|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – 73.6%
|
||||
|
Aerospace & Defense – 1.9%
|
|
|||
|
Aevex Corp. (a)
|
|
1,208
|
$20,089
|
|
|
Amprius Technologies, Inc. (a)
|
|
1,073
|
10,301
|
|
|
Applied Aerospace & Defense, Inc. (a)
|
|
3,565
|
66,665
|
|
|
Axon Enterprise, Inc. (a)
|
|
312
|
164,661
|
|
|
Babcock International Group PLC
|
|
3,348
|
50,927
|
|
|
Boeing Co. (a)
|
|
2,492
|
538,621
|
|
|
CACI International, Inc., “A” (a)
|
|
246
|
122,446
|
|
|
Curtiss-Wright Corp.
|
|
420
|
304,080
|
|
|
DPC Holdings PLC (a)
|
|
365
|
16,644
|
|
|
Ducommun, Inc. (a)
|
|
153
|
27,390
|
|
|
General Dynamics Corp.
|
|
961
|
368,467
|
|
|
General Electric Co.
|
|
1,026
|
369,432
|
|
|
HawkEye 360, Inc. (a)
|
|
1,828
|
38,754
|
|
|
Hexcel Corp.
|
|
1,422
|
146,395
|
|
|
Howmet Aerospace, Inc.
|
|
1,218
|
343,793
|
|
|
KBR, Inc.
|
|
817
|
29,910
|
|
|
L3Harris Technologies, Inc.
|
|
223
|
61,784
|
|
|
Leidos Holdings, Inc.
|
|
326
|
37,686
|
|
|
Leonardo DRS, Inc.
|
|
1,477
|
68,016
|
|
|
Lockheed Martin Corp.
|
|
51
|
29,720
|
|
|
Mirion Technologies, Inc. (a)
|
|
1,492
|
22,350
|
|
|
Moog, Inc., “A”
|
|
228
|
88,886
|
|
|
MTU Aero Engines Holding AG
|
|
333
|
138,931
|
|
|
QinetiQ Group PLC
|
|
9,499
|
64,779
|
|
|
RBC Bearings, Inc. (a)
|
|
214
|
117,980
|
|
|
RTX Corp.
|
|
1,803
|
388,042
|
|
|
Standard Aero, Inc. (a)
|
|
537
|
15,739
|
|
|
Thales S.A.
|
|
326
|
92,541
|
|
|
Woodward, Inc.
|
|
199
|
71,789
|
|
|
|
|
|
|
$3,816,818
|
|
Alcoholic Beverages – 0.6%
|
|
|||
|
Brown-Forman Corp., “B”
|
|
1,207
|
$34,677
|
|
|
China Resources Beer Holdings Co. Ltd.
|
|
21,000
|
63,356
|
|
|
Davide Campari-Milano N.V.
|
|
8,303
|
56,452
|
|
|
Heineken N.V.
|
|
6,880
|
622,111
|
|
|
Pernod Ricard S.A.
|
|
6,819
|
535,693
|
|
|
|
|
|
|
$1,312,289
|
|
Apparel, Footwear, & Accessories – 0.6%
|
|
|||
|
Birkenstock Holding PLC (a)(l)
|
|
2,545
|
$98,542
|
|
|
Burberry Group PLC (a)
|
|
2,704
|
43,879
|
|
|
Columbia Sportswear Co.
|
|
1,126
|
66,862
|
|
|
Compagnie Financiere Richemont S.A.
|
|
1,726
|
407,562
|
|
|
Kolon Industries, Inc.
|
|
622
|
20,963
|
|
|
LVMH Moet Hennessy Louis Vuitton SE
|
|
1,073
|
587,917
|
|
|
Reformation, Inc. (a)
|
|
1,411
|
22,887
|
|
|
Wolverine World Wide, Inc.
|
|
1,303
|
25,643
|
|
|
|
|
|
|
$1,274,255
|
|
Auto & Auto Components – 0.5%
|
|
|||
|
Aptiv PLC (a)
|
|
941
|
$53,138
|
|
|
Atmus Filtration Technologies, Inc.
|
|
645
|
33,301
|
|
|
Compagnie Generale des Etablissements Michelin
|
|
1,315
|
53,108
|
|
|
Forvia SE (a)
|
|
510
|
5,238
|
|
|
General Motors Co.
|
|
518
|
46,029
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Auto & Auto Components – continued
|
|
|||
|
Goodyear Tire & Rubber Co. (a)
|
|
2,922
|
$20,308
|
|
|
Group 1 Automotive, Inc.
|
|
252
|
72,266
|
|
|
Lear Corp.
|
|
141
|
18,420
|
|
|
LKQ Corp.
|
|
1,552
|
34,842
|
|
|
Nippon Seiki Co. Ltd.
|
|
2,400
|
36,372
|
|
|
NTC Corp.
|
|
8,900
|
21,646
|
|
|
PT Astra International Tbk
|
|
43,400
|
12,301
|
|
|
Shimano, Inc.
|
|
1,800
|
227,680
|
|
|
Suzuki Motor Corp.
|
|
8,000
|
104,887
|
|
|
Tesla, Inc. (a)
|
|
384
|
119,505
|
|
|
Toyota Boshoku Corp.
|
|
2,800
|
39,122
|
|
|
Visteon Corp.
|
|
683
|
71,401
|
|
|
|
|
|
|
$969,564
|
|
Brokerage & Asset Managers – 1.5%
|
|
|||
|
Ameriprise Financial, Inc. (f)
|
|
1,284
|
$700,858
|
|
|
Blackrock, Inc.
|
|
25
|
27,260
|
|
|
Carlyle Group, Inc.
|
|
3,061
|
140,867
|
|
|
CVC Capital Partners PLC (l)
|
|
5,930
|
99,222
|
|
|
Daiwa Securities Group, Inc.
|
|
3,900
|
43,882
|
|
|
GCM Grosvenor, Inc., “A”
|
|
2,147
|
26,794
|
|
|
Interactive Brokers Group, Inc.
|
|
2,680
|
235,813
|
|
|
Kiwoom Securities Co. Ltd.
|
|
83
|
16,861
|
|
|
Lincoln International, Inc. (a)
|
|
4,046
|
84,157
|
|
|
LPL Financial Holdings, Inc.
|
|
603
|
213,281
|
|
|
Multi Commodity Exchange of India Ltd.
|
|
176
|
4,979
|
|
|
Northern Trust Corp.
|
|
5,351
|
974,899
|
|
|
PJT Partners, Inc.
|
|
373
|
62,780
|
|
|
Polar Capital Holdings PLC
|
|
3,433
|
35,673
|
|
|
Raymond James Financial, Inc.
|
|
683
|
120,194
|
|
|
Ridgepost Capital, Inc.
|
|
4,267
|
36,781
|
|
|
Robinhood Markets, Inc. (a)
|
|
2,310
|
199,954
|
|
|
TPG, Inc.
|
|
783
|
34,186
|
|
|
UOB Kay Hian Holdings Ltd.
|
|
4,700
|
15,063
|
|
|
WisdomTree Investments, Inc.
|
|
2,428
|
47,030
|
|
|
|
|
|
|
$3,120,534
|
|
Business Services – 0.5%
|
|
|||
|
Baycurrent Consulting, Inc.
|
|
300
|
$13,461
|
|
|
China Aviation Oil Singapore Corp. Ltd.
|
|
8,800
|
11,940
|
|
|
Cognizant Technology Solutions Corp., “A”
|
|
580
|
32,103
|
|
|
Colliers International Group, Inc.
|
|
93
|
9,144
|
|
|
Comture Corp.
|
|
1,300
|
11,684
|
|
|
CoStar Group, Inc. (a)
|
|
881
|
25,338
|
|
|
Edenred
|
|
296
|
9,735
|
|
|
Experian PLC
|
|
5,040
|
191,133
|
|
|
Fidelity National Information Services, Inc.
|
|
916
|
41,009
|
|
|
Fujitsu Ltd.
|
|
1,100
|
25,472
|
|
|
Global Payments, Inc.
|
|
834
|
70,123
|
|
|
GoDaddy, Inc. (a)
|
|
2,269
|
187,737
|
|
|
Hanwa Co. Ltd.
|
|
1,100
|
11,701
|
|
|
Hoist Finance AB
|
|
371
|
8,416
|
|
|
Johnson Service Group PLC
|
|
11,206
|
22,715
|
|
|
Kanzhun Ltd., ADR
|
|
2,041
|
33,228
|
|
|
LX International Corp.
|
|
492
|
12,855
|
|
|
MONY Group PLC
|
|
12,226
|
32,378
|
|
|
OBIC Co. Ltd.
|
|
1,700
|
47,948
|
|
|
Otsuka Corp.
|
|
2,200
|
45,271
|
|
|
Paymentus Holdings, Inc., “A” (a)
|
|
1,023
|
34,884
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Business Services – continued
|
|
|||
|
Rightmove PLC
|
|
5,333
|
$33,602
|
|
|
Scout24 AG
|
|
225
|
19,291
|
|
|
TransUnion
|
|
1,294
|
101,734
|
|
|
|
|
|
|
$1,032,902
|
|
Chemicals – 1.6%
|
|
|||
|
Akzo Nobel N.V. (l)
|
|
633
|
$44,322
|
|
|
Ashland, Inc.
|
|
832
|
60,411
|
|
|
Avient Corp.
|
|
1,361
|
49,432
|
|
|
BioLife Solutions, Inc. (a)
|
|
509
|
15,922
|
|
|
Bumitama Agri Ltd.
|
|
4,200
|
5,371
|
|
|
Corteva, Inc.
|
|
3,673
|
289,102
|
|
|
Croda International PLC
|
|
1,192
|
51,489
|
|
|
DL Holdings Co. Ltd. (a)
|
|
632
|
18,917
|
|
|
DuPont de Nemours, Inc.
|
|
277
|
37,949
|
|
|
Eastman Chemical Co.
|
|
732
|
51,203
|
|
|
Element Solutions, Inc.
|
|
4,006
|
147,140
|
|
|
Elevra Lithium Ltd. (a)(l)
|
|
919
|
4,792
|
|
|
FUJIFILM Holdings Corp.
|
|
1,800
|
42,674
|
|
|
Kansai Paint Co. Ltd.
|
|
1,900
|
33,819
|
|
|
Linde PLC
|
|
2,340
|
1,119,409
|
|
|
Nitto Denko Corp.
|
|
3,400
|
70,796
|
|
|
Omnia Holdings Ltd.
|
|
1,125
|
7,187
|
|
|
OTTE Fine Chemical Co. Ltd.
|
|
399
|
12,320
|
|
|
PT Astra Agro Lestari Tbk
|
|
18,500
|
7,068
|
|
|
PTT Global Chemical PLC
|
|
16,000
|
17,489
|
|
|
Qnity Electronics, Inc.
|
|
290
|
38,042
|
|
|
Quaker Chemical Corp.
|
|
328
|
52,651
|
|
|
Resonac Holdings Corp.
|
|
3,500
|
292,043
|
|
|
Shin-Etsu Chemical Co. Ltd.
|
|
2,200
|
78,984
|
|
|
Sime Darby Berhad
|
|
28,600
|
15,117
|
|
|
Sri Trang Agro-Industry PCL
|
|
29,000
|
16,153
|
|
|
Symrise AG
|
|
6,051
|
621,714
|
|
|
UPL Ltd.
|
|
3,770
|
23,877
|
|
|
Yara International A.S.A.
|
|
761
|
35,868
|
|
|
|
|
|
|
$3,261,261
|
|
Conglomerates – 0.2%
|
|
|||
|
GS Holdings Corp.
|
|
612
|
$38,204
|
|
|
Honeywell International, Inc.
|
|
1,473
|
358,013
|
|
|
Koc Holding A.S.
|
|
7,244
|
30,016
|
|
|
|
|
|
|
$426,233
|
|
Construction – 1.4%
|
|
|||
|
Allegion PLC
|
|
470
|
$73,978
|
|
|
Anhui Conch Cement Co. Ltd.
|
|
34,000
|
80,162
|
|
|
Builders FirstSource, Inc. (a)
|
|
281
|
18,670
|
|
|
Compagnie de Saint-Gobain S.A.
|
|
3,280
|
308,250
|
|
|
CRH PLC
|
|
4,206
|
399,612
|
|
|
D.R. Horton, Inc.
|
|
645
|
92,274
|
|
|
Equity Lifestyle Properties, Inc., REIT
|
|
906
|
58,953
|
|
|
Essex Property Trust, Inc., REIT
|
|
191
|
54,271
|
|
|
Ferguson Enterprises, Inc.
|
|
366
|
85,765
|
|
|
Independence Realty Trust, Inc., REIT
|
|
3,375
|
56,126
|
|
|
Installed Business Products, Inc.
|
|
221
|
49,270
|
|
|
James Hardie Industries PLC (a)
|
|
4,607
|
121,118
|
|
|
James Hardie Industries PLC, GDR (a)
|
|
2,484
|
65,038
|
|
|
Knife River Corp. (a)
|
|
1,156
|
84,584
|
|
|
M/I Homes, Inc. (a)
|
|
451
|
65,905
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Construction – continued
|
|
|||
|
Meritage Homes Corp.
|
|
490
|
$34,398
|
|
|
Mid-America Apartment Communities, Inc., REIT
|
|
344
|
45,525
|
|
|
Mohawk Industries, Inc. (a)
|
|
357
|
43,947
|
|
|
Otis Worldwide Corp.
|
|
552
|
39,716
|
|
|
Pulte Homes, Inc.
|
|
625
|
79,044
|
|
|
QXO, Inc. (a)
|
|
6,614
|
87,966
|
|
|
Sika AG
|
|
226
|
50,836
|
|
|
Simpson Manufacturing Co., Inc.
|
|
494
|
92,743
|
|
|
SiteOne Landscape Supply, Inc. (a)
|
|
1,115
|
105,301
|
|
|
Stanley Black & Decker, Inc.
|
|
570
|
53,911
|
|
|
Suncrete, Inc., “A” (a)(l)
|
|
669
|
11,299
|
|
|
Techtronic Industries Co. Ltd.
|
|
11,000
|
185,709
|
|
|
Vulcan Materials Co.
|
|
1,201
|
322,552
|
|
|
|
|
|
|
$2,766,923
|
|
Consumer Products – 1.1%
|
|
|||
|
Beiersdorf AG
|
|
802
|
$74,652
|
|
|
Colgate-Palmolive Co.
|
|
8,363
|
763,542
|
|
|
Haleon PLC
|
|
120,791
|
591,438
|
|
|
International Flavors & Fragrances, Inc.
|
|
859
|
68,050
|
|
|
Kenvue, Inc.
|
|
4,772
|
91,813
|
|
|
Kimberly-Clark Corp.
|
|
2,986
|
326,400
|
|
|
Newell Brands, Inc.
|
|
2,491
|
13,950
|
|
|
Prestige Consumer Healthcare, Inc. (a)
|
|
1,059
|
53,183
|
|
|
Reckitt Benckiser Group PLC
|
|
2,767
|
195,411
|
|
|
Uni-Charm Corp.
|
|
9,100
|
57,567
|
|
|
|
|
|
|
$2,236,006
|
|
Consumer Services – 0.3%
|
|
|||
|
AcadeMedia AB
|
|
3,722
|
$39,009
|
|
|
Airbnb, Inc., “A” (a)
|
|
995
|
150,762
|
|
|
Booking Holdings, Inc.
|
|
580
|
111,882
|
|
|
Cintas Corp.
|
|
168
|
34,378
|
|
|
Grand Canyon Education, Inc. (a)
|
|
253
|
36,771
|
|
|
Life Time Group Holdings, Inc. (a)
|
|
1,230
|
55,473
|
|
|
Localiza Rent a Car S.A.
|
|
2,400
|
17,806
|
|
|
Maplebear, Inc. (a)
|
|
1,601
|
71,405
|
|
|
Phoenix Educations Partners, Inc. (l)
|
|
718
|
20,528
|
|
|
Uber Technologies, Inc. (a)
|
|
633
|
44,538
|
|
|
|
|
|
|
$582,552
|
|
Containers – 0.1%
|
|
|||
|
Amcor PLC
|
|
975
|
$43,758
|
|
|
Avery Dennison Corp.
|
|
265
|
44,978
|
|
|
Silgan Holdings, Inc.
|
|
845
|
33,783
|
|
|
Viscofan S.A.
|
|
565
|
37,398
|
|
|
Winpak Ltd.
|
|
919
|
28,825
|
|
|
|
|
|
|
$188,742
|
|
Diversified Financial Services – 1.4%
|
|
|||
|
B3 S.A. - Brasil Bolsa Balcao
|
|
141,900
|
$440,328
|
|
|
Bullish (a)
|
|
560
|
12,202
|
|
|
Bullish (a)(l)
|
|
245
|
5,339
|
|
|
CME Group, Inc.
|
|
162
|
43,382
|
|
|
Deutsche Boerse AG
|
|
1,845
|
558,059
|
|
|
Georgia Capital PLC (a)
|
|
260
|
13,859
|
|
|
IG Group Holdings PLC
|
|
3,980
|
78,315
|
|
|
London Stock Exchange Group PLC
|
|
1,020
|
115,448
|
|
|
Mastercard, Inc., “A”
|
|
1,261
|
722,679
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Diversified Financial Services – continued
|
|
|||
|
Miami International Holdings, Inc. (a)
|
|
951
|
$44,735
|
|
|
Mizuho Leasing Co. Ltd.
|
|
1,500
|
12,868
|
|
|
Moody's Corp.
|
|
69
|
33,008
|
|
|
NASDAQ, Inc.
|
|
6,730
|
633,899
|
|
|
Nishio Holdings Co. Ltd.
|
|
700
|
18,855
|
|
|
Riot Platforms, Inc. (a)
|
|
1,940
|
39,130
|
|
|
SLM Corp.
|
|
3,131
|
81,390
|
|
|
Zegona Communications PLC
|
|
399
|
7,898
|
|
|
|
|
|
|
$2,861,394
|
|
Electrical Equipment – 2.5%
|
|
|||
|
Advanced Drainage Systems, Inc.
|
|
249
|
$34,482
|
|
|
AMETEK, Inc.
|
|
330
|
79,764
|
|
|
Amphenol Corp., “A”
|
|
2,102
|
337,791
|
|
|
Arxis, Inc. (a)
|
|
701
|
38,064
|
|
|
Bel Fuse, Inc.
|
|
134
|
36,444
|
|
|
Belden, Inc.
|
|
340
|
42,177
|
|
|
Eaton Corp. PLC
|
|
666
|
276,523
|
|
|
Emerson Electric Co.
|
|
315
|
47,193
|
|
|
Harbin Electric Co. Ltd.
|
|
6,000
|
12,103
|
|
|
Hosiden Corp.
