|
THE “UNAUDITED MUTUAL FUNDS HOLDINGS” LIST (“the
List”) IS TO BE USED FOR REPORTING PURPOSES ONLY. IT IS
NOT TO BE REPRODUCED FOR USE AS ADVERTISING OR
SALES LITERATURE WITH THE GENERAL PUBLIC. The list is
submitted for the general information of the shareholders of the Fund.
It is not authorized for distribution to prospective investors in the Fund
unless preceded or accompanied by a prospectus. The list has been
created from the books and records of the Fund. Holdings are
available 60 days after the fund’s fiscal quarter, using a trade date
accounting convention, by contacting the appropriate service center.
The list is subject to change without notice. The list is for
informational purposes only and is not intended as an offer or
solicitation with respect to the purchase or sale of any security.
|
|
JPMorgan Asset Management is the marketing name for the asset
management business of J.P. Morgan Chase & Co.
|
|
J.P. Morgan Distribution Services, Inc., member FINRA.
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© J.P. Morgan Chase & Co., 2026.
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INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — 35.7%
|
||
|
Australia — 0.3%
|
||
|
ANZ Group Holdings Ltd.
|
10
|
253
|
|
APA Group
|
4
|
30
|
|
Aristocrat Leisure Ltd.
|
2
|
78
|
|
ASX Ltd.
|
1
|
24
|
|
BHP Group Ltd.
|
16
|
687
|
|
Brambles Ltd.
|
4
|
59
|
|
CAR Group Ltd.
|
1
|
21
|
|
Cochlear Ltd.
|
—
|
17
|
|
Coles Group Ltd.
|
4
|
73
|
|
Commonwealth Bank of Australia
|
5
|
671
|
|
Computershare Ltd.
|
2
|
48
|
|
CSL Ltd.
|
2
|
135
|
|
Evolution Mining Ltd.
|
7
|
52
|
|
Fortescue Ltd.
|
5
|
68
|
|
Glencore plc
|
30
|
222
|
|
Goodman Group, REIT
|
6
|
133
|
|
Insurance Australia Group Ltd.
|
7
|
42
|
|
Lottery Corp. Ltd. (The) (a)
|
7
|
27
|
|
Lynas Rare Earths Ltd. * (a)
|
3
|
28
|
|
Macquarie Group Ltd.
|
1
|
206
|
|
Medibank Pvt Ltd.
|
9
|
31
|
|
National Australia Bank Ltd.
|
10
|
285
|
|
Northern Star Resources Ltd.
|
4
|
60
|
|
Origin Energy Ltd.
|
6
|
42
|
|
PLS Group Ltd. *
|
10
|
28
|
|
Pro Medicus Ltd.
|
—
|
20
|
|
Qantas Airways Ltd.
|
2
|
16
|
|
QBE Insurance Group Ltd.
|
5
|
83
|
|
REA Group Ltd.
|
—
|
19
|
|
Rio Tinto Ltd.
|
1
|
142
|
|
Rio Tinto plc
|
22
|
2,101
|
|
Santos Ltd.
|
10
|
56
|
|
Scentre Group, REIT
|
16
|
45
|
|
SGH Ltd.
|
1
|
20
|
|
Sigma Healthcare Ltd.
|
16
|
33
|
|
Sonic Healthcare Ltd.
|
1
|
22
|
|
South32 Ltd.
|
14
|
46
|
|
Stockland, REIT
|
8
|
23
|
|
Suncorp Group Ltd.
|
3
|
47
|
|
Telstra Group Ltd. (a)
|
13
|
44
|
|
Transurban Group
|
10
|
104
|
|
Vicinity Ltd., REIT
|
12
|
23
|
|
Washington H Soul Pattinson & Co. Ltd. (a)
|
1
|
35
|
|
Wesfarmers Ltd.
|
4
|
233
|
|
Westpac Banking Corp.
|
11
|
291
|
|
WiseTech Global Ltd. (a)
|
1
|
16
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Australia — continued
|
||
|
Woodside Energy Group Ltd.
|
6
|
143
|
|
Woolworths Group Ltd.
|
4
|
109
|
|
|
|
6,991
|
|
Austria — 0.0% ^
|
||
|
BAWAG Group AG (b)
|
—
|
47
|
|
Erste Group Bank AG
|
1
|
129
|
|
OMV AG
|
1
|
34
|
|
Raiffeisen Bank International AG
|
—
|
28
|
|
Verbund AG
|
—
|
15
|
|
|
|
253
|
|
Belgium — 0.0% ^
|
||
|
Ageas SA
|
1
|
39
|
|
Anheuser-Busch InBev SA
|
3
|
250
|
|
D'ieteren Group
|
—
|
14
|
|
Elia Group SA/NV
|
—
|
20
|
|
Financiere de Tubize SA
|
—
|
14
|
|
Groupe Bruxelles Lambert NV
|
—
|
21
|
|
KBC Group NV
|
1
|
106
|
|
Lotus Bakeries NV
|
—
|
26
|
|
Sofina SA
|
—
|
13
|
|
Syensqo SA
|
—
|
19
|
|
UCB SA
|
—
|
98
|
|
|
|
620
|
|
Brazil — 0.6%
|
||
|
Axia Energia SA
|
80
|
832
|
|
Axia Energia SA (Preference) *
|
24
|
246
|
|
B3 SA - Brasil Bolsa Balcao
|
379
|
1,176
|
|
Banco do Brasil SA
|
119
|
500
|
|
Cia de Saneamento de Minas Gerais Copasa MG
|
73
|
931
|
|
Gerdau SA (Preference)
|
106
|
525
|
|
Itausa SA (Preference)
|
447
|
1,222
|
|
Localiza Rent a Car SA
|
85
|
631
|
|
MercadoLibre, Inc. *
|
—
|
700
|
|
Motiva Infraestrutura de Mobilidade SA
|
196
|
569
|
|
NU Holdings Ltd., Class A *
|
113
|
1,621
|
|
Petroleo Brasileiro SA (Preference)
|
345
|
2,955
|
|
Porto Seguro SA
|
45
|
488
|
|
Raia Drogasil SA
|
141
|
517
|
|
Telefonica Brasil SA
|
114
|
739
|
|
Yara International ASA
|
—
|
24
|
|
|
|
13,676
|
|
Chile — 0.0% ^
|
||
|
Antofagasta plc
|
1
|
55
|
|
China — 2.0%
|
||
|
Advanced Micro-Fabrication Equipment, Inc., Class A
|
25
|
1,250
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
China — continued
|
||
|
Alibaba Group Holding Ltd.
|
267
|
4,071
|
|
ANTA Sports Products Ltd.
|
77
|
771
|
|
BOC Hong Kong Holdings Ltd.
|
11
|
77
|
|
China Construction Bank Corp., Class H
|
2,180
|
2,558
|
|
China International Capital Corp. Ltd., Class H (b)
|
254
|
702
|
|
China Merchants Bank Co. Ltd., Class A
|
210
|
1,231
|
|
China Overseas Land & Investment Ltd.
|
331
|
569
|
|
China Yangtze Power Co. Ltd., Class A
|
150
|
645
|
|
Chuangxin Industries Holdings Ltd.
|
258
|
549
|
|
Contemporary Amperex Technology Co. Ltd., Class A
|
42
|
2,437
|
|
Flat Glass Group Co. Ltd., Class H
|
368
|
327
|
|
Fuyao Glass Industry Group Co. Ltd., Class H (b)
|
82
|
623
|
|
H World Group Ltd.
|
183
|
776
|
|
Jiangsu Hengrui Pharmaceuticals Co. Ltd., Class A
|
134
|
1,069
|
|
Kweichow Moutai Co. Ltd., Class A
|
3
|
661
|
|
Lenovo Group Ltd.
|
568
|
1,737
|
|
Loncin Motor Co. Ltd., Class A
|
216
|
470
|
|
Midea Group Co. Ltd., Class A
|
49
|
642
|
|
Montage Technology Co. Ltd., Class A
|
9
|
274
|
|
Montage Technology Co. Ltd., Class H (a)
|
11
|
377
|
|
NetEase, Inc.
|
83
|
2,206
|
|
PetroChina Co. Ltd., Class H
|
1,000
|
1,272
|
|
Ping An Insurance Group Co. of China Ltd., Class H
|
302
|
2,256
|
|
Prosus NV
|
4
|
195
|
|
Sieyuan Electric Co. Ltd., Class A
|
35
|
801
|
|
SITC International Holdings Co. Ltd.
|
4
|
20
|
|
Tencent Holdings Ltd.
|
113
|
6,886
|
|
Wilmar International Ltd.
|
7
|
21
|
|
WUS Printed Circuit Kunshan Co. Ltd., Class A
|
42
|
646
|
|
WuXi AppTec Co. Ltd., Class A
|
56
|
1,072
|
|
XCMG Construction Machinery Co. Ltd., Class A
|
386
|
513
|
|
Xiaomi Corp., Class B * (b)
|
415
|
1,522
|
|
Yangzijiang Shipbuilding Holdings Ltd.
|
8
|
24
|
|
Yum China Holdings, Inc.
|
38
|
1,822
|
|
Yum China Holdings, Inc.
|
17
|
821
|
|
Zhongji Innolight Co. Ltd., Class A
|
5
|
599
|
|
Zijin Mining Group Co. Ltd., Class H
|
392
|
1,664
|
|
ZTO Express Cayman, Inc.
|
30
|
726
|
|
|
|
44,882
|
|
Cyprus — 0.0% ^
|
||
|
Bank of Cyprus Holdings plc
|
44
|
528
|
|
Czech Republic — 0.0% ^
|
||
|
CSG NV * (a)
|
32
|
612
|
|
Denmark — 0.2%
|
||
|
Carlsberg A/S, Class B
|
—
|
44
|
|
Coloplast A/S, Class B
|
1
|
26
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Denmark — continued
|
||
|
Danske Bank A/S
|
2
|
116
|
|
Demant A/S *
|
—
|
12
|
|
DSV A/S
|
1
|
133
|
|
Genmab A/S *
|
—
|
57
|
|
Novo Nordisk A/S, Class B
|
60
|
2,847
|
|
Novonesis Novozymes B
|
1
|
73
|
|
Orsted A/S * (b)
|
2
|
32
|
|
Pandora A/S
|
—
|
30
|
|
ROCKWOOL A/S, Class B
|
—
|
9
|
|
Tryg A/S
|
1
|
23
|
|
Vestas Wind Systems A/S
|
3
|
83
|
|
|
|
3,485
|
|
Finland — 0.1%
|
||
|
Elisa OYJ
|
—
|
18
|
|
Fortum OYJ
|
1
|
32
|
|
Kesko OYJ, Class B
|
1
|
21
|
|
Kone OYJ, Class B
|
1
|
61
|
|
Metso OYJ
|
2
|
39
|
|
Neste OYJ
|
1
|
48
|
|
Nokia OYJ
|
16
|
149
|
|
Nordea Bank Abp
|
10
|
199
|
|
Orion OYJ, Class B
|
—
|
32
|
|
Sampo OYJ, Class A
|
8
|
85
|
|
Stora Enso OYJ, Class R
|
2
|
20
|
|
UPM-Kymmene OYJ
|
2
|
46
|
|
Wartsila OYJ Abp
|
2
|
53
|
|
|
|
803
|
|
France — 0.6%
|
||
|
Abivax SA *
|
—
|
24
|
|
Accor SA
|
1
|
31
|
|
Aeroports de Paris SA
|
—
|
14
|
|
Air Liquide SA
|
2
|
402
|
|
Airbus SE
|
2
|
447
|
|
Alstom SA *
|
1
|
20
|
|
Amundi SA (b)
|
—
|
21
|
|
AXA SA
|
5
|
261
|
|
Ayvens SA (b)
|
1
|
14
|
|
BioMerieux
|
—
|
10
|
|
BNP Paribas SA
|
3
|
404
|
|
Bollore SE
|
2
|
9
|
|
Bouygues SA
|
1
|
40
|
|
Bureau Veritas SA
|
1
|
32
|
|
Capgemini SE
|
—
|
58
|
|
Carrefour SA
|
2
|
35
|
|
Cie de Saint-Gobain SA
|
1
|
134
|
|
Cie Generale des Etablissements Michelin SCA
|
2
|
80
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
France — continued
|
||
|
Covivio SA, REIT
|
—
|
10
|
|
Credit Agricole SA
|
3
|
65
|
|
Danone SA
|
2
|
157
|
|
Dassault Aviation SA
|
—
|
19
|
|
Dassault Systemes SE
|
2
|
50
|
|
Eiffage SA
|
—
|
31
|
|
Engie SA
|
6
|
178
|
|
EssilorLuxottica SA
|
1
|
183
|
|
Gecina SA, REIT
|
—
|
13
|
|
Getlink SE
|
1
|
17
|
|
Hermes International SCA
|
—
|
147
|
|
Ipsen SA
|
—
|
20
|
|
Kering SA
|
—
|
76
|
|
Klepierre SA, REIT
|
1
|
31
|
|
Legrand SA
|
1
|
125
|
|
L'Oreal SA
|
1
|
344
|
|
LVMH Moet Hennessy Louis Vuitton SE
|
4
|
2,003
|
|
Orange SA
|
6
|
114
|
|
Pernod Ricard SA
|
1
|
49
|
|
Publicis Groupe SA
|
1
|
79
|
|
Renault SA
|
1
|
18
|
|
Rexel SA
|
1
|
29
|
|
Safran SA
|
17
|
6,817
|
|
Sartorius Stedim Biotech
|
—
|
18
|
|
Societe Generale SA
|
2
|
193
|
|
Sodexo SA
|
—
|
16
|
|
Thales SA
|
—
|
85
|
|
TotalEnergies SE
|
6
|
557
|
|
Unibail-Rodamco-Westfield, REIT
|
—
|
41
|
|
Veolia Environnement SA
|
2
|
76
|
|
Vinci SA
|
2
|
211
|
|
|
|
13,808
|
|
Germany — 0.5%
|
||
|
adidas AG
|
1
|
96
|
|
Allianz SE (Registered)
|
1
|
608
|
|
BASF SE
|
3
|
166
|
|
Bayer AG (Registered)
|
3
|
175
|
|
Bayerische Motoren Werke AG
|
1
|
71
|
|
Beiersdorf AG (a)
|
—
|
27
|
|
Brenntag SE
|
—
|
26
|
|
Commerzbank AG
|
2
|
91
|
|
Continental AG
|
—
|
29
|
|
CTS Eventim AG & Co. KGaA (a)
|
—
|
12
|
|
Daimler Truck Holding AG
|
2
|
83
|
|
Deutsche Bank AG (Registered)
|
6
|
214
|
|
Deutsche Boerse AG
|
2
|
504
|
|
Deutsche Lufthansa AG (Registered)
|
2
|
20
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Germany — continued
|
||
|
Deutsche Post AG
|
3
|
197
|
|
Deutsche Telekom AG (Registered)
|
11
|
340
|
|
Dr Ing hc F Porsche AG (Preference) (a) (b)
|
—
|
17
|
|
E.ON SE
|
7
|
155
|
|
Evonik Industries AG
|
1
|
16
|
|
Fresenius Medical Care AG
|
1
|
31
|
|
Fresenius SE & Co. KGaA
|
1
|
70
|
|
GEA Group AG
|
1
|
33
|
|
Hannover Rueck SE
|
—
|
56
|
|
Heidelberg Materials AG
|
1
|
79
|
|
Henkel AG & Co. KGaA
|
—
|
23
|
|
Henkel AG & Co. KGaA (Preference)
|
1
|
42
|
|
Hensoldt AG
|
—
|
18
|
|
HOCHTIEF AG
|
—
|
25
|
|
Infineon Technologies AG
|
33
|
2,370
|
|
Innio NV *
|
39
|
942
|
|
Knorr-Bremse AG
|
—
|
24
|
|
Mercedes-Benz Group AG
|
2
|
126
|
|
Merck KGaA
|
—
|
69
|
|
MTU Aero Engines AG
|
—
|
72
|
|
Muenchener Rueckversicherungs-Gesellschaft AG (Registered)
|
5
|
2,657
|
|
Nemetschek SE
|
—
|
14
|
|
Porsche Automobil Holding SE (Preference)
|
1
|
16
|
|
Rational AG
|
—
|
12
|
|
Rheinmetall AG
|
—
|
197
|
|
RWE AG
|
2
|
136
|
|
SAP SE
|
3
|
614
|
|
Sartorius AG (Preference) (a)
|
—
|
20
|
|
Scout24 SE (b)
|
—
|
19
|
|
Siemens AG (Registered)
|
2
|
780
|
|
Siemens Energy AG
|
3
|
425
|
|
Siemens Healthineers AG (b)
|
1
|
46
|
|
Symrise AG
|
—
|
43
|
|
Talanx AG
|
—
|
25
|
|
Volkswagen AG (Preference)
|
1
|
57
|
|
Vonovia SE
|
2
|
56
|
|
Zalando SE * (b)
|
1
|
22
|
|
|
|
11,966
|
|
Greece — 0.1%
|
||
|
Piraeus Bank SA *
|
113
|
1,316
|
|
Guatemala — 0.1%
|
||
|
Millicom International Cellular SA
|
9
|
858
|
|
Hong Kong — 0.2%
|
||
|
AIA Group Ltd.
|
118
|
1,189
|
|
CK Asset Holdings Ltd.
|
5
|
33
|
|
CK Infrastructure Holdings Ltd.
|
2
|
16
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Hong Kong — continued
|
||
|
CLP Holdings Ltd.
|
5
|
50
|
|
Futu Holdings Ltd., ADR
|
—
|
16
|
|
Henderson Land Development Co. Ltd.
|
4
|
14
|
|
HKT Trust & HKT Ltd.
|
11
|
18
|
|
Hong Kong & China Gas Co. Ltd.
|
35
|
32
|
|
Hong Kong Exchanges & Clearing Ltd.
|
48
|
2,501
|
|
Hongkong Land Holdings Ltd.
|
3
|
26
|
|
Link, REIT
|
8
|
41
|
|
MTR Corp. Ltd.
|
5
|
19
|
|
Power Assets Holdings Ltd.
|
5
|
38
|
|
Prudential plc
|
8
|
122
|
|
Sino Land Co. Ltd.
|
14
|
19
|
|
Sun Hung Kai Properties Ltd.
|
5
|
71
|
|
Swire Pacific Ltd., Class A
|
1
|
13
|
|
Techtronic Industries Co. Ltd.
|
47
|
781
|
|
WH Group Ltd. (b)
|
25
|
26
|
|
Wharf Real Estate Investment Co. Ltd.
|
5
|
17
|
|
|
|
5,042
|
|
Hungary — 0.1%
|
||
|
OTP Bank Nyrt.
|
12
|
1,769
|
|
India — 0.8%
|
||
|
Axis Bank Ltd., GDR (b)
|
18
|
1,160
|
|
Bajaj Finance Ltd.
|
213
|
2,540
|
|
Blue Star Ltd.
|
21
|
377
|
|
CG Power & Industrial Solutions Ltd.
|
62
|
564
|
|
Dr Reddy's Laboratories Ltd., ADR (a)
|
44
|
523
|
|
HDFC Bank Ltd., ADR
|
28
|
657
|
|
Hindalco Industries Ltd.
|
68
|
695
|
|
ICICI Bank Ltd., ADR
|
94
|
2,813
|
|
Indian Hotels Co. Ltd. (The)
|
68
|
524
|
|
Infosys Ltd., ADR (a)
|
68
|
821
|
|
Mahindra & Mahindra Ltd.
|
38
|
1,363
|
|
Max Financial Services Ltd. *
|
53
|
835
|
|
Max Healthcare Institute Ltd.
|
45
|
519
|
|
NTPC Ltd.
|
281
|
1,023
|
|
Reliance Industries Ltd., GDR (c)
|
38
|
2,057
|
|
SBI Life Insurance Co. Ltd. (b)
|
30
|
598
|
|
Trent Ltd.
|
31
|
978
|
|
Varun Beverages Ltd.
|
139
|
644
|
|
|
|
18,691
|
|
Indonesia — 0.0% ^
|
||
|
Jardine Matheson Holdings Ltd.
|
—
|
33
|
|
Telkom Indonesia Persero Tbk. PT
|
4,171
|
609
|
|
|
|
642
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Ireland — 0.1%
|
||
|
AerCap Holdings NV
|
10
|
1,469
|
|
AIB Group plc
|
7
|
81
|
|
Bank of Ireland Group plc
|
3
|
64
|
|
Kerry Group plc, Class A
|
1
|
49
|
|
Kingspan Group plc
|
—
|
45
|
|
|
|
1,708
|
|
Israel — 0.0% ^
|
||
|
Azrieli Group Ltd.
|
—
|
18
|
|
Bank Hapoalim BM
|
4
|
102
|
|
Bank Leumi Le-Israel BM
|
5
|
112
|
|
Check Point Software Technologies Ltd. *
|
—
|
31
|
|
Elbit Systems Ltd.
|
—
|
72
|
|
Enlight Renewable Energy Ltd. *
|
—
|
38
|
|
Harel Insurance Investments & Financial Services Ltd.
|
—
|
21
|
|
ICL Group Ltd.
|
2
|
11
|
|
Israel Discount Bank Ltd., Class A
|
4
|
41
|
|
Mizrahi Tefahot Bank Ltd.
|
1
|
37
|
|
Nova Ltd. *
|
—
|
39
|
|
OPC Energy Ltd. *
|
1
|
17
|
|
Phoenix Financial Ltd.
|
1
|
41
|
|
Teva Pharmaceutical Industries Ltd., ADR *
|
4
|
131
|
|
Tower Semiconductor Ltd. *
|
—
|
79
|
|
|
|
790
|
|
Italy — 0.3%
|
||
|
Banca Mediolanum SpA
|
1
|
17
|
|
Banca Monte dei Paschi di Siena SpA
|
6
|
82
|
|
Banco BPM SpA
|
4
|
67
|
|
BPER Banca SpA
|
5
|
82
|
|
Coca-Cola HBC AG
|
1
|
43
|
|
Davide Campari-Milano NV
|
2
|
12
|
|
Enel SpA
|
25
|
277
|
|
Eni SpA
|
6
|
162
|
|
Ferrari NV
|
4
|
1,543
|
|
FinecoBank Banca Fineco SpA
|
2
|
53
|
|
Generali (a)
|
3
|
132
|
|
Intesa Sanpaolo SpA
|
45
|
338
|
|
Italgas SpA
|
2
|
20
|
|
Leonardo SpA
|
1
|
83
|
|
Moncler SpA
|
1
|
40
|
|
Poste Italiane SpA (a) (b)
|
1
|
44
|
|
Prysmian SpA
|
1
|
124
|
|
Recordati Industria Chimica e Farmaceutica SpA
|
—
|
20
|
|
Ryanair Holdings plc
|
1
|
38
|
|
Snam SpA
|
6
|
44
|
|
Telecom Italia SpA *
|
5
|
46
|
|
Terna - Rete Elettrica Nazionale
|
4
|
52
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Italy — continued
|
||
|
UniCredit SpA
|
34
|
3,248
|
|
Unipol Assicurazioni SpA
|
1
|
35
|
|
|
|
6,602
|
|
Ivory Coast — 0.0% ^
|
||
|
Endeavour Mining plc
|
1
|
33
|
|
Japan — 1.3%
|
||
|
Advantest Corp.
|
2
|
454
|
|
Aeon Co. Ltd.
|
7
|
60
|
|
AGC, Inc.
|
1
|
23
|
|
Aisin Corp.
|
1
|
19
|
|
Ajinomoto Co., Inc.
|
3
|
86
|
|
Allegro MicroSystems, Inc. *
|
15
|
615
|
|
ANA Holdings, Inc.
|
1
|
10
|
|
Asahi Group Holdings Ltd.
|
5
|
48
|
|
Asahi Kasei Corp.
|
4
|
42
|
|
Asics Corp.
|
2
|
65
|
|
Astellas Pharma, Inc.
|
5
|
76
|
|
Bandai Namco Holdings, Inc.
|
2
|
46
|
|
Bridgestone Corp.
|
3
|
84
|
|
Canon, Inc.
|
3
|
72
|
|
Capcom Co. Ltd.
|
1
|
23
|
|
Central Japan Railway Co.
|
2
|
60
|
|
Chiba Bank Ltd. (The)
|
2
|
26
|
|
Chubu Electric Power Co., Inc.
|
2
|
36
|
|
Chugai Pharmaceutical Co. Ltd.
|
2
|
95
|
|
Concordia Financial Group Ltd.
|
3
|
34
|
|
Dai Nippon Printing Co. Ltd.
|
1
|
20
|
|
Daifuku Co. Ltd.
|
1
|
37
|
|
Daiichi Life Group, Inc.
|
11
|
133
|
|
Daiichi Sankyo Co. Ltd.
|
5
|
87
|
|
Daikin Industries Ltd.
|
1
|
116
|
|
Daito Trust Construction Co. Ltd.
|
1
|
19
|
|
Daiwa House Industry Co. Ltd.
|
2
|
53
|
|
Daiwa Securities Group, Inc.
|
4
|
46
|
|
Denso Corp.
|
5
|
63
|
|
Disco Corp.
|
—
|
107
|
|
East Japan Railway Co.
|
3
|
71
|
|
Ebara Corp.
|
1
|
48
|
|
Eisai Co. Ltd.
|
1
|
24
|
|
ENEOS Holdings, Inc.
|
8
|
69
|
|
FANUC Corp.
|
3
|
121
|
|
Fast Retailing Co. Ltd.
|
1
|
294
|
|
Fuji Electric Co. Ltd.
|
—
|
35
|
|
FUJIFILM Holdings Corp.
|
4
|
85
|
|
Fujikura Ltd.
|
5
|
122
|
|
Fujitsu Ltd.
|
5
|
127
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Japan — continued
|
||
|
Furukawa Electric Co. Ltd.
