| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Long-Term Investments 98.8% | |||||
| Asset-Backed Securities 1.8% | |||||
| Canada 0.2% | |||||
| Evergreen Credit Card Trust, Series 2024-CRT04, Class C, 144A | 5.640 % | 10/15/28 | 5,600 | $5,608,331 | |
| Germany 0.4% | |||||
| Vantage Data Centers Germany Borrower Lux Sarl, Series 2025-01A, Class A2, 144A | 4.292 | 06/28/50 | EUR | 7,900 | 9,050,671 |
| Spain 0.0% | |||||
| LSF11 Boson Investments Sarl Compartment 2, Series 2021-NPLA, Class A1, 144A, 3 Month EURIBOR + 2.000% (Cap N/A, Floor 0.000%) | 4.195(c) | 11/25/60 | EUR | 102 | 118,159 |
| United Kingdom 0.1% | |||||
| NewDay Funding, Series 2024-01A, Class B, 144A, SONIA + 1.650% (Cap N/A, Floor 0.000%) | 5.387(c) | 03/15/32 | GBP | 2,600 | 3,516,583 |
| United States 1.1% | |||||
| Ameriquest Mortgage Securities, Inc., Asset-Backed Pass-Through Certificates, | |||||
| Series 2002-02, Class M3, 1 Month SOFR + 2.769% (Cap N/A, Floor 2.655%) | 4.192(c) | 08/25/32 | 45 | 44,995 | |
| Series 2002-03, Class M3, 1 Month SOFR + 2.964% (Cap N/A, Floor 2.850%) | 6.689(c) | 08/25/32 | 41 | 40,875 | |
| Bayview Opportunity Master Fund VII Trust, Series 2024-CAR1F, Class A, 144A | 6.971 | 07/29/32 | 453 | 453,635 | |
| Chase Funding Trust, Series 2003-04, Class 2A2, 1 Month SOFR + 0.714% (Cap N/A, Floor 0.600%) | 4.439(c) | 05/25/33 | 122 | 121,866 | |
| EquiFirst Mortgage Loan Trust, Series 2004-01, Class 1A1, 1 Month SOFR + 0.594% (Cap N/A, Floor 0.480%) | 4.319(c) | 01/25/34 | 269 | 263,328 | |
| GreenSky Home Improvement Trust, Series 2024-01, Class A4, 144A | 5.670 | 06/25/59 | 95 | 95,770 | |
| Laurel Road Prime Student Loan Trust, | |||||
| Series 2018-A, Class A, 144A | 0.000 | 02/25/43 | 3,430 | 406,581 | |
| Series 2018-C, Class A, 144A | 0.000(cc) | 08/25/43 | 361 | 337,752 | |
| Series 2019-A, Class R, 144A | 0.000 | 10/25/48 | 962 | 533,281 | |
| Lending Funding Trust, Series 2020-02A, Class A, 144A | 2.320 | 04/21/31 | 337 | 334,164 | |
| MASTR Asset-Backed Securities Trust, Series 2004-WMC02, Class M1, 1 Month SOFR + 1.014% (Cap N/A, Floor 0.900%) | 4.739(c) | 04/25/34 | 442 | 448,439 | |
| Morgan Stanley Dean Witter Capital I, Inc. Trust, Series 2002-AM03, Class A3, 1 Month SOFR + 1.094% (Cap N/A, Floor 0.980%) | 4.819(c) | 02/25/33 | 10 | 10,570 | |
| Oaktown Re VII Ltd., Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 2.900% (Cap N/A, Floor 2.900%) | 6.516(c) | 04/25/34 | 143 | 143,124 | |
| OneMain Financial Issuance Trust, | |||||
| Series 2023-02A, Class C, 144A | 6.740 | 09/15/36 | 1,300 | 1,328,185 | |
| Series 2023-02A, Class D, 144A | 7.520 | 09/15/36 | 3,700 | 3,791,332 | |
| Oryx Funding LLC, Series 2026-01A, Class A2, 144A | 6.299 | 06/05/56 | 4,700 | 4,671,126 | |
| Radnor Re Ltd., Series 2021-02, Class M1B, 144A, 30 Day Average SOFR + 3.700% (Cap N/A, Floor 3.700%) | 7.316(c) | 11/25/31 | 328 | 328,586 | |
| RCKT Mortgage Trust, | |||||
| Series 2024-CES01, Class A1A, 144A | 6.025(cc) | 02/25/44 | 726 | 727,278 | |
| Series 2024-CES05, Class A1A, 144A | 5.846(cc) | 08/25/44 | 376 | 377,048 | |
| Series 2024-CES06, Class A1A, 144A | 5.344(cc) | 09/25/44 | 3,525 | 3,520,294 | |
| Series 2024-CES07, Class A1A, 144A | 5.158(cc) | 10/25/44 | 1,698 | 1,691,327 | |
| Sunrun Vesta Issuer LLC, | |||||
| Series 2024-03A, Class A1, 144A | 5.490 | 10/30/59 | 869 | 845,678 | |
| Series 2024-03A, Class A2, 144A | 5.880 | 10/30/59 | 3,698 | 3,566,888 | |
| Towd Point Mortgage Trust, | |||||
| Series 2024-CES01, Class A1A, 144A | 5.848(cc) | 01/25/64 | 349 | 348,922 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Asset-Backed Securities (Continued) | |||||
| United States (cont’d.) | |||||
| Towd Point Mortgage Trust, (cont’d.) | |||||
| Series 2024-CES02, Class A1A, 144A | 6.125 %(cc) | 02/25/64 | 240 | $240,554 | |
| Series 2024-CES05, Class A1, 144A | 5.167(cc) | 09/25/64 | 3,337 | 3,324,595 | |
| 27,996,193 | |||||
| Total Asset-Backed Securities (cost $45,556,541) | 46,289,937 | ||||
| Commercial Mortgage-Backed Securities 2.0% | |||||
| Canada 0.1% | |||||
| BX Commercial Mortgage Trust, Series 2024-PURE, Class A, 144A, CORRA + 1.900% (Cap N/A, Floor 1.900%) | 4.203(c) | 11/15/41 | CAD | 3,981 | 2,860,679 |
| Real Estate Asset Liquidity Trust, Series 2020-01A, Class A1, 144A | 2.381(cc) | 02/12/55 | CAD | 102 | 72,341 |
| 2,933,020 | |||||
| Cayman Islands 0.1% | |||||
| BXMT Ltd., Series 2025-FL05, Class A, 144A, 1 Month SOFR + 1.639% (Cap N/A, Floor 1.639%) | 5.308(c) | 10/18/42 | 2,600 | 2,604,938 | |
| United States 1.8% | |||||
| 20 Times Square Trust, | |||||
| Series 2018-20TS, Class G, 144A(x) | 3.100(cc) | 05/15/35 | 1,000 | 786,830 | |
| Series 2018-20TS, Class H, 144A(x) | 3.100(cc) | 05/15/35 | 1,000 | 746,830 | |
| Benchmark Mortgage Trust, Series 2020-B17, Class A4 | 2.042 | 03/15/53 | 6,200 | 5,600,876 | |
| CF Mortgage Trust, Series 2020-P01, Class A1, 144A | 2.840(cc) | 04/15/52 | 9,087 | 9,034,359 | |
| Citigroup Commercial Mortgage Trust, | |||||
| Series 2014-GC21, Class XB, IO | 0.086(cc) | 05/10/47 | 1,665 | 890 | |
| Series 2016-P04, Class XB, IO | 1.075(cc) | 07/10/49 | 5,346 | 53 | |
| Series 2017-P08, Class A2 | 3.109 | 09/15/50 | 211 | 208,416 | |
| Commercial Mortgage Trust, Series 2014-UBS04, Class XB, IO, 144A | 0.174(cc) | 08/10/47 | 41,376 | 12,078 | |
| FHLMC Multifamily Structured Pass-Through Certificates, | |||||
| Series K058, Class X1, IO | 0.878(cc) | 08/25/26 | 13,234 | 132 | |
| Series K090, Class X1, IO | 0.705(cc) | 02/25/29 | 22,150 | 364,817 | |
| Series K111, Class X1, IO | 1.559(cc) | 05/25/30 | 28,486 | 1,394,599 | |
| Series K113, Class X1, IO | 1.365(cc) | 06/25/30 | 115,602 | 4,994,016 | |
| Series K114, Class X1, IO | 1.106(cc) | 06/25/30 | 73,825 | 2,673,183 | |
| Series K116, Class X1, IO | 1.402(cc) | 07/25/30 | 47,295 | 2,114,386 | |
| Series K121, Class X1, IO | 1.009(cc) | 10/25/30 | 122,215 | 4,161,263 | |
| Series KG03, Class X1, IO | 1.359(cc) | 06/25/30 | 97,867 | 4,161,685 | |
| Series Q001, Class XA, IO | 2.045(cc) | 02/25/32 | 4,532 | 234,822 | |
| GS Mortgage Securities Trust, | |||||
| Series 2014-GC22, Class XB, IO | 0.167(cc) | 06/10/47 | 35,000 | 149,356 | |
| Series 2014-GC24, Class XB, IO | 0.021(cc) | 09/10/47 | 30,003 | 300 | |
| Series 2014-GC26, Class XB, IO | 0.181(cc) | 11/10/47 | 34,043 | 340 | |
| JPMCC Commercial Mortgage Securities Trust, Series 2017-JP06, Class A3 | 3.109 | 07/15/50 | 1,604 | 1,591,147 | |
| JPMDB Commercial Mortgage Securities Trust, Series 2020-COR07, Class A4 | 1.915 | 05/13/53 | 5,000 | 4,405,618 | |
| Morgan Stanley Capital I Trust, Series 2020-HR08, Class XB, IO | 0.853(cc) | 07/15/53 | 54,413 | 1,708,209 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Commercial Mortgage-Backed Securities (Continued) | |||||
| United States (cont’d.) | |||||
| Wells Fargo Commercial Mortgage Trust, | |||||
| Series 2016-C35, Class XB, IO | 0.816 %(cc) | 07/15/48 | 10,927 | $109 | |
| Series 2016-LC24, Class XB, IO | 0.853(cc) | 10/15/49 | 20,910 | 2,913 | |
| 44,347,227 | |||||
| Total Commercial Mortgage-Backed Securities (cost $51,681,999) | 49,885,185 | ||||
| Corporate Bonds 42.0% | |||||
| Australia 0.1% | |||||
| Mineral Resources Ltd., | |||||
| Sr. Unsec’d. Notes, 144A | 6.000 | 05/01/32 | 425 | 416,534 | |
| Sr. Unsec’d. Notes, 144A | 6.250 | 05/01/34 | 270 | 262,575 | |
| Sr. Unsec’d. Notes, 144A | 9.250 | 10/01/28 | 152 | 156,280 | |
| National Australia Bank Ltd., Sr. Unsec’d. Notes, MTN | 5.100 | 10/16/35 | AUD | 3,000 | 2,022,881 |
| PLS Group Ltd., Sr. Unsec’d. Notes, 144A | 6.875 | 05/01/31 | 145 | 146,579 | |
| Westpac Banking Corp., Sr. Unsec’d. Notes, EMTN | 3.310 | 07/31/34 | CNH | 2,000 | 310,876 |
| 3,315,725 | |||||
| Brazil 0.8% | |||||
| Petrobras Global Finance BV, | |||||
| Gtd. Notes | 5.375 | 10/01/29 | GBP | 8,603 | 11,462,804 |
| Gtd. Notes | 6.625 | 01/16/34 | GBP | 6,690 | 9,064,911 |
| Suzano Austria GmbH, Gtd. Notes | 6.000 | 01/15/29 | 200 | 202,496 | |
| 20,730,211 | |||||
| Bulgaria 0.5% | |||||
| Bulgarian Energy Holding EAD, | |||||
| Sr. Unsec’d. Notes | 2.450 | 07/22/28 | EUR | 9,300 | 10,333,823 |
| Sr. Unsec’d. Notes | 4.250 | 06/19/30 | EUR | 1,800 | 2,052,713 |
| 12,386,536 | |||||
| Canada 1.2% | |||||
| Barrick PD Australia Finance Pty Ltd., Gtd. Notes | 5.950 | 10/15/39 | 50 | 50,542 | |
| Bausch Health Cos., Inc., | |||||
| Gtd. Notes, 144A | 5.000 | 01/30/28 | 1,090 | 986,559 | |
| Gtd. Notes, 144A | 5.000 | 02/15/29 | 175 | 133,875 | |
| Gtd. Notes, 144A | 5.250 | 01/30/30 | 3,250 | 2,201,875 | |
| Gtd. Notes, 144A | 5.250 | 02/15/31 | 2,000 | 1,237,500 | |
| Gtd. Notes, 144A | 6.250 | 02/15/29 | 25 | 19,625 | |
| Gtd. Notes, 144A | 7.000 | 01/15/28 | 375 | 338,314 | |
| Sr. Sec’d. Notes, 144A | 4.875 | 06/01/28 | 300 | 279,690 | |
| Brookfield Residential Properties, Inc./Brookfield Residential US LLC, | |||||
| Gtd. Notes, 144A | 4.875 | 02/15/30 | 1,370 | 1,274,155 | |
| Gtd. Notes, 144A | 6.250 | 09/15/27 | 1,275 | 1,273,343 | |
| Sr. Unsec’d. Notes, 144A | 5.000 | 06/15/29 | 1,675 | 1,588,084 | |
| Cenovus Energy, Inc., | |||||
| Sr. Unsec’d. Notes | 2.650 | 01/15/32 | 1,340 | 1,184,766 | |
| Sr. Unsec’d. Notes | 3.750 | 02/15/52 | 955 | 655,387 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Canada (cont’d.) | |||||
| Hydro-Quebec, Local Gov’t. Gtd. Notes, Series JT, SOFR Index + 0.491% | 4.190 %(c) | 09/30/26(oo) | 500 | $375,000 | |
| Ontario Electricity Financial Corp., Local Gov’t. Gtd. Notes, Series 40 | 4.026(s) | 04/11/31 | CAD | 10,000 | 6,022,263 |
| Ontario Power Generation, Inc., Sr. Unsec’d. Notes, MTN | 4.248 | 01/18/49 | CAD | 3,500 | 2,156,600 |
| Ontario Teachers’ Cadillac Fairview Properties Trust, Sr. Unsec’d. Notes, 144A | 2.500 | 10/15/31 | 1,775 | 1,551,456 | |
| Rogers Communications, Inc., Gtd. Notes | 3.250 | 05/01/29 | CAD | 700 | 493,233 |
| Royal Bank of Canada, | |||||
| Jr. Sub. Notes | 6.500(ff) | 11/24/85 | 200 | 193,331 | |
| Jr. Sub. Notes | 6.500(ff) | 05/24/86 | 6,400 | 6,215,004 | |
| Jr. Sub. Notes | 6.750(ff) | 08/24/85 | 275 | 278,094 | |
| Vale Canada Ltd., Sr. Unsec’d. Notes | 7.200 | 09/15/32 | 2,500 | 2,710,050 | |
| 31,218,746 | |||||
| Chile 0.4% | |||||
| Chile Electricity Lux Mpc II Sarl, | |||||
| Gov’t. Gtd. Notes | 5.580 | 10/20/35 | 2,004 | 1,986,852 | |
| Gov’t. Gtd. Notes | 5.672 | 10/20/35 | 3,786 | 3,782,611 | |
| Empresa de Transporte de Pasajeros Metro SA, | |||||
| Sr. Unsec’d. Notes | 1.398 | 10/07/33 | CHF | 2,000 | 2,442,575 |
| Sr. Unsec’d. Notes | 1.693 | 10/30/31 | CHF | 2,000 | 2,504,768 |
| 10,716,806 | |||||
| China 0.7% | |||||
| Agricultural Development Bank of China, Sr. Unsec’d. Notes | 3.800 | 10/27/30 | CNH | 55,000 | 8,870,114 |
| Alibaba Group Holding Ltd., Sr. Unsec’d. Notes | 2.800 | 11/28/29 | CNH | 17,720 | 2,692,988 |
| China Development Bank, | |||||
| Sr. Unsec’d. Notes | 4.300 | 08/02/32 | CNH | 27,000 | 4,577,039 |
| Unsec’d. Notes | 4.200 | 01/19/27 | CNH | 16,000 | 2,398,323 |
| 18,538,464 | |||||
| Denmark 0.0% | |||||
| Nykredit Realkredit A/S, Covered Bonds, Series 13H | 1.000 | 07/01/30 | DKK | 3,000 | 431,440 |
| France 3.0% | |||||
| Agence Francaise de Developpement EPIC, | |||||
| Sr. Unsec’d. Notes | 3.000 | 01/17/34 | EUR | 5,000 | 5,437,731 |
| Sr. Unsec’d. Notes, EMTN | 5.750 | 10/09/30 | IDR | 100,000,000 | 5,157,824 |
| BNP Paribas SA, | |||||
| Sr. Non-Preferred Notes, EMTN | 3.500 | 03/29/28 | CNH | 18,000 | 2,697,847 |
| Sub. Notes, EMTN | 4.625 | 03/09/27 | AUD | 370 | 258,840 |
| BPCE SA, | |||||
| Sr. Non-Preferred Notes, 144A, MTN | 5.773(ff) | 06/02/37 | 750 | 735,244 | |
| Sr. Non-Preferred Notes, Series 03 | 0.989 | 07/12/28 | JPY | 300,000 | 1,837,995 |
| Sr. Preferred Notes, EMTN | 3.610 | 01/25/29 | CNH | 4,000 | 611,326 |
| Caisse des Depots et Consignations, | |||||
| Sr. Unsec’d. Notes, EMTN | 0.930 | 05/07/32 | CHF | 2,400 | 2,910,561 |
| Sr. Unsec’d. Notes, EMTN | 3.063 | 10/09/30 | EUR | 1,300 | 1,469,239 |
| Credit Agricole Corporate & Investment Bank, Sr. Unsec’d. Notes, EMTN | 3.500 | 04/29/29 | CNH | 17,000 | 2,586,769 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| France (cont’d.) | |||||
| Credit Agricole SA, | |||||
| Sr. Non-Preferred Notes, 144A, MTN | 4.818 %(ff) | 09/25/33 | 2,580 | $2,491,715 | |
| Sub. Notes, 144A, MTN | 4.000(ff) | 01/10/33 | 1,505 | 1,477,915 | |
| Sub. Notes, EMTN | 4.200(ff) | 05/29/34 | AUD | 400 | 268,260 |
| Sub. Notes, EMTN | 4.250(ff) | 01/14/35 | SGD | 1,000 | 807,049 |
| Electricite de France SA, | |||||
| Sr. Unsec’d. Notes, MTN | 5.636 | 08/28/35 | AUD | 5,560 | 3,768,048 |
| Sr. Unsec’d. Notes, MTN | 6.627 | 08/28/45 | AUD | 820 | 565,719 |
| Sr. Unsec’d. Notes, Series MPLE | 4.573 | 02/06/35 | CAD | 1,000 | 703,599 |
| Gestion Securite de Stocks Securite SA, | |||||
| Sr. Unsec’d. Notes, EMTN | 2.875 | 09/07/32 | EUR | 1,100 | 1,212,940 |
| Sr. Unsec’d. Notes, EMTN | 3.000 | 11/25/31 | EUR | 2,000 | 2,244,303 |
| La Poste SA, Sr. Unsec’d. Notes, EMTN | 1.375 | 04/21/32 | EUR | 5,000 | 5,064,001 |
| Regie Autonome des Transports Parisiens EPIC, Sr. Unsec’d. Notes, EMTN | 1.875 | 05/25/32 | EUR | 7,000 | 7,305,587 |
| SNCF Reseau, | |||||
| Sr. Unsec’d. Notes, EMTN | 1.500 | 05/29/37 | EUR | 1,700 | 1,511,120 |
| Sr. Unsec’d. Notes, Series MPLE | 4.700 | 06/01/35 | CAD | 6,400 | 4,536,679 |
| Societe Generale SA, | |||||
| Sr. Non-Preferred Notes, 144A | 3.337(ff) | 01/21/33 | 2,415 | 2,166,754 | |
| Sr. Non-Preferred Notes, 144A, MTN | 5.371(ff) | 05/27/32 | 1,550 | 1,539,715 | |
| Sr. Non-Preferred Notes, EMTN | 3.550 | 06/16/29 | CNH | 13,000 | 1,941,418 |
| Sub. Notes, EMTN | 5.000 | 05/19/27 | AUD | 220 | 152,904 |
| Societe Nationale SNCF SACA, Sr. Unsec’d. Notes, EMTN | 1.500 | 02/02/29 | EUR | 3,200 | 3,536,488 |
| TDF Infrastructure SAS, Sr. Unsec’d. Notes | 4.125 | 10/23/31 | EUR | 4,100 | 4,690,448 |
| TotalEnergies SE, Jr. Sub. Notes, Series NC07, EMTN | 1.625(ff) | 10/25/27(oo) | EUR | 5,500 | 6,147,076 |
| 75,835,114 | |||||
| Germany 1.0% | |||||
| Deutsche Bahn AG, | |||||
| Jr. Sub. Notes, Series CB | 1.600(ff) | 07/18/29(oo) | EUR | 4,200 | 4,474,927 |
| Sr. Unsec’d. Notes, MTN | 1.987 | 07/08/30 | AUD | 1,000 | 615,103 |
| Deutsche Bank AG, | |||||
| Sr. Non-Preferred Notes | 3.669(s) | 01/20/32 | ITL | 5,015,000 | 2,386,791 |
| Sub. Notes | 7.079(ff) | 02/10/34 | 1,050 | 1,116,109 | |
| Sub. Notes, EMTN | 4.000(ff) | 06/24/32 | EUR | 4,000 | 4,620,809 |
| Volkswagen Bank GmbH, Sr. Non-Preferred Notes, EMTN | 4.000 | 11/26/30 | EUR | 11,000 | 12,644,848 |
| 25,858,587 | |||||
| Hong Kong 0.5% | |||||
| HKT Capital No. 3 Ltd., Gtd. Notes | 1.650 | 04/10/27 | EUR | 9,300 | 10,466,376 |
| Sun Hung Kai Properties Capital Market Ltd., | |||||
| Gtd. Notes, EMTN | 3.150 | 07/11/28 | CNH | 13,000 | 1,970,191 |
| Gtd. Notes, EMTN | 3.160 | 01/25/28 | CNH | 4,000 | 602,501 |
| Gtd. Notes, EMTN | 3.200 | 08/14/27 | CNH | 5,000 | 751,275 |
| 13,790,343 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Hungary 0.3% | |||||
| MFB Magyar Fejlesztesi Bank Zrt, Gov’t. Gtd. Notes | 4.375 % | 06/27/30 | EUR | 1,000 | $1,177,631 |
| MVM Energetika Zrt, Sr. Unsec’d. Notes | 0.875 | 11/18/27 | EUR | 5,430 | 6,031,428 |
| 7,209,059 | |||||
| India 0.8% | |||||
| NTPC Ltd., Sr. Unsec’d. Notes, EMTN | 2.750 | 02/01/27 | EUR | 12,350 | 14,150,543 |
| Power Finance Corp. Ltd., Sr. Unsec’d. Notes, GMTN | 1.841 | 09/21/28 | EUR | 6,419 | 7,107,319 |
| 21,257,862 | |||||
| Indonesia 0.4% | |||||
| Freeport Indonesia PT, Sr. Unsec’d. Notes, EMTN | 5.315 | 04/14/32 | 2,490 | 2,424,637 | |
| Perusahaan Perseroan Persero PT Perusahaan Listrik Negara, Sr. Unsec’d. Notes | 1.875 | 11/05/31 | EUR | 7,500 | 7,595,828 |
| 10,020,465 | |||||
| Israel 0.7% | |||||
| Israel Electric Corp. Ltd., | |||||
| Sec’d. Notes, 144A, GMTN | 3.750 | 02/22/32 | 600 | 546,174 | |
| Sr. Sec’d. Notes | 7.875 | 12/15/26 | 5,889 | 5,943,120 | |
| Sr. Sec’d. Notes, 144A, GMTN | 4.250 | 08/14/28 | 1,000 | 977,620 | |
| Sr. Sec’d. Notes, EMTN | 3.700 | 05/23/30 | JPY | 200,000 | 1,285,653 |
| Sr. Sec’d. Notes, EMTN | 7.750 | 12/15/27 | 8,650 | 8,921,783 | |
| 17,674,350 | |||||
| Italy 0.5% | |||||
| Acquirente Unico SpA, Sr. Unsec’d. Notes | 3.500 | 02/11/33 | EUR | 3,200 | 3,606,931 |
| AMCO - Asset Management Co. SpA, Sr. Unsec’d. Notes, EMTN | 3.250 | 04/02/30 | EUR | 2,225 | 2,539,235 |
| Cassa Depositi e Prestiti SpA, | |||||
| Sr. Unsec’d. Notes, EMTN | 3.375 | 02/11/32 | EUR | 4,000 | 4,550,634 |
| Sr. Unsec’d. Notes, EMTN | 4.750 | 10/18/30 | EUR | 1,500 | 1,809,363 |
| 12,506,163 | |||||
| Jamaica 0.0% | |||||
| Digicel Group Holdings Ltd., | |||||
| Sr. Sec’d. Notes, Series 1B14, 144A | 0.000 | 12/31/30 | 351 | 35 | |
| Sr. Sec’d. Notes, Series 3B14, 144A^ | 0.000 | 12/31/30 | 236 | — | |
| Digicel International Finance Ltd./DIFL US LLC, Sr. Sec’d. Notes, 144A | 8.625 | 08/01/32 | 775 | 797,766 | |
| 797,801 | |||||
| Japan 0.1% | |||||
| Mitsubishi UFJ Financial Group, Inc., Sr. Unsec’d. Notes | 4.847(ff) | 04/21/32 | 450 | 443,060 | |
| NTT Finance Corp., Sr. Unsec’d. Notes, 144A | 4.876 | 07/16/30 | 1,575 | 1,558,483 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Japan (cont’d.) | |||||
| SoftBank Group Corp., | |||||
| Sr. Unsec’d. Notes | 5.750 % | 07/08/32 | EUR | 200 | $220,237 |
| Sr. Unsec’d. Notes | 5.875 | 07/10/31 | EUR | 1,300 | 1,482,118 |
| 3,703,898 | |||||
| Kazakhstan 0.4% | |||||
| Development Bank of Kazakhstan JSC, Sr. Unsec’d. Notes | 3.350 | 09/01/28 | CNH | 50,000 | 7,571,030 |
| Kazakhstan Temir Zholy National Co. JSC, Gtd. Notes | 4.875 | 04/29/31 | 2,600 | 2,507,960 | |
| 10,078,990 | |||||
| Luxembourg 0.8% | |||||
| Blackstone Property Partners Europe Holdings Sarl, | |||||
| Sr. Unsec’d. Notes, EMTN | 1.000 | 05/04/28 | EUR | 9,850 | 10,857,130 |
| Sr. Unsec’d. Notes, EMTN | 1.625 | 04/20/30 | EUR | 2,400 | 2,546,068 |
| Logicor Financing Sarl, Gtd. Notes, EMTN | 1.625 | 07/15/27 | EUR | 4,300 | 4,886,068 |
| P3 Group Sarl, Sr. Unsec’d. Notes, EMTN | 1.625 | 01/26/29 | EUR | 1,900 | 2,086,280 |
| 20,375,546 | |||||
| Malta 0.1% | |||||
| Freeport Terminal Malta PLC, Gov’t. Gtd. Notes, 144A | 7.250 | 05/15/28 | 3,000 | 3,077,846 | |
| Mexico 1.6% | |||||
| Comision Federal de Electricidad, | |||||
| Insured Notes, Series 16U, 6 Month SOFR + 0.923% | 4.669(c) | 12/15/36 | 4,725 | 4,301,733 | |
| Sr. Unsec’d. Notes(a) | 6.500 | 01/28/51 | 405 | 384,191 | |
| Sr. Unsec’d. Notes, EMTN(a) | 5.000 | 09/29/36 | 9,330 | 8,690,848 | |
| Mexico City Airport Trust, | |||||
| Sr. Sec’d. Notes | 3.875 | 04/30/28 | 389 | 378,516 | |
| Sr. Sec’d. Notes | 5.500 | 07/31/47 | 3,137 | 2,636,492 | |
| Petroleos Mexicanos, | |||||
| Gtd. Notes | 4.750 | 02/26/29 | EUR | 2,500 | 2,909,628 |
| Gtd. Notes | 5.350 | 02/12/28 | 34 | 33,868 | |
| Gtd. Notes | 5.950 | 01/28/31 | 1,050 | 1,023,698 | |
| Gtd. Notes | 6.700 | 02/16/32 | 1,585 | 1,572,502 | |
| Gtd. Notes | 6.840 | 01/23/30 | 4,050 | 4,114,193 | |
| Gtd. Notes | 9.500 | 09/15/27 | 1,000 | 1,047,830 | |
| Gtd. Notes(a) | 9.500 | 09/15/27 | 6,378 | 6,649,065 | |
| Gtd. Notes | 10.000 | 02/07/33 | 2,753 | 3,157,113 | |
| Gtd. Notes, 144A | 6.700 | 02/16/32 | 1,800 | 1,785,384 | |
| Gtd. Notes, EMTN | 2.750 | 04/21/27 | EUR | 1,270 | 1,450,324 |
| Gtd. Notes, EMTN | 6.750 | 09/21/47 | 28 | 22,904 | |
| 40,158,289 | |||||
| Netherlands 0.5% | |||||
| Cooperatieve Rabobank UA, | |||||
| Sr. Preferred Notes, GMTN | 3.500 | 12/14/26 | AUD | 2,882 | 2,009,121 |
| Sr. Preferred Notes, GMTN | 9.298(s) | 03/11/39 | MXN | 22,000 | 328,236 |
| ING Groep NV, Sr. Unsec’d. Notes | 4.803(ff) | 03/23/32 | 375 | 368,323 | |
| Lineage Europe Finco BV, Gtd. Notes | 4.125 | 11/26/31 | EUR | 7,100 | 8,044,923 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Netherlands (cont’d.) | |||||
| NXP BV/NXP Funding LLC/NXP USA, Inc., | |||||
| Gtd. Notes | 3.150 % | 05/01/27 | 575 | $568,319 | |
| Gtd. Notes | 3.400 | 05/01/30 | 725 | 683,762 | |
| 12,002,684 | |||||
| Norway 0.0% | |||||
| DNB Bank ASA, Sr. Non-Preferred Notes, 144A | 4.832(ff) | 03/30/32 | 1,170 | 1,153,164 | |
| Paraguay 0.2% | |||||
| Bioceanico Sovereign Certificate Ltd., Sr. Sec’d. Notes | 2.484(s) | 06/05/34 | 7,060 | 5,758,691 | |
| Peru 0.3% | |||||
| Lima Metro Line 2 Finance Ltd., | |||||
| Sr. Sec’d. Notes | 4.350 | 04/05/36 | 1,818 | 1,712,351 | |
| Sr. Sec’d. Notes | 5.875 | 07/05/34 | 3,083 | 3,127,560 | |
| Line One Peru Metro Expansion Co. Ltd., | |||||
| Sr. Sec’d. Notes, 144A | 4.737 | 01/10/33 | 1,409 | 1,365,387 | |
| Sr. Sec’d. Notes, 144A | 4.737 | 04/10/33 | 1,184 | 1,146,685 | |
| 7,351,983 | |||||
| Philippines 0.3% | |||||
| Bangko Sentral ng Pilipinas International Bond, Sr. Unsec’d. Notes, Series A | 8.600 | 06/15/27 | 3,560 | 3,673,279 | |