|
|
2,400
|
43,122
|
|
|
Hubbell, Inc.
|
|
265
|
125,226
|
|
|
Itron, Inc. (a)
|
|
265
|
26,410
|
|
|
Legrand S.A.
|
|
3,311
|
499,757
|
|
|
Littlefuse, Inc.
|
|
294
|
129,986
|
|
|
Mitsubishi Electric Corp.
|
|
17,500
|
637,901
|
|
|
Nordex SE (a)
|
|
380
|
16,844
|
|
|
nVent Electric PLC
|
|
443
|
68,147
|
|
|
Schneider Electric SE
|
|
6,371
|
2,138,733
|
|
|
Signify N.V.
|
|
2,150
|
36,594
|
|
|
TE Connectivity PLC
|
|
182
|
37,436
|
|
|
TriMas Corp.
|
|
869
|
34,699
|
|
|
Vertiv Holdings Co.
|
|
1,475
|
356,316
|
|
|
Vontier Corp.
|
|
1,415
|
45,464
|
|
|
W.W. Grainger, Inc.
|
|
22
|
30,409
|
|
|
|
|
|
|
$5,131,585
|
|
Energy - Independent – 2.4%
|
|
|||
|
Aker BP ASA
|
|
8,366
|
$300,479
|
|
|
Antero Resources Corp. (a)
|
|
2,603
|
94,072
|
|
|
Baytex Energy Corp.
|
|
2,951
|
13,452
|
|
|
Beach Energy Ltd. (l)
|
|
22,069
|
14,193
|
|
|
Bharat Petroleum Corp. Ltd.
|
|
22,856
|
76,594
|
|
|
California Resources Corp.
|
|
791
|
41,622
|
|
|
Chennai Petroleum Corp. Ltd.
|
|
2,626
|
34,694
|
|
|
ConocoPhillips (s)
|
|
3,431
|
413,367
|
|
|
Core Natural Resources, Inc.
|
|
369
|
29,461
|
|
|
Diamondback Energy, Inc.
|
|
398
|
80,774
|
|
|
Eni S.p.A.
|
|
4,801
|
133,523
|
|
|
EOG Resources, Inc.
|
|
1,441
|
214,262
|
|
|
EQT Corp.
|
|
241
|
12,843
|
|
|
Expand Energy Corp.
|
|
741
|
69,676
|
|
|
ExxonMobil Holdings Corp.
|
|
4,061
|
631,242
|
|
|
IRPC PCL (n)
|
|
655,200
|
43,167
|
|
|
Marathon Petroleum Corp.
|
|
689
|
218,048
|
|
|
Matador Resources Co.
|
|
2,085
|
104,021
|
|
|
Ovintiv, Inc.
|
|
1,939
|
121,110
|
|
|
Parex Resources, Inc.
|
|
681
|
11,795
|
|
|
Peabody Energy Corp.
|
|
1,833
|
39,080
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Energy - Independent – continued
|
|
|||
|
Permian Resources Corp.
|
|
6,874
|
$146,485
|
|
|
Phillips 66
|
|
1,577
|
333,819
|
|
|
Reliance Industries Ltd.
|
|
23,035
|
315,728
|
|
|
TotalEnergies SE
|
|
9,699
|
861,476
|
|
|
Valero Energy Corp. (s)
|
|
1,586
|
496,259
|
|
|
Viper Energy, Inc., “A”
|
|
1,295
|
57,770
|
|
|
|
|
|
|
$4,909,012
|
|
Energy - Renewables – 0.5%
|
|
|||
|
AES Corp.
|
|
10,925
|
$160,379
|
|
|
Fuelcell Energy, Inc. (a)
|
|
666
|
14,392
|
|
|
GE Vernova, Inc.
|
|
812
|
804,116
|
|
|
Innio N.V. (a)
|
|
870
|
21,245
|
|
|
|
|
|
|
$1,000,132
|
|
Engineering - Construction – 0.8%
|
|
|||
|
AEM Holdings Ltd.
|
|
900
|
$5,742
|
|
|
Burkhalter Holding AG
|
|
140
|
23,690
|
|
|
Central Glass Co. Ltd.
|
|
1,600
|
39,707
|
|
|
Comfort Systems USA, Inc.
|
|
258
|
446,260
|
|
|
Dai-Dan Co. Ltd.
|
|
400
|
6,107
|
|
|
DL E&C Co. Ltd.
|
|
140
|
5,485
|
|
|
Doosan Bobcat, Inc.
|
|
1,707
|
70,810
|
|
|
EMCOR Group, Inc.
|
|
125
|
99,679
|
|
|
Jacobs Solutions, Inc.
|
|
455
|
61,393
|
|
|
JGC Holdings Corp.
|
|
3,100
|
43,548
|
|
|
Keller Group PLC
|
|
751
|
30,608
|
|
|
Koninklijke BAM Groep N.V.
|
|
3,343
|
44,786
|
|
|
Koninklijke Heijmans N.V.
|
|
140
|
15,124
|
|
|
L&K Engineering Co. Ltd.
|
|
2,000
|
43,002
|
|
|
Legence Corp., “A” (a)
|
|
612
|
39,125
|
|
|
MYR Group, Inc. (a)
|
|
168
|
55,981
|
|
|
Porr AG
|
|
899
|
38,927
|
|
|
Quanta Services, Inc.
|
|
301
|
200,875
|
|
|
Samsung Engineering Co. Ltd.
|
|
519
|
15,727
|
|
|
Taisei Corp.
|
|
3,900
|
316,991
|
|
|
United Integrated Services Co. Ltd.
|
|
1,000
|
33,433
|
|
|
WSP Global, Inc. (l)
|
|
260
|
31,765
|
|
|
|
|
|
|
$1,668,765
|
|
Entertainment & Leisure – 1.0%
|
|
|||
|
Brunswick Corp.
|
|
4,949
|
$390,971
|
|
|
Corsair Gaming, Inc. (a)
|
|
2,559
|
27,151
|
|
|
Giant Network Group Co. Ltd.
|
|
5,700
|
24,813
|
|
|
Live Nation Entertainment, Inc. (a)
|
|
1,596
|
277,912
|
|
|
Patrick Industries, Inc.
|
|
1,105
|
91,218
|
|
|
Sony Group Corp.
|
|
4,800
|
112,421
|
|
|
Spin Master Corp.
|
|
1,420
|
20,846
|
|
|
Take-Two Interactive Software, Inc. (a)
|
|
1,221
|
296,605
|
|
|
Tencent Holdings Ltd.
|
|
13,000
|
787,718
|
|
|
Ubisoft Entertainment S.A. (a)
|
|
1,122
|
7,455
|
|
|
|
|
|
|
$2,037,110
|
|
Food & Beverages – 1.2%
|
|
|||
|
Ajinomoto Co., Inc.
|
|
1,700
|
$52,369
|
|
|
Archer Daniels Midland Co.
|
|
1,438
|
113,990
|
|
|
AVI Ltd.
|
|
13,841
|
75,399
|
|
|
Campbell Soup Co. (l)
|
|
796
|
17,496
|
|
|
Chocoladefabriken Lindt & Sprungli AG
|
|
19
|
219,036
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Food & Beverages – continued
|
|
|||
|
Glanbia PLC
|
|
1,878
|
$49,766
|
|
|
Ingredion, Inc.
|
|
3,070
|
305,342
|
|
|
Kato Sangyo Co. Ltd.
|
|
200
|
8,007
|
|
|
Monster Worldwide, Inc. (a)
|
|
5,126
|
494,044
|
|
|
Nestle S.A.
|
|
5,136
|
512,959
|
|
|
Nomad Foods Ltd.
|
|
3,633
|
43,233
|
|
|
Novozymes A.S.
|
|
709
|
46,158
|
|
|
Once Upon a Farm PBC (a)
|
|
1,082
|
16,414
|
|
|
Orion Corp.
|
|
526
|
48,627
|
|
|
PepsiCo, Inc.
|
|
266
|
37,123
|
|
|
Toyo Suisan Kaisha Ltd.
|
|
5,600
|
363,461
|
|
|
Tyson Foods, Inc., “A”
|
|
1,121
|
64,973
|
|
|
|
|
|
|
$2,468,397
|
|
Food & Drug Stores – 0.3%
|
|
|||
|
Albertsons Cos., Inc., “A”
|
|
2,595
|
$30,050
|
|
|
Alimentation Couche-Tard, Inc.
|
|
326
|
21,164
|
|
|
Arcs Co. Ltd.
|
|
600
|
13,633
|
|
|
BIM Birlesik Magazalar A.S.
|
|
2,703
|
22,253
|
|
|
E-Mart Co. Ltd.
|
|
130
|
7,276
|
|
|
GS Retail Co. Ltd.
|
|
316
|
5,486
|
|
|
Jeronimo Martins SGPS S.A.
|
|
5,826
|
116,629
|
|
|
JM Holdings Co. Ltd. (l)
|
|
9,400
|
80,881
|
|
|
Seven & I Holdings Co. Ltd.
|
|
15,900
|
210,761
|
|
|
Sprouts Farmers Market, Inc. (a)
|
|
363
|
31,639
|
|
|
Valor Holdings Co. Ltd.
|
|
700
|
14,365
|
|
|
|
|
|
|
$554,137
|
|
Forest & Paper Products – 0.0%
|
|
|||
|
International Paper Co.
|
|
1,474
|
$60,183
|
|
|
Suzano Papel e Celulose S.A., ADR
|
|
4,176
|
35,580
|
|
|
|
|
|
|
$95,763
|
|
Global Systemically Important Banks – 2.3%
|
|
|||
|
Bank of America Corp.
|
|
6,629
|
$410,667
|
|
|
Bank of New York Mellon Corp.
|
|
4,377
|
684,256
|
|
|
Barclays PLC
|
|
24,437
|
168,224
|
|
|
BNP Paribas S.A.
|
|
1,506
|
190,923
|
|
|
Citigroup, Inc.
|
|
9,596
|
1,270,990
|
|
|
ING Groep N.V.
|
|
4,891
|
171,013
|
|
|
JPMorgan Chase & Co.
|
|
2,026
|
712,727
|
|
|
Mizuho Financial Group, Inc.
|
|
6,200
|
321,004
|
|
|
Morgan Stanley
|
|
2,187
|
460,189
|
|
|
Toronto-Dominion Bank
|
|
655
|
78,515
|
|
|
UBS Group AG
|
|
2,534
|
133,368
|
|
|
|
|
|
|
$4,601,876
|
|
Hardware, Peripherals, & Assembly – 5.0%
|
|
|||
|
ADATA Technology Co. Ltd.
|
|
1,000
|
$12,010
|
|
|
Amadeus IT Group S.A.
|
|
10,636
|
661,071
|
|
|
Apple, Inc. (f)(s)
|
|
16,337
|
5,046,663
|
|
|
Arista Networks, Inc. (a)
|
|
1,447
|
260,966
|
|
|
Box, Inc., “A” (a)
|
|
2,408
|
75,972
|
|
|
CDW Corp.
|
|
265
|
39,170
|
|
|
Coherent Corp. (a)
|
|
737
|
193,750
|
|
|
Core Scientific, Inc. (a)
|
|
845
|
17,508
|
|
|
Descartes Systems Group, Inc. (a)
|
|
239
|
17,949
|
|
|
Digi International, Inc. (a)
|
|
1,745
|
121,661
|
|
|
Hewlett Packard Enterprise
|
|
2,630
|
125,977
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Hardware, Peripherals, & Assembly – continued
|
|
|||
|
Hitachi Ltd.
|
|
24,000
|
$796,551
|
|
|
HP, Inc.
|
|
5,057
|
137,904
|
|
|
Insight Enterprises, Inc. (a)
|
|
345
|
44,481
|
|
|
Konica Minolta, Inc. (l)
|
|
3,800
|
13,960
|
|
|
Lenovo Group Ltd.
|
|
32,000
|
98,407
|
|
|
Macronix International Co. Ltd. (a)
|
|
2,000
|
6,024
|
|
|
Micron Technology, Inc.
|
|
1,725
|
1,419,727
|
|
|
Nanya Technology Corp.
|
|
2,000
|
21,514
|
|
|
NEC Corp.
|
|
2,300
|
68,521
|
|
|
Powerchip Semiconductor Manufacturing Corp. (a)
|
|
3,000
|
4,993
|
|
|
Q2 Holdings, Inc. (a)
|
|
431
|
26,235
|
|
|
Samsung Electronics Co. Ltd.
|
|
423
|
76,181
|
|
|
Sandisk Corp. of Delaware (a)
|
|
115
|
139,705
|
|
|
Seagate Technology Holdings PLC
|
|
507
|
434,058
|
|
|
Transcend Information, Inc.
|
|
4,000
|
35,973
|
|
|
Western Digital Corp.
|
|
274
|
149,286
|
|
|
Winbond Electronics Corp.
|
|
4,000
|
15,586
|
|
|
Wix.com Ltd. (a)
|
|
699
|
38,466
|
|
|
Zebra Technologies Corp., “A” (a)
|
|
154
|
45,248
|
|
|
|
|
|
|
$10,145,517
|
|
Health Maintenance Organizations – 0.9%
|
|
|||
|
Centene Corp. (a)
|
|
6,457
|
$401,755
|
|
|
Cigna Group (f)
|
|
3,628
|
1,012,393
|
|
|
Humana, Inc.
|
|
1,127
|
410,070
|
|
|
|
|
|
|
$1,824,218
|
|
Insurance – 2.2%
|
|
|||
|
Admiral Group PLC
|
|
454
|
$23,080
|
|
|
AIA Group Ltd.
|
|
65,800
|
664,930
|
|
|
Allstate Corp.
|
|
698
|
184,328
|
|
|
American International Group, Inc.
|
|
756
|
59,406
|
|
|
Aon PLC
|
|
1,833
|
660,888
|
|
|
Assurant, Inc.
|
|
290
|
80,965
|
|
|
AXIS Capital Holdings Ltd.
|
|
422
|
44,445
|
|
|
Beazley PLC
|
|
1,436
|
24,976
|
|
|
Brown & Brown, Inc.
|
|
745
|
52,448
|
|
|
Chubb Ltd.
|
|
156
|
54,706
|
|
|
Corebridge Financial, Inc.
|
|
1,771
|
55,237
|
|
|
Equitable Holdings, Inc.
|
|
12,066
|
574,945
|
|
|
Everest Group Ltd.
|
|
134
|
50,136
|
|
|
Hanover Insurance Group, Inc.
|
|
328
|
76,303
|
|
|
Hanwa Co. Ltd. (a)
|
|
1,873
|
5,825
|
|
|
Hartford Insurance Group, Inc.
|
|
720
|
102,175
|
|
|
Hiscox Ltd.
|
|
4,543
|
110,762
|
|
|
Korean Reinsurance Co.
|
|
705
|
6,809
|
|
|
Lincoln National Corp.
|
|
2,459
|
112,155
|
|
|
Momentum Group Ltd.
|
|
11,836
|
29,389
|
|
|
Old Mutual Ltd.
|
|
36,520
|
29,648
|
|
|
Progressive Corp.
|
|
2,532
|
535,315
|
|
|
Samsung Fire & Marine Insurance Co. Ltd.
|
|
250
|
110,227
|
|
|
SCOR SE
|
|
938
|
37,135
|
|
|
Selective Insurance Group, Inc.
|
|
650
|
61,614
|
|
|
Sompo Holdings, Inc.
|
|
2,500
|
111,192
|
|
|
Steadfast Group Ltd.
|
|
20,852
|
74,977
|
|
|
Stewart Information Services Corp.
|
|
509
|
34,403
|
|
|
Voya Financial, Inc.
|
|
516
|
51,306
|
|
|
Willis Towers Watson PLC
|
|
1,373
|
461,218
|
|
|
|
|
|
|
$4,480,943
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Interactive Media Services – 2.8%
|
|
|||
|
Alphabet, Inc., “A” (f)
|
|
9,093
|
$3,238,290
|
|
|
Alphabet, Inc., “C”
|
|
3,404
|
1,214,037
|
|
|
AppLovin Corp. (a)
|
|
506
|
200,325
|
|
|
Meta Platforms, Inc., “A” (f)
|
|
1,782
|
992,057
|
|
|
Pinterest, Inc. (a)
|
|
1,355
|
32,534
|
|
|
Reddit, Inc. (a)
|
|
790
|
111,129
|
|
|
|
|
|
|
$5,788,372
|
|
Internet – 0.0%
|
|
|||
|
NHN Corp.
|
|
686
|
$17,763
|
|
|
Machinery & Tools – 3.8%
|
|
|||
|
Aalberts Industries N.V.
|
|
1,883
|
$93,700
|
|
|
AGCO Corp.
|
|
6,685
|
682,940
|
|
|
AirTAC International Group
|
|
1,000
|
40,421
|
|
|
Albany International Corp.
|
|
552
|
41,130
|
|
|
Alliance Laundry Holdings, Inc. (a)
|
|
1,379
|
36,364
|
|
|
Applied Industrial Technologies, Inc.
|
|
207
|
71,459
|
|
|
Assa Abloy AB
|
|
28,388
|
1,052,677
|
|
|
Atlas Copco AB
|
|
4,900
|
103,711
|
|
|
Caterpillar, Inc.
|
|
361
|
294,146
|
|
|
CNH Industrial N.V.
|
|
19,273
|
197,548
|
|
|
Daikin Industries Ltd. (l)
|
|
500
|
72,475
|
|
|
Danieli & C. Officine Meccaniche S.p.A.
|
|
686
|
35,331
|
|
|
Donaldson Co., Inc.
|
|
1,946
|
183,391
|
|
|
ESAB Corp.
|
|
565
|
48,889
|
|
|
Finning International, Inc.
|
|
1,440
|
95,428
|
|
|
Flowserve Corp.
|
|
1,372
|
104,258
|
|
|
GEA Group AG
|
|
11,594
|
824,237
|
|
|
Hayward Holdings, Inc. (a)
|
|
3,113
|
47,100
|
|
|
Hillman Solutions Corp. (a)
|
|
5,180
|
40,767
|
|
|
IMI PLC
|
|
10,355
|
410,477
|
|
|
Ingersoll Rand, Inc.
|
|
1,073
|
89,467
|
|
|
ITT, Inc.
|
|
204
|
39,980
|
|
|
Kadant, Inc.
|
|
147
|
45,203
|
|
|
Keyence Corp.
|
|
1,000
|
502,521
|
|
|
Lincoln Electric Holdings, Inc.
|
|
264
|
68,986
|
|
|
Manitou BF S.A.
|
|
306
|
7,777
|
|
|
NPK International, Inc. (a)
|
|
3,009
|
37,582
|
|
|
PACCAR, Inc.
|
|
3,516
|
466,503
|
|
|
Pentair PLC
|
|
1,080
|
70,675
|
|
|
RB Global, Inc.