|
2
|
40
|
|
Hankyu Hanshin Holdings, Inc.
|
1
|
21
|
|
Hikari Tsushin, Inc.
|
—
|
24
|
|
Hitachi Ltd.
|
14
|
465
|
|
Honda Motor Co. Ltd.
|
12
|
118
|
|
Hoya Corp.
|
1
|
168
|
|
Hulic Co. Ltd.
|
1
|
14
|
|
Ibiden Co. Ltd.
|
1
|
70
|
|
Idemitsu Kosan Co. Ltd.
|
2
|
20
|
|
IHI Corp.
|
3
|
54
|
|
Inpex Corp.
|
3
|
67
|
|
Isuzu Motors Ltd.
|
2
|
25
|
|
ITOCHU Corp.
|
18
|
222
|
|
Japan Exchange Group, Inc.
|
3
|
42
|
|
Japan Post Bank Co. Ltd.
|
6
|
110
|
|
Japan Post Holdings Co. Ltd.
|
5
|
81
|
|
Japan Post Insurance Co. Ltd.
|
2
|
20
|
|
Japan Tobacco, Inc.
|
4
|
161
|
|
JFE Holdings, Inc.
|
2
|
20
|
|
JX Advanced Metals Corp.
|
2
|
39
|
|
Kajima Corp.
|
1
|
43
|
|
Kansai Electric Power Co., Inc. (The)
|
3
|
47
|
|
Kao Corp.
|
3
|
60
|
|
Kawasaki Heavy Industries Ltd.
|
2
|
39
|
|
Kawasaki Kisen Kaisha Ltd.
|
1
|
20
|
|
KDDI Corp.
|
9
|
173
|
|
Keyence Corp.
|
4
|
1,956
|
|
Kikkoman Corp.
|
2
|
25
|
|
Kioxia Holdings Corp. *
|
1
|
279
|
|
Kirin Holdings Co. Ltd.
|
3
|
48
|
|
Komatsu Ltd.
|
3
|
117
|
|
Konami Group Corp.
|
—
|
39
|
|
Kubota Corp.
|
3
|
53
|
|
Kyocera Corp.
|
4
|
84
|
|
Kyowa Kirin Co. Ltd.
|
1
|
11
|
|
Lasertec Corp.
|
—
|
69
|
|
LY Corp.
|
8
|
23
|
|
Makita Corp.
|
1
|
23
|
|
Marubeni Corp.
|
4
|
145
|
|
MINEBEA MITSUMI, Inc.
|
1
|
25
|
|
Mitsubishi Chemical Group Corp.
|
4
|
26
|
|
Mitsubishi Corp.
|
10
|
290
|
|
Mitsubishi Electric Corp.
|
6
|
220
|
|
Mitsubishi Estate Co. Ltd.
|
3
|
83
|
|
Mitsubishi HC Capital, Inc.
|
3
|
27
|
|
Mitsubishi Heavy Industries Ltd.
|
10
|
241
|
|
Mitsubishi UFJ Financial Group, Inc.
|
139
|
3,111
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Japan — continued
|
||
|
Mitsui & Co. Ltd.
|
8
|
233
|
|
Mitsui Fudosan Co. Ltd.
|
8
|
76
|
|
Mitsui Kinzoku Co. Ltd.
|
—
|
38
|
|
Mitsui OSK Lines Ltd.
|
1
|
41
|
|
Mizuho Financial Group, Inc.
|
8
|
394
|
|
MS&AD Insurance Group Holdings, Inc.
|
4
|
117
|
|
Murata Manufacturing Co. Ltd.
|
5
|
237
|
|
NEC Corp.
|
4
|
119
|
|
Nexon Co. Ltd.
|
1
|
16
|
|
NIDEC Corp. *
|
3
|
43
|
|
Nintendo Co. Ltd.
|
3
|
167
|
|
Nippon Building Fund, Inc., REIT
|
—
|
20
|
|
Nippon Paint Holdings Co. Ltd.
|
3
|
23
|
|
Nippon Sanso Holdings Corp.
|
1
|
22
|
|
Nippon Steel Corp.
|
15
|
63
|
|
Nippon Yusen KK
|
1
|
50
|
|
Nissan Motor Co. Ltd. *
|
8
|
16
|
|
Nitori Holdings Co. Ltd.
|
1
|
21
|
|
Nitto Denko Corp.
|
2
|
44
|
|
Nomura Holdings, Inc.
|
9
|
91
|
|
Nomura Research Institute Ltd.
|
1
|
35
|
|
NTT, Inc.
|
97
|
93
|
|
Obayashi Corp.
|
2
|
37
|
|
Obic Co. Ltd.
|
1
|
29
|
|
Olympus Corp.
|
3
|
38
|
|
Oriental Land Co. Ltd.
|
3
|
70
|
|
ORIX Corp.
|
3
|
141
|
|
Osaka Gas Co. Ltd.
|
1
|
38
|
|
Otsuka Corp.
|
1
|
14
|
|
Otsuka Holdings Co. Ltd.
|
1
|
97
|
|
Pan Pacific International Holdings Corp.
|
6
|
35
|
|
Panasonic Holdings Corp.
|
7
|
198
|
|
Rakuten Group, Inc. *
|
4
|
23
|
|
Recruit Holdings Co. Ltd.
|
4
|
340
|
|
Renesas Electronics Corp.
|
6
|
112
|
|
Resona Holdings, Inc.
|
7
|
89
|
|
Resonac Holdings Corp.
|
1
|
50
|
|
Ryohin Keikaku Co. Ltd.
|
2
|
42
|
|
Sanrio Co. Ltd.
|
3
|
24
|
|
SBI Holdings, Inc.
|
2
|
32
|
|
SCREEN Holdings Co. Ltd.
|
1
|
38
|
|
Secom Co. Ltd.
|
1
|
52
|
|
Seibu Holdings, Inc.
|
1
|
13
|
|
Sekisui House Ltd.
|
2
|
42
|
|
Seven & i Holdings Co. Ltd.
|
6
|
81
|
|
Shimano, Inc.
|
—
|
25
|
|
Shimizu Corp.
|
2
|
22
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Japan — continued
|
||
|
Shin-Etsu Chemical Co. Ltd.
|
5
|
185
|
|
Shionogi & Co. Ltd.
|
2
|
42
|
|
Shiseido Co. Ltd.
|
1
|
26
|
|
SMC Corp.
|
—
|
86
|
|
SoftBank Corp.
|
92
|
129
|
|
SoftBank Group Corp.
|
12
|
371
|
|
Sompo Holdings, Inc.
|
3
|
115
|
|
Sony Group Corp.
|
19
|
439
|
|
Subaru Corp.
|
2
|
29
|
|
Sumitomo Corp.
|
13
|
135
|
|
Sumitomo Electric Industries Ltd.
|
145
|
1,924
|
|
Sumitomo Metal Mining Co. Ltd.
|
1
|
35
|
|
Sumitomo Mitsui Financial Group, Inc.
|
12
|
503
|
|
Sumitomo Mitsui Trust Group, Inc.
|
8
|
82
|
|
Sumitomo Realty & Development Co. Ltd.
|
2
|
43
|
|
Suntory Beverage & Food Ltd.
|
—
|
12
|
|
Suzuki Motor Corp.
|
5
|
65
|
|
T&D Holdings, Inc.
|
1
|
44
|
|
Taisei Corp.
|
1
|
40
|
|
Takeda Pharmaceutical Co. Ltd.
|
5
|
172
|
|
TDK Corp.
|
6
|
117
|
|
Terumo Corp.
|
4
|
62
|
|
Toho Co. Ltd.
|
2
|
16
|
|
Tokio Marine Holdings, Inc.
|
60
|
3,043
|
|
Tokyo Electron Ltd.
|
8
|
2,541
|
|
Tokyo Gas Co. Ltd.
|
1
|
35
|
|
TOPPAN Holdings, Inc.
|
1
|
20
|
|
Toray Industries, Inc.
|
4
|
29
|
|
Toyota Motor Corp.
|
146
|
2,755
|
|
Toyota Tsusho Corp.
|
2
|
83
|
|
Unicharm Corp.
|
3
|
22
|
|
West Japan Railway Co.
|
1
|
25
|
|
Yamaha Motor Co. Ltd.
|
3
|
23
|
|
Yokogawa Electric Corp.
|
1
|
29
|
|
Zensho Holdings Co. Ltd.
|
—
|
19
|
|
|
|
29,646
|
|
Kazakhstan — 0.0% ^
|
||
|
Kaspi.KZ JSC, ADR (b)
|
5
|
492
|
|
Luxembourg — 0.0% ^
|
||
|
ArcelorMittal SA
|
1
|
97
|
|
CVC Capital Partners plc (b)
|
1
|
11
|
|
Eurofins Scientific SE
|
—
|
28
|
|
|
|
136
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Macau — 0.0% ^
|
||
|
Galaxy Entertainment Group Ltd.
|
6
|
26
|
|
Sands China Ltd.
|
8
|
14
|
|
|
|
40
|
|
Malaysia — 0.0% ^
|
||
|
Malayan Banking Bhd.
|
244
|
650
|
|
Mexico — 0.1%
|
||
|
Arca Continental SAB de CV
|
47
|
539
|
|
Fresnillo plc
|
1
|
19
|
|
Grupo Aeroportuario del Sureste SAB de CV, ADR (a)
|
2
|
605
|
|
Regional SAB de CV
|
83
|
684
|
|
|
|
1,847
|
|
Netherlands — 0.6%
|
||
|
ABN AMRO Bank NV, CVA (b)
|
2
|
90
|
|
Adyen NV * (b)
|
—
|
87
|
|
Akzo Nobel NV (a)
|
1
|
34
|
|
Argenx SE *
|
—
|
169
|
|
ASM International NV
|
—
|
140
|
|
ASML Holding NV
|
5
|
8,391
|
|
ASR Nederland NV
|
1
|
41
|
|
BE Semiconductor Industries NV
|
—
|
52
|
|
Euronext NV (b)
|
—
|
46
|
|
EXOR NV
|
—
|
22
|
|
Heineken Holding NV
|
—
|
32
|
|
Heineken NV
|
1
|
84
|
|
ING Groep NV
|
9
|
329
|
|
Koninklijke Ahold Delhaize NV
|
3
|
113
|
|
Koninklijke KPN NV
|
12
|
58
|
|
Koninklijke Philips NV
|
3
|
65
|
|
Magnum Ice Cream Co. NV (The) * (a)
|
2
|
29
|
|
Nebius Group NV * (a)
|
1
|
123
|
|
NN Group NV
|
1
|
80
|
|
NXP Semiconductors NV
|
10
|
2,390
|
|
uniQure NV *
|
15
|
663
|
|
Universal Music Group NV
|
3
|
54
|
|
Wolters Kluwer NV
|
1
|
57
|
|
|
|
13,149
|
|
New Zealand — 0.0% ^
|
||
|
Auckland International Airport Ltd.
|
5
|
28
|
|
Contact Energy Ltd.
|
3
|
16
|
|
Fisher & Paykel Healthcare Corp. Ltd.
|
2
|
45
|
|
Infratil Ltd.
|
3
|
25
|
|
Meridian Energy Ltd.
|
4
|
14
|
|
Xero Ltd. *
|
1
|
25
|
|
|
|
153
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Nigeria — 0.0% ^
|
||
|
Airtel Africa plc (b)
|
2
|
11
|
|
Norway — 0.0% ^
|
||
|
Aker BP ASA
|
1
|
36
|
|
DNB Bank ASA
|
3
|
84
|
|
Equinor ASA
|
2
|
93
|
|
Gjensidige Forsikring ASA
|
1
|
19
|
|
Kongsberg Gruppen ASA
|
1
|
42
|
|
Mowi ASA
|
2
|
29
|
|
Norsk Hydro ASA
|
4
|
38
|
|
Orkla ASA
|
2
|
25
|
|
Salmar ASA
|
—
|
12
|
|
Telenor ASA
|
2
|
27
|
|
Var Energi ASA
|
3
|
14
|
|
|
|
419
|
|
Peru — 0.1%
|
||
|
Intercorp Financial Services, Inc.
|
15
|
879
|
|
Poland — 0.0% ^
|
||
|
InPost SA *
|
1
|
14
|
|
Portugal — 0.0% ^
|
||
|
Banco Comercial Portugues SA, Class R
|
26
|
32
|
|
EDP SA
|
10
|
48
|
|
Galp Energia SGPS SA
|
1
|
30
|
|
Jeronimo Martins SGPS SA
|
1
|
18
|
|
|
|
128
|
|
Russia — 0.0%
|
||
|
Severstal PAO, GDR ‡ * (b)
|
58
|
—
(d)
|
|
Saudi Arabia — 0.1%
|
||
|
Al Rajhi Bank
|
104
|
1,731
|
|
Singapore — 0.2%
|
||
|
CapitaLand Ascendas, REIT
|
13
|
26
|
|
CapitaLand Integrated Commercial Trust, REIT
|
19
|
37
|
|
CapitaLand Investment Ltd.
|
8
|
16
|
|
DBS Group Holdings Ltd.
|
46
|
2,673
|
|
Grab Holdings Ltd., Class A *
|
7
|
26
|
|
Keppel Ltd.
|
4
|
39
|
|
Kulicke & Soffa Industries, Inc.
|
6
|
494
|
|
Oversea-Chinese Banking Corp. Ltd.
|
10
|
236
|
|
Sea Ltd., ADR *
|
1
|
129
|
|
Sembcorp Industries Ltd.
|
3
|
12
|
|
Singapore Airlines Ltd.
|
5
|
29
|
|
Singapore Exchange Ltd.
|
3
|
50
|
|
Singapore Technologies Engineering Ltd.
|
5
|
38
|
|
Singapore Telecommunications Ltd.
|
24
|
83
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Singapore — continued
|
||
|
STMicroelectronics NV
|
2
|
108
|
|
United Overseas Bank Ltd.
|
4
|
128
|
|
|
|
4,124
|
|
South Africa — 0.2%
|
||
|
Absa Group Ltd.
|
63
|
871
|
|
Anglo American plc
|
3
|
172
|
|
Capitec Bank Holdings Ltd.
|
3
|
964
|
|
Gold Fields Ltd.
|
36
|
1,146
|
|
Gold Fields Ltd., ADR
|
16
|
511
|
|
MTN Group Ltd.
|
71
|
881
|
|
Sanlam Ltd.
|
84
|
446
|
|
|
|
4,991
|
|
South Korea — 1.6%
|
||
|
Amorepacific Corp.
|
8
|
683
|
|
APR Corp.
|
3
|
709
|
|
Coupang, Inc. *
|
29
|
477
|
|
DB Insurance Co. Ltd.
|
4
|
480
|
|
Delivery Hero SE * (b)
|
1
|
23
|
|
Hana Financial Group, Inc.
|
10
|
886
|
|
Hanmi Pharm Co. Ltd.
|
2
|
558
|
|
HD Hyundai Electric Co. Ltd.
|
1
|
515
|
|
Hugel, Inc. *
|
2
|
258
|
|
Hyundai Glovis Co. Ltd.
|
3
|
481
|
|
JB Financial Group Co. Ltd.
|
31
|
561
|
|
KakaoBank Corp.
|
28
|
425
|
|
Kia Corp.
|
17
|
1,503
|
|
KT Corp., ADR
|
56
|
1,012
|
|
Samsung Biologics Co. Ltd. * (b)
|
—
|
438
|
|
Samsung Electronics Co. Ltd.
|
95
|
16,449
|
|
SK hynix, Inc.
|
9
|
10,278
|
|
|
|
35,736
|
|
Spain — 0.1%
|
||
|
Acciona SA
|
—
|
22
|
|
ACS Actividades de Construccion y Servicios SA
|
1
|
73
|
|
Aena SME SA (b)
|
2
|
74
|
|
Amadeus IT Group SA
|
1
|
87
|
|
Banco Bilbao Vizcaya Argentaria SA
|
18
|
506
|
|
Banco de Sabadell SA
|
15
|
59
|
|
Banco Santander SA
|
46
|
653
|
|
Bankinter SA
|
2
|
36
|
|
CaixaBank SA
|
11
|
164
|
|
Cellnex Telecom SA (b)
|
2
|
48
|
|
EDP Renewables SA
|
1
|
16
|
|
Endesa SA
|
1
|
49
|
|
Iberdrola SA
|
20
|
473
|
|
Indra Sistemas SA
|
—
|
15
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Spain — continued
|
||
|
Industria de Diseno Textil SA
|
4
|
229
|
|
Mapfre SA
|
3
|
15
|
|
Naturgy Energy Group SA
|
1
|
44
|
|
Redeia Corp. SA
|
1
|
22
|
|
Repsol SA
|
4
|
108
|
|
Telefonica SA
|
12
|
49
|
|
|
|
2,742
|
|
Sweden — 0.3%
|
||
|
AddTech AB, Class B
|
1
|
30
|
|
Alfa Laval AB
|
1
|
55
|
|
Assa Abloy AB, Class B
|
3
|
116
|
|
Atlas Copco AB, Class A
|
8
|
171
|
|
Atlas Copco AB, Class B
|
5
|
88
|
|
Beijer Ref AB
|
1
|
19
|
|
Boliden AB
|
1
|
46
|
|
Epiroc AB, Class A
|
2
|
51
|
|
Epiroc AB, Class B
|
1
|
26
|
|
EQT AB
|
1
|
47
|
|
Essity AB, Class B
|
2
|
53
|
|
Evolution AB * (b)
|
—
|
29
|
|
Fastighets AB Balder, Class B *
|
2
|
12
|
|
H & M Hennes & Mauritz AB, Class B
|
1
|
25
|
|
Hexagon AB, Class B
|
7
|
66
|
|
Industrivarden AB, Class A
|
—
|
19
|
|
Industrivarden AB, Class C
|
1
|
29
|
|
Indutrade AB
|
1
|
21
|
|
Investment AB Latour, Class B
|
—
|
9
|
|
Investor AB, Class B
|
6
|
242
|
|
L E Lundbergforetagen AB, Class B
|
—
|
14
|
|
Lifco AB, Class B
|
1
|
23
|
|
Nibe Industrier AB, Class B
|
4
|
18
|
|
Saab AB, Class B
|
1
|
64
|
|
Sagax AB, Class B
|
1
|
12
|
|
Sandvik AB
|
3
|
124
|
|
Securitas AB, Class B
|
2
|
24
|
|
Skandinaviska Enskilda Banken AB, Class A
|
5
|
110
|
|
Skanska AB, Class B
|
1
|
29
|
|
SKF AB, Class B
|
1
|
29
|
|
Svenska Cellulosa AB SCA, Class B
|
2
|
22
|
|
Svenska Handelsbanken AB, Class A
|
4
|
67
|
|
Swedbank AB, Class A
|
3
|
105
|
|
Swedish Orphan Biovitrum AB *
|
1
|
28
|
|
Tele2 AB, Class B
|
2
|
30
|
|
Telefonaktiebolaget LM Ericsson, Class B
|
8
|
83
|
|
Telia Co. AB
|
7
|
34
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Sweden — continued
|
||
|
Trelleborg AB, Class B
|
1
|
27
|
|
Volvo AB, Class B
|
114
|
4,346
|
|
|
|
6,343
|
|
Switzerland — 0.2%
|
||
|
ABB Ltd. (Registered)
|
5
|
496
|
|
Avolta AG
|
—
|
17
|
|
Banque Cantonale Vaudoise (Registered)
|
—
|
18
|
|
Barry Callebaut AG (Registered)
|
—
|
18
|
|
Belimo Holding AG (Registered)
|
—
|
33
|
|
BKW AG
|
—
|
10
|
|
Chocoladefabriken Lindt & Spruengli AG
|
—
|
46
|
|
Cie Financiere Richemont SA (Registered)
|
2
|
408
|
|
DSM-Firmenich AG
|
1
|
57
|
|
EMS-Chemie Holding AG (Registered) (a)
|
—
|
23
|
|
Galderma Group AG
|
1
|
129
|
|
Geberit AG (Registered)
|
—
|
69
|
|
Givaudan SA (Registered)
|
—
|
120
|
|
Helvetia Baloise Holding AG
|
—
|
67
|
|
Julius Baer Group Ltd.
|
1
|
58
|
|
Kuehne + Nagel International AG (Registered)
|
—
|
39
|
|
Logitech International SA (Registered)
|
1
|
48
|
|
Lonza Group AG (Registered)
|
—
|
158
|
|
Nestle SA (Registered)
|
8
|
826
|
|
Partners Group Holding AG
|
—
|
57
|
|
Sandoz Group AG
|
1
|
110
|
|
Schindler Holding AG
|
—
|
40
|
|
Schindler Holding AG (Registered)
|
—
|
31
|
|
SGS SA (Registered)
|
1
|
63
|
|
Sika AG (Registered)
|
1
|
110
|
|
Sonova Holding AG (Registered)
|
—
|
43
|
|
Straumann Holding AG (Registered)
|
—
|
44
|
|
Swatch Group AG (The)
|
—
|
20
|
|
Swiss Life Holding AG (Registered)
|
—
|
105
|
|
Swiss Prime Site AG (Registered)
|
—
|
42
|
|
Swisscom AG (Registered)
|
—
|
65
|
|
UBS Group AG (Registered)
|
10
|
538
|
|
VAT Group AG (b)
|
—
|
65
|
|
Zurich Insurance Group AG
|
1
|
366
|
|
|
|
4,339
|
|
Taiwan — 2.3%
|
||
|
Accton Technology Corp.
|
19
|
1,232
|
|
ASE Technology Holding Co. Ltd.
|
115
|
1,959
|
|
CTBC Financial Holding Co. Ltd.
|
702
|
1,401
|
|
Delta Electronics, Inc.
|
45
|
2,214
|
|
Elite Material Co. Ltd.
|
12
|
1,774
|
|
Formosa Chemicals & Fibre Corp.
|
303
|
528
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
Taiwan — continued
|
||
|
Lotes Co. Ltd. *
|
15
|
833
|
|
MediaTek, Inc.
|
34
|
3,622
|
|
Taiwan Semiconductor Manufacturing Co. Ltd.
|
399
|
29,475
|
|
Taiwan Semiconductor Manufacturing Co. Ltd., ADR
|
14
|
5,831
|
|
Wiwynn Corp.
|
8
|
1,335
|
|
Zhen Ding Technology Holding Ltd.
|
85
|
1,062
|
|
|
|
51,266
|
|
Thailand — 0.0% ^
|
||
|
Fabrinet *
|
2
|
792
|
|
United Arab Emirates — 0.1%
|
||
|
ADNOC Drilling Co. PJSC
|
235
|
372
|
|
Aldar Properties PJSC
|
284
|
573
|
|
NMC Health plc ‡ *
|
3
|
—
(d)
|
|
|
|
945
|
|
United Kingdom — 0.5%
|
||
|
3i Group plc
|
3
|
120
|
|
Admiral Group plc
|
1
|
42
|
|
Associated British Foods plc
|
1
|
25
|
|
AstraZeneca plc
|
5
|
825
|
|
Aviva plc
|
10
|
91
|
|
BAE Systems plc
|
9
|
266
|
|
Barclays plc
|
44
|
302
|
|
British American Tobacco plc
|
6
|
391
|
|
BT Group plc
|
18
|
50
|
|
Bunzl plc
|
1
|
38
|
|
Centrica plc
|
15
|
31
|
|
CK Hutchison Holdings Ltd.
|
9
|
78
|
|
Coca-Cola Europacific Partners plc
|
1
|
71
|
|
Compass Group plc
|
55
|
1,760
|
|
Diageo plc
|
7
|
157
|
|
GSK plc
|
13
|
338
|
|
Halma plc
|
1
|
57
|
|
HSBC Holdings plc
|
55
|
1,174
|
|
Imperial Brands plc
|
2
|
90
|
|
Informa plc
|
4
|
49
|
|
International Consolidated Airlines Group SA
|
4
|
21
|
|
Intertek Group plc
|
1
|
38
|
|
J Sainsbury plc
|
5
|
26
|
|
Kingfisher plc
|
5
|
22
|
|
Klarna Group plc * (a)
|
23
|
444
|
|
Land Securities Group plc, REIT
|
2
|
22
|
|
Legal & General Group plc
|
17
|
68
|
|
Lloyds Banking Group plc
|
188
|
290
|
|
London Stock Exchange Group plc
|
1
|
161
|
|
M&G plc
|
7
|
34
|
|
Marks & Spencer Group plc
|
7
|
35
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
United Kingdom — continued
|
||
|
Melrose Industries plc
|
4
|
24
|
|
National Grid plc
|
16
|
255
|
|
NatWest Group plc
|
110
|
1,035
|
|
Next plc
|
—
|
74
|
|
Pearson plc
|
2
|
25
|
|
Reckitt Benckiser Group plc
|
2
|
145
|
|
RELX plc
|
6
|
201
|
|
Rentokil Initial plc
|
8
|
37
|
|
Rolls-Royce Holdings plc
|
27
|
537
|
|
Sage Group plc (The)
|
3
|
38
|
|
Schroders plc
|
3
|
20
|
|
Segro plc, REIT
|
4
|
51
|
|
Severn Trent plc
|
1
|
35
|
|
Smith & Nephew plc
|
2
|
39
|
|
Smiths Group plc
|
1
|
34
|
|
Spirax Group plc
|
—
|
22
|
|
SSE plc
|
4
|
123
|
|
Standard Chartered plc
|
6
|
169
|
|
Standard Life plc
|
2
|
28
|
|
TechnipFMC plc
|
15
|
1,084
|
|
Tesco plc
|
21
|
135
|
|
Unilever plc
|
7
|
446
|
|
United Utilities Group plc
|
2
|
44
|
|
Verisure plc * (a)
|
1
|
9
|
|
Vodafone Group plc
|
59
|
94
|
|
Wise Group plc, Class A *
|
2
|
27
|
|
|
|
11,847
|
|
United States — 22.0%
|
||
|
3M Co.