| Power Sector Assets & Liabilities Management Corp., Gov’t. Gtd. Notes | 9.625 | 05/15/28 | 4,320 | 4,686,034 | |
| 8,359,313 | |||||
| Poland 0.2% | |||||
| Bank Gospodarstwa Krajowego, | |||||
| Gov’t. Gtd. Notes | 2.000 | 06/01/30 | EUR | 506 | 555,714 |
| Gov’t. Gtd. Notes, EMTN | 3.750 | 06/10/34 | EUR | 2,500 | 2,854,594 |
| Gov’t. Gtd. Notes, EMTN | 4.000 | 03/13/32 | EUR | 1,200 | 1,407,013 |
| 4,817,321 | |||||
| Qatar 0.1% | |||||
| QNB Finance Ltd., | |||||
| Gtd. Notes, EMTN | 2.500 | 06/18/30 | CNH | 1,000 | 147,990 |
| Gtd. Notes, EMTN | 3.000 | 09/30/30 | EUR | 1,500 | 1,667,766 |
| Gtd. Notes, EMTN | 3.950 | 11/17/27 | CNH | 1,300 | 197,231 |
| Gtd. Notes, MTN | 4.900 | 02/01/28 | AUD | 250 | 173,651 |
| 2,186,638 | |||||
| Russia 0.3% | |||||
| Gazprom PJSC via Gaz Finance PLC, | |||||
| Sr. Unsec’d. Notes | 3.000 | 06/29/27 | 1,410 | 1,240,800 | |
| Sr. Unsec’d. Notes, EMTN | 1.540 | 06/30/27 | CHF | 6,000 | 5,380,667 |
| 6,621,467 | |||||
| Saudi Arabia 0.7% | |||||
| Gaci First Investment Co., | |||||
| Gtd. Notes, EMTN | 3.375 | 10/14/32 | EUR | 5,446 | 6,058,243 |
| Gtd. Notes, EMTN | 5.125 | 06/11/29 | GBP | 1,490 | 2,002,414 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Saudi Arabia (cont’d.) | |||||
| Saudi Electricity Sukuk Programme Co., Sr. Unsec’d. Notes, EMTN | 4.310 % | 01/22/29 | 4,000 | $3,916,480 | |
| SNB Funding Ltd., | |||||
| Gtd. Notes, EMTN | 2.450 | 01/30/29 | CNH | 30,000 | 4,445,774 |
| Gtd. Notes, EMTN | 2.600 | 10/30/30 | CNH | 2,000 | 293,170 |
| 16,716,081 | |||||
| Singapore 0.0% | |||||
| DBS Bank Ltd., Sr. Unsec’d. Notes, GMTN | 1.920 | 08/20/28 | CNH | 5,000 | 741,805 |
| South Africa 0.7% | |||||
| Eskom Holdings, Gov’t. Gtd. Notes, MTN | 6.350 | 08/10/28 | 16,350 | 16,595,250 | |
| South Korea 0.8% | |||||
| Korea Development Bank (The), Sr. Unsec’d. Notes, EMTN | 1.830 | 08/10/27 | SEK | 74,000 | 7,664,721 |
| Korea Expressway Corp., | |||||
| Sr. Unsec’d. Notes, GMTN | 2.310 | 04/28/32 | SEK | 80,000 | 7,824,737 |
| Sr. Unsec’d. Notes, GMTN | 3.030 | 05/11/32 | CAD | 7,500 | 5,091,038 |
| 20,580,496 | |||||
| Spain 0.3% | |||||
| Adif Alta Velocidad, Sr. Unsec’d. Notes, EMTN | 3.250 | 05/31/29 | EUR | 5,000 | 5,780,148 |
| Banco Santander SA, Sub. Notes | 2.749 | 12/03/30 | 600 | 540,392 | |
| 6,320,540 | |||||
| Supranational Bank 0.7% | |||||
| African Export-Import Bank (The), Sr. Unsec’d. Notes | 3.798 | 05/17/31 | 300 | 272,358 | |
| Arab Energy Fund (The), Sr. Unsec’d. Notes, GMTN | 2.660 | 03/28/28 | CNH | 25,000 | 3,730,608 |
| Asian Infrastructure Investment Bank (The), Sr. Unsec’d. Notes, GMTN | 9.858(s) | 05/04/43 | MXN | 20,000 | 209,186 |
| Corp. Andina de Fomento, Sr. Unsec’d. Notes | 4.750 | 04/16/29 | GBP | 1,500 | 2,011,315 |
| European Bank for Reconstruction & Development, Sr. Unsec’d. Notes, EMTN^ | 1.400 | 02/06/29 | THB | 10,000 | 295,336 |
| European Investment Bank, Sr. Unsec’d. Notes, EMTN | 1.000 | 02/25/28 | PLN | 3,985 | 1,012,067 |
| Inter-American Development Bank, Sr. Unsec’d. Notes, GMTN | 5.500 | 05/08/31 | PEN | 1,000 | 289,417 |
| International Bank for Reconstruction & Development, | |||||
| Sr. Unsec’d. Notes, EMTN | 6.630 | 07/24/28 | MXN | 33,700 | 1,876,859 |
| Sr. Unsec’d. Notes, EMTN | 1.928(s) | 04/23/32 | AUD | 8,758 | 4,543,710 |
| International Finance Corp., | |||||
| Sr. Unsec’d. Notes, GMTN | 7.020 | 04/06/28 | MXN | 44,300 | 2,514,711 |
| Sr. Unsec’d. Notes, GMTN | 8.215(s) | 01/27/37 | MXN | 78,000 | 1,693,937 |
| 18,449,504 | |||||
| Switzerland 1.3% | |||||
| UBS AG, Sr. Unsec’d. Notes, EMTN | 3.550 | 05/27/31 | CNH | 120,000 | 18,478,982 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| Switzerland (cont’d.) | |||||
| UBS Group AG, | |||||
| Sr. Unsec’d. Notes, 144A | 1.494 %(ff) | 08/10/27 | 13,125 | $13,120,096 | |
| Sr. Unsec’d. Notes, 144A | 3.091(ff) | 05/14/32 | 1,925 | 1,746,986 | |
| 33,346,064 | |||||
| United Arab Emirates 1.0% | |||||
| ADCB Finance Cayman Ltd., | |||||
| Gtd. Notes, EMTN | 8.160 | 04/29/29 | IDR | 30,000,000 | 1,644,191 |
| Gtd. Notes, MTN | 4.500 | 10/25/27 | AUD | 2,270 | 1,574,828 |
| DP World Ltd., | |||||
| Sr. Unsec’d. Notes | 2.375 | 09/25/26 | EUR | 1,361 | 1,565,074 |
| Sr. Unsec’d. Notes | 4.250 | 09/25/30 | GBP | 4,740 | 6,025,797 |
| Emirates NBD Bank PJSC, | |||||
| Sr. Unsec’d. Notes, EMTN | 2.400 | 08/29/28 | CNH | 35,360 | 5,247,510 |
| Sr. Unsec’d. Notes, EMTN | 3.236 | 02/13/31 | EUR | 4,000 | 4,480,864 |
| Sr. Unsec’d. Notes, EMTN | 3.670 | 07/13/28 | CNH | 7,000 | 1,062,593 |
| Sr. Unsec’d. Notes, EMTN | 5.000 | 05/24/33 | AUD | 1,000 | 646,837 |
| Emirates Telecommunications Group Co. PJSC, Sr. Unsec’d. Notes, EMTN | 0.875 | 05/17/33 | EUR | 1,200 | 1,147,071 |
| First Abu Dhabi Bank PJSC, Sr. Unsec’d. Notes, EMTN | 3.120 | 02/20/31 | EUR | 705 | 785,980 |
| 24,180,745 | |||||
| United Kingdom 1.0% | |||||
| Barclays Bank PLC, | |||||
| Sr. Unsec’d. Notes, EMTN | 2.750 | 09/24/29 | CNH | 17,000 | 2,567,317 |
| Sr. Unsec’d. Notes, EMTN | 3.600 | 04/30/27 | CNH | 12,000 | 1,801,646 |
| Barclays PLC, Sr. Unsec’d. Notes, MTN | 5.244 | 06/15/28 | AUD | 1,000 | 700,807 |
| Bellis Acquisition Co. PLC, | |||||
| Sr. Sec’d. Notes | 8.000 | 07/01/31 | EUR | 1,230 | 1,367,647 |
| Sr. Sec’d. Notes | 8.125 | 05/14/30 | GBP | 1,063 | 1,337,773 |
| Sr. Sec’d. Notes, 144A | 8.000 | 07/01/31 | EUR | 1,625 | 1,814,770 |
| Boots Group Finco LP, Sr. Sec’d. Notes | 5.375 | 08/31/32 | EUR | 225 | 264,178 |
| Hammerson Ireland Finance DAC, Gtd. Notes | 1.750 | 06/03/27 | EUR | 6,897 | 7,857,618 |
| HSBC Holdings PLC, Sr. Unsec’d. Notes | 2.804(ff) | 05/24/32 | 2,400 | 2,145,457 | |
| Lloyds Bank PLC, Sr. Unsec’d. Notes, EMTN | 0.000 | 04/02/32 | 2,800 | 2,073,372 | |
| Lloyds Banking Group PLC, Jr. Sub. Notes | 6.413(ff) | 10/01/35(oo) | 120 | 124,679 | |
| Vmed O2 UK Financing I PLC, Sr. Sec’d. Notes | 5.625 | 04/15/32 | EUR | 4,675 | 4,663,356 |
| 26,718,620 | |||||
| United States 19.6% | |||||
| Aethon IV Newco LLC, Sr. Unsec’d. Notes^(x) | 0.000 | 09/30/31 | 1,550 | 1,550,000 | |
| Aflac, Inc., | |||||
| Sr. Unsec’d. Notes | 0.500 | 12/17/29 | JPY | 100,000 | 587,172 |
| Sr. Unsec’d. Notes | 0.830 | 03/12/35 | JPY | 100,000 | 503,969 |
| Sr. Unsec’d. Notes | 0.932 | 01/25/27 | JPY | 80,000 | 501,025 |
| Sr. Unsec’d. Notes | 1.159 | 10/18/30 | JPY | 700,000 | 4,140,145 |
| Albertson’s Cos., Inc./Safeway, Inc./New Albertson’s LP/Albertson’s LLC, | |||||
| Gtd. Notes, 144A | 5.500 | 03/31/31 | 125 | 120,236 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Albertson’s Cos., Inc./Safeway, Inc./New Albertson’s LP/Albertson’s LLC, (cont’d.) | |||||
| Gtd. Notes, 144A | 5.750 % | 03/31/34 | 195 | $181,304 | |
| Alphabet, Inc., | |||||
| Sr. Unsec’d. Notes | 4.625 | 11/13/32 | GBP | 5,600 | 7,268,934 |
| Sr. Unsec’d. Notes | 5.875 | 02/13/58 | GBP | 2,200 | 2,634,635 |
| Altria Group, Inc., Gtd. Notes | 3.125 | 06/15/31 | EUR | 2,900 | 3,259,515 |
| American Honda Finance Corp., | |||||
| Sr. Unsec’d. Notes | 2.850 | 06/27/28 | EUR | 2,300 | 2,624,338 |
| Sr. Unsec’d. Notes | 3.500 | 06/27/31 | EUR | 6,600 | 7,477,229 |
| American International Group, Inc., Sr. Unsec’d. Notes, MTN | 2.137 | 11/27/34 | JPY | 150,000 | 845,197 |
| Antero Midstream Partners LP/Antero Midstream Finance Corp., Gtd. Notes, 144A | 5.375 | 06/15/29 | 1,250 | 1,246,185 | |
| Ascent Resources Utica Holdings LLC/ARU Finance Corp., Gtd. Notes, 144A | 9.000 | 11/01/27 | 579 | 615,345 | |
| Ashland, Inc., Sr. Unsec’d. Notes, 144A | 3.375 | 09/01/31 | 1,600 | 1,456,668 | |
| AT&T, Inc., | |||||
| Sr. Unsec’d. Notes | 3.950 | 04/30/31 | EUR | 6,500 | 7,549,236 |
| Sr. Unsec’d. Notes, Series MPLE | 4.850 | 05/25/47 | CAD | 150 | 96,933 |
| Sr. Unsec’d. Notes, Series MPLE | 5.100 | 11/25/48 | CAD | 4,575 | 3,031,779 |
| Bank of America Corp., | |||||
| Sr. Unsec’d. Notes | 2.687(ff) | 04/22/32 | 6,950 | 6,234,522 | |
| Sub. Notes, EMTN | 8.125 | 06/02/28 | GBP | 500 | 706,250 |
| Beazer Homes USA, Inc., Gtd. Notes | 7.250 | 10/15/29 | 1,550 | 1,570,431 | |
| Becton Dickinson & Co., Gtd. Notes | 3.828 | 06/07/32 | EUR | 2,300 | 2,652,613 |
| Beignet Investor LLC, Sr. Sec’d. Notes, 144A | 6.581 | 05/30/49 | 11,754 | 11,366,509 | |
| Berkshire Hathaway, Inc., | |||||
| Sr. Unsec’d. Notes | 0.440 | 09/13/29 | JPY | 2,240,000 | 13,282,580 |
| Sr. Unsec’d. Notes | 0.787 | 09/13/34 | JPY | 100,000 | 512,546 |
| Sr. Unsec’d. Notes | 0.965 | 09/13/39 | JPY | 300,000 | 1,300,128 |
| Sr. Unsec’d. Notes | 2.422 | 11/29/35 | JPY | 200,000 | 1,157,160 |
| Black Pearl Compute LLC, Sr. Sec’d. Notes, 144A | 6.125 | 02/15/31 | 1,220 | 1,217,766 | |
| Boeing Co. (The), | |||||
| Sr. Unsec’d. Notes | 3.500 | 03/01/39 | 390 | 310,957 | |
| Sr. Unsec’d. Notes | 5.805 | 05/01/50 | 3,760 | 3,549,484 | |
| Booking Holdings, Inc., Sr. Unsec’d. Notes | 3.125 | 05/09/31 | EUR | 3,500 | 3,942,012 |
| Brixmor Operating Partnership LP, Sr. Unsec’d. Notes | 2.500 | 08/16/31 | 1,880 | 1,660,609 | |
| Broadcom, Inc., Sr. Unsec’d. Notes(h) | 3.419 | 04/15/33 | 3,405 | 3,008,188 | |
| Caledonia Generating LLC, Sr. Sec’d. Notes, 144A | 1.950 | 02/28/34 | 8,078 | 6,972,310 | |
| Carrier Global Corp., Sr. Unsec’d. Notes | 4.500 | 11/29/32 | EUR | 3,000 | 3,591,136 |
| Carrix, Inc., Sr. Sec’d. Notes, 144A | 6.125 | 08/01/33 | 795 | 791,490 | |
| CCO Holdings LLC/CCO Holdings Capital Corp., Sr. Unsec’d. Notes, 144A(a) | 4.250 | 02/01/31 | 723 | 640,098 | |
| Charter Communications Operating LLC/Charter Communications Operating Capital, Sr. Sec’d. Notes | 3.900 | 06/01/52 | 695 | 414,914 | |
| Chubb INA Holdings LLC, | |||||
| Gtd. Notes | 2.500 | 08/06/30 | CNH | 10,000 | 1,503,173 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Chubb INA Holdings LLC, (cont’d.) | |||||
| Gtd. Notes | 2.750 % | 08/06/35 | CNH | 17,500 | $2,656,754 |
| Cipher Compute LLC, Sr. Sec’d. Notes, 144A | 7.125 | 11/15/30 | 1,275 | 1,300,582 | |
| Citigroup Global Markets Holdings, Inc., | |||||
| Gtd. Notes, GMTN | 3.790 | 09/28/28 | HKD | 6,000 | 762,093 |
| Gtd. Notes, MTN, SOFR + 0.100% | 3.763(c) | 10/20/57 | 885 | 883,844 | |
| Gtd. Notes, MTN, SOFR ICE SWAP 10Y Index + 0.000% (Cap N/A, Floor 0.000%) | 4.314(c) | 09/21/27 | 1,500 | 1,500,623 | |
| Citigroup, Inc., | |||||
| Jr. Sub. Notes, Series GG | 6.875(ff) | 08/15/30(oo) | 179 | 180,607 | |
| Sr. Unsec’d. Notes | 2.561(ff) | 05/01/32 | 6,600 | 5,879,797 | |
| Sr. Unsec’d. Notes | 3.057(ff) | 01/25/33 | 1,595 | 1,429,881 | |
| Sr. Unsec’d. Notes, EMTN | 6.500 | 08/16/30 | GBP | 7 | 9,825 |
| Sub. Notes | 5.827(ff) | 02/13/35 | 1,230 | 1,230,044 | |
| Cleveland-Cliffs, Inc., | |||||
| Gtd. Notes, 144A | 6.875 | 11/01/29 | 635 | 641,148 | |
| Gtd. Notes, 144A | 7.375 | 05/01/33 | 395 | 399,102 | |
| Clue Opco LLC, Sr. Sec’d. Notes, 144A | 9.500 | 10/15/31 | 2,011 | 1,974,743 | |
| Columbia Pipelines Operating Co. LLC, Sr. Unsec’d. Notes, 144A | 6.036 | 11/15/33 | 2,040 | 2,104,161 | |
| Commercial Metals Co., | |||||
| Sr. Unsec’d. Notes, 144A | 5.750 | 11/15/33 | 225 | 221,220 | |
| Sr. Unsec’d. Notes, 144A | 6.000 | 12/15/35 | 210 | 206,469 | |
| Constellation Energy Generation LLC, Sr. Unsec’d. Notes | 4.625 | 02/01/29 | 2,770 | 2,747,465 | |
| Core & Main LP, Gtd. Notes, 144A | 6.000 | 07/01/34 | 114 | 113,401 | |
| CoreWeave, Inc., Gtd. Notes, 144A | 9.250 | 06/01/30 | 430 | 403,407 | |
| DaVita, Inc., | |||||
| Gtd. Notes, 144A | 3.750 | 02/15/31 | 1,125 | 1,038,200 | |
| Gtd. Notes, 144A | 4.625 | 06/01/30 | 1,125 | 1,084,030 | |
| DCLI Bidco LLC, Second Mortgage, 144A | 7.750 | 11/15/29 | 425 | 436,839 | |
| Discovery Global Holdings, Inc., Gtd. Notes | 4.054 | 03/15/29 | 30 | 29,447 | |
| DISH DBS Corp., | |||||
| Gtd. Notes | 5.125 | 06/01/29(d) | 500 | 452,761 | |
| Gtd. Notes | 7.375 | 07/01/28(d) | 250 | 239,552 | |
| Energy Transfer LP, | |||||
| Jr. Sub. Notes, Series G | 7.125(ff) | 05/15/30(oo) | 7,800 | 7,989,648 | |
| Jr. Sub. Notes, Series H | 6.500(ff) | 08/17/26(oo) | 5,045 | 5,047,296 | |
| Sr. Unsec’d. Notes | 5.400 | 10/01/47 | 2,200 | 1,917,385 | |
| Sr. Unsec’d. Notes | 6.000 | 06/15/48 | 2,350 | 2,194,820 | |
| Expand Energy Corp., Gtd. Notes | 5.375 | 02/01/29 | 2,000 | 1,999,274 | |
| Fidelity National Information Services, Inc., Sr. Unsec’d. Notes | 1.500 | 05/21/27 | EUR | 5,600 | 6,375,791 |
| Fifth Third Bancorp, Sr. Unsec’d. Notes, 144A | 5.982(ff) | 01/30/30 | 2,792 | 2,856,068 | |
| Fortive Corp., Sr. Unsec’d. Notes | 3.700 | 08/15/29 | EUR | 3,850 | 4,457,749 |
| GC Homes Issuer PLC, Local Gov’t. Gtd. Notes^ | 6.716(cc) | 07/28/60 | GBP | 1,011 | 1,400,549 |
| General Electric Co., Sr. Unsec’d. Notes, Series A, MTN, H15N030D + (0.300)% (Cap N/A, Floor 0.000%) | 3.390(c) | 10/16/38 | 400 | 398,314 | |
| Global Payments, Inc., Sr. Unsec’d. Notes | 4.875 | 03/17/31 | EUR | 700 | 825,088 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Goldman Sachs Finance Corp. International Ltd., Gtd. Notes, EMTN | 2.450 % | 04/29/31 | CNH | 6,000 | $893,836 |
| Goldman Sachs Group, Inc. (The), | |||||
| Jr. Sub. Notes, Series U | 3.650(ff) | 08/10/26(oo) | 11,370 | 11,359,884 | |
| Sr. Unsec’d. Notes | 1.992(ff) | 01/27/32 | 2,450 | 2,135,573 | |
| Sr. Unsec’d. Notes | 2.383(ff) | 07/21/32 | 1,770 | 1,546,648 | |
| Sr. Unsec’d. Notes | 2.615(ff) | 04/22/32 | 9,660 | 8,594,249 | |
| Sr. Unsec’d. Notes | 4.500 | 05/16/28 | AUD | 530 | 367,158 |
| Sr. Unsec’d. Notes, EMTN | 1.000 | 08/16/32 | JPY | 200,000 | 1,129,217 |
| Sr. Unsec’d. Notes, EMTN | 1.300 | 03/22/30 | JPY | 10,000 | 59,593 |
| Sr. Unsec’d. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 20Y Index + 0.000% (Cap 12.000%, Floor 5.220%)^ | 5.220(c) | 08/24/30 | EUR | 5,000 | 5,902,975 |
| Greystone Commercial Capital Trust, Sr. Unsec’d. Notes, Series A, 144A, 1 Month SOFR + 3.150%^(x) | 7.230(c) | 05/31/26(d) | 19,080 | 16,980,939 | |
| HCA, Inc., | |||||
| Gtd. Notes | 7.500 | 11/06/33 | 2,000 | 2,210,753 | |
| Gtd. Notes, MTN | 7.750 | 07/15/36 | 2,000 | 2,224,955 | |
| Herc Holdings, Inc., | |||||
| Gtd. Notes, 144A | 5.750 | 03/15/31 | 765 | 757,712 | |
| Gtd. Notes, 144A(a) | 6.000 | 03/15/34 | 145 | 142,363 | |
| Hilcorp Energy I LP/Hilcorp Finance Co., Sr. Unsec’d. Notes, 144A | 8.375 | 11/01/33 | 775 | 813,254 | |
| Housing & Urban Development Corp. Ltd. AID Bond, U.S. Gov’t. Gtd. Notes, 6 Month SOFR + 0.035% | 4.717(c) | 09/15/30 | 400 | 406,758 | |
| Hunt Cos., Inc., Sr. Sec’d. Notes, 144A | 5.250 | 04/15/29 | 3,975 | 3,884,120 | |
| International Business Machines Corp., Sr. Unsec’d. Notes | 3.000 | 02/03/31 | EUR | 4,100 | 4,591,312 |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC, Sr. Sec’d. Notes | 5.078 | 10/01/54 | 270 | 245,427 | |
| JPMorgan Chase Bank NA, Sr. Unsec’d. Notes | 4.762(s) | 03/17/48 | ITL(jj) | 29,800,000 | 5,109,291 |
| JPMorgan Chase Financial Co. LLC, | |||||
| Gtd. Notes, EMTN | 3.330 | 08/31/26 | CNH | 14,000 | 2,073,467 |
| Gtd. Notes, EMTN | 3.500 | 07/27/28 | CNH | 38,000 | 5,799,387 |
| KB Home, Gtd. Notes | 6.875 | 06/15/27 | 1,650 | 1,660,931 | |
| Kraft Heinz Foods Co., Gtd. Notes | 4.875 | 10/01/49 | 15 | 12,112 | |
| Lamb Weston Holdings, Inc., | |||||
| Gtd. Notes, 144A | 4.125 | 01/31/30 | 75 | 71,455 | |
| Gtd. Notes, 144A | 4.375 | 01/31/32 | 1,650 | 1,546,700 | |
| Level 3 Financing, Inc., | |||||
| Gtd. Notes, 144A | 7.500 | 02/15/37 | 380 | 377,259 | |
| Sr. Sec’d. Notes, 144A | 7.000 | 03/31/34 | 1,800 | 1,832,158 | |
| Liberty Mutual Group, Inc., Gtd. Notes, 144A | 3.951 | 10/15/50 | 90 | 63,762 | |
| LifePoint Health, Inc., Gtd. Notes, 144A | 5.375 | 01/15/29 | 3,000 | 2,851,435 | |
| Maple Parent Holdings Corp., Gtd. Notes, 144A | 3.881 | 03/26/30 | EUR | 4,100 | 4,721,304 |
| Medline Borrower LP, Sr. Sec’d. Notes, 144A | 3.875 | 04/01/29 | 1,800 | 1,742,572 | |
| Medtronic Global Holdings SCA, Gtd. Notes | 1.750 | 07/02/49 | EUR | 2,100 | 1,418,676 |
| Medtronic, Inc., | |||||
| Gtd. Notes | 2.950 | 10/15/30 | EUR | 9,000 | 10,162,441 |
| Gtd. Notes | 3.650 | 10/15/29 | EUR | 11,300 | 13,143,452 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Meridian Arc Holdco LLC, Sr. Sec’d. Notes, 144A | 6.250 % | 04/30/31 | 1,765 | $1,696,615 | |
| Meta Platforms, Inc., Sr. Unsec’d. Notes | 6.450 | 05/15/66 | 570 | 521,780 | |
| MetLife, Inc., | |||||
| Sr. Unsec’d. Notes | 0.769 | 05/23/29 | JPY | 600,000 | 3,606,235 |
| Sr. Unsec’d. Notes | 1.415 | 03/07/31 | JPY | 700,000 | 4,131,410 |
| Morgan Guaranty Trust Co., Sr. Unsec’d. Notes | 1.146(s) | 01/21/27 | ITL(jj) | 2,275,000 | 1,330,764 |
| Morgan Stanley, | |||||
| Jr. Sub. Notes, Series M | 5.875(cc) | 09/15/26(oo) | 300 | 293,969 | |
| Sr. Unsec’d. Notes, EMTN | 0.000 | 04/02/32 | 22,400 | 16,436,000 | |
| Sr. Unsec’d. Notes, EMTN | 0.500(cc) | 06/26/43 | MXN | 16,700 | 174,981 |
| Sr. Unsec’d. Notes, EMTN | 0.500(cc) | 09/25/43 | MXN | 33,900 | 344,248 |
| Sr. Unsec’d. Notes, EMTN | 7.500 | 12/15/27 | MXN | 33,300 | 1,907,066 |
| Sr. Unsec’d. Notes, EMTN | 5.632(s) | 10/05/26 | IDR | 2,000,000 | 109,531 |
| Sr. Unsec’d. Notes, EMTN | 7.118(s) | 06/28/27 | MXN | 27,000 | 1,443,889 |
| Sr. Unsec’d. Notes, EMTN | 7.926(s) | 04/05/32 | MXN | 71,000 | 2,316,956 |
| Sr. Unsec’d. Notes, EMTN | 7.950(s) | 11/07/31 | MXN | 56,000 | 1,914,743 |
| Sr. Unsec’d. Notes, GMTN(a) | 1.875 | 03/06/30 | EUR | 1,100 | 1,181,049 |
| Sr. Unsec’d. Notes, GMTN | 3.749(ff) | 11/07/36 | EUR | 8,200 | 9,099,885 |
| Morgan Stanley Finance LLC, | |||||
| Gtd. Notes, EMTN | 3.100 | 03/08/28 | CNH | 5,000 | 753,200 |
| Gtd. Notes, EMTN | 3.460 | 08/10/28 | CNH | 2,000 | 304,598 |
| Nestle Finance International Ltd., Gtd. Notes, EMTN | 2.800 | 05/29/35 | CNH | 28,000 | 4,290,046 |
| Newell Brands, Inc., | |||||
| Sr. Unsec’d. Notes(a) | 6.375 | 05/15/30 | 315 | 318,247 | |
| Sr. Unsec’d. Notes(a) | 6.625 | 05/15/32 | 185 | 187,012 | |
| NRG Energy, Inc., Jr. Sub. Notes, 144A | 10.250(ff) | 03/15/28(oo) | 650 | 693,205 | |
| OneMain Finance Corp., Gtd. Notes | 4.000 | 09/15/30 | 1,500 | 1,376,294 | |
| ONEOK, Inc., Gtd. Notes | 6.050 | 09/01/33 | 5,600 | 5,774,152 | |
| Oracle Corp., | |||||
| Sr. Unsec’d. Notes | 5.875 | 09/26/45 | 680 | 558,801 | |
| Sr. Unsec’d. Notes(a) | 6.700 | 02/04/56 | 1,190 | 1,050,420 | |
| Organon & Co./Organon Foreign Debt Co-Issuer BV, Sr. Unsec’d. Notes, 144A | 5.125 | 04/30/31 | 525 | 519,971 | |
| PR RNO Property Owner 1 LLC, Sr. Sec’d. Notes, 144A | 6.500 | 05/01/31 | 865 | 813,675 | |
| Prologis LP, | |||||
| Sr. Unsec’d. Notes | 3.250 | 09/11/29 | CNH | 63,660 | 9,636,654 |
| Sr. Unsec’d. Notes | 3.500 | 02/06/27 | CNH | 26,000 | 3,866,280 |
| Prologis Yen Finance LLC, | |||||
| Gtd. Notes | 0.885 | 06/27/36 | JPY | 300,000 | 1,416,477 |
| Gtd. Notes | 0.972 | 09/25/28 | JPY | 700,000 | 4,260,395 |
| Gtd. Notes | 1.003 | 06/24/32 | JPY | 1,500,000 | 8,232,637 |
| Gtd. Notes | 1.222 | 06/22/35 | JPY | 200,000 | 1,009,395 |
| Realty Income Corp., | |||||
| Sr. Unsec’d. Notes | 3.375 | 06/20/31 | EUR | 6,600 | 7,452,454 |
| Sr. Unsec’d. Notes | 4.875 | 07/06/30 | EUR | 4,400 | 5,275,585 |
| Sr. Unsec’d. Notes | 5.000 | 10/15/29 | GBP | 6,300 | 8,441,858 |
| Rocket Cos., Inc., Gtd. Notes, 144A | 6.125 | 08/01/31 | 685 | 688,093 | |
| Sally Holdings LLC/Sally Capital, Inc., Gtd. Notes | 6.750 | 04/01/32 | 285 | 290,681 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Solaris Energy Infrastructure LLC, Gtd. Notes, 144A | 6.375 % | 05/15/31 | 1,240 | $1,217,857 | |
| Sopaipilla Investor LLC, Sr. Sec’d. Notes, 144A | 7.534 | 11/30/48 | 4,040 | 4,188,888 | |
| Southaven Combined Cycle Generation LLC, Sec’d. Notes | 3.846 | 08/15/33 | 73 | 69,925 | |
| Space Exploration Technologies Corp., Sr. Unsec’d. Notes, 144A | 5.350 | 07/15/31 | 2,780 | 2,706,583 | |
| Starwood Property Trust, Inc., Sr. Unsec’d. Notes, 144A | 5.875 | 08/15/29 | 950 | 952,736 | |
| SV RNO Property Owner 1 LLC, Sr. Sec’d. Notes, 144A | 5.875 | 03/01/31 | 1,350 | 1,255,253 | |
| Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp., Gtd. Notes, 144A | 5.500 | 01/15/28 | 2,075 | 2,073,010 | |
| Taylor Morrison Communities, Inc., | |||||
| Gtd. Notes, 144A | 5.125 | 08/01/30 | 150 | 149,667 | |
| Gtd. Notes, 144A | 5.750 | 01/15/28 | 2,723 | 2,750,207 | |
| Gtd. Notes, 144A | 5.750 | 11/15/32 | 180 | 184,340 | |
| Tenet Healthcare Corp., | |||||
| Sr. Sec’d. Notes | 4.375 | 01/15/30 | 675 | 650,899 | |
| Sr. Sec’d. Notes | 4.625 | 06/15/28 | 275 | 272,395 | |
| Sr. Sec’d. Notes | 5.125 | 11/01/27 | 280 | 279,833 | |
| Tenneco, Inc., Sr. Sec’d. Notes, 144A | 8.000 | 11/17/28 | 2,325 | 2,331,191 | |
| Time Warner Cable Enterprises LLC, Sr. Sec’d. Notes | 8.375 | 07/15/33 | 2,065 | 2,250,434 | |
| Time Warner Cable LLC, Sr. Sec’d. Notes | 6.550 | 05/01/37 | 20 | 19,001 | |
| Tote Shipholdings LLC, U.S. Gov’t. Gtd. Notes | 3.400 | 10/16/40 | 91 | 77,957 | |
| Transocean International Ltd., | |||||