|
|
6,629
|
727,093
|
|
|
Spirax Group PLC
|
|
5,239
|
490,377
|
|
|
Terex Corp.
|
|
1,239
|
77,859
|
|
|
Timken Co.
|
|
950
|
130,673
|
|
|
Trane Technologies PLC
|
|
71
|
32,301
|
|
|
Trimble, Inc. (a)
|
|
1,795
|
101,561
|
|
|
Wabtec Corp.
|
|
1,233
|
358,630
|
|
|
Weir Group PLC
|
|
1,646
|
58,477
|
|
|
|
|
|
|
$7,782,114
|
|
Media – 0.5%
|
|
|||
|
Canal+ SA
|
|
6,132
|
$21,917
|
|
|
Fuji Television Network, Inc.
|
|
300
|
7,490
|
|
|
Hakuhodo DY Holdings, Inc. (l)
|
|
7,100
|
58,124
|
|
|
Liberty Media Corp. (a)
|
|
1,031
|
101,172
|
|
|
NAVER Corp.
|
|
662
|
96,181
|
|
|
Netflix, Inc. (a)
|
|
1,138
|
81,606
|
|
|
Nexstar Media Group, Inc.
|
|
503
|
95,837
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Media – continued
|
|
|||
|
Nine Entertainment Co. Holdings Ltd. (l)
|
|
9,117
|
$6,133
|
|
|
Omnicom Group, Inc.
|
|
684
|
53,831
|
|
|
Spotify Technology S.A. (a)
|
|
544
|
271,967
|
|
|
TKO Group Holdings, Inc.
|
|
1,255
|
228,172
|
|
|
Wolters Kluwer N.V.
|
|
610
|
47,748
|
|
|
|
|
|
|
$1,070,178
|
|
Medical & Health Technology & Services – 1.4%
|
|
|||
|
Ambea AB (n)
|
|
2,537
|
$38,609
|
|
|
Attendo AB (n)
|
|
3,470
|
39,867
|
|
|
Azenta, Inc. (a)
|
|
2,046
|
57,554
|
|
|
Bumrungrad Hospital PCL
|
|
1,300
|
7,299
|
|
|
Cencora, Inc.
|
|
205
|
63,825
|
|
|
Charles River Laboratories International, Inc. (a)
|
|
868
|
201,819
|
|
|
Guardant Health, Inc. (a)
|
|
422
|
68,360
|
|
|
HCA Healthcare, Inc.
|
|
331
|
133,257
|
|
|
Heartflow, Inc. (a)
|
|
1,066
|
26,895
|
|
|
ICON PLC (a)
|
|
233
|
38,111
|
|
|
Kardigan, Inc. (a)
|
|
1,426
|
29,689
|
|
|
Labcorp Holdings, Inc.
|
|
203
|
62,768
|
|
|
Lumexa Imaging Holdings, Inc. (a)
|
|
4,105
|
42,733
|
|
|
M3, Inc. (l)
|
|
16,400
|
183,631
|
|
|
McKesson Corp. (f)
|
|
1,457
|
1,247,469
|
|
|
Minimed Group, Inc. (a)(l)
|
|
6,851
|
123,661
|
|
|
Netcare Ltd.
|
|
10,719
|
12,282
|
|
|
Omega Healthcare Investors, Inc., REIT
|
|
5,156
|
261,048
|
|
|
Option Care Health, Inc. (a)
|
|
1,336
|
30,768
|
|
|
RadNet, Inc. (a)
|
|
373
|
23,790
|
|
|
Schrodinger, Inc. (a)
|
|
1,781
|
26,964
|
|
|
Ship Healthcare Holdings, Inc.
|
|
700
|
11,228
|
|
|
Universal Health Services, Inc.
|
|
243
|
40,931
|
|
|
Ventas, Inc., REIT
|
|
773
|
72,283
|
|
|
Waystar Holding Corp. (a)
|
|
5,057
|
106,753
|
|
|
|
|
|
|
$2,951,594
|
|
Medical Equipment – 2.1%
|
|
|||
|
Abbott Laboratories
|
|
3,783
|
$399,863
|
|
|
Agilent Technologies, Inc.
|
|
1,348
|
186,523
|
|
|
Alcon, Inc.
|
|
676
|
46,444
|
|
|
AtriCure, Inc. (a)
|
|
993
|
37,496
|
|
|
Becton, Dickinson and Co.
|
|
3,347
|
554,330
|
|
|
Billiontoone, Inc., “A” (a)
|
|
160
|
22,176
|
|
|
Bio-Techne Corp.
|
|
5,392
|
388,709
|
|
|
Boston Scientific Corp. (a)
|
|
1,889
|
88,273
|
|
|
Ceribell, Inc. (a)
|
|
1,047
|
18,521
|
|
|
Concentra Group Holdings, Inc.
|
|
1,629
|
51,558
|
|
|
ConvaTec Group PLC
|
|
18,316
|
55,295
|
|
|
Cooper Companies, Inc. (a)
|
|
443
|
32,038
|
|
|
Danaher Corp.
|
|
867
|
169,048
|
|
|
DexCom, Inc. (a)
|
|
1,426
|
119,000
|
|
|
Envista Holdings Corp. (a)
|
|
1,498
|
40,910
|
|
|
Fisher & Paykel Healthcare Corp. Ltd.
|
|
2,262
|
54,217
|
|
|
Integer Holdings Corp. (a)
|
|
1,193
|
144,603
|
|
|
iRhythm Technologies, Inc. (a)
|
|
377
|
44,173
|
|
|
Medline, Inc., “A” (a)
|
|
2,504
|
98,357
|
|
|
Medtronic PLC
|
|
1,768
|
150,969
|
|
|
Merit Medical Systems, Inc. (a)
|
|
1,407
|
119,609
|
|
|
Natera, Inc. (a)
|
|
1,234
|
330,416
|
|
|
PHC Holdings Corp.
|
|
1,000
|
6,914
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Medical Equipment – continued
|
|
|||
|
Pulse Biosciences, Inc. (a)(l)
|
|
986
|
$34,638
|
|
|
QIAGEN N.V.
|
|
1,459
|
60,097
|
|
|
Repligen Corp. (a)
|
|
1,079
|
152,150
|
|
|
Safilo Group S.p.A. (a)
|
|
6,855
|
13,157
|
|
|
Smith & Nephew PLC
|
|
5,810
|
91,228
|
|
|
STERIS PLC
|
|
447
|
102,095
|
|
|
Terumo Corp.
|
|
3,100
|
45,090
|
|
|
Thermo Fisher Scientific, Inc.
|
|
485
|
278,535
|
|
|
UFP Technologies, Inc. (a)
|
|
424
|
108,027
|
|
|
Waters Corp. (a)
|
|
781
|
294,679
|
|
|
|
|
|
|
$4,339,138
|
|
Metals & Mining – 2.4%
|
|
|||
|
African Rainbow Minerals Ltd.
|
|
501
|
$5,135
|
|
|
Agnico Eagle Mines Ltd.
|
|
1,726
|
250,580
|
|
|
Agnico Eagle Mines Ltd.
|
|
648
|
94,135
|
|
|
Alamos Gold, Inc.
|
|
2,551
|
70,897
|
|
|
AngloGold Ashanti PLC
|
|
416
|
32,997
|
|
|
Antofagasta PLC
|
|
1,228
|
60,812
|
|
|
ArcelorMittal S.A.
|
|
8,532
|
597,601
|
|
|
Aurubis AG
|
|
1,725
|
361,236
|
|
|
B2Gold Corp.
|
|
1,586
|
5,940
|
|
|
Carpenter Technology Corp.
|
|
204
|
106,011
|
|
|
Compania de Minas Buenaventura S.A.A., ADR
|
|
203
|
6,147
|
|
|
Franco-Nevada Corp.
|
|
6,523
|
1,387,752
|
|
|
Glencore PLC
|
|
73,341
|
536,730
|
|
|
JFE Holdings, Inc.
|
|
4,000
|
45,751
|
|
|
Macmahon Holdings Ltd.
|
|
10,018
|
6,485
|
|
|
Mitsui & Co. Ltd.
|
|
2,300
|
70,636
|
|
|
National Aluminium Co. Ltd.
|
|
11,550
|
42,374
|
|
|
NMDC Ltd.
|
|
13,621
|
12,140
|
|
|
Northern Star Resources Ltd. Co.
|
|
2,021
|
28,177
|
|
|
Nucor Corp.
|
|
324
|
83,362
|
|
|
OceanaGold Corp.
|
|
3,091
|
74,527
|
|
|
PLS Group Ltd. (a)(l)
|
|
12,226
|
35,506
|
|
|
Rio Tinto PLC
|
|
957
|
93,785
|
|
|
Salzgitter AG
|
|
203
|
12,067
|
|
|
Shandong Nanshan Aluminium Co. Ltd.
|
|
29,500
|
20,636
|
|
|
SSR Mining, Inc. (a)
|
|
4,310
|
110,422
|
|
|
SSR Mining, Inc. (a)
|
|
233
|
5,957
|
|
|
Teck Resources Ltd.
|
|
2,965
|
178,427
|
|
|
Tung Ho Steel Enterprise Corp.
|
|
4,000
|
9,189
|
|
|
Uranium Energy Corp. (a)
|
|
3,127
|
30,019
|
|
|
Wheaton Precious Metals Corp.
|
|
4,418
|
480,548
|
|
|
|
|
|
|
$4,855,981
|
|
Natural Gas - Pipeline – 0.5%
|
|
|||
|
APA Group
|
|
16,983
|
$121,772
|
|
|
BW LPG Ltd.
|
|
572
|
12,988
|
|
|
Cheniere Energy, Inc.
|
|
1,441
|
379,804
|
|
|
DT Midstream, Inc.
|
|
697
|
96,186
|
|
|
Plains GP Holdings LP
|
|
5,438
|
143,183
|
|
|
Targa Resources Corp.
|
|
357
|
96,522
|
|
|
Williams Cos., Inc.
|
|
1,578
|
112,890
|
|
|
|
|
|
|
$963,345
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Network & Telecom – 0.4%
|
|
|||
|
Accton Technology Corp.
|
|
1,000
|
$65,458
|
|
|
Ciena Corp. (a)
|
|
217
|
81,820
|
|
|
Qualcomm, Inc.
|
|
3,415
|
504,088
|
|
|
Viasat, Inc. (a)
|
|
1,895
|
145,782
|
|
|
|
|
|
|
$797,148
|
|
Non-Global Systemically Important Banks – 3.7%
|
|
|||
|
AIB Group PLC
|
|
34,434
|
$407,201
|
|
|
American Express Co.
|
|
1,291
|
434,099
|
|
|
BancFirst Corp.
|
|
422
|
47,610
|
|
|
Banco Bilbao Vizcaya Argentaria S.A.
|
|
6,145
|
172,038
|
|
|
Banco Bradesco S.A., ADR
|
|
2,064
|
7,451
|
|
|
Bank of Cyprus Holdings PLC
|
|
575
|
6,796
|
|
|
Bank of Ireland Group PLC
|
|
20,547
|
429,453
|
|
|
Beacon Financial Corp.
|
|
1,525
|
48,053
|
|
|
BPER Banca S.p.A.
|
|
14,908
|
242,538
|
|
|
CaixaBank S.A.
|
|
22,507
|
326,111
|
|
|
Cathay General Bancorp, Inc.
|
|
1,217
|
76,902
|
|
|
Central Banco, Inc. (l)
|
|
1,876
|
61,533
|
|
|
Chiba Bank Ltd. (l)
|
|
16,100
|
263,137
|
|
|
Columbia Banking System, Inc.
|
|
3,672
|
114,823
|
|
|
Community Financial System, “I”
|
|
724
|
46,922
|
|
|
Credicorp Ltd.
|
|
937
|
375,344
|
|
|
CVB Financial Corp.
|
|
3,143
|
70,309
|
|
|
DBS Group Holdings Ltd.
|
|
9,140
|
526,968
|
|
|
East West Bancorp, Inc.
|
|
883
|
115,673
|
|
|
Eastern Bankshares, Inc.
|
|
2,842
|
65,252
|
|
|
Eurobank S.A.
|
|
12,226
|
62,738
|
|
|
Fifth Third Bancorp
|
|
1,166
|
65,879
|
|
|
First Hawaiian, Inc.
|
|
2,452
|
68,141
|
|
|
First Interstate BancSystem, Inc.
|
|
1,870
|
71,097
|
|
|
Hancock Whitney Corp.
|
|
954
|
73,458
|
|
|
HDFC Bank Ltd.
|
|
10,641
|
83,436
|
|
|
HDFC Bank Ltd., ADR
|
|
11,895
|
284,647
|
|
|
IM Financial Group Co. Ltd.
|
|
2,875
|
34,102
|
|
|
M&T Bank Corp.
|
|
358
|
88,172
|
|
|
Metropolitan Bank & Trust Co.
|
|
31,827
|
34,221
|
|
|
NatWest Group PLC
|
|
49,875
|
472,688
|
|
|
NU Holdings Ltd. (a)
|
|
5,091
|
72,954
|
|
|
PNC Financial Services Group, Inc.
|
|
155
|
38,730
|
|
|
Popular, Inc.
|
|
3,720
|
651,781
|
|
|
Prosperity Bancshares, Inc.
|
|
1,547
|
115,824
|
|
|
Regions Financial Corp.
|
|
2,298
|
71,123
|
|
|
Resona Holdings, Inc.
|
|
29,500
|
404,298
|
|
|
Shriram Finance Ltd.
|
|
5,131
|
56,287
|
|
|
Simmons First National Corp.
|
|
1,976
|
46,614
|
|
|
South Indian Bank Ltd.
|
|
25,073
|
12,305
|
|
|
Synchrony Financial (f)
|
|
8,847
|
670,514
|
|
|
Texas Capital Bancshares, Inc.
|
|
548
|
54,170
|
|
|
UMB Financial Corp.
|
|
423
|
61,644
|
|
|
United Community Bank, Inc.
|
|
2,168
|
76,834
|
|
|
ürkiye Is Bankasi A.S.
|
|
28,905
|
7,611
|
|
|
|
|
|
|
$7,517,481
|
|
Oil Services – 0.4%
|
|
|||
|
Aker Solutions ASA
|
|
3,933
|
$17,554
|
|
|
Baker Hughes Co.
|
|
1,048
|
63,393
|
|
|
Expro Ltd. (a)
|
|
3,295
|
52,555
|
|
|
Noble Corp. PLC
|
|
814
|
34,514
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Oil Services – continued
|
|
|||
|
Oceaneering International, Inc. (a)
|
|
1,611
|
$78,585
|
|
|
Star Petroleum Refining Public Co. Ltd.
|
|
38,500
|
12,798
|
|
|
TechnipFMC PLC
|
|
5,619
|
402,658
|
|
|
Tenaris S.A., ADR
|
|
1,365
|
78,255
|
|
|
|
|
|
|
$740,312
|
|
Pharmaceuticals & Biotechnology – 3.9%
|
|
|||
|
ACADIA Pharmaceuticals, Inc. (a)
|
|
1,274
|
$32,958
|
|
|
Acutaas Chemicals Ltd.
|
|
525
|
17,128
|
|
|
Adaptive Biotechnologies Corp. (a)
|
|
2,349
|
53,017
|
|
|
Annexon, Inc. (a)
|
|
1,997
|
10,175
|
|
|
Ascendis Pharma A.S., ADR (a)
|
|
1,137
|
277,326
|
|
|
AstraZeneca PLC
|
|
4,480
|
764,592
|
|
|
Basilea Pharmaceutica AG (a)
|
|
556
|
35,694
|
|
|
Biogen, Inc. (a)
|
|
194
|
39,372
|
|
|
BioNTech SE, ADR (a)
|
|
232
|
21,015
|
|
|
Bristol-Myers Squibb Co.
|
|
20,775
|
1,356,815
|
|
|
CG Oncology, Inc. (a)
|
|
342
|
24,347
|
|
|
Cogent Biosciences, Inc. (a)
|
|
1,922
|
74,823
|
|
|
Collegium Pharmaceutical, Inc. (a)
|
|
2,608
|
92,297
|
|
|
Cytokinetics, Inc. (a)
|
|
986
|
76,050
|
|
|
Daiichi Sankyo Co. Ltd.
|
|
16,000
|
256,820
|
|
|
Gilead Sciences, Inc.
|
|
4,359
|
567,585
|
|
|
Illumina, Inc. (a)
|
|
646
|
132,495
|
|
|
Immunocore Holdings PLC, ADR (a)
|
|
908
|
30,699
|
|
|
Incyte Corp. (a)
|
|
3,587
|
428,718
|
|
|
Ionis Pharmaceuticals, Inc. (a)
|
|
1,197
|
61,969
|
|
|
Johnson & Johnson (s)
|
|
3,521
|
902,608
|
|
|
Kaken Pharmaceutical Co. Ltd.
|
|
500
|
11,926
|
|
|
Kiniksa Pharmaceuticals International PLC (a)
|
|
891
|
66,237
|
|
|
Kymera Therapeutics, Inc. (a)
|
|
425
|
43,945
|
|
|
Ligand Pharmaceuticals, Inc. (a)
|
|
732
|
210,479
|
|
|
Lonza Group AG
|
|
62
|
43,115
|
|
|
Merck & Co., Inc.
|
|
2,517
|
327,713
|
|
|
Merck KGaA
|
|
355
|
58,601
|
|
|
Mirum Pharmaceuticals, Inc. (a)
|
|
635
|
67,278
|
|
|
Mochida Pharmaceutical Co. Ltd .
|
|
1,400
|
27,401
|
|
|
Neurocrine Biosciences, Inc. (a)
|
|
204
|
34,027
|
|
|
Novartis AG
|
|
6,403
|
999,560
|
|
|
Oruka Therapeutics, Inc. (a)
|
|
635
|
61,284
|
|
|
Parabilis Medicines, Inc. (a)
|
|
769
|
26,131
|
|
|
Pfizer, Inc.
|
|
1,789
|
44,743
|
|
|
Pharming Group N.V. (a)
|
|
18,980
|
19,221
|
|
|
Praxis Precision Medicines, Inc. (a)
|
|
212
|
65,260
|
|
|
Revolution Medicines, Inc. (a)
|
|
859
|
161,088
|
|
|
Rhythm Pharmaceuticals, Inc. (a)
|
|
250
|
24,813
|
|
|
Roche Holding AG
|
|
326
|
142,586
|
|
|
Sandoz Group AG
|
|
103
|
8,398
|
|
|
Sawai Group Holdings Co. Ltd.
|
|
3,100
|
32,158
|
|
|
Sun Pharmaceutical Industries Ltd.
|
|
1,980
|
41,306
|
|
|
Tarsus Pharmaceuticals, Inc. (a)
|
|
729
|
43,040
|
|
|
Towa Pharmaceutical Co. Ltd.
