
|
Panama — 0.2%
|
|
||
|
Panama Government International Bonds
|
|
|
|
|
8.88%, 09/30/27
|
|
121
|
126,000
|
|
3.88%, 03/17/28
|
|
1,610
|
1,580,456
|
|
3.30%, 01/19/33
|
|
200
|
174,416
|
|
|
|
|
1,880,872
|
|
Paraguay — 0.0%
|
|
||
|
Paraguay Government International Bonds, 8.50%,
04/04/38(a)
|
PYG
|
198,000
|
31,818
|
|
Peru — 0.0%
|
|
||
|
Peruvian Government International Bonds
|
|
|
|
|
2.78%, 01/23/31
|
USD
|
6
|
5,486
|
|
7.60%, 08/12/39(c)
|
PEN
|
210
|
66,372
|
|
3.55%, 03/10/51
|
USD
|
480
|
319,349
|
|
6.20%, 06/30/55
|
|
111
|
109,279
|
|
|
|
|
500,486
|
|
Philippines — 0.1%
|
|
||
|
Philippines Government Bonds
|
|
|
|
|
6.00%, 08/20/30
|
PHP
|
28,755
|
449,415
|
|
6.38%, 04/28/35
|
|
4,000
|
60,679
|
|
Philippines Government International Bonds
|
|
|
|
|
3.00%, 02/01/28
|
USD
|
420
|
410,602
|
|
Security
|
|
Par
(000)
|
Value
|
|
Philippines (continued)
|
|
||
|
Philippines Government International
Bonds (continued)
|
|
|
|
|
6.38%, 07/27/30
|
PHP
|
2,820
|
$ 44,728
|
|
3.20%, 07/06/46
|
USD
|
600
|
392,250
|
|
5.90%, 02/04/50
|
|
200
|
191,914
|
|
|
|
|
1,549,588
|
|
Poland — 0.0%
|
|
||
|
Republic of Poland Government Bonds
|
|
|
|
|
4.00%, 07/25/31
|
PLN
|
94
|
23,848
|
|
5.00%, 10/25/35
|
|
311
|
79,068
|
|
2.00%, 08/25/36
|
|
106
|
25,415
|
|
Series 0130, 5.00%, 01/25/30
|
|
290
|
78,065
|
|
Series 1034, 5.00%, 10/25/34
|
|
362
|
93,241
|
|
Republic of Poland Government International Bonds
|
|
|
|
|
1.75%, 08/25/31
|
|
86
|
22,097
|
|
Series 30Y, 5.50%, 03/18/54
|
USD
|
170
|
152,143
|
|
|
|
|
473,877
|
|
Romania — 0.0%
|
|
||
|
Romania Government Bonds
|
|
|
|
|
Series 11Y, 6.75%, 04/25/35
|
RON
|
120
|
26,325
|
|
Series 5Y, 4.25%, 04/28/36
|
|
130
|
23,522
|
|
Romanian Government International Bonds
|
|
|
|
|
5.25%, 05/30/32(c)
|
EUR
|
19
|
22,095
|
|
4.63%, 03/04/33(a)
|
|
3
|
3,311
|
|
5.38%, 06/07/33(a)
|
|
5
|
5,757
|
|
6.13%, 10/07/37(a)
|
|
5
|
5,755
|
|
6.50%, 10/07/45(a)
|
|
4
|
4,540
|
|
|
|
|
91,305
|
|
South Africa — 0.1%
|
|
||
|
Republic of South Africa Government International
Bonds
|
|
|
|
|
Series 2030, 8.00%, 01/31/30
|
ZAR
|
6,065
|
367,839
|
|
Series 2037, 8.50%, 01/31/37
|
|
607
|
35,725
|
|
Series 2048, 8.75%, 02/28/48
|
|
829
|
47,572
|
|
Series R213, 7.00%, 02/28/31
|
|
7,746
|
449,193
|
|
|
|
|
900,329
|
|
South Korea — 0.0%
|
|
||
|
Export-Import Bank of Korea, 5.13%, 09/18/33
|
USD
|
300
|
304,641
|
|
Spain — 0.3%
|
|
||
|
Spain Government Bonds
|
|
|
|
|
2.60%, 05/31/31
|
EUR
|
500
|
563,845
|
|
3.30%, 04/30/36(a)(c)
|
|
2,209
|
2,488,876
|
|
3.40%, 10/31/36(a)(c)
|
|
226
|
255,531
|
|
|
|
|
3,308,252
|
|
Sri Lanka — 0.0%
|
|
||
|
Sri Lanka Government International Bonds(c)
|
|
|
|
|
4.00%, 04/15/28
|
USD
|
3
|
2,543
|
|
5.10%, 06/15/35
|
|
15
|
12,335
|
|
|
|
|
14,878
|
|
Turkey — 0.0%
|
|
||
|
Turkiye Government Bonds
|
|
|
|
|
Series 10Y, 26.20%, 10/05/33
|
TRY
|
970
|
16,584
|
|
Series 10Y, 27.70%, 09/27/34
|
|
977
|
17,488
|
|
Series 5Y, 31.08%, 11/08/28
|
|
812
|
15,408
|
|
Series 5Y, 30.00%, 09/12/29
|
|
940
|
17,236
|
|
|
|
|
66,716
|
|
Security
|
|
Par
(000)
|
Value
|
|
Ukraine — 0.0%
|
|
||
|
Ukraine Government International Bonds
|
|
|
|
|
3.00%, 02/01/30(a)
|
USD
|
1
|
$ 728
|
|
3.00%, 02/01/35(a)
|
|
2
|
1,198
|
|
3.00%, 02/01/36(c)
|
|
29
|
17,172
|
|
6.00%, 02/01/36(c)
|
|
12
|
8,248
|
|
6.00%, 02/01/36(a)
|
|
2
|
1,364
|
|
|
|
|
28,710
|
|
Uruguay — 0.0%
|
|
||
|
Oriental Republic of Uruguay, 5.25%, 09/10/60
|
|
2
|
2,252
|
|
Uruguay Government International Bonds
|
|
|
|
|
4.38%, 10/27/27
|
|
167
|
166,594
|
|
9.75%, 07/20/33
|
UYU
|
682
|
18,764
|
|
8.00%, 10/29/35
|
|
2,554
|
64,600
|
|
5.10%, 06/18/50
|
USD
|
253
|
223,817
|
|
|
|
|
476,027
|
|
Venezuela — 0.0%
|
|
||
|
Venezuela Government International Bonds(e)(m)
|
|
|
|
|
9.25%, 09/15/27
|
|
13
|
6,469
|
|
11.95%, 08/05/31(c)
|
|
32
|
17,457
|
|
|
|
|
23,926
|
|
Total Foreign Agency Obligations — 1.4%
(Cost: $18,539,633)
|
18,301,787
|
||
|
|
|
Shares
|
|
|
Investment Companies
|
|||
|
Capital Markets(f)(o) — 0.4%
|
|
||
|
iShares China Large-Cap ETF
|
|
700
|
25,550
|
|
iShares iBoxx $ Investment Grade Corporate Bond
ETF
|
|
49,500
|
5,259,375
|
|
|
|
|
5,284,925
|
|
Total Investment Companies — 0.4%
(Cost: $5,401,266)
|
5,284,925
|
||
|
|
|
Par
(000)
|
|
|
Municipal Bonds
|
|||
|
California — 0.1%
|
|
||
|
Bay Area Toll Authority, RB, BAB
|
|
|
|
|
Series F-2, 6.26%, 04/01/49
|
USD
|
100
|
101,686
|
|
Series S-1, 7.04%, 04/01/50
|
|
142
|
156,273
|
|
Los Angeles Department of Water & Power, RB, BAB,
6.60%, 07/01/50(f)
|
|
100
|
103,551
|
|
Regents of the University of California Medical Center
Pooled Revenue, RB, Series N, 3.26%, 05/15/60
|
|
50
|
30,145
|
|
State of California, GO, BAB
|
|
|
|
|
7.55%, 04/01/39
|
|
250
|
288,237
|
|
7.35%, 11/01/39
|
|
100
|
111,627
|
|
State of California, Refunding GO, 4.60%, 04/01/38(p)
|
|
370
|
371,334
|
|
University of California, RB, Series AD, 4.86%,
05/15/2112
|
|
270
|
212,942
|
|
|
|
|
1,375,795
|
|
Connecticut — 0.0%
|
|
||
|
State of Connecticut, GO, Series A, 5.85%, 03/15/32
|
|
50
|
52,139
|
|
Security
|
|
Par
(000)
|
Value
|
|
Georgia — 0.0%
|
|
||
|
Municipal Electric Authority of Georgia, Refunding RB,
BAB, 6.64%, 04/01/57
|
USD
|
48
|
$ 49,794
|
|
Illinois — 0.1%
|
|
||
|
Chicago Transit Authority Sales & Transfer Tax
Receipts Revenue, RB, Series B, 6.90%, 12/01/40
|
|
45
|
49,402
|
|
State of Illinois, GO, 5.10%, 06/01/33
|
|
527
|
526,321
|
|
|
|
|
575,723
|
|
Louisiana — 0.0%
|
|
||
|
Louisiana Local Government Environmental Facilities
& Community Development Authority, RB,
Class A-2, 4.15%, 02/01/33
|
|
230
|
227,220
|
|
Massachusetts — 0.0%
|
|
||
|
Commonwealth of Massachusetts, GOL, Series H,
2.90%, 09/01/49(f)
|
|
50
|
32,606
|
|
Michigan — 0.0%
|
|
||
|
University of Michigan, RB, Series B, 2.56%,
04/01/50
|
|
100
|
59,396
|
|
New Jersey — 0.0%
|
|
||
|
New Jersey Turnpike Authority, RB, BAB, Series F,
7.41%, 01/01/40
|
|
184
|
210,080
|
|
New York — 0.1%
|
|
||
|
City of New York, GO, Series B-1, Sustainability
Bonds, 5.83%, 10/01/53
|
|
15
|
14,514
|
|
City of New York, GO, BAB, Series F-1, 6.27%,
12/01/37
|
|
75
|
77,678
|
|
Empire State Development Corp., RB, BAB, 5.77%,
03/15/39
|
|
35
|
35,271
|
|
Metropolitan Transportation Authority, RB, BAB,
6.67%, 11/15/39
|
|
80
|
84,332
|
|
New York City Municipal Water Finance Authority, RB,
5.95%, 06/15/42
|
|
50
|
49,586
|
|
New York City Municipal Water Finance Authority,
Refunding RB, 5.88%, 06/15/44
|
|
60
|
58,330
|
|
New York City Municipal Water Finance Authority,
Refunding RB, BAB, 6.01%, 06/15/42
|
|
60
|
59,381
|
|
Port Authority of New York & New Jersey, RB
|
|
|
|
|
Series 165, 5.65%, 11/01/40
|
|
50
|
51,143
|
|
Series 168, 4.93%, 10/01/51
|
|
110
|
98,001
|
|
|
|
|
528,236
|
|
Ohio — 0.0%
|
|
||
|
American Municipal Power, Inc., RB, Series B, 8.08%,
02/15/50
|
|
150
|
180,184
|
|
Pennsylvania — 0.0%
|
|
||
|
Commonwealth Financing Authority, RB, Series A,
3.86%, 06/01/38(f)
|
|
50
|
45,115
|
|
Pennsylvania State University, Refunding RB,
Series D, 2.79%, 09/01/43
|
|
50
|
37,032
|
|
|
|
|
82,147
|
|
Texas — 0.0%
|
|
||
|
Board of Regents of the University of Texas System,
RB, BAB, Series C, 4.79%, 08/15/46
|
|
50
|
46,568
|
|
Security
|
|
Par
(000)
|
Value
|
|
Texas (continued)
|
|
||
|
City of San Antonio Texas Electric & Gas Systems
Revenue, RB, BAB, Junior Lien, 5.81%, 02/01/41
|
USD
|
50
|
$ 50,167
|
|
Dallas Fort Worth International Airport, Refunding RB,
2.84%, 11/01/46(f)
|
|
50
|
34,576
|
|
State of Texas, GO, BAB, 5.52%, 04/01/39
|
|
145
|
144,459
|
|
|
|
|
275,770
|
|
Total Municipal Bonds — 0.3%
(Cost: $3,695,665)
|
3,649,090
|
||
|
Non-Agency Mortgage-Backed Securities
|
|||
|
Collateralized Mortgage Obligations — 8.9%
|
|||
|
A&D Mortgage Trust(a)
|
|
|
|
|
Series 2023-NQM5, Class A1, 7.05%, 11/25/68
|
|
82
|
82,202
|
|
Series 2024-NQM5, Class A1, 5.70%, 11/25/69
|
|
72
|
71,600
|
|
Series 2026-NQM1, Class A1, 4.91%, 02/25/71(b)
|
|
148
|
146,259
|
|
ACRA Trust, Series 2024-NQM1, Class A1, 5.61%,
10/25/64(a)
|
|
123
|
123,309
|
|
Ajax Mortgage Loan Trust, Series 2023-C, Class A1,
3.50%, 05/25/63(a)
|
|
162
|
154,226
|
|
Alternative Loan Trust
|
|
|
|
|
Series 2005-29CB, Class A6, 5.50%, 07/25/35
|
|
6
|
3,144
|
|
Series 2005-31, Class 1A1, (1 mo. Term SOFR +
0.67%), 4.40%, 08/25/35(b)
|
|
373
|
361,112
|
|
Series 2005-55CW, Class 2A3, (1 mo. Term SOFR
+ 0.46%), 4.11%, 11/25/35(b)
|
|
11
|
8,334
|
|
Series 2005-59, Class 1A1, (1 mo. Term SOFR +
0.77%), 4.44%, 11/20/35(b)
|
|
8
|
7,715
|
|
Series 2006-11CB, Class 2A1, 6.25%, 05/25/36
|
|
874
|
409,883
|
|
Series 2006-OA17, Class 1A1D, (1 mo. Term
SOFR + 0.40%), 4.07%, 12/20/46(b)
|
|
270
|
243,222
|
|
Series 2006-OA2, Class A5, (1 mo. Term SOFR +
0.57%), 4.24%, 05/20/46(b)
|
|
172
|
155,894
|
|
Series 2006-OC10, Class 2A3, (1 mo. Term SOFR
+ 0.57%), 4.30%, 11/25/36(b)
|
|
351
|
327,939
|
|
Series 2006-OC7, Class 2A3, (1 mo. Term SOFR +
0.61%), 4.34%, 07/25/46(b)
|
|
309
|
286,901
|
|
Series 2007-19, Class 1A34, 6.00%, 08/25/37
|
|
281
|
131,416
|
|
American Home Mortgage Investment Trust,
Series 2006-2, Class 2A2, (1 mo. Term SOFR +
1.74%), 5.39%, 05/25/36(b)
|
|
2,206
|
164,298
|
|
Angel Oak Mortgage Trust(a)
|
|
|
|
|
Series 2021-2, Class A1, 0.99%, 04/25/66(b)
|
|
195
|
167,779
|
|
Series 2023-1, Class A1, 4.75%, 09/26/67
|
|
275
|
274,376
|
|
Series 2023-7, Class A1, 4.80%, 11/25/67
|
|
137
|
135,964
|
|
Series 2024-1, Class A1, 5.21%, 08/25/68
|
|
35
|
35,037
|
|
Series 2024-10, Class A1, 5.35%, 10/25/69
|
|
33
|
33,345
|
|
Series 2024-11, Class A1, 5.70%, 08/25/69
|
|
52
|
52,339
|
|
Series 2025-1, Class A1, 5.69%, 01/25/70
|
|
660
|
660,137
|
|
Series 2025-2, Class A1, 5.64%, 02/25/70
|
|
141
|
140,508
|
|
AOMT, Series 2024-6, Class A3, 4.65%, 11/25/67(a)
|
|
244
|
236,761
|
|
Banc of America Alternative Loan Trust
|
|
|
|
|
Series 2003-8, Class 1CB1, 5.50%, 10/25/33
|
|
40
|
39,959
|
|
Series 2006-7, Class A4, 6.50%, 10/25/36
|
|
24
|
5,696
|
|
Banc of America Funding Trust
|
|
|
|
|
Series 2007-1, Class 1A6, 5.75%, 01/25/37
|
|
7
|
6,044
|
|
Security
|
|
Par
(000)
|
Value
|
|
Collateralized Mortgage Obligations (continued)
|
|||
|
Banc of America Funding Trust (continued)
|
|
|
|
|
Series 2007-3, Class TA8, (1 mo. Term SOFR +
0.29%), 4.02%, 04/25/37(b)
|
USD
|
183
|
$ 152,759
|
|
Barclays Mortgage Loan Trust, Series 2025-NQM1,
Class A1, 5.66%, 01/25/65(a)
|
|
742
|
741,881
|
|
Bear Stearns Asset Backed Securities I Trust(b)
|
|
|
|
|
Series 2006-AC2, Class 1A1, (1 mo. Term SOFR +
0.46%), 4.19%, 03/25/36
|
|
45
|
11,076
|
|
Series 2006-IM1, Class A3, (1 mo. Term SOFR +
0.67%), 4.40%, 04/25/36
|
|
199
|
199,595
|
|
Braccan Mortgage Funding, Series 2024-1, Class X,
(1-day SONIA GBP 4.34%), 8.08%, 02/15/67(b)(c)
|
GBP
|
51
|
68,616
|
|
BRAVO Residential Funding Trust(a)
|
|
|
|
|
Series 2021-NQM1, Class B1, 3.17%, 02/25/49(b)
|
USD
|
265
|
219,531
|
|
Series 2024-NQM4, Class A3, 4.35%, 01/25/60
|
|
261
|
254,254
|
|
Series 2025-NQM2, Class A1, 5.68%, 11/25/64
|
|
158
|
158,165
|
|
Series 2025-NQM7, Class A1, 5.46%, 07/25/65(b)
|
|
155
|
154,367
|
|
Chase Mortgage Finance Trust
|
|
|
|
|
Series 2006-S2, Class 1A16, 6.25%, 10/25/36
|
|
396
|
138,688
|
|
Series 2007-A1, Class 3A1, 5.26%, 02/25/37(b)
|
|
100
|
98,774
|
|
Series 2007-S5, Class 1A10, 6.00%, 07/25/37
|
|
524
|
212,645
|
|
CHL Mortgage Pass-Through Trust
|
|
|
|
|
Series 2006-17, Class A6, 6.00%, 12/25/36
|
|
5
|
2,306
|
|
Series 2007-11, Class A1, 6.00%, 08/25/37
|
|
525
|
208,138
|
|
Series 2007-3, Class A17, 6.00%, 04/25/37
|
|
159
|
68,389
|
|
Series 2007-4, Class 1A47, 6.00%, 05/25/37
|
|
268
|
107,246
|
|
Series 2007-8, Class 1A12, 5.88%, 01/25/38
|
|
140
|
54,871
|
|
Series 2007-8, Class 1A24, 6.00%, 01/25/38
|
|
90
|
35,954
|
|
Series 2007-9, Class A1, 5.75%, 07/25/37
|
|
18
|
7,913
|
|
CIM Trust(a)
|
|
|
|
|
Series 2023-I1, Class B1, 7.01%, 04/25/58(b)
|
|
100
|
99,607
|
|
Series 2023-I2, Class B1, 6.75%, 12/25/67(b)
|
|
115
|
109,621
|
|
Series 2025-I1, Class A1, 5.66%, 10/25/69
|
|
332
|
332,691
|
|
Series 2025-I1, Class M1, 6.44%, 10/25/69(b)
|
|
540
|
542,554
|
|
Citigroup Mortgage Loan Trust, Series 2007-6,
Class 2A1, (1 mo. Term SOFR + 0.61%), 4.34%,
05/25/37(b)
|
|
22
|
21,128
|
|
COLT Mortgage Loan Trust(a)
|
|
|
|
|
Series 2021-5, Class A1, 1.73%, 11/26/66(b)
|
|
96
|
86,545
|
|
Series 2024-6, Class A1, 5.39%, 11/25/69
|
|
65
|
64,972
|
|
Series 2025-11, Class A1, 5.05%, 11/25/70(b)
|
|
127
|
125,614
|
|
Series 2025-7, Class A1, 5.47%, 06/25/70
|
|
214
|
214,202
|
|
Series 2025-8, Class A1, 5.48%, 08/25/70
|
|
125
|
124,994
|
|
Connecticut Avenue Securities Trust(a)(b)
|
|
|
|
|
Series 2019-R06, Class 2B1, (30-day Avg SOFR +
3.86%), 7.48%, 09/25/39
|
|
1,327
|
1,331,866
|
|
Series 2020-R02, Class 2B1, (30-day Avg SOFR +
3.11%), 6.73%, 01/25/40
|
|
1,000
|
1,008,130
|
|
Series 2020-SBT1, Class 1B1, (30-day Avg SOFR
+ 6.86%), 10.48%, 02/25/40
|
|
1,900
|
1,956,487
|
|
Series 2020-SBT1, Class 1M2, (30-day Avg SOFR
+ 3.76%), 7.38%, 02/25/40
|
|
2,325
|
2,359,875
|
|
Series 2021-R01, Class 1B1, (30-day Avg SOFR +
3.10%), 6.72%, 10/25/41
|
|
2,550
|
2,561,915
|
|
Series 2021-R02, Class 2B1, (30-day Avg SOFR +
3.30%), 6.92%, 11/25/41
|
|
1,600
|
1,611,238
|
|
Series 2021-R03, Class 1B1, (30-day Avg SOFR +
2.75%), 6.37%, 12/25/41
|
|
2,250
|
2,264,940
|
|
Series 2022-R01, Class 1B1, (30-day Avg SOFR +
3.15%), 6.77%, 12/25/41
|
|
2,690
|
2,701,782
|
|
Series 2022-R02, Class 2B1, (30-day Avg SOFR +
4.50%), 8.12%, 01/25/42
|
|
1,975
|
2,008,079
|
|
Security
|
|
Par
(000)
|
Value
|
|
Collateralized Mortgage Obligations (continued)
|
|||
|
Connecticut Avenue Securities Trust(a)(b) (continued)
|
|
|
|
|
Series 2022-R02, Class 2M2, (30-day Avg SOFR +
3.00%), 6.62%, 01/25/42
|
USD
|
2,092
|
$ 2,110,703
|
|
Series 2022-R03, Class 1B1, (30-day Avg SOFR +
6.25%), 9.87%, 03/25/42
|
|
1,650
|
1,703,625
|
|
Series 2022-R04, Class 1B1, (30-day Avg SOFR +
5.25%), 8.87%, 03/25/42
|
|
3,150
|
3,233,682
|
|
Series 2022-R05, Class 2B1, (30-day Avg SOFR +
4.50%), 8.12%, 04/25/42
|
|
1,500
|
1,535,625
|
|
Series 2022-R05, Class 2B2, (30-day Avg SOFR +
7.00%), 10.62%, 04/25/42
|
|
2,000
|
2,080,669
|
|
Series 2022-R05, Class 2M2, (30-day Avg SOFR +
3.00%), 6.62%, 04/25/42
|
|
1,438
|
1,455,571
|
|
Series 2022-R07, Class 1M2, (30-day Avg SOFR +
4.65%), 8.27%, 06/25/42
|
|
500
|
515,578
|
|
Series 2022-R07 1B-1, Class B1, (30-day Avg
SOFR + 6.80%), 10.42%, 06/25/42
|
|
500
|
523,595
|
|
Series 2022-R09, Class 2M2, (30-day Avg SOFR +
4.75%), 8.37%, 09/25/42
|
|
750
|
780,000
|
|
Series 2023-R02, Class 1B1, (30-day Avg SOFR +
5.55%), 9.17%, 01/25/43
|
|
520
|
550,434
|
|
Series 2024-R01, Class 1B1, (30-day Avg SOFR +
2.70%), 6.32%, 01/25/44
|
|
1,950
|
2,008,912
|
|
Series 2024-R02, Class 1B1, (30-day Avg SOFR +
2.50%), 6.12%, 02/25/44
|
|
1,000
|
1,024,005
|
|
Series 2024-R05, Class 2M2, (30-day Avg SOFR +
1.70%), 5.32%, 07/25/44
|
|
1,287
|
1,289,033
|
|
Series 2024-R06, Class 1B1, (30-day Avg SOFR +
2.05%), 5.67%, 09/25/44
|
|
1,500
|
1,511,250
|
|
Series 2025-R01, Class 1B1, (30-day Avg SOFR +
1.70%), 5.32%, 01/25/45
|
|
469
|
470,059
|
|
Series 2025-R02, Class 1M2, (30-day Avg SOFR +
1.60%), 5.22%, 02/25/45
|
|
1,750
|
1,754,897
|
|
Series 2026-R03, Class 2M2, (30-day Avg SOFR +
1.55%), 5.17%, 04/25/46
|
|
625
|
628,444
|
|
Credit Suisse First Boston Mortgage Securities Corp.,
Series 2005-11, Class 1A1, 6.50%, 12/25/35
|
|
76
|
26,619
|
|
Cross Mortgage Trust(a)
|
|
|
|
|
Series 2024-H7, Class A1, 5.59%, 11/25/69(b)
|
|
100
|
100,043
|
|
Series 2025-H1, Class M1, 6.48%, 02/25/70(b)
|
|
144
|
144,685
|
|
Series 2025-H8, Class A1A, 5.00%, 11/25/70
|
|
338
|
334,081
|
|
CSMC, Series 2015-6R, Class 5A2, (1 mo. Term
SOFR + 0.29%), 3.13%, 03/27/36(a)(b)
|
|
19
|
15,963
|
|
CSMC Trust(a)(b)
|
|
|
|
|
Series 2020-NQM6, Class PT, 8.83%, 12/25/67
|
|
122
|
121,203
|
|
Series 2020-SPT1, Class PT, 6.49%, 04/25/65
|
|
101
|
98,202
|
|
Series 2022-NQM5, Class M1, 5.17%, 05/25/67
|
|
1,000
|
996,436
|
|
Deephaven Residential Mortgage Trust(a)(b)
|
|
|
|
|
Series 2022-2, Class M1, 4.30%, 03/25/67
|
|
100
|
89,224
|
|
Series 2025-INV1, Class A1, 5.09%, 11/25/60
|
|
285
|
282,047
|
|
Series 2026-INV1, Class A1, 4.80%, 12/25/70
|
|
141
|
138,960
|
|
Easy Street Mortgage Loan Trust, Series-RTL2,
Class A1, 5.61%, 10/25/40(a)
|
|
100
|
99,658
|
|
EFMT(a)
|
|
|
|
|
Series 2022-4, Class B2, 5.84%, 09/25/67(b)
|
|
100
|
99,254
|
|
Series 2024-NQM1, Class A1A, 5.71%, 11/25/69
|
|
107
|
107,176
|
|
Series 2025-INV1, Class A1, 5.63%, 03/25/70
|
|
164
|
164,083
|
|
Series 2025-INV3, Class A1, 5.44%, 07/25/70
|
|
347
|
346,419
|
|
Series 2025-NQM5, Class A1, 5.03%, 11/25/70(b)
|
|
408
|
404,714
|
|
Series 2026-NQM1, Class A1, 4.77%, 02/25/71(b)
|
|
133
|
131,155
|
|
FIGRE Trust, Series 2024-SL1, Class A1, 5.75%,
07/25/53(a)(b)
|
|
88
|
87,838
|
|
Security
|
|
Par
(000)
|
Value
|
|
Collateralized Mortgage Obligations (continued)
|
|||
|
First Horizon Alternative Mortgage Securities Trust(b)
|
|
|
|
|
Series 2005-AA12, Class 2A1, 4.66%, 02/25/36
|
USD
|
7
|
$ 4,137
|
|
Series 2006-AA7, Class A1, 4.42%, 01/25/37
|
|
433
|
330,443
|
|
Freddie Mac STACR REMIC Trust(a)(b)
|
|
|
|
|
Series 2020-HQA5, Class B1, (30-day Avg SOFR +
4.00%), 7.62%, 11/25/50
|
|
2,350
|
2,549,750
|
|
Series 2021-DNA2, Class B1, (30-day Avg SOFR +
3.40%), 7.02%, 08/25/33
|
|
2,255
|
2,501,701
|
|
Series 2021-DNA2, Class B2, (30-day Avg SOFR +
6.00%), 9.62%, 08/25/33
|
|
300
|
375,282
|
|
Series 2021-DNA3, Class B1, (30-day Avg SOFR +
3.50%), 7.12%, 10/25/33
|
|
800
|
893,504
|
|
Series 2021-DNA5, Class B1, (30-day Avg SOFR +
3.05%), 6.67%, 01/25/34
|
|
2,130
|
2,252,475
|
|
Series 2021-DNA5, Class B2, (30-day Avg SOFR +
5.50%), 9.12%, 01/25/34
|
|
500
|
609,511
|
|
Series 2021-DNA6, Class B1, (30-day Avg SOFR +
3.40%), 7.02%, 10/25/41
|
|
2,100
|
2,111,103
|
|
Series 2021-DNA7, Class B1, (30-day Avg SOFR +
3.65%), 7.27%, 11/25/41
|
|
2,394
|
2,412,976
|
|
Series 2021-HQA1, Class B1, (30-day Avg SOFR +
3.00%), 6.62%, 08/25/33
|
|
2,023
|
2,206,687
|
|
Series 2021-HQA2, Class B1, (30-day Avg SOFR +
3.15%), 6.77%, 12/25/33
|
|
795
|
886,425
|
|
Series 2021-HQA3, Class B1, (30-day Avg SOFR +
3.35%), 6.97%, 09/25/41
|
|
2,110
|
2,116,604
|
|
Series 2021-HQA3, Class M2, (30-day Avg SOFR
+ 2.10%), 5.72%, 09/25/41
|
|
1,500
|
1,502,340
|
|
Series 2021-HQA4, Class B1, (30-day Avg SOFR +
3.75%), 7.37%, 12/25/41
|
|
506
|
510,166
|
|
Series 2021-HQA4, Class M2, (30-day Avg SOFR
+ 2.35%), 5.97%, 12/25/41
|
|
1,750
|
1,758,208
|
|
Series 2022-DNA1, Class B1, (30-day Avg SOFR +
3.40%), 7.02%, 01/25/42
|
|
2,500
|
2,513,275
|
|
Series 2022-DNA2, Class M2, (30-day Avg SOFR
+ 3.75%), 7.37%, 02/25/42
|
|
910
|
923,672
|
|
Series 2022-DNA3, Class M2, (30-day Avg SOFR
+ 4.35%), 7.97%, 04/25/42
|
|
1,400
|
1,433,786
|
|
Series 2022-DNA4, Class M2, (30-day Avg SOFR
+ 5.25%), 8.87%, 05/25/42
|
|
2,000
|
2,067,853
|
|
Series 2022-DNA5, Class M2, (30-day Avg SOFR
+ 6.75%), 10.37%, 06/25/42
|
|
2,500
|
2,627,794
|
|
Series 2022-DNA6, Class M2, (30-day Avg SOFR
+ 5.75%), 9.37%, 09/25/42
|
|
1,000
|
1,053,841
|
|
Series 2022-DNA7, Class M2, (30-day Avg SOFR
+ 7.00%), 10.62%, 03/25/52
|
|
1,500
|
1,602,179
|
|
Series 2022-HQA1, Class B1, (30-day Avg SOFR +
7.00%), 10.62%, 03/25/42
|
|
1,500
|
1,553,445
|
|
Series 2022-HQA1, Class M2, (30-day Avg SOFR
+ 5.25%), 8.87%, 03/25/42
|
|
2,725
|
2,795,796
|
|
Series 2023-HQA1, Class M1B, (30-day Avg SOFR
+ 3.50%), 7.12%, 05/25/43
|
|
590
|
612,473
|
|
Series 2023-HQA3, Class M2, (30-day Avg SOFR
+ 3.35%), 6.97%, 11/25/43
|
|
1,000
|
1,038,697
|
|
Series 2026-HQA1, Class M2, (30-day Avg SOFR
+ 1.50%), 5.12%, 05/25/46
|
|
1,000
|
999,904
|
|
GCAT Trust(a)
|
|
|
|
|
Series 2021-NQM3, Class B1, 3.47%, 05/25/66(b)
|
|
100
|
74,766
|
|
Series 2023-NQM4, Class A1, 4.25%, 05/25/67(b)
|
|
126
|
117,225
|
|
Series 2025-NQM4, Class A1, 5.53%, 06/25/70
|
|
177
|
176,791
|
|
GS Mortgage-Backed Securities Trust(a)
|
|
|
|
|
Series 2022-NQM1, Class A4, 4.00%, 05/25/62(b)
|
|
60
|
54,246
|
|
Series 2025-DSC2, Class A1, 5.04%, 01/25/66
|
|
123
|
121,384
|
|
Security
|
|
Par
(000)
|
Value
|
|
Collateralized Mortgage Obligations (continued)
|
|||
|
GS Mortgage-Backed Securities Trust(a) (continued)
|
|
|
|
|
Series 2025-NQM5, Class A1, 5.01%, 07/25/65
|
USD
|
159
|
$ 157,221
|
|
Series 2026-DSC1, Class A1, 4.73%, 05/25/66
|
|
480
|
470,215
|
|
GSMPS Mortgage Loan Trust, Series 2005-RP2,
Class 1AF, (1 mo. Term SOFR + 0.46%), 4.19%,
03/25/35(a)(b)
|
|
120
|
112,539
|
|
HarborView Mortgage Loan Trust, Series 2005-1,
Class 1A, (1 mo. Term SOFR + 0.75%), 4.42%,
03/19/35(b)
|
|
22
|
10,255
|
|
Homes Trust(a)
|
|
|
|
|
Series 2024-NQM2, Class A1, 5.72%, 10/25/69
|
|
62
|
61,802
|
|
Series 2025-NQM1, Class B1, 6.95%, 01/25/70(b)
|
|
393
|
391,748
|
|
Series 2025-NQM1, Class M1, 6.52%, 01/25/70(b)
|
|
200
|
200,225
|
|
Series 2025-NQM2, Class A1, 5.43%, 02/25/70
|
|
162
|
161,211
|
|
Series 2025-NQM5, Class A1, 5.03%, 09/25/70(b)
|
|
155
|
153,596
|
|
Impac CMB Trust, Series 2007-A, Class A, (1 mo.