| Gtd. Notes, 144A | 8.250 | 05/15/29 | 130 | 133,641 | |
| Gtd. Notes, 144A | 8.500 | 05/15/31 | 830 | 865,026 | |
| U.S. Bancorp, Jr. Sub. Notes(a) | 3.700(ff) | 01/15/27(oo) | 18,150 | 17,972,196 | |
| U.S. Bank NA, Sr. Unsec’d. Notes, 3 Month SOFR + 0.012% | 3.659(c) | 08/09/47 | 3,414 | 3,381,948 | |
| United Airlines Holdings, Inc., Gtd. Notes | 4.875 | 03/01/29 | 1,230 | 1,211,490 | |
| United Airlines, Inc., Sr. Sec’d. Notes, 144A | 4.625 | 04/15/29 | 950 | 933,428 | |
| United Rentals North America, Inc., Gtd. Notes | 4.875 | 01/15/28 | 1,190 | 1,185,320 | |
| Venture Global LNG, Inc., Jr. Sub. Notes, 144A | 9.000(ff) | 09/30/29(oo) | 1,315 | 1,306,210 | |
| Venture Global Plaquemines LNG LLC, | |||||
| Sr. Sec’d. Notes, 144A | 6.750 | 01/15/36 | 725 | 759,039 | |
| Sr. Sec’d. Notes, 144A | 7.750 | 05/01/35 | 240 | 265,699 | |
| Verizon Communications, Inc., | |||||
| Sr. Unsec’d. Notes | 2.500 | 04/08/31 | GBP | 1,400 | 1,662,350 |
| Sr. Unsec’d. Notes, MTN | 2.650 | 05/06/30 | AUD | 1,600 | 1,017,883 |
| Sr. Unsec’d. Notes, MTN | 3.000 | 03/23/31 | AUD | 1,000 | 628,338 |
| Sr. Unsec’d. Notes, Series MPLE | 4.050 | 03/22/51 | CAD | 3,200 | 1,812,371 |
| Viatris, Inc., Gtd. Notes | 3.850 | 06/22/40 | 4,410 | 3,372,623 | |
| VICI Properties LP/VICI Note Co., Inc., Gtd. Notes, 144A | 4.250 | 12/01/26 | 4,000 | 3,997,385 | |
| Vistra Corp., | |||||
| Jr. Sub. Notes, 144A | 7.000(ff) | 12/15/26(oo) | 2,650 | 2,662,015 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Corporate Bonds (Continued) | |||||
| United States (cont’d.) | |||||
| Vistra Corp., (cont’d.) | |||||
| Jr. Sub. Notes, 144A | 8.000 %(ff) | 10/15/26(oo) | 3,700 | $3,710,254 | |
| Waste Connections, Inc., Sr. Unsec’d. Notes | 4.550 | 09/04/36 | CAD | 1,139 | 804,698 |
| Wells Fargo & Co., | |||||
| Sr. Unsec’d. Notes | 4.000 | 04/27/27 | AUD | 4,198 | 2,930,262 |
| Sr. Unsec’d. Notes, MTN | 2.572(ff) | 02/11/31 | 7,890 | 7,266,701 | |
| Sr. Unsec’d. Notes, MTN | 3.350(ff) | 03/02/33 | 4,410 | 4,010,304 | |
| WESCO Distribution, Inc., | |||||
| Gtd. Notes, 144A | 5.250 | 04/15/31 | 220 | 216,459 | |
| Gtd. Notes, 144A | 5.500 | 04/15/34 | 155 | 150,919 | |
| WPC Eurobond BV, Gtd. Notes | 0.950 | 06/01/30 | EUR | 9,950 | 10,332,072 |
| Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., Gtd. Notes, 144A | 7.125 | 02/15/31 | 820 | 859,083 | |
| XPO, Inc., Gtd. Notes, 144A(a) | 7.125 | 02/01/32 | 735 | 758,926 | |
| 501,651,893 | |||||
| Venezuela 0.1% | |||||
| Petroleos de Venezuela SA, Sr. Sec’d. Notes | 8.500 | 10/27/20(d) | 1,388 | 1,483,772 | |
| Total Corporate Bonds (cost $1,122,891,213) | 1,074,718,272 | ||||
| Floating Rate and Other Loans 1.0% | |||||
| Costa Rica 0.0% | |||||
| Costa Rica Titulos de Propiedad, Term Loan | 5.950 | 04/27/33 | 500 | 603,386 | |
| Luxembourg 0.1% | |||||
| HPS Speciality Loan Fund VI GP, | |||||
| Term Loan, 3 Month SOFR + 2.000%^ | 5.732(c) | 09/30/34 | 187 | 187,026 | |
| Term Loan, 3 Month SOFR + 3.200%^ | 6.932(c) | 09/30/34 | 431 | 430,964 | |
| HPS Speciality Loan Fund VI IM, | |||||
| Term Loan, 3 Month SOFR + 2.000%^ | 5.732(c) | 09/29/34 | 281 | 280,539 | |
| Term Loan, 3 Month SOFR + 3.200%^ | 6.932(c) | 09/29/34 | 646 | 646,446 | |
| 1,544,975 | |||||
| Netherlands 0.1% | |||||
| International Park Holdings BV, 2025 Facility B, 6 Month EURIBOR + 5.500%^ | 8.096(c) | 01/30/32 | EUR | 2,525 | 2,894,983 |
| Panama 0.1% | |||||
| Republic of Panama, Term Loan^ | —(p) | 07/28/31 | 3,000 | 3,448,034 | |
| United Kingdom 0.2% | |||||
| International Schools Partnership, Facility B5 (USD II), 3 Month SOFR + 4.500%^ | 8.263(c) | 07/06/31 | 2,574 | 2,538,149 | |
| The Boots Group, Closing Date Sterling Term Loan, SONIA + 4.500% | 8.231(c) | 08/31/32 | GBP | 1,200 | 1,625,095 |
| 4,163,244 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Floating Rate and Other Loans (Continued) | |||||
| United States 0.5% | |||||
| Anewhealth, | |||||
| Term Loan^ | — %(p) | 06/23/33 | 665 | $665,007 | |
| Term Loan^ | —(p) | 06/23/33 | 78 | 78,236 | |
| CloudHQ VA B1, Term Loan, 1 Month SOFR + 2.250%^ | 5.890(c) | 01/29/30 | 2,749 | 2,732,814 | |
| CloudHQ VA B2 Quick, Term Loan, 1 Month SOFR + 2.250%^ | 5.890(c) | 03/06/30 | 1,046 | 1,039,858 | |
| CloudHQ VA B3 Quick, Term Loan, 1 Month SOFR + 2.250%^ | 5.890(c) | 03/06/30 | 776 | 768,446 | |
| Constellation Automotive Group Ltd., | |||||
| Term Loan^ | —(p) | 03/21/31 | 412 | 555,273 | |
| Term Loan^ | —(p) | 03/21/31 | 2,345 | 2,703,814 | |
| Diamond Sports Net LLC, First Lien Exit Term Loan | 12.000 | 01/03/28 | 224 | 39,286 | |
| Domain Greenbough Partner 2 LLC, Term Loan^ | —(p) | 01/23/32 | 727 | 725,037 | |
| Radiate Holdco LLC, First Out Term Loan, 1 Month SOFR + 5.114% | 8.845(c) | 09/25/29 | 2,108 | 1,874,114 | |
| Vantage Oracle TX, Term Loan, 1 Month SOFR + 2.500%^ | 6.120(c) | 04/30/30 | 586 | 572,144 | |
| Vantage Oracle WI, Term Loan, 1 Month SOFR + 2.500%^ | 6.080(c) | 04/15/30 | 397 | 396,676 | |
| 12,150,705 | |||||
| Total Floating Rate and Other Loans (cost $24,521,449) | 24,805,327 | ||||
| Municipal Bonds 0.2% | |||||
| Louisiana 0.0% | |||||
| Plaquemines Port Harbor & Terminal District, Taxable, Revenue Bonds, Series B(x) | 12.000 | 12/01/34 | 4,900 | 1,151,798 | |
| Wisconsin 0.2% | |||||
| Public Finance Authority, Taxable, Revenue Bonds, Series C | 9.250 | 09/01/55 | 5,050 | 4,670,375 | |
| Total Municipal Bonds (cost $8,310,757) | 5,822,173 | ||||
| Residential Mortgage-Backed Securities 1.1% | |||||
| United States | |||||
| CIM Trust, Series 2024-R01, Class A1, 144A | 4.750(cc) | 06/25/64 | 641 | 624,792 | |
| Connecticut Avenue Securities Trust, | |||||
| Series 2021-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | 6.716(c) | 10/25/41 | 1,000 | 1,004,672 | |
| Series 2021-R01, Class 1M2, 144A, 30 Day Average SOFR + 1.550% (Cap N/A, Floor 0.000%) | 5.166(c) | 10/25/41 | 47 | 47,293 | |
| Series 2021-R02, Class 2B1, 144A, 30 Day Average SOFR + 3.300% (Cap N/A, Floor 0.000%) | 6.916(c) | 11/25/41 | 260 | 261,826 | |
| Series 2022-R01, Class 1B1, 144A, 30 Day Average SOFR + 3.150% (Cap N/A, Floor 0.000%) | 6.766(c) | 12/25/41 | 340 | 341,489 | |
| Series 2022-R04, Class 1M2, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | 6.716(c) | 03/25/42 | 1,200 | 1,214,937 | |
| Series 2024-R05, Class 2M2, 144A, 30 Day Average SOFR + 1.700% (Cap N/A, Floor 0.000%) | 5.316(c) | 07/25/44 | 164 | 164,417 | |
| FHLMC Structured Agency Credit Risk REMIC Trust, | |||||
| Series 2020-HQA05, Class B1, 144A, 30 Day Average SOFR + 4.000% (Cap N/A, Floor 0.000%) | 7.616(c) | 11/25/50 | 595 | 645,575 | |
| Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) | 5.266(c) | 01/25/34 | 217 | 216,922 | |
| Series 2021-DNA06, Class B1, 144A, 30 Day Average SOFR + 3.400% (Cap N/A, Floor 0.000%) | 7.016(c) | 10/25/41 | 320 | 321,692 | |
| Series 2021-DNA06, Class M2, 144A, 30 Day Average SOFR + 1.500% (Cap N/A, Floor 0.000%) | 5.116(c) | 10/25/41 | 67 | 66,987 | |
| Series 2021-DNA07, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) | 5.416(c) | 11/25/41 | 814 | 816,373 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Residential Mortgage-Backed Securities (Continued) | |||||
| United States (cont’d.) | |||||
| FHLMC Structured Agency Credit Risk REMIC Trust, (cont’d.) | |||||
| Series 2021-HQA03, Class B1, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | 6.966 %(c) | 09/25/41 | 150 | $150,470 | |
| Series 2021-HQA03, Class M2, 144A, 30 Day Average SOFR + 2.100% (Cap N/A, Floor 0.000%) | 5.716(c) | 09/25/41 | 3,350 | 3,355,226 | |
| Series 2021-HQA04, Class M2, 144A, 30 Day Average SOFR + 2.350% (Cap N/A, Floor 0.000%) | 5.966(c) | 12/25/41 | 2,350 | 2,361,021 | |
| Series 2022-DNA01, Class M2, 144A, 30 Day Average SOFR + 2.500% (Cap N/A, Floor 0.000%) | 6.116(c) | 01/25/42 | 100 | 100,625 | |
| Freddie Mac REMIC, Series 4166, Class IO, IO | 3.500 | 02/15/43 | 3,036 | 458,187 | |
| LHOME Mortgage Trust, Series 2024-RTL04, Class A1, 144A | 5.921(cc) | 07/25/39 | 1,500 | 1,501,889 | |
| New Residential Mortgage Loan Trust, Series 2018-04A, Class A1S, 144A, 1 Month SOFR + 0.864% (Cap N/A, Floor 0.750%) | 4.589(c) | 01/25/48 | 263 | 259,711 | |
| PMT Credit Risk Transfer Trust, | |||||
| Series 2024-01R, Class A, 144A, 30 Day Average SOFR + 3.500% (Cap N/A, Floor 0.000%) | 7.116(c) | 05/25/33 | 4,865 | 4,895,004 | |
| Series 2024-02R, Class A, 144A, 30 Day Average SOFR + 3.350% (Cap N/A, Floor 0.000%) | 6.968(c) | 03/29/27 | 4,485 | 4,511,163 | |
| Series 2024-03R, Class A, 144A, 30 Day Average SOFR + 3.100% (Cap N/A, Floor 0.000%) | 6.718(c) | 09/27/28 | 3,834 | 3,875,107 | |
| Total Residential Mortgage-Backed Securities (cost $26,881,797) | 27,195,378 | ||||
| Sovereign Bonds 35.9% | |||||
| Andorra 0.2% | |||||
| Andorra International Bond, | |||||
| Sr. Unsec’d. Notes, EMTN | 1.250 | 02/23/27 | EUR | 700 | 799,391 |
| Sr. Unsec’d. Notes, EMTN | 1.250 | 05/06/31 | EUR | 400 | 415,097 |
| Sr. Unsec’d. Notes, EMTN | 1.700 | 10/13/41 | EUR | 4,900 | 3,965,532 |
| 5,180,020 | |||||
| Argentina 0.1% | |||||
| Argentine Republic Government International Bond, | |||||
| Bonds | 4.330 | 12/31/33(d) | JPY | 389,411 | 440,552 |
| Sr. Unsec’d. Notes | 0.500 | 07/09/29 | EUR | 173 | 178,940 |
| Sr. Unsec’d. Notes | 0.670(cc) | 12/31/38(d) | JPY | 1,637,456 | 1,543,750 |
| Sr. Unsec’d. Notes | 0.670(cc) | 12/31/38(d) | JPY | 70,829 | 69,024 |
| Sr. Unsec’d. Notes | 0.670(cc) | 12/31/38 | JPY | 1,812 | 1,778 |
| Sr. Unsec’d. Notes | 4.330 | 12/31/33 | JPY | 48,663 | 55,054 |
| 2,289,098 | |||||
| Australia 0.1% | |||||
| Northern Territory Treasury Corp., Local Gov’t. Gtd. Notes | 5.750 | 04/21/37 | AUD | 2,000 | 1,382,668 |
| Austria 0.1% | |||||
| Republic of Austria Government International Bond, Sr. Unsec’d. Notes, Series 30Y, 144A, MTN | 5.375 | 12/01/34 | CAD | 2,349 | 1,825,529 |
| Belize 0.1% | |||||
| Platinum for Belize Blue Investment Co. LLC, Sec’d. Notes | 4.470 | 10/20/40 | 3,450 | 2,977,937 | |
| Bermuda 0.0% | |||||
| Bermuda Government International Bond, Sr. Unsec’d. Notes | 5.000 | 07/15/32 | 575 | 568,244 | |
| Brazil 0.8% | |||||
| Brazil Minas SPE via State of Minas Gerais, Gov’t. Gtd. Notes | 5.333 | 02/15/28 | 8,365 | 8,369,535 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Brazil (cont’d.) | |||||
| Brazilian Government International Bond, | |||||
| Sr. Unsec’d. Notes | 4.000 % | 04/23/30 | EUR | 1,095 | $1,249,794 |
| Sr. Unsec’d. Notes | 4.875 | 04/23/33 | EUR | 3,355 | 3,793,376 |
| Sr. Unsec’d. Notes | 5.500 | 04/23/36 | EUR | 3,830 | 4,352,083 |
| Sr. Unsec’d. Notes | 8.250 | 01/20/34 | 1,460 | 1,629,521 | |
| Sr. Unsec’d. Notes | 10.250 | 01/10/28 | BRL | 2,890 | 559,682 |
| 19,953,991 | |||||
| Bulgaria 0.4% | |||||
| Bulgaria Government International Bond, Sr. Unsec’d. Notes, GMTN | 3.125 | 03/26/35 | EUR | 8,212 | 8,925,067 |
| Canada 0.7% | |||||
| Canadian Government Bond, Bonds | 4.000 | 06/01/41 | CAD | 650 | 472,713 |
| Canadian Government Real Return Bond, Bonds | 0.250 | 12/01/54 | CAD | 243 | 110,362 |
| City of Montreal, Sr. Unsec’d. Notes | 3.900 | 09/01/35 | CAD | 4,000 | 2,792,966 |
| City of Toronto, Unsec’d. Notes | 3.250 | 06/24/46 | CAD | 3,000 | 1,682,534 |
| Province of Alberta, Unsec’d. Notes | 3.050 | 12/01/48 | CAD | 3,500 | 1,886,807 |
| Province of British Columbia, Unsec’d. Notes | 2.800 | 06/18/48 | CAD | 3,000 | 1,542,640 |
| Province of Manitoba, Unsec’d. Notes | 3.200 | 03/05/50 | CAD | 3,000 | 1,632,136 |
| Province of Nova Scotia, Unsec’d. Notes | 3.450 | 06/01/45 | CAD | 3,000 | 1,771,131 |
| Province of Quebec, Unsec’d. Notes, MTN | 4.562(s) | 10/01/39 | CAD | 8,000 | 3,082,441 |
| Province of Saskatchewan, Unsec’d. Notes | 3.300 | 06/02/48 | CAD | 3,500 | 1,990,682 |
| 16,964,412 | |||||
| Chile 0.2% | |||||
| Bonos de la Tesoreria de la Republica, Bonds | 2.000 | 03/01/35 | CLP | 5 | 210,360 |
| Bonos de la Tesoreria de la Republica en pesos, Bonds | 5.000 | 03/01/35 | CLP | 505,000 | 519,578 |
| Chile Government International Bond, | |||||
| Sr. Unsec’d. Notes | 1.440 | 02/01/29 | EUR | 1,884 | 2,065,255 |
| Sr. Unsec’d. Notes | 3.875 | 07/09/31 | EUR | 200 | 231,527 |
| Sr. Unsec’d. Notes | 4.375 | 08/03/38 | EUR | 2,200 | 2,502,707 |
| 5,529,427 | |||||
| China 2.7% | |||||
| China Government Bond, | |||||
| Sr. Unsec’d. Notes | 2.390 | 03/15/29 | CNH | 500 | 76,019 |
| Sr. Unsec’d. Notes | 3.480 | 06/29/27 | CNH | 2,000 | 302,018 |
| Sr. Unsec’d. Notes | 3.600 | 05/21/30 | CNH | 21,500 | 3,440,635 |
| Sr. Unsec’d. Notes | 3.900 | 07/04/36 | CNH | 16,000 | 2,833,990 |
| Sr. Unsec’d. Notes | 3.950 | 06/29/43 | CNH | 71,500 | 13,091,941 |
| Sr. Unsec’d. Notes | 4.000 | 11/30/35 | CNH | 81,500 | 14,433,403 |
| Sr. Unsec’d. Notes | 4.100 | 05/21/45 | CNH | 62,000 | 11,709,570 |
| Sr. Unsec’d. Notes | 4.150 | 12/12/31 | CNH | 41,500 | 6,977,704 |
| Sr. Unsec’d. Notes | 4.290 | 05/22/29 | CNH | 3,500 | 560,468 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| China (cont’d.) | |||||
| China Government Bond, (cont’d.) | |||||
| Sr. Unsec’d. Notes | 4.400 % | 12/12/46 | CNH | 49,000 | $9,709,431 |
| Sr. Unsec’d. Notes | 4.500 | 05/22/34 | CNH | 24,000 | 4,290,124 |
| Export-Import Bank of China (The), Sr. Unsec’d. Notes | 4.150 | 06/18/27 | CNH | 4,000 | 606,346 |
| 68,031,649 | |||||
| Colombia 1.4% | |||||
| Colombia Government International Bond, | |||||
| Sr. Unsec’d. Notes | 3.750 | 09/19/28 | EUR | 9,300 | 10,631,744 |
| Sr. Unsec’d. Notes | 5.000 | 09/19/32 | EUR | 2,450 | 2,772,725 |
| Sr. Unsec’d. Notes | 5.625 | 02/19/36 | EUR | 3,690 | 4,138,406 |
| Sr. Unsec’d. Notes | 8.000 | 04/20/33 | 1,600 | 1,725,328 | |
| Sr. Unsec’d. Notes | 8.375 | 02/15/27 | 7,474 | 7,558,531 | |
| Sr. Unsec’d. Notes | 9.850 | 06/28/27 | COP | 23,612,000 | 7,413,784 |
| Sr. Unsec’d. Notes | 11.850 | 03/09/28 | 1,000 | 1,096,590 | |
| 35,337,108 | |||||
| Costa Rica 0.1% | |||||
| Costa Rica Government International Bond, | |||||
| Bonds, 144A | 5.500 | 11/21/30 | EUR | 1,250 | 1,488,945 |
| Sr. Unsec’d. Notes | 6.550 | 04/03/34 | 1,000 | 1,048,880 | |
| 2,537,825 | |||||
| Cyprus 0.4% | |||||
| Cyprus Government International Bond, | |||||
| Sr. Unsec’d. Notes, EMTN | 1.250 | 01/21/40 | EUR | 7,550 | 6,553,132 |
| Sr. Unsec’d. Notes, EMTN | 2.250 | 04/16/50 | EUR | 2,000 | 1,691,948 |
| Sr. Unsec’d. Notes, EMTN | 2.750 | 05/03/49 | EUR | 3,000 | 2,825,609 |
| 11,070,689 | |||||
| Czech Republic 0.2% | |||||
| Czech Republic Government Bond, Sr. Unsec’d. Notes, Series 103 | 2.000 | 10/13/33 | CZK | 115,000 | 4,552,398 |
| Denmark 0.1% | |||||
| Denmark Government Bond, | |||||
| Bonds | 0.100 | 11/15/34 | DKK | 1,045 | 147,135 |
| Bonds, Series 10Y | 0.500 | 11/15/27 | DKK | 12,110 | 1,823,300 |
| Bonds, Series 10Y | 0.500 | 11/15/29 | DKK | 4,300 | 619,772 |
| Bonds, Series 31Y | 4.500 | 11/15/39 | DKK | 1,800 | 317,108 |
| Bonds, Series 32Y | 0.250 | 11/15/52 | DKK | 5,000 | 361,701 |
| 3,269,016 | |||||
| Dominican Republic 0.2% | |||||
| Dominican Republic International Bond, | |||||
| Sr. Unsec’d. Notes | 4.875 | 09/23/32 | 1,000 | 936,910 | |
| Sr. Unsec’d. Notes | 5.875 | 10/28/35 | 3,800 | 3,668,178 | |
| 4,605,088 | |||||
| Ecuador 0.5% | |||||
| Amazon Conservation DAC, | |||||
| Sr. Sec’d. Notes | 6.034 | 01/16/42 | 2,770 | 2,748,961 | |
| Sr. Sec’d. Notes, 144A | 6.034 | 01/16/42 | 9,000 | 8,931,641 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Ecuador (cont’d.) | |||||
| Ecuador Government International Bond, | |||||
| Sr. Unsec’d. Notes | 5.500 %(cc) | 07/31/40 | 452 | $325,443 | |
| Sr. Unsec’d. Notes | 5.500(cc) | 07/31/40 | 221 | 158,785 | |
| Sr. Unsec’d. Notes | 5.500(cc) | 07/31/40 | 252 | 181,094 | |
| Sr. Unsec’d. Notes, Series S22 | 5.500(cc) | 07/31/40 | 182 | 131,227 | |
| Ecuador Social Bond Sarl, Gov’t. Gtd. Notes^ | 0.350 | 01/30/35 | 15,840 | 275,616 | |
| GPS Blue Financing DAC, Sec’d. Notes | 5.645 | 11/09/41 | 240 | 229,848 | |
| 12,982,615 | |||||
| Egypt 0.2% | |||||
| Egypt Government International Bond, Sr. Unsec’d. Notes, EMTN | 5.625 | 04/16/30 | EUR | 4,700 | 5,333,088 |
| Finland 0.1% | |||||
| Kuntarahoitus OYJ, Local Gov’t. Gtd. Notes, EMTN | 3.050 | 09/24/32 | SEK | 13,000 | 1,344,770 |
| France 2.1% | |||||
| Agence France Locale, Gtd. Notes, EMTN | 3.125 | 03/20/34 | EUR | 2,300 | 2,528,260 |
| Bpifrance SACA, | |||||
| Gtd. Notes, EMTN | 0.625 | 07/22/31 | EUR | 1,500 | 1,507,611 |
| Gtd. Notes, EMTN | 3.375 | 11/25/32 | EUR | 3,900 | 4,420,337 |
| Gtd. Notes, EMTN | 3.375 | 05/25/34 | EUR | 6,800 | 7,585,711 |
| Caisse Francaise de Financement Local SA, Covered Bonds, EMTN | 4.680 | 03/09/29 | CAD | 28,712 | 20,580,844 |
| French Republic Government Bond OAT, | |||||
| Bonds, Series OAT, 144A | 0.500 | 05/25/72 | EUR | 100 | 27,583 |
| Bonds, Series OATe, 144A | 0.100 | 07/25/38 | EUR | 124 | 114,641 |
| Bonds, Series OATi, 144A | 0.550 | 03/01/39 | EUR | 108 | 101,520 |
| Ile-de-France Mobilites, Sr. Unsec’d. Notes, EMTN | 0.950 | 02/16/32 | EUR | 1,400 | 1,404,843 |
| Region of Ile de France, Sr. Unsec’d. Notes, EMTN | 2.900 | 04/30/31 | EUR | 1,700 | 1,917,362 |
| SFIL SA, Sr. Unsec’d. Notes, EMTN | 2.875 | 01/22/31 | EUR | 9,100 | 10,239,928 |
| Societe Des Grands Projets EPIC, Sr. Unsec’d. Notes, EMTN | 0.000 | 11/25/30 | EUR | 1,000 | 1,000,658 |
| Ville de Paris, Sr. Unsec’d. Notes, EMTN | 1.750 | 05/25/31 | EUR | 2,800 | 2,984,721 |
| 54,414,019 | |||||
| Gabon 0.3% | |||||
| Gabon Blue Bond Master Trust 2, Insured Notes | 6.097 | 08/01/38 | 7,715 | 7,572,118 | |
| Germany 0.0% | |||||
| Deutsche Bundesrepublik Inflation-Linked Bond, Bonds | 0.100 | 04/15/46 | EUR | 134 | 118,730 |
| State of North Rhine-Westphalia, Sr. Unsec’d. Notes, EMTN | 7.500 | 06/08/27 | MXN | 500 | 28,700 |
| 147,430 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Greece 3.5% | |||||
| Hellenic Republic Government Bond, | |||||
| Bonds | 4.300 % | 02/24/27 | EUR | 99 | $114,456 |
| Bonds | 4.300 | 02/24/28 | EUR | 64 | 74,807 |
| Bonds | 4.300 | 02/24/29 | EUR | 194 | 226,336 |
| Bonds | 4.300 | 02/24/30 | EUR | 501 | 580,793 |
| Bonds | 4.300 | 02/24/31 | EUR | 169 | 195,650 |
| Bonds | 4.300 | 02/24/32 | EUR | 158 | 183,356 |
| Bonds | 4.300 | 02/24/33 | EUR | 46 | 52,524 |
| Bonds | 4.300 | 02/24/34 | EUR | 95 | 108,198 |
| Bonds | 4.300 | 02/24/35 | EUR | 199 | 226,866 |
| Bonds | 4.300 | 02/24/36 | EUR | 131 | 150,356 |
| Bonds | 4.300 | 02/24/37 | EUR | 157 | 164,796 |
| Bonds | 4.300 | 02/24/38 | EUR | 268 | 304,187 |
| Bonds | 4.300 | 02/24/39 | EUR | 319 | 360,422 |
| Bonds | 4.300 | 02/24/40 | EUR | 378 | 424,432 |
| Bonds | 4.300 | 02/24/41 | EUR | 300 | 335,301 |
| Bonds | 4.300 | 02/24/42 | EUR | 923 | 1,042,907 |
| Sr. Unsec’d. Notes, 144A | 1.875 | 02/04/35 | EUR | 60,000 | 59,893,458 |
| Sr. Unsec’d. Notes, 144A | 1.875 | 01/24/52 | EUR | 7,585 | 5,290,319 |
| Hellenic Republic Government International Bond, | |||||
| Sr. Unsec’d. Notes | 5.200 | 07/17/34 | EUR | 10,199 | 12,422,551 |
| Sr. Unsec’d. Notes | 6.140 | 04/14/28 | EUR | 5,400 | 6,457,409 |
| 88,609,124 | |||||
| Guatemala 0.1% | |||||
| Guatemala Government Bond, | |||||
| Sr. Unsec’d. Notes | 8.125 | 10/06/34 | 2,000 | 2,268,000 | |
| Sr. Unsec’d. Notes, 144A | 6.250 | 08/15/36 | 1,000 | 1,013,500 | |
| 3,281,500 | |||||
| Hong Kong 0.1% | |||||
| Hong Kong Government International Bond, Sr. Unsec’d. Notes, GMTN | 3.300 | 06/07/33 | CNH | 22,000 | 3,596,407 |
| Hungary 0.7% | |||||
| Hungary Government Bond, Bonds, Series 27/A | 3.000 | 10/27/27 | HUF | 800,000 | 2,463,303 |
| Hungary Government International Bond, | |||||
| Sr. Unsec’d. Notes | 2.125 | 09/22/31 | 1,375 | 1,177,358 | |
| Sr. Unsec’d. Notes | 5.500 | 03/26/36 | 400 | 391,848 | |
| Sr. Unsec’d. Notes, Series 10Y | 4.500 | 06/16/34 | EUR | 1,200 | 1,411,470 |
| Sr. Unsec’d. Notes, Series 12Y | 1.625 | 04/28/32 | EUR | 2,976 | 3,043,675 |
| Magyar Export-Import Bank Zrt, | |||||
| Gov’t. Gtd. Notes | 4.500 | 11/27/31 | EUR | 5,066 | 5,892,974 |
| Gov’t. Gtd. Notes | 6.000 | 05/16/29 | EUR | 3,600 | 4,387,634 |
| 18,768,262 | |||||
| Indonesia 2.4% | |||||
| Indonesia Government International Bond, | |||||
| Sr. Unsec’d. Notes | 0.900 | 02/14/27 | EUR | 10,300 | 11,709,617 |
| Sr. Unsec’d. Notes | 1.000 | 07/28/29 | EUR | 8,500 | 9,011,556 |
| Sr. Unsec’d. Notes | 1.400 | 10/30/31 | EUR | 10,060 | 10,117,309 |
| Sr. Unsec’d. Notes | 2.500 | 10/31/30 | CNH | 25,000 | 3,717,132 |
| Sr. Unsec’d. Notes | 2.900 | 10/31/35 | CNH | 10,000 | 1,480,900 |
| Sr. Unsec’d. Notes | 3.650 | 09/10/32 | EUR | 3,200 | 3,557,717 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Indonesia (cont’d.) | |||||
| Indonesia Government International Bond, (cont’d.) | |||||
| Sr. Unsec’d. Notes, EMTN | 3.750 % | 06/14/28 | EUR | 13,980 | $16,115,072 |