|
|
1,700
|
42,793
|
|
|
Travere Therapeutics, Inc. (a)
|
|
322
|
17,997
|
|
|
Ultragenyx Pharmaceutical, Inc. (a)
|
|
524
|
13,053
|
|
|
Veradermics, Inc. (a)
|
|
309
|
32,445
|
|
|
Vertex Pharmaceuticals, Inc. (a)
|
|
72
|
34,351
|
|
|
Zealand Pharma A/S (a)
|
|
418
|
19,785
|
|
|
|
|
|
|
$7,977,237
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Pollution Control – 0.1%
|
|
|||
|
GFL Environmental, Inc.
|
|
6,366
|
$263,043
|
|
|
Real Estate – 0.6%
|
|
|||
|
Acadia Realty Trust, REIT
|
|
2,370
|
$53,254
|
|
|
Brixmor Property Group, Inc., REIT
|
|
2,216
|
69,826
|
|
|
Cathay Real Estate Development Co. Ltd.
|
|
55,000
|
37,270
|
|
|
Charter Hall Retail, REIT
|
|
5,427
|
88,822
|
|
|
Cushman & Wakefield Ltd. (a)
|
|
2,504
|
33,604
|
|
|
Daito Trust Construction Co. Ltd.
|
|
1,300
|
27,527
|
|
|
Essential Properties Realty Trust, REIT
|
|
1,708
|
53,443
|
|
|
Four Corners Property Trust, Inc., REIT
|
|
1,457
|
37,299
|
|
|
Industrial & Infrastructure Fund Investment Corp. (l)
|
|
20
|
17,695
|
|
|
IOI Properties Group Bhd
|
|
21,500
|
19,940
|
|
|
Janus Living, Inc., “A”, REIT
|
|
1,963
|
59,302
|
|
|
Jones Lang LaSalle, Inc. (a)
|
|
219
|
77,752
|
|
|
PennyMac Financial Services, Inc.
|
|
414
|
31,220
|
|
|
Safestore Holdings PLC, REIT
|
|
2,839
|
23,551
|
|
|
Scentre Group, REIT
|
|
32,559
|
89,681
|
|
|
Shurgard Self Storage Ltd., REIT
|
|
1,261
|
36,862
|
|
|
Simon Property Group, Inc., REIT
|
|
673
|
154,366
|
|
|
Star Asia Investment Corp., REIT (l)
|
|
177
|
59,561
|
|
|
UOL Group Ltd.
|
|
1,000
|
7,720
|
|
|
Urban Edge Properties, REIT
|
|
1,959
|
44,391
|
|
|
W.P. Carey, Inc., REIT
|
|
3,876
|
285,274
|
|
|
|
|
|
|
$1,308,360
|
|
Real Estate - Storage & Office – 0.3%
|
|
|||
|
Cousins Properties, Inc., REIT
|
|
1,665
|
$52,531
|
|
|
Extra Space Storage, Inc., REIT
|
|
465
|
68,839
|
|
|
Prologis, Inc., REIT
|
|
2,124
|
307,152
|
|
|
Rexford Industrial Realty, Inc., REIT
|
|
2,007
|
75,804
|
|
|
SmartStop Self Storage REIT
|
|
1,134
|
38,034
|
|
|
Terreno Realty Corp., REIT
|
|
1,151
|
82,469
|
|
|
|
|
|
|
$624,829
|
|
Restaurants – 0.7%
|
|
|||
|
Aramark
|
|
14,251
|
$811,879
|
|
|
Black Rock Coffee Bar, Inc., “A” (a)
|
|
1,409
|
11,357
|
|
|
Chefs' Warehouse, Inc. (a)
|
|
1,657
|
191,135
|
|
|
Darden Restaurants, Inc.
|
|
198
|
40,309
|
|
|
Dutch Bros, Inc., “A” (a)
|
|
466
|
30,677
|
|
|
SSP Group PLC
|
|
8,608
|
23,122
|
|
|
Starbucks Corp.
|
|
1,154
|
121,459
|
|
|
SYSCO Corp.
|
|
685
|
58,389
|
|
|
U.S. Foods Holding Corp. (a)
|
|
956
|
96,164
|
|
|
Wingstop, Inc.
|
|
605
|
78,341
|
|
|
|
|
|
|
$1,462,832
|
|
Retail & E-commerce – 2.7%
|
|
|||
|
Amazon.com, Inc. (a)(f)
|
|
10,862
|
$2,949,902
|
|
|
Aritzia, Inc. (a)
|
|
816
|
81,306
|
|
|
BJ's Wholesale Club Holdings, Inc. (a)
|
|
737
|
72,064
|
|
|
Bob's Discount Furniture (a)(l)
|
|
2,110
|
35,174
|
|
|
Burlington Stores, Inc. (a)
|
|
664
|
244,671
|
|
|
De'Longhi S.p.A.
|
|
1,304
|
60,870
|
|
|
Dollar General Corp.
|
|
1,939
|
246,350
|
|
|
Dollarama, Inc.
|
|
738
|
100,536
|
|
|
Floor & Decor Holdings, Inc., “A” (a)
|
|
433
|
24,928
|
|
|
Gap, Inc.
|
|
754
|
15,148
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Retail & E-commerce – continued
|
|
|||
|
Global-E Online Ltd. (a)
|
|
724
|
$28,460
|
|
|
Groupe Dynamite, Inc.
|
|
446
|
18,010
|
|
|
Lowe's Cos., Inc.
|
|
1,664
|
345,796
|
|
|
Multiplan Empreendimentos Imobiliarios S.A.
|
|
5,647
|
31,337
|
|
|
NEXT PLC
|
|
308
|
61,941
|
|
|
Nitori Co. Ltd. (l)
|
|
2,300
|
36,696
|
|
|
Ollie's Bargain Outlet Holdings, Inc. (a)
|
|
486
|
35,706
|
|
|
O'Reilly Automotive, Inc. (a)(f)
|
|
5,976
|
533,956
|
|
|
Pan Pacific International Holdings Corp.
|
|
9,400
|
53,302
|
|
|
Ross Stores, Inc.
|
|
807
|
202,613
|
|
|
Rush Enterprises, Inc., “A”
|
|
501
|
39,975
|
|
|
Shimamura Co. Ltd.
|
|
1,300
|
27,320
|
|
|
Shinsegae, Inc.
|
|
38
|
11,189
|
|
|
Target Corp.
|
|
1,439
|
207,921
|
|
|
TJX Cos., Inc.
|
|
277
|
43,583
|
|
|
Yesway, Inc. (a)
|
|
1,346
|
28,158
|
|
|
|
|
|
|
$5,536,912
|
|
Semiconductor & Electronic Components – 7.5%
|
|
|||
|
Advanced Energy Industries, Inc.
|
|
560
|
$162,131
|
|
|
Advanced Micro Devices (a)
|
|
367
|
174,747
|
|
|
AIXTRON SE
|
|
483
|
20,201
|
|
|
Alps Alpine Co. Ltd. (l)
|
|
2,900
|
40,060
|
|
|
Analog Devices, Inc.
|
|
2,138
|
785,523
|
|
|
Applied Materials, Inc.
|
|
1,309
|
664,540
|
|
|
ASM International N.V.
|
|
109
|
100,705
|
|
|
ASML Holding N.V.
|
|
135
|
220,757
|
|
|
ASMPT Ltd.
|
|
800
|
15,214
|
|
|
Barco N.V.
|
|
826
|
7,496
|
|
|
Benchmark Electronics, Inc.
|
|
887
|
70,756
|
|
|
Broadcom, Inc.
|
|
3,593
|
1,398,683
|
|
|
Celestica, Inc. (a)
|
|
81
|
26,803
|
|
|
Chroma ATE, Inc.
|
|
1,000
|
63,997
|
|
|
Dai Nippon Printing Co. Ltd.
|
|
4,500
|
81,943
|
|
|
Disco, Inc.
|
|
200
|
71,909
|
|
|
Elite Semiconductor Microelectronics Technology, Inc.
|
|
1,840
|
9,969
|
|
|
Flex Ltd. (a)
|
|
485
|
55,169
|
|
|
Formfactor, Inc. (a)
|
|
543
|
57,667
|
|
|
Globalwafers Co. Ltd.
|
|
7,000
|
182,587
|
|
|
Infineon Technologies AG
|
|
3,125
|
222,234
|
|
|
Intel Corp. (a)
|
|
285
|
25,707
|
|
|
Jabil Circuit, Inc.
|
|
350
|
110,267
|
|
|
JX Advanced Metals Corp. (l)
|
|
300
|
6,944
|
|
|
KLA Corp.
|
|
444
|
81,172
|
|
|
Lam Research Corp.
|
|
1,301
|
381,219
|
|
|
Lasertec Corp.
|
|
100
|
23,089
|
|
|
LG Innotek Co. Ltd.
|
|
10
|
3,605
|
|
|
MACOM Technology Solutions Holdings, Inc. (a)
|
|
590
|
148,350
|
|
|
Monolithic Power Systems, Inc.
|
|
292
|
416,401
|
|
|
NVIDIA Corp. (f)
|
|
29,386
|
5,899,239
|
|
|
NXP Semiconductors N.V.
|
|
221
|
50,644
|
|
|
ON Semiconductor Corp. (a)
|
|
597
|
48,721
|
|
|
Plexus Corp. (a)
|
|
92
|
23,123
|
|
|
Renesas Electronics Corp.
|
|
2,200
|
44,432
|
|
|
RS Technologies Co. Ltd.
|
|
200
|
7,709
|
|
|
Semtech Corp. (a)
|
|
466
|
54,904
|
|
|
Silicon Motion Technology Corp., ADR
|
|
108
|
27,389
|
|
|
Sitronix Technology Corp.
|
|
1,000
|
8,188
|
|
|
Skyworks Solutions, Inc. (l)
|
|
438
|
27,279
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Semiconductor & Electronic Components – continued
|
|
|||
|
Synaptics, Inc. (a)
|
|
273
|
$29,298
|
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
|
21,654
|
1,619,326
|
|
|
Taiwan Semiconductor Manufacturing Co. Ltd., ADR
|
|
3,690
|
1,491,682
|
|
|
TDK Corp.
|
|
2,600
|
51,019
|
|
|
Tekscend Photomask Corp. (l)
|
|
1,600
|
38,616
|
|
|
Texas Instruments, Inc.
|
|
163
|
44,946
|
|
|
Tokyo Electron Ltd.
|
|
600
|
202,552
|
|
|
TTM Technologies, Inc. (a)
|
|
643
|
74,228
|
|
|
Wolfspeed, Inc. (a)(l)
|
|
312
|
7,369
|
|
|
|
|
|
|
$15,380,509
|
|
Software – 4.1%
|
|
|||
|
ACI Worldwide, Inc. (a)
|
|
998
|
$57,215
|
|
|
Adobe Systems, Inc. (a)
|
|
4,026
|
1,008,151
|
|
|
Cadence Design Systems, Inc. (a)
|
|
540
|
183,611
|
|
|
CCC Intelligent Holdings, Inc. (a)
|
|
10,351
|
63,038
|
|
|
Check Point Software Technologies Ltd. (a)
|
|
518
|
65,853
|
|
|
Cloudflare, Inc., “A” (a)
|
|
697
|
194,449
|
|
|
Constellation Software, Inc.
|
|
26
|
55,696
|
|
|
CrowdStrike Holdings, Inc. (a)
|
|
2,837
|
541,470
|
|
|
Dassault Systemes SE
|
|
15,367
|
357,649
|
|
|
Datadog, Inc., “A” (a)
|
|
815
|
218,396
|
|
|
DigitalOcean, Inc. (a)
|
|
312
|
36,660
|
|
|
Embracer Group AB (a)
|
|
1,046
|
7,397
|
|
|
Guidewire Software, Inc. (a)
|
|
407
|
61,840
|
|
|
JFrog Ltd. (a)
|
|
568
|
45,321
|
|
|
Kinaxis, Inc. (a)
|
|
149
|
17,856
|
|
|
Microsoft Corp. (f)(s)
|
|
5,941
|
2,760,901
|
|
|
Mobvista, Inc. (a)(n)
|
|
4,000
|
5,687
|
|
|
Monday.com Ltd. (a)
|
|
483
|
42,093
|
|
|
MongoDB, Inc. (a)
|
|
193
|
65,134
|
|
|
nCino, Inc. (a)
|
|
1,585
|
29,259
|
|
|
Okta, Inc. (a)
|
|
4,304
|
610,867
|
|
|
Pegasystems, Inc.
|
|
1,018
|
31,100
|
|
|
Quantinuum, Inc., “A” (a)
|
|
533
|
27,402
|
|
|
Rakus Co. Ltd. (l)
|
|
3,200
|
21,319
|
|
|
Salesforce, Inc.
|
|
1,023
|
188,252
|
|
|
SAP SE
|
|
5,601
|
1,018,422
|
|
|
Shopify, Inc. (a)
|
|
300
|
35,145
|
|
|
Snowflake, Inc., “A” (a)
|
|
1,075
|
315,276
|
|
|
Totvs S.A.
|
|
34,900
|
213,841
|
|
|
Tyler Technologies, Inc. (a)
|
|
184
|
56,966
|
|
|
Wisetech Global Ltd.
|
|
1,047
|
26,743
|
|
|
Zeta Global Holdings Corp. (a)
|
|
1,476
|
31,882
|
|
|
|
|
|
|
$8,394,891
|
|
Telecom - Infrastructure – 0.1%
|
|
|||
|
Blackstone Digital Infrastructure Trust, Inc., REIT (a)
|
|
4,152
|
$86,403
|
|
|
Cellnex Telecom S.A.
|
|
1,776
|
55,030
|
|
|
|
|
|
|
$141,433
|
|
Telecom Services – 0.3%
|
|
|||
|
Advanced Info Service Public Co. Ltd.
|
|
3,400
|
$38,590
|
|
|
EchoStar Corp., “A” (a)
|
|
213
|
17,911
|
|
|
Etihad Etisalat Co.
|
|
3,405
|
56,350
|
|
|
Iridium Communications, Inc.
|
|
360
|
17,042
|
|
|
Ituran Location and Control Ltd.
|
|
140
|
7,722
|
|
|
KDDI Corp.
|
|
5,500
|
101,413
|
|
|
Koninklijke KPN N.V.
|
|
12,649
|
59,964
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Telecom Services – continued
|
|
|||
|
Lumen Technologies, Inc. (a)
|
|
9,056
|
$57,777
|
|
|
PT Telekom Indonesia
|
|
142,600
|
20,842
|
|
|
SoftBank Group Corp.
|
|
1,500
|
46,641
|
|
|
Space Exploration Technologies, “A” (a)(l)
|
|
1,402
|
151,935
|
|
|
Spark New Zealand Ltd.
|
|
47,931
|
54,209
|
|
|
T-Mobile USA, Inc.
|
|
150
|
25,907
|
|
|
|
|
|
|
$656,303
|
|
Tobacco – 0.6%
|
|
|||
|
Altria Group, Inc. (f)
|
|
11,736
|
$801,921
|
|
|
British American Tobacco PLC
|
|
2,306
|
139,999
|
|
|
Philip Morris International, Inc.
|
|
1,230
|
234,709
|
|
|
|
|
|
|
$1,176,629
|
|
Transportation & Logistics – 0.3%
|
|
|||
|
ArcBest Corp.
|
|
193
|
$27,860
|
|
|
FedEx Corp.
|
|
126
|
38,732
|
|
|
FedEx Freight Holding Co., Inc. (a)
|
|
296
|
41,597
|
|
|
J.B. Hunt Transport Services, Inc.
|
|
209
|
56,796
|
|
|
Jungfraubahn Holding AG
|
|
38
|
12,244
|
|
|
Kirby Corp. (a)
|
|
268
|
35,146
|
|
|
Knight-Swift Transportation Holdings, Inc.
|
|
439
|
30,524
|
|
|
MPC Container Ships ASA
|
|
12,449
|
31,998
|
|
|
Union Pacific Corp.
|
|
718
|
209,749
|
|
|
Wilhelmsen Holding A.S.A.
|
|
380
|
30,891
|
|
|
XPO, Inc. (a)
|
|
291
|
58,482
|
|
|
|
|
|
|
$574,019
|
|
Travel, Gaming, & Lodging – 1.7%
|
|
|||
|
Accor S.A.
|
|
827
|
$42,929
|
|
|
Alaska Air Group, Inc. (a)
|
|
1,467
|
69,609
|
|
|
Aristocrat Leisure Ltd.
|
|
1,004
|
45,277
|
|
|
Brightstar Lottery PLC
|
|
4,554
|
45,722
|
|
|
Delta Air Lines, Inc.
|
|
676
|
59,109
|
|
|
DraftKings, Inc. (a)
|
|
2,968
|
69,689
|
|
|
FDJ United
|
|
997
|
25,213
|
|
|
Flutter Entertainment PLC (a)
|
|
2,019
|
210,925
|
|
|
H World Group Ltd., ADR
|
|
692
|
29,541
|
|
|
Hilton Worldwide Holdings, Inc.
|
|
561
|
179,795
|
|
|
Host Hotels & Resorts, Inc., REIT
|
|
8,282
|
208,127
|
|
|
Hyatt Hotels Corp.
|
|
1,469
|
255,694
|
|
|
Japan Airlines Co. Ltd.
|
|
6,200
|
114,683
|
|
|
Lottery Corp. Ltd.
|
|
4,491
|
17,708
|
|
|
Marriott International, Inc., “A”
|
|
1,194
|
445,159
|
|
|
Qantas Airways Ltd.
|
|
6,619
|
46,066
|
|
|
Ryman Hospitality Properties, Inc., REIT
|
|
372
|
49,718
|
|
|
Sands China Ltd.
|
|
45,600
|
85,590
|
|
|
Southwest Airlines Co.
|
|
1,027
|
46,184
|
|
|
Sportradar Group AG (a)(l)
|
|
5,267
|
76,582
|
|
|
Tabcorp Holdings Ltd.
|
|
27,354
|
17,142
|
|
|
VICI Properties, Inc., REIT
|
|
2,043
|
53,833
|
|
|
Viking Holdings Ltd. (a)
|
|
11,382
|
1,187,712
|
|
|
Wyndham Hotels & Resorts, Inc.
|
|
500
|
37,430
|
|
|
|
|
|
|
$3,419,437
|
|
Utilities – 1.9%
|
|
|||
|
Alliant Energy Corp.
|
|
1,459
|
$103,268
|
|
|
Atmos Energy Corp.
|
|
306
|
52,871
|
|
|
Brookfield Infrastructure Corp.
|
|
850
|
35,955
|
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Common Stocks – continued
|
||||
|
Utilities – continued
|
|
|||
|
CenterPoint Energy, Inc.