Term SOFR + 0.61%), 4.34%, 05/25/37(a)(b)
|
|
42
|
41,654
|
|
Impac Secured Assets Trust, Series 2006-3,
Class A1, (1 mo. Term SOFR + 0.45%), 4.18%,
11/25/36(b)
|
|
17
|
15,562
|
|
IndyMac INDX Mortgage Loan Trust, Series 2006-
AR41, Class A3, (1 mo. Term SOFR + 0.47%),
4.20%, 02/25/37(b)
|
|
8
|
8,087
|
|
Japan Housing Finance Agency, Series 180, Class 1,
0.50%, 05/10/57
|
JPY
|
79,138
|
350,576
|
|
JP Morgan Alternative Loan Trust, Series 2006-A1,
Class 2A1, 4.78%, 03/25/36(b)
|
USD
|
649
|
479,008
|
|
JP Morgan Mortgage Trust(a)
|
|
|
|
|
Series 2024-VIS2, Class B1, 7.68%, 11/25/64(b)
|
|
25
|
25,220
|
|
Series 2025-VIS1, Class M1, 6.41%, 08/25/55(b)
|
|
150
|
149,982
|
|
Series 2026-NQM1, Class A1LC, 4.93%, 06/25/66
|
|
30
|
29,456
|
|
MASTR Reperforming Loan Trust, Series 2005-1,
Class 1A3, 7.00%, 08/25/34(a)
|
|
311
|
198,728
|
|
MFA Trust(a)(b)
|
|
|
|
|
Series 2022-NQM1, Class M1, 4.28%, 12/25/66
|
|
100
|
88,013
|
|
Series 2026-NQM2, Class A1, 5.51%, 05/25/71
|
|
244
|
243,024
|
|
Morgan Stanley Resecuritization Trust, Series 2015-
R2, Class 1B, (12-mo. MTA + 0.71%), 3.95%,
12/27/46(a)(b)
|
|
299
|
267,192
|
|
Morgan Stanley Residential Mortgage Loan Trust(a)(b)
|
|
|
|
|
Series 2023-NQM1, Class B1, 7.30%, 09/25/68
|
|
536
|
536,063
|
|
Series 2025-DSC2, Class A1, 5.44%, 07/25/70
|
|
458
|
456,469
|
|
Series 2025-NQM1, Class A1, 5.74%, 11/25/69
|
|
127
|
127,324
|
|
Series 2026-NQM2, Class A1, 4.73%, 01/26/71
|
|
492
|
484,715
|
|
New Residential Mortgage Loan Trust(a)
|
|
|
|
|
Series 2025-NQM1, Class A1, 5.64%, 01/25/65
|
|
403
|
403,880
|
|
Series 2025-NQM1, Class B1, 6.92%, 01/25/65(b)
|
|
500
|
507,371
|
|
Series 2025-NQM1, Class M1, 6.47%, 01/25/65(b)
|
|
289
|
291,302
|
|
Series 2025-NQM4, Class A1, 5.35%, 07/25/65(b)
|
|
116
|
115,706
|
|
Series 2025-NQM5, Class A1, 5.11%, 08/25/65(b)
|
|
80
|
78,559
|
|
NMLT Trust, Series 2021-INV1, Class B1, 3.61%,
05/25/56(a)(b)
|
|
541
|
422,326
|
|
NRZT, Series 2025-NQM6, Class A1, 5.09%,
10/25/65(a)(b)
|
|
160
|
158,283
|
|
NYMT Loan Trust, Series 2026-INV1, Class A1,
4.77%, 02/25/61(a)(b)
|
|
101
|
99,598
|
|
NYMT Trust, Series 2024-RR1, Class A, 7.38%,
05/25/64(a)
|
|
121
|
120,620
|
|
OBX Trust(a)
|
|
|
|
|
Series 2025-NQM3, Class A1, 5.65%, 12/01/64
|
|
89
|
88,979
|
|
Series 2026-NQM8, Class A1LC, 5.30%, 05/25/66
|
|
398
|
391,392
|
|
PRKCM Trust(a)
|
|
|
|
|
Series 2022-AFC1, Class A1A, 5.10%, 04/25/57(b)
|
|
65
|
64,204
|
|
Security
|
|
Par
(000)
|
Value
|
|
Collateralized Mortgage Obligations (continued)
|
|||
|
PRKCM Trust(a) (continued)
|
|
|
|
|
Series 2023-AFC1, Class A1, 6.60%, 02/25/58
|
USD
|
54
|
$ 53,799
|
|
PRPM Trust(a)
|
|
|
|
|
Series 2025-NQM1, Class A1, 5.80%, 11/25/69
|
|
410
|
411,222
|
|
Series 2025-NQM1, Class M1A, 6.65%,
11/25/69(b)
|
|
113
|
113,797
|
|
Series 2025-NQM3, Class A1, 5.61%, 05/25/70
|
|
338
|
337,325
|
|
Series 2025-NQM5, Class A1A, 5.18%, 10/25/70
|
|
137
|
136,031
|
|
RALI Trust(b)
|
|
|
|
|
Series 2005-QA6, Class NB21, 4.64%, 05/25/35
|
|
917
|
413,772
|
|
Series 2005-QO2, Class A1, (12-mo. MTA +
1.36%), 4.76%, 09/25/45
|
|
364
|
310,398
|
|
Series 2007-QH3, Class A1, (1 mo. Term SOFR +
0.43%), 4.16%, 04/25/37
|
|
121
|
119,827
|
|
Series 2007-QO2, Class A1, (1 mo. Term SOFR +
0.26%), 3.99%, 02/25/47
|
|
374
|
107,825
|
|
RCKT Mortgage Trust, Series 2024-CES8,
Class A1A, 5.49%, 11/25/44(a)
|
|
60
|
59,721
|
|
Reperforming Loan REMIC Trust(a)(b)
|
|
|
|
|
Series 2005-R1, Class 1AF1, (1 mo. Term SOFR +
0.47%), 4.20%, 03/25/35
|
|
17
|
16,404
|
|
Series 2005-R1, Class 1AF2, (1 mo. Term SOFR +
0.47%), 4.20%, 03/25/35
|
|
103
|
99,682
|
|
Series 2005-R2, Class 1AF1, (1 mo. Term SOFR +
0.45%), 4.18%, 06/25/35
|
|
8
|
7,761
|
|
Residential Asset Securitization Trust
|
|
|
|
|
Series 2006-A14C, Class 1A2, 6.25%, 12/25/36
|
|
340
|
220,471
|
|
Series 2007-A9, Class A1, (1 mo. Term SOFR +
0.66%), 4.39%, 09/25/37(b)
|
|
1,094
|
261,614
|
|
RFMSI Trust(b)
|
|
|
|
|
Series 2006-SA4, Class 2A1, 5.40%, 11/25/36
|
|
4
|
2,998
|
|
Series 2007-SA4, Class 3A1, 5.67%, 10/25/37
|
|
222
|
125,307
|
|
Saluda Grade Alternative Mortgage Trust, Series 2024-
RTL5, Class A1, 7.76%, 04/25/30(a)
|
|
49
|
48,921
|
|
Santander Mortgage Asset Receivable Trust(a)(b)
|
|
|
|
|
Series 2025-NQM6, Class A1, 5.14%, 11/25/65
|
|
88
|
87,401
|
|
Series 2026-NQM1, Class A1, 4.95%, 11/25/65
|
|
175
|
172,562
|
|
Sequoia Mortgage Trust, Series 2017-CH2, Class B3,
4.41%, 12/25/47(a)(b)
|
|
109
|
102,981
|
|
SG Residential Mortgage Trust(a)(b)
|
|
|
|
|
Series 2019-3, Class B1, 4.08%, 09/25/59
|
|
257
|
241,180
|
|
Series 2021-1, Class A1, 1.16%, 07/25/61
|
|
273
|
224,535
|
|
Series 2026-1, Class A1, 4.78%, 01/25/66
|
|
695
|
685,721
|
|
Series 2026-4, Class A1, 5.51%, 07/01/66
|
|
149
|
148,595
|
|
TRK Trust, Series 2021-INV2, Class B1, 4.10%,
11/25/56(a)(b)
|
|
125
|
106,498
|
|
Verus Securitization Trust(a)
|
|
|
|
|
Series 2021-3, Class B1, 3.20%, 06/25/66(b)
|
|
214
|
161,505
|
|
Series 2021-8, Class A1, 2.82%, 11/25/66(b)
|
|
90
|
81,349
|
|
Series 2023-3, Class B1, 4.03%, 02/25/67(b)
|
|
100
|
82,051
|
|
Series 2025-5, Class A1, 5.43%, 06/25/70
|
|
215
|
215,212
|
|
Series 2025-6, Class A1, 5.42%, 07/25/70
|
|
514
|
512,531
|
|
Series 2026-R1, Class A1, 4.83%, 10/25/67(b)
|
|
196
|
192,725
|
|
Series 2026-R1, Class A1LC, 4.94%, 10/25/67
|
|
321
|
313,833
|
|
Visio Trust, Series 2022-1, Class B1, 5.74%,
08/25/57(a)(b)
|
|
100
|
99,645
|
|
Wachovia Mortgage Loan Trust, Series 2006-AMN1,
Class A2, (1 mo. Term SOFR + 0.41%), 1.45%,
08/25/36(b)
|
|
947
|
296,524
|
|
WaMu Mortgage Pass-Through Certificates Trust(b)
|
|
|
|
|
Series 2006-AR8, Class 1A4, 4.35%, 08/25/46
|
|
54
|
50,336
|
|
Series 2007-HY3, Class 4A1, 4.68%, 03/25/37
|
|
9
|
8,234
|
|
Security
|
|
Par
(000)
|
Value
|
|
Collateralized Mortgage Obligations (continued)
|
|||
|
WaMu Mortgage Pass-Through Certificates
Trust(b) (continued)
|
|
|
|
|
Series 2007-HY4, Class 1A1, 3.46%, 04/25/37
|
USD
|
323
|
$ 286,851
|
|
Series 2007-OA5, Class 1A, (12-mo. MTA +
0.75%), 4.15%, 06/25/47
|
|
76
|
65,185
|
|
Washington Mutual Mortgage Pass-Through
Certificates Trust
|
|
|
|
|
Series 2005-9, Class 5A1, 5.50%, 11/25/35
|
|
137
|
111,621
|
|
Series 2005-AR1, Class A1A, (1 mo. Term SOFR +
0.63%), 4.36%, 12/25/35(b)
|
|
144
|
126,663
|
|
Series 2006-6, Class 3CB1, 7.00%, 08/25/36
|
|
314
|
120,304
|
|
Series 2006-8, Class A4, 4.04%, 10/25/36
|
|
79
|
26,741
|
|
Series 2007-5, Class A6, 6.00%, 06/25/37
|
|
137
|
124,854
|
|
Series 2007-OA2, Class 2A, (12-mo. MTA +
0.70%), 4.10%, 01/25/47(b)
|
|
181
|
158,059
|
|
Series 2007-OA3, Class 5A, (12-mo. MTA +
1.25%), 4.65%, 04/25/47(b)
|
|
79
|
69,947
|
|
Series 2007-OC2, Class A3, (1 mo. Term SOFR +
0.73%), 4.46%, 06/25/37(b)
|
|
12
|
11,128
|
|
|
|
|
112,332,839
|
|
Commercial Mortgage-Backed Securities — 3.2%
|
|||
|
1301 Trust(a)(b)
|
|
|
|
|
Series 2025-1301, Class A, 5.06%, 08/11/42
|
|
55
|
54,540
|
|
Series 2025-1301, Class E, 7.24%, 08/11/42
|
|
35
|
34,835
|
|
Series 2025-1301, Class F, 8.10%, 08/11/42
|
|
444
|
456,558
|
|
1345T(a)(b)
|
|
|
|
|
Series 2025-AOA, Class A, (1 mo. Term SOFR +
1.60%), 5.28%, 06/15/42
|
|
116
|
115,607
|
|
Series 2025-AOA, Class E, (1 mo. Term SOFR +
4.50%), 8.18%, 06/15/42
|
|
116
|
116,795
|
|
425 Trust(a)(b)
|
|
|
|
|
Series 2026-LEX, Class A, (1 mo. Term SOFR +
1.67%), 5.35%, 07/15/43
|
|
200
|
199,911
|
|
Series 2026-LEX, Class E, (1 mo. Term SOFR +
4.60%), 8.28%, 07/15/43
|
|
400
|
399,831
|
|
A10 Issuer LLC, Series 2025-FL6, Class A, (1 mo.
Term SOFR + 1.47%), 5.14%, 05/15/42(a)(b)
|
|
140
|
139,942
|
|
ACRES LLC, Series 2025-FL3, Class A, (1 mo. Term
SOFR + 1.62%), 5.29%, 08/18/40(a)(b)
|
|
509
|
509,444
|
|
Arbor Realty Commercial Real Estate Notes,
Series 2025-FL1, Class A, (1 mo. Term SOFR +
1.35%), 5.02%, 01/20/43(a)(b)
|
|
165
|
165,063
|
|
AREIT Ltd., Series 2025-CRE10, Class A, (1 mo.
Term SOFR + 1.39%), 5.07%, 12/17/29(a)(b)
|
|
795
|
795,623
|
|
ARES Commercial Mortgage Trust, Series 2024-IND,
Class A, (1 mo. Term SOFR + 1.69%), 5.37%,
07/15/41(a)(b)
|
|
370
|
370,694
|
|
Atrium Hotel Portfolio Trust(a)(b)
|
|
|
|
|
Series 2024-ATRM, Class A, 5.41%, 11/10/29
|
|
160
|
159,721
|
|
Series 2024-ATRM, Class E, 9.21%, 11/10/29
|
|
32
|
32,731
|
|
Series 2025-ATRM, Class A, (1 mo. Term SOFR +
1.65%), 5.33%, 08/15/42
|
|
68
|
68,005
|
|
Series 2025-ATRM, Class F, (1 mo. Term SOFR +
5.50%), 9.18%, 08/15/42
|
|
146
|
146,542
|
|
Series 2025-ATRM, Class G, (1 mo. Term SOFR +
6.75%), 10.43%, 08/15/42
|
|
31
|
31,061
|
|
BAHA Trust(a)(b)
|
|
|
|
|
Series 2024-MAR, Class A, 5.97%, 12/10/41
|
|
560
|
567,776
|
|
Series 2024-MAR, Class B, 6.84%, 12/10/41
|
|
20
|
20,546
|
|
Series 2024-MAR, Class C, 7.52%, 12/10/41
|
|
789
|
808,087
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Mortgage-Backed Securities (continued)
|
|||
|
BAMLL Commercial Mortgage Securities Trust,
Series 2026-HRHB, Class A, 5.19%, 05/05/40(a)(b)
|
USD
|
265
|
$ 261,080
|
|
BAMLL Trust(a)(b)
|
|
|
|
|
Series 2024-BHP, Class A, (1 mo. Term SOFR +
2.35%), 6.03%, 08/15/39
|
|
120
|
120,369
|
|
Series 2025-ASHF, Class A, (1 mo. Term SOFR +
1.85%), 5.53%, 02/15/42
|
|
642
|
642,852
|
|
Series 2025-ASHF, Class E, (1 mo. Term SOFR +
5.25%), 8.93%, 02/15/42
|
|
131
|
131,060
|
|
Bank
|
|
|
|
|
Series 2019-BN19, Class A3, 3.18%, 08/15/61
|
|
250
|
235,139
|
|
Series 2019-BN20, Class A3, 3.01%, 09/15/62
|
|
250
|
234,612
|
|
Series 2021-BN35, Class C, 2.90%, 06/15/64(b)
|
|
46
|
38,276
|
|
Series 2021-BN37, Class A4, 2.37%, 11/15/64
|
|
350
|
307,625
|
|
Series 2022-BNK41, Class A4, 3.79%, 04/15/65(b)
|
|
150
|
139,485
|
|
BBCMS Mortgage Trust
|
|
|
|
|
Series 2023-C22, Class A5, 6.80%, 11/15/56(b)
|
|
530
|
566,650
|
|
Series 2025-C35, Class D, 4.50%, 07/15/58(a)
|
|
37
|
28,178
|
|
BDS LLC, Series 2024-FL13, Class A, (1 mo. Term
SOFR + 1.58%), 5.25%, 09/19/39(a)(b)
|
|
91
|
91,240
|
|
Benchmark Mortgage Trust, Series 2020-B21,
Class A5, 1.98%, 12/17/53
|
|
45
|
39,470
|
|
BFLD Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2024-UNIV, Class A, (1 mo. Term SOFR +
1.49%), 5.17%, 11/15/41
|
|
70
|
70,131
|
|
Series 2024-UNIV, Class E, (1 mo. Term SOFR +
3.64%), 7.32%, 11/15/41
|
|
47
|
47,118
|
|
Series 2025-5MW, Class A, 4.67%, 10/10/42
|
|
100
|
98,073
|
|
Series 2025-660F, Class A, (1 mo. Term SOFR +
1.50%), 5.18%, 11/15/42
|
|
237
|
237,296
|
|
BFLD Trust, Series 2025-EWEST, Class A, (1 mo.
Term SOFR + 1.55%), 5.23%, 06/15/42(a)(b)
|
|
245
|
245,000
|
|
BHMS Commercial Mortgage Trust, Series 2025-
ATLS, Class A, (1 mo. Term SOFR + 1.85%),
5.53%, 08/15/42(a)(b)
|
|
193
|
193,244
|
|
BLP Commercial Mortgage Trust, Series 2024-IND2,
Class A, (1 mo. Term SOFR + 1.34%), 5.02%,
03/15/41(a)(b)
|
|
294
|
294,120
|
|
BMO Mortgage Trust, Series 2023-C5, Class XA,
0.74%, 06/15/56(b)
|
|
334
|
12,556
|
|
BMP Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2024-MF23, Class D, (1 mo. Term SOFR +
2.39%), 6.07%, 06/15/41
|
|
220
|
220,926
|
|
Series 2024-MF23, Class E, (1 mo. Term SOFR +
3.39%), 7.07%, 06/15/41
|
|
39
|
39,045
|
|
BOS Trust, Series 2026-LYRK, Class A, 5.05%,
05/11/41(a)(b)
|
|
45
|
44,216
|
|
BPR Commercial Mortgage Trust, Series 2025-STAR,
Class A, 4.95%, 11/05/42(a)(b)
|
|
105
|
103,302
|
|
BPR Trust, Series 2024-PMDW, Class A, 5.36%,
11/05/41(a)(b)
|
|
10
|
10,000
|
|
BRES Commercial Mortgage Trust, Series 2025-
ATCAP, Class A, (1 mo. Term SOFR + 1.49%),
5.17%, 11/15/42(a)(b)
|
|
133
|
132,736
|
|
Bridge Commercial Mortgage Trust, Series 2026-MF,
Class A, (1 mo. Term SOFR + 1.25%), 4.93%,
06/15/39(a)(b)
|
|
200
|
200,250
|
|
BWAY Trust, Series 2025-1535, Class A, 6.31%,
05/05/42(a)(b)
|
|
23
|
23,045
|
|
BX, Series 2024-PALM, Class A, (1 mo. Term SOFR +
1.54%), 5.22%, 06/15/37(a)(b)
|
|
477
|
476,745
|
|
BX Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2021-VIV5, Class A, 2.84%, 03/09/44
|
|
240
|
221,017
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Mortgage-Backed Securities (continued)
|
|||
|
BX Commercial Mortgage Trust(a)(b) (continued)
|
|
|
|
|
Series 2024-AIR2, Class A, (1 mo. Term SOFR +
1.49%), 5.17%, 10/15/41
|
USD
|
144
|
$ 144,282
|
|
Series 2024-AIRC, Class A, (1 mo. Term SOFR +
1.69%), 5.37%, 08/15/41
|
|
250
|
251,188
|
|
Series 2024-BRBK, Class A, (1 mo. Term SOFR +
2.88%), 6.58%, 10/15/41
|
|
187
|
187,351
|
|
Series 2024-BRBK, Class B, (1 mo. Term SOFR +
3.93%), 7.63%, 10/15/41
|
|
23
|
23,000
|
|
Series 2024-GPA3, Class B, (1 mo. Term SOFR +
1.64%), 5.32%, 12/15/39
|
|
76
|
76,066
|
|
Series 2024-MDHS, Class A, (1 mo. Term SOFR +
1.64%), 5.32%, 05/15/41
|
|
181
|
181,629
|
|
Series 2024-MF, Class A, (1 mo. Term SOFR +
1.44%), 5.12%, 02/15/39
|
|
253
|
253,557
|
|
Series 2024-MF, Class E, (1 mo. Term SOFR +
3.74%), 7.41%, 02/15/39
|
|
89
|
88,191
|
|
Series 2024-PURE, Class A, (1-day CORRA +
1.90%), 4.21%, 11/15/41
|
CAD
|
26
|
18,476
|
|
Series 2024-XL4, Class D, (1 mo. Term SOFR +
3.14%), 6.82%, 02/15/39
|
USD
|
126
|
126,459
|
|
Series 2024-XL4, Class E, (1 mo. Term SOFR +
4.19%), 7.86%, 02/15/39
|
|
81
|
81,283
|
|
Series 2025-BCAT, Class A, (1 mo. Term SOFR +
1.38%), 5.06%, 08/15/42
|
|
71
|
70,918
|
|
Series 2025-BCAT, Class E, (1 mo. Term SOFR +
3.50%), 7.18%, 08/15/42
|
|
70
|
70,263
|
|
Series 2025-JDI, Class A, (1 mo. Term SOFR +
1.40%), 5.08%, 11/15/42
|
|
215
|
215,450
|
|
Series 2025-JDI, Class E, (1 mo. Term SOFR +
3.40%), 7.08%, 11/15/42
|
|
87
|
87,146
|
|
Series 2025-SPOT, Class A, (1 mo. Term SOFR +
1.44%), 5.12%, 04/15/40
|
|
90
|
89,938
|
|
Series 2026-AHP, Class A, (1 mo. Term SOFR +
1.25%), 4.93%, 06/15/43
|
|
100
|
99,906
|
|
Series 2026-VLT9, Class A, (1 mo. Term SOFR +
1.70%), 5.38%, 03/15/45
|
|
144
|
143,640
|
|
Series 2026-XL6, Class E, (1 mo. Term SOFR +
3.00%), 6.68%, 03/15/43
|
|
113
|
113,804
|
|
BX Trust(a)(b)
|
|
|
|
|
Series 2021-LBA, Class AV, (1 mo. Term SOFR +
1.16%), 4.84%, 02/15/36
|
|
12
|
12,088
|
|
Series 2022-IND, Class A, (1 mo. Term SOFR +
1.49%), 5.17%, 04/15/37
|
|
32
|
31,837
|
|
Series 2024-CNYN, Class A, (1 mo. Term SOFR +
1.44%), 5.12%, 04/15/41
|
|
71
|
71,469
|
|
Series 2024-CNYN, Class D, (1 mo. Term SOFR +
2.69%), 6.37%, 04/15/41
|
|
70
|
70,262
|
|
Series 2024-CNYN, Class E, (1 mo. Term SOFR +
3.69%), 7.37%, 04/15/41
|
|
70
|
70,684
|
|
Series 2024-VLT4, Class A, (1 mo. Term SOFR +
1.49%), 5.17%, 06/15/41
|
|
368
|
367,988
|
|
Series 2024-VLT4, Class E, (1 mo. Term SOFR +
2.89%), 6.57%, 06/15/41
|
|
58
|
57,018
|
|
Series 2024-VLT4, Class F, (1 mo. Term SOFR +
3.94%), 7.61%, 06/15/41
|
|
144
|
142,516
|
|
Series 2025-LIFE, Class A, 5.88%, 06/13/47
|
|
100
|
97,706
|
|
Series 2025-LUNR, Class A, (1 mo. Term SOFR +
1.50%), 5.18%, 06/15/40
|
|
22
|
21,832
|
|
Series 2025-OMG, Class A, (1 mo. Term SOFR +
1.35%), 5.03%, 10/15/42
|
|
84
|
84,053
|
|
Series 2025-ROIC, Class E, (1 mo. Term SOFR +
2.94%), 6.62%, 03/15/30
|
|
254
|
253,520
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Mortgage-Backed Securities (continued)
|
|||
|
BX Trust(a)(b) (continued)
|
|
|
|
|
Series 2025-TAIL, Class A, (1 mo. Term SOFR +
1.40%), 5.08%, 06/15/35
|
USD
|
100
|
$ 100,187
|
|
Series 2025-TAIL, Class E, (1 mo. Term SOFR +
3.30%), 6.98%, 06/15/35
|
|
124
|
123,415
|
|
Series 2025-VLT6, Class A, (1 mo. Term SOFR +
1.44%), 5.12%, 03/15/42
|
|
136
|
135,746
|
|
Series 2025-VOLT, Class A, (1 mo. Term SOFR +
1.70%), 5.38%, 12/15/44
|
|
259
|
258,352
|
|
Series 2026-ORBT, Class A, (1 mo. Term SOFR +
1.40%), 5.08%, 07/15/43
|
|
101
|
101,190
|
|
Series 2026-PNDA, Class A, (1 mo. Term SOFR +
1.30%), 4.98%, 05/15/43
|
|
355
|
355,666
|
|
BXMT Ltd, Series 2025-FL5, Class A, (1 mo. Term
SOFR + 1.64%), 5.31%, 10/18/42(a)(b)
|
|
164
|
164,311
|
|
Cali, Series 2024-SUN, Class A, (1 mo. Term SOFR +
1.89%), 5.56%, 07/15/41(a)(b)
|
|
140
|
140,003
|
|
CENT, Series 2025-CITY, Class A, 4.92%,
07/10/40(a)(b)
|
|
720
|
713,234
|
|
CFK Trust, Series 2020-MF2, Class B, 2.79%,
03/15/39(a)
|
|
330
|
311,041
|
|
CFSP Mortgage Trust, Series 2024-AHP1, Class A,
6.50%, 04/15/37
|
|
195
|
187,070
|
|
CHI Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2025-110W, Class A, 5.10%, 12/13/40
|
|
128
|
125,924
|
|
Series 2025-110W, Class D, 6.63%, 12/13/40
|
|
100
|
98,755
|
|
CIP Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2025-SBAY, Class A, (1 mo. Term SOFR +
1.40%), 5.08%, 10/15/37
|
|
313
|
313,782
|
|
Series 2025-SBAY, Class E, (1 mo. Term SOFR +
3.75%), 7.43%, 10/15/37
|
|
237
|
237,470
|
|
Commercial Mortgage Trust
|
|
|
|
|
Series 2022-PF2, Class A5, 5.29%, 11/15/55(b)
|
|
300
|
297,832
|
|
Series 2024-WCL1, Class A, (1 mo. Term SOFR +
1.84%), 5.52%, 06/15/41(a)(b)
|
|
170
|
169,875
|
|
Series 2024-WCL1, Class B, (1 mo. Term SOFR +
2.59%), 6.27%, 06/15/41(a)(b)
|
|
50
|
49,963
|
|
Series 2025-167G, Class A, 5.50%, 08/10/40(a)
|
|
254
|
250,829
|
|
Series 2025-167G, Class E, 8.20%, 08/10/40(a)(b)
|
|
40
|
39,303
|
|
Series 2025-167G, Class F, 9.16%, 08/10/40(a)(b)
|
|
34
|
33,418
|
|
Series 2025-SBX, Class B, 5.55%, 08/10/41(a)(b)
|
|
48
|
47,408
|
|
CONE Trust(a)(b)
|
|
|
|
|
Series 2024-DFW1, Class A, (1 mo. Term SOFR +
1.64%), 5.32%, 08/15/41
|
|
270
|
268,734
|
|
Series 2024-DFW1, Class E, (1 mo. Term SOFR +
3.89%), 7.56%, 08/15/41
|
|
200
|
199,999
|
|
CSMC, Series 2022-LION, Class A, (1 mo. Term
SOFR + 3.44%), 7.12%, 02/15/27(a)(b)(h)
|
|
100
|
99,807
|
|
CSTL Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2024-GATE, Class A, 4.76%, 11/10/41
|
|
170
|
167,986
|
|
Series 2025-GATE2, Class D, 5.63%, 11/10/42
|
|
100
|
98,704
|
|
Series 2026-GATE3, Class E, 6.34%, 02/10/43
|
|
100
|
98,398
|
|
CVLR Trust, Series 2026-R3LX, Class A, (1 mo. Term
SOFR + 1.55%), 5.23%, 06/15/43(a)(b)
|
|
106
|
105,472
|
|
DBC Mortgage Trust(a)(b)
|
|
|
|
|
Series 2025-DBC, Class A, (1 mo. Term SOFR +
1.35%), 5.03%, 11/15/42
|
|
237
|
237,296
|
|
Series 2025-DBC, Class C, (1 mo. Term SOFR +
2.05%), 5.73%, 11/15/42
|
|
118
|
118,332
|
|
DBGS, Series 2024-SBL, Class A, (1 mo. Term SOFR
+ 1.88%), 5.56%, 08/15/34(a)(b)
|
|
200
|
199,670
|
|
DBSG Mortgage Trust, Series 2024-ALTA, Class A,
5.95%, 06/10/37(a)(b)
|
|
100
|
100,396
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Mortgage-Backed Securities (continued)
|
|||
|
DC Trust, Series 2024-HLTN, Class A, 5.73%,
04/13/40(a)(b)
|
USD
|
10
|
$ 9,982
|
|
DK Trust(a)(b)
|
|
|
|
|
Series 2024-SPBX, Class A, (1 mo. Term SOFR +
1.50%), 5.18%, 03/15/34
|
|
72
|
72,045
|
|
Series 2024-SPBX, Class E, (1 mo. Term SOFR +
4.00%), 7.68%, 03/15/34
|
|
204
|
204,409
|
|
Series 2025-LXP, Class A, (1 mo. Term SOFR +
1.59%), 5.30%, 08/15/37
|
|
41
|
41,115
|
|
Series 2025-LXP, Class D, (1 mo. Term SOFR +
2.89%), 6.60%, 08/15/37
|
|
18
|
18,073
|
|
Durst Commercial Mortgage Trust, Series 2025-151,
Class D, 6.79%, 08/10/42(a)(b)
|
|
100
|
102,094
|
|
ELM Trust(a)(b)
|
|
|
|
|
Series 2024-ELM, Class A10, 5.80%, 06/10/39
|
|
75
|
74,986
|
|
Series 2024-ELM, Class A15, 5.80%, 06/10/39
|
|
75
|
74,939
|
|
Series 2024-ELM, Class E10, 7.79%, 06/10/39
|
|
95
|
95,026
|
|
Series 2024-ELM, Class XP10, 0.24%, 06/10/39
|
|
1,000
|
13
|
|
Series 2024-ELM, Class XP15, 1.61%, 06/10/39
|
|
1,005
|
88
|
|
EQT Trust(a)
|
|
|
|
|
Series 2024-EXTR, Class A, 5.33%, 07/05/41
|
|
346
|
347,776
|
|
Series 2026-IND1, Class A, (1 mo. Term SOFR +
1.20%), 4.85%, 07/15/41(b)
|
|
115
|
115,072
|
|
Fashion Show Mall LLC, Series 2024-SHOW,
Class A, 5.10%, 10/10/41(a)(b)
|
|
17
|
16,960
|
|
Fontainebleau Miami Beach Mortgage Trust(a)(b)
|
|
|
|
|
Series 2024-FBLU, Class A, (1 mo. Term SOFR +
1.45%), 5.13%, 12/15/39
|
|
700
|
700,875
|
|
Series 2024-FBLU, Class G, (1 mo. Term SOFR +
5.65%), 9.33%, 12/15/39
|
|
100
|
101,141
|
|
FS, Series 2026-ORL, Class A, (1 mo. Term SOFR +
1.35%), 5.03%, 02/15/41(a)(b)
|
|
250
|
250,234
|
|
FS Commercial Mortgage Trust, Series 2026-PALM,
Class A, (1 mo. Term SOFR + 1.40%), 5.05%,
07/15/41(a)(b)
|
|
100
|
100,094
|
|
FS ORL, Series 2026-ORL, Class E, (1 mo. Term
SOFR + 3.25%), 6.93%, 02/15/41(a)(b)
|
|
100
|
100,184
|
|
FS Rialto Issuer LLC(a)(b)
|
|
|
|
|
Series 2024-FL9, Class A, (1 mo. Term SOFR +
1.63%), 5.30%, 10/19/39
|
|
100
|
100,157
|
|
Series 2025-FL10, Class A, (1 mo. Term SOFR +
1.39%), 5.05%, 08/19/42
|
|
780
|
780,765
|
|
FS Trust, Series 2026-HULA, Class A, (1 mo. Term
SOFR + 1.45%), 5.13%, 03/15/41(a)(b)
|
|
129
|
129,242
|
|
GGP, Series 2026-TY, Class A, 4.67%, 03/05/43(a)(b)
|
|
42
|
41,076
|
|
GS Mortgage Securities Corp. Trust(a)(b)
|
|
|
|
|
Series 2024-RVR, Class E, 7.47%, 08/10/41
|
|
37
|
36,247
|
|
Series 2025-800D, Class A, (1 mo. Term SOFR +
2.65%), 6.32%, 11/25/41
|
|
210
|
209,273
|
|
GS Mortgage Securities Trust
|
|
|
|
|
Series 2017-GS8, Class A4, 3.47%, 11/10/50
|
|
300
|
295,347
|
|
Series 2019-GSA1, Class AS, 3.34%, 11/10/52
|
|
190
|
177,169
|
|
GSAT Trust, Series 2025-BMF, Class A, (1 mo. Term
SOFR + 1.50%), 5.18%, 07/15/40(a)(b)
|
|
100
|
99,951
|
|
GWT, Series 2024-WLF2, Class A, (1 mo. Term
SOFR + 1.69%), 5.37%, 05/15/41(a)(b)
|
|
142
|
142,266
|
|
Harvest Commercial Capital Loan Trust,
Series 2024-1, Class A, 6.16%, 10/25/56
|
|
453
|
457,566
|
|
HIH Trust(a)(b)
|
|
|
|
|
Series 2024-2061P, Class A, (1 mo. Term SOFR +
1.84%), 5.52%, 10/15/41
|
|
58
|
57,605
|
|
Series 2024-2061P, Class D, (1 mo. Term SOFR +
3.64%), 7.32%, 10/15/41
|
|
25
|
24,780
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Mortgage-Backed Securities (continued)
|
|||
|
HILT Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2024-ORL, Class A, (1 mo. Term SOFR +
1.54%), 5.22%, 05/15/37
|
USD
|
100
|
$ 100,031
|
|
Series 2024-ORL, Class D, (1 mo. Term SOFR +
3.19%), 6.87%, 05/15/37
|
|
100
|
100,031
|
|
HONO LULU Mortgage Trust, Series 2021-LULU,
Class A, (1 mo. Term SOFR + 1.26%), 4.94%,
10/15/36(a)(b)
|
|
100
|
99,169
|
|
HTL Commercial Mortgage Trust, Series 2024-T53,
Class E, 10.26%, 05/10/39(a)(b)
|
|
100
|
100,780
|
|
ILPT Commercial Mortgage Trust, Series 2025-LPF2,
Class A, 5.29%, 07/13/42(a)(b)
|
|
252
|
251,453
|
|
INT Commercial Mortgage Trust, Series 2025-PLAZA,
Class A, 4.88%, 11/05/37(a)(b)
|
|
100
|
98,785
|
|
INV Mortgage Trust, Series 2024-IND, Class A, (1 mo.