| Sr. Unsec’d. Notes, Series 13 | 1.790 | 05/20/39 | JPY | 1,100,000 | 5,161,748 |
| 60,871,051 | |||||
| Israel 0.3% | |||||
| Israel Government International Bond, Sr. Unsec’d. Notes, EMTN | 6.875 | 10/21/34 | GBP | 3,517 | 5,176,120 |
| State of Israel, Sr. Unsec’d. Notes, EMTN | 6.250 | 11/21/27 | 1,500 | 1,525,290 | |
| 6,701,410 | |||||
| Italy 3.6% | |||||
| City of Milan, Sr. Unsec’d. Notes | 4.019 | 06/29/35 | EUR | 6,958 | 7,906,713 |
| Italy Buoni Poliennali Del Tesoro, | |||||
| Sr. Unsec’d. Notes, 144A | 1.800 | 05/15/36 | EUR | 107 | 121,336 |
| Sr. Unsec’d. Notes, Series 10Y | 3.850 | 07/01/34 | EUR | 500 | 580,504 |
| Sr. Unsec’d. Notes, Series 10Y | 4.200 | 03/01/34 | EUR | 250 | 297,565 |
| Sr. Unsec’d. Notes, Series 11Y | 3.850 | 02/01/35 | EUR | 3,085 | 3,566,610 |
| Sr. Unsec’d. Notes, Series 16Y, 144A | 3.350 | 03/01/35 | EUR | 1,285 | 1,434,440 |
| Sr. Unsec’d. Notes, Series VALR | 4.100(cc) | 10/10/28 | EUR | 1,000 | 1,184,423 |
| Region of Lazio, Sr. Unsec’d. Notes | 3.088 | 03/31/43 | EUR | 5,813 | 5,871,945 |
| Region of Lombardy, Sr. Unsec’d. Notes | 5.804 | 10/25/32 | 2,590 | 2,341,723 | |
| Region of Piemont Italy, Sr. Unsec’d. Notes, EMTN, 6 Month EURIBOR + 0.155% (Cap N/A, Floor 0.000%) | 2.671(c) | 11/27/36 | EUR | 4,000 | 4,000,508 |
| Region of Umbria, Sr. Unsec’d. Notes, 6 Month EURIBOR + 0.200% | 2.789(c) | 03/26/31 | EUR | 545 | 594,601 |
| Repubic of Italy Government International Bond Coupon Strips, Sr. Unsec’d. Notes | 1.812(s) | 02/20/31 | EUR | 5,458 | 5,407,362 |
| Republic of Italy Government International Bond, | |||||
| Sr. Unsec’d. Notes, 144A | 5.125 | 07/14/36 | 6,400 | 6,235,467 | |
| Sr. Unsec’d. Notes, 144A | 6.000 | 07/14/56 | 4,500 | 4,276,663 | |
| Sr. Unsec’d. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 30Y Index + 0.000% (Cap N/A, Floor 4.250%) | 4.250(c) | 06/28/29 | EUR | 7,892 | 9,380,596 |
| Sr. Unsec’d. Notes, EMTN | 4.425 | 03/28/36 | EUR | 1,400 | 1,631,119 |
| Sr. Unsec’d. Notes, EMTN | 5.200 | 07/31/34 | EUR | 1,635 | 2,021,451 |
| Sr. Unsec’d. Notes, EMTN | 5.250 | 12/07/34 | GBP | 17,100 | 22,483,729 |
| Sr. Unsec’d. Notes, EMTN | 5.345 | 01/27/48 | EUR | 2,200 | 2,674,457 |
| Sr. Unsec’d. Notes, Series 10Y | 2.875 | 10/17/29 | 3,300 | 3,135,111 | |
| Sr. Unsec’d. Notes, Series 30Y | 3.875 | 05/06/51 | 1,492 | 1,064,347 | |
| Sr. Unsec’d. Notes, Series 30Y, MTN | 5.375 | 06/15/33 | 5,900 | 6,071,768 | |
| 92,282,438 | |||||
| Japan 2.6% | |||||
| Japan Government Ten Year Bond, | |||||
| Bonds, Series 380 | 1.700 | 09/20/35 | JPY | 300,000 | 1,736,142 |
| Bonds, Series 381 | 2.100 | 12/20/35 | JPY | 5,000,000 | 29,816,797 |
| Japan Government Thirty Year Bond, Bonds, Series 88 | 3.200 | 09/20/55 | JPY | 4,200,000 | 22,714,679 |
| Japan Government Twenty Year Bond, | |||||
| Bonds, Series 159 | 0.600 | 12/20/36 | JPY | 350,000 | 1,755,549 |
| Bonds, Series 189 | 1.900 | 06/20/44 | JPY | 377,000 | 1,842,056 |
| Bonds, Series 194 | 2.700 | 09/20/45 | JPY | 1,471,700 | 8,024,992 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Japan (cont’d.) | |||||
| Japanese Government CPI Linked Bond, Bonds, Series 30 | 0.005 % | 03/10/35 | JPY | 102,970 | $610,846 |
| 66,501,061 | |||||
| Kuwait 0.1% | |||||
| Kuwait International Government Bond, Sr. Unsec’d. Notes, 144A | 5.509 | 07/29/36 | 2,965 | 2,947,951 | |
| Lebanon 0.0% | |||||
| Lebanon Government International Bond, Sr. Unsec’d. Notes, EMTN | 6.100 | 10/04/22(d) | 1,000 | 264,530 | |
| Malaysia 0.1% | |||||
| Malaysia Government International Bond, Gtd. Notes, Series A | 0.530 | 03/15/29 | JPY | 300,000 | 1,805,034 |
| Malta 0.1% | |||||
| Malta Government Bond, | |||||
| Bonds, Series 16Y | 1.200 | 05/13/37 | EUR | 1,000 | 863,386 |
| Bonds, Series I | 1.000 | 04/23/31 | EUR | 2,500 | 2,574,206 |
| 3,437,592 | |||||
| Mexico 1.7% | |||||
| Eagle Funding Luxco Sarl, Sr. Unsec’d. Notes, 144A | 5.500 | 08/17/30 | 13,210 | 13,191,143 | |
| Mexican Udibonos, Bonds, Series S | 3.250 | 11/12/43 | MXN | 10 | 421,455 |
| Mexico Government International Bond, | |||||
| Sr. Unsec’d. Notes | 1.125 | 01/17/30 | EUR | 10,100 | 10,599,067 |
| Sr. Unsec’d. Notes | 1.450 | 10/25/33 | EUR | 4,825 | 4,444,232 |
| Sr. Unsec’d. Notes | 2.875 | 04/08/39 | EUR | 5,000 | 4,468,975 |
| Sr. Unsec’d. Notes | 3.500 | 09/19/29 | EUR | 1,020 | 1,165,792 |
| Sr. Unsec’d. Notes | 4.000 | 03/15/2115 | EUR | 950 | 704,676 |
| Sr. Unsec’d. Notes | 4.500 | 03/19/34 | EUR | 1,070 | 1,211,463 |
| Sr. Unsec’d. Notes | 5.125 | 03/19/38 | EUR | 3,600 | 4,014,865 |
| Sr. Unsec’d. Notes, EMTN | 5.625 | 03/19/2114 | GBP | 340 | 326,836 |
| Sr. Unsec’d. Notes, Series 28 | 2.000 | 04/20/38 | JPY | 300,000 | 1,392,005 |
| Sr. Unsec’d. Notes, Series A, MTN | 7.500 | 04/08/33 | 875 | 969,681 | |
| 42,910,190 | |||||
| Montenegro 0.0% | |||||
| Montenegro Government International Bond, Sr. Unsec’d. Notes | 4.875 | 04/01/32 | EUR | 475 | 550,485 |
| Morocco 0.1% | |||||
| Morocco Government International Bond, | |||||
| Sr. Unsec’d. Notes | 3.875 | 04/02/29 | EUR | 1,200 | 1,382,908 |
| Sr. Unsec’d. Notes, 144A | 4.750 | 05/26/34 | EUR | 800 | 919,402 |
| 2,302,310 | |||||
| New Zealand 0.2% | |||||
| New Zealand Government Bond, Unsec’d. Notes, Series 528 | 0.250 | 05/15/28 | NZD | 8,000 | 4,441,484 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Norway 0.1% | |||||
| Norway Government Bond, Sr. Unsec’d. Notes, Series 479, 144A | 1.750 % | 02/17/27 | NOK | 22,000 | $2,286,770 |
| Oman 0.0% | |||||
| Oman Government International Bond, Sr. Unsec’d. Notes | 7.375 | 10/28/32 | 1,000 | 1,108,000 | |
| Panama 0.4% | |||||
| Panama Government International Bond, | |||||
| Sr. Unsec’d. Notes | 5.662 | 02/23/38 | 2,220 | 2,158,684 | |
| Sr. Unsec’d. Notes(a) | 6.875 | 01/31/36 | 300 | 318,699 | |
| Sr. Unsec’d. Notes | 8.125 | 04/28/34 | 5,659 | 6,394,670 | |
| 8,872,053 | |||||
| Paraguay 0.0% | |||||
| Paraguay Government International Bond, Sr. Unsec’d. Notes | 2.739 | 01/29/33 | 200 | 174,588 | |
| Peru 0.5% | |||||
| Peru Government Bond, Bonds | 5.940 | 02/12/29 | PEN | 6,000 | 1,870,771 |
| Peruvian Government International Bond, | |||||
| Sr. Unsec’d. Notes | 1.250 | 03/11/33 | EUR | 1,200 | 1,167,495 |
| Sr. Unsec’d. Notes | 3.750 | 03/01/30 | EUR | 9,408 | 10,857,298 |
| 13,895,564 | |||||
| Philippines 1.1% | |||||
| Philippine Government International Bond, | |||||
| Sr. Unsec’d. Notes | 0.700 | 02/03/29 | EUR | 5,365 | 5,755,518 |
| Sr. Unsec’d. Notes | 1.200 | 04/28/33 | EUR | 1,350 | 1,284,726 |
| Sr. Unsec’d. Notes | 1.750 | 04/28/41 | EUR | 1,085 | 849,230 |
| Sr. Unsec’d. Notes | 3.625 | 02/04/32 | EUR | 1,000 | 1,130,444 |
| Sr. Unsec’d. Notes, EMTN | 0.875 | 05/17/27 | EUR | 4,000 | 4,512,460 |
| Sr. Unsec’d. Notes, Series 11 | 0.990 | 08/15/28 | JPY | 800,000 | 4,879,796 |
| Sr. Unsec’d. Notes, Series 15 | 0.590 | 08/15/29 | JPY | 1,700,000 | 10,058,641 |
| 28,470,815 | |||||
| Poland 0.2% | |||||
| Republic of Poland Government Bond, | |||||
| Bonds | 1.750 | 08/25/31 | PLN | 429 | 110,504 |
| Bonds, Series 0428 | 2.750 | 04/25/28 | PLN | 1,000 | 260,993 |
| Bonds, Series 0429 | 5.750 | 04/25/29 | PLN | 1,000 | 275,500 |
| Bonds, Series 0432 | 1.750 | 04/25/32 | PLN | 1,000 | 221,761 |
| Bonds, Series 0527 | 3.750 | 05/25/27 | PLN | 1,000 | 267,474 |
| Bonds, Series 0727 | 2.500 | 07/25/27 | PLN | 1,000 | 264,066 |
| Bonds, Series 0728 | 7.500 | 07/25/28 | PLN | 5,000 | 1,415,661 |
| Bonds, Series 0729 | 4.750 | 07/25/29 | PLN | 1,000 | 268,250 |
| Bonds, Series 1026 | 0.250 | 10/25/26 | PLN | 1,000 | 265,459 |
| Bonds, Series 1029 | 2.750 | 10/25/29 | PLN | 1,000 | 252,209 |
| Bonds, Series 1030 | 1.250 | 10/25/30 | PLN | 1,000 | 230,211 |
| Bonds, Series 1033 | 6.000 | 10/25/33 | PLN | 1,000 | 275,507 |
| Bonds, Series 1034 | 5.000 | 10/25/34 | PLN | 1,000 | 257,572 |
| Republic of Poland Government International Bond, Sr. Unsec’d. Notes, EMTN | 3.220 | 08/04/34 | JPY | 100,000 | 643,582 |
| 5,008,749 | |||||
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Portugal 0.1% | |||||
| Autonomous Region of the Azores, | |||||
| Sr. Unsec’d. Notes | 0.491 % | 10/01/27 | EUR | 400 | $447,548 |
| Sr. Unsec’d. Notes | 1.006 | 06/15/29 | EUR | 300 | 323,993 |
| Sr. Unsec’d. Notes | 1.095 | 09/27/36 | EUR | 600 | 512,664 |
| Sr. Unsec’d. Notes | 2.163 | 04/06/32 | EUR | 500 | 528,507 |
| Sr. Unsec’d. Notes | 3.720 | 10/17/28 | EUR | 400 | 464,382 |
| Regiao Autonoma Madeira, Sr. Unsec’d. Notes | 1.141 | 12/04/34 | EUR | 1,000 | 903,855 |
| 3,180,949 | |||||
| Romania 0.9% | |||||
| Romania Government Bond, | |||||
| Bonds, Series 04Y | 7.200 | 10/28/26 | RON | 500 | 110,060 |
| Bonds, Series 04Y | 7.200 | 05/31/27 | RON | 500 | 110,666 |
| Bonds, Series 05Y | 4.250 | 04/28/36 | RON | 500 | 90,470 |
| Bonds, Series 05Y | 6.300 | 04/25/29 | RON | 500 | 109,195 |
| Bonds, Series 06Y | 8.750 | 10/30/28 | RON | 500 | 115,186 |
| Bonds, Series 07Y | 2.500 | 10/25/27 | RON | 500 | 105,219 |
| Bonds, Series 07Y | 8.000 | 04/29/30 | RON | 500 | 114,486 |
| Bonds, Series 08Y | 4.150 | 01/26/28 | RON | 500 | 106,591 |
| Bonds, Series 08Y | 4.850 | 07/25/29 | RON | 500 | 104,850 |
| Bonds, Series 08Y | 7.350 | 04/28/31 | RON | 500 | 112,803 |
| Bonds, Series 10Y | 4.150 | 10/24/30 | RON | 500 | 99,872 |
| Bonds, Series 10Y | 5.000 | 02/12/29 | RON | 500 | 106,241 |
| Bonds, Series 10Y | 6.700 | 02/25/32 | RON | 500 | 109,135 |
| Bonds, Series 10Y | 7.200 | 10/30/33 | RON | 500 | 112,205 |
| Bonds, Series 10Y | 8.250 | 09/29/32 | RON | 500 | 117,569 |
| Bonds, Series 11Y | 7.100 | 07/31/34 | RON | 500 | 111,784 |
| Bonds, Series 15Y | 3.650 | 09/24/31 | RON | 500 | 96,250 |
| Bonds, Series 15Y | 4.750 | 10/11/34 | RON | 500 | 95,778 |
| Bonds, Series 15Y | 5.800 | 07/26/27 | RON | 500 | 109,496 |
| Bonds, Series 15Y | 7.900 | 02/24/38 | RON | 500 | 117,653 |
| Romanian Government International Bond, | |||||
| Sr. Unsec’d. Notes, 144A, MTN | 2.124 | 07/16/31 | EUR | 3,600 | 3,676,551 |
| Sr. Unsec’d. Notes, 144A, MTN | 2.500 | 02/08/30 | EUR | 4,150 | 4,511,120 |
| Sr. Unsec’d. Notes, 144A, MTN | 2.875 | 05/26/28 | EUR | 1,100 | 1,251,303 |
| Sr. Unsec’d. Notes, EMTN | 2.124 | 07/16/31 | EUR | 2,000 | 2,042,528 |
| Sr. Unsec’d. Notes, EMTN | 2.375 | 04/19/27 | EUR | 1,000 | 1,145,712 |
| Sr. Unsec’d. Notes, EMTN | 3.375 | 02/08/38 | EUR | 2,138 | 1,919,415 |
| Sr. Unsec’d. Notes, EMTN | 3.500 | 04/03/34 | EUR | 1,000 | 1,011,855 |
| Sr. Unsec’d. Notes, EMTN | 3.875 | 10/29/35 | EUR | 1,000 | 1,010,655 |
| Sr. Unsec’d. Notes, EMTN | 4.125 | 03/11/39 | EUR | 1,786 | 1,697,399 |
| Sr. Unsec’d. Notes, EMTN | 6.750 | 07/11/39 | EUR | 1,003 | 1,196,929 |
| Sr. Unsec’d. Notes, MTN | 2.875 | 05/26/28 | EUR | 700 | 796,284 |
| 22,415,260 | |||||
| San Marino 0.0% | |||||
| San Marino International Bond, Sr. Unsec’d. Notes, Series 5Y | 3.625 | 04/30/31 | EUR | 100 | 115,347 |
| Saudi Arabia 0.6% | |||||
| Saudi Government International Bond, Sr. Unsec’d. Notes | 2.000 | 07/09/39 | EUR | 16,656 | 14,669,245 |
| Serbia 0.7% | |||||
| Serbia International Bond, | |||||
| Sr. Unsec’d. Notes | 1.500 | 06/26/29 | EUR | 6,000 | 6,404,065 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Serbia (cont’d.) | |||||
| Serbia International Bond, (cont’d.) | |||||
| Sr. Unsec’d. Notes | 2.125 % | 12/01/30 | 9,015 | $7,829,347 | |
| Sr. Unsec’d. Notes, 144A | 4.875 | 05/06/38 | EUR | 4,330 | 4,862,419 |
| 19,095,831 | |||||
| Slovakia 0.1% | |||||
| Slovakia Government Bond, Bonds, Series 247 | 3.625 | 06/08/33 | EUR | 1,530 | 1,771,833 |
| Slovakia Government International Bond, Sr. Unsec’d. Notes, Series 10Y | 1.915 | 05/10/34 | CHF | 300 | 388,050 |
| 2,159,883 | |||||
| Slovenia 0.1% | |||||
| Slovenia Government Bond, Sr. Unsec’d. Notes, Series RS86 | 0.000 | 02/12/31 | EUR | 100 | 100,572 |
| Slovenia Government International Bond, Sr. Unsec’d. Notes | 5.000 | 09/19/33 | 3,200 | 3,234,016 | |
| 3,334,588 | |||||
| South Africa 0.0% | |||||
| Republic of South Africa Government Bond - CPI Linked, Sr. Unsec’d. Notes, Series 2046 | 2.500 | 03/31/46 | ZAR | 5,565 | 255,792 |
| Spain 2.2% | |||||
| Autonomous Community of Catalonia, | |||||
| Sr. Unsec’d. Notes | 4.690 | 10/28/34 | EUR | 598 | 717,914 |
| Sr. Unsec’d. Notes, EMTN, EURIBOR ICE SWAP 11:00 Fft 10Y Index + 0.000% (Cap 12.000%, Floor 5.480%) | 5.480(c) | 05/11/29 | EUR | 1,000 | 1,212,157 |
| Sr. Unsec’d. Notes, EMTN | 5.900 | 05/28/30 | EUR | 3,250 | 4,039,063 |
| Sr. Unsec’d. Notes, EMTN | 6.350 | 11/30/41 | EUR | 2,100 | 2,825,472 |
| Spain Government Bond, | |||||
| Sr. Unsec’d. Notes, 144A | 1.000 | 10/31/50 | EUR | 10,600 | 6,337,094 |
| Sr. Unsec’d. Notes, 144A | 1.200 | 10/31/40 | EUR | 2,500 | 2,040,038 |
| Sr. Unsec’d. Notes, 144A | 3.450 | 07/30/66 | EUR | 4,200 | 4,063,325 |
| Spain Government Bond Coupon Strips, | |||||
| Bonds | 0.449(s) | 07/30/29 | EUR | 438 | 461,969 |
| Sr. Unsec’d. Notes | 1.296(s) | 07/30/41 | EUR | 436 | 273,910 |
| Sr. Unsec’d. Notes, Series CAC(k) | 0.579(s) | 07/30/29 | EUR | 3,600 | 3,790,787 |
| Sr. Unsec’d. Notes, Series CAC | 1.128(s) | 07/30/36 | EUR | 862 | 690,125 |
| Sr. Unsec’d. Notes, Series CAC | 1.212(s) | 07/30/37 | EUR | 862 | 662,135 |
| Sr. Unsec’d. Notes, Series CAC | 1.297(s) | 07/30/38 | EUR | 862 | 635,061 |
| Sr. Unsec’d. Notes, Series CAC | 1.365(s) | 07/30/42 | EUR | 300 | 179,985 |
| Sr. Unsec’d. Notes, Series CAC | 1.405(s) | 07/30/43 | EUR | 300 | 169,859 |
| Sr. Unsec’d. Notes, Series CAC | 1.455(s) | 07/30/44 | EUR | 300 | 161,760 |
| Sr. Unsec’d. Notes, Series CAC | 1.475(s) | 07/30/45 | EUR | 300 | 153,946 |
| Sr. Unsec’d. Notes, Series CAC | 1.485(s) | 07/30/46 | EUR | 300 | 147,151 |
| Sr. Unsec’d. Notes, Series CAC | 1.504(s) | 07/30/47 | EUR | 300 | 141,018 |
| Sr. Unsec’d. Notes, Series CAC | 1.514(s) | 07/30/48 | EUR | 300 | 134,818 |
| Sr. Unsec’d. Notes, Series CAC | 1.544(s) | 07/30/49 | EUR | 300 | 129,093 |
| Sr. Unsec’d. Notes, Series CAC | 1.564(s) | 07/30/50 | EUR | 300 | 129,949 |
| Sr. Unsec’d. Notes, Series CAC | 1.594(s) | 07/30/51 | EUR | 300 | 116,753 |
| Sr. Unsec’d. Notes, Series CAC | 1.623(s) | 07/30/52 | EUR | 300 | 112,660 |
| Sr. Unsec’d. Notes, Series CAC | 1.663(s) | 07/30/53 | EUR | 300 | 105,451 |
| Sr. Unsec’d. Notes, Series CAC | 1.683(s) | 07/30/54 | EUR | 300 | 99,473 |
| Sr. Unsec’d. Notes, Series CAC | 1.703(s) | 07/30/55 | EUR | 300 | 96,955 |
| Sr. Unsec’d. Notes, Series CAC | 1.732(s) | 07/30/56 | EUR | 300 | 89,088 |
| Sr. Unsec’d. Notes, Series CAC | 1.772(s) | 07/30/57 | EUR | 300 | 88,133 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| Spain (cont’d.) | |||||
| Spain Government Bond Coupon Strips, (cont’d.) | |||||
| Sr. Unsec’d. Notes, Series CAC | 1.782 %(s) | 07/30/58 | EUR | 300 | $86,705 |
| Sr. Unsec’d. Notes, Series CAC | 1.812(s) | 07/30/59 | EUR | 300 | 78,572 |
| Sr. Unsec’d. Notes, Series CAC | 1.851(s) | 07/30/60 | EUR | 300 | 76,300 |
| Sr. Unsec’d. Notes, Series CAC | 1.871(s) | 07/30/61 | EUR | 300 | 71,088 |
| Sr. Unsec’d. Notes, Series CAC | 1.891(s) | 07/30/62 | EUR | 300 | 65,312 |
| Sr. Unsec’d. Notes, Series CAC | 1.921(s) | 07/30/63 | EUR | 300 | 61,646 |
| Sr. Unsec’d. Notes, Series CAC | 1.950(s) | 07/30/64 | EUR | 300 | 62,965 |
| Sr. Unsec’d. Notes, Series CAC | 1.980(s) | 07/30/65 | EUR | 300 | 60,108 |
| Sr. Unsec’d. Notes, Series CAC | 2.010(s) | 07/30/66 | EUR | 300 | 58,823 |
| Sr. Unsec’d. Notes, Series CSTP | 0.320(s) | 01/31/33 | EUR | 2,100 | 1,958,053 |
| Sr. Unsec’d. Notes, Series CSTP | 0.958(s) | 01/31/35 | EUR | 168 | 142,765 |
| Sr. Unsec’d. Notes, Series CSTP | 1.027(s) | 01/31/36 | EUR | 168 | 136,202 |
| Sr. Unsec’d. Notes, Series CSTP | 1.078(s) | 01/31/37 | EUR | 168 | 130,374 |
| Spain Government Bond Principal Strips, Sr. Unsec’d. Notes, Series PSTR | 0.794(s) | 07/30/41 | EUR | 1,700 | 1,052,272 |
| Spain Government Inflation-Linked Bond, Sr. Unsec’d. Notes, 144A | 1.150 | 11/30/36 | EUR | 106 | 118,313 |
| Spain Government International Bond, Sr. Unsec’d. Notes, EMTN | 5.250 | 04/06/29 | GBP | 16,080 | 21,728,167 |
| 55,692,807 | |||||
| Sweden 0.1% | |||||
| Svensk Exportkredit AB, | |||||
| Sr. Unsec’d. Notes, EMTN | 8.904(s) | 06/25/27 | ZAR | 1,400 | 78,683 |
| Sr. Unsec’d. Notes, EMTN | 10.550(s) | 03/30/32 | MXN | 43,890 | 1,479,658 |
| Sweden Government Bond, Bonds, Series 1053 | 3.500 | 03/30/39 | SEK | 10,000 | 1,093,140 |
| 2,651,481 | |||||
| Trinidad & Tobago 0.1% | |||||
| Trinidad & Tobago Government International Bond, Sr. Unsec’d. Notes, 144A | 6.500 | 01/28/36 | 2,215 | 2,241,779 | |
| Tunisia 0.0% | |||||
| Tunisian Republic, Sr. Unsec’d. Notes | 4.200 | 03/17/31 | JPY | 100,000 | 554,665 |
| Turkey 0.1% | |||||
| Turkiye Government Bond, | |||||
| Bonds | 2.480 | 05/02/29 | TRY | 5,882 | 114,541 |
| Bonds, Series 4Y, BIST Index + 0.000% | 40.179(c) | 01/09/30 | TRY | 8,130 | 168,781 |
| Bonds, Series 4Y, BIST Index + 0.000% | 41.017(c) | 09/06/28 | TRY | 57,276 | 1,207,998 |
| Bonds, Series 4Y, BIST Index + 0.000% | 41.497(c) | 05/17/28 | TRY | 47,324 | 1,004,616 |
| 2,495,936 | |||||
| United Arab Emirates 0.3% | |||||
| Finance Department Government of Sharjah, | |||||
| Sr. Unsec’d. Notes | 4.625 | 01/17/31 | EUR | 3,400 | 3,876,602 |
| Sr. Unsec’d. Notes, 144A, MTN | 4.625 | 01/17/31 | EUR | 3,600 | 4,104,637 |
| 7,981,239 | |||||
| United Kingdom 0.3% | |||||
| Jersey International Bond, Sr. Unsec’d. Notes | 3.750 | 06/09/54 | GBP | 834 | 758,289 |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| Sovereign Bonds (Continued) | |||||
| United Kingdom (cont’d.) | |||||
| United Kingdom Gilt, | |||||
| Bonds | 0.875 % | 01/31/46 | GBP | 100 | $58,911 |
| Bonds | 1.125 | 01/31/39 | GBP | 100 | 83,899 |
| Bonds | 1.250 | 10/22/41 | GBP | 100 | 76,671 |
| Bonds | 1.250 | 07/31/51 | GBP | 100 | 54,345 |
| Bonds | 1.500 | 07/22/47 | GBP | 100 | 65,656 |
| Bonds | 1.625 | 10/22/71 | GBP | 100 | 48,608 |
| Bonds | 1.750 | 01/22/49 | GBP | 100 | 67,312 |
| Bonds | 1.750 | 07/22/57 | GBP | 100 | 57,211 |
| Bonds | 2.500 | 07/22/65 | GBP | 100 | 68,003 |
| Bonds | 3.250 | 01/22/44 | GBP | 100 | 99,402 |
| Bonds | 3.500 | 07/22/68 | GBP | 100 | 88,367 |
| Bonds | 3.750 | 07/22/52 | GBP | 100 | 98,623 |
| Bonds | 4.000 | 01/22/60 | GBP | 100 | 100,266 |
| Bonds | 4.250 | 03/07/36 | GBP | 300 | 379,576 |
| Bonds | 4.250 | 09/07/39 | GBP | 180 | 217,768 |
| Bonds | 4.250 | 12/07/40 | GBP | 100 | 119,208 |
| Bonds | 4.250 | 12/07/46 | GBP | 4,475 | 4,999,909 |
| Bonds | 4.250 | 12/07/49 | GBP | 100 | 109,432 |
| Bonds | 4.250 | 12/07/55 | GBP | 100 | 106,177 |
| Bonds | 4.500 | 12/07/42 | GBP | 100 | 119,838 |
| Bonds | 4.750 | 12/07/38 | GBP | 100 | 128,291 |
| United Kingdom Inflation-Linked Gilt Bond, Bonds, Series 3M | 0.125 | 03/22/44 | GBP | 171 | 153,837 |
| 8,059,599 | |||||
| Uruguay 0.2% | |||||
| Uruguay Government International Bond, | |||||
| Sr. Unsec’d. Notes, EMTN | 1.040 | 07/23/30 | CHF | 3,000 | 3,691,323 |
| Sr. Unsec’d. Notes, EMTN | 1.618 | 07/23/35 | CHF | 1,000 | 1,239,161 |
| Sr. Unsec’d. Notes, Series 8 | 1.320 | 12/09/36 | JPY | 100,000 | 477,358 |
| 5,407,842 | |||||
| Vietnam 1.2% | |||||
| Vietnam Government International Bond, Sec’d. Notes, Series 30Y | 5.500(cc) | 03/12/28 | 32,804 | 31,625,015 | |
| Total Sovereign Bonds (cost $1,008,337,801) | 917,818,832 | ||||
| U.S. Government Agency Obligation 0.8% | |||||
| Federal National Mortgage Assoc. (cost $22,663,960) | 5.375 | 12/07/28 | GBP | 15,000 | 20,420,940 |
| U.S. Treasury Obligations 13.4% | |||||
| U.S. Treasury Bonds | 1.125 | 08/15/40 | 160 | 96,600 | |
| U.S. Treasury Bonds | 1.250 | 05/15/50 | 1,000 | 449,844 | |
| U.S. Treasury Bonds | 1.375 | 08/15/50 | 1,000 | 463,594 | |
| U.S. Treasury Bonds | 1.625 | 11/15/50 | 1,000 | 494,844 | |
| U.S. Treasury Bonds | 1.875 | 02/15/51 | 1,000 | 526,562 | |
| U.S. Treasury Bonds | 1.875 | 11/15/51 | 1,000 | 520,156 | |
| U.S. Treasury Bonds | 2.000 | 02/15/50 | 1,000 | 552,969 | |
| U.S. Treasury Bonds | 2.000 | 08/15/51 | 1,000 | 539,219 | |
| U.S. Treasury Bonds(k) | 2.250 | 05/15/41 | 545 | 382,777 | |
| U.S. Treasury Bonds(k) | 2.250 | 08/15/49 | 56,637 | 33,460,078 | |
| U.S. Treasury Bonds | 2.250 | 02/15/52 | 1,000 | 570,625 | |
| U.S. Treasury Bonds | 2.375 | 02/15/42 | 56,495 | 39,599,464 | |
| U.S. Treasury Bonds | 2.375 | 11/15/49 | 1,000 | 605,469 | |
| Description | Interest Rate | Maturity Date | Principal Amount (000)# | Value | |
| U.S. Treasury Obligations (Continued) | |||||
| U.S. Treasury Bonds(k) | 2.375 % | 05/15/51 | 45,110 | $26,769,966 | |
| U.S. Treasury Bonds(k) | 2.875 | 05/15/49 | 22,900 | 15,489,703 | |
| U.S. Treasury Bonds | 2.875 | 05/15/52 | 1,000 | 657,187 | |
| U.S. Treasury Bonds | 3.000 | 02/15/49 | 3,000 | 2,084,062 | |
| U.S. Treasury Bonds | 3.000 | 08/15/52 | 1,000 | 673,594 | |