|
|
1,637
|
$68,819
|
|
|
China Resources Gas Group Ltd.
|
|
7,700
|
16,426
|
|
|
CLP Holdings Ltd.
|
|
3,000
|
29,876
|
|
|
CMS Energy Corp.
|
|
994
|
71,558
|
|
|
Companhia de Saneamento de Minas Gerais COPASA MG
|
|
1,323
|
16,748
|
|
|
Dominion Energy, Inc.
|
|
6,325
|
437,500
|
|
|
Duke Energy Corp.
|
|
3,530
|
442,768
|
|
|
E.ON SE
|
|
3,141
|
67,787
|
|
|
Edison International
|
|
7,559
|
554,604
|
|
|
ENEA S.A.
|
|
2,032
|
10,667
|
|
|
ERock, Inc., “A” (a)
|
|
1,929
|
19,792
|
|
|
Evergy, Inc.
|
|
518
|
42,999
|
|
|
EVN AG
|
|
186
|
6,284
|
|
|
MDU Resources Group, Inc.
|
|
1,268
|
25,297
|
|
|
National Grid PLC
|
|
7,317
|
117,078
|
|
|
NextEra Energy, Inc.
|
|
424
|
36,854
|
|
|
NorthWestern Corp.
|
|
827
|
56,848
|
|
|
NRG Energy, Inc.
|
|
766
|
102,866
|
|
|
ONE Gas, Inc.
|
|
585
|
45,425
|
|
|
PG&E Corp.
|
|
27,309
|
474,630
|
|
|
Pinnacle West Capital Corp.
|
|
626
|
63,220
|
|
|
Portland General Electric Co.
|
|
3,638
|
179,463
|
|
|
PT Perusahaan Gas Negara
|
|
139,500
|
11,629
|
|
|
Public Service Enterprise Group, Inc.
|
|
932
|
71,466
|
|
|
Sempra
|
|
659
|
58,354
|
|
|
Southern Co.
|
|
3,596
|
339,966
|
|
|
Southwest Gas Holdings, Inc.
|
|
627
|
56,054
|
|
|
Spire, Inc.
|
|
661
|
52,787
|
|
|
Talen Energy Corp. (a)
|
|
46
|
15,369
|
|
|
Terna Rete Elettrica Nazionale S.p.A .
|
|
7,719
|
88,762
|
|
|
Tohoku Electric Power Co., Inc.
|
|
5,400
|
40,066
|
|
|
Tokyo Gas Co. Ltd.
|
|
700
|
27,361
|
|
|
UGI Corp.
|
|
973
|
35,145
|
|
|
|
|
|
|
$3,876,562
|
|
Total Common Stocks
|
|
$150,383,350
|
||
|
Bonds – 18.9%
|
||||
|
Aerospace & Defense – 0.4%
|
||||
|
Boeing Co., 5.15%, 5/01/2030
|
|
$
|
83,000
|
$83,413
|
|
Boeing Co., 5.805%, 5/01/2050
|
|
|
329,000
|
310,773
|
|
Honeywell Aerospace, Inc., 4.6%, 3/16/2033 (n)
|
|
|
87,000
|
84,111
|
|
Honeywell Aerospace, Inc., 4.95%, 3/16/2036 (n)
|
|
|
101,000
|
97,363
|
|
Honeywell Aerospace, Inc., 5.732%, 3/16/2056 (n)
|
|
|
53,000
|
50,480
|
|
Huntington Ingalls Industries, Inc., 5.749%, 1/15/2035
|
|
|
106,000
|
107,595
|
|
|
|
|
|
$733,735
|
|
Asset-Backed & Securitized – 0.5%
|
||||
|
3650R Commercial Mortgage Trust, 2021-PF1, “XA”, 0.985%, 11/15/2054 (i)
|
|
$
|
963,215
|
$29,264
|
|
Angel Oak Mortgage Trust, 2024-13, “A1”, 5.464%, 12/26/2069 (n)
|
|
|
72,964
|
72,788
|
|
Angel Oak Mortgage Trust, 2025-3, “A1”, 5.42%, 3/25/2070 (n)
|
|
|
132,319
|
132,120
|
|
ARDN Mortgage Trust, 2025-ARCP, “A”, FLR, 5.426% (SOFR - 1mo. + 1.75%), 6/15/2035 (n)
|
|
|
115,000
|
115,108
|
|
Benchmark 2021-B27 Mortgage Trust, “XA”, 1.343%, 7/15/2054 (i)
|
|
|
1,158,471
|
47,995
|
|
Colt Funding LLC, 2024-6, “A1”, 5.39%, 11/25/2069 (n)
|
|
|
65,165
|
64,972
|
|
Home Owner Mortgage Enhanced, 5.077%, 8/25/2060 (n)
|
|
|
90,040
|
88,936
|
|
KREF 2018-FT1 Ltd., “AS”, FLR, 5.093% ((SOFR - 1mo. + 0.11448%) + 1.3%), 2/15/2039 (n)
|
|
|
59,924
|
59,913
|
|
MF1 2024-FL5 LLC, “A”, FLR, 5.357% (SOFR - 1mo. + 1.688%), 8/18/2041 (n)
|
|
|
100,000
|
100,055
|
|
Morgan Stanley Residential Mortgage Loan Trust, 2024-NQM3, “A1”, 5.044%, 7/25/2069 (n)
|
|
|
53,509
|
53,323
|
|
New Residential Mortgage Loan Trust, 2026-NQM8, “A1”, 5.564%, 8/25/2066 (n)
|
|
|
100,000
|
100,121
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Bonds – continued
|
||||
|
Asset-Backed & Securitized – continued
|
||||
|
OBX Trust, 2024-NQM3, “A1”, 6.129%, 12/25/2063 (n)
|
|
$
|
46,973
|
$47,060
|
|
Provident Funding Mortgage Trust, 2025-3, “A4”, 5.5%, 8/25/2055 (n)
|
|
|
79,053
|
78,747
|
|
Virginia Power Fuel Securitization LLC, 5.088%, 5/01/2027
|
|
|
10,387
|
10,404
|
|
|
|
|
|
$1,000,806
|
|
Auto & Auto Components – 0.2%
|
||||
|
Ford Motor Credit Co. LLC, 3.25%, 2/12/2032
|
|
$
|
39,000
|
$34,102
|
|
Hyundai Capital America, 6.375%, 4/08/2030 (n)
|
|
|
93,000
|
96,453
|
|
Stellantis Financial Services US Corp., 5.4%, 6/15/2029 (n)
|
|
|
200,000
|
198,594
|
|
|
|
|
|
$329,149
|
|
Brokerage & Asset Managers – 0.6%
|
||||
|
Carlyle Group, Inc., 5.05%, 9/19/2035
|
|
$
|
160,000
|
$152,175
|
|
Charles Schwab Corp., 6.136% to 8/24/2033, FLR (SOFR - 1 day + 2.01%) to 8/24/2034
|
|
|
82,000
|
85,641
|
|
Charles Schwab Corp., 4.914% to 11/14/2035, FLR (SOFR - 1 day + 1.23%) to 11/14/2036
|
|
|
131,000
|
125,157
|
|
Charles Schwab Corp., 5.493% to 5/21/2036, FLR (SOFR - 1 day + 1.28%) to 5/21/2037
|
|
|
127,000
|
126,184
|
|
Citadel Securities Global Holdings LLC, 5.75%, 3/27/2036 (n)
|
|
|
250,000
|
243,446
|
|
Jefferies Financial Group, Inc., 5.125%, 4/28/2031
|
|
|
77,000
|
75,371
|
|
Jefferies Financial Group, Inc., 5.5%, 2/15/2036
|
|
|
130,000
|
123,018
|
|
LPL Holdings, Inc., 4.625%, 11/15/2027 (n)
|
|
|
81,000
|
80,519
|
|
LPL Holdings, Inc., 4.375%, 5/15/2031 (n)
|
|
|
125,000
|
118,946
|
|
LPL Holdings, Inc., 5.65%, 3/15/2035
|
|
|
151,000
|
147,325
|
|
|
|
|
|
$1,277,782
|
|
Building – 0.2%
|
||||
|
Ferguson Enterprises, Inc., 5%, 10/03/2034
|
|
$
|
201,000
|
$195,145
|
|
JH North America Holdings, Inc., 5.875%, 1/31/2031 (n)
|
|
|
82,000
|
81,823
|
|
JH North America Holdings, Inc., 6.125%, 7/31/2032 (n)
|
|
|
69,000
|
69,054
|
|
Vulcan Materials Co., 4.5%, 6/15/2047
|
|
|
67,000
|
54,677
|
|
Vulcan Materials Co., 5.7%, 12/01/2054
|
|
|
93,000
|
87,179
|
|
|
|
|
|
$487,878
|
|
Business Services – 0.3%
|
||||
|
Automatic Data Processing, Inc., 5%, 5/07/2036
|
|
$
|
137,000
|
$133,487
|
|
Beacon Point DC LLC, 6.129%, 11/30/2042 (n)
|
|
|
125,000
|
119,941
|
|
Experian Co., 5.35%, 8/24/2036 (n)
|
|
|
200,000
|
194,147
|
|
Paychex, Inc., 5.35%, 4/15/2032
|
|
|
176,000
|
176,383
|
|
QTS Fayetteville I Dc1-2 LLC, 5.7%, 4/15/2036 (n)
|
|
|
85,000
|
77,726
|
|
|
|
|
|
$701,684
|
|
Cable TV – 0.2%
|
||||
|
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.,
6.384%, 10/23/2035
|
|
$
|
71,000
|
$68,707
|
|
Charter Communications Operating LLC/Charter Communications Operating Capital Corp.,
5.375%, 5/01/2047
|
|
|
95,000
|
72,283
|
|
Comcast Corp., 5.35%, 5/15/2053
|
|
|
146,000
|
118,861
|
|
Videotron Ltd., 3.625%, 6/15/2029 (n)
|
|
|
83,000
|
79,823
|
|
Videotron Ltd., 5.7%, 1/15/2035 (n)
|
|
|
125,000
|
122,863
|
|
|
|
|
|
$462,537
|
|
Conglomerates – 0.4%
|
||||
|
GE Vernova, Inc., 4.875%, 2/04/2036
|
|
$
|
120,000
|
$115,304
|
|
nVent Finance S.à r.l., 5.65%, 5/15/2033
|
|
|
143,000
|
144,829
|
|
Regal Rexnord Corp., 6.05%, 4/15/2028
|
|
|
91,000
|
92,702
|
|
Regal Rexnord Corp., 6.3%, 2/15/2030
|
|
|
121,000
|
125,096
|
|
Regal Rexnord Corp., 6.4%, 4/15/2033
|
|
|
65,000
|
67,780
|
|
Westinghouse Air Brake Technologies Corp., 4.7%, 9/15/2028
|
|
|
163,000
|
162,772
|
|
Westinghouse Air Brake Technologies Corp., 5.611%, 3/11/2034
|
|
|
50,000
|
50,549
|
|
|
|
|
|
$759,032
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Bonds – continued
|
||||
|
Consumer Products – 0.2%
|
||||
|
Haleon US Capital LLC, 3.625%, 3/24/2032
|
|
$
|
250,000
|
$231,842
|
|
L'Oréal S.A., 5%, 5/20/2035 (n)
|
|
|
200,000
|
197,665
|
|
|
|
|
|
$429,507
|
|
Consumer Services – 0.2%
|
||||
|
CBRE Group, Inc., 5.95%, 8/15/2034
|
|
$
|
97,000
|
$99,247
|
|
Rentokil Terminix LLC, 5%, 4/28/2030 (n)
|
|
|
200,000
|
199,292
|
|
|
|
|
|
$298,539
|
|
Diversified Financial Services – 0.6%
|
||||
|
Avolon Holdings Funding Ltd., 3.25%, 2/15/2027 (n)
|
|
$
|
82,000
|
$81,427
|
|
Avolon Holdings Funding Ltd., 2.75%, 2/21/2028 (n)
|
|
|
115,000
|
111,363
|
|
Avolon Holdings Funding Ltd., 4.95%, 10/15/2032 (n)
|
|
|
109,000
|
105,192
|
|
Blackstone Secured Lending Fund, 5.35%, 4/13/2028
|
|
|
88,000
|
87,539
|
|
Blackstone Secured Lending Fund, 5.9%, 5/21/2031
|
|
|
62,000
|
60,295
|
|
Blue Owl Credit Income Corp., 6.55%, 10/15/2031 (n)
|
|
|
167,000
|
164,872
|
|
Goldman Sachs Private Credit Corp., 6.15%, 6/16/2031 (n)
|
|
|
87,000
|
85,873
|
|
Macquarie AirFinance Holdings Ltd., 5.15%, 3/17/2030 (n)
|
|
|
163,000
|
161,489
|
|
SMBC Aviation Capital Finance DAC, 5.25%, 11/26/2035 (n)
|
|
|
200,000
|
192,463
|
|
SMBC Aviation Capital Finance DAC, 5.7%, 7/23/2036 (n)
|
|
|
200,000
|
197,857
|
|
|
|
|
|
$1,248,370
|
|
Electrical Equipment – 0.1%
|
||||
|
Arrow Electronics, Inc., 5.875%, 4/10/2034
|
|
$
|
147,000
|
$148,585
|
|
Emerging Market Quasi-Sovereign – 0.1%
|
||||
|
Comision Federal de Electricidad (United Mexican States), 6.045%, 1/28/2034 (n)
|
|
$
|
200,000
|
$192,912
|
|
Emerging Market Sovereign – 0.3%
|
||||
|
Republic of Poland, 6.125%, 4/14/2056
|
|
$
|
118,000
|
$113,433
|
|
United Mexican States, 5.85%, 7/02/2032
|
|
|
200,000
|
199,910
|
|
United Mexican States, 5.625%, 2/09/2034
|
|
|
200,000
|
192,986
|
|
United Mexican States, 5.625%, 9/22/2035
|
|
|
200,000
|
190,400
|
|
|
|
|
|
$696,729
|
|
Energy - Independent – 0.2%
|
||||
|
APA Corp., 6.1%, 2/15/2035
|
|
$
|
37,000
|
$37,563
|
|
APA Corp., 6.75%, 2/15/2055
|
|
|
67,000
|
66,983
|
|
Occidental Petroleum Corp., 4.4%, 4/15/2046
|
|
|
100,000
|
79,729
|
|
Pioneer Natural Resources Co., 1.9%, 8/15/2030
|
|
|
124,000
|
110,645
|
|
Pioneer Natural Resources Co., 2.15%, 1/15/2031
|
|
|
87,000
|
77,518
|
|
Santos Finance Ltd., 6.875%, 9/19/2033 (n)
|
|
|
69,000
|
73,713
|
|
Santos Finance Ltd., 5.75%, 11/13/2035 (n)
|
|
|
46,000
|
45,442
|
|
|
|
|
|
$491,593
|
|
Energy - Integrated – 0.1%
|
||||
|
Eni S.p.A., 6%, 5/18/2056 (n)
|
|
$
|
200,000
|
$188,845
|
|
Entertainment & Leisure – 0.1%
|
||||
|
Carnival Corp., 5.875%, 6/15/2031 (n)
|
|
$
|
79,000
|
$79,063
|
|
Carnival Corp., 6.125%, 2/15/2033 (n)
|
|
|
58,000
|
58,003
|
|
Royal Caribbean Cruises Ltd., 5.625%, 9/30/2031 (n)
|
|
|
119,000
|
119,417
|
|
|
|
|
|
$256,483
|
|
Food & Beverages – 0.8%
|
||||
|
Anheuser-Busch InBev Worldwide, Inc., 5.55%, 1/23/2049
|
|
$
|
325,000
|
$306,486
|
|
Bacardi Ltd., 5.15%, 5/15/2038 (n)
|
|
|
286,000
|
261,526
|
|
Flowers Foods, Inc., 5.75%, 3/15/2035
|
|
|
73,000
|
68,778
|
|
JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 3%, 2/02/2029
|
|
|
68,000
|
64,993
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Bonds – continued
|
||||
|
Food & Beverages – continued
|
||||
|
JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 3.75%, 12/01/2031
|
|
$
|
79,000
|
$73,251
|
|
JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 3.625%, 1/15/2032
|
|
|
69,000
|
63,303
|
|
JBS N.V./JBS USA Foods Group Holdings, Inc./JBS USA Food Co., 6.5%, 12/01/2052
|
|
|
78,000
|
75,408
|
|
Kraft Heinz Foods Co., 4.875%, 10/01/2049
|
|
|
76,000
|
61,467
|
|
Kraft Heinz Foods Co., 5.5%, 6/01/2050
|
|
|
94,000
|
82,446
|
|
Mars, Inc., 4.75%, 4/20/2033 (n)
|
|
|
184,000
|
179,724
|
|
Mars, Inc., 3.95%, 4/01/2049 (n)
|
|
|
59,000
|
44,329
|
|
Mars, Inc., 5.7%, 5/01/2055 (n)
|
|
|
212,000
|
200,061
|
|
SYSCO Corp., 4.45%, 3/15/2048
|
|
|
101,000
|
78,313
|
|
|
|
|
|
$1,560,085
|
|
Global Systemically Important Banks – 2.6%
|
||||
|
Bank of America Corp., 3.419% to 12/20/2027, FLR ((SOFR - 3mo. + 0.26161%) + 1.04%)
to 12/20/2028
|
|
$
|
132,000
|
$129,767
|
|
Bank of America Corp., 5.819% to 9/15/2028, FLR (SOFR - 1 day + 1.57%) to 9/15/2029
|
|
|
210,000
|
214,234
|
|
Bank of America Corp., 2.687% to 4/22/2031, FLR (SOFR - 1 day + 1.32%) to 4/22/2032
|
|
|
248,000
|
222,447
|
|
Bank of America Corp., 5.872% to 9/15/2033, FLR (SOFR - 1 day + 1.84%) to 9/15/2034
|
|
|
243,000
|
249,932
|
|
Goldman Sachs Group, Inc., 4.692% to 10/23/2029, FLR (SOFR - 1 day + 1.135%) to 10/23/2030
|
|
|
103,000
|
101,829
|
|
Goldman Sachs Group, Inc., 4.972% to 6/03/2031, FLR (SOFR - 1 day + 1.03%) to 6/03/2032