|
23
|
4,083
|
|
AbbVie, Inc.
|
22
|
5,572
|
|
Accenture plc, Class A
|
3
|
437
|
|
Advanced Micro Devices, Inc. *
|
11
|
5,428
|
|
Aegon Ltd. (a)
|
4
|
37
|
|
Albemarle Corp.
|
8
|
906
|
|
Alcon AG
|
2
|
110
|
|
Alexandria Real Estate Equities, Inc., REIT
|
5
|
248
|
|
Alnylam Pharmaceuticals, Inc. *
|
2
|
421
|
|
Alphabet, Inc., Class A
|
28
|
10,132
|
|
Alphabet, Inc., Class C
|
53
|
19,078
|
|
Amazon.com, Inc. *
|
98
|
26,700
|
|
American Express Co.
|
12
|
3,933
|
|
American Homes 4 Rent, Class A, REIT
|
10
|
328
|
|
American Tower Corp., REIT
|
3
|
465
|
|
AMETEK, Inc.
|
6
|
1,453
|
|
Amphenol Corp., Class A
|
10
|
1,636
|
|
Amrize Ltd.
|
13
|
641
|
|
Analog Devices, Inc.
|
2
|
910
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
United States — continued
|
||
|
Andersen Group, Inc., Class A * (a)
|
4
|
168
|
|
Aon plc, Class A
|
9
|
3,154
|
|
AP Moller - Maersk A/S, Class A
|
—
|
21
|
|
AP Moller - Maersk A/S, Class B
|
—
|
30
|
|
Apple, Inc.
|
64
|
19,684
|
|
AppLovin Corp., Class A *
|
3
|
1,064
|
|
Arista Networks, Inc. *
|
8
|
1,454
|
|
Arthur J Gallagher & Co.
|
7
|
1,741
|
|
Astera Labs, Inc. *
|
2
|
549
|
|
AT&T, Inc.
|
117
|
2,720
|
|
AutoZone, Inc. *
|
1
|
4,265
|
|
AvalonBay Communities, Inc., REIT
|
13
|
2,441
|
|
Baker Hughes Co., Class A
|
56
|
3,387
|
|
Bank of America Corp.
|
119
|
7,400
|
|
Becton Dickinson & Co.
|
2
|
387
|
|
Berkshire Hathaway, Inc., Class B *
|
7
|
3,556
|
|
Best Buy Co., Inc.
|
2
|
192
|
|
Biogen, Inc. *
|
2
|
407
|
|
BJ's Wholesale Club Holdings, Inc. *
|
12
|
1,126
|
|
Booking Holdings, Inc.
|
16
|
3,151
|
|
Booz Allen Hamilton Holding Corp., Class A
|
19
|
1,359
|
|
Boston Scientific Corp. *
|
23
|
1,069
|
|
BP plc
|
50
|
378
|
|
Bristol-Myers Squibb Co.
|
50
|
3,253
|
|
Broadcom, Inc.
|
31
|
12,125
|
|
Burlington Stores, Inc. *
|
4
|
1,375
|
|
Buzzi SpA
|
—
|
11
|
|
BWX Technologies, Inc.
|
5
|
817
|
|
CACI International, Inc., Class A *
|
—
|
115
|
|
Capital One Financial Corp.
|
14
|
2,855
|
|
Carnival Corp. Ltd.
|
21
|
595
|
|
Carpenter Technology Corp.
|
1
|
712
|
|
Carvana Co., Class A *
|
9
|
563
|
|
Casey's General Stores, Inc.
|
1
|
1,302
|
|
Caterpillar, Inc.
|
1
|
507
|
|
CBRE Group, Inc., Class A *
|
7
|
1,048
|
|
CDW Corp.
|
5
|
772
|
|
Cencora, Inc.
|
10
|
3,064
|
|
Cerebras Systems, Inc., Class A * (a)
|
6
|
1,259
|
|
Charles Schwab Corp. (The)
|
43
|
4,516
|
|
Chemours Co. (The)
|
41
|
674
|
|
Chevron Corp.
|
3
|
564
|
|
Chipotle Mexican Grill, Inc., Class A *
|
8
|
300
|
|
Chubb Ltd.
|
1
|
296
|
|
Ciena Corp. *
|
2
|
864
|
|
Cigna Group (The)
|
5
|
1,412
|
|
Citigroup, Inc.
|
7
|
887
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
United States — continued
|
||
|
Cloudflare, Inc., Class A *
|
2
|
593
|
|
Cognizant Technology Solutions Corp., Class A
|
6
|
315
|
|
Columbia Sportswear Co.
|
5
|
295
|
|
Comfort Systems USA, Inc.
|
1
|
1,787
|
|
ConocoPhillips
|
14
|
1,662
|
|
Corpay, Inc. *
|
4
|
1,608
|
|
CoStar Group, Inc. *
|
31
|
893
|
|
Crowdstrike Holdings, Inc., Class A *
|
14
|
2,648
|
|
Danaher Corp.
|
10
|
1,894
|
|
Darden Restaurants, Inc.
|
1
|
204
|
|
Deere & Co.
|
2
|
1,061
|
|
DigitalOcean Holdings, Inc. *
|
9
|
1,099
|
|
DoorDash, Inc., Class A *
|
7
|
1,451
|
|
Dover Corp.
|
19
|
3,989
|
|
Dow, Inc.
|
11
|
331
|
|
Eaton Corp. plc
|
2
|
666
|
|
Ecolab, Inc.
|
7
|
1,931
|
|
Edwards Lifesciences Corp. *
|
16
|
1,386
|
|
Elevance Health, Inc.
|
2
|
853
|
|
elf Beauty, Inc. *
|
4
|
347
|
|
Eli Lilly & Co.
|
3
|
3,028
|
|
Emerson Electric Co.
|
8
|
1,243
|
|
Entegris, Inc.
|
7
|
797
|
|
EOG Resources, Inc.
|
11
|
1,632
|
|
EQT Corp.
|
34
|
1,826
|
|
Equinix, Inc., REIT
|
—
|
207
|
|
EquipmentShare.com, Inc., Class A * (a)
|
11
|
206
|
|
Essex Property Trust, Inc., REIT
|
3
|
799
|
|
Experian plc
|
3
|
109
|
|
ExxonMobil Holdings Corp. *
|
18
|
2,759
|
|
FedEx Corp.
|
1
|
351
|
|
Fedex Freight Holding Co., Inc. *
|
1
|
104
|
|
Ferrovial NV
|
2
|
100
|
|
Fidelity National Information Services, Inc.
|
22
|
1,006
|
|
Fifth Third Bancorp
|
43
|
2,411
|
|
First Citizens BancShares, Inc., Class A
|
—
|
282
|
|
Flowserve Corp.
|
18
|
1,341
|
|
Fox Corp., Class A
|
9
|
529
|
|
Freeport-McMoRan, Inc.
|
11
|
693
|
|
Gap, Inc. (The)
|
12
|
247
|
|
Gates Industrial Corp. Ltd. *
|
67
|
1,882
|
|
GE HealthCare Technologies, Inc.
|
27
|
1,809
|
|
General Dynamics Corp.
|
1
|
401
|
|
Genpact Ltd.
|
12
|
418
|
|
Goldman Sachs Group, Inc. (The)
|
2
|
1,823
|
|
Guidewire Software, Inc. *
|
4
|
593
|
|
Haleon plc
|
29
|
140
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
United States — continued
|
||
|
Hayward Holdings, Inc. *
|
23
|
342
|
|
HCA Healthcare, Inc.
|
3
|
1,260
|
|
Henry Schein, Inc. *
|
3
|
285
|
|
Hewlett Packard Enterprise Co.
|
57
|
2,721
|
|
Hilton Worldwide Holdings, Inc.
|
3
|
1,110
|
|
Holcim AG
|
2
|
149
|
|
Host Hotels & Resorts, Inc., REIT
|
4
|
112
|
|
Howmet Aerospace, Inc.
|
5
|
1,385
|
|
HubSpot, Inc. *
|
6
|
1,442
|
|
Incora Intermediate LLC ‡ *
|
—
|
5
|
|
Ingersoll Rand, Inc.
|
15
|
1,253
|
|
Insmed, Inc. *
|
10
|
1,027
|
|
Intel Corp. *
|
17
|
1,567
|
|
Interactive Brokers Group, Inc., Class A
|
13
|
1,117
|
|
InterContinental Hotels Group plc
|
—
|
74
|
|
International Business Machines Corp.
|
1
|
331
|
|
Intuit, Inc.
|
1
|
467
|
|
Intuitive Surgical, Inc. *
|
1
|
438
|
|
IQVIA Holdings, Inc. *
|
11
|
2,564
|
|
ITT, Inc.
|
7
|
1,331
|
|
Jabil, Inc.
|
3
|
828
|
|
JB Hunt Transport Services, Inc.
|
1
|
253
|
|
JFrog Ltd. *
|
9
|
683
|
|
Johnson & Johnson
|
35
|
9,066
|
|
Kinder Morgan, Inc.
|
5
|
175
|
|
Kinsale Capital Group, Inc.
|
1
|
322
|
|
Kontoor Brands, Inc.
|
12
|
1,042
|
|
Labcorp Holdings, Inc.
|
5
|
1,501
|
|
Lam Research Corp.
|
5
|
1,374
|
|
Live Nation Entertainment, Inc. *
|
5
|
896
|
|
Loews Corp.
|
4
|
519
|
|
Lowe's Cos., Inc.
|
20
|
4,104
|
|
Lumentum Holdings, Inc. *
|
1
|
698
|
|
LyondellBasell Industries NV, Class A
|
4
|
221
|
|
M&T Bank Corp.
|
2
|
602
|
|
Marriott International, Inc., Class A
|
4
|
1,459
|
|
Marsh & McLennan Cos., Inc.
|
2
|
326
|
|
Martin Marietta Materials, Inc.
|
—
|
239
|
|
MasTec, Inc. *
|
3
|
850
|
|
Mastercard, Inc., Class A
|
20
|
11,239
|
|
McDonald's Corp.
|
12
|
3,200
|
|
Medtronic plc
|
11
|
960
|
|
Merck & Co., Inc.
|
14
|
1,812
|
|
Meta Platforms, Inc., Class A
|
21
|
11,822
|
|
MGIC Investment Corp.
|
14
|
410
|
|
Micron Technology, Inc.
|
6
|
5,334
|
|
Microsoft Corp.
|
52
|
23,976
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
United States — continued
|
||
|
Mid-America Apartment Communities, Inc., REIT
|
8
|
1,047
|
|
Middleby Corp. (The) *
|
2
|
281
|
|
Midera Food Processing, Inc. *
|
3
|
142
|
|
MKS, Inc.
|
3
|
828
|
|
Mohawk Industries, Inc. *
|
2
|
263
|
|
Mondelez International, Inc., Class A
|
19
|
1,182
|
|
Moran Foods Backstop Equity ‡ *
|
2,995
|
—
|
|
Morgan Stanley
|
12
|
2,508
|
|
MYT Holding LLC ‡ *
|
23
|
6
|
|
Natera, Inc. *
|
5
|
1,323
|
|
Neurocrine Biosciences, Inc. *
|
7
|
1,249
|
|
Nexstar Media Group, Inc.
|
4
|
693
|
|
NextEra Energy, Inc.
|
89
|
7,695
|
|
NMG Parent LLC, Escrow ‡ *
|
1
|
—
(d)
|
|
Novartis AG (Registered)
|
6
|
919
|
|
NVIDIA Corp.
|
175
|
35,224
|
|
Octave Intelligence plc, SDR *
|
1
|
11
|
|
Okta, Inc. *
|
5
|
705
|
|
Omnicom Group, Inc.
|
4
|
346
|
|
Packaging Corp. of America
|
2
|
395
|
|
Palantir Technologies, Inc., Class A *
|
11
|
1,414
|
|
Palo Alto Networks, Inc. *
|
8
|
2,645
|
|
Paychex, Inc.
|
3
|
336
|
|
Paylocity Holding Corp. *
|
2
|
213
|
|
Performance Food Group Co. *
|
24
|
2,729
|
|
PG&E Corp.
|
38
|
667
|
|
Philip Morris International, Inc.
|
11
|
2,046
|
|
Post Holdings, Inc. *
|
4
|
408
|
|
PPG Industries, Inc.
|
3
|
284
|
|
Procter & Gamble Co. (The)
|
3
|
392
|
|
Progressive Corp. (The)
|
9
|
1,961
|
|
PTC, Inc. *
|
2
|
246
|
|
Public Service Enterprise Group, Inc.
|
2
|
176
|
|
Public Storage, REIT
|
1
|
355
|
|
QIAGEN NV
|
1
|
27
|
|
QUALCOMM, Inc.
|
9
|
1,357
|
|
Quanta Services, Inc.
|
3
|
1,883
|
|
Range Resources Corp.
|
15
|
598
|
|
Raymond James Financial, Inc.
|
2
|
291
|
|
Rayonier, Inc., REIT
|
10
|
216
|
|
Regency Centers Corp., REIT
|
4
|
325
|
|
Regeneron Pharmaceuticals, Inc.
|
1
|
648
|
|
Regions Financial Corp.
|
8
|
247
|
|
Rhythm Pharmaceuticals, Inc. *
|
5
|
490
|
|
Robinhood Markets, Inc., Class A *
|
10
|
851
|
|
Roche Holding AG
|
—
|
42
|
|
Roche Holding AG
|
2
|
986
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
United States — continued
|
||
|
Rocket Cos., Inc., Class A *
|
34
|
433
|
|
Rockwell Automation, Inc.
|
2
|
821
|
|
Roper Technologies, Inc.
|
1
|
447
|
|
Royal Caribbean Cruises Ltd.
|
3
|
812
|
|
RTX Corp.
|
7
|
1,541
|
|
Sandisk Corp. *
|
—
|
518
|
|
Sanofi SA
|
3
|
301
|
|
SBA Communications Corp., REIT
|
1
|
222
|
|
Schneider Electric SE
|
2
|
591
|
|
Sempra
|
4
|
368
|
|
ServiceNow, Inc. *
|
14
|
1,504
|
|
Shell plc
|
123
|
5,622
|
|
Silgan Holdings, Inc.
|
7
|
280
|
|
Smurfit Westrock plc
|
7
|
322
|
|
Snowflake, Inc., Class A *
|
7
|
2,047
|
|
Somnigroup International, Inc.
|
5
|
322
|
|
Southern Co. (The)
|
14
|
1,312
|
|
Southwest Airlines Co.
|
39
|
1,754
|
|
Space Exploration Technologies Corp., Class A * (a)
|
8
|
817
|
|
Spotify Technology SA *
|
—
|
235
|
|
State Street Corp.
|
4
|
674
|
|
Stellantis NV *
|
6
|
37
|
|
Stryker Corp.
|
11
|
3,615
|
|
Sunbelt Rentals Holdings, Inc.
|
1
|
94
|
|
Swiss Re AG
|
1
|
160
|
|
Take-Two Interactive Software, Inc. *
|
5
|
1,176
|
|
TD SYNNEX Corp.
|
4
|
902
|
|
Teledyne Technologies, Inc. *
|
1
|
945
|
|
Tenaris SA
|
1
|
30
|
|
Teradyne, Inc.
|
4
|
1,324
|
|
Tesla, Inc. *
|
13
|
4,028
|
|
Texas Instruments, Inc.
|
2
|
586
|
|
Textron, Inc.
|
4
|
321
|
|
Thermo Fisher Scientific, Inc.
|
2
|
1,205
|
|
Timken Co. (The)
|
9
|
1,171
|
|
TJX Cos., Inc. (The)
|
6
|
919
|
|
Toast, Inc., Class A *
|
22
|
702
|
|
Tractor Supply Co.
|
29
|
879
|
|
Trane Technologies plc
|
8
|
3,520
|
|
TransUnion
|
5
|
388
|
|
Travelers Cos., Inc. (The)
|
1
|
347
|
|
Truist Financial Corp.
|
11
|
561
|
|
Twilio, Inc., Class A *
|
5
|
897
|
|
UDR, Inc., REIT
|
11
|
411
|
|
Union Pacific Corp.
|
2
|
556
|
|
United Rentals, Inc.
|
2
|
2,056
|
|
UnitedHealth Group, Inc.
|
13
|
5,384
|
|
INVESTMENTS
|
SHARES
(000)
|
VALUE
($000)
|
|
Common Stocks — continued
|
||
|
United States — continued
|
||
|
Universal Display Corp.
|
1
|
96
|
|
US Bancorp
|
30
|
1,891
|
|
Valero Energy Corp.
|
3
|
983
|
|
Ventas, Inc., REIT
|
38
|
3,524
|
|
VeraDermics, Inc. *
|
3
|
355
|
|
Vertex Pharmaceuticals, Inc. *
|
—
|
226
|
|
Vicor Corp. *
|
2
|
422
|
|
Walmart, Inc.
|
8
|
938
|
|
Walt Disney Co. (The)
|
58
|
5,623
|
|
Warner Music Group Corp., Class A
|
8
|
203
|
|
Wells Fargo & Co.
|
69
|
5,946
|
|
Western Digital Corp.
|
6
|
3,095
|
|
Williams Cos., Inc. (The)
|
21
|
1,496
|
|
WillScot Holdings Corp.
|
20
|
483
|
|
Xcel Energy, Inc.
|
7
|
549
|
|
Yum! Brands, Inc.
|
20
|
3,101
|
|
Zoom Communications, Inc., Class A *
|
2
|
203
|
|
|
|
495,688
|
|
Total Common Stocks
(Cost $470,214)
|
|
803,238
|
|
|
PRINCIPAL
AMOUNT
($000)
|
|
|
Corporate Bonds — 16.8%
|
||
|
Australia — 0.1%
|
||
|
Goodman Australia Finance Pty. Ltd. REIT, 4.25%, 5/3/2030 (b)
|
EUR790
|
927
|
|
Goodman US Finance Seven LLC REIT, 5.25%, 4/28/2036 (c)
|
939
|
903
|
|
Scentre Group Trust 1 REIT, 3.75%, 3/23/2027 (c)
|
200
|
199
|
|
|
|
2,029
|
|
Austria — 0.0% ^
|
||
|
Benteler International Austria GmbH 7.25%, 6/15/2031 (b)
|
EUR230
|
281
|
|
Canada — 0.6%
|
||
|
Bank of Montreal 0.05%, 6/8/2029 (b)
|
EUR1,327
|
1,402
|
|
Bausch Health Cos., Inc.
|
|
|
|
4.88%, 6/1/2028 (c)
|
605
|
563
|
|
11.00%, 9/30/2028 (c)
|
392
|
401
|
|
Element Fleet Management Corp. 5.64%, 3/13/2027 (c)
|
250
|
251
|
|
Enbridge, Inc.
|
|
|
|
(3-MONTH CME TERM SOFR + 3.68%), 5.50%, 7/15/2077 (e)
|
450
|
449
|
|
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 3.71%), 7.38%, 1/15/2083 (e)
|
1,100
|
1,122
|
|
National Bank of Canada (SOFR + 0.79%), 4.95%, 2/1/2028 (e)
|
250
|
250
|
|
Nutrien Ltd. 4.85%, 5/29/2031
|
598
|
593
|
|
Ontario Teachers' Finance Trust
|
|
|
|
4.25%, 4/25/2028 (c)
|
1,513
|
1,510
|
|
0.10%, 5/19/2028 (b)
|
EUR2,955
|
3,238
|
|
0.05%, 11/25/2030 (b)
|
EUR2,896
|
2,917
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
Canada — continued
|
||
|
Toronto-Dominion Bank (The) 3.19%, 2/16/2029 (b)
|
EUR1,300
|
1,500
|
|
TransCanada PipeLines Ltd. (US Treasury Yield Curve Rate T Note Constant Maturity
5 Year + 2.25%), 6.13%, 10/17/2056 (a)
(e)
|
194
|
194
|
|
|
|
14,390
|
|
Denmark — 0.1%
|
||
|
Danske Bank A/S (EUR Swap Annual 1 Year + 1.35%), 4.50%, 11/9/2028 (b) (e)
|
EUR2,000
|
2,344
|
|
France — 0.4%
|
||
|
BNP Paribas SA (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.90%),
7.75%, 8/16/2029 (c) (e) (f) (g) (h)
|
440
|
459
|
|
BPCE SFH SA 3.38%, 3/13/2029 (b)
|
EUR1,900
|
2,202
|
|
Electricite de France SA (EUR Swap Annual 5 Year + 2.86%), 2.63%, 12/1/2027 (b) (e) (g) (h)
|
EUR400
|
451
|
|
Engie SA 3.63%, 3/6/2031 (b)
|
EUR1,900
|
2,193
|
|
Forvia SE 5.63%, 6/15/2030 (b)
|
EUR225
|
266
|
|
Societe Generale SA
|
|
|
|
(EURIBOR 3 Month + 1.50%), 4.75%, 9/28/2029 (b) (e)
|
EUR900
|
1,065
|
|
(EURIBOR 3 Month + 1.80%), 4.25%, 12/6/2030 (b) (e)
|
EUR1,800
|
2,110
|
|
TotalEnergies SE Series NC12, (EUR Swap Annual 5 Year + 2.51%), 2.13%, 7/25/2032 (b) (e) (g) (h)
|
EUR700
|
705
|
|
|
|
9,451
|
|
Germany — 0.8%
|
||
|
Commerzbank AG (EURIBOR 3 Month + 2.40%), 5.13%, 1/18/2030 (b) (e)
|
EUR2,700
|
3,232
|
|
Deutsche Bank AG
|
|
|
|
(SOFR + 1.22%), 2.31%, 11/16/2027 (e)
|
2,450
|
2,433
|
|
(EURIBOR 3 Month + 1.25%), 3.38%, 2/13/2031 (b) (e)
|
EUR1,700
|
1,938
|
|
Mercedes-Benz Finance North America LLC 4.90%, 11/15/2027 (c)
|
250
|
251
|
|
Traton Finance Luxembourg SA
|
|
|
|
3.75%, 3/27/2030 (b)
|
EUR1,600
|
1,840
|
|
3.75%, 1/14/2031 (b)
|
EUR1,200
|
1,375
|
|
Volkswagen Bank GmbH 2.75%, 6/19/2028 (b)
|
EUR3,500
|
3,985
|
|
Volkswagen Leasing GmbH 0.63%, 7/19/2029 (b)
|
EUR652
|
692
|
|
Vonovia SE 1.00%, 7/9/2030 (b)
|
EUR2,100
|
2,186
|
|
ZF Europe Finance BV 7.00%, 6/12/2030 (b)
|
EUR200
|
245
|
|
|
|
18,177
|
|
Hong Kong — 0.0% ^
|
||
|
Melco Resorts Finance Ltd. 6.50%, 9/24/2033 (c)
|
200
|
193
|
|
Ireland — 0.2%
|
||
|
AerCap Ireland Capital DAC 4.75%, 1/15/2033
|
380
|
366
|
|
AIB Group plc (EURIBOR ICE Swap Rate 5 Year + 4.39%), 7.13%, 10/30/2029 (b) (e) (f) (g) (h)
|
EUR400
|
493
|
|
Avolon Holdings Funding Ltd. 3.25%, 2/15/2027 (c)
|
2,350
|
2,332
|
|
|
|
3,191
|
|
Italy — 0.6%
|
||
|
Banca Monte dei Paschi di Siena SpA 3.50%, 4/23/2029 (b)
|
EUR2,150
|
2,494
|
|
Banco BPM SpA 4.63%, 11/29/2027 (b)
|
EUR2,000
|
2,349
|
|
Credito Emiliano SpA 3.25%, 4/18/2029 (b)
|
EUR2,000
|
2,304
|
|
Enel SpA (EURIBOR ICE Swap Rate 5 Year + 3.49%), 6.38%, 4/16/2028 (b) (e) (g) (h)
|
EUR300
|
360
|
|
Intesa Sanpaolo SpA
|
|
|
|
5.13%, 8/29/2031 (b)
|
EUR1,066
|
1,313
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
Italy — continued
|
||
|
(EURIBOR ICE Swap Rate 5 Year + 4.04%), 6.38%, 5/26/2033 (b) (e) (f) (g) (h)
|
EUR400
|
485
|
|
UniCredit SpA
|
|
|
|
(EURIBOR 3 Month + 1.60%), 4.45%, 2/16/2029 (b) (e)
|
EUR2,315
|
2,713
|
|
(EURIBOR ICE Swap Rate 5 Year + 4.21%), 6.50%, 12/3/2031 (b) (e) (f) (g) (h)
|
EUR600
|
737
|
|
|
|
12,755
|
|
Japan — 0.1%
|
||
|
Nissan Motor Co. Ltd. 7.50%, 7/17/2030 (c)
|
696
|
713
|
|
Sumitomo Mitsui Financial Group, Inc. 5.80%, 7/13/2028 (a)
|
200
|
204
|
|
|
|
917
|
|
Luxembourg — 0.0% ^
|
||
|
Maxam Prill SARL 6.00%, 7/15/2030 (b)
|
EUR245
|
288
|
|
Netherlands — 0.1%
|
||
|
Nederlandse Waterschapsbank NV 3.50%, 7/20/2027
|
AUD3,120
|
2,166
|
|
Portugal — 0.2%
|
||
|
Banco Santander Totta SA 3.25%, 2/15/2031 (b)
|
EUR3,600
|
4,144
|
|
Saudi Arabia — 0.0% ^
|
||
|
Greensaif Pipelines Bidco Sarl 5.85%, 2/23/2036 (b)
|
780
|
773
|
|
Spain — 0.4%
|
||
|
Banco Bilbao Vizcaya Argentaria SA (US Treasury Yield Curve Rate T Note Constant Maturity
5 Year + 5.10%), 9.38%,
3/19/2029 (e) (f) (g) (h)
|
640
|
692
|
|
Banco de Sabadell SA
|
|
|
|
(EURIBOR ICE Swap Rate 1 Year + 1.60%), 4.25%, 9/13/2030 (b) (e)
|
EUR1,800
|
2,119
|
|
(EUR Swap Annual 5 Year + 4.28%), 6.50%, 5/20/2031 (b) (e) (f) (g) (h)
|
EUR400
|
483
|
|
Banco Santander SA (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year +
5.31%), 9.63%, 11/21/2028 (e) (f) (g) (h)
|
600
|
650
|
|
CaixaBank SA
|
|
|
|
(EURIBOR 3 Month + 1.65%), 5.00%, 7/19/2029 (b) (e)
|
EUR3,200
|
3,807
|
|
(EURIBOR ICE Swap Rate 5 Year + 5.29%), 7.50%, 1/16/2030 (b) (e) (f) (g) (h)
|
EUR400
|
500
|
|
Iberdrola Finanzas SA (EURIBOR ICE Swap Rate 5 Year + 1.36%), 3.75%, 8/5/2031 (b) (e) (g) (h)
|
EUR200
|
224
|
|
Telefonica Europe BV (EURIBOR ICE Swap Rate 8 Year + 3.61%), 6.75%, 6/7/2031 (b) (e) (g) (h)
|
EUR800
|
994
|
|
|
|
9,469
|
|
Switzerland — 0.5%
|
||
|
Holcim Finance Luxembourg SA 0.50%, 4/23/2031 (b)
|
EUR938
|
934
|
|
Tyco Electronics Group SA 0.00%, 2/16/2029
|
EUR1,225
|
1,299
|
|
UBS Group AG
|
|
|
|
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 4.74%), 9.25%, 11/13/2028 (c) (e) (f) (g) (h)
|
435
|
466
|
|
(SOFR + 1.06%), 4.40%, 9/23/2031 (c) (e)
|
548
|
532
|
|
UBS Switzerland AG 3.30%, 3/5/2029 (b)
|
EUR7,070
|
8,172
|
|
|
|
11,403
|
|
Trinidad And Tobago — 0.0% ^
|
||
|
Trinidad Generation UnLtd 7.75%, 6/16/2033 (c)
|
200
|
209
|
|
United Kingdom — 0.6%
|
||
|
Barclays plc
|
|
|
|
(SOFR + 1.49%), 5.67%, 3/12/2028 (e)
|
250
|
251
|
|
(EUR Swap Annual 1 Year + 1.26%), 0.58%, 8/9/2029 (b) (e)
|
EUR1,328
|
1,448
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United Kingdom — continued
|
||
|
(EURIBOR ICE Swap Rate 1 Year + 2.05%), 4.51%, 1/31/2033 (b) (e)
|
EUR457
|
541
|
|
Cadent Finance plc 0.63%, 3/19/2030 (b)
|
EUR3,225
|
3,350
|
|
HSBC Holdings plc
|
|
|
|
(SOFR + 0.94%), 4.71%, 5/12/2030 (e)
|
883
|
876
|
|
(SOFR + 1.29%), 5.29%, 11/19/2030 (e)
|
310
|
312
|
|
INEOS Quattro Finance 2 plc 8.50%, 3/15/2029 (b)
|
EUR225
|
223
|
|
NatWest Group plc (EURIBOR 3 Month + 0.89%), 0.67%, 9/14/2029 (b) (e)
|
EUR496
|
540
|
|
Santander UK Group Holdings plc
|
|
|
|
(SOFR + 1.22%), 2.47%, 1/11/2028 (e)
|
250
|
248
|
|
(SOFRINDX + 1.07%), 4.32%, 9/22/2029 (e)
|
2,284
|
2,255
|
|
Standard Chartered plc (US Treasury Yield Curve Rate T Note Constant Maturity 1 Year
+ 1.85%), 6.75%, 2/8/2028 (c) (e)
|
250
|
253
|
|
Synthomer plc 7.38%, 5/2/2029 (b)
|
EUR230
|
218
|
|
TSB Bank plc
|
|
|
|
3.32%, 3/5/2029 (b)
|
EUR1,490
|
1,719
|
|
2.70%, 2/18/2030 (b)
|
EUR1,300
|
1,467
|
|
|
|
13,701
|
|
United States — 12.1%
|
||
|
AAR Escrow Issuer LLC 6.75%, 3/15/2029 (c)
|
852
|
870
|
|
Accendra Health, Inc. 9.75%, 6/15/2033 (a) (c)
|
603
|
402
|
|
ACCO Brands Corp. 4.25%, 3/15/2029 (a) (c)
|
385
|
363
|
|
Acrisure LLC
|
|
|
|
4.25%, 2/15/2029 (c)
|
804
|
750
|
|
7.50%, 11/6/2030 (c)
|
333
|
322
|
|
Adapthealth LLC 5.13%, 3/1/2030 (c)
|
429
|
414
|
|
Adient Global Holdings Ltd. 7.00%, 4/15/2028 (c)
|
1,021
|
1,036
|
|
Advance Auto Parts, Inc. 7.00%, 8/1/2030 (c)
|
1,002
|
1,027
|
|
Aethon United BR LP 7.50%, 10/1/2029 (c)
|
1,011
|
1,049
|
|
Alaska Airlines, Inc. 6.50%, 6/1/2031 (c)
|
21
|
21
|
|
Albertsons Cos., Inc.