| U.S. Treasury Bonds(h) | 3.375 | 11/15/48 | 41,310 | 30,814,678 | |
| U.S. Treasury Bonds | 3.625 | 02/15/53 | 1,000 | 760,781 | |
| U.S. Treasury Bonds | 3.625 | 05/15/53 | 1,000 | 759,844 | |
| U.S. Treasury Bonds | 4.000 | 11/15/52 | 1,000 | 814,687 | |
| U.S. Treasury Bonds(k) | 4.125 | 08/15/44 | 21,410 | 18,589,902 | |
| U.S. Treasury Bonds | 4.125 | 08/15/53 | 1,000 | 831,719 | |
| U.S. Treasury Bonds | 4.250 | 02/15/54 | 1,000 | 849,062 | |
| U.S. Treasury Bonds(k) | 4.625 | 11/15/44 | 2,390 | 2,212,991 | |
| U.S. Treasury Bonds | 4.625 | 05/15/54 | 1,000 | 904,531 | |
| U.S. Treasury Bonds | 4.750 | 11/15/53 | 3,260 | 3,004,803 | |
| U.S. Treasury Bonds | 4.750 | 05/15/55 | 660 | 609,469 | |
| U.S. Treasury Bonds(h)(k) | 5.000 | 05/15/45 | 106,145 | 102,844,554 | |
| U.S. Treasury Inflation Indexed Bonds, TIPS | 2.375 | 02/15/55 | 531 | 463,559 | |
| U.S. Treasury Notes | 1.875 | 02/15/32 | 1,415 | 1,235,914 | |
| U.S. Treasury Notes | 2.875 | 05/15/32 | 2,035 | 1,868,702 | |
| U.S. Treasury Notes | 3.625 | 08/31/30 | 7,490 | 7,275,248 | |
| U.S. Treasury Notes | 3.875 | 09/30/32 | 45,621 | 44,070,599 | |
| U.S. Treasury Strips Coupon(k) | 1.888(s) | 08/15/29 | 345 | 302,306 | |
| U.S. Treasury Strips Coupon(k) | 1.872(s) | 05/15/31 | 85 | 68,638 | |
| U.S. Treasury Strips Coupon(k) | 2.089(s) | 11/15/35 | 800 | 514,070 | |
| U.S. Treasury Strips Coupon(k) | 2.251(s) | 08/15/40 | 800 | 386,445 | |
| Total U.S. Treasury Obligations (cost $374,495,562) | 343,119,215 | ||||
| Shares | |||||
| Common Stocks 0.2% | |||||
| Jamaica 0.1% | |||||
| Digicel International Finance Ltd.* | 59,495 | 1,680,734 | |||
| United States 0.1% | |||||
| Diamond Sports Group LLC*(x) | 44,198 | 9,591 | |||
| Expand Energy Corp. | 23,063 | 2,168,614 | |||
| Ferrellgas Partners LP* | 13,655 | 312,016 | |||
| 2,490,221 | |||||
| Total Common Stocks (cost $559,024) | 4,170,955 | ||||
| Preferred Stocks 0.4% | |||||
| Jamaica 0.0% | |||||
| Digicel International Finance Ltd.*^ | 3,857 | 51,309 | |||
| United States 0.4% | |||||
| Citigroup, Inc. Series II, 6.250%, Maturing 02/15/31(a)(oo) | 260,011 | 6,388,470 | |||
| Federal Home Loan Mortgage Corp. Series Z, 8.375%(cc), Maturing 12/31/27(a)(oo) | 10,000 | 93,500 | |||
| Federal National Mortgage Assoc. Series S, 8.250%(cc), Maturing 12/31/30(a)(oo) | 15,000 | 147,750 | |||
| Description | Shares | Value | |||
| Preferred Stocks (Continued) | |||||
| United States (cont’d.) | |||||
| Federal National Mortgage Assoc. Series T, 8.250%, Maturing 08/30/26(oo) | 5,000 | $42,300 | |||
| Ferrellgas Escrow LLC 8.956%, Maturing 03/30/31^ | 633 | 688,388 | |||
| MetLife, Inc. Series E, 5.625%, Maturing 08/30/26(oo) | 38,476 | 846,472 | |||
| QXO, Inc. Series C, 4.750%, Maturing 04/01/33(oo) | 363 | 2,902,263 | |||
| Wells Fargo & Co. Series Y, 5.625%, Maturing 09/15/26(oo) | 526 | 11,740 | |||
| 11,120,883 | |||||
| Total Preferred Stocks (cost $12,141,224) | 11,172,192 | ||||
| Options Purchased*~ 0.0% | ||||||
| (cost $943,260) | 1,026,641 | |||||
| Total Long-Term Investments, BEFORE LONG-TERM OPTIONS WRITTEN 98.8% (cost $2,698,984,587) | 2,526,445,047 | |||||
| Options Written*~ (0.0)% | ||||||
| (premiums received $790,200) | (1,373,832) | |||||
| TOTAL LONG-TERM INVESTMENTS, NET OF LONG-TERM OPTIONS WRITTEN 98.8% (cost $2,698,194,387) | 2,525,071,215 | |||||
| Short-Term Investments 1.3% | ||||||
| Affiliated Mutual Funds 1.2% | ||||||
| PGIM Core Government Money Market Fund (7-day effective yield 3.777%)(wb) | 14,691,846 | 14,691,846 | ||||
| PGIM Institutional Money Market Fund (7-day effective yield 3.854%) (cost $17,557,612; includes $17,496,788 of cash collateral for securities on loan)(b)(wb) | 17,571,754 | 17,557,696 | ||||
| Total Affiliated Mutual Funds (cost $32,249,458) | 32,249,542 | |||||
| Options Purchased*~ 0.1% | ||||||
| (cost $640,199) | 1,733,671 | |||||
| Total Short-Term Investments (cost $32,889,657) | 33,983,213 | |||||
| TOTAL INVESTMENTS, BEFORE SHORT-TERM OPTIONS WRITTEN 100.1% (cost $2,731,084,044) | 2,559,054,428 | |||||
| Options Written*~ (0.1)% | ||||||
| (premiums received $798,752) | (2,376,466) | |||||
| TOTAL INVESTMENTS, NET OF SHORT-TERM OPTIONS WRITTEN 100.0% (cost $2,730,285,292) | 2,556,677,962 | |||||
| Liabilities in excess of other assets(z) (0.0)% | (323,294) | |||||
| Net Assets 100.0% | $2,556,354,668 | |||||
| Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings: |
| AUD—Australian Dollar | |
| BRL—Brazilian Real | |
| CAD—Canadian Dollar | |
| CHF—Swiss Franc |
| CLP—Chilean Peso | |
| CNH—Chinese Renminbi | |
| COP—Colombian Peso | |
| CZK—Czech Koruna | |
| DKK—Danish Krone | |
| EUR—Euro | |
| GBP—British Pound | |
| HKD—Hong Kong Dollar | |
| HUF—Hungarian Forint | |
| IDR—Indonesian Rupiah | |
| ILS—Israeli Shekel | |
| ITL—Italian Lira | |
| JPY—Japanese Yen | |
| KRW—South Korean Won | |
| MXN—Mexican Peso | |
| MYR—Malaysian Ringgit | |
| NOK—Norwegian Krone | |
| NZD—New Zealand Dollar | |
| PEN—Peruvian Nuevo Sol | |
| PLN—Polish Zloty | |
| RON—Romanian Leu | |
| SEK—Swedish Krona | |
| SGD—Singapore Dollar | |
| THB—Thai Baht | |
| TRY—Turkish Lira | |
| TWD—New Taiwanese Dollar | |
| USD—US Dollar | |
| ZAR—South African Rand |
| 144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers. | ||
| A—Annual payment frequency for swaps | ||
| AID—Agency for International Development | ||
| BARC—Barclays Bank PLC | ||
| BBR—New Zealand Bank Bill Rate | ||
| BBSW—Australian Bank Bill Swap Reference Rate | ||
| BIST—Borsa Istanbul Index (Turkish Stock Exchange) | ||
| BNP—BNP Paribas S.A. | ||
| BNY—Bank of New York Mellon | ||
| BOA—Bank of America, N.A. | ||
| BROIS—Brazil Overnight Index Swap | ||
| BUBOR—Budapest Interbank Offered Rate | ||
| CAC—French Stock Market Index | ||
| CDX—Credit Derivative Index | ||
| CIBOR—Copenhagen Interbank Offered Rate | ||
| CITI—Citibank, N.A. | ||
| CLOIS—Sinacofi Chile Interbank Rate Average | ||
| CMBX—Commercial Mortgage-Backed Index | ||
| CORRA—Canadian Overnight Repo Rate Average | ||
| CPI—Consumer Price Index | ||
| DAC—Designated Activity Company | ||
| DB—Deutsche Bank AG | ||
| EMTN—Euro Medium Term Note | ||
| EURIBOR—Euro Interbank Offered Rate | ||
| EuroSTR—Euro Short-Term Rate | ||
| FHLMC—Federal Home Loan Mortgage Corporation | ||
| GMTN—Global Medium Term Note | ||
| GS—Goldman Sachs & Co. LLC | ||
| GSI—Goldman Sachs International | ||
| HSBC—HSBC Bank PLC | ||
| ICE—Intercontinental Exchange | ||
| IO—Interest Only (Principal amount represents notional) | ||
| JPM—JPMorgan Chase Bank N.A. | ||
| KLIBOR—Kuala Lumpur Interbank Offered Rate | ||
| KWCDC—Korean Won Certificate of Deposit | ||
| LIBOR—London Interbank Offered Rate | ||
| LP—Limited Partnership | ||
| M—Monthly payment frequency for swaps | ||
| MASTR—Morgan Stanley Structured Asset Security | ||
| MPLE—Maple Bonds | ||
| MSI—Morgan Stanley & Co. International PLC | |
| MTN—Medium Term Note | |
| MUNIPSA—Municipal Swap Weekly Yield Index | |
| N/A—Not Applicable | |
| NIBOR—Norwegian Interbank Offered Rate | |
| OAT—Obligations Assimilables du Tresor | |
| OTC—Over-the-counter | |
| PJSC—Public Joint-Stock Company | |
| PRIBOR—Prague Interbank Offered Rate | |
| Q—Quarterly payment frequency for swaps | |
| RBC—Royal Bank of Canada | |
| REMIC—Real Estate Mortgage Investment Conduit | |
| S—Semiannual payment frequency for swaps | |
| SARON—Swiss Average Rate Overnight | |
| SCB—Standard Chartered Bank | |
| SHIR—Shekel Overnight Interest Rate | |
| SOFR—Secured Overnight Financing Rate | |
| SONIA—Sterling Overnight Index Average | |
| SORA—Singapore Overnight Rate Average | |
| SSB—State Street Bank & Trust Company | |
| STIBOR—Stockholm Interbank Offered Rate | |
| STRIPs—Separate Trading of Registered Interest and Principal of Securities | |
| T—Swap payment upon termination | |
| TAIBOR—Taiwan Interbank Offered Rate | |
| THOR—Thai Overnight Repurchase Rate | |
| TIPS—Treasury Inflation-Protected Securities | |
| TONAR—Tokyo Overnight Average Rate | |
| UAG—UBS AG | |
| WF—Wells Fargo Bank, N.A. | |
| WIBOR—Warsaw Interbank Offered Rate | |
| ZARONIA—South African Overnight Index |
| * | Non-income producing security. |
| # | Principal or notional amount is shown in U.S. dollars unless otherwise stated. |
| ~ | See tables subsequent to the Schedule of Investments for options detail. |
| ^ | Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $47,746,123 and 1.9% of net assets. |
| (a) | All or a portion of security is on loan. The aggregate market value of such securities, including those sold and pending settlement, is $17,102,336; cash collateral of $17,496,788 (included in liabilities) was received with which the Fund purchased highly liquid short-term investments. In the event of significant appreciation in value of securities on loan on the last business day of the reporting period, the Fund may reflect a collateral value that is less than the market value of the loaned securities and such shortfall is remedied the following business day. |
| (b) | Represents security, or portion thereof, purchased with cash collateral received for securities on loan and includes dividend reinvestment. |
| (c) | Variable rate instrument. The interest rate shown reflects the rate in effect at July 31, 2026. |
| (cc) | Variable rate instrument. The rate shown is based on the latest available information as of July 31, 2026. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description. |
| (d) | Represents issuer in default on interest payments and/or principal repayment. Non-income producing security. Such securities may be post-maturity. |
| (ff) | Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end. |
| (h) | Represents security, or a portion thereof, segregated as collateral for OTC derivatives. |
| (jj) | Represents original contract currency denomination, settlement to occur in Euro currency. |
| (k) | Represents security, or a portion thereof, segregated as collateral for centrally cleared/exchange-traded derivatives. |
| (oo) | Perpetual security. Maturity date represents next call date. |
| (p) | Represents a security with a delayed settlement and therefore the interest rate is not available until settlement which is after the period end. |
| (s) | Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date. |
| (wb) | Represents an investment in a Fund affiliated with the Manager. |
| (x) | The following represents restricted securities that are acquired in unregistered, private sales from the issuing company or from an affiliate of the issuer and is considered restricted as to disposition under federal securities law. |
| Issuer | Acquisition Date | Original Cost | Market Value | Percentage of Net Assets | ||||
| 20 Times Square Trust, Series 2018-20TS, Class G, 144A, 3.100%(cc), 05/15/35 | 05/09/18 | $909,111 | $786,830 | 0.0 % | ||||
| 20 Times Square Trust, Series 2018-20TS, Class H, 144A, 3.100%(cc), 05/15/35 | 05/09/18 | 885,052 | 746,830 | 0.0 | ||||
| Aethon IV Newco LLCSr. Unsec’d. Notes, 0.000%, 09/30/31^ | 07/14/26 | 1,550,000 | 1,550,000 | 0.1 | ||||
| Diamond Sports Group LLC* | 01/02/25 | 116,918 | 9,591 | 0.0 |
| Issuer | Acquisition Date | Original Cost | Market Value | Percentage of Net Assets | ||||
| Greystone Commercial Capital Trust, Sr. Unsec’d. Notes, Series A, 144A, 1 Month SOFR + 3.150%, 7.230%(c), 05/31/26^(d) | 05/18/21 | $19,079,706 | $16,980,939 | 0.7 % | ||||
| Plaquemines Port Harbor & Terminal District, Series B, Taxable, Revenue Bonds, 144A, 12.000%, 12/01/34 | 03/30/26 | 3,479,000 | 1,151,798 | 0.0 | ||||
| Total | $26,019,787 | $21,225,988 | 0.8% |
| Borrower | Principal Amount (000)# | Current Value | Unrealized Appreciation | Unrealized Depreciation | ||||
| CloudHQ VA B1, Delayed Draw Term Loan, —%(p), Maturity Date 01/29/30 (cost $396,306)^ | 396 | $394,709 | $— | $(1,597) | ||||
| CloudHQ VA B2 Quick, Delayed Draw Term Loan, 0.000%, Maturity Date 03/06/30 (cost $439,135)^ | 439 | 436,272 | — | (2,863) | ||||
| CloudHQ VA B2, Delayed Draw Term Loan, 0.000%, Maturity Date 03/06/30 (cost $436,008)^ | 436 | 434,251 | — | (1,757) | ||||
| CloudHQ VA B3 Quick, Delayed Draw Term Loan, 0.000%, Maturity Date 03/06/30 (cost $257,523)^ | 258 | 254,947 | — | (2,576) | ||||
| CloudHQ VA B3, Delayed Draw Term Loan, 0.000%, Maturity Date 03/06/30 (cost $484,643)^ | 485 | 479,796 | — | (4,847) | ||||
| Domain Greenbough Partner 2 LLC, Delayed Draw Term Loan, —%(p), Maturity Date 01/23/32 (cost $273,228)^ | 273 | 272,576 | — | (652) | ||||
| Doncasters US Finance LLC, Delayed Draw Term Loan, 1.500%, Maturity Date 04/01/30 (cost $1,800,000)^ | 1,800 | 1,800,000 | — | — | ||||
| HPS Speciality Loan Fund VI GP, Delayed Draw Term Loan, 0.000%, Maturity Date 09/30/34 (cost $514,321)^ | 514 | 514,321 | — | — | ||||
| HPS Speciality Loan Fund VI GP, Delayed Draw Term Loan, 0.000%, Maturity Date 09/30/34 (cost $1,243,640)^ | 1,244 | 1,243,640 | — | — | ||||
| HPS Speciality Loan Fund VI IM, Delayed Draw Term Loan, 0.000%, Maturity Date 09/30/34 (cost $771,481)^ | 771 | 771,481 | — | — | ||||
| HPS Speciality Loan Fund VI IM, Delayed Draw Term Loan, 0.000%, Maturity Date 09/30/34 (cost $1,865,460)^ | 1,865 | 1,865,460 | — | — | ||||
| Vantage Oracle TX, Delayed Draw Term Loan, 0.000%, Maturity Date 04/30/32 (cost $2,796,775)^ | 2,827 | 2,761,155 | — | (35,620) | ||||
| Vantage Oracle WI, Delayed Draw Term Loan, 0.000%, Maturity Date 07/14/32 (cost $1,890,824)^ | 1,891 | 1,890,824 | — | — | ||||
| $13,119,432 | $— | $(49,912) |
| OTC Swaptions | |||||||||||||||||
| Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
| 1-Year Interest Rate Swap, 08/05/27 | Call | BNP | 08/04/26 | 4.35% | 4.35%(Q) | 3 Month BBSW(Q)/ 4.498% | AUD | 155,465 | $9 | ||||||||
| 1-Year Interest Rate Swap, 02/07/29 | Call | JPM | 02/03/28 | 2.24% | 2.24%(A) | 3 Month EURIBOR(Q)/ 2.484% | EUR | 40,420 | 51,556 | ||||||||
| 2-Year Interest Rate Swap, 07/28/29 | Call | GSI | 07/28/27 | 6.94% | 6.94%(A) | 1 Day ZARONIA(A)/ 6.858% | ZAR | 738,405 | 89,702 | ||||||||
| 5-Year Interest Rate Swap, 08/13/31 | Call | CITI | 08/11/26 | 3.29% | 3.29%(A) | 1 Day SOFR(A)/ 3.660% | 11,965 | — | |||||||||
| 10-Year Interest Rate Swap, 08/05/36 | Call | BNP | 08/04/26 | 5.00% | 5.00%(S) | 6 Month BBSW(S)/ 4.828% | AUD | 9,720 | 3,371 | ||||||||
| 15-Year Interest Rate Swap, 07/20/43 | Call | JPM | 07/18/28 | 2.80% | 2.80%(A) | 1 Day TONAR(A)/ 0.977% | JPY | 724,090 | 61,286 | ||||||||
| 20-Year Interest Rate Swap, 10/25/50 | Call | DB | 10/24/30 | 4.81% | 4.81%(S) | 6 Month BBSW(S)/ 4.828% | AUD | 10,000 | 244,909 | ||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Call | BOA | 09/16/26 | 0.53% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 13,902 | 12,317 | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Call | RBC | 12/16/26 | 0.50% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 17,359 | 15,732 | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Call | RBC | 12/16/26 | 0.50% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 8,680 | 7,866 | |||||||||
| 1-Year Interest Rate Swap, 09/23/27 | Put | CITI | 09/21/26 | 2.80% | 3 Month EURIBOR(Q)/ 2.484% | 2.80%(A) | EUR | 49,330 | 85,056 | ||||||||
| 2-Year Interest Rate Swap, 11/06/28 | Put | BNP | 11/04/26 | 3.21% | 1 Day SOFR(A)/ 3.660% | 3.21%(A) | 68,380 | 1,292,095 | |||||||||
| 5-Year Interest Rate Swap, 08/13/31 | Put | CITI | 08/11/26 | 3.89% | 1 Day SOFR(A)/ 3.660% | 3.89%(A) | 11,965 | 157,763 | |||||||||
| OTC Swaptions | |||||||||||||||||
| Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
| 20-Year Interest Rate Swap, 10/25/50 | Put | DB | 10/24/30 | 4.81% | 6 Month BBSW(S)/ 4.828% | 4.81%(S) | AUD | 10,000 | $668,890 | ||||||||
| CDX.NA.HY.46.V2, 06/20/31 | Put | BOA | 09/16/26 | $107.00 | CDX.NA.HY.46.V2(Q) | 5.00%(Q) | 1,210 | 7,778 | |||||||||
| CDX.NA.HY.46.V2, 06/20/31 | Put | BARC | 10/21/26 | $106.00 | CDX.NA.HY.46.V2(Q) | 5.00%(Q) | 1,210 | 8,946 | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | DB | 09/16/26 | 0.55% | CDX.NA.IG.46.V1(Q) | 1.00%(Q) | 12,705 | 15,653 | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | JPM | 09/16/26 | 0.60% | CDX.NA.IG.46.V1(Q) | 1.00%(Q) | 51,900 | 37,383 | |||||||||
| Total Options Purchased (cost $1,583,459) | $2,760,312 | ||||||||||||||||
| OTC Swaptions | |||||||||||||||||
| Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
| 1-Year Interest Rate Swap, 08/05/27 | Call | BNP | 08/04/26 | 4.10% | 3 Month BBSW(Q)/ 4.498% | 4.10%(Q) | AUD | 233,198 | $— | ||||||||
| 1-Year Interest Rate Swap, 09/27/28 | Call | BOA | 09/23/27 | 2.75% | 1 Day SOFR(T)/ 3.660% | 2.75%(T) | 42,370 | (26,473) | |||||||||
| 1-Year Interest Rate Swap, 09/28/28 | Call | BNP | 09/24/27 | 2.75% | 1 Day SOFR(T)/ 3.660% | 2.75%(T) | 42,370 | (26,570) | |||||||||
| 1-Year Interest Rate Swap, 02/07/29 | Call | JPM | 02/03/28 | 1.74% | 3 Month EURIBOR(Q)/ 2.484% | 1.74%(A) | EUR | 40,420 | (23,924) | ||||||||
| 2-Year Interest Rate Swap, 07/28/29 | Call | GSI | 07/28/27 | 5.74% | 1 Day ZARONIA(A)/ 6.858% | 5.74%(A) | ZAR | 738,405 | (3,930) | ||||||||
| 5-Year Interest Rate Swap, 08/13/31 | Call | CITI | 08/11/26 | 3.09% | 1 Day SOFR(A)/ 3.660% | 3.09%(A) | 11,965 | — | |||||||||
| 10-Year Interest Rate Swap, 08/05/36 | Call | BNP | 08/04/26 | 4.75% | 6 Month BBSW(S)/ 4.828% | 4.75%(S) | AUD | 9,720 | — | ||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Call | DB | 09/16/26 | 0.48% | CDX.NA.IG.46.V1(Q) | 1.00%(Q) | 12,705 | (2,026) | |||||||||
| 1-Year Interest Rate Swap, 08/11/27 | Put | MSI | 08/10/26 | 3.21% | 3.21%(Q) | 3 Month KWCDC(Q)/ 2.950% | KRW | 135,200,000 | (208,735) | ||||||||
| 1-Year Interest Rate Swap, 09/23/27 | Put | CITI | 09/21/26 | 3.24% | 3.24%(A) | 3 Month EURIBOR(Q)/ 2.484% | EUR | 98,660 | (23,975) | ||||||||
| 1-Year Interest Rate Swap, 09/23/27 | Put | CITI | 09/21/26 | 4.40% | 4.40%(T) | 1 Day SONIA(T)/ 3.731% | GBP | 22,440 | (20,278) | ||||||||
| 1-Year Interest Rate Swap, 09/27/28 | Put | BOA | 09/23/27 | 2.75% | 2.75%(T) | 1 Day SOFR(T)/ 3.660% | 42,370 | (594,954) | |||||||||
| 1-Year Interest Rate Swap, 09/28/28 | Put | BNP | 09/24/27 | 2.75% | 2.75%(T) | 1 Day SOFR(T)/ 3.660% | 42,370 | (594,873) | |||||||||
| 2-Year Interest Rate Swap, 11/06/28 | Put | BNP | 11/04/26 | 3.49% | 3.49%(A) | 1 Day SOFR(A)/ 3.660% | 68,380 | (940,049) | |||||||||
| OTC Swaptions | |||||||||||||||||
| Description | Call/ Put | Counterparty | Expiration Date | Strike | Receive | Pay | Notional Amount (000)# | Value | |||||||||
| 2-Year Interest Rate Swap, 11/06/28 | Put | BNP | 11/04/26 | 3.69% | 3.69%(A) | 1 Day SOFR(A)/ 3.660% | 68,380 | $(710,459) | |||||||||
| 2-Year Interest Rate Swap, 07/28/29 | Put | GSI | 07/28/27 | 8.62% | 8.62%(A) | 1 Day ZARONIA(A)/ 6.858% | ZAR | 738,405 | (122,407) | ||||||||
| 5-Year Interest Rate Swap, 08/13/31 | Put | CITI | 08/11/26 | 3.69% | 3.69%(A) | 1 Day SOFR(A)/ 3.660% | 11,965 | (263,986) | |||||||||
| 15-Year Interest Rate Swap, 07/20/43 | Put | JPM | 07/18/28 | 4.17% | 4.17%(A) | 1 Day TONAR(A)/ 0.977% | JPY | 724,090 | (107,038) | ||||||||
| CDX.NA.HY.46.V2, 06/20/31 | Put | BOA | 09/16/26 | $105.50 | 5.00%(Q) | CDX.NA.HY.46.V2(Q) | 1,820 | (5,383) | |||||||||
| CDX.NA.HY.46.V2, 06/20/31 | Put | BARC | 10/21/26 | $102.00 | 5.00%(Q) | CDX.NA.HY.46.V2(Q) | 1,210 | (2,804) | |||||||||
| CDX.NA.HY.46.V2, 06/20/31 | Put | BARC | 10/21/26 | $104.00 | 5.00%(Q) | CDX.NA.HY.46.V2(Q) | 1,210 | (4,684) | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | DB | 09/16/26 | 0.68% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 25,410 | (9,778) | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | JPM | 09/16/26 | 0.70% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 103,800 | (33,653) | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | BOA | 09/16/26 | 0.75% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 13,902 | (3,338) | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | RBC | 12/16/26 | 0.88% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 17,359 | (15,307) | |||||||||
| CDX.NA.IG.46.V1, 06/20/31 | Put | RBC | 12/16/26 | 1.00% | 1.00%(Q) | CDX.NA.IG.46.V1(Q) | 8,680 | (5,674) | |||||||||
| Total Options Written (premiums received $1,588,952) | $(3,750,298) | ||||||||||||||||
| Futures contracts outstanding at July 31, 2026: | ||||||||
| Number of Contracts | Type | Expiration Date | Current Notional Amount | Value / Unrealized Appreciation (Depreciation) | ||||
| Long Positions: | ||||||||
| 1,142 | 5 Year U.S. Treasury Notes | Sep. 2026 | $121,025,232 | $(850,948) | ||||
| 52 | 10 Year Euro-Bund | Sep. 2026 | 7,457,098 | (149,711) | ||||
| 693 | 10 Year U.S. Treasury Notes | Sep. 2026 | 74,844,000 | (920,849) | ||||
| 223 | 10 Year U.S. Ultra Treasury Notes | Sep. 2026 | 24,463,798 | (431,170) | ||||