|
|
|
94,000
|
92,726
|
|
Goldman Sachs Group, Inc., 5.24% to 7/21/2031, FLR (SOFR - 1 day + 1.17%) to 7/21/2032
|
|
|
103,000
|
102,797
|
|
Goldman Sachs Group, Inc., 5.016% to 10/23/2034, FLR (SOFR - 1 day + 1.42%) to 10/23/2035
|
|
|
103,000
|
99,111
|
|
Goldman Sachs Group, Inc., 5.065% to 1/21/2036, FLR (SOFR - 1 day + 1.19%) to 1/21/2037
|
|
|
138,000
|
131,439
|
|
HSBC Holdings PLC, 5.279% to 3/10/2036, FLR (SOFR - 1 day + 1.55%) to 3/10/2037
|
|
|
200,000
|
193,529
|
|
HSBC Holdings PLC, 6.75% to 5/18/2033, FLR (CMT - 5yr. + 2.513%) to 11/18/2174
|
|
|
200,000
|
198,518
|
|
JPMorgan Chase & Co., 5.581% to 4/22/2029, FLR (SOFR - 1 day + 1.16%) to 4/22/2030
|
|
|
343,000
|
348,718
|
|
JPMorgan Chase & Co., 2.545% to 11/08/2031, FLR (SOFR - 1 day + 1.18%) to 11/08/2032
|
|
|
295,000
|
259,335
|
|
JPMorgan Chase & Co., 4.946% to 10/22/2034, FLR (SOFR - 1 day + 1.34%) to 10/22/2035
|
|
|
185,000
|
179,152
|
|
JPMorgan Chase & Co., 4.898% to 1/22/2036, FLR (SOFR - 1 day + 1.07%) to 1/22/2037
|
|
|
151,000
|
144,068
|
|
JPMorgan Chase & Co., 5.803% to 7/23/2036, FLR (CMT - 5yr. + 1.25%) to 7/23/2041
|
|
|
156,000
|
154,424
|
|
Mitsubishi UFJ Financial Group, Inc., 1.64% to 10/13/2026, FLR (CMT - 1yr. + 0.67%)
to 10/13/2027
|
|
|
200,000
|
198,900
|
|
Mitsubishi UFJ Financial Group, Inc., 2.494% to 10/13/2031, FLR (CMT - 1yr. + 0.97%)
to 10/13/2032
|
|
|
400,000
|
350,457
|
|
Mitsubishi UFJ Financial Group, Inc., 5.188%, 9/12/2036
|
|
|
200,000
|
194,596
|
|
Morgan Stanley, 5.449% to 7/20/2028, FLR (SOFR - 1 day + 1.63%) to 7/20/2029
|
|
|
98,000
|
99,029
|
|
Morgan Stanley, 3.622% to 4/01/2030, FLR (SOFR - 1 day + 3.12%) to 4/01/2031
|
|
|
93,000
|
88,531
|
|
Morgan Stanley, 5.424% to 7/21/2033, FLR (SOFR - 1 day + 1.88%) to 7/21/2034
|
|
|
60,000
|
59,885
|
|
Morgan Stanley, 5.073% to 1/30/2036, FLR (SOFR - 1 day + 1.184%) to 1/30/2037
|
|
|
263,000
|
252,332
|
|
Royal Bank of Canada, 4.95%, 8/05/2032
|
|
|
205,000
|
203,347
|
|
Sumitomo Mitsui Financial Group, Inc., 1.71%, 1/12/2031
|
|
|
200,000
|
173,457
|
|
UBS Group AG, 5.617%, 9/13/2030 (n)
|
|
|
200,000
|
203,340
|
|
UBS Group AG, 5.58%, 5/09/2036 (n)
|
|
|
365,000
|
363,471
|
|
UBS Group AG, 7% to 8/05/2035, FLR (USD SOFR ICE Swap Rate - 5yr. + 3.296%) to 8/05/2172 (n)
|
|
|
200,000
|
198,914
|
|
Wells Fargo & Co., 5.574% to 7/25/2028, FLR (SOFR - 1 day + 1.74%) to 7/25/2029
|
|
|
59,000
|
59,891
|
|
Wells Fargo & Co., 5.389% to 4/24/2033, FLR (SOFR - 1 day + 2.02%) to 4/24/2034
|
|
|
101,000
|
101,029
|
|
|
|
|
|
$5,369,205
|
|
Hardware, Peripherals, & Assembly – 0.1%
|
||||
|
Apple, Inc., 2.65%, 5/11/2050
|
|
$
|
192,000
|
$111,397
|
|
Industrial – 0.2%
|
||||
|
Booz Allen Hamilton, Inc., 5.9%, 1/30/2034 (w)
|
|
$
|
83,000
|
$82,085
|
|
Booz Allen Hamilton, Inc., 5.95%, 4/15/2035
|
|
|
96,000
|
94,319
|
|
Jacobs Solutions, Inc., 5.375%, 3/03/2036
|
|
|
133,000
|
128,111
|
|
WSP Global, Inc., 5.039%, 9/18/2031 (n)
|
|
|
58,000
|
57,129
|
|
WSP Global, Inc., 5.714%, 9/18/2036 (n)
|
|
|
144,000
|
138,842
|
|
|
|
|
|
$500,486
|
|
Insurance – 0.5%
|
||||
|
Corebridge Financial, Inc., 3.9%, 4/05/2032
|
|
$
|
74,000
|
$68,630
|
|
Corebridge Financial, Inc., 4.35%, 4/05/2042
|
|
|
139,000
|
113,786
|
|
Corebridge Global Funding, 4.9%, 8/21/2032 (n)
|
|
|
84,000
|
81,992
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Bonds – continued
|
||||
|
Insurance – continued
|
||||
|
Equitable America Global Funding, 5.125%, 6/15/2031 (n)
|
|
$
|
186,000
|
$184,747
|
|
Lincoln National Corp., 5.852%, 3/15/2034
|
|
|
83,000
|
83,414
|
|
Northwestern Mutual Life Insurance Co., 6.17%, 5/29/2055 (n)
|
|
|
138,000
|
135,789
|
|
Pacific Life Insurance Co., 5.95%, 9/15/2055 (n)
|
|
|
147,000
|
140,216
|
|
Sammons Financial Group, Inc., 4.75%, 4/08/2032 (n)
|
|
|
136,000
|
129,743
|
|
Sammons Financial Group, Inc., 5.95%, 6/15/2036 (n)
|
|
|
29,000
|
28,464
|
|
|
|
|
|
$966,781
|
|
Insurance - Health – 0.3%
|
||||
|
Elevance Health, Inc., 5.65%, 6/15/2054
|
|
$
|
89,000
|
$81,342
|
|
Horseshoe Funding Trust II, 6.887%, 11/15/2055 (n)
|
|
|
100,000
|
99,734
|
|
Humana, Inc., 5.375%, 4/15/2031
|
|
|
59,000
|
59,251
|
|
Humana, Inc., 5.55%, 5/01/2035
|
|
|
103,000
|
101,260
|
|
Humana, Inc., 4.95%, 10/01/2044
|
|
|
46,000
|
38,381
|
|
UnitedHealth Group, Inc., 2.3%, 5/15/2031
|
|
|
71,000
|
63,067
|
|
UnitedHealth Group, Inc., 5.5%, 7/15/2044
|
|
|
80,000
|
75,488
|
|
UnitedHealth Group, Inc., 5.875%, 2/15/2053
|
|
|
119,000
|
114,543
|
|
|
|
|
|
$633,066
|
|
Insurance - Property & Casualty – 0.4%
|
||||
|
American International Group, Inc., 5.125%, 3/27/2033
|
|
$
|
121,000
|
$120,106
|
|
Arthur J. Gallagher & Co., 6.5%, 2/15/2034
|
|
|
74,000
|
78,384
|
|
Arthur J. Gallagher & Co., 6.75%, 2/15/2054
|
|
|
105,000
|
110,099
|
|
Brown & Brown, Inc., 5.25%, 6/23/2032
|
|
|
50,000
|
49,393
|
|
Brown & Brown, Inc., 6.25%, 6/23/2055
|
|
|
26,000
|
25,143
|
|
Fairfax Financial Holdings Ltd., 3.375%, 3/03/2031
|
|
|
44,000
|
40,770
|
|
Fairfax Financial Holdings Ltd., 5.625%, 8/16/2032
|
|
|
63,000
|
63,792
|
|
Fairfax Financial Holdings Ltd., 6.5%, 5/20/2055
|
|
|
130,000
|
128,396
|
|
Marsh & McLennan Cos., Inc., 4.85%, 11/15/2031
|
|
|
60,000
|
59,517
|
|
Marsh & McLennan Cos., Inc., 2.9%, 12/15/2051
|
|
|
83,000
|
49,332
|
|
Marsh & McLennan Cos., Inc., 5.4%, 3/15/2055
|
|
|
75,000
|
67,403
|
|
Progressive Corp., 5.15%, 3/26/2036
|
|
|
115,000
|
112,585
|
|
|
|
|
|
$904,920
|
|
International Market Quasi-Sovereign – 0.2%
|
||||
|
NBN Co. Ltd. (Commonwealth of Australia), 5.75%, 10/06/2028 (n)
|
|
$
|
200,000
|
$204,194
|
|
Ontario Teachers' Cadillac Fairview Properties, 2.5%, 10/15/2031 (n)
|
|
|
200,000
|
174,610
|
|
|
|
|
|
$378,804
|
|
International Market Sovereign – 0.1%
|
||||
|
Government of Bermuda, 5%, 7/15/2032 (n)
|
|
$
|
200,000
|
$197,000
|
|
Machinery & Tools – 0.1%
|
||||
|
Ashtead Capital, Inc., 5.55%, 5/30/2033 (n)
|
|
$
|
200,000
|
$199,185
|
|
CNH Industrial Capital LLC, 5.5%, 1/12/2029
|
|
|
77,000
|
77,998
|
|
|
|
|
|
$277,183
|
|
Media – 0.2%
|
||||
|
Walt Disney Co., 3.5%, 5/13/2040
|
|
$
|
127,000
|
$101,056
|
|
Walt Disney Co., 3.8%, 5/13/2060
|
|
|
93,000
|
63,715
|
|
WMG Acquisition Corp., 3.75%, 12/01/2029 (n)
|
|
|
137,000
|
130,458
|
|
WMG Acquisition Corp., 3.875%, 7/15/2030 (n)
|
|
|
79,000
|
74,399
|
|
|
|
|
|
$369,628
|
|
Medical & Health Technology & Services – 0.6%
|
||||
|
Alcon Finance Corp., 2.75%, 9/23/2026 (n)
|
|
$
|
200,000
|
$199,511
|
|
Alcon Finance Corp., 2.6%, 5/27/2030 (n)
|
|
|
200,000
|
183,942
|
|
Baxter International, Inc., 4.9%, 12/15/2030
|
|
|
39,000
|
38,268
|
|
Baxter International, Inc., 5.65%, 12/15/2035
|
|
|
55,000
|
53,754
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Bonds – continued
|
||||
|
Medical & Health Technology & Services – continued
|
||||
|
CommonSpirit Health, 5.548%, 12/01/2054
|
|
$
|
50,000
|
$45,244
|
|
CommonSpirit Health, 5.662%, 9/01/2055
|
|
|
66,000
|
60,848
|
|
HCA, Inc., 4.9%, 11/15/2035
|
|
|
39,000
|
36,905
|
|
HCA, Inc., 5.7%, 11/15/2055
|
|
|
101,000
|
90,792
|
|
ICON Investments Six DAC, 5.809%, 5/08/2027
|
|
|
200,000
|
201,458
|
|
Marin General Hospital, 7.242%, 8/01/2045
|
|
|
59,000
|
61,041
|
|
Thermo Fisher Scientific, Inc., 4.473%, 10/07/2032
|
|
|
140,000
|
135,948
|
|
Thermo Fisher Scientific, Inc., 2.8%, 10/15/2041
|
|
|
178,000
|
125,833
|
|
|
|
|
|
$1,233,544
|
|
Medical Equipment – 0.3%
|
||||
|
Abbott Laboratories, 4.65%, 3/15/2036
|
|
$
|
172,000
|
$163,391
|
|
Augusta SpinCo Corp., 4.945%, 3/23/2033
|
|
|
77,000
|
75,572
|
|
Augusta SpinCo Corp., 5.245%, 3/23/2036
|
|
|
84,000
|
82,466
|
|
Danaher Corp., 2.6%, 10/01/2050
|
|
|
199,000
|
112,931
|
|
Stryker Corp., 4.625%, 9/11/2034
|
|
|
198,000
|
189,741
|
|
|
|
|
|
$624,101
|
|
Metals & Mining – 0.1%
|
||||
|
Northern Star Resources Ltd. Co., 6.125%, 4/11/2033 (n)
|
|
$
|
157,000
|
$160,151
|
|
Midstream – 0.7%
|
||||
|
Cheniere Energy Partners LP, 5.55%, 10/30/2035
|
|
$
|
125,000
|
$124,179
|
|
Cheniere Energy Partners LP, 5.35%, 11/30/2036 (n)
|
|
|
72,000
|
70,046
|
|
Columbia Pipelines Operating Co. LLC, 6.497%, 8/15/2043 (n)
|
|
|
108,000
|
111,197
|
|
Columbia Pipelines Operating Co. LLC, 6.544%, 11/15/2053 (n)
|
|
|
56,000
|
57,039
|
|
Eastern Energy Gas Holdings LLC, 5.65%, 10/15/2054
|
|
|
153,000
|
139,447
|
|
Energy Transfer LP, 4%, 10/01/2027
|
|
|
77,000
|
76,470
|
|
Energy Transfer LP, 5.95%, 5/15/2054
|
|
|
156,000
|
143,280
|
|
Enterprise Products Operating LLC, 4.85%, 1/31/2034
|
|
|
139,000
|
135,635
|
|
Galaxy Pipeline Assets Bidco Ltd., 1.75%, 9/30/2027 (n)
|
|
|
51,555
|
50,394
|
|
Plains All American Pipeline LP, 5.95%, 6/15/2035
|
|
|
178,000
|
180,135
|
|
Plains All American Pipeline LP, 5.6%, 1/15/2036
|
|
|
64,000
|
63,039
|
|
Targa Resources Corp., 4.95%, 4/15/2052
|
|
|
225,000
|
182,921
|
|
Western Midstream Operating LP, 5.7%, 7/01/2036
|
|
|
132,000
|
130,302
|
|
|
|
|
|
$1,464,084
|
|
Municipals – 0.1%
|
||||
|
Kentucky Higher Education Student Loan Corp. Rev., Taxable, “A-2”, 6.195%, 6/01/2040
|
|
$
|
85,000
|
$86,055
|
|
New Hampshire National Finance Authority, Utility Refunding Rev., Taxable (Wheeling
Power Co. Project), “A”,
6.89%, 4/01/2034
|
|
|
100,000
|
104,257
|
|
|
|
|
|
$190,312
|
|
Natural Gas - Distribution – 0.1%
|
||||
|
Boston Gas Co., 5.843%, 1/10/2035 (n)
|
|
$
|
172,000
|
$174,292
|
|
Natural Gas - Pipeline – 0.2%
|
||||
|
APA Infrastructure Ltd., 5%, 3/23/2035 (n)
|
|
$
|
43,000
|
$41,300
|
|
APA Infrastructure Ltd., 5.75%, 9/16/2044 (n)
|
|
|
81,000
|
77,329
|
|
Spire, Inc., 4.6%, 9/01/2031
|
|
|
222,000
|
216,151
|
|
Spire, Inc., 6.25%, 6/01/2056
|
|
|
121,000
|
119,722
|
|
|
|
|
|
$454,502
|
|
Network & Telecom – 0.1%
|
||||
|
NTT Finance Corp., 5.171%, 7/16/2032 (n)
|
|
$
|
200,000
|
$197,956
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Bonds – continued
|
||||
|
Non-Global Systemically Important Banks – 1.4%
|
||||
|
Bank Hapoalim B.M., 4.722%, 7/14/2029 (n)
|
|
$
|
202,000
|
$198,413
|
|
CaixaBank S.A., 6.84% to 9/13/2033, FLR (SOFR - 1 day + 2.77%) to 9/13/2034 (n)
|
|
|
200,000
|
214,606
|
|
Commonwealth Bank of Australia, 3.61% to 9/12/2029, FLR (CMT - 1yr. + 2.05%) to 9/12/2034 (n)
|
|
|
200,000
|
190,967
|
|
Commonwealth Bank of Australia, 3.305%, 3/11/2041 (n)
|
|
|
200,000
|
149,014
|
|
Deutsche Bank AG, 5.706% to 2/08/2027, FLR (SOFR - 1 day + 1.594%) to 2/08/2028
|
|
|
150,000
|
150,815
|
|
Deutsche Bank AG, 4.95% to 8/04/2030, FLR (SOFR - 1 day + 1.3%) to 8/04/2031
|
|
|
150,000
|
148,149
|
|
Intesa Sanpaolo S.p.A., 7.2%, 11/28/2033 (n)
|
|
|
200,000
|
220,766
|
|
Intesa Sanpaolo S.p.A., 6.005%, 6/29/2037 (n)
|
|
|
250,000
|
245,336
|
|
M&T Bank Corp., 4.553% to 8/16/2027, FLR (SOFR - 1 day + 1.78%) to 8/16/2028
|
|
|
43,000
|
42,916
|
|
M&T Bank Corp., 7.413% to 10/30/2028, FLR (SOFR - 1 day + 2.80%) to 10/30/2029
|
|
|
38,000
|
40,021
|
|
M&T Bank Corp., 5.053% to 1/27/2033, FLR (SOFR - 1 day + 1.850%) to 1/27/2034
|
|
|
82,000
|
79,930
|
|
National Australia Bank Ltd., 3.347% to 1/12/2032, FLR (CMT - 5yr. + 1.7%) to 1/12/2037 (n)
|
|
|
250,000
|
224,120
|
|
Nationwide Building Society, 4.351%, 9/30/2030 (n)
|
|
|
200,000
|
194,254
|
|
Nordea Bank Abp, 1.5%, 9/30/2026 (n)
|
|
|
263,000
|
261,983
|
|
Pinnacle Financial Partners, Inc., 5.596% to 5/19/2031, FLR (SOFR - 1 day + 1.7%)