|
|
|
|
6.50%, 2/15/2028 (c)
|
1,125
|
1,132
|
|
3.50%, 3/15/2029 (c)
|
99
|
93
|
|
5.50%, 3/31/2031 (c)
|
11
|
11
|
|
Alcoa Nederland Holding BV 4.13%, 3/31/2029 (c)
|
242
|
234
|
|
Alliant Holdings Intermediate LLC
|
|
|
|
6.75%, 4/15/2028 (c)
|
911
|
915
|
|
7.00%, 1/15/2031 (c)
|
933
|
947
|
|
Allied Universal Holdco LLC
|
|
|
|
6.88%, 6/15/2030 (c)
|
876
|
895
|
|
7.88%, 2/15/2031 (c)
|
170
|
177
|
|
Alta Equipment Group, Inc. 9.00%, 6/1/2029 (a) (c)
|
906
|
864
|
|
Alumina Pty. Ltd. 6.13%, 3/15/2030 (c)
|
794
|
801
|
|
American Airlines, Inc.
|
|
|
|
7.25%, 2/15/2028 (c)
|
95
|
96
|
|
5.75%, 4/20/2029 (c)
|
853
|
849
|
|
American Axle & Manufacturing, Inc. 5.00%, 10/1/2029 (a)
|
868
|
839
|
|
American Express Co. (SOFR + 0.87%), 4.46%, 2/10/2032 (e)
|
665
|
650
|
|
American Honda Finance Corp. (SOFR + 0.87%), 4.53%, 7/9/2027 (e)
|
67
|
67
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United States — continued
|
||
|
AmWINS Group, Inc.
|
|
|
|
6.38%, 2/15/2029 (c)
|
1,117
|
1,122
|
|
4.88%, 6/30/2029 (c)
|
147
|
141
|
|
Antero Resources Corp. 5.38%, 3/1/2030 (c)
|
1,900
|
1,903
|
|
Anywhere Real Estate Group LLC 7.00%, 4/15/2030 (c)
|
1,113
|
1,121
|
|
AP Core Holdings II LLC 11.00%, 5/15/2031 (c)
|
966
|
1,009
|
|
APH Somerset Investor 2 LLC 7.88%, 11/1/2029 (c)
|
915
|
927
|
|
APLD ComputeCo 2 LLC 6.75%, 3/15/2031 (a) (c)
|
1,534
|
1,499
|
|
APLD ComputeCo 3 LLC 7.00%, 6/15/2031 (c)
|
155
|
151
|
|
APLD ComputeCo LLC 9.25%, 12/15/2030 (c)
|
1,454
|
1,545
|
|
Arbor Realty SR, Inc. REIT, 7.88%, 7/15/2030 (a) (c)
|
779
|
708
|
|
Ardagh Group SA 9.50%, 12/1/2030 (c)
|
1,255
|
1,330
|
|
Aretec Group, Inc. 10.00%, 8/15/2030 (c)
|
825
|
870
|
|
Arsenal AIC Parent LLC 8.00%, 10/1/2030 (c)
|
871
|
905
|
|
Asbury Automotive Group, Inc. 4.63%, 11/15/2029 (c)
|
965
|
936
|
|
Athene Global Funding 2.88%, 7/21/2028 (b)
|
EUR2,014
|
2,289
|
|
Avantor Funding, Inc. 3.88%, 11/1/2029 (c)
|
772
|
736
|
|
Avient Corp. 7.13%, 8/1/2030 (c)
|
891
|
904
|
|
Avis Budget Car Rental LLC
|
|
|
|
5.38%, 3/1/2029 (a) (c)
|
34
|
33
|
|
8.25%, 1/15/2030 (c)
|
319
|
324
|
|
Axon Enterprise, Inc. 6.13%, 3/15/2030 (c)
|
1,024
|
1,036
|
|
B&G Foods, Inc. 8.00%, 9/15/2028 (c)
|
938
|
917
|
|
Ball Corp. 6.00%, 6/15/2029
|
54
|
55
|
|
Bank of America Corp.
|
|
|
|
(EURIBOR 3 Month + 0.95%), 1.10%, 5/24/2032 (b) (e)
|
EUR630
|
644
|
|
(SOFR + 1.13%), 5.05%, 2/6/2037 (e)
|
2,323
|
2,237
|
|
Bausch + Lomb Corp. 8.38%, 10/1/2028 (c)
|
1,201
|
1,231
|
|
Beacon Mobility Corp. 7.25%, 8/1/2030 (c)
|
180
|
186
|
|
Beignet Investor LLC 6.58%, 5/30/2049 (c)
|
430
|
417
|
|
BellRing Brands, Inc. 7.00%, 3/15/2030 (c)
|
270
|
267
|
|
Black Pearl Compute LLC 6.13%, 2/15/2031 (c)
|
1,486
|
1,484
|
|
Block, Inc. 5.63%, 8/15/2030 (c)
|
1,123
|
1,117
|
|
Brandywine Operating Partnership LP REIT, 8.88%, 4/12/2029
|
795
|
833
|
|
Bread Financial Holdings, Inc. 6.75%, 5/15/2031 (c)
|
630
|
642
|
|
Buckeye Partners LP 6.88%, 7/1/2029 (c)
|
1,060
|
1,084
|
|
Bunge Finance Europe BV 1.00%, 9/24/2028 (b)
|
EUR2,350
|
2,579
|
|
Burford Capital Global Finance LLC 9.25%, 7/1/2031 (c)
|
238
|
232
|
|
Caesars Entertainment, Inc.
|
|
|
|
4.63%, 10/15/2029 (a) (c)
|
769
|
731
|
|
7.00%, 2/15/2030 (c)
|
1,165
|
1,169
|
|
Canpack Group, Inc. 6.00%, 5/15/2031 (c)
|
812
|
808
|
|
Capstone Borrower, Inc. 8.00%, 6/15/2030 (a) (c)
|
133
|
129
|
|
Caturus Energy LLC 7.13%, 5/15/2031 (c)
|
534
|
529
|
|
CCO Holdings LLC
|
|
|
|
6.38%, 9/1/2029 (c)
|
886
|
880
|
|
7.38%, 3/1/2031 (a) (c)
|
910
|
906
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United States — continued
|
||
|
Celanese US Holdings LLC
|
|
|
|
7.35%, 11/15/2028 (i)
|
82
|
85
|
|
6.50%, 4/15/2030
|
1,491
|
1,509
|
|
7.55%, 11/15/2030 (i)
|
578
|
608
|
|
7.00%, 2/15/2031
|
438
|
449
|
|
Century Communities, Inc. 3.88%, 8/15/2029 (c)
|
831
|
788
|
|
Charter Communications Operating LLC 6.38%, 10/23/2035
|
2,250
|
2,177
|
|
Chemours Co. (The) 4.63%, 11/15/2029 (c)
|
325
|
307
|
|
Chevron Phillips Chemical Co. LLC 3.40%, 12/1/2026 (c)
|
78
|
78
|
|
Chord Energy Corp. 6.00%, 10/1/2030 (c)
|
917
|
920
|
|
Churchill Downs, Inc. 5.75%, 4/1/2030 (c)
|
720
|
718
|
|
Cipher Compute LLC 7.13%, 11/15/2030 (c)
|
1,354
|
1,381
|
|
Citigroup, Inc.
|
|
|
|
(SOFR + 1.34%), 4.54%, 9/19/2030 (e)
|
1,595
|
1,576
|
|
(SOFR + 1.17%), 2.56%, 5/1/2032 (e)
|
1,950
|
1,738
|
|
Clarios Global LP
|
|
|
|
6.75%, 5/15/2028 (c)
|
1,110
|
1,124
|
|
6.75%, 2/15/2030 (c)
|
34
|
35
|
|
Clear Channel Outdoor Holdings, Inc.
|
|
|
|
7.88%, 4/1/2030 (c)
|
1,261
|
1,310
|
|
7.13%, 2/15/2031 (c)
|
220
|
227
|
|
Cleveland-Cliffs, Inc. 6.88%, 11/1/2029 (c)
|
1,330
|
1,344
|
|
Cloud Software Group LLC
|
|
|
|
6.50%, 3/31/2029 (c)
|
1,434
|
1,401
|
|
9.00%, 9/30/2029 (c)
|
1,597
|
1,565
|
|
Clydesdale Acquisition Holdings, Inc.
|
|
|
|
6.63%, 4/15/2029 (c)
|
11
|
11
|
|
6.88%, 1/15/2030 (c)
|
33
|
33
|
|
8.75%, 4/15/2030 (a) (c)
|
1,493
|
1,427
|
|
Coherent Corp. 5.00%, 12/15/2029 (c)
|
552
|
540
|
|
Coinbase Global, Inc. 3.38%, 10/1/2028 (c)
|
895
|
849
|
|
Community Health Systems, Inc. 5.25%, 5/15/2030 (c)
|
1,322
|
1,221
|
|
Compass Minerals International, Inc. 8.00%, 7/1/2030 (c)
|
832
|
869
|
|
Conduent Business Services LLC 6.00%, 11/1/2029 (a) (c)
|
813
|
697
|
|
Cooper-Standard Automotive, Inc. 9.25%, 3/1/2031 (c)
|
1,065
|
1,084
|
|
Core Scientific Finance I LLC 7.75%, 5/15/2031 (c)
|
1,518
|
1,486
|
|
Corebridge Financial, Inc. (US Treasury Yield Curve Rate T Note Constant Maturity
5 Year + 3.85%), 6.88%, 12/15/2052 (e)
|
2
|
2
|
|
CoreCivic, Inc. 8.25%, 4/15/2029
|
780
|
810
|
|
CoreWeave, Inc.
|
|
|
|
9.25%, 6/1/2030 (a) (c)
|
1,279
|
1,195
|
|
9.00%, 2/1/2031 (a) (c)
|
1,027
|
927
|
|
Coty, Inc. 5.60%, 1/15/2031 (c)
|
834
|
818
|
|
CP Atlas Buyer, Inc. 9.75%, 7/15/2030 (a) (c)
|
725
|
653
|
|
CRC Insurance Group LLC 7.13%, 6/1/2031 (c)
|
897
|
895
|
|
Credit Acceptance Corp.
|
|
|
|
9.25%, 12/15/2028 (c)
|
11
|
11
|
|
6.63%, 3/15/2030 (a) (c)
|
1,083
|
1,082
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United States — continued
|
||
|
CrossCountry Intermediate HoldCo LLC 6.50%, 10/1/2030 (c)
|
999
|
966
|
|
Crown Americas LLC 5.25%, 4/1/2030
|
96
|
96
|
|
CSC Holdings LLC
|
|
|
|
11.25%, 5/15/2028 (c)
|
294
|
171
|
|
11.75%, 1/31/2029 (c)
|
1,360
|
778
|
|
CVR Energy, Inc. 7.50%, 2/15/2031 (c)
|
845
|
856
|
|
CVR Partners LP 6.13%, 6/15/2028 (c)
|
580
|
579
|
|
Cyprium Corp. 6.13%, 4/15/2031 (c)
|
378
|
375
|
|
Darling Ingredients, Inc. 6.00%, 6/15/2030 (c)
|
1,039
|
1,044
|
|
Dcli Bidco LLC 7.75%, 11/15/2029 (c)
|
539
|
554
|
|
Delek Logistics Partners LP 8.63%, 3/15/2029 (c)
|
846
|
878
|
|
Directv Financing LLC
|
|
|
|
8.88%, 2/1/2030 (c)
|
1,951
|
1,982
|
|
10.00%, 2/15/2031 (c)
|
697
|
728
|
|
Discovery Communications LLC
|
|
|
|
3.95%, 3/20/2028
|
501
|
492
|
|
4.13%, 5/15/2029
|
851
|
836
|
|
3.63%, 5/15/2030
|
1,820
|
1,684
|
|
Discovery Global Holdings, Inc.
|
|
|
|
3.76%, 3/15/2027
|
109
|
108
|
|
4.05%, 3/15/2029
|
85
|
83
|
|
4.30%, 1/17/2030
|
EUR888
|
1,020
|
|
Duquesne Light Holdings, Inc. 3.62%, 8/1/2027 (c)
|
2,400
|
2,375
|
|
EchoStar Corp. 10.75%, 11/30/2029
|
1,366
|
1,478
|
|
Edged Compute LLC 7.50%, 4/30/2031 (c)
|
1,189
|
1,127
|
|
Edison International (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year
+ 3.86%), 8.13%, 6/15/2053 (e)
|
445
|
455
|
|
ELK Grove Village Property LLC 7.50%, 6/15/2031 (a) (c)
|
652
|
628
|
|
EMRLD Borrower LP 6.63%, 12/15/2030 (c)
|
973
|
989
|
|
Energy Transfer LP (US Treasury Yield Curve Rate T Note Constant Maturity 5 Year +
2.83%), 7.13%, 10/1/2054 (e)
|
450
|
460
|
|
Entegris, Inc. 5.95%, 6/15/2030 (c)
|
351
|
351
|
|
EquipmentShare.com, Inc. 9.00%, 5/15/2028 (c)
|
1,046
|
1,062
|
|
Esab Corp.
|
|
|
|
6.25%, 4/15/2029 (c)
|
1,076
|
1,087
|
|
5.63%, 4/1/2031 (c)
|
290
|
286
|
|
Excelerate Energy LP 8.00%, 5/15/2030 (c)
|
538
|
564
|
|
Fertitta Entertainment LLC 4.63%, 1/15/2029 (c)
|
907
|
882
|
|
FirstCash, Inc. 5.63%, 1/1/2030 (c)
|
823
|
810
|
|
Fiserv Funding ULC 2.88%, 6/15/2028
|
EUR1,865
|
2,127
|
|
Flash Compute LLC 7.25%, 12/31/2030 (c)
|
810
|
818
|
|
Freedom Mortgage Corp.
|
|
|
|
6.63%, 1/15/2027 (c)
|
1,207
|
1,208
|
|
12.25%, 10/1/2030 (c)
|
94
|
101
|
|
Freedom Mortgage Holdings LLC 9.25%, 2/1/2029 (c)
|
464
|
477
|
|
FS KKR Capital Corp.
|
|
|
|
3.13%, 10/12/2028
|
168
|
158
|
|
6.88%, 8/15/2029
|
1,537
|
1,543
|
|
6.13%, 1/15/2030 (a)
|
10
|
10
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United States — continued
|
||
|
FTAI Aviation Investors LLC 5.50%, 5/1/2028 (c)
|
1,074
|
1,070
|
|
Gap, Inc. (The) 3.63%, 10/1/2029 (c)
|
959
|
902
|
|
Gen Digital, Inc. 6.75%, 9/30/2027 (c)
|
1,267
|
1,269
|
|
Genesis Energy LP 8.25%, 1/15/2029
|
1,091
|
1,125
|
|
GEO Group, Inc. (The) 10.25%, 4/15/2031
|
225
|
243
|
|
GFL Environmental, Inc. 4.38%, 8/15/2029 (c)
|
1,340
|
1,288
|
|
Goldman Sachs Group, Inc. (The)
|
|
|
|
0.88%, 1/21/2030 (b)
|
EUR945
|
999
|
|
(SOFR + 0.96%), 4.52%, 1/21/2032 (e)
|
1,450
|
1,407
|
|
(SOFR + 1.17%), 5.24%, 7/21/2032 (e)
|
629
|
628
|
|
Gray Media, Inc. 10.50%, 7/15/2029 (c)
|
1,047
|
1,104
|
|
HCA, Inc. 4.70%, 5/15/2031
|
1,190
|
1,167
|
|
Herc Holdings, Inc. 7.00%, 6/15/2030 (c)
|
1,181
|
1,218
|
|
Hertz Corp. (The) 12.63%, 7/15/2029 (c)
|
1,300
|
848
|
|
Hess Midstream Operations LP 6.50%, 6/1/2029 (c)
|
545
|
554
|
|
Hilton Domestic Operating Co., Inc. 5.88%, 4/1/2029 (c)
|
312
|
314
|
|
HUB International Ltd. 7.25%, 6/15/2030 (c)
|
2,080
|
2,142
|
|
Hyundai Capital America 4.30%, 9/24/2027 (c)
|
71
|
71
|
|
Icahn Enterprises LP
|
|
|
|
4.38%, 2/1/2029
|
516
|
449
|
|
10.00%, 11/15/2029 (c)
|
770
|
771
|
|
9.00%, 6/15/2030 (a)
|
370
|
352
|
|
ICITII 6.00%, 1/31/2033 ‡
|
10
|
5
|
|
ION Platform Finance US, Inc. 9.50%, 5/30/2029 (c)
|
1,267
|
1,199
|
|
Iron Mountain, Inc. REIT, 7.00%, 2/15/2029 (c)
|
1,019
|
1,035
|
|
Jane Street Group 4.50%, 11/15/2029 (c)
|
1,177
|
1,142
|
|
Jefferson Capital Holdings LLC 8.25%, 5/15/2030 (c)
|
128
|
134
|
|
KeHE Distributors LLC 9.00%, 2/15/2029 (c)
|
1,001
|
1,043
|
|
Kinetik Holdings LP
|
|
|
|
6.63%, 12/15/2028 (c)
|
1,435
|
1,459
|
|
5.88%, 6/15/2030 (c)
|
78
|
78
|
|
Kodiak Gas Services LLC 5.88%, 4/1/2031 (c)
|
496
|
490
|
|
LifePoint Health, Inc. 9.88%, 8/15/2030 (c)
|
458
|
481
|
|
Magnera Corp. 4.75%, 11/15/2029 (c)
|
850
|
792
|
|
Mauser Packaging Solutions Holding Co. 7.88%, 4/15/2030 (c)
|
1,445
|
1,474
|
|
McGraw-Hill Education, Inc. 5.75%, 8/1/2028 (c)
|
953
|
946
|
|
Medline Borrower LP 5.25%, 10/1/2029 (c)
|
1,733
|
1,717
|
|
Meridian Arc Holdco LLC 6.25%, 4/30/2031 (c)
|
3,209
|
3,083
|
|
Meta Platforms, Inc.
|
|
|
|
4.55%, 5/15/2031
|
1,439
|
1,404
|
|
4.60%, 11/15/2032
|
1,338
|
1,288
|
|
MGM Resorts International 6.13%, 9/15/2029
|
32
|
32
|
|
Millrose Properties, Inc. REIT, 6.38%, 8/1/2030 (c)
|
1,070
|
1,078
|
|
MIWD Holdco II LLC 5.50%, 2/1/2030 (a) (c)
|
807
|
747
|
|
Mohegan Tribal Gaming Authority
|
|
|
|
8.25%, 4/15/2030 (c)
|
200
|
208
|
|
11.88%, 4/15/2031 (c)
|
998
|
1,082
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United States — continued
|
||
|
Molina Healthcare, Inc. 6.50%, 2/15/2031 (c)
|
943
|
952
|
|
Morgan Stanley
|
|
|
|
(SOFRINDX + 0.85%), 4.87%, 7/12/2029 (e)
|
742
|
742
|
|
(SOFR + 1.18%), 5.07%, 1/30/2037 (e)
|
849
|
815
|
|
Morgan Stanley Bank NA (SOFR + 0.93%), 4.97%, 7/14/2028 (e)
|
250
|
251
|
|
Multi-Color Corp. 8.50% (Blend (Cash 6.00% + PIK 2.50%)), 5/11/2033 (c) (j)
|
348
|
300
|
|
Nabors Industries, Inc. 9.13%, 1/31/2030 (c)
|
707
|
739
|
|
National Mentor Holdings, Inc. 10.50%, 12/15/2030 (c)
|
1,138
|
1,200
|
|
Navient Corp.
|
|
|
|
5.50%, 3/15/2029
|
154
|
148
|
|
9.38%, 7/25/2030
|
1,001
|
1,015
|
|
NCL Corp. Ltd. 5.88%, 1/15/2031 (c)
|
1,018
|
973
|
|
NCR Atleos Corp. 9.50%, 4/1/2029 (c)
|
90
|
95
|
|
Neptune Bidco US, Inc. 9.29%, 4/15/2029 (c)
|
1,207
|
1,230
|
|
New Enterprise Stone & Lime Co., Inc. 5.25%, 7/15/2028 (c)
|
840
|
835
|
|
Newell Brands, Inc.
|
|
|
|
8.50%, 6/1/2028 (c)
|
644
|
672
|
|
6.63%, 9/15/2029 (a)
|
469
|
475
|
|
6.38%, 5/15/2030 (a)
|
270
|
273
|
|
NextEra Energy Capital Holdings, Inc. 3.62%, 2/10/2034
|
EUR251
|
282
|
|
NGL Energy Operating LLC 8.13%, 2/15/2029 (c)
|
973
|
997
|
|
Nissan Motor Acceptance Co. LLC 6.13%, 9/30/2030 (c)
|
1,065
|
1,040
|
|
Noble Finance II LLC 8.00%, 4/15/2030 (c)
|
1,061
|
1,097
|
|
Novelis Corp. 6.88%, 1/30/2030 (c)
|
898
|
921
|
|
NRG Energy, Inc. 5.75%, 7/15/2029 (c)
|
936
|
935
|
|
NVIDIA Corp. 4.50%, 6/15/2031
|
1,820
|
1,781
|
|
Olympus Water US Holding Corp. 4.25%, 10/1/2028 (c)
|
200
|
193
|
|
OneMain Finance Corp.