Term SOFR + 1.74%), 5.42%, 11/15/41(a)(b)
|
|
100
|
99,062
|
|
JP Morgan Chase Commercial Mortgage Securities
Trust(a)(b)
|
|
|
|
|
Series 2024-IGLG, Class A, 5.17%, 11/09/39
|
|
160
|
159,822
|
|
Series 2024-IGLG, Class D, 6.48%, 11/09/39
|
|
41
|
40,749
|
|
Series 2024-IGLG, Class E, 7.25%, 11/09/39
|
|
137
|
136,069
|
|
Series 2024-IGLG, Class F, 8.22%, 11/09/39
|
|
118
|
117,092
|
|
Series 2025-BHR5, Class A, (1 mo. Term SOFR +
1.69%), 5.37%, 03/15/40
|
|
63
|
63,020
|
|
Series 2026-FUN, Class A, (1 mo. Term SOFR +
1.65%), 5.33%, 06/15/39
|
|
100
|
100,125
|
|
JPMCC Commercial Mortgage Securities Trust,
Series 2019-COR5, Class A3, 3.12%, 06/13/52
|
|
36
|
34,200
|
|
JW Trust, Series 2024-BERY, Class A, (1 mo. Term
SOFR + 1.59%), 5.27%, 11/15/39(a)(b)
|
|
600
|
600,750
|
|
KELR Trust, Series 2026-MF, Class A,
08/15/43(a)(b)(d)
|
|
56
|
56,018
|
|
KSL Commercial Mortgage Trust(a)
|
|
|
|
|
Class A, 5.52%, 06/15/42
|
|
262
|
262,488
|
|
Class E, 7.76%, 06/05/42
|
|
63
|
63,189
|
|
Lagarino European Loan Conduit(b)(c)
|
|
|
|
|
Series 40X, Class B, (3-mo. EURIBOR + 2.15%),
4.54%, 06/22/37
|
EUR
|
90
|
103,686
|
|
Series 40X, Class C, (3-mo. EURIBOR + 2.65%),
5.04%, 06/22/37
|
|
90
|
103,639
|
|
Series 40X, Class D, (3-mo. EURIBOR + 3.55%),
5.94%, 06/22/37
|
|
91
|
104,135
|
|
LBA Trust(a)(b)
|
|
|
|
|
Series 2024-7IND, Class A, (1 mo. Term SOFR +
1.44%), 5.12%, 10/15/41
|
USD
|
43
|
42,651
|
|
Series 2024-7IND, Class D, (1 mo. Term SOFR +
2.64%), 6.32%, 10/15/41
|
|
12
|
12,122
|
|
LEX Trust(a)(b)
|
|
|
|
|
Series 2026-450, Class A, (1 mo. Term SOFR +
1.35%), 5.03%, 03/15/43
|
|
78
|
78,098
|
|
Series 2026-450, Class E, (1 mo. Term SOFR +
3.70%), 7.38%, 03/15/43
|
|
325
|
322,020
|
|
LoanCore(a)(b)
|
|
|
|
|
Series 2025-CRE8, Class A, (1 mo. Term SOFR +
1.39%), 5.06%, 08/17/42
|
|
427
|
427,389
|
|
Series 2025-CRE9, Class A, (1 mo. Term SOFR +
1.45%), 5.12%, 08/18/42
|
|
135
|
135,274
|
|
LQR Trust, Series 2025-CALI, Class A, (1 mo. Term
SOFR + 1.60%), 5.28%, 01/15/43(a)(b)
|
|
385
|
384,519
|
|
MAC Trust, Series 2025-801B, Class A, (1 mo. Term
SOFR + 1.70%), 5.38%, 10/15/40(a)(b)
|
|
100
|
99,842
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Mortgage-Backed Securities (continued)
|
|||
|
Manhattan West Mortgage Trust, Series 2026-2MW,
Class A, 5.32%, 06/10/48(a)(b)
|
USD
|
250
|
$ 246,751
|
|
MCR Mortgage Trust(a)
|
|
|
|
|
Series 2024-HF1, Class A, (1 mo. Term SOFR +
1.79%), 5.47%, 12/15/41(b)
|
|
90
|
90,353
|
|
Series 2024-HTL, Class C, (1 mo. Term SOFR +
3.11%), 6.78%, 02/15/37(b)
|
|
81
|
80,509
|
|
Series 2024-TWA, Class A, 5.92%, 06/12/39
|
|
70
|
70,146
|
|
Series 2024-TWA, Class E, 8.73%, 06/12/39
|
|
37
|
36,967
|
|
Series 2024-TWA, Class XA, 0.92%, 06/12/39
|
|
332
|
1,002
|
|
MF1 LLC, Series 2026-FL21, Class A, (1 mo. Term
SOFR + 1.35%), 5.02%, 02/18/41(a)(b)
|
|
106
|
106,081
|
|
MIC Trust, Series 2023-MIC, Class A, 8.44%,
12/05/38(a)(b)
|
|
31
|
32,501
|
|
MLTI Trust(a)(b)
|
|
|
|
|
Series 2026-MLTI, Class A10, (1 mo. Term SOFR +
1.40%), 5.08%, 06/15/39
|
|
100
|
100,243
|
|
Series 2026-SF75, Class A, (1 mo. Term SOFR +
1.40%), 5.08%, 03/15/36
|
|
108
|
108,067
|
|
Series 2026-SF75, Class E, (1 mo. Term SOFR +
3.25%), 6.93%, 03/15/36
|
|
101
|
100,605
|
|
Morgan Stanley Capital I Trust(a)
|
|
|
|
|
Series 2019-H6, Class D, 3.00%, 06/15/52
|
|
10
|
8,313
|
|
Series 2021-230P, Class B, (1 mo. Term SOFR +
1.56%), 5.24%, 12/15/38(b)
|
|
10
|
9,186
|
|
Series 2024-NSTB, Class A, 3.90%, 09/24/57(b)
|
|
56
|
55,036
|
|
MSWF Commercial Mortgage Trust, Series 2023-2,
Class XA, 0.92%, 12/15/56(b)
|
|
1,084
|
54,997
|
|
National Commercial Mortgage Trust, Series 2026-
IND, Class A, (1 mo. Term SOFR + 1.35%), 5.03%,
06/15/43(a)(b)
|
|
341
|
341,426
|
|
NCMF Trust(a)(b)
|
|
|
|
|
Series 2025-MFS, Class A, 4.88%, 06/10/33
|
|
140
|
138,564
|
|
Series 2025-MFS, Class E, 7.53%, 06/10/33
|
|
393
|
392,152
|
|
Series 2025-MFS, Class F, 8.44%, 06/10/33
|
|
282
|
281,568
|
|
NRTH Commercial Mortgage Trust, Series 2025-
PARK, Class A, (1 mo. Term SOFR + 1.39%),
5.07%, 10/15/40(a)(b)
|
|
100
|
100,250
|
|
NY Commercial Mortgage Trust, Series 2025-299P,
Class B, 5.93%, 02/10/47(a)(b)
|
|
271
|
273,223
|
|
NYC Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2025-11X, Class A, (1 mo. Term SOFR +
1.74%), 5.42%, 10/15/40
|
|
172
|
172,537
|
|
Series 2025-28L, Class A, 4.67%, 11/05/38
|
|
139
|
137,531
|
|
Series 2025-300P, Class E, 7.39%, 07/13/42
|
|
112
|
112,100
|
|
NYCT Trust, Series 2024-3ELV, Class A, (1 mo. Term
SOFR + 1.99%), 5.67%, 08/15/29(a)(b)
|
|
172
|
172,342
|
|
One New York Plaza Trust, Series 2020-1NYP,
Class A, (1 mo. Term SOFR + 1.06%), 4.74%,
01/15/36(a)(b)
|
|
106
|
102,678
|
|
ORL Trust, Series 2024-GLKS, Class A, (1 mo. Term
SOFR + 1.49%), 5.17%, 12/15/39(a)(b)
|
|
100
|
100,125
|
|
Park Avenue Mortgage Trust(a)(b)
|
|
|
|
|
Series 2017-280P, Class B, (1 mo. Term SOFR +
1.38%), 5.05%, 09/15/34
|
|
283
|
282,292
|
|
Series 2017-280P, Class E, (1 mo. Term SOFR +
2.42%), 6.09%, 09/15/34
|
|
138
|
137,679
|
|
PENN Commercial Mortgage Trust, Series 2025-P11,
Class A, 5.34%, 08/10/42(a)
|
|
31
|
31,068
|
|
PFP Ltd., Series 2026-14, Class A, (1 mo. Term
SOFR + 1.32%), 4.99%, 12/18/43(a)(b)
|
|
100
|
100,084
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Mortgage-Backed Securities (continued)
|
|||
|
PGA Trust, Series 2024-RSR2, Class A, (1 mo. Term
SOFR + 1.89%), 5.57%, 06/15/39(a)(b)
|
USD
|
38
|
$ 37,988
|
|
PLYM Commercial Mortgage Trust, Series 2026-IND,
Class D, (1 mo. Term SOFR + 2.15%), 5.83%,
03/15/43(a)(b)
|
|
100
|
100,313
|
|
PRM5 Trust, Series 2025-PRM5, Class D, 5.62%,
03/10/33(a)(b)
|
|
489
|
483,542
|
|
Sage AR Funding, Series 2026-1X, Class C, (1-day
SONIA GBP 1.75%), 5.51%, 05/18/38(b)(c)
|
GBP
|
168
|
221,802
|
|
SCG Commercial Mortgage Trust(a)(b)
|
|
|
|
|
Series 2025-DLFN, Class E, (1 mo. Term SOFR +
2.95%), 6.63%, 03/15/35
|
USD
|
109
|
109,341
|
|
Series 2025-FLWR, Class A, (1 mo. Term SOFR +
1.25%), 4.93%, 08/15/42
|
|
44
|
44,000
|
|
SCG Mortgage Trust, Series 2026-PALM, Class A,
(1 mo. Term SOFR + 1.27%), 4.90%, 07/15/43(a)(b)
|
|
455
|
455,427
|
|
SDAL Trust, Series 2025-DAL, Class A, (1 mo. Term
SOFR + 2.44%), 6.12%, 04/15/42(a)(b)
|
|
100
|
100,019
|
|
SG Commercial Mortgage Securities Trust,
Series 2019-PREZ, Class E, 3.48%, 09/15/39(a)(b)
|
|
26
|
19,485
|
|
SHR Trust, Series 2024-LXRY, Class A, (1 mo. Term
SOFR + 1.95%), 5.63%, 10/15/41(a)(b)
|
|
191
|
191,298
|
|
Taurus, Series 2025-UK2X, Class D, (1-day SONIA
GBP 3.20%), 6.94%, 02/18/35(b)(c)
|
GBP
|
165
|
222,580
|
|
TYSN Mortgage Trust, Series 2023-CRNR, Class A,
6.58%, 12/10/33(a)(b)
|
USD
|
376
|
384,810
|
|
UBS Commercial Mortgage Trust, Series 2017-C4,
Class AS, 3.84%, 10/15/50(b)
|
|
580
|
564,990
|
|
UK Logistics, Series 2025-1X, Class D, (1-day SONIA
GBP 4.00%), 7.74%, 05/17/35(b)(c)
|
GBP
|
129
|
174,569
|
|
UNIV Trust, Series 2025-APTS, Class A, (1 mo. Term
SOFR + 1.65%), 5.33%, 11/15/42(a)(b)
|
USD
|
124
|
123,559
|
|
VCC Trust, Series 2025-MC1, Class A1, 8.16%,
05/25/55(a)
|
|
65
|
64,307
|
|
VEGAS(a)(b)
|
|
|
|
|
Series 2024-GCS, Class C, 6.22%, 07/10/36
|
|
140
|
140,535
|
|
Series 2024-GCS, Class D, 6.22%, 07/10/36
|
|
140
|
138,528
|
|
Velocity Commercial Capital Loan Trust(a)
|
|
|
|
|
Series 2020-1, Class AFX, 2.61%, 02/25/50(b)
|
|
399
|
376,297
|
|
Series 2022-3, Class A, 5.22%, 06/25/52(b)
|
|
124
|
121,312
|
|
Series 2023-2, Class M1, 7.03%, 05/25/53(b)
|
|
61
|
60,883
|
|
Series 2024-1, Class A, 6.55%, 01/25/54(b)
|
|
66
|
66,638
|
|
Series 2024-5, Class A, 5.49%, 10/25/54
|
|
63
|
62,888
|
|
Series 2025-1, Class M2, 6.98%, 02/25/55(b)
|
|
1,244
|
1,247,423
|
|
Series 2025-1, Class M3, 7.33%, 02/25/55(b)
|
|
94
|
94,061
|
|
Series 2025-3, Class A, 5.87%, 06/25/55(b)
|
|
479
|
477,617
|
|
Series 2025-3, Class M3, 7.38%, 06/25/55(b)
|
|
99
|
99,269
|
|
VMC Finance, Series 2026-FL6, Class A, (1 mo. Term
SOFR + 1.60%), 5.27%, 11/19/43(a)(b)
|
|
104
|
104,111
|
|
Wells Fargo Commercial Mortgage Trust
|
|
|
|
|
Series 2017-C40, Class A4, 3.58%, 10/15/50
|
|
200
|
197,293
|
|
Series 2019-C49, Class D, 3.00%, 03/15/52(a)
|
|
10
|
8,166
|
|
Series 2024-1CHI, Class A, 5.31%, 07/15/35(a)(b)
|
|
154
|
153,962
|
|
Series 2024-BPRC, Class B, 6.22%, 07/15/43(a)
|
|
176
|
175,978
|
|
Series 2024-BPRC, Class C, 6.43%, 07/15/43(a)
|
|
112
|
109,924
|
|
Series 2024-BPRC, Class D, 7.08%, 07/15/43(a)
|
|
50
|
49,011
|
|
Series 2024-BPRC, Class X, 0.09%, 07/15/43(a)(b)
|
|
1,390
|
10,417
|
|
Security
|
|
Par
(000)
|
Value
|
|
Commercial Mortgage-Backed Securities (continued)
|
|||
|
WEST Trust, Series 2025-ROSE, Class A, 5.28%,
04/10/35(a)(b)
|
USD
|
56
|
$ 55,605
|
|
WHARF Commercial Mortgage Trust, Series 2025-
DC, Class E, 7.72%, 07/15/40(a)(b)
|
|
115
|
115,146
|
|
|
|
|
40,663,484
|
|
Interest Only Collateralized Mortgage Obligations(b) — 0.0%
|
|||
|
JP Morgan Resecuritization Trust, Series 2014-5,
Class 5C, 0.00%, 05/27/36(a)
|
|
1,342
|
214,304
|
|
Residential Asset Securitization Trust, Series 2007-
A9, Class A2, (1 mo. Term SOFR + 6.34%), 2.61%,
09/25/37
|
|
1,094
|
119,411
|
|
|
|
|
333,715
|
|
Total Non-Agency Mortgage-Backed Securities — 12.1%
(Cost: $154,802,538)
|
153,330,038
|
||
|
Preferred Securities
|
|||
|
Capital Trusts — 0.6%(b)
|
|||
|
Automobile Components — 0.0%
|
|
||
|
Aptiv Swiss Holdings Ltd., 6.88%, 12/15/54
|
|
49
|
49,693
|
|
Banks(l) — 0.1%
|
|
||
|
Axis Bank Ltd., 6.88%(c)
|
|
200
|
200,378
|
|
Goldman Sachs Group, Inc., Series AA, 6.50%
|
|
67
|
66,497
|
|
Standard Chartered PLC(c)
|
|
|
|
|
7.00%
|
|
200
|
198,350
|
|
7.63%(f)
|
|
200
|
207,772
|
|
|
|
|
672,997
|
|
Capital Markets — 0.0%
|
|
||
|
HA Sustainable Infrastructure Capital, Inc., 7.13%,
11/15/56
|
|
91
|
91,696
|
|
Chemicals — 0.0%
|
|
||
|
FMC Corp., 8.45%, 11/01/55
|
|
25
|
18,804
|
|
Diversified Telecommunication Services — 0.1%
|
|
||
|
Bell Telephone Co. of Canada or Bell Canada
|
|
|
|
|
6.88%, 09/15/55
|
|
46
|
46,383
|
|
7.00%, 09/15/55
|
|
50
|
50,398
|
|
British Telecommunications Ltd., 8.38%, 12/20/83(c)
|
GBP
|
300
|
425,355
|
|
TELUS Corp., 7.00%, 10/15/55
|
USD
|
32
|
32,256
|
|
|
|
|
554,392
|
|
Electric Utilities — 0.3%
|
|
||
|
AES Corp.
|
|
|
|
|
7.60%, 01/15/55
|
|
45
|
45,750
|
|
6.95%, 07/15/55
|
|
22
|
21,605
|
|
CenterPoint Energy, Inc., 6.70%, 05/15/55
|
|
290
|
294,855
|
|
Edison International
|
|
|
|
|
8.13%, 06/15/53
|
|
50
|
51,155
|
|
7.88%, 06/15/54
|
|
50
|
51,598
|
|
EDP SA, Series NC5, 1.50%, 03/14/82(c)
|
EUR
|
200
|
228,263
|
|
Electricite de France SA, 9.13%(a)(l)
|
USD
|
56
|
64,844
|
|
Engie SA, 6.48%(l)
|
AUD
|
310
|
218,162
|
|
Entergy Corp., 7.13%, 12/01/54
|
USD
|
204
|
209,108
|
|
Nevada Power Co., 6.25%, 05/15/55
|
|
261
|
259,987
|
|
NextEra Energy Capital Holdings, Inc.
|
|
|
|
|
6.75%, 06/15/54
|
|
55
|
56,462
|
|
6.38%, 08/15/55
|
|
129
|
129,503
|
|
4.00%, 05/15/56
|
EUR
|
400
|
447,730
|
|
Security
|
|
Par
(000)
|
Value
|
|
Electric Utilities (continued)
|
|
||
|
PG&E Corp.
|
|
|
|
|
7.38%, 03/15/55
|
USD
|
62
|
$ 62,956
|
|
6.85%, 09/15/56
|
|
425
|
420,566
|
|
Sempra
|
|
|
|
|
6.88%, 10/01/54(f)
|
|
98
|
99,490
|
|
6.38%, 04/01/56
|
|
95
|
95,295
|
|
Southern Co.
|
|
|
|
|
6.00%, 04/01/58
|
|
124
|
122,746
|
|
Series 2025, 6.38%, 03/15/55
|
|
25
|
25,312
|
|
|
|
|
2,905,387
|
|
Financial Services — 0.0%
|
|
||
|
Ally Financial, Inc., Series D, 7.10%(l)
|
|
61
|
61,347
|
|
Gas Utilities — 0.0%
|
|
||
|
AltaGas Ltd., 7.20%, 10/15/54(a)
|
|
66
|
68,271
|
|
Health Care Providers & Services — 0.0%
|
|
||
|
Humana, Inc., 6.63%, 09/15/56
|
|
204
|
200,730
|
|
Insurance — 0.0%
|
|
||
|
American National Group, Inc., 7.00%, 12/01/55(f)
|
|
40
|
38,481
|
|
RLGH Finance Bermuda Ltd., 6.88%(c)(l)
|
|
200
|
199,031
|
|
|
|
|
237,512
|
|
Internet Software & Services — 0.0%
|
|
||
|
Rakuten Group, Inc., 4.25%(c)(l)
|
EUR
|
200
|
227,718
|
|
Oil, Gas & Consumable Fuels — 0.1%
|
|
||
|
Enbridge, Inc., 7.38%, 03/15/55(f)
|
USD
|
829
|
865,601
|
|
Energy Transfer LP
|
|
|
|
|
8.00%, 05/15/54
|
|
29
|
30,434
|
|
7.13%, 10/01/54
|
|
46
|
46,974
|
|
6.50%, 02/15/56
|
|
43
|
43,005
|
|
6.75%, 02/15/56
|
|
33
|
33,102
|
|
Thaioil Treasury Center Co. Ltd., 6.10%(c)(l)
|
|
200
|
195,750
|
|
TotalEnergies SE, 2.00%(c)(l)
|
EUR
|
300
|
342,601
|
|
|
|
|
1,557,467
|
|
Pharmaceuticals — 0.0%
|
|
||
|
CVS Health Corp.
|
|
|
|
|
6.75%, 12/10/54
|
USD
|
92
|
94,791
|
|
7.00%, 03/10/55
|
|
75
|
77,223
|
|
|
|
|
172,014
|
|
|
6,818,028
|
||
|
|
|
Shares
|
|
|
Preferred Stocks — 0.0%(k)
|
|||
|
Aerospace & Defense — 0.0%
|
|
||
|
Boeing Co., 6.00%, 10/15/27
|
|
750
|
50,108
|
|
Security
|
|
Shares
|
Value
|
|
Interactive Media & Services — 0.0%
|
|
||
|
Alphabet, Inc.