to 5/19/2032
|
|
|
239,000
|
236,948
|
|
PNC Financial Services Group, Inc., 5.676% to 1/22/2034, FLR (SOFR - 1 day + 1.902%)
to 1/22/2035
|
|
|
93,000
|
93,953
|
|
PNC Financial Services Group, Inc., 5.575% to 1/29/2035, FLR (SOFR - 1 day + 1.394%)
to 1/29/2036
|
|
|
140,000
|
140,619
|
|
|
|
|
|
$2,832,810
|
|
Pharmaceuticals & Biotechnology – 0.5%
|
||||
|
AbbVie, Inc., 4.75%, 3/15/2036
|
|
$
|
76,000
|
$72,723
|
|
AbbVie, Inc., 5.35%, 3/15/2044
|
|
|
183,000
|
171,816
|
|
AbbVie, Inc., 5.4%, 3/15/2054
|
|
|
83,000
|
75,967
|
|
Bayer U.S. Finance LLC, 5.375%, 7/20/2033 (n)
|
|
|
200,000
|
197,584
|
|
Eli Lilly & Co., 4.7%, 2/09/2034
|
|
|
196,000
|
191,768
|
|
Eli Lilly & Co., 5.5%, 2/12/2055
|
|
|
24,000
|
22,582
|
|
Merck & Co., Inc., 4.75%, 12/04/2035
|
|
|
144,000
|
138,276
|
|
Mylan, Inc., 5.2%, 4/15/2048
|
|
|
42,000
|
33,652
|
|
Pfizer Investment Enterprises Pte. Ltd., 5.3%, 5/19/2053
|
|
|
86,000
|
77,137
|
|
Pfizer, Inc., 2.55%, 5/28/2040
|
|
|
58,000
|
40,712
|
|
Viatris, Inc., 4%, 6/22/2050
|
|
|
120,000
|
79,631
|
|
|
|
|
|
$1,101,848
|
|
Railroads – 0.2%
|
||||
|
Burlington Northern Santa Fe LLC, 5.2%, 4/15/2054
|
|
$
|
196,000
|
$173,966
|
|
Burlington Northern Santa Fe LLC, 5.5%, 3/15/2055
|
|
|
66,000
|
61,060
|
|
Canadian Pacific Railway Co., 3.1%, 12/02/2051
|
|
|
237,000
|
148,007
|
|
|
|
|
|
$383,033
|
|
Real Estate - Apartment – 0.1%
|
||||
|
American Homes 4 Rent LP, REIT, 5.25%, 3/15/2035
|
|
$
|
217,000
|
$212,169
|
|
Real Estate - Other – 0.1%
|
||||
|
Prologis LP, REIT, 5.125%, 1/15/2034
|
|
$
|
97,000
|
$96,041
|
|
Real Estate - Retail – 0.2%
|
||||
|
NNN REIT, Inc., 5.6%, 10/15/2033
|
|
$
|
85,000
|
$85,879
|
|
Realty Income Corp., REIT, 5.375%, 9/01/2054
|
|
|
182,000
|
167,574
|
|
STORE Capital Corp., REIT, 4.625%, 3/15/2029
|
|
|
40,000
|
39,482
|
|
STORE Capital Corp., REIT, 2.75%, 11/18/2030
|
|
|
199,000
|
178,335
|
|
|
|
|
|
$471,270
|
|
Real Estate - Storage & Office – 0.2%
|
||||
|
Boston Properties LP, REIT, 2.75%, 10/01/2026
|
|
$
|
127,000
|
$126,667
|
|
COPT Defense Properties, REIT, 2%, 1/15/2029
|
|
|
85,000
|
79,355
|
|
COPT Defense Properties, REIT, 2.75%, 4/15/2031
|
|
|
50,000
|
44,873
|
|
Highwoods Realty LP, 5.35%, 1/15/2033
|
|
|
156,000
|
152,922
|
|
|
|
|
|
$403,817
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Bonds – continued
|
||||
|
Refining – 0.1%
|
||||
|
Raizen Fuels Finance S.A., 6.25%, 7/08/2032 (a)(n)
|
|
$
|
200,000
|
$105,970
|
|
Retail & E-commerce – 0.3%
|
||||
|
Alimentation Couche-Tard, Inc., 5.077%, 9/29/2035 (n)
|
|
$
|
100,000
|
$96,558
|
|
Amazon.com, Inc., 5.65%, 3/13/2046
|
|
|
168,000
|
157,135
|
|
DICK'S Sporting Goods, 4.1%, 1/15/2052
|
|
|
192,000
|
132,638
|
|
Home Depot, Inc., 3.9%, 6/15/2047
|
|
|
190,000
|
142,629
|
|
|
|
|
|
$528,960
|
|
Semiconductor & Electronic Components – 0.1%
|
||||
|
Broadcom, Inc., 5.2%, 7/15/2035
|
|
$
|
92,000
|
$88,323
|
|
Broadcom, Inc., 4.8%, 2/15/2036
|
|
|
67,000
|
61,921
|
|
Broadcom, Inc., 5.7%, 1/15/2056
|
|
|
78,000
|
69,686
|
|
Intel Corp., 5.7%, 2/10/2053
|
|
|
79,000
|
70,116
|
|
|
|
|
|
$290,046
|
|
Software – 0.4%
|
||||
|
Microsoft Corp., 2.525%, 6/01/2050
|
|
$
|
180,000
|
$101,063
|
|
Microsoft Corp., 2.5%, 9/15/2050
|
|
|
113,000
|
62,624
|
|
Oracle Corp., 4.95%, 2/04/2031
|
|
|
103,000
|
98,382
|
|
Oracle Corp., 4.8%, 9/26/2032
|
|
|
31,000
|
28,532
|
|
Oracle Corp., 5.35%, 5/04/2033
|
|
|
121,000
|
113,707
|
|
Oracle Corp., 5.7%, 2/04/2036
|
|
|
103,000
|
95,354
|
|
Oracle Corp., 4%, 7/15/2046
|
|
|
98,000
|
62,256
|
|
Oracle Corp., 5.55%, 2/06/2053
|
|
|
98,000
|
73,616
|
|
Salesforce, Inc., 5.55%, 3/15/2036
|
|
|
138,000
|
134,568
|
|
|
|
|
|
$770,102
|
|
Supermarkets – 0.0%
|
||||
|
Kroger Co., 5.5%, 9/15/2054
|
|
$
|
78,000
|
$70,192
|
|
Telecommunications - Wireless – 0.4%
|
||||
|
American Tower Corp., 5.2%, 2/15/2029
|
|
$
|
90,000
|
$90,741
|
|
American Tower Corp., 5.45%, 2/15/2034
|
|
|
53,000
|
52,902
|
|
American Tower Corp., 3.7%, 10/15/2049
|
|
|
27,000
|
18,697
|
|
Cellnex Finance Co. S.A., 3.875%, 7/07/2041 (n)
|
|
|
200,000
|
154,172
|
|
Rogers Communications, Inc., 4.5%, 3/15/2042
|
|
|
126,000
|
102,888
|
|
T-Mobile USA, Inc., 5.05%, 7/15/2033
|
|
|
101,000
|
98,769
|
|
T-Mobile USA, Inc., 5.75%, 1/15/2054
|
|
|
60,000
|
53,635
|
|
Vodafone Group PLC, 5.625%, 2/10/2053
|
|
|
151,000
|
133,225
|
|
|
|
|
|
$705,029
|
|
Tobacco – 0.1%
|
||||
|
B.A.T. Capital Corp., 6.343%, 8/02/2030
|
|
$
|
110,000
|
$115,335
|
|
Japan Tobacco, Inc., 5.25%, 6/15/2030 (n)
|
|
|
150,000
|
151,703
|
|
|
|
|
|
$267,038
|
|
Transportation & Logistics – 0.2%
|
||||
|
Element Fleet Management Corp., 6.319%, 12/04/2028 (n)
|
|
$
|
98,000
|
$101,113
|
|
Element Fleet Management Corp., 5.037%, 3/25/2030 (n)
|
|
|
98,000
|
97,572
|
|
ERAC USA Finance LLC, 4.7%, 4/30/2031 (n)
|
|
|
97,000
|
95,763
|
|
ERAC USA Finance LLC, 5.25%, 4/30/2036 (n)
|
|
|
87,000
|
85,113
|
|
|
|
|
|
$379,561
|
|
Travel, Gaming, & Lodging – 0.3%
|
||||
|
Flutter Treasury DAC, 6.375%, 4/29/2029 (n)
|
|
$
|
200,000
|
$202,471
|
|
Las Vegas Sands Corp., 5.3%, 5/15/2031
|
|
|
54,000
|
53,287
|
|
Las Vegas Sands Corp., 6.2%, 8/15/2034
|
|
|
91,000
|
91,891
|
|
Marriott International, Inc., 2.85%, 4/15/2031
|
|
|
28,000
|
25,488
|
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Bonds – continued
|
||||
|
Travel, Gaming, & Lodging – continued
|
||||
|
Marriott International, Inc., 3.5%, 10/15/2032
|
|
$
|
95,000
|
$86,429
|
|
VICI Properties LP/VICI Note Co., Inc., 4.25%, 12/01/2026 (n)
|
|
|
84,000
|
83,890
|
|
|
|
|
|
$543,456
|
|
U.S. Treasury Obligations – 0.4%
|
||||
|
U.S. Treasury Bonds, 4.875%, 8/15/2045 (f)
|
|
$
|
260,000
|
$247,772
|
|
U.S. Treasury Bonds, 4.625%, 11/15/2045 (f)
|
|
|
190,000
|
175,157
|
|
U.S. Treasury Bonds, 5%, 5/15/2046 (f)
|
|
|
341,000
|
329,864
|
|
U.S. Treasury Bonds, 4.75%, 2/15/2056 (f)
|
|
|
164,000
|
151,546
|
|
|
|
|
|
$904,339
|
|
Utilities – 1.5%
|
||||
|
Adani Electricity Mumbai Ltd., 3.949%, 2/12/2030 (n)
|
|
$
|
200,000
|
$187,461
|
|
AEP Texas, Inc., 5.7%, 5/15/2034
|
|
|
140,000
|
141,610
|
|
AEP Transmission Co. LLC, 5.375%, 6/15/2035
|
|
|
51,000
|
50,687
|
|
AEP Transmission Co. LLC, 5.4%, 3/15/2053
|
|
|
163,000
|
148,101
|
|
American Transmission Systems, Inc., 2.65%, 1/15/2032 (n)
|
|
|
44,000
|
38,930
|
|
Berkshire Hathaway Energy Co., 5.15%, 11/15/2043
|
|
|
65,000
|
58,904
|
|
Berkshire Hathaway Energy Co., 4.6%, 5/01/2053
|
|
|
21,000
|
16,653
|
|
Duke Energy Carolinas LLC, 2.85%, 3/15/2032
|
|
|
64,000
|
57,243
|
|
Duke Energy Florida LLC, 3.4%, 10/01/2046
|
|
|
85,000
|
58,961
|
|
Duke Energy Florida LLC, 6.2%, 11/15/2053
|
|
|
150,000
|
151,315
|
|
Enel Finance International N.V., 5.5%, 6/15/2052 (n)
|
|
|
200,000
|
175,849
|
|
Eversource Energy, 4.45%, 12/15/2030
|
|
|
57,000
|
55,577
|
|
Eversource Energy, 5.5%, 1/01/2034
|
|
|
73,000
|
73,063
|
|
FirstEnergy Corp., 2.65%, 3/01/2030
|
|
|
125,000
|
115,254
|
|
Florida Power & Light Co., 3.95%, 3/01/2048
|
|
|
233,000
|
174,482
|
|
Georgia Power Co., 4.7%, 5/15/2032
|
|
|
52,000
|
51,478
|
|
Georgia Power Co., 5.125%, 5/15/2052
|
|
|
124,000
|
109,221
|
|
Jersey Central Power & Light Co., 2.75%, 3/01/2032 (n)
|
|
|
183,000
|
161,160
|
|
MidAmerican Energy Co., 5.85%, 9/15/2054
|
|
|
131,000
|
126,182
|
|
NextEra Energy Capital Holdings, Inc., 2.44%, 1/15/2032
|
|
|
81,000
|
70,526
|
|
NextEra Energy, Inc., 6% to 10/01/2031, FLR (CMT - 5yr. + 1.84%) to 10/01/2056
|
|
|
79,000
|
77,666
|
|
NextEra Energy, Inc., 6.2% to 10/01/2036, FLR (CMT - 5yr. + 1.765%) to 10/01/2056
|
|
|
53,000
|
51,792
|
|
Northern States Power Co. of Minnesota, 5.05%, 5/15/2035
|
|
|
99,000
|
97,128
|
|
Pacific Gas & Electric Co., 2.5%, 2/01/2031
|
|
|
49,000
|
43,715
|
|
Pacific Gas & Electric Co., 4%, 12/01/2046
|
|
|
89,000
|
63,813
|
|
PSEG Power LLC, 5.2%, 5/15/2030 (n)
|
|
|
125,000
|
125,337
|
|
PSEG Power LLC, 5.75%, 5/15/2035 (n)
|
|
|
98,000
|
97,919
|
|
Public Service Electric & Gas Co., 5.5%, 3/01/2055
|
|
|
79,000
|
72,953
|
|
Vistra Operations Co. LLC, 4.7%, 1/31/2031 (n)
|
|
|
119,000
|
115,838
|
|
Vistra Operations Co. LLC, 5.35%, 1/31/2036 (n)
|
|
|
122,000
|
116,770
|
|
Xcel Energy, Inc., 4.6%, 6/01/2032
|
|
|
105,000
|
101,796
|
|
|
|
|
|
$2,987,384
|
|
Total Bonds
|
|
$38,524,728
|
||
|
Convertible Preferred Stocks – 0.0%
|
||||
|
Aerospace & Defense – 0.0%
|
|
|||
|
Boeing Co., 6%, 10/15/2027
|
|
883
|
$58,993
|
|
|
Preferred Stocks – 0.0%
|
||||
|
Medical Equipment – 0.0%
|
|
|
|
|
|
Drägerwerk AG & Co. KGaA
|
|
170
|
$21,446
|
|
|
Metals & Mining – 0.0%
|
|
|
|
|
|
Usinas Siderurgicas de Minas Gerais S.A. (a)
|
|
3,900
|
$5,663
|
|
|
Total Preferred Stocks
|
|
$27,109
|
||
|
Issuer
|
|
|
Shares/Par
|
Value ($)
|
|
Contingent Value Rights – 0.0%
|
||||
|
Pharmaceuticals & Biotechnology – 0.0%
|
||||
|
Sanofi S.A. (a)(u)
|
|
|
101
|
$0
|
|
|
Strike
Price
|
First
Exercise
|
|
|
|
Warrants – 0.0%
|
|
|
|
|
|
Medical Equipment – 0.0%
|
||||
|
OptiNose, Inc. (1 share for 15 warrants, Expiration 11/23/2027) (a)
|
$ 2.565
|
11/23/27
|
1
|
$0
|
|
Software – 0.0%
|
||||
|
Constellation Software, Inc. (CAD 100 principal amount of Series 2 Debentures for
1 warrant, Expiration
3/31/2040) (a)
|
CAD 11.5
|
N/A
|
149
|
$0
|
|
Total Warrants
|
|
$0
|
||
|
|
|
|
|
|
|
Mutual Funds (h) – 6.2%
|
||||
|
Money Market Funds – 6.2%
|
|
|||
|
MFS Institutional Money Market Portfolio, 3.73% (v)
|
|
|
12,749,489
|
$12,752,039
|
|
Underlying/Expiration Date/Exercise Price (Rate)
|
|
Counterparty
|
Notional
Amount
|
Par Amount/
Number of
Contracts
|
|
|
Purchased Options – 0.1%
|
|
||||
|
Market Index Securities – 0.1%
|
|
||||
|
Put - Standard & Poor's 500 Index – 9/18/2026 @ $6,050
|
|
Merrill Lynch International
|
$2,995,924
|
4
|
$3,480
|
|
Put - Standard & Poor's 500 Index – 6/17/2027 @ $6,350
|
|
Merrill Lynch International
|
5,242,867
|
7
|
107,100
|
|
Total Purchased Options
|
|
$110,580
|
|||
|
Issuer
|
|
|
Shares/Par
|
|
|
Collateral for Securities Loaned – 0.1%
|
||||
|
JPMorgan U.S. Government Money Market Fund - Class IM Shares, 3.62% (j)
|
|
|
268,006
|
$268,006
|
|
|
||||
|
Other Assets, Less Liabilities – 1.1%
|
|
2,239,165
|
||
|
Net Assets – 100.0%
|
$204,363,970
|
|||
|
(a)
|
Non-income producing security.
|
|
(f)
|
All or a portion of the security has been segregated as collateral for open futures
contracts and cleared swap agreements.
|
|
(h)
|
An affiliated issuer, which may be considered one in which the fund owns 5% or more
of the outstanding voting securities, or a company which is under
common control. At period end, the aggregate values of the fund's investments in affiliated
issuers and in unaffiliated issuers were $12,752,039 and
$189,372,766, respectively.
|
|
(i)
|
Interest only security for which the fund receives interest on notional principal
(Par amount). Par amount shown is the notional principal and does not reflect
the cost of the security.
|
|
(j)
|
The rate quoted is the annualized seven-day yield of the fund at period end.
|
|
(l)
|
A portion of this security is on loan. See Note 2 for additional information.
|
|
(n)
|
Securities exempt from registration under Rule 144A of the Securities Act of 1933.
These securities may be sold in the ordinary course of business in
transactions exempt from registration, normally to qualified institutional buyers.