|
|
|
|
3.50%, 1/15/2027
|
1,761
|
1,747
|
|
6.63%, 5/15/2029
|
540
|
547
|
|
OneSky Flight LLC 8.88%, 12/15/2029 (c)
|
802
|
843
|
|
Oracle Corp.
|
|
|
|
5.70%, 2/4/2036
|
496
|
459
|
|
6.70%, 2/4/2056 (a)
|
1,038
|
915
|
|
Oxford Finance LLC 7.75%, 5/15/2031 (c)
|
858
|
848
|
|
Pagaya US Holdings Co. LLC 8.88%, 8/1/2030 (a) (c)
|
521
|
463
|
|
Park River Holdings, Inc. 8.00%, 3/15/2031 (c)
|
1,137
|
1,132
|
|
PBF Holding Co. LLC
|
|
|
|
9.88%, 3/15/2030 (a) (c)
|
1,000
|
1,071
|
|
7.88%, 9/15/2030 (c)
|
33
|
34
|
|
Penn Entertainment, Inc. 6.75%, 4/1/2031 (a) (c)
|
844
|
847
|
|
PennyMac Financial Services, Inc. 7.13%, 11/15/2030 (c)
|
1,223
|
1,219
|
|
Penske Automotive Group, Inc. 3.75%, 6/15/2029
|
607
|
580
|
|
Petco Health & Wellness Co., Inc. 8.25%, 2/1/2031 (c)
|
838
|
841
|
|
PG&E Corp. 5.00%, 7/1/2028
|
1,021
|
1,011
|
|
PHH Escrow Issuer LLC 9.88%, 11/1/2029 (c)
|
383
|
379
|
|
Phinia, Inc. 6.75%, 4/15/2029 (c)
|
802
|
815
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United States — continued
|
||
|
Photo Holdings LLC 12.00%, 7/1/2031 (c)
|
900
|
927
|
|
Planet Financial Group LLC 10.50%, 12/15/2029 (c)
|
910
|
888
|
|
PODS LLC 8.75%, 5/15/2031 (c)
|
450
|
429
|
|
PR RNO Property Owner 1 LLC 6.50%, 5/1/2031 (c)
|
2,165
|
2,039
|
|
PRA Group, Inc. 8.88%, 1/31/2030 (c)
|
474
|
488
|
|
Prime Healthcare Services, Inc. 9.38%, 9/1/2029 (c)
|
1,234
|
1,287
|
|
Primo Water Holdings, Inc.
|
|
|
|
6.25%, 4/1/2029 (c)
|
863
|
866
|
|
4.38%, 4/30/2029 (c)
|
155
|
150
|
|
QXO Building Products, Inc. 6.50%, 7/15/2031 (c)
|
71
|
71
|
|
Rand Parent LLC 8.50%, 2/15/2030 (c)
|
949
|
973
|
|
RD Michigan Property Owner I LLC 7.50%, 3/30/2045 (c)
|
410
|
397
|
|
Realty Income Corp. REIT, 4.88%, 7/6/2030
|
EUR2,350
|
2,821
|
|
Reworld Holding Corp. 4.88%, 12/1/2029 (c)
|
956
|
907
|
|
Rithm Capital Corp. REIT, 8.00%, 4/1/2029 (c)
|
685
|
690
|
|
ROBLOX Corp. 3.88%, 5/1/2030 (c)
|
1,087
|
1,012
|
|
Rocket Cos., Inc.
|
|
|
|
6.50%, 8/1/2029 (c)
|
650
|
659
|
|
6.13%, 8/1/2030 (c)
|
55
|
55
|
|
Rocket Software, Inc. 9.00%, 11/28/2028 (c)
|
947
|
937
|
|
RR Donnelley & Sons Co. 9.50%, 8/1/2029 (c)
|
1,026
|
1,063
|
|
Sabre GLBL, Inc. 11.13%, 7/15/2030 (c)
|
1,106
|
1,065
|
|
Scientific Games Holdings LP 6.63%, 3/1/2030 (c)
|
969
|
785
|
|
Scripps Escrow II, Inc. 3.88%, 1/15/2029 (c)
|
624
|
570
|
|
SE Cosmos LLC 8.88%, 5/1/2031 (c)
|
898
|
886
|
|
SESI LLC 7.88%, 9/30/2030 (c)
|
496
|
502
|
|
SLM Corp. 6.50%, 1/31/2030
|
966
|
977
|
|
SM Energy Co.
|
|
|
|
6.75%, 8/1/2029 (c)
|
691
|
701
|
|
8.63%, 11/1/2030 (c)
|
670
|
703
|
|
Solaris Energy Infrastructure LLC 6.38%, 5/15/2031 (c)
|
1,172
|
1,151
|
|
Sonic Automotive, Inc. 4.63%, 11/15/2029 (c)
|
892
|
869
|
|
Sotheby's 8.25%, 4/15/2031 (c)
|
887
|
885
|
|
Southern Power Co. Series B, 4.90%, 10/1/2035
|
370
|
352
|
|
Stagwell Global LLC 5.63%, 8/15/2029 (c)
|
1,100
|
1,070
|
|
Staples, Inc. 10.75%, 9/1/2029 (c)
|
1,685
|
1,612
|
|
Star Leasing Co. LLC 7.63%, 2/15/2030 (c)
|
898
|
874
|
|
Star Parent, Inc. 9.00%, 10/1/2030 (c)
|
1,005
|
1,055
|
|
Starwood Property Trust, Inc.
|
|
|
|
REIT, 7.25%, 4/1/2029 (c)
|
925
|
953
|
|
REIT, 6.50%, 7/1/2030 (c)
|
332
|
337
|
|
Stellantis Financial Services US Corp.
|
|
|
|
5.40%, 6/15/2029 (c)
|
615
|
611
|
|
5.40%, 9/15/2030 (c)
|
471
|
458
|
|
StoneX Group, Inc. 7.88%, 3/1/2031 (c)
|
326
|
340
|
|
Sunoco LP
|
|
|
|
7.00%, 9/15/2028 (c)
|
1,189
|
1,210
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United States — continued
|
||
|
4.50%, 4/30/2030
|
161
|
155
|
|
4.63%, 5/1/2030 (c)
|
472
|
454
|
|
5.63%, 3/15/2031 (c)
|
782
|
772
|
|
SV RNO Property Owner 1 LLC 5.88%, 3/1/2031 (c)
|
2,335
|
2,168
|
|
Synergy Infrastructure Holdings LLC 7.88%, 12/1/2030 (c)
|
536
|
559
|
|
Talos Production, Inc. 9.38%, 2/1/2031 (c)
|
940
|
991
|
|
Tenet Healthcare Corp.
|
|
|
|
6.13%, 10/1/2028
|
987
|
988
|
|
4.38%, 1/15/2030
|
661
|
638
|
|
Tenneco, Inc. 8.00%, 11/17/2028 (c)
|
1,439
|
1,443
|
|
Tidewater, Inc. 9.13%, 7/15/2030 (c)
|
824
|
881
|
|
Time Warner Cable LLC 5.50%, 9/1/2041
|
1,732
|
1,428
|
|
TKC Holdings, Inc. 8.50%, 8/15/2030 (c)
|
1,100
|
1,124
|
|
Toyota Motor Credit Corp. 4.05%, 9/5/2028
|
47
|
47
|
|
TransDigm, Inc.
|
|
|
|
6.75%, 8/15/2028 (c)
|
467
|
470
|
|
4.63%, 1/15/2029
|
1,958
|
1,919
|
|
Transocean International Ltd.
|
|
|
|
8.75%, 2/15/2030 (c)
|
9
|
9
|
|
8.50%, 5/15/2031 (a) (c)
|
653
|
681
|
|
Travel + Leisure Co.
|
|
|
|
4.50%, 12/1/2029 (c)
|
642
|
619
|
|
6.25%, 6/1/2031 (c)
|
104
|
104
|
|
Trinity Industries, Inc. 7.75%, 7/15/2028 (c)
|
828
|
845
|
|
UKG, Inc. 6.88%, 2/1/2031 (c)
|
1,555
|
1,524
|
|
Unisys Corp. 10.63%, 1/15/2031 (a) (c)
|
791
|
742
|
|
United Airlines Holdings, Inc.
|
|
|
|
4.88%, 3/1/2029
|
852
|
839
|
|
5.38%, 3/1/2031
|
647
|
639
|
|
Uniti Group LP REIT, 4.75%, 4/15/2028 (c)
|
578
|
576
|
|
Univision Communications, Inc.
|
|
|
|
4.50%, 5/1/2029 (c)
|
292
|
277
|
|
7.38%, 6/30/2030 (c)
|
1,165
|
1,160
|
|
US Acute Care Solutions LLC 9.75%, 5/15/2029 (c)
|
1,077
|
1,004
|
|
US Bancorp (SOFR + 1.88%), 6.79%, 10/26/2027 (e)
|
250
|
251
|
|
US Foods, Inc. 6.88%, 9/15/2028 (c)
|
295
|
301
|
|
USA Compression Partners LP 7.13%, 3/15/2029 (c)
|
1,018
|
1,040
|
|
Vail Resorts, Inc. 5.63%, 7/15/2030 (c)
|
228
|
227
|
|
Valaris Ltd. 8.38%, 4/30/2030 (c)
|
1,071
|
1,109
|
|
Velocity Vehicle Group LLC 8.00%, 6/1/2029 (c)
|
349
|
346
|
|
Venture Global Calcasieu Pass LLC 3.88%, 8/15/2029 (c)
|
638
|
607
|
|
Venture Global LNG, Inc.
|
|
|
|
9.50%, 2/1/2029 (c)
|
974
|
1,043
|
|
7.00%, 1/15/2030 (c)
|
1,723
|
1,750
|
|
Venture Global Plaquemines LNG LLC 6.13%, 12/15/2030 (c)
|
1,376
|
1,398
|
|
Veritiv Operating Co. 10.50%, 11/30/2030 (c)
|
1,052
|
1,079
|
|
Versant Media Group, Inc. 7.25%, 1/30/2031 (c)
|
1,037
|
1,069
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Corporate Bonds — continued
|
||
|
United States — continued
|
||
|
VoltaGrid LLC 7.38%, 11/1/2030 (c)
|
1,497
|
1,504
|
|
VT Topco, Inc. 8.50%, 8/15/2030 (a) (c)
|
298
|
304
|
|
Wayfair LLC
|
|
|
|
7.25%, 10/31/2029 (c)
|
1,071
|
1,103
|
|
7.75%, 9/15/2030 (c)
|
182
|
191
|
|
WBI Operating LLC 6.25%, 10/15/2030 (c)
|
954
|
954
|
|
Wells Fargo & Co. (EURIBOR 3 Month + 0.73%), 2.77%, 7/23/2029 (b) (e)
|
EUR2,038
|
2,321
|
|
WESCO Distribution, Inc. 5.25%, 4/15/2031 (c)
|
176
|
173
|
|
William Carter Co. (The) 7.38%, 2/15/2031 (c)
|
707
|
725
|
|
Williams Scotsman, Inc.
|
|
|
|
4.63%, 8/15/2028 (c)
|
983
|
971
|
|
6.63%, 6/15/2029 (c)
|
54
|
55
|
|
6.63%, 4/15/2030 (c)
|
13
|
13
|
|
Windsor Holdings III LLC 8.50%, 6/15/2030 (c)
|
907
|
944
|
|
WPC Eurobond BV REIT, 1.35%, 4/15/2028
|
EUR2,350
|
2,617
|
|
WULF Compute LLC 7.75%, 10/15/2030 (c)
|
934
|
970
|
|
Wynn Resorts Finance LLC 7.13%, 2/15/2031 (c)
|
84
|
88
|
|
XPLR Infrastructure Operating Partners LP
|
|
|
|
7.25%, 1/15/2029 (a) (c)
|
802
|
827
|
|
8.38%, 1/15/2031 (c)
|
467
|
496
|
|
ZipRecruiter, Inc. 5.00%, 1/15/2030 (c)
|
808
|
625
|
|
|
|
272,898
|
|
Total Corporate Bonds
(Cost $379,529)
|
|
378,779
|
|
|
SHARES
(000)
|
|
|
Exchange-Traded Funds — 16.6%
|
||
|
United States — 16.6%
|
||
|
JPMorgan ActiveBuilders Emerging Markets Equity ETF (k)
|
865
|
51,237
|
|
JPMorgan BetaBuilders Canada ETF (k)
|
354
|
36,270
|
|
JPMorgan BetaBuilders Japan ETF (k)
|
1,099
|
81,997
|
|
JPMorgan Income ETF (k)
|
2,574
|
118,000
|
|
JPMorgan International Dynamic ETF * (k)
|
268
|
13,693
|
|
JPMorgan Mortgage-Backed Securities ETF (k)
|
1,424
|
71,179
|
|
Total Exchange-Traded Funds
(Cost $378,543)
|
|
372,376
|
|
|
PRINCIPAL
AMOUNT
($000)
|
|
|
Foreign Government Securities — 12.3%
|
||
|
Argentina — 0.0% ^
|
||
|
Argentine Republic 4.12%, 7/9/2035 (i)
|
560
|
442
|
|
Australia — 0.3%
|
||
|
New South Wales Treasury Corp. 4.75%, 2/20/2035 (b)
|
AUD5,585
|
3,761
|
|
Treasury Corp. of Victoria 2.25%, 9/15/2033 (b)
|
AUD2,929
|
1,696
|
|
|
|
5,457
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Foreign Government Securities — continued
|
||
|
Belgium — 0.3%
|
||
|
Dexia SA 0.25%, 12/10/2026 (b)
|
GBP4,200
|
5,586
|
|
Brazil — 0.3%
|
||
|
Federative Republic of Brazil 10.00%, 1/1/2033
|
BRL3,486
|
565
|
|
Notas do Tesouro Nacional
|
|
|
|
10.00%, 1/1/2029
|
BRL16,868
|
3,081
|
|
10.00%, 1/1/2031
|
BRL11,055
|
1,893
|
|
10.00%, 1/1/2035
|
BRL5,050
|
786
|
|
|
|
6,325
|
|
Cameroon — 0.0% ^
|
||
|
Republic of Cameroon 9.50%, 7/31/2031 (b)
|
430
|
429
|
|
Canada — 1.3%
|
||
|
Province of British Columbia 2.95%, 6/18/2050
|
CAD505
|
262
|
|
Province of Ontario
|
|
|
|
0.01%, 11/25/2030 (b)
|
EUR5,800
|
5,842
|
|
3.80%, 12/2/2034
|
CAD12,398
|
8,788
|
|
Province of Quebec 4.00%, 9/1/2035
|
CAD21,435
|
15,253
|
|
|
|
30,145
|
|
China — 0.2%
|
||
|
People's Republic of China
|
|
|
|
2.11%, 8/25/2034
|
CNY7,040
|
1,084
|
|
2.04%, 11/25/2034
|
CNY4,030
|
617
|
|
1.83%, 8/25/2035
|
CNY5,290
|
793
|
|
1.98%, 4/25/2045
|
CNY4,520
|
654
|
|
3.12%, 10/25/2052
|
CNY3,120
|
548
|
|
2.15%, 8/25/2055
|
CNY5,570
|
813
|
|
|
|
4,509
|
|
Colombia — 0.3%
|
||
|
Republic of Colombia
|
|
|
|
11.00%, 8/22/2029
|
COP3,914,700
|
1,195
|
|
7.75%, 9/18/2030
|
COP4,629,700
|
1,248
|
|
7.00%, 3/26/2031
|
COP2,568,900
|
666
|
|
7.00%, 6/30/2032
|
COP5,060,700
|
1,257
|
|
13.25%, 2/9/2033
|
COP345,300
|
114
|
|
11.75%, 1/24/2035
|
COP4,518,500
|
1,391
|
|
|
|
5,871
|
|
Congo, Democratic Republic of the — 0.0% ^
|
||
|
Republic of Congo 9.50%, 2/17/2035 (b)
|
210
|
204
|
|
Czech Republic — 0.3%
|
||
|
Czech Republic
|
|
|
|
4.50%, 11/11/2032
|
CZK40,820
|
1,924
|
|
2.00%, 10/13/2033
|
CZK60,060
|
2,378
|
|
4.25%, 10/24/2034
|
CZK32,860
|
1,499
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Foreign Government Securities — continued
|
||
|
Czech Republic — continued
|
||
|
3.50%, 5/30/2035
|
CZK10
|
—
|
|
1.95%, 7/30/2037
|
CZK16,900
|
601
|
|
|
|
6,402
|
|
Ecuador — 0.1%
|
||
|
Republic of Ecuador
|
|
|
|
8.75%, 1/29/2034 (c)
|
602
|
597
|
|
9.25%, 1/29/2039 (c)
|
400
|
398
|
|
|
|
995
|
|
Egypt — 0.0% ^
|
||
|
Arab Republic of Egypt 7.05%, 1/15/2032 (b)
|
465
|
458
|
|
Germany — 1.9%
|
||
|
Bundesobligation 2.50%, 4/16/2031 (b)
|
EUR7,005
|
7,934
|
|
Bundesrepublik Deutschland
|
|
|
|
2.60%, 8/15/2035 (b)
|
EUR5,480
|
6,055
|
|
2.90%, 2/15/2036 (b)
|
EUR6,615
|
7,464
|
|
2.90%, 8/15/2056 (b)
|
EUR2,958
|
2,928
|
|
Bundesschatzanweisungen 2.10%, 3/15/2028 (b)
|
EUR16,635
|
18,976
|
|
|
|
43,357
|
|
Ghana — 0.0% ^
|
||
|
Republic of Ghana 5.00%, 7/3/2035 (b) (i)
|
550
|
503
|
|
Hungary — 0.2%
|
||
|
Hungary Government Bond
|
|
|
|
2.13%, 9/22/2031 (c)
|
1,158
|
991
|
|
4.75%, 11/24/2032
|
HUF537,240
|
1,625
|
|
2.25%, 4/20/2033
|
HUF248,880
|
644
|
|
1.75%, 6/5/2035 (b)
|
EUR300
|
283
|
|
7.00%, 10/24/2035
|
HUF88,560
|
308
|
|
|
|
3,851
|
|
India — 0.4%
|
||
|
Republic of India
|
|
|
|
7.02%, 6/18/2031
|
INR415,530
|
4,459
|
|
7.10%, 4/8/2034
|
INR276,110
|
2,945
|
|
7.30%, 6/19/2053
|
INR142,440
|
1,466
|
|
|
|
8,870
|
|
Indonesia — 0.5%
|
||
|
Republic of Indonesia
|
|
|
|
6.50%, 2/15/2031
|
IDR66,698,000
|
3,599
|
|
6.38%, 4/15/2032
|
IDR29,028,000
|
1,544
|
|
7.00%, 2/15/2033
|
IDR5,993,000
|
328
|
|
6.63%, 2/15/2034
|
IDR91,448,000
|
4,884
|
|
7.50%, 6/15/2035
|
IDR16,011,000
|
899
|
|
6.75%, 7/15/2035
|
IDR6,418,000
|
343
|
|
|
|
11,597
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Foreign Government Securities — continued
|
||
|
Italy — 0.6%
|
||
|
Buoni Poliennali del Tesoro
|
|
|
|
3.65%, 8/1/2035 (b)
|
EUR4,210
|
4,775
|
|
4.30%, 10/1/2054 (b)
|
EUR8,517
|
9,234
|
|
|
|
14,009
|
|
Ivory Coast — 0.0% ^
|
||
|
Republic of Cote d'Ivoire
|
|
|
|
8.08%, 4/1/2036 (b)
|
400
|
425
|
|
8.25%, 1/30/2037 (b)
|
400
|
432
|
|
|
|
857
|
|
Japan — 0.7%
|
||
|
Japan Bank for International Cooperation 1.63%, 1/20/2027
|
96
|
95
|
|
Japan Government Bond
|
|
|
|
1.50%, 9/20/2043
|
JPY2,968,000
|
13,786
|
|
1.40%, 3/20/2055
|
JPY38,200
|
134
|
|
2.40%, 3/20/2055
|
JPY145,400
|
663
|
|
|
|
14,678
|
|
Kenya — 0.0% ^
|
||
|
Republic of Kenya 9.50%, 3/5/2036 (b)
|
465
|
480
|
|
Malaysia — 0.3%
|
||
|
Malaysia Government Bond
|
|
|
|
2.63%, 4/15/2031
|
MYR3,858
|
908
|
|
3.58%, 7/15/2032
|
MYR10,084
|
2,462
|
|
3.83%, 7/5/2034
|
MYR7,285
|
1,794
|
|
4.18%, 5/16/2044
|
MYR2,516
|
631
|
|
4.74%, 3/15/2046
|
MYR3,636
|
978
|
|
|
|
6,773
|
|
Mexico — 1.1%
|
||
|
Eagle Funding Luxco SARL 5.50%, 8/17/2030 (b)
|
400
|
400
|
|
Mex Bonos Desarr Fix Rt
|
|
|
|
8.50%, 3/1/2029
|
MXN20,362
|
1,193
|
|
7.75%, 5/29/2031
|
MXN60,110
|
3,366
|
|
8.00%, 4/15/2032
|
MXN20,420
|
1,139
|
|
7.50%, 5/26/2033
|
MXN118,970
|
6,364
|
|
7.75%, 11/23/2034
|
MXN41,440
|
2,206
|
|
8.00%, 2/21/2036
|
MXN144,210
|
7,698
|
|
7.75%, 11/13/2042
|
MXN22,990
|
1,118
|
|
United Mexican States 2.66%, 5/24/2031
|
1,110
|
977
|
|
|
|
24,461
|
|
Peru — 0.1%
|
||
|
Bonos de la Tesoreria
|
|
|
|
5.40%, 8/12/2034
|
PEN575
|
165
|
|
6.85%, 8/12/2035 (b)
|
PEN1,305
|
404
|
|
5.35%, 8/12/2040
|
PEN6,024
|
1,548
|
|
|
|
2,117
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Foreign Government Securities — continued
|
||
|
Philippines — 0.0% ^
|
||
|
Republic of Philippines
|
|
|
|
6.75%, 9/15/2032
|
PHP17,710
|
279
|
|
6.38%, 4/28/2035
|
PHP27,710
|
420
|
|
|
|
699
|
|
Poland — 0.4%
|
||
|
Republic of Poland
|
|
|
|
4.50%, 7/25/2030
|
PLN2,178
|
574
|
|
1.25%, 10/25/2030
|
PLN8,850
|
2,037
|
|
4.00%, 7/25/2031
|
PLN12,031
|
3,052
|
|
6.00%, 10/25/2033
|
PLN1,894
|
522
|
|
5.00%, 10/25/2035
|
PLN12,214
|
3,105
|
|
|
|
9,290
|
|
Romania — 0.3%
|
||
|
Romania Government Bond
|
|
|
|
6.30%, 4/25/2029
|
RON9,415
|
2,056
|
|
3.65%, 9/24/2031
|
RON2,085
|
401
|
|
6.70%, 2/25/2032
|
RON8,480
|
1,851
|
|
5.75%, 7/4/2036 (b)
|
1,830
|
1,717
|
|
|
|
6,025
|
|
South Africa — 0.3%
|
||
|
Republic of South Africa
|
|
|
|
8.88%, 2/28/2035
|
ZAR34,465
|
2,120
|
|
8.50%, 1/31/2037
|
ZAR24,677
|
1,452
|
|
9.88%, 3/31/2039
|
ZAR5,243
|
334
|
|
9.00%, 1/31/2040
|
ZAR23,824
|
1,417
|
|
10.13%, 3/31/2042
|
ZAR12,918
|
834
|
|
5.75%, 9/30/2049
|
1,105
|
897
|
|
7.25%, 12/11/2055 (b)
|
220
|
210
|
|
|
|
7,264
|
|
Spain — 0.3%
|
||
|
Bonos and Obligaciones del Estado 4.00%, 10/31/2054 (b)
|
EUR5,240
|
5,780
|
|
Thailand — 0.1%
|
||
|
Kingdom of Thailand
|
|
|
|
3.40%, 6/17/2036
|
THB7,379
|
247
|
|
3.30%, 6/17/2038
|
THB26,948
|
883
|
|
2.70%, 6/17/2040
|
THB13,700
|
416
|
|
2.00%, 6/17/2042
|
THB46,357
|
1,249
|
|
|
|
2,795
|
|
INVESTMENTS
|
|
VALUE
($000)
|
|
Foreign Government Securities — continued
|
||
|
United Kingdom — 2.0%
|
||
|
United Kingdom of Great Britain and Northern Ireland
|
|
|
|
4.13%, 3/7/2031 (b)
|
GBP32,346
|
42,757
|
|
4.38%, 7/31/2054 (b)
|
GBP2,671
|
2,901
|
|
|
|
45,658
|
|
Total Foreign Government Securities
(Cost $284,629)
|
|
275,887
|
|
|
SHARES
(000)
|
|
|
Investment Companies — 5.2%
|
||
|
United States — 5.2%
|
|
|
|
JPMorgan Income Fund, Class R6 Shares (k)
|
9,041
|
76,400
|
|
JPMorgan Small Cap Equity Fund, Class R6 Shares (k)
|
833
|
41,613
|
|
Total Investment Companies
(Cost $115,851)
|
|
118,013
|
|
|
PRINCIPAL
AMOUNT
($000)
|
|
|
U.S. Treasury Obligations — 3.0%
|
||
|
U.S. Treasury Bonds
|
|
|
|
1.25%, 5/15/2050
|
1,040
|
468
|
|
4.75%, 5/15/2055
|
2,910
|
2,686
|
|
4.75%, 8/15/2055
|
119
|
110
|
|
4.63%, 11/15/2055
|
492
|
445
|
|
U.S. Treasury Notes
|
|
|
|
4.13%, 1/31/2027 (l)
|
59,145
|
59,185
|
|
3.38%, 9/15/2027
|
200
|
198
|
|
3.63%, 10/31/2030
|
3,170
|
3,075
|
|
4.38%, 5/15/2036
|
735
|
716
|
|
Total U.S. Treasury Obligations
(Cost $67,223)
|
|
66,883
|
|
|
SHARES
(000)
|
|
|
Closed End Funds — 1.1%
|
||
|
Canada — 1.1%
|
||
|
Sprott Physical Gold Trust *(Cost $26,860)
|
786
|
24,046
|
|
|
PRINCIPAL
AMOUNT
($000)
|
|
|
Asset-Backed Securities — 0.4%
|
||
|
United States — 0.4%
|
||
|
American Credit Acceptance Receivables Trust
|
|
|
|
Series 2026-1, Class C, 4.55%, 1/12/2033 (c)
|
865
|
858
|
|
Series 2026-1, Class D, 5.10%, 1/12/2033 (c)
|
784
|
776
|
|
Aqua Finance Issuer Trust Series 2025-B, Class A, 4.79%, 5/17/2051 (c)
|
542
|
536
|
|
INVESTMENTS
|
PRINCIPAL
AMOUNT
($000)
|
VALUE
($000)
|
|
Asset-Backed Securities — continued
|
||
|
United States — continued
|
||
|
Bridgecrest Lending Auto Securitization Trust
|
|
|
|
Series 2026-1, Class C, 4.44%, 11/17/2031
|
364
|
360
|
|