|
|
|
|
|
Series A, 6.25%, 05/15/29
|
|
700
|
$ 35,112
|
|
Series B, 6.25%, 05/15/29
|
|
700
|
35,140
|
|
|
|
|
70,252
|
|
|
120,360
|
||
|
Total Preferred Securities — 0.6%
(Cost: $6,999,503)
|
6,938,388
|
||
|
|
|
Par
(000)
|
|
|
U.S. Government Sponsored Agency Securities
|
|||
|
Collateralized Mortgage Obligations(b) — 0.6%
|
|
||
|
Fannie Mae REMICS
|
|
|
|
|
Series 2023-35, Class FC, (30-day Avg SOFR +
1.10%), 4.72%, 08/25/53
|
USD
|
189
|
190,551
|
|
Series 2023-68, Class FB, (30-day Avg SOFR +
1.05%), 4.67%, 01/25/54
|
|
184
|
185,363
|
|
Series 2024-63, Class FH, (30-day Avg SOFR +
1.10%), 4.72%, 09/25/54
|
|
128
|
129,165
|
|
Series 2024-88, Class FC, (30-day Avg SOFR +
1.40%), 5.02%, 12/25/54
|
|
106
|
106,879
|
|
Series 2024-96, Class FA, (30-day Avg SOFR +
1.40%), 5.02%, 12/25/54
|
|
170
|
171,867
|
|
Series 2025-1, Class FX, (30-day Avg SOFR +
1.35%), 4.97%, 02/25/55
|
|
107
|
108,314
|
|
Series 2025-13, Class FB, (30-day Avg SOFR +
1.30%), 4.92%, 03/25/55
|
|
132
|
132,774
|
|
Series 2025-2, Class FG, (30-day Avg SOFR +
1.45%), 5.07%, 02/25/55
|
|
289
|
290,176
|
|
Series 2025-35, Class FJ, (30-day Avg SOFR +
1.60%), 5.22%, 05/25/55
|
|
351
|
358,061
|
|
Series 2025-63, Class DF, (30-day Avg SOFR +
1.40%), 5.02%, 08/25/55
|
|
98
|
98,988
|
|
Series 2025-9, Class FG, (30-day Avg SOFR +
1.35%), 4.97%, 03/25/55
|
|
71
|
71,886
|
|
Freddie Mac REMICS
|
|
|
|
|
Series 5468, Class WF, (30-day Avg SOFR +
1.10%), 4.72%, 11/25/54
|
|
145
|
145,950
|
|
Series 5471, Class FM, (30-day Avg SOFR +
1.40%), 5.02%, 11/25/54
|
|
976
|
988,088
|
|
Series 5478, Class FD, (30-day Avg SOFR +
1.40%), 5.02%, 02/25/54
|
|
83
|
83,611
|
|
Series 5482, Class FB, (30-day Avg SOFR +
1.50%), 5.12%, 12/25/54
|
|
168
|
170,724
|
|
Series 5500, Class DF, (30-day Avg SOFR +
1.35%), 4.97%, 10/25/54
|
|
113
|
114,608
|
|
Series 5502, Class EF, (30-day Avg SOFR +
1.40%), 5.02%, 02/25/55
|
|
90
|
90,801
|
|
Series 5508, Class FE, (30-day Avg SOFR +
1.60%), 5.22%, 02/25/55
|
|
120
|
122,105
|
|
Series 5513, Class FD, (30-day Avg SOFR +
1.35%), 4.97%, 01/25/55
|
|
968
|
978,862
|
|
Series 5516, Class FC, (30-day Avg SOFR +
1.40%), 5.02%, 03/25/55
|
|
2,216
|
2,244,279
|
|
Security
|
|
Par
(000)
|
Value
|
|
Collateralized Mortgage Obligations (continued)
|
|
||
|
Freddie Mac REMICS (continued)
|
|
|
|
|
Series 5543, Class FH, (30-day Avg SOFR +
1.50%), 5.12%, 06/25/55
|
USD
|
127
|
$ 129,415
|
|
Series 5563, Class FA, (30-day Avg SOFR +
1.35%), 4.97%, 08/25/55
|
|
247
|
249,956
|
|
Series 5574, Class FB, (30-day Avg SOFR +
1.35%), 4.97%, 09/25/55
|
|
116
|
117,325
|
|
Ginnie Mae, Series 2025-9, Class FE, (30-day Avg
SOFR + 1.25%), 4.87%, 01/20/55
|
|
111
|
112,268
|
|
|
|
|
7,392,016
|
|
Commercial Mortgage-Backed Securities — 0.0%
|
|
||
|
Fannie Mae-Aces, Series 2021-M4, Class A2, 1.46%,
02/25/31(b)
|
|
150
|
131,092
|
|
Freddie Mac Multiclass Certificates, Series 2024-
P015, Class A1, 4.44%, 11/25/32(b)
|
|
4
|
3,854
|
|
Ginnie Mae
|
|
|
|
|
Series 2023-119, Class AD, 2.25%, 04/16/65
|
|
37
|
29,075
|
|
Series 2023-50, Class AC, 3.25%, 09/16/63(b)
|
|
23
|
19,712
|
|
Series 2025-126B, Class AD, 5.00%, 05/16/65
|
|
50
|
48,592
|
|
Series 2025-129, Class AB, 4.75%, 09/16/54
|
|
36
|
35,773
|
|
Series 2025-88, Class AT, 5.00%, 06/16/58
|
|
109
|
108,330
|
|
|
|
|
376,428
|
|
Mortgage-Backed Securities — 37.8%
|
|
||
|
Fannie Mae Mortgage-Backed Securities, 5.81%,
06/01/31
|
|
123
|
125,388
|
|
Freddie Mac Mortgage-Backed Securities
|
|
|
|
|
2.50%, 10/01/31
|
|
102
|
97,569
|
|
3.50%, 04/01/48
|
|
53
|
48,037
|
|
Ginnie Mae Mortgage-Backed Securities(q)
|
|
|
|
|
4.00%, 11/20/40 - 08/20/56
|
|
3,302
|
3,001,675
|
|
3.50%, 09/20/46 - 08/20/56
|
|
7,630
|
6,744,314
|
|
4.50%, 02/20/49 - 08/20/56
|
|
7,194
|
6,752,618
|
|
3.00%, 06/20/50 - 08/20/56
|
|
9,019
|
7,825,937
|
|
2.00%, 01/20/51 - 08/20/56
|
|
12,878
|
10,322,904
|
|
2.50%, 10/20/51 - 08/20/56
|
|
12,247
|
10,227,286
|
|
5.00%, 11/20/52 - 08/20/56
|
|
11,926
|
11,549,471
|
|
5.50%, 02/20/53 - 08/20/56
|
|
10,046
|
9,979,584
|
|
6.50%, 10/20/53 - 08/15/54
|
|
1,298
|
1,341,283
|
|
6.00%, 07/20/54 - 09/21/56
|
|
4,955
|
5,031,948
|
|
Uniform Mortgage-Backed Securities(q)
|
|
|
|
|
3.00%, 07/01/31 - 09/14/56
|
|
26,500
|
22,811,836
|
|
3.50%, 05/01/33 - 09/14/56
|
|
33,694
|
29,966,868
|
|
2.50%, 01/01/35 - 09/14/56
|
|
56,127
|
46,261,490
|
|
2.00%, 05/01/36 - 08/13/56
|
|
68,351
|
54,982,170
|
|
1.50%, 09/01/36 - 10/01/51
|
|
4,852
|
3,940,786
|
|
4.00%, 08/15/39 - 08/13/56
|
|
19,572
|
18,020,736
|
|
4.50%, 08/15/39 - 09/14/56
|
|
36,427
|
34,305,403
|
|
5.50%, 09/01/48 - 09/14/56
|
|
87,751
|
86,925,808
|
|
5.00%, 06/01/52 - 08/13/56
|
|
50,328
|
48,707,848
|
|
6.00%, 10/01/52 - 08/13/56
|
|
35,340
|
35,786,423
|
|
6.50%, 11/01/52 - 09/14/56
|
|
24,552
|
25,327,859
|
|
|
|
|
480,085,241
|
|
Total U.S. Government Sponsored Agency Securities — 38.4%
(Cost: $493,565,465)
|
487,853,685
|
||
|
Security
|
|
Par
(000)
|
Value
|
|
U.S. Treasury Obligations
|
|||
|
U.S. Treasury Bonds
|
|
|
|
|
1.13%, 05/15/40 - 08/15/40
|
USD
|
5,422
|
$ 3,287,074
|
|
4.25%, 11/15/40
|
|
1,024
|
941,040
|
|
1.88%, 02/15/41 - 11/15/51
|
|
9,004
|
5,068,890
|
|
1.75%, 08/15/41
|
|
10,570
|
6,810,218
|
|
3.75%, 08/15/41 - 11/15/43
|
|
6,010
|
4,992,763
|
|
2.38%, 02/15/42 - 05/15/51
|
|
1,446
|
913,035
|
|
3.00%, 05/15/42 - 08/15/52
|
|
15,108
|
10,651,529
|
|
3.88%, 02/15/43
|
|
718
|
611,477
|
|
3.63%, 08/15/43 - 05/15/53
|
|
1,037
|
829,647
|
|
4.75%, 11/15/43 - 02/15/56
|
|
12,480
|
11,739,403
|
|
3.38%, 05/15/44 - 11/15/48
|
|
1,900
|
1,482,094
|
|
4.63%, 05/15/44 - 11/15/55
|
|
10,956
|
10,018,624
|
|
3.13%, 08/15/44 - 05/15/48(r)(s)
|
|
43,176
|
30,957,684
|
|
4.13%, 08/15/44 - 08/15/53
|
|
10,167
|
8,524,640
|
|
2.50%, 02/15/45
|
|
170
|
113,900
|
|
2.75%, 11/15/47
|
|
686
|
461,228
|
|
2.25%, 08/15/49
|
|
1,239
|
731,951
|
|
1.63%, 11/15/50
|
|
909
|
449,459
|
|
2.00%, 08/15/51
|
|
419
|
225,916
|
|
2.88%, 05/15/52
|
|
2,623
|
1,723,385
|
|
4.00%, 11/15/52
|
|
8,496
|
6,920,258
|
|
5.00%, 05/15/56
|
|
60
|
57,712
|
|
U.S. Treasury Inflation-Indexed Notes, 0.13%,
01/15/31
|
|
7,194
|
6,594,811
|
|
U.S. Treasury Notes
|
|
|
|
|
4.63%, 10/15/26 - 02/15/35
|
|
1,258
|
1,257,432
|
|
4.13%, 02/15/27 - 02/15/36
|
|
6,550
|
6,478,237
|
|
2.75%, 04/30/27 - 08/15/32
|
|
18,034
|
17,820,243
|
|
4.50%, 05/15/27 - 12/31/31
|
|
2,230
|
2,235,268
|
|
4.38%, 07/15/27 - 05/15/36
|
|
1,239
|
1,216,265
|
|
3.38%, 09/15/27 - 09/15/28
|
|
131
|
129,470
|
|
0.38%, 09/30/27
|
|
1,103
|
1,055,864
|
|
3.50%, 09/30/27 - 04/30/30
|
|
197
|
195,189
|
|
3.88%, 11/30/27 - 08/15/34
|
|
51,138
|
50,752,837
|
|
4.25%, 01/15/28 - 05/15/35
|
|
3,316
|
3,232,824
|
|
4.00%, 02/29/28 - 11/15/35
|
|
49,569
|
48,985,516
|
|
3.63%, 03/31/28 - 09/30/31
|
|
15,553
|
15,255,474
|
|
3.75%, 04/15/28 - 01/31/31
|
|
880
|
872,462
|
|
2.88%, 08/15/28 - 05/15/32(r)
|
|
64,677
|
60,457,185
|
|
4.88%, 10/31/28 - 10/31/30
|
|
21,919
|
22,267,462
|
|
3.25%, 06/30/29
|
|
1,009
|
979,282
|
|
0.63%, 08/15/30
|
|
615
|
530,029
|
|
Total U.S. Treasury Obligations — 27.4%
(Cost: $357,057,594)
|
347,827,777
|
||
|
Total Long-Term Investments — 113.4%
(Cost: $1,461,194,503)
|
1,439,274,743
|
||
|
Short-Term Securities
|
|||
|
Foreign Agency Obligations — 0.1%
|
|
||
|
Brazil Letras do Tesouro Nacional, 0.00%, 10/01/26 -
04/01/27(i)(t)
|
BRL
|
2,542
|
485,060
|
|
Brazil Notas do Tesouro Nacional, Series F, 14.00%,
01/01/27
|
|
1,424
|
276,926
|
|
Security
|
|
Par
(000)
|
Value
|
|
Foreign Agency Obligations (continued)
|
|
||
|
Egypt Treasury Bills, 0.00%, 10/20/26 - 07/06/27(i)(t)
|
EGP
|
17,775
|
$ 291,880
|
|
Mexican Bonos, Series M, 7.00%, 09/03/26
|
MXN
|
5,148
|
297,327
|
|
|
1,351,193
|
||
|
|
|
Shares
|
|
|
Money Market Funds — 11.5%
|
|
||
|
BlackRock Cash Funds: Institutional, SL Agency
Shares, 3.81%(o)(u)(v)
|
|
30,622,869
|
30,632,056
|
|
BlackRock Liquidity Funds, T-Fund, Institutional
Shares, 3.58%(o)(u)
|
|
115,312,669
|
115,312,669
|
|
|
145,944,725
|
||
|
|
|
Par
(000)
|
|
|
U.S. Treasury Obligations — 0.2%
|
|
||
|
U.S. Treasury Bills, 4.00%, 06/10/27 - 07/08/27(i)(t)
|
USD
|
2,399
|
2,311,392
|
|
U.S. Treasury Notes, 3.75%, 06/30/27
|
|
563
|
561,065
|
|
|
2,872,457
|
||
|
Total Short-Term Securities — 11.8%
(Cost: $150,126,817)
|
150,168,375
|
||
|
Options Purchased — 0.0%
(Cost: $484,814)
|
383,192
|
||
|
Total Investments Before TBA Sale Commitments and
Options Written — 125.2%
(Cost: $1,611,806,134)
|
1,589,826,310
|
||
|
TBA Sale Commitments(q)
|
|||
|
Mortgage-Backed Securities — (10.3)%
|
|
||
|
Ginnie Mae Mortgage-Backed Securities
|
|
|
|
|
2.00%, 08/20/56
|
|
(90
)
|
(72,042
)
|
|
2.50%, 08/20/56
|
|
(94
)
|
(78,445
)
|
|
3.00%, 08/20/56
|
|
(71
)
|
(61,551
)
|
|
3.50%, 08/20/56
|
|
(66
)
|
(57,764
)
|
|
4.00%, 08/20/56
|
|
(32
)
|
(28,945
)
|
|
4.50%, 08/20/56
|
|
(54
)
|
(50,606
)
|
|
5.00%, 08/20/56
|
|
(80
)
|
(77,398
)
|
|
5.50%, 08/20/56
|
|
(69
)
|
(68,544
)
|
|
6.00%, 08/20/56
|
|
(1,693
)
|
(1,720,612
)
|
|
Uniform Mortgage-Backed Securities
|
|
|
|
|
2.00%, 08/18/41 - 08/13/56
|
|
(625
)
|
(512,392
)
|
|
2.50%, 08/18/41 - 09/14/56
|
|
(10,036
)
|
(8,184,822
)
|
|
3.00%, 08/18/41 - 09/14/56
|
|
(1,822
)
|
(1,555,453
)
|
|
3.50%, 08/18/41 - 08/13/56
|
|
(6,476
)
|
(5,744,428
)
|
|
4.00%, 08/15/39 - 08/13/56
|
|
(91
)
|
(83,244
)
|
|
Security
|
|
Par
(000)
|
Value
|
|
Mortgage-Backed Securities (continued)
|
|
||
|
Uniform Mortgage-Backed Securities (continued)
|
|
|
|
|
4.50%, 08/15/39 - 09/14/56
|
USD
|
(67,674
)
|
$ (63,486,375
)
|
|
5.00%, 08/13/56
|
|
(15,694
)
|
(15,144,643
)
|
|
5.50%, 08/13/56
|
|
(12,811
)
|
(12,677,833
)
|
|
6.00%, 08/13/56
|
|
(12,276
)
|
(12,411,125
)
|
|
6.50%, 08/13/56
|
|
(8,108
)
|
(8,358,522
)
|
|
Total TBA Sale Commitments — (10.3)%
(Proceeds: $(131,727,859))
|
(130,374,744
)
|
||
|
Options Written — (0.1)%
(Premiums Received: $(1,258,599))
|
(1,645,137
)
|
||
|
Total Investments, Net of TBA Sale Commitments and
Options Written — 114.8%
(Cost: $1,478,819,676)
|
1,457,806,429
|
||
|
Liabilities in Excess of Other Assets — (14.8)%
|
(188,247,960
)
|
||
|
Net Assets — 100.0%
|
$ 1,269,558,469
|
||
|
(a)
|
Security exempt from registration pursuant to Rule 144A under the Securities Act of
1933,
as amended. These securities may be resold in transactions exempt from registration
to
qualified institutional investors.
|
|
(b)
|
Variable rate security. Interest rate resets periodically. The rate shown is the effective
interest rate as of period end. Security description also includes the reference rate
and
spread if published and available.
|
|
(c)
|
This security may be resold to qualified foreign investors and foreign institutional
buyers
under Regulation S of the Securities Act of 1933.
|
|
(d)
|
When-issued security.
|
|
(e)
|
Non-income producing security.
|
|
(f)
|
All or a portion of this security is on loan.
|
|
(g)
|
Payment-in-kind security which may pay interest/dividends in additional par/shares
and/or in cash. Rates shown are the current rate and possible payment rates.
|
|
(h)
|
Security is valued using significant unobservable inputs and is classified as Level
3 in the
fair value hierarchy.
|
|
(i)
|
Zero-coupon bond.
|
|
(j)
|
Restricted security as to resale, excluding 144A securities. The Fund held restricted
securities with a current value of $231,780, representing less than 0.05% of its net
assets
as of period end, and an original cost of $235,000.
|
|
(k)
|
Convertible security.
|
|
(l)
|
Perpetual security with no stated maturity date.
|
|
(m)
|
Issuer filed for bankruptcy and/or is in default.
|
|
(n)
|
Step coupon security. Coupon rate will either increase (step-up bond) or decrease
(step-
down bond) at regular intervals until maturity. Interest rate shown reflects the rate
currently in effect.
|
|
(o)
|
Affiliate of the Fund.
|
|
(p)
|
U.S. Government securities held in escrow, are used to pay interest on this security
as
well as to retire the bond in full at the date indicated, typically at a premium to
par.
|
|
(q)
|
Represents or includes a TBA transaction.
|
|
(r)
|
All or a portion of the security has been pledged as collateral in connection with
outstanding OTC derivatives.
|
|
(s)
|
All or a portion of this security represents an investment of TBA cash collateral.
|
|
(t)
|
Rates are discount rates or a range of discount rates as of period end.
|
|
(u)
|
Annualized 7-day yield as of period end.
|
|
(v)
|
All or a portion of this security was purchased with the cash collateral from loaned
securities.
|
|
Affiliated Issuer
|
Value at
10/31/25
|
Purchases
at Cost
|
Proceeds
from Sales
|
Net
Realized
Gain (Loss)
|
Change in
Unrealized
Appreciation
(Depreciation)
|
Value at
07/31/26
|
Shares
Held at
07/31/26
|
Income
|
Capital Gain
Distributions
from
Underlying
Funds
|
|
BlackRock Cash Funds: Institutional, SL Agency
Shares
|
$ 21,246,207
|
$ 9,391,503
(a)
|
$ —
|
$ (5,942
)
|
$ 288
|
$ 30,632,056
|
30,622,869
|
$ 68,264
(b)
|
$ —
|
|
BlackRock Liquidity Funds, T-Fund, Institutional
Shares
|
192,172,783
|
—
|
(76,860,114
)(a)
|
—
|
—
|
115,312,669
|
115,312,669
|
4,199,960
|
—
|
|
iShares China Large-Cap ETF
|
—
|
24,048
|
—
|
—
|
1,502
|
25,550
|
700
|
—
|
—
|
|
iShares iBoxx $ Investment Grade Corporate
Bond ETF
|
—
|
11,228,953
|
(5,714,145
)
|
(137,590
)
|
(117,843
)
|
5,259,375
|
49,500
|
104,515
|
—
|
|
|
|
|
|
$ (143,532
)
|
$ (116,053
)
|
$ 151,229,650
|
|
$ 4,372,739
|
$ —
|
|
(a)
|
Represents net amount purchased (sold).
|
|
(b)
|
All or a portion represents securities lending income earned from the reinvestment
of cash collateral from loaned securities, net of collateral investment fees, and
other payments to and
from borrowers of securities.
|
|
Description
|
Number of
Contracts
|
Expiration
Date
|
Notional
Amount (000)
|
Value/
Unrealized
Appreciation
(Depreciation)
|
|
Long Contracts
|
|
|
|
|
|
Euro BTP
|
18
|
09/08/26
|
$ 2,412
|
$ (33,828
)
|
|
Euro Bund
|
9
|
09/08/26
|
1,291
|
(2,874
)
|
|
Euro OAT
|
4
|
09/08/26
|
540
|
(3,602
)
|
|
Euro-Schatz
|
1
|
09/08/26
|
122
|
120
|
|
Short Term Euro BTP
|
3
|
09/08/26
|
368
|
(1,041
)
|
|
10-Year Australian Treasury Bonds
|
385
|
09/15/26
|
29,291
|
(48,978
)
|
|
Bloomberg HY Credit
|
20
|
09/15/26
|
2,276
|
(12,950
)
|
|
10-Year Canadian Bond
|
7
|
09/18/26
|
593
|
(3,248
)
|
|
10-Year U.S. Treasury Note
|
75
|
09/21/26
|
8,100
|
(82,334
)
|
|
10-Year U.S. Ultra Long Treasury Note
|
178
|
09/21/26
|
9,347
|
(336,156
)
|
|
U.S. Long Bond
|
73
|
09/21/26
|
7,930
|
(284,382
)
|
|
Ultra U.S. Treasury Bond
|
121
|
09/21/26
|
8,145
|
(567,323
)
|
|
Long Gilt
|
371
|
09/28/26
|
43,246
|
(1,090,730
)
|
|
2-Year U.S. Treasury Note
|
136
|
09/30/26
|
27,975
|
(60,031
)
|
|
5-Year U.S. Treasury Note
|
416
|
09/30/26
|
40,855
|
(264,969
)
|
|
3-Month SOFR
|
86
|
03/16/27
|
20,623
|
(171,796
)
|
|
3-Month SOFR
|
2
|
06/15/27
|
479
|
(1,378
)
|
|
3-Month SOFR
|
17
|
12/14/27
|
4,072
|
(4,836
)
|
|
3-Month SOFR
|
27
|
03/14/28
|
6,470
|
(53,654
)
|
|
3-Month SOFR
|
27
|
03/20/29
|
6,472
|
(38,423
)
|
|
|
|
|
|
(3,062,413
)
|
|
Short Contracts
|
|
|
|
|
|
30-Year Euro Buxl Bond
|
1
|
09/08/26
|
122
|
3,827
|
|
Euro BOBL
|
10
|
09/08/26
|
1,313
|
842
|
|
Euro BTP
|
60
|
09/08/26
|
8,041
|
85,865
|
|
Euro Bund
|
349
|
09/08/26
|
43,452
|
192,317
|
|
Euro OAT
|
28
|
09/08/26
|
3,782
|
55,040
|
|
10-Year Australian Treasury Bonds
|
10
|
09/15/26
|
609
|
(3,385
)
|
|
10-Year Canadian Bond
|
123
|
09/18/26
|
10,422
|
48,544
|
|
E-mini Russell 2000 Index
|
5
|
09/18/26
|
735
|
7,652
|
|
Euro Stoxx 50 Index
|
3
|
09/18/26
|
220
|
(3,281
)
|
|
10-Year U.S. Treasury Note
|
472
|
09/21/26
|
2,814
|
369,631
|
|
U.S. Long Bond
|
35
|
09/21/26
|
3,791
|
40,428
|
|
Description
|
Number of
Contracts
|
Expiration
Date
|
Notional
Amount (000)
|
Value/
Unrealized
Appreciation
(Depreciation)
|
|
Short Contracts (continued)
|
|
|
|
|
|
Long Gilt
|
4
|
09/28/26
|
$ 233
|
$ 2,691
|
|
2-Year U.S. Treasury Note
|
93
|
09/30/26
|
1,440
|
18,606
|
|
5-Year U.S. Treasury Note
|
1
|
09/30/26
|
106
|
(79
)
|
|
|
|
|
|
818,698
|
|
|
|
|
|
$ (2,243,715
)
|
|
Currency Purchased
|
Currency Sold
|
Counterparty
|
Settlement Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
COP
|
231,200,000
|
USD
|
68,000
|
Barclays Bank PLC
|
08/03/26
|
$ 5,280
|
|
COP
|
319,600,000
|
USD
|
94,000
|
Barclays Bank PLC
|
08/03/26
|
7,299
|
|
USD
|
73,809
|
COP
|
231,200,000
|
Barclays Bank PLC
|
08/03/26
|
529
|
|
USD
|
102,030
|
COP
|
319,600,000
|
Barclays Bank PLC
|
08/03/26
|
731
|
|
BRL
|
111,332
|
EUR
|
19,000
|
Societe Generale
|
08/04/26
|
53
|
|
BRL
|
2,108
|
USD
|
414
|
Barclays Bank PLC
|
08/04/26
|
2
|
|
BRL
|
346,324
|
USD
|
68,000
|
Barclays Bank PLC
|
08/04/26
|
320
|
|
BRL
|
353,870
|
USD
|
69,696
|
Barclays Bank PLC
|
08/04/26
|
112
|
|
BRL
|
509,040
|
USD
|
100,258
|
Barclays Bank PLC
|
08/04/26
|
161
|
|
BRL
|
509,040
|
USD
|
99,949
|
Barclays Bank PLC
|
08/04/26
|
470
|
|
BRL
|
518,478
|
USD
|
102,117
|
Barclays Bank PLC
|
08/04/26
|
164
|
|
BRL
|
2,826,111
|
USD
|
556,617
|
Barclays Bank PLC
|
08/04/26
|
895
|
|
BRL
|
3,069,827
|
USD
|
589,901
|
Barclays Bank PLC
|
08/04/26
|
15,689
|
|
BRL
|
3,251,152
|
USD
|
638,357
|
Barclays Bank PLC
|
08/04/26
|
3,003
|
|
BRL
|
3,699,914
|
USD
|
728,717
|
Barclays Bank PLC
|
08/04/26
|
1,172
|
|
BRL
|
119,048
|
USD
|
23,447
|
Citibank N.A.
|
08/04/26
|
38
|
|
BRL
|
181,160
|
USD
|
35,680
|
Citibank N.A.
|
08/04/26
|
57
|
|
BRL
|
448,762
|
USD
|
86,151
|
Goldman Sachs International
|
08/04/26
|
2,377
|
|
BRL
|
2,108
|
USD
|
415
|
Morgan Stanley & Co. International PLC
|
08/04/26
|
1
|
|
BRL
|
57,494
|
USD
|
11,000
|
Morgan Stanley & Co. International PLC
|
08/04/26
|
342
|
|
BRL
|
652,309
|
USD
|
124,802
|
Morgan Stanley & Co. International PLC
|
08/04/26
|
3,880
|
|
BRL
|
56,315
|
USD
|
11,091
|
Societe Generale
|
08/04/26
|
18
|
|
EUR
|
19,058
|
BRL
|
111,332
|
Societe Generale
|
08/04/26
|
14
|
|
PEN
|
308,070
|
USD
|
90,000
|
Citibank N.A.
|
08/12/26
|
622
|
|
PEN
|
561,372
|
USD
|
164,000
|
Citibank N.A.
|
08/12/26
|
1,133
|
|
MXN
|
204,200
|
USD
|
11,134
|
Goldman Sachs International
|
08/18/26
|
642
|
|
MXN
|
796,200
|
USD
|
43,324
|
Goldman Sachs International
|
08/18/26
|
2,593
|
|
MXN
|
5,104,125
|
USD
|
271,055
|
Morgan Stanley & Co. International PLC
|
08/18/26
|
23,300
|
|
KRW
|
3,700,000
|
USD
|
2,522
|
BNP Paribas SA
|
08/20/26
|
41
|
|
KRW
|
1,700,000
|
USD
|
1,155
|
Citibank N.A.
|
08/20/26
|
23
|
|
KRW
|
2,900,000
|
USD
|
1,966
|
Citibank N.A.
|
08/20/26
|
43
|
|
KRW
|
1,600,000
|
USD
|
1,092
|
Deutsche Bank AG
|
08/20/26
|
16
|
|
KRW
|
1,850,000
|
USD
|
1,258
|
Deutsche Bank AG
|
08/20/26
|
24
|
|
KRW
|
1,900,000
|
USD
|
1,314
|
HSBC Bank PLC
|
08/20/26
|
3
|
|
KRW
|
1,900,000
|
USD
|
1,313
|
HSBC Bank PLC
|
08/20/26
|
4
|
|
USD
|
1,399
|
KRW
|
2,000,000
|
Barclays Bank PLC
|
08/20/26
|
13
|
|
USD
|
1,375
|
KRW
|
1,980,000
|
Citibank N.A.
|
08/20/26
|
3
|
|
USD
|
1,394
|
KRW
|
2,010,000
|
Citibank N.A.
|
08/20/26
|
1
|
|
USD
|
1,394
|
KRW
|
2,000,000
|
Citibank N.A.
|
08/20/26
|
9
|
|
USD
|
1,389
|
KRW
|
2,000,000
|
HSBC Bank PLC
|
08/20/26
|
3
|
|
USD
|
2,813
|
KRW
|
4,000,000
|
HSBC Bank PLC
|
08/20/26
|
41
|
|
CNH
|
582,633
|
USD
|
86,256
|
Bank of America N.A.
|
08/24/26
|
148
|
|
CZK
|
3,877,655
|
USD
|
182,765
|
Citibank N.A.
|
08/24/26
|
1,888
|
|
PEN
|
86,700
|
USD
|
25,459
|
Barclays Bank PLC
|
08/24/26
|
33
|
|
PEN
|
161,936
|
USD
|
47,558
|
Barclays Bank PLC
|
08/24/26
|
56
|
|
PLN
|
40,487
|
USD
|
10,756
|
State Street Bank and Trust Co.
|
08/24/26
|
81
|
|
TRY
|
1,375,581
|
USD
|
28,130
|
BNP Paribas SA
|
08/24/26
|
328
|
|
Currency Purchased
|
Currency Sold
|
Counterparty
|
Settlement Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
87,095
|
CNH
|
586,270
|
State Street Bank and Trust Co.
|
08/24/26
|
$ 152
|
|
USD
|
2,648
|
CZK
|
55,108
|
Societe Generale
|
08/24/26
|
24
|
|
USD
|
114,016
|
HUF
|
34,512,042
|
Natwest Markets PLC
|
08/24/26
|
5,040
|
|
USD
|
135,387
|
HUF
|
40,986,456
|
Natwest Markets PLC
|
08/24/26
|
5,967
|
|
USD
|
22,958
|
HUF
|
7,201,322
|
UBS AG
|
08/24/26
|
219
|
|
USD
|
201,562
|
IDR
|
3,579,129,302
|
Barclays Bank PLC
|
08/24/26
|
3,415
|
|
USD
|
210,343
|
IDR
|
3,735,063,238
|
Barclays Bank PLC
|
08/24/26
|
3,564
|
|
USD
|
50,300
|
IDR
|
905,554,329
|
Citibank N.A.
|
08/24/26
|
167
|
|
USD
|
107,020
|
MXN
|
1,849,473
|
UBS AG
|
08/24/26
|
415
|
|
USD
|
576,534
|
MXN
|
9,965,338
|
UBS AG
|
08/24/26
|
2,124
|
|
USD
|
72,904
|
PEN
|
247,073
|
Citibank N.A.
|
08/24/26
|
257
|
|
USD
|
279,608
|
PHP
|
16,885,528
|
Barclays Bank PLC
|
08/24/26
|
3,858
|
|
USD
|
531,910
|
PLN
|
1,946,442
|
HSBC Bank PLC
|
08/24/26
|
10,888
|
|
USD
|
106,442
|
ZAR
|
1,729,473
|
Bank of America N.A.
|
08/24/26
|
1,922
|
|
USD
|
193,333
|
ZAR
|
3,187,004
|
Bank of America N.A.
|
08/24/26
|
727
|
|
USD
|
719,613
|
ZAR
|
11,692,750
|
Bank of America N.A.
|
08/24/26
|
12,963
|
|
AUD
|
1,300
|
USD
|
908
|
BNP Paribas SA
|
08/26/26
|
7
|
|
AUD
|
25,901
|
USD
|
18,086
|
BNP Paribas SA
|
08/26/26
|
132
|
|
AUD
|
95,000
|
USD
|
66,267
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
554
|
|
AUD
|
131,000
|
USD
|
91,378
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
764
|
|
CAD
|
10,000
|
JPY
|
1,132,279
|
Societe Generale
|
08/26/26
|
11
|
|
CLP
|
53,061,870
|
USD
|
57,000
|
UBS AG
|
08/26/26
|
79
|
|
CNH
|
648,907
|
USD
|
96,000
|
Barclays Bank PLC
|
08/26/26
|
245
|
|
CNH
|
2,729,154
|
USD
|
403,754
|
Barclays Bank PLC
|
08/26/26
|
1,031
|
|
COP
|
157,689,360
|
GBP
|
36,000
|
Bank of America N.A.
|
08/26/26
|
1,210
|
|
COP
|
157,226,400
|
USD
|
48,000
|
Citibank N.A.
|
08/26/26
|
1,582
|
|
COP
|
556,545,425
|
USD
|
169,909
|
Citibank N.A.
|
08/26/26
|
5,600
|
|
CZK
|
1,059,673
|
USD
|
50,000
|
Citibank N.A.
|
08/26/26
|
462
|
|
CZK
|
4,807,397
|
USD
|
226,834
|
Citibank N.A.
|
08/26/26
|
2,097
|
|
EUR
|
7,500
|
HUF
|
2,736,900
|
Bank of America N.A.