At period end, the aggregate value of these securities was $14,052,306,
representing 6.9% of net assets.
|
|
(s)
|
Security or a portion of the security was pledged to cover collateral requirements
for certain derivative transactions.
|
|
(u)
|
The security was valued using significant unobservable inputs and is considered level
3 under the fair value hierarchy.
|
|
(v)
|
Affiliated issuer that is available only to investment companies managed by MFS. The
rate quoted for the MFS Institutional Money Market Portfolio is the
annualized seven-day yield of the fund at period end.
|
|
(w)
|
When-issued security.
|
|
The following abbreviations are used in this report and are defined:
|
|
|
ADR
|
American Depositary Receipt
|
|
BAM
|
Build America Mutual
|
|
CMT
|
Constant Maturity Treasury
|
|
FLR
|
Floating Rate. Interest rate resets periodically based on the parenthetically disclosed
reference rate plus a spread (if any). The period-end rate
reported may not be the current rate. All reference rates are USD unless otherwise
noted.
|
|
GDR
|
Global Depositary Receipt
|
|
ICE
|
Intercontinental Exchange
|
|
REIT
|
Real Estate Investment Trust
|
|
SOFR
|
Secured Overnight Financing Rate
|
|
Abbreviations indicate amounts shown in currencies other than the U.S. dollar. All
amounts are stated in U.S. dollars unless otherwise
indicated. A list of abbreviations is shown below:
|
|
|
AUD
|
Australian Dollar
|
|
BRL
|
Brazilian Real
|
|
CAD
|
Canadian Dollar
|
|
CHF
|
Swiss Franc
|
|
CLP
|
Chilean Peso
|
|
CNY
|
China Yuan Renminbi
|
|
COP
|
Colombian Peso
|
|
CZK
|
Czech Koruna
|
|
DKK
|
Danish Krone
|
|
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
|
|
NOK
|
Norwegian Krone
|
|
NZD
|
New Zealand Dollar
|
|
PEN
|
Peruvian Nuevo Sol
|
|
PHP
|
Philippine Peso
|
|
PLN
|
Polish Zloty
|
|
SEK
|
Swedish Krona
|
|
SGD
|
Singapore Dollar
|
|
THB
|
Thai Baht
|
|
TRY
|
Turkish Lira
|
|
TWD
|
Taiwan Dollar
|
|
ZAR
|
South African Rand
|
|
Derivative Contracts at 7/31/26
|
||||||
|
Forward Foreign Currency Exchange Contracts
|
||||||
|
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
Asset Derivatives
|
||||||
|
BRL
|
909,113
|
USD
|
177,526
|
JPMorgan Chase Bank N.A.
|
8/06/2026
|
$1,725
|
|
CNY
|
9,236,000
|
USD
|
1,362,644
|
Citibank N.A.
|
8/14/2026
|
7,092
|
|
COP
|
1,508,120,000
|
USD
|
460,736
|
Citibank N.A.
|
8/14/2026
|
16,183
|
|
EUR
|
18,151
|
USD
|
20,830
|
HSBC Bank
|
10/16/2026
|
163
|
|
EUR
|
712,000
|
USD
|
816,201
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
5,169
|
|
EUR
|
178,000
|
USD
|
203,857
|
Merrill Lynch International
|
8/14/2026
|
1,485
|
|
GBP
|
3,730,000
|
USD
|
5,001,532
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
25,509
|
|
GBP
|
2,832
|
USD
|
3,797
|
UBS AG
|
10/16/2026
|
20
|
|
IDR
|
5,606,919,000
|
USD
|
310,215
|
Citibank N.A.
|
8/14/2026
|
1,064
|
|
JPY
|
777,660,000
|
USD
|
4,811,922
|
HSBC Bank
|
8/14/2026
|
79,903
|
|
JPY
|
1,366,510,000
|
USD
|
8,561,569
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
34,383
|
|
NZD
|
13,758,000
|
USD
|
8,011,561
|
Barclays Bank PLC
|
8/14/2026
|
95,182
|
|
NZD
|
2,755,000
|
USD
|
1,607,595
|
Goldman Sachs International
|
8/14/2026
|
15,757
|
|
PHP
|
31,812,000
|
USD
|
516,418
|
Citibank N.A.
|
8/14/2026
|
3,181
|
|
USD
|
2,386,693
|
CAD
|
3,314,000
|
Goldman Sachs International
|
8/14/2026
|
21,663
|
|
|
||||||
|
Forward Foreign Currency Exchange Contracts − continued
|
||||||
|
Currency
Purchased
|
Currency
Sold
|
Counterparty
|
Settlement
Date
|
Unrealized
Appreciation
(Depreciation)
|
||
|
Asset Derivatives − continued
|
||||||
|
USD
|
363,479
|
CHF
|
288,000
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
$6,853
|
|
USD
|
12,333,898
|
CHF
|
9,550,619
|
State Street Corp.
|
8/14/2026
|
507,498
|
|
USD
|
489,168
|
CLP
|
452,452,000
|
Goldman Sachs International
|
8/14/2026
|
2,504
|
|
USD
|
729,366
|
DKK
|
4,606,287
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
18,363
|
|
USD
|
702,118
|
EUR
|
606,000
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
3,030
|
|
USD
|
16,615,789
|
EUR
|
14,109,334
|
State Street Corp.
|
8/14/2026
|
339,111
|
|
USD
|
8,340,309
|
GBP
|
6,175,795
|
State Street Corp.
|
8/14/2026
|
16,991
|
|
USD
|
1,881,706
|
HKD
|
14,691,902
|
NatWest Markets PLC
|
8/14/2026
|
7,649
|
|
USD
|
164,895
|
HUF
|
51,789,000
|
Goldman Sachs International
|
8/14/2026
|
1,291
|
|
USD
|
69,643
|
IDR
|
1,212,682,000
|
Barclays Bank PLC
|
8/14/2026
|
2,319
|
|
USD
|
378,169
|
ILS
|
1,099,381
|
HSBC Bank
|
8/14/2026
|
18,366
|
|
USD
|
197,053
|
ILS
|
592,000
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
3,305
|
|
USD
|
16,479,484
|
JPY
|
2,577,249,584
|
State Street Corp.
|
8/14/2026
|
267,445
|
|
USD
|
8,104,351
|
NZD
|
13,585,841
|
Barclays Bank PLC
|
8/14/2026
|
99,050
|
|
USD
|
2,198,524
|
SEK
|
20,750,000
|
Deutsche Bank AG
|
8/14/2026
|
18,240
|
|
USD
|
695,953
|
SGD
|
879,841
|
State Street Corp.
|
8/14/2026
|
9,395
|
|
USD
|
99,133
|
THB
|
3,204,240
|
Barclays Bank PLC
|
8/14/2026
|
3,157
|
|
USD
|
2,187,226
|
TWD
|
69,523,323
|
Merrill Lynch International
|
8/14/2026
|
34,751
|
|
USD
|
655,077
|
ZAR
|
10,739,000
|
Merrill Lynch International
|
8/14/2026
|
5,555
|
|
|
|
|
|
|
|
$1,673,352
|
|
Liability Derivatives
|
||||||
|
AUD
|
9,586,578
|
USD
|
6,913,020
|
HSBC Bank
|
8/14/2026
|
$(168,773
)
|
|
CAD
|
6,643,569
|
USD
|
4,863,085
|
Deutsche Bank AG
|
8/14/2026
|
(121,914
)
|
|
CHF
|
522,000
|
USD
|
649,081
|
Barclays Bank PLC
|
8/14/2026
|
(2,696
)
|
|
HKD
|
1,571,000
|
USD
|
200,895
|
State Street Corp.
|
8/14/2026
|
(503
)
|
|
INR
|
10,881,000
|
USD
|
114,505
|
Deutsche Bank AG
|
8/14/2026
|
(562
)
|
|
MYR
|
493,000
|
USD
|
121,369
|
Barclays Bank PLC
|
8/14/2026
|
(693
)
|
|
NOK
|
90,296,893
|
USD
|
9,828,854
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
(302,652
)
|
|
PEN
|
1,007,000
|
USD
|
296,333
|
Deutsche Bank AG
|
8/14/2026
|
(137
)
|
|
SEK
|
25,494,068
|
USD
|
2,753,755
|
State Street Corp.
|
8/14/2026
|
(74,992
)
|
|
USD
|
13,251,770
|
AUD
|
18,946,000
|
HSBC Bank
|
8/14/2026
|
(76,919
)
|
|
USD
|
177,723
|
BRL
|
909,114
|
Barclays Bank PLC
|
8/06/2026
|
(1,527
)
|
|
USD
|
176,560
|
BRL
|
909,113
|
JPMorgan Chase Bank N.A.
|
8/31/2026
|
(1,489
)
|
|
USD
|
1,505,544
|
CAD
|
2,113,000
|
Citibank N.A.
|
8/14/2026
|
(2,395
)
|
|
USD
|
208,017
|
CNY
|
1,409,000
|
Citibank N.A.
|
8/14/2026
|
(944
)
|
|
USD
|
820,594
|
CZK
|
17,378,000
|
BNP Paribas
|
8/14/2026
|
(6,872
)
|
|
USD
|
105,662
|
DKK
|
689,000
|
NatWest Markets PLC
|
8/14/2026
|
(688
)
|
|
USD
|
6,490,587
|
GBP
|
4,844,000
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
(37,827
)
|
|
USD
|
731,408
|
INR
|
70,741,252
|
Citibank N.A.
|
8/14/2026
|
(9,379
)
|
|
USD
|
505,713
|
INR
|
48,729,000
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
(4,567
)
|
|
USD
|
1,102,292
|
KRW
|
1,636,825,800
|
Deutsche Bank AG
|
8/14/2026
|
(45,898
)
|
|
USD
|
554,037
|
KRW
|
834,469,000
|
Merrill Lynch International
|
8/14/2026
|
(31,320
)
|
|
USD
|
348,654
|
MXN
|
6,088,000
|
Deutsche Bank AG
|
8/14/2026
|
(2,555
)
|
|
USD
|
128,885
|
MXN
|
2,241,897
|
State Street Corp.
|
8/14/2026
|
(447
)
|
|
USD
|
822,434
|
NOK
|
7,796,000
|
Deutsche Bank AG
|
8/14/2026
|
(34
)
|
|
USD
|
1,327,964
|
NOK
|
12,842,000
|
Merrill Lynch International
|
8/14/2026
|
(26,849
)
|
|
USD
|
608,805
|
PLN
|
2,301,000
|
HSBC Bank
|
8/14/2026
|
(7,139
)
|
|
USD
|
5,879,039
|
SEK
|
56,520,000
|
JPMorgan Chase Bank N.A.
|
8/14/2026
|
(59,742
)
|
|
USD
|
298,291
|
SGD
|
384,000
|
State Street Corp.
|
8/14/2026
|
(1,352
)
|
|
USD
|
264,081
|
THB
|
8,817,000
|
Barclays Bank PLC
|
8/14/2026
|
(15
)
|
|
USD
|
124,803
|
ZAR
|
2,078,796
|
State Street Corp.
|
8/14/2026
|
(927
)
|
|
|
|
|
|
|
|
$(991,807
)
|
|
Futures Contracts
|
||||||
|
Description
|
Long/
Short
|
Currency
|
Contracts
|
Notional
Amount
|
Expiration
Date
|
Value/Unrealized
Appreciation
(Depreciation)
|
|
Asset Derivatives
|
||||||
|
Equity Futures
|
||||||
|
CAC 40 Index
|
Long
|
EUR
|
29
|
$2,854,074
|
August – 2026
|
$50,169
|
|
FTSE Taiwan Index
|
Short
|
USD
|
21
|
3,117,870
|
August – 2026
|
80,753
|
|
FTSE/JSE Top 40 Index
|
Short
|
ZAR
|
56
|
3,512,023
|
September – 2026
|
76,469
|
|
Hang Seng Index
|
Long
|
HKD
|
28
|
4,635,083
|
August – 2026
|
188,700
|
|
IBEX 35 Index
|
Long
|
EUR
|
7
|
1,599,657
|
August – 2026
|
34,979
|
|
KOSPI 200 Index
|
Short
|
KRW
|
7
|
1,189,695
|
September – 2026
|
275,001
|
|
Mini Ibovespa
|
Long
|
BRL
|
101
|
712,677
|
August – 2026
|
2,859
|
|
NASDAQ 100 E-Mini Index
|
Short
|
USD
|
8
|
4,544,680
|
September – 2026
|
249,575
|
|
NSE IFSC NIFTY 50 Index
|
Long
|
USD
|
54
|
2,640,384
|
August – 2026
|
79,872
|
|
OMX 30 Index
|
Long
|
SEK
|
116
|
3,968,010
|
August – 2026
|
115,574
|
|
Russell 2000 Index
|
Short
|
USD
|
86
|
12,633,400
|
September – 2026
|
127,460
|
|
S&P MidCap 400 Index
|
Short
|
USD
|
49
|
18,487,210
|
September – 2026
|
257,293
|
|
S&P/TSX 60 Index
|
Long
|
CAD
|
14
|
4,163,498
|
September – 2026
|
60,001
|
|
Topix Index
|
Short
|
JPY
|
7
|
1,746,216
|
September – 2026
|
10,687
|
|
|
|
|
|
|
|
$1,609,392
|
|
Interest Rate Futures
|
||||||
|
Australian Bond 10 yr
|
Short
|
AUD
|
136
|
$10,346,857
|
September – 2026
|
$31,354
|
|
Canadian Treasury Bond 10 yr
|
Short
|
CAD
|
94
|
7,964,704
|
September – 2026
|
53,096
|
|
Euro-Bund 10 yr
|
Short
|
EUR
|
133
|
19,072,962
|
September – 2026
|
275,538
|
|
U.S. Treasury Note 10 yr
|
Short
|
USD
|
30
|
3,240,000
|
September – 2026
|
31,155
|
|
U.S. Treasury Note 5 yr
|
Short
|
USD
|
5
|
529,883
|
September – 2026
|
4,267
|
|
U.S. Treasury Ultra Note 10 yr
|
Short
|
USD
|
21
|
2,303,766
|
September – 2026
|
29,232
|
|
|
|
|
|
|
|
$424,642
|
|
|
|
|
|
|
|
$2,034,034
|
|
Liability Derivatives
|
||||||
|
Equity Futures
|
||||||
|
BIST 30 Index
|
Long
|
TRY
|
832
|
$2,735,830
|
August – 2026
|
$(243,225
)
|
|
DAX Index
|
Short
|
EUR
|
5
|
3,711,817
|
September – 2026
|
(82,300
)
|
|
FTSE 100 Index
|
Short
|
GBP
|
70
|
10,285,666
|
September – 2026
|
(396,819
)
|
|
FTSE MIB Index
|
Long
|
EUR
|
6
|
1,814,497
|
September – 2026
|
(15,729
)
|
|
Mexbol Index
|
Long
|
MXN
|
47
|
1,824,152
|
September – 2026
|
(41,462
)
|
|
MSCI Singapore Index
|
Short
|
SGD
|
30
|
1,217,416
|
August – 2026
|
(29,182
)
|
|
S&P 500 E-Mini Index
|
Short
|
USD
|
115
|
43,235,687
|
September – 2026
|
(113,334
)
|
|
S&P/ASX 200 Index
|
Short
|
AUD
|
76
|
11,919,923
|
September – 2026
|
(143,498
)
|
|
|
|
|
|
|
|
$(1,065,549
)
|
|
Interest Rate Futures
|
||||||
|
Japan Government Bond 10 yr
|
Long
|
JPY
|
24
|
$19,167,719
|
September – 2026
|
$(64,729
)
|
|
Long Gilt 10 yr
|
Long
|
GBP
|
156
|
18,184,436
|
September – 2026
|
(150,826
)
|
|
U.S. Treasury Bond 30 yr
|
Long
|
USD
|
3
|
324,937
|
September – 2026
|
(7,199
)
|
|
U.S. Treasury Note 2 yr
|
Long
|
USD
|
15
|
3,084,141
|
September – 2026
|
(9,428
)
|
|
|
|
|
|
|
|
$(232,182
)
|
|
|
|
|
|
|
|
$(1,297,731
)
|
|
Cleared Swap Agreements
|
||||||||
|
Maturity
Date
|
Notional
Amount
|
Counterparty
|
Cash Flows
to Receive/
Frequency
|
Cash Flows
to Pay/
Frequency
|
Unrealized
Appreciation
(Depreciation)
|
Net
Unamortized
Upfront
Payments
(Receipts)
|
Value
|
|
|
Asset Derivatives
|
|
|
|
|||||
|
Interest Rate Futures
|
|
|
|
|||||
|
9/17/36
|
USD
|
5,100,000
|
|
1-day SOFR / Annually
|
4.08% / Annually
|
$94,928
|
$—
|
$94,928
|
|
9/20/56
|
USD
|
7,400,000
|
|
1-day SOFR / Annually
|
4.267% / Annually
|
280,731
|
—
|
280,731
|
|
|
|
|
|
|
|
$375,659
|
$—
|
$375,659
|
|
Liability Derivatives
|
|
|
|
|||||
|
Interest Rate Swaps
|
|
|
|
|||||
|
9/20/28
|
USD
|
21,800,000
|
|
3.927% / Annually
|
1-day SOFR / Annually
|
$(92,675
)
|
$—
|
$(92,675
)
|
|
9/17/31
|
USD
|
27,800,000
|
|
3.924% / Annually
|
1-day SOFR / Annually
|
(287,615
)
|
—
|
(287,615
)
|
|
|
|
|
|
|
|
$(380,290
)
|
$—
|
$(380,290
)
|
|
Financial Instruments
|
Level 1
|
Level 2
|
Level 3
|
Total
|
|
Equity Securities:
|
|
|
|
|
|
United States
|
$101,813,799
|
$0
|
$—
|
$101,813,799
|
|
Japan
|
1,589,711
|
6,085,773
|
—
|
7,675,484
|
|
France
|
1,220,466
|
5,138,664
|
0
|
6,359,130
|
|
United Kingdom
|
2,669,059
|
2,730,180
|
—
|
5,399,239
|
|
Canada
|
4,349,511
|
0
|
—
|
4,349,511
|
|
Germany
|
4,236,621
|
—
|
—
|
4,236,621
|
|
Taiwan
|
1,519,071
|
2,208,940
|
—
|
3,728,011
|
|
Switzerland
|
1,144,713
|
1,567,361
|
—
|
2,712,074
|
|
Netherlands
|
407,776
|
1,167,491
|
—
|
1,575,267
|
|
Other Countries
|
8,457,121
|
4,163,195
|
—
|
12,620,316
|
|
U.S. Treasury Bonds & U.S. Government Agencies & Equivalents
|
—
|
904,339
|
—
|
904,339
|
|
Non - U.S. Sovereign Debt
|
—
|
1,465,445
|
—
|
1,465,445
|
|
Municipal Bonds
|
—
|
190,312
|
—
|
190,312
|
|
U.S. Corporate Bonds
|
—
|
25,090,739
|
—
|
25,090,739
|
|
Residential Mortgage-Backed Securities
|
—
|
638,067
|
—
|
638,067
|
|
Commercial Mortgage-Backed Securities
|
—
|
192,367
|
—
|
192,367
|
|
Asset-Backed Securities (including CDOs)
|
—
|
170,372
|
—
|
170,372
|
|
Foreign Bonds
|
—
|
9,873,087
|
—
|
9,873,087
|
|
Purchased Options
|
110,580
|
—
|
—
|
110,580
|
|
Investment Companies
|
13,020,045
|
—
|
—
|
13,020,045
|
|
Total
|
$140,538,473
|
$61,586,332
|
$0
|
$202,124,805
|
|
Other Financial Instruments
|
|
|
|
|
|
Futures Contracts – Assets
|
$1,282,455
|
$751,579
|
$—
|
$2,034,034
|
|
Futures Contracts – Liabilities
|
(386,978
)
|
(910,753
)
|
—
|
(1,297,731
)
|
|
Forward Foreign Currency Exchange Contracts – Assets
|
—
|
1,673,352
|
—
|
1,673,352
|
|
Forward Foreign Currency Exchange Contracts – Liabilities
|
—
|
(991,807
)
|
—
|
(991,807
)
|
|
Swap Agreements – Assets
|
—
|
375,659
|
—
|
375,659
|
|
Swap Agreements – Liabilities
|
—
|
(380,290
)
|
—
|
(380,290
)
|
|
Affiliated Issuers
|
Beginning
Value
|
Purchases
|
Sales
Proceeds
|
Realized
Gain
(Loss)
|
Change in
Unrealized
Appreciation or
Depreciation
|
Ending
Value
|
|
MFS Institutional Money Market Portfolio
|
$11,916,784
|
$136,469,536
|
$135,632,851
|
$(1,740
)
|
$310
|
$12,752,039
|
|
Affiliated Issuers
|
Dividend
Income
|
Capital Gain
Distributions
|
|
MFS Institutional Money Market Portfolio
|
$327,055
|
$—
|