Series 2026-1, Class D, 4.99%, 11/17/2031
|
442
|
435
|
|
Exeter Automobile Receivables Trust
|
|
|
|
Series 2026-1A, Class C, 4.40%, 5/17/2032
|
348
|
344
|
|
Series 2026-1A, Class D, 5.00%, 5/17/2032
|
691
|
681
|
|
GS Mortgage-Backed Securities Trust Series 2026-CES1, Class A1, 4.90%, 5/25/2056 (c) (i)
|
258
|
255
|
|
Lendmark Funding Trust Series 2025-2A, Class A, 4.78%, 10/20/2034 (c)
|
1,407
|
1,399
|
|
Oportun Issuance Trust Series 2026-A, Class A, 4.32%, 1/9/2034 (c)
|
937
|
927
|
|
Progress Residential Trust Series 2025-SFR3, Class A, 3.39%, 7/17/2042 (c)
|
1,295
|
1,213
|
|
RCKT Mortgage Trust
|
|
|
|
Series 2025-CES11, Class A1A, 4.97%, 11/25/2055 (c) (i)
|
762
|
754
|
|
Series 2025-CES12, Class A1A, 5.03%, 11/25/2055 (c) (i)
|
628
|
622
|
|
Santander Drive Auto Receivables Trust Series 2025-3, Class C, 4.68%, 9/15/2031
|
313
|
311
|
|
Sierra Timeshare Receivables Funding LLC Series 2025-2A, Class A, 4.72%, 4/20/2044 (c)
|
140
|
138
|
|
Total Asset-Backed Securities
(Cost $9,688)
|
|
9,609
|
|
Collateralized Mortgage Obligations — 0.1%
|
||
|
United States — 0.1%
|
||
|
CHL Mortgage Pass-Through Trust Series 2007-10, Class A4, 5.50%, 7/25/2037
|
—
|
—
|
|
Deutsche Alt-A Securities Mortgage Loan Trust Series 2006-AF1, Class A4, 4.44%, 4/25/2036 (m)
|
—
|
—
|
|
GS Mortgage-Backed Securities Trust Series 2025-RPL3, Class A1, 4.10%, 7/25/2065 (c) (i)
|
235
|
226
|
|
HarborView Mortgage Loan Trust Series 2006-14, Class 1A1A, 4.14%, 1/25/2047 (m)
|
—
|
—
|
|
JPMorgan Mortgage Trust Series 2005-A8, Class 2A3, 5.15%, 11/25/2035 (m)
|
—
|
—
|
|
LHOME Mortgage Trust Series 2026-RTL1, Class A1, 4.91%, 1/25/2041 (c) (i)
|
830
|
823
|
|
New Residential Mortgage Loan Trust Series 2026-NQM1, Class A1, 4.82%, 11/25/2065 (c) (m)
|
883
|
870
|
|
OBX Trust Series 2026-NQM2, Class A1A, 4.82%, 12/1/2065 (c) (i)
|
1,099
|
1,083
|
|
Total Collateralized Mortgage Obligations
(Cost $3,039)
|
|
3,002
|
|
Supranational — 0.1%
|
||
|
Asian Development Bank, 3.40%, 9/10/2027 (b)(Cost $2,200)
|
AUD3,030
|
2,100
|
|
|
NO. OF
CONTRACTS
|
VALUE
($000)
|
|
Options Purchased — 0.1%
|
||
|
Call Options Purchased — 0.1%
|
||
|
United States — 0.1%
|
||
|
iShares MSCI Emerging Markets ETF
|
|
|
|
9/18/2026 at USD 70.00, American Style
|
|
|
|
Notional Amount: USD 106,530
|
|
|
|
Counterparty: Exchange-Traded *(Cost $6,792)
|
16,622
|
1,812
|
|
INVESTMENTS
|
|
VALUE
($000)
|
|
Commercial Mortgage-Backed Securities — 0.0% ^
|
||
|
United States — 0.0% ^
|
||
|
Velocity Commercial Capital Loan Trust
|
|
|
|
Series 2018-2, Class M2, 4.51%, 10/26/2048 (c) (m)
|
107
|
101
|
|
Series 2018-2, Class M3, 4.72%, 10/26/2048 (c) (m)
|
157
|
144
|
|
WHARF Commercial Mortgage Trust Series 2025-DC, Class A, 5.35%, 7/15/2040 (c) (m)
|
177
|
178
|
|
Total Commercial Mortgage-Backed Securities
(Cost $440)
|
|
423
|
|
Loan Assignments — 0.0% ‡ (n) ^
|
||
|
United States — 0.0% ^
|
||
|
FGI Operating Co. LLC, 1st Lien Term Loan 0.00%, 12/31/2026 (m) (o)
|
14
|
—
|
|
Moran Foods LLC, 1st Lien Super Senior Delayed Draw Term Loan (15.83% (PIK)), 15.24%,
12/31/2028 (j) (m)
|
32
|
31
|
|
Moran Foods LLC, 1st Lien Term Loan
|
|
|
|
(3-MONTH CME TERM SOFR + 11.02% (PIK)), 14.77%, 12/29/2028 (e) (j)
|
1,157
|
246
|
|
(3-MONTH CME TERM SOFR + 11.02% (PIK)), 14.77%, 12/29/2028 (e) (j)
|
276
|
—
(d)
|
|
Total Loan Assignments
(Cost $1,456)
|
|
277
|
|
|
SHARES
(000)
|
|
|
Preferred Stocks — 0.0% ^
|
||
|
United States — 0.0% ^
|
||
|
Labels Buyer LLC Series A, 12.00%, 8/31/2026 ($1,000 par value) (p)(Cost $65)
|
—
|
1
|
|
|
NO. OF
WARRANTS
(000)
|
|
|
Warrants — 0.0% ^
|
||
|
United States — 0.0% ^
|
||
|
Labels Buyer LLC, expiring 4/29/2033, price 1.00 USD *(Cost $1)
|
—
|
1
|
|
|
PRINCIPAL
AMOUNT
($000)
|
|
|
Short-Term Investments — 3.7%
|
||
|
Commercial Paper — 0.1%
|
||
|
CDP Financial, Inc., 4.31%, 7/6/2027 (c) (q)
|
250
|
240
|
|
Danske Bank A/S, 4.20%, 3/19/2027 (c) (q)
|
250
|
244
|
|
Federation des Caisses Desjardins du Quebec, 3.86%, 3/2/2027 (c) (q)
|
250
|
244
|
|
Lloyds Bank plc, 4.29%, 6/17/2027 (c) (q)
|
222
|
214
|
|
Royal Bank of Canada, 4.20%, 3/24/2027 (c) (q)
|
250
|
243
|
|
RWE AG, 4.60%, 4/20/2027 (c) (q)
|
250
|
242
|
|
Svenska Handelsbanken AB, 4.08%, 4/13/2027 (c) (q)
|
250
|
243
|
|
Total Commercial Paper
(Cost $1,671)
|
|
1,670
|
|
INVESTMENTS
|
|
VALUE
($000)
|
|
Investment Companies — 2.6%
|
||
|
JPMorgan Prime Money Market Fund Class Institutional Shares, 3.68% (k) (r)
|
31,248
|
31,254
|
|
JPMorgan Prime Money Market Fund Class IM Shares, 3.78% (k) (r)
|
27,461
|
27,464
|
|
Total Investment Companies
(Cost $58,705)
|
|
58,718
|
|
Investment of Cash Collateral from Securities Loaned — 1.0%
|
||
|
JPMorgan Securities Lending Money Market Fund Agency SL Class Shares, 3.67% (k) (r) (Cost $22,716)
|
22,716
|
22,716
|
|
Total Short-Term Investments
(Cost $83,092)
|
|
83,104
|
|
Total Investments — 95.1%
(Cost $1,829,622)
|
|
2,139,551
|
|
Assets in Excess of Other Liabilities — 4.9%
|
|
110,660
|
|
NET ASSETS — 100.0%
|
|
2,250,211
|
|
Percentages indicated are based on net assets.
|
||
|
Amounts presented as a dash ("-") represent amounts that round to less than a thousand.
|
|
Abbreviations
|
|
|
ADR
|
American Depositary Receipt
|
|
AUD
|
Australian Dollar
|
|
BRL
|
Brazilian Real
|
|
CAD
|
Canadian Dollar
|
|
CME
|
Chicago Mercantile Exchange
|
|
CNY
|
China Yuan
|
|
COP
|
Colombian Peso
|
|
CVA
|
Certificaten Van Aandelen (Dutch Certificate)
|
|
CZK
|
Czech Republic Koruna
|
|
ETF
|
Exchange Traded Fund
|
|
EUR
|
Euro
|
|
EURIBOR
|
Euro Interbank Offered Rate
|
|
GBP
|
British Pound
|
|
GDR
|
Global Depositary Receipt
|
|
HUF
|
Hungarian Forint
|
|
ICE
|
Intercontinental Exchange
|
|
IDR
|
Indonesian Rupiah
|
|
INR
|
Indian Rupee
|
|
JPY
|
Japanese Yen
|
|
JSC
|
Joint Stock Company
|
|
MSCI
|
Morgan Stanley Capital International
|
|
MXN
|
Mexican Peso
|
|
MYR
|
Malaysian Ringgit
|
|
OYJ
|
Public Limited Company
|
|
PEN
|
Peruvian Nuevo Sol
|
|
PHP
|
Philippines Peso
|
|
PIK
|
Payment In Kind
|
|
PJSC
|
Public Joint Stock Company
|
|
PLN
|
Polish Zloty
|
|
Preference
|
A special type of equity investment that shares in the earnings of the company, has
limited voting rights, and may have a dividend preference. Preference
shares may also have liquidation preference.
|
|
PT
|
Limited liability company
|
|
REIT
|
Real Estate Investment Trust
|
|
RON
|
Romanian Leu
|
|
SCA
|
Limited partnership with share capital
|
|
SDR
|
Swedish Depositary Receipt
|
|
SGPS
|
Holding company
|
|
SOFR
|
Secured Overnight Financing Rate
|
|
SOFRINDX
|
Compounding index of the Secured Overnight Financing Rate
|
|
THB
|
Thai Baht
|
|
ZAR
|
South African Rand
|
|
^
|
Amount rounds to less than 0.1% of net assets.
|
|
|
‡
|
Value determined using significant unobservable inputs.
|
|
|
*
|
Non-income producing security.
|
|
|
(a)
|
The security or a portion of this security is on loan at July 31, 2026. The total
value of securities on loan at July 31, 2026 is $21,126.
|
|
|
(b)
|
Security exempt from registration pursuant to Regulation S under the Securities Act
of 1933, as amended. Regulation S applies to securities
offerings that are made outside of the United States and do not involve direct selling
efforts in the United States and as such may have
restrictions on resale.
|
|
|
(c)
|
Securities exempt from registration under Rule 144A or section 4(a)(2), of the Securities
Act of 1933, as amended.
|
|
|
(d)
|
Value is zero.
|
|
|
(e)
|
Variable or floating rate security, linked to the referenced benchmark. The interest
rate shown is the current rate as of July 31, 2026.
|
|
|
(f)
|
Contingent Capital security (“CoCo”). CoCos are hybrid debt securities that may be convertible into equity or may be written down if a
pre-specified trigger event occurs. The total value of aggregate CoCo holdings at July 31, 2026 is $4,965 or 0.22% of the Fund’s net assets
as of July 31, 2026.
|
|
|
(g)
|
Security is an interest bearing note with preferred security characteristics.
|
|
|
(h)
|
Security is perpetual and thus, does not have a predetermined maturity date. The coupon
rate for this security is fixed for a period of time
and may be structured to adjust thereafter. The date shown, if applicable, reflects
the next call date. The coupon rate shown is the rate in
effect as of July 31, 2026.
|
|
|
(i)
|
Step bond. Interest rate is a fixed rate for an initial period that either resets
at a specific date or may reset in the future contingent upon a
predetermined trigger. The interest rate shown is the current rate as of July 31,
2026.
|
|
|
(j)
|
Security has the ability to pay in kind (“PIK”) or pay income in cash. When applicable, separate rates of such payments are disclosed.
|
|
|
(k)
|
Investment in an affiliated fund, which is registered under the Investment Company
Act of 1940, as amended, and is advised by J.P. Morgan
Investment Management Inc.
|
|
|
(l)
|
All or a portion of this security is deposited with the broker as initial margin for
futures contracts.
|
|
|
(m)
|
Variable or floating rate security, the interest rate of which adjusts periodically
based on changes in current interest rates and prepayments
on the underlying pool of assets. The interest rate shown is the current rate as of
July 31, 2026.
|
|
|
(n)
|
Loan assignments are presented by obligor. Each series or loan tranche underlying
each obligor may have varying terms.
|
|
|
(o)
|
Defaulted security.
|
|
|
(p)
|
The date shown reflects the next call date on which the issuer may redeem the security
at par value. The coupon rate for this security is based
on par value and is in effect as of July 31, 2026.
|
|
|
(q)
|
The rate shown is the effective yield as of July 31, 2026.
|
|
|
(r)
|
The rate shown is the current yield as of July 31, 2026.
|
|
|
INDUSTRY
|
PERCENT OF
TOTAL
INVESTMENTS
|
|
Foreign Government Securities
|
12.9
%
|
|
Fixed Income
|
12.4
|
|
International Equity
|
8.6
|
|
Semiconductors & Semiconductor Equipment
|
6.7
|
|
Banks
|
6.4
|
|
U.S. Treasury Notes
|
3.0
|
|
Oil, Gas & Consumable Fuels
|
2.4
|
|
Interactive Media & Services
|
2.4
|
|
Technology Hardware, Storage & Peripherals
|
2.2
|
|
Software
|
2.2
|
|
U.S. Equity
|
1.9
|
|
Capital Markets
|
1.9
|
|
Broadline Retail
|
1.6
|
|
Insurance
|
1.6
|
|
Hotels, Restaurants & Leisure
|
1.5
|
|
Financial Services
|
1.5
|
|
Diversified Telecommunication Services
|
1.4
|
|
Pharmaceuticals
|
1.3
|
|
Consumer Finance
|
1.2
|
|
Machinery
|
1.2
|
|
Health Care Providers & Services
|
1.2
|
|
Mutual Funds
|
1.1
|
|
Media
|
1.1
|
|
Specialty Retail
|
1.0
|
|
Electric Utilities
|
1.0
|
|
Others (each less than 1.0%)
|
16.4
|
|
Short-Term Investments
|
3.9
|
|
DESCRIPTION
|
NUMBER OF
CONTRACTS
|
EXPIRATION DATE
|
TRADING CURRENCY
|
NOTIONAL
AMOUNT ($)
|
VALUE AND
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
|
Long Contracts
|
|
|
|
|
|
|
CAC 40 10 Euro Index
|
18
|
08/21/2026
|
EUR
|
1,774
|
21
|
|
IBEX 35 Index
|
9
|
08/21/2026
|
EUR
|
2,056
|
53
|
|
OMXS30 Index
|
47
|
08/21/2026
|
SEK
|
1,608
|
25
|
|
MSCI Singapore Index
|
65
|
08/28/2026
|
SGD
|
2,621
|
23
|
|
Euro-BTP
|
727
|
09/08/2026
|
EUR
|
97,432
|
(1,259
)
|
|
Euro-Bund
|
177
|
09/08/2026
|
EUR
|
25,354
|
(282
)
|
|
Euro-Buxl 30 Year Bond
|
49
|
09/08/2026
|
EUR
|
5,963
|
(198
)
|
|
Euro-OAT
|
158
|
09/08/2026
|
EUR
|
21,313
|
(439
)
|
|
Short-Term Euro-BTP
|
74
|
09/08/2026
|
EUR
|
9,075
|
(37
)
|
|
TOPIX Index
|
83
|
09/10/2026
|
JPY
|
20,692
|
342
|
|
Japan 10 Year Mini Bond
|
320
|
09/11/2026
|
JPY
|
25,485
|
(167
)
|
|
Japan 10 Year Bond
|
192
|
09/14/2026
|
JPY
|
152,907
|
(376
)
|
|
Australia 10 Year Bond
|
86
|
09/15/2026
|
AUD
|
6,543
|
(26
)
|
|
Korea 10 Year Bond
|
173
|
09/15/2026
|
KRW
|
12,813
|
42
|
|
Korea 3 Year Bond
|
98
|
09/15/2026
|
KRW
|
7,089
|
(2
)
|
|
S&P/TSX 60 Index
|
138
|
09/17/2026
|
CAD
|
41,111
|
536
|
|
SPI 200 Index
|
6
|
09/17/2026
|
AUD
|
937
|
(14
)
|
|
Canada 10 Year Bond
|
97
|
09/18/2026
|
CAD
|
8,213
|
(107
)
|
|
Canada 2 Year Bond
|
167
|
09/18/2026
|
CAD
|
12,512
|
(14
)
|
|
Canada 5 Year Bond
|
58
|
09/18/2026
|
CAD
|
4,630
|
(2
)
|
|
DAX Index
|
2
|
09/18/2026
|
EUR
|
1,486
|
21
|
|
EURO STOXX 50 Index
|
20
|
09/18/2026
|
EUR
|
1,473
|
14
|
|
FTSE 100 Index
|
193
|
09/18/2026
|
GBP
|
28,262
|
913
|
|
FTSE/MIB Index
|
6
|
09/18/2026
|
EUR
|
1,814
|
—
(a)
|
|
MSCI EAFE Index
|
436
|
09/18/2026
|
USD
|
69,439
|
1,152
|
|
MSCI Emerging Markets Index
|
5
|
09/18/2026
|
USD
|
411
|
(16
)
|
|
NASDAQ 100 E-Mini Index
|
1
|
09/18/2026
|
USD
|
568
|
(23
)
|
|
Russell 1000 Value E-Mini Index
|
34
|
09/18/2026
|
USD
|
4,222
|
101
|
|
Russell 2000 E-Mini Index
|
7
|
09/18/2026
|
USD
|
1,029
|
1
|
|
S&P 500 E-Mini Equal Weight Index
|
347
|
09/18/2026
|
USD
|
60,614
|
239
|
|
S&P 500 E-Mini Index
|
1,149
|
09/18/2026
|
USD
|
432,096
|
890
|
|
S&P E-Mini Communication Services Index
|
49
|
09/18/2026
|
USD
|
6,953
|
(278
)
|
|
S&P MidCap 400 E-Mini Index
|
3
|
09/18/2026
|
USD
|
1,132
|
(3
)
|
|
XAE Energy Index
|
101
|
09/18/2026
|
USD
|
12,664
|
828
|
|
XAF Financial Index
|
6
|
09/18/2026
|
USD
|
1,056
|
55
|
|
XAI E-Mini Industry Equity Index
|
39
|
09/18/2026
|
USD
|
7,091
|
(22
)
|
|
XAK Technology Equity Index
|
4
|
09/18/2026
|
USD
|
1,417
|
(142
)
|
|
XAY Consumer Discretionary Index
|
3
|
09/18/2026
|
USD
|
706
|
(10
)
|
|
U.S. Treasury 10 Year Note
|
391
|
09/21/2026
|
USD
|
42,326
|
(285
)
|
|
U.S. Treasury 10 Year Ultra Note
|
19
|
09/21/2026
|
USD
|
2,090
|
(16
)
|
|
U.S. Treasury Long Bond
|
7
|
09/21/2026
|
USD
|
761
|
(30
)
|
|
Long Gilt
|
649
|
09/28/2026
|
GBP
|
75,652
|
(627
)
|
|
U.S. Treasury 5 Year Note
|
850
|
09/30/2026
|
USD
|
90,206
|
(506
)
|
|
|
|
|
|
|
375
|
|
DESCRIPTION
|
NUMBER OF
CONTRACTS
|
EXPIRATION DATE
|
TRADING CURRENCY
|
NOTIONAL
AMOUNT ($)
|
VALUE AND
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
|
Short Contracts
|
|
|
|
|
|
|
Euro-Bobl
|
(164
)
|
09/08/2026
|
EUR
|
(21,516
)
|
192
|
|
Euro-Bund
|
(1,149
)
|
09/08/2026
|
EUR
|
(164,588
)
|
2,308
|
|
Euro-Buxl 30 Year Bond
|
(23
)
|
09/08/2026
|
EUR
|
(2,799
)
|
24
|
|
Euro-Schatz
|
(215
)
|
09/08/2026
|
EUR
|
(26,140
)
|
75
|
|
Japan 10 Year Bond
|
(18
)
|
09/14/2026
|
JPY
|
(14,335
)
|
112
|
|
Australia 10 Year Bond
|
(1,007
)
|
09/15/2026
|
AUD
|
(76,612
)
|
(137
)
|
|
SPI 200 Index
|
(313
)
|
09/17/2026
|
AUD
|
(48,883
)
|
(401
)
|
|
Canada 10 Year Bond
|
(60
)
|
09/18/2026
|
CAD
|
(5,081
)
|
93
|
|
DJ US Real Estate Index
|
(78
)
|
09/18/2026
|
USD
|
(3,090
)
|
(27
)
|
|
EURO STOXX 50 Index
|
(189
)
|
09/18/2026
|
EUR
|
(13,916
)
|
(227
)
|
|
MSCI Emerging Markets Index
|
(155
)
|
09/18/2026
|
USD
|
(12,726
)
|
1,180
|
|
Russell 1000 Growth E-Mini Index
|
(16
)
|
09/18/2026
|
USD
|
(3,837
)
|
119
|
|
Russell 2000 E-Mini Index
|
(289
)
|
09/18/2026
|
USD
|
(42,483
)
|
409
|
|
XAB Materials Equity Index
|
(58
)
|
09/18/2026
|
USD
|
(6,223
)
|
226
|
|
XAP Consumer Staples Index
|
(145
)
|
09/18/2026
|
USD
|
(12,480
)
|
33
|
|
XAU Utilities Index
|
(40
)
|
09/18/2026
|
USD
|
(3,588
)
|
50
|
|
XAV Health Care Index
|
(26
)
|
09/18/2026
|
USD
|
(4,282
)
|
68
|
|
U.S. Treasury 10 Year Note
|
(1,198
)
|
09/21/2026
|
USD
|
(129,684
)
|
1,203
|
|
U.S. Treasury Long Bond
|
(48
)
|
09/21/2026
|
USD
|
(5,217
)
|
92
|
|
U.S. Treasury Ultra Bond
|
(13
)
|
09/21/2026
|
USD
|
(1,431
)
|
28
|
|
Long Gilt
|
(13
)
|
09/28/2026
|
GBP
|
(1,515
)
|
8
|
|
U.S. Treasury 2 Year Note
|
(486
)
|
09/30/2026
|
USD
|
(99,972
)
|
167
|
|
U.S. Treasury 5 Year Note
|
(243
)
|
09/30/2026
|
USD
|
(25,788
)
|
174
|
|
|
|
|
|
|
5,769
|
|
|
|
|
|
|
6,144
|
|
Abbreviations
|
|
|
AUD
|
Australian Dollar
|
|
CAC
|
Continuous Assisted Quotation
|
|
CAD
|
Canadian Dollar
|
|
DAX
|
Deutscher Aktien Index
|
|
EAFE
|
Europe, Australasia and Far East
|
|
EUR
|
Euro
|
|
FTSE
|
Financial Times and the London Stock Exchange
|
|
GBP
|
British Pound
|
|
IBEX
|
Spanish Exchange Index
|
|
JPY
|
Japanese Yen
|
|
KRW
|
Korean Republic Won
|
|
MSCI
|
Morgan Stanley Capital International
|
|
SEK
|
Swedish Krona
|
|
SGD
|
Singapore Dollar
|
|
SPI
|
Australian Securities Exchange
|
|
TOPIX
|
Tokyo Stock Price Index
|
|
USD
|
United States Dollar
|
|
(a)
|
Amount rounds to less than one thousand.