| 85 | 20 Year U.S. Treasury Bonds | Sep. 2026 | 9,206,563 | (61,060) | ||||
| 1 | 30 Year Euro Buxl | Sep. 2026 | 122,026 | (6,482) | ||||
| 494 | 30 Year U.S. Ultra Treasury Bonds | Sep. 2026 | 54,185,625 | (2,150,106) | ||||
| 1,069 | Japanese Yen Currency | Sep. 2026 | 84,377,506 | 334,231 | ||||
| (4,236,095) | ||||||||
| Short Positions: | ||||||||
| 605 | 30 Day Federal Funds | Aug. 2026 | 242,952,143 | (214,734) | ||||
| 328 | 2 Year U.S. Treasury Notes | Sep. 2026 | 67,439,875 | 202,937 | ||||
| 589 | 5 Year Euro-Bobl | Sep. 2026 | 77,320,737 | 614,001 | ||||
| 388 | British Pound Currency | Sep. 2026 | 32,693,850 | (41,663) | ||||
| 98 | Euro Currency | Sep. 2026 | 14,148,750 | 118,553 | ||||
| 36 | Euro Schatz Index | Sep. 2026 | 4,377,796 | 18,233 | ||||
| 697,327 | ||||||||
| $(3,538,768) | ||||||||
| Purchase Bond Forwards | Counterparty | Settlement Date | Notional Amount (000)# | Strike Price | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||||
| OTC Bond Forward Contracts: | |||||||||||||||||
| U.S. Treasury Bond | |||||||||||||||||
| 4.875%, 08/15/45 | GSI | 09/10/26 | 47,250 | $97.82 | $46,221,121 | $44,994,663 | $— | $(1,226,458) | |||||||||
| U.S. Treasury Note | |||||||||||||||||
| 4.000%, 05/31/28 | JPM | 09/17/26 | 52,700 | $99.87 | 52,630,939 | 52,458,476 | — | (172,463) | |||||||||
| $98,852,060 | $97,453,139 | $— | $(1,398,921) | ||||||||||||||
| Purchase Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
| OTC Forward Foreign Currency Exchange Contracts: | |||||||||||||
| Australian Dollar, | |||||||||||||
| Expiring 10/22/26 | BNP | AUD | 22,567 | $15,731,491 | $15,857,224 | $125,733 | $— | ||||||
| Expiring 10/22/26 | UAG | AUD | 1,468 | 1,022,260 | 1,031,466 | 9,206 | — | ||||||
| Brazilian Real, | |||||||||||||
| Expiring 08/04/26 | BARC | BRL | 6,559 | 1,253,839 | 1,292,643 | 38,804 | — | ||||||
| Expiring 08/04/26 | BARC | BRL | 6,559 | 1,252,926 | 1,292,642 | 39,716 | — | ||||||
| Expiring 09/02/26 | BNP | BRL | 6,559 | 1,270,676 | 1,283,069 | 12,393 | — | ||||||
| Expiring 09/02/26 | CITI | BRL | 6,559 | 1,271,920 | 1,283,069 | 11,149 | — | ||||||
| Canadian Dollar, | |||||||||||||
| Expiring 10/22/26 | HSBC | CAD | 1,079 | 769,415 | 772,351 | 2,936 | — | ||||||
| Expiring 10/22/26 | RBC | CAD | 7,046 | 5,034,348 | 5,044,934 | 10,586 | — | ||||||
| Chilean Peso, | |||||||||||||
| Expiring 09/16/26 | HSBC | CLP | 1,149,859 | 1,286,959 | 1,237,184 | — | (49,775) | ||||||
| Chinese Renminbi, | |||||||||||||
| Expiring 09/16/26 | BOA | CNH | 56,878 | 8,409,879 | 8,451,982 | 42,103 | — | ||||||
| Expiring 09/16/26 | MSI | CNH | 560,183 | 83,058,775 | 83,243,088 | 184,313 | — | ||||||
| Danish Krone, | |||||||||||||
| Expiring 10/22/26 | JPM | DKK | 9,828 | 1,510,366 | 1,522,697 | 12,331 | — | ||||||
| Euro, | |||||||||||||
| Expiring 10/22/26 | CITI | EUR | 7,563 | 8,661,500 | 8,749,695 | 88,195 | — | ||||||
| Indonesian Rupiah, | |||||||||||||
| Expiring 09/16/26 | SCB | IDR | 64,734,000 | 3,557,888 | 3,574,495 | 16,607 | — | ||||||
| Israeli Shekel, | |||||||||||||
| Expiring 09/16/26 | CITI | ILS | 13,808 | 4,816,761 | 4,524,582 | — | (292,179) | ||||||
| Malaysian Ringgit, | |||||||||||||
| Expiring 09/17/26 | BARC | MYR | 46,486 | 11,641,922 | 11,391,442 | — | (250,480) | ||||||
| Polish Zloty, | |||||||||||||
| Expiring 10/22/26 | MSI | PLN | 10,195 | 2,697,059 | 2,729,015 | 31,956 | — | ||||||
| Singapore Dollar, | |||||||||||||
| Expiring 09/16/26 | BNP | SGD | 6,487 | 5,068,274 | 5,075,418 | 7,144 | — | ||||||
| South African Rand, | |||||||||||||
| Expiring 09/16/26 | JPM | ZAR | 43,530 | 2,620,247 | 2,625,058 | 4,811 | — | ||||||
| South Korean Won, | |||||||||||||
| Expiring 09/16/26 | HSBC | KRW | 45,114,815 | 29,383,102 | 31,279,989 | 1,896,887 | — | ||||||
| Thai Baht, | |||||||||||||
| Expiring 09/16/26 | MSI | THB | 240,493 | 7,339,721 | 7,229,105 | — | (110,616) | ||||||
| $197,659,328 | $199,491,148 | 2,534,870 | (703,050) | ||||||||||
| Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
| OTC Forward Foreign Currency Exchange Contracts: | |||||||||||||
| Brazilian Real, | |||||||||||||
| Expiring 08/04/26 | BNP | BRL | 6,559 | $1,279,550 | $1,292,642 | $— | $(13,092) | ||||||
| Expiring 08/04/26 | CITI | BRL | 6,559 | 1,280,874 | 1,292,642 | — | (11,768) | ||||||
| Sale Contracts | Counterparty | Notional Amount (000) | Value at Settlement Date | Current Value | Unrealized Appreciation | Unrealized Depreciation | |||||||
| OTC Forward Foreign Currency Exchange Contracts (cont’d.): | |||||||||||||
| British Pound, | |||||||||||||
| Expiring 10/22/26 | DB | GBP | 2,054 | $2,771,186 | $2,767,724 | $3,462 | $— | ||||||
| Chinese Renminbi, | |||||||||||||
| Expiring 09/16/26 | BOA | CNH | 29,524 | 4,396,090 | 4,387,274 | 8,816 | — | ||||||
| Expiring 09/16/26 | GSI | CNH | 17,990 | 2,661,552 | 2,673,346 | — | (11,794) | ||||||
| Expiring 09/16/26 | RBC | CNH | 25,399 | 3,770,202 | 3,774,265 | — | (4,063) | ||||||
| Colombian Peso, | |||||||||||||
| Expiring 09/16/26 | BNP | COP | 15,306,091 | 4,181,044 | 4,798,555 | — | (617,511) | ||||||
| Euro, | |||||||||||||
| Expiring 08/04/26 | BOA | EUR | 1,342 | 1,528,111 | 1,547,990 | — | (19,879) | ||||||
| Expiring 10/22/26 | BNP | EUR | 55,169 | 63,338,695 | 63,827,070 | — | (488,375) | ||||||
| Expiring 10/22/26 | BNY | EUR | 64,364 | 74,070,084 | 74,464,914 | — | (394,830) | ||||||
| Expiring 10/22/26 | CITI | EUR | 1,342 | 1,539,653 | 1,553,063 | — | (13,410) | ||||||
| Expiring 10/22/26 | MSI | EUR | 1,547 | 1,787,168 | 1,789,633 | — | (2,465) | ||||||
| Expiring 10/22/26 | SSB | EUR | 64,364 | 74,035,456 | 74,464,914 | — | (429,458) | ||||||
| Expiring 10/22/26 | WF | EUR | 1,787 | 2,046,966 | 2,067,163 | — | (20,197) | ||||||
| Japanese Yen, | |||||||||||||
| Expiring 10/22/26 | CITI | JPY | 3,205,720 | 19,953,319 | 20,281,946 | — | (328,627) | ||||||
| Mexican Peso, | |||||||||||||
| Expiring 09/17/26 | JPM | MXN | 60,926 | 3,468,392 | 3,503,460 | — | (35,068) | ||||||
| South Korean Won, | |||||||||||||
| Expiring 09/16/26 | BNP | KRW | 1,816,752 | 1,270,900 | 1,259,630 | 11,270 | — | ||||||
| Swedish Krona, | |||||||||||||
| Expiring 10/22/26 | CITI | SEK | 86,566 | 9,049,467 | 9,131,280 | — | (81,813) | ||||||
| Swiss Franc, | |||||||||||||
| Expiring 10/22/26 | CITI | CHF | 3,803 | 4,740,504 | 4,746,758 | — | (6,254) | ||||||
| $277,169,213 | $279,624,269 | 23,548 | (2,478,604) | ||||||||||
| $2,558,418 | $(3,181,654) | ||||||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)**: | ||||||||||||||||
| Arab Republic of Egypt (D01) | 06/20/31 | 1.000%(Q) | 2,000 | $156,200 | $311 | $155,889 | DB | |||||||||
| Dominican Republic (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 28,926 | 311 | 28,615 | DB | |||||||||
| Federal Republic of Nigeria (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 120,256 | 311 | 119,945 | DB | |||||||||
| Federation of Malaysia (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (57,770) | 311 | (58,081) | DB | |||||||||
| Federative Republic of Brazil (D01) | 06/20/31 | 1.000%(Q) | 7,000 | 67,600 | 1,089 | 66,511 | DB | |||||||||
| Islamic Republic of Pakistan (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 214,105 | 311 | 213,794 | DB | |||||||||
| Kingdom of Bahrain (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 163,814 | 311 | 163,503 | DB | |||||||||
| Kingdom of Morocco (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (19,093) | 311 | (19,404) | DB | |||||||||
| Kingdom of Saudi Arabia (D01) | 06/20/31 | 1.000%(Q) | 7,000 | (117,182) | 1,089 | (118,271) | DB | |||||||||
| Oriental Republic of Uruguay (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (42,439) | 311 | (42,750) | DB | |||||||||
| People’s Republic of China (D01) | 06/20/31 | 1.000%(Q) | 7,000 | (198,939) | 1,089 | (200,028) | DB | |||||||||
| Republic of Angola (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 231,834 | 311 | 231,523 | DB | |||||||||
| Republic of Argentina (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 300,259 | 311 | 299,948 | DB | |||||||||
| Republic of Chile (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (48,279) | 311 | (48,590) | DB | |||||||||
| Republic of Colombia (D01) | 06/20/31 | 1.000%(Q) | 6,000 | 112,198 | 933 | 111,265 | DB | |||||||||
| Republic of Costa Rica (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 9,480 | 311 | 9,169 | DB | |||||||||
| Republic of Ecuador (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 235,106 | 311 | 234,795 | DB | |||||||||
| Republic of El Salvador (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 107,279 | 311 | 106,968 | DB | |||||||||
| Republic of Guatemala (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (2,281) | 311 | (2,592) | DB | |||||||||
| Republic of Indonesia (D01) | 06/20/31 | 1.000%(Q) | 7,000 | (27,820) | 1,089 | (28,909) | DB | |||||||||
| Republic of Ivory Coast (D01) | 06/20/31 | 1.000%(Q) | 2,000 | 105,008 | 311 | 104,697 | DB | |||||||||
| Republic of Kazakhstan (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (23,121) | 311 | (23,432) | DB | |||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1)**(cont’d.): | ||||||||||||||||
| Republic of Kenya (D01) | 06/20/31 | 1.000%(Q) | 2,000 | $199,972 | $311 | $199,661 | DB | |||||||||
| Republic of Panama (D01) | 06/20/31 | 1.000%(Q) | 3,000 | (10,867) | 467 | (11,334) | DB | |||||||||
| Republic of Peru (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (34,603) | 311 | (34,914) | DB | |||||||||
| Republic of Philippines (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (30,051) | 311 | (30,362) | DB | |||||||||
| Republic of South Africa (D01) | 06/20/31 | 1.000%(Q) | 7,000 | 78,691 | 1,089 | 77,602 | DB | |||||||||
| Republic of Turkey (D01) | 06/20/31 | 1.000%(Q) | 7,000 | 392,913 | 1,089 | 391,824 | DB | |||||||||
| Sultanate of Oman (D01) | 06/20/31 | 1.000%(Q) | 2,000 | (20,937) | 311 | (21,248) | DB | |||||||||
| United Mexican States (D01) | 06/20/31 | 1.000%(Q) | 7,000 | (49,410) | 1,089 | (50,499) | DB | |||||||||
| Arab Republic of Egypt (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 156,200 | 3,366 | 152,834 | BARC | |||||||||
| Dominican Republic (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 28,926 | 3,366 | 25,560 | BARC | |||||||||
| Federal Republic of Nigeria (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 120,256 | 3,366 | 116,890 | BARC | |||||||||
| Federation of Malaysia (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (57,770) | 3,366 | (61,136) | BARC | |||||||||
| Federative Republic of Brazil (D02) | 06/20/31 | 1.000%(Q) | 7,000 | 67,600 | 11,781 | 55,819 | BARC | |||||||||
| Islamic Republic of Pakistan (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 214,105 | 3,366 | 210,739 | BARC | |||||||||
| Kingdom of Bahrain (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 163,814 | 3,366 | 160,448 | BARC | |||||||||
| Kingdom of Morocco (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (19,093) | 3,366 | (22,459) | BARC | |||||||||
| Kingdom of Saudi Arabia (D02) | 06/20/31 | 1.000%(Q) | 7,000 | (117,183) | 11,781 | (128,964) | BARC | |||||||||
| Oriental Republic of Uruguay (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (42,439) | 3,366 | (45,805) | BARC | |||||||||
| People’s Republic of China (D02) | 06/20/31 | 1.000%(Q) | 7,000 | (198,940) | 11,781 | (210,721) | BARC | |||||||||
| Republic of Angola (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 231,834 | 3,366 | 228,468 | BARC | |||||||||
| Republic of Argentina (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 300,259 | 3,366 | 296,893 | BARC | |||||||||
| Republic of Chile (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (48,279) | 3,366 | (51,645) | BARC | |||||||||
| Republic of Colombia (D02) | 06/20/31 | 1.000%(Q) | 6,000 | 112,198 | 10,098 | 102,100 | BARC | |||||||||
| Republic of Costa Rica (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 9,480 | 3,366 | 6,114 | BARC | |||||||||
| Republic of Ecuador (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 235,106 | 3,366 | 231,740 | BARC | |||||||||
| Republic of El Salvador (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 107,279 | 3,366 | 103,913 | BARC | |||||||||
| Republic of Guatemala (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (2,281) | 3,366 | (5,647) | BARC | |||||||||
| Republic of Indonesia (D02) | 06/20/31 | 1.000%(Q) | 7,000 | (27,821) | 11,781 | (39,602) | BARC | |||||||||
| Republic of Ivory Coast (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 105,008 | 3,366 | 101,642 | BARC | |||||||||
| Republic of Kazakhstan (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (23,121) | 3,366 | (26,487) | BARC | |||||||||
| Republic of Kenya (D02) | 06/20/31 | 1.000%(Q) | 2,000 | 199,972 | 3,366 | 196,606 | BARC | |||||||||
| Republic of Panama (D02) | 06/20/31 | 1.000%(Q) | 3,000 | (10,867) | 5,049 | (15,916) | BARC | |||||||||
| Republic of Peru (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (34,603) | 3,366 | (37,969) | BARC | |||||||||
| Republic of Philippines (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (30,051) | 3,366 | (33,417) | BARC | |||||||||
| Republic of South Africa (D02) | 06/20/31 | 1.000%(Q) | 7,000 | 78,691 | 11,781 | 66,910 | BARC | |||||||||
| Republic of Turkey (D02) | 06/20/31 | 1.000%(Q) | 7,000 | 392,913 | 11,781 | 381,132 | BARC | |||||||||
| Sultanate of Oman (D02) | 06/20/31 | 1.000%(Q) | 2,000 | (20,937) | 3,366 | (24,303) | BARC | |||||||||
| United Mexican States (D02) | 06/20/31 | 1.000%(Q) | 7,000 | (49,411) | 11,781 | (61,192) | BARC | |||||||||
| $3,681,694 | $183,854 | $3,497,840 | ||||||||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2026(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Packaged Credit Default Swap Agreements on credit indices— Sell Protection(2)**: | |||||||||||||||||
| CDX.EM.45.V1 (D01) | 06/20/31 | 1.000%(Q) | 100,000 | 1.453% | $(1,824,562) | $(24,881) | $(1,799,681) | DB | |||||||||
| CDX.EM.45.V1 (D02) | 06/20/31 | 1.000%(Q) | 100,000 | 1.453% | (1,824,562) | (187,536) | (1,637,026) | BARC | |||||||||
| $(3,649,124) | $(212,417) | $(3,436,707) | |||||||||||||||
| ** | The Fund entered into multiple credit default swap agreements in a packaged trade consisting of two parts. The Fund bought/sold protection on an Emerging Market CDX Index and bought/sold protection on the countries which comprise the index. The upfront premium is attached to the index of the trade for the Emerging Markets CDX package(s). Each swap is priced individually. If any of the component swaps are closed out early, the Index exposure will be reduced by an amount proportionate to the terminated swap(s). Individual packages in the tables above are denoted by the corresponding footnotes (D01 - D02). |
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2026(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreement on asset-backed and/or mortgage-backed securities - Sell Protection(2)^: | |||||||||||||||||
| GS_24-PCA | 08/02/27 | 1.650%(M) | 6,770 | * | $9,640 | $(3,606) | $13,246 | GSI | |||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1): | ||||||||||||||||
| Arab Republic of Egypt | 06/20/30 | 1.000%(Q) | 4,700 | $259,568 | $688,947 | $(429,379) | GSI | |||||||||
| China Development Bank | 06/20/29 | 1.000%(Q) | 6,695 | (138,342) | (39,545) | (98,797) | JPM | |||||||||
| Gazprom PAO | 06/20/27 | 1.000%(Q) | 8,650 | 1,473,759 | 869,036 | 604,723 | HSBC | |||||||||
| Gazprom PAO | 06/20/27 | 1.000%(Q) | 1,000 | 170,377 | 70,145 | 100,232 | HSBC | |||||||||
| Gazprom PAO | 06/20/27 | 1.000%(Q) | 600 | 102,226 | 69,922 | 32,304 | JPM | |||||||||
| Gazprom PAO | 12/20/27 | 1.000%(Q) | 3,300 | 634,311 | 447,625 | 186,686 | JPM | |||||||||
| Industrial & Commercial Bank of China Ltd. | 06/20/29 | 1.000%(Q) | 6,695 | (145,292) | (34,583) | (110,709) | JPM | |||||||||
| Petroleos Mexicanos | 09/20/27 | 1.000%(Q) | 4,500 | 10,263 | 138,842 | (128,579) | MSI | |||||||||
| Petroleos Mexicanos | 06/20/29 | 1.000%(Q) | 1,000 | 19,692 | 97,870 | (78,178) | BARC | |||||||||
| Petroleos Mexicanos | 12/20/29 | 1.000%(Q) | 4,050 | 106,666 | 504,113 | (397,447) | BARC | |||||||||
| Petroleos Mexicanos | 06/20/30 | 1.000%(Q) | 1,800 | 58,857 | 204,997 | (146,140) | MSI | |||||||||
| Petroleos Mexicanos | 12/20/30 | 1.000%(Q) | 1,000 | 42,615 | 158,980 | (116,365) | BARC | |||||||||
| Republic of France | 12/20/26 | 0.250%(Q) | 50,000 | (48,698) | (37,155) | (11,543) | JPM | |||||||||
| Republic of France | 12/20/26 | 0.250%(Q) | 50,000 | (48,698) | (33,951) | (14,747) | MSI | |||||||||
| Republic of France | 12/20/26 | 0.250%(Q) | 25,000 | (24,349) | (17,938) | (6,411) | BOA | |||||||||
| Republic of France | 12/20/26 | 0.250%(Q) | 25,000 | (24,348) | (16,967) | (7,381) | CITI | |||||||||
| Republic of France | 12/20/26 | 0.250%(Q) | 25,000 | (24,348) | (16,975) | (7,373) | GSI | |||||||||
| Republic of France | 12/20/30 | 0.250%(Q) | 2,240 | (10,164) | (5,863) | (4,301) | BARC | |||||||||
| Republic of Italy | 12/20/27 | 1.000%(Q) | EUR | 4,935 | (81,496) | (45,870) | (35,626) | BARC | ||||||||
| Republic of Italy | 12/20/30 | 1.000%(Q) | 3,360 | (101,573) | (111,321) | 9,748 | BARC | |||||||||
| Republic of Panama | 03/20/29 | 1.000%(Q) | 4,010 | (47,040) | (48,225) | 1,185 | DB | |||||||||
| Republic of South Africa | 12/20/28 | 1.000%(Q) | 3,000 | (27,809) | 43,013 | (70,822) | GSI | |||||||||
| Swiss Confederation | 12/20/27 | 0.250%(Q) | 5,000 | (15,672) | — | (15,672) | BARC | |||||||||
| $2,140,505 | $2,885,097 | $(744,592) | ||||||||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2026(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2): | |||||||||||||||||
| Alphabet, Inc. | 06/20/30 | 1.000%(Q) | 3,120 | 0.491% | $60,436 | $66,736 | $(6,300) | GSI | |||||||||
| Alphabet, Inc.^ | 07/20/35 | 1.600%(Q) | 1,000 | * | 8,170 | — | 8,170 | GSI | |||||||||
| America Movil SAB de CV | 12/20/26 | 1.000%(Q) | 995 | 0.219% | 4,131 | 2,901 | 1,230 | BARC | |||||||||
| Australian Government Bond | 12/20/27 | 1.000%(Q) | 5,000 | 0.063% | 69,361 | 46,902 | 22,459 | DB | |||||||||
| Banco Santander SA | 03/20/27 | 1.000%(Q) | EUR | 1,500 | 0.121% | 11,609 | 9,514 | 2,095 | BARC | ||||||||
| Bank of America Corp. | 06/20/27 | 1.000%(Q) | 4,250 | 0.303% | 30,711 | 23,002 | 7,709 | GSI | |||||||||
| Bank of America Corp. | 06/20/27 | 1.000%(Q) | 4,185 | 0.303% | 30,241 | 25,656 | 4,585 | GSI | |||||||||
| Bank of Montreal^ | 11/20/29 | 1.250%(Q) | 665 | * | 12,279 | — | 12,279 | GSI | |||||||||
| Bank of Montreal^ | 10/20/33 | 1.600%(Q) | 750 | * | 1,199 | — | 1,199 | GSI | |||||||||
| Bank of Nova Scotia | 12/20/26 | 1.000%(Q) | 2,537 | 0.288% | 9,844 | 7,002 | 2,842 | CITI | |||||||||
| Bank of Nova Scotia^ | 05/20/35 | 1.450%(Q) | 1,000 | * | (33,980) | (1,111) | (32,869) | GSI | |||||||||
| Barclays Bank PLC | 12/20/26 | 1.000%(Q) | 2,694 | 0.254% | 10,808 | 7,076 | 3,732 | GSI | |||||||||
| Barclays Bank PLC | 12/20/26 | 1.000%(Q) | EUR | 1,287 | 0.247% | 6,018 | 4,244 | 1,774 | GSI | ||||||||
| Barclays Bank PLC | 12/20/26 | 1.000%(Q) | EUR | 202 | 0.247% | 945 | 736 | 209 | JPM | ||||||||
| Barclays Bank PLC | 03/20/27 | 1.000%(Q) | EUR | 2,353 | 0.284% | 15,376 | 12,903 | 2,473 | MSI | ||||||||
| BMW Finance NV | 09/20/27 | 1.000%(Q) | EUR | 1,000 | 0.158% | 12,285 | 10,937 | 1,348 | BARC | ||||||||
| BNP Paribas SA | 03/20/27 | 1.000%(Q) | EUR | 7,820 | 0.175% | 57,385 | 49,874 | 7,511 | MSI | ||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2026(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.): | |||||||||||||||||
| Canadian Imperial Bank of Commerce^ | 06/20/28 | 1.100%(Q) | 535 | * | $5,345 | $— | $5,345 | GSI | |||||||||
| Canadian Imperial Bank of Commerce | 12/20/34 | 1.200%(Q) | 600 | 0.866% | 14,473 | — | 14,473 | GSI | |||||||||
| Citigroup, Inc. | 12/20/26 | 1.000%(Q) | 1,050 | 0.240% | 4,270 | 2,783 | 1,487 | GSI | |||||||||
| Comision Federal de Electricidad | 06/20/29 | 1.000%(Q) | 4,540 | 1.377% | (40,897) | (142,015) | 101,118 | CITI | |||||||||
| Commerzbank AG | 12/20/26 | 1.000%(Q) | EUR | 817 | 0.112% | 4,319 | 3,196 | 1,123 | BARC | ||||||||
| Deutsche Telekom AG | 06/20/28 | 1.000%(Q) | EUR | 1,000 | 0.206% | 18,295 | 17,705 | 590 | BARC | ||||||||
| European Investment Bank | 12/20/26 | —%(Q) | 6,962 | 0.037% | (992) | (1,347) | 355 | BARC | |||||||||
| Federative Republic of Brazil | 06/20/29 | 0.940%(Q) | BRL | 33,000 | 0.788% | 30,269 | (93) | 30,362 | BOA | ||||||||
| Gazprom PAO | 12/20/26 | 1.000%(Q) | 8,600 | 23.055% | (671,936) | (418,198) | (253,738) | HSBC | |||||||||
| Government of Japan | 06/20/28 | 1.000%(Q) | 15,000 | 0.113% | 261,323 | 197,582 | 63,741 | CITI | |||||||||