|
08/26/26
|
15
|
|
EUR
|
50,610
|
HUF
|
18,468,601
|
Bank of America N.A.
|
08/26/26
|
100
|
|
EUR
|
10,000
|
JPY
|
1,826,800
|
Goldman Sachs International
|
08/26/26
|
40
|
|
EUR
|
57,461
|
USD
|
65,662
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
657
|
|
HUF
|
34,958,978
|
USD
|
109,500
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
878
|
|
HUF
|
129,712,174
|
USD
|
406,290
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
3,256
|
|
JPY
|
1,156,062
|
CAD
|
10,000
|
Deutsche Bank AG
|
08/26/26
|
138
|
|
JPY
|
3,741,519
|
USD
|
23,000
|
Bank of America N.A.
|
08/26/26
|
556
|
|
KRW
|
48,048,975
|
USD
|
32,500
|
HSBC Bank PLC
|
08/26/26
|
796
|
|
KRW
|
55,719,259
|
USD
|
37,668
|
HSBC Bank PLC
|
08/26/26
|
943
|
|
MXN
|
2,320,446
|
USD
|
133,000
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
730
|
|
MXN
|
6,437,701
|
USD
|
368,987
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
2,025
|
|
MYR
|
429,062
|
USD
|
105,000
|
Barclays Bank PLC
|
08/26/26
|
88
|
|
PEN
|
115,845
|
USD
|
34,000
|
Deutsche Bank AG
|
08/26/26
|
60
|
|
PHP
|
2,103,580
|
USD
|
34,000
|
Bank of America N.A.
|
08/26/26
|
350
|
|
PHP
|
2,285,046
|
USD
|
37,000
|
Morgan Stanley & Co. International PLC
|
08/26/26
|
313
|
|
PLN
|
1,022,556
|
USD
|
269,689
|
Barclays Bank PLC
|
08/26/26
|
4,027
|
|
RON
|
410,632
|
USD
|
89,240
|
BNP Paribas SA
|
08/26/26
|
863
|
|
THB
|
517,446
|
USD
|
15,300
|
HSBC Bank PLC
|
08/26/26
|
222
|
|
THB
|
12,033,427
|
USD
|
355,808
|
HSBC Bank PLC
|
08/26/26
|
5,173
|
|
USD
|
23,000
|
JPY
|
3,643,487
|
Societe Generale
|
08/26/26
|
61
|
|
INR
|
9,270,576
|
USD
|
96,000
|
BNP Paribas SA
|
08/27/26
|
987
|
|
INR
|
47,075,599
|
USD
|
487,484
|
BNP Paribas SA
|
08/27/26
|
5,012
|
|
BRL
|
112,068
|
EUR
|
19,000
|
Goldman Sachs International
|
09/02/26
|
7
|
|
BRL
|
522,165
|
USD
|
101,802
|
Barclays Bank PLC
|
09/02/26
|
433
|
|
BRL
|
2,846,209
|
USD
|
554,901
|
Barclays Bank PLC
|
09/02/26
|
2,360
|
|
BRL
|
2,364,408
|
USD
|
446,161
|
HSBC Bank PLC
|
09/16/26
|
15,431
|
|
CNH
|
582,633
|
USD
|
86,486
|
Morgan Stanley & Co. International PLC
|
09/16/26
|
56
|
|
COP
|
367,770,045
|
USD
|
101,527
|
Citibank N.A.
|
09/16/26
|
13,891
|
|
COP
|
748,064,280
|
USD
|
206,000
|
Morgan Stanley & Co. International PLC
|
09/16/26
|
28,766
|
|
CZK
|
608,282
|
USD
|
28,695
|
Morgan Stanley & Co. International PLC
|
09/16/26
|
278
|
|
JPY
|
35,867,040
|
USD
|
220,000
|
HSBC Bank PLC
|
09/16/26
|
6,190
|
|
KRW
|
65,000,000
|
USD
|
43,204
|
JPMorgan Chase Bank N.A.
|
09/16/26
|
1,859
|
|
Currency Purchased
|
Currency Sold
|
Counterparty
|
Settlement Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
PHP
|
9,100,000
|
USD
|
147,775
|
Morgan Stanley & Co. International PLC
|
09/16/26
|
$ 678
|
|
PLN
|
3,000
|
USD
|
798
|
Deutsche Bank AG
|
09/16/26
|
5
|
|
PLN
|
502,368
|
USD
|
132,262
|
HSBC Bank PLC
|
09/16/26
|
2,209
|
|
RON
|
303,757
|
USD
|
65,874
|
Citibank N.A.
|
09/16/26
|
707
|
|
USD
|
28,218
|
AUD
|
40,000
|
UBS AG
|
09/16/26
|
94
|
|
USD
|
286,710
|
CAD
|
400,000
|
Goldman Sachs International
|
09/16/26
|
841
|
|
USD
|
148,775
|
CNH
|
1,000,000
|
HSBC Bank PLC
|
09/16/26
|
240
|
|
USD
|
5,818
|
EUR
|
5,000
|
Barclays Bank PLC
|
09/16/26
|
43
|
|
USD
|
550,215
|
EUR
|
474,557
|
Goldman Sachs International
|
09/16/26
|
2,049
|
|
USD
|
11,457,189
|
EUR
|
9,830,000
|
HSBC Bank PLC
|
09/16/26
|
102,442
|
|
USD
|
81,480
|
EUR
|
70,000
|
JPMorgan Chase Bank N.A.
|
09/16/26
|
623
|
|
USD
|
238,000
|
IDR
|
4,276,574,400
|
Bank of America N.A.
|
09/16/26
|
1,757
|
|
USD
|
38,341
|
IDR
|
690,000,000
|
BNP Paribas SA
|
09/16/26
|
225
|
|
USD
|
38,352
|
IDR
|
690,000,000
|
BNP Paribas SA
|
09/16/26
|
236
|
|
USD
|
72,545
|
IDR
|
1,300,000,000
|
Citibank N.A.
|
09/16/26
|
731
|
|
USD
|
73,492
|
IDR
|
1,310,000,000
|
Citibank N.A.
|
09/16/26
|
1,126
|
|
USD
|
84,327
|
IDR
|
1,526,339,304
|
Citibank N.A.
|
09/16/26
|
10
|
|
USD
|
173,481
|
IDR
|
3,110,000,000
|
Deutsche Bank AG
|
09/16/26
|
1,681
|
|
USD
|
225,955
|
IDR
|
4,060,000,000
|
Deutsche Bank AG
|
09/16/26
|
1,676
|
|
USD
|
177,244
|
IDR
|
3,190,092,750
|
State Street Bank and Trust Co.
|
09/16/26
|
1,019
|
|
USD
|
220,000
|
JPY
|
34,776,720
|
Morgan Stanley & Co. International PLC
|
09/16/26
|
686
|
|
USD
|
45,789
|
PHP
|
2,800,000
|
Citibank N.A.
|
09/16/26
|
111
|
|
USD
|
193,785
|
SGD
|
247,000
|
State Street Bank and Trust Co.
|
09/16/26
|
592
|
|
USD
|
72,560
|
TWD
|
2,300,000
|
BNP Paribas SA
|
09/16/26
|
1,248
|
|
ZAR
|
11,145,556
|
USD
|
669,242
|
Citibank N.A.
|
09/16/26
|
3,117
|
|
ZAR
|
1,696,641
|
USD
|
101,926
|
Goldman Sachs International
|
09/16/26
|
424
|
|
ZAR
|
6,754,783
|
USD
|
404,702
|
Goldman Sachs International
|
09/16/26
|
2,783
|
|
AUD
|
393,867
|
USD
|
276,842
|
Bank of America N.A.
|
09/17/26
|
90
|
|
AUD
|
150,000
|
USD
|
104,299
|
Goldman Sachs International
|
09/17/26
|
1,167
|
|
AUD
|
600,000
|
USD
|
413,466
|
Morgan Stanley & Co. International PLC
|
09/17/26
|
8,399
|
|
MXN
|
3,002,013
|
USD
|
171,838
|
HSBC Bank PLC
|
09/17/26
|
854
|
|
MXN
|
3,332,266
|
USD
|
189,959
|
State Street Bank and Trust Co.
|
09/17/26
|
1,731
|
|
MXN
|
3,531,000
|
USD
|
200,050
|
UBS AG
|
09/17/26
|
3,073
|
|
MXN
|
11,770,775
|
USD
|
669,242
|
UBS AG
|
09/17/26
|
7,877
|
|
SGD
|
250,000
|
USD
|
194,192
|
Bank of America N.A.
|
09/17/26
|
1,362
|
|
USD
|
218,378
|
AUD
|
310,000
|
Morgan Stanley & Co. International PLC
|
09/17/26
|
414
|
|
USD
|
520,572
|
EUR
|
449,000
|
JPMorgan Chase Bank N.A.
|
09/17/26
|
1,906
|
|
USD
|
5,000
|
IDR
|
89,881,500
|
Barclays Bank PLC
|
09/17/26
|
35
|
|
USD
|
50,492
|
MYR
|
200,000
|
Barclays Bank PLC
|
09/17/26
|
1,488
|
|
USD
|
75,481
|
MYR
|
300,000
|
Goldman Sachs International
|
09/17/26
|
1,974
|
|
USD
|
11,109
|
CLP
|
9,943,320
|
Citibank N.A.
|
10/09/26
|
409
|
|
USD
|
12,100
|
CLP
|
10,824,119
|
Citibank N.A.
|
10/09/26
|
452
|
|
USD
|
22,691
|
CLP
|
19,886,640
|
Citibank N.A.
|
10/09/26
|
1,291
|
|
USD
|
11,154
|
CLP
|
9,943,320
|
Morgan Stanley & Co. International PLC
|
10/09/26
|
454
|
|
USD
|
11,163
|
CLP
|
9,943,320
|
Morgan Stanley & Co. International PLC
|
10/09/26
|
463
|
|
USD
|
22,220
|
CLP
|
19,886,640
|
Morgan Stanley & Co. International PLC
|
10/09/26
|
819
|
|
USD
|
22,586
|
CLP
|
19,886,639
|
Morgan Stanley & Co. International PLC
|
10/09/26
|
1,185
|
|
PEN
|
41,602
|
USD
|
12,186
|
Barclays Bank PLC
|
10/23/26
|
16
|
|
PEN
|
77,703
|
USD
|
22,762
|
Barclays Bank PLC
|
10/23/26
|
28
|
|
USD
|
34,949
|
PEN
|
118,760
|
Citibank N.A.
|
10/23/26
|
117
|
|
NGN
|
19,761,000
|
USD
|
14,000
|
Societe Generale
|
10/26/26
|
32
|
|
NGN
|
41,297,667
|
USD
|
29,258
|
Societe Generale
|
10/26/26
|
66
|
|
USD
|
1,113,153
|
HKD
|
8,600,000
|
Citibank N.A.
|
12/16/26
|
12,212
|
|
INR
|
7,300,000
|
USD
|
74,475
|
JPMorgan Chase Bank N.A.
|
01/13/27
|
905
|
|
|
|
|
|
|
|
411,864
|
|
TWD
|
1,437,750
|
USD
|
45,000
|
Goldman Sachs International
|
08/03/26
|
(514
)
|
|
TWD
|
2,204,550
|
USD
|
69,000
|
Goldman Sachs International
|
08/03/26
|
(788
)
|
|
USD
|
44,304
|
TWD
|
1,437,750
|
Goldman Sachs International
|
08/03/26
|
(182
)
|
|
USD
|
67,933
|
TWD
|
2,204,550
|
Goldman Sachs International
|
08/03/26
|
(280
)
|
|
BRL
|
111,154
|
EUR
|
19,028
|
Goldman Sachs International
|
08/04/26
|
(14
)
|
|
EUR
|
19,000
|
BRL
|
111,154
|
Goldman Sachs International
|
08/04/26
|
(18
)
|
|
Currency Purchased
|
Currency Sold
|
Counterparty
|
Settlement Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
415
|
BRL
|
2,108
|
Barclays Bank PLC
|
08/04/26
|
$ (1
)
|
|
USD
|
68,000
|
BRL
|
353,870
|
Barclays Bank PLC
|
08/04/26
|
(1,809
)
|
|
USD
|
68,210
|
BRL
|
346,324
|
Barclays Bank PLC
|
08/04/26
|
(110
)
|
|
USD
|
97,818
|
BRL
|
509,040
|
Barclays Bank PLC
|
08/04/26
|
(2,602
)
|
|
USD
|
100,258
|
BRL
|
509,040
|
Barclays Bank PLC
|
08/04/26
|
(161
)
|
|
USD
|
101,802
|
BRL
|
518,478
|
Barclays Bank PLC
|
08/04/26
|
(479
)
|
|
USD
|
554,901
|
BRL
|
2,826,111
|
Barclays Bank PLC
|
08/04/26
|
(2,611
)
|
|
USD
|
604,618
|
BRL
|
3,069,827
|
Barclays Bank PLC
|
08/04/26
|
(972
)
|
|
USD
|
640,331
|
BRL
|
3,251,152
|
Barclays Bank PLC
|
08/04/26
|
(1,029
)
|
|
USD
|
710,979
|
BRL
|
3,699,914
|
Barclays Bank PLC
|
08/04/26
|
(18,909
)
|
|
USD
|
23,000
|
BRL
|
119,048
|
Citibank N.A.
|
08/04/26
|
(485
)
|
|
USD
|
35,000
|
BRL
|
181,160
|
Citibank N.A.
|
08/04/26
|
(738
)
|
|
USD
|
88,386
|
BRL
|
448,762
|
Goldman Sachs International
|
08/04/26
|
(142
)
|
|
USD
|
403
|
BRL
|
2,108
|
Morgan Stanley & Co. International PLC
|
08/04/26
|
(13
)
|
|
USD
|
11,324
|
BRL
|
57,494
|
Morgan Stanley & Co. International PLC
|
08/04/26
|
(18
)
|
|
USD
|
128,476
|
BRL
|
652,309
|
Morgan Stanley & Co. International PLC
|
08/04/26
|
(207
)
|
|
USD
|
11,000
|
BRL
|
56,315
|
Societe Generale
|
08/04/26
|
(109
)
|
|
USD
|
26,588
|
TRY
|
1,308,604
|
Barclays Bank PLC
|
08/04/26
|
(930
)
|
|
USD
|
342,518
|
MXN
|
6,104,525
|
HSBC Bank PLC
|
08/18/26
|
(9,530
)
|
|
KRW
|
2,000,000
|
USD
|
1,393
|
Barclays Bank PLC
|
08/20/26
|
(7
)
|
|
KRW
|
2,000,000
|
USD
|
1,389
|
HSBC Bank PLC
|
08/20/26
|
(3
)
|
|
KRW
|
2,026,236
|
USD
|
1,419
|
HSBC Bank PLC
|
08/20/26
|
(15
)
|
|
KRW
|
2,028,730
|
USD
|
1,408
|
HSBC Bank PLC
|
08/20/26
|
(2
)
|
|
KRW
|
2,030,000
|
USD
|
1,415
|
HSBC Bank PLC
|
08/20/26
|
(9
)
|
|
USD
|
3,154
|
KRW
|
4,620,000
|
Bank of America N.A.
|
08/20/26
|
(47
)
|
|
USD
|
1,227
|
KRW
|
1,800,000
|
Barclays Bank PLC
|
08/20/26
|
(20
)
|
|
USD
|
1,300
|
KRW
|
1,900,000
|
Barclays Bank PLC
|
08/20/26
|
(16
)
|
|
USD
|
1,299
|
KRW
|
1,900,000
|
Citibank N.A.
|
08/20/26
|
(18
)
|
|
USD
|
1,371
|
KRW
|
2,000,000
|
Citibank N.A.
|
08/20/26
|
(15
)
|
|
USD
|
1,383
|
KRW
|
2,000,000
|
Citibank N.A.
|
08/20/26
|
(3
)
|
|
USD
|
1,447
|
KRW
|
2,100,000
|
Citibank N.A.
|
08/20/26
|
(8
)
|
|
USD
|
1,407
|
KRW
|
2,075,000
|
Deutsche Bank AG
|
08/20/26
|
(31
)
|
|
USD
|
1,156
|
KRW
|
1,700,000
|
HSBC Bank PLC
|
08/20/26
|
(21
)
|
|
USD
|
1,157
|
KRW
|
1,700,000
|
HSBC Bank PLC
|
08/20/26
|
(21
)
|
|
USD
|
1,304
|
KRW
|
1,900,000
|
HSBC Bank PLC
|
08/20/26
|
(12
)
|
|
USD
|
1,395
|
KRW
|
2,030,000
|
HSBC Bank PLC
|
08/20/26
|
(11
)
|
|
USD
|
3,373
|
KRW
|
4,950,000
|
JPMorgan Chase Bank N.A.
|
08/20/26
|
(56
)
|
|
PEN
|
14,849
|
USD
|
4,381
|
Citibank N.A.
|
08/24/26
|
(15
)
|
|
PHP
|
1,383,611
|
USD
|
22,735
|
Bank of America N.A.
|
08/24/26
|
(140
)
|
|
PHP
|
1,485,761
|
USD
|
24,453
|
Deutsche Bank AG
|
08/24/26
|
(190
)
|
|
USD
|
140,729
|
COP
|
463,308,212
|
Barclays Bank PLC
|
08/24/26
|
(5,446
)
|
|
USD
|
130,963
|
COP
|
455,436,601
|
Citibank N.A.
|
08/24/26
|
(12,729
)
|
|
USD
|
10,171
|
COP
|
35,574,672
|
State Street Bank and Trust Co.
|
08/24/26
|
(1,052
)
|
|
USD
|
26,918
|
COP
|
93,607,155
|
State Street Bank and Trust Co.
|
08/24/26
|
(2,615
)
|
|
USD
|
2,031
|
CZK
|
42,954
|
Bank of America N.A.
|
08/24/26
|
(15
)
|
|
USD
|
11,298
|
CZK
|
241,012
|
Citibank N.A.
|
08/24/26
|
(179
)
|
|
USD
|
71,672
|
CZK
|
1,529,498
|
Citibank N.A.
|
08/24/26
|
(1,163
)
|
|
USD
|
17,862
|
CZK
|
380,477
|
Morgan Stanley & Co. International PLC
|
08/24/26
|
(256
)
|
|
USD
|
115,347
|
CZK
|
2,459,188
|
Morgan Stanley & Co. International PLC
|
08/24/26
|
(1,759
)
|
|
USD
|
8,832
|
CZK
|
187,852
|
UBS AG
|
08/24/26
|
(114
)
|
|
USD
|
56,384
|
CZK
|
1,198,676
|
UBS AG
|
08/24/26
|
(697
)
|
|
USD
|
39,308
|
EUR
|
34,401
|
UBS AG
|
08/24/26
|
(393
)
|
|
USD
|
113,525
|
EUR
|
99,354
|
UBS AG
|
08/24/26
|
(1,136
)
|
|
USD
|
41,215
|
HUF
|
13,111,270
|
Citibank N.A.
|
08/24/26
|
(185
)
|
|
USD
|
44,860
|
MXN
|
783,267
|
JPMorgan Chase Bank N.A.
|
08/24/26
|
(288
)
|
|
USD
|
120,024
|
MXN
|
2,095,261
|
UBS AG
|
08/24/26
|
(749
)
|
|
USD
|
67,014
|
PHP
|
4,140,970
|
Morgan Stanley & Co. International PLC
|
08/24/26
|
(611
)
|
|
USD
|
195,507
|
PLN
|
741,158
|
BNP Paribas SA
|
08/24/26
|
(2,885
)
|
|
USD
|
7,308
|
RON
|
33,604
|
HSBC Bank PLC
|
08/24/26
|
(66
)
|
|
USD
|
25,958
|
RON
|
119,579
|
Royal Bank of Canada
|
08/24/26
|
(283
)
|
|
USD
|
33,210
|
RON
|
153,067
|
Royal Bank of Canada
|
08/24/26
|
(380
)
|
|
USD
|
4,830
|
TRY
|
236,350
|
Morgan Stanley & Co. International PLC
|
08/24/26
|
(59
)
|
|
Currency Purchased
|
Currency Sold
|
Counterparty
|
Settlement Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
9,801
|
UYU
|
395,244
|
Citibank N.A.
|
08/24/26
|
$ (7
)
|
|
USD
|
19,198
|
UYU
|
776,531
|
HSBC Bank PLC
|
08/24/26
|
(73
)
|
|
CLP
|
120,726,915
|
USD
|
130,168
|
Morgan Stanley & Co. International PLC
|
08/26/26
|
(300
)
|
|
CLP
|
30,910,450
|
USD
|
33,500
|
UBS AG
|
08/26/26
|
(249
)
|
|
CLP
|
41,982,850
|
USD
|
45,500
|
UBS AG
|
08/26/26
|
(338
)
|
|
COP
|
52,870,000
|
USD
|
17,000
|
BNP Paribas SA
|
08/26/26
|
(327
)
|
|
COP
|
73,085,000
|
USD
|
23,500
|
BNP Paribas SA
|
08/26/26
|
(452
)
|
|
COP
|
53,533,000
|
USD
|
17,000
|
Citibank N.A.
|
08/26/26
|
(118
)
|
|
COP
|
53,616,300
|
USD
|
17,000
|
Citibank N.A.
|
08/26/26
|
(92
)
|
|
COP
|
74,001,500
|
USD
|
23,500
|
Citibank N.A.
|
08/26/26
|
(163
)
|
|
COP
|
74,116,650
|
USD
|
23,500
|
Citibank N.A.
|
08/26/26
|
(127
)
|
|
COP
|
53,244,000
|
USD
|
17,000
|
Deutsche Bank AG
|
08/26/26
|
(209
)
|
|
COP
|
73,602,000
|
USD
|
23,500
|
Deutsche Bank AG
|
08/26/26
|
(289
)
|
|
JPY
|
1,827,440
|
EUR
|
10,000
|
Citibank N.A.
|
08/26/26
|
(36
)
|
|
JPY
|
3,648,386
|
USD
|
23,000
|
Barclays Bank PLC
|
08/26/26
|
(30
)
|
|
JPY
|
7,455,398
|
USD
|
47,000
|
Barclays Bank PLC
|
08/26/26
|
(62
)
|
|
JPY
|
2,993,962
|
USD
|
19,000
|
Goldman Sachs International
|
08/26/26
|
(151
)
|
|
MYR
|
2,712,854
|
USD
|
665,486
|
Barclays Bank PLC
|
08/26/26
|
(1,042
)
|
|
PEN
|
159,664
|
USD
|
47,000
|
Barclays Bank PLC
|
08/26/26
|
(57
)
|
|
USD
|
26,685
|
AUD
|
38,000
|
Barclays Bank PLC
|
08/26/26
|
(44
)
|
|
USD
|
33,356
|
AUD
|
47,500
|
Barclays Bank PLC
|
08/26/26
|
(55
)
|
|
USD
|
34,000
|
CAD
|
47,842
|
BNP Paribas SA
|
08/26/26
|
(159
)
|
|
USD
|
80,000
|
CAD
|
112,580
|
Deutsche Bank AG
|
08/26/26
|
(383
)
|
|
USD
|
131,000
|
CAD
|
184,349
|
Deutsche Bank AG
|
08/26/26
|
(627
)
|
|
USD
|
50,500
|
COP
|
164,925,425
|
Bank of America N.A.
|
08/26/26
|
(1,510
)
|
|
USD
|
33,000
|
COP
|
108,438,000
|
Citibank N.A.
|
08/26/26
|
(1,196
)
|
|
USD
|
46,000
|
COP
|
151,156,000
|
Citibank N.A.
|
08/26/26
|
(1,668
)
|
|
USD
|
47,000
|
COP
|
152,876,900
|
UBS AG
|
08/26/26
|
(1,211
)
|
|
USD
|
43,763
|
EUR
|
38,297
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
(438
)
|
|
USD
|
60,172
|
GBP
|
45,000
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
(475
)
|
|
USD
|
81,567
|
GBP
|
61,000
|
JPMorgan Chase Bank N.A.
|
08/26/26
|
(644
)
|
|
USD
|
23,000
|
JPY
|
3,741,519
|
Bank of America N.A.
|
08/26/26
|
(556
)
|
|
USD
|
47,000
|
JPY
|
7,645,714
|
Bank of America N.A.
|
08/26/26
|
(1,136
)
|
|
USD
|
32,500
|
KRW
|
47,469,500
|
Barclays Bank PLC
|
08/26/26
|
(394
)
|
|
USD
|
37,668
|
KRW
|
55,017,881
|
Barclays Bank PLC
|
08/26/26
|
(457
)
|
|
USD
|
44,000
|
PLN
|
166,831
|
Barclays Bank PLC
|
08/26/26
|
(657
)
|
|
USD
|
68,000
|
PLN
|
257,920
|
Citibank N.A.
|
08/26/26
|
(1,040
)
|
|
USD
|
21,000
|
TRY
|
1,019,130
|
Citibank N.A.
|
08/26/26
|
(49
)
|
|
USD
|
33,000
|
ZAR
|
551,948
|
Citibank N.A.
|
08/26/26
|
(352
)
|
|
USD
|
46,000
|
ZAR
|
769,382
|
Citibank N.A.
|
08/26/26
|
(490
)
|
|
ZAR
|
1,661,379
|
USD
|
101,000
|
HSBC Bank PLC
|
08/26/26
|
(611
)
|
|
ZAR
|
6,884,706
|
USD
|
418,541
|
HSBC Bank PLC
|
08/26/26
|
(2,531
)
|
|
USD
|
411
|
BRL
|
2,108
|
Barclays Bank PLC
|
09/02/26
|
(2
)
|
|
USD
|
68,000
|
BRL
|
348,787
|
Barclays Bank PLC
|
09/02/26
|
(289
)
|
|
USD
|
99,243
|
BRL
|
509,040
|
Barclays Bank PLC
|
09/02/26
|
(422
)
|
|
USD
|
633,849
|
BRL
|
3,251,152
|
Barclays Bank PLC
|
09/02/26
|
(2,696
)
|
|
USD
|
70,677
|
COP
|
240,656,248
|
State Street Bank and Trust Co.
|
09/08/26
|
(4,986
)
|
|
USD
|
129,626
|
COP
|
441,375,453
|
State Street Bank and Trust Co.
|
09/08/26
|
(9,145
)
|
|
IDR
|
2,030,000,000
|
USD
|
113,250
|
Bank of America N.A.
|
09/16/26
|
(1,110
)
|
|
IDR
|
2,730,000,000
|
USD
|
152,301
|
Bank of America N.A.
|
09/16/26
|
(1,493
)
|
|
IDR
|
3,821,260,954
|
USD
|
211,470
|
Barclays Bank PLC
|
09/16/26
|
(379
)
|
|
IDR
|
1,345,000,000
|
USD
|
74,478
|
Citibank N.A.
|
09/16/26
|
(179
)
|
|
IDR
|
1,991,090,126
|
USD
|
110,653
|
Citibank N.A.
|
09/16/26
|
(663
)
|
|
IDR
|
1,345,000,000
|
USD
|
74,635
|
Goldman Sachs International
|
09/16/26
|
(336
)
|
|
IDR
|
2,030,000,000
|
USD
|
112,341
|
Goldman Sachs International
|
09/16/26
|
(201
)
|
|
PHP
|
2,235,725
|
USD
|
37,058
|
Deutsche Bank AG
|
09/16/26
|
(586
)
|
|
PHP
|
2,800,000
|
USD
|
46,064
|
HSBC Bank PLC
|
09/16/26
|
(386
)
|
|
PLN
|
898,838
|
USD
|
243,738
|
State Street Bank and Trust Co.
|
09/16/26
|
(3,142
)
|
|
SGD
|
90,000
|
USD
|
70,796
|
HSBC Bank PLC
|
09/16/26
|
(401
)
|
|
SGD
|
50,000
|
USD
|
39,399
|
Standard Chartered Bank
|
09/16/26
|
(291
)
|
|
SGD
|
50,000
|
USD
|
39,395
|
Standard Chartered Bank
|
09/16/26
|
(287
)
|
|
TWD
|
2,300,000
|
USD
|
72,831
|
Citibank N.A.
|
09/16/26
|
(1,520
)
|
|
Currency Purchased
|
Currency Sold
|
Counterparty
|
Settlement Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
USD
|
309,000
|
BRL
|
1,628,739
|
Morgan Stanley & Co. International PLC
|
09/16/26
|
$ (8,971
)
|
|
USD
|
471,607
|
BRL
|
2,493,103
|
Morgan Stanley & Co. International PLC
|
09/16/26
|
(15,110
)
|
|
USD
|
86,389
|
CNH
|
582,633
|
Bank of America N.A.
|
09/16/26
|
(153
)
|
|
USD
|
108,771
|
COP
|
380,508,690
|
Citibank N.A.
|
09/16/26
|
(10,644
)
|
|
USD
|
795,037
|
EUR
|
694,000
|
BNP Paribas SA
|
09/16/26
|
(6,610
)
|
|
USD
|
626,325
|
EUR
|
544,000
|
Goldman Sachs International
|
09/16/26
|
(2,056
)
|
|
USD
|
285,483
|
EUR
|
248,525
|
JPMorgan Chase Bank N.A.
|
09/16/26
|
(1,591
)
|
|
USD
|
1,026,694
|
EUR
|
901,000
|
Morgan Stanley & Co. International PLC
|
09/16/26
|
(14,061
)
|
|
USD
|
114,551
|
EUR
|
100,000
|
Standard Chartered Bank
|
09/16/26
|
(961
)
|
|
USD
|
155,079
|
EUR
|
135,000
|
Toronto-Dominion Bank
|
09/16/26
|
(861
)
|
|
USD
|
57,338
|
EUR
|
50,000
|
UBS AG
|
09/16/26
|
(418
)
|
|
USD
|
1,822,950
|
GBP
|
1,358,000
|
Societe Generale
|
09/16/26
|
(7,254
)
|
|
USD
|
187,777
|
GBP
|
140,000
|
State Street Bank and Trust Co.
|
09/16/26
|
(904
)
|
|
USD
|
187,956
|
GBP
|
141,000
|
State Street Bank and Trust Co.
|
09/16/26
|
(2,072
)
|
|
USD
|
147,762
|
IDR
|
2,690,000,000
|
Goldman Sachs International
|
09/16/26
|
(837
)
|
|
USD
|
35,601
|
JPY
|
5,800,208
|
Barclays Bank PLC
|
09/16/26
|
(977
)
|
|
USD
|
380,960
|
JPY
|
60,600,000
|
BNP Paribas SA
|
09/16/26
|
(1,204
)
|
|
USD
|
42,484
|
KRW
|
65,000,000
|
BNP Paribas SA
|
09/16/26
|
(2,579
)
|
|
USD
|
148,735
|
PHP
|
9,200,000
|
Bank of America N.A.
|
09/16/26
|
(1,350
)
|
|
USD
|
356,389
|
PHP
|
21,957,847
|
Bank of America N.A.
|
09/16/26
|
(1,822
)
|
|
USD
|
146,373
|
PHP
|
9,100,000
|
HSBC Bank PLC
|
09/16/26
|
(2,081
)
|
|
USD
|
209,774
|
PLN
|
790,000
|
JPMorgan Chase Bank N.A.
|
09/16/26
|
(1,689
)
|
|
USD
|
74,292
|
SGD
|
95,000
|
Citibank N.A.