|
|
CURRENCY
PURCHASED
|
CURRENCY
SOLD
|
COUNTERPARTY
|
SETTLEMENT
DATE
|
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
||
|
CAD
|
316
|
USD
|
223
|
Citibank, NA
|
8/17/2026
|
2
|
|
USD
|
175
|
HKD
|
1,370
|
Merrill Lynch International
|
8/17/2026
|
—
(a)
|
|
AUD
|
7,437
|
CAD
|
7,296
|
Barclays Bank plc
|
8/18/2026
|
24
|
|
AUD
|
1,654
|
CAD
|
1,617
|
Morgan Stanley
|
8/18/2026
|
9
|
|
AUD
|
937
|
USD
|
652
|
Citibank, NA
|
8/18/2026
|
6
|
|
AUD
|
2,939
|
USD
|
2,060
|
HSBC Bank, NA
|
8/18/2026
|
8
|
|
BRL
|
28,478
|
USD
|
5,484
|
BNP Paribas**
|
8/18/2026
|
113
|
|
CAD
|
765
|
USD
|
542
|
Barclays Bank plc
|
8/18/2026
|
4
|
|
CAD
|
1,074
|
USD
|
759
|
Citibank, NA
|
8/18/2026
|
8
|
|
CAD
|
44,839
|
USD
|
31,617
|
HSBC Bank, NA
|
8/18/2026
|
388
|
|
COP
|
15,153,443
|
USD
|
4,502
|
BNP Paribas**
|
8/18/2026
|
285
|
|
EUR
|
7,736
|
GBP
|
6,560
|
HSBC Bank, NA
|
8/18/2026
|
85
|
|
EUR
|
546
|
HUF
|
196,630
|
Goldman Sachs International
|
8/18/2026
|
9
|
|
EUR
|
377
|
USD
|
430
|
Morgan Stanley
|
8/18/2026
|
4
|
|
EUR
|
1,754
|
USD
|
2,006
|
Standard Chartered Bank
|
8/18/2026
|
18
|
|
GBP
|
578
|
USD
|
775
|
Morgan Stanley
|
8/18/2026
|
4
|
|
GBP
|
31,536
|
USD
|
42,178
|
Standard Chartered Bank
|
8/18/2026
|
322
|
|
INR
|
678,111
|
USD
|
7,096
|
Standard Chartered Bank**
|
8/18/2026
|
6
|
|
JPY
|
132,282
|
AUD
|
1,179
|
Goldman Sachs International
|
8/18/2026
|
3
|
|
JPY
|
118,055
|
AUD
|
1,035
|
Morgan Stanley
|
8/18/2026
|
15
|
|
JPY
|
174,507
|
AUD
|
1,527
|
Standard Chartered Bank
|
8/18/2026
|
24
|
|
JPY
|
116,874
|
CHF
|
581
|
Morgan Stanley
|
8/18/2026
|
16
|
|
JPY
|
5,730,191
|
USD
|
35,468
|
HSBC Bank, NA
|
8/18/2026
|
589
|
|
JPY
|
256,015
|
USD
|
1,581
|
Morgan Stanley
|
8/18/2026
|
29
|
|
MXN
|
11,279
|
GBP
|
479
|
HSBC Bank, NA
|
8/18/2026
|
5
|
|
NOK
|
492,164
|
USD
|
50,255
|
Merrill Lynch International
|
8/18/2026
|
1,664
|
|
NZD
|
6,179
|
AUD
|
5,076
|
HSBC Bank, NA
|
8/18/2026
|
70
|
|
NZD
|
47,486
|
USD
|
27,067
|
Standard Chartered Bank
|
8/18/2026
|
918
|
|
RON
|
4,082
|
USD
|
889
|
Goldman Sachs International
|
8/18/2026
|
7
|
|
SEK
|
10,554
|
GBP
|
813
|
Morgan Stanley
|
8/18/2026
|
14
|
|
SEK
|
42,502
|
USD
|
4,426
|
Morgan Stanley
|
8/18/2026
|
41
|
|
USD
|
392
|
CAD
|
550
|
Standard Chartered Bank
|
8/18/2026
|
—
(a)
|
|
USD
|
961
|
CHF
|
774
|
BNP Paribas
|
8/18/2026
|
1
|
|
USD
|
62,949
|
CHF
|
50,523
|
HSBC Bank, NA
|
8/18/2026
|
359
|
|
USD
|
3,609
|
CLP
|
3,348,426
|
HSBC Bank, NA**
|
8/18/2026
|
7
|
|
USD
|
4,911
|
THB
|
163,210
|
Merrill Lynch International
|
8/18/2026
|
18
|
|
AUD
|
725
|
GBP
|
377
|
BNP Paribas
|
8/27/2026
|
2
|
|
AUD
|
3,883
|
USD
|
2,696
|
BNP Paribas
|
8/27/2026
|
35
|
|
AUD
|
362
|
USD
|
254
|
Goldman Sachs International
|
8/27/2026
|
1
|
|
AUD
|
1,691
|
USD
|
1,181
|
Morgan Stanley
|
8/27/2026
|
9
|
|
CAD
|
2,242
|
USD
|
1,595
|
HSBC Bank, NA
|
8/27/2026
|
6
|
|
CAD
|
5,874
|
USD
|
4,161
|
Morgan Stanley
|
8/27/2026
|
33
|
|
CHF
|
871
|
USD
|
1,075
|
BNP Paribas
|
8/27/2026
|
5
|
|
CZK
|
37,993
|
USD
|
1,784
|
HSBC Bank, NA
|
8/27/2026
|
26
|
|
DKK
|
14,500
|
USD
|
2,214
|
Morgan Stanley
|
8/27/2026
|
25
|
|
EUR
|
43,049
|
USD
|
49,171
|
HSBC Bank, NA
|
8/27/2026
|
516
|
|
EUR
|
7,307
|
USD
|
8,343
|
Morgan Stanley
|
8/27/2026
|
90
|
|
EUR
|
1,194
|
USD
|
1,364
|
Standard Chartered Bank
|
8/27/2026
|
14
|
|
GBP
|
2,725
|
USD
|
3,645
|
Barclays Bank plc
|
8/27/2026
|
27
|
|
GBP
|
88
|
USD
|
117
|
HSBC Bank, NA
|
8/27/2026
|
1
|
|
GBP
|
1,300
|
USD
|
1,741
|
Morgan Stanley
|
8/27/2026
|
12
|
|
HUF
|
288,790
|
USD
|
911
|
HSBC Bank, NA
|
8/27/2026
|
1
|
|
JPY
|
41,091
|
CHF
|
205
|
Citibank, NA
|
8/27/2026
|
5
|
|
JPY
|
381,764
|
USD
|
2,363
|
Barclays Bank plc
|
8/27/2026
|
41
|
|
JPY
|
40,780
|
USD
|
253
|
BNP Paribas
|
8/27/2026
|
4
|
|
JPY
|
37,946
|
USD
|
239
|
Goldman Sachs International
|
8/27/2026
|
—
(a)
|
|
JPY
|
169,719
|
USD
|
1,049
|
HSBC Bank, NA
|
8/27/2026
|
20
|
|
JPY
|
8,400,260
|
USD
|
51,903
|
Morgan Stanley
|
8/27/2026
|
992
|
|
CURRENCY
PURCHASED
|
CURRENCY
SOLD
|
COUNTERPARTY
|
SETTLEMENT
DATE
|
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
||
|
JPY
|
268,233
|
USD
|
1,658
|
Standard Chartered Bank
|
8/27/2026
|
31
|
|
MXN
|
101,421
|
USD
|
5,788
|
HSBC Bank, NA
|
8/27/2026
|
55
|
|
NOK
|
19,686
|
USD
|
2,018
|
HSBC Bank, NA
|
8/27/2026
|
59
|
|
NZD
|
813
|
AUD
|
675
|
Citibank, NA
|
8/27/2026
|
4
|
|
NZD
|
23,101
|
USD
|
13,400
|
Citibank, NA
|
8/27/2026
|
218
|
|
RON
|
5,877
|
USD
|
1,275
|
Barclays Bank plc
|
8/27/2026
|
14
|
|
SEK
|
4,573
|
CHF
|
387
|
Citibank, NA
|
8/27/2026
|
1
|
|
SEK
|
49,127
|
USD
|
5,080
|
BNP Paribas
|
8/27/2026
|
86
|
|
THB
|
116,255
|
USD
|
3,473
|
HSBC Bank, NA
|
8/27/2026
|
15
|
|
USD
|
357
|
ILS
|
1,083
|
Merrill Lynch International
|
8/27/2026
|
3
|
|
USD
|
236
|
JPY
|
37,349
|
Goldman Sachs International
|
8/27/2026
|
—
(a)
|
|
AUD
|
583
|
USD
|
403
|
Standard Chartered Bank
|
9/28/2026
|
7
|
|
BRL
|
4,487
|
USD
|
853
|
BNP Paribas**
|
9/28/2026
|
21
|
|
BRL
|
694
|
USD
|
131
|
Merrill Lynch International**
|
9/28/2026
|
4
|
|
CNY
|
923
|
USD
|
137
|
Morgan Stanley**
|
9/28/2026
|
—
(a)
|
|
COP
|
1,206,322
|
USD
|
359
|
BNP Paribas**
|
9/28/2026
|
19
|
|
COP
|
2,013,534
|
USD
|
620
|
Citibank, NA**
|
9/28/2026
|
10
|
|
COP
|
1,455,732
|
USD
|
414
|
Merrill Lynch International**
|
9/28/2026
|
42
|
|
EUR
|
235
|
USD
|
268
|
BNP Paribas
|
9/28/2026
|
4
|
|
EUR
|
469
|
USD
|
536
|
Deutsche Bank AG
|
9/28/2026
|
6
|
|
GBP
|
726
|
USD
|
972
|
Barclays Bank plc
|
9/28/2026
|
6
|
|
INR
|
10,284
|
USD
|
107
|
BNP Paribas**
|
9/28/2026
|
—
(a)
|
|
INR
|
113,583
|
USD
|
1,180
|
State Street Corp.**
|
9/28/2026
|
4
|
|
KRW
|
397,650
|
USD
|
268
|
Merrill Lynch International**
|
9/28/2026
|
8
|
|
KRW
|
782,828
|
USD
|
511
|
Standard Chartered Bank**
|
9/28/2026
|
31
|
|
MXN
|
4,746
|
USD
|
270
|
Barclays Bank plc
|
9/28/2026
|
3
|
|
MXN
|
19,960
|
USD
|
1,143
|
BNP Paribas
|
9/28/2026
|
4
|
|
MXN
|
2,335
|
USD
|
134
|
Deutsche Bank AG
|
9/28/2026
|
—
(a)
|
|
MXN
|
30,403
|
USD
|
1,723
|
HSBC Bank, NA
|
9/28/2026
|
24
|
|
MXN
|
4,664
|
USD
|
266
|
Standard Chartered Bank
|
9/28/2026
|
2
|
|
PLN
|
954
|
USD
|
251
|
Barclays Bank plc
|
9/28/2026
|
5
|
|
PLN
|
951
|
USD
|
250
|
Goldman Sachs International
|
9/28/2026
|
4
|
|
PLN
|
1,900
|
USD
|
504
|
HSBC Bank, NA
|
9/28/2026
|
5
|
|
PLN
|
1,909
|
USD
|
505
|
Standard Chartered Bank
|
9/28/2026
|
6
|
|
RON
|
1,005
|
USD
|
218
|
Standard Chartered Bank
|
9/28/2026
|
2
|
|
SGD
|
345
|
USD
|
268
|
BNP Paribas
|
9/28/2026
|
2
|
|
SGD
|
692
|
USD
|
538
|
Standard Chartered Bank
|
9/28/2026
|
4
|
|
THB
|
9,037
|
USD
|
268
|
Goldman Sachs International
|
9/28/2026
|
4
|
|
THB
|
65,860
|
USD
|
1,973
|
HSBC Bank, NA
|
9/28/2026
|
8
|
|
THB
|
18,223
|
USD
|
545
|
Standard Chartered Bank
|
9/28/2026
|
3
|
|
USD
|
131
|
BRL
|
674
|
BNP Paribas**
|
9/28/2026
|
—
(a)
|
|
USD
|
161
|
CLP
|
148,319
|
Barclays Bank plc**
|
9/28/2026
|
2
|
|
USD
|
397
|
CLP
|
360,997
|
BNP Paribas**
|
9/28/2026
|
8
|
|
USD
|
405
|
CNY
|
2,730
|
Goldman Sachs International**
|
9/28/2026
|
1
|
|
USD
|
406
|
EUR
|
351
|
BNP Paribas
|
9/28/2026
|
—
(a)
|
|
USD
|
134
|
HUF
|
40,900
|
BNP Paribas
|
9/28/2026
|
5
|
|
USD
|
533
|
HUF
|
163,385
|
Morgan Stanley
|
9/28/2026
|
18
|
|
USD
|
133
|
IDR
|
2,403,666
|
BNP Paribas**
|
9/28/2026
|
1
|
|
USD
|
395
|
IDR
|
7,155,558
|
HSBC Bank, NA**
|
9/28/2026
|
—
(a)
|
|
USD
|
267
|
ILS
|
812
|
Deutsche Bank AG
|
9/28/2026
|
1
|
|
USD
|
738
|
INR
|
70,705
|
BNP Paribas**
|
9/28/2026
|
1
|
|
USD
|
140
|
INR
|
13,406
|
HSBC Bank, NA**
|
9/28/2026
|
—
(a)
|
|
USD
|
135
|
KRW
|
192,835
|
Barclays Bank plc**
|
9/28/2026
|
2
|
|
USD
|
162
|
KRW
|
231,390
|
Standard Chartered Bank**
|
9/28/2026
|
1
|
|
USD
|
44
|
MYR
|
180
|
BNP Paribas**
|
9/28/2026
|
—
(a)
|
|
USD
|
39
|
MYR
|
161
|
Standard Chartered Bank**
|
9/28/2026
|
—
(a)
|
|
USD
|
457
|
PEN
|
1,555
|
HSBC Bank, NA**
|
9/28/2026
|
1
|
|
USD
|
741
|
PHP
|
44,972
|
BNP Paribas**
|
9/28/2026
|
7
|
|
USD
|
310
|
PLN
|
1,139
|
Barclays Bank plc
|
9/28/2026
|
5
|
|
CURRENCY
PURCHASED
|
CURRENCY
SOLD
|
COUNTERPARTY
|
SETTLEMENT
DATE
|
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
||
|
USD
|
670
|
PLN
|
2,447
|
HSBC Bank, NA
|
9/28/2026
|
15
|
|
USD
|
165
|
RON
|
751
|
HSBC Bank, NA
|
9/28/2026
|
1
|
|
USD
|
297
|
RON
|
1,353
|
Standard Chartered Bank
|
9/28/2026
|
—
(a)
|
|
USD
|
269
|
SGD
|
343
|
HSBC Bank, NA
|
9/28/2026
|
—
(a)
|
|
USD
|
550
|
SGD
|
702
|
Standard Chartered Bank
|
9/28/2026
|
1
|
|
USD
|
272
|
THB
|
8,833
|
Barclays Bank plc
|
9/28/2026
|
6
|
|
USD
|
357
|
THB
|
11,811
|
Merrill Lynch International
|
9/28/2026
|
2
|
|
USD
|
212
|
ZAR
|
3,514
|
Barclays Bank plc
|
9/28/2026
|
—
(a)
|
|
USD
|
265
|
ZAR
|
4,386
|
Goldman Sachs International
|
9/28/2026
|
1
|
|
USD
|
711
|
ZAR
|
11,690
|
Morgan Stanley
|
9/28/2026
|
7
|
|
ZAR
|
3,055
|
USD
|
183
|
HSBC Bank, NA
|
9/28/2026
|
1
|
|
CZK
|
2,265
|
EUR
|
93
|
Goldman Sachs International
|
9/29/2026
|
—
(a)
|
|
CZK
|
14,054
|
USD
|
664
|
Barclays Bank plc
|
9/29/2026
|
5
|
|
USD
|
563
|
CZK
|
11,761
|
HSBC Bank, NA
|
9/29/2026
|
3
|
|
Total unrealized appreciation
|
7,759
|
|||||
|
HKD
|
1,370
|
USD
|
175
|
HSBC Bank, NA
|
8/17/2026
|
—
(a)
|
|
USD
|
223
|
CAD
|
316
|
Standard Chartered Bank
|
8/17/2026
|
(2
)
|
|
USD
|
112
|
EUR
|
98
|
BNP Paribas
|
8/17/2026
|
(1
)
|
|
USD
|
151
|
GBP
|
113
|
HSBC Bank, NA
|
8/17/2026
|
(1
)
|
|
AUD
|
1,332
|
JPY
|
151,816
|
Standard Chartered Bank
|
8/18/2026
|
(18
)
|
|
AUD
|
1,643
|
NZD
|
1,966
|
Morgan Stanley
|
8/18/2026
|
(3
)
|
|
CAD
|
2,287
|
AUD
|
2,323
|
Citibank, NA
|
8/18/2026
|
(2
)
|
|
CAD
|
1,016
|
EUR
|
634
|
Barclays Bank plc
|
8/18/2026
|
(6
)
|
|
CHF
|
3,733
|
EUR
|
4,063
|
Merrill Lynch International
|
8/18/2026
|
(63
)
|
|
CHF
|
2,512
|
JPY
|
504,966
|
BNP Paribas
|
8/18/2026
|
(66
)
|
|
CHF
|
3,870
|
JPY
|
778,495
|
Morgan Stanley
|
8/18/2026
|
(104
)
|
|
CHF
|
2,379
|
USD
|
2,959
|
Barclays Bank plc
|
8/18/2026
|
(12
)
|
|
CHF
|
584
|
USD
|
724
|
Goldman Sachs International
|
8/18/2026
|
—
(a)
|
|
CHF
|
1,426
|
USD
|
1,777
|
HSBC Bank, NA
|
8/18/2026
|
(10
)
|
|
EUR
|
916
|
GBP
|
785
|
Barclays Bank plc
|
8/18/2026
|
(2
)
|
|
GBP
|
532
|
AUD
|
1,021
|
BNP Paribas
|
8/18/2026
|
(2
)
|
|
GBP
|
641
|
AUD
|
1,235
|
Morgan Stanley
|
8/18/2026
|
(5
)
|
|
GBP
|
531
|
EUR
|
622
|
Barclays Bank plc
|
8/18/2026
|
(2
)
|
|
GBP
|
1,447
|
EUR
|
1,695
|
Morgan Stanley
|
8/18/2026
|
(6
)
|
|
GBP
|
18,742
|
NOK
|
246,077
|
Merrill Lynch International
|
8/18/2026
|
(701
)
|
|
HUF
|
215,405
|
EUR
|
603
|
Merrill Lynch International
|
8/18/2026
|
(16
)
|
|
HUF
|
1,430,656
|
USD
|
4,614
|
HSBC Bank, NA
|
8/18/2026
|
(96
)
|
|
IDR
|
40,425,516
|
USD
|
2,241
|
HSBC Bank, NA**
|
8/18/2026
|
(2
)
|
|
IDR
|
27,005,263
|
USD
|
1,497
|
State Street Corp.**
|
8/18/2026
|
(1
)
|
|
SEK
|
117,808
|
NOK
|
119,994
|
BNP Paribas
|
8/18/2026
|
(277
)
|
|
THB
|
37,769
|
USD
|
1,135
|
Standard Chartered Bank
|
8/18/2026
|
(3
)
|
|
TWD
|
11,272
|
USD
|
350
|
BNP Paribas**
|
8/18/2026
|
—
(a)
|
|
USD
|
34,871
|
AUD
|
50,251
|
HSBC Bank, NA
|
8/18/2026
|
(478
)
|
|
USD
|
2,975
|
AUD
|
4,289
|
Merrill Lynch International
|
8/18/2026
|
(42
)
|
|
USD
|
1,019
|
AUD
|
1,468
|
Morgan Stanley
|
8/18/2026
|
(14
)
|
|
USD
|
640
|
BRL
|
3,273
|
Morgan Stanley**
|
8/18/2026
|
(4
)
|
|
USD
|
714
|
BRL
|
3,708
|
State Street Corp.**
|
8/18/2026
|
(15
)
|
|
USD
|
236
|
CAD
|
331
|
Barclays Bank plc
|
8/18/2026
|
(1
)
|
|
USD
|
351
|
CAD
|
497
|
Standard Chartered Bank
|
8/18/2026
|
(4
)
|
|
USD
|
808
|
CHF
|
655
|
Morgan Stanley
|
8/18/2026
|
(3
)
|
|
USD
|
1,062
|
COP
|
3,444,149
|
State Street Corp.**
|
8/18/2026
|
(26
)
|
|
USD
|
1,955
|
CZK
|
41,396
|
HSBC Bank, NA
|
8/18/2026
|
(16
)
|
|
USD
|
921
|
CZK
|
19,509
|
Merrill Lynch International
|
8/18/2026
|
(8
)
|
|
USD
|
325
|
EUR
|
285
|
Barclays Bank plc
|
8/18/2026
|
(4
)
|
|
USD
|
847
|
EUR
|
742
|
BNP Paribas
|
8/18/2026
|
(9
)
|
|
USD
|
379
|
EUR
|
331
|
HSBC Bank, NA
|
8/18/2026
|
(3
)
|
|
USD
|
56,685
|
EUR
|
49,526
|
Merrill Lynch International
|
8/18/2026
|
(459
)
|
|
USD
|
325
|
EUR
|
286
|
Standard Chartered Bank
|
8/18/2026
|
(5
)
|
|
USD
|
334
|
GBP
|
249
|
Barclays Bank plc
|
8/18/2026
|
(2
)
|
|
CURRENCY
PURCHASED
|
CURRENCY
SOLD
|
COUNTERPARTY
|
SETTLEMENT
DATE
|
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
||
|
USD
|
539
|
GBP
|
402
|
HSBC Bank, NA
|
8/18/2026
|
(3
)
|
|
USD
|
290
|
GBP
|
218
|
Morgan Stanley
|
8/18/2026
|
(3
)
|
|
USD
|
205
|
GBP
|
153
|
Standard Chartered Bank
|
8/18/2026
|
(2
)
|
|
USD
|
758
|
INR
|
73,263
|
Merrill Lynch International**
|
8/18/2026
|
(9
)
|
|
USD
|
622
|
JPY
|
100,829
|
Barclays Bank plc
|
8/18/2026
|
(12
)
|
|
USD
|
754
|
JPY
|
122,031
|
BNP Paribas
|
8/18/2026
|
(14
)
|
|
USD
|
640
|
JPY
|
104,620
|
Goldman Sachs International
|
8/18/2026
|
(18
)
|
|
USD
|
548
|
JPY
|
88,713
|
HSBC Bank, NA
|
8/18/2026
|
(10
)
|
|
USD
|
1,231
|
JPY
|
198,593
|
Morgan Stanley
|
8/18/2026
|
(18
)
|
|
USD
|
1,715
|
JPY
|
278,124
|
Standard Chartered Bank
|
8/18/2026
|
(35
)
|
|
USD
|
2,263
|
KRW
|
3,452,163
|
Goldman Sachs International**
|
8/18/2026
|
(129
)
|
|
USD
|
3,064
|
MXN
|
53,520
|
HSBC Bank, NA
|
8/18/2026
|
(22
)
|
|
USD
|
12,604
|
NOK
|
123,585
|
Merrill Lynch International
|
8/18/2026
|
(433
)
|
|
USD
|
3,103
|
NZD
|
5,310
|
Goldman Sachs International
|
8/18/2026
|
(26
)
|
|
USD
|
3,826
|
PHP
|
235,385
|
Merrill Lynch International**
|
8/18/2026
|
(19
)
|
|
USD
|
1,179
|
PHP
|
72,494
|
Standard Chartered Bank**
|
8/18/2026
|
(5
)
|
|
USD
|
2,692
|
PLN
|
10,113
|
HSBC Bank, NA
|
8/18/2026
|
(15
)
|
|
USD
|
4,166
|
RON
|
19,115
|
Merrill Lynch International
|
8/18/2026
|
(30
)
|
|
USD
|
1,433
|
SEK
|
13,862
|
Goldman Sachs International
|
8/18/2026
|
(24
)
|
|
USD
|
45,743
|
SEK
|
439,901
|
HSBC Bank, NA
|
8/18/2026
|
(489
)
|
|
ZAR
|
11,617
|
USD
|
713
|
HSBC Bank, NA
|
8/18/2026
|
(11
)
|
|
AUD
|
361
|
JPY
|
41,069
|
Citibank, NA
|
8/27/2026
|
(5
)
|
|
AUD
|
726
|
NZD
|
868
|
Citibank, NA
|
8/27/2026
|
(1
)
|
|
CAD
|
759
|
AUD
|
776
|
Citibank, NA
|
8/27/2026
|
(4
)
|
|
CAD
|
357
|
EUR
|
222
|
Goldman Sachs International
|
8/27/2026
|
(1
)
|
|
CHF
|
384
|
AUD
|
678
|
Citibank, NA
|
8/27/2026
|
(1
)
|
|
CHF
|
385
|
NOK
|
4,559
|
Citibank, NA
|
8/27/2026
|
(4
)
|
|
CHF
|
193
|
NZD
|
409
|
Citibank, NA
|
8/27/2026
|
(2
)
|
|
EUR
|
415
|
NOK
|
4,569
|
Citibank, NA
|
8/27/2026
|
(3
)
|
|
ILS
|
6,470
|
USD
|
2,143
|
Goldman Sachs International
|
8/27/2026
|
(25
)
|
|
JPY
|
58,815
|
GBP
|
275
|
HSBC Bank, NA
|
8/27/2026
|
—
(a)
|
|
SGD
|
336
|
EUR
|
228
|
HSBC Bank, NA
|
8/27/2026
|
—
(a)
|
|
USD
|
886
|
AUD
|
1,268
|
HSBC Bank, NA
|
8/27/2026
|
(5
)
|
|
USD
|
658
|
AUD
|
951
|
State Street Corp.