| Hellenic Republic | 12/20/29 | 1.000%(Q) | EUR | 5,000 | 0.157% | 165,375 | 7,628 | 157,747 | CITI | ||||||||
| HSBC Bank PLC | 06/20/27 | 1.000%(Q) | EUR | 534 | 0.149% | 5,330 | 4,677 | 653 | BOA | ||||||||
| Kingdom of Norway | 12/20/26 | —%(Q) | 25,000 | 0.027% | (2,581) | (4,788) | 2,207 | BARC | |||||||||
| Lincoln National Corp. | 12/20/29 | 1.000%(Q) | 7,100 | 0.949% | 19,146 | (77,387) | 96,533 | JPM | |||||||||
| National Bank of Canada | 12/20/26 | 1.000%(Q) | 851 | 0.278% | 3,337 | 2,402 | 935 | CITI | |||||||||
| New York Life Global Funding^ | 08/20/33 | 1.550%(Q) | 1,000 | * | (11,717) | — | (11,717) | GSI | |||||||||
| New York Life Global Funding | 09/20/35 | 2.000%(Q) | 1,000 | 1.843% | 13,570 | — | 13,570 | GSI | |||||||||
| Nomura Holdings, Inc. | 06/20/27 | 1.000%(Q) | 869 | 0.288% | 6,402 | 5,411 | 991 | BOA | |||||||||
| Nomura Holdings, Inc. | 12/20/27 | 1.000%(Q) | 2,654 | 0.388% | 24,999 | 23,330 | 1,669 | BOA | |||||||||
| Oracle Corp. | 06/20/30 | 1.000%(Q) | 1,380 | 1.719% | (33,000) | 24,441 | (57,441) | GSI | |||||||||
| Oriental Republic of Uruguay | 06/20/31 | 1.000%(Q) | 100 | 0.544% | 2,122 | 2,050 | 72 | BARC | |||||||||
| Pacific Life | 08/20/35 | 2.500%(Q) | 800 | 2.890% | (19,366) | (3) | (19,363) | GSI | |||||||||
| People’s Republic of China | 06/20/29 | 1.000%(Q) | 13,390 | 0.310% | 267,253 | 96,117 | 171,136 | JPM | |||||||||
| Realty Income Corp.^ | 02/20/36 | 1.300%(Q) | 1,000 | * | (18,629) | — | (18,629) | GSI | |||||||||
| Republic of Chile | 06/20/28 | 1.000%(Q) | 361 | 0.240% | 5,424 | 4,211 | 1,213 | BARC | |||||||||
| Republic of Colombia | 12/20/26 | 1.000%(Q) | 1,000 | 0.449% | 3,252 | (4,508) | 7,760 | CITI | |||||||||
| Republic of Costa Rica | 06/20/31 | 1.000%(Q) | 3,045 | 1.134% | (14,433) | (30,189) | 15,756 | BARC | |||||||||
| Republic of Cyprus | 12/20/28 | 1.000%(Q) | 1,000 | 0.242% | 18,462 | 9,610 | 8,852 | BARC | |||||||||
| Republic of Ecuador | 12/20/27 | 5.000%(Q) | 1,295 | 2.135% | 57,016 | 26,728 | 30,288 | BARC | |||||||||
| Republic of Ecuador | 06/20/28 | 5.000%(Q) | 2,600 | 2.505% | 130,674 | (20,634) | 151,308 | GSI | |||||||||
| Republic of Ecuador | 12/20/28 | 5.000%(Q) | 2,600 | 2.864% | 137,699 | (28,012) | 165,711 | GSI | |||||||||
| Republic of Estonia | 12/20/26 | 1.000%(Q) | 3,150 | 0.137% | 14,074 | 2,305 | 11,769 | JPM | |||||||||
| Republic of Finland | 06/20/27 | 0.250%(Q) | 2,000 | 0.031% | 4,402 | 1,494 | 2,908 | BOA | |||||||||
| Republic of France | 12/20/26 | 0.250%(Q) | 125,000 | 0.071% | 121,743 | 72,742 | 49,001 | BARC | |||||||||
| Republic of France | 12/20/26 | 0.250%(Q) | 63,350 | 0.071% | 61,700 | 36,848 | 24,852 | BARC | |||||||||
| Republic of France | 12/20/30 | 0.250%(Q) | 2,240 | 0.289% | (2,860) | (12,075) | 9,215 | BARC | |||||||||
| Republic of France | 06/20/34 | 0.250%(Q) | 6,850 | 0.510% | (116,233) | (119,087) | 2,854 | CITI | |||||||||
| Republic of France | 12/20/34 | 0.250%(Q) | 20,315 | 0.537% | (400,824) | (408,354) | 7,530 | BOA | |||||||||
| Republic of France | 12/20/34 | 0.250%(Q) | 9,995 | 0.537% | (197,206) | (286,838) | 89,632 | BOA | |||||||||
| Republic of France | 06/20/35 | 0.250%(Q) | 8,255 | 0.561% | (184,841) | (262,415) | 77,574 | BARC | |||||||||
| Republic of France | 06/20/35 | 0.250%(Q) | 6,565 | 0.561% | (146,999) | (205,714) | 58,715 | BARC | |||||||||
| Republic of Guatemala | 06/20/31 | 1.000%(Q) | 100 | 0.999% | 114 | (476) | 590 | BARC | |||||||||
| Republic of Ireland | 12/20/26 | 1.000%(Q) | 2,000 | 0.035% | 9,736 | 252 | 9,484 | GSI | |||||||||
| Republic of Ireland | 06/20/27 | 1.000%(Q) | 2,800 | 0.047% | 26,571 | 7,541 | 19,030 | MSI | |||||||||
| Republic of Italy | 06/20/30 | 1.000%(Q) | 1,200 | 0.241% | 34,208 | (13,419) | 47,627 | BARC | |||||||||
| Republic of Italy | 12/20/30 | 1.000%(Q) | 3,360 | 0.277% | 101,572 | 83,418 | 18,154 | BARC | |||||||||
| Republic of Italy | 12/20/34 | 1.000%(Q) | 1,380 | 0.538% | 45,990 | (7,194) | 53,184 | CITI | |||||||||
| Republic of Italy | 12/20/34 | 1.000%(Q) | 1,380 | 0.538% | 45,990 | (7,194) | 53,184 | CITI | |||||||||
| Republic of Ivory Coast | 04/07/27 | 1.885%(Q) | 4,300 | 0.892% | 37,986 | (398) | 38,384 | DB | |||||||||
| Republic of Ivory Coast | 06/20/27 | 1.000%(Q) | 3,704 | 0.944% | 5,926 | (8,007) | 13,933 | BARC | |||||||||
| Republic of Ivory Coast | 06/20/27 | 1.000%(Q) | 1,000 | 0.944% | 1,600 | (1,332) | 2,932 | BARC | |||||||||
| Republic of Ivory Coast | 06/20/27 | 1.000%(Q) | 1,000 | 0.944% | 1,600 | (1,729) | 3,329 | BARC | |||||||||
| Republic of Ivory Coast | 06/20/27 | 1.000%(Q) | 912 | 0.944% | 1,459 | (1,577) | 3,036 | BARC | |||||||||
| Republic of Kazakhstan | 12/20/26 | 1.000%(Q) | 237 | 0.195% | 1,005 | 735 | 270 | CITI | |||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2026(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.): | |||||||||||||||||
| Republic of Kazakhstan | 06/20/27 | 1.000%(Q) | 262 | 0.243% | $2,034 | $1,794 | $240 | BOA | |||||||||
| Republic of Kazakhstan | 06/20/29 | 1.000%(Q) | 10,000 | 0.469% | 156,131 | 25,470 | 130,661 | BARC | |||||||||
| Republic of Panama | 12/20/26 | 1.000%(Q) | 4,200 | 0.325% | 15,927 | 934 | 14,993 | CITI | |||||||||
| Republic of Panama | 06/20/27 | 1.000%(Q) | 4,155 | 0.400% | 26,505 | 19,894 | 6,611 | CITI | |||||||||
| Republic of Panama^ | 03/20/29 | 1.000%(Q) | 4,010 | * | 3,371 | (1,990) | 5,361 | DB | |||||||||
| Republic of Peru | 06/20/28 | 1.000%(Q) | 140 | 0.303% | 1,939 | 1,350 | 589 | BARC | |||||||||
| Republic of Romania | 12/20/26 | 1.000%(Q) | 246 | 0.447% | 802 | 466 | 336 | BOA | |||||||||
| Republic of Serbia | 06/20/31 | 1.000%(Q) | 7,000 | 1.441% | (125,447) | (223,171) | 97,724 | MSI | |||||||||
| Republic of South Africa | 12/20/26 | 1.000%(Q) | 715 | 0.237% | 2,918 | 1,519 | 1,399 | BARC | |||||||||
| Republic of South Africa | 06/20/31 | 1.000%(Q) | 3,000 | 1.284% | (33,558) | (186,339) | 152,781 | MSI | |||||||||
| Skandinaviska Enskilda Banken AB | 12/20/26 | 1.000%(Q) | 2,443 | 0.096% | 11,312 | 8,264 | 3,048 | MSI | |||||||||
| Slovak Republic | 12/20/27 | 1.000%(Q) | 880 | 0.176% | 10,839 | 9,810 | 1,029 | BARC | |||||||||
| Socialist Republic of Vietnam | 12/20/27 | 1.000%(Q) | 1,000 | 0.365% | 9,725 | 8,097 | 1,628 | BARC | |||||||||
| Standard Chartered PLC | 12/20/26 | 1.000%(Q) | 1,411 | 0.149% | 6,242 | 4,449 | 1,793 | MSI | |||||||||
| State of Illinois^ | 06/20/28 | 1.000%(Q) | 1,000 | * | 11,799 | (23,454) | 35,253 | CITI | |||||||||
| State of Israel | 06/20/27 | 1.000%(Q) | 1,000 | 0.252% | 7,681 | 6,835 | 846 | CITI | |||||||||
| State of Israel | 06/20/27 | 1.000%(Q) | 624 | 0.252% | 4,792 | 4,546 | 246 | CITI | |||||||||
| State of Qatar | 12/20/26 | 1.000%(Q) | 4,000 | 0.161% | 17,721 | 8,534 | 9,187 | CITI | |||||||||
| State of Qatar | 12/20/26 | 1.000%(Q) | 860 | 0.161% | 3,762 | 2,878 | 884 | BARC | |||||||||
| Stellantis NV | 12/20/26 | 1.000%(Q) | EUR | 1,134 | 0.316% | 4,946 | 3,816 | 1,130 | BARC | ||||||||
| The Republic of Poland | 09/20/26 | 1.000%(T) | 10,000 | 0.150% | 23,040 | 11,930 | 11,110 | CITI | |||||||||
| TotalEnergies Capital SA | 12/20/26 | 1.000%(Q) | EUR | 600 | 0.086% | 3,243 | 2,496 | 747 | BARC | ||||||||
| TotalEnergies Capital SA | 12/20/26 | 1.000%(Q) | EUR | 100 | 0.086% | 541 | 434 | 107 | JPM | ||||||||
| UBS Group AG | 12/20/26 | 1.000%(Q) | EUR | 2,000 | 0.122% | 10,479 | 7,836 | 2,643 | GSI | ||||||||
| United Kingdom of Great Britain and Northern Ireland | 12/20/27 | 1.000%(Q) | 1,000 | 0.076% | 13,697 | 6,176 | 7,521 | DB | |||||||||
| United Kingdom of Great Britain and Northern Ireland | 12/20/28 | 1.000%(Q) | 5,000 | 0.100% | 108,882 | 69,351 | 39,531 | BARC | |||||||||
| United Mexican States | 12/20/26 | 1.000%(Q) | 4,000 | 0.257% | 16,003 | 365 | 15,638 | GSI | |||||||||
| Verizon Communications, Inc. | 06/20/27 | 1.000%(Q) | 1,526 | 0.349% | 10,411 | 9,601 | 810 | GSI | |||||||||
| Volkswagen AG | 12/20/26 | 1.000%(Q) | EUR | 500 | 0.237% | 2,360 | 1,841 | 519 | BARC | ||||||||
| Wells Fargo & Co. | 12/20/26 | 1.000%(Q) | 950 | 0.209% | 3,980 | 3,064 | 916 | JPM | |||||||||
| Wells Fargo & Co. | 12/20/26 | 1.000%(Q) | 100 | 0.209% | 419 | 311 | 108 | JPM | |||||||||
| Wells Fargo & Co. | 06/20/27 | 1.000%(Q) | 1,000 | 0.243% | 7,761 | 6,115 | 1,646 | GSI | |||||||||
| $498,592 | $(1,370,183) | $1,868,775 | |||||||||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2026(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreements on credit indices - Sell Protection(2): | |||||||||||||||||
| CMBX.NA.11.AAA | 11/18/54 | 0.500%(M) | 1,999 | * | $6,038 | $8,530 | $(2,492) | GSI | |||||||||
| CMBX.NA.12.AAA | 08/17/61 | 0.500%(M) | 2,000 | * | 7,107 | 11,527 | (4,420) | GSI | |||||||||
| CMBX.NA.13.AAA | 12/16/72 | 0.500%(M) | 2,000 | * | 11,076 | 14,158 | (3,082) | GSI | |||||||||
| CMBX.NA.14.AAA | 12/16/72 | 0.500%(M) | 5,000 | * | 25,687 | 24,852 | 835 | GSI | |||||||||
| CMBX.NA.16.AAA | 04/17/65 | 0.500%(M) | 10,919 | * | (27,972) | (92,405) | 64,433 | CITI | |||||||||
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 25,000 | * | (226,150) | (306,790) | 80,640 | CITI | |||||||||
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 16,065 | * | (145,324) | (197,143) | 51,819 | CITI | |||||||||
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 5,000 | * | (45,230) | (82,316) | 37,086 | CITI | |||||||||
| CMBX.NA.17.AAA | 12/15/56 | 0.500%(M) | 3,500 | * | (31,661) | (83,540) | 51,879 | CITI | |||||||||
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 15,529 | * | 57,016 | 14,614 | 42,402 | GSI | |||||||||
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 9,980 | * | 36,643 | (59,405) | 96,048 | CITI | |||||||||
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 9,980 | * | 37,613 | 11,444 | 26,169 | GSI | |||||||||
| Reference Entity/ Obligation | Termination Date | Fixed Rate | Notional Amount (000)#(3) | Implied Credit Spread at July 31, 2026(4) | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | Counterparty | |||||||||
| OTC Credit Default Swap Agreements on credit indices - Sell Protection(2) (cont’d.): | |||||||||||||||||
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 8,982 | * | $32,978 | $(10,401) | $43,379 | CITI | |||||||||
| CMBX.NA.18.AAA | 12/17/57 | 0.500%(M) | 998 | * | 3,761 | 1,045 | 2,716 | CITI | |||||||||
| CMBX.NA.19.AAA | 12/17/58 | 0.500%(M) | 15,500 | * | 46,204 | 10,291 | 35,913 | CITI | |||||||||
| CMBX.NA.19.AAA | 12/17/58 | 0.500%(M) | 14,910 | * | 44,445 | (1,654) | 46,099 | CITI | |||||||||
| $(167,769) | $(737,193) | $569,424 | |||||||||||||||
| (1) | If the Fund is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| (2) | If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index. |
| (3) | Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement. |
| (4) | Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Fund is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
| * | When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Fund is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement. |
| Currency swap agreement outstanding at July 31, 2026: | ||||||||||||||||||
| Notional Amount (000)# | Fund Receives | Notional Amount (000)# | Fund Pays | Counterparty | Termination Date | Fair Value | Upfront Premiums Paid (Received) | Unrealized Appreciation (Depreciation) | ||||||||||
| OTC Currency Swap Agreement: | ||||||||||||||||||
| CNH | 10,000 | 2.350%(Q) | 1,564 | 1 Day SOFR(Q)/ 3.660% | SCB | 01/10/27 | $(77,102) | $— | $(77,102) | |||||||||
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at July 31, 2026 | Unrealized Appreciation (Depreciation) | ||||||||
| Centrally Cleared Interest Rate Swap Agreements: | ||||||||||||||
| AUD | 18,000 | 12/03/29 | 2.700%(S) | 6 Month BBSW(2)(S)/ 4.828% | $(445,617) | $(864,848) | $(419,231) | |||||||
| AUD | 10,000 | 07/10/33 | 2.987%(S) | 6 Month BBSW(2)(S)/ 4.828% | 79,366 | (812,704) | (892,070) | |||||||
| AUD | 24,760 | 11/07/35 | 4.330%(S) | 6 Month BBSW(2)(S)/ 4.828% | — | (944,568) | (944,568) | |||||||
| AUD | 3,010 | 12/03/35 | 2.850%(S) | 6 Month BBSW(2)(S)/ 4.828% | (322,293) | (357,754) | (35,461) | |||||||
| AUD | 10,000 | 03/26/36 | 2.101%(S) | 6 Month BBSW(2)(S)/ 4.828% | — | (1,674,722) | (1,674,722) | |||||||
| AUD | 1,595 | 12/03/40 | 2.900%(S) | 6 Month BBSW(2)(S)/ 4.828% | (178,789) | (271,522) | (92,733) | |||||||
| CAD | 9,800 | 12/03/35 | 3.500%(S) | 1 Day CORRA(2)(S)/ 2.370% | 242,643 | 78,664 | (163,979) | |||||||
| CAD | 3,410 | 12/03/48 | 3.450%(S) | 1 Day CORRA(2)(S)/ 2.370% | (60,672) | (117,997) | (57,325) | |||||||
| CAD | 2,220 | 12/03/50 | 3.350%(S) | 1 Day CORRA(2)(S)/ 2.370% | (70,909) | (105,893) | (34,984) | |||||||
| CAD | 415 | 12/03/54 | 3.250%(S) | 1 Day CORRA(1)(S)/ 2.370% | (1,955) | 25,661 | 27,616 | |||||||
| CHF | 14,500 | 01/31/29 | 0.260%(A) | 1 Day SARON(2)(S)/ (0.049)% | (21,677) | (19,180) | 2,497 | |||||||
| CHF | 800 | 10/17/31 | 0.033%(A) | 1 Day SARON(2)(S)/ (0.049)% | (400) | (25,301) | (24,901) | |||||||
| CHF | 4,000 | 11/05/31 | 0.125%(A) | 1 Day SARON(2)(A)/ (0.049)% | — | (79,272) | (79,272) | |||||||
| CHF | 700 | 04/03/33 | 0.687%(A) | 1 Day SARON(2)(S)/ (0.049)% | (2,468) | 6,352 | 8,820 | |||||||
| CHF | 1,050 | 12/13/34 | 0.371%(A) | 1 Day SARON(2)(A)/ (0.049)% | — | (22,218) | (22,218) | |||||||
| CHF | 1,135 | 05/08/35 | 2.000%(A) | 1 Day SARON(2)(A)/ (0.049)% | 199,886 | 174,121 | (25,765) | |||||||
| CHF | 19,925 | 07/04/35 | 0.519%(A) | 1 Day SARON(2)(A)/ (0.049)% | — | (242,295) | (242,295) | |||||||
| CLP | 634,000 | 02/11/30 | 3.085%(T) | 1 Day CLOIS(2)(T)/ 4.500% | — | (48,609) | (48,609) | |||||||
| CLP | 800,000 | 07/13/30 | 2.030%(S) | 1 Day CLOIS(2)(S)/ 4.500% | — | (96,908) | (96,908) | |||||||
| CNH | 6,300 | 12/22/26 | 2.460%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | — | 4,744 | 4,744 | |||||||
| CNH | 434,070 | 05/11/28 | 2.600%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | 378,123 | 1,513,048 | 1,134,925 | |||||||
| CNH | 69,650 | 12/06/28 | 2.400%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | — | 250,067 | 250,067 | |||||||
| CNH | 286,750 | 05/15/29 | 2.027%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | — | 762,412 | 762,412 | |||||||
| CNH | 95,000 | 07/23/29 | 1.873%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | 102,408 | 187,789 | 85,381 | |||||||
| CNH | 60,000 | 12/12/29 | 1.496%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | — | 20,954 | 20,954 | |||||||
| CNH | 144,425 | 05/11/30 | 1.500%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | (63,342) | 53,519 | 116,861 | |||||||
| CNH | 43,200 | 03/13/31 | 1.588%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | — | 38,255 | 38,255 | |||||||
| CNH | 62,000 | 07/01/31 | 1.448%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | — | (6,613) | (6,613) | |||||||
| CZK | 61,015 | 03/17/31 | 4.370%(A) | 6 Month PRIBOR(2)(S)/ 3.950% | — | (6,452) | (6,452) | |||||||
| CZK | 72,000 | 03/30/36 | 4.420%(A) | 6 Month PRIBOR(2)(S)/ 3.950% | — | (47,614) | (47,614) | |||||||
| CZK | 51,000 | 05/20/36 | 4.700%(A) | 6 Month PRIBOR(2)(S)/ 3.950% | — | 18,678 | 18,678 | |||||||
| DKK | 5,000 | 08/29/26 | 0.580%(A) | 6 Month CIBOR(2)(S)/ 2.713% | 1 | (4,250) | (4,251) | |||||||
| DKK | 1,300 | 10/21/26 | 0.673%(A) | 6 Month CIBOR(2)(S)/ 2.713% | (3) | (1,149) | (1,146) | |||||||
| DKK | 13,000 | 03/15/27 | 1.123%(A) | 6 Month CIBOR(2)(S)/ 2.713% | — | (29,419) | (29,419) | |||||||
| DKK | 1,865 | 06/22/27 | 0.987%(A) | 6 Month CIBOR(2)(S)/ 2.713% | — | (5,275) | (5,275) | |||||||
| DKK | 9,925 | 07/10/35 | 3.200%(A) | 6 Month CIBOR(2)(S)/ 2.713% | 40,182 | (19,390) | (59,572) | |||||||
| EUR | 68,585 | 05/20/27 | 2.273%(T) | 3 Month EURIBOR(2)(Q)/ 2.484% | — | (290,374) | (290,374) | |||||||
| EUR | 28,370 | 05/11/29 | 2.700%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | (78,453) | (17,305) | 61,148 | |||||||
| EUR | 18,515 | 10/11/29 | 2.101%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | — | 400,943 | 400,943 | |||||||
| EUR | 27,230 | 08/15/30 | (0.191)%(A) | 1 Day EuroSTR(2)(A)/ 2.184% | (6,305) | (4,220,466) | (4,214,161) | |||||||
| EUR | 46,495 | 05/11/31 | 2.650%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | (384,439) | 266,734 | 651,173 | |||||||
| EUR | 6,400 | 02/23/32 | 1.180%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | 86 | (750,345) | (750,431) | |||||||
| EUR | 4,680 | 03/29/32 | 1.170%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | 889 | (563,048) | (563,937) | |||||||
| EUR | 4,150 | 05/11/32 | 1.100%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | (48,820) | (519,404) | (470,584) | |||||||
| EUR | 7,000 | 06/28/32 | 0.785%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | (32,239) | (1,019,527) | (987,288) | |||||||
| EUR | 3,050 | 10/30/32 | 1.302%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | — | (347,271) | (347,271) | |||||||
| EUR | 19,945 | 03/20/33 | 2.996%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | — | (120,757) | (120,757) | |||||||
| EUR | 14,225 | 05/11/33 | 1.000%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | (206,686) | (2,183,915) | (1,977,229) | |||||||
| EUR | 25,210 | 05/11/33 | 2.650%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | 212,598 | 344,382 | 131,784 | |||||||
| EUR | 26,060 | 02/15/34 | 2.192%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | — | 1,414,600 | 1,414,600 | |||||||
| EUR | 28,840 | 02/15/34 | 2.231%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | — | 1,470,766 | 1,470,766 | |||||||
| EUR | 19,745 | 02/15/34 | 2.258%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | — | 961,965 | 961,965 | |||||||
| EUR | 4,290 | 03/20/34 | 2.560%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | — | 105,804 | 105,804 | |||||||
| EUR | 12,390 | 05/11/34 | 2.650%(A) | 1 Day EuroSTR(2)(A)/ 2.184% | 281,463 | (237,162) | (518,625) | |||||||
| EUR | 47,020 | 05/11/36 | 2.700%(A) | 1 Day EuroSTR(2)(A)/ 2.184% | (967,093) | (1,274,329) | (307,236) | |||||||
| EUR | 14,280 | 03/20/38 | 2.982%(A) | 6 Month EURIBOR(1)(S)/ 2.706% | — | 452,374 | 452,374 | |||||||
| EUR | 365 | 05/11/39 | 1.100%(A) | 1 Day EuroSTR(2)(A)/ 2.184% | (2,342) | (90,781) | (88,439) | |||||||
| EUR | 7,620 | 05/11/41 | 2.700%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | 420,981 | 478,153 | 57,172 | |||||||
| EUR | 12,485 | 11/24/41 | 0.565%(A) | 6 Month EURIBOR(1)(S)/ 2.706% | — | 3,114,267 | 3,114,267 | |||||||
| EUR | 12,485 | 11/24/41 | 0.600%(A) | 3 Month EURIBOR(2)(Q)/ 2.484% | — | (3,066,264) | (3,066,264) | |||||||
| EUR | 30,272 | 11/25/41 | 0.629%(A) | 6 Month EURIBOR(1)(S)/ 2.706% | — | 7,387,835 | 7,387,835 | |||||||
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at July 31, 2026 | Unrealized Appreciation (Depreciation) | ||||||||
| Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
| EUR | 30,272 | 11/25/41 | 0.663%(A) | 3 Month EURIBOR(2)(Q)/ 2.484% | $— | $(7,275,333) | $(7,275,333) | |||||||
| EUR | 8,450 | 02/17/42 | 0.536%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | — | (3,454,347) | (3,454,347) | |||||||
| EUR | 17,040 | 03/22/42 | 1.257%(A) | 6 Month EURIBOR(1)(S)/ 2.706% | — | 3,255,297 | 3,255,297 | |||||||
| EUR | 17,040 | 03/22/42 | 1.310%(A) | 3 Month EURIBOR(2)(Q)/ 2.484% | — | (3,171,468) | (3,171,468) | |||||||
| EUR | 1,235 | 07/04/42 | 1.001%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | (100,212) | (423,174) | (322,962) | |||||||
| EUR | 15,130 | 02/24/43 | 2.910%(A) | 6 Month EURIBOR(1)(S)/ 2.706% | 12,548 | 1,020,689 | 1,008,141 | |||||||
| EUR | 15,130 | 02/24/43 | 2.960%(A) | 3 Month EURIBOR(2)(Q)/ 2.484% | (6,506) | (724,058) | (717,552) | |||||||
| EUR | 14,270 | 03/09/46 | 0.425%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | — | (7,210,510) | (7,210,510) | |||||||
| EUR | 7,645 | 05/11/46 | 2.650%(A) | 1 Day EuroSTR(2)(A)/ 2.184% | (667,536) | (763,166) | (95,630) | |||||||
| EUR | 3,000 | 05/11/49 | 1.450%(A) | 6 Month EURIBOR(2)(S)/ 2.706% | (92,812) | (1,088,049) | (995,237) | |||||||
| EUR | 26,535 | 05/11/51 | 2.600%(A) | 1 Day EuroSTR(2)(A)/ 2.184% | (2,914,677) | (3,353,686) | (439,009) | |||||||
| EUR | 44,440 | 11/28/54 | 1.468%(A) | 6 Month EURIBOR(1)(S)/ 2.706% | (31,553) | 4,019,230 | 4,050,783 | |||||||
| EUR | 24,915 | 05/11/56 | 2.500%(A) | 1 Day EuroSTR(1)(A)/ 2.184% | 3,474,503 | 3,896,992 | 422,489 | |||||||
| GBP | 20,000 | 05/08/27 | 1.050%(A) | 1 Day SONIA(1)(A)/ 3.731% | 1,901,099 | 780,271 | (1,120,828) | |||||||
| GBP | 30,750 | 06/07/28 | 4.059%(A) | 1 Day SONIA(2)(A)/ 3.731% | 464 | (145,598) | (146,062) | |||||||
| GBP | 38,880 | 05/08/29 | 1.100%(A) | 1 Day SONIA(1)(A)/ 3.731% | 5,919,338 | 4,643,725 | (1,275,613) | |||||||