|
09/16/26
|
(14
)
|
|
USD
|
74,261
|
SGD
|
95,000
|
HSBC Bank PLC
|
09/16/26
|
(44
)
|
|
USD
|
669,242
|
ZAR
|
11,281,011
|
Citibank N.A.
|
09/16/26
|
(11,289
)
|
|
ZAR
|
2,406,000
|
USD
|
145,938
|
HSBC Bank PLC
|
09/16/26
|
(795
)
|
|
IDR
|
9,354,992,851
|
USD
|
520,271
|
HSBC Bank PLC
|
09/17/26
|
(3,538
)
|
|
MYR
|
200,000
|
USD
|
49,140
|
Barclays Bank PLC
|
09/17/26
|
(135
)
|
|
MYR
|
300,000
|
USD
|
74,248
|
Barclays Bank PLC
|
09/17/26
|
(741
)
|
|
MYR
|
300,000
|
USD
|
73,919
|
Barclays Bank PLC
|
09/17/26
|
(412
)
|
|
USD
|
528,282
|
AUD
|
755,500
|
Bank of America N.A.
|
09/17/26
|
(2,917
)
|
|
USD
|
528,383
|
AUD
|
755,500
|
BNP Paribas SA
|
09/17/26
|
(2,816
)
|
|
USD
|
234,045
|
AUD
|
335,000
|
JPMorgan Chase Bank N.A.
|
09/17/26
|
(1,497
)
|
|
USD
|
46,028
|
EUR
|
40,000
|
Barclays Bank PLC
|
09/17/26
|
(178
)
|
|
USD
|
53,258
|
GBP
|
40,000
|
HSBC Bank PLC
|
09/17/26
|
(651
)
|
|
USD
|
26,911
|
GBP
|
20,000
|
Morgan Stanley & Co. International PLC
|
09/17/26
|
(44
)
|
|
USD
|
40,028
|
GBP
|
30,000
|
Morgan Stanley & Co. International PLC
|
09/17/26
|
(404
)
|
|
USD
|
593,298
|
MXN
|
10,407,594
|
Bank of America N.A.
|
09/17/26
|
(5,404
)
|
|
USD
|
72,939
|
MYR
|
300,000
|
Barclays Bank PLC
|
09/17/26
|
(568
)
|
|
USD
|
98,108
|
SGD
|
125,500
|
JPMorgan Chase Bank N.A.
|
09/17/26
|
(60
)
|
|
USD
|
98,150
|
SGD
|
125,500
|
JPMorgan Chase Bank N.A.
|
09/17/26
|
(19
)
|
|
USD
|
18,732
|
RON
|
86,535
|
Citibank N.A.
|
09/29/26
|
(223
)
|
|
USD
|
6,382
|
RON
|
29,404
|
HSBC Bank PLC
|
09/29/26
|
(59
)
|
|
USD
|
25,062
|
RON
|
115,850
|
Royal Bank of Canada
|
09/29/26
|
(315
)
|
|
USD
|
13,000
|
INR
|
1,258,660
|
HSBC Bank PLC
|
10/01/26
|
(124
)
|
|
USD
|
3,438
|
EUR
|
2,998
|
Citibank N.A.
|
10/16/26
|
(29
)
|
|
USD
|
20,334
|
PEN
|
70,000
|
Barclays Bank PLC
|
10/23/26
|
(197
)
|
|
USD
|
4,676
|
PEN
|
16,200
|
Citibank N.A.
|
10/23/26
|
(75
)
|
|
HKD
|
731,860
|
USD
|
94,397
|
HSBC Bank PLC
|
12/16/26
|
(707
)
|
|
HKD
|
732,033
|
USD
|
94,419
|
HSBC Bank PLC
|
12/16/26
|
(707
)
|
|
HKD
|
2,000,000
|
USD
|
257,938
|
HSBC Bank PLC
|
12/16/26
|
(1,905
)
|
|
HKD
|
1,464,091
|
USD
|
188,842
|
UBS AG
|
12/16/26
|
(1,414
)
|
|
HKD
|
1,672,016
|
USD
|
215,658
|
UBS AG
|
12/16/26
|
(1,612
)
|
|
HKD
|
2,000,000
|
USD
|
257,965
|
UBS AG
|
12/16/26
|
(1,932
)
|
|
USD
|
75,004
|
THB
|
2,500,000
|
JPMorgan Chase Bank N.A.
|
01/13/27
|
(938
)
|
|
USD
|
81,833
|
BRL
|
449,182
|
Goldman Sachs International
|
04/02/27
|
(2,375
)
|
|
|
|
|
|
|
|
(254,033
)
|
|
|
$ 157,831
|
|||||
|
Description
|
Number of
Contracts
|
Expiration
Date
|
Exercise Price
|
Notional
Amount (000)
|
Value
|
||
|
Call
|
|
|
|
|
|
|
|
|
10-Year U.S. Treasury Note Future
|
3
|
08/21/26
|
USD
|
110.00
|
USD
|
325
|
$ 188
|
|
Nikkei 225 Index
|
1
|
09/11/26
|
JPY
|
67,000.00
|
JPY
|
64,362
|
9,239
|
|
KraneShares CSI China Internet ETF
|
23
|
09/18/26
|
USD
|
32.00
|
USD
|
66
|
657
|
|
|
|
|
|
|
|
|
10,084
|
|
Put
|
|
|
|
|
|
|
|
|
Euro-BOBL Future
|
4
|
08/21/26
|
EUR
|
113.50
|
EUR
|
455
|
923
|
|
S&P 500 E-Mini Index Future
|
1
|
09/18/26
|
USD
|
7,200.00
|
USD
|
4
|
3,250
|
|
|
|
|
|
|
|
|
4,173
|
|
|
|
|
|
|
|
|
$ 14,257
|
|
Description
|
Type of Option
|
Counterparty
|
|
Expiration
Date
|
Exercise Price
|
Barrier
Price/Range
|
Notional
Amount (000)
|
Value
|
|||
|
Call
|
|
|
|
|
|
|
|
|
|
|
|
|
USD Currency
|
Up-and-out
|
BNP Paribas SA
|
|
09/02/26
|
JPY
|
161.00
|
JPY
|
164.50
|
USD
|
400
|
$ 381
|
|
EUR Currency
|
One Touch
|
UBS AG
|
|
09/28/26
|
USD
|
1.17
|
USD
|
1.17
|
EUR
|
13
|
4,257
|
|
USD Currency
|
One Touch
|
BNP Paribas SA
|
|
10/05/26
|
INR
|
97.00
|
INR
|
97.00
|
USD
|
4
|
1,157
|
|
USD Currency
|
One Touch
|
BNP Paribas SA
|
|
06/22/28
|
CNH
|
6.90
|
CNH
|
6.90
|
USD
|
50
|
3,248
|
|
|
|
|
|
|
|
|
|
|
|
|
9,043
|
|
Put
|
|
|
|
|
|
|
|
|
|
|
|
|
EUR Currency
|
One Touch
|
Morgan Stanley & Co.
International PLC
|
|
08/05/26
|
HUF
|
350.00
|
HUF
|
350.00
|
EUR
|
8
|
—
|
|
EUR Currency
|
One Touch
|
Barclays Bank PLC
|
|
08/13/26
|
USD
|
1.12
|
USD
|
1.13
|
EUR
|
10
|
263
|
|
EUR Currency
|
Down-and-out
|
UBS AG
|
|
08/26/26
|
USD
|
1.13
|
USD
|
1.11
|
EUR
|
138
|
71
|
|
USD Currency
|
One Touch
|
UBS AG
|
|
08/31/26
|
CNH
|
6.66
|
CNH
|
6.66
|
USD
|
20
|
444
|
|
USD Currency
|
One Touch
|
Bank of America N.A.
|
|
10/05/26
|
INR
|
93.00
|
INR
|
93.00
|
USD
|
10
|
714
|
|
EUR Currency
|
One Touch
|
BNP Paribas SA
|
|
10/19/26
|
HUF
|
351.00
|
HUF
|
351.00
|
EUR
|
12
|
1,216
|
|
EUR Currency
|
One Touch
|
Barclays Bank PLC
|
|
11/05/26
|
HUF
|
345.00
|
HUF
|
345.00
|
EUR
|
8
|
322
|
|
EUR Currency
|
One Touch
|
JPMorgan Chase Bank N.A.
|
|
11/11/26
|
HUF
|
339.00
|
HUF
|
339.00
|
EUR
|
8
|
108
|
|
USD Currency
|
One Touch
|
Bank of America N.A.
|
|
12/10/26
|
IDR
|
17,000.00
|
IDR
|
17,000.00
|
USD
|
8
|
311
|
|
USD Currency
|
One Touch
|
Bank of America N.A.
|
|
04/26/27
|
INR
|
94.00
|
INR
|
94.00
|
USD
|
4
|
690
|
|
|
|
|
|
|
|
|
|
|
|
|
4,139
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 13,182
|
|
Description
|
Counterparty
|
Expiration
Date
|
Exercise Price
|
Notional
Amount (000)
|
Value
|
||
|
Call
|
|
|
|
|
|
|
|
|
AUD Currency
|
Morgan Stanley & Co. International PLC
|
08/04/26
|
USD
|
0.70
|
AUD
|
171
|
$ 785
|
|
USD Currency
|
JPMorgan Chase Bank N.A.
|
08/10/26
|
CLP
|
975.00
|
USD
|
115
|
52
|
|
USD Currency
|
BNP Paribas SA
|
08/11/26
|
COP
|
4,150.00
|
USD
|
158
|
—
|
|
USD Currency
|
JPMorgan Chase Bank N.A.
|
08/13/26
|
JPY
|
162.00
|
USD
|
575
|
744
|
|
USD Currency
|
Deutsche Bank AG
|
08/20/26
|
MXN
|
17.60
|
USD
|
173
|
530
|
|
USD Currency
|
HSBC Bank PLC
|
08/20/26
|
KRW
|
1,478.00
|
USD
|
28
|
90
|
|
USD Currency
|
HSBC Bank PLC
|
09/04/26
|
KRW
|
1,580.00
|
USD
|
113
|
24
|
|
EUR Currency
|
Morgan Stanley & Co. International PLC
|
09/10/26
|
USD
|
1.16
|
EUR
|
1,842
|
10,505
|
|
USD Currency
|
JPMorgan Chase Bank N.A.
|
10/01/26
|
KRW
|
1,460.00
|
USD
|
158
|
1,986
|
|
|
|
|
|
|
|
|
14,716
|
|
Put
|
|
|
|
|
|
|
|
|
AUD Currency
|
Morgan Stanley & Co. International PLC
|
08/06/26
|
USD
|
0.69
|
AUD
|
362
|
59
|
|
USD Currency
|
HSBC Bank PLC
|
08/06/26
|
ZAR
|
16.25
|
USD
|
160
|
108
|
|
USD Currency
|
Bank of America N.A.
|
08/11/26
|
THB
|
33.50
|
USD
|
157
|
1,020
|
|
EUR Currency
|
Citibank N.A.
|
08/13/26
|
USD
|
1.14
|
EUR
|
345
|
399
|
|
USD Currency
|
JPMorgan Chase Bank N.A.
|
08/13/26
|
JPY
|
162.00
|
USD
|
575
|
11,681
|
|
USD Currency
|
HSBC Bank PLC
|
08/20/26
|
KRW
|
1,478.00
|
USD
|
28
|
756
|
|
Description
|
Counterparty
|
Expiration
Date
|
Exercise Price
|
Notional
Amount (000)
|
Value
|
||
|
Put (continued)
|
|
|
|
|
|
|
|
|
USD Currency
|
Bank of America N.A.
|
08/24/26
|
TWD
|
31.00
|
USD
|
200
|
$ 42
|
|
EUR Currency
|
UBS AG
|
08/25/26
|
USD
|
1.13
|
EUR
|
212
|
232
|
|
USD Currency
|
JPMorgan Chase Bank N.A.
|
08/27/26
|
HUF
|
315.00
|
USD
|
157
|
1,408
|
|
USD Currency
|
BNP Paribas SA
|
09/11/26
|
COP
|
3,300.00
|
USD
|
158
|
6,854
|
|
USD Currency
|
HSBC Bank PLC
|
01/08/27
|
INR
|
92.40
|
USD
|
232
|
339
|
|
|
|
|
|
|
|
|
22,898
|
|
|
|
|
|
|
|
|
$ 37,614
|
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
|
|
|
|
Description
|
Rate/Reference
|
|
Rate/Reference
|
Frequency
|
Counterparty
|
Expiration
Date
|
Credit
Rating
|
Exercise
Price
|
Notional
Amount (000)(a)
|
Value
|
|
|
Call
|
|
|
|
|
|
|
|
|
|
|
|
|
Sold Protection on 5-Year Credit
Default Swap, 06/20/31
|
5.00%
|
|
CDX.NA.HY.46.V2
|
Quarterly
|
BNP Paribas SA
|
08/19/26
|
—
|
USD 1.09
|
USD
|
3,867
|
$ 84
|
|
Sold Protection on 5-Year Credit
Default Swap, 06/20/31
|
5.00%
|
|
CDX.NA.HY.46.V2
|
Quarterly
|
Morgan Stanley
& Co.
International
PLC
|
08/19/26
|
—
|
USD 1.09
|
USD
|
4,324
|
788
|
|
|
|
|
|
|
|
|
|
|
|
|
872
|
|
Put
|
|
|
|
|
|
|
|
|
|
|
|
|
Bought Protection on 5-Year Credit
Default Swap, 06/20/31
|
5.00%
|
|
ITRAXX.XO.45.V1
|
Quarterly
|
Morgan Stanley
& Co.
International
PLC
|
08/19/26
|
—
|
EUR 2.62
|
EUR
|
101
|
542
|
|
Bought Protection on 5-Year Credit
Default Swap, 06/20/31
|
1.00%
|
|
CDX.NA.IG.46.V1
|
Quarterly
|
Morgan Stanley
& Co.
International
PLC
|
09/16/26
|
—
|
USD 0.58
|
USD
|
734
|
682
|
|
|
|
|
|
|
|
|
|
|
|
|
1,224
|
|
|
|
|
|
|
|
|
|
|
|
|
$ 2,096
|
|
(a)
|
The maximum potential amount the Fund may pay should a negative credit event take
place as defined under the terms of the agreement.
|
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
||
|
Description
|
Rate
|
Frequency
|
Rate
|
Frequency
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount (000)
|
Value
|
|
|
Call
|
|
|
|
|
|
|
|
|
|
|
|
30-Year Interest Rate Swap, 08/09/56
|
1-day SOFR,
3.66%
|
Annual
|
4.15%
|
Annual
|
Deutsche Bank AG
|
08/07/26
|
4.15
%
|
USD
|
2,117
|
$ 5
|
|
30-Year Interest Rate Swap, 08/16/56
|
1-day SOFR,
3.66%
|
Annual
|
4.14%
|
Annual
|
Deutsche Bank AG
|
08/14/26
|
4.14
|
USD
|
6,610
|
493
|
|
1-Year Interest Rate Swap, 11/04/27
|
Tokyo
Overnight
Average Rate,
0.98%
|
Annual
|
1.10%
|
Annual
|
Bank of America N.A.
|
11/02/26
|
1.10
|
JPY
|
416,890
|
—
|
|
10-Year Interest Rate Swap, 03/29/38
|
1-day SOFR,
3.66%
|
Annual
|
4.11%
|
Annual
|
Deutsche Bank AG
|
03/27/28
|
4.11
|
USD
|
2,148
|
48,053
|
|
10-Year Interest Rate Swap, 04/01/38
|
1-day SOFR,
3.66%
|
Annual
|
4.05%
|
Annual
|
Deutsche Bank AG
|
03/30/28
|
4.05
|
USD
|
2,147
|
44,309
|
|
|
|
|
|
|
|
|
|
|
|
92,860
|
|
Put
|
|
|
|
|
|
|
|
|
|
|
|
2-Year Interest Rate Swap, 08/29/28
|
4.15%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Citibank N.A.
|
08/27/26
|
4.15
|
USD
|
4,266
|
7,105
|
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
||
|
Description
|
Rate
|
Frequency
|
Rate
|
Frequency
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount (000)
|
Value
|
|
|
Put (continued)
|
|
|
|
|
|
|
|
|
|
|
|
2-Year Interest Rate Swap, 08/30/28
|
2.90%
|
Annual
|
6-mo.
EURIBOR,
2.71%
|
Semi-Annual
|
Citibank N.A.
|
08/28/26
|
2.90
%
|
EUR
|
4,266
|
$ 16,883
|
|
10-Year Interest Rate Swap, 09/05/36
|
2.52%
|
Annual
|
Tokyo
Overnight
Average Rate,
0.98%
|
Annual
|
Bank of America N.A.
|
09/03/26
|
2.52
|
JPY
|
13,000
|
20
|
|
2-Year Interest Rate Swap, 11/11/28
|
5.50%
|
Annual
|
1-day SONIA,
3.73%
|
Annual
|
Citibank N.A.
|
11/09/26
|
5.50
|
GBP
|
2,291
|
1,062
|
|
10-Year Interest Rate Swap, 03/29/38
|
4.11%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Deutsche Bank AG
|
03/27/28
|
4.11
|
USD
|
2,148
|
95,971
|
|
10-Year Interest Rate Swap, 04/01/38
|
4.05%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Deutsche Bank AG
|
03/30/28
|
4.05
|
USD
|
2,147
|
102,142
|
|
|
|
|
|
|
|
|
|
|
|
223,183
|
|
|
|
|
|
|
|
|
|
|
|
$ 316,043
|
|
Description
|
Number of
Contracts
|
Expiration
Date
|
Exercise Price
|
Notional
Amount (000)
|
Value
|
||
|
Call
|
|
|
|
|
|
|
|
|
Euro-BOBL Future
|
1
|
08/21/26
|
EUR
|
114.50
|
EUR
|
114
|
$ (98
)
|
|
Euro-BOBL Future
|
1
|
08/21/26
|
EUR
|
114.75
|
EUR
|
114
|
(52
)
|
|
iShares iBoxx $ Investment Grade Corporate Bond ETF
|
43
|
09/18/26
|
USD
|
109.00
|
USD
|
457
|
(406
)
|
|
KraneShares CSI China Internet ETF
|
23
|
09/18/26
|
USD
|
38.00
|
USD
|
66
|
(63
)
|
|
iShares iBoxx $ Investment Grade Corporate Bond ETF
|
435
|
10/16/26
|
USD
|
109.00
|
USD
|
4,622
|
(9,284
)
|
|
|
|
|
|
|
|
|
(9,903
)
|
|
Put
|
|
|
|
|
|
|
|
|
Nikkei 225 Index
|
1
|
09/11/26
|
JPY
|
59,000.00
|
JPY
|
64,362
|
(8,736
)
|
|
KraneShares CSI China Internet ETF
|
11
|
09/18/26
|
USD
|
26.00
|
USD
|
31
|
(412
)
|
|
S&P 500 E-Mini Index Future
|
1
|
09/18/26
|
USD
|
6,700.00
|
USD
|
4
|
(1,150
)
|
|
3-Month SOFR Future
|
6
|
12/11/26
|
USD
|
96.06
|
USD
|
1,439
|
(3,750
)
|
|
|
|
|
|
|
|
|
(14,048
)
|
|
|
|
|
|
|
|
|
$ (23,951
)
|
|
Description
|
Type of Option
|
Counterparty
|
Expiration
Date
|
Exercise Price
|
Barrier
Price/Range
|
Notional
Amount (000)
|
Value
|
|||
|
Call
|
|
|
|
|
|
|
|
|
|
|
|
USD Currency
|
One Touch
|
Bank of America N.A.
|
10/05/26
|
INR
|
97.00
|
INR
|
97.00
|
USD
|
4
|
$ (1,157)
|
|
Put
|
|
|
|
|
|
|
|
|
|
|
|
USD Currency
|
One Touch
|
BNP Paribas SA
|
10/05/26
|
INR
|
93.00
|
INR
|
93.00
|
USD
|
10
|
(714)
|
|
|
|
|
|
|
|
|
|
|
|
$ (1,871)
|
|
Description
|
Counterparty
|
Expiration
Date
|
Exercise Price
|
Notional
Amount (000)
|
Value
|
||
|
Call
|
|
|
|
|
|
|
|
|
USD Currency
|
BNP Paribas SA
|
08/06/26
|
COP
|
4,150.00
|
USD
|
79
|
$ —
|
|
USD Currency
|
Morgan Stanley & Co. International PLC
|
08/10/26
|
CLP
|
975.00
|
USD
|
115
|
(52
)
|
|
USD Currency
|
Goldman Sachs International
|
08/11/26
|
COP
|
4,150.00
|
USD
|
79
|
—
|
|
USD Currency
|
Barclays Bank PLC
|
08/14/26
|
INR
|
95.00
|
USD
|
173
|
(1,282
)
|
|
USD Currency
|
UBS AG
|
09/04/26
|
TRY
|
49.00
|
USD
|
81
|
(631
)
|
|
Description
|
Counterparty
|
Expiration
Date
|
Exercise Price
|
Notional
Amount (000)
|
Value
|
||
|
|
|
|
|
|
|
|
|
|
USD Currency
|
Goldman Sachs International
|
09/08/26
|
INR
|
96.15
|
USD
|
78
|
$ (394
)
|
|
USD Currency
|
Citibank N.A.
|
09/18/26
|
COP
|
3,500.00
|
USD
|
81
|
(187
)
|
|
USD Currency
|
HSBC Bank PLC
|
09/22/26
|
CNH
|
6.74
|
USD
|
165
|
(419
)
|
|
EUR Currency
|
JPMorgan Chase Bank N.A.
|
09/28/26
|
HUF
|
370.00
|
EUR
|
69
|
(765
)
|
|
USD Currency
|
Barclays Bank PLC
|
10/01/26
|
COP
|
3,500.00
|
USD
|
81
|
(285
)
|
|
USD Currency
|
JPMorgan Chase Bank N.A.
|
10/01/26
|
KRW
|
1,500.00
|
USD
|
237
|
(1,259
)
|
|
USD Currency
|
BNP Paribas SA
|
10/13/26
|
COP
|
3,400.00
|
USD
|
79
|
(659
)
|
|
EUR Currency
|
JPMorgan Chase Bank N.A.
|
11/11/26
|
HUF
|
380.00
|
EUR
|
77
|
(666
)
|
|
|
|
|
|
|
|
|
(6,599
)
|
|
Put
|
|
|
|
|
|
|
|
|
USD Currency
|
Deutsche Bank AG
|
08/06/26
|
ZAR
|
16.25
|
USD
|
160
|
(108
)
|
|
USD Currency
|
Bank of America N.A.
|
08/24/26
|
TWD
|
30.15
|
USD
|
200
|
(9
)
|
|
USD Currency
|
Citibank N.A.
|
08/31/26
|
BRL
|
5.25
|
USD
|
105
|
(3,405
)
|
|
USD Currency
|
BNP Paribas SA
|
09/11/26
|
COP
|
3,200.00
|
USD
|
158
|
(3,319
)
|
|
|
|
|
|
|
|
|
(6,841
)
|
|
|
|
|
|
|
|
|
$ (13,440
)
|
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
|
|
|
|
Description
|
Rate/Reference
|
|
Rate/Reference
|
Frequency
|
Counterparty
|
Expiration
Date
|
Credit
Rating(a)
|
Exercise
Price
|
Notional
Amount (000)(b)
|
Value
|
|
|
Put
|
|
|
|
|
|
|
|
|
|
|
|
|
Sold Protection on 5-Year Credit
Default Swap, 06/20/31
|
ITRAXX.XO.45.V1
|
|
5.00%
|
Quarterly
|
Morgan Stanley
& Co.
International
PLC
|
08/19/26
|
N/R
|
EUR 3.00
|
EUR
|
101
|
$ (130
)
|
|
Sold Protection on 5-Year Credit
Default Swap, 06/20/31
|
CDX.NA.IG.46.V1
|
|
1.00%
|
Quarterly
|
Morgan Stanley
& Co.
International
PLC
|
09/16/26
|
N/R
|
USD 0.68
|
USD
|
979
|
(377
)
|
|
|
|
|
|
|
|
|
|
|
|
|
$ (507
)
|
|
(a)
|
Using the rating of the issuer or the underlying securities of the index, as applicable,
provided by S&P Global Ratings.
|
|
(b)
|
The maximum potential amount the Fund may pay should a negative credit event take
place as defined under the terms of the agreement.
|
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
||
|
Description
|
Rate
|
Frequency
|
Rate
|
Frequency
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount (000)
|
Value
|
|
|
Call
|
|
|
|
|
|
|
|
|
|
|
|
10-Year Interest Rate Swap, 09/05/36
|
2.25%
|
Annual
|
Tokyo
Overnight
Average Rate,
0.98%
|
Annual
|
Bank of America N.A.
|
09/03/26
|
2.25
%
|
JPY
|
13,000
|
$ —
|
|
10-Year Interest Rate Swap, 03/06/37
|
3.71%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Citibank N.A.
|
03/04/27
|
3.71
|
USD
|
1,075
|
(4,454
)
|
|
10-Year Interest Rate Swap, 03/17/37
|
3.87%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Bank of America N.A.
|
03/15/27
|
3.87
|
USD
|
2,190
|
(14,712
)
|
|
10-Year Interest Rate Swap, 11/10/37
|
3.87%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Bank of America N.A.
|
11/08/27
|
3.87
|
USD
|
2,250
|
(29,761
)
|
|
10-Year Interest Rate Swap, 12/18/37
|
4.03%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
12/16/27
|
4.03
|
USD
|
1,940
|
(34,912
)
|
|
10-Year Interest Rate Swap, 02/02/38
|
4.10%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Deutsche Bank AG
|
01/31/28
|
4.10
|
USD
|
2,212
|
(46,634
)
|
|
10-Year Interest Rate Swap, 04/09/38
|
4.06%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Bank of America N.A.
|
04/07/28
|
4.06
|
USD
|
1,621
|
(34,282
)
|
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
||
|
Description
|
Rate
|
Frequency
|
Rate
|
Frequency
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount (000)
|
Value
|
|
|
Call (continued)
|
|
|
|
|
|
|
|
|
|
|
|
10-Year Interest Rate Swap, 04/26/38
|
4.03%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Goldman Sachs
International
|
04/24/28
|
4.03
%
|
USD
|
1,770
|
$ (36,078
)
|
|
10-Year Interest Rate Swap, 06/18/38
|
4.16%
|
Annual
|
1-day SOFR,
3.66%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
06/16/28
|
4.16
|
USD
|
852
|
(21,567
)
|
|
|
|
|
|
|
|
|
|
|
|
(222,400
)
|
|
Put
|
|
|
|
|
|
|
|
|
|
|
|
2-Year Interest Rate Swap, 08/05/28
|
1-day SOFR,
3.66%
|
Annual
|
3.70%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
08/03/26
|
3.70
|
USD
|
7,315
|
(59,771
)
|
|
2-Year Interest Rate Swap, 08/29/28
|
1-day SOFR,
3.66%
|
Annual
|
4.45%
|
Annual
|
Citibank N.A.
|
08/27/26
|
4.45
|
USD
|
8,532
|
(2,518
)
|
|
2-Year Interest Rate Swap, 08/30/28
|
6-mo.
EURIBOR,
2.71%
|
Semi-Annual
|
3.20%
|
Annual
|
Citibank N.A.
|
08/28/26
|
3.20
|
EUR
|
8,532
|
(6,705
)
|
|
10-Year Interest Rate Swap, 09/05/36
|
Tokyo
Overnight
Average Rate,
0.98%
|
Annual
|
2.85%
|
Annual
|
Bank of America N.A.
|
09/03/26
|
2.85
|
JPY
|
13,000
|
(4
)
|
|
30-Year Interest Rate Swap, 10/11/56
|
1-day SOFR,
3.66%
|
Annual
|
4.65%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
10/09/26
|
4.65
|
USD
|
1,162
|
(13,362
)
|
|
2-Year Interest Rate Swap, 10/14/28
|
6-mo.
EURIBOR,
2.71%
|
Semi-Annual
|
3.08%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
10/12/26
|
3.08
|
EUR
|
3,198
|
(9,994
)
|
|
5-Year Interest Rate Swap, 10/14/31
|
6-mo.
EURIBOR,
2.71%
|
Semi-Annual
|
3.13%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
10/12/26
|
3.13
|
EUR
|
1,366
|
(8,167
)
|
|
2-Year Interest Rate Swap, 10/22/28
|
6-mo.
EURIBOR,
2.71%
|
Semi-Annual
|
3.20%
|
Annual
|
Deutsche Bank AG
|
10/20/26
|
3.20
|
EUR
|
6,842
|
(15,659
)
|
|
2-Year Interest Rate Swap, 10/23/28
|
1-day SOFR,
3.66%
|
Annual
|
3.85%
|
Annual
|
Goldman Sachs
International
|
10/21/26
|
3.85
|
USD
|
17,541
|
(128,230
)
|
|
5-Year Interest Rate Swap, 10/23/31
|
1-day SOFR,
3.66%
|
Annual
|
4.35%
|
Annual
|
Citibank N.A.
|
10/21/26
|
4.35
|
USD
|
2,275
|
(10,161
)
|
|
2-Year Interest Rate Swap, 11/04/28
|
1-day SOFR,
3.66%
|
Annual
|
4.50%
|
Annual
|
Goldman Sachs
International
|
11/02/26
|
4.50
|
USD
|
5,445
|
(8,467
)
|
|
10-Year Interest Rate Swap, 11/08/36
|
6-mo.
EURIBOR,
2.71%
|
Semi-Annual
|
3.52%
|
Annual
|
Goldman Sachs
International
|
11/06/26
|
3.52
|
EUR
|
1,442
|
(7,457
)
|
|
2-Year Interest Rate Swap, 11/11/28
|
1-day SONIA,
3.73%
|
Annual
|
4.80%
|
Annual
|
Citibank N.A.
|
11/09/26
|
4.80
|
GBP
|
1,527
|
(2,894
)
|
|
1-Year Interest Rate Swap, 02/03/28
|
3-mo.