|
8/27/2026
|
(11
)
|
|
USD
|
1,640
|
CAD
|
2,306
|
Barclays Bank plc
|
8/27/2026
|
(7
)
|
|
USD
|
4,036
|
CAD
|
5,684
|
Citibank, NA
|
8/27/2026
|
(23
)
|
|
USD
|
1,516
|
CAD
|
2,142
|
Morgan Stanley
|
8/27/2026
|
(13
)
|
|
USD
|
254
|
CHF
|
205
|
Citibank, NA
|
8/27/2026
|
—
(a)
|
|
USD
|
942
|
CHF
|
770
|
Goldman Sachs International
|
8/27/2026
|
(13
)
|
|
USD
|
245
|
CHF
|
199
|
HSBC Bank, NA
|
8/27/2026
|
(1
)
|
|
USD
|
281
|
CZK
|
5,994
|
Goldman Sachs International
|
8/27/2026
|
(4
)
|
|
USD
|
295
|
DKK
|
1,935
|
Barclays Bank plc
|
8/27/2026
|
(3
)
|
|
USD
|
192
|
EUR
|
167
|
Barclays Bank plc
|
8/27/2026
|
(1
)
|
|
USD
|
284
|
EUR
|
247
|
Citibank, NA
|
8/27/2026
|
(1
)
|
|
USD
|
301
|
EUR
|
262
|
Goldman Sachs International
|
8/27/2026
|
(1
)
|
|
USD
|
26,019
|
EUR
|
22,791
|
HSBC Bank, NA
|
8/27/2026
|
(287
)
|
|
USD
|
266
|
EUR
|
232
|
Morgan Stanley
|
8/27/2026
|
(2
)
|
|
USD
|
4,537
|
EUR
|
3,970
|
Standard Chartered Bank
|
8/27/2026
|
(45
)
|
|
USD
|
2,158
|
GBP
|
1,613
|
Barclays Bank plc
|
8/27/2026
|
(16
)
|
|
USD
|
16,458
|
GBP
|
12,321
|
BNP Paribas
|
8/27/2026
|
(147
)
|
|
USD
|
506
|
GBP
|
378
|
Goldman Sachs International
|
8/27/2026
|
(4
)
|
|
USD
|
439
|
GBP
|
326
|
HSBC Bank, NA
|
8/27/2026
|
(1
)
|
|
USD
|
2,198
|
GBP
|
1,644
|
Morgan Stanley
|
8/27/2026
|
(19
)
|
|
USD
|
344
|
GBP
|
257
|
Standard Chartered Bank
|
8/27/2026
|
(1
)
|
|
USD
|
110
|
JPY
|
18,007
|
BNP Paribas
|
8/27/2026
|
(3
)
|
|
USD
|
4,336
|
JPY
|
705,391
|
Goldman Sachs International
|
8/27/2026
|
(106
)
|
|
USD
|
1
|
JPY
|
175
|
HSBC Bank, NA
|
8/27/2026
|
—
(a)
|
|
USD
|
4,181
|
JPY
|
676,770
|
Morgan Stanley
|
8/27/2026
|
(81
)
|
|
USD
|
5,815
|
MXN
|
101,617
|
Goldman Sachs International
|
8/27/2026
|
(42
)
|
|
CURRENCY
PURCHASED
|
CURRENCY
SOLD
|
COUNTERPARTY
|
SETTLEMENT
DATE
|
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
||
|
USD
|
911
|
MXN
|
15,908
|
State Street Corp.
|
8/27/2026
|
(5
)
|
|
USD
|
268
|
NOK
|
2,572
|
Morgan Stanley
|
8/27/2026
|
(4
)
|
|
USD
|
941
|
NZD
|
1,616
|
Barclays Bank plc
|
8/27/2026
|
(11
)
|
|
USD
|
919
|
NZD
|
1,595
|
Citibank, NA
|
8/27/2026
|
(21
)
|
|
USD
|
324
|
PLN
|
1,230
|
Barclays Bank plc
|
8/27/2026
|
(5
)
|
|
USD
|
264
|
RON
|
1,217
|
Goldman Sachs International
|
8/27/2026
|
(3
)
|
|
USD
|
304
|
SEK
|
2,940
|
Citibank, NA
|
8/27/2026
|
(5
)
|
|
USD
|
313
|
SEK
|
3,032
|
Goldman Sachs International
|
8/27/2026
|
(5
)
|
|
USD
|
1,397
|
SGD
|
1,802
|
Goldman Sachs International
|
8/27/2026
|
(10
)
|
|
USD
|
396
|
THB
|
13,369
|
Merrill Lynch International
|
8/27/2026
|
(5
)
|
|
CLP
|
241,318
|
USD
|
269
|
Barclays Bank plc**
|
9/28/2026
|
(9
)
|
|
CLP
|
1,260,731
|
USD
|
1,400
|
HSBC Bank, NA**
|
9/28/2026
|
(43
)
|
|
CNY
|
2,706
|
USD
|
403
|
Barclays Bank plc**
|
9/28/2026
|
(2
)
|
|
CNY
|
4,001
|
USD
|
595
|
HSBC Bank, NA**
|
9/28/2026
|
(2
)
|
|
CNY
|
33,243
|
USD
|
4,951
|
Morgan Stanley**
|
9/28/2026
|
(30
)
|
|
COP
|
816,426
|
USD
|
257
|
Goldman Sachs International**
|
9/28/2026
|
(2
)
|
|
EUR
|
139
|
USD
|
161
|
Barclays Bank plc
|
9/28/2026
|
(1
)
|
|
HUF
|
42,150
|
EUR
|
116
|
BNP Paribas
|
9/28/2026
|
(2
)
|
|
HUF
|
132,121
|
USD
|
431
|
HSBC Bank, NA
|
9/28/2026
|
(14
)
|
|
IDR
|
37,609,391
|
USD
|
2,096
|
BNP Paribas**
|
9/28/2026
|
(21
)
|
|
IDR
|
4,800,746
|
USD
|
269
|
Merrill Lynch International**
|
9/28/2026
|
(5
)
|
|
IDR
|
2,686,110
|
USD
|
148
|
State Street Corp.**
|
9/28/2026
|
—
(a)
|
|
INR
|
50,572
|
USD
|
532
|
Barclays Bank plc**
|
9/28/2026
|
(5
)
|
|
INR
|
25,426
|
USD
|
267
|
BNP Paribas**
|
9/28/2026
|
(2
)
|
|
MXN
|
22,859
|
USD
|
1,317
|
HSBC Bank, NA
|
9/28/2026
|
(3
)
|
|
MYR
|
8,278
|
USD
|
2,042
|
Standard Chartered Bank**
|
9/28/2026
|
(13
)
|
|
PEN
|
3,658
|
USD
|
1,074
|
Goldman Sachs International**
|
9/28/2026
|
—
(a)
|
|
PEN
|
795
|
USD
|
234
|
HSBC Bank, NA**
|
9/28/2026
|
—
(a)
|
|
PLN
|
399
|
EUR
|
93
|
Goldman Sachs International
|
9/28/2026
|
(1
)
|
|
PLN
|
6,067
|
USD
|
1,650
|
HSBC Bank, NA
|
9/28/2026
|
(26
)
|
|
PLN
|
3,529
|
USD
|
954
|
Morgan Stanley
|
9/28/2026
|
(9
)
|
|
THB
|
8,835
|
USD
|
273
|
BNP Paribas
|
9/28/2026
|
(8
)
|
|
THB
|
114,119
|
USD
|
3,493
|
Morgan Stanley
|
9/28/2026
|
(60
)
|
|
THB
|
13,434
|
USD
|
407
|
Standard Chartered Bank
|
9/28/2026
|
(2
)
|
|
USD
|
214
|
AUD
|
306
|
Barclays Bank plc
|
9/28/2026
|
(1
)
|
|
USD
|
125
|
AUD
|
178
|
HSBC Bank, NA
|
9/28/2026
|
—
(a)
|
|
USD
|
268
|
AUD
|
384
|
Standard Chartered Bank
|
9/28/2026
|
(1
)
|
|
USD
|
132
|
BRL
|
681
|
Barclays Bank plc**
|
9/28/2026
|
—
(a)
|
|
USD
|
1,794
|
BRL
|
9,403
|
BNP Paribas**
|
9/28/2026
|
(36
)
|
|
USD
|
168
|
BRL
|
878
|
Goldman Sachs International**
|
9/28/2026
|
(3
)
|
|
USD
|
301
|
BRL
|
1,578
|
State Street Corp.**
|
9/28/2026
|
(6
)
|
|
USD
|
474
|
COP
|
1,668,186
|
Barclays Bank plc**
|
9/28/2026
|
(48
)
|
|
USD
|
443
|
COP
|
1,543,083
|
Citibank, NA**
|
9/28/2026
|
(40
)
|
|
USD
|
194
|
COP
|
685,415
|
Goldman Sachs International**
|
9/28/2026
|
(20
)
|
|
USD
|
305
|
COP
|
1,067,569
|
Merrill Lynch International**
|
9/28/2026
|
(29
)
|
|
USD
|
2,583
|
COP
|
9,201,167
|
Standard Chartered Bank**
|
9/28/2026
|
(295
)
|
|
USD
|
539
|
EUR
|
468
|
BNP Paribas
|
9/28/2026
|
(2
)
|
|
USD
|
267
|
EUR
|
234
|
Standard Chartered Bank
|
9/28/2026
|
(3
)
|
|
USD
|
647
|
GBP
|
485
|
Barclays Bank plc
|
9/28/2026
|
(7
)
|
|
USD
|
267
|
GBP
|
200
|
Deutsche Bank AG
|
9/28/2026
|
(2
)
|
|
USD
|
778
|
IDR
|
14,165,049
|
Barclays Bank plc**
|
9/28/2026
|
(3
)
|
|
USD
|
773
|
IDR
|
14,071,113
|
Citibank, NA**
|
9/28/2026
|
(3
)
|
|
USD
|
373
|
IDR
|
6,770,309
|
State Street Corp.**
|
9/28/2026
|
(1
)
|
|
USD
|
267
|
INR
|
25,702
|
BNP Paribas**
|
9/28/2026
|
(1
)
|
|
USD
|
266
|
INR
|
25,809
|
HSBC Bank, NA**
|
9/28/2026
|
(4
)
|
|
USD
|
133
|
INR
|
12,795
|
Standard Chartered Bank**
|
9/28/2026
|
(1
)
|
|
USD
|
422
|
INR
|
40,620
|
State Street Corp.**
|
9/28/2026
|
(2
)
|
|
USD
|
213
|
KRW
|
332,201
|
Standard Chartered Bank**
|
9/28/2026
|
(17
)
|
|
USD
|
134
|
MXN
|
2,345
|
Barclays Bank plc
|
9/28/2026
|
(1
)
|
|
CURRENCY
PURCHASED
|
CURRENCY
SOLD
|
COUNTERPARTY
|
SETTLEMENT
DATE
|
UNREALIZED
APPRECIATION
(DEPRECIATION) ($)
|
||
|
USD
|
134
|
MXN
|
2,359
|
BNP Paribas
|
9/28/2026
|
(2
)
|
|
USD
|
398
|
MXN
|
7,008
|
Merrill Lynch International
|
9/28/2026
|
(4
)
|
|
USD
|
5,193
|
MXN
|
90,386
|
Morgan Stanley
|
9/28/2026
|
(1
)
|
|
USD
|
140
|
MXN
|
2,466
|
State Street Bank & Trust
|
9/28/2026
|
(2
)
|
|
USD
|
269
|
MYR
|
1,103
|
BNP Paribas**
|
9/28/2026
|
(2
)
|
|
USD
|
441
|
PEN
|
1,510
|
Goldman Sachs International**
|
9/28/2026
|
(3
)
|
|
USD
|
126
|
PLN
|
472
|
Barclays Bank plc
|
9/28/2026
|
(1
)
|
|
USD
|
265
|
PLN
|
1,009
|
Deutsche Bank AG
|
9/28/2026
|
(5
)
|
|
USD
|
223
|
PLN
|
844
|
HSBC Bank, NA
|
9/28/2026
|
(3
)
|
|
USD
|
65
|
PLN
|
244
|
Morgan Stanley
|
9/28/2026
|
—
(a)
|
|
USD
|
268
|
SGD
|
343
|
Barclays Bank plc
|
9/28/2026
|
—
(a)
|
|
USD
|
270
|
SGD
|
348
|
Deutsche Bank AG
|
9/28/2026
|
(2
)
|
|
USD
|
267
|
THB
|
8,904
|
Barclays Bank plc
|
9/28/2026
|
(1
)
|
|
USD
|
539
|
THB
|
17,971
|
Merrill Lynch International
|
9/28/2026
|
(2
)
|
|
USD
|
291
|
ZAR
|
4,874
|
Barclays Bank plc
|
9/28/2026
|
(3
)
|
|
USD
|
347
|
ZAR
|
5,782
|
Morgan Stanley
|
9/28/2026
|
(2
)
|
|
USD
|
265
|
ZAR
|
4,465
|
Standard Chartered Bank
|
9/28/2026
|
(4
)
|
|
ZAR
|
3,502
|
USD
|
215
|
Barclays Bank plc
|
9/28/2026
|
(4
)
|
|
ZAR
|
4,380
|
USD
|
269
|
Goldman Sachs International
|
9/28/2026
|
(5
)
|
|
CZK
|
6,750
|
USD
|
325
|
Barclays Bank plc
|
9/29/2026
|
(4
)
|
|
CZK
|
20,165
|
USD
|
966
|
BNP Paribas
|
9/29/2026
|
(5
)
|
|
USD
|
341
|
CZK
|
7,251
|
Barclays Bank plc
|
9/29/2026
|
(4
)
|
|
USD
|
260
|
CZK
|
5,515
|
BNP Paribas
|
9/29/2026
|
(3
)
|
|
USD
|
1,283
|
CZK
|
27,151
|
HSBC Bank, NA
|
9/29/2026
|
(11
)
|
|
USD
|
258
|
CZK
|
5,433
|
Morgan Stanley
|
9/29/2026
|
(1
)
|
|
Total unrealized depreciation
|
(5,638
)
|
|||||
|
Net unrealized appreciation
|
2,121
|
|||||
|
Abbreviations
|
|
|
AUD
|
Australian Dollar
|
|
BRL
|
Brazilian Real
|
|
CAD
|
Canadian Dollar
|
|
CHF
|
Swiss Franc
|
|
CLP
|
Chile Peso
|
|
CNY
|
China Yuan
|
|
COP
|
Colombian Peso
|
|
CZK
|
Czech Republic 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
|
Korean Republic Won
|
|
MXN
|
Mexican Peso
|
|
MYR
|
Malaysian Ringgit
|
|
NOK
|
Norwegian Krone
|
|
NZD
|
New Zealand Dollar
|
|
PEN
|
Peruvian Nuevo Sol
|
|
PHP
|
Philippines Peso
|
|
PLN
|
Polish Zloty
|
|
RON
|
Romanian Leu
|
|
SEK
|
Swedish Krona
|
|
SGD
|
Singapore Dollar
|
|
THB
|
Thai Baht
|
|
TWD
|
Taiwan Dollar
|
|
USD
|
United States Dollar
|
|
ZAR
|
South African Rand
|
|
(a)
|
Amount rounds to less than one thousand.
|
|
**
|
Non-deliverable forward.
|
|
|
|
|
||
|
|
Level 1
Quoted prices
|
Level 2
Other significant
observable inputs
|
Level 3
Significant
unobservable inputs
|
Total
|
|
Investments in Securities
|
|
|
|
|
|
Asset-Backed Securities
|
$—
|
$9,609
|
$—
|
$9,609
|
|
Closed End Funds
|
24,046
|
—
|
—
|
24,046
|
|
Collateralized Mortgage Obligations
|
—
|
3,002
|
—
|
3,002
|
|
Commercial Mortgage-Backed Securities
|
—
|
423
|
—
|
423
|
|
Common Stocks
|
|
|
|
|
|
Australia
|
—
|
6,991
|
—
|
6,991
|
|
Austria
|
—
|
253
|
—
|
253
|
|
Belgium
|
—
|
620
|
—
|
620
|
|
Brazil
|
13,652
|
24
|
—
|
13,676
|
|
Chile
|
—
|
55
|
—
|
55
|
|
China
|
3,598
|
41,284
|
—
|
44,882
|
|
Cyprus
|
—
|
528
|
—
|
528
|
|
Czech Republic
|
612
|
—
|
—
|
612
|
|
Denmark
|
73
|
3,412
|
—
|
3,485
|
|
Finland
|
—
|
803
|
—
|
803
|
|
France
|
114
|
13,694
|
—
|
13,808
|
|
Germany
|
942
|
11,024
|
—
|
11,966
|
|
Greece
|
—
|
1,316
|
—
|
1,316
|
|
Guatemala
|
858
|
—
|
—
|
858
|
|
Hong Kong
|
16
|
5,026
|
—
|
5,042
|
|
Hungary
|
—
|
1,769
|
—
|
1,769
|
|
India
|
4,814
|
13,877
|
—
|
18,691
|
|
Indonesia
|
—
|
642
|
—
|
642
|
|
Ireland
|
1,469
|
239
|
—
|
1,708
|
|
Israel
|
162
|
628
|
—
|
790
|
|
Italy
|
20
|
6,582
|
—
|
6,602
|
|
Ivory Coast
|
—
|
33
|
—
|
33
|
|
Japan
|
709
|
28,937
|
—
|
29,646
|
|
Kazakhstan
|
492
|
—
|
—
|
492
|
|
Luxembourg
|
—
|
136
|
—
|
136
|
|
Macau
|
—
|
40
|
—
|
40
|
|
Malaysia
|
—
|
650
|
—
|
650
|
|
Mexico
|
1,828
|
19
|
—
|
1,847
|
|
Netherlands
|
3,289
|
9,860
|
—
|
13,149
|
|
New Zealand
|
—
|
153
|
—
|
153
|
|
Nigeria
|
—
|
11
|
—
|
11
|
|
Norway
|
69
|
350
|
—
|
419
|
|
Peru
|
879
|
—
|
—
|
879
|
|
Poland
|
—
|
14
|
—
|
14
|
|
Portugal
|
—
|
128
|
—
|
128
|
|
Russia
|
—
|
—
|
—(a
)
|
—(a
)
|
|
Saudi Arabia
|
—
|
1,731
|
—
|
1,731
|
|
|
|
|
||
|
|
Level 1
Quoted prices
|
Level 2
Other significant
observable inputs
|
Level 3
Significant
unobservable inputs
|
Total
|
|
Singapore
|
$649
|
$3,475
|
$—
|
$4,124
|
|
South Africa
|
957
|
4,034
|
—
|
4,991
|
|
South Korea
|
1,489
|
34,247
|
—
|
35,736
|
|
Spain
|
—
|
2,742
|
—
|
2,742
|
|
Sweden
|
—
|
6,343
|
—
|
6,343
|
|
Switzerland
|
18
|
4,321
|
—
|
4,339
|
|
Taiwan
|
5,831
|
45,435
|
—
|
51,266
|
|
Thailand
|
792
|
—
|
—
|
792
|
|
United Arab Emirates
|
—
|
945
|
—
(a)
|
945
|
|
United Kingdom
|
1,630
|
10,217
|
—
|
11,847
|
|
United States
|
485,760
|
9,917
|
11
|
495,688
|
|
Total Common Stocks
|
530,722
|
272,505
|
11
|
803,238
|
|
Corporate Bonds
|
|
|
|
|
|
Australia
|
—
|
2,029
|
—
|
2,029
|
|
Austria
|
—
|
281
|
—
|
281
|
|
Canada
|
—
|
14,390
|
—
|
14,390
|
|
Denmark
|
—
|
2,344
|
—
|
2,344
|
|
France
|
—
|
9,451
|
—
|
9,451
|
|
Germany
|
—
|
18,177
|
—
|
18,177
|
|
Hong Kong
|
—
|
193
|
—
|
193
|
|
Ireland
|
—
|
3,191
|
—
|
3,191
|
|
Italy
|
—
|
12,755
|
—
|
12,755
|
|
Japan
|
—
|
917
|
—
|
917
|
|
Luxembourg
|
—
|
288
|
—
|
288
|
|
Netherlands
|
—
|
2,166
|
—
|
2,166
|
|
Portugal
|
—
|
4,144
|
—
|
4,144
|
|
Saudi Arabia
|
—
|
773
|
—
|
773
|
|
Spain
|
—
|
9,469
|
—
|
9,469
|
|
Switzerland
|
—
|
11,403
|
—
|
11,403
|
|
Trinidad And Tobago
|
—
|
209
|
—
|
209
|
|
United Kingdom
|
—
|
13,701
|
—
|
13,701
|
|
United States
|
—
|
272,893
|
5
|
272,898
|
|
Total Corporate Bonds
|
—
|
378,774
|
5
|
378,779
|
|
Exchange-Traded Funds
|
372,376
|
—
|
—
|
372,376
|
|
Foreign Government Securities
|
—
|
275,887
|
—
|
275,887
|
|
Investment Companies
|
118,013
|
—
|
—
|
118,013
|
|
Loan Assignments
|
—
|
—
|
277
|
277
|
|
Options Purchased
|
1,812
|
—
|
—
|
1,812
|
|
Preferred Stocks
|
—
|
1
|
—
|
1
|
|
Supranational
|
—
|
2,100
|
—
|
2,100
|
|
U.S. Treasury Obligations
|
—
|
66,883
|
—
|
66,883
|
|
Warrants
|
—
|
1
|
—
|
1
|
|
Short-Term Investments
|
|
|
|
|
|
Commercial Paper
|
—
|
1,670
|
—
|
1,670
|
|
Investment Companies
|
58,718
|
—
|
—
|
58,718
|
|
|
|
|
||
|
|
Level 1
Quoted prices
|
Level 2
Other significant
observable inputs
|
Level 3
Significant
unobservable inputs
|
Total
|
|
Investment of Cash Collateral from Securities Loaned
|
$22,716
|
$—
|
$—
|
$22,716
|
|
Total Short-Term Investments
|
81,434
|
1,670
|
—
|
83,104
|
|
Total Investments in Securities
|
$1,128,403
|
$1,010,855
|
$293
|
$2,139,551
|
|
Appreciation in Other Financial Instruments
|
|
|
|
|
|
Forward Foreign Currency Exchange Contracts
|
$—
|
$7,759
|
$—
|
$7,759
|
|
Futures Contracts
|
11,817
|
—
|
—
|
11,817
|
|
Depreciation in Other Financial Instruments
|
|
|
|
|
|
Forward Foreign Currency Exchange Contracts
|
$—
|
$(5,638
)
|
$—
|
$(5,638
)
|
|
Futures Contracts
|
(5,510
)
|
(163
)
|
—
|
(5,673
)
|
|
Total Net Appreciation/ Depreciation in Other
Financial Instruments
|
$6,307
|
$1,958
|
$—
|
$8,265
|
|
|
|
|
(a)
|
Value is zero.
|
|
|
|||||||||
|
For the period ended July 31, 2026
|
|||||||||
|
Security Description
|
Value at
October 31,
2025
|
Purchases at
Cost
|
Proceeds from
Sales
|
Net Realized
Gain (Loss)
|
Change in
Unrealized
Appreciation/
(Depreciation)
|
Value at
July 31,
2026
|
Shares at
July 31,
2026
|
Dividend
Income
|
Capital Gain
Distributions
|
|
JPMorgan ActiveBuilders Emerging Markets Equity
ETF (a)
|
$—
|
$56,890
|
$—
|
$—
|
$(5,653
)
|
$51,237
|
865
|
$—
|
$—
|
|
JPMorgan BetaBuilders Canada ETF (a)
|
—
|
36,106
|
—
|
—
|
164
|
36,270
|
354
|
—
|
—
|
|
JPMorgan BetaBuilders Japan ETF (a)
|
—
|
82,321
|
—
|
—
|
(324
)
|
81,997
|
1,099
|
—
|
—
|
|
JPMorgan Income ETF (a)
|
97,243
|
78,437
|
56,132
|
(147
)
|
(1,401
)
|
118,000
|
2,574
|
4,313
|
—
|
|
JPMorgan Income Fund Class R6 Shares (a)
|
114,375
|
4,796
|
41,102
|
(435
)
|
(1,234
)
|
76,400
|
9,041
|
4,797
|
—
|
|
JPMorgan International Dynamic ETF (a) *
|
—
|
13,546
|
—
|
—
|
147
|
13,693
|
268
|
—
|
—
|
|
JPMorgan Mortgage-Backed Securities ETF (a)
|
—
|
76,036
|
4,286
|
(19
)
|
(552
)
|
71,179
|
1,424
|
—
|
—
|
|
JPMorgan Prime Money Market Fund Class IM
Shares, 3.78% (a) (b)
|
—
|
323,248
|
295,783
|
(4
)
|
3
|
27,464
|
27,461
|
225
|
—
|
|
JPMorgan Prime Money Market Fund
Class Institutional Shares, 3.68% (a) (b)
|
245,117
|
855,010
|
1,068,822
|
(15
)
|
(36
)
|
31,254
|
31,248
|
4,464
|
—
|
|
JPMorgan Securities Lending Money Market Fund
Agency SL Class Shares, 3.67% (a) (b)
|
17,427
|
175,297
|
170,008
|
—
|
—
(c)
|
22,716
|
22,716
|
876
|
—
|
|
JPMorgan Small Cap Equity Fund Class R6 Shares
(a)
|
—
|
42,777
|
4,915
|
387
|
3,364
|
41,613
|
833
|
—
|
—
|
|
Total
|
$474,162
|
$1,744,464
|
$1,641,048
|
$(233
)
|
$(5,522
)
|
$571,823
|
|
$14,675
|
$—
|
|
|
|
|
(a)
|
Investment in an affiliated fund, which is registered under the Investment Company
Act of 1940, as amended, and is advised by J.P. Morgan
Investment Management Inc.
|
|
(b)
|
The rate shown is the current yield as of July 31, 2026.
|
|
(c)
|
Amount rounds to less than one thousand.
|
|
*
|
Non-income producing security.
|