| GBP | 8,290 | 05/08/30 | 1.100%(A) | 1 Day SONIA(1)(A)/ 3.731% | 2,099,979 | 1,306,113 | (793,866) | |||||||
| GBP | 8,715 | 05/08/33 | 1.150%(A) | 1 Day SONIA(1)(A)/ 3.731% | 2,793,290 | 2,312,720 | (480,570) | |||||||
| GBP | 3,195 | 05/08/35 | 3.900%(A) | 1 Day SONIA(1)(A)/ 3.731% | 2,157 | 206,197 | 204,040 | |||||||
| GBP | 2,120 | 05/08/37 | 1.200%(A) | 1 Day SONIA(2)(A)/ 3.731% | (503,581) | (850,801) | (347,220) | |||||||
| GBP | 9,680 | 05/08/40 | 3.950%(A) | 1 Day SONIA(2)(A)/ 3.731% | (588,239) | (1,142,891) | (554,652) | |||||||
| GBP | 5,935 | 02/08/41 | 3.950%(A) | 1 Day SONIA(1)(A)/ 3.731% | 403,329 | 747,864 | 344,535 | |||||||
| GBP | 4,100 | 05/08/42 | 1.250%(A) | 1 Day SONIA(2)(A)/ 3.731% | 19,101 | (2,244,227) | (2,263,328) | |||||||
| GBP | 5,860 | 05/08/45 | 3.950%(A) | 1 Day SONIA(1)(A)/ 3.731% | 395,352 | 990,731 | 595,379 | |||||||
| GBP | 5,515 | 02/08/46 | 3.950%(A) | 1 Day SONIA(2)(A)/ 3.731% | (581,375) | (966,290) | (384,915) | |||||||
| GBP | 17,360 | 02/27/46 | 5.000%(A) | 1 Day SONIA(2)(A)/ 3.731% | 16,739 | (674,802) | (691,541) | |||||||
| GBP | 9,725 | 05/08/46 | 1.250%(A) | 1 Day SONIA(2)(A)/ 3.731% | 1,412,117 | (6,262,444) | (7,674,561) | |||||||
| GBP | 6,540 | 05/08/49 | 1.250%(A) | 1 Day SONIA(2)(A)/ 3.731% | (1,323,600) | (4,589,217) | (3,265,617) | |||||||
| GBP | 1,800 | 05/08/52 | 1.250%(A) | 1 Day SONIA(2)(A)/ 3.731% | (207,730) | (1,348,520) | (1,140,790) | |||||||
| GBP | 3,700 | 05/08/54 | 1.250%(A) | 1 Day SONIA(2)(A)/ 3.731% | (1,967,817) | (2,865,612) | (897,795) | |||||||
| GBP | 2,720 | 02/08/56 | 3.900%(A) | 1 Day SONIA(2)(A)/ 3.731% | (426,769) | (648,205) | (221,436) | |||||||
| GBP | 28,595 | 02/27/56 | 4.700%(A) | 1 Day SONIA(1)(A)/ 3.731% | (18,440) | 672,543 | 690,983 | |||||||
| HUF | 500,000 | 03/31/31 | 2.460%(A) | 6 Month BUBOR(2)(S)/ 5.550% | — | (209,111) | (209,111) | |||||||
| ILS | 21,840 | 07/08/30 | 3.950%(A) | 1 Day SHIR(2)(A)/ 3.500% | 1,157 | 145,111 | 143,954 | |||||||
| JPY | 2,000,000 | 01/04/27 | (0.033)%(S) | 1 Day TONAR(2)(S)/ 0.977% | 1,177 | (74,918) | (76,095) | |||||||
| JPY | 2,100,000 | 05/06/27 | 0.020%(S) | 1 Day TONAR(2)(S)/ 0.977% | 18 | (155,174) | (155,192) | |||||||
| JPY | 2,140,000 | 07/08/27 | 0.500%(A) | 1 Day TONAR(2)(A)/ 0.977% | (46,210) | (103,136) | (56,926) | |||||||
| JPY | 2,430,000 | 01/08/28 | 0.600%(A) | 1 Day TONAR(2)(A)/ 0.977% | (145,717) | (198,869) | (53,152) | |||||||
| JPY | 6,295,000 | 04/11/28 | 0.609%(A) | 1 Day TONAR(1)(A)/ 0.977% | — | 618,213 | 618,213 | |||||||
| JPY | 7,080,000 | 07/08/28 | (0.050)%(A) | 1 Day TONAR(1)(A)/ 0.977% | 1,970,701 | 1,397,017 | (573,684) | |||||||
| JPY | 3,674,000 | 07/31/28 | 0.268%(A) | 1 Day TONAR(2)(A)/ 0.977% | — | (592,739) | (592,739) | |||||||
| JPY | 1,800,000 | 11/12/28 | 0.011%(S) | 1 Day TONAR(2)(S)/ 0.977% | 35 | (450,112) | (450,147) | |||||||
| JPY | 135,000 | 02/20/29 | 1.260%(S) | 1 Day TONAR(2)(S)/ 0.977% | (2,148) | (8,925) | (6,777) | |||||||
| JPY | 2,500,000 | 03/22/29 | 0.068%(S) | 1 Day TONAR(2)(S)/ 0.977% | (945) | (735,454) | (734,509) | |||||||
| JPY | 50,000 | 04/02/29 | 1.288%(S) | 1 Day TONAR(2)(S)/ 0.977% | (502) | (3,570) | (3,068) | |||||||
| JPY | 100,000 | 08/18/29 | 1.070%(S) | 1 Day TONAR(2)(S)/ 0.977% | (1,461) | (13,913) | (12,452) | |||||||
| JPY | 100,000 | 08/28/29 | 1.043%(S) | 1 Day TONAR(2)(S)/ 0.977% | (1,259) | (14,725) | (13,466) | |||||||
| JPY | 200,000 | 09/09/29 | 1.061%(S) | 1 Day TONAR(2)(S)/ 0.977% | (2,339) | (29,302) | (26,963) | |||||||
| JPY | 655,000 | 09/29/29 | 1.064%(S) | 1 Day TONAR(2)(S)/ 0.977% | (6,010) | (98,842) | (92,832) | |||||||
| JPY | 300,000 | 07/02/30 | 0.047%(S) | 1 Day TONAR(2)(S)/ 0.977% | (130) | (140,076) | (139,946) | |||||||
| JPY | 200,000 | 04/01/31 | 0.319%(S) | 1 Day TONAR(2)(S)/ 0.977% | (576) | (102,625) | (102,049) | |||||||
| JPY | 215,000 | 05/06/31 | 0.354%(S) | 1 Day TONAR(2)(S)/ 0.977% | (324) | (110,416) | (110,092) | |||||||
| JPY | 150,000 | 07/07/31 | 0.071%(S) | 1 Day TONAR(2)(S)/ 0.977% | (152) | (92,556) | (92,404) | |||||||
| JPY | 2,945,000 | 07/08/31 | 0.000%(A) | 1 Day TONAR(1)(A)/ 0.977% | 1,073,710 | 1,827,894 | 754,184 | |||||||
| JPY | 700,000 | 08/05/31 | 0.026%(S) | 1 Day TONAR(2)(S)/ 0.977% | 33 | (464,966) | (464,999) | |||||||
| JPY | 256,500 | 08/15/31 | 0.223%(S) | 1 Day TONAR(2)(S)/ 0.977% | (873) | (154,525) | (153,652) | |||||||
| JPY | 130,000 | 08/30/31 | 0.217%(S) | 1 Day TONAR(2)(S)/ 0.977% | (361) | (79,158) | (78,797) | |||||||
| JPY | 120,000 | 09/08/31 | 0.316%(S) | 1 Day TONAR(2)(S)/ 0.977% | (468) | (69,554) | (69,086) | |||||||
| JPY | 190,000 | 09/21/31 | 0.328%(S) | 1 Day TONAR(2)(S)/ 0.977% | (665) | (110,298) | (109,633) | |||||||
| JPY | 350,000 | 10/14/31 | 0.270%(S) | 1 Day TONAR(2)(S)/ 0.977% | (713) | (212,256) | (211,543) | |||||||
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at July 31, 2026 | Unrealized Appreciation (Depreciation) | ||||||||
| Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
| JPY | 200,000 | 04/06/32 | 0.484%(S) | 1 Day TONAR(2)(S)/ 0.977% | $(889) | $(120,859) | $(119,970) | |||||||
| JPY | 159,520 | 04/07/32 | 0.491%(S) | 1 Day TONAR(2)(S)/ 0.977% | (709) | (96,038) | (95,329) | |||||||
| JPY | 1,200,000 | 05/19/32 | 0.023%(S) | 1 Day TONAR(2)(S)/ 0.977% | (15) | (940,237) | (940,222) | |||||||
| JPY | 800,000 | 05/29/32 | 0.016%(S) | 1 Day TONAR(2)(S)/ 0.977% | (2) | (632,107) | (632,105) | |||||||
| JPY | 140,000 | 06/07/32 | 0.451%(S) | 1 Day TONAR(2)(S)/ 0.977% | — | (89,221) | (89,221) | |||||||
| JPY | 71,000 | 09/21/32 | 0.463%(S) | 1 Day TONAR(2)(S)/ 0.977% | (380) | (48,320) | (47,940) | |||||||
| JPY | 160,000 | 11/14/32 | 2.390%(S) | 1 Day TONAR(2)(S)/ 0.977% | — | 6,432 | 6,432 | |||||||
| JPY | 530,000 | 07/08/33 | 0.100%(A) | 1 Day TONAR(2)(A)/ 0.977% | (194,003) | (486,409) | (292,406) | |||||||
| JPY | 4,810,000 | 02/12/36 | 2.049%(A) | 1 Day TONAR(1)(A)/ 0.977% | — | 1,429,927 | 1,429,927 | |||||||
| JPY | 900,000 | 01/04/38 | 0.757%(S) | 1 Day TONAR(2)(S)/ 0.977% | (19,168) | (1,203,433) | (1,184,265) | |||||||
| JPY | 800,000 | 03/28/38 | 0.656%(S) | 1 Day TONAR(2)(S)/ 0.977% | (6,611) | (1,150,749) | (1,144,138) | |||||||
| JPY | 675,000 | 04/06/38 | 0.655%(S) | 1 Day TONAR(2)(S)/ 0.977% | (4,944) | (973,624) | (968,680) | |||||||
| JPY | 285,000 | 07/08/38 | 0.200%(A) | 1 Day TONAR(1)(A)/ 0.977% | 318,796 | 494,696 | 175,900 | |||||||
| JPY | 600,000 | 08/10/38 | 0.822%(S) | 1 Day TONAR(2)(S)/ 0.977% | (10,669) | (829,641) | (818,972) | |||||||
| JPY | 2,430,385 | 12/03/38 | 0.600%(S) | 1 Day TONAR(2)(S)/ 0.977% | (1,071) | (3,837,103) | (3,836,032) | |||||||
| JPY | 969,000 | 12/03/39 | 0.650%(S) | 1 Day TONAR(2)(S)/ 0.977% | (471) | (1,644,797) | (1,644,326) | |||||||
| JPY | 765,000 | 07/08/40 | 1.400%(A) | 1 Day TONAR(2)(A)/ 0.977% | (104,869) | (915,814) | (810,945) | |||||||
| JPY | 166,000 | 05/09/43 | 0.820%(S) | 1 Day TONAR(2)(S)/ 0.977% | (747) | (340,333) | (339,586) | |||||||
| JPY | 2,000,000 | 10/23/45 | 0.333%(S) | 1 Day TONAR(2)(S)/ 0.977% | (5,676) | (5,627,631) | (5,621,955) | |||||||
| JPY | 775,000 | 04/12/46 | 0.496%(S) | 1 Day TONAR(2)(S)/ 0.977% | (4,225) | (2,108,055) | (2,103,830) | |||||||
| JPY | 110,291 | 04/15/46 | 0.560%(S) | 1 Day TONAR(2)(S)/ 0.977% | (633) | (293,379) | (292,746) | |||||||
| JPY | 3,302,180 | 07/10/46 | 4.364%(A) | 1 Day TONAR(2)(A)/ 0.977% | — | 64,503 | 64,503 | |||||||
| JPY | 26,000 | 10/04/47 | 0.942%(S) | 1 Day TONAR(2)(S)/ 0.977% | (315) | (63,744) | (63,429) | |||||||
| JPY | 560,000 | 11/24/47 | 0.888%(S) | 1 Day TONAR(2)(S)/ 0.977% | (1,317) | (1,412,352) | (1,411,035) | |||||||
| JPY | 940,000 | 07/08/49 | 1.700%(A) | 1 Day TONAR(1)(A)/ 0.977% | 60,876 | 1,689,474 | 1,628,598 | |||||||
| JPY | 500,000 | 05/29/50 | 0.186%(S) | 1 Day TONAR(2)(S)/ 0.977% | (147) | (1,757,960) | (1,757,813) | |||||||
| JPY | 975,000 | 07/08/50 | 1.700%(A) | 1 Day TONAR(1)(A)/ 0.977% | 150,529 | 1,821,568 | 1,671,039 | |||||||
| JPY | 500,000 | 08/26/50 | 0.334%(S) | 1 Day TONAR(2)(S)/ 0.977% | (3,312) | (1,695,545) | (1,692,233) | |||||||
| JPY | 1,000,000 | 12/16/50 | 0.338%(S) | 1 Day TONAR(2)(S)/ 0.977% | (11,409) | (3,409,554) | (3,398,145) | |||||||
| JPY | 1,200,000 | 02/08/51 | 0.467%(S) | 1 Day TONAR(2)(S)/ 0.977% | (13,574) | (3,951,625) | (3,938,051) | |||||||
| JPY | 1,650,000 | 03/30/51 | 0.520%(S) | 1 Day TONAR(2)(S)/ 0.977% | (11,734) | (5,354,363) | (5,342,629) | |||||||
| JPY | 701,000 | 07/31/53 | 1.102%(A) | 1 Day TONAR(1)(A)/ 0.977% | — | 1,915,181 | 1,915,181 | |||||||
| JPY | 1,000,000 | 07/08/54 | 0.450%(A) | 1 Day TONAR(1)(A)/ 0.977% | 1,781,890 | 3,541,491 | 1,759,601 | |||||||
| JPY | 170,000 | 04/08/56 | 1.750%(A) | 1 Day TONAR(2)(A)/ 0.977% | (279,985) | (360,817) | (80,832) | |||||||
| JPY | 1,061,945 | 07/10/56 | 3.558%(A) | 1 Day TONAR(1)(A)/ 0.977% | — | 2,875 | 2,875 | |||||||
| KRW | 19,850,000 | 04/19/28 | 3.135%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | — | (118,553) | (118,553) | |||||||
| KRW | 20,447,900 | 09/10/28 | 2.043%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | 229,341 | (508,118) | (737,459) | |||||||
| KRW | 11,000,000 | 02/05/30 | 1.319%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | 2 | (678,539) | (678,541) | |||||||
| KRW | 5,000,000 | 01/05/31 | 1.258%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | — | (387,681) | (387,681) | |||||||
| KRW | 4,000,000 | 08/13/31 | 1.630%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | — | (307,362) | (307,362) | |||||||
| KRW | 1,067,160 | 03/10/33 | 3.150%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | (12,340) | (37,789) | (25,449) | |||||||
| KRW | 2,640,000 | 11/24/33 | 3.610%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | — | (47,867) | (47,867) | |||||||
| KRW | 30,916,085 | 03/10/34 | 3.150%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | 6,566 | (1,277,677) | (1,284,243) | |||||||
| KRW | 12,166,000 | 03/10/35 | 3.200%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | 344,061 | (541,950) | (886,011) | |||||||
| KRW | 6,410,000 | 03/10/36 | 3.200%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | (53,648) | (320,068) | (266,420) | |||||||
| KRW | 3,257,900 | 03/13/36 | 3.550%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | — | (97,079) | (97,079) | |||||||
| KRW | 11,100,000 | 11/08/39 | 3.000%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | — | (898,252) | (898,252) | |||||||
| KRW | 12,200,000 | 01/15/41 | 3.360%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | — | (696,893) | (696,893) | |||||||
| KRW | 8,800,000 | 11/08/44 | 2.840%(Q) | 3 Month KWCDC(1)(Q)/ 2.950% | — | 971,726 | 971,726 | |||||||
| MXN | 443,700 | 02/25/33 | 7.565%(M) | 28 Day Mexican Interbank Rate(2)(M)/ 6.756% | — | (577,512) | (577,512) | |||||||
| MYR | 30,100 | 03/12/31 | 3.480%(Q) | 3 Month KLIBOR(2)(Q)/ 3.450% | (41) | (59,223) | (59,182) | |||||||
| NOK | 36,000 | 02/07/29 | 2.083%(A) | 6 Month NIBOR(2)(S)/ 4.850% | — | (296,746) | (296,746) | |||||||
| NOK | 48,000 | 10/07/29 | 1.660%(A) | 6 Month NIBOR(2)(S)/ 4.850% | — | (480,896) | (480,896) | |||||||
| NZD | 6,450 | 11/28/28 | 2.950%(S) | 3 Month BBR(2)(Q)/ 2.935% | — | (63,161) | (63,161) | |||||||
| NZD | 5,340 | 05/08/35 | 4.400%(S) | 3 Month BBR(2)(Q)/ 2.935% | 174,217 | 35,731 | (138,486) | |||||||
| NZD | 21,660 | 07/31/35 | 4.068%(S) | 3 Month BBR(2)(Q)/ 2.935% | — | (238,687) | (238,687) | |||||||
| PLN | 10,000 | 03/26/31 | 1.675%(A) | 6 Month WIBOR(2)(S)/ 3.840% | — | (318,021) | (318,021) | |||||||
| SEK | 60,000 | 07/10/32 | 3.150%(A) | 3 Month STIBOR(1)(Q)/ 2.042% | (346,154) | (75,641) | 270,513 | |||||||
| SGD | 17,215 | 07/29/31 | 1.120%(S) | 1 Day SORA(2)(S)/ 0.829% | 58,835 | (579,317) | (638,152) | |||||||
| SGD | 680 | 09/10/35 | 2.500%(S) | 1 Day SORA(2)(S)/ 0.829% | 30,109 | 12,297 | (17,812) | |||||||
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Value at Trade Date | Value at July 31, 2026 | Unrealized Appreciation (Depreciation) | ||||||||
| Centrally Cleared Interest Rate Swap Agreements (cont’d.): | ||||||||||||||
| SGD | 1,850 | 09/11/35 | 1.720%(S) | 1 Day SORA(2)(S)/ 0.829% | $— | $(63,948) | $(63,948) | |||||||
| SGD | 2,690 | 09/15/35 | 1.680%(S) | 1 Day SORA(2)(S)/ 0.829% | — | (100,748) | (100,748) | |||||||
| SGD | 5,540 | 09/17/35 | 1.680%(S) | 1 Day SORA(2)(S)/ 0.829% | — | (207,581) | (207,581) | |||||||
| SGD | 4,900 | 09/25/35 | 1.710%(S) | 1 Day SORA(2)(S)/ 0.829% | (20,662) | (174,820) | (154,158) | |||||||
| THB | 1,378,430 | 08/18/26 | 1.168%(Q) | 1 Day THOR(1)(Q)/ 0.986% | — | (17,844) | (17,844) | |||||||
| THB | 173,600 | 04/28/30 | 1.020%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | (109,090) | (109,090) | |||||||
| THB | 23,000 | 05/29/30 | 2.645%(Q) | 1 Day THOR(2)(Q)/ 0.986% | (485) | 28,725 | 29,210 | |||||||
| THB | 72,900 | 06/25/30 | 0.990%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | (51,775) | (51,775) | |||||||
| THB | 200,200 | 07/03/30 | 1.028%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | (134,810) | (134,810) | |||||||
| THB | 115,500 | 08/17/31 | 1.320%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | (70,914) | (70,914) | |||||||
| THB | 260,500 | 04/18/34 | 2.895%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | 514,727 | 514,727 | |||||||
| THB | 218,530 | 04/22/34 | 2.818%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | 393,700 | 393,700 | |||||||
| THB | 110,000 | 04/23/34 | 2.855%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | 206,933 | 206,933 | |||||||
| THB | 204,200 | 12/16/34 | 2.173%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | 65,829 | 65,829 | |||||||
| THB | 46,400 | 03/16/36 | 1.900%(Q) | 1 Day THOR(2)(Q)/ 0.986% | — | (29,435) | (29,435) | |||||||
| TWD | 564,000 | 02/17/28 | 1.390%(Q) | 3 Month TAIBOR(1)(Q)/ 1.681% | — | 166,504 | 166,504 | |||||||
| 50,180 | 09/25/26 | 4.699%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | (385,946) | (385,946) | ||||||||
| 125,860 | 05/11/28 | 4.350%(A) | 1 Day SOFR(2)(A)/ 3.660% | 1,452,929 | 638,134 | (814,795) | ||||||||
| 78,070 | 07/08/28 | 4.000%(A) | 1 Day SOFR(2)(A)/ 3.660% | 52,193 | (191,832) | (244,025) | ||||||||
| 32,215 | 09/05/28 | 4.027%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 27,435 | 27,435 | ||||||||
| 30,430 | 11/07/28 | 4.223%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | (155,681) | (155,681) | ||||||||
| 30,780 | 05/17/29 | 4.143%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | (26,592) | (26,592) | ||||||||
| 31,170 | 06/01/31 | 3.886%(A) | 1 Day SOFR(2)(A)/ 3.660% | — | (374,645) | (374,645) | ||||||||
| 21,040 | 03/28/32 | 3.841%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 356,458 | 356,458 | ||||||||
| 310 | 08/01/35 | 3.869%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 9,945 | 9,945 | ||||||||
| 15,700 | 11/10/35 | 3.669%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 769,533 | 769,533 | ||||||||
| 11,300 | 05/11/41 | 4.050%(A) | 1 Day SOFR(1)(A)/ 3.660% | (15,117) | 520,228 | 535,345 | ||||||||
| 21,865 | 05/11/45 | 4.000%(A) | 1 Day SOFR(2)(A)/ 3.660% | (876,930) | (1,515,099) | (638,169) | ||||||||
| 9,710 | 04/13/46 | 4.148%(A) | 1 Day SOFR(2)(A)/ 3.660% | — | (508,863) | (508,863) | ||||||||
| 29,415 | 05/11/49 | 1.350%(A) | 1 Day SOFR(2)(A)/ 3.660% | (10,958,223) | (13,600,839) | (2,642,616) | ||||||||
| 8,440 | 12/16/49 | 3.805%(A) | 1 Day SOFR(2)(A)/ 3.660% | — | (918,350) | (918,350) | ||||||||
| 7,443 | 11/15/52 | 3.927%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 704,293 | 704,293 | ||||||||
| 7,710 | 04/30/54 | 4.027%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 614,227 | 614,227 | ||||||||
| 15,125 | 05/10/54 | 3.850%(A) | 1 Day SOFR(2)(A)/ 3.660% | (82,946) | (1,635,136) | (1,552,190) | ||||||||
| 27,110 | 05/11/54 | 1.350%(A) | 1 Day SOFR(1)(A)/ 3.660% | 11,885,095 | 13,781,838 | 1,896,743 | ||||||||
| 140,995 | 12/14/54 | 3.136%(A) | 1 Day SOFR(1)(A)/ 3.660% | 565,538 | 6,496,362 | 5,930,824 | ||||||||
| 14,416 | 12/15/54 | 3.638%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 1,414,898 | 1,414,898 | ||||||||
| 7,515 | 12/16/54 | 3.719%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 974,627 | 974,627 | ||||||||
| 21,200 | 01/15/55 | 4.130%(A) | 1 Day SOFR(1)(A)/ 3.660% | (409,640) | 1,311,214 | 1,720,854 | ||||||||
| 23,230 | 05/11/55 | 3.850%(A) | 1 Day SOFR(1)(A)/ 3.660% | 854,613 | 2,522,928 | 1,668,315 | ||||||||
| 36,892 | 09/17/55 | 3.897%(A) | 1 Day SOFR(1)(A)/ 3.660% | — | 3,724,621 | 3,724,621 | ||||||||
| 79,106 | 06/01/56 | 4.132%(A) | 1 Day SOFR(1)(A)/ 3.660% | 1,762 | 546,066 | 544,304 | ||||||||
| 77,081 | 06/04/56 | 4.127%(A) | 1 Day SOFR(1)(A)/ 3.660% | (35,358) | 543,587 | 578,945 | ||||||||
| 16,430 | 05/10/74 | 3.420%(A) | 1 Day SOFR(1)(A)/ 3.660% | 169,941 | 2,863,309 | 2,693,368 | ||||||||
| 24,840 | 05/11/74 | 1.950%(A) | 1 Day SOFR(1)(A)/ 3.660% | 111,923 | 1,413,815 | 1,301,892 | ||||||||
| ZAR | 287,000 | 06/01/36 | 8.140%(A) | 1 Day ZARONIA(2)(A)/ 6.858% | (609) | (250,471) | (249,862) | |||||||
| $15,679,459 | $(42,439,149) | $(58,118,608) | ||||||||||||
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
| OTC Interest Rate Swap Agreements: | |||||||||||||||
| BRL | 50,000 | 01/02/35 | 14.065%(T) | 1 Day BROIS(1)(T)/ 0.053% | $208,706 | $— | $208,706 | GSI | |||||||
| BRL | 50,000 | 01/02/35 | 14.320%(T) | 1 Day BROIS(2)(T)/ 0.053% | (207,768) | — | (207,768) | GSI | |||||||
| CNH | 1,000 | 06/15/28 | 2.365%(Q) | 7 Day China Fixing Repo Rates(1)(Q)/ 1.457% | (2,792) | — | (2,792) | MSI | |||||||
| CNH | 1,000 | 06/15/28 | 2.410%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | 2,891 | — | 2,891 | MSI | |||||||
| CNH | 75,000 | 07/12/28 | 2.410%(Q) | 7 Day China Fixing Repo Rates(1)(Q)/ 1.457% | (219,642) | — | (219,642) | MSI | |||||||
| CNH | 75,000 | 07/12/28 | 2.455%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | 229,435 | — | 229,435 | MSI | |||||||
| CNH | 34,800 | 07/31/30 | 2.515%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | 213,418 | — | 213,418 | MSI | |||||||
| Notional Amount (000)# | Termination Date | Fixed Rate | Floating Rate | Fair Value | Upfront Premiums Paid(Received) | Unrealized Appreciation (Depreciation) | Counterparty | ||||||||
| OTC Interest Rate Swap Agreements (cont’d.): | |||||||||||||||
| CNH | 16,100 | 11/24/30 | 2.495%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | $108,338 | $— | $108,338 | MSI | |||||||
| CNH | 5,000 | 10/14/31 | 2.675%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | 44,861 | — | 44,861 | SCB | |||||||
| CNH | 30,000 | 11/02/31 | 2.700%(Q) | 7 Day China Fixing Repo Rates(2)(Q)/ 1.457% | 288,588 | — | 288,588 | SCB | |||||||
| JPY | 35,000 | 12/14/32 | 1.575%(S) | 6 Month JPY LIBOR(2)(S)/ 0.072% | (9,182) | — | (9,182) | HSBC | |||||||
| KRW | 1,485,000 | 10/28/26 | 1.520%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | (3,685) | (7) | (3,678) | JPM | |||||||
| KRW | 2,040,000 | 04/26/27 | 1.880%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | (14,352) | — | (14,352) | MSI | |||||||
| KRW | 1,280,000 | 10/17/28 | 1.450%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | (44,185) | — | (44,185) | CITI | |||||||
| KRW | 520,000 | 01/27/31 | 1.870%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | (31,175) | — | (31,175) | JPM | |||||||
| KRW | 8,100,000 | 05/30/34 | 3.418%(Q) | 3 Month KWCDC(2)(Q)/ 2.950% | (237,945) | — | (237,945) | GSI | |||||||
| KRW | 3,330,000 | 05/30/54 | 2.968%(Q) | 3 Month KWCDC(1)(Q)/ 2.950% | 341,773 | — | 341,773 | GSI | |||||||
| KRW | 7,200,000 | 01/15/56 | 3.010%(Q) | 3 Month KWCDC(1)(Q)/ 2.950% | 694,463 | — | 694,463 | MSI | |||||||
| MYR | 45,900 | 08/12/26 | 2.605%(Q) | 3 Month KLIBOR(2)(Q)/ 3.450% | (21,305) | (29) | (21,276) | HSBC | |||||||
| MYR | 3,000 | 07/29/27 | 3.060%(Q) | 3 Month KLIBOR(2)(Q)/ 3.450% | (3,426) | 2 | (3,428) | JPM | |||||||
| MYR | 3,160 | 07/11/29 | 3.528%(Q) | 3 Month KLIBOR(2)(Q)/ 3.450% | (1,916) | (6) | (1,910) | MSI | |||||||
| MYR | 11,700 | 11/19/29 | 3.245%(Q) | 3 Month KLIBOR(2)(Q)/ 3.450% | (34,582) | 16 | (34,598) | MSI | |||||||
| MYR | 17,800 | 02/04/30 | 3.060%(Q) | 3 Month KLIBOR(2)(Q)/ 3.450% | (85,445) | 9 | (85,454) | MSI | |||||||
| MYR | 17,745 | 02/28/32 | 3.625%(Q) | 3 Month KLIBOR(2)(Q)/ 3.450% | (17,042) | 4 | (17,046) | JPM | |||||||
| MYR | 13,700 | 07/29/35 | 3.330%(Q) | 3 Month KLIBOR(2)(Q)/ 3.450% | (131,652) | (9) | (131,643) | JPM | |||||||
| 10,000 | 09/22/28 | 3.290%(S) | 1 Week MUNIPSA(1)(Q)/ 2.160% | (277,665) | — | (277,665) | JPM | ||||||||
| $788,714 | $(20) | $788,734 | |||||||||||||
| (1) | The Fund pays the fixed rate and receives the floating rate. |
| (2) | The Fund pays the floating rate and receives the fixed rate. |