Australian
Bank Bill
Rate, 4.50%
|
Quarterly
|
4.81%
|
Quarterly
|
BNP Paribas SA
|
02/01/27
|
4.80
|
AUD
|
1,600
|
(1,103
)
|
|
10-Year Interest Rate Swap, 03/06/37
|
1-day SOFR,
3.66%
|
Annual
|
3.71%
|
Annual
|
Citibank N.A.
|
03/04/27
|
3.71
|
USD
|
1,075
|
(58,760
)
|
|
10-Year Interest Rate Swap, 03/17/37
|
1-day SOFR,
3.66%
|
Annual
|
3.87%
|
Annual
|
Bank of America N.A.
|
03/15/27
|
3.87
|
USD
|
2,190
|
(97,212
)
|
|
2-Year Interest Rate Swap, 09/22/29
|
1-day SOFR,
3.66%
|
Annual
|
4.30%
|
Annual
|
Goldman Sachs
International
|
09/20/27
|
4.30
|
USD
|
22,933
|
(146,709
)
|
|
2-Year Interest Rate Swap, 10/06/29
|
1-day SOFR,
3.66%
|
Annual
|
4.05%
|
Annual
|
Goldman Sachs
International
|
10/04/27
|
4.05
|
USD
|
26,178
|
(226,418
)
|
|
10-Year Interest Rate Swap, 11/10/37
|
1-day SOFR,
3.66%
|
Annual
|
3.87%
|
Annual
|
Bank of America N.A.
|
11/08/27
|
3.87
|
USD
|
2,250
|
(117,684
)
|
|
2-Year Interest Rate Swap, 12/10/29
|
1-day SOFR,
3.66%
|
Annual
|
4.00%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
12/08/27
|
4.00
|
USD
|
7,993
|
(75,756
)
|
|
10-Year Interest Rate Swap, 12/18/37
|
1-day SOFR,
3.66%
|
Annual
|
4.03%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
12/16/27
|
4.03
|
USD
|
1,940
|
(87,934
)
|
|
10-Year Interest Rate Swap, 02/02/38
|
1-day SOFR,
3.66%
|
Annual
|
4.10%
|
Annual
|
Deutsche Bank AG
|
01/31/28
|
4.10
|
USD
|
2,212
|
(95,749
)
|
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
||
|
Description
|
Rate
|
Frequency
|
Rate
|
Frequency
|
Counterparty
|
Expiration
Date
|
Exercise
Rate
|
Notional
Amount (000)
|
Value
|
|
|
Put (continued)
|
|
|
|
|
|
|
|
|
|
|
|
10-Year Interest Rate Swap, 04/09/38
|
1-day SOFR,
3.66%
|
Annual
|
4.06%
|
Annual
|
Bank of America N.A.
|
04/07/28
|
4.06
%
|
USD
|
1,621
|
$ (76,458
)
|
|
10-Year Interest Rate Swap, 04/26/38
|
1-day SOFR,
3.66%
|
Annual
|
4.03%
|
Annual
|
Goldman Sachs
International
|
04/24/28
|
4.03
|
USD
|
1,770
|
(87,497
)
|
|
10-Year Interest Rate Swap, 06/18/38
|
1-day SOFR,
3.66%
|
Annual
|
4.16%
|
Annual
|
Morgan Stanley & Co.
International PLC
|
06/16/28
|
4.16
|
USD
|
852
|
(38,299
)
|
|
|
|
|
|
|
|
|
|
|
|
(1,382,968
)
|
|
|
|
|
|
|
|
|
|
|
|
$ (1,605,368
)
|
|
Reference Obligation/Index
|
Financing
Rate Paid
by the Fund
|
Payment
Frequency
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|
|
CDX.NA.HY.46.V3
|
5.00
%
|
Quarterly
|
06/20/31
|
USD
|
8,351
|
$ (680,640
)
|
$ (637,936
)
|
$ (42,704
)
|
|
Federative Republic of Brazil
|
1.00
|
Quarterly
|
06/20/31
|
USD
|
242
|
2,331
|
4,902
|
(2,571
)
|
|
iTraxx.XO.45.V1
|
5.00
|
Quarterly
|
06/20/31
|
EUR
|
391
|
(47,362
)
|
(35,113
)
|
(12,249
)
|
|
Republic of Colombia
|
1.00
|
Quarterly
|
06/20/31
|
USD
|
152
|
2,838
|
5,675
|
(2,837
)
|
|
United Mexican States
|
1.00
|
Quarterly
|
06/20/31
|
USD
|
257
|
(1,827
)
|
603
|
(2,430
)
|
|
CDX.NA.IG.46.V1
|
1.00
|
Quarterly
|
06/20/36
|
USD
|
30,168
|
(206,388
)
|
(201,880
)
|
(4,508
)
|
|
|
|
|
|
|
|
$ (931,048
)
|
$ (863,749
)
|
$ (67,299
)
|
|
Reference Obligation/Index
|
Financing
Rate Received
by the Fund
|
Payment
Frequency
|
Termination
Date
|
Credit
Rating(a)
|
Notional
Amount (000)(b)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|
|
iTraxx.XO.44.V1
|
5.00
%
|
Quarterly
|
12/20/30
|
CCC+
|
EUR
|
452
|
$ 57,310
|
$ 36,772
|
$ 20,538
|
|
CDX.EM.45.V1
|
1.00
|
Quarterly
|
06/20/31
|
BB+
|
USD
|
8,970
|
(163,302
)
|
(157,593
)
|
(5,709
)
|
|
CDX.NA.HY.46.V3
|
5.00
|
Quarterly
|
06/20/31
|
B
|
USD
|
26,905
|
1,512,217
|
1,269,517
|
242,700
|
|
CDX.NA.IG.46.V1
|
1.00
|
Quarterly
|
06/20/31
|
BBB+
|
USD
|
80,687
|
1,765,523
|
1,638,433
|
127,090
|
|
iTraxx.XO.45.V1
|
5.00
|
Quarterly
|
06/20/31
|
B
|
EUR
|
1,581
|
144,249
|
146,778
|
(2,529
)
|
|
|
|
|
|
|
|
|
$ 3,315,997
|
$ 2,933,907
|
$ 382,090
|
|
(a)
|
Using the rating of the issuer or the underlying securities of the index, as applicable,
provided by S&P Global Ratings.
|
|
(b)
|
The maximum potential amount the Fund may pay should a negative credit event take
place as defined under the terms of the agreement.
|
|
Paid by the Fund
|
Received by the Fund
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
|||||||
|
6.91%
|
Monthly
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
N/A
|
09/11/26
|
MXN
|
10,608
|
$ (380
)
|
$ 1
|
$ (381
)
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
6.98%
|
Monthly
|
N/A
|
11/05/26
|
MXN
|
1,662
|
134
|
—
|
134
|
|
4.00%
|
At Termination
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
N/A
|
12/17/26
|
PLN
|
500
|
(2,761
)
|
(22
)
|
(2,739
)
|
|
6.66%
|
Quarterly
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
N/A
|
12/17/26
|
ZAR
|
6,727
|
808
|
1
|
807
|
|
6.72%
|
Quarterly
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
N/A
|
12/17/26
|
ZAR
|
4,973
|
504
|
(58
)
|
562
|
|
13.70%
|
At Termination
|
1-day BZDIOVER, 0.05%
|
At Termination
|
N/A
|
01/04/27
|
BRL
|
182
|
179
|
—
|
179
|
|
13.86%
|
At Termination
|
1-day BZDIOVER, 0.05%
|
At Termination
|
N/A
|
01/04/27
|
BRL
|
131
|
132
|
—
|
132
|
|
13.88%
|
At Termination
|
1-day BZDIOVER, 0.05%
|
At Termination
|
N/A
|
01/04/27
|
BRL
|
1,114
|
1,074
|
1
|
1,073
|
|
1-day SOFR, 3.66%
|
At Termination
|
3.50%
|
At Termination
|
N/A
|
06/10/27
|
USD
|
18,983
|
(90,864
)
|
29
|
(90,893
)
|
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
7.31%
|
Quarterly
|
09/16/26
(a)
|
09/16/27
|
ZAR
|
3,611
|
(269
)
|
1
|
(270
)
|
|
1-day SOFR, 3.66%
|
At Termination
|
3.23%
|
At Termination
|
12/11/26
(a)
|
12/11/27
|
USD
|
9,417
|
(88,763
)
|
17
|
(88,780
)
|
|
3.88%
|
Annual
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
N/A
|
12/17/27
|
PLN
|
984
|
(4,446
)
|
(84
)
|
(4,362
)
|
|
Paid by the Fund
|
Received by the Fund
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
|||||||
|
3.95%
|
Annual
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
N/A
|
12/17/27
|
PLN
|
562
|
$ (2,745
)
|
$ (99
)
|
$ (2,646
)
|
|
6-mo. BUBOR, 5.55%
|
Semi-Annual
|
6.25%
|
Annual
|
N/A
|
12/17/27
|
HUF
|
70,333
|
8,702
|
1
|
8,701
|
|
6.55%
|
Quarterly
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
N/A
|
12/17/27
|
ZAR
|
1,729
|
1,238
|
—
|
1,238
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
13.40%
|
At Termination
|
N/A
|
01/03/28
|
BRL
|
3,370
|
(5,567
)
|
3
|
(5,570
)
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
13.75%
|
At Termination
|
N/A
|
01/03/28
|
BRL
|
688
|
(402
)
|
—
|
(402
)
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
13.80%
|
At Termination
|
N/A
|
01/03/28
|
BRL
|
342
|
(161
)
|
—
|
(161
)
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.01%
|
At Termination
|
N/A
|
01/03/28
|
BRL
|
1,443
|
500
|
1
|
499
|
|
14.04%
|
At Termination
|
1-day BZDIOVER, 0.05%
|
At Termination
|
N/A
|
01/03/28
|
BRL
|
4,351
|
(1,873
)
|
3
|
(1,876
)
|
|
3.32%
|
Quarterly
|
3-mo. KLIBOR, 3.45%
|
Quarterly
|
N/A
|
03/18/28
|
MYR
|
1,157
|
1,130
|
1
|
1,129
|
|
3.49%
|
Annual
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
N/A
|
03/18/28
|
PLN
|
114
|
346
|
—
|
346
|
|
6-mo. BUBOR, 5.55%
|
Semi-Annual
|
5.76%
|
Annual
|
N/A
|
03/18/28
|
HUF
|
8,208
|
1
|
—
|
1
|
|
6.98%
|
Monthly
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
N/A
|
06/15/28
|
MXN
|
7,692
|
806
|
1
|
805
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.71%
|
Quarterly
|
N/A
|
06/17/28
|
KRW
|
88,336
|
86
|
—
|
86
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.77%
|
Quarterly
|
N/A
|
06/26/28
|
KRW
|
1,210,500
|
1,867
|
4
|
1,863
|
|
2.93%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/28
|
EUR
|
3,080
|
9,301
|
1,924
|
7,377
|
|
2.95%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/28
|
EUR
|
14,865
|
37,982
|
10,648
|
27,334
|
|
1-day SOFR, 3.66%
|
Annual
|
3.99%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
USD
|
14,304
|
(44,027
)
|
(7,996
)
|
(36,031
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/28
|
KRW
|
186,395
|
528
|
1
|
527
|
|
1-day SOFR, 3.66%
|
Annual
|
4.02%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
USD
|
14,220
|
(34,624
)
|
7,020
|
(41,644
)
|
|
1-day SOFR, 3.66%
|
Annual
|
4.03%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
USD
|
13,520
|
(31,994
)
|
(8,579
)
|
(23,415
)
|
|
1-day SOFR, 3.66%
|
Annual
|
4.07%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
USD
|
41,560
|
(60,942
)
|
9,931
|
(70,873
)
|
|
1-day SOFR, 3.66%
|
Annual
|
4.07%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
USD
|
27,715
|
(42,636
)
|
15,261
|
(57,897
)
|
|
1-day SONIA, 3.73%
|
Annual
|
4.26%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
GBP
|
10,160
|
(17,150
)
|
(18,923
)
|
1,773
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
4.31%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
CZK
|
6,264
|
(672
)
|
2
|
(674
)
|
|
1-day SONIA, 3.73%
|
Annual
|
4.32%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
GBP
|
10,805
|
(3,200
)
|
12,210
|
(15,410
)
|
|
1-day SONIA, 3.73%
|
Annual
|
4.37%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
GBP
|
10,400
|
9,911
|
14,460
|
(4,549
)
|
|
1-day SONIA, 3.73%
|
Annual
|
4.45%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
GBP
|
9,998
|
29,108
|
(12,655
)
|
41,763
|
|
1-day SONIA, 3.73%
|
Annual
|
4.49%
|
Annual
|
09/16/26
(a)
|
09/16/28
|
GBP
|
31,520
|
127,388
|
57,880
|
69,508
|
|
1-day COOIS, 11.19%
|
Quarterly
|
11.74%
|
Quarterly
|
09/16/26
(a)
|
09/16/28
|
COP
|
861,656
|
2,367
|
1
|
2,366
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.54%
|
Quarterly
|
N/A
|
12/17/28
|
CNY
|
909
|
418
|
1
|
417
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
13.02%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
526
|
(3,637
)
|
1
|
(3,638
)
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.11%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
5,000
|
1,888
|
4
|
1,884
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.11%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
5,000
|
1,729
|
4
|
1,725
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.12%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
8,000
|
3,104
|
6
|
3,098
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.30%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
7,000
|
8,453
|
6
|
8,447
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.39%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
4,000
|
6,325
|
3
|
6,322
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.41%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
4,770
|
8,292
|
4
|
8,288
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.49%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
5,000
|
10,045
|
4
|
10,041
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.54%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
9,000
|
20,067
|
8
|
20,059
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.59%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
12,000
|
30,543
|
10
|
30,533
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.65%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
9,000
|
25,369
|
8
|
25,361
|
|
1-day BZDIOVER, 0.05%
|
At Termination
|
14.82%
|
At Termination
|
N/A
|
01/02/29
|
BRL
|
7,000
|
25,551
|
6
|
25,545
|
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
5.98%
|
Semi-Annual
|
N/A
|
06/29/29
|
INR
|
52,360
|
(2,866
)
|
5
|
(2,871
)
|
|
7.57%
|
Annual
|
1-day ZARONIA, 6.86%
|
Annual
|
09/16/26
(a)
|
09/16/29
|
ZAR
|
6,918
|
561
|
4
|
557
|
|
11.19%
|
Quarterly
|
1-day COOIS, 11.19%
|
Quarterly
|
09/16/26
(a)
|
09/16/30
|
COP
|
475,550
|
(2,941
)
|
1
|
(2,942
)
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
7.28%
|
Monthly
|
N/A
|
10/31/30
|
MXN
|
784
|
(652
)
|
—
|
(652
)
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
7.32%
|
Monthly
|
N/A
|
11/05/30
|
MXN
|
671
|
(509
)
|
—
|
(509
)
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.58%
|
Quarterly
|
N/A
|
12/17/30
|
CNY
|
791
|
669
|
1
|
668
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
3.89%
|
Annual
|
N/A
|
12/17/30
|
CZK
|
4,828
|
(887
)
|
3
|
(890
)
|
|
4.05%
|
Annual
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
N/A
|
12/17/30
|
PLN
|
223
|
(534
)
|
(19
)
|
(515
)
|
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
5.71%
|
Semi-Annual
|
N/A
|
12/17/30
|
INR
|
10,584
|
(2,526
)
|
2
|
(2,528
)
|
|
6-mo. BUBOR, 5.55%
|
Semi-Annual
|
6.29%
|
Annual
|
N/A
|
12/17/30
|
HUF
|
10,360
|
2,192
|
—
|
2,192
|
|
6.86%
|
Quarterly
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
N/A
|
12/17/30
|
ZAR
|
5,092
|
9,190
|
3
|
9,187
|
|
6.87%
|
Quarterly
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
N/A
|
12/17/30
|
ZAR
|
2,404
|
4,311
|
2
|
4,309
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
7.53%
|
Monthly
|
N/A
|
01/03/31
|
MXN
|
558
|
(210
)
|
—
|
(210
)
|
|
3.58%
|
Annual
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
N/A
|
03/18/31
|
CZK
|
584
|
1,073
|
—
|
1,073
|
|
3.62%
|
Annual
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
N/A
|
03/18/31
|
CZK
|
586
|
1,032
|
—
|
1,032
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
3.74%
|
Annual
|
N/A
|
03/18/31
|
CZK
|
1,332
|
(1,978
)
|
1
|
(1,979
)
|
|
6-mo. BUBOR, 5.55%
|
Semi-Annual
|
5.98%
|
Annual
|
N/A
|
03/18/31
|
HUF
|
1,693
|
128
|
—
|
128
|
|
Paid by the Fund
|
Received by the Fund
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
|||||||
|
6.69%
|
Quarterly
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
N/A
|
03/18/31
|
ZAR
|
761
|
$ 1,816
|
$ 1
|
$ 1,815
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
7.68%
|
Monthly
|
N/A
|
04/07/31
|
MXN
|
1,779
|
(200
)
|
1
|
(201
)
|
|
7.55%
|
Monthly
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
N/A
|
04/10/31
|
MXN
|
1,996
|
823
|
1
|
822
|
|
2.00%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
N/A
|
06/17/31
|
THB
|
2,738
|
(1,121
)
|
1
|
(1,122
)
|
|
2.00%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
N/A
|
06/17/31
|
THB
|
6,389
|
(2,637
)
|
3
|
(2,640
)
|
|
4.12%
|
Annual
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
N/A
|
06/17/31
|
PLN
|
474
|
1,436
|
1
|
1,435
|
|
4.22%
|
Annual
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
N/A
|
06/17/31
|
PLN
|
365
|
676
|
1
|
675
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
4.31%
|
Annual
|
N/A
|
06/17/31
|
CZK
|
2,100
|
(753
)
|
1
|
(754
)
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
4.31%
|
Annual
|
N/A
|
06/17/31
|
CZK
|
1,035
|
(382
)
|
1
|
(383
)
|
|
4.40%
|
Annual
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
N/A
|
06/17/31
|
PLN
|
183
|
(59
)
|
1
|
(60
)
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
4.44%
|
Annual
|
N/A
|
06/17/31
|
CZK
|
1,027
|
(88
)
|
1
|
(89
)
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
4.59%
|
Annual
|
N/A
|
06/17/31
|
CZK
|
680
|
169
|
—
|
169
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
4.61%
|
Annual
|
N/A
|
06/17/31
|
CZK
|
679
|
199
|
—
|
199
|
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
6.51%
|
Semi-Annual
|
N/A
|
06/17/31
|
INR
|
8,328
|
569
|
1
|
568
|
|
7.66%
|
Monthly
|
28-day MXIBTIIE, 6.76%
|
Monthly
|
N/A
|
07/09/31
|
MXN
|
2,250
|
581
|
1
|
580
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
7.77%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
43,324
|
(8,528
)
|
23
|
(8,551
)
|
|
28-day MXIBTIIE, 6.76%
|
Monthly
|
7.81%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
16,000
|
(1,430
)
|
8
|
(1,438
)
|
|
28-day MXIBTIIE, 6.76%
|
Monthly
|
7.82%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
52,000
|
(3,404
)
|
27
|
(3,431
)
|
|
28-day MXIBTIIE, 6.76%
|
Monthly
|
7.85%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
32,000
|
198
|
17
|
181
|
|
28-day MXIBTIIE, 6.76%
|
Monthly
|
7.91%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
37,000
|
5,090
|
19
|
5,071
|
|
28-day MXIBTIIE, 6.76%
|
Monthly
|
7.92%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
26,000
|
4,500
|
13
|
4,487
|
|
28-day MXIBTIIE, 6.76%
|
Monthly
|
7.96%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
31,000
|
8,337
|
16
|
8,321
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.32%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
6,000
|
6,802
|
3
|
6,799
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.34%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
6,000
|
7,060
|
3
|
7,057
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.35%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
15,248
|
18,305
|
8
|
18,297
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.37%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
30,505
|
38,079
|
16
|
38,063
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.37%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
58,000
|
72,927
|
30
|
72,897
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.39%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
42,000
|
53,933
|
23
|
53,910
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.44%
|
Monthly
|
09/17/26
(a)
|
09/11/31
|
MXN
|
29,000
|
41,049
|
15
|
41,034
|
|
1-day SSARON, (0.05%)
|
Annual
|
0.43%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
CHF
|
1,000
|
(1,908
)
|
478
|
(2,386
)
|
|
1-day SSARON, (0.05%)
|
Annual
|
0.47%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
CHF
|
1,000
|
857
|
1,185
|
(328
)
|
|
1-day SSARON, (0.05%)
|
Annual
|
0.52%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
CHF
|
1,000
|
4,041
|
(744
)
|
4,785
|
|
1-day SSARON, (0.05%)
|
Annual
|
0.54%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
CHF
|
1,000
|
5,315
|
473
|
4,842
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.47%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
10,000
|
255
|
16
|
239
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.48%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
6,984
|
673
|
11
|
662
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.48%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
2,016
|
180
|
3
|
177
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.55%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
5,454
|
3,157
|
9
|
3,148
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.56%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
36,000
|
24,028
|
58
|
23,970
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.56%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
8,320
|
5,406
|
14
|
5,392
|
|
1.56%
|
Quarterly
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
1,060
|
(689
)
|
1
|
(690
)
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.56%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
7,680
|
4,881
|
13
|
4,868
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.57%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
1,000
|
694
|
2
|
692
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.58%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
5,000
|
3,887
|
8
|
3,879
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.58%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
41,000
|
32,454
|
67
|
32,387
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.58%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
17,000
|
13,698
|
28
|
13,670
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.60%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
11,000
|
10,502
|
18
|
10,484
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.60%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
7,000
|
6,559
|
11
|
6,548
|
|
Paid by the Fund
|
Received by the Fund
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
|||||||
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.60%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
37,000
|
$ 33,933
|
$ 61
|
$ 33,872
|
|
1.61%
|
Quarterly
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
4,050
|
(4,096
)
|
7
|
(4,103
)
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.61%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
19,500
|
19,862
|
32
|
19,830
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.61%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
19,500
|
19,931
|
32
|
19,899
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.62%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
30,000
|
31,621
|
49
|
31,572
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.62%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
21,000
|
21,985
|
34
|
21,951
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.62%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
24,000
|
26,148
|
39
|
26,109
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.64%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
9,000
|
11,178
|
15
|
11,163
|
|
China Fixing Repo Rates
7-day, 1.46%
|
Quarterly
|
1.65%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
CNY
|
53,000
|
66,765
|
85
|
66,680
|
|
1.72%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
70,794
|
6,719
|
23
|
6,696
|
|
1.72%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
80,205
|
7,705
|
26
|
7,679
|
|
1.77%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
16,000
|
248
|
6
|
242
|
|
1.77%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
48,000
|
710
|
16
|
694
|
|
1.78%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
21,000
|
68
|
7
|
61
|
|
1.79%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
53,000
|
(396
)
|
18
|
(414
)
|
|
1.81%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
69,000
|
(2,871
)
|
24
|
(2,895
)
|
|
1.81%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
17,808
|
(625
)
|
6
|
(631
)
|
|
1.82%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
29,000
|
(1,374
)
|
10
|
(1,384
)
|
|
1.83%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
15,096
|
(977
)
|
5
|
(982
)
|
|
1.83%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
15,096
|
(988
)
|
5
|
(993
)
|
|
1.85%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
26,000
|
(2,623
)
|
9
|
(2,632
)
|
|
1.86%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
3,000
|
(316
)
|
66
|
(382
)
|
|
1.87%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
26,433
|
(3,164
)
|
9
|
(3,173
)
|
|
1.89%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
56,000
|
(8,484
)
|
20
|
(8,504
)
|
|
1.89%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
30,600
|
(4,880
)
|
10
|
(4,890
)
|
|
1.90%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
20,400
|
(3,533
)
|
7
|
(3,540
)
|
|
1.93%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
84,173
|
(18,434
)
|
29
|
(18,463
)
|
|
1.99%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
10,710
|
(3,156
)
|
4
|
(3,160
)
|
|
2.01%
|
Semi-Annual
|
1-day SORA, 0.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
SGD
|
204
|
433
|
1
|
432
|
|
2.03%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
10,290
|
(3,694
)
|
4
|
(3,698
)
|
|
2.04%
|
Semi-Annual
|
1-day SORA, 0.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
SGD
|
2,796
|
2,719
|
25
|
2,694
|
|
2.04%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
19,408
|
(7,192
)
|
7
|
(7,199
)
|
|
2.05%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
17,987
|
(6,887
)
|
6
|
(6,893
)
|
|
2.06%
|
Semi-Annual
|
1-day SORA, 0.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
SGD
|
2,000
|
682
|
18
|
664
|
|
2.08%
|
Quarterly
|
1-day THOR, 0.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
THB
|
11,000
|
(4,716
)
|
4
|
(4,720
)
|
|
2.13%
|
Semi-Annual
|
1-day SORA, 0.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
SGD
|
182
|
(445
)
|
1
|
(446
)
|
|
2.13%
|
Semi-Annual
|
1-day SORA, 0.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
SGD
|
218
|
(517
)
|
2
|
(519
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.24%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
39,000
|
(7,050
)
|
14
|
(7,064
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.30%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
26,000
|
(2,488
)
|
9
|
(2,497
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.30%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
76,254
|
(7,981
)
|
26
|
(8,007
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.31%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
5,000
|
(451
)
|
2
|
(453
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.33%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
14,537
|
(831
)
|
5
|
(836
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.35%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
2,000
|
(67
)
|
1
|
(68
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.35%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
19,345
|
(572
)
|
7
|
(579
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.35%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
19,118
|
(697
)
|
7
|
(704
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.37%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
26,000
|
(160
)
|
9
|
(169
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.37%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
19,000
|
(39
)
|
6
|
(45
)
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.41%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
18,000
|
931
|
6
|
925
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.43%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
1,000
|
74
|
—
|
74
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.44%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
7,000
|
661
|
2
|
659
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.46%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
16,380
|
1,862
|
6
|
1,856
|
|
3-mo. TAIBOR, 1.68%
|
Quarterly
|
2.50%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
TWD
|
18,620
|
3,151
|
7
|
3,144
|
|
Paid by the Fund
|
Received by the Fund
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
|||||||
|
2.74%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
16,740
|
$ 321,936
|
$ (66,024
)
|
$ 387,960
|
|
2.79%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
33,089
|
3,389
|
29,700
|
|
2.79%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
16,534
|
564
|
15,970
|
|
2.79%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
32,608
|
332
|
32,276
|
|
2.81%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
12,000
|
182,005
|
(845
)
|
182,850
|
|
2.81%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
3,000
|
45,822
|
1,754
|
44,068
|
|
2.82%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
29,310
|
26
|
29,284
|
|
2.83%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
28,537
|
(83
)
|
28,620
|
|
2.84%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
27,266
|
4,425
|
22,841
|
|
2.85%
|
Annual
|
3-mo. STIBOR, 2.04%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
SEK
|
3,000
|
976
|
(20
)
|
996
|
|
2.85%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
4,835
|
64,486
|
2,734
|
61,752
|
|
2.86%
|
Annual
|
3-mo. STIBOR, 2.04%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
SEK
|
3,000
|
821
|
122
|
699
|
|
2.86%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
25,467
|
(860
)
|
26,327
|
|
2.86%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
9,860
|
124,189
|
22,821
|
101,368
|
|
2.87%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
12,310
|
(3,529
)
|
15,839
|
|
2.88%
|
Annual
|
3-mo. STIBOR, 2.04%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
SEK
|
7,000
|
964
|
1,754
|
(790
)
|
|
2.88%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
4,000
|
47,271
|
3,902
|
43,369
|
|
2.88%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
23,350
|
560
|
22,790
|
|
2.88%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
23,265
|
18
|
23,247
|
|
2.90%
|
Annual
|
3-mo. STIBOR, 2.04%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
SEK
|
25,000
|
2,109
|
(1,598
)
|
3,707
|
|
2.90%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
21,328
|
484
|
20,844
|
|
2.91%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
10,140
|
(28
)
|
10,168
|
|
2.92%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
4,000
|
38,231
|
5,445
|
32,786
|
|
2.93%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
8,965
|
13
|
8,952
|
|
2.93%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
18,163
|
11,763
|
6,400
|
|
2.94%
|
Annual
|
3-mo. STIBOR, 2.04%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
SEK
|
37,000
|
(5,629
)
|
3,315
|
(8,944
)
|
|
2.96%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
7,689
|
939
|
6,750
|
|
2.96%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
8,000
|
59,702
|
(225
)
|
59,927
|
|
2.96%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
7,245
|
13
|
7,232
|
|
2.97%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
700
|
4,992
|
(4,699
)
|
9,691
|
|
2.97%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
6,699
|
(2,767
)
|
9,466
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
2.97%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
930
|
(6,192
)
|
(773
)
|
(5,419
)
|
|
2.98%
|
Annual
|
3-mo. STIBOR, 2.04%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
SEK
|
27,000
|
(9,300
)
|
831
|
(10,131
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
2.98%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
5,055
|
(32,103
)
|
(8,776
)
|
(23,327
)
|
|
2.99%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
3,000
|
17,082
|
1,955
|
15,127
|
|
3.01%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
9,342
|
152
|
9,190
|
|
3.02%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
4,017
|
(211
)
|
4,228
|
|
3.02%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
4,127
|
43
|
4,084
|
|
3.02%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
2,000
|
8,814
|
11
|
8,803
|
|
3.02%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
5,000
|
22,197
|
64
|
22,133
|
|
3.02%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
3,000
|
12,621
|
444
|
12,177
|
|
3.03%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
3,900
|
(591
)
|
4,491
|
|
3.04%
|
Annual
|
3-mo. STIBOR, 2.04%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
SEK
|
7,000
|
(4,426
)
|
(17
)
|
(4,409
)
|
|
3.04%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
10,240
|
34,853
|
(5,575
)
|
40,428
|
|
1-day CORRA, 2.25%
|
Semi-Annual
|
3.05%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CAD
|
4,000
|
(12,855
)
|
(15,832
)
|
2,977
|
|
1-day CORRA, 2.25%
|
Semi-Annual
|
3.05%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CAD
|
8,000
|
(25,186
)
|
63
|
(25,249
)
|
|
1-day CORRA, 2.25%
|
Semi-Annual
|
3.05%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CAD
|
8,000
|
(26,169
)
|
63
|
(26,232
)
|
|
3.05%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
2,788
|
325
|
2,463
|
|
3.06%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,810
|
4,246
|
1,727
|
2,519
|
|
1-day CORRA, 2.25%
|
Semi-Annual
|
3.07%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CAD
|
1,000
|
(2,394
)
|
756
|
(3,150
)
|
|
3.07%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
1,000
|
1,872
|
13
|
1,859
|
|
1-day SHIR, 3.50%
|
Annual
|
3.08%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
1,000
|
(5,464
)
|
3
|
(5,467
)
|
|
3.08%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
5,000
|
4,413
|
1,705
|
2,708
|
|
1-day CORRA, 2.25%
|
Semi-Annual
|
3.09%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CAD
|
4,000
|
(8,002
)
|
(71
)
|
(7,931
)
|
|
1-day SHIR, 3.50%
|
Annual
|
3.09%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
3,000
|
(15,860
)
|
11
|
(15,871
)
|
|
3.09%
|
Annual
|
3-mo. STIBOR, 2.04%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
SEK
|
6,000
|
(5,085
)
|
324
|
(5,409
)
|
|
3.14%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
EUR
|
4,465
|
(8,597
)
|
(8,330
)
|
(267
)
|
|
1-day CORRA, 2.25%
|
Semi-Annual
|
3.15%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CAD
|
2,000
|
(1
)
|
3,426
|
(3,427
)
|
|
1-day SHIR, 3.50%
|
Annual
|
3.18%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
2,000
|
(7,930
)
|
8
|
(7,938
)
|
|
1-day SHIR, 3.50%
|
Annual
|
3.19%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
1,000
|
(3,855
)
|
183
|
(4,038
)
|
|
1-day SHIR, 3.50%
|
Annual
|
3.20%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
2,000
|
(7,355
)
|
7
|
(7,362
)
|
|
Paid by the Fund
|
Received by the Fund
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
|||||||
|
1-day SHIR, 3.50%
|
Annual
|
3.22%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
2,000
|
$ (6,602
)
|
$ 7
|
$ (6,609
)
|
|
1-day CORRA, 2.25%
|
Semi-Annual
|
3.24%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CAD
|
1,000
|
3,115
|
4,242
|
(1,127
)
|
|
1-day SHIR, 3.50%
|
Annual
|
3.26%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
1,000
|
(2,710
)
|
4
|
(2,714
)
|
|
1-day SHIR, 3.50%
|
Annual
|
3.32%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
1,000
|
(1,906
)
|
3
|
(1,909
)
|
|
1-day SHIR, 3.50%
|
Annual
|
3.33%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
1,000
|
(1,773
)
|
4
|
(1,777
)
|
|
1-day SHIR, 3.50%
|
Annual
|
3.41%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
1,500
|
(777
)
|
6
|
(783
)
|
|
3.43%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
10
|
322
|
257
|
65
|
|
3.51%
|
Quarterly
|
3-mo. HIBOR, 2.93%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
HKD
|
1,000
|
656
|
1
|
655
|
|
1-day SHIR, 3.50%
|
Annual
|
3.72%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ILS
|
1,000
|
3,970
|
4
|
3,966
|
|
3.85%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
12,140
|
163,303
|
14,427
|
148,876
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.88%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
268,000
|
(958
)
|
2
|
(960
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.91%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
977,500
|
(2,651
)
|
8
|
(2,659
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.91%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
4,610,000
|
(11,667
)
|
33
|
(11,700
)
|
|
3.93%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
6,050
|
60,717
|
12,024
|
48,693
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.94%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,653,000
|
(2,873
)
|
12
|
(2,885
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.94%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
726,000
|
(1,181
)
|
5
|
(1,186
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.94%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,058,390
|
(1,789
)
|
8
|
(1,797
)
|
|
3.95%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
6,042
|
56,651
|
524
|
56,127
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.96%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
4,703,000
|
(4,948
)
|
35
|
(4,983
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.97%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,003,000
|
(681
)
|
7
|
(688
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.97%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,058,390
|
(742
)
|
8
|
(750
)
|
|
3.98%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
5,760
|
46,435
|
13,323
|
33,112
|
|
3.98%
|
Annual
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
PLN
|
769
|
3,859
|
2
|
3,857
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
2,336,000
|
78
|
17
|
61
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
3.99%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,221,220
|
119
|
9
|
110
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.00%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
2,116,000
|
408
|
16
|
392
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.02%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,452,000
|
1,439
|
11
|
1,428
|
|
4.03%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
6,033
|
33,025
|
10,509
|
22,516
|
|
4.03%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
17,730
|
97,996
|
(4,298
)
|
102,294
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.03%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,249,000
|
1,716
|
9
|
1,707
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.03%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
3,472,000
|
3,795
|
26
|
3,769
|
|
4.04%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
11,814
|
59,463
|
(6,195
)
|
65,658
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.05%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
2,312,000
|
4,468
|
17
|
4,451
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.06%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
3,160,431
|
6,763
|
23
|
6,740
|
|
4.07%
|
Quarterly
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
156,605
|
(370
)
|
1
|
(371
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.07%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
5,244,000
|
13,983
|
38
|
13,945
|
|
4.08%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
3,000
|
10,106
|
(2,854
)
|
12,960
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.08%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
5,624,000
|
15,805
|
42
|
15,763
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.08%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,374,100
|
4,015
|
10
|
4,005
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.09%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
4,097,468
|
12,496
|
30
|
12,466
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.09%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
3,778,000
|
12,185
|
29
|
12,156
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.11%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
2,687,000
|
10,467
|
20
|
10,447
|
|
4.12%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
2,000
|
3,252
|
249
|
3,003
|
|
4.13%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
USD
|
1,000
|
1,090
|
1,258
|
(168
)
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.15%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
1,296,000
|
6,662
|
10
|
6,652
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.19%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
101,988
|
643
|
1
|
642
|
|
4.19%
|
Annual
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CZK
|
13,000
|
9,461
|
7
|
9,454
|
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
4.21%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
KRW
|
499,012
|
3,497
|
4
|
3,493
|
|
4.21%
|
Annual
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CZK
|
6,000
|
4,109
|
3
|
4,106
|
|
4.22%
|
Annual
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CZK
|
27,000
|
17,680
|
14
|
17,666
|
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
4.23%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
CZK
|
3,722
|
(2,381
)
|
2
|
(2,383
)
|
|
4.31%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
GBP
|
4,460
|
24,637
|
22,210
|
2,427
|
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
4.31%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
PLN
|
1,000
|
(1,246
)
|
3
|
(1,249
)
|
|
4.32%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
GBP
|
4,635
|
24,425
|
(7,872
)
|
32,297
|
|
4.36%
|
Annual
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CZK
|
4,000
|
1,452
|
2
|
1,450
|
|
4.37%
|
Annual
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CZK
|
3,000
|
1,041
|
2
|
1,039
|
|
4.40%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
GBP
|
8,920
|
5,471
|
(7,222
)
|
12,693
|
|
1-day SONIA, 3.73%
|
Annual
|
4.41%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
GBP
|
7,000
|
1,782
|
3,317
|
(1,535
)
|
|
4.42%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
GBP
|
4,014
|
(3,336
)
|
15,532
|
(18,868
)
|
|
4.49%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
GBP
|
13,550
|
(69,381
)
|
(46,534
)
|
(22,847
)
|
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
4.50%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
PLN
|
3,000
|
3,093
|
9
|
3,084
|
|
Paid by the Fund
|
Received by the Fund
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
|||||||
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
4.54%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
PLN
|
6,000
|
$ 8,649
|
$ 18
|
$ 8,631
|
|
4.57%
|
Annual
|
6-mo. PRIBOR, 3.95%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
CZK
|
2,665
|
(233
)
|
2
|
(235
)
|
|
4.76%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
2,410
|
5,645
|
19
|
5,626
|
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
4.77%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
PLN
|
1,000
|
4,138
|
3
|
4,135
|
|
4.78%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
3,375
|
6,442
|
27
|
6,415
|
|
4.79%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
1,000
|
1,490
|
8
|
1,482
|
|
4.83%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
3,476
|
1,301
|
27
|
1,274
|
|
4.84%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
2,086
|
199
|
16
|
183
|
|
4.84%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
3,382
|
218
|
26
|
192
|
|
4.84%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
3,476
|
(422
)
|
27
|
(449
)
|
|
4.85%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
580
|
(205
)
|
5
|
(210
)
|
|
4.85%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
900
|
(277
)
|
7
|
(284
)
|
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
4.85%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
PLN
|
2,000
|
10,293
|
6
|
10,287
|
|
4.86%
|
Semi-Annual
|
6-mo. BBSW, 4.83%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
AUD
|
1,100
|
(645
)
|
9
|
(654
)
|
|
6-mo. WIBOR, 3.84%
|
Semi-Annual
|
4.86%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
PLN
|
1,000
|
5,252
|
3
|
5,249
|
|
6.53%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
50,000
|
(2,391
)
|
6
|
(2,397
)
|
|
6.61%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
78,000
|
(6,345
)
|
9
|
(6,354
)
|
|
6.62%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
78,000
|
(6,619
)
|
9
|
(6,628
)
|
|
6.90%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
87,224
|
(17,859
)
|
10
|
(17,869
)
|
|
6.94%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
82,862
|
(18,368
)
|
10
|
(18,378
)
|
|
6.95%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
52,138
|
(11,737
)
|
6
|
(11,743
)
|
|
6.97%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
249,000
|
(58,728
)
|
29
|
(58,757
)
|
|
6.98%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
95,874
|
(23,086
)
|
11
|
(23,097
)
|
|
7.00%
|
Semi-Annual
|
1-day MIBOR, 6.64%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/31
|
INR
|
81,126
|
(20,180
)
|
9
|
(20,189
)
|
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
7.41%
|
Quarterly
|
09/16/26
(a)
|
09/16/31
|
ZAR
|
2,348
|
(2,080
)
|
2
|
(2,082
)
|
|
7.70%
|
Annual
|
1-day ZARONIA, 6.86%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ZAR
|
85,350
|
25,297
|
57
|
25,240
|
|
7.74%
|
Annual
|
1-day ZARONIA, 6.86%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ZAR
|
14,000
|
2,514
|
10
|
2,504
|
|
7.75%
|
Annual
|
1-day ZARONIA, 6.86%
|
Annual
|
09/16/26
(a)
|
09/16/31
|
ZAR
|
85,350
|
14,910
|
57
|
14,853
|
|
3.51%
|
Quarterly
|
3-mo. KLIBOR, 3.45%
|
Quarterly
|
09/17/26
(a)
|
09/17/31
|
MYR
|
655
|
1,460
|
2
|
1,458
|
|
3.51%
|
Quarterly
|
3-mo. KLIBOR, 3.45%
|
Quarterly
|
09/17/26
(a)
|
09/17/31
|
MYR
|
655
|
1,431
|
2
|
1,429
|
|
3.60%
|
Quarterly
|
3-mo. KLIBOR, 3.45%
|
Quarterly
|
09/17/26
(a)
|
09/17/31
|
MYR
|
700
|
827
|
2
|
825
|
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
7.47%
|
Quarterly
|
09/16/26
(a)
|
09/16/33
|
ZAR
|
875
|
(1,539
)
|
1
|
(1,540
)
|
|
3-mo. JIBAR, 6.98%
|
Quarterly
|
7.62%
|
Quarterly
|
09/16/26
(a)
|
09/16/33
|
ZAR
|
2,042
|
(2,577
)
|
1
|
(2,578
)
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.27%
|
Monthly
|
N/A
|
12/05/35
|
MXN
|
627
|
77
|
1
|
76
|
|
1-day TIIEFONDEO, 6.55%
|
Monthly
|
8.00%
|
Monthly
|
N/A
|
12/28/35
|
MXN
|
111
|
(102
)
|
—
|
(102
)
|
|
3.87%
|
Quarterly
|
3-mo. KRW CDC, 2.95%
|
Quarterly
|
N/A
|
06/17/36
|
KRW
|
20,613
|
242
|
—
|
242
|
|
6-mo. BUBOR, 5.55%
|
Semi-Annual
|
5.49%
|
Annual
|
06/18/31
(a)
|
06/18/36
|
HUF
|
9,785
|
490
|
—
|
490
|
|
6-mo. BUBOR, 5.55%
|
Semi-Annual
|
5.54%
|
Annual
|
06/18/31
(a)
|
06/18/36
|
HUF
|
9,743
|
542
|
—
|
542
|
|
6-mo. BUBOR, 5.55%
|
Semi-Annual
|
5.65%
|
Annual
|
06/18/31
(a)
|
06/18/36
|
HUF
|
9,937
|
666
|
—
|
666
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
2.91%
|
Annual
|
N/A
|
07/02/36
|
EUR
|
680
|
(21,572
)
|
(4,807
)
|
(16,765
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.14%
|
Annual
|
N/A
|
07/13/36
|
EUR
|
680
|
(6,476
)
|
654
|
(7,130
)
|
|
1-day THOR, 0.99%
|
Quarterly
|
2.07%
|
Quarterly
|
09/16/26
(a)
|
09/16/36
|
THB
|
3,044
|
(1,034
)
|
2
|
(1,036
)
|
|
1-day THOR, 0.99%
|
Quarterly
|
2.09%
|
Quarterly
|
09/16/26
(a)
|
09/16/36
|
THB
|
821
|
(238
)
|
—
|
(238
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
2.96%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
8,550
|
(248,874
)
|
33,361
|
(282,235
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.08%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
2,630
|
(44,661
)
|
1,792
|
(46,453
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.08%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
5,310
|
(93,832
)
|
(19,181
)
|
(74,651
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.14%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
600
|
(6,612
)
|
(2,423
)
|
(4,189
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.15%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
510
|
(5,361
)
|
1,023
|
(6,384
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.16%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
410
|
(3,913
)
|
(50
)
|
(3,863
)
|
|
3.19%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
390
|
2,325
|
1,117
|
1,208
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.23%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
5,660
|
(14,467
)
|
8,338
|
(22,805
)
|
|
3.26%
|
Annual
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
09/16/26
(a)
|
09/16/36
|
EUR
|
265
|
(41
)
|
(735
)
|
694
|
|
3.91%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
USD
|
3,190
|
104,112
|
292
|
103,820
|
|
1-day SOFR, 3.66%
|
Annual
|
3.97%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
USD
|
6,670
|
(183,645
)
|
(15,142
)
|
(168,503
)
|
|
4.10%
|
Annual
|
1-day SOFR, 3.66%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
USD
|
130
|
2,228
|
334
|
1,894
|
|
1-day SONIA, 3.73%
|
Annual
|
4.26%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
GBP
|
17,517
|
(742,602
)
|
55,407
|
(798,009
)
|
|
1-day SONIA, 3.73%
|
Annual
|
4.40%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
GBP
|
320
|
(9,019
)
|
(1,514
)
|
(7,505
)
|
|
4.44%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
GBP
|
270
|
6,491
|
6
|
6,485
|
|
1-day SONIA, 3.73%
|
Annual
|
4.56%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
GBP
|
180
|
(1,881
)
|
527
|
(2,408
)
|
|
1-day SONIA, 3.73%
|
Annual
|
4.62%
|
Annual
|
09/16/26
(a)
|
09/16/36
|
GBP
|
2,490
|
(10,757
)
|
(1,729
)
|
(9,028
)
|
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.26%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
EUR
|
590
|
(9,851
)
|
(5,576
)
|
(4,275
)
|
|
Paid by the Fund
|
Received by the Fund
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
|||||||
|
6-mo. EURIBOR, 2.71%
|
Semi-Annual
|
3.29%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
EUR
|
1,195
|
$ (11,073
)
|
$ 4,198
|
$ (15,271
)
|
|
1-day SOFR, 3.66%
|
Annual
|
4.14%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
USD
|
1,490
|
(88,656
)
|
(3,527
)
|
(85,129
)
|
|
1-day SOFR, 3.66%
|
Annual
|
4.28%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
USD
|
1,710
|
(61,916
)
|
(4,644
)
|
(57,272
)
|
|
4.64%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
GBP
|
8,880
|
776,835
|
(16,236
)
|
793,071
|
|
4.78%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
GBP
|
210
|
12,405
|
574
|
11,831
|
|
4.83%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
GBP
|
60
|
2,976
|
(388
)
|
3,364
|
|
4.94%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
GBP
|
170
|
4,316
|
(779
)
|
5,095
|
|
5.00%
|
Annual
|
1-day SONIA, 3.73%
|
Annual
|
09/16/26
(a)
|
09/16/56
|
GBP
|
150
|
1,906
|
(519
)
|
2,425
|
|
|
|
|
$ 1,513,254
|
$ 93,616
|
$ 1,419,638
|
|||||
|
(a)
|
Forward Swap.
|
|
Reference Obligations/Index
|
Financing
Rate Paid
by the Fund
|
Payment
Frequency
|
Counterparty
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|
|
Republic of Argentina
|
5.00
%
|
Quarterly
|
Barclays Bank PLC
|
12/20/27
|
USD
|
4
|
$ (122
)
|
$ 63
|
$ (185
)
|
|
American Electric Power Co., Inc.
|
1.00
|
Quarterly
|
Bank of America N.A.
|
12/20/29
|
USD
|
176
|
(4,274
)
|
(3,435
)
|
(839
)
|
|
American Express, Co.
|
1.00
|
Quarterly
|
Goldman Sachs International
|
12/20/29
|
USD
|
90
|
(2,315
)
|
(1,794
)
|
(521
)
|
|
Dominion Energy, Inc.
|
1.00
|
Quarterly
|
Goldman Sachs International
|
12/20/29
|
USD
|
87
|
(2,101
)
|
(1,645
)
|
(456
)
|
|
|
|
|
|
|
|
|
$ (8,812
)
|
$ (6,811
)
|
$ (2,001
)
|
|
Reference Obligation/Index
|
Financing
Rate Received
by the Fund
|
Payment
Frequency
|
Counterparty
|
Termination
Date
|
Credit
Rating(a)
|
Notional
Amount (000)(b)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|
|
Altice France SA
|
5.00
%
|
Quarterly
|
JPMorgan Chase Bank N.A.
|
06/20/27
|
CCC+
|
EUR
|
17
|
$ 671
|
$ 247
|
$ 424
|
|
Altice France SA
|
5.00
|
Quarterly
|
Morgan Stanley & Co.
International PLC
|
06/20/27
|
CCC+
|
EUR
|
14
|
552
|
278
|
274
|
|
iTraxx.XO.42 10-20%
|
5.00
|
Quarterly
|
BNP Paribas SA
|
12/20/29
|
CC
|
EUR
|
77
|
6,487
|
6,245
|
242
|
|
iTraxx.XO.44 20-35%
|
5.00
|
Quarterly
|
Goldman Sachs International
|
12/20/30
|
CCC+
|
EUR
|
77
|
12,088
|
12,428
|
(340
)
|
|
|
|
|
|
|
|
|
|
$ 19,798
|
$ 19,198
|
$ 600
|
|
(a)
|
Using the rating of the issuer or the underlying securities of the index, as applicable,
provided by S&P Global Ratings.
|
|
(b)
|
The maximum potential amount the Fund may pay should a negative credit event take
place as defined under the terms of the agreement.
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
|
|
||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
Counterparty
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|
|
1-day COOIS,
11.19%
|
Quarterly
|
10.78%
|
Quarterly
|
Goldman Sachs International
|
N/A
|
03/21/28
|
COP
|
107,478
|
$ (409
)
|
$ —
|
$ (409
)
|
|
1-day COOIS,
11.19%
|
Quarterly
|
11.00%
|
Quarterly
|
Citibank N.A.
|
N/A
|
09/18/28
|
COP
|
113,257
|
(151
)
|
—
|
(151
)
|
|
1-day COOIS,
11.19%
|
Quarterly
|
11.00%
|
Quarterly
|
Citibank N.A.
|
N/A
|
09/18/28
|
COP
|
174,546
|
(233
)
|
—
|
(233
)
|
|
1-day COOIS,
11.19%
|
Quarterly
|
11.20%
|
Quarterly
|
HSBC Bank PLC
|
N/A
|
09/18/28
|
COP
|
120,008
|
(28
)
|
—
|
(28
)
|
|
1-day COOIS,
11.19%
|
Quarterly
|
11.20%
|
Quarterly
|
HSBC Bank PLC
|
N/A
|
09/18/28
|
COP
|
77,868
|
(18
)
|
—
|
(18
)
|
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
|
|
||
|
Rate
|
Frequency
|
Rate
|
Frequency
|
Counterparty
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|
|
1-day CLP
Interbank Rate,
26,738.25%
|
Semi-Annual
|
4.77%
|
Semi-Annual
|
Barclays Bank PLC
|
N/A
|
09/20/28
|
CLP
|
113,171
|
$ (279
)
|
$ —
|
$ (279
)
|
|
1-day CLP
Interbank Rate,
26,738.25%
|
Semi-Annual
|
4.77%
|
Semi-Annual
|
Barclays Bank PLC
|
N/A
|
09/20/28
|
CLP
|
82,738
|
(204
)
|
—
|
(204
)
|
|
1-day COOIS,
11.19%
|
Quarterly
|
10.45%
|
Quarterly
|
Morgan Stanley & Co.
International PLC
|
N/A
|
09/17/29
|
COP
|
225,307
|
(645
)
|
—
|
(645
)
|
|
1-day COOIS,
11.19%
|
Quarterly
|
10.46%
|
Quarterly
|
Morgan Stanley & Co.
International PLC
|
N/A
|
09/17/29
|
COP
|
678,300
|
(1,907
)
|
—
|
(1,907
)
|
|
1-day COOIS,
11.19%
|
Quarterly
|
10.47%
|
Quarterly
|
Citibank N.A.
|
N/A
|
09/17/29
|
COP
|
455,207
|
(1,237
)
|
—
|
(1,237
)
|
|
1-day COOIS,
11.19%
|
Quarterly
|
10.81%
|
Quarterly
|
HSBC Bank PLC
|
N/A
|
09/17/29
|
COP
|
192,824
|
(8
)
|
—
|
(8
)
|
|
10.60%
|
Quarterly
|
1-day COOIS,
11.19%
|
Quarterly
|
Goldman Sachs International
|
N/A
|
03/18/30
|
COP
|
59,448
|
84
|
—
|
84
|
|
5.42%
|
Semi-Annual
|
1-day CLP
Interbank Rate,
26,738.25%
|
Semi-Annual
|
BNP Paribas SA
|
N/A
|
06/17/36
|
CLP
|
40,835
|
456
|
—
|
456
|
|
|
|
|
|
$ (4,579
)
|
$ —
|
$ (4,579
)
|
|||||
|
Paid by the Fund
|
Received by the Fund
|
|
|
|
|
|
|
|
|
||
|
Rate/Reference
|
Frequency
|
Rate/Reference
|
Frequency
|
Counterparty
|
Effective
Date
|
Termination
Date
|
Notional
Amount (000)
|
Value
|
Upfront
Premium
Paid
(Received)
|
Unrealized
Appreciation
(Depreciation)
|
|
|
iShares iBoxx $
High Yield
Corporate Bond
ETF
|
At Termination
|
1-day SOFR minus
0.85%, 3.66%
|
At Termination
|
Morgan Stanley &
Co. International
PLC
|
N/A
|
09/18/26
|
USD
|
6,700
|
$ 59,770
|
$ —
|
$ 59,770
|
|
iShares iBoxx $
High Yield
Corporate Bond
ETF
|
At Termination
|
1-day SOFR minus
0.65%, 3.66%
|
At Termination
|
Bank of America
N.A.
|
N/A
|
09/18/26
|
USD
|
1,109
|
(3,133
)
|
—
|
(3,133
)
|
|
1-day SOFR minus
0.40%, 3.66%
|
At Termination
|
iShares iBoxx $
High Yield
Corporate Bond
ETF
|
At Termination
|
JPMorgan Chase
Bank N.A.
|
N/A
|
09/18/26
|
USD
|
3,863
|
(36,443
)
|
—
|
(36,443
)
|
|
1-day SOFR minus
0.20%, 3.66%
|
At Termination
|
iShares iBoxx $
High Yield
Corporate Bond
ETF
|
At Termination
|
Bank of America
N.A.
|
N/A
|
09/18/26
|
USD
|
7,107
|
(68,657
)
|
—
|
(68,657
)
|
|
Markit iBoxx $ Liquid
High Yield Index
|
At Termination
|
1-day SOFR , 3.66%
|
Quarterly
|
Bank of America
N.A.
|
N/A
|
09/20/26
|
USD
|
280
|
1,836
|
2,516
|
(680
)
|
|
|
|
|
|
|
|
|
|
|
$ (46,627
)
|
$ 2,516
|
$ (49,143
)
|
|
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Assets
|
|
|
|
|
|
Investments
|
|
|
|
|
|
Long-Term Investments
|
|
|
|
|
|
Asset-Backed Securities
|
$ —
|
$ 68,757,218
|
$ —
|
$ 68,757,218
|
|
Common Stocks
|
998,646
|
—
|
—
|
998,646
|
|
Corporate Bonds
|
—
|
342,003,720
|
3,038,076
|
345,041,796
|
|
Fixed Rate Loan Interests
|
—
|
—
|
434,114
|
434,114
|
|
Floating Rate Loan Interests
|
—
|
822,948
|
34,331
|
857,279
|
|
Foreign Agency Obligations
|
—
|
18,301,787
|
—
|
18,301,787
|
|
Investment Companies
|
5,284,925
|
—
|
—
|
5,284,925
|
|
Municipal Bonds
|
—
|
3,649,090
|
—
|
3,649,090
|
|
Non-Agency Mortgage-Backed Securities
|
—
|
153,230,231
|
99,807
|
153,330,038
|
|
Preferred Securities
|
|
|
|
|
|
Capital Trusts
|
—
|
6,818,028
|
—
|
6,818,028
|
|
Preferred Stocks
|
120,360
|
—
|
—
|
120,360
|
|
U.S. Government Sponsored Agency Securities
|
—
|
487,853,685
|
—
|
487,853,685
|
|
U.S. Treasury Obligations
|
—
|
347,827,777
|
—
|
347,827,777
|
|
Short-Term Securities
|
|
|
|
|
|
Foreign Agency Obligations
|
—
|
1,351,193
|
—
|
1,351,193
|
|
Money Market Funds
|
145,944,725
|
—
|
—
|
145,944,725
|
|
U.S. Treasury Obligations
|
—
|
2,872,457
|
—
|
2,872,457
|
|
Options Purchased
|
|
|
|
|
|
Credit Contracts
|
—
|
2,096
|
—
|
2,096
|
|
Equity Contracts
|
13,146
|
—
|
—
|
13,146
|
|
Foreign Currency Exchange Contracts
|
—
|
50,796
|
—
|
50,796
|
|
Interest Rate Contracts
|
1,111
|
316,043
|
—
|
317,154
|
|
Unfunded Floating Rate Loan Interests(a)
|
—
|
765
|
2,082
|
2,847
|
|
Liabilities
|
|
|
|
|
|
Investments
|
|
|
|
|
|
TBA Sale Commitments
|
—
|
(130,374,744
)
|
—
|
(130,374,744
)
|
|
|
$152,362,913
|
$1,303,483,090
|
$3,608,410
|
$1,459,454,413
|
|
Derivative Financial Instruments(b)
|
|
|
|
|
|
Assets
|
|
|
|
|
|
Credit Contracts
|
$ —
|
$ 391,268
|
$ —
|
$ 391,268
|
|
Equity Contracts
|
7,652
|
59,770
|
—
|
67,422
|
|
Foreign Currency Exchange Contracts
|
—
|
411,864
|
—
|
411,864
|
|
Interest Rate Contracts
|
817,911
|
4,049,605
|
—
|
4,867,516
|
|
Liabilities
|
|
|
|
|
|
Credit Contracts
|
—
|
(78,385
)
|
—
|
(78,385
)
|
|
Equity Contracts
|
(23,332
)
|
(108,233
)
|
—
|
(131,565
)
|
|
Foreign Currency Exchange Contracts
|
—
|
(269,344
)
|
—
|
(269,344
)
|
|
Interest Rate Contracts
|
(3,069,897
)
|
(4,240,594
)
|
—
|
(7,310,491
)
|
|
|
$(2,267,666
)
|
$215,951
|
$—
|
$(2,051,715
)
|
|
(a)
|
Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation)
on the commitment.
|
|
(b)
|
Derivative financial instruments are swaps, futures contracts, forward foreign currency
exchange contracts and options written. Swaps, futures contracts and forward foreign
currency
exchange contracts are valued at the unrealized appreciation (depreciation) on the
instrument and options written are shown at value.
|
|
Currency Abbreviation
|
|
|
ARS
|
Argentine Peso
|
|
AUD
|
Australian Dollar
|
|
BRL
|
Brazilian Real
|
|
CAD
|
Canadian Dollar
|
|
CHF
|
Swiss Franc
|
|
CLP
|
Chilean Peso
|
|
CNH
|
Chinese Yuan
|
|
CNY
|
Chinese Yuan
|
|
COP
|
Colombian Peso
|
|
CZK
|
Czech Koruna
|
|
EGP
|
Egyptian Pound
|
|
EUR
|
Euro
|
|
GBP
|
British Pound
|
|
HKD
|
Hong Kong Dollar
|
|
HUF
|
Hungarian Forint
|
|
IDR
|
Indonesian Rupiah
|
|
ILS
|
Israeli Shekel
|
|
INR
|
Indian Rupee
|
|
JPY
|
Japanese Yen
|
|
KRW
|
South Korean Won
|
|
MXN
|
Mexican Peso
|
|
MYR
|
Malaysian Ringgit
|
|
NGN
|
Nigerian Naira
|
|
PEN
|
Peru Nuevo Sol
|
|
PHP
|
Philippine Peso
|
|
PLN
|
Polish Zloty
|
|
RON
|
Romanian Leu
|
|
SEK
|
Swedish Krona
|
|
SGD
|
Singapore Dollar
|
|
THB
|
Thai Baht
|
|
TRY
|
Turkish Lira
|
|
TWD
|
New Taiwan Dollar
|
|
USD
|
United States Dollar
|
|
UYU
|
Uruguayan Peso
|
|
ZAR
|
South African Rand
|
|
Portfolio Abbreviation
|
|
|
ABS
|
Asset-Backed Security
|
|
ADR
|
American Depositary Receipt
|
|
BAB
|
Build America Bond
|
|
BBSW
|
Bank Bill Swap Rate
|
|
Portfolio Abbreviation (continued)
|
|
|
BMO
|
BMO Capital Markets
|
|
BUBOR
|
Budapest Interbank Offered Rate
|
|
BZDIOVER
|
Overnight Brazil Interbank Deposit (CETIP)
|
|
CDC
|
Certificate of Deposit Rate
|
|
CLO
|
Collateralized Loan Obligation
|
|
CME
|
Chicago Mercantile Exchange
|
|
CMT
|
Constant Maturity Treasury
|
|
COOIS
|
Columbia Overnight Interbank Reference Rate
|
|
CORRA
|
Overnight Bank of Canada Repo Rate
|
|
CR
|
Custodian Receipt
|
|
CVR
|
Contingent Value Right
|
|
DAC
|
Designated Activity Company
|
|
ETF
|
Exchange-Traded Fund
|
|
EURIBOR
|
Euro Interbank Offered Rate
|
|
GO
|
General Obligation Bonds
|
|
GOL
|
General Obligation Ltd.
|
|
HIBOR
|
Hong Kong Interbank Offered Rate
|
|
JIBAR
|
Johannesburg Interbank Average Rate
|
|
KLIBOR
|
Kuala Lumpur Interbank Offered Rate
|
|
MIBOR
|
Mumbai Interbank Offered Rate
|
|
MTA
|
Month Treasury Average
|
|
MXIBTIIE
|
Mexico Interbank TIIE 28-Day
|
|
PCL
|
Public Company Limited
|
|
PIK
|
Payment-in-Kind
|
|
PR
|
Prerefunded
|
|
PRIBOR
|
Prague Interbank Offer Rate
|
|
RB
|
Revenue Bonds
|
|
REIT
|
Real Estate Investment Trust
|
|
REMIC
|
Real Estate Mortgage Investment Conduit
|
|
S&P
|
Standard & Poor’s
|
|
SAB
|
Special Assessment Bonds
|
|
SCA
|
Societe en Commandite par Actions
|
|
SG
|
Syncora Guarantee
|
|
SHIR
|
ILS - Shekel Overnight Interest Rate
|
|
SOFR
|
Secured Overnight Financing Rate
|
|
SONIA
|
Sterling Overnight Interbank Average Rate
|
|
SORA
|
Singapore Overnight Rate Average
|
|
SSARON
|
Swiss Average Overnight Rate
|
|
STACR
|
Structured Agency Credit Risk
|
|
STIBOR
|
Stockholm Interbank Offered Rate
|
|
TAIBOR
|
Taipei Interbank Offered Rate
|
|
TBA
|
To-Be-Announced
|
|
Portfolio Abbreviation (continued)
|
|
|
THOR
|
Thai Overnight Repurchase Rate
|
|
TIIEFONDEO
|
MXN - Overnight TIIE Funding Rate
|
|
WIBOR
|
Warsaw Interbank Offered Rate
|
|
ZARONIA
|
South African Rand Overnight Index Average